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LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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| subroutine dgegs | ( | character | JOBVSL, |
| character | JOBVSR, | ||
| integer | N, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| double precision, dimension( * ) | ALPHAR, | ||
| double precision, dimension( * ) | ALPHAI, | ||
| double precision, dimension( * ) | BETA, | ||
| double precision, dimension( ldvsl, * ) | VSL, | ||
| integer | LDVSL, | ||
| double precision, dimension( ldvsr, * ) | VSR, | ||
| integer | LDVSR, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | LWORK, | ||
| integer | INFO | ||
| ) |
DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Download DGEGS + dependencies [TGZ] [ZIP] [TXT]
This routine is deprecated and has been replaced by routine DGGES. DGEGS computes the eigenvalues, real Schur form, and, optionally, left and or/right Schur vectors of a real matrix pair (A,B). Given two square matrices A and B, the generalized real Schur factorization has the form A = Q*S*Z**T, B = Q*T*Z**T where Q and Z are orthogonal matrices, T is upper triangular, and S is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks, the 2-by-2 blocks corresponding to complex conjugate pairs of eigenvalues of (A,B). The columns of Q are the left Schur vectors and the columns of Z are the right Schur vectors. If only the eigenvalues of (A,B) are needed, the driver routine DGEGV should be used instead. See DGEGV for a description of the eigenvalues of the generalized nonsymmetric eigenvalue problem (GNEP).
| [in] | JOBVSL | JOBVSL is CHARACTER*1
= 'N': do not compute the left Schur vectors;
= 'V': compute the left Schur vectors (returned in VSL). |
| [in] | JOBVSR | JOBVSR is CHARACTER*1
= 'N': do not compute the right Schur vectors;
= 'V': compute the right Schur vectors (returned in VSR). |
| [in] | N | N is INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0. |
| [in,out] | A | A is DOUBLE PRECISION array, dimension (LDA, N)
On entry, the matrix A.
On exit, the upper quasi-triangular matrix S from the
generalized real Schur factorization. |
| [in] | LDA | LDA is INTEGER
The leading dimension of A. LDA >= max(1,N). |
| [in,out] | B | B is DOUBLE PRECISION array, dimension (LDB, N)
On entry, the matrix B.
On exit, the upper triangular matrix T from the generalized
real Schur factorization. |
| [in] | LDB | LDB is INTEGER
The leading dimension of B. LDB >= max(1,N). |
| [out] | ALPHAR | ALPHAR is DOUBLE PRECISION array, dimension (N)
The real parts of each scalar alpha defining an eigenvalue
of GNEP. |
| [out] | ALPHAI | ALPHAI is DOUBLE PRECISION array, dimension (N)
The imaginary parts of each scalar alpha defining an
eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th
eigenvalue is real; if positive, then the j-th and (j+1)-st
eigenvalues are a complex conjugate pair, with
ALPHAI(j+1) = -ALPHAI(j). |
| [out] | BETA | BETA is DOUBLE PRECISION array, dimension (N)
The scalars beta that define the eigenvalues of GNEP.
Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
beta = BETA(j) represent the j-th eigenvalue of the matrix
pair (A,B), in one of the forms lambda = alpha/beta or
mu = beta/alpha. Since either lambda or mu may overflow,
they should not, in general, be computed. |
| [out] | VSL | VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
If JOBVSL = 'V', the matrix of left Schur vectors Q.
Not referenced if JOBVSL = 'N'. |
| [in] | LDVSL | LDVSL is INTEGER
The leading dimension of the matrix VSL. LDVSL >=1, and
if JOBVSL = 'V', LDVSL >= N. |
| [out] | VSR | VSR is DOUBLE PRECISION array, dimension (LDVSR,N)
If JOBVSR = 'V', the matrix of right Schur vectors Z.
Not referenced if JOBVSR = 'N'. |
| [in] | LDVSR | LDVSR is INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and
if JOBVSR = 'V', LDVSR >= N. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
| [in] | LWORK | LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,4*N).
For good performance, LWORK must generally be larger.
To compute the optimal value of LWORK, call ILAENV to get
blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute:
NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR
The optimal LWORK is 2*N + N*(NB+1).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
= 1,...,N:
The QZ iteration failed. (A,B) are not in Schur
form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
be correct for j=INFO+1,...,N.
> N: errors that usually indicate LAPACK problems:
=N+1: error return from DGGBAL
=N+2: error return from DGEQRF
=N+3: error return from DORMQR
=N+4: error return from DORGQR
=N+5: error return from DGGHRD
=N+6: error return from DHGEQZ (other than failed
iteration)
=N+7: error return from DGGBAK (computing VSL)
=N+8: error return from DGGBAK (computing VSR)
=N+9: error return from DLASCL (various places) |
Definition at line 229 of file dgegs.f.
1.8.10 
