LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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subroutine cggesx | ( | character | jobvsl, |
character | jobvsr, | ||
character | sort, | ||
external | selctg, | ||
character | sense, | ||
integer | n, | ||
complex, dimension( lda, * ) | a, | ||
integer | lda, | ||
complex, dimension( ldb, * ) | b, | ||
integer | ldb, | ||
integer | sdim, | ||
complex, dimension( * ) | alpha, | ||
complex, dimension( * ) | beta, | ||
complex, dimension( ldvsl, * ) | vsl, | ||
integer | ldvsl, | ||
complex, dimension( ldvsr, * ) | vsr, | ||
integer | ldvsr, | ||
real, dimension( 2 ) | rconde, | ||
real, dimension( 2 ) | rcondv, | ||
complex, dimension( * ) | work, | ||
integer | lwork, | ||
real, dimension( * ) | rwork, | ||
integer, dimension( * ) | iwork, | ||
integer | liwork, | ||
logical, dimension( * ) | bwork, | ||
integer | info ) |
CGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices
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!> !> CGGESX computes for a pair of N-by-N complex nonsymmetric matrices !> (A,B), the generalized eigenvalues, the complex Schur form (S,T), !> and, optionally, the left and/or right matrices of Schur vectors (VSL !> and VSR). This gives the generalized Schur factorization !> !> (A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H ) !> !> where (VSR)**H is the conjugate-transpose of VSR. !> !> Optionally, it also orders the eigenvalues so that a selected cluster !> of eigenvalues appears in the leading diagonal blocks of the upper !> triangular matrix S and the upper triangular matrix T; computes !> a reciprocal condition number for the average of the selected !> eigenvalues (RCONDE); and computes a reciprocal condition number for !> the right and left deflating subspaces corresponding to the selected !> eigenvalues (RCONDV). The leading columns of VSL and VSR then form !> an orthonormal basis for the corresponding left and right eigenspaces !> (deflating subspaces). !> !> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w !> or a ratio alpha/beta = w, such that A - w*B is singular. It is !> usually represented as the pair (alpha,beta), as there is a !> reasonable interpretation for beta=0 or for both being zero. !> !> A pair of matrices (S,T) is in generalized complex Schur form if T is !> upper triangular with non-negative diagonal and S is upper !> triangular. !>
[in] | JOBVSL | !> JOBVSL is CHARACTER*1 !> = 'N': do not compute the left Schur vectors; !> = 'V': compute the left Schur vectors. !> |
[in] | JOBVSR | !> JOBVSR is CHARACTER*1 !> = 'N': do not compute the right Schur vectors; !> = 'V': compute the right Schur vectors. !> |
[in] | SORT | !> SORT is CHARACTER*1 !> Specifies whether or not to order the eigenvalues on the !> diagonal of the generalized Schur form. !> = 'N': Eigenvalues are not ordered; !> = 'S': Eigenvalues are ordered (see SELCTG). !> |
[in] | SELCTG | !> SELCTG is a LOGICAL FUNCTION of two COMPLEX arguments !> SELCTG must be declared EXTERNAL in the calling subroutine. !> If SORT = 'N', SELCTG is not referenced. !> If SORT = 'S', SELCTG is used to select eigenvalues to sort !> to the top left of the Schur form. !> Note that a selected complex eigenvalue may no longer satisfy !> SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since !> ordering may change the value of complex eigenvalues !> (especially if the eigenvalue is ill-conditioned), in this !> case INFO is set to N+3 see INFO below). !> |
[in] | SENSE | !> SENSE is CHARACTER*1 !> Determines which reciprocal condition numbers are computed. !> = 'N': None are computed; !> = 'E': Computed for average of selected eigenvalues only; !> = 'V': Computed for selected deflating subspaces only; !> = 'B': Computed for both. !> If SENSE = 'E', 'V', or 'B', SORT must equal 'S'. !> |
[in] | N | !> N is INTEGER !> The order of the matrices A, B, VSL, and VSR. N >= 0. !> |
[in,out] | A | !> A is COMPLEX array, dimension (LDA, N) !> On entry, the first of the pair of matrices. !> On exit, A has been overwritten by its generalized Schur !> form S. !> |
[in] | LDA | !> LDA is INTEGER !> The leading dimension of A. LDA >= max(1,N). !> |
[in,out] | B | !> B is COMPLEX array, dimension (LDB, N) !> On entry, the second of the pair of matrices. !> On exit, B has been overwritten by its generalized Schur !> form T. !> |
[in] | LDB | !> LDB is INTEGER !> The leading dimension of B. LDB >= max(1,N). !> |
[out] | SDIM | !> SDIM is INTEGER !> If SORT = 'N', SDIM = 0. !> If SORT = 'S', SDIM = number of eigenvalues (after sorting) !> for which SELCTG is true. !> |
[out] | ALPHA | !> ALPHA is COMPLEX array, dimension (N) !> |
[out] | BETA | !> BETA is COMPLEX array, dimension (N) !> On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the !> generalized eigenvalues. ALPHA(j) and BETA(j),j=1,...,N are !> the diagonals of the complex Schur form (S,T). BETA(j) will !> be non-negative real. !> !> Note: the quotients ALPHA(j)/BETA(j) may easily over- or !> underflow, and BETA(j) may even be zero. Thus, the user !> should avoid naively computing the ratio alpha/beta. !> However, ALPHA will be always less than and usually !> comparable with norm(A) in magnitude, and BETA always less !> than and usually comparable with norm(B). !> |
[out] | VSL | !> VSL is COMPLEX array, dimension (LDVSL,N) !> If JOBVSL = 'V', VSL will contain the left Schur vectors. !> 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 COMPLEX array, dimension (LDVSR,N) !> If JOBVSR = 'V', VSR will contain the right Schur vectors. !> 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] | RCONDE | !> RCONDE is REAL array, dimension ( 2 ) !> If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the !> reciprocal condition numbers for the average of the selected !> eigenvalues. !> Not referenced if SENSE = 'N' or 'V'. !> |
[out] | RCONDV | !> RCONDV is REAL array, dimension ( 2 ) !> If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the !> reciprocal condition number for the selected deflating !> subspaces. !> Not referenced if SENSE = 'N' or 'E'. !> |
[out] | WORK | !> WORK is COMPLEX 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. !> If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B', !> LWORK >= MAX(1,2*N,2*SDIM*(N-SDIM)), else !> LWORK >= MAX(1,2*N). Note that 2*SDIM*(N-SDIM) <= N*N/2. !> Note also that an error is only returned if !> LWORK < MAX(1,2*N), but if SENSE = 'E' or 'V' or 'B' this may !> not be large enough. !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the bound on the optimal size of the WORK !> array and the minimum size of the IWORK array, returns these !> values as the first entries of the WORK and IWORK arrays, and !> no error message related to LWORK or LIWORK is issued by !> XERBLA. !> |
[out] | RWORK | !> RWORK is REAL array, dimension ( 8*N ) !> Real workspace. !> |
[out] | IWORK | !> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) !> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK. !> |
[in] | LIWORK | !> LIWORK is INTEGER !> The dimension of the array WORK. !> If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise !> LIWORK >= N+2. !> !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the bound on the optimal size of the !> WORK array and the minimum size of the IWORK array, returns !> these values as the first entries of the WORK and IWORK !> arrays, and no error message related to LWORK or LIWORK is !> issued by XERBLA. !> |
[out] | BWORK | !> BWORK is LOGICAL array, dimension (N) !> Not referenced if SORT = 'N'. !> |
[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 ALPHA(j) and BETA(j) should be correct for !> j=INFO+1,...,N. !> > N: =N+1: other than QZ iteration failed in CHGEQZ !> =N+2: after reordering, roundoff changed values of !> some complex eigenvalues so that leading !> eigenvalues in the Generalized Schur form no !> longer satisfy SELCTG=.TRUE. This could also !> be caused due to scaling. !> =N+3: reordering failed in CTGSEN. !> |
Definition at line 324 of file cggesx.f.