LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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subroutine sggevx | ( | character | balanc, |
character | jobvl, | ||
character | jobvr, | ||
character | sense, | ||
integer | n, | ||
real, dimension( lda, * ) | a, | ||
integer | lda, | ||
real, dimension( ldb, * ) | b, | ||
integer | ldb, | ||
real, dimension( * ) | alphar, | ||
real, dimension( * ) | alphai, | ||
real, dimension( * ) | beta, | ||
real, dimension( ldvl, * ) | vl, | ||
integer | ldvl, | ||
real, dimension( ldvr, * ) | vr, | ||
integer | ldvr, | ||
integer | ilo, | ||
integer | ihi, | ||
real, dimension( * ) | lscale, | ||
real, dimension( * ) | rscale, | ||
real | abnrm, | ||
real | bbnrm, | ||
real, dimension( * ) | rconde, | ||
real, dimension( * ) | rcondv, | ||
real, dimension( * ) | work, | ||
integer | lwork, | ||
integer, dimension( * ) | iwork, | ||
logical, dimension( * ) | bwork, | ||
integer | info ) |
SGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
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!> !> SGGEVX computes for a pair of N-by-N real nonsymmetric matrices (A,B) !> the generalized eigenvalues, and optionally, the left and/or right !> generalized eigenvectors. !> !> Optionally also, it computes a balancing transformation to improve !> the conditioning of the eigenvalues and eigenvectors (ILO, IHI, !> LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for !> the eigenvalues (RCONDE), and reciprocal condition numbers for the !> right eigenvectors (RCONDV). !> !> A generalized eigenvalue for a pair of matrices (A,B) is a scalar !> lambda or a ratio alpha/beta = lambda, such that A - lambda*B is !> singular. It is usually represented as the pair (alpha,beta), as !> there is a reasonable interpretation for beta=0, and even for both !> being zero. !> !> The right eigenvector v(j) corresponding to the eigenvalue lambda(j) !> of (A,B) satisfies !> !> A * v(j) = lambda(j) * B * v(j) . !> !> The left eigenvector u(j) corresponding to the eigenvalue lambda(j) !> of (A,B) satisfies !> !> u(j)**H * A = lambda(j) * u(j)**H * B. !> !> where u(j)**H is the conjugate-transpose of u(j). !> !>
[in] | BALANC | !> BALANC is CHARACTER*1 !> Specifies the balance option to be performed. !> = 'N': do not diagonally scale or permute; !> = 'P': permute only; !> = 'S': scale only; !> = 'B': both permute and scale. !> Computed reciprocal condition numbers will be for the !> matrices after permuting and/or balancing. Permuting does !> not change condition numbers (in exact arithmetic), but !> balancing does. !> |
[in] | JOBVL | !> JOBVL is CHARACTER*1 !> = 'N': do not compute the left generalized eigenvectors; !> = 'V': compute the left generalized eigenvectors. !> |
[in] | JOBVR | !> JOBVR is CHARACTER*1 !> = 'N': do not compute the right generalized eigenvectors; !> = 'V': compute the right generalized eigenvectors. !> |
[in] | SENSE | !> SENSE is CHARACTER*1 !> Determines which reciprocal condition numbers are computed. !> = 'N': none are computed; !> = 'E': computed for eigenvalues only; !> = 'V': computed for eigenvectors only; !> = 'B': computed for eigenvalues and eigenvectors. !> |
[in] | N | !> N is INTEGER !> The order of the matrices A, B, VL, and VR. N >= 0. !> |
[in,out] | A | !> A is REAL array, dimension (LDA, N) !> On entry, the matrix A in the pair (A,B). !> On exit, A has been overwritten. If JOBVL='V' or JOBVR='V' !> or both, then A contains the first part of the real Schur !> form of the versions of the input A and B. !> |
[in] | LDA | !> LDA is INTEGER !> The leading dimension of A. LDA >= max(1,N). !> |
[in,out] | B | !> B is REAL array, dimension (LDB, N) !> On entry, the matrix B in the pair (A,B). !> On exit, B has been overwritten. If JOBVL='V' or JOBVR='V' !> or both, then B contains the second part of the real Schur !> form of the versions of the input A and B. !> |
[in] | LDB | !> LDB is INTEGER !> The leading dimension of B. LDB >= max(1,N). !> |
[out] | ALPHAR | !> ALPHAR is REAL array, dimension (N) !> |
[out] | ALPHAI | !> ALPHAI is REAL array, dimension (N) !> |
[out] | BETA | !> BETA is REAL array, dimension (N) !> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will !> be the generalized eigenvalues. 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) negative. !> !> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI 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] | VL | !> VL is REAL array, dimension (LDVL,N) !> If JOBVL = 'V', the left eigenvectors u(j) are stored one !> after another in the columns of VL, in the same order as !> their eigenvalues. If the j-th eigenvalue is real, then !> u(j) = VL(:,j), the j-th column of VL. If the j-th and !> (j+1)-th eigenvalues form a complex conjugate pair, then !> u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). !> Each eigenvector will be scaled so the largest component have !> abs(real part) + abs(imag. part) = 1. !> Not referenced if JOBVL = 'N'. !> |
[in] | LDVL | !> LDVL is INTEGER !> The leading dimension of the matrix VL. LDVL >= 1, and !> if JOBVL = 'V', LDVL >= N. !> |
[out] | VR | !> VR is REAL array, dimension (LDVR,N) !> If JOBVR = 'V', the right eigenvectors v(j) are stored one !> after another in the columns of VR, in the same order as !> their eigenvalues. If the j-th eigenvalue is real, then !> v(j) = VR(:,j), the j-th column of VR. If the j-th and !> (j+1)-th eigenvalues form a complex conjugate pair, then !> v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). !> Each eigenvector will be scaled so the largest component have !> abs(real part) + abs(imag. part) = 1. !> Not referenced if JOBVR = 'N'. !> |
[in] | LDVR | !> LDVR is INTEGER !> The leading dimension of the matrix VR. LDVR >= 1, and !> if JOBVR = 'V', LDVR >= N. !> |
[out] | ILO | !> ILO is INTEGER !> |
[out] | IHI | !> IHI is INTEGER !> ILO and IHI are integer values such that on exit !> A(i,j) = 0 and B(i,j) = 0 if i > j and !> j = 1,...,ILO-1 or i = IHI+1,...,N. !> If BALANC = 'N' or 'S', ILO = 1 and IHI = N. !> |
[out] | LSCALE | !> LSCALE is REAL array, dimension (N) !> Details of the permutations and scaling factors applied !> to the left side of A and B. If PL(j) is the index of the !> row interchanged with row j, and DL(j) is the scaling !> factor applied to row j, then !> LSCALE(j) = PL(j) for j = 1,...,ILO-1 !> = DL(j) for j = ILO,...,IHI !> = PL(j) for j = IHI+1,...,N. !> The order in which the interchanges are made is N to IHI+1, !> then 1 to ILO-1. !> |
[out] | RSCALE | !> RSCALE is REAL array, dimension (N) !> Details of the permutations and scaling factors applied !> to the right side of A and B. If PR(j) is the index of the !> column interchanged with column j, and DR(j) is the scaling !> factor applied to column j, then !> RSCALE(j) = PR(j) for j = 1,...,ILO-1 !> = DR(j) for j = ILO,...,IHI !> = PR(j) for j = IHI+1,...,N !> The order in which the interchanges are made is N to IHI+1, !> then 1 to ILO-1. !> |
[out] | ABNRM | !> ABNRM is REAL !> The one-norm of the balanced matrix A. !> |
[out] | BBNRM | !> BBNRM is REAL !> The one-norm of the balanced matrix B. !> |
[out] | RCONDE | !> RCONDE is REAL array, dimension (N) !> If SENSE = 'E' or 'B', the reciprocal condition numbers of !> the eigenvalues, stored in consecutive elements of the array. !> For a complex conjugate pair of eigenvalues two consecutive !> elements of RCONDE are set to the same value. Thus RCONDE(j), !> RCONDV(j), and the j-th columns of VL and VR all correspond !> to the j-th eigenpair. !> If SENSE = 'N' or 'V', RCONDE is not referenced. !> |
[out] | RCONDV | !> RCONDV is REAL array, dimension (N) !> If SENSE = 'V' or 'B', the estimated reciprocal condition !> numbers of the eigenvectors, stored in consecutive elements !> of the array. For a complex eigenvector two consecutive !> elements of RCONDV are set to the same value. If the !> eigenvalues cannot be reordered to compute RCONDV(j), !> RCONDV(j) is set to 0; this can only occur when the true !> value would be very small anyway. !> If SENSE = 'N' or 'E', RCONDV is not referenced. !> |
[out] | WORK | !> WORK is REAL 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(1,2*N). !> If BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V', !> LWORK >= max(1,6*N). !> If SENSE = 'E', LWORK >= max(1,10*N). !> If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*N+16. !> !> 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] | IWORK | !> IWORK is INTEGER array, dimension (N+6) !> If SENSE = 'E', IWORK is not referenced. !> |
[out] | BWORK | !> BWORK is LOGICAL array, dimension (N) !> If SENSE = 'N', BWORK is not referenced. !> |
[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. No eigenvectors have been !> calculated, but ALPHAR(j), ALPHAI(j), and BETA(j) !> should be correct for j=INFO+1,...,N. !> > N: =N+1: other than QZ iteration failed in SHGEQZ. !> =N+2: error return from STGEVC. !> |
!> !> Balancing a matrix pair (A,B) includes, first, permuting rows and !> columns to isolate eigenvalues, second, applying diagonal similarity !> transformation to the rows and columns to make the rows and columns !> as close in norm as possible. The computed reciprocal condition !> numbers correspond to the balanced matrix. Permuting rows and columns !> will not change the condition numbers (in exact arithmetic) but !> diagonal scaling will. For further explanation of balancing, see !> section 4.11.1.2 of LAPACK Users' Guide. !> !> An approximate error bound on the chordal distance between the i-th !> computed generalized eigenvalue w and the corresponding exact !> eigenvalue lambda is !> !> chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I) !> !> An approximate error bound for the angle between the i-th computed !> eigenvector VL(i) or VR(i) is given by !> !> EPS * norm(ABNRM, BBNRM) / DIF(i). !> !> For further explanation of the reciprocal condition numbers RCONDE !> and RCONDV, see section 4.11 of LAPACK User's Guide. !>
Definition at line 385 of file sggevx.f.