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LA_GEEVX computes for a real or complex square matrix , the
eigenvalues and, optionally, the left and/or right eigenvectors.
Optionally, it also balances and computes
reciprocal condition numbers for the eigenvalues and right
eigenvectors.
A right eigenvector of satisfies
where is its eigenvalue.
A left eigenvector of satisfies
where denotes the conjugate transpose of .
The computed eigenvectors are normalized to have Euclidean norm
equal to and largest component real.
Balancing involves permuting its rows and columns to
make it more nearly upper triangular and then scaling rows and
columns by a diagonal similarity transformation to reduce the
condition numbers of the eigenvalues and eigenvectors.
Computed reciprocal condition numbers pertain to the matrix
after balancing. Permuting does not change
condition numbers (in exact arithmetic), but scaling does.
Next: Arguments
Up: Standard Nonsymmetric Eigenvalue Problems
Previous: LA_GEEVX
  Contents
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Susan Blackford
2001-08-19