cggev (3) - Linux Manuals

NAME

cggev.f -

SYNOPSIS


Functions/Subroutines


subroutine cggev (JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO)
CGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Function/Subroutine Documentation

subroutine cggev (characterJOBVL, characterJOBVR, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )ALPHA, complex, dimension( * )BETA, complex, dimension( ldvl, * )VL, integerLDVL, complex, dimension( ldvr, * )VR, integerLDVR, complex, dimension( * )WORK, integerLWORK, real, dimension( * )RWORK, integerINFO)

CGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Purpose: 

 CGGEV computes for a pair of N-by-N complex nonsymmetric matrices
 (A,B), the generalized eigenvalues, and optionally, the left and/or
 right generalized eigenvectors.

 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 generalized eigenvector v(j) corresponding to the
 generalized eigenvalue lambda(j) of (A,B) satisfies

              A * v(j) = lambda(j) * B * v(j).

 The left generalized eigenvector u(j) corresponding to the
 generalized eigenvalues 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).


 

Parameters:

JOBVL 

          JOBVL is CHARACTER*1
          = 'N':  do not compute the left generalized eigenvectors;
          = 'V':  compute the left generalized eigenvectors.


JOBVR 

          JOBVR is CHARACTER*1
          = 'N':  do not compute the right generalized eigenvectors;
          = 'V':  compute the right generalized eigenvectors.


N 

          N is INTEGER
          The order of the matrices A, B, VL, and VR.  N >= 0.


A 

          A is COMPLEX array, dimension (LDA, N)
          On entry, the matrix A in the pair (A,B).
          On exit, A has been overwritten.


LDA 

          LDA is INTEGER
          The leading dimension of A.  LDA >= max(1,N).


B 

          B is COMPLEX array, dimension (LDB, N)
          On entry, the matrix B in the pair (A,B).
          On exit, B has been overwritten.


LDB 

          LDB is INTEGER
          The leading dimension of B.  LDB >= max(1,N).


ALPHA 

          ALPHA is COMPLEX array, dimension (N)


BETA 

          BETA is COMPLEX array, dimension (N)
          On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
          generalized eigenvalues.

          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).


VL 

          VL is COMPLEX array, dimension (LDVL,N)
          If JOBVL = 'V', the left generalized eigenvectors u(j) are
          stored one after another in the columns of VL, in the same
          order as their eigenvalues.
          Each eigenvector is scaled so the largest component has
          abs(real part) + abs(imag. part) = 1.
          Not referenced if JOBVL = 'N'.


LDVL 

          LDVL is INTEGER
          The leading dimension of the matrix VL. LDVL >= 1, and
          if JOBVL = 'V', LDVL >= N.


VR 

          VR is COMPLEX array, dimension (LDVR,N)
          If JOBVR = 'V', the right generalized eigenvectors v(j) are
          stored one after another in the columns of VR, in the same
          order as their eigenvalues.
          Each eigenvector is scaled so the largest component has
          abs(real part) + abs(imag. part) = 1.
          Not referenced if JOBVR = 'N'.


LDVR 

          LDVR is INTEGER
          The leading dimension of the matrix VR. LDVR >= 1, and
          if JOBVR = 'V', LDVR >= N.


WORK 

          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK 

          LWORK is INTEGER
          The dimension of the array WORK.  LWORK >= max(1,2*N).
          For good performance, LWORK must generally be larger.

          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.


RWORK 

          RWORK is REAL array, dimension (8*N)


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 ALPHA(j) and BETA(j) should be
                correct for j=INFO+1,...,N.
          > N:  =N+1: other then QZ iteration failed in SHGEQZ,
                =N+2: error return from STGEVC.


 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

April 2012

Definition at line 217 of file cggev.f.

Author

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