
NAMEzggesx.f SYNOPSISFunctions/Subroutinessubroutine zggesx (JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK, IWORK, LIWORK, BWORK, INFO) Function/Subroutine Documentationsubroutine zggesx (characterJOBVSL, characterJOBVSR, characterSORT, logical, externalSELCTG, characterSENSE, integerN, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( ldb, * )B, integerLDB, integerSDIM, complex*16, dimension( * )ALPHA, complex*16, dimension( * )BETA, complex*16, dimension( ldvsl, * )VSL, integerLDVSL, complex*16, dimension( ldvsr, * )VSR, integerLDVSR, double precision, dimension( 2 )RCONDE, double precision, dimension( 2 )RCONDV, complex*16, dimension( * )WORK, integerLWORK, double precision, dimension( * )RWORK, integer, dimension( * )IWORK, integerLIWORK, logical, dimension( * )BWORK, integerINFO)ZGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices Purpose:ZGGESX computes for a pair of NbyN 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 conjugatetranspose 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 nonnegative diagonal and S is upper triangular. JOBVSL
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JOBVSL is CHARACTER*1 = 'N': do not compute the left Schur vectors; = 'V': compute the left Schur vectors.JOBVSR JOBVSR is CHARACTER*1 = 'N': do not compute the right Schur vectors; = 'V': compute the right Schur vectors.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).SELCTG SELCTG is procedure) LOGICAL FUNCTION of two COMPLEX*16 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 illconditioned), in this case INFO is set to N+3 see INFO below).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'.N N is INTEGER The order of the matrices A, B, VSL, and VSR. N >= 0.A A is COMPLEX*16 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.LDA LDA is INTEGER The leading dimension of A. LDA >= max(1,N).B B is COMPLEX*16 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.LDB LDB is INTEGER The leading dimension of B. LDB >= max(1,N).SDIM SDIM is INTEGER If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of eigenvalues (after sorting) for which SELCTG is true.ALPHA ALPHA is COMPLEX*16 array, dimension (N)BETA BETA is COMPLEX*16 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 nonnegative 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).VSL VSL is COMPLEX*16 array, dimension (LDVSL,N) If JOBVSL = 'V', VSL will contain the left Schur vectors. Not referenced if JOBVSL = 'N'.LDVSL LDVSL is INTEGER The leading dimension of the matrix VSL. LDVSL >=1, and if JOBVSL = 'V', LDVSL >= N.VSR VSR is COMPLEX*16 array, dimension (LDVSR,N) If JOBVSR = 'V', VSR will contain the right Schur vectors. Not referenced if JOBVSR = 'N'.LDVSR LDVSR is INTEGER The leading dimension of the matrix VSR. LDVSR >= 1, and if JOBVSR = 'V', LDVSR >= N.RCONDE RCONDE is DOUBLE PRECISION 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'.RCONDV RCONDV is DOUBLE PRECISION 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'.WORK WORK is COMPLEX*16 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. If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B', LWORK >= MAX(1,2*N,2*SDIM*(NSDIM)), else LWORK >= MAX(1,2*N). Note that 2*SDIM*(NSDIM) <= 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.RWORK RWORK is DOUBLE PRECISION array, dimension ( 8*N ) Real workspace.IWORK IWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.LIWORK LIWORK is INTEGER The dimension of the array IWORK. 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.BWORK BWORK is LOGICAL array, dimension (N) Not referenced if SORT = 'N'.INFO INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith 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 ZHGEQZ =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 ZTGSEN. Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Definition at line 328 of file zggesx.f.
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