
NAMEzggev.f SYNOPSISFunctions/Subroutinessubroutine zggev (JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO) Function/Subroutine Documentationsubroutine zggev (characterJOBVL, characterJOBVR, integerN, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( ldb, * )B, integerLDB, complex*16, dimension( * )ALPHA, complex*16, dimension( * )BETA, complex*16, dimension( ldvl, * )VL, integerLDVL, complex*16, dimension( ldvr, * )VR, integerLDVR, complex*16, dimension( * )WORK, integerLWORK, double precision, dimension( * )RWORK, integerINFO)ZGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices Purpose:ZGGEV computes for a pair of NbyN 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 conjugatetranspose of u(j). JOBVL
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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*16 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*16 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*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. 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*16 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*16 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*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. 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 DOUBLE PRECISION array, dimension (8*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. 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 DHGEQZ, =N+2: error return from DTGEVC. Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Definition at line 217 of file zggev.f.
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