Previous: dgegs Up: ../lapack-d.html Next: dgehd2

NAME DGEGV - a pair of N-by-N real nonsymmetric matrices A, B SYNOPSIS SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO ) CHARACTER JOBVL, JOBVR INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), B( LDB, * ), BETA( * ), VL( LDVL, * ), VR( LDVR, * ), WORK( * ) PURPOSE For a pair of N-by-N real nonsymmetric matrices A, B: compute the generalized eigenvalues (alphar +/- alphai*i, beta) compute the left and/or right generalized eigenvectors (VL and VR) The second action is optional -- see the description of JOBVL and JOBVR below. A generalized eigenvalue for a pair of matrices (A,B) is, roughly speaking, 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 interpre- tation for beta=0, and even for both being zero. A good beginning reference is the book, "Matrix Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press) A right generalized eigenvector corresponding to a general- ized eigenvalue w for a pair of matrices (A,B) is a vector r such that (A - w B) r = 0 . A left generalized eigen- vector is a vector H l such that (A - w B) l = 0 . Note: this routine performs "full balancing" on A and B -- see "Further Details", below. ARGUMENTS JOBVL (input) CHARACTER*1 = 'N': do not compute the left generalized eigen- vectors; = 'V': compute the left generalized eigenvectors. JOBVR (input) CHARACTER*1 = 'N': do not compute the right generalized eigen- vectors; = 'V': compute the right generalized eigenvectors. N (input) INTEGER The number of rows and columns in the matrices A, B, VL, and VR. N >= 0. N) A (input/workspace) DOUBLE PRECISION array, dimension (LDA, On entry, the first of the pair of matrices whose generalized eigenvalues and (optionally) generalized eigenvectors are to be computed. On exit, the con- tents will have been destroyed. (For a description of the contents of A on exit, see "Further Details", below.) LDA (input) INTEGER The leading dimension of A. LDA >= max(1,N). N) B (input/workspace) DOUBLE PRECISION array, dimension (LDB, On entry, the second of the pair of matrices whose generalized eigenvalues and (optionally) generalized eigenvectors are to be computed. On exit, the con- tents will have been destroyed. (For a description of the contents of B on exit, see "Further Details", below.) LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimen- sion (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) nega- tive. 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. How- ever, 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). VL (output) DOUBLE PRECISION array, dimension (LDVL,N) If JOBVL = 'V', the left generalized eigenvectors. (See "Purpose", above.) Real eigenvectors take one column, complex take two columns, the first for the real part and the second for the imaginary part. Complex eigenvectors correspond to an eigenvalue with positive imaginary part. Each eigenvector will be scaled so the largest component will have abs(real part) + abs(imag. part) = 1, *except* that for eigenvalues with alpha=beta=0, a zero vector will be returned as the corresponding eigenvector. Not referenced if JOBVL = 'N'. LDVL (input) INTEGER The leading dimension of the matrix VL. LDVL >= 1, and if JOBVL = 'V', LDVL >= N. VR (output) DOUBLE PRECISION array, dimension (LDVR,N) If JOBVL = 'V', the right generalized eigenvectors. (See "Purpose", above.) Real eigenvectors take one column, complex take two columns, the first for the real part and the second for the imaginary part. Complex eigenvectors correspond to an eigenvalue with positive imaginary part. Each eigenvector will be scaled so the largest component will have abs(real part) + abs(imag. part) = 1, *except* that for eigenvalues with alpha=beta=0, a zero vector will be returned as the corresponding eigenvector. Not referenced if JOBVR = 'N'. LDVR (input) INTEGER The leading dimension of the matrix VR. LDVR >= 1, and if JOBVR = 'V', LDVR >= N. (LWORK) WORK (workspace/output) DOUBLE PRECISION array, dimension On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,8*N). For good performance, LWORK must gen- erally be larger. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR; The optimal LWORK is: 2*N + MAX( 6*N, N*(NB+1) ). INFO (output) 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: errors that usually indicate LAPACK problems: =N+1: error return from DGGBAL =N+2: error return from DGEQRF =N+3: error return from DORMQR =N+4: error return from DORGQR =N+5: error return from DGGHRD =N+6: error return from DHGEQZ (other than failed iteration) =N+7: error return from DTGEVC =N+8: error return from DGGBAK (computing VL) =N+9: error return from DGGBAK (computing VR) =N+10: error return from DLASCL (various calls) FURTHER DETAILS Balancing --------- This driver calls DGGBAL to both permute and scale rows and columns of A and B. The permutations PL and PR are chosen so that PL*A*PR and PL*B*R will be upper triangular except for the diagonal blocks A(i:j,i:j) and B(i:j,i:j), with i and j as close together as possible. The diagonal scaling matrices DL and DR are chosen so that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have entries close to one (except for the entries that start out zero.) After the eigenvalues and eigenvectors of the balanced matrices have been computed, DGGBAK transforms the eigenvec- tors back to what they would have been (in perfect arith- metic) if they had not been balanced. Contents of A and B on Exit -------- -- - --- - -- ---- If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or both), then on exit the arrays A and B will contain the real Schur form[*] of the "balanced" versions of A and B. If no eigenvectors are computed, then only the diagonal blocks will be correct. [*] See DHGEQZ, DGEGS, or read the book "Matrix Computa- tions", by Golub & van Loan, pub. by Johns Hopkins U. Press.