dggev.f (3)  Linux Man Pages
NAME
dggev.f 
SYNOPSIS
Functions/Subroutines
subroutine dggev (JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)
DGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Function/Subroutine Documentation
subroutine dggev (characterJOBVL, characterJOBVR, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )ALPHAR, double precision, dimension( * )ALPHAI, double precision, dimension( * )BETA, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, * )VR, integerLDVR, double precision, dimension( * )WORK, integerLWORK, integerINFO)
DGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Purpose:

DGGEV computes for a pair of NbyN real 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 eigenvector v(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies A * v(j) = lambda(j) * B * v(j). The left eigenvector u(j) corresponding to the eigenvalue 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).
Parameters:

JOBVL
JOBVL is CHARACTER*1 = 'N': do not compute the left generalized eigenvectors; = 'V': compute the left generalized eigenvectors.
JOBVRJOBVR is CHARACTER*1 = 'N': do not compute the right generalized eigenvectors; = 'V': compute the right generalized eigenvectors.
NN is INTEGER The order of the matrices A, B, VL, and VR. N >= 0.
AA is DOUBLE PRECISION array, dimension (LDA, N) On entry, the matrix A in the pair (A,B). On exit, A has been overwritten.
LDALDA is INTEGER The leading dimension of A. LDA >= max(1,N).
BB is DOUBLE PRECISION array, dimension (LDB, N) On entry, the matrix B in the pair (A,B). On exit, B has been overwritten.
LDBLDB is INTEGER The leading dimension of B. LDB >= max(1,N).
ALPHARALPHAR is DOUBLE PRECISION array, dimension (N)
ALPHAIALPHAI is DOUBLE PRECISION array, dimension (N)
BETABETA is DOUBLE PRECISION array, dimension (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 jth eigenvalue is real; if positive, then the jth and (j+1)st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. 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. However, 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).
VLVL is DOUBLE PRECISION array, dimension (LDVL,N) If JOBVL = 'V', the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If the jth eigenvalue is real, then u(j) = VL(:,j), the jth column of VL. If the jth and (j+1)th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)i*VL(:,j+1). Each eigenvector is scaled so the largest component has abs(real part)+abs(imag. part)=1. Not referenced if JOBVL = 'N'.
LDVLLDVL is INTEGER The leading dimension of the matrix VL. LDVL >= 1, and if JOBVL = 'V', LDVL >= N.
VRVR is DOUBLE PRECISION array, dimension (LDVR,N) If JOBVR = 'V', the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If the jth eigenvalue is real, then v(j) = VR(:,j), the jth column of VR. If the jth and (j+1)th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)i*VR(:,j+1). Each eigenvector is scaled so the largest component has abs(real part)+abs(imag. part)=1. Not referenced if JOBVR = 'N'.
LDVRLDVR is INTEGER The leading dimension of the matrix VR. LDVR >= 1, and if JOBVR = 'V', LDVR >= N.
WORKWORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,8*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.
INFOINFO 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in DHGEQZ. =N+2: error return from DTGEVC.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 April 2012
Definition at line 226 of file dggev.f.
Author
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