sggesx (l)  Linux Man Pages
sggesx: computes for a pair of NbyN real nonsymmetric matrices (A,B), the generalized eigenvalues, the real Schur form (S,T), and,
NAME
SGGESX  computes for a pair of NbyN real nonsymmetric matrices (A,B), the generalized eigenvalues, the real Schur form (S,T), and,SYNOPSIS
 SUBROUTINE SGGESX(
 JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO )
 CHARACTER JOBVSL, JOBVSR, SENSE, SORT
 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N, SDIM
 LOGICAL BWORK( * )
 INTEGER IWORK( * )
 REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ), B( LDB, * ), BETA( * ), RCONDE( 2 ), RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ), WORK( * )
 LOGICAL SELCTG
 EXTERNAL SELCTG
PURPOSE
SGGESX computes for a pair of NbyN real nonsymmetric matrices (A,B), the generalized eigenvalues, the real Schur form (S,T), and, optionally, the left and/or right matrices of Schur vectors (VSL and VSR). This gives the generalized Schur factorizationOptionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasitriangular 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 real Schur form if T is upper triangular with nonnegative diagonal and S is block upper triangular with 1by1 and 2by2 blocks. 1by1 blocks correspond to real generalized eigenvalues, while 2by2 blocks of S will be "standardized" by making the corresponding elements of T have the form:
and the pair of corresponding 2by2 blocks in S and T will have a complex conjugate pair of generalized eigenvalues.
ARGUMENTS
 JOBVSL (input) CHARACTER*1

= aqNaq: do not compute the left Schur vectors;
= aqVaq: compute the left Schur vectors.  JOBVSR (input) CHARACTER*1

= aqNaq: do not compute the right Schur vectors;
= aqVaq: compute the right Schur vectors.  SORT (input) CHARACTER*1

Specifies whether or not to order the eigenvalues on the
diagonal of the generalized Schur form.
= aqNaq: Eigenvalues are not ordered;
= aqSaq: Eigenvalues are ordered (see SELCTG).  SELCTG (external procedure) LOGICAL FUNCTION of three REAL arguments
 SELCTG must be declared EXTERNAL in the calling subroutine. If SORT = aqNaq, SELCTG is not referenced. If SORT = aqSaq, SELCTG is used to select eigenvalues to sort to the top left of the Schur form. An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that a selected complex eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(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.
 SENSE (input) CHARACTER*1

Determines which reciprocal condition numbers are computed.
= aqNaq : None are computed;
= aqEaq : Computed for average of selected eigenvalues only;
= aqVaq : Computed for selected deflating subspaces only;
= aqBaq : Computed for both. If SENSE = aqEaq, aqVaq, or aqBaq, SORT must equal aqSaq.  N (input) INTEGER
 The order of the matrices A, B, VSL, and VSR. N >= 0.
 A (input/output) REAL 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 (input) INTEGER
 The leading dimension of A. LDA >= max(1,N).
 B (input/output) REAL 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 (input) INTEGER
 The leading dimension of B. LDB >= max(1,N).
 SDIM (output) INTEGER
 If SORT = aqNaq, SDIM = 0. If SORT = aqSaq, SDIM = number of eigenvalues (after sorting) for which SELCTG is true. (Complex conjugate pairs for which SELCTG is true for either eigenvalue count as 2.)
 ALPHAR (output) REAL array, dimension (N)
 ALPHAI (output) REAL array, dimension (N) BETA (output) REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2by2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2by2 complex unitary transformations. 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. 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).
 VSL (output) REAL array, dimension (LDVSL,N)
 If JOBVSL = aqVaq, VSL will contain the left Schur vectors. Not referenced if JOBVSL = aqNaq.
 LDVSL (input) INTEGER
 The leading dimension of the matrix VSL. LDVSL >=1, and if JOBVSL = aqVaq, LDVSL >= N.
 VSR (output) REAL array, dimension (LDVSR,N)
 If JOBVSR = aqVaq, VSR will contain the right Schur vectors. Not referenced if JOBVSR = aqNaq.
 LDVSR (input) INTEGER
 The leading dimension of the matrix VSR. LDVSR >= 1, and if JOBVSR = aqVaq, LDVSR >= N.
 RCONDE (output) REAL array, dimension ( 2 )
 If SENSE = aqEaq or aqBaq, RCONDE(1) and RCONDE(2) contain the reciprocal condition numbers for the average of the selected eigenvalues. Not referenced if SENSE = aqNaq or aqVaq.
 RCONDV (output) REAL array, dimension ( 2 )
 If SENSE = aqVaq or aqBaq, RCONDV(1) and RCONDV(2) contain the reciprocal condition numbers for the selected deflating subspaces. Not referenced if SENSE = aqNaq or aqEaq.
 WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
 On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
 LWORK (input) INTEGER
 The dimension of the array WORK. If N = 0, LWORK >= 1, else if SENSE = aqEaq, aqVaq, or aqBaq, LWORK >= max( 8*N, 6*N+16, 2*SDIM*(NSDIM) ), else LWORK >= max( 8*N, 6*N+16 ). Note that 2*SDIM*(NSDIM) <= N*N/2. Note also that an error is only returned if LWORK < max( 8*N, 6*N+16), but if SENSE = aqEaq or aqVaq or aqBaq 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.
 IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK))
 On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
 LIWORK (input) INTEGER
 The dimension of the array IWORK. If SENSE = aqNaq or N = 0, LIWORK >= 1, otherwise LIWORK >= N+6. 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 (workspace) LOGICAL array, dimension (N)
 Not referenced if SORT = aqNaq.
 INFO (output) 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in SHGEQZ
=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 STGSEN.
FURTHER DETAILS
An approximate (asymptotic) bound on the average absolute error of the selected eigenvalues isAn approximate (asymptotic) bound on the maximum angular error in the computed deflating subspaces is
See LAPACK Useraqs Guide, section 4.11 for more information.