DGEGV(3) LAPACK driver routine (version 3.1) DGEGV(3)
NAME
DGEGV - i deprecated and has been replaced by routine DGGEV
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
This routine is deprecated and has been replaced by routine DGGEV.
DGEGV computes the eigenvalues and, optionally, the left and/or right
eigenvectors of a real matrix pair (A,B).
Given two square matrices A and B,
the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
eigenvalues lambda and corresponding (non-zero) eigenvectors x such
that
A*x = lambda*B*x.
An alternate form is to find the eigenvalues mu and corresponding
eigenvectors y such that
mu*A*y = B*y.
These two forms are equivalent with mu = 1/lambda and x = y if neither
lambda nor mu is zero. In order to deal with the case that lambda or
mu is zero or small, two values alpha and beta are returned for each
eigenvalue, such that lambda = alpha/beta and
mu = beta/alpha.
The vectors x and y in the above equations are right eigenvectors of
the matrix pair (A,B). Vectors u and v satisfying
u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B
are left eigenvectors of (A,B).
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 eigenvectors;
= 'V': compute the left generalized eigenvectors (returned in
VL).
JOBVR (input) CHARACTER*1
= 'N': do not compute the right generalized eigenvectors;
= 'V': compute the right generalized eigenvectors (returned in
VR).
N (input) INTEGER
The order of the matrices A, B, VL, and VR. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
On entry, the matrix A. If JOBVL = 'V' or JOBVR = 'V', then on
exit A contains the real Schur form of A from the generalized
Schur factorization of the pair (A,B) after balancing. If no
eigenvectors were computed, then only the diagonal blocks from
the Schur form will be correct. See DGGHRD and DHGEQZ for
details.
LDA (input) INTEGER
The leading dimension of A. LDA >= max(1,N).
B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
On entry, the matrix B. If JOBVL = 'V' or JOBVR = 'V', then on
exit B contains the upper triangular matrix obtained from B in
the generalized Schur factorization of the pair (A,B) after
balancing. If no eigenvectors were computed, then only those
elements of B corresponding to the diagonal blocks from the
Schur form of A will be correct. See DGGHRD and DHGEQZ for
details.
LDB (input) INTEGER
The leading dimension of B. LDB >= max(1,N).
ALPHAR (output) DOUBLE PRECISION array, dimension (N)
The real parts of each scalar alpha defining an eigenvalue of
GNEP.
ALPHAI (output) DOUBLE PRECISION array, dimension (N)
The imaginary parts of each scalar alpha defining an eigenvalue
of GNEP. 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) = -ALPHAI(j).
BETA (output) DOUBLE PRECISION array, dimension (N)
The scalars beta that define the eigenvalues of GNEP.
Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta
= BETA(j) represent the j-th eigenvalue of the matrix pair
(A,B), in one of the forms lambda = alpha/beta or mu =
beta/alpha. Since either lambda or mu may overflow, they
should not, in general, be computed.
VL (output) DOUBLE PRECISION array, dimension (LDVL,N)
If JOBVL = 'V', the left eigenvectors u(j) are stored in the
columns of VL, in the same order as their eigenvalues. If the
j-th eigenvalue is real, then u(j) = VL(:,j). If the j-th and
(j+1)-st 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 that its largest component has
abs(real part) + abs(imag. part) = 1, except for eigenvectors
corresponding to an eigenvalue with alpha = beta = 0, which are
set to zero. 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 JOBVR = 'V', the right eigenvectors x(j) are stored in the
columns of VR, in the same order as their eigenvalues. If the
j-th eigenvalue is real, then x(j) = VR(:,j). If the j-th and
(j+1)-st eigenvalues form a complex conjugate pair, then x(j) =
VR(:,j) + i*VR(:,j+1) and x(j+1) = VR(:,j) - i*VR(:,j+1).
Each eigenvector is scaled so that its largest component has
abs(real part) + abs(imag. part) = 1, except for eigenvalues
corresponding to an eigenvalue with alpha = beta = 0, which are
set to zero. Not referenced if JOBVR = 'N'.
LDVR (input) INTEGER
The leading dimension of the matrix VR. LDVR >= 1, and if JOBVR
= 'V', LDVR >= N.
WORK (workspace/output) DOUBLE PRECISION 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. LWORK >= max(1,8*N). For
good performance, LWORK must generally 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) ).
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.
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 elements close to one (except for the
elements that start out zero.)
After the eigenvalues and eigenvectors of the balanced matrices have
been computed, DGGBAK transforms the eigenvectors back to what they
would have been (in perfect arithmetic) 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 Computations",
by Golub & van Loan, pub. by Johns Hopkins U. Press.
LAPACK driver routine (version 3.N1o)vember 2006 DGEGV(3)