NAME

SYNOPSIS

  SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, DELCTG, N, A, LDA, B, LDB, 
 *      SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, LWORK, 
 *      BWORK, INFO)
  CHARACTER * 1 JOBVSL, JOBVSR, SORT
  INTEGER N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, INFO
  LOGICAL DELCTG
  LOGICAL BWORK(*)
  DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*), VSL(LDVSL,*), VSR(LDVSR,*), WORK(*)
 
  SUBROUTINE DGGES_64( JOBVSL, JOBVSR, SORT, DELCTG, N, A, LDA, B, 
 *      LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, 
 *      LWORK, BWORK, INFO)
  CHARACTER * 1 JOBVSL, JOBVSR, SORT
  INTEGER*8 N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, INFO
  LOGICAL*8 DELCTG
  LOGICAL*8 BWORK(*)
  DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*), VSL(LDVSL,*), VSR(LDVSR,*), WORK(*)
 

F95 INTERFACE

  SUBROUTINE GGES( JOBVSL, JOBVSR, SORT, DELCTG, [N], A, [LDA], B, 
 *       [LDB], SDIM, ALPHAR, ALPHAI, BETA, VSL, [LDVSL], VSR, [LDVSR], 
 *       [WORK], [LWORK], [BWORK], [INFO])
  CHARACTER(LEN=1) :: JOBVSL, JOBVSR, SORT
  INTEGER :: N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, INFO
  LOGICAL :: DELCTG
  LOGICAL, DIMENSION(:) :: BWORK
  REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, WORK
  REAL(8), DIMENSION(:,:) :: A, B, VSL, VSR
 
  SUBROUTINE GGES_64( JOBVSL, JOBVSR, SORT, DELCTG, [N], A, [LDA], B, 
 *       [LDB], SDIM, ALPHAR, ALPHAI, BETA, VSL, [LDVSL], VSR, [LDVSR], 
 *       [WORK], [LWORK], [BWORK], [INFO])
  CHARACTER(LEN=1) :: JOBVSL, JOBVSR, SORT
  INTEGER(8) :: N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, INFO
  LOGICAL(8) :: DELCTG
  LOGICAL(8), DIMENSION(:) :: BWORK
  REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, WORK
  REAL(8), DIMENSION(:,:) :: A, B, VSL, VSR
 

C INTERFACE

void dgges(char jobvsl, char jobvsr, char sort, logical(*delctg)(double,double,double), int n, double *a, int lda, double *b, int ldb, int *sdim, double *alphar, double *alphai, double *beta, double *vsl, int ldvsl, double *vsr, int ldvsr, int *info);

void dgges_64(char jobvsl, char jobvsr, char sort, logical(*delctg)(double,double,double), long n, double *a, long lda, double *b, long ldb, long *sdim, double *alphar, double *alphai, double *beta, double *vsl, long ldvsl, double *vsr, long ldvsr, long *info);

PURPOSE

         (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )

Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix S and the upper triangular matrix T.The leading columns of VSL and VSR then form an orthonormal basis for the corresponding left and right eigenspaces (deflating subspaces).

(If only the generalized eigenvalues are needed, use the driver SGGEV instead, which is faster.)

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 both being zero.

A pair of matrices (S,T) is in generalized real Schur form if T is upper triangular with non-negative diagonal and S is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of S will be ``standardized'' by making the corresponding elements of T have the form:

        [  a  0  ]
        [  0  b  ]

and the pair of corresponding 2-by-2 blocks in S and T will have a complex conjugate pair of generalized eigenvalues.

ARGUMENTS

* JOBVSL (input)

* JOBVSR (input)

* SORT (input)

Specifies whether or not to order the eigenvalues on the diagonal of the generalized Schur form.

* DELCTG (input)

DELCTG must be declared EXTERNAL in the calling subroutine. If SORT = 'N', DELCTG is not referenced. If SORT = 'S', DELCTG 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 DELCTG(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 in the ill-conditioned case, a selected complex eigenvalue may no longer satisfy DELCTG(ALPHAR(j),ALPHAI(j), BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2 in this case.

* N (input)

The order of the matrices A, B, VSL, and VSR. N >= 0.

* A (input/output)

On entry, the first of the pair of matrices. On exit, A has been overwritten by its generalized Schur form S.

* LDA (input)

The leading dimension of A. LDA >= max(1,N).

* B (input/output)

On entry, the second of the pair of matrices. On exit, B has been overwritten by its generalized Schur form T.

* LDB (input)

The leading dimension of B. LDB >= max(1,N).

* SDIM (output)

If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of eigenvalues (after sorting) for which DELCTG is true. (Complex conjugate pairs for which DELCTG is true for either eigenvalue count as 2.)

* ALPHAR (output)

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 2-by-2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2-by-2 complex unitary transformations. 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) 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).

* ALPHAI (output)

See the description for ALPHAR.

* BETA (output)

See the description for ALPHAR.

* VSL (input)

If JOBVSL = 'V', VSL will contain the left Schur vectors. Not referenced if JOBVSL = 'N'.

* LDVSL (input)

The leading dimension of the matrix VSL. LDVSL >=1, and if JOBVSL = 'V', LDVSL >= N.

* VSR (input)

If JOBVSR = 'V', VSR will contain the right Schur vectors. Not referenced if JOBVSR = 'N'.

* LDVSR (input)

The leading dimension of the matrix VSR. LDVSR >= 1, and if JOBVSR = 'V', LDVSR >= N.

* WORK (workspace)

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

* LWORK (input)

The dimension of the array WORK. LWORK >= 8*N+16.

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.

* BWORK (workspace)

Not referenced if SORT = 'N'.

* INFO (output)