dggevx
dggevx - compute for a pair of N-by-N real nonsymmetric matrices (A,B)
SUBROUTINE DGGEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB,
* ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, ILO, IHI, LSCALE,
* RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, BWORK,
* INFO)
CHARACTER * 1 BALANC, JOBVL, JOBVR, SENSE
INTEGER N, LDA, LDB, LDVL, LDVR, ILO, IHI, LWORK, INFO
INTEGER IWORK(*)
LOGICAL BWORK(*)
DOUBLE PRECISION ABNRM, BBNRM
DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*), VL(LDVL,*), VR(LDVR,*), LSCALE(*), RSCALE(*), RCONDE(*), RCONDV(*), WORK(*)
SUBROUTINE DGGEVX_64( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B,
* LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, ILO, IHI, LSCALE,
* RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, BWORK,
* INFO)
CHARACTER * 1 BALANC, JOBVL, JOBVR, SENSE
INTEGER*8 N, LDA, LDB, LDVL, LDVR, ILO, IHI, LWORK, INFO
INTEGER*8 IWORK(*)
LOGICAL*8 BWORK(*)
DOUBLE PRECISION ABNRM, BBNRM
DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*), VL(LDVL,*), VR(LDVR,*), LSCALE(*), RSCALE(*), RCONDE(*), RCONDV(*), WORK(*)
SUBROUTINE GGEVX( BALANC, JOBVL, JOBVR, SENSE, [N], A, [LDA], B,
* [LDB], ALPHAR, ALPHAI, BETA, VL, [LDVL], VR, [LDVR], ILO, IHI,
* LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, [WORK], [LWORK],
* [IWORK], [BWORK], [INFO])
CHARACTER(LEN=1) :: BALANC, JOBVL, JOBVR, SENSE
INTEGER :: N, LDA, LDB, LDVL, LDVR, ILO, IHI, LWORK, INFO
INTEGER, DIMENSION(:) :: IWORK
LOGICAL, DIMENSION(:) :: BWORK
REAL(8) :: ABNRM, BBNRM
REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, LSCALE, RSCALE, RCONDE, RCONDV, WORK
REAL(8), DIMENSION(:,:) :: A, B, VL, VR
SUBROUTINE GGEVX_64( BALANC, JOBVL, JOBVR, SENSE, [N], A, [LDA], B,
* [LDB], ALPHAR, ALPHAI, BETA, VL, [LDVL], VR, [LDVR], ILO, IHI,
* LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, [WORK], [LWORK],
* [IWORK], [BWORK], [INFO])
CHARACTER(LEN=1) :: BALANC, JOBVL, JOBVR, SENSE
INTEGER(8) :: N, LDA, LDB, LDVL, LDVR, ILO, IHI, LWORK, INFO
INTEGER(8), DIMENSION(:) :: IWORK
LOGICAL(8), DIMENSION(:) :: BWORK
REAL(8) :: ABNRM, BBNRM
REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, LSCALE, RSCALE, RCONDE, RCONDV, WORK
REAL(8), DIMENSION(:,:) :: A, B, VL, VR
#include <sunperf.h>
void dggevx(char balanc, char jobvl, char jobvr, char sense, int n, double *a, int lda, double *b, int ldb, double *alphar, double *alphai, double *beta, double *vl, int ldvl, double *vr, int ldvr, int *ilo, int *ihi, double *lscale, double *rscale, double *abnrm, double *bbnrm, double *rconde, double *rcondv, int *info);
void dggevx_64(char balanc, char jobvl, char jobvr, char sense, long n, double *a, long lda, double *b, long ldb, double *alphar, double *alphai, double *beta, double *vl, long ldvl, double *vr, long ldvr, long *ilo, long *ihi, double *lscale, double *rscale, double *abnrm, double *bbnrm, double *rconde, double *rcondv, long *info);
dggevx computes for a pair of N-by-N real nonsymmetric matrices (A,B)
the generalized eigenvalues, and optionally, the left and/or right
generalized eigenvectors.
Optionally also, it computes a balancing transformation to improve
the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for
the eigenvalues (RCONDE), and reciprocal condition numbers for the
right eigenvectors (RCONDV).
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 conjugate-transpose of u(j).
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* BALANC (input)
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Specifies the balance option to be performed.
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* JOBVL (input)
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* JOBVR (input)
-
-
* SENSE (input)
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Determines which reciprocal condition numbers are computed.
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* N (input)
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The order of the matrices A, B, VL, and VR. N >= 0.
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* A (input/output)
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On entry, the matrix A in the pair (A,B).
On exit, A has been overwritten. If JOBVL='V' or JOBVR='V'
or both, then A contains the first part of the real Schur
form of the ``balanced'' versions of the input A and B.
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* LDA (input)
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The leading dimension of A. LDA >= max(1,N).
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* B (input/output)
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On entry, the matrix B in the pair (A,B).
On exit, B has been overwritten. If JOBVL='V' or JOBVR='V'
or both, then B contains the second part of the real Schur
form of the ``balanced'' versions of the input A and B.
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* LDB (input)
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The leading dimension of B. LDB >= max(1,N).
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* ALPHAR (output)
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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) 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).
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* ALPHAI (output)
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See the description of ALPHAR.
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* BETA (output)
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See the description of ALPHAR.
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* VL (output)
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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 j-th eigenvalue is real, then
u(j) = VL(:,j), the j-th column of VL. If the j-th 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 will be scaled so the largest component have
abs(real part) + abs(imag. part) = 1.
Not referenced if JOBVL = 'N'.
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* LDVL (input)
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The leading dimension of the matrix VL. LDVL >= 1, and
if JOBVL = 'V', LDVL >= N.
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* VR (output)
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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 j-th eigenvalue is real, then
v(j) = VR(:,j), the j-th column of VR. If the j-th 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 will be scaled so the largest component have
abs(real part) + abs(imag. part) = 1.
Not referenced if JOBVR = 'N'.
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* LDVR (input)
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The leading dimension of the matrix VR. LDVR >= 1, and
if JOBVR = 'V', LDVR >= N.
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* ILO (output)
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ILO and IHI are integer values such that on exit
A(i,j) = 0 and B(i,j) = 0 if i > j and
j = 1,...,ILO-1 or i = IHI+1,...,N.
If BALANC = 'N' or 'S', ILO = 1 and IHI = N.
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* IHI (output)
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See the description of ILO.
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* LSCALE (output)
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Details of the permutations and scaling factors applied
to the left side of A and B. If PL(j) is the index of the
row interchanged with row j, and DL(j) is the scaling
factor applied to row j, then
LSCALE(j) = PL(j) for j = 1,...,ILO-1
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* RSCALE (output)
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Details of the permutations and scaling factors applied
to the right side of A and B. If PR(j) is the index of the
column interchanged with column j, and DR(j) is the scaling
factor applied to column j, then
RSCALE(j) = PR(j) for j = 1,...,ILO-1
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* ABNRM (output)
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The one-norm of the balanced matrix A.
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* BBNRM (output)
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The one-norm of the balanced matrix B.
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* RCONDE (output)
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If SENSE = 'E' or 'B', the reciprocal condition numbers of
the selected eigenvalues, stored in consecutive elements of
the array. For a complex conjugate pair of eigenvalues two
consecutive elements of RCONDE are set to the same value.
Thus RCONDE(j), RCONDV(j), and the j-th columns of VL and VR
all correspond to the same eigenpair (but not in general the
j-th eigenpair, unless all eigenpairs are selected).
If SENSE = 'V', RCONDE is not referenced.
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* RCONDV (output)
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If SENSE = 'V' or 'B', the estimated reciprocal condition
numbers of the selected eigenvectors, stored in consecutive
elements of the array. For a complex eigenvector two
consecutive elements of RCONDV are set to the same value. If
the eigenvalues cannot be reordered to compute RCONDV(j),
RCONDV(j) is set to 0; this can only occur when the true
value would be very small anyway.
If SENSE = 'E', RCONDV is not referenced.
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* WORK (workspace)
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On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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* LWORK (input)
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The dimension of the array WORK. LWORK >= max(1,6*N).
If SENSE = 'E', LWORK >= 12*N.
If SENSE = 'V' or 'B', LWORK >= 2*N*N+12*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.
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* IWORK (workspace)
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If SENSE = 'E', IWORK is not referenced.
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* BWORK (workspace)
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If SENSE = 'N', BWORK is not referenced.
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* INFO (output)
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