 |
LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
|
|
LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
|
| subroutine cgegv | ( | character | jobvl, |
| character | jobvr, | ||
| integer | n, | ||
| complex, dimension( lda, * ) | a, | ||
| integer | lda, | ||
| complex, dimension( ldb, * ) | b, | ||
| integer | ldb, | ||
| complex, dimension( * ) | alpha, | ||
| complex, dimension( * ) | beta, | ||
| complex, dimension( ldvl, * ) | vl, | ||
| integer | ldvl, | ||
| complex, dimension( ldvr, * ) | vr, | ||
| integer | ldvr, | ||
| complex, dimension( * ) | work, | ||
| integer | lwork, | ||
| real, dimension( * ) | rwork, | ||
| integer | info ) |
CGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a complex matrix pair (A,B).
Download CGEGV + dependencies [TGZ] [ZIP] [TXT]
!> !> This routine is deprecated and has been replaced by routine CGGEV. !> !> CGEGV computes the eigenvalues and, optionally, the left and/or right !> eigenvectors of a complex 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 on A and B !>
| [in] | JOBVL | !> JOBVL is CHARACTER*1 !> = 'N': do not compute the left generalized eigenvectors; !> = 'V': compute the left generalized eigenvectors (returned !> in VL). !> |
| [in] | JOBVR | !> JOBVR is CHARACTER*1 !> = 'N': do not compute the right generalized eigenvectors; !> = 'V': compute the right generalized eigenvectors (returned !> in VR). !> |
| [in] | N | !> N is INTEGER !> The order of the matrices A, B, VL, and VR. N >= 0. !> |
| [in,out] | A | !> A is COMPLEX array, dimension (LDA, N) !> On entry, the matrix A. !> If JOBVL = 'V' or JOBVR = 'V', then on exit A !> contains the 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 elements !> of the Schur form will be correct. See CGGHRD and CHGEQZ !> for details. !> |
| [in] | LDA | !> LDA is INTEGER !> The leading dimension of A. LDA >= max(1,N). !> |
| [in,out] | B | !> B is COMPLEX 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 the diagonal !> elements of B will be correct. See CGGHRD and CHGEQZ for !> details. !> |
| [in] | LDB | !> LDB is INTEGER !> The leading dimension of B. LDB >= max(1,N). !> |
| [out] | ALPHA | !> ALPHA is COMPLEX array, dimension (N) !> The complex scalars alpha that define the eigenvalues of !> GNEP. !> |
| [out] | BETA | !> BETA is COMPLEX array, dimension (N) !> The complex scalars beta that define the eigenvalues of GNEP. !> !> Together, the quantities alpha = ALPHA(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. !> |
| [out] | VL | !> VL is COMPLEX 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. !> 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'. !> |
| [in] | LDVL | !> LDVL is INTEGER !> The leading dimension of the matrix VL. LDVL >= 1, and !> if JOBVL = 'V', LDVL >= N. !> |
| [out] | VR | !> VR is COMPLEX 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. !> 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 JOBVR = 'N'. !> |
| [in] | LDVR | !> LDVR is INTEGER !> The leading dimension of the matrix VR. LDVR >= 1, and !> if JOBVR = 'V', LDVR >= N. !> |
| [out] | WORK | !> WORK is COMPLEX array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !> |
| [in] | LWORK | !> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= max(1,2*N). !> For good performance, LWORK must generally be larger. !> To compute the optimal value of LWORK, call ILAENV to get !> blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute: !> NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR; !> The optimal LWORK is MAX( 2*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. !> |
| [out] | RWORK | !> RWORK is REAL array, dimension (8*N) !> |
| [out] | INFO | !> INFO is 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 ALPHA(j) and BETA(j) should be !> correct for j=INFO+1,...,N. !> > N: errors that usually indicate LAPACK problems: !> =N+1: error return from CGGBAL !> =N+2: error return from CGEQRF !> =N+3: error return from CUNMQR !> =N+4: error return from CUNGQR !> =N+5: error return from CGGHRD !> =N+6: error return from CHGEQZ (other than failed !> iteration) !> =N+7: error return from CTGEVC !> =N+8: error return from CGGBAK (computing VL) !> =N+9: error return from CGGBAK (computing VR) !> =N+10: error return from CLASCL (various calls) !> |
!> !> Balancing !> --------- !> !> This driver calls CGGBAL 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, CGGBAK 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 complex Schur !> form[*] of the versions of A and B. If no eigenvectors !> are computed, then only the diagonal blocks will be correct. !> !> [*] In other words, upper triangular form. !>
Definition at line 278 of file cgegv.f.
1.11.0