Given two square matrices A and B,
the generalized nonsymmetric eigenvalue problem is to find
the eigenvalues and corresponding
eigenvectors
such that
or
find the eigenvalues and corresponding eigenvectors
such that
Note that these problems are equivalent with and
if neither
nor
is zero.
In order to deal with the case that
or
is zero, or nearly so,
the LAPACK routines return two values,
and
, for each
eigenvalue, such that
and
.
More precisely, and
are called right eigenvectors. Vectors
or
satisfying
If the determinant of is zero for all values of
,
the eigenvalue problem is called singular, and is signaled by some
(in the presence of roundoff,
and
may
be very small). In this case the eigenvalue problem is very ill-conditioned,
and in fact some of the other nonzero values of
and
may be
indeterminate [21][80][71].
The generalized nonsymmetric eigenvalue problem can be solved via the generalized Schur factorization of the pair A,B, defined in the real case as
where Q and Z are orthogonal matrices, P is upper triangular, and S is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks, the 2-by-2 blocks corresponding to complex conjugate pairs of eigenvalues of A,B. In the complex case the Schur factorization is
where Q and Z are unitary and S and P are both upper triangular.
The columns of Q and Z are called generalized Schur vectors and span pairs of deflating subspaces of A and B [72]. Deflating subspaces are a generalization of invariant subspaces: For each k (1 < = k < = n), the first k columns of Z span a right deflating subspace mapped by both A and B into a left deflating subspace spanned by the first k columns of Q.
Two simple drivers are provided for the nonsymmetric problem
: