Purpose ======= LA_GGEV computes for a pair of n by n real or complex matrices (A,B) the generalized eigenvalues in the form of scalar pairs (alpha, beta) and, optionally, the left and/or right generalized eigenvectors. A generalized eigenvalue of the pair (A,B) is, roughly speaking, a scalar of the form lambda=alpha/beta such that the matrix A-lambda*B is singular. It is usually represented as the pair (alpha; beta), as there is a reasonable interpretation of the case beta = 0 (even if alpha = 0). A right generalized eigenvector corresponding to a generalized eigenvalue lambda is a vector v such that (A-lambda*B)*v=0. A left generalized eigenvector is a vector u such that u^H*(A-lambda*B)=0, where u^H is the conjugate-transpose of u. The computation is based on the (generalized) real or complex Schur form of (A,B). (See LA_GGES for details of this form.) ========= SUBROUTINE LA_GGEV( A, B, , BETA, VL=vl, & VR=vr, INFO=info ) (), INTENT(INOUT) :: A(:,:), B(:,:) (), INTENT(OUT) :: , BETA(:) (), INTENT(OUT), OPTIONAL :: VL(:,:), VR(:,:) INTEGER, INTENT(OUT), OPTIONAL :: INFO where ::= REAL | COMPLEX ::= KIND(1.0) | KIND(1.0D0) ::= ALPHAR, ALPHAI | ALPHA ::= ALPHAR(:), ALPHAI(:) | ALPHA(:) Arguments ========= A (input/output) REAL or COMPLEX square array, shape (:,:). On entry, the matrix A. On exit, A has been destroyed. B (input/output) REAL or COMPLEX square array, shape (:,:) with size(B,1) = size(A,1). On entry, the matrix B. On exit, B has been destroyed. (output) REAL or COMPLEX array, shape (:) with size(alpha) = size(A,1). The values of alpha. alpha(:) ::= ALPHAR(:), ALPHAI(:) | ALPHA(:), where ALPHAR(:), ALPHAI(:) are of REAL type (for the real and imaginary parts) and ALPHA(:) is of COMPLEX type. BETA (output) REAL or COMPLEX array, shape (:) with size(BETA) = size(A,1). The values of beta. Note: The generalized eigenvalues of the pair (A,B) are the scalars lambda(j)=alpha(j)/beta(j). These quotients may easily over- or underflow, and beta(j) may even be zero. Thus, the user should avoid computing them naively. Note: If A and B are real then complex eigenvalues occur in complex conjugate pairs. Each pair is stored consecutively. Thus a complex conjugate pair is given by lambda(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j) lambda(j+1) = (ALPHAR(j+1) + i*ALPHAI(j+1))/BETA(j+1) where ALPHAI(j)/BETA(j) = -(ALPHAI(j+1)/BETA(j+1)) VL Optional (output) REAL or COMPLEX square array, shape (:,:) with size(VL,1) = size(A,1). The left generalized eigenvectors u(j) are stored in the columns of VL in the order of their eigenvalues. Each eigenvector is scaled so the largest component has |realpart| + |imag.part| = 1, except that for eigenvalues with alpha = beta = 0, a zero vector is returned as the corresponding eigenvector. Note: If A and B are real then complex eigenvectors, like their eigenvalues, occur in complex conjugate pairs. The real and imaginary parts of the first eigenvector of the pair are stored in VL(:,j) and VL(:,j+1) . Thus a complex conjugate pair is given by u(j) = VL(:,j) + i*VL(:,j+1), u(j+1) = VL(:,j) - i*VL(:,j+1) VR Optional (output) REAL or COMPLEX square array, shape (:,:) with size(VR,1) = size(A,1). The right generalized eigenvectors v(j) are stored in the columns of VR in the order of their eigenvalues. Each eigenvector is scaled so the largest component has |realpart| + |imag:part| = 1, except that for eigenvalues with alpha = beta = 0, a zero vector is returned as the corresponding eigenvector. Note: If A and B are real then complex eigenvectors, like their eigenvalues, occur in complex conjugate pairs. The real and imaginary parts of the first eigenvector of the pair are stored in VR(:,j) and VR(:,j+1) . Thus a complex conjugate pair is given by v(j) = VR(:,j) + i*VR(:,j+1), v(j+1) = VR(:,j) - i*VR(:,j+1) INFO Optional (output) INTEGER. = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, and i is <= n: The QZ iteration failed. No eigenvectors have been calculated, but (alpha(j), BETA(j)) should be correct for j = INFO+1, ..., n. = n+1: another part of the algorithm failed. = n+2: a failure occurred during the computation of the generalized eigenvectors. If INFO is not present and an error occurs, then the program is terminated with an error message.