Man page - gges3(3)
Packages contains this manual
- hptrd(3)
- potri(3)
- xerbla_array(3)
- ggsvd_driver_grp(3)
- hfrk(3)
- getsqr_comp_grp(3)
- laed6(3)
- gtrfs(3)
- lasdq(3)
- gglse(3)
- la_xisnan_la_isnan(3)
- unmr2(3)
- hetrs_aa(3)
- tpttr(3)
- gerz_comp_grp(3)
- potrf(3)
- hegv_driver(3)
- laqps(3)
- ggqr_comp_grp(3)
- ilalc(3)
- ung2r(3)
- heevd(3)
- pstf2(3)
- lacn2(3)
- ptrfs(3)
- ungrq(3)
- gelqf(3)
- ppsv_comp(3)
- blas2_full(3)
- gemlqt(3)
- unml2(3)
- tplqt(3)
- tpcon(3)
- getf2(3)
- ggbak(3)
- bdsvd_driver(3)
- lamch(3)
- gelq(3)
- gebal(3)
- laqr1(3)
- ptsvx(3)
- lahr2(3)
- larscl2(3)
- geqrt(3)
- larfb(3)
- gtsv_comp(3)
- gesvd_aux(3)
- hbevx_2stage(3)
- hbgvx(3)
- tprfs(3)
- params_grp(3)
- lahef(3)
- laqr_group(3)
- unmqr(3)
- tgsy2(3)
- tfsv_comp(3)
- ggls_driver_grp(3)
- geev(3)
- latrd(3)
- unbdb4(3)
- bbcsd(3)
- lange(3)
- gelq_comp3(3)
- gttrs(3)
- lasy2(3)
- hetf2_rook(3)
- gtsv(3)
- lalsd(3)
- lanhb(3)
- laqhb(3)
- hgeqz(3)
- gesvj(3)
- gsvj0(3)
- ungtsqr_row(3)
- gelq_comp1(3)
- gemmtr(3)
- pbequ(3)
- heev_driver(3)
- unhr_col(3)
- syconvf_rook(3)
- getc2(3)
- syconv(3)
- norm_grp(3)
- larrc(3)
- laqr4(3)
- posv_comp(3)
- geev_driver_grp(3)
- heev_comp(3)
- pfsv(3)
- trevc3(3)
- gesv_driver_grp(3)
- reflector_aux_grp(3)
- langt(3)
- lacrt(3)
- latdf(3)
- hetrs_aa_2stage(3)
- lamc1(3)
- hpev_driver(3)
- hegvd(3)
- pptri(3)
- geqrt3(3)
- gelqt3(3)
- lasd5(3)
- laeda(3)
- geqr(3)
- lamtsqr(3)
- heev(3)
- hpev_comp(3)
- larfg(3)
- blas2_grp(3)
- hesv_rook(3)
- laexc(3)
- hetrd(3)
- geesx(3)
- ppsvx(3)
- blas_top(3)
- gtts2(3)
- la_herpvgrw(3)
- hpevx(3)
- ggevx(3)
- lahqr(3)
- gelq_comp_grp(3)
- hesv_comp_v3(3)
- tplqt2(3)
- hpev(3)
- hbtrd(3)
- getrs(3)
- hecon_3(3)
- lasrt(3)
- lanhe(3)
- gesv_comp(3)
- gbequ(3)
- hetrf_rk(3)
- laqr3(3)
- heev_comp_grp(3)
- ungtsqr(3)
- ppcon(3)
- ggrq_comp_grp(3)
- larmm(3)
- ieeeck(3)
- geqrf(3)
- solve_aux_grp(3)
- herfs(3)
- posvx(3)
- posvxx(3)
- gges3(3)
- hbgvd(3)
- lantb(3)
- lasd_comp_grp(3)
- hpgvx(3)
- lapy2(3)
- lauu2(3)
- copy(3)
- getsqrhrt(3)
- stev_comp_grp(3)
- laev2(3)
- larfb_gett(3)
- trti2(3)
- laqz4(3)
- hegv_driver_grp(3)
- la_porfsx_extended(3)
- laruv(3)
- ggsvd_comp_grp(3)
- dot(3)
- gehd2(3)
- lanhf(3)
- hetri_rook(3)
- pfsv_comp(3)
- gbtrf(3)
- hpgst(3)
- getri(3)
- trevc(3)
- unmrz(3)
- hsein(3)
- lsamen(3)
- lasd6(3)
- trtri(3)
- ggglm(3)
- las2(3)
- latrs(3)
- lapll(3)
- gemlq(3)
- geqpf_comp_grp(3)
- stemr(3)
- rotm(3)
- disna(3)
- ggrqf(3)
- pptrf(3)
- lasd0(3)
- lals0(3)
- laqz2(3)
- hbev_driver2(3)
- geswlq_comp_grp(3)
- laqr0(3)
- trttp(3)
- stedc(3)
- lasq4(3)
- geev_comp_grp(3)
- ungbr(3)
- lanv2(3)
- hpsv(3)
- pprfs(3)
- gehrd(3)
- ppsv(3)
- lagtm(3)
- hpgv(3)
- trsv_comp(3)
- larfx(3)
- gesv_driver(3)
- gerfsx(3)
- la_geamv(3)
- laed9(3)
- tpqrt2(3)
- uncsd(3)
- gecs_comp_grp(3)
- bdsqr(3)
- hegv_comp_grp(3)
- labad(3)
- geqp3(3)
- gesvdq(3)
- tfttp(3)
- laln2(3)
- uncsd2by1(3)
- blas2_like_grp(3)
- latbs(3)
- hbgst(3)
- larrv(3)
- ilaenv2stage(3)
- bdsvdx(3)
- hegs2(3)
- lasq_comp_grp(3)
- hpr2(3)
- laqhe(3)
- larra(3)
- gemqrt(3)
- hbmv(3)
- hpsv_driver(3)
- lacp2(3)
- lapmt(3)
- gecon(3)
- unbdb5(3)
- la_gerpvgrw(3)
- tgex2(3)
- laqhp(3)
- tftri(3)
- getrf2(3)
- porfs(3)
- lartg(3)
- lagts(3)
- ggev_comp_grp(3)
- lasd3(3)
- geqr_comp2(3)
- laqz_group(3)
- pftri(3)
- hetri2x(3)
- lahef_aa(3)
- svd_driver_grp(3)
- gbsv_driver(3)
- hesv_comp_aasen2(3)
- laqtr(3)
- lag2(3)
- la_porcond(3)
- hbev(3)
- pbtrf(3)
- lascl(3)
- larr_comp_grp(3)
- hecon(3)
- pttrs(3)
- lasd8(3)
- lsame(3)
- unm2l(3)
- potrs(3)
- tptrs(3)
- lartv(3)
- trtrs(3)
- gsvj1(3)
- sum1(3)
- larrj(3)
- gbmv(3)
- posv(3)
- gghd3(3)
- geev_top(3)
- geqr_comp_grp(3)
- laset(3)
- hesvxx(3)
- posv_comp_grp(3)
- lahef_rk(3)
- lasd1(3)
- tprfb(3)
- potf2(3)
- laein(3)
- lamc4(3)
- stevd(3)
- gtsv_driver(3)
- gesvd_comp_grp(3)
- la_constants(3)
- gesvx(3)
- hseqr(3)
- launhr_col_getrfnp2(3)
- trcon(3)
- larre(3)
- gelsy(3)
- ptsv(3)
- lacon(3)
- laed_comp_grp(3)
- hpsvx(3)
- gemm(3)
- poequ(3)
- laesy(3)
- lagtf(3)
- trrfs(3)
- ggev3(3)
- pbstf(3)
- poequb(3)
- heevr(3)
- lanhp(3)
- unbdb3(3)
- tgsyl(3)
- lamc5(3)
- geqr2p(3)
- ungqr(3)
- laqz3(3)
- imax1(3)
- gels_top(3)
- hesv(3)
- gelqt(3)
- pfsv_driver(3)
- stegr(3)
- gerqf(3)
- laisnan(3)
- ilatrans(3)
- gbsv_comp(3)
- pbrfs(3)
- lascl2(3)
- larz(3)
- la_hercond(3)
- tgexc(3)
- ggesx(3)
- unbdb6(3)
- ungl2(3)
- laed_comp2(3)
- rscl(3)
- hegv(3)
- gelst(3)
- gbtrs(3)
- pftrf(3)
- langb(3)
- lantr(3)
- laqgb(3)
- ggsvp3(3)
- bdsdc(3)
- ladiv(3)
- laqge(3)
- iparmq(3)
- ggbal(3)
- hb2st_kernels(3)
- lartgs(3)
- lartgp(3)
- rot(3)
- ppequ(3)
- laed3(3)
- her(3)
- hptri(3)
- stevx(3)
- upgtr(3)
- lar2v(3)
- hbev_2stage(3)
- gejsv(3)
- ppsv_driver(3)
- unm22(3)
- gesvxx(3)
- laqz0(3)
- unmtr(3)
- laed5(3)
- tptri(3)
- laed0(3)
- heev_driver2(3)
- hpcon(3)
- lasd4(3)
- hetrf_aa(3)
- geqr_comp3(3)
- rot_aux_grp(3)
- aux_grp(3)
- laebz(3)
- trsyl3(3)
- gges(3)
- gesdd(3)
- trexc(3)
- ung2l(3)
- gesv(3)
- laed4(3)
- md__r_e_a_d_m_e(3)
- blas3_like_grp(3)
- laed1(3)
- larcm(3)
- hbevx(3)
- hesv_driver_grp(3)
- hetrs(3)
- hbevd_2stage(3)
- blas1_grp(3)
- laic1(3)
- geql_comp_grp(3)
- heev_2stage(3)
- hpmv(3)
- pbtf2(3)
- hetrf_aa_2stage(3)
- hbgv(3)
- pptrs(3)
- lapmr(3)
- tpqr_comp_grp(3)
- larfy(3)
- gedmd(3)
- lasr(3)
- hetrd_2stage(3)
- gerfs(3)
- ungtr(3)
- porfsx(3)
- tpmv(3)
- lasd_comp2(3)
- unmbr(3)
- tbtrs(3)
- hetd2(3)
- trsv_comp_grp(3)
- lapy3(3)
- ptts2(3)
- unmhr(3)
- hbev_driver(3)
- lalsa(3)
- tbsv_comp(3)
- hesv_comp_v1(3)
- geql2(3)
- sterf(3)
- larrd(3)
- larft(3)
- lagv2(3)
- gttrf(3)
- tpqrt(3)
- la_lin_berr(3)
- rotg(3)
- solve_top(3)
- lacgv(3)
- larrf(3)
- tbmv(3)
- trsyl(3)
- geequ(3)
- upmtr(3)
- hpgv_driver(3)
- tbsv(3)
- hesvx(3)
- latrz(3)
- tfttr(3)
- gesv_comp_grp(3)
- xerbla_grp(3)
- tpsv(3)
- blas3_grp(3)
- gesvd_driver(3)
- geqr_comp1(3)
- ggev_driver_grp(3)
- la_gbamv(3)
- tpmlqt(3)
- trttf(3)
- larzb(3)
- unmr3(3)
- hecon_rook(3)
- stebz(3)
- lantp(3)
- laqz1(3)
- hesv_rk(3)
- tbcon(3)
- xerbla(3)
- posv_mixed(3)
- latps(3)
- hesv_aa_driver(3)
- gemqr(3)
- larrr(3)
- gebrd(3)
- tgsna(3)
- la_gercond(3)
- gbsv(3)
- hesv_comp_grp(3)
- gesv_mixed(3)
- gghrd(3)
- gbrfs(3)
- tpmqrt(3)
- lasq3(3)
- tpsv_comp(3)
- largv(3)
- gelsd(3)
- pftrs(3)
- asum(3)
- launhr_col_getrfnp(3)
- hptrf(3)
- lacpy(3)
- gesc2(3)
- lasda(3)
- second(3)
- hprfs(3)
- hpsv_comp(3)
- lamrg(3)
- pbsv_comp(3)
- hegv_2stage(3)
- gerq2(3)
- lasdt(3)
- abs1(3)
- hbevd(3)
- hbev_comp(3)
- trsv(3)
- la_porpvgrw(3)
- la_gbrpvgrw(3)
- hbgv_driver(3)
- tgsja(3)
- gebd2(3)
- geqr2(3)
- unm2r(3)
- unmql(3)
- la_gbrfsx_extended(3)
- gelq_comp2(3)
- iparam2stage(3)
- ger(3)
- larf(3)
- ilaprec(3)
- labrd(3)
- unbdb1(3)
- unmlq(3)
- geequb(3)
- la_herfsx_extended(3)
- unbdb2(3)
- lapack_top(3)
- ptsv_driver(3)
- hetrs2(3)
- geqr_comp4(3)
- pbsv(3)
- posv_driver(3)
- steqr(3)
- gels(3)
- lar1v(3)
- hemv(3)
- la_transtype(3)
- hesv_aa(3)
- lacrm(3)
- stevr(3)
- hetf2_rk(3)
- blas2_banded(3)
- stein(3)
- unmrq(3)
- larrk(3)
- hetri2(3)
- hesv_aa_2stage(3)
- pttrf(3)
- gelss(3)
- pbsv_driver(3)
- lasq5(3)
- heevx_2stage(3)
- hetri(3)
- lasd2(3)
- laed2(3)
- pbcon(3)
- ptcon(3)
- laed7(3)
- gels_aux_grp(3)
- hpgvd(3)
- hetf2(3)
- tzrzf(3)
- hpr(3)
- unitary_top(3)
- latsqr(3)
- ungql(3)
- her2(3)
- hetri_3x(3)
- hetrd_hb2st(3)
- tgsen(3)
- ggsvd3(3)
- lasq6(3)
- set_grp(3)
- larfgp(3)
- gels_driver_grp(3)
- pbtrs(3)
- lamswlq(3)
- lanht(3)
- gbsvxx(3)
- tgevc(3)
- ilaenv(3)
- swap(3)
- lae2(3)
- iladiag(3)
- lasq2(3)
- la_heamv(3)
- blas_like_top(3)
- la_gerfsx_extended(3)
- hegst(3)
- tfsm(3)
- gesvd(3)
- ungr2(3)
- ggev(3)
- aux_top(3)
- blas2_packed(3)
- geqlf(3)
- hetrs_rook(3)
- gelq2(3)
- geqrfp(3)
- gbequb(3)
- stev(3)
- lauum(3)
- potrf2(3)
- lamc3(3)
- gbrfsx(3)
- gerq_comp_grp(3)
- pocon(3)
- tbrfs(3)
- heswapr(3)
- lamc2(3)
- hpevd(3)
- hesv_comp_aasen(3)
- scalar_grp(3)
- gemv(3)
- lasv2(3)
- lanhs(3)
- svd_top(3)
- gbsvx(3)
- gesvdx(3)
- tplq_comp_grp(3)
- hesv_driver(3)
- hesv_comp_v2(3)
- trsen(3)
- syconvf(3)
- lasd7(3)
- gbcon(3)
- unbdb(3)
- heev_driver_grp(3)
- ggqrf(3)
- heevx(3)
- gtsvx(3)
- lahef_rook(3)
- hetrf_rook(3)
- hetrf(3)
- trsna(3)
- gebak(3)
- larnv(3)
- ptsv_comp(3)
- laswlq(3)
- lags2(3)
- laed8(3)
- laswp(3)
- hptrs(3)
- unglq(3)
- la_wwaddw(3)
- getrf(3)
- gees(3)
- gbtf2(3)
- hegvx(3)
- latrs3(3)
- roundup_lwork(3)
- unghr(3)
- iamax(3)
- larzt(3)
- pteqr(3)
- ilaver(3)
- trmv(3)
- la_gbrcond(3)
- blas0_like_grp(3)
- nrm2(3)
- heev_top(3)
- gtcon(3)
- heevr_2stage(3)
- pstrf(3)
- rot_comp(3)
- laqr5(3)
- heevd_2stage(3)
- getsls(3)
- hetrd_he2hb(3)
- heequb(3)
- laqp2(3)
- axpy(3)
- blast_aux(3)
- rotmg(3)
- pbsvx(3)
- ilauplo(3)
- herfsx(3)
- laqr2(3)
- blas1_like_grp(3)
- lassq(3)
- larrb(3)
- stev_driver(3)
- geevx(3)
- tpttf(3)
- scal(3)
- laneg(3)
- posv_driver_grp(3)
- lasq1(3)
- hetrs_3(3)
- geqrt2(3)
- gbbrd(3)
- ilalr(3)
- hetri_3(3)
apt-get install liblapack-doc
Manual
gges3
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine cgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, complex, dimension( lda, * ) a, integerlda, complex, dimension( ldb, * ) b, integer ldb, integer sdim,complex, dimension( * ) alpha, complex, dimension( * ) beta, complex,dimension( ldvsl, * ) vsl, integer ldvsl, complex, dimension( ldvsr, *) vsr, integer ldvsr, complex, dimension( * ) work, integer lwork,real, dimension( * ) rwork, logical, dimension( * ) bwork, integerinfo)
subroutine dgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, double precision, dimension( lda, * ) a,integer lda, double precision, dimension( ldb, * ) b, integer ldb,integer sdim, double precision, dimension( * ) alphar, doubleprecision, dimension( * ) alphai, double precision, dimension( * )beta, double precision, dimension( ldvsl, * ) vsl, integer ldvsl,double precision, dimension( ldvsr, * ) vsr, integer ldvsr, doubleprecision, dimension( * ) work, integer lwork, logical, dimension( * )bwork, integer info)
subroutine sgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, real, dimension( lda, * ) a, integer lda,real, dimension( ldb, * ) b, integer ldb, integer sdim, real,dimension( * ) alphar, real, dimension( * ) alphai, real, dimension( *) beta, real, dimension( ldvsl, * ) vsl, integer ldvsl, real,dimension( ldvsr, * ) vsr, integer ldvsr, real, dimension( * ) work,integer lwork, logical, dimension( * ) bwork, integer info)
subroutine zgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, complex*16, dimension( lda, * ) a, integerlda, complex*16, dimension( ldb, * ) b, integer ldb, integer sdim,complex*16, dimension( * ) alpha, complex*16, dimension( * ) beta,complex*16, dimension( ldvsl, * ) vsl, integer ldvsl, complex*16,dimension( ldvsr, * ) vsr, integer ldvsr, complex*16, dimension( * )work, integer lwork, double precision, dimension( * ) rwork, logical,dimension( * ) bwork, integer info)
Author
NAME
gges3 - gges3: Schur form
SYNOPSIS
Functions
subroutine
cgges3
(jobvsl, jobvsr, sort, selctg, n, a, lda, b,
ldb, sdim, alpha, beta, vsl, ldvsl, vsr, ldvsr, work, lwork,
rwork, bwork, info)
CGGES3 computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices
(blocked algorithm)
subroutine
dgges3
(jobvsl, jobvsr, sort, selctg, n,
a, lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr,
ldvsr, work, lwork, bwork, info)
DGGES3 computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices
(blocked algorithm)
subroutine
sgges3
(jobvsl, jobvsr, sort, selctg, n,
a, lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr,
ldvsr, work, lwork, bwork, info)
SGGES3 computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices
(blocked algorithm)
subroutine
zgges3
(jobvsl, jobvsr, sort, selctg, n,
a, lda, b, ldb, sdim, alpha, beta, vsl, ldvsl, vsr, ldvsr,
work, lwork, rwork, bwork, info)
ZGGES3 computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices
(blocked algorithm)
Detailed Description
Function Documentation
subroutine cgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, complex, dimension( lda, * ) a, integerlda, complex, dimension( ldb, * ) b, integer ldb, integer sdim,complex, dimension( * ) alpha, complex, dimension( * ) beta, complex,dimension( ldvsl, * ) vsl, integer ldvsl, complex, dimension( ldvsr, *) vsr, integer ldvsr, complex, dimension( * ) work, integer lwork,real, dimension( * ) rwork, logical, dimension( * ) bwork, integerinfo)
CGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)
Purpose:
CGGES3 computes
for a pair of N-by-N complex nonsymmetric matrices
(A,B), the generalized eigenvalues, the generalized complex
Schur
form (S, T), and optionally left and/or right Schur vectors
(VSL
and VSR). This gives the generalized Schur factorization
(A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
where (VSR)**H is the conjugate-transpose of VSR.
Optionally, it
also orders the eigenvalues so that a selected cluster
of eigenvalues appears in the leading diagonal blocks of the
upper
triangular matrix S and the upper triangular matrix T. The
leading
columns of VSL and VSR then form an unitary basis for the
corresponding left and right eigenspaces (deflating
subspaces).
(If only the
generalized eigenvalues are needed, use the driver
CGGEV 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, and even for both
being zero.
A pair of
matrices (S,T) is in generalized complex Schur form if S
and T are upper triangular and, in addition, the diagonal
elements
of T are non-negative real numbers.
Parameters
JOBVSL
JOBVSL is
CHARACTER*1
= βNβ: do not compute the left Schur vectors;
= βVβ: compute the left Schur vectors.
JOBVSR
JOBVSR is
CHARACTER*1
= βNβ: do not compute the right Schur vectors;
= βVβ: compute the right Schur vectors.
SORT
SORT is
CHARACTER*1
Specifies whether or not to order the eigenvalues on the
diagonal of the generalized Schur form.
= βNβ: Eigenvalues are not ordered;
= βSβ: Eigenvalues are ordered (see SELCTG).
SELCTG
SELCTG is a
LOGICAL FUNCTION of two COMPLEX arguments
SELCTG must be declared EXTERNAL in the calling subroutine.
If SORT = βNβ, SELCTG is not referenced.
If SORT = βSβ, SELCTG is used to select
eigenvalues to sort
to the top left of the Schur form.
An eigenvalue ALPHA(j)/BETA(j) is selected if
SELCTG(ALPHA(j),BETA(j)) is true.
Note that a
selected complex eigenvalue may no longer satisfy
SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
ordering may change the value of complex eigenvalues
(especially if the eigenvalue is ill-conditioned), in this
case INFO is set to N+2 (See INFO below).
N
N is INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0.
A
A is COMPLEX
array, dimension (LDA, N)
On entry, the first of the pair of matrices.
On exit, A has been overwritten by its generalized Schur
form S.
LDA
LDA is INTEGER
The leading dimension of A. LDA >= max(1,N).
B
B is COMPLEX
array, dimension (LDB, N)
On entry, the second of the pair of matrices.
On exit, B has been overwritten by its generalized Schur
form T.
LDB
LDB is INTEGER
The leading dimension of B. LDB >= max(1,N).
SDIM
SDIM is INTEGER
If SORT = βNβ, SDIM = 0.
If SORT = βSβ, SDIM = number of eigenvalues
(after sorting)
for which SELCTG is true.
ALPHA
ALPHA is COMPLEX array, dimension (N)
BETA
BETA is COMPLEX
array, dimension (N)
On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j),
j=1,...,N are the diagonals of the complex Schur form (A,B)
output by CGGES3. The BETA(j) will be non-negative real.
Note: the
quotients ALPHA(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, ALPHA will be always less than and usually
comparable with norm(A) in magnitude, and BETA always less
than and usually comparable with norm(B).
VSL
VSL is COMPLEX
array, dimension (LDVSL,N)
If JOBVSL = βVβ, VSL will contain the left Schur
vectors.
Not referenced if JOBVSL = βNβ.
LDVSL
LDVSL is
INTEGER
The leading dimension of the matrix VSL. LDVSL >= 1, and
if JOBVSL = βVβ, LDVSL >= N.
VSR
VSR is COMPLEX
array, dimension (LDVSR,N)
If JOBVSR = βVβ, VSR will contain the right
Schur vectors.
Not referenced if JOBVSR = βNβ.
LDVSR
LDVSR is
INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and
if JOBVSR = βVβ, LDVSR >= N.
WORK
WORK is COMPLEX
array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK. LWORK >= MAX(1,2*N).
For good performance, LWORK must generally be larger.
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.
RWORK
RWORK is REAL array, dimension (8*N)
BWORK
BWORK is
LOGICAL array, dimension (N)
Not referenced if SORT = βNβ.
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. (A,B) are not in Schur
form, but ALPHA(j) and BETA(j) should be correct for
j=INFO+1,...,N.
> N: =N+1: other than QZ iteration failed in CLAQZ0
=N+2: after reordering, roundoff changed values of
some complex eigenvalues so that leading
eigenvalues in the Generalized Schur form no
longer satisfy SELCTG=.TRUE. This could also
be caused due to scaling.
=N+3: reordering failed in CTGSEN.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, double precision, dimension( lda, * ) a,integer lda, double precision, dimension( ldb, * ) b, integer ldb,integer sdim, double precision, dimension( * ) alphar, doubleprecision, dimension( * ) alphai, double precision, dimension( * )beta, double precision, dimension( ldvsl, * ) vsl, integer ldvsl,double precision, dimension( ldvsr, * ) vsr, integer ldvsr, doubleprecision, dimension( * ) work, integer lwork, logical, dimension( * )bwork, integer info)
DGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)
Purpose:
DGGES3 computes
for a pair of N-by-N real nonsymmetric matrices (A,B),
the generalized eigenvalues, the generalized real Schur form
(S,T),
optionally, the left and/or right matrices of Schur vectors
(VSL and
VSR). This gives the generalized Schur factorization
(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
DGGEV 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
βstandardizedβ 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.
Parameters
JOBVSL
JOBVSL is
CHARACTER*1
= βNβ: do not compute the left Schur vectors;
= βVβ: compute the left Schur vectors.
JOBVSR
JOBVSR is
CHARACTER*1
= βNβ: do not compute the right Schur vectors;
= βVβ: compute the right Schur vectors.
SORT
SORT is
CHARACTER*1
Specifies whether or not to order the eigenvalues on the
diagonal of the generalized Schur form.
= βNβ: Eigenvalues are not ordered;
= βSβ: Eigenvalues are ordered (see SELCTG);
SELCTG
SELCTG is a
LOGICAL FUNCTION of three DOUBLE PRECISION arguments
SELCTG must be declared EXTERNAL in the calling subroutine.
If SORT = βNβ, SELCTG is not referenced.
If SORT = βSβ, SELCTG 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
SELCTG(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 SELCTG(ALPHAR(j),ALPHAI(j),
BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
in this case.
N
N is INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0.
A
A is DOUBLE
PRECISION array, dimension (LDA, N)
On entry, the first of the pair of matrices.
On exit, A has been overwritten by its generalized Schur
form S.
LDA
LDA is INTEGER
The leading dimension of A. LDA >= max(1,N).
B
B is DOUBLE
PRECISION array, dimension (LDB, N)
On entry, the second of the pair of matrices.
On exit, B has been overwritten by its generalized Schur
form T.
LDB
LDB is INTEGER
The leading dimension of B. LDB >= max(1,N).
SDIM
SDIM is INTEGER
If SORT = βNβ, SDIM = 0.
If SORT = βSβ, SDIM = number of eigenvalues
(after sorting)
for which SELCTG is true. (Complex conjugate pairs for which
SELCTG is true for either eigenvalue count as 2.)
ALPHAR
ALPHAR is DOUBLE PRECISION array, dimension (N)
ALPHAI
ALPHAI is DOUBLE PRECISION array, dimension (N)
BETA
BETA is DOUBLE
PRECISION array, dimension (N)
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).
VSL
VSL is DOUBLE
PRECISION array, dimension (LDVSL,N)
If JOBVSL = βVβ, VSL will contain the left Schur
vectors.
Not referenced if JOBVSL = βNβ.
LDVSL
LDVSL is
INTEGER
The leading dimension of the matrix VSL. LDVSL >=1, and
if JOBVSL = βVβ, LDVSL >= N.
VSR
VSR is DOUBLE
PRECISION array, dimension (LDVSR,N)
If JOBVSR = βVβ, VSR will contain the right
Schur vectors.
Not referenced if JOBVSR = βNβ.
LDVSR
LDVSR is
INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and
if JOBVSR = βVβ, LDVSR >= N.
WORK
WORK is DOUBLE
PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK.
If N = 0, LWORK >= 1, else LWORK >= 6*N+16.
For good performance, LWORK must generally be larger.
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
BWORK is
LOGICAL array, dimension (N)
Not referenced if SORT = βNβ.
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. (A,B) are not in Schur
form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
be correct for j=INFO+1,...,N.
> N: =N+1: other than QZ iteration failed in DLAQZ0.
=N+2: after reordering, roundoff changed values of
some complex eigenvalues so that leading
eigenvalues in the Generalized Schur form no
longer satisfy SELCTG=.TRUE. This could also
be caused due to scaling.
=N+3: reordering failed in DTGSEN.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine sgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, real, dimension( lda, * ) a, integer lda,real, dimension( ldb, * ) b, integer ldb, integer sdim, real,dimension( * ) alphar, real, dimension( * ) alphai, real, dimension( *) beta, real, dimension( ldvsl, * ) vsl, integer ldvsl, real,dimension( ldvsr, * ) vsr, integer ldvsr, real, dimension( * ) work,integer lwork, logical, dimension( * ) bwork, integer info)
SGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)
Purpose:
SGGES3 computes
for a pair of N-by-N real nonsymmetric matrices (A,B),
the generalized eigenvalues, the generalized real Schur form
(S,T),
optionally, the left and/or right matrices of Schur vectors
(VSL and
VSR). This gives the generalized Schur factorization
(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
βstandardizedβ 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.
Parameters
JOBVSL
JOBVSL is
CHARACTER*1
= βNβ: do not compute the left Schur vectors;
= βVβ: compute the left Schur vectors.
JOBVSR
JOBVSR is
CHARACTER*1
= βNβ: do not compute the right Schur vectors;
= βVβ: compute the right Schur vectors.
SORT
SORT is
CHARACTER*1
Specifies whether or not to order the eigenvalues on the
diagonal of the generalized Schur form.
= βNβ: Eigenvalues are not ordered;
= βSβ: Eigenvalues are ordered (see SELCTG);
SELCTG
SELCTG is a
LOGICAL FUNCTION of three REAL arguments
SELCTG must be declared EXTERNAL in the calling subroutine.
If SORT = βNβ, SELCTG is not referenced.
If SORT = βSβ, SELCTG 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
SELCTG(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 SELCTG(ALPHAR(j),ALPHAI(j),
BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
in this case.
N
N is INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0.
A
A is REAL
array, dimension (LDA, N)
On entry, the first of the pair of matrices.
On exit, A has been overwritten by its generalized Schur
form S.
LDA
LDA is INTEGER
The leading dimension of A. LDA >= max(1,N).
B
B is REAL
array, dimension (LDB, N)
On entry, the second of the pair of matrices.
On exit, B has been overwritten by its generalized Schur
form T.
LDB
LDB is INTEGER
The leading dimension of B. LDB >= max(1,N).
SDIM
SDIM is INTEGER
If SORT = βNβ, SDIM = 0.
If SORT = βSβ, SDIM = number of eigenvalues
(after sorting)
for which SELCTG is true. (Complex conjugate pairs for which
SELCTG is true for either eigenvalue count as 2.)
ALPHAR
ALPHAR is REAL array, dimension (N)
ALPHAI
ALPHAI is REAL array, dimension (N)
BETA
BETA is REAL
array, dimension (N)
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).
VSL
VSL is REAL
array, dimension (LDVSL,N)
If JOBVSL = βVβ, VSL will contain the left Schur
vectors.
Not referenced if JOBVSL = βNβ.
LDVSL
LDVSL is
INTEGER
The leading dimension of the matrix VSL. LDVSL >=1, and
if JOBVSL = βVβ, LDVSL >= N.
VSR
VSR is REAL
array, dimension (LDVSR,N)
If JOBVSR = βVβ, VSR will contain the right
Schur vectors.
Not referenced if JOBVSR = βNβ.
LDVSR
LDVSR is
INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and
if JOBVSR = βVβ, LDVSR >= N.
WORK
WORK is REAL
array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK.
If N = 0, LWORK >= 1, else LWORK >= 6*N+16.
For good performance, LWORK must generally be larger.
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
BWORK is
LOGICAL array, dimension (N)
Not referenced if SORT = βNβ.
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. (A,B) are not in Schur
form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
be correct for j=INFO+1,...,N.
> N: =N+1: other than QZ iteration failed in SLAQZ0.
=N+2: after reordering, roundoff changed values of
some complex eigenvalues so that leading
eigenvalues in the Generalized Schur form no
longer satisfy SELCTG=.TRUE. This could also
be caused due to scaling.
=N+3: reordering failed in STGSEN.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zgges3 (character jobvsl, character jobvsr, character sort,external selctg, integer n, complex*16, dimension( lda, * ) a, integerlda, complex*16, dimension( ldb, * ) b, integer ldb, integer sdim,complex*16, dimension( * ) alpha, complex*16, dimension( * ) beta,complex*16, dimension( ldvsl, * ) vsl, integer ldvsl, complex*16,dimension( ldvsr, * ) vsr, integer ldvsr, complex*16, dimension( * )work, integer lwork, double precision, dimension( * ) rwork, logical,dimension( * ) bwork, integer info)
ZGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)
Purpose:
ZGGES3 computes
for a pair of N-by-N complex nonsymmetric matrices
(A,B), the generalized eigenvalues, the generalized complex
Schur
form (S, T), and optionally left and/or right Schur vectors
(VSL
and VSR). This gives the generalized Schur factorization
(A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
where (VSR)**H is the conjugate-transpose of VSR.
Optionally, it
also orders the eigenvalues so that a selected cluster
of eigenvalues appears in the leading diagonal blocks of the
upper
triangular matrix S and the upper triangular matrix T. The
leading
columns of VSL and VSR then form an unitary basis for the
corresponding left and right eigenspaces (deflating
subspaces).
(If only the
generalized eigenvalues are needed, use the driver
ZGGEV 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, and even for both
being zero.
A pair of
matrices (S,T) is in generalized complex Schur form if S
and T are upper triangular and, in addition, the diagonal
elements
of T are non-negative real numbers.
Parameters
JOBVSL
JOBVSL is
CHARACTER*1
= βNβ: do not compute the left Schur vectors;
= βVβ: compute the left Schur vectors.
JOBVSR
JOBVSR is
CHARACTER*1
= βNβ: do not compute the right Schur vectors;
= βVβ: compute the right Schur vectors.
SORT
SORT is
CHARACTER*1
Specifies whether or not to order the eigenvalues on the
diagonal of the generalized Schur form.
= βNβ: Eigenvalues are not ordered;
= βSβ: Eigenvalues are ordered (see SELCTG).
SELCTG
SELCTG is a
LOGICAL FUNCTION of two COMPLEX*16 arguments
SELCTG must be declared EXTERNAL in the calling subroutine.
If SORT = βNβ, SELCTG is not referenced.
If SORT = βSβ, SELCTG is used to select
eigenvalues to sort
to the top left of the Schur form.
An eigenvalue ALPHA(j)/BETA(j) is selected if
SELCTG(ALPHA(j),BETA(j)) is true.
Note that a
selected complex eigenvalue may no longer satisfy
SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
ordering may change the value of complex eigenvalues
(especially if the eigenvalue is ill-conditioned), in this
case INFO is set to N+2 (See INFO below).
N
N is INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA, N)
On entry, the first of the pair of matrices.
On exit, A has been overwritten by its generalized Schur
form S.
LDA
LDA is INTEGER
The leading dimension of A. LDA >= max(1,N).
B
B is COMPLEX*16
array, dimension (LDB, N)
On entry, the second of the pair of matrices.
On exit, B has been overwritten by its generalized Schur
form T.
LDB
LDB is INTEGER
The leading dimension of B. LDB >= max(1,N).
SDIM
SDIM is INTEGER
If SORT = βNβ, SDIM = 0.
If SORT = βSβ, SDIM = number of eigenvalues
(after sorting)
for which SELCTG is true.
ALPHA
ALPHA is COMPLEX*16 array, dimension (N)
BETA
BETA is
COMPLEX*16 array, dimension (N)
On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j),
j=1,...,N are the diagonals of the complex Schur form (A,B)
output by ZGGES3. The BETA(j) will be non-negative real.
Note: the
quotients ALPHA(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, ALPHA will be always less than and usually
comparable with norm(A) in magnitude, and BETA always less
than and usually comparable with norm(B).
VSL
VSL is
COMPLEX*16 array, dimension (LDVSL,N)
If JOBVSL = βVβ, VSL will contain the left Schur
vectors.
Not referenced if JOBVSL = βNβ.
LDVSL
LDVSL is
INTEGER
The leading dimension of the matrix VSL. LDVSL >= 1, and
if JOBVSL = βVβ, LDVSL >= N.
VSR
VSR is
COMPLEX*16 array, dimension (LDVSR,N)
If JOBVSR = βVβ, VSR will contain the right
Schur vectors.
Not referenced if JOBVSR = βNβ.
LDVSR
LDVSR is
INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and
if JOBVSR = βVβ, LDVSR >= N.
WORK
WORK is
COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK. LWORK >= MAX(1,2*N)
For good performance, LWORK must generally be larger.
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.
RWORK
RWORK is DOUBLE PRECISION array, dimension (8*N)
BWORK
BWORK is
LOGICAL array, dimension (N)
Not referenced if SORT = βNβ.
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. (A,B) are not in Schur
form, but ALPHA(j) and BETA(j) should be correct for
j=INFO+1,...,N.
> N: =N+1: other than QZ iteration failed in ZLAQZ0
=N+2: after reordering, roundoff changed values of
some complex eigenvalues so that leading
eigenvalues in the Generalized Schur form no
longer satisfy SELCTG=.TRUE. This could also
be caused due to scaling.
=N+3: reordering failed in ZTGSEN.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author
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