## table of contents

doubleGEeigen(3) | LAPACK | doubleGEeigen(3) |

# NAME¶

doubleGEeigen - double

# SYNOPSIS¶

## Functions¶

subroutine **dgees** (JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR,
WI, VS, LDVS, WORK, LWORK, BWORK, INFO)

** DGEES computes the eigenvalues, the Schur form, and, optionally, the
matrix of Schur vectors for GE matrices** subroutine **dgeesx** (JOBVS,
SORT, SELECT, SENSE, N, A, LDA, SDIM, WR, WI, VS, LDVS, RCONDE, RCONDV,
WORK, LWORK, IWORK, LIWORK, BWORK, INFO)

** DGEESX computes the eigenvalues, the Schur form, and, optionally, the
matrix of Schur vectors for GE matrices** subroutine **dgeev** (JOBVL,
JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)

** DGEEV computes the eigenvalues and, optionally, the left and/or right
eigenvectors for GE matrices** subroutine **dgeevx** (BALANC, JOBVL,
JOBVR, SENSE, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM,
RCONDE, RCONDV, WORK, LWORK, IWORK, INFO)

** DGEEVX computes the eigenvalues and, optionally, the left and/or right
eigenvectors for GE matrices** subroutine **dgges** (JOBVSL, JOBVSR,
SORT, SELCTG, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
VSR, LDVSR, WORK, LWORK, BWORK, INFO)

** DGGES computes the eigenvalues, the Schur form, and, optionally, the
matrix of Schur vectors for GE matrices** 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
**dggesx** (JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA, B, LDB, SDIM,
ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK,
IWORK, LIWORK, BWORK, INFO)

** DGGESX computes the eigenvalues, the Schur form, and, optionally, the
matrix of Schur vectors for GE matrices** subroutine **dggev** (JOBVL,
JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK,
LWORK, INFO)

** DGGEV computes the eigenvalues and, optionally, the left and/or right
eigenvectors for GE matrices** subroutine **dggev3** (JOBVL, JOBVR, N,
A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)

** DGGEV3 computes the eigenvalues and, optionally, the left and/or right
eigenvectors for GE matrices (blocked algorithm)** 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)

** DGGEVX computes the eigenvalues and, optionally, the left and/or right
eigenvectors for GE matrices**

# Detailed Description¶

This is the group of double eigenvalue driver functions for GE matrices

# Function Documentation¶

## subroutine dgees (character JOBVS, character SORT, external SELECT, integer N, double precision, dimension( lda, * ) A, integer LDA, integer SDIM, double precision, dimension( * ) WR, double precision, dimension( * ) WI, double precision, dimension( ldvs, * ) VS, integer LDVS, double precision, dimension( * ) WORK, integer LWORK, logical, dimension( * ) BWORK, integer INFO)¶

** DGEES computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices**

**Purpose:**

DGEES computes for an N-by-N real nonsymmetric matrix A, the

eigenvalues, the real Schur form T, and, optionally, the matrix of

Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T).

Optionally, it also orders the eigenvalues on the diagonal of the

real Schur form so that selected eigenvalues are at the top left.

The leading columns of Z then form an orthonormal basis for the

invariant subspace corresponding to the selected eigenvalues.

A matrix is in real Schur form if it is upper quasi-triangular with

1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the

form

[ a b ]

[ c a ]

where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).

**Parameters**

*JOBVS*

JOBVS is CHARACTER*1

= 'N': Schur vectors are not computed;

= 'V': Schur vectors are computed.

*SORT*

SORT is CHARACTER*1

Specifies whether or not to order the eigenvalues on the

diagonal of the Schur form.

= 'N': Eigenvalues are not ordered;

= 'S': Eigenvalues are ordered (see SELECT).

*SELECT*

SELECT is a LOGICAL FUNCTION of two DOUBLE PRECISION arguments

SELECT must be declared EXTERNAL in the calling subroutine.

If SORT = 'S', SELECT is used to select eigenvalues to sort

to the top left of the Schur form.

If SORT = 'N', SELECT is not referenced.

An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if

SELECT(WR(j),WI(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 a selected complex eigenvalue may no longer

satisfy SELECT(WR(j),WI(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 matrix A. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA,N)

On entry, the N-by-N matrix A.

On exit, A has been overwritten by its real Schur form T.

*LDA*

LDA is INTEGER

The leading dimension of the array A. LDA >= max(1,N).

*SDIM*

SDIM is INTEGER

If SORT = 'N', SDIM = 0.

If SORT = 'S', SDIM = number of eigenvalues (after sorting)

for which SELECT is true. (Complex conjugate

pairs for which SELECT is true for either

eigenvalue count as 2.)

*WR*

WR is DOUBLE PRECISION array, dimension (N)

*WI*

WI is DOUBLE PRECISION array, dimension (N)

WR and WI contain the real and imaginary parts,

respectively, of the computed eigenvalues in the same order

that they appear on the diagonal of the output Schur form T.

Complex conjugate pairs of eigenvalues will appear

consecutively with the eigenvalue having the positive

imaginary part first.

*VS*

VS is DOUBLE PRECISION array, dimension (LDVS,N)

If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur

vectors.

If JOBVS = 'N', VS is not referenced.

*LDVS*

LDVS is INTEGER

The leading dimension of the array VS. LDVS >= 1; if

JOBVS = 'V', LDVS >= N.

*WORK*

WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))

On exit, if INFO = 0, WORK(1) contains the optimal LWORK.

*LWORK*

LWORK is INTEGER

The dimension of the array WORK. LWORK >= max(1,3*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.

*BWORK*

BWORK is LOGICAL array, dimension (N)

Not referenced if SORT = 'N'.

*INFO*

INFO is 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 QR algorithm failed to compute all the

eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI

contain those eigenvalues which have converged; if

JOBVS = 'V', VS contains the matrix which reduces A

to its partially converged Schur form.

= N+1: the eigenvalues could not be reordered because some

eigenvalues were too close to separate (the problem

is very ill-conditioned);

= N+2: after reordering, roundoff changed values of some

complex eigenvalues so that leading eigenvalues in

the Schur form no longer satisfy SELECT=.TRUE. This

could also be caused by underflow due to scaling.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dgeesx (character JOBVS, character SORT, external SELECT, character SENSE, integer N, double precision, dimension( lda, * ) A, integer LDA, integer SDIM, double precision, dimension( * ) WR, double precision, dimension( * ) WI, double precision, dimension( ldvs, * ) VS, integer LDVS, double precision RCONDE, double precision RCONDV, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, logical, dimension( * ) BWORK, integer INFO)¶

** DGEESX computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices**

**Purpose:**

DGEESX computes for an N-by-N real nonsymmetric matrix A, the

eigenvalues, the real Schur form T, and, optionally, the matrix of

Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T).

Optionally, it also orders the eigenvalues on the diagonal of the

real Schur form so that selected eigenvalues are at the top left;

computes a reciprocal condition number for the average of the

selected eigenvalues (RCONDE); and computes a reciprocal condition

number for the right invariant subspace corresponding to the

selected eigenvalues (RCONDV). The leading columns of Z form an

orthonormal basis for this invariant subspace.

For further explanation of the reciprocal condition numbers RCONDE

and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where

these quantities are called s and sep respectively).

A real matrix is in real Schur form if it is upper quasi-triangular

with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in

the form

[ a b ]

[ c a ]

where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).

**Parameters**

*JOBVS*

JOBVS is CHARACTER*1

= 'N': Schur vectors are not computed;

= 'V': Schur vectors are computed.

*SORT*

SORT is CHARACTER*1

Specifies whether or not to order the eigenvalues on the

diagonal of the Schur form.

= 'N': Eigenvalues are not ordered;

= 'S': Eigenvalues are ordered (see SELECT).

*SELECT*

SELECT is a LOGICAL FUNCTION of two DOUBLE PRECISION arguments

SELECT must be declared EXTERNAL in the calling subroutine.

If SORT = 'S', SELECT is used to select eigenvalues to sort

to the top left of the Schur form.

If SORT = 'N', SELECT is not referenced.

An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if

SELECT(WR(j),WI(j)) is true; i.e., if either one of a

complex conjugate pair of eigenvalues is selected, then both

are. Note that a selected complex eigenvalue may no longer

satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since

ordering may change the value of complex eigenvalues

(especially if the eigenvalue is ill-conditioned); in this

case INFO may be set to N+3 (see INFO below).

*SENSE*

SENSE is CHARACTER*1

Determines which reciprocal condition numbers are computed.

= 'N': None are computed;

= 'E': Computed for average of selected eigenvalues only;

= 'V': Computed for selected right invariant subspace only;

= 'B': Computed for both.

If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.

*N*

N is INTEGER

The order of the matrix A. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA, N)

On entry, the N-by-N matrix A.

On exit, A is overwritten by its real Schur form T.

*LDA*

LDA is INTEGER

The leading dimension of the array A. LDA >= max(1,N).

*SDIM*

SDIM is INTEGER

If SORT = 'N', SDIM = 0.

If SORT = 'S', SDIM = number of eigenvalues (after sorting)

for which SELECT is true. (Complex conjugate

pairs for which SELECT is true for either

eigenvalue count as 2.)

*WR*

WR is DOUBLE PRECISION array, dimension (N)

*WI*

WI is DOUBLE PRECISION array, dimension (N)

WR and WI contain the real and imaginary parts, respectively,

of the computed eigenvalues, in the same order that they

appear on the diagonal of the output Schur form T. Complex

conjugate pairs of eigenvalues appear consecutively with the

eigenvalue having the positive imaginary part first.

*VS*

VS is DOUBLE PRECISION array, dimension (LDVS,N)

If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur

vectors.

If JOBVS = 'N', VS is not referenced.

*LDVS*

LDVS is INTEGER

The leading dimension of the array VS. LDVS >= 1, and if

JOBVS = 'V', LDVS >= N.

*RCONDE*

RCONDE is DOUBLE PRECISION

If SENSE = 'E' or 'B', RCONDE contains the reciprocal

condition number for the average of the selected eigenvalues.

Not referenced if SENSE = 'N' or 'V'.

*RCONDV*

RCONDV is DOUBLE PRECISION

If SENSE = 'V' or 'B', RCONDV contains the reciprocal

condition number for the selected right invariant subspace.

Not referenced if SENSE = 'N' or 'E'.

*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. LWORK >= max(1,3*N).

Also, if SENSE = 'E' or 'V' or 'B',

LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of

selected eigenvalues computed by this routine. Note that

N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only

returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or

'B' this may not be large enough.

For good performance, LWORK must generally be larger.

If LWORK = -1, then a workspace query is assumed; the routine

only calculates upper bounds on the optimal sizes of the

arrays WORK and IWORK, returns these values as the first

entries of the WORK and IWORK arrays, and no error messages

related to LWORK or LIWORK are issued by XERBLA.

*IWORK*

IWORK is INTEGER array, dimension (MAX(1,LIWORK))

On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

*LIWORK*

LIWORK is INTEGER

The dimension of the array IWORK.

LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM).

Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is

only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this

may not be large enough.

If LIWORK = -1, then a workspace query is assumed; the

routine only calculates upper bounds on the optimal sizes of

the arrays WORK and IWORK, returns these values as the first

entries of the WORK and IWORK arrays, and no error messages

related to LWORK or LIWORK are issued by XERBLA.

*BWORK*

BWORK is LOGICAL array, dimension (N)

Not referenced if SORT = 'N'.

*INFO*

INFO is 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 QR algorithm failed to compute all the

eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI

contain those eigenvalues which have converged; if

JOBVS = 'V', VS contains the transformation which

reduces A to its partially converged Schur form.

= N+1: the eigenvalues could not be reordered because some

eigenvalues were too close to separate (the problem

is very ill-conditioned);

= N+2: after reordering, roundoff changed values of some

complex eigenvalues so that leading eigenvalues in

the Schur form no longer satisfy SELECT=.TRUE. This

could also be caused by underflow due to scaling.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dgeev (character JOBVL, character JOBVR, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) WR, double precision, dimension( * ) WI, double precision, dimension( ldvl, * ) VL, integer LDVL, double precision, dimension( ldvr, * ) VR, integer LDVR, double precision, dimension( * ) WORK, integer LWORK, integer INFO)¶

** DGEEV computes the eigenvalues and, optionally, the left
and/or right eigenvectors for GE matrices**

**Purpose:**

DGEEV computes for an N-by-N real nonsymmetric matrix A, the

eigenvalues and, optionally, the left and/or right eigenvectors.

The right eigenvector v(j) of A satisfies

A * v(j) = lambda(j) * v(j)

where lambda(j) is its eigenvalue.

The left eigenvector u(j) of A satisfies

u(j)**H * A = lambda(j) * u(j)**H

where u(j)**H denotes the conjugate-transpose of u(j).

The computed eigenvectors are normalized to have Euclidean norm

equal to 1 and largest component real.

**Parameters**

*JOBVL*

JOBVL is CHARACTER*1

= 'N': left eigenvectors of A are not computed;

= 'V': left eigenvectors of A are computed.

*JOBVR*

JOBVR is CHARACTER*1

= 'N': right eigenvectors of A are not computed;

= 'V': right eigenvectors of A are computed.

*N*

N is INTEGER

The order of the matrix A. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA,N)

On entry, the N-by-N matrix A.

On exit, A has been overwritten.

*LDA*

LDA is INTEGER

The leading dimension of the array A. LDA >= max(1,N).

*WR*

WR is DOUBLE PRECISION array, dimension (N)

*WI*

WI is DOUBLE PRECISION array, dimension (N)

WR and WI contain the real and imaginary parts,

respectively, of the computed eigenvalues. Complex

conjugate pairs of eigenvalues appear consecutively

with the eigenvalue having the positive imaginary part

first.

*VL*

VL is DOUBLE PRECISION array, dimension (LDVL,N)

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 JOBVL = 'N', VL is not referenced.

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)-st 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).

*LDVL*

LDVL is INTEGER

The leading dimension of the array VL. LDVL >= 1; if

JOBVL = 'V', LDVL >= N.

*VR*

VR is DOUBLE PRECISION array, dimension (LDVR,N)

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 JOBVR = 'N', VR is not referenced.

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)-st 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).

*LDVR*

LDVR is INTEGER

The leading dimension of the array VR. LDVR >= 1; if

JOBVR = 'V', LDVR >= 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. LWORK >= max(1,3*N), and

if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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.

*INFO*

INFO is INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value.

> 0: if INFO = i, the QR algorithm failed to compute all the

eigenvalues, and no eigenvectors have been computed;

elements i+1:N of WR and WI contain eigenvalues which

have converged.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dgeevx (character BALANC, character JOBVL, character JOBVR, character SENSE, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) WR, double precision, dimension( * ) WI, double precision, dimension( ldvl, * ) VL, integer LDVL, double precision, dimension( ldvr, * ) VR, integer LDVR, integer ILO, integer IHI, double precision, dimension( * ) SCALE, double precision ABNRM, double precision, dimension( * ) RCONDE, double precision, dimension( * ) RCONDV, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)¶

** DGEEVX computes the eigenvalues and, optionally, the left
and/or right eigenvectors for GE matrices**

**Purpose:**

DGEEVX computes for an N-by-N real nonsymmetric matrix A, the

eigenvalues and, optionally, the left and/or right eigenvectors.

Optionally also, it computes a balancing transformation to improve

the conditioning of the eigenvalues and eigenvectors (ILO, IHI,

SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues

(RCONDE), and reciprocal condition numbers for the right

eigenvectors (RCONDV).

The right eigenvector v(j) of A satisfies

A * v(j) = lambda(j) * v(j)

where lambda(j) is its eigenvalue.

The left eigenvector u(j) of A satisfies

u(j)**H * A = lambda(j) * u(j)**H

where u(j)**H denotes the conjugate-transpose of u(j).

The computed eigenvectors are normalized to have Euclidean norm

equal to 1 and largest component real.

Balancing a matrix means permuting the rows and columns to make it

more nearly upper triangular, and applying a diagonal similarity

transformation D * A * D**(-1), where D is a diagonal matrix, to

make its rows and columns closer in norm and the condition numbers

of its eigenvalues and eigenvectors smaller. The computed

reciprocal condition numbers correspond to the balanced matrix.

Permuting rows and columns will not change the condition numbers

(in exact arithmetic) but diagonal scaling will. For further

explanation of balancing, see section 4.10.2 of the LAPACK

Users' Guide.

**Parameters**

*BALANC*

BALANC is CHARACTER*1

Indicates how the input matrix should be diagonally scaled

and/or permuted to improve the conditioning of its

eigenvalues.

= 'N': Do not diagonally scale or permute;

= 'P': Perform permutations to make the matrix more nearly

upper triangular. Do not diagonally scale;

= 'S': Diagonally scale the matrix, i.e. replace A by

D*A*D**(-1), where D is a diagonal matrix chosen

to make the rows and columns of A more equal in

norm. Do not permute;

= 'B': Both diagonally scale and permute A.

Computed reciprocal condition numbers will be for the matrix

after balancing and/or permuting. Permuting does not change

condition numbers (in exact arithmetic), but balancing does.

*JOBVL*

JOBVL is CHARACTER*1

= 'N': left eigenvectors of A are not computed;

= 'V': left eigenvectors of A are computed.

If SENSE = 'E' or 'B', JOBVL must = 'V'.

*JOBVR*

JOBVR is CHARACTER*1

= 'N': right eigenvectors of A are not computed;

= 'V': right eigenvectors of A are computed.

If SENSE = 'E' or 'B', JOBVR must = 'V'.

*SENSE*

SENSE is CHARACTER*1

Determines which reciprocal condition numbers are computed.

= 'N': None are computed;

= 'E': Computed for eigenvalues only;

= 'V': Computed for right eigenvectors only;

= 'B': Computed for eigenvalues and right eigenvectors.

If SENSE = 'E' or 'B', both left and right eigenvectors

must also be computed (JOBVL = 'V' and JOBVR = 'V').

*N*

N is INTEGER

The order of the matrix A. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA,N)

On entry, the N-by-N matrix A.

On exit, A has been overwritten. If JOBVL = 'V' or

JOBVR = 'V', A contains the real Schur form of the balanced

version of the input matrix A.

*LDA*

LDA is INTEGER

The leading dimension of the array A. LDA >= max(1,N).

*WR*

WR is DOUBLE PRECISION array, dimension (N)

*WI*

WI is DOUBLE PRECISION array, dimension (N)

WR and WI contain the real and imaginary parts,

respectively, of the computed eigenvalues. Complex

conjugate pairs of eigenvalues will appear consecutively

with the eigenvalue having the positive imaginary part

first.

*VL*

VL is DOUBLE PRECISION array, dimension (LDVL,N)

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 JOBVL = 'N', VL is not referenced.

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)-st 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).

*LDVL*

LDVL is INTEGER

The leading dimension of the array VL. LDVL >= 1; if

JOBVL = 'V', LDVL >= N.

*VR*

VR is DOUBLE PRECISION array, dimension (LDVR,N)

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 JOBVR = 'N', VR is not referenced.

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)-st 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).

*LDVR*

LDVR is INTEGER

The leading dimension of the array VR. LDVR >= 1, and if

JOBVR = 'V', LDVR >= N.

*ILO*

ILO is INTEGER

*IHI*

IHI is INTEGER

ILO and IHI are integer values determined when A was

balanced. The balanced A(i,j) = 0 if I > J and

J = 1,...,ILO-1 or I = IHI+1,...,N.

*SCALE*

SCALE is DOUBLE PRECISION array, dimension (N)

Details of the permutations and scaling factors applied

when balancing A. If P(j) is the index of the row and column

interchanged with row and column j, and D(j) is the scaling

factor applied to row and column j, then

SCALE(J) = P(J), for J = 1,...,ILO-1

= D(J), for J = ILO,...,IHI

= P(J) for J = IHI+1,...,N.

The order in which the interchanges are made is N to IHI+1,

then 1 to ILO-1.

*ABNRM*

ABNRM is DOUBLE PRECISION

The one-norm of the balanced matrix (the maximum

of the sum of absolute values of elements of any column).

*RCONDE*

RCONDE is DOUBLE PRECISION array, dimension (N)

RCONDE(j) is the reciprocal condition number of the j-th

eigenvalue.

*RCONDV*

RCONDV is DOUBLE PRECISION array, dimension (N)

RCONDV(j) is the reciprocal condition number of the j-th

right eigenvector.

*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 SENSE = 'N' or 'E',

LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V',

LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6).

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.

*IWORK*

IWORK is INTEGER array, dimension (2*N-2)

If SENSE = 'N' or 'E', not referenced.

*INFO*

INFO is INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value.

> 0: if INFO = i, the QR algorithm failed to compute all the

eigenvalues, and no eigenvectors or condition numbers

have been computed; elements 1:ILO-1 and i+1:N of WR

and WI contain eigenvalues which have converged.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dgges (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, double precision, dimension( * ) ALPHAI, double precision, dimension( * ) BETA, double precision, dimension( ldvsl, * ) VSL, integer LDVSL, double precision, dimension( ldvsr, * ) VSR, integer LDVSR, double precision, dimension( * ) WORK, integer LWORK, logical, dimension( * ) BWORK, integer INFO)¶

** DGGES computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices**

**Purpose:**

DGGES 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

"standardized" 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

= 'N': do not compute the left Schur vectors;

= 'V': compute the left Schur vectors.

*JOBVSR*

JOBVSR is CHARACTER*1

= 'N': do not compute the right Schur vectors;

= 'V': 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.

= 'N': Eigenvalues are not ordered;

= 'S': 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 = 'N', SELCTG is not referenced.

If SORT = 'S', 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 = 'N', SDIM = 0.

If SORT = 'S', 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 = 'V', VSL will contain the left Schur vectors.

Not referenced if JOBVSL = 'N'.

*LDVSL*

LDVSL is INTEGER

The leading dimension of the matrix VSL. LDVSL >=1, and

if JOBVSL = 'V', LDVSL >= N.

*VSR*

VSR is DOUBLE PRECISION array, dimension (LDVSR,N)

If JOBVSR = 'V', VSR will contain the right Schur vectors.

Not referenced if JOBVSR = 'N'.

*LDVSR*

LDVSR is INTEGER

The leading dimension of the matrix VSR. LDVSR >= 1, and

if JOBVSR = 'V', 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 >= 8*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 = 'N'.

*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 DHGEQZ.

=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 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, double precision, dimension( * ) ALPHAI, double precision, dimension( * ) BETA, double precision, dimension( ldvsl, * ) VSL, integer LDVSL, double precision, dimension( ldvsr, * ) VSR, integer LDVSR, double precision, 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

"standardized" 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

= 'N': do not compute the left Schur vectors;

= 'V': compute the left Schur vectors.

*JOBVSR*

JOBVSR is CHARACTER*1

= 'N': do not compute the right Schur vectors;

= 'V': 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.

= 'N': Eigenvalues are not ordered;

= 'S': 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 = 'N', SELCTG is not referenced.

If SORT = 'S', 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 = 'N', SDIM = 0.

If SORT = 'S', 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 = 'V', VSL will contain the left Schur vectors.

Not referenced if JOBVSL = 'N'.

*LDVSL*

LDVSL is INTEGER

The leading dimension of the matrix VSL. LDVSL >=1, and

if JOBVSL = 'V', LDVSL >= N.

*VSR*

VSR is DOUBLE PRECISION array, dimension (LDVSR,N)

If JOBVSR = 'V', VSR will contain the right Schur vectors.

Not referenced if JOBVSR = 'N'.

*LDVSR*

LDVSR is INTEGER

The leading dimension of the matrix VSR. LDVSR >= 1, and

if JOBVSR = 'V', 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 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 = 'N'.

*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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dggesx (character JOBVSL, character JOBVSR, character SORT, external SELCTG, character SENSE, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer SDIM, double precision, dimension( * ) ALPHAR, double precision, dimension( * ) ALPHAI, double precision, dimension( * ) BETA, double precision, dimension( ldvsl, * ) VSL, integer LDVSL, double precision, dimension( ldvsr, * ) VSR, integer LDVSR, double precision, dimension( 2 ) RCONDE, double precision, dimension( 2 ) RCONDV, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, logical, dimension( * ) BWORK, integer INFO)¶

** DGGESX computes the eigenvalues, the Schur form, and,
optionally, the matrix of Schur vectors for GE matrices**

**Purpose:**

DGGESX computes for a pair of N-by-N real nonsymmetric matrices

(A,B), the generalized eigenvalues, the real Schur form (S,T), and,

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; computes

a reciprocal condition number for the average of the selected

eigenvalues (RCONDE); and computes a reciprocal condition number for

the right and left deflating subspaces corresponding to the selected

eigenvalues (RCONDV). The leading columns of VSL and VSR then form

an orthonormal basis for the corresponding left and right eigenspaces

(deflating subspaces).

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 for 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

"standardized" 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

= 'N': do not compute the left Schur vectors;

= 'V': compute the left Schur vectors.

*JOBVSR*

JOBVSR is CHARACTER*1

= 'N': do not compute the right Schur vectors;

= 'V': 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.

= 'N': Eigenvalues are not ordered;

= 'S': 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 = 'N', SELCTG is not referenced.

If SORT = 'S', 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 a selected complex eigenvalue may no longer satisfy

SELCTG(ALPHAR(j),ALPHAI(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+3.

*SENSE*

SENSE is CHARACTER*1

Determines which reciprocal condition numbers are computed.

= 'N': None are computed;

= 'E': Computed for average of selected eigenvalues only;

= 'V': Computed for selected deflating subspaces only;

= 'B': Computed for both.

If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.

*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 = 'N', SDIM = 0.

If SORT = 'S', 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 = 'V', VSL will contain the left Schur vectors.

Not referenced if JOBVSL = 'N'.

*LDVSL*

LDVSL is INTEGER

The leading dimension of the matrix VSL. LDVSL >=1, and

if JOBVSL = 'V', LDVSL >= N.

*VSR*

VSR is DOUBLE PRECISION array, dimension (LDVSR,N)

If JOBVSR = 'V', VSR will contain the right Schur vectors.

Not referenced if JOBVSR = 'N'.

*LDVSR*

LDVSR is INTEGER

The leading dimension of the matrix VSR. LDVSR >= 1, and

if JOBVSR = 'V', LDVSR >= N.

*RCONDE*

RCONDE is DOUBLE PRECISION array, dimension ( 2 )

If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the

reciprocal condition numbers for the average of the selected

eigenvalues.

Not referenced if SENSE = 'N' or 'V'.

*RCONDV*

RCONDV is DOUBLE PRECISION array, dimension ( 2 )

If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the

reciprocal condition numbers for the selected deflating

subspaces.

Not referenced if SENSE = 'N' or 'E'.

*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 if SENSE = 'E', 'V', or 'B',

LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else

LWORK >= max( 8*N, 6*N+16 ).

Note that 2*SDIM*(N-SDIM) <= N*N/2.

Note also that an error is only returned if

LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B'

this may not be large enough.

If LWORK = -1, then a workspace query is assumed; the routine

only calculates the bound on the optimal size of the WORK

array and the minimum size of the IWORK array, returns these

values as the first entries of the WORK and IWORK arrays, and

no error message related to LWORK or LIWORK is issued by

XERBLA.

*IWORK*

IWORK is INTEGER array, dimension (MAX(1,LIWORK))

On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.

*LIWORK*

LIWORK is INTEGER

The dimension of the array IWORK.

If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise

LIWORK >= N+6.

If LIWORK = -1, then a workspace query is assumed; the

routine only calculates the bound on the optimal size of the

WORK array and the minimum size of the IWORK array, returns

these values as the first entries of the WORK and IWORK

arrays, and no error message related to LWORK or LIWORK is

issued by XERBLA.

*BWORK*

BWORK is LOGICAL array, dimension (N)

Not referenced if SORT = 'N'.

*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 DHGEQZ

=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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Further Details:**

An approximate (asymptotic) bound on the average absolute error of

the selected eigenvalues is

EPS * norm((A, B)) / RCONDE( 1 ).

An approximate (asymptotic) bound on the maximum angular error in

the computed deflating subspaces is

EPS * norm((A, B)) / RCONDV( 2 ).

See LAPACK User's Guide, section 4.11 for more information.

## subroutine dggev (character JOBVL, character JOBVR, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) ALPHAR, double precision, dimension( * ) ALPHAI, double precision, dimension( * ) BETA, double precision, dimension( ldvl, * ) VL, integer LDVL, double precision, dimension( ldvr, * ) VR, integer LDVR, double precision, dimension( * ) WORK, integer LWORK, integer INFO)¶

** DGGEV computes the eigenvalues and, optionally, the left
and/or right eigenvectors for GE matrices**

**Purpose:**

DGGEV 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.

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).

**Parameters**

*JOBVL*

JOBVL is CHARACTER*1

= 'N': do not compute the left generalized eigenvectors;

= 'V': compute the left generalized eigenvectors.

*JOBVR*

JOBVR is CHARACTER*1

= 'N': do not compute the right generalized eigenvectors;

= 'V': compute the right generalized eigenvectors.

*N*

N is INTEGER

The order of the matrices A, B, VL, and VR. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA, N)

On entry, the matrix A in the pair (A,B).

On exit, A has been overwritten.

*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 matrix B in the pair (A,B).

On exit, B has been overwritten.

*LDB*

LDB is INTEGER

The leading dimension of B. LDB >= max(1,N).

*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. 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).

*VL*

VL is DOUBLE PRECISION array, dimension (LDVL,N)

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 is scaled so the largest component has

abs(real part)+abs(imag. part)=1.

Not referenced if JOBVL = 'N'.

*LDVL*

LDVL is INTEGER

The leading dimension of the matrix VL. LDVL >= 1, and

if JOBVL = 'V', LDVL >= N.

*VR*

VR is DOUBLE PRECISION array, dimension (LDVR,N)

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 is scaled so the largest component has

abs(real part)+abs(imag. part)=1.

Not referenced if JOBVR = 'N'.

*LDVR*

LDVR is INTEGER

The leading dimension of the matrix VR. LDVR >= 1, and

if JOBVR = 'V', LDVR >= 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. LWORK >= max(1,8*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.

*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 ALPHAR(j), ALPHAI(j), and BETA(j)

should be correct for j=INFO+1,...,N.

> N: =N+1: other than QZ iteration failed in DHGEQZ.

=N+2: error return from DTGEVC.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dggev3 (character JOBVL, character JOBVR, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) ALPHAR, double precision, dimension( * ) ALPHAI, double precision, dimension( * ) BETA, double precision, dimension( ldvl, * ) VL, integer LDVL, double precision, dimension( ldvr, * ) VR, integer LDVR, double precision, dimension( * ) WORK, integer LWORK, integer INFO)¶

** DGGEV3 computes the eigenvalues and, optionally, the left
and/or right eigenvectors for GE matrices (blocked algorithm)**

**Purpose:**

DGGEV3 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.

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).

**Parameters**

*JOBVL*

JOBVL is CHARACTER*1

= 'N': do not compute the left generalized eigenvectors;

= 'V': compute the left generalized eigenvectors.

*JOBVR*

JOBVR is CHARACTER*1

= 'N': do not compute the right generalized eigenvectors;

= 'V': compute the right generalized eigenvectors.

*N*

N is INTEGER

The order of the matrices A, B, VL, and VR. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA, N)

On entry, the matrix A in the pair (A,B).

On exit, A has been overwritten.

*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 matrix B in the pair (A,B).

On exit, B has been overwritten.

*LDB*

LDB is INTEGER

The leading dimension of B. LDB >= max(1,N).

*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. 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).

*VL*

VL is DOUBLE PRECISION array, dimension (LDVL,N)

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 is scaled so the largest component has

abs(real part)+abs(imag. part)=1.

Not referenced if JOBVL = 'N'.

*LDVL*

LDVL is INTEGER

The leading dimension of the matrix VL. LDVL >= 1, and

if JOBVL = 'V', LDVL >= N.

*VR*

VR is DOUBLE PRECISION array, dimension (LDVR,N)

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 is scaled so the largest component has

abs(real part)+abs(imag. part)=1.

Not referenced if JOBVR = 'N'.

*LDVR*

LDVR is INTEGER

The leading dimension of the matrix VR. LDVR >= 1, and

if JOBVR = 'V', LDVR >= 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

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.

*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 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: error return from DTGEVC.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

## subroutine dggevx (character BALANC, character JOBVL, character JOBVR, character SENSE, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) ALPHAR, double precision, dimension( * ) ALPHAI, double precision, dimension( * ) BETA, double precision, dimension( ldvl, * ) VL, integer LDVL, double precision, dimension( ldvr, * ) VR, integer LDVR, integer ILO, integer IHI, double precision, dimension( * ) LSCALE, double precision, dimension( * ) RSCALE, double precision ABNRM, double precision BBNRM, double precision, dimension( * ) RCONDE, double precision, dimension( * ) RCONDV, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, logical, dimension( * ) BWORK, integer INFO)¶

** DGGEVX computes the eigenvalues and, optionally, the left
and/or right eigenvectors for GE matrices**

**Purpose:**

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).

**Parameters**

*BALANC*

BALANC is CHARACTER*1

Specifies the balance option to be performed.

= 'N': do not diagonally scale or permute;

= 'P': permute only;

= 'S': scale only;

= 'B': both permute and scale.

Computed reciprocal condition numbers will be for the

matrices after permuting and/or balancing. Permuting does

not change condition numbers (in exact arithmetic), but

balancing does.

*JOBVL*

JOBVL is CHARACTER*1

= 'N': do not compute the left generalized eigenvectors;

= 'V': compute the left generalized eigenvectors.

*JOBVR*

JOBVR is CHARACTER*1

= 'N': do not compute the right generalized eigenvectors;

= 'V': compute the right generalized eigenvectors.

*SENSE*

SENSE is CHARACTER*1

Determines which reciprocal condition numbers are computed.

= 'N': none are computed;

= 'E': computed for eigenvalues only;

= 'V': computed for eigenvectors only;

= 'B': computed for eigenvalues and eigenvectors.

*N*

N is INTEGER

The order of the matrices A, B, VL, and VR. N >= 0.

*A*

A is DOUBLE PRECISION array, dimension (LDA, N)

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.

*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 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.

*LDB*

LDB is INTEGER

The leading dimension of B. LDB >= max(1,N).

*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. 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).

*VL*

VL is DOUBLE PRECISION array, dimension (LDVL,N)

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'.

*LDVL*

LDVL is INTEGER

The leading dimension of the matrix VL. LDVL >= 1, and

if JOBVL = 'V', LDVL >= N.

*VR*

VR is DOUBLE PRECISION array, dimension (LDVR,N)

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'.

*LDVR*

LDVR is INTEGER

The leading dimension of the matrix VR. LDVR >= 1, and

if JOBVR = 'V', LDVR >= N.

*ILO*

ILO is INTEGER

*IHI*

IHI is INTEGER

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.

*LSCALE*

LSCALE is DOUBLE PRECISION array, dimension (N)

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

= DL(j) for j = ILO,...,IHI

= PL(j) for j = IHI+1,...,N.

The order in which the interchanges are made is N to IHI+1,

then 1 to ILO-1.

*RSCALE*

RSCALE is DOUBLE PRECISION array, dimension (N)

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

= DR(j) for j = ILO,...,IHI

= PR(j) for j = IHI+1,...,N

The order in which the interchanges are made is N to IHI+1,

then 1 to ILO-1.

*ABNRM*

ABNRM is DOUBLE PRECISION

The one-norm of the balanced matrix A.

*BBNRM*

BBNRM is DOUBLE PRECISION

The one-norm of the balanced matrix B.

*RCONDE*

RCONDE is DOUBLE PRECISION array, dimension (N)

If SENSE = 'E' or 'B', the reciprocal condition numbers of

the 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 j-th eigenpair.

If SENSE = 'N or 'V', RCONDE is not referenced.

*RCONDV*

RCONDV is DOUBLE PRECISION array, dimension (N)

If SENSE = 'V' or 'B', the estimated reciprocal condition

numbers of the 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 = 'N' or 'E', RCONDV is not referenced.

*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. LWORK >= max(1,2*N).

If BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V',

LWORK >= max(1,6*N).

If SENSE = 'E' or 'B', LWORK >= max(1,10*N).

If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*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.

*IWORK*

IWORK is INTEGER array, dimension (N+6)

If SENSE = 'E', IWORK is not referenced.

*BWORK*

BWORK is LOGICAL array, dimension (N)

If SENSE = 'N', BWORK is not referenced.

*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 ALPHAR(j), ALPHAI(j), and BETA(j)

should be correct for j=INFO+1,...,N.

> N: =N+1: other than QZ iteration failed in DHGEQZ.

=N+2: error return from DTGEVC.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Further Details:**

Balancing a matrix pair (A,B) includes, first, permuting rows and

columns to isolate eigenvalues, second, applying diagonal similarity

transformation to the rows and columns to make the rows and columns

as close in norm as possible. The computed reciprocal condition

numbers correspond to the balanced matrix. Permuting rows and columns

will not change the condition numbers (in exact arithmetic) but

diagonal scaling will. For further explanation of balancing, see

section 4.11.1.2 of LAPACK Users' Guide.

An approximate error bound on the chordal distance between the i-th

computed generalized eigenvalue w and the corresponding exact

eigenvalue lambda is

chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I)

An approximate error bound for the angle between the i-th computed

eigenvector VL(i) or VR(i) is given by

EPS * norm(ABNRM, BBNRM) / DIF(i).

For further explanation of the reciprocal condition numbers RCONDE

and RCONDV, see section 4.11 of LAPACK User's Guide.

# Author¶

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