/home/abui...RC/sgges.f(3)
This page is /home/abui...RC/sgges.f(3) from the Library Functions Manual, and it's all about the SGGES source file at /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sgges.f. Bestie, it's giving major linear-algebra main character energy. π
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sgges.f β this is the source-file name, and the subroutine living here is SGGES, which computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices. β¨
π SYNOPSIS π
Functions/Subroutines π§
subroutine SGGES (jobvsl, jobvsr, sort, selctg, n, a, lda, b, ldb, sdim,
alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, work, lwork, bwork,
info)
SGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices β no cap, that's the whole vibe. π¦
π¦ Function/Subroutine Documentation π¦
subroutine SGGES (β¦) π«Ά
subroutine SGGES (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)
SGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices β yes bestie, same icon behavior, now with the full signature. π
π« Purpose π«
Okay so SGGES computes, for a pair of N-by-N real nonsymmetric matrices (A,B), the generalized eigenvalues, the generalized real Schur form (S,T), and optionally the left and/or right matrices of Schur vectors (VSL and VSR). It 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). That's the good stuff.
If only the generalized eigenvalues are needed, use the driver SGGEV instead, which is faster. Noted, bestie β speed matters.
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 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. Periodt. π
π Parameters π
JOBVSLβJOBVSL is CHARACTER*1.= 'N': do not compute the left Schur vectors;= 'V': compute the left Schur vectors.
JOBVSRβJOBVSR is CHARACTER*1.= 'N': do not compute the right Schur vectors;= 'V': compute the right Schur vectors.
SORTβSORT 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 (seeSELCTG).
SELCTGβSELCTG is a LOGICAL FUNCTION of three REAL arguments.SELCTGmust be declaredEXTERNALin the calling subroutine.- If
SORT = 'N',SELCTGis not referenced. - If
SORT = 'S',SELCTGis used to select eigenvalues to sort to the top left of the Schur form. - An eigenvalue
(ALPHAR(j)+ALPHAI(j))/BETA(j)is selected ifSELCTG(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.INFOis to be set toN+2in this case.
NβN is INTEGER. The order of the matricesA,B,VSL, andVSR.N >= 0.AβA is REAL array, dimension (LDA, N).- On entry, the first of the pair of matrices.
- On exit,
Ahas been overwritten by its generalized Schur formS.
LDAβLDA is INTEGER. The leading dimension ofA.LDA >= max(1,N).BβB is REAL array, dimension (LDB, N).- On entry, the second of the pair of matrices.
- On exit,
Bhas been overwritten by its generalized Schur formT.
LDBβLDB is INTEGER. The leading dimension ofB.LDB >= max(1,N).SDIMβSDIM 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.)
- If
ALPHARβALPHAR is REAL array, dimension (N).ALPHAIβALPHAI is REAL array, dimension (N).BETAβBETA 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, andBETA(j),j=1,...,Nare 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, withALPHAI(j+1)negative. - Note: the quotients
ALPHAR(j)/BETA(j)andALPHAI(j)/BETA(j)may easily over- or underflow, andBETA(j)may even be zero. Thus, the user should avoid naively computing the ratio. However,ALPHARandALPHAIwill be always less than and usually comparable withnorm(A)in magnitude, andBETAalways less than and usually comparable withnorm(B).
- On exit,
VSLβVSL is REAL array, dimension (LDVSL,N).- If
JOBVSL = 'V',VSLwill contain the left Schur vectors. - Not referenced if
JOBVSL = 'N'.
- If
LDVSLβLDVSL is INTEGER. The leading dimension of the matrixVSL.LDVSL >=1, and ifJOBVSL = 'V',LDVSL >= N.VSRβVSR is REAL array, dimension (LDVSR,N).- If
JOBVSR = 'V',VSRwill contain the right Schur vectors. - Not referenced if
JOBVSR = 'N'.
- If
LDVSRβLDVSR is INTEGER. The leading dimension of the matrixVSR.LDVSR >= 1, and ifJOBVSR = 'V',LDVSR >= N.WORKβWORK is REAL array, dimension (MAX(1,LWORK)).- On exit, if
INFO = 0,WORK(1)returns the optimalLWORK.
- On exit, if
LWORKβLWORK is INTEGER.- The dimension of the array
WORK. - If
N = 0,LWORK >= 1, elseLWORK >= max(8*N,6*N+16). - For good performance,
LWORKmust generally be larger. - If
LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.
- The dimension of the array
BWORKβBWORK is LOGICAL array, dimension (N).- Not referenced if
SORT = 'N'.
- Not referenced if
INFOβINFO is INTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.= 1,...,N: The QZ iteration failed.(A,B)are not in Schur form, butALPHAR(j),ALPHAI(j), andBETA(j)should be correct forj=INFO+1,...,N.> N:=N+1: other than QZ iteration failed inSHGEQZ.=N+2: after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Generalized Schur form no longer satisfySELCTG=.TRUE.This could also be caused due to scaling.=N+3: reordering failed inSTGSEN.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 281 of file sgges.f. Iconic. π
π Author π
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