gges3(3)
๐ฆ okay so this is gges3(3) ๐ฆ
from the Library Functions Manual โ bestie, this is the whole page for gges3(3), and it's a long one, so we're doing it in parts. Part 1, let's go ๐
โจ NAME โจ
gges3 โ gges3: Schur form
Like, that's genuinely what it says. Short and iconic. Periodt.
๐ธ SYNOPSIS ๐ธ
Functions
cgges3
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)
dgges3
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)
sgges3
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)
zgges3
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)
๐ Detailed Description
Okay so, real talk โ this heading is in the original and there is literally nothing under it. Empty. Void. No cap. It's just a header sitting there with main character energy and zero content ๐ซถ.
๐ Function Documentation ๐
๐ subroutine cgges3
subroutine cgges3 (character jobvsl, character jobvsr, character sort,
external selctg, integer n, complex, dimension( lda, * ) a, integer lda,
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, integer info)
CGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)
๐ซ Purpose:
Okay bestie, here's the whole deal, copied with love:
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.) โ like, fr fr, if you don't need the vectors, go use CGGEV, it's the faster bestie ๐
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. ๐
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.
โจ Parameters
JOBVSLโJOBVSL is CHARACTER*1= 'N': do not compute the left Schur vectors;= 'V': compute the left Schur vectors.
JOBVSRโJOBVSR is CHARACTER*1= 'N': do not compute the right Schur vectors;= 'V': compute the right Schur vectors.
SORTโSORT 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).
SELCTGโSELCTG is a LOGICAL FUNCTION of two COMPLEX arguments.SELCTG must be declared EXTERNAL in the calling subroutine.IfSORT = 'N', SELCTG is not referenced. IfSORT = 'S', SELCTG is used to select eigenvalues to sort to the top left of the Schur form. An eigenvalueALPHA(j)/BETA(j)is selected ifSELCTG(ALPHA(j),BETA(j))is true.- ๐จ 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 toN+2(See INFO below). Like, that's a real thing that can happen, bestie, don't come for me.
- ๐จ Note that a selected complex eigenvalue may no longer satisfy
NโN is INTEGER. The order of the matrices A, B, VSL, and VSR.N >= 0.AโA 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.LDAโLDA is INTEGER. The leading dimension of A.LDA >= max(1,N).BโB 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.LDBโLDB is INTEGER. The leading dimension of B.LDB >= max(1,N).SDIMโSDIM is INTEGER. IfSORT = 'N',SDIM = 0. IfSORT = 'S',SDIM =number of eigenvalues (after sorting) for which SELCTG is true.ALPHAโALPHA is COMPLEX array, dimension (N)BETAโBETA is COMPLEX array, dimension (N). On exit,ALPHA(j)/BETA(j),j=1,...,N, will be the generalized eigenvalues.ALPHA(j),j=1,...,NandBETA(j),j=1,...,Nare the diagonals of the complex Schur form (A,B) output by CGGES3. TheBETA(j)will be non-negative real.- โ ๏ธ Note: the quotients
ALPHA(j)/BETA(j)may easily over- or underflow, andBETA(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 withnorm(A)in magnitude, and BETA always less than and usually comparable withnorm(B).
- โ ๏ธ Note: the quotients
VSLโVSL is COMPLEX array, dimension (LDVSL,N). IfJOBVSL = 'V', VSL will contain the left Schur vectors. Not referenced ifJOBVSL = 'N'.LDVSLโLDVSL is INTEGER. The leading dimension of the matrix VSL.LDVSL >= 1, and ifJOBVSL = 'V',LDVSL >= N.VSRโVSR is COMPLEX array, dimension (LDVSR,N). IfJOBVSR = 'V', VSR will contain the right Schur vectors. Not referenced ifJOBVSR = 'N'.LDVSRโLDVSR is INTEGER. The leading dimension of the matrix VSR.LDVSR >= 1, and ifJOBVSR = 'V',LDVSR >= N.WORKโWORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimal LWORK. ๐LWORKโLWORK 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. (iykyk, that's the classic query trick โจ)
- If
RWORKโRWORK is REAL array, dimension (8*N)BWORKโBWORK is LOGICAL array, dimension (N). Not referenced ifSORT = 'N'.INFOโINFO 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, butALPHA(j)andBETA(j)should be correct forj=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.
๐ซถ Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 267 of file cgges3.f.
๐ subroutine dgges3
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)
๐ซ Purpose:
(โฆthe double-precision deets are up next, and that's literally where part 1 dips out โ more coming your way ๐)
okay so literally the whole point of DGGES3: give it a pair of N-by-N real nonsymmetric matrices (A,B) and it hands you back the generalized eigenvalues, the generalized real Schur form (S,T), and โ if you want them โ the left and/or right matrices of Schur vectors (VSL and VSR). That's the whole generalized Schur factorization, bestie:
(A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
Optionally it also orders the eigenvalues so a selected cluster lands 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 (aka the deflating subspaces). ๐ฆ
If you only need the generalized eigenvalues, use the driver DGGEV instead โ it's faster. No cap. ๐
Okay so what even is a generalized eigenvalue? For a pair of matrices (A,B) it's a scalar w, or a ratio alpha/beta = w, such that A - w*B is singular. We usually represent it as the pair (alpha,beta) because there's a reasonable interpretation for beta=0 or both of them being zero. โจ
And 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. The 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. ๐
๐ Parameters ๐
JOBVSLโJOBVSLisCHARACTER*1.= 'N': do not compute the left Schur vectors;= 'V': compute the left Schur vectors.
JOBVSRโJOBVSRisCHARACTER*1.= 'N': do not compute the right Schur vectors;= 'V': compute the right Schur vectors.
SORTโSORTisCHARACTER*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).
SELCTGโSELCTGis aLOGICAL FUNCTIONof threeDOUBLE PRECISIONarguments.SELCTGmust be declaredEXTERNALin the calling subroutine. IfSORT = 'N',SELCTGis not referenced. IfSORT = '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.
โ ๏ธ note that in the ill-conditioned case, a selected complex eigenvalue may no longer satisfySELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE.after ordering.INFOis to be set toN+2in this case. ๐ญ
NโNisINTEGER. The order of the matricesA,B,VSL, andVSR.N >= 0.AโAisDOUBLE PRECISIONarray, dimension(LDA, N). On entry, the first of the pair of matrices. On exit,Ahas been overwritten by its generalized Schur formS.LDAโLDAisINTEGER. The leading dimension ofA.LDA >= max(1,N).BโBisDOUBLE PRECISIONarray, dimension(LDB, N). On entry, the second of the pair of matrices. On exit,Bhas been overwritten by its generalized Schur formT.LDBโLDBisINTEGER. The leading dimension ofB.LDB >= max(1,N).SDIMโSDIMisINTEGER. IfSORT = 'N',SDIM = 0. IfSORT = 'S',SDIM =number of eigenvalues (after sorting) for whichSELCTGis true. (Complex conjugate pairs for whichSELCTGis true for either eigenvalue count as 2.)ALPHARโALPHARisDOUBLE PRECISIONarray, dimension(N).ALPHAIโALPHAIisDOUBLE PRECISIONarray, dimension(N).BETAโBETAisDOUBLE PRECISIONarray, 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. IfALPHAI(j)is zero, then thej-th eigenvalue is real; if positive, then thej-th and(j+1)-st eigenvalues are a complex conjugate pair, withALPHAI(j+1)negative.
๐ Note: the quotientsALPHAR(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).
VSLโVSLisDOUBLE PRECISIONarray, dimension(LDVSL,N). IfJOBVSL = 'V',VSLwill contain the left Schur vectors. Not referenced ifJOBVSL = 'N'.LDVSLโLDVSLisINTEGER. The leading dimension of the matrixVSL.LDVSL >=1, and ifJOBVSL = 'V',LDVSL >= N.VSRโVSRisDOUBLE PRECISIONarray, dimension(LDVSR,N). IfJOBVSR = 'V',VSRwill contain the right Schur vectors. Not referenced ifJOBVSR = 'N'.LDVSRโLDVSRisINTEGER. The leading dimension of the matrixVSR.LDVSR >= 1, and ifJOBVSR = 'V',LDVSR >= N.WORKโWORKisDOUBLE PRECISIONarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKโLWORKisINTEGER. The dimension of the arrayWORK. IfN = 0,LWORK >= 1, elseLWORK >= 6*N+16. For good performance,LWORKmust generally be larger.
๐ซถ IfLWORK = -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.
BWORKโBWORKisLOGICALarray, dimension(N). Not referenced ifSORT = 'N'.INFOโINFOisINTEGER.= 0: successful exit< 0: ifINFO = -i, thei-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 inDLAQZ0.=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 inDTGSEN.
๐ Author ๐
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 281 of file dgges3.f.
๐ฆ sgges3 ๐ฆ
okay so the single-precision sibling showed up and it's giving main character energy. ๐ธ
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)
๐ Purpose: ๐
Okay so, continuing the SGGES3 saga ๐
โ this one computes, for a pair of N-by-N real nonsymmetric matrices (A,B), literally all the good stuff: 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 you 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). ๐ฆ
If you only need the generalized eigenvalues, use the driver SGGEV instead โ itโs faster, no cap.
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. Itโs usually represented as the pair (alpha,beta), because thereโs a reasonable interpretation for beta=0 or both being zero. โจ
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. The 1-by-1 blocks correspond to real generalized eigenvalues, while the 2-by-2 blocks of S happen 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. ๐
๐งฎ Parameters
JOBVSLโJOBVSLisCHARACTER*1;= 'N': do not compute the left Schur vectors;= 'V': compute the left Schur vectors.JOBVSRโJOBVSRisCHARACTER*1;= 'N': do not compute the right Schur vectors;= 'V': compute the right Schur vectors.SORTโSORTisCHARACTER*1; it 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).SELCTGโSELCTGis aLOGICAL FUNCTIONof threeREALarguments.SELCTGmust be declaredEXTERNALin the calling subroutine. IfSORT = 'N',SELCTGis not referenced. IfSORT = '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 satisfySELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE.after ordering.INFOis to be set toN+2in this case. ๐ญNโNisINTEGER; the order of the matricesA,B,VSL, andVSR.N >= 0.AโAisREAL array, dimension (LDA, N). On entry, the first of the pair of matrices. On exit,Ahas been overwritten by its generalized Schur formS.LDAโLDAisINTEGER; the leading dimension ofA.LDA >= max(1,N).BโBisREAL array, dimension (LDB, N). On entry, the second of the pair of matrices. On exit,Bhas been overwritten by its generalized Schur formT.LDBโLDBisINTEGER; the leading dimension ofB.LDB >= max(1,N).SDIMโSDIMisINTEGER. IfSORT = 'N',SDIM = 0. IfSORT = 'S',SDIM =number of eigenvalues (after sorting) for whichSELCTGis true. (Complex conjugate pairs for whichSELCTGis true for either eigenvalue count as 2.) ๐ALPHARโALPHARisREAL array, dimension (N).ALPHAIโALPHAIisREAL array, dimension (N).BETAโBETAisREAL 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. IfALPHAI(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 quotientsALPHAR(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). ๐ฅVSLโVSLisREAL array, dimension (LDVSL,N). IfJOBVSL = 'V',VSLwill contain the left Schur vectors. Not referenced ifJOBVSL = 'N'.LDVSLโLDVSLisINTEGER; the leading dimension of the matrixVSL.LDVSL >=1, and ifJOBVSL = 'V',LDVSL >= N.VSRโVSRisREAL array, dimension (LDVSR,N). IfJOBVSR = 'V',VSRwill contain the right Schur vectors. Not referenced ifJOBVSR = 'N'.LDVSRโLDVSRisINTEGER; the leading dimension of the matrixVSR.LDVSR >= 1, and ifJOBVSR = 'V',LDVSR >= N.WORKโWORKisREAL array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKโLWORKisINTEGER; the dimension of the arrayWORK. IfN = 0,LWORK >= 1, elseLWORK >= 6*N+16. For good performance,LWORKmust generally be larger. IfLWORK = -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. โจBWORKโBWORKisLOGICAL array, dimension (N). Not referenced ifSORT = 'N'.INFOโINFOisINTEGER:= 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 inSLAQZ0.=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. ๐
๐ Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 281 of file sgges3.f.
๐ฆ zgges3
subroutine zgges3 (character jobvsl, character jobvsr, character sort,
external selctg, integer n, complex*16, dimension( lda, * ) a, integer
lda, 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).
๐ฏ 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. ๐ซถ
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 a unitary basis for the corresponding left and right eigenspaces (deflating subspaces). ๐ธ
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. ๐
๐งฎ Parameters
JOBVSL
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 (seeSELCTG).
SELCTG
SELCTG is a LOGICAL FUNCTION of two COMPLEX*16 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 ALPHA(j)/BETA(j) is selected if SELCTG(ALPHA(j),BETA(j)) is true.
Note that a selected complex eigenvalue may no longer satisfySELCTG(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 caseINFOis set toN+2(SeeINFObelow).
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 = 'N', SDIM = 0.
If SORT = 'S', 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 quotientsALPHA(j)/BETA(j)may easily over- or underflow, andBETA(j)may even be zero. Thus, the user should avoid naively computing the ratioalpha/beta. However,ALPHAwill be always less than and usually comparable withnorm(A)in magnitude, andBETAalways less than and usually comparable withnorm(B).
VSL
VSL is COMPLEX*16 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 COMPLEX*16 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 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 = 'N'.
INFO
INFO 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, butALPHA(j)andBETA(j)should be correct forj=INFO+1,...,N.> N:=N+1: other than QZ iteration failed inZLAQZ0=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 inZTGSEN.
๐ Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 267 of file zgges3.f.
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