SRC/zgges.f(3)
β¨ NAME β¨
SRC/zgges.f β bestie, this is the manual page for the zgges routine, straight out of the LAPACK Library Functions Manual π
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine zgges (jobvsl, jobvsr, sort, selctg, n, a, lda, b, ldb, sdim,
alpha, beta, vsl, ldvsl, vsr, ldvsr, work, lwork, rwork, bwork,
info)
ZGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices β iconic behaviour, honestly π
π Function/Subroutine Documentation π
subroutine zgges (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)
ZGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices β¨
πΈ Purpose πΈ
okay so here's the whole vibe: ZGGES 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 the left and/or right Schur vectors (VSL and VSR). This gives the generalized Schur factorization π«
(A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
where (VSR)**H is the conjugate-transpose of VSR. slay.
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). π«Ά
(If only the generalized eigenvalues are needed, use the driver ZGGEV instead, which is faster.) β no cap, it's literally faster, know that.
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. π
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. periodt.
π Parameters π
JOBVSLβ isCHARACTER*1= 'N':do not compute the left Schur vectors;= 'V':compute the left Schur vectors.
JOBVSRβ isCHARACTER*1= 'N':do not compute the right Schur vectors;= 'V':compute the right Schur vectors.
SORTβ isCHARACTER*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).
SELCTGβ is aLOGICAL FUNCTIONof twoCOMPLEX*16arguments.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 eigenvalueALPHA(j)/BETA(j)is selected ifSELCTG(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). π watch out for that one.
Nβ isINTEGER. The order of the matricesA,B,VSL, andVSR.N >= 0.Aβ isCOMPLEX*16 array, dimension (LDA, N). On entry, the first of the pair of matrices. On exit,Ahas been overwritten by its generalized Schur formS.LDAβ isINTEGER. The leading dimension ofA.LDA >= max(1,N).Bβ isCOMPLEX*16 array, dimension (LDB, N). On entry, the second of the pair of matrices. On exit,Bhas been overwritten by its generalized Schur formT.LDBβ isINTEGER. The leading dimension ofB.LDB >= max(1,N).SDIMβ isINTEGER. IfSORT = 'N',SDIM = 0. IfSORT = 'S',SDIM =number of eigenvalues (after sorting) for whichSELCTGis true.ALPHAβ isCOMPLEX*16 array, dimension (N).BETAβ isCOMPLEX*16 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 byZGGES. TheBETA(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). π literally do not just divide them, bestie.
VSLβ isCOMPLEX*16 array, dimension (LDVSL,N). IfJOBVSL = 'V',VSLwill contain the left Schur vectors. Not referenced ifJOBVSL = 'N'.LDVSLβ isINTEGER. The leading dimension of the matrixVSL.LDVSL >= 1, and ifJOBVSL = 'V',LDVSL >= N.VSRβ isCOMPLEX*16 array, dimension (LDVSR,N). IfJOBVSR = 'V',VSRwill contain the right Schur vectors. Not referenced ifJOBVSR = 'N'.LDVSRβ isINTEGER. The leading dimension of the matrixVSR.LDVSR >= 1, and ifJOBVSR = 'V',LDVSR >= N.WORKβ isCOMPLEX*16 array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβ isINTEGER. The dimension of the arrayWORK.LWORK >= max(1,2*N). 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. the classic lil query trick π
RWORKβ isDOUBLE PRECISION array, dimension (8*N).BWORKβ isLOGICAL array, dimension (N). Not referenced ifSORT = 'N'.INFOβ isINTEGER= 0:successful exit β¨< 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 inZHGEQZ=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.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 267 of file zgges.f.
β Author β
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