SRC/zggesx.f(3)

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version 3.12.1 · 7 versions
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🦋 SRC/zggesx.f — the generalized Schur queen 👑

okay bestie, buckle up, because this one is a big one from Library Functions Manual and it's literally the moment zggesx becomes the main character ✨

✨ SYNOPSIS ✨

🌸 Functions/Subroutines

subroutine zggesx (jobvsl, jobvsr, sort, selctg, sense, n, a, lda, b,
    ldb, sdim, alpha, beta, vsl, ldvsl, vsr, ldvsr, rconde, rcondv,
    work, lwork, rwork, iwork, liwork, bwork, info)

ZGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices 💅

🎀 Function/Subroutine Documentation 🎀

subroutine zggesx (character jobvsl, character jobvsr, character sort,
    external selctg, character sense, 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, double precision,
    dimension( 2 ) rconde, double precision, dimension( 2 ) rcondv,
    complex*16, dimension( * ) work, integer lwork, double precision,
    dimension( * ) rwork, integer, dimension( * ) iwork, integer liwork,
    logical, dimension( * ) bwork, integer info)

ZGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices. no cap, that's the whole gig 🫶

💖 Purpose:

ZGGESX computes for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, the complex 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)**H, (VSL) T (VSR)**H ) where (VSR)*H is the conjugate-transpose of VSR. conjugate-transpose is *literally that girl 💅 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; 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 complex Schur form if T is upper triangular with non-negative diagonal and S is upper triangular. periodt. 🌈

🌸 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 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. ⚠️ heads up bestie: a selected complex eigenvalue may no longer satisfy SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned). in this case INFO is set to N+3 — see INFO below. iykyk 😭

💜 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 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. she got a glow-up ✨

💜 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) and BETA(j), j=1,...,N are the diagonals of the complex Schur form (S,T). BETA(j) will be non-negative real. ⚠️ Note: the quotients ALPHA(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio alpha/beta. However, ALPHA will be always less than and usually comparable with norm(A) in magnitude, and BETA always less than and usually comparable with norm(B). girl math will NOT save you here 💀

💜 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.

💜 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 number for the selected deflating subspaces. Not referenced if SENSE = 'N' or 'E'.

💜 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. If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B', LWORK >= MAX(1,2*N,2*SDIM*(N-SDIM)), else LWORK >= MAX(1,2*N). Note that 2*SDIM*(N-SDIM) <= N*N/2. > careful bestie 🚨 an error is only returned if LWORK < MAX(1,2*N), 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.

💜 RWORK

RWORK is DOUBLE PRECISION array, dimension ( 8*N ) Real workspace.

💜 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+2. 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

(...and bestie, INFO's whole moment is coming up next — stay tuned 💖)

Okay so INFO is an INTEGER, and it's literally the group-chat receipts for what happened 🧾✨:

  • = 0 — successful exit. periodt 💅
  • < 0 — if INFO = -i, the i-th argument had an illegal value. not cute, but okay 🙈
  • = 1,...,N — The QZ iteration failed. (A,B) are not in Schur form, but ALPHA(j) and BETA(j) should be correct for j=INFO+1,...,N. so you still got some correct eigenvalues in there, bestie 🫶
  • > N — okay so this is the extra-specific lore:
    • =N+1 — other than QZ iteration failed in ZHGEQZ
    • =N+2 — after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Generalized Schur form no longer satisfy SELCTG=.TRUE.. This could also be caused due to scaling.
    • =N+3 — reordering failed in ZTGSEN.

Author 👑

The icons behind it, fr fr:

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 326 of file zggesx.f. 📍

Author 🎀

Generated automatically by Doxygen for LAPACK from the source code. no cap, it just spawned itself like that 🫶

That’s the whole scroll from SRC/zggesx.f(3), LAPACK Version 3.12.0 — mwah, bestie 💋🌈

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