SRC/zggev3.f(3)
πΈ NAME πΈ
okay so this page is SRC/zggev3.f(3), and it lives in the Library Functions Manual β yes bestie, we're deep in the LAPACK docs and honestly it's giving main character energy π
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine zggev3 (jobvl, jobvr, n, a, lda, b, ldb, alpha, beta, vl, ldvl, vr, ldvr, work, lwork, rwork, info)β ZGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)
π¦ Function/Subroutine Documentation π¦
subroutine zggev3 (character jobvl, character jobvr, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( * ) alpha, complex*16, dimension( * ) beta, complex*16, dimension( ldvl, * ) vl, integer ldvl, complex*16, dimension( ldvr, * ) vr, integer ldvr, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer info)
full signature, bestie β copy it exactly:
subroutine zggev3 (character jobvl, character jobvr, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( * ) alpha, complex*16, dimension( * ) beta, complex*16, dimension( ldvl, * ) vl, integer ldvl, complex*16, dimension( ldvr, * ) vr, integer ldvr, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer info)
ZGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)
Purpose:
okay so ZGGEV3 computes for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. no cap, that's the whole assignment β¨
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. iconic behavior tbh π
The right generalized eigenvector v(j) corresponding to the generalized eigenvalue lambda(j) of (A,B) satisfies
A * v(j) = lambda(j) * B * v(j).
The left generalized eigenvector u(j) corresponding to the generalized eigenvalues 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). periodt π«Ά
Parameters
JOBVLβJOBVL is CHARACTER*1= 'N':do not compute the left generalized eigenvectors;= 'V':compute the left generalized eigenvectors.
JOBVRβJOBVR is CHARACTER*1= 'N':do not compute the right generalized eigenvectors;= 'V':compute the right generalized eigenvectors.
NβN is INTEGER- The order of the matrices
A,B,VL, andVR.N >= 0.
- The order of the matrices
AβA is COMPLEX*16 array, dimension (LDA, N)- On entry, the matrix
Ain the pair(A,B). - On exit,
Ahas been overwritten.
- On entry, the matrix
LDAβLDA is INTEGER- The leading dimension of
A.LDA >= max(1,N).
- The leading dimension of
BβB is COMPLEX*16 array, dimension (LDB, N)- On entry, the matrix
Bin the pair(A,B). - On exit,
Bhas been overwritten.
- On entry, the matrix
LDBβLDB is INTEGER- The leading dimension of
B.LDB >= max(1,N).
- The leading dimension of
ALPHAβALPHA is COMPLEX*16 array, dimension (N)BETAβBETA is COMPLEX*16 array, dimension (N)- On exit,
ALPHA(j)/BETA(j),j=1,...,N, will be the generalized eigenvalues. - 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 ratioalpha/beta. However,ALPHAwill be always less than and usually comparable withnorm(A)in magnitude, andBETAalways less than and usually comparable withnorm(B).
- On exit,
VLβVL is COMPLEX*16 array, dimension (LDVL,N)- If
JOBVL = 'V', the left generalized eigenvectorsu(j)are stored one after another in the columns ofVL, in the same order as their eigenvalues. - Each eigenvector is scaled so the largest component has
abs(real part) + abs(imag. part) = 1. - Not referenced if
JOBVL = 'N'.
- If
LDVLβLDVL is INTEGER- The leading dimension of the matrix
VL.LDVL >= 1, and ifJOBVL = 'V',LDVL >= N.
- The leading dimension of the matrix
VRβVR is COMPLEX*16 array, dimension (LDVR,N)- If
JOBVR = 'V', the right generalized eigenvectorsv(j)are stored one after another in the columns ofVR, in the same order as their eigenvalues. - Each eigenvector is scaled so the largest component has
abs(real part) + abs(imag. part) = 1. - Not referenced if
JOBVR = 'N'.
- If
LDVRβLDVR is INTEGER- The leading dimension of the matrix
VR.LDVR >= 1, and ifJOBVR = 'V',LDVR >= N.
- The leading dimension of the matrix
WORKβWORK is COMPLEX*16 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.LWORK >= MAX(1,2*N). - 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
RWORKβRWORK is DOUBLE PRECISION array, dimension (8*N)INFOβINFO is INTEGER= 0:successful exit< 0:ifINFO = -i, thei-th argument had an illegal value.=1,...,N:- The QZ iteration failed. No eigenvectors have been calculated, but
ALPHA(j)andBETA(j)should be correct forj=INFO+1,...,N.
- The QZ iteration failed. No eigenvectors have been calculated, but
> N:=N+1:other then QZ iteration failed inZHGEQZ,=N+2:error return fromZTGEVC.
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 215 of file zggev3.f.
π§ Author π§
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