ZGGEV(3f)

NAME
ZGGEV - for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors

SYNOPSIS

SUBROUTINE ZGGEV(
    JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )

CHARACTER
    JOBVL, JOBVR

INTEGER
    INFO, LDA, LDB, LDVL, LDVR, LWORK, N

DOUBLE
    PRECISION RWORK( * )

COMPLEX*16
    A( LDA, * ), ALPHA( * ), B( LDB, * ), BETA( * ), VL( LDVL, * ), VR( LDVR, * ), WORK( * )

PURPOSE
ZGGEV 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. 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.
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).

ARGUMENTS

JOBVL   (input) CHARACTER*1
    = 'N': do not compute the left generalized eigenvectors;
    = 'V': compute the left generalized eigenvectors.

JOBVR   (input) CHARACTER*1
    = 'N': do not compute the right generalized eigenvectors;
    = 'V': compute the right generalized eigenvectors.

N       (input) INTEGER
    The order of the matrices A, B, VL, and VR. N >= 0.

A       (input/output) COMPLEX*16 array, dimension (LDA, N)
    On entry, the matrix A in the pair (A,B). On exit, A has been overwritten.

LDA     (input) INTEGER
    The leading dimension of A. LDA >= max(1,N).

B       (input/output) COMPLEX*16 array, dimension (LDB, N)
    On entry, the matrix B in the pair (A,B). On exit, B has been overwritten.

LDB     (input) INTEGER
    The leading dimension of B. LDB >= max(1,N).

ALPHA   (output) COMPLEX*16 array, dimension (N)
    BETA (output) 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, 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).

VL      (output) COMPLEX*16 array, dimension (LDVL,N)
    If JOBVL = 'V', the left generalized eigenvectors u(j) are stored one after another in the columns of VL, 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'.

LDVL    (input) INTEGER
    The leading dimension of the matrix VL. LDVL >= 1, and if JOBVL = 'V', LDVL >= N.

VR      (output) COMPLEX*16 array, dimension (LDVR,N)
    If JOBVR = 'V', the right generalized eigenvectors v(j) are stored one after another in the columns of VR, 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'.

LDVR    (input) INTEGER
    The leading dimension of the matrix VR. LDVR >= 1, and if JOBVR = 'V', LDVR >= N.

WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
    On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK   (input) 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   (workspace/output) DOUBLE PRECISION array, dimension (8*N)

INFO    (output) INTEGER
    = 0: successful exit
    < 0: if INFO = -i, the i-th argument had an illegal value.
    =1,...,N: The QZ iteration failed. No eigenvectors have been calculated, but ALPHA(j) and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other then QZ iteration failed in DHGEQZ,
    =N+2: error return from DTGEVC.