SGGESX(1) LAPACK driver routine (version 3.2) SGGESX(1)NAME
SGGESX - computes for a pair of N-by-N real nonsymmetric matrices
(A,B), the generalized eigenvalues, the real Schur form (S,T), and,
SYNOPSIS
SUBROUTINE SGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA, B,
LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK,
BWORK, INFO )
CHARACTER JOBVSL, JOBVSR, SENSE, SORT
INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N, SDIM
LOGICAL BWORK( * )
INTEGER IWORK( * )
REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ), B( LDB, * ),
BETA( * ), RCONDE( 2 ), RCONDV( 2 ), VSL( LDVSL, *
), VSR( LDVSR, * ), WORK( * )
LOGICAL SELCTG
EXTERNAL SELCTG
PURPOSE
SGGESX computes for a pair of N-by-N real nonsymmetric matrices (A,B),
the generalized eigenvalues, the real Schur form (S,T), and, option‐
ally, the left and/or right matrices of Schur vectors (VSL and VSR).
This gives 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; 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 sub‐
spaces).
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 inter‐
pretation for beta=0 or for both being zero. 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. 1-by-1 blocks correspond to real generalized eigenval‐
ues, while 2-by-2 blocks of S will be "standardized" by making the cor‐
responding 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 com‐
plex conjugate pair of generalized eigenvalues.
ARGUMENTS
JOBVSL (input) CHARACTER*1
= 'N': do not compute the left Schur vectors;
= 'V': compute the left Schur vectors.
JOBVSR (input) CHARACTER*1
= 'N': do not compute the right Schur vectors;
= 'V': compute the right Schur vectors.
SORT (input) CHARACTER*1
Specifies whether or not to order the eigenvalues on the diago‐
nal of the generalized Schur form. = 'N': Eigenvalues are not
ordered;
= 'S': Eigenvalues are ordered (see SELCTG).
SELCTG (external procedure) LOGICAL FUNCTION of three REAL 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 (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected
if SELCTG(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 a
selected complex eigenvalue may no longer satisfy
SELCTG(ALPHAR(j),ALPHAI(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.
SENSE (input) 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 (input) INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0.
A (input/output) REAL 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 (input) INTEGER
The leading dimension of A. LDA >= max(1,N).
B (input/output) REAL 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 (input) INTEGER
The leading dimension of B. LDB >= max(1,N).
SDIM (output) INTEGER
If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of ei‐
genvalues (after sorting) for which SELCTG is true. (Complex
conjugate pairs for which SELCTG is true for either eigenvalue
count as 2.)
ALPHAR (output) REAL array, dimension (N)
ALPHAI (output) REAL array, dimension (N) BETA (output)
REAL array, dimension (N) On exit, (ALPHAR(j) +
ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigen‐
values. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N are 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. If ALPHAI(j) is zero, then the j-th eigenval‐
ue is real; if positive, then the j-th and (j+1)-st eigenvalues
are a complex conjugate pair, with ALPHAI(j+1) negative. Note:
the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may eas‐
ily over- or underflow, and BETA(j) may even be zero. Thus,
the user should avoid naively computing the ratio. However,
ALPHAR and ALPHAI will be always less than and usually compara‐
ble with norm(A) in magnitude, and BETA always less than and
usually comparable with norm(B).
VSL (output) REAL array, dimension (LDVSL,N)
If JOBVSL = 'V', VSL will contain the left Schur vectors. Not
referenced if JOBVSL = 'N'.
LDVSL (input) INTEGER
The leading dimension of the matrix VSL. LDVSL >=1, and if JOB‐
VSL = 'V', LDVSL >= N.
VSR (output) REAL array, dimension (LDVSR,N)
If JOBVSR = 'V', VSR will contain the right Schur vectors. Not
referenced if JOBVSR = 'N'.
LDVSR (input) INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and if
JOBVSR = 'V', LDVSR >= N.
RCONDE (output) REAL 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 (output) REAL array, dimension ( 2 )
If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
reciprocal condition numbers for the selected deflating sub‐
spaces. Not referenced if SENSE = 'N' or 'E'.
WORK (workspace/output) REAL 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. If N = 0, LWORK >= 1, else if
SENSE = 'E', 'V', or 'B', LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-
SDIM) ), else LWORK >= max( 8*N, 6*N+16 ). Note that
2*SDIM*(N-SDIM) <= N*N/2. Note also that an error is only
returned if LWORK < max( 8*N, 6*N+16), 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.
IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK. If SENSE = 'N' or N = 0,
LIWORK >= 1, otherwise LIWORK >= N+6. 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 (workspace) LOGICAL array, dimension (N)
Not referenced if SORT = '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. (A,B) are not in Schur
form, but ALPHAR(j), ALPHAI(j), and BETA(j) should be correct
for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed
in SHGEQZ
=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 STGSEN.
FURTHER DETAILS
An approximate (asymptotic) bound on the average absolute error of the
selected eigenvalues is
EPS * norm((A, B)) / RCONDE( 1 ).
An approximate (asymptotic) bound on the maximum angular error in the
computed deflating subspaces is
EPS * norm((A, B)) / RCONDV( 2 ).
See LAPACK User's Guide, section 4.11 for more information.
LAPACK driver routine (version 3November 2008 SGGESX(1)
