--- rpl/lapack/lapack/zggev.f 2010/12/21 13:53:45 1.7 +++ rpl/lapack/lapack/zggev.f 2011/11/21 20:43:10 1.8 @@ -1,10 +1,226 @@ +*> \brief ZGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZGGEV + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZGGEV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, +* VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBVL, JOBVR +* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION RWORK( * ) +* COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ), +* $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ), +* $ WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> 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). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBVL +*> \verbatim +*> JOBVL is CHARACTER*1 +*> = 'N': do not compute the left generalized eigenvectors; +*> = 'V': compute the left generalized eigenvectors. +*> \endverbatim +*> +*> \param[in] JOBVR +*> \verbatim +*> JOBVR is CHARACTER*1 +*> = 'N': do not compute the right generalized eigenvectors; +*> = 'V': compute the right generalized eigenvectors. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A, B, VL, and VR. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA, N) +*> On entry, the matrix A in the pair (A,B). +*> On exit, A has been overwritten. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] B +*> \verbatim +*> B is COMPLEX*16 array, dimension (LDB, N) +*> On entry, the matrix B in the pair (A,B). +*> On exit, B has been overwritten. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] ALPHA +*> \verbatim +*> ALPHA is COMPLEX*16 array, dimension (N) +*> \endverbatim +*> +*> \param[out] BETA +*> \verbatim +*> BETA 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, 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). +*> \endverbatim +*> +*> \param[out] VL +*> \verbatim +*> VL is 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'. +*> \endverbatim +*> +*> \param[in] LDVL +*> \verbatim +*> LDVL is INTEGER +*> The leading dimension of the matrix VL. LDVL >= 1, and +*> if JOBVL = 'V', LDVL >= N. +*> \endverbatim +*> +*> \param[out] VR +*> \verbatim +*> VR is 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'. +*> \endverbatim +*> +*> \param[in] LDVR +*> \verbatim +*> LDVR is INTEGER +*> The leading dimension of the matrix VR. LDVR >= 1, and +*> if JOBVR = 'V', LDVR >= N. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is 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. +*> \endverbatim +*> +*> \param[out] RWORK +*> \verbatim +*> RWORK is DOUBLE PRECISION array, dimension (8*N) +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is 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. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup complex16GEeigen +* +* ===================================================================== SUBROUTINE ZGGEV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, $ VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO ) * -* -- LAPACK driver routine (version 3.2) -- +* -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* November 2011 * * .. Scalar Arguments .. CHARACTER JOBVL, JOBVR @@ -17,119 +233,6 @@ $ 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. -* * ===================================================================== * * .. Parameters ..