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Livre :
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Syntaxe et mise en oeuvre :
GNU/Linux |
CentOS 4.8 |
i386 |
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cgegs(l) |
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CGEGS - routine is deprecated and has been replaced by routine CGGES
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SUBROUTINE CGEGS( |
JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK, LWORK, RWORK, INFO ) | ||
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CHARACTER |
JOBVSL, JOBVSR | ||
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INTEGER |
INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N | ||
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REAL |
RWORK( * ) | ||
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COMPLEX |
A( LDA, * ), ALPHA( * ), B( LDB, * ), BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ), WORK( * ) |
This routine is deprecated and has been replaced by routine CGGES. CGEGS computes for a pair of N-by-N complex nonsymmetric matrices A, B: the generalized eigenvalues (alpha, beta), the complex Schur form (A, B), and optionally left and/or right Schur vectors (VSL and VSR).
(If only the generalized eigenvalues are needed, use the driver CGEGV instead.)
A generalized eigenvalue for a pair of matrices (A,B) is, roughly speaking, 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, and even for both being zero. A good beginning reference is the book, "Matrix Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press)
The (generalized) Schur form of a pair of matrices is the result of multiplying both matrices on the left by one unitary matrix and both on the right by another unitary matrix, these two unitary matrices being chosen so as to bring the pair of matrices into upper triangular form with the diagonal elements of B being non-negative real numbers (this is also called complex Schur form.)
The left and
right Schur vectors are the columns of VSL and VSR,
respectively, where VSL and VSR are the unitary matrices
which reduce A and B to Schur form:
Schur form of (A,B) = ( (VSL)**H A (VSR), (VSL)**H B (VSR) )
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.
N (input) INTEGER
The order of the matrices A, B, VSL, and VSR. N >= 0.
A (input/output) COMPLEX array, dimension (LDA, N)
On entry, the first of the pair of matrices whose generalized eigenvalues and (optionally) Schur vectors are to be computed. On exit, the generalized Schur form of A.
LDA (input) INTEGER
The leading dimension of A. LDA >= max(1,N).
B (input/output) COMPLEX array, dimension (LDB, N)
On entry, the second of the pair of matrices whose generalized eigenvalues and (optionally) Schur vectors are to be computed. On exit, the generalized Schur form of B.
LDB (input) INTEGER
The leading dimension of B. LDB >= max(1,N).
ALPHA (output) COMPLEX array, dimension (N)
BETA (output) COMPLEX array, dimension (N) On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j), j=1,...,N are the diagonals of the complex Schur form (A,B) output by CGEGS. The 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).
VSL (output) COMPLEX array, dimension (LDVSL,N)
If JOBVSL = ’V’, VSL will contain the left Schur vectors. (See "Purpose", above.) Not referenced if JOBVSL = ’N’.
LDVSL (input) INTEGER
The leading dimension of the matrix VSL. LDVSL >= 1, and if JOBVSL = ’V’, LDVSL >= N.
VSR (output) COMPLEX array, dimension (LDVSR,N)
If JOBVSR = ’V’, VSR will contain the right Schur vectors. (See "Purpose", above.) Not referenced if JOBVSR = ’N’.
LDVSR (input) INTEGER
The leading dimension of the matrix VSR. LDVSR >= 1, and if JOBVSR = ’V’, LDVSR >= N.
WORK (workspace/output) COMPLEX array, dimension (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. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute: NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR; the optimal LWORK is N*(NB+1).
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) REAL array,
dimension (3*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 ALPHA(j) and BETA(j) should be correct for
j=INFO+1,...,N. > N: errors that usually indicate LAPACK
problems:
=N+1: error return from CGGBAL
=N+2: error return from CGEQRF
=N+3: error return from CUNMQR
=N+4: error return from CUNGQR
=N+5: error return from CGGHRD
=N+6: error return from CHGEQZ (other than failed iteration)
=N+7: error return from CGGBAK (computing VSL)
=N+8: error return from CGGBAK (computing VSR)
=N+9: error return from CLASCL (various places)
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cgegs(l) | |