DGGEV(3)       LAPACK routine of NEC Numeric Library Collection       DGGEV(3)



NAME
       DGGEV

SYNOPSIS
       SUBROUTINE DGGEV (JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
           BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)



PURPOSE
            DGGEV computes for a pair of N-by-N real 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 eigenvector v(j) corresponding to the eigenvalue lambda(j)
            of (A,B) satisfies

                             A * v(j) = lambda(j) * B * v(j).

            The left eigenvector u(j) corresponding to the eigenvalue 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)
                     JOBVL is CHARACTER*1
                     = 'N':  do not compute the left generalized eigenvectors;
                     = 'V':  compute the left generalized eigenvectors.

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

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

           A         (input/output)
                     A is DOUBLE PRECISION array, dimension (LDA, N)
                     On entry, the matrix A in the pair (A,B).
                     On exit, A has been overwritten.

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

           B         (input/output)
                     B is DOUBLE PRECISION array, dimension (LDB, N)
                     On entry, the matrix B in the pair (A,B).
                     On exit, B has been overwritten.

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

           ALPHAR    (output)
                     ALPHAR is DOUBLE PRECISION array, dimension (N)

           ALPHAI    (output)
                     ALPHAI is DOUBLE PRECISION array, dimension (N)

           BETA      (output)
                     BETA is DOUBLE PRECISION array, dimension (N)
                     On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
                     be the generalized eigenvalues.  If ALPHAI(j) is zero, then
                     the j-th eigenvalue 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 easily over- or underflow, and BETA(j) may even be zero.
                     Thus, the user should avoid naively computing the ratio
                     alpha/beta.  However, ALPHAR and ALPHAI 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)
                     VL is DOUBLE PRECISION array, dimension (LDVL,N)
                     If JOBVL = 'V', the left eigenvectors u(j) are stored one
                     after another in the columns of VL, in the same order as
                     their eigenvalues. If the j-th eigenvalue is real, then
                     u(j) = VL(:,j), the j-th column of VL. If the j-th and
                     (j+1)-th eigenvalues form a complex conjugate pair, then
                     u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).
                     Each eigenvector is scaled so the largest component has
                     abs(real part)+abs(imag. part)=1.
                     Not referenced if JOBVL = 'N'.

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

           VR        (output)
                     VR is DOUBLE PRECISION array, dimension (LDVR,N)
                     If JOBVR = 'V', the right eigenvectors v(j) are stored one
                     after another in the columns of VR, in the same order as
                     their eigenvalues. If the j-th eigenvalue is real, then
                     v(j) = VR(:,j), the j-th column of VR. If the j-th and
                     (j+1)-th eigenvalues form a complex conjugate pair, then
                     v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).
                     Each eigenvector is scaled so the largest component has
                     abs(real part)+abs(imag. part)=1.
                     Not referenced if JOBVR = 'N'.

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

           WORK      (output)
                     WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
                     On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

           LWORK     (input)
                     LWORK is INTEGER
                     The dimension of the array WORK.  LWORK >= max(1,8*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.

           INFO      (output)
                     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 ALPHAR(j), ALPHAI(j), and BETA(j)
                           should be correct for j=INFO+1,...,N.
                     > N:  =N+1: other than QZ iteration failed in DHGEQZ.
                           =N+2: error return from DTGEVC.



LAPACK routine                  31 October 2017                       DGGEV(3)