SGGES(3) LAPACK driver routine (version 3.1) SGGES(3)
NAME
SGGES - for a pair of N-by-N real nonsymmetric matrices (A,B),
SYNOPSIS
SUBROUTINE SGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
WORK, LWORK, BWORK, INFO )
CHARACTER JOBVSL, JOBVSR, SORT
INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
LOGICAL BWORK( * )
REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ), B( LDB, * ),
BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ), WORK( *
)
LOGICAL SELCTG
EXTERNAL SELCTG
PURPOSE
SGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B),
the generalized eigenvalues, the generalized real Schur form (S,T),
optionally, 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.The leading
columns of VSL and VSR then form an orthonormal basis for the corre-
sponding left and right eigenspaces (deflating subspaces).
(If only the generalized eigenvalues are needed, use the driver SGGEV
instead, which is faster.)
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 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 trian-
gular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real
generalized eigenvalues, while 2-by-2 blocks of S will be "standard-
ized" by making the corresponding 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 in the ill-conditioned case, a selected complex
eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2 in
this case.
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
eigenvalues (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
eigenvalue is real; if positive, then the j-th and (j+1)-st
eigenvalues are a complex conjugate pair, with ALPHAI(j+1) neg-
ative.
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. 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.
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
LWORK >= max(8*N,6*N+16). 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.
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.
LAPACK driver routine (version 3.N1o)vember 2006 SGGES(3)