CGGEV - compute for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors

SUBROUTINE CGGEV(

JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )

CHARACTER JOBVL, JOBVR

INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N

REAL RWORK( * )

COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ), BETA( * ), VL( LDVL, * ), VR( LDVR, * ), WORK( * )

CGGEV 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).

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 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 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 array, dimension (N)

BETA (output) COMPLEX 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 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 will be scaled so the largest component will have 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 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 will be scaled so the largest component will have 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 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.

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) REAL 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 SHGEQZ,

=N+2: error return from STGEVC.