ZGGESX - compute for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, the complex Schur form (S,T),

SUBROUTINE ZGGESX(

JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK, IWORK, LIWORK, BWORK, INFO )

CHARACTER JOBVSL, JOBVSR, SENSE, SORT

INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N, SDIM

LOGICAL BWORK( * )

INTEGER IWORK( * )

DOUBLE PRECISION RCONDE( 2 ), RCONDV( 2 ), RWORK( * )

COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ), BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ), WORK( * )

LOGICAL DELCTG

EXTERNAL DELCTG

ZGGESX computes for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, the complex Schur form (S,T), and, optionally, the left and/or right matrices of Schur vectors (VSL and VSR). This gives the generalized Schur factorization

(A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H )

where (VSR)**H is the conjugate-transpose of VSR.

Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper triangular matrix S and the upper triangular matrix T; computes a reciprocal condition number for the average of the selected eigenvalues (RCONDE); and computes a reciprocal condition number for the right and left deflating subspaces corresponding to the selected eigenvalues (RCONDV). The leading columns of VSL and VSR then form an orthonormal basis for the corresponding left and right eigenspaces (deflating subspaces).

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 interpretation for beta=0 or for both being zero.

A pair of matrices (S,T) is in generalized complex Schur form if T is upper triangular with non-negative diagonal and S is upper triangular.

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 diagonal of the generalized Schur form. = 'N': Eigenvalues are not ordered;

= 'S': Eigenvalues are ordered (see DELZTG).

DELZTG (input) LOGICAL FUNCTION of two COMPLEX*16 arguments

DELZTG must be declared EXTERNAL in the calling subroutine. If SORT = 'N', DELZTG is not referenced. If SORT = 'S', DELZTG is used to select eigenvalues to sort to the top left of the Schur form. Note that a selected complex eigenvalue may no longer satisfy DELZTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned), in this case INFO is set to N+3 see INFO below).

SENSE (input) CHARACTER

Determines which reciprocal condition numbers are computed. = 'N' : None are computed;

= 'E' : Computed for average of selected eigenvalues only;

= 'V' : Computed for selected deflating subspaces only;

= 'B' : Computed for both. If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.

N (input) INTEGER

The order of the matrices A, B, VSL, and VSR. N >= 0.

A (input/output) COMPLEX*16 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) COMPLEX*16 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 DELZTG is true.

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. ALPHA(j) and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T). 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*16 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 JOBVSL = 'V', LDVSL >= N.

VSR (output) COMPLEX*16 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.

RCONDE (output) DOUBLE PRECISION array, dimension ( 2 )

If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the reciprocal condition numbers for the average of the selected eigenvalues. Not referenced if SENSE = 'N' or 'V'.

RCONDV (output) DOUBLE PRECISION array, dimension ( 2 )

If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the reciprocal condition number for the selected deflating subspaces. Not referenced if SENSE = 'N' or 'E'.

WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK (input) INTEGER

The dimension of the array WORK. LWORK >= 2*N. If SENSE = 'E', 'V', or 'B', LWORK >= MAX(2*N, 2*SDIM*(N-SDIM)).

RWORK (workspace) DOUBLE PRECISION array, dimension ( 8*N )

Real workspace.

IWORK (workspace/output) INTEGER array, dimension (LIWORK)

Not referenced if SENSE = 'N'. On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK (input) INTEGER

The dimension of the array WORK. LIWORK >= N+2.

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 ALPHA(j) and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in ZHGEQZ

=N+2: after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Generalized Schur form no longer satisfy DELZTG=.TRUE. This could also be caused due to scaling. =N+3: reordering failed in ZTGSEN.