NAME
ZGEGS - routine is deprecated and has been replaced by routine ZGGES
SYNOPSIS
SUBROUTINE ZGEGS(
JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHA, BETA,
VSL, LDVSL, VSR, LDVSR, WORK, LWORK, RWORK,
INFO )
INTEGER
INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N
DOUBLE
PRECISION RWORK( * )
COMPLEX*16
A( LDA, * ), ALPHA( * ), B( LDB, * ),
BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
WORK( * )
PURPOSE
This routine is deprecated and has been replaced by routine ZGGES.
ZGEGS 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 ZGEGV
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) )
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.
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 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*16 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*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), j=1,...,N and BETA(j),
j=1,...,N are the diagonals of the complex Schur form (A,B)
output by ZGEGS. 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*16 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*16 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*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 >= 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 ZGEQRF, ZUNMQR, and CUNGQR.) Then compute:
NB -- MAX of the blocksizes for ZGEQRF, ZUNMQR, 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) DOUBLE PRECISION 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 ZGGBAL
=N+2: error return from ZGEQRF
=N+3: error return from ZUNMQR
=N+4: error return from ZUNGQR
=N+5: error return from ZGGHRD
=N+6: error return from ZHGEQZ (other than failed
iteration)
=N+7: error return from ZGGBAK (computing VSL)
=N+8: error return from ZGGBAK (computing VSR)
=N+9: error return from ZLASCL (various places)