org.netlib.lapack
Class Dggevx

java.lang.Object
  extended by org.netlib.lapack.Dggevx

public class Dggevx
extends java.lang.Object

Following is the description from the original
Fortran source.  For each array argument, the Java
version will include an integer offset parameter, so
the arguments may not match the description exactly.
Contact seymour@cs.utk.edu with any questions.

* .. * * Purpose * ======= * * DGGEVX 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. * * Optionally also, it computes a balancing transformation to improve * the conditioning of the eigenvalues and eigenvectors (ILO, IHI, * LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for * the eigenvalues (RCONDE), and reciprocal condition numbers for the * right eigenvectors (RCONDV). * * 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 * ========= * * BALANC (input) CHARACTER*1 * Specifies the balance option to be performed. * = 'N': do not diagonally scale or permute; * = 'P': permute only; * = 'S': scale only; * = 'B': both permute and scale. * Computed reciprocal condition numbers will be for the * matrices after permuting and/or balancing. Permuting does * not change condition numbers (in exact arithmetic), but * balancing does. * * 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. * * SENSE (input) CHARACTER*1 * Determines which reciprocal condition numbers are computed. * = 'N': none are computed; * = 'E': computed for eigenvalues only; * = 'V': computed for eigenvectors only; * = 'B': computed for eigenvalues and eigenvectors. * * N (input) INTEGER * The order of the matrices A, B, VL, and VR. N >= 0. * * A (input/output) DOUBLE PRECISION array, dimension (LDA, N) * On entry, the matrix A in the pair (A,B). * On exit, A has been overwritten. If JOBVL='V' or JOBVR='V' * or both, then A contains the first part of the real Schur * form of the "balanced" versions of the input A and B. * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) DOUBLE PRECISION array, dimension (LDB, N) * On entry, the matrix B in the pair (A,B). * On exit, B has been overwritten. If JOBVL='V' or JOBVR='V' * or both, then B contains the second part of the real Schur * form of the "balanced" versions of the input A and B. * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * ALPHAR (output) DOUBLE PRECISION array, dimension (N) * ALPHAI (output) DOUBLE PRECISION array, dimension (N) * BETA (output) 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) 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 will be scaled so the largest component 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) 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 will be scaled so the largest component 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. * * ILO,IHI (output) INTEGER * ILO and IHI are integer values such that on exit * A(i,j) = 0 and B(i,j) = 0 if i > j and * j = 1,...,ILO-1 or i = IHI+1,...,N. * If BALANC = 'N' or 'S', ILO = 1 and IHI = N. * * LSCALE (output) DOUBLE PRECISION array, dimension (N) * Details of the permutations and scaling factors applied * to the left side of A and B. If PL(j) is the index of the * row interchanged with row j, and DL(j) is the scaling * factor applied to row j, then * LSCALE(j) = PL(j) for j = 1,...,ILO-1 * = DL(j) for j = ILO,...,IHI * = PL(j) for j = IHI+1,...,N. * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * RSCALE (output) DOUBLE PRECISION array, dimension (N) * Details of the permutations and scaling factors applied * to the right side of A and B. If PR(j) is the index of the * column interchanged with column j, and DR(j) is the scaling * factor applied to column j, then * RSCALE(j) = PR(j) for j = 1,...,ILO-1 * = DR(j) for j = ILO,...,IHI * = PR(j) for j = IHI+1,...,N * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * ABNRM (output) DOUBLE PRECISION * The one-norm of the balanced matrix A. * * BBNRM (output) DOUBLE PRECISION * The one-norm of the balanced matrix B. * * RCONDE (output) DOUBLE PRECISION array, dimension (N) * If SENSE = 'E' or 'B', the reciprocal condition numbers of * the selected eigenvalues, stored in consecutive elements of * the array. For a complex conjugate pair of eigenvalues two * consecutive elements of RCONDE are set to the same value. * Thus RCONDE(j), RCONDV(j), and the j-th columns of VL and VR * all correspond to the same eigenpair (but not in general the * j-th eigenpair, unless all eigenpairs are selected). * If SENSE = 'V', RCONDE is not referenced. * * RCONDV (output) DOUBLE PRECISION array, dimension (N) * If SENSE = 'V' or 'B', the estimated reciprocal condition * numbers of the selected eigenvectors, stored in consecutive * elements of the array. For a complex eigenvector two * consecutive elements of RCONDV are set to the same value. If * the eigenvalues cannot be reordered to compute RCONDV(j), * RCONDV(j) is set to 0; this can only occur when the true * value would be very small anyway. * If SENSE = 'E', RCONDV is not referenced. * * WORK (workspace/output) DOUBLE PRECISION 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(1,6*N). * If SENSE = 'E', LWORK >= 12*N. * If SENSE = 'V' or 'B', LWORK >= 2*N*N+12*N+16. * * 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. * * IWORK (workspace) INTEGER array, dimension (N+6) * If SENSE = 'E', IWORK is not referenced. * * BWORK (workspace) LOGICAL array, dimension (N) * If SENSE = 'N', BWORK is not referenced. * * 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 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. * * Further Details * =============== * * Balancing a matrix pair (A,B) includes, first, permuting rows and * columns to isolate eigenvalues, second, applying diagonal similarity * transformation to the rows and columns to make the rows and columns * as close in norm as possible. The computed reciprocal condition * numbers correspond to the balanced matrix. Permuting rows and columns * will not change the condition numbers (in exact arithmetic) but * diagonal scaling will. For further explanation of balancing, see * section 4.11.1.2 of LAPACK Users' Guide. * * An approximate error bound on the chordal distance between the i-th * computed generalized eigenvalue w and the corresponding exact * eigenvalue lambda is * * chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I) * * An approximate error bound for the angle between the i-th computed * eigenvector VL(i) or VR(i) is given by * * EPS * norm(ABNRM, BBNRM) / DIF(i). * * For further explanation of the reciprocal condition numbers RCONDE * and RCONDV, see section 4.11 of LAPACK User's Guide. * * ===================================================================== * * .. Parameters ..


Constructor Summary
Dggevx()
           
 
Method Summary
static void dggevx(java.lang.String balanc, java.lang.String jobvl, java.lang.String jobvr, java.lang.String sense, int n, double[] a, int _a_offset, int lda, double[] b, int _b_offset, int ldb, double[] alphar, int _alphar_offset, double[] alphai, int _alphai_offset, double[] beta, int _beta_offset, double[] vl, int _vl_offset, int ldvl, double[] vr, int _vr_offset, int ldvr, intW ilo, intW ihi, double[] lscale, int _lscale_offset, double[] rscale, int _rscale_offset, doubleW abnrm, doubleW bbnrm, double[] rconde, int _rconde_offset, double[] rcondv, int _rcondv_offset, double[] work, int _work_offset, int lwork, int[] iwork, int _iwork_offset, boolean[] bwork, int _bwork_offset, intW info)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Dggevx

public Dggevx()
Method Detail

dggevx

public static void dggevx(java.lang.String balanc,
                          java.lang.String jobvl,
                          java.lang.String jobvr,
                          java.lang.String sense,
                          int n,
                          double[] a,
                          int _a_offset,
                          int lda,
                          double[] b,
                          int _b_offset,
                          int ldb,
                          double[] alphar,
                          int _alphar_offset,
                          double[] alphai,
                          int _alphai_offset,
                          double[] beta,
                          int _beta_offset,
                          double[] vl,
                          int _vl_offset,
                          int ldvl,
                          double[] vr,
                          int _vr_offset,
                          int ldvr,
                          intW ilo,
                          intW ihi,
                          double[] lscale,
                          int _lscale_offset,
                          double[] rscale,
                          int _rscale_offset,
                          doubleW abnrm,
                          doubleW bbnrm,
                          double[] rconde,
                          int _rconde_offset,
                          double[] rcondv,
                          int _rcondv_offset,
                          double[] work,
                          int _work_offset,
                          int lwork,
                          int[] iwork,
                          int _iwork_offset,
                          boolean[] bwork,
                          int _bwork_offset,
                          intW info)