The function may be called by the names: f08yxc, nag_lapackeig_ztgevc or nag_ztgevc.
3Description
f08yxc computes some or all of the right and/or left generalized eigenvectors of the matrix pair which is assumed to be in upper triangular form. If the matrix pair is not upper triangular then the function f08xsc should be called before invoking f08yxc.
The right generalized eigenvector and the left generalized eigenvector of corresponding to a generalized eigenvalue are defined by
and
If a generalized eigenvalue is determined as , which is due to zero diagonal elements at the same locations in both and , a unit vector is returned as the corresponding eigenvector.
Note that the generalized eigenvalues are computed using f08xsc but f08yxc does not explicitly require the generalized eigenvalues to compute eigenvectors. The ordering of the eigenvectors is based on the ordering of the eigenvalues as computed by f08yxc.
If all eigenvectors are requested, the function may either return the matrices and/or of right or left eigenvectors of , or the products and/or , where and are two matrices supplied by you. Usually, and are chosen as the unitary matrices returned by f08xsc. Equivalently, and are the left and right Schur vectors of the matrix pair supplied to f08xsc. In that case, and are the left and right generalized eigenvectors, respectively, of the matrix pair supplied to f08xsc.
4References
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Moler C B and Stewart G W (1973) An algorithm for generalized matrix eigenproblems SIAM J. Numer. Anal.10 241–256
Stewart G W and Sun J-G (1990) Matrix Perturbation Theory Academic Press, London
5Arguments
1: – Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by . See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint:
or .
2: – Nag_SideTypeInput
On entry: specifies the required sets of generalized eigenvectors.
Only right eigenvectors are computed.
Only left eigenvectors are computed.
Both left and right eigenvectors are computed.
Constraint:
, or .
3: – Nag_HowManyTypeInput
On entry: specifies further details of the required generalized eigenvectors.
All right and/or left eigenvectors are computed.
All right and/or left eigenvectors are computed; they are backtransformed using the input matrices supplied in arrays vr and/or vl.
Selected right and/or left eigenvectors, defined by the array select, are computed.
Constraint:
, or .
4: – const Nag_BooleanInput
Note: the dimension, dim, of the array select
must be at least
On entry: specifies the eigenvectors to be computed if . To select the generalized eigenvector corresponding to the th generalized eigenvalue, the th element of select should be set to Nag_TRUE.
Constraint:
if , or , for .
5: – IntegerInput
On entry: , the order of the matrices and .
Constraint:
.
6: – const ComplexInput
Note: the dimension, dim, of the array a
must be at least
.
The th element of the matrix is stored in
when ;
when .
On entry: the matrix must be in upper triangular form. Usually, this is the matrix returned by f08xsc.
7: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint:
.
8: – const ComplexInput
Note: the dimension, dim, of the array b
must be at least
.
The th element of the matrix is stored in
when ;
when .
On entry: the matrix must be in upper triangular form with non-negative real diagonal elements. Usually, this is the matrix returned by f08xsc.
9: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraint:
.
10: – ComplexInput/Output
Note: the dimension, dim, of the array vl
must be at least
if , the left eigenvectors of specified by select, stored consecutively in the rows or columns (depending on the value of order) of the array vl, in the same order as their corresponding eigenvalues.
if , the right eigenvectors of specified by select, stored consecutively in the rows or columns (depending on the value of order) of the array vr, in the same order as their corresponding eigenvalues.
On entry: the number of columns in the arrays vl and/or vr.
Constraints:
if or , ;
if , mm must not be less than the number of requested eigenvectors.
15: – Integer *Output
On exit: the number of columns in the arrays vl and/or vr actually used to store the eigenvectors. If or , m is set to n. Each selected eigenvector occupies one column.
16: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_CONSTRAINT
Constraint: if , or , for .
NE_ENUM_INT_2
On entry, , and .
Constraint: if or , ;
if , mm must not be less than the number of requested eigenvectors.
On entry, , and .
Constraint: if or ,
.
On entry, , and .
Constraint: if or , .
On entry, , and .
Constraint: if or ,
.
On entry, , and .
Constraint: if or , .
NE_INT
On entry, .
Constraint: .
On entry, . Constraint: .
On entry, . Constraint: .
On entry, . Constraint: .
On entry, . Constraint: .
NE_INT_2
On entry, and .
Constraint: .
On entry, and .
Constraint: .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
7Accuracy
It is beyond the scope of this manual to summarise the accuracy of the solution of the generalized eigenvalue problem. Interested readers should consult Section 4.11 of the LAPACK Users' Guide (see Anderson et al. (1999)) and Chapter 6 of Stewart and Sun (1990).
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08yxc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
f08yxc is the sixth step in the solution of the complex generalized eigenvalue problem and is usually called after f08xsc.
This example computes the and arguments, which defines the generalized eigenvalues and the corresponding left and right eigenvectors, of the matrix pair given by
and
To compute generalized eigenvalues, it is required to call five functions: f08wvc to balance the matrix, f08asc to perform the factorization of , f08auc to apply to , f08wtc to reduce the matrix pair to the generalized Hessenberg form and f08xsc to compute the eigenvalues via the algorithm.
The computation of generalized eigenvectors is done by calling f08yxc to compute the eigenvectors of the balanced matrix pair. The function f08wwc is called to backward transform the eigenvectors to the user-supplied matrix pair. If both left and right eigenvectors are required then f08wwc must be called twice.