Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

Contents

?gges

Computes the generalized eigenvalues, Schur form, and the left and/or right Schur vectors for a pair of nonsymmetric matrices.

Syntax

lapack_int LAPACKE_sgges
(
int
matrix_layout
,
char
jobvsl
,
char
jobvsr
,
char
sort
,
LAPACK_S_SELECT3
select
,
lapack_int
n
,
float*
a
,
lapack_int
lda
,
float*
b
,
lapack_int
ldb
,
lapack_int*
sdim
,
float*
alphar
,
float*
alphai
,
float*
beta
,
float*
vsl
,
lapack_int
ldvsl
,
float*
vsr
,
lapack_int
ldvsr
);
lapack_int LAPACKE_dgges
(
int
matrix_layout
,
char
jobvsl
,
char
jobvsr
,
char
sort
,
LAPACK_D_SELECT3
select
,
lapack_int
n
,
double*
a
,
lapack_int
lda
,
double*
b
,
lapack_int
ldb
,
lapack_int*
sdim
,
double*
alphar
,
double*
alphai
,
double*
beta
,
double*
vsl
,
lapack_int
ldvsl
,
double*
vsr
,
lapack_int
ldvsr
);
lapack_int LAPACKE_cgges
(
int
matrix_layout
,
char
jobvsl
,
char
jobvsr
,
char
sort
,
LAPACK_C_SELECT2
select
,
lapack_int
n
,
lapack_complex_float*
a
,
lapack_int
lda
,
lapack_complex_float*
b
,
lapack_int
ldb
,
lapack_int*
sdim
,
lapack_complex_float*
alpha
,
lapack_complex_float*
beta
,
lapack_complex_float*
vsl
,
lapack_int
ldvsl
,
lapack_complex_float*
vsr
,
lapack_int
ldvsr
);
lapack_int LAPACKE_zgges
(
int
matrix_layout
,
char
jobvsl
,
char
jobvsr
,
char
sort
,
LAPACK_Z_SELECT2
select
,
lapack_int
n
,
lapack_complex_double*
a
,
lapack_int
lda
,
lapack_complex_double*
b
,
lapack_int
ldb
,
lapack_int*
sdim
,
lapack_complex_double*
alpha
,
lapack_complex_double*
beta
,
lapack_complex_double*
vsl
,
lapack_int
ldvsl
,
lapack_complex_double*
vsr
,
lapack_int
ldvsr
);
Include Files
  • mkl.h
Description
The
?gges
 routine computes the generalized eigenvalues, the generalized real/complex Schur form (
S
,
T
), optionally, the left and/or right matrices of Schur vectors (
vsl
 and
vsr
) for a pair of
n
-by-
n
 real/complex nonsymmetric matrices (
A
,
B
). This gives the generalized Schur factorization
(
A
,
B
) = (
vsl
*
S
 *
vsr
H
,
vsl
*
T
*
vsr
H
 )
Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix
S
 and the upper triangular matrix
T
. The leading columns of
vsl
 and
vsr
 then form an orthonormal/unitary basis for the corresponding left and right eigenspaces (deflating subspaces).
If only the generalized eigenvalues are needed, use the driver ggev instead, which is faster.
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 the generalized real Schur form if
T
 is upper triangular with non-negative diagonal and
S
 is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of
S
 are "standardized" by making the corresponding elements of
T
 have the form:
Equation
and the pair of corresponding 2-by-2 blocks in
S
 and
T
 will have a complex conjugate pair of generalized eigenvalues. A pair of matrices (
S
,
T
) is in generalized complex Schur form if
S
 and
T
 are upper triangular and, in addition, the diagonal of
T
 are non-negative real numbers.
The
?gges
 routine replaces the deprecated
?gegs
 routine.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
jobvsl
Must be
'N'
 or
'V'
.
If
jobvsl
 =
'N'
, then the left Schur vectors are not computed.
If
jobvsl
 =
'V'
, then the left Schur vectors are computed.
jobvsr
Must be
'N'
 or
'V'
.
If
jobvsr
 =
'N'
, then the right Schur vectors are not computed.
If
jobvsr
 =
'V'
, then the right Schur vectors are computed.
sort
Must be
'N'
 or
'S'
. Specifies whether or not to order the eigenvalues on the diagonal of the generalized Schur form.
If
sort
 =
'N'
, then eigenvalues are not ordered.
If
sort
 =
'S'
, eigenvalues are ordered (see
select
).
select
The
select
 parameter is a pointer to a function returning a value of
lapack_logical
 type. For different flavors the function has different arguments:
LAPACKE_sgges
:
lapack_logical (*LAPACK_S_SELECT3) ( const float*, const float*, const float* );
LAPACKE_dgges
:
lapack_logical (*LAPACK_D_SELECT3) ( const double*, const double*, const double* );
LAPACKE_cgges
:
lapack_logical (*LAPACK_C_SELECT2) ( const lapack_complex_float*, const lapack_complex_float* );
LAPACKE_zgges
:
lapack_logical (*LAPACK_Z_SELECT2) ( const lapack_complex_double*, const lapack_complex_double* );
If
sort
 =
'S'
,
select
 is used to select eigenvalues to sort to the top left of the Schur form.
If
sort
 =
'N'
,
select
 is not referenced.
For real flavors
:
An eigenvalue
(
alphar
[
j
] +
alphai
[
j
])/
beta
[
j
]
 is selected if
select
(
alphar
[
j
],
alphai
[
j
],
beta
[
j
])
 is true; that is, if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected.
Note that in the ill-conditioned case, a selected complex eigenvalue may no longer satisfy
select
(
alphar
[
j
],
alphai
[
j
],
beta
[
j
]) = 1
 after ordering. In this case
info
 is set to
n
+2 .
For complex flavors
:
An eigenvalue
alpha
[
j
] /
beta
[
j
]
 is selected if
select
(
alpha
[
j
],
beta
[
j
])
 is true.
Note that a selected complex eigenvalue may no longer satisfy
select
(
alpha
[
j
],
beta
[
j
]) = 1
 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
+2 (see
info
 below).
n
The order of the matrices
A
,
B
,
vsl
, and
vsr
 (
n
≥
 0
).
a
,
b
Arrays:
a
(size at least max(1,
lda
*
n
))
 is an array containing the
n
-by-
n
 matrix
A
 (first of the pair of matrices).
b
(size at least max(1,
ldb
*
n
))
 is an array containing the
n
-by-
n
 matrix
B
 (second of the pair of matrices).
lda
The leading dimension of the array
a
. Must be at least max(1,
n
).
ldb
The leading dimension of the array
b
. Must be at least max(1,
n
).
ldvsl
,
ldvsr
The leading dimensions of the output matrices
vsl
 and
vsr
, respectively. Constraints:
ldvsl
≥
 1
. If
jobvsl
 =
'V'
,
ldvsl
≥
 max(1,
n
)
.
ldvsr
≥
 1
. If
jobvsr
 =
'V'
,
ldvsr
≥
 max(1,
n
)
.
Output Parameters
a
On exit, this array has been overwritten by its generalized Schur form
S
.
b
On exit, this array has been overwritten by its generalized Schur form
T
.
sdim
If
sort
 =
'N'
,
sdim
= 0.
If
sort
 =
'S'
,
sdim
 is equal to the number of eigenvalues (after sorting) for which
select
 is true.
Note that for real flavors complex conjugate pairs for which
select
 is true for either eigenvalue count as 2.
alphar
,
alphai
Arrays, size at least max(1,
n
) each. Contain values that form generalized eigenvalues in real flavors.
See
beta
.
alpha
Array, size at least max(1,
n
). Contain values that form generalized eigenvalues in complex flavors. See
beta
.
beta
Array, size at least max(1,
n
).
For real flavors
:
On exit,
(
alphar
[
j
] +
alphai
[
j
]*i)/
beta
[
j
],
j
=0,...,
n
 - 1
, will be the generalized eigenvalues.
alphar
[
j
] +
alphai
[
j
]*i and
beta
[
j
],
j
=0,...,
n
 - 1
 are the diagonals of the complex Schur form (
S
,
T
) that would result if the 2-by-2 diagonal blocks of the real generalized Schur form of (
A
,
B
) were further reduced to triangular form using complex unitary transformations. 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.
For complex flavors:
On exit,
alpha
[
j
]/
beta
[
j
],
j
=0,...,
n
 - 1
, will be the generalized eigenvalues.
alpha
[
j
] and
beta
[
j
],
j
=0,...,
n
 - 1
 are the diagonals of the complex Schur form (
S
,
T
) output by
cgges
/
zgges
. The
beta
[
j
]
 will be non-negative real.
See also
Application Notes
 below.
vsl
,
vsr
Arrays:
vsl
(size at least max(1,
ldvsl
*
n
))
.
If
jobvsl
 =
'V'
, this array will contain the left Schur vectors.
If
jobvsl
 =
'N'
,
vsl
 is not referenced.
vsr
(size at least max(1,
ldvsr
*
n
))
.
If
jobvsr
 =
'V'
, this array will contain the right Schur vectors.
If
jobvsr
 =
'N'
,
vsr
 is not referenced.
Return Values
This function returns a value
info
.
If
info
=0
, the execution is successful.
If
info
 =
-i
, the
i
-th parameter had an illegal value.
If
info
 =
i
, and
i
≤
n
:
the
QZ
 iteration failed. (
A
,
B
) is not in Schur form, but
alphar
[
j
],
alphai
[
j
] (for real flavors), or
alpha
[
j
] (for complex flavors), and
beta
[
j
],
j
 =
info
,...,
n
 - 1
 should be correct.
i
 >
n
: errors that usually indicate LAPACK problems:
i
 =
n
+1
: other than
QZ
 iteration failed in hgeqz;
i
 =
n
+2
: after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the generalized Schur form no longer satisfy
select
 = 1
. This could also be caused due to scaling;
i
 =
n
+3
: reordering failed in tgsen.
Application Notes
The quotients
alphar
[
j
]/
beta
[
j
]
 and
alphai
[
j
]/
beta
[
j
]
 may easily over- or underflow, and
beta
[
j
]
 may even be zero. Thus, you should avoid simply computing the ratio. 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
).