CGGBAL(l) LAPACK routine (version 1.1) CGGBAL(l)
NAME
CGGBAL - balance a pair of general complex matrices (A,B) for the general-
ized eigenvalue problem A*X = lambda*B*X
SYNOPSIS
SUBROUTINE CGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK,
INFO )
CHARACTER JOB
INTEGER IHI, ILO, INFO, LDA, LDB, N
REAL LSCALE( * ), RSCALE( * ), WORK( * )
COMPLEX A( LDA, * ), B( LDB, * )
PURPOSE
CGGBAL balances a pair of general complex matrices (A,B) for the general-
ized eigenvalue problem A*X = lambda*B*X. This involves, first, permuting
A and B by similarity transformations to isolate eigenvalues in the first 1
to ILO-1 and last IHI+1 to N elements on the diagonal; and second, applying
a diagonal similarity
transformation to rows and and columns ILO to IHI to make the rows and
columns as close in norm as possible. Both steps are optional.
Balancing may reduce the 1-norm of the matrices, and improve the accuracy
of the computed eigenvalues and/or eigenvectors.
ARGUMENTS
JOB (input) CHARACTER*1
Specifies the operations to be performed on A and B:
= 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 and
RSCALE(I) = 1.0 for i=1,...,N; = 'P': permute only;
= 'S': scale only;
= 'B': both permute and scale.
N (input) INTEGER
The order of matrices A and B. N >= 0.
A (input/output) COMPLEX array, dimension (LDA,N)
On entry, the input matrix A. On exit, A is overwritten by the
balanced matrix.
LDA (input) INTEGER
The leading dimension of the matrix A. LDA >= max(1,N).
B (input/output) COMPLEX array, dimension (LDB,N)
On entry, the input matrix B. On exit, B is overwritten by the
balanced matrix.
LDB (input) INTEGER
The leading dimension of the matrix B. LDB >= max(1,N).
ILO (output) INTEGER
IHI (output) INTEGER ILO and IHI are set to integers 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 JOB = 'N' or 'S', ILO = 1 and IHI = N.
LSCALE (output) REAL array, dimension (N)
Details of the permutations and scaling factors applied to the left
side of A and B. If P(j) is the index of the row interchanged with
row j, and D(j) is the scaling factor applied to row j, then
LSCALE(j) = P(j) for J = 1,...,ILO-1 = D(j) for J =
ILO,...,IHI = P(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) REAL array, dimension (N)
Details of the permutations and scaling factors applied to the
right side of A and B. If P(j) is the index of the row inter-
changed with row j, and D(j) is the scaling factor applied to row
j, then RSCALE(j) = P(j) for J = 1,...,ILO-1 = D(j) for J =
ILO,...,IHI = P(j) for J = IHI+1,...,N. The order in which the
interchanges are made is N to IHI+1, then 1 to ILO-1.
WORK (workspace) REAL array, dimension (6*N)
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
FURTHER DETAILS
See R.C. WARD, Balancing the generalized eigenvalue problem,
SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
Back to the listing of computational routines for eigenvalue problems