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LA_GGES computes
for a pair of
real or complex matrices
the
(generalized) real or complex Schur form, the generalized
eigenvalues in the form of scalar pairs
, and, optionally, the left and/or right Schur
vectors.
If
and
are real then the real-Schur form is computed,
otherwise the complex-Schur form is computed. The real-Schur form is a
pair of real matrices
such that 1)
has block upper triangular form, with
and
blocks along the main diagonal,
2)
has upper triangular form with nonnegative
elements
on the main diagonal, and 3)
and
, where
and
are orthogonal
matrices. The
blocks of
are ``standardized''
by making the corresponding elements of
have the form
The complex-Schur form is a pair
of matrices
such that 1)
has
upper triangular form, 2)
has upper triangular form
with nonnegative elements on the main diagonal, and 3)
and
, where
and
are unitary matrices.
In both cases the columns of
and
are called, respectively,
the left and right (generalized) Schur vectors.
A generalized eigenvalue of the pair
is, roughly
speaking, a scalar
of the form
such that the matrix
is singular. It is usually represented as the pair
, as there
is a reasonable interpretation of the case
(even if
).
Next: Arguments
Up: Generalized Nonsymmetric Eigenvalue Problems
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Susan Blackford
2001-08-19