SGGBAK - form the right or left eigenvectors of a real
generalized eigenvalue problem A*x = lambda*B*x, by back
ward transformation on the computed eigenvectors of the
balanced pair of matrices output by SGGBAL
SYNOPSIS
SUBROUTINE SGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE,
M, V, LDV, INFO )
CHARACTER JOB, SIDE
INTEGER IHI, ILO, INFO, LDV, M, N
REAL LSCALE( * ), RSCALE( * ), V( LDV, * )
PURPOSE
SGGBAK forms the right or left eigenvectors of a real gen
eralized eigenvalue problem A*x = lambda*B*x, by backward
transformation on the computed eigenvectors of the bal
anced pair of matrices output by SGGBAL.
ARGUMENTS
JOB (input) CHARACTER*1
Specifies the type of backward transformation
required:
= 'N': do nothing, return immediately;
= 'P': do backward transformation for permutation
only;
= 'S': do backward transformation for scaling
only;
= 'B': do backward transformations for both per
mutation and scaling. JOB must be the same as the
argument JOB supplied to SGGBAL.
SIDE (input) CHARACTER*1
= 'R': V contains right eigenvectors;
= 'L': V contains left eigenvectors.
N (input) INTEGER
The number of rows of the matrix V. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER The integers ILO and IHI
determined by SGGBAL. 1 <= ILO <= IHI <= N, if N
> 0; ILO=1 and IHI=0, if N=0.
LSCALE (input) REAL array, dimension (N)
Details of the permutations and/or scaling factors
applied to the left side of A and B, as returned
by SGGBAL.
RSCALE (input) REAL array, dimension (N)
Details of the permutations and/or scaling factors
by SGGBAL.
M (input) INTEGER
The number of columns of the matrix V. M >= 0.
V (input/output) REAL array, dimension (LDV,M)
On entry, the matrix of right or left eigenvectors
to be transformed, as returned by STGEVC. On
exit, V is overwritten by the transformed eigen
vectors.
LDV (input) INTEGER
The leading dimension of the matrix V. LDV >=
max(1,N).
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an ille
gal value.
FURTHER DETAILS
See R.C. Ward, Balancing the generalized eigenvalue prob
lem,
SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
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