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LA_GEEVX computes for a real or complex square matrix
, the
eigenvalues and, optionally, the left and/or right eigenvectors.
Optionally, it also balances
and computes
reciprocal condition numbers for the eigenvalues and right
eigenvectors.
A right eigenvector
of
satisfies
where
is its eigenvalue.
A left eigenvector
of
satisfies
where
denotes the conjugate transpose of
.
The computed eigenvectors are normalized to have Euclidean norm
equal to
and largest component real.
Balancing
involves permuting its rows and columns to
make it more nearly upper triangular and then scaling rows and
columns by a diagonal similarity transformation to reduce the
condition numbers of the eigenvalues and eigenvectors.
Computed reciprocal condition numbers pertain to the matrix
after balancing. Permuting does not change
condition numbers (in exact arithmetic), but scaling does.
Next: Arguments
Up: Standard Nonsymmetric Eigenvalue Problems
Previous: LA_GEEVX
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Susan Blackford
2001-08-19