DGGEVX Example

To find all the eigenvalues and right eigenvectors of the matrix pair $ \left(\vphantom{A, B}\right.$A, B$ \left.\vphantom{A, B}\right)$, where

A = $\displaystyle \left(\vphantom{
\begin{array}{rrrr}
3.9 & 12.5 & -34.5 & -0.5 ...
...
4.3 & 21.5 & -43.5 & 3.5 \\
4.4 & 26.0 & -46.0 & 6.0
\end{array} }\right.$$\displaystyle \begin{array}{rrrr}
3.9 & 12.5 & -34.5 & -0.5 \\
4.3 & 21.5 &...
... 7.5 \\
4.3 & 21.5 & -43.5 & 3.5 \\
4.4 & 26.0 & -46.0 & 6.0
\end{array}$$\displaystyle \left.\vphantom{
\begin{array}{rrrr}
3.9 & 12.5 & -34.5 & -0.5 ...
...
4.3 & 21.5 & -43.5 & 3.5 \\
4.4 & 26.0 & -46.0 & 6.0
\end{array} }\right)$   and  B = $\displaystyle \left(\vphantom{
\begin{array}{rrrr}
1.0 & 2.0 & -3.0 & 1.0 \\ ...
...\\
1.0 & 3.0 & -4.0 & 3.0 \\
1.0 & 3.0 & -4.0 & 4.0
\end{array} }\right.$$\displaystyle \begin{array}{rrrr}
1.0 & 2.0 & -3.0 & 1.0 \\
1.0 & 3.0 & -5.0 & 4.0 \\
1.0 & 3.0 & -4.0 & 3.0 \\
1.0 & 3.0 & -4.0 & 4.0
\end{array}$$\displaystyle \left.\vphantom{
\begin{array}{rrrr}
1.0 & 2.0 & -3.0 & 1.0 \\ ...
...\\
1.0 & 3.0 & -4.0 & 3.0 \\
1.0 & 3.0 & -4.0 & 4.0
\end{array} }\right)$,  

together with estimates of the condition number and forward error bounds for each eigenvalue and eigenvector. The option to balance the matrix pair is used.

Example program
Example data
Example results