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

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
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Example results