f08wjf forms the right or left eigenvectors of the real generalized eigenvalue problem , by backward transformation on the computed eigenvectors given by f08ykf. It is necessary to call this routine only if the optional balancing routine f08whf was previously called to balance the matrix pair .
The routine may be called by the names f08wjf, nagf_lapackeig_dggbak or its LAPACK name dggbak.
If the matrix pair has been previously balanced using the routine f08whf then f08wjf backtransforms the eigenvector solution given by f08ykf. This is usually the sixth and last step in the solution of the generalized eigenvalue problem.
For a description of balancing, see the document for f08whf.
Ward R C (1981) Balancing the generalized eigenvalue problem SIAM J. Sci. Stat. Comp.2 141–152
1: – Character(1)Input
On entry: specifies the backward transformation step required.
No transformations are done.
Only do backward transformations based on permutations.
Only do backward transformations based on scaling.
Do backward transformations for both permutations and scaling.
Note: this must be the same argument job as supplied to f08whf.
, , or .
2: – Character(1)Input
On entry: indicates whether left or right eigenvectors are to be transformed.
The left eigenvectors are transformed.
The right eigenvectors are transformed.
3: – IntegerInput
On entry: , the order of the matrices and of the generalized eigenvalue problem.
4: – IntegerInput
5: – IntegerInput
On entry: and as determined by a previous call to f08whf.
if , ;
if , and .
6: – Real (Kind=nag_wp) arrayInput
Note: the dimension of the array lscale
must be at least
On entry: details of the permutations and scaling factors applied to the left side of the matrices and , as returned by a previous call to f08whf.
7: – Real (Kind=nag_wp) arrayInput
Note: the dimension of the array rscale
must be at least
On entry: details of the permutations and scaling factors applied to the right side of the matrices and , as returned by a previous call to f08whf.
8: – IntegerInput
On entry: , the required number of left or right eigenvectors.
9: – Real (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array v
must be at least
On entry: the matrix of right or left eigenvectors, as returned by f08whf.
On exit: the transformed right or left eigenvectors.
10: – IntegerInput
On entry: the first dimension of the array v as declared in the (sub)program from which f08wjf is called.
11: – IntegerOutput
On exit: unless the routine detects an error (see Section 6).
6Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
The errors are negligible, compared with the previous computations.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08wjf makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.