dgeev {bigalgebra}  R Documentation 
DGEEV computes eigenvalues and eigenvectors.
Description
DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices.
DGEEV computes for an NbyN real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. The right eigenvector v(j) of A satisfies A * v(j) = lambda(j) * v(j) where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies u(j)**H * A = lambda(j) * u(j)**H where u(j)**H denotes the conjugatetranspose of u(j).
The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.
Usage
dgeev(
JOBVL = "V",
JOBVR = "V",
N = NULL,
A,
LDA = NULL,
WR,
WI,
VL,
LDVL = NULL,
VR = NULL,
LDVR = NULL,
WORK = NULL,
LWORK = NULL
)
Arguments
JOBVL 
a character.

JOBVR 
a character.

N 
an integer. The order of the matrix A. N >= 0. 
A 
a matrix of dimension (LDA,N), the NbyN matrix A. 
LDA 
an integer. The leading dimension of the matrix A. LDA >= max(1,N). 
WR 
a vector of dimension (N). WR contain the real part of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first. 
WI 
a vector of dimension (N). WI contain the imaginary part of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first. 
VL 
a matrx of dimension (LDVL,N)

LDVL 
an integer. The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. 
VR 
a matrix of dimension (LDVR,N).

LDVR 
an integer. The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V', LDVR >= N. 
WORK 
a matrix of dimension (MAX(1,LWORK)) 
LWORK 
an integer. The dimension of the array WORK.LWORK >= max(1,3*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good performance, LWORK must generally be larger. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. 
Value
WR, WI, VR, VL and Work. On exit, A has been overwritten.
Examples
## Not run:
set.seed(4669)
A = matrix(rnorm(16),4)
WR= matrix(0,nrow=4,ncol=1)
WI= matrix(0,nrow=4,ncol=1)
VL = matrix(0,ncol=4,nrow=4)
eigen(A)
dgeev(A=A,WR=WR,WI=WI,VL=VL)
VL
WR
WI
rm(A,WR,WI,VL)
A = as.big.matrix(matrix(rnorm(16),4))
WR= matrix(0,nrow=4,ncol=1)
WI= matrix(0,nrow=4,ncol=1)
VL = as.big.matrix(matrix(0,ncol=4,nrow=4))
eigen(A[,])
dgeev(A=A,WR=WR,WI=WI,VL=VL)
VL[,]
WR[,]
WI[,]
rm(A,WR,WI,VL)
gc()
## End(Not run)