This example computes the
and
arguments, which defines the generalized eigenvalues, of the matrix pair
given by
This requires calls to five routines:
dggbal to balance the matrix,
dgeqrf to perform the
factorization of
,
dormqr to apply
to
,
dgghrd to reduce the matrix pair to the generalized Hessenberg form and
dhgeqz ( to compute the eigenvalues using the
algorithm.