Algorithm 535: The QZ algorithm to solve the generalized eigenvalue problem for complex matrices [F2]

Abstract

Three Fortran subroutines are provided that implement a complex form of the QZ algorithm for finding ~ and z such that Az ffi kBz, where A and B are complex N by N matrices. The subroutines are complex analogs of those for the corresponding real problem included in the EISPACK eigensystem package [1]; the original QZ algorithm is described in [3] and [4]. The complex QZ algorithm shares the fundamental property of the real QZ algorithm in being unaffected by singularity or near singularity of B.