[Jprogramming] Implementation of DGEGV in LAPACK

[Graham Parkhouse]

Eigenvalues again. For structural dynamics it is the generalised
Eigenvalue problem that is needed, the solution to

(A - w B) r = 0

where A and B are real square matrices, w the eigenvalue and r is
the eigenvector.

DGEGV computes for a pair of n-by-n real nonsymmetric matrices A and
B, the generalized eigenvalues and optionally the left and/or right
generalized eigenvectors (VL and VR). It has not yet been
implemented. Can anyone help, please? I've looked at what is needed
and reckon I am not equipped to try to do it myself yet.

Regards

Graham Parkhouse