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The routine computes the eigenvalues and, optionally, the left and/or right eigenvectors of a square real general matrix A.
The right eigenvector v(j) of A satisfies the following formula:
A*v(j) = lambda(j)*v(j)
lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies the following formula:
u(j)H*A = lambda(j)*u(j)H
u(j)H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized so that their Euclidean norm equals one and the largest component is real.
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