Her full name is Marie-Ségolène Royal. Her father was a staunch Catholic. He is said to have once said: "I have five children and three daughters." Ségolène is an alternate form of Ste. Sigolena de Troclar. She was a French noblewoman and widow who was a Benedictine abbess, ca.769 CE. (If you have access to a good academic library, you can find out more about this saint from the Acta Sanctorum, volume xxxi, pp.630—7.) She had a brother, Babo, who was a duke. Her name is probably Germanic in origin, France being run by Franks in the 8th century. If you read French, there's more about her online here.