--- rpl/lapack/lapack/dgeesx.f 2010/01/26 15:22:46 1.1.1.1 +++ rpl/lapack/lapack/dgeesx.f 2023/08/07 08:38:48 1.20 @@ -1,11 +1,287 @@ +*> \brief DGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGEESX + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, +* WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, +* IWORK, LIWORK, BWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBVS, SENSE, SORT +* INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM +* DOUBLE PRECISION RCONDE, RCONDV +* .. +* .. Array Arguments .. +* LOGICAL BWORK( * ) +* INTEGER IWORK( * ) +* DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), +* $ WR( * ) +* .. +* .. Function Arguments .. +* LOGICAL SELECT +* EXTERNAL SELECT +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DGEESX computes for an N-by-N real nonsymmetric matrix A, the +*> eigenvalues, the real Schur form T, and, optionally, the matrix of +*> Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). +*> +*> Optionally, it also orders the eigenvalues on the diagonal of the +*> real Schur form so that selected eigenvalues are at the top left; +*> computes a reciprocal condition number for the average of the +*> selected eigenvalues (RCONDE); and computes a reciprocal condition +*> number for the right invariant subspace corresponding to the +*> selected eigenvalues (RCONDV). The leading columns of Z form an +*> orthonormal basis for this invariant subspace. +*> +*> For further explanation of the reciprocal condition numbers RCONDE +*> and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where +*> these quantities are called s and sep respectively). +*> +*> A real matrix is in real Schur form if it is upper quasi-triangular +*> with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in +*> the form +*> [ a b ] +*> [ c a ] +*> +*> where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBVS +*> \verbatim +*> JOBVS is CHARACTER*1 +*> = 'N': Schur vectors are not computed; +*> = 'V': Schur vectors are computed. +*> \endverbatim +*> +*> \param[in] SORT +*> \verbatim +*> SORT is CHARACTER*1 +*> Specifies whether or not to order the eigenvalues on the +*> diagonal of the Schur form. +*> = 'N': Eigenvalues are not ordered; +*> = 'S': Eigenvalues are ordered (see SELECT). +*> \endverbatim +*> +*> \param[in] SELECT +*> \verbatim +*> SELECT is a LOGICAL FUNCTION of two DOUBLE PRECISION arguments +*> SELECT must be declared EXTERNAL in the calling subroutine. +*> If SORT = 'S', SELECT is used to select eigenvalues to sort +*> to the top left of the Schur form. +*> If SORT = 'N', SELECT is not referenced. +*> An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if +*> SELECT(WR(j),WI(j)) is true; i.e., if either one of a +*> complex conjugate pair of eigenvalues is selected, then both +*> are. Note that a selected complex eigenvalue may no longer +*> satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since +*> ordering may change the value of complex eigenvalues +*> (especially if the eigenvalue is ill-conditioned); in this +*> case INFO may be set to N+3 (see INFO below). +*> \endverbatim +*> +*> \param[in] SENSE +*> \verbatim +*> SENSE is CHARACTER*1 +*> Determines which reciprocal condition numbers are computed. +*> = 'N': None are computed; +*> = 'E': Computed for average of selected eigenvalues only; +*> = 'V': Computed for selected right invariant subspace only; +*> = 'B': Computed for both. +*> If SENSE = 'E', 'V' or 'B', SORT must equal 'S'. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA, N) +*> On entry, the N-by-N matrix A. +*> On exit, A is overwritten by its real Schur form T. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] SDIM +*> \verbatim +*> SDIM is INTEGER +*> If SORT = 'N', SDIM = 0. +*> If SORT = 'S', SDIM = number of eigenvalues (after sorting) +*> for which SELECT is true. (Complex conjugate +*> pairs for which SELECT is true for either +*> eigenvalue count as 2.) +*> \endverbatim +*> +*> \param[out] WR +*> \verbatim +*> WR is DOUBLE PRECISION array, dimension (N) +*> \endverbatim +*> +*> \param[out] WI +*> \verbatim +*> WI is DOUBLE PRECISION array, dimension (N) +*> WR and WI contain the real and imaginary parts, respectively, +*> of the computed eigenvalues, in the same order that they +*> appear on the diagonal of the output Schur form T. Complex +*> conjugate pairs of eigenvalues appear consecutively with the +*> eigenvalue having the positive imaginary part first. +*> \endverbatim +*> +*> \param[out] VS +*> \verbatim +*> VS is DOUBLE PRECISION array, dimension (LDVS,N) +*> If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur +*> vectors. +*> If JOBVS = 'N', VS is not referenced. +*> \endverbatim +*> +*> \param[in] LDVS +*> \verbatim +*> LDVS is INTEGER +*> The leading dimension of the array VS. LDVS >= 1, and if +*> JOBVS = 'V', LDVS >= N. +*> \endverbatim +*> +*> \param[out] RCONDE +*> \verbatim +*> RCONDE is DOUBLE PRECISION +*> If SENSE = 'E' or 'B', RCONDE contains the reciprocal +*> condition number for the average of the selected eigenvalues. +*> Not referenced if SENSE = 'N' or 'V'. +*> \endverbatim +*> +*> \param[out] RCONDV +*> \verbatim +*> RCONDV is DOUBLE PRECISION +*> If SENSE = 'V' or 'B', RCONDV contains the reciprocal +*> condition number for the selected right invariant subspace. +*> Not referenced if SENSE = 'N' or 'E'. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,3*N). +*> Also, if SENSE = 'E' or 'V' or 'B', +*> LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of +*> selected eigenvalues computed by this routine. Note that +*> N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only +*> returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or +*> 'B' this may not be large enough. +*> For good performance, LWORK must generally be larger. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates upper bounds on the optimal sizes of the +*> arrays WORK and IWORK, returns these values as the first +*> entries of the WORK and IWORK arrays, and no error messages +*> related to LWORK or LIWORK are issued by XERBLA. +*> \endverbatim +*> +*> \param[out] IWORK +*> \verbatim +*> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) +*> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. +*> \endverbatim +*> +*> \param[in] LIWORK +*> \verbatim +*> LIWORK is INTEGER +*> The dimension of the array IWORK. +*> LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM). +*> Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is +*> only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this +*> may not be large enough. +*> +*> If LIWORK = -1, then a workspace query is assumed; the +*> routine only calculates upper bounds on the optimal sizes of +*> the arrays WORK and IWORK, returns these values as the first +*> entries of the WORK and IWORK arrays, and no error messages +*> related to LWORK or LIWORK are issued by XERBLA. +*> \endverbatim +*> +*> \param[out] BWORK +*> \verbatim +*> BWORK is LOGICAL array, dimension (N) +*> Not referenced if SORT = 'N'. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> > 0: if INFO = i, and i is +*> <= N: the QR algorithm failed to compute all the +*> eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI +*> contain those eigenvalues which have converged; if +*> JOBVS = 'V', VS contains the transformation which +*> reduces A to its partially converged Schur form. +*> = N+1: the eigenvalues could not be reordered because some +*> eigenvalues were too close to separate (the problem +*> is very ill-conditioned); +*> = N+2: after reordering, roundoff changed values of some +*> complex eigenvalues so that leading eigenvalues in +*> the Schur form no longer satisfy SELECT=.TRUE. This +*> could also be caused by underflow due to scaling. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \ingroup doubleGEeigen +* +* ===================================================================== SUBROUTINE DGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, $ WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, $ IWORK, LIWORK, BWORK, INFO ) * -* -- LAPACK driver routine (version 3.2) -- +* -- LAPACK driver routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 * * .. Scalar Arguments .. CHARACTER JOBVS, SENSE, SORT @@ -23,167 +299,6 @@ EXTERNAL SELECT * .. * -* Purpose -* ======= -* -* DGEESX computes for an N-by-N real nonsymmetric matrix A, the -* eigenvalues, the real Schur form T, and, optionally, the matrix of -* Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). -* -* Optionally, it also orders the eigenvalues on the diagonal of the -* real Schur form so that selected eigenvalues are at the top left; -* computes a reciprocal condition number for the average of the -* selected eigenvalues (RCONDE); and computes a reciprocal condition -* number for the right invariant subspace corresponding to the -* selected eigenvalues (RCONDV). The leading columns of Z form an -* orthonormal basis for this invariant subspace. -* -* For further explanation of the reciprocal condition numbers RCONDE -* and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where -* these quantities are called s and sep respectively). -* -* A real matrix is in real Schur form if it is upper quasi-triangular -* with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in -* the form -* [ a b ] -* [ c a ] -* -* where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). -* -* Arguments -* ========= -* -* JOBVS (input) CHARACTER*1 -* = 'N': Schur vectors are not computed; -* = 'V': Schur vectors are computed. -* -* SORT (input) CHARACTER*1 -* Specifies whether or not to order the eigenvalues on the -* diagonal of the Schur form. -* = 'N': Eigenvalues are not ordered; -* = 'S': Eigenvalues are ordered (see SELECT). -* -* SELECT (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments -* SELECT must be declared EXTERNAL in the calling subroutine. -* If SORT = 'S', SELECT is used to select eigenvalues to sort -* to the top left of the Schur form. -* If SORT = 'N', SELECT is not referenced. -* An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if -* SELECT(WR(j),WI(j)) is true; i.e., if either one of a -* complex conjugate pair of eigenvalues is selected, then both -* are. Note that a selected complex eigenvalue may no longer -* satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since -* ordering may change the value of complex eigenvalues -* (especially if the eigenvalue is ill-conditioned); in this -* case INFO may be set to N+3 (see INFO below). -* -* SENSE (input) CHARACTER*1 -* Determines which reciprocal condition numbers are computed. -* = 'N': None are computed; -* = 'E': Computed for average of selected eigenvalues only; -* = 'V': Computed for selected right invariant subspace only; -* = 'B': Computed for both. -* If SENSE = 'E', 'V' or 'B', SORT must equal 'S'. -* -* N (input) INTEGER -* The order of the matrix A. N >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) -* On entry, the N-by-N matrix A. -* On exit, A is overwritten by its real Schur form T. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* SDIM (output) INTEGER -* If SORT = 'N', SDIM = 0. -* If SORT = 'S', SDIM = number of eigenvalues (after sorting) -* for which SELECT is true. (Complex conjugate -* pairs for which SELECT is true for either -* eigenvalue count as 2.) -* -* WR (output) DOUBLE PRECISION array, dimension (N) -* WI (output) DOUBLE PRECISION array, dimension (N) -* WR and WI contain the real and imaginary parts, respectively, -* of the computed eigenvalues, in the same order that they -* appear on the diagonal of the output Schur form T. Complex -* conjugate pairs of eigenvalues appear consecutively with the -* eigenvalue having the positive imaginary part first. -* -* VS (output) DOUBLE PRECISION array, dimension (LDVS,N) -* If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur -* vectors. -* If JOBVS = 'N', VS is not referenced. -* -* LDVS (input) INTEGER -* The leading dimension of the array VS. LDVS >= 1, and if -* JOBVS = 'V', LDVS >= N. -* -* RCONDE (output) DOUBLE PRECISION -* If SENSE = 'E' or 'B', RCONDE contains the reciprocal -* condition number for the average of the selected eigenvalues. -* Not referenced if SENSE = 'N' or 'V'. -* -* RCONDV (output) DOUBLE PRECISION -* If SENSE = 'V' or 'B', RCONDV contains the reciprocal -* condition number for the selected right invariant subspace. -* Not referenced if SENSE = 'N' or 'E'. -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. LWORK >= max(1,3*N). -* Also, if SENSE = 'E' or 'V' or 'B', -* LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of -* selected eigenvalues computed by this routine. Note that -* N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only -* returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or -* 'B' this may not be large enough. -* For good performance, LWORK must generally be larger. -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates upper bounds on the optimal sizes of the -* arrays WORK and IWORK, returns these values as the first -* entries of the WORK and IWORK arrays, and no error messages -* related to LWORK or LIWORK are issued by XERBLA. -* -* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) -* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. -* -* LIWORK (input) INTEGER -* The dimension of the array IWORK. -* LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM). -* Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is -* only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this -* may not be large enough. -* -* If LIWORK = -1, then a workspace query is assumed; the -* routine only calculates upper bounds on the optimal sizes of -* the arrays WORK and IWORK, returns these values as the first -* entries of the WORK and IWORK arrays, and no error messages -* related to LWORK or LIWORK are issued by XERBLA. -* -* BWORK (workspace) LOGICAL array, dimension (N) -* Not referenced if SORT = 'N'. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value. -* > 0: if INFO = i, and i is -* <= N: the QR algorithm failed to compute all the -* eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI -* contain those eigenvalues which have converged; if -* JOBVS = 'V', VS contains the transformation which -* reduces A to its partially converged Schur form. -* = N+1: the eigenvalues could not be reordered because some -* eigenvalues were too close to separate (the problem -* is very ill-conditioned); -* = N+2: after reordering, roundoff changed values of some -* complex eigenvalues so that leading eigenvalues in -* the Schur form no longer satisfy SELECT=.TRUE. This -* could also be caused by underflow due to scaling. -* * ===================================================================== * * .. Parameters .. @@ -226,6 +341,7 @@ WANTSV = LSAME( SENSE, 'V' ) WANTSB = LSAME( SENSE, 'B' ) LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 ) +* IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN @@ -266,7 +382,7 @@ * CALL DHSEQR( 'S', JOBVS, N, 1, N, A, LDA, WR, WI, VS, LDVS, $ WORK, -1, IEVAL ) - HSWORK = WORK( 1 ) + HSWORK = INT( WORK( 1 ) ) * IF( .NOT.WANTVS ) THEN MAXWRK = MAX( MAXWRK, N + HSWORK ) @@ -294,6 +410,8 @@ IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEESX', -INFO ) RETURN + ELSE IF( LQUERY ) THEN + RETURN END IF * * Quick return if possible @@ -462,7 +580,9 @@ IF( N.GT.I+1 ) $ CALL DSWAP( N-I-1, A( I, I+2 ), LDA, $ A( I+1, I+2 ), LDA ) - CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 ) + IF( WANTVS ) THEN + CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 ) + END IF A( I, I+1 ) = A( I+1, I ) A( I+1, I ) = ZERO END IF