Annotation of rpl/lapack/lapack/dgeevx.f, revision 1.20
1.9 bertrand 1: *> \brief <b> DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices</b>
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.17 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.17 bertrand 9: *> Download DGEEVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeevx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeevx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeevx.f">
1.9 bertrand 15: *> [TXT]</a>
1.17 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI,
22: * VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM,
23: * RCONDE, RCONDV, WORK, LWORK, IWORK, INFO )
1.17 bertrand 24: *
1.9 bertrand 25: * .. Scalar Arguments ..
26: * CHARACTER BALANC, JOBVL, JOBVR, SENSE
27: * INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
28: * DOUBLE PRECISION ABNRM
29: * ..
30: * .. Array Arguments ..
31: * INTEGER IWORK( * )
32: * DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ),
33: * $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ),
34: * $ WI( * ), WORK( * ), WR( * )
35: * ..
1.17 bertrand 36: *
1.9 bertrand 37: *
38: *> \par Purpose:
39: * =============
40: *>
41: *> \verbatim
42: *>
43: *> DGEEVX computes for an N-by-N real nonsymmetric matrix A, the
44: *> eigenvalues and, optionally, the left and/or right eigenvectors.
45: *>
46: *> Optionally also, it computes a balancing transformation to improve
47: *> the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
48: *> SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues
49: *> (RCONDE), and reciprocal condition numbers for the right
50: *> eigenvectors (RCONDV).
51: *>
52: *> The right eigenvector v(j) of A satisfies
53: *> A * v(j) = lambda(j) * v(j)
54: *> where lambda(j) is its eigenvalue.
55: *> The left eigenvector u(j) of A satisfies
1.12 bertrand 56: *> u(j)**H * A = lambda(j) * u(j)**H
57: *> where u(j)**H denotes the conjugate-transpose of u(j).
1.9 bertrand 58: *>
59: *> The computed eigenvectors are normalized to have Euclidean norm
60: *> equal to 1 and largest component real.
61: *>
62: *> Balancing a matrix means permuting the rows and columns to make it
63: *> more nearly upper triangular, and applying a diagonal similarity
64: *> transformation D * A * D**(-1), where D is a diagonal matrix, to
65: *> make its rows and columns closer in norm and the condition numbers
66: *> of its eigenvalues and eigenvectors smaller. The computed
67: *> reciprocal condition numbers correspond to the balanced matrix.
68: *> Permuting rows and columns will not change the condition numbers
69: *> (in exact arithmetic) but diagonal scaling will. For further
70: *> explanation of balancing, see section 4.10.2 of the LAPACK
71: *> Users' Guide.
72: *> \endverbatim
73: *
74: * Arguments:
75: * ==========
76: *
77: *> \param[in] BALANC
78: *> \verbatim
79: *> BALANC is CHARACTER*1
80: *> Indicates how the input matrix should be diagonally scaled
81: *> and/or permuted to improve the conditioning of its
82: *> eigenvalues.
83: *> = 'N': Do not diagonally scale or permute;
84: *> = 'P': Perform permutations to make the matrix more nearly
85: *> upper triangular. Do not diagonally scale;
86: *> = 'S': Diagonally scale the matrix, i.e. replace A by
87: *> D*A*D**(-1), where D is a diagonal matrix chosen
88: *> to make the rows and columns of A more equal in
89: *> norm. Do not permute;
90: *> = 'B': Both diagonally scale and permute A.
91: *>
92: *> Computed reciprocal condition numbers will be for the matrix
93: *> after balancing and/or permuting. Permuting does not change
94: *> condition numbers (in exact arithmetic), but balancing does.
95: *> \endverbatim
96: *>
97: *> \param[in] JOBVL
98: *> \verbatim
99: *> JOBVL is CHARACTER*1
100: *> = 'N': left eigenvectors of A are not computed;
101: *> = 'V': left eigenvectors of A are computed.
102: *> If SENSE = 'E' or 'B', JOBVL must = 'V'.
103: *> \endverbatim
104: *>
105: *> \param[in] JOBVR
106: *> \verbatim
107: *> JOBVR is CHARACTER*1
108: *> = 'N': right eigenvectors of A are not computed;
109: *> = 'V': right eigenvectors of A are computed.
110: *> If SENSE = 'E' or 'B', JOBVR must = 'V'.
111: *> \endverbatim
112: *>
113: *> \param[in] SENSE
114: *> \verbatim
115: *> SENSE is CHARACTER*1
116: *> Determines which reciprocal condition numbers are computed.
117: *> = 'N': None are computed;
118: *> = 'E': Computed for eigenvalues only;
119: *> = 'V': Computed for right eigenvectors only;
120: *> = 'B': Computed for eigenvalues and right eigenvectors.
121: *>
122: *> If SENSE = 'E' or 'B', both left and right eigenvectors
123: *> must also be computed (JOBVL = 'V' and JOBVR = 'V').
124: *> \endverbatim
125: *>
126: *> \param[in] N
127: *> \verbatim
128: *> N is INTEGER
129: *> The order of the matrix A. N >= 0.
130: *> \endverbatim
131: *>
132: *> \param[in,out] A
133: *> \verbatim
134: *> A is DOUBLE PRECISION array, dimension (LDA,N)
135: *> On entry, the N-by-N matrix A.
136: *> On exit, A has been overwritten. If JOBVL = 'V' or
137: *> JOBVR = 'V', A contains the real Schur form of the balanced
138: *> version of the input matrix A.
139: *> \endverbatim
140: *>
141: *> \param[in] LDA
142: *> \verbatim
143: *> LDA is INTEGER
144: *> The leading dimension of the array A. LDA >= max(1,N).
145: *> \endverbatim
146: *>
147: *> \param[out] WR
148: *> \verbatim
149: *> WR is DOUBLE PRECISION array, dimension (N)
150: *> \endverbatim
151: *>
152: *> \param[out] WI
153: *> \verbatim
154: *> WI is DOUBLE PRECISION array, dimension (N)
155: *> WR and WI contain the real and imaginary parts,
156: *> respectively, of the computed eigenvalues. Complex
157: *> conjugate pairs of eigenvalues will appear consecutively
158: *> with the eigenvalue having the positive imaginary part
159: *> first.
160: *> \endverbatim
161: *>
162: *> \param[out] VL
163: *> \verbatim
164: *> VL is DOUBLE PRECISION array, dimension (LDVL,N)
165: *> If JOBVL = 'V', the left eigenvectors u(j) are stored one
166: *> after another in the columns of VL, in the same order
167: *> as their eigenvalues.
168: *> If JOBVL = 'N', VL is not referenced.
169: *> If the j-th eigenvalue is real, then u(j) = VL(:,j),
170: *> the j-th column of VL.
171: *> If the j-th and (j+1)-st eigenvalues form a complex
172: *> conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and
173: *> u(j+1) = VL(:,j) - i*VL(:,j+1).
174: *> \endverbatim
175: *>
176: *> \param[in] LDVL
177: *> \verbatim
178: *> LDVL is INTEGER
179: *> The leading dimension of the array VL. LDVL >= 1; if
180: *> JOBVL = 'V', LDVL >= N.
181: *> \endverbatim
182: *>
183: *> \param[out] VR
184: *> \verbatim
185: *> VR is DOUBLE PRECISION array, dimension (LDVR,N)
186: *> If JOBVR = 'V', the right eigenvectors v(j) are stored one
187: *> after another in the columns of VR, in the same order
188: *> as their eigenvalues.
189: *> If JOBVR = 'N', VR is not referenced.
190: *> If the j-th eigenvalue is real, then v(j) = VR(:,j),
191: *> the j-th column of VR.
192: *> If the j-th and (j+1)-st eigenvalues form a complex
193: *> conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and
194: *> v(j+1) = VR(:,j) - i*VR(:,j+1).
195: *> \endverbatim
196: *>
197: *> \param[in] LDVR
198: *> \verbatim
199: *> LDVR is INTEGER
200: *> The leading dimension of the array VR. LDVR >= 1, and if
201: *> JOBVR = 'V', LDVR >= N.
202: *> \endverbatim
203: *>
204: *> \param[out] ILO
205: *> \verbatim
206: *> ILO is INTEGER
207: *> \endverbatim
208: *>
209: *> \param[out] IHI
210: *> \verbatim
211: *> IHI is INTEGER
212: *> ILO and IHI are integer values determined when A was
213: *> balanced. The balanced A(i,j) = 0 if I > J and
214: *> J = 1,...,ILO-1 or I = IHI+1,...,N.
215: *> \endverbatim
216: *>
217: *> \param[out] SCALE
218: *> \verbatim
219: *> SCALE is DOUBLE PRECISION array, dimension (N)
220: *> Details of the permutations and scaling factors applied
221: *> when balancing A. If P(j) is the index of the row and column
222: *> interchanged with row and column j, and D(j) is the scaling
223: *> factor applied to row and column j, then
224: *> SCALE(J) = P(J), for J = 1,...,ILO-1
225: *> = D(J), for J = ILO,...,IHI
226: *> = P(J) for J = IHI+1,...,N.
227: *> The order in which the interchanges are made is N to IHI+1,
228: *> then 1 to ILO-1.
229: *> \endverbatim
230: *>
231: *> \param[out] ABNRM
232: *> \verbatim
233: *> ABNRM is DOUBLE PRECISION
234: *> The one-norm of the balanced matrix (the maximum
235: *> of the sum of absolute values of elements of any column).
236: *> \endverbatim
237: *>
238: *> \param[out] RCONDE
239: *> \verbatim
240: *> RCONDE is DOUBLE PRECISION array, dimension (N)
241: *> RCONDE(j) is the reciprocal condition number of the j-th
242: *> eigenvalue.
243: *> \endverbatim
244: *>
245: *> \param[out] RCONDV
246: *> \verbatim
247: *> RCONDV is DOUBLE PRECISION array, dimension (N)
248: *> RCONDV(j) is the reciprocal condition number of the j-th
249: *> right eigenvector.
250: *> \endverbatim
251: *>
252: *> \param[out] WORK
253: *> \verbatim
254: *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
255: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
256: *> \endverbatim
257: *>
258: *> \param[in] LWORK
259: *> \verbatim
260: *> LWORK is INTEGER
261: *> The dimension of the array WORK. If SENSE = 'N' or 'E',
262: *> LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V',
263: *> LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6).
264: *> For good performance, LWORK must generally be larger.
265: *>
266: *> If LWORK = -1, then a workspace query is assumed; the routine
267: *> only calculates the optimal size of the WORK array, returns
268: *> this value as the first entry of the WORK array, and no error
269: *> message related to LWORK is issued by XERBLA.
270: *> \endverbatim
271: *>
272: *> \param[out] IWORK
273: *> \verbatim
274: *> IWORK is INTEGER array, dimension (2*N-2)
275: *> If SENSE = 'N' or 'E', not referenced.
276: *> \endverbatim
277: *>
278: *> \param[out] INFO
279: *> \verbatim
280: *> INFO is INTEGER
281: *> = 0: successful exit
282: *> < 0: if INFO = -i, the i-th argument had an illegal value.
283: *> > 0: if INFO = i, the QR algorithm failed to compute all the
284: *> eigenvalues, and no eigenvectors or condition numbers
285: *> have been computed; elements 1:ILO-1 and i+1:N of WR
286: *> and WI contain eigenvalues which have converged.
287: *> \endverbatim
288: *
289: * Authors:
290: * ========
291: *
1.17 bertrand 292: *> \author Univ. of Tennessee
293: *> \author Univ. of California Berkeley
294: *> \author Univ. of Colorado Denver
295: *> \author NAG Ltd.
1.9 bertrand 296: *
1.15 bertrand 297: *
298: * @precisions fortran d -> s
1.9 bertrand 299: *
300: *> \ingroup doubleGEeigen
301: *
302: * =====================================================================
1.1 bertrand 303: SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI,
304: $ VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM,
305: $ RCONDE, RCONDV, WORK, LWORK, IWORK, INFO )
1.15 bertrand 306: implicit none
1.1 bertrand 307: *
1.20 ! bertrand 308: * -- LAPACK driver routine --
1.1 bertrand 309: * -- LAPACK is a software package provided by Univ. of Tennessee, --
310: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
311: *
312: * .. Scalar Arguments ..
313: CHARACTER BALANC, JOBVL, JOBVR, SENSE
314: INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
315: DOUBLE PRECISION ABNRM
316: * ..
317: * .. Array Arguments ..
318: INTEGER IWORK( * )
319: DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ),
320: $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ),
321: $ WI( * ), WORK( * ), WR( * )
322: * ..
323: *
324: * =====================================================================
325: *
326: * .. Parameters ..
327: DOUBLE PRECISION ZERO, ONE
328: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
329: * ..
330: * .. Local Scalars ..
331: LOGICAL LQUERY, SCALEA, WANTVL, WANTVR, WNTSNB, WNTSNE,
332: $ WNTSNN, WNTSNV
333: CHARACTER JOB, SIDE
1.15 bertrand 334: INTEGER HSWORK, I, ICOND, IERR, ITAU, IWRK, K,
335: $ LWORK_TREVC, MAXWRK, MINWRK, NOUT
1.1 bertrand 336: DOUBLE PRECISION ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM,
337: $ SN
338: * ..
339: * .. Local Arrays ..
340: LOGICAL SELECT( 1 )
341: DOUBLE PRECISION DUM( 1 )
342: * ..
343: * .. External Subroutines ..
344: EXTERNAL DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLABAD, DLACPY,
1.15 bertrand 345: $ DLARTG, DLASCL, DORGHR, DROT, DSCAL, DTREVC3,
1.1 bertrand 346: $ DTRSNA, XERBLA
347: * ..
348: * .. External Functions ..
349: LOGICAL LSAME
350: INTEGER IDAMAX, ILAENV
351: DOUBLE PRECISION DLAMCH, DLANGE, DLAPY2, DNRM2
352: EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DLANGE, DLAPY2,
353: $ DNRM2
354: * ..
355: * .. Intrinsic Functions ..
356: INTRINSIC MAX, SQRT
357: * ..
358: * .. Executable Statements ..
359: *
360: * Test the input arguments
361: *
362: INFO = 0
363: LQUERY = ( LWORK.EQ.-1 )
364: WANTVL = LSAME( JOBVL, 'V' )
365: WANTVR = LSAME( JOBVR, 'V' )
366: WNTSNN = LSAME( SENSE, 'N' )
367: WNTSNE = LSAME( SENSE, 'E' )
368: WNTSNV = LSAME( SENSE, 'V' )
369: WNTSNB = LSAME( SENSE, 'B' )
1.15 bertrand 370: IF( .NOT.( LSAME( BALANC, 'N' ) .OR. LSAME( BALANC, 'S' )
371: $ .OR. LSAME( BALANC, 'P' ) .OR. LSAME( BALANC, 'B' ) ) )
1.1 bertrand 372: $ THEN
373: INFO = -1
374: ELSE IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN
375: INFO = -2
376: ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN
377: INFO = -3
378: ELSE IF( .NOT.( WNTSNN .OR. WNTSNE .OR. WNTSNB .OR. WNTSNV ) .OR.
379: $ ( ( WNTSNE .OR. WNTSNB ) .AND. .NOT.( WANTVL .AND.
380: $ WANTVR ) ) ) THEN
381: INFO = -4
382: ELSE IF( N.LT.0 ) THEN
383: INFO = -5
384: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
385: INFO = -7
386: ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN
387: INFO = -11
388: ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN
389: INFO = -13
390: END IF
391: *
392: * Compute workspace
393: * (Note: Comments in the code beginning "Workspace:" describe the
394: * minimal amount of workspace needed at that point in the code,
395: * as well as the preferred amount for good performance.
396: * NB refers to the optimal block size for the immediately
397: * following subroutine, as returned by ILAENV.
398: * HSWORK refers to the workspace preferred by DHSEQR, as
399: * calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
400: * the worst case.)
401: *
402: IF( INFO.EQ.0 ) THEN
403: IF( N.EQ.0 ) THEN
404: MINWRK = 1
405: MAXWRK = 1
406: ELSE
407: MAXWRK = N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
408: *
409: IF( WANTVL ) THEN
1.15 bertrand 410: CALL DTREVC3( 'L', 'B', SELECT, N, A, LDA,
411: $ VL, LDVL, VR, LDVR,
412: $ N, NOUT, WORK, -1, IERR )
413: LWORK_TREVC = INT( WORK(1) )
414: MAXWRK = MAX( MAXWRK, N + LWORK_TREVC )
1.1 bertrand 415: CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VL, LDVL,
416: $ WORK, -1, INFO )
417: ELSE IF( WANTVR ) THEN
1.15 bertrand 418: CALL DTREVC3( 'R', 'B', SELECT, N, A, LDA,
419: $ VL, LDVL, VR, LDVR,
420: $ N, NOUT, WORK, -1, IERR )
421: LWORK_TREVC = INT( WORK(1) )
422: MAXWRK = MAX( MAXWRK, N + LWORK_TREVC )
1.1 bertrand 423: CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VR, LDVR,
424: $ WORK, -1, INFO )
425: ELSE
426: IF( WNTSNN ) THEN
427: CALL DHSEQR( 'E', 'N', N, 1, N, A, LDA, WR, WI, VR,
428: $ LDVR, WORK, -1, INFO )
429: ELSE
430: CALL DHSEQR( 'S', 'N', N, 1, N, A, LDA, WR, WI, VR,
431: $ LDVR, WORK, -1, INFO )
432: END IF
433: END IF
1.15 bertrand 434: HSWORK = INT( WORK(1) )
1.1 bertrand 435: *
436: IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN
437: MINWRK = 2*N
438: IF( .NOT.WNTSNN )
439: $ MINWRK = MAX( MINWRK, N*N+6*N )
440: MAXWRK = MAX( MAXWRK, HSWORK )
441: IF( .NOT.WNTSNN )
442: $ MAXWRK = MAX( MAXWRK, N*N + 6*N )
443: ELSE
444: MINWRK = 3*N
445: IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
446: $ MINWRK = MAX( MINWRK, N*N + 6*N )
447: MAXWRK = MAX( MAXWRK, HSWORK )
448: MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'DORGHR',
449: $ ' ', N, 1, N, -1 ) )
450: IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
451: $ MAXWRK = MAX( MAXWRK, N*N + 6*N )
452: MAXWRK = MAX( MAXWRK, 3*N )
453: END IF
454: MAXWRK = MAX( MAXWRK, MINWRK )
455: END IF
456: WORK( 1 ) = MAXWRK
457: *
458: IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
459: INFO = -21
460: END IF
461: END IF
462: *
463: IF( INFO.NE.0 ) THEN
464: CALL XERBLA( 'DGEEVX', -INFO )
465: RETURN
466: ELSE IF( LQUERY ) THEN
467: RETURN
468: END IF
469: *
470: * Quick return if possible
471: *
472: IF( N.EQ.0 )
473: $ RETURN
474: *
475: * Get machine constants
476: *
477: EPS = DLAMCH( 'P' )
478: SMLNUM = DLAMCH( 'S' )
479: BIGNUM = ONE / SMLNUM
480: CALL DLABAD( SMLNUM, BIGNUM )
481: SMLNUM = SQRT( SMLNUM ) / EPS
482: BIGNUM = ONE / SMLNUM
483: *
484: * Scale A if max element outside range [SMLNUM,BIGNUM]
485: *
486: ICOND = 0
487: ANRM = DLANGE( 'M', N, N, A, LDA, DUM )
488: SCALEA = .FALSE.
489: IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
490: SCALEA = .TRUE.
491: CSCALE = SMLNUM
492: ELSE IF( ANRM.GT.BIGNUM ) THEN
493: SCALEA = .TRUE.
494: CSCALE = BIGNUM
495: END IF
496: IF( SCALEA )
497: $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
498: *
499: * Balance the matrix and compute ABNRM
500: *
501: CALL DGEBAL( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR )
502: ABNRM = DLANGE( '1', N, N, A, LDA, DUM )
503: IF( SCALEA ) THEN
504: DUM( 1 ) = ABNRM
505: CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR )
506: ABNRM = DUM( 1 )
507: END IF
508: *
509: * Reduce to upper Hessenberg form
510: * (Workspace: need 2*N, prefer N+N*NB)
511: *
512: ITAU = 1
513: IWRK = ITAU + N
514: CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
515: $ LWORK-IWRK+1, IERR )
516: *
517: IF( WANTVL ) THEN
518: *
519: * Want left eigenvectors
520: * Copy Householder vectors to VL
521: *
522: SIDE = 'L'
523: CALL DLACPY( 'L', N, N, A, LDA, VL, LDVL )
524: *
525: * Generate orthogonal matrix in VL
526: * (Workspace: need 2*N-1, prefer N+(N-1)*NB)
527: *
528: CALL DORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ),
529: $ LWORK-IWRK+1, IERR )
530: *
531: * Perform QR iteration, accumulating Schur vectors in VL
532: * (Workspace: need 1, prefer HSWORK (see comments) )
533: *
534: IWRK = ITAU
535: CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL,
536: $ WORK( IWRK ), LWORK-IWRK+1, INFO )
537: *
538: IF( WANTVR ) THEN
539: *
540: * Want left and right eigenvectors
541: * Copy Schur vectors to VR
542: *
543: SIDE = 'B'
544: CALL DLACPY( 'F', N, N, VL, LDVL, VR, LDVR )
545: END IF
546: *
547: ELSE IF( WANTVR ) THEN
548: *
549: * Want right eigenvectors
550: * Copy Householder vectors to VR
551: *
552: SIDE = 'R'
553: CALL DLACPY( 'L', N, N, A, LDA, VR, LDVR )
554: *
555: * Generate orthogonal matrix in VR
556: * (Workspace: need 2*N-1, prefer N+(N-1)*NB)
557: *
558: CALL DORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
559: $ LWORK-IWRK+1, IERR )
560: *
561: * Perform QR iteration, accumulating Schur vectors in VR
562: * (Workspace: need 1, prefer HSWORK (see comments) )
563: *
564: IWRK = ITAU
565: CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
566: $ WORK( IWRK ), LWORK-IWRK+1, INFO )
567: *
568: ELSE
569: *
570: * Compute eigenvalues only
571: * If condition numbers desired, compute Schur form
572: *
573: IF( WNTSNN ) THEN
574: JOB = 'E'
575: ELSE
576: JOB = 'S'
577: END IF
578: *
579: * (Workspace: need 1, prefer HSWORK (see comments) )
580: *
581: IWRK = ITAU
582: CALL DHSEQR( JOB, 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
583: $ WORK( IWRK ), LWORK-IWRK+1, INFO )
584: END IF
585: *
1.15 bertrand 586: * If INFO .NE. 0 from DHSEQR, then quit
1.1 bertrand 587: *
1.15 bertrand 588: IF( INFO.NE.0 )
1.1 bertrand 589: $ GO TO 50
590: *
591: IF( WANTVL .OR. WANTVR ) THEN
592: *
593: * Compute left and/or right eigenvectors
1.15 bertrand 594: * (Workspace: need 3*N, prefer N + 2*N*NB)
1.1 bertrand 595: *
1.15 bertrand 596: CALL DTREVC3( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
597: $ N, NOUT, WORK( IWRK ), LWORK-IWRK+1, IERR )
1.1 bertrand 598: END IF
599: *
600: * Compute condition numbers if desired
601: * (Workspace: need N*N+6*N unless SENSE = 'E')
602: *
603: IF( .NOT.WNTSNN ) THEN
604: CALL DTRSNA( SENSE, 'A', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
605: $ RCONDE, RCONDV, N, NOUT, WORK( IWRK ), N, IWORK,
606: $ ICOND )
607: END IF
608: *
609: IF( WANTVL ) THEN
610: *
611: * Undo balancing of left eigenvectors
612: *
613: CALL DGEBAK( BALANC, 'L', N, ILO, IHI, SCALE, N, VL, LDVL,
614: $ IERR )
615: *
616: * Normalize left eigenvectors and make largest component real
617: *
618: DO 20 I = 1, N
619: IF( WI( I ).EQ.ZERO ) THEN
620: SCL = ONE / DNRM2( N, VL( 1, I ), 1 )
621: CALL DSCAL( N, SCL, VL( 1, I ), 1 )
622: ELSE IF( WI( I ).GT.ZERO ) THEN
623: SCL = ONE / DLAPY2( DNRM2( N, VL( 1, I ), 1 ),
624: $ DNRM2( N, VL( 1, I+1 ), 1 ) )
625: CALL DSCAL( N, SCL, VL( 1, I ), 1 )
626: CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 )
627: DO 10 K = 1, N
628: WORK( K ) = VL( K, I )**2 + VL( K, I+1 )**2
629: 10 CONTINUE
630: K = IDAMAX( N, WORK, 1 )
631: CALL DLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R )
632: CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN )
633: VL( K, I+1 ) = ZERO
634: END IF
635: 20 CONTINUE
636: END IF
637: *
638: IF( WANTVR ) THEN
639: *
640: * Undo balancing of right eigenvectors
641: *
642: CALL DGEBAK( BALANC, 'R', N, ILO, IHI, SCALE, N, VR, LDVR,
643: $ IERR )
644: *
645: * Normalize right eigenvectors and make largest component real
646: *
647: DO 40 I = 1, N
648: IF( WI( I ).EQ.ZERO ) THEN
649: SCL = ONE / DNRM2( N, VR( 1, I ), 1 )
650: CALL DSCAL( N, SCL, VR( 1, I ), 1 )
651: ELSE IF( WI( I ).GT.ZERO ) THEN
652: SCL = ONE / DLAPY2( DNRM2( N, VR( 1, I ), 1 ),
653: $ DNRM2( N, VR( 1, I+1 ), 1 ) )
654: CALL DSCAL( N, SCL, VR( 1, I ), 1 )
655: CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 )
656: DO 30 K = 1, N
657: WORK( K ) = VR( K, I )**2 + VR( K, I+1 )**2
658: 30 CONTINUE
659: K = IDAMAX( N, WORK, 1 )
660: CALL DLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R )
661: CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN )
662: VR( K, I+1 ) = ZERO
663: END IF
664: 40 CONTINUE
665: END IF
666: *
667: * Undo scaling if necessary
668: *
669: 50 CONTINUE
670: IF( SCALEA ) THEN
671: CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ),
672: $ MAX( N-INFO, 1 ), IERR )
673: CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ),
674: $ MAX( N-INFO, 1 ), IERR )
675: IF( INFO.EQ.0 ) THEN
676: IF( ( WNTSNV .OR. WNTSNB ) .AND. ICOND.EQ.0 )
677: $ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, RCONDV, N,
678: $ IERR )
679: ELSE
680: CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N,
681: $ IERR )
682: CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N,
683: $ IERR )
684: END IF
685: END IF
686: *
687: WORK( 1 ) = MAXWRK
688: RETURN
689: *
690: * End of DGEEVX
691: *
692: END
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