File:  [local] / rpl / lapack / lapack / dgeevx.f
Revision 1.5: download - view: text, annotated - select for diffs - revision graph
Sat Aug 7 13:22:12 2010 UTC (13 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour globale de Lapack 3.2.2.

    1:       SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI,
    2:      $                   VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM,
    3:      $                   RCONDE, RCONDV, WORK, LWORK, IWORK, INFO )
    4: *
    5: *  -- LAPACK driver routine (version 3.2) --
    6: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    7: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    8: *     November 2006
    9: *
   10: *     .. Scalar Arguments ..
   11:       CHARACTER          BALANC, JOBVL, JOBVR, SENSE
   12:       INTEGER            IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
   13:       DOUBLE PRECISION   ABNRM
   14: *     ..
   15: *     .. Array Arguments ..
   16:       INTEGER            IWORK( * )
   17:       DOUBLE PRECISION   A( LDA, * ), RCONDE( * ), RCONDV( * ),
   18:      $                   SCALE( * ), VL( LDVL, * ), VR( LDVR, * ),
   19:      $                   WI( * ), WORK( * ), WR( * )
   20: *     ..
   21: *
   22: *  Purpose
   23: *  =======
   24: *
   25: *  DGEEVX computes for an N-by-N real nonsymmetric matrix A, the
   26: *  eigenvalues and, optionally, the left and/or right eigenvectors.
   27: *
   28: *  Optionally also, it computes a balancing transformation to improve
   29: *  the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
   30: *  SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues
   31: *  (RCONDE), and reciprocal condition numbers for the right
   32: *  eigenvectors (RCONDV).
   33: *
   34: *  The right eigenvector v(j) of A satisfies
   35: *                   A * v(j) = lambda(j) * v(j)
   36: *  where lambda(j) is its eigenvalue.
   37: *  The left eigenvector u(j) of A satisfies
   38: *                u(j)**H * A = lambda(j) * u(j)**H
   39: *  where u(j)**H denotes the conjugate transpose of u(j).
   40: *
   41: *  The computed eigenvectors are normalized to have Euclidean norm
   42: *  equal to 1 and largest component real.
   43: *
   44: *  Balancing a matrix means permuting the rows and columns to make it
   45: *  more nearly upper triangular, and applying a diagonal similarity
   46: *  transformation D * A * D**(-1), where D is a diagonal matrix, to
   47: *  make its rows and columns closer in norm and the condition numbers
   48: *  of its eigenvalues and eigenvectors smaller.  The computed
   49: *  reciprocal condition numbers correspond to the balanced matrix.
   50: *  Permuting rows and columns will not change the condition numbers
   51: *  (in exact arithmetic) but diagonal scaling will.  For further
   52: *  explanation of balancing, see section 4.10.2 of the LAPACK
   53: *  Users' Guide.
   54: *
   55: *  Arguments
   56: *  =========
   57: *
   58: *  BALANC  (input) CHARACTER*1
   59: *          Indicates how the input matrix should be diagonally scaled
   60: *          and/or permuted to improve the conditioning of its
   61: *          eigenvalues.
   62: *          = 'N': Do not diagonally scale or permute;
   63: *          = 'P': Perform permutations to make the matrix more nearly
   64: *                 upper triangular. Do not diagonally scale;
   65: *          = 'S': Diagonally scale the matrix, i.e. replace A by
   66: *                 D*A*D**(-1), where D is a diagonal matrix chosen
   67: *                 to make the rows and columns of A more equal in
   68: *                 norm. Do not permute;
   69: *          = 'B': Both diagonally scale and permute A.
   70: *
   71: *          Computed reciprocal condition numbers will be for the matrix
   72: *          after balancing and/or permuting. Permuting does not change
   73: *          condition numbers (in exact arithmetic), but balancing does.
   74: *
   75: *  JOBVL   (input) CHARACTER*1
   76: *          = 'N': left eigenvectors of A are not computed;
   77: *          = 'V': left eigenvectors of A are computed.
   78: *          If SENSE = 'E' or 'B', JOBVL must = 'V'.
   79: *
   80: *  JOBVR   (input) CHARACTER*1
   81: *          = 'N': right eigenvectors of A are not computed;
   82: *          = 'V': right eigenvectors of A are computed.
   83: *          If SENSE = 'E' or 'B', JOBVR must = 'V'.
   84: *
   85: *  SENSE   (input) CHARACTER*1
   86: *          Determines which reciprocal condition numbers are computed.
   87: *          = 'N': None are computed;
   88: *          = 'E': Computed for eigenvalues only;
   89: *          = 'V': Computed for right eigenvectors only;
   90: *          = 'B': Computed for eigenvalues and right eigenvectors.
   91: *
   92: *          If SENSE = 'E' or 'B', both left and right eigenvectors
   93: *          must also be computed (JOBVL = 'V' and JOBVR = 'V').
   94: *
   95: *  N       (input) INTEGER
   96: *          The order of the matrix A. N >= 0.
   97: *
   98: *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
   99: *          On entry, the N-by-N matrix A.
  100: *          On exit, A has been overwritten.  If JOBVL = 'V' or
  101: *          JOBVR = 'V', A contains the real Schur form of the balanced
  102: *          version of the input matrix A.
  103: *
  104: *  LDA     (input) INTEGER
  105: *          The leading dimension of the array A.  LDA >= max(1,N).
  106: *
  107: *  WR      (output) DOUBLE PRECISION array, dimension (N)
  108: *  WI      (output) DOUBLE PRECISION array, dimension (N)
  109: *          WR and WI contain the real and imaginary parts,
  110: *          respectively, of the computed eigenvalues.  Complex
  111: *          conjugate pairs of eigenvalues will appear consecutively
  112: *          with the eigenvalue having the positive imaginary part
  113: *          first.
  114: *
  115: *  VL      (output) DOUBLE PRECISION array, dimension (LDVL,N)
  116: *          If JOBVL = 'V', the left eigenvectors u(j) are stored one
  117: *          after another in the columns of VL, in the same order
  118: *          as their eigenvalues.
  119: *          If JOBVL = 'N', VL is not referenced.
  120: *          If the j-th eigenvalue is real, then u(j) = VL(:,j),
  121: *          the j-th column of VL.
  122: *          If the j-th and (j+1)-st eigenvalues form a complex
  123: *          conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and
  124: *          u(j+1) = VL(:,j) - i*VL(:,j+1).
  125: *
  126: *  LDVL    (input) INTEGER
  127: *          The leading dimension of the array VL.  LDVL >= 1; if
  128: *          JOBVL = 'V', LDVL >= N.
  129: *
  130: *  VR      (output) DOUBLE PRECISION array, dimension (LDVR,N)
  131: *          If JOBVR = 'V', the right eigenvectors v(j) are stored one
  132: *          after another in the columns of VR, in the same order
  133: *          as their eigenvalues.
  134: *          If JOBVR = 'N', VR is not referenced.
  135: *          If the j-th eigenvalue is real, then v(j) = VR(:,j),
  136: *          the j-th column of VR.
  137: *          If the j-th and (j+1)-st eigenvalues form a complex
  138: *          conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and
  139: *          v(j+1) = VR(:,j) - i*VR(:,j+1).
  140: *
  141: *  LDVR    (input) INTEGER
  142: *          The leading dimension of the array VR.  LDVR >= 1, and if
  143: *          JOBVR = 'V', LDVR >= N.
  144: *
  145: *  ILO     (output) INTEGER
  146: *  IHI     (output) INTEGER
  147: *          ILO and IHI are integer values determined when A was
  148: *          balanced.  The balanced A(i,j) = 0 if I > J and
  149: *          J = 1,...,ILO-1 or I = IHI+1,...,N.
  150: *
  151: *  SCALE   (output) DOUBLE PRECISION array, dimension (N)
  152: *          Details of the permutations and scaling factors applied
  153: *          when balancing A.  If P(j) is the index of the row and column
  154: *          interchanged with row and column j, and D(j) is the scaling
  155: *          factor applied to row and column j, then
  156: *          SCALE(J) = P(J),    for J = 1,...,ILO-1
  157: *                   = D(J),    for J = ILO,...,IHI
  158: *                   = P(J)     for J = IHI+1,...,N.
  159: *          The order in which the interchanges are made is N to IHI+1,
  160: *          then 1 to ILO-1.
  161: *
  162: *  ABNRM   (output) DOUBLE PRECISION
  163: *          The one-norm of the balanced matrix (the maximum
  164: *          of the sum of absolute values of elements of any column).
  165: *
  166: *  RCONDE  (output) DOUBLE PRECISION array, dimension (N)
  167: *          RCONDE(j) is the reciprocal condition number of the j-th
  168: *          eigenvalue.
  169: *
  170: *  RCONDV  (output) DOUBLE PRECISION array, dimension (N)
  171: *          RCONDV(j) is the reciprocal condition number of the j-th
  172: *          right eigenvector.
  173: *
  174: *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  175: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  176: *
  177: *  LWORK   (input) INTEGER
  178: *          The dimension of the array WORK.   If SENSE = 'N' or 'E',
  179: *          LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V',
  180: *          LWORK >= 3*N.  If SENSE = 'V' or 'B', LWORK >= N*(N+6).
  181: *          For good performance, LWORK must generally be larger.
  182: *
  183: *          If LWORK = -1, then a workspace query is assumed; the routine
  184: *          only calculates the optimal size of the WORK array, returns
  185: *          this value as the first entry of the WORK array, and no error
  186: *          message related to LWORK is issued by XERBLA.
  187: *
  188: *  IWORK   (workspace) INTEGER array, dimension (2*N-2)
  189: *          If SENSE = 'N' or 'E', not referenced.
  190: *
  191: *  INFO    (output) INTEGER
  192: *          = 0:  successful exit
  193: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
  194: *          > 0:  if INFO = i, the QR algorithm failed to compute all the
  195: *                eigenvalues, and no eigenvectors or condition numbers
  196: *                have been computed; elements 1:ILO-1 and i+1:N of WR
  197: *                and WI contain eigenvalues which have converged.
  198: *
  199: *  =====================================================================
  200: *
  201: *     .. Parameters ..
  202:       DOUBLE PRECISION   ZERO, ONE
  203:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
  204: *     ..
  205: *     .. Local Scalars ..
  206:       LOGICAL            LQUERY, SCALEA, WANTVL, WANTVR, WNTSNB, WNTSNE,
  207:      $                   WNTSNN, WNTSNV
  208:       CHARACTER          JOB, SIDE
  209:       INTEGER            HSWORK, I, ICOND, IERR, ITAU, IWRK, K, MAXWRK,
  210:      $                   MINWRK, NOUT
  211:       DOUBLE PRECISION   ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM,
  212:      $                   SN
  213: *     ..
  214: *     .. Local Arrays ..
  215:       LOGICAL            SELECT( 1 )
  216:       DOUBLE PRECISION   DUM( 1 )
  217: *     ..
  218: *     .. External Subroutines ..
  219:       EXTERNAL           DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLABAD, DLACPY,
  220:      $                   DLARTG, DLASCL, DORGHR, DROT, DSCAL, DTREVC,
  221:      $                   DTRSNA, XERBLA
  222: *     ..
  223: *     .. External Functions ..
  224:       LOGICAL            LSAME
  225:       INTEGER            IDAMAX, ILAENV
  226:       DOUBLE PRECISION   DLAMCH, DLANGE, DLAPY2, DNRM2
  227:       EXTERNAL           LSAME, IDAMAX, ILAENV, DLAMCH, DLANGE, DLAPY2,
  228:      $                   DNRM2
  229: *     ..
  230: *     .. Intrinsic Functions ..
  231:       INTRINSIC          MAX, SQRT
  232: *     ..
  233: *     .. Executable Statements ..
  234: *
  235: *     Test the input arguments
  236: *
  237:       INFO = 0
  238:       LQUERY = ( LWORK.EQ.-1 )
  239:       WANTVL = LSAME( JOBVL, 'V' )
  240:       WANTVR = LSAME( JOBVR, 'V' )
  241:       WNTSNN = LSAME( SENSE, 'N' )
  242:       WNTSNE = LSAME( SENSE, 'E' )
  243:       WNTSNV = LSAME( SENSE, 'V' )
  244:       WNTSNB = LSAME( SENSE, 'B' )
  245:       IF( .NOT.( LSAME( BALANC, 'N' ) .OR. LSAME( BALANC,
  246:      $    'S' ) .OR. LSAME( BALANC, 'P' ) .OR. LSAME( BALANC, 'B' ) ) )
  247:      $     THEN
  248:          INFO = -1
  249:       ELSE IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN
  250:          INFO = -2
  251:       ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN
  252:          INFO = -3
  253:       ELSE IF( .NOT.( WNTSNN .OR. WNTSNE .OR. WNTSNB .OR. WNTSNV ) .OR.
  254:      $         ( ( WNTSNE .OR. WNTSNB ) .AND. .NOT.( WANTVL .AND.
  255:      $         WANTVR ) ) ) THEN
  256:          INFO = -4
  257:       ELSE IF( N.LT.0 ) THEN
  258:          INFO = -5
  259:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  260:          INFO = -7
  261:       ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN
  262:          INFO = -11
  263:       ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN
  264:          INFO = -13
  265:       END IF
  266: *
  267: *     Compute workspace
  268: *      (Note: Comments in the code beginning "Workspace:" describe the
  269: *       minimal amount of workspace needed at that point in the code,
  270: *       as well as the preferred amount for good performance.
  271: *       NB refers to the optimal block size for the immediately
  272: *       following subroutine, as returned by ILAENV.
  273: *       HSWORK refers to the workspace preferred by DHSEQR, as
  274: *       calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
  275: *       the worst case.)
  276: *
  277:       IF( INFO.EQ.0 ) THEN
  278:          IF( N.EQ.0 ) THEN
  279:             MINWRK = 1
  280:             MAXWRK = 1
  281:          ELSE
  282:             MAXWRK = N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
  283: *
  284:             IF( WANTVL ) THEN
  285:                CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VL, LDVL,
  286:      $                WORK, -1, INFO )
  287:             ELSE IF( WANTVR ) THEN
  288:                CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VR, LDVR,
  289:      $                WORK, -1, INFO )
  290:             ELSE
  291:                IF( WNTSNN ) THEN
  292:                   CALL DHSEQR( 'E', 'N', N, 1, N, A, LDA, WR, WI, VR,
  293:      $                LDVR, WORK, -1, INFO )
  294:                ELSE
  295:                   CALL DHSEQR( 'S', 'N', N, 1, N, A, LDA, WR, WI, VR,
  296:      $                LDVR, WORK, -1, INFO )
  297:                END IF
  298:             END IF
  299:             HSWORK = WORK( 1 )
  300: *
  301:             IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN
  302:                MINWRK = 2*N
  303:                IF( .NOT.WNTSNN )
  304:      $            MINWRK = MAX( MINWRK, N*N+6*N )
  305:                MAXWRK = MAX( MAXWRK, HSWORK )
  306:                IF( .NOT.WNTSNN )
  307:      $            MAXWRK = MAX( MAXWRK, N*N + 6*N )
  308:             ELSE
  309:                MINWRK = 3*N
  310:                IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
  311:      $            MINWRK = MAX( MINWRK, N*N + 6*N )
  312:                MAXWRK = MAX( MAXWRK, HSWORK )
  313:                MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'DORGHR',
  314:      $                       ' ', N, 1, N, -1 ) )
  315:                IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
  316:      $            MAXWRK = MAX( MAXWRK, N*N + 6*N )
  317:                MAXWRK = MAX( MAXWRK, 3*N )
  318:             END IF
  319:             MAXWRK = MAX( MAXWRK, MINWRK )
  320:          END IF
  321:          WORK( 1 ) = MAXWRK
  322: *
  323:          IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  324:             INFO = -21
  325:          END IF
  326:       END IF
  327: *
  328:       IF( INFO.NE.0 ) THEN
  329:          CALL XERBLA( 'DGEEVX', -INFO )
  330:          RETURN
  331:       ELSE IF( LQUERY ) THEN
  332:          RETURN
  333:       END IF
  334: *
  335: *     Quick return if possible
  336: *
  337:       IF( N.EQ.0 )
  338:      $   RETURN
  339: *
  340: *     Get machine constants
  341: *
  342:       EPS = DLAMCH( 'P' )
  343:       SMLNUM = DLAMCH( 'S' )
  344:       BIGNUM = ONE / SMLNUM
  345:       CALL DLABAD( SMLNUM, BIGNUM )
  346:       SMLNUM = SQRT( SMLNUM ) / EPS
  347:       BIGNUM = ONE / SMLNUM
  348: *
  349: *     Scale A if max element outside range [SMLNUM,BIGNUM]
  350: *
  351:       ICOND = 0
  352:       ANRM = DLANGE( 'M', N, N, A, LDA, DUM )
  353:       SCALEA = .FALSE.
  354:       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  355:          SCALEA = .TRUE.
  356:          CSCALE = SMLNUM
  357:       ELSE IF( ANRM.GT.BIGNUM ) THEN
  358:          SCALEA = .TRUE.
  359:          CSCALE = BIGNUM
  360:       END IF
  361:       IF( SCALEA )
  362:      $   CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
  363: *
  364: *     Balance the matrix and compute ABNRM
  365: *
  366:       CALL DGEBAL( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR )
  367:       ABNRM = DLANGE( '1', N, N, A, LDA, DUM )
  368:       IF( SCALEA ) THEN
  369:          DUM( 1 ) = ABNRM
  370:          CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR )
  371:          ABNRM = DUM( 1 )
  372:       END IF
  373: *
  374: *     Reduce to upper Hessenberg form
  375: *     (Workspace: need 2*N, prefer N+N*NB)
  376: *
  377:       ITAU = 1
  378:       IWRK = ITAU + N
  379:       CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
  380:      $             LWORK-IWRK+1, IERR )
  381: *
  382:       IF( WANTVL ) THEN
  383: *
  384: *        Want left eigenvectors
  385: *        Copy Householder vectors to VL
  386: *
  387:          SIDE = 'L'
  388:          CALL DLACPY( 'L', N, N, A, LDA, VL, LDVL )
  389: *
  390: *        Generate orthogonal matrix in VL
  391: *        (Workspace: need 2*N-1, prefer N+(N-1)*NB)
  392: *
  393:          CALL DORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ),
  394:      $                LWORK-IWRK+1, IERR )
  395: *
  396: *        Perform QR iteration, accumulating Schur vectors in VL
  397: *        (Workspace: need 1, prefer HSWORK (see comments) )
  398: *
  399:          IWRK = ITAU
  400:          CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL,
  401:      $                WORK( IWRK ), LWORK-IWRK+1, INFO )
  402: *
  403:          IF( WANTVR ) THEN
  404: *
  405: *           Want left and right eigenvectors
  406: *           Copy Schur vectors to VR
  407: *
  408:             SIDE = 'B'
  409:             CALL DLACPY( 'F', N, N, VL, LDVL, VR, LDVR )
  410:          END IF
  411: *
  412:       ELSE IF( WANTVR ) THEN
  413: *
  414: *        Want right eigenvectors
  415: *        Copy Householder vectors to VR
  416: *
  417:          SIDE = 'R'
  418:          CALL DLACPY( 'L', N, N, A, LDA, VR, LDVR )
  419: *
  420: *        Generate orthogonal matrix in VR
  421: *        (Workspace: need 2*N-1, prefer N+(N-1)*NB)
  422: *
  423:          CALL DORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
  424:      $                LWORK-IWRK+1, IERR )
  425: *
  426: *        Perform QR iteration, accumulating Schur vectors in VR
  427: *        (Workspace: need 1, prefer HSWORK (see comments) )
  428: *
  429:          IWRK = ITAU
  430:          CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
  431:      $                WORK( IWRK ), LWORK-IWRK+1, INFO )
  432: *
  433:       ELSE
  434: *
  435: *        Compute eigenvalues only
  436: *        If condition numbers desired, compute Schur form
  437: *
  438:          IF( WNTSNN ) THEN
  439:             JOB = 'E'
  440:          ELSE
  441:             JOB = 'S'
  442:          END IF
  443: *
  444: *        (Workspace: need 1, prefer HSWORK (see comments) )
  445: *
  446:          IWRK = ITAU
  447:          CALL DHSEQR( JOB, 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
  448:      $                WORK( IWRK ), LWORK-IWRK+1, INFO )
  449:       END IF
  450: *
  451: *     If INFO > 0 from DHSEQR, then quit
  452: *
  453:       IF( INFO.GT.0 )
  454:      $   GO TO 50
  455: *
  456:       IF( WANTVL .OR. WANTVR ) THEN
  457: *
  458: *        Compute left and/or right eigenvectors
  459: *        (Workspace: need 3*N)
  460: *
  461:          CALL DTREVC( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
  462:      $                N, NOUT, WORK( IWRK ), IERR )
  463:       END IF
  464: *
  465: *     Compute condition numbers if desired
  466: *     (Workspace: need N*N+6*N unless SENSE = 'E')
  467: *
  468:       IF( .NOT.WNTSNN ) THEN
  469:          CALL DTRSNA( SENSE, 'A', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
  470:      $                RCONDE, RCONDV, N, NOUT, WORK( IWRK ), N, IWORK,
  471:      $                ICOND )
  472:       END IF
  473: *
  474:       IF( WANTVL ) THEN
  475: *
  476: *        Undo balancing of left eigenvectors
  477: *
  478:          CALL DGEBAK( BALANC, 'L', N, ILO, IHI, SCALE, N, VL, LDVL,
  479:      $                IERR )
  480: *
  481: *        Normalize left eigenvectors and make largest component real
  482: *
  483:          DO 20 I = 1, N
  484:             IF( WI( I ).EQ.ZERO ) THEN
  485:                SCL = ONE / DNRM2( N, VL( 1, I ), 1 )
  486:                CALL DSCAL( N, SCL, VL( 1, I ), 1 )
  487:             ELSE IF( WI( I ).GT.ZERO ) THEN
  488:                SCL = ONE / DLAPY2( DNRM2( N, VL( 1, I ), 1 ),
  489:      $               DNRM2( N, VL( 1, I+1 ), 1 ) )
  490:                CALL DSCAL( N, SCL, VL( 1, I ), 1 )
  491:                CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 )
  492:                DO 10 K = 1, N
  493:                   WORK( K ) = VL( K, I )**2 + VL( K, I+1 )**2
  494:    10          CONTINUE
  495:                K = IDAMAX( N, WORK, 1 )
  496:                CALL DLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R )
  497:                CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN )
  498:                VL( K, I+1 ) = ZERO
  499:             END IF
  500:    20    CONTINUE
  501:       END IF
  502: *
  503:       IF( WANTVR ) THEN
  504: *
  505: *        Undo balancing of right eigenvectors
  506: *
  507:          CALL DGEBAK( BALANC, 'R', N, ILO, IHI, SCALE, N, VR, LDVR,
  508:      $                IERR )
  509: *
  510: *        Normalize right eigenvectors and make largest component real
  511: *
  512:          DO 40 I = 1, N
  513:             IF( WI( I ).EQ.ZERO ) THEN
  514:                SCL = ONE / DNRM2( N, VR( 1, I ), 1 )
  515:                CALL DSCAL( N, SCL, VR( 1, I ), 1 )
  516:             ELSE IF( WI( I ).GT.ZERO ) THEN
  517:                SCL = ONE / DLAPY2( DNRM2( N, VR( 1, I ), 1 ),
  518:      $               DNRM2( N, VR( 1, I+1 ), 1 ) )
  519:                CALL DSCAL( N, SCL, VR( 1, I ), 1 )
  520:                CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 )
  521:                DO 30 K = 1, N
  522:                   WORK( K ) = VR( K, I )**2 + VR( K, I+1 )**2
  523:    30          CONTINUE
  524:                K = IDAMAX( N, WORK, 1 )
  525:                CALL DLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R )
  526:                CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN )
  527:                VR( K, I+1 ) = ZERO
  528:             END IF
  529:    40    CONTINUE
  530:       END IF
  531: *
  532: *     Undo scaling if necessary
  533: *
  534:    50 CONTINUE
  535:       IF( SCALEA ) THEN
  536:          CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ),
  537:      $                MAX( N-INFO, 1 ), IERR )
  538:          CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ),
  539:      $                MAX( N-INFO, 1 ), IERR )
  540:          IF( INFO.EQ.0 ) THEN
  541:             IF( ( WNTSNV .OR. WNTSNB ) .AND. ICOND.EQ.0 )
  542:      $         CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, RCONDV, N,
  543:      $                      IERR )
  544:          ELSE
  545:             CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N,
  546:      $                   IERR )
  547:             CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N,
  548:      $                   IERR )
  549:          END IF
  550:       END IF
  551: *
  552:       WORK( 1 ) = MAXWRK
  553:       RETURN
  554: *
  555: *     End of DGEEVX
  556: *
  557:       END

CVSweb interface <joel.bertrand@systella.fr>