--- rpl/lapack/lapack/dgegs.f 2010/12/21 13:53:25 1.7 +++ rpl/lapack/lapack/dgegs.f 2011/11/21 20:42:50 1.8 @@ -1,11 +1,236 @@ +*> \brief DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGEGS + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHAR, +* ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, +* LWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBVSL, JOBVSR +* INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), +* $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ), +* $ VSR( LDVSR, * ), WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> This routine is deprecated and has been replaced by routine DGGES. +*> +*> DGEGS computes the eigenvalues, real Schur form, and, optionally, +*> left and or/right Schur vectors of a real matrix pair (A,B). +*> Given two square matrices A and B, the generalized real Schur +*> factorization has the form +*> +*> A = Q*S*Z**T, B = Q*T*Z**T +*> +*> where Q and Z are orthogonal matrices, T is upper triangular, and S +*> is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal +*> blocks, the 2-by-2 blocks corresponding to complex conjugate pairs +*> of eigenvalues of (A,B). The columns of Q are the left Schur vectors +*> and the columns of Z are the right Schur vectors. +*> +*> If only the eigenvalues of (A,B) are needed, the driver routine +*> DGEGV should be used instead. See DGEGV for a description of the +*> eigenvalues of the generalized nonsymmetric eigenvalue problem +*> (GNEP). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBVSL +*> \verbatim +*> JOBVSL is CHARACTER*1 +*> = 'N': do not compute the left Schur vectors; +*> = 'V': compute the left Schur vectors (returned in VSL). +*> \endverbatim +*> +*> \param[in] JOBVSR +*> \verbatim +*> JOBVSR is CHARACTER*1 +*> = 'N': do not compute the right Schur vectors; +*> = 'V': compute the right Schur vectors (returned in VSR). +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A, B, VSL, and VSR. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA, N) +*> On entry, the matrix A. +*> On exit, the upper quasi-triangular matrix S from the +*> generalized real Schur factorization. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] B +*> \verbatim +*> B is DOUBLE PRECISION array, dimension (LDB, N) +*> On entry, the matrix B. +*> On exit, the upper triangular matrix T from the generalized +*> real Schur factorization. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] ALPHAR +*> \verbatim +*> ALPHAR is DOUBLE PRECISION array, dimension (N) +*> The real parts of each scalar alpha defining an eigenvalue +*> of GNEP. +*> \endverbatim +*> +*> \param[out] ALPHAI +*> \verbatim +*> ALPHAI is DOUBLE PRECISION array, dimension (N) +*> The imaginary parts of each scalar alpha defining an +*> eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th +*> eigenvalue is real; if positive, then the j-th and (j+1)-st +*> eigenvalues are a complex conjugate pair, with +*> ALPHAI(j+1) = -ALPHAI(j). +*> \endverbatim +*> +*> \param[out] BETA +*> \verbatim +*> BETA is DOUBLE PRECISION array, dimension (N) +*> The scalars beta that define the eigenvalues of GNEP. +*> Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and +*> beta = BETA(j) represent the j-th eigenvalue of the matrix +*> pair (A,B), in one of the forms lambda = alpha/beta or +*> mu = beta/alpha. Since either lambda or mu may overflow, +*> they should not, in general, be computed. +*> \endverbatim +*> +*> \param[out] VSL +*> \verbatim +*> VSL is DOUBLE PRECISION array, dimension (LDVSL,N) +*> If JOBVSL = 'V', the matrix of left Schur vectors Q. +*> Not referenced if JOBVSL = 'N'. +*> \endverbatim +*> +*> \param[in] LDVSL +*> \verbatim +*> LDVSL is INTEGER +*> The leading dimension of the matrix VSL. LDVSL >=1, and +*> if JOBVSL = 'V', LDVSL >= N. +*> \endverbatim +*> +*> \param[out] VSR +*> \verbatim +*> VSR is DOUBLE PRECISION array, dimension (LDVSR,N) +*> If JOBVSR = 'V', the matrix of right Schur vectors Z. +*> Not referenced if JOBVSR = 'N'. +*> \endverbatim +*> +*> \param[in] LDVSR +*> \verbatim +*> LDVSR is INTEGER +*> The leading dimension of the matrix VSR. LDVSR >= 1, and +*> if JOBVSR = 'V', LDVSR >= N. +*> \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(1,4*N). +*> For good performance, LWORK must generally be larger. +*> To compute the optimal value of LWORK, call ILAENV to get +*> blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: +*> NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR +*> The optimal LWORK is 2*N + N*(NB+1). +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> = 1,...,N: +*> The QZ iteration failed. (A,B) are not in Schur +*> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should +*> be correct for j=INFO+1,...,N. +*> > N: errors that usually indicate LAPACK problems: +*> =N+1: error return from DGGBAL +*> =N+2: error return from DGEQRF +*> =N+3: error return from DORMQR +*> =N+4: error return from DORGQR +*> =N+5: error return from DGGHRD +*> =N+6: error return from DHGEQZ (other than failed +*> iteration) +*> =N+7: error return from DGGBAK (computing VSL) +*> =N+8: error return from DGGBAK (computing VSR) +*> =N+9: error return from DLASCL (various places) +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleGEeigen +* +* ===================================================================== SUBROUTINE DGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHAR, $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, $ LWORK, INFO ) * -* -- LAPACK driver routine (version 3.2) -- +* -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* November 2011 * * .. Scalar Arguments .. CHARACTER JOBVSL, JOBVSR @@ -17,129 +242,6 @@ $ VSR( LDVSR, * ), WORK( * ) * .. * -* Purpose -* ======= -* -* This routine is deprecated and has been replaced by routine DGGES. -* -* DGEGS computes the eigenvalues, real Schur form, and, optionally, -* left and or/right Schur vectors of a real matrix pair (A,B). -* Given two square matrices A and B, the generalized real Schur -* factorization has the form -* -* A = Q*S*Z**T, B = Q*T*Z**T -* -* where Q and Z are orthogonal matrices, T is upper triangular, and S -* is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal -* blocks, the 2-by-2 blocks corresponding to complex conjugate pairs -* of eigenvalues of (A,B). The columns of Q are the left Schur vectors -* and the columns of Z are the right Schur vectors. -* -* If only the eigenvalues of (A,B) are needed, the driver routine -* DGEGV should be used instead. See DGEGV for a description of the -* eigenvalues of the generalized nonsymmetric eigenvalue problem -* (GNEP). -* -* Arguments -* ========= -* -* JOBVSL (input) CHARACTER*1 -* = 'N': do not compute the left Schur vectors; -* = 'V': compute the left Schur vectors (returned in VSL). -* -* JOBVSR (input) CHARACTER*1 -* = 'N': do not compute the right Schur vectors; -* = 'V': compute the right Schur vectors (returned in VSR). -* -* N (input) INTEGER -* The order of the matrices A, B, VSL, and VSR. N >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) -* On entry, the matrix A. -* On exit, the upper quasi-triangular matrix S from the -* generalized real Schur factorization. -* -* LDA (input) INTEGER -* The leading dimension of A. LDA >= max(1,N). -* -* B (input/output) DOUBLE PRECISION array, dimension (LDB, N) -* On entry, the matrix B. -* On exit, the upper triangular matrix T from the generalized -* real Schur factorization. -* -* LDB (input) INTEGER -* The leading dimension of B. LDB >= max(1,N). -* -* ALPHAR (output) DOUBLE PRECISION array, dimension (N) -* The real parts of each scalar alpha defining an eigenvalue -* of GNEP. -* -* ALPHAI (output) DOUBLE PRECISION array, dimension (N) -* The imaginary parts of each scalar alpha defining an -* eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th -* eigenvalue is real; if positive, then the j-th and (j+1)-st -* eigenvalues are a complex conjugate pair, with -* ALPHAI(j+1) = -ALPHAI(j). -* -* BETA (output) DOUBLE PRECISION array, dimension (N) -* The scalars beta that define the eigenvalues of GNEP. -* Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and -* beta = BETA(j) represent the j-th eigenvalue of the matrix -* pair (A,B), in one of the forms lambda = alpha/beta or -* mu = beta/alpha. Since either lambda or mu may overflow, -* they should not, in general, be computed. -* -* VSL (output) DOUBLE PRECISION array, dimension (LDVSL,N) -* If JOBVSL = 'V', the matrix of left Schur vectors Q. -* Not referenced if JOBVSL = 'N'. -* -* LDVSL (input) INTEGER -* The leading dimension of the matrix VSL. LDVSL >=1, and -* if JOBVSL = 'V', LDVSL >= N. -* -* VSR (output) DOUBLE PRECISION array, dimension (LDVSR,N) -* If JOBVSR = 'V', the matrix of right Schur vectors Z. -* Not referenced if JOBVSR = 'N'. -* -* LDVSR (input) INTEGER -* The leading dimension of the matrix VSR. LDVSR >= 1, and -* if JOBVSR = 'V', LDVSR >= N. -* -* 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(1,4*N). -* For good performance, LWORK must generally be larger. -* To compute the optimal value of LWORK, call ILAENV to get -* blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: -* NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR -* The optimal LWORK is 2*N + N*(NB+1). -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal size of the WORK array, returns -* this value as the first entry of the WORK array, and no error -* message related to LWORK is issued by XERBLA. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value. -* = 1,...,N: -* The QZ iteration failed. (A,B) are not in Schur -* form, but ALPHAR(j), ALPHAI(j), and BETA(j) should -* be correct for j=INFO+1,...,N. -* > N: errors that usually indicate LAPACK problems: -* =N+1: error return from DGGBAL -* =N+2: error return from DGEQRF -* =N+3: error return from DORMQR -* =N+4: error return from DORGQR -* =N+5: error return from DGGHRD -* =N+6: error return from DHGEQZ (other than failed -* iteration) -* =N+7: error return from DGGBAK (computing VSL) -* =N+8: error return from DGGBAK (computing VSR) -* =N+9: error return from DLASCL (various places) -* * ===================================================================== * * .. Parameters ..