Annotation of rpl/lapack/lapack/dgegv.f, revision 1.7
1.1 bertrand 1: SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
2: $ BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
3: *
4: * -- LAPACK driver routine (version 3.2) --
5: * -- LAPACK is a software package provided by Univ. of Tennessee, --
6: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
7: * November 2006
8: *
9: * .. Scalar Arguments ..
10: CHARACTER JOBVL, JOBVR
11: INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
12: * ..
13: * .. Array Arguments ..
14: DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
15: $ B( LDB, * ), BETA( * ), VL( LDVL, * ),
16: $ VR( LDVR, * ), WORK( * )
17: * ..
18: *
19: * Purpose
20: * =======
21: *
22: * This routine is deprecated and has been replaced by routine DGGEV.
23: *
24: * DGEGV computes the eigenvalues and, optionally, the left and/or right
25: * eigenvectors of a real matrix pair (A,B).
26: * Given two square matrices A and B,
27: * the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
28: * eigenvalues lambda and corresponding (non-zero) eigenvectors x such
29: * that
30: *
31: * A*x = lambda*B*x.
32: *
33: * An alternate form is to find the eigenvalues mu and corresponding
34: * eigenvectors y such that
35: *
36: * mu*A*y = B*y.
37: *
38: * These two forms are equivalent with mu = 1/lambda and x = y if
39: * neither lambda nor mu is zero. In order to deal with the case that
40: * lambda or mu is zero or small, two values alpha and beta are returned
41: * for each eigenvalue, such that lambda = alpha/beta and
42: * mu = beta/alpha.
43: *
44: * The vectors x and y in the above equations are right eigenvectors of
45: * the matrix pair (A,B). Vectors u and v satisfying
46: *
47: * u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B
48: *
49: * are left eigenvectors of (A,B).
50: *
51: * Note: this routine performs "full balancing" on A and B -- see
52: * "Further Details", below.
53: *
54: * Arguments
55: * =========
56: *
57: * JOBVL (input) CHARACTER*1
58: * = 'N': do not compute the left generalized eigenvectors;
59: * = 'V': compute the left generalized eigenvectors (returned
60: * in VL).
61: *
62: * JOBVR (input) CHARACTER*1
63: * = 'N': do not compute the right generalized eigenvectors;
64: * = 'V': compute the right generalized eigenvectors (returned
65: * in VR).
66: *
67: * N (input) INTEGER
68: * The order of the matrices A, B, VL, and VR. N >= 0.
69: *
70: * A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
71: * On entry, the matrix A.
72: * If JOBVL = 'V' or JOBVR = 'V', then on exit A
73: * contains the real Schur form of A from the generalized Schur
74: * factorization of the pair (A,B) after balancing.
75: * If no eigenvectors were computed, then only the diagonal
76: * blocks from the Schur form will be correct. See DGGHRD and
77: * DHGEQZ for details.
78: *
79: * LDA (input) INTEGER
80: * The leading dimension of A. LDA >= max(1,N).
81: *
82: * B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
83: * On entry, the matrix B.
84: * If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the
85: * upper triangular matrix obtained from B in the generalized
86: * Schur factorization of the pair (A,B) after balancing.
87: * If no eigenvectors were computed, then only those elements of
88: * B corresponding to the diagonal blocks from the Schur form of
89: * A will be correct. See DGGHRD and DHGEQZ for details.
90: *
91: * LDB (input) INTEGER
92: * The leading dimension of B. LDB >= max(1,N).
93: *
94: * ALPHAR (output) DOUBLE PRECISION array, dimension (N)
95: * The real parts of each scalar alpha defining an eigenvalue of
96: * GNEP.
97: *
98: * ALPHAI (output) DOUBLE PRECISION array, dimension (N)
99: * The imaginary parts of each scalar alpha defining an
100: * eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th
101: * eigenvalue is real; if positive, then the j-th and
102: * (j+1)-st eigenvalues are a complex conjugate pair, with
103: * ALPHAI(j+1) = -ALPHAI(j).
104: *
105: * BETA (output) DOUBLE PRECISION array, dimension (N)
106: * The scalars beta that define the eigenvalues of GNEP.
107: *
108: * Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
109: * beta = BETA(j) represent the j-th eigenvalue of the matrix
110: * pair (A,B), in one of the forms lambda = alpha/beta or
111: * mu = beta/alpha. Since either lambda or mu may overflow,
112: * they should not, in general, be computed.
113: *
114: * VL (output) DOUBLE PRECISION array, dimension (LDVL,N)
115: * If JOBVL = 'V', the left eigenvectors u(j) are stored
116: * in the columns of VL, in the same order as their eigenvalues.
117: * If the j-th eigenvalue is real, then u(j) = VL(:,j).
118: * If the j-th and (j+1)-st eigenvalues form a complex conjugate
119: * pair, then
120: * u(j) = VL(:,j) + i*VL(:,j+1)
121: * and
122: * u(j+1) = VL(:,j) - i*VL(:,j+1).
123: *
124: * Each eigenvector is scaled so that its largest component has
125: * abs(real part) + abs(imag. part) = 1, except for eigenvectors
126: * corresponding to an eigenvalue with alpha = beta = 0, which
127: * are set to zero.
128: * Not referenced if JOBVL = 'N'.
129: *
130: * LDVL (input) INTEGER
131: * The leading dimension of the matrix VL. LDVL >= 1, and
132: * if JOBVL = 'V', LDVL >= N.
133: *
134: * VR (output) DOUBLE PRECISION array, dimension (LDVR,N)
135: * If JOBVR = 'V', the right eigenvectors x(j) are stored
136: * in the columns of VR, in the same order as their eigenvalues.
137: * If the j-th eigenvalue is real, then x(j) = VR(:,j).
138: * If the j-th and (j+1)-st eigenvalues form a complex conjugate
139: * pair, then
140: * x(j) = VR(:,j) + i*VR(:,j+1)
141: * and
142: * x(j+1) = VR(:,j) - i*VR(:,j+1).
143: *
144: * Each eigenvector is scaled so that its largest component has
145: * abs(real part) + abs(imag. part) = 1, except for eigenvalues
146: * corresponding to an eigenvalue with alpha = beta = 0, which
147: * are set to zero.
148: * Not referenced if JOBVR = 'N'.
149: *
150: * LDVR (input) INTEGER
151: * The leading dimension of the matrix VR. LDVR >= 1, and
152: * if JOBVR = 'V', LDVR >= N.
153: *
154: * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
155: * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
156: *
157: * LWORK (input) INTEGER
158: * The dimension of the array WORK. LWORK >= max(1,8*N).
159: * For good performance, LWORK must generally be larger.
160: * To compute the optimal value of LWORK, call ILAENV to get
161: * blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute:
162: * NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR;
163: * The optimal LWORK is:
164: * 2*N + MAX( 6*N, N*(NB+1) ).
165: *
166: * If LWORK = -1, then a workspace query is assumed; the routine
167: * only calculates the optimal size of the WORK array, returns
168: * this value as the first entry of the WORK array, and no error
169: * message related to LWORK is issued by XERBLA.
170: *
171: * INFO (output) INTEGER
172: * = 0: successful exit
173: * < 0: if INFO = -i, the i-th argument had an illegal value.
174: * = 1,...,N:
175: * The QZ iteration failed. No eigenvectors have been
176: * calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)
177: * should be correct for j=INFO+1,...,N.
178: * > N: errors that usually indicate LAPACK problems:
179: * =N+1: error return from DGGBAL
180: * =N+2: error return from DGEQRF
181: * =N+3: error return from DORMQR
182: * =N+4: error return from DORGQR
183: * =N+5: error return from DGGHRD
184: * =N+6: error return from DHGEQZ (other than failed
185: * iteration)
186: * =N+7: error return from DTGEVC
187: * =N+8: error return from DGGBAK (computing VL)
188: * =N+9: error return from DGGBAK (computing VR)
189: * =N+10: error return from DLASCL (various calls)
190: *
191: * Further Details
192: * ===============
193: *
194: * Balancing
195: * ---------
196: *
197: * This driver calls DGGBAL to both permute and scale rows and columns
198: * of A and B. The permutations PL and PR are chosen so that PL*A*PR
199: * and PL*B*R will be upper triangular except for the diagonal blocks
200: * A(i:j,i:j) and B(i:j,i:j), with i and j as close together as
201: * possible. The diagonal scaling matrices DL and DR are chosen so
202: * that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to
203: * one (except for the elements that start out zero.)
204: *
205: * After the eigenvalues and eigenvectors of the balanced matrices
206: * have been computed, DGGBAK transforms the eigenvectors back to what
207: * they would have been (in perfect arithmetic) if they had not been
208: * balanced.
209: *
210: * Contents of A and B on Exit
211: * -------- -- - --- - -- ----
212: *
213: * If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or
214: * both), then on exit the arrays A and B will contain the real Schur
215: * form[*] of the "balanced" versions of A and B. If no eigenvectors
216: * are computed, then only the diagonal blocks will be correct.
217: *
218: * [*] See DHGEQZ, DGEGS, or read the book "Matrix Computations",
219: * by Golub & van Loan, pub. by Johns Hopkins U. Press.
220: *
221: * =====================================================================
222: *
223: * .. Parameters ..
224: DOUBLE PRECISION ZERO, ONE
225: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
226: * ..
227: * .. Local Scalars ..
228: LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY
229: CHARACTER CHTEMP
230: INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
231: $ IN, IRIGHT, IROWS, ITAU, IWORK, JC, JR, LOPT,
232: $ LWKMIN, LWKOPT, NB, NB1, NB2, NB3
233: DOUBLE PRECISION ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM,
234: $ BNRM1, BNRM2, EPS, ONEPLS, SAFMAX, SAFMIN,
235: $ SALFAI, SALFAR, SBETA, SCALE, TEMP
236: * ..
237: * .. Local Arrays ..
238: LOGICAL LDUMMA( 1 )
239: * ..
240: * .. External Subroutines ..
241: EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY,
242: $ DLASCL, DLASET, DORGQR, DORMQR, DTGEVC, XERBLA
243: * ..
244: * .. External Functions ..
245: LOGICAL LSAME
246: INTEGER ILAENV
247: DOUBLE PRECISION DLAMCH, DLANGE
248: EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
249: * ..
250: * .. Intrinsic Functions ..
251: INTRINSIC ABS, INT, MAX
252: * ..
253: * .. Executable Statements ..
254: *
255: * Decode the input arguments
256: *
257: IF( LSAME( JOBVL, 'N' ) ) THEN
258: IJOBVL = 1
259: ILVL = .FALSE.
260: ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
261: IJOBVL = 2
262: ILVL = .TRUE.
263: ELSE
264: IJOBVL = -1
265: ILVL = .FALSE.
266: END IF
267: *
268: IF( LSAME( JOBVR, 'N' ) ) THEN
269: IJOBVR = 1
270: ILVR = .FALSE.
271: ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
272: IJOBVR = 2
273: ILVR = .TRUE.
274: ELSE
275: IJOBVR = -1
276: ILVR = .FALSE.
277: END IF
278: ILV = ILVL .OR. ILVR
279: *
280: * Test the input arguments
281: *
282: LWKMIN = MAX( 8*N, 1 )
283: LWKOPT = LWKMIN
284: WORK( 1 ) = LWKOPT
285: LQUERY = ( LWORK.EQ.-1 )
286: INFO = 0
287: IF( IJOBVL.LE.0 ) THEN
288: INFO = -1
289: ELSE IF( IJOBVR.LE.0 ) THEN
290: INFO = -2
291: ELSE IF( N.LT.0 ) THEN
292: INFO = -3
293: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
294: INFO = -5
295: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
296: INFO = -7
297: ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
298: INFO = -12
299: ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
300: INFO = -14
301: ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
302: INFO = -16
303: END IF
304: *
305: IF( INFO.EQ.0 ) THEN
306: NB1 = ILAENV( 1, 'DGEQRF', ' ', N, N, -1, -1 )
307: NB2 = ILAENV( 1, 'DORMQR', ' ', N, N, N, -1 )
308: NB3 = ILAENV( 1, 'DORGQR', ' ', N, N, N, -1 )
309: NB = MAX( NB1, NB2, NB3 )
310: LOPT = 2*N + MAX( 6*N, N*( NB+1 ) )
311: WORK( 1 ) = LOPT
312: END IF
313: *
314: IF( INFO.NE.0 ) THEN
315: CALL XERBLA( 'DGEGV ', -INFO )
316: RETURN
317: ELSE IF( LQUERY ) THEN
318: RETURN
319: END IF
320: *
321: * Quick return if possible
322: *
323: IF( N.EQ.0 )
324: $ RETURN
325: *
326: * Get machine constants
327: *
328: EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
329: SAFMIN = DLAMCH( 'S' )
330: SAFMIN = SAFMIN + SAFMIN
331: SAFMAX = ONE / SAFMIN
332: ONEPLS = ONE + ( 4*EPS )
333: *
334: * Scale A
335: *
336: ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
337: ANRM1 = ANRM
338: ANRM2 = ONE
339: IF( ANRM.LT.ONE ) THEN
340: IF( SAFMAX*ANRM.LT.ONE ) THEN
341: ANRM1 = SAFMIN
342: ANRM2 = SAFMAX*ANRM
343: END IF
344: END IF
345: *
346: IF( ANRM.GT.ZERO ) THEN
347: CALL DLASCL( 'G', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO )
348: IF( IINFO.NE.0 ) THEN
349: INFO = N + 10
350: RETURN
351: END IF
352: END IF
353: *
354: * Scale B
355: *
356: BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
357: BNRM1 = BNRM
358: BNRM2 = ONE
359: IF( BNRM.LT.ONE ) THEN
360: IF( SAFMAX*BNRM.LT.ONE ) THEN
361: BNRM1 = SAFMIN
362: BNRM2 = SAFMAX*BNRM
363: END IF
364: END IF
365: *
366: IF( BNRM.GT.ZERO ) THEN
367: CALL DLASCL( 'G', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO )
368: IF( IINFO.NE.0 ) THEN
369: INFO = N + 10
370: RETURN
371: END IF
372: END IF
373: *
374: * Permute the matrix to make it more nearly triangular
375: * Workspace layout: (8*N words -- "work" requires 6*N words)
376: * left_permutation, right_permutation, work...
377: *
378: ILEFT = 1
379: IRIGHT = N + 1
380: IWORK = IRIGHT + N
381: CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
382: $ WORK( IRIGHT ), WORK( IWORK ), IINFO )
383: IF( IINFO.NE.0 ) THEN
384: INFO = N + 1
385: GO TO 120
386: END IF
387: *
388: * Reduce B to triangular form, and initialize VL and/or VR
389: * Workspace layout: ("work..." must have at least N words)
390: * left_permutation, right_permutation, tau, work...
391: *
392: IROWS = IHI + 1 - ILO
393: IF( ILV ) THEN
394: ICOLS = N + 1 - ILO
395: ELSE
396: ICOLS = IROWS
397: END IF
398: ITAU = IWORK
399: IWORK = ITAU + IROWS
400: CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
401: $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
402: IF( IINFO.GE.0 )
403: $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
404: IF( IINFO.NE.0 ) THEN
405: INFO = N + 2
406: GO TO 120
407: END IF
408: *
409: CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
410: $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
411: $ LWORK+1-IWORK, IINFO )
412: IF( IINFO.GE.0 )
413: $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
414: IF( IINFO.NE.0 ) THEN
415: INFO = N + 3
416: GO TO 120
417: END IF
418: *
419: IF( ILVL ) THEN
420: CALL DLASET( 'Full', N, N, ZERO, ONE, VL, LDVL )
421: CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
422: $ VL( ILO+1, ILO ), LDVL )
423: CALL DORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
424: $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
425: $ IINFO )
426: IF( IINFO.GE.0 )
427: $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
428: IF( IINFO.NE.0 ) THEN
429: INFO = N + 4
430: GO TO 120
431: END IF
432: END IF
433: *
434: IF( ILVR )
435: $ CALL DLASET( 'Full', N, N, ZERO, ONE, VR, LDVR )
436: *
437: * Reduce to generalized Hessenberg form
438: *
439: IF( ILV ) THEN
440: *
441: * Eigenvectors requested -- work on whole matrix.
442: *
443: CALL DGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
444: $ LDVL, VR, LDVR, IINFO )
445: ELSE
446: CALL DGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
447: $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IINFO )
448: END IF
449: IF( IINFO.NE.0 ) THEN
450: INFO = N + 5
451: GO TO 120
452: END IF
453: *
454: * Perform QZ algorithm
455: * Workspace layout: ("work..." must have at least 1 word)
456: * left_permutation, right_permutation, work...
457: *
458: IWORK = ITAU
459: IF( ILV ) THEN
460: CHTEMP = 'S'
461: ELSE
462: CHTEMP = 'E'
463: END IF
464: CALL DHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
465: $ ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
466: $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
467: IF( IINFO.GE.0 )
468: $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
469: IF( IINFO.NE.0 ) THEN
470: IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
471: INFO = IINFO
472: ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN
473: INFO = IINFO - N
474: ELSE
475: INFO = N + 6
476: END IF
477: GO TO 120
478: END IF
479: *
480: IF( ILV ) THEN
481: *
482: * Compute Eigenvectors (DTGEVC requires 6*N words of workspace)
483: *
484: IF( ILVL ) THEN
485: IF( ILVR ) THEN
486: CHTEMP = 'B'
487: ELSE
488: CHTEMP = 'L'
489: END IF
490: ELSE
491: CHTEMP = 'R'
492: END IF
493: *
494: CALL DTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
495: $ VR, LDVR, N, IN, WORK( IWORK ), IINFO )
496: IF( IINFO.NE.0 ) THEN
497: INFO = N + 7
498: GO TO 120
499: END IF
500: *
501: * Undo balancing on VL and VR, rescale
502: *
503: IF( ILVL ) THEN
504: CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
505: $ WORK( IRIGHT ), N, VL, LDVL, IINFO )
506: IF( IINFO.NE.0 ) THEN
507: INFO = N + 8
508: GO TO 120
509: END IF
510: DO 50 JC = 1, N
511: IF( ALPHAI( JC ).LT.ZERO )
512: $ GO TO 50
513: TEMP = ZERO
514: IF( ALPHAI( JC ).EQ.ZERO ) THEN
515: DO 10 JR = 1, N
516: TEMP = MAX( TEMP, ABS( VL( JR, JC ) ) )
517: 10 CONTINUE
518: ELSE
519: DO 20 JR = 1, N
520: TEMP = MAX( TEMP, ABS( VL( JR, JC ) )+
521: $ ABS( VL( JR, JC+1 ) ) )
522: 20 CONTINUE
523: END IF
524: IF( TEMP.LT.SAFMIN )
525: $ GO TO 50
526: TEMP = ONE / TEMP
527: IF( ALPHAI( JC ).EQ.ZERO ) THEN
528: DO 30 JR = 1, N
529: VL( JR, JC ) = VL( JR, JC )*TEMP
530: 30 CONTINUE
531: ELSE
532: DO 40 JR = 1, N
533: VL( JR, JC ) = VL( JR, JC )*TEMP
534: VL( JR, JC+1 ) = VL( JR, JC+1 )*TEMP
535: 40 CONTINUE
536: END IF
537: 50 CONTINUE
538: END IF
539: IF( ILVR ) THEN
540: CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
541: $ WORK( IRIGHT ), N, VR, LDVR, IINFO )
542: IF( IINFO.NE.0 ) THEN
543: INFO = N + 9
544: GO TO 120
545: END IF
546: DO 100 JC = 1, N
547: IF( ALPHAI( JC ).LT.ZERO )
548: $ GO TO 100
549: TEMP = ZERO
550: IF( ALPHAI( JC ).EQ.ZERO ) THEN
551: DO 60 JR = 1, N
552: TEMP = MAX( TEMP, ABS( VR( JR, JC ) ) )
553: 60 CONTINUE
554: ELSE
555: DO 70 JR = 1, N
556: TEMP = MAX( TEMP, ABS( VR( JR, JC ) )+
557: $ ABS( VR( JR, JC+1 ) ) )
558: 70 CONTINUE
559: END IF
560: IF( TEMP.LT.SAFMIN )
561: $ GO TO 100
562: TEMP = ONE / TEMP
563: IF( ALPHAI( JC ).EQ.ZERO ) THEN
564: DO 80 JR = 1, N
565: VR( JR, JC ) = VR( JR, JC )*TEMP
566: 80 CONTINUE
567: ELSE
568: DO 90 JR = 1, N
569: VR( JR, JC ) = VR( JR, JC )*TEMP
570: VR( JR, JC+1 ) = VR( JR, JC+1 )*TEMP
571: 90 CONTINUE
572: END IF
573: 100 CONTINUE
574: END IF
575: *
576: * End of eigenvector calculation
577: *
578: END IF
579: *
580: * Undo scaling in alpha, beta
581: *
582: * Note: this does not give the alpha and beta for the unscaled
583: * problem.
584: *
585: * Un-scaling is limited to avoid underflow in alpha and beta
586: * if they are significant.
587: *
588: DO 110 JC = 1, N
589: ABSAR = ABS( ALPHAR( JC ) )
590: ABSAI = ABS( ALPHAI( JC ) )
591: ABSB = ABS( BETA( JC ) )
592: SALFAR = ANRM*ALPHAR( JC )
593: SALFAI = ANRM*ALPHAI( JC )
594: SBETA = BNRM*BETA( JC )
595: ILIMIT = .FALSE.
596: SCALE = ONE
597: *
598: * Check for significant underflow in ALPHAI
599: *
600: IF( ABS( SALFAI ).LT.SAFMIN .AND. ABSAI.GE.
601: $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSB ) ) THEN
602: ILIMIT = .TRUE.
603: SCALE = ( ONEPLS*SAFMIN / ANRM1 ) /
604: $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAI )
605: *
606: ELSE IF( SALFAI.EQ.ZERO ) THEN
607: *
608: * If insignificant underflow in ALPHAI, then make the
609: * conjugate eigenvalue real.
610: *
611: IF( ALPHAI( JC ).LT.ZERO .AND. JC.GT.1 ) THEN
612: ALPHAI( JC-1 ) = ZERO
613: ELSE IF( ALPHAI( JC ).GT.ZERO .AND. JC.LT.N ) THEN
614: ALPHAI( JC+1 ) = ZERO
615: END IF
616: END IF
617: *
618: * Check for significant underflow in ALPHAR
619: *
620: IF( ABS( SALFAR ).LT.SAFMIN .AND. ABSAR.GE.
621: $ MAX( SAFMIN, EPS*ABSAI, EPS*ABSB ) ) THEN
622: ILIMIT = .TRUE.
623: SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / ANRM1 ) /
624: $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAR ) )
625: END IF
626: *
627: * Check for significant underflow in BETA
628: *
629: IF( ABS( SBETA ).LT.SAFMIN .AND. ABSB.GE.
630: $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSAI ) ) THEN
631: ILIMIT = .TRUE.
632: SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / BNRM1 ) /
633: $ MAX( ONEPLS*SAFMIN, BNRM2*ABSB ) )
634: END IF
635: *
636: * Check for possible overflow when limiting scaling
637: *
638: IF( ILIMIT ) THEN
639: TEMP = ( SCALE*SAFMIN )*MAX( ABS( SALFAR ), ABS( SALFAI ),
640: $ ABS( SBETA ) )
641: IF( TEMP.GT.ONE )
642: $ SCALE = SCALE / TEMP
643: IF( SCALE.LT.ONE )
644: $ ILIMIT = .FALSE.
645: END IF
646: *
647: * Recompute un-scaled ALPHAR, ALPHAI, BETA if necessary.
648: *
649: IF( ILIMIT ) THEN
650: SALFAR = ( SCALE*ALPHAR( JC ) )*ANRM
651: SALFAI = ( SCALE*ALPHAI( JC ) )*ANRM
652: SBETA = ( SCALE*BETA( JC ) )*BNRM
653: END IF
654: ALPHAR( JC ) = SALFAR
655: ALPHAI( JC ) = SALFAI
656: BETA( JC ) = SBETA
657: 110 CONTINUE
658: *
659: 120 CONTINUE
660: WORK( 1 ) = LWKOPT
661: *
662: RETURN
663: *
664: * End of DGEGV
665: *
666: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to dgegv.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack