Diff for /rpl/lapack/lapack/dgges.f between versions 1.3 and 1.18

version 1.3, 2010/08/06 15:28:37 version 1.18, 2023/08/07 08:38:50
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   *> \brief <b> DGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
   *
   *  =========== DOCUMENTATION ===========
   *
   * Online html documentation available at
   *            http://www.netlib.org/lapack/explore-html/
   *
   *> \htmlonly
   *> Download DGGES + dependencies
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgges.f">
   *> [TGZ]</a>
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgges.f">
   *> [ZIP]</a>
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgges.f">
   *> [TXT]</a>
   *> \endhtmlonly
   *
   *  Definition:
   *  ===========
   *
   *       SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
   *                         SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
   *                         LDVSR, WORK, LWORK, BWORK, INFO )
   *
   *       .. Scalar Arguments ..
   *       CHARACTER          JOBVSL, JOBVSR, SORT
   *       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
   *       ..
   *       .. Array Arguments ..
   *       LOGICAL            BWORK( * )
   *       DOUBLE PRECISION   A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
   *      $                   B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
   *      $                   VSR( LDVSR, * ), WORK( * )
   *       ..
   *       .. Function Arguments ..
   *       LOGICAL            SELCTG
   *       EXTERNAL           SELCTG
   *       ..
   *
   *
   *> \par Purpose:
   *  =============
   *>
   *> \verbatim
   *>
   *> DGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B),
   *> the generalized eigenvalues, the generalized real Schur form (S,T),
   *> optionally, the left and/or right matrices of Schur vectors (VSL and
   *> VSR). This gives the generalized Schur factorization
   *>
   *>          (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
   *>
   *> Optionally, it also orders the eigenvalues so that a selected cluster
   *> of eigenvalues appears in the leading diagonal blocks of the upper
   *> quasi-triangular matrix S and the upper triangular matrix T.The
   *> leading columns of VSL and VSR then form an orthonormal basis for the
   *> corresponding left and right eigenspaces (deflating subspaces).
   *>
   *> (If only the generalized eigenvalues are needed, use the driver
   *> DGGEV instead, which is faster.)
   *>
   *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
   *> or a ratio alpha/beta = w, such that  A - w*B is singular.  It is
   *> usually represented as the pair (alpha,beta), as there is a
   *> reasonable interpretation for beta=0 or both being zero.
   *>
   *> A pair of matrices (S,T) is in generalized real Schur form if T is
   *> upper triangular with non-negative diagonal and S is block upper
   *> triangular with 1-by-1 and 2-by-2 blocks.  1-by-1 blocks correspond
   *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
   *> "standardized" by making the corresponding elements of T have the
   *> form:
   *>         [  a  0  ]
   *>         [  0  b  ]
   *>
   *> and the pair of corresponding 2-by-2 blocks in S and T will have a
   *> complex conjugate pair of generalized eigenvalues.
   *>
   *> \endverbatim
   *
   *  Arguments:
   *  ==========
   *
   *> \param[in] JOBVSL
   *> \verbatim
   *>          JOBVSL is CHARACTER*1
   *>          = 'N':  do not compute the left Schur vectors;
   *>          = 'V':  compute the left Schur vectors.
   *> \endverbatim
   *>
   *> \param[in] JOBVSR
   *> \verbatim
   *>          JOBVSR is CHARACTER*1
   *>          = 'N':  do not compute the right Schur vectors;
   *>          = 'V':  compute the right Schur vectors.
   *> \endverbatim
   *>
   *> \param[in] SORT
   *> \verbatim
   *>          SORT is CHARACTER*1
   *>          Specifies whether or not to order the eigenvalues on the
   *>          diagonal of the generalized Schur form.
   *>          = 'N':  Eigenvalues are not ordered;
   *>          = 'S':  Eigenvalues are ordered (see SELCTG);
   *> \endverbatim
   *>
   *> \param[in] SELCTG
   *> \verbatim
   *>          SELCTG is a LOGICAL FUNCTION of three DOUBLE PRECISION arguments
   *>          SELCTG must be declared EXTERNAL in the calling subroutine.
   *>          If SORT = 'N', SELCTG is not referenced.
   *>          If SORT = 'S', SELCTG is used to select eigenvalues to sort
   *>          to the top left of the Schur form.
   *>          An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
   *>          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
   *>          one of a complex conjugate pair of eigenvalues is selected,
   *>          then both complex eigenvalues are selected.
   *>
   *>          Note that in the ill-conditioned case, a selected complex
   *>          eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
   *>          BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
   *>          in this case.
   *> \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 first of the pair of matrices.
   *>          On exit, A has been overwritten by its generalized Schur
   *>          form S.
   *> \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 second of the pair of matrices.
   *>          On exit, B has been overwritten by its generalized Schur
   *>          form T.
   *> \endverbatim
   *>
   *> \param[in] LDB
   *> \verbatim
   *>          LDB is INTEGER
   *>          The leading dimension of B.  LDB >= 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 SELCTG is true.  (Complex conjugate pairs for which
   *>          SELCTG is true for either eigenvalue count as 2.)
   *> \endverbatim
   *>
   *> \param[out] ALPHAR
   *> \verbatim
   *>          ALPHAR is DOUBLE PRECISION array, dimension (N)
   *> \endverbatim
   *>
   *> \param[out] ALPHAI
   *> \verbatim
   *>          ALPHAI is DOUBLE PRECISION array, dimension (N)
   *> \endverbatim
   *>
   *> \param[out] BETA
   *> \verbatim
   *>          BETA is DOUBLE PRECISION array, dimension (N)
   *>          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
   *>          be the generalized eigenvalues.  ALPHAR(j) + ALPHAI(j)*i,
   *>          and  BETA(j),j=1,...,N are the diagonals of the complex Schur
   *>          form (S,T) that would result if the 2-by-2 diagonal blocks of
   *>          the real Schur form of (A,B) were further reduced to
   *>          triangular form using 2-by-2 complex unitary transformations.
   *>          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) negative.
   *>
   *>          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
   *>          may easily over- or underflow, and BETA(j) may even be zero.
   *>          Thus, the user should avoid naively computing the ratio.
   *>          However, ALPHAR and ALPHAI will be always less than and
   *>          usually comparable with norm(A) in magnitude, and BETA always
   *>          less than and usually comparable with norm(B).
   *> \endverbatim
   *>
   *> \param[out] VSL
   *> \verbatim
   *>          VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
   *>          If JOBVSL = 'V', VSL will contain the left Schur vectors.
   *>          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', VSR will contain the right Schur vectors.
   *>          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.
   *>          If N = 0, LWORK >= 1, else LWORK >= 8*N+16.
   *>          For good performance , LWORK must generally be larger.
   *>
   *>          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] 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.
   *>          = 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:  =N+1: other than QZ iteration failed in DHGEQZ.
   *>                =N+2: after reordering, roundoff changed values of
   *>                      some complex eigenvalues so that leading
   *>                      eigenvalues in the Generalized Schur form no
   *>                      longer satisfy SELCTG=.TRUE.  This could also
   *>                      be caused due to scaling.
   *>                =N+3: reordering failed in DTGSEN.
   *> \endverbatim
   *
   *  Authors:
   *  ========
   *
   *> \author Univ. of Tennessee
   *> \author Univ. of California Berkeley
   *> \author Univ. of Colorado Denver
   *> \author NAG Ltd.
   *
   *> \ingroup doubleGEeigen
   *
   *  =====================================================================
       SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,        SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
      $                  SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,       $                  SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
      $                  LDVSR, WORK, LWORK, BWORK, INFO )       $                  LDVSR, WORK, LWORK, BWORK, INFO )
 *  *
 *  -- LAPACK driver routine (version 3.2) --  *  -- LAPACK driver routine --
 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --  *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--  *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 *     November 2006  
 *  *
 *     .. Scalar Arguments ..  *     .. Scalar Arguments ..
       CHARACTER          JOBVSL, JOBVSR, SORT        CHARACTER          JOBVSL, JOBVSR, SORT
Line 22 Line 301
       EXTERNAL           SELCTG        EXTERNAL           SELCTG
 *     ..  *     ..
 *  *
 *  Purpose  
 *  =======  
 *  
 *  DGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B),  
 *  the generalized eigenvalues, the generalized real Schur form (S,T),  
 *  optionally, the left and/or right matrices of Schur vectors (VSL and  
 *  VSR). This gives the generalized Schur factorization  
 *  
 *           (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )  
 *  
 *  Optionally, it also orders the eigenvalues so that a selected cluster  
 *  of eigenvalues appears in the leading diagonal blocks of the upper  
 *  quasi-triangular matrix S and the upper triangular matrix T.The  
 *  leading columns of VSL and VSR then form an orthonormal basis for the  
 *  corresponding left and right eigenspaces (deflating subspaces).  
 *  
 *  (If only the generalized eigenvalues are needed, use the driver  
 *  DGGEV instead, which is faster.)  
 *  
 *  A generalized eigenvalue for a pair of matrices (A,B) is a scalar w  
 *  or a ratio alpha/beta = w, such that  A - w*B is singular.  It is  
 *  usually represented as the pair (alpha,beta), as there is a  
 *  reasonable interpretation for beta=0 or both being zero.  
 *  
 *  A pair of matrices (S,T) is in generalized real Schur form if T is  
 *  upper triangular with non-negative diagonal and S is block upper  
 *  triangular with 1-by-1 and 2-by-2 blocks.  1-by-1 blocks correspond  
 *  to real generalized eigenvalues, while 2-by-2 blocks of S will be  
 *  "standardized" by making the corresponding elements of T have the  
 *  form:  
 *          [  a  0  ]  
 *          [  0  b  ]  
 *  
 *  and the pair of corresponding 2-by-2 blocks in S and T will have a  
 *  complex conjugate pair of generalized eigenvalues.  
 *  
 *  
 *  Arguments  
 *  =========  
 *  
 *  JOBVSL  (input) CHARACTER*1  
 *          = 'N':  do not compute the left Schur vectors;  
 *          = 'V':  compute the left Schur vectors.  
 *  
 *  JOBVSR  (input) CHARACTER*1  
 *          = 'N':  do not compute the right Schur vectors;  
 *          = 'V':  compute the right Schur vectors.  
 *  
 *  SORT    (input) CHARACTER*1  
 *          Specifies whether or not to order the eigenvalues on the  
 *          diagonal of the generalized Schur form.  
 *          = 'N':  Eigenvalues are not ordered;  
 *          = 'S':  Eigenvalues are ordered (see SELCTG);  
 *  
 *  SELCTG  (external procedure) LOGICAL FUNCTION of three DOUBLE PRECISION arguments  
 *          SELCTG must be declared EXTERNAL in the calling subroutine.  
 *          If SORT = 'N', SELCTG is not referenced.  
 *          If SORT = 'S', SELCTG is used to select eigenvalues to sort  
 *          to the top left of the Schur form.  
 *          An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if  
 *          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either  
 *          one of a complex conjugate pair of eigenvalues is selected,  
 *          then both complex eigenvalues are selected.  
 *  
 *          Note that in the ill-conditioned case, a selected complex  
 *          eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),  
 *          BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2  
 *          in this case.  
 *  
 *  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 first of the pair of matrices.  
 *          On exit, A has been overwritten by its generalized Schur  
 *          form S.  
 *  
 *  LDA     (input) INTEGER  
 *          The leading dimension of A.  LDA >= max(1,N).  
 *  
 *  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)  
 *          On entry, the second of the pair of matrices.  
 *          On exit, B has been overwritten by its generalized Schur  
 *          form T.  
 *  
 *  LDB     (input) INTEGER  
 *          The leading dimension of B.  LDB >= max(1,N).  
 *  
 *  SDIM    (output) INTEGER  
 *          If SORT = 'N', SDIM = 0.  
 *          If SORT = 'S', SDIM = number of eigenvalues (after sorting)  
 *          for which SELCTG is true.  (Complex conjugate pairs for which  
 *          SELCTG is true for either eigenvalue count as 2.)  
 *  
 *  ALPHAR  (output) DOUBLE PRECISION array, dimension (N)  
 *  ALPHAI  (output) DOUBLE PRECISION array, dimension (N)  
 *  BETA    (output) DOUBLE PRECISION array, dimension (N)  
 *          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will  
 *          be the generalized eigenvalues.  ALPHAR(j) + ALPHAI(j)*i,  
 *          and  BETA(j),j=1,...,N are the diagonals of the complex Schur  
 *          form (S,T) that would result if the 2-by-2 diagonal blocks of  
 *          the real Schur form of (A,B) were further reduced to  
 *          triangular form using 2-by-2 complex unitary transformations.  
 *          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) negative.  
 *  
 *          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)  
 *          may easily over- or underflow, and BETA(j) may even be zero.  
 *          Thus, the user should avoid naively computing the ratio.  
 *          However, ALPHAR and ALPHAI will be always less than and  
 *          usually comparable with norm(A) in magnitude, and BETA always  
 *          less than and usually comparable with norm(B).  
 *  
 *  VSL     (output) DOUBLE PRECISION array, dimension (LDVSL,N)  
 *          If JOBVSL = 'V', VSL will contain the left Schur vectors.  
 *          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', VSR will contain the right Schur vectors.  
 *          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.  
 *          If N = 0, LWORK >= 1, else LWORK >= 8*N+16.  
 *          For good performance , LWORK must generally be larger.  
 *  
 *          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.  
 *  
 *  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.  
 *          = 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:  =N+1: other than QZ iteration failed in DHGEQZ.  
 *                =N+2: after reordering, roundoff changed values of  
 *                      some complex eigenvalues so that leading  
 *                      eigenvalues in the Generalized Schur form no  
 *                      longer satisfy SELCTG=.TRUE.  This could also  
 *                      be caused due to scaling.  
 *                =N+3: reordering failed in DTGSEN.  
 *  
 *  =====================================================================  *  =====================================================================
 *  *
 *     .. Parameters ..  *     .. Parameters ..

Removed from v.1.3  
changed lines
  Added in v.1.18


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