Annotation of rpl/lapack/lapack/dgges.f, revision 1.16
1.8 bertrand 1: *> \brief <b> DGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download DGGES + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgges.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgges.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgges.f">
1.8 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
22: * SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
23: * LDVSR, WORK, LWORK, BWORK, INFO )
1.15 bertrand 24: *
1.8 bertrand 25: * .. Scalar Arguments ..
26: * CHARACTER JOBVSL, JOBVSR, SORT
27: * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
28: * ..
29: * .. Array Arguments ..
30: * LOGICAL BWORK( * )
31: * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
32: * $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
33: * $ VSR( LDVSR, * ), WORK( * )
34: * ..
35: * .. Function Arguments ..
36: * LOGICAL SELCTG
37: * EXTERNAL SELCTG
38: * ..
1.15 bertrand 39: *
1.8 bertrand 40: *
41: *> \par Purpose:
42: * =============
43: *>
44: *> \verbatim
45: *>
46: *> DGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B),
47: *> the generalized eigenvalues, the generalized real Schur form (S,T),
48: *> optionally, the left and/or right matrices of Schur vectors (VSL and
49: *> VSR). This gives the generalized Schur factorization
50: *>
51: *> (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
52: *>
53: *> Optionally, it also orders the eigenvalues so that a selected cluster
54: *> of eigenvalues appears in the leading diagonal blocks of the upper
55: *> quasi-triangular matrix S and the upper triangular matrix T.The
56: *> leading columns of VSL and VSR then form an orthonormal basis for the
57: *> corresponding left and right eigenspaces (deflating subspaces).
58: *>
59: *> (If only the generalized eigenvalues are needed, use the driver
60: *> DGGEV instead, which is faster.)
61: *>
62: *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
63: *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
64: *> usually represented as the pair (alpha,beta), as there is a
65: *> reasonable interpretation for beta=0 or both being zero.
66: *>
67: *> A pair of matrices (S,T) is in generalized real Schur form if T is
68: *> upper triangular with non-negative diagonal and S is block upper
69: *> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
70: *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
71: *> "standardized" by making the corresponding elements of T have the
72: *> form:
73: *> [ a 0 ]
74: *> [ 0 b ]
75: *>
76: *> and the pair of corresponding 2-by-2 blocks in S and T will have a
77: *> complex conjugate pair of generalized eigenvalues.
78: *>
79: *> \endverbatim
80: *
81: * Arguments:
82: * ==========
83: *
84: *> \param[in] JOBVSL
85: *> \verbatim
86: *> JOBVSL is CHARACTER*1
87: *> = 'N': do not compute the left Schur vectors;
88: *> = 'V': compute the left Schur vectors.
89: *> \endverbatim
90: *>
91: *> \param[in] JOBVSR
92: *> \verbatim
93: *> JOBVSR is CHARACTER*1
94: *> = 'N': do not compute the right Schur vectors;
95: *> = 'V': compute the right Schur vectors.
96: *> \endverbatim
97: *>
98: *> \param[in] SORT
99: *> \verbatim
100: *> SORT is CHARACTER*1
101: *> Specifies whether or not to order the eigenvalues on the
102: *> diagonal of the generalized Schur form.
103: *> = 'N': Eigenvalues are not ordered;
104: *> = 'S': Eigenvalues are ordered (see SELCTG);
105: *> \endverbatim
106: *>
107: *> \param[in] SELCTG
108: *> \verbatim
1.10 bertrand 109: *> SELCTG is a LOGICAL FUNCTION of three DOUBLE PRECISION arguments
1.8 bertrand 110: *> SELCTG must be declared EXTERNAL in the calling subroutine.
111: *> If SORT = 'N', SELCTG is not referenced.
112: *> If SORT = 'S', SELCTG is used to select eigenvalues to sort
113: *> to the top left of the Schur form.
114: *> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
115: *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
116: *> one of a complex conjugate pair of eigenvalues is selected,
117: *> then both complex eigenvalues are selected.
118: *>
119: *> Note that in the ill-conditioned case, a selected complex
120: *> eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
121: *> BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
122: *> in this case.
123: *> \endverbatim
124: *>
125: *> \param[in] N
126: *> \verbatim
127: *> N is INTEGER
128: *> The order of the matrices A, B, VSL, and VSR. N >= 0.
129: *> \endverbatim
130: *>
131: *> \param[in,out] A
132: *> \verbatim
133: *> A is DOUBLE PRECISION array, dimension (LDA, N)
134: *> On entry, the first of the pair of matrices.
135: *> On exit, A has been overwritten by its generalized Schur
136: *> form S.
137: *> \endverbatim
138: *>
139: *> \param[in] LDA
140: *> \verbatim
141: *> LDA is INTEGER
142: *> The leading dimension of A. LDA >= max(1,N).
143: *> \endverbatim
144: *>
145: *> \param[in,out] B
146: *> \verbatim
147: *> B is DOUBLE PRECISION array, dimension (LDB, N)
148: *> On entry, the second of the pair of matrices.
149: *> On exit, B has been overwritten by its generalized Schur
150: *> form T.
151: *> \endverbatim
152: *>
153: *> \param[in] LDB
154: *> \verbatim
155: *> LDB is INTEGER
156: *> The leading dimension of B. LDB >= max(1,N).
157: *> \endverbatim
158: *>
159: *> \param[out] SDIM
160: *> \verbatim
161: *> SDIM is INTEGER
162: *> If SORT = 'N', SDIM = 0.
163: *> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
164: *> for which SELCTG is true. (Complex conjugate pairs for which
165: *> SELCTG is true for either eigenvalue count as 2.)
166: *> \endverbatim
167: *>
168: *> \param[out] ALPHAR
169: *> \verbatim
170: *> ALPHAR is DOUBLE PRECISION array, dimension (N)
171: *> \endverbatim
172: *>
173: *> \param[out] ALPHAI
174: *> \verbatim
175: *> ALPHAI is DOUBLE PRECISION array, dimension (N)
176: *> \endverbatim
177: *>
178: *> \param[out] BETA
179: *> \verbatim
180: *> BETA is DOUBLE PRECISION array, dimension (N)
181: *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
182: *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i,
183: *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
184: *> form (S,T) that would result if the 2-by-2 diagonal blocks of
185: *> the real Schur form of (A,B) were further reduced to
186: *> triangular form using 2-by-2 complex unitary transformations.
187: *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
188: *> positive, then the j-th and (j+1)-st eigenvalues are a
189: *> complex conjugate pair, with ALPHAI(j+1) negative.
190: *>
191: *> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
192: *> may easily over- or underflow, and BETA(j) may even be zero.
193: *> Thus, the user should avoid naively computing the ratio.
194: *> However, ALPHAR and ALPHAI will be always less than and
195: *> usually comparable with norm(A) in magnitude, and BETA always
196: *> less than and usually comparable with norm(B).
197: *> \endverbatim
198: *>
199: *> \param[out] VSL
200: *> \verbatim
201: *> VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
202: *> If JOBVSL = 'V', VSL will contain the left Schur vectors.
203: *> Not referenced if JOBVSL = 'N'.
204: *> \endverbatim
205: *>
206: *> \param[in] LDVSL
207: *> \verbatim
208: *> LDVSL is INTEGER
209: *> The leading dimension of the matrix VSL. LDVSL >=1, and
210: *> if JOBVSL = 'V', LDVSL >= N.
211: *> \endverbatim
212: *>
213: *> \param[out] VSR
214: *> \verbatim
215: *> VSR is DOUBLE PRECISION array, dimension (LDVSR,N)
216: *> If JOBVSR = 'V', VSR will contain the right Schur vectors.
217: *> Not referenced if JOBVSR = 'N'.
218: *> \endverbatim
219: *>
220: *> \param[in] LDVSR
221: *> \verbatim
222: *> LDVSR is INTEGER
223: *> The leading dimension of the matrix VSR. LDVSR >= 1, and
224: *> if JOBVSR = 'V', LDVSR >= N.
225: *> \endverbatim
226: *>
227: *> \param[out] WORK
228: *> \verbatim
229: *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
230: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
231: *> \endverbatim
232: *>
233: *> \param[in] LWORK
234: *> \verbatim
235: *> LWORK is INTEGER
236: *> The dimension of the array WORK.
237: *> If N = 0, LWORK >= 1, else LWORK >= 8*N+16.
238: *> For good performance , LWORK must generally be larger.
239: *>
240: *> If LWORK = -1, then a workspace query is assumed; the routine
241: *> only calculates the optimal size of the WORK array, returns
242: *> this value as the first entry of the WORK array, and no error
243: *> message related to LWORK is issued by XERBLA.
244: *> \endverbatim
245: *>
246: *> \param[out] BWORK
247: *> \verbatim
248: *> BWORK is LOGICAL array, dimension (N)
249: *> Not referenced if SORT = 'N'.
250: *> \endverbatim
251: *>
252: *> \param[out] INFO
253: *> \verbatim
254: *> INFO is INTEGER
255: *> = 0: successful exit
256: *> < 0: if INFO = -i, the i-th argument had an illegal value.
257: *> = 1,...,N:
258: *> The QZ iteration failed. (A,B) are not in Schur
259: *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
260: *> be correct for j=INFO+1,...,N.
261: *> > N: =N+1: other than QZ iteration failed in DHGEQZ.
262: *> =N+2: after reordering, roundoff changed values of
263: *> some complex eigenvalues so that leading
264: *> eigenvalues in the Generalized Schur form no
265: *> longer satisfy SELCTG=.TRUE. This could also
266: *> be caused due to scaling.
267: *> =N+3: reordering failed in DTGSEN.
268: *> \endverbatim
269: *
270: * Authors:
271: * ========
272: *
1.15 bertrand 273: *> \author Univ. of Tennessee
274: *> \author Univ. of California Berkeley
275: *> \author Univ. of Colorado Denver
276: *> \author NAG Ltd.
1.8 bertrand 277: *
1.15 bertrand 278: *> \date December 2016
1.8 bertrand 279: *
280: *> \ingroup doubleGEeigen
281: *
282: * =====================================================================
1.1 bertrand 283: SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
284: $ SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
285: $ LDVSR, WORK, LWORK, BWORK, INFO )
286: *
1.15 bertrand 287: * -- LAPACK driver routine (version 3.7.0) --
1.1 bertrand 288: * -- LAPACK is a software package provided by Univ. of Tennessee, --
289: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.15 bertrand 290: * December 2016
1.1 bertrand 291: *
292: * .. Scalar Arguments ..
293: CHARACTER JOBVSL, JOBVSR, SORT
294: INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
295: * ..
296: * .. Array Arguments ..
297: LOGICAL BWORK( * )
298: DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
299: $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
300: $ VSR( LDVSR, * ), WORK( * )
301: * ..
302: * .. Function Arguments ..
303: LOGICAL SELCTG
304: EXTERNAL SELCTG
305: * ..
306: *
307: * =====================================================================
308: *
309: * .. Parameters ..
310: DOUBLE PRECISION ZERO, ONE
311: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
312: * ..
313: * .. Local Scalars ..
314: LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
315: $ LQUERY, LST2SL, WANTST
316: INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
317: $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, MAXWRK,
318: $ MINWRK
319: DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
320: $ PVSR, SAFMAX, SAFMIN, SMLNUM
321: * ..
322: * .. Local Arrays ..
323: INTEGER IDUM( 1 )
324: DOUBLE PRECISION DIF( 2 )
325: * ..
326: * .. External Subroutines ..
327: EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLABAD,
328: $ DLACPY, DLASCL, DLASET, DORGQR, DORMQR, DTGSEN,
329: $ XERBLA
330: * ..
331: * .. External Functions ..
332: LOGICAL LSAME
333: INTEGER ILAENV
334: DOUBLE PRECISION DLAMCH, DLANGE
335: EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
336: * ..
337: * .. Intrinsic Functions ..
338: INTRINSIC ABS, MAX, SQRT
339: * ..
340: * .. Executable Statements ..
341: *
342: * Decode the input arguments
343: *
344: IF( LSAME( JOBVSL, 'N' ) ) THEN
345: IJOBVL = 1
346: ILVSL = .FALSE.
347: ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
348: IJOBVL = 2
349: ILVSL = .TRUE.
350: ELSE
351: IJOBVL = -1
352: ILVSL = .FALSE.
353: END IF
354: *
355: IF( LSAME( JOBVSR, 'N' ) ) THEN
356: IJOBVR = 1
357: ILVSR = .FALSE.
358: ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
359: IJOBVR = 2
360: ILVSR = .TRUE.
361: ELSE
362: IJOBVR = -1
363: ILVSR = .FALSE.
364: END IF
365: *
366: WANTST = LSAME( SORT, 'S' )
367: *
368: * Test the input arguments
369: *
370: INFO = 0
371: LQUERY = ( LWORK.EQ.-1 )
372: IF( IJOBVL.LE.0 ) THEN
373: INFO = -1
374: ELSE IF( IJOBVR.LE.0 ) THEN
375: INFO = -2
376: ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
377: INFO = -3
378: ELSE IF( N.LT.0 ) THEN
379: INFO = -5
380: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
381: INFO = -7
382: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
383: INFO = -9
384: ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
385: INFO = -15
386: ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
387: INFO = -17
388: END IF
389: *
390: * Compute workspace
391: * (Note: Comments in the code beginning "Workspace:" describe the
392: * minimal amount of workspace needed at that point in the code,
393: * as well as the preferred amount for good performance.
394: * NB refers to the optimal block size for the immediately
395: * following subroutine, as returned by ILAENV.)
396: *
397: IF( INFO.EQ.0 ) THEN
398: IF( N.GT.0 )THEN
399: MINWRK = MAX( 8*N, 6*N + 16 )
400: MAXWRK = MINWRK - N +
401: $ N*ILAENV( 1, 'DGEQRF', ' ', N, 1, N, 0 )
402: MAXWRK = MAX( MAXWRK, MINWRK - N +
403: $ N*ILAENV( 1, 'DORMQR', ' ', N, 1, N, -1 ) )
404: IF( ILVSL ) THEN
405: MAXWRK = MAX( MAXWRK, MINWRK - N +
406: $ N*ILAENV( 1, 'DORGQR', ' ', N, 1, N, -1 ) )
407: END IF
408: ELSE
409: MINWRK = 1
410: MAXWRK = 1
411: END IF
412: WORK( 1 ) = MAXWRK
413: *
414: IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
415: $ INFO = -19
416: END IF
417: *
418: IF( INFO.NE.0 ) THEN
419: CALL XERBLA( 'DGGES ', -INFO )
420: RETURN
421: ELSE IF( LQUERY ) THEN
422: RETURN
423: END IF
424: *
425: * Quick return if possible
426: *
427: IF( N.EQ.0 ) THEN
428: SDIM = 0
429: RETURN
430: END IF
431: *
432: * Get machine constants
433: *
434: EPS = DLAMCH( 'P' )
435: SAFMIN = DLAMCH( 'S' )
436: SAFMAX = ONE / SAFMIN
437: CALL DLABAD( SAFMIN, SAFMAX )
438: SMLNUM = SQRT( SAFMIN ) / EPS
439: BIGNUM = ONE / SMLNUM
440: *
441: * Scale A if max element outside range [SMLNUM,BIGNUM]
442: *
443: ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
444: ILASCL = .FALSE.
445: IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
446: ANRMTO = SMLNUM
447: ILASCL = .TRUE.
448: ELSE IF( ANRM.GT.BIGNUM ) THEN
449: ANRMTO = BIGNUM
450: ILASCL = .TRUE.
451: END IF
452: IF( ILASCL )
453: $ CALL DLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
454: *
455: * Scale B if max element outside range [SMLNUM,BIGNUM]
456: *
457: BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
458: ILBSCL = .FALSE.
459: IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
460: BNRMTO = SMLNUM
461: ILBSCL = .TRUE.
462: ELSE IF( BNRM.GT.BIGNUM ) THEN
463: BNRMTO = BIGNUM
464: ILBSCL = .TRUE.
465: END IF
466: IF( ILBSCL )
467: $ CALL DLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
468: *
469: * Permute the matrix to make it more nearly triangular
470: * (Workspace: need 6*N + 2*N space for storing balancing factors)
471: *
472: ILEFT = 1
473: IRIGHT = N + 1
474: IWRK = IRIGHT + N
475: CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
476: $ WORK( IRIGHT ), WORK( IWRK ), IERR )
477: *
478: * Reduce B to triangular form (QR decomposition of B)
479: * (Workspace: need N, prefer N*NB)
480: *
481: IROWS = IHI + 1 - ILO
482: ICOLS = N + 1 - ILO
483: ITAU = IWRK
484: IWRK = ITAU + IROWS
485: CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
486: $ WORK( IWRK ), LWORK+1-IWRK, IERR )
487: *
488: * Apply the orthogonal transformation to matrix A
489: * (Workspace: need N, prefer N*NB)
490: *
491: CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
492: $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
493: $ LWORK+1-IWRK, IERR )
494: *
495: * Initialize VSL
496: * (Workspace: need N, prefer N*NB)
497: *
498: IF( ILVSL ) THEN
499: CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
500: IF( IROWS.GT.1 ) THEN
501: CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
502: $ VSL( ILO+1, ILO ), LDVSL )
503: END IF
504: CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
505: $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
506: END IF
507: *
508: * Initialize VSR
509: *
510: IF( ILVSR )
511: $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
512: *
513: * Reduce to generalized Hessenberg form
514: * (Workspace: none needed)
515: *
516: CALL DGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
517: $ LDVSL, VSR, LDVSR, IERR )
518: *
519: * Perform QZ algorithm, computing Schur vectors if desired
520: * (Workspace: need N)
521: *
522: IWRK = ITAU
523: CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
524: $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
525: $ WORK( IWRK ), LWORK+1-IWRK, IERR )
526: IF( IERR.NE.0 ) THEN
527: IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
528: INFO = IERR
529: ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
530: INFO = IERR - N
531: ELSE
532: INFO = N + 1
533: END IF
534: GO TO 50
535: END IF
536: *
537: * Sort eigenvalues ALPHA/BETA if desired
538: * (Workspace: need 4*N+16 )
539: *
540: SDIM = 0
541: IF( WANTST ) THEN
542: *
543: * Undo scaling on eigenvalues before SELCTGing
544: *
545: IF( ILASCL ) THEN
546: CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
547: $ IERR )
548: CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
549: $ IERR )
550: END IF
551: IF( ILBSCL )
552: $ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
553: *
554: * Select eigenvalues
555: *
556: DO 10 I = 1, N
557: BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
558: 10 CONTINUE
559: *
560: CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
561: $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
562: $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
563: $ IERR )
564: IF( IERR.EQ.1 )
565: $ INFO = N + 3
566: *
567: END IF
568: *
569: * Apply back-permutation to VSL and VSR
570: * (Workspace: none needed)
571: *
572: IF( ILVSL )
573: $ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
574: $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
575: *
576: IF( ILVSR )
577: $ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
578: $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
579: *
580: * Check if unscaling would cause over/underflow, if so, rescale
581: * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
582: * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
583: *
584: IF( ILASCL ) THEN
585: DO 20 I = 1, N
586: IF( ALPHAI( I ).NE.ZERO ) THEN
587: IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
588: $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) ) THEN
589: WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
590: BETA( I ) = BETA( I )*WORK( 1 )
591: ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
592: ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
593: ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.
594: $ ( ANRMTO / ANRM ) .OR.
595: $ ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
596: $ THEN
597: WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
598: BETA( I ) = BETA( I )*WORK( 1 )
599: ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
600: ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
601: END IF
602: END IF
603: 20 CONTINUE
604: END IF
605: *
606: IF( ILBSCL ) THEN
607: DO 30 I = 1, N
608: IF( ALPHAI( I ).NE.ZERO ) THEN
609: IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
610: $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
611: WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
612: BETA( I ) = BETA( I )*WORK( 1 )
613: ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
614: ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
615: END IF
616: END IF
617: 30 CONTINUE
618: END IF
619: *
620: * Undo scaling
621: *
622: IF( ILASCL ) THEN
623: CALL DLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
624: CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
625: CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
626: END IF
627: *
628: IF( ILBSCL ) THEN
629: CALL DLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
630: CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
631: END IF
632: *
633: IF( WANTST ) THEN
634: *
635: * Check if reordering is correct
636: *
637: LASTSL = .TRUE.
638: LST2SL = .TRUE.
639: SDIM = 0
640: IP = 0
641: DO 40 I = 1, N
642: CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
643: IF( ALPHAI( I ).EQ.ZERO ) THEN
644: IF( CURSL )
645: $ SDIM = SDIM + 1
646: IP = 0
647: IF( CURSL .AND. .NOT.LASTSL )
648: $ INFO = N + 2
649: ELSE
650: IF( IP.EQ.1 ) THEN
651: *
652: * Last eigenvalue of conjugate pair
653: *
654: CURSL = CURSL .OR. LASTSL
655: LASTSL = CURSL
656: IF( CURSL )
657: $ SDIM = SDIM + 2
658: IP = -1
659: IF( CURSL .AND. .NOT.LST2SL )
660: $ INFO = N + 2
661: ELSE
662: *
663: * First eigenvalue of conjugate pair
664: *
665: IP = 1
666: END IF
667: END IF
668: LST2SL = LASTSL
669: LASTSL = CURSL
670: 40 CONTINUE
671: *
672: END IF
673: *
674: 50 CONTINUE
675: *
676: WORK( 1 ) = MAXWRK
677: *
678: RETURN
679: *
680: * End of DGGES
681: *
682: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to dgges.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack