Annotation of rpl/lapack/lapack/dtgsna.f, revision 1.4

1.1       bertrand    1:       SUBROUTINE DTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL,
                      2:      $                   LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK,
                      3:      $                   IWORK, INFO )
                      4: *
                      5: *  -- LAPACK 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          HOWMNY, JOB
                     12:       INTEGER            INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N
                     13: *     ..
                     14: *     .. Array Arguments ..
                     15:       LOGICAL            SELECT( * )
                     16:       INTEGER            IWORK( * )
                     17:       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), DIF( * ), S( * ),
                     18:      $                   VL( LDVL, * ), VR( LDVR, * ), WORK( * )
                     19: *     ..
                     20: *
                     21: *  Purpose
                     22: *  =======
                     23: *
                     24: *  DTGSNA estimates reciprocal condition numbers for specified
                     25: *  eigenvalues and/or eigenvectors of a matrix pair (A, B) in
                     26: *  generalized real Schur canonical form (or of any matrix pair
                     27: *  (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where
                     28: *  Z' denotes the transpose of Z.
                     29: *
                     30: *  (A, B) must be in generalized real Schur form (as returned by DGGES),
                     31: *  i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
                     32: *  blocks. B is upper triangular.
                     33: *
                     34: *
                     35: *  Arguments
                     36: *  =========
                     37: *
                     38: *  JOB     (input) CHARACTER*1
                     39: *          Specifies whether condition numbers are required for
                     40: *          eigenvalues (S) or eigenvectors (DIF):
                     41: *          = 'E': for eigenvalues only (S);
                     42: *          = 'V': for eigenvectors only (DIF);
                     43: *          = 'B': for both eigenvalues and eigenvectors (S and DIF).
                     44: *
                     45: *  HOWMNY  (input) CHARACTER*1
                     46: *          = 'A': compute condition numbers for all eigenpairs;
                     47: *          = 'S': compute condition numbers for selected eigenpairs
                     48: *                 specified by the array SELECT.
                     49: *
                     50: *  SELECT  (input) LOGICAL array, dimension (N)
                     51: *          If HOWMNY = 'S', SELECT specifies the eigenpairs for which
                     52: *          condition numbers are required. To select condition numbers
                     53: *          for the eigenpair corresponding to a real eigenvalue w(j),
                     54: *          SELECT(j) must be set to .TRUE.. To select condition numbers
                     55: *          corresponding to a complex conjugate pair of eigenvalues w(j)
                     56: *          and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
                     57: *          set to .TRUE..
                     58: *          If HOWMNY = 'A', SELECT is not referenced.
                     59: *
                     60: *  N       (input) INTEGER
                     61: *          The order of the square matrix pair (A, B). N >= 0.
                     62: *
                     63: *  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
                     64: *          The upper quasi-triangular matrix A in the pair (A,B).
                     65: *
                     66: *  LDA     (input) INTEGER
                     67: *          The leading dimension of the array A. LDA >= max(1,N).
                     68: *
                     69: *  B       (input) DOUBLE PRECISION array, dimension (LDB,N)
                     70: *          The upper triangular matrix B in the pair (A,B).
                     71: *
                     72: *  LDB     (input) INTEGER
                     73: *          The leading dimension of the array B. LDB >= max(1,N).
                     74: *
                     75: *  VL      (input) DOUBLE PRECISION array, dimension (LDVL,M)
                     76: *          If JOB = 'E' or 'B', VL must contain left eigenvectors of
                     77: *          (A, B), corresponding to the eigenpairs specified by HOWMNY
                     78: *          and SELECT. The eigenvectors must be stored in consecutive
                     79: *          columns of VL, as returned by DTGEVC.
                     80: *          If JOB = 'V', VL is not referenced.
                     81: *
                     82: *  LDVL    (input) INTEGER
                     83: *          The leading dimension of the array VL. LDVL >= 1.
                     84: *          If JOB = 'E' or 'B', LDVL >= N.
                     85: *
                     86: *  VR      (input) DOUBLE PRECISION array, dimension (LDVR,M)
                     87: *          If JOB = 'E' or 'B', VR must contain right eigenvectors of
                     88: *          (A, B), corresponding to the eigenpairs specified by HOWMNY
                     89: *          and SELECT. The eigenvectors must be stored in consecutive
                     90: *          columns ov VR, as returned by DTGEVC.
                     91: *          If JOB = 'V', VR is not referenced.
                     92: *
                     93: *  LDVR    (input) INTEGER
                     94: *          The leading dimension of the array VR. LDVR >= 1.
                     95: *          If JOB = 'E' or 'B', LDVR >= N.
                     96: *
                     97: *  S       (output) DOUBLE PRECISION array, dimension (MM)
                     98: *          If JOB = 'E' or 'B', the reciprocal condition numbers of the
                     99: *          selected eigenvalues, stored in consecutive elements of the
                    100: *          array. For a complex conjugate pair of eigenvalues two
                    101: *          consecutive elements of S are set to the same value. Thus
                    102: *          S(j), DIF(j), and the j-th columns of VL and VR all
                    103: *          correspond to the same eigenpair (but not in general the
                    104: *          j-th eigenpair, unless all eigenpairs are selected).
                    105: *          If JOB = 'V', S is not referenced.
                    106: *
                    107: *  DIF     (output) DOUBLE PRECISION array, dimension (MM)
                    108: *          If JOB = 'V' or 'B', the estimated reciprocal condition
                    109: *          numbers of the selected eigenvectors, stored in consecutive
                    110: *          elements of the array. For a complex eigenvector two
                    111: *          consecutive elements of DIF are set to the same value. If
                    112: *          the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
                    113: *          is set to 0; this can only occur when the true value would be
                    114: *          very small anyway.
                    115: *          If JOB = 'E', DIF is not referenced.
                    116: *
                    117: *  MM      (input) INTEGER
                    118: *          The number of elements in the arrays S and DIF. MM >= M.
                    119: *
                    120: *  M       (output) INTEGER
                    121: *          The number of elements of the arrays S and DIF used to store
                    122: *          the specified condition numbers; for each selected real
                    123: *          eigenvalue one element is used, and for each selected complex
                    124: *          conjugate pair of eigenvalues, two elements are used.
                    125: *          If HOWMNY = 'A', M is set to N.
                    126: *
                    127: *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
                    128: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
                    129: *
                    130: *  LWORK   (input) INTEGER
                    131: *          The dimension of the array WORK. LWORK >= max(1,N).
                    132: *          If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.
                    133: *
                    134: *          If LWORK = -1, then a workspace query is assumed; the routine
                    135: *          only calculates the optimal size of the WORK array, returns
                    136: *          this value as the first entry of the WORK array, and no error
                    137: *          message related to LWORK is issued by XERBLA.
                    138: *
                    139: *  IWORK   (workspace) INTEGER array, dimension (N + 6)
                    140: *          If JOB = 'E', IWORK is not referenced.
                    141: *
                    142: *  INFO    (output) INTEGER
                    143: *          =0: Successful exit
                    144: *          <0: If INFO = -i, the i-th argument had an illegal value
                    145: *
                    146: *
                    147: *  Further Details
                    148: *  ===============
                    149: *
                    150: *  The reciprocal of the condition number of a generalized eigenvalue
                    151: *  w = (a, b) is defined as
                    152: *
                    153: *       S(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v))
                    154: *
                    155: *  where u and v are the left and right eigenvectors of (A, B)
                    156: *  corresponding to w; |z| denotes the absolute value of the complex
                    157: *  number, and norm(u) denotes the 2-norm of the vector u.
                    158: *  The pair (a, b) corresponds to an eigenvalue w = a/b (= u'Av/u'Bv)
                    159: *  of the matrix pair (A, B). If both a and b equal zero, then (A B) is
                    160: *  singular and S(I) = -1 is returned.
                    161: *
                    162: *  An approximate error bound on the chordal distance between the i-th
                    163: *  computed generalized eigenvalue w and the corresponding exact
                    164: *  eigenvalue lambda is
                    165: *
                    166: *       chord(w, lambda) <= EPS * norm(A, B) / S(I)
                    167: *
                    168: *  where EPS is the machine precision.
                    169: *
                    170: *  The reciprocal of the condition number DIF(i) of right eigenvector u
                    171: *  and left eigenvector v corresponding to the generalized eigenvalue w
                    172: *  is defined as follows:
                    173: *
                    174: *  a) If the i-th eigenvalue w = (a,b) is real
                    175: *
                    176: *     Suppose U and V are orthogonal transformations such that
                    177: *
                    178: *                U'*(A, B)*V  = (S, T) = ( a   *  ) ( b  *  )  1
                    179: *                                        ( 0  S22 ),( 0 T22 )  n-1
                    180: *                                          1  n-1     1 n-1
                    181: *
                    182: *     Then the reciprocal condition number DIF(i) is
                    183: *
                    184: *                Difl((a, b), (S22, T22)) = sigma-min( Zl ),
                    185: *
                    186: *     where sigma-min(Zl) denotes the smallest singular value of the
                    187: *     2(n-1)-by-2(n-1) matrix
                    188: *
                    189: *         Zl = [ kron(a, In-1)  -kron(1, S22) ]
                    190: *              [ kron(b, In-1)  -kron(1, T22) ] .
                    191: *
                    192: *     Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
                    193: *     Kronecker product between the matrices X and Y.
                    194: *
                    195: *     Note that if the default method for computing DIF(i) is wanted
                    196: *     (see DLATDF), then the parameter DIFDRI (see below) should be
                    197: *     changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
                    198: *     See DTGSYL for more details.
                    199: *
                    200: *  b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
                    201: *
                    202: *     Suppose U and V are orthogonal transformations such that
                    203: *
                    204: *                U'*(A, B)*V = (S, T) = ( S11  *   ) ( T11  *  )  2
                    205: *                                       ( 0    S22 ),( 0    T22) n-2
                    206: *                                         2    n-2     2    n-2
                    207: *
                    208: *     and (S11, T11) corresponds to the complex conjugate eigenvalue
                    209: *     pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
                    210: *     that
                    211: *
                    212: *         U1'*S11*V1 = ( s11 s12 )   and U1'*T11*V1 = ( t11 t12 )
                    213: *                      (  0  s22 )                    (  0  t22 )
                    214: *
                    215: *     where the generalized eigenvalues w = s11/t11 and
                    216: *     conjg(w) = s22/t22.
                    217: *
                    218: *     Then the reciprocal condition number DIF(i) is bounded by
                    219: *
                    220: *         min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
                    221: *
                    222: *     where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
                    223: *     Z1 is the complex 2-by-2 matrix
                    224: *
                    225: *              Z1 =  [ s11  -s22 ]
                    226: *                    [ t11  -t22 ],
                    227: *
                    228: *     This is done by computing (using real arithmetic) the
                    229: *     roots of the characteristical polynomial det(Z1' * Z1 - lambda I),
                    230: *     where Z1' denotes the conjugate transpose of Z1 and det(X) denotes
                    231: *     the determinant of X.
                    232: *
                    233: *     and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
                    234: *     upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
                    235: *
                    236: *              Z2 = [ kron(S11', In-2)  -kron(I2, S22) ]
                    237: *                   [ kron(T11', In-2)  -kron(I2, T22) ]
                    238: *
                    239: *     Note that if the default method for computing DIF is wanted (see
                    240: *     DLATDF), then the parameter DIFDRI (see below) should be changed
                    241: *     from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
                    242: *     for more details.
                    243: *
                    244: *  For each eigenvalue/vector specified by SELECT, DIF stores a
                    245: *  Frobenius norm-based estimate of Difl.
                    246: *
                    247: *  An approximate error bound for the i-th computed eigenvector VL(i) or
                    248: *  VR(i) is given by
                    249: *
                    250: *             EPS * norm(A, B) / DIF(i).
                    251: *
                    252: *  See ref. [2-3] for more details and further references.
                    253: *
                    254: *  Based on contributions by
                    255: *     Bo Kagstrom and Peter Poromaa, Department of Computing Science,
                    256: *     Umea University, S-901 87 Umea, Sweden.
                    257: *
                    258: *  References
                    259: *  ==========
                    260: *
                    261: *  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
                    262: *      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
                    263: *      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
                    264: *      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
                    265: *
                    266: *  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
                    267: *      Eigenvalues of a Regular Matrix Pair (A, B) and Condition
                    268: *      Estimation: Theory, Algorithms and Software,
                    269: *      Report UMINF - 94.04, Department of Computing Science, Umea
                    270: *      University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
                    271: *      Note 87. To appear in Numerical Algorithms, 1996.
                    272: *
                    273: *  [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
                    274: *      for Solving the Generalized Sylvester Equation and Estimating the
                    275: *      Separation between Regular Matrix Pairs, Report UMINF - 93.23,
                    276: *      Department of Computing Science, Umea University, S-901 87 Umea,
                    277: *      Sweden, December 1993, Revised April 1994, Also as LAPACK Working
                    278: *      Note 75.  To appear in ACM Trans. on Math. Software, Vol 22,
                    279: *      No 1, 1996.
                    280: *
                    281: *  =====================================================================
                    282: *
                    283: *     .. Parameters ..
                    284:       INTEGER            DIFDRI
                    285:       PARAMETER          ( DIFDRI = 3 )
                    286:       DOUBLE PRECISION   ZERO, ONE, TWO, FOUR
                    287:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0,
                    288:      $                   FOUR = 4.0D+0 )
                    289: *     ..
                    290: *     .. Local Scalars ..
                    291:       LOGICAL            LQUERY, PAIR, SOMCON, WANTBH, WANTDF, WANTS
                    292:       INTEGER            I, IERR, IFST, ILST, IZ, K, KS, LWMIN, N1, N2
                    293:       DOUBLE PRECISION   ALPHAI, ALPHAR, ALPRQT, BETA, C1, C2, COND,
                    294:      $                   EPS, LNRM, RNRM, ROOT1, ROOT2, SCALE, SMLNUM,
                    295:      $                   TMPII, TMPIR, TMPRI, TMPRR, UHAV, UHAVI, UHBV,
                    296:      $                   UHBVI
                    297: *     ..
                    298: *     .. Local Arrays ..
                    299:       DOUBLE PRECISION   DUMMY( 1 ), DUMMY1( 1 )
                    300: *     ..
                    301: *     .. External Functions ..
                    302:       LOGICAL            LSAME
                    303:       DOUBLE PRECISION   DDOT, DLAMCH, DLAPY2, DNRM2
                    304:       EXTERNAL           LSAME, DDOT, DLAMCH, DLAPY2, DNRM2
                    305: *     ..
                    306: *     .. External Subroutines ..
                    307:       EXTERNAL           DGEMV, DLACPY, DLAG2, DTGEXC, DTGSYL, XERBLA
                    308: *     ..
                    309: *     .. Intrinsic Functions ..
                    310:       INTRINSIC          MAX, MIN, SQRT
                    311: *     ..
                    312: *     .. Executable Statements ..
                    313: *
                    314: *     Decode and test the input parameters
                    315: *
                    316:       WANTBH = LSAME( JOB, 'B' )
                    317:       WANTS = LSAME( JOB, 'E' ) .OR. WANTBH
                    318:       WANTDF = LSAME( JOB, 'V' ) .OR. WANTBH
                    319: *
                    320:       SOMCON = LSAME( HOWMNY, 'S' )
                    321: *
                    322:       INFO = 0
                    323:       LQUERY = ( LWORK.EQ.-1 )
                    324: *
                    325:       IF( .NOT.WANTS .AND. .NOT.WANTDF ) THEN
                    326:          INFO = -1
                    327:       ELSE IF( .NOT.LSAME( HOWMNY, 'A' ) .AND. .NOT.SOMCON ) THEN
                    328:          INFO = -2
                    329:       ELSE IF( N.LT.0 ) THEN
                    330:          INFO = -4
                    331:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    332:          INFO = -6
                    333:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
                    334:          INFO = -8
                    335:       ELSE IF( WANTS .AND. LDVL.LT.N ) THEN
                    336:          INFO = -10
                    337:       ELSE IF( WANTS .AND. LDVR.LT.N ) THEN
                    338:          INFO = -12
                    339:       ELSE
                    340: *
                    341: *        Set M to the number of eigenpairs for which condition numbers
                    342: *        are required, and test MM.
                    343: *
                    344:          IF( SOMCON ) THEN
                    345:             M = 0
                    346:             PAIR = .FALSE.
                    347:             DO 10 K = 1, N
                    348:                IF( PAIR ) THEN
                    349:                   PAIR = .FALSE.
                    350:                ELSE
                    351:                   IF( K.LT.N ) THEN
                    352:                      IF( A( K+1, K ).EQ.ZERO ) THEN
                    353:                         IF( SELECT( K ) )
                    354:      $                     M = M + 1
                    355:                      ELSE
                    356:                         PAIR = .TRUE.
                    357:                         IF( SELECT( K ) .OR. SELECT( K+1 ) )
                    358:      $                     M = M + 2
                    359:                      END IF
                    360:                   ELSE
                    361:                      IF( SELECT( N ) )
                    362:      $                  M = M + 1
                    363:                   END IF
                    364:                END IF
                    365:    10       CONTINUE
                    366:          ELSE
                    367:             M = N
                    368:          END IF
                    369: *
                    370:          IF( N.EQ.0 ) THEN
                    371:             LWMIN = 1
                    372:          ELSE IF( LSAME( JOB, 'V' ) .OR. LSAME( JOB, 'B' ) ) THEN
                    373:             LWMIN = 2*N*( N + 2 ) + 16
                    374:          ELSE
                    375:             LWMIN = N
                    376:          END IF
                    377:          WORK( 1 ) = LWMIN
                    378: *
                    379:          IF( MM.LT.M ) THEN
                    380:             INFO = -15
                    381:          ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
                    382:             INFO = -18
                    383:          END IF
                    384:       END IF
                    385: *
                    386:       IF( INFO.NE.0 ) THEN
                    387:          CALL XERBLA( 'DTGSNA', -INFO )
                    388:          RETURN
                    389:       ELSE IF( LQUERY ) THEN
                    390:          RETURN
                    391:       END IF
                    392: *
                    393: *     Quick return if possible
                    394: *
                    395:       IF( N.EQ.0 )
                    396:      $   RETURN
                    397: *
                    398: *     Get machine constants
                    399: *
                    400:       EPS = DLAMCH( 'P' )
                    401:       SMLNUM = DLAMCH( 'S' ) / EPS
                    402:       KS = 0
                    403:       PAIR = .FALSE.
                    404: *
                    405:       DO 20 K = 1, N
                    406: *
                    407: *        Determine whether A(k,k) begins a 1-by-1 or 2-by-2 block.
                    408: *
                    409:          IF( PAIR ) THEN
                    410:             PAIR = .FALSE.
                    411:             GO TO 20
                    412:          ELSE
                    413:             IF( K.LT.N )
                    414:      $         PAIR = A( K+1, K ).NE.ZERO
                    415:          END IF
                    416: *
                    417: *        Determine whether condition numbers are required for the k-th
                    418: *        eigenpair.
                    419: *
                    420:          IF( SOMCON ) THEN
                    421:             IF( PAIR ) THEN
                    422:                IF( .NOT.SELECT( K ) .AND. .NOT.SELECT( K+1 ) )
                    423:      $            GO TO 20
                    424:             ELSE
                    425:                IF( .NOT.SELECT( K ) )
                    426:      $            GO TO 20
                    427:             END IF
                    428:          END IF
                    429: *
                    430:          KS = KS + 1
                    431: *
                    432:          IF( WANTS ) THEN
                    433: *
                    434: *           Compute the reciprocal condition number of the k-th
                    435: *           eigenvalue.
                    436: *
                    437:             IF( PAIR ) THEN
                    438: *
                    439: *              Complex eigenvalue pair.
                    440: *
                    441:                RNRM = DLAPY2( DNRM2( N, VR( 1, KS ), 1 ),
                    442:      $                DNRM2( N, VR( 1, KS+1 ), 1 ) )
                    443:                LNRM = DLAPY2( DNRM2( N, VL( 1, KS ), 1 ),
                    444:      $                DNRM2( N, VL( 1, KS+1 ), 1 ) )
                    445:                CALL DGEMV( 'N', N, N, ONE, A, LDA, VR( 1, KS ), 1, ZERO,
                    446:      $                     WORK, 1 )
                    447:                TMPRR = DDOT( N, WORK, 1, VL( 1, KS ), 1 )
                    448:                TMPRI = DDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
                    449:                CALL DGEMV( 'N', N, N, ONE, A, LDA, VR( 1, KS+1 ), 1,
                    450:      $                     ZERO, WORK, 1 )
                    451:                TMPII = DDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
                    452:                TMPIR = DDOT( N, WORK, 1, VL( 1, KS ), 1 )
                    453:                UHAV = TMPRR + TMPII
                    454:                UHAVI = TMPIR - TMPRI
                    455:                CALL DGEMV( 'N', N, N, ONE, B, LDB, VR( 1, KS ), 1, ZERO,
                    456:      $                     WORK, 1 )
                    457:                TMPRR = DDOT( N, WORK, 1, VL( 1, KS ), 1 )
                    458:                TMPRI = DDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
                    459:                CALL DGEMV( 'N', N, N, ONE, B, LDB, VR( 1, KS+1 ), 1,
                    460:      $                     ZERO, WORK, 1 )
                    461:                TMPII = DDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
                    462:                TMPIR = DDOT( N, WORK, 1, VL( 1, KS ), 1 )
                    463:                UHBV = TMPRR + TMPII
                    464:                UHBVI = TMPIR - TMPRI
                    465:                UHAV = DLAPY2( UHAV, UHAVI )
                    466:                UHBV = DLAPY2( UHBV, UHBVI )
                    467:                COND = DLAPY2( UHAV, UHBV )
                    468:                S( KS ) = COND / ( RNRM*LNRM )
                    469:                S( KS+1 ) = S( KS )
                    470: *
                    471:             ELSE
                    472: *
                    473: *              Real eigenvalue.
                    474: *
                    475:                RNRM = DNRM2( N, VR( 1, KS ), 1 )
                    476:                LNRM = DNRM2( N, VL( 1, KS ), 1 )
                    477:                CALL DGEMV( 'N', N, N, ONE, A, LDA, VR( 1, KS ), 1, ZERO,
                    478:      $                     WORK, 1 )
                    479:                UHAV = DDOT( N, WORK, 1, VL( 1, KS ), 1 )
                    480:                CALL DGEMV( 'N', N, N, ONE, B, LDB, VR( 1, KS ), 1, ZERO,
                    481:      $                     WORK, 1 )
                    482:                UHBV = DDOT( N, WORK, 1, VL( 1, KS ), 1 )
                    483:                COND = DLAPY2( UHAV, UHBV )
                    484:                IF( COND.EQ.ZERO ) THEN
                    485:                   S( KS ) = -ONE
                    486:                ELSE
                    487:                   S( KS ) = COND / ( RNRM*LNRM )
                    488:                END IF
                    489:             END IF
                    490:          END IF
                    491: *
                    492:          IF( WANTDF ) THEN
                    493:             IF( N.EQ.1 ) THEN
                    494:                DIF( KS ) = DLAPY2( A( 1, 1 ), B( 1, 1 ) )
                    495:                GO TO 20
                    496:             END IF
                    497: *
                    498: *           Estimate the reciprocal condition number of the k-th
                    499: *           eigenvectors.
                    500:             IF( PAIR ) THEN
                    501: *
                    502: *              Copy the  2-by 2 pencil beginning at (A(k,k), B(k, k)).
                    503: *              Compute the eigenvalue(s) at position K.
                    504: *
                    505:                WORK( 1 ) = A( K, K )
                    506:                WORK( 2 ) = A( K+1, K )
                    507:                WORK( 3 ) = A( K, K+1 )
                    508:                WORK( 4 ) = A( K+1, K+1 )
                    509:                WORK( 5 ) = B( K, K )
                    510:                WORK( 6 ) = B( K+1, K )
                    511:                WORK( 7 ) = B( K, K+1 )
                    512:                WORK( 8 ) = B( K+1, K+1 )
                    513:                CALL DLAG2( WORK, 2, WORK( 5 ), 2, SMLNUM*EPS, BETA,
                    514:      $                     DUMMY1( 1 ), ALPHAR, DUMMY( 1 ), ALPHAI )
                    515:                ALPRQT = ONE
                    516:                C1 = TWO*( ALPHAR*ALPHAR+ALPHAI*ALPHAI+BETA*BETA )
                    517:                C2 = FOUR*BETA*BETA*ALPHAI*ALPHAI
                    518:                ROOT1 = C1 + SQRT( C1*C1-4.0D0*C2 )
                    519:                ROOT2 = C2 / ROOT1
                    520:                ROOT1 = ROOT1 / TWO
                    521:                COND = MIN( SQRT( ROOT1 ), SQRT( ROOT2 ) )
                    522:             END IF
                    523: *
                    524: *           Copy the matrix (A, B) to the array WORK and swap the
                    525: *           diagonal block beginning at A(k,k) to the (1,1) position.
                    526: *
                    527:             CALL DLACPY( 'Full', N, N, A, LDA, WORK, N )
                    528:             CALL DLACPY( 'Full', N, N, B, LDB, WORK( N*N+1 ), N )
                    529:             IFST = K
                    530:             ILST = 1
                    531: *
                    532:             CALL DTGEXC( .FALSE., .FALSE., N, WORK, N, WORK( N*N+1 ), N,
                    533:      $                   DUMMY, 1, DUMMY1, 1, IFST, ILST,
                    534:      $                   WORK( N*N*2+1 ), LWORK-2*N*N, IERR )
                    535: *
                    536:             IF( IERR.GT.0 ) THEN
                    537: *
                    538: *              Ill-conditioned problem - swap rejected.
                    539: *
                    540:                DIF( KS ) = ZERO
                    541:             ELSE
                    542: *
                    543: *              Reordering successful, solve generalized Sylvester
                    544: *              equation for R and L,
                    545: *                         A22 * R - L * A11 = A12
                    546: *                         B22 * R - L * B11 = B12,
                    547: *              and compute estimate of Difl((A11,B11), (A22, B22)).
                    548: *
                    549:                N1 = 1
                    550:                IF( WORK( 2 ).NE.ZERO )
                    551:      $            N1 = 2
                    552:                N2 = N - N1
                    553:                IF( N2.EQ.0 ) THEN
                    554:                   DIF( KS ) = COND
                    555:                ELSE
                    556:                   I = N*N + 1
                    557:                   IZ = 2*N*N + 1
                    558:                   CALL DTGSYL( 'N', DIFDRI, N2, N1, WORK( N*N1+N1+1 ),
                    559:      $                         N, WORK, N, WORK( N1+1 ), N,
                    560:      $                         WORK( N*N1+N1+I ), N, WORK( I ), N,
                    561:      $                         WORK( N1+I ), N, SCALE, DIF( KS ),
                    562:      $                         WORK( IZ+1 ), LWORK-2*N*N, IWORK, IERR )
                    563: *
                    564:                   IF( PAIR )
                    565:      $               DIF( KS ) = MIN( MAX( ONE, ALPRQT )*DIF( KS ),
                    566:      $                           COND )
                    567:                END IF
                    568:             END IF
                    569:             IF( PAIR )
                    570:      $         DIF( KS+1 ) = DIF( KS )
                    571:          END IF
                    572:          IF( PAIR )
                    573:      $      KS = KS + 1
                    574: *
                    575:    20 CONTINUE
                    576:       WORK( 1 ) = LWMIN
                    577:       RETURN
                    578: *
                    579: *     End of DTGSNA
                    580: *
                    581:       END

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