Annotation of rpl/lapack/lapack/zgeevx.f, revision 1.8
1.8 ! bertrand 1: *> \brief <b> ZGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices</b>
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download ZGEEVX + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeevx.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeevx.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeevx.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE ZGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL,
! 22: * LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE,
! 23: * RCONDV, WORK, LWORK, RWORK, INFO )
! 24: *
! 25: * .. Scalar Arguments ..
! 26: * CHARACTER BALANC, JOBVL, JOBVR, SENSE
! 27: * INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
! 28: * DOUBLE PRECISION ABNRM
! 29: * ..
! 30: * .. Array Arguments ..
! 31: * DOUBLE PRECISION RCONDE( * ), RCONDV( * ), RWORK( * ),
! 32: * $ SCALE( * )
! 33: * COMPLEX*16 A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ),
! 34: * $ W( * ), WORK( * )
! 35: * ..
! 36: *
! 37: *
! 38: *> \par Purpose:
! 39: * =============
! 40: *>
! 41: *> \verbatim
! 42: *>
! 43: *> ZGEEVX computes for an N-by-N complex nonsymmetric matrix A, the
! 44: *> eigenvalues and, optionally, the left and/or right eigenvectors.
! 45: *>
! 46: *> Optionally also, it computes a balancing transformation to improve
! 47: *> the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
! 48: *> SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues
! 49: *> (RCONDE), and reciprocal condition numbers for the right
! 50: *> eigenvectors (RCONDV).
! 51: *>
! 52: *> The right eigenvector v(j) of A satisfies
! 53: *> A * v(j) = lambda(j) * v(j)
! 54: *> where lambda(j) is its eigenvalue.
! 55: *> The left eigenvector u(j) of A satisfies
! 56: *> u(j)**H * A = lambda(j) * u(j)**H
! 57: *> where u(j)**H denotes the conjugate transpose of u(j).
! 58: *>
! 59: *> The computed eigenvectors are normalized to have Euclidean norm
! 60: *> equal to 1 and largest component real.
! 61: *>
! 62: *> Balancing a matrix means permuting the rows and columns to make it
! 63: *> more nearly upper triangular, and applying a diagonal similarity
! 64: *> transformation D * A * D**(-1), where D is a diagonal matrix, to
! 65: *> make its rows and columns closer in norm and the condition numbers
! 66: *> of its eigenvalues and eigenvectors smaller. The computed
! 67: *> reciprocal condition numbers correspond to the balanced matrix.
! 68: *> Permuting rows and columns will not change the condition numbers
! 69: *> (in exact arithmetic) but diagonal scaling will. For further
! 70: *> explanation of balancing, see section 4.10.2 of the LAPACK
! 71: *> Users' Guide.
! 72: *> \endverbatim
! 73: *
! 74: * Arguments:
! 75: * ==========
! 76: *
! 77: *> \param[in] BALANC
! 78: *> \verbatim
! 79: *> BALANC is CHARACTER*1
! 80: *> Indicates how the input matrix should be diagonally scaled
! 81: *> and/or permuted to improve the conditioning of its
! 82: *> eigenvalues.
! 83: *> = 'N': Do not diagonally scale or permute;
! 84: *> = 'P': Perform permutations to make the matrix more nearly
! 85: *> upper triangular. Do not diagonally scale;
! 86: *> = 'S': Diagonally scale the matrix, ie. replace A by
! 87: *> D*A*D**(-1), where D is a diagonal matrix chosen
! 88: *> to make the rows and columns of A more equal in
! 89: *> norm. Do not permute;
! 90: *> = 'B': Both diagonally scale and permute A.
! 91: *>
! 92: *> Computed reciprocal condition numbers will be for the matrix
! 93: *> after balancing and/or permuting. Permuting does not change
! 94: *> condition numbers (in exact arithmetic), but balancing does.
! 95: *> \endverbatim
! 96: *>
! 97: *> \param[in] JOBVL
! 98: *> \verbatim
! 99: *> JOBVL is CHARACTER*1
! 100: *> = 'N': left eigenvectors of A are not computed;
! 101: *> = 'V': left eigenvectors of A are computed.
! 102: *> If SENSE = 'E' or 'B', JOBVL must = 'V'.
! 103: *> \endverbatim
! 104: *>
! 105: *> \param[in] JOBVR
! 106: *> \verbatim
! 107: *> JOBVR is CHARACTER*1
! 108: *> = 'N': right eigenvectors of A are not computed;
! 109: *> = 'V': right eigenvectors of A are computed.
! 110: *> If SENSE = 'E' or 'B', JOBVR must = 'V'.
! 111: *> \endverbatim
! 112: *>
! 113: *> \param[in] SENSE
! 114: *> \verbatim
! 115: *> SENSE is CHARACTER*1
! 116: *> Determines which reciprocal condition numbers are computed.
! 117: *> = 'N': None are computed;
! 118: *> = 'E': Computed for eigenvalues only;
! 119: *> = 'V': Computed for right eigenvectors only;
! 120: *> = 'B': Computed for eigenvalues and right eigenvectors.
! 121: *>
! 122: *> If SENSE = 'E' or 'B', both left and right eigenvectors
! 123: *> must also be computed (JOBVL = 'V' and JOBVR = 'V').
! 124: *> \endverbatim
! 125: *>
! 126: *> \param[in] N
! 127: *> \verbatim
! 128: *> N is INTEGER
! 129: *> The order of the matrix A. N >= 0.
! 130: *> \endverbatim
! 131: *>
! 132: *> \param[in,out] A
! 133: *> \verbatim
! 134: *> A is COMPLEX*16 array, dimension (LDA,N)
! 135: *> On entry, the N-by-N matrix A.
! 136: *> On exit, A has been overwritten. If JOBVL = 'V' or
! 137: *> JOBVR = 'V', A contains the Schur form of the balanced
! 138: *> version of the matrix A.
! 139: *> \endverbatim
! 140: *>
! 141: *> \param[in] LDA
! 142: *> \verbatim
! 143: *> LDA is INTEGER
! 144: *> The leading dimension of the array A. LDA >= max(1,N).
! 145: *> \endverbatim
! 146: *>
! 147: *> \param[out] W
! 148: *> \verbatim
! 149: *> W is COMPLEX*16 array, dimension (N)
! 150: *> W contains the computed eigenvalues.
! 151: *> \endverbatim
! 152: *>
! 153: *> \param[out] VL
! 154: *> \verbatim
! 155: *> VL is COMPLEX*16 array, dimension (LDVL,N)
! 156: *> If JOBVL = 'V', the left eigenvectors u(j) are stored one
! 157: *> after another in the columns of VL, in the same order
! 158: *> as their eigenvalues.
! 159: *> If JOBVL = 'N', VL is not referenced.
! 160: *> u(j) = VL(:,j), the j-th column of VL.
! 161: *> \endverbatim
! 162: *>
! 163: *> \param[in] LDVL
! 164: *> \verbatim
! 165: *> LDVL is INTEGER
! 166: *> The leading dimension of the array VL. LDVL >= 1; if
! 167: *> JOBVL = 'V', LDVL >= N.
! 168: *> \endverbatim
! 169: *>
! 170: *> \param[out] VR
! 171: *> \verbatim
! 172: *> VR is COMPLEX*16 array, dimension (LDVR,N)
! 173: *> If JOBVR = 'V', the right eigenvectors v(j) are stored one
! 174: *> after another in the columns of VR, in the same order
! 175: *> as their eigenvalues.
! 176: *> If JOBVR = 'N', VR is not referenced.
! 177: *> v(j) = VR(:,j), the j-th column of VR.
! 178: *> \endverbatim
! 179: *>
! 180: *> \param[in] LDVR
! 181: *> \verbatim
! 182: *> LDVR is INTEGER
! 183: *> The leading dimension of the array VR. LDVR >= 1; if
! 184: *> JOBVR = 'V', LDVR >= N.
! 185: *> \endverbatim
! 186: *>
! 187: *> \param[out] ILO
! 188: *> \verbatim
! 189: *> ILO is INTEGER
! 190: *> \endverbatim
! 191: *>
! 192: *> \param[out] IHI
! 193: *> \verbatim
! 194: *> IHI is INTEGER
! 195: *> ILO and IHI are integer values determined when A was
! 196: *> balanced. The balanced A(i,j) = 0 if I > J and
! 197: *> J = 1,...,ILO-1 or I = IHI+1,...,N.
! 198: *> \endverbatim
! 199: *>
! 200: *> \param[out] SCALE
! 201: *> \verbatim
! 202: *> SCALE is DOUBLE PRECISION array, dimension (N)
! 203: *> Details of the permutations and scaling factors applied
! 204: *> when balancing A. If P(j) is the index of the row and column
! 205: *> interchanged with row and column j, and D(j) is the scaling
! 206: *> factor applied to row and column j, then
! 207: *> SCALE(J) = P(J), for J = 1,...,ILO-1
! 208: *> = D(J), for J = ILO,...,IHI
! 209: *> = P(J) for J = IHI+1,...,N.
! 210: *> The order in which the interchanges are made is N to IHI+1,
! 211: *> then 1 to ILO-1.
! 212: *> \endverbatim
! 213: *>
! 214: *> \param[out] ABNRM
! 215: *> \verbatim
! 216: *> ABNRM is DOUBLE PRECISION
! 217: *> The one-norm of the balanced matrix (the maximum
! 218: *> of the sum of absolute values of elements of any column).
! 219: *> \endverbatim
! 220: *>
! 221: *> \param[out] RCONDE
! 222: *> \verbatim
! 223: *> RCONDE is DOUBLE PRECISION array, dimension (N)
! 224: *> RCONDE(j) is the reciprocal condition number of the j-th
! 225: *> eigenvalue.
! 226: *> \endverbatim
! 227: *>
! 228: *> \param[out] RCONDV
! 229: *> \verbatim
! 230: *> RCONDV is DOUBLE PRECISION array, dimension (N)
! 231: *> RCONDV(j) is the reciprocal condition number of the j-th
! 232: *> right eigenvector.
! 233: *> \endverbatim
! 234: *>
! 235: *> \param[out] WORK
! 236: *> \verbatim
! 237: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
! 238: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
! 239: *> \endverbatim
! 240: *>
! 241: *> \param[in] LWORK
! 242: *> \verbatim
! 243: *> LWORK is INTEGER
! 244: *> The dimension of the array WORK. If SENSE = 'N' or 'E',
! 245: *> LWORK >= max(1,2*N), and if SENSE = 'V' or 'B',
! 246: *> LWORK >= N*N+2*N.
! 247: *> For good performance, LWORK must generally be larger.
! 248: *>
! 249: *> If LWORK = -1, then a workspace query is assumed; the routine
! 250: *> only calculates the optimal size of the WORK array, returns
! 251: *> this value as the first entry of the WORK array, and no error
! 252: *> message related to LWORK is issued by XERBLA.
! 253: *> \endverbatim
! 254: *>
! 255: *> \param[out] RWORK
! 256: *> \verbatim
! 257: *> RWORK is DOUBLE PRECISION array, dimension (2*N)
! 258: *> \endverbatim
! 259: *>
! 260: *> \param[out] INFO
! 261: *> \verbatim
! 262: *> INFO is INTEGER
! 263: *> = 0: successful exit
! 264: *> < 0: if INFO = -i, the i-th argument had an illegal value.
! 265: *> > 0: if INFO = i, the QR algorithm failed to compute all the
! 266: *> eigenvalues, and no eigenvectors or condition numbers
! 267: *> have been computed; elements 1:ILO-1 and i+1:N of W
! 268: *> contain eigenvalues which have converged.
! 269: *> \endverbatim
! 270: *
! 271: * Authors:
! 272: * ========
! 273: *
! 274: *> \author Univ. of Tennessee
! 275: *> \author Univ. of California Berkeley
! 276: *> \author Univ. of Colorado Denver
! 277: *> \author NAG Ltd.
! 278: *
! 279: *> \date November 2011
! 280: *
! 281: *> \ingroup complex16GEeigen
! 282: *
! 283: * =====================================================================
1.1 bertrand 284: SUBROUTINE ZGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL,
285: $ LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE,
286: $ RCONDV, WORK, LWORK, RWORK, INFO )
287: *
1.8 ! bertrand 288: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 289: * -- LAPACK is a software package provided by Univ. of Tennessee, --
290: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 ! bertrand 291: * November 2011
1.1 bertrand 292: *
293: * .. Scalar Arguments ..
294: CHARACTER BALANC, JOBVL, JOBVR, SENSE
295: INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
296: DOUBLE PRECISION ABNRM
297: * ..
298: * .. Array Arguments ..
299: DOUBLE PRECISION RCONDE( * ), RCONDV( * ), RWORK( * ),
300: $ SCALE( * )
301: COMPLEX*16 A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ),
302: $ W( * ), WORK( * )
303: * ..
304: *
305: * =====================================================================
306: *
307: * .. Parameters ..
308: DOUBLE PRECISION ZERO, ONE
309: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
310: * ..
311: * .. Local Scalars ..
312: LOGICAL LQUERY, SCALEA, WANTVL, WANTVR, WNTSNB, WNTSNE,
313: $ WNTSNN, WNTSNV
314: CHARACTER JOB, SIDE
315: INTEGER HSWORK, I, ICOND, IERR, ITAU, IWRK, K, MAXWRK,
316: $ MINWRK, NOUT
317: DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, SCL, SMLNUM
318: COMPLEX*16 TMP
319: * ..
320: * .. Local Arrays ..
321: LOGICAL SELECT( 1 )
322: DOUBLE PRECISION DUM( 1 )
323: * ..
324: * .. External Subroutines ..
325: EXTERNAL DLABAD, DLASCL, XERBLA, ZDSCAL, ZGEBAK, ZGEBAL,
326: $ ZGEHRD, ZHSEQR, ZLACPY, ZLASCL, ZSCAL, ZTREVC,
327: $ ZTRSNA, ZUNGHR
328: * ..
329: * .. External Functions ..
330: LOGICAL LSAME
331: INTEGER IDAMAX, ILAENV
332: DOUBLE PRECISION DLAMCH, DZNRM2, ZLANGE
333: EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DZNRM2, ZLANGE
334: * ..
335: * .. Intrinsic Functions ..
336: INTRINSIC DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
337: * ..
338: * .. Executable Statements ..
339: *
340: * Test the input arguments
341: *
342: INFO = 0
343: LQUERY = ( LWORK.EQ.-1 )
344: WANTVL = LSAME( JOBVL, 'V' )
345: WANTVR = LSAME( JOBVR, 'V' )
346: WNTSNN = LSAME( SENSE, 'N' )
347: WNTSNE = LSAME( SENSE, 'E' )
348: WNTSNV = LSAME( SENSE, 'V' )
349: WNTSNB = LSAME( SENSE, 'B' )
350: IF( .NOT.( LSAME( BALANC, 'N' ) .OR. LSAME( BALANC, 'S' ) .OR.
351: $ LSAME( BALANC, 'P' ) .OR. LSAME( BALANC, 'B' ) ) ) THEN
352: INFO = -1
353: ELSE IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN
354: INFO = -2
355: ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN
356: INFO = -3
357: ELSE IF( .NOT.( WNTSNN .OR. WNTSNE .OR. WNTSNB .OR. WNTSNV ) .OR.
358: $ ( ( WNTSNE .OR. WNTSNB ) .AND. .NOT.( WANTVL .AND.
359: $ WANTVR ) ) ) THEN
360: INFO = -4
361: ELSE IF( N.LT.0 ) THEN
362: INFO = -5
363: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
364: INFO = -7
365: ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN
366: INFO = -10
367: ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN
368: INFO = -12
369: END IF
370: *
371: * Compute workspace
372: * (Note: Comments in the code beginning "Workspace:" describe the
373: * minimal amount of workspace needed at that point in the code,
374: * as well as the preferred amount for good performance.
375: * CWorkspace refers to complex workspace, and RWorkspace to real
376: * workspace. NB refers to the optimal block size for the
377: * immediately following subroutine, as returned by ILAENV.
378: * HSWORK refers to the workspace preferred by ZHSEQR, as
379: * calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
380: * the worst case.)
381: *
382: IF( INFO.EQ.0 ) THEN
383: IF( N.EQ.0 ) THEN
384: MINWRK = 1
385: MAXWRK = 1
386: ELSE
387: MAXWRK = N + N*ILAENV( 1, 'ZGEHRD', ' ', N, 1, N, 0 )
388: *
389: IF( WANTVL ) THEN
390: CALL ZHSEQR( 'S', 'V', N, 1, N, A, LDA, W, VL, LDVL,
391: $ WORK, -1, INFO )
392: ELSE IF( WANTVR ) THEN
393: CALL ZHSEQR( 'S', 'V', N, 1, N, A, LDA, W, VR, LDVR,
394: $ WORK, -1, INFO )
395: ELSE
396: IF( WNTSNN ) THEN
397: CALL ZHSEQR( 'E', 'N', N, 1, N, A, LDA, W, VR, LDVR,
398: $ WORK, -1, INFO )
399: ELSE
400: CALL ZHSEQR( 'S', 'N', N, 1, N, A, LDA, W, VR, LDVR,
401: $ WORK, -1, INFO )
402: END IF
403: END IF
404: HSWORK = WORK( 1 )
405: *
406: IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN
407: MINWRK = 2*N
408: IF( .NOT.( WNTSNN .OR. WNTSNE ) )
409: $ MINWRK = MAX( MINWRK, N*N + 2*N )
410: MAXWRK = MAX( MAXWRK, HSWORK )
411: IF( .NOT.( WNTSNN .OR. WNTSNE ) )
412: $ MAXWRK = MAX( MAXWRK, N*N + 2*N )
413: ELSE
414: MINWRK = 2*N
415: IF( .NOT.( WNTSNN .OR. WNTSNE ) )
416: $ MINWRK = MAX( MINWRK, N*N + 2*N )
417: MAXWRK = MAX( MAXWRK, HSWORK )
418: MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'ZUNGHR',
419: $ ' ', N, 1, N, -1 ) )
420: IF( .NOT.( WNTSNN .OR. WNTSNE ) )
421: $ MAXWRK = MAX( MAXWRK, N*N + 2*N )
422: MAXWRK = MAX( MAXWRK, 2*N )
423: END IF
424: MAXWRK = MAX( MAXWRK, MINWRK )
425: END IF
426: WORK( 1 ) = MAXWRK
427: *
428: IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
429: INFO = -20
430: END IF
431: END IF
432: *
433: IF( INFO.NE.0 ) THEN
434: CALL XERBLA( 'ZGEEVX', -INFO )
435: RETURN
436: ELSE IF( LQUERY ) THEN
437: RETURN
438: END IF
439: *
440: * Quick return if possible
441: *
442: IF( N.EQ.0 )
443: $ RETURN
444: *
445: * Get machine constants
446: *
447: EPS = DLAMCH( 'P' )
448: SMLNUM = DLAMCH( 'S' )
449: BIGNUM = ONE / SMLNUM
450: CALL DLABAD( SMLNUM, BIGNUM )
451: SMLNUM = SQRT( SMLNUM ) / EPS
452: BIGNUM = ONE / SMLNUM
453: *
454: * Scale A if max element outside range [SMLNUM,BIGNUM]
455: *
456: ICOND = 0
457: ANRM = ZLANGE( 'M', N, N, A, LDA, DUM )
458: SCALEA = .FALSE.
459: IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
460: SCALEA = .TRUE.
461: CSCALE = SMLNUM
462: ELSE IF( ANRM.GT.BIGNUM ) THEN
463: SCALEA = .TRUE.
464: CSCALE = BIGNUM
465: END IF
466: IF( SCALEA )
467: $ CALL ZLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
468: *
469: * Balance the matrix and compute ABNRM
470: *
471: CALL ZGEBAL( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR )
472: ABNRM = ZLANGE( '1', N, N, A, LDA, DUM )
473: IF( SCALEA ) THEN
474: DUM( 1 ) = ABNRM
475: CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR )
476: ABNRM = DUM( 1 )
477: END IF
478: *
479: * Reduce to upper Hessenberg form
480: * (CWorkspace: need 2*N, prefer N+N*NB)
481: * (RWorkspace: none)
482: *
483: ITAU = 1
484: IWRK = ITAU + N
485: CALL ZGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
486: $ LWORK-IWRK+1, IERR )
487: *
488: IF( WANTVL ) THEN
489: *
490: * Want left eigenvectors
491: * Copy Householder vectors to VL
492: *
493: SIDE = 'L'
494: CALL ZLACPY( 'L', N, N, A, LDA, VL, LDVL )
495: *
496: * Generate unitary matrix in VL
497: * (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
498: * (RWorkspace: none)
499: *
500: CALL ZUNGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ),
501: $ LWORK-IWRK+1, IERR )
502: *
503: * Perform QR iteration, accumulating Schur vectors in VL
504: * (CWorkspace: need 1, prefer HSWORK (see comments) )
505: * (RWorkspace: none)
506: *
507: IWRK = ITAU
508: CALL ZHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, W, VL, LDVL,
509: $ WORK( IWRK ), LWORK-IWRK+1, INFO )
510: *
511: IF( WANTVR ) THEN
512: *
513: * Want left and right eigenvectors
514: * Copy Schur vectors to VR
515: *
516: SIDE = 'B'
517: CALL ZLACPY( 'F', N, N, VL, LDVL, VR, LDVR )
518: END IF
519: *
520: ELSE IF( WANTVR ) THEN
521: *
522: * Want right eigenvectors
523: * Copy Householder vectors to VR
524: *
525: SIDE = 'R'
526: CALL ZLACPY( 'L', N, N, A, LDA, VR, LDVR )
527: *
528: * Generate unitary matrix in VR
529: * (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
530: * (RWorkspace: none)
531: *
532: CALL ZUNGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
533: $ LWORK-IWRK+1, IERR )
534: *
535: * Perform QR iteration, accumulating Schur vectors in VR
536: * (CWorkspace: need 1, prefer HSWORK (see comments) )
537: * (RWorkspace: none)
538: *
539: IWRK = ITAU
540: CALL ZHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, W, VR, LDVR,
541: $ WORK( IWRK ), LWORK-IWRK+1, INFO )
542: *
543: ELSE
544: *
545: * Compute eigenvalues only
546: * If condition numbers desired, compute Schur form
547: *
548: IF( WNTSNN ) THEN
549: JOB = 'E'
550: ELSE
551: JOB = 'S'
552: END IF
553: *
554: * (CWorkspace: need 1, prefer HSWORK (see comments) )
555: * (RWorkspace: none)
556: *
557: IWRK = ITAU
558: CALL ZHSEQR( JOB, 'N', N, ILO, IHI, A, LDA, W, VR, LDVR,
559: $ WORK( IWRK ), LWORK-IWRK+1, INFO )
560: END IF
561: *
562: * If INFO > 0 from ZHSEQR, then quit
563: *
564: IF( INFO.GT.0 )
565: $ GO TO 50
566: *
567: IF( WANTVL .OR. WANTVR ) THEN
568: *
569: * Compute left and/or right eigenvectors
570: * (CWorkspace: need 2*N)
571: * (RWorkspace: need N)
572: *
573: CALL ZTREVC( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
574: $ N, NOUT, WORK( IWRK ), RWORK, IERR )
575: END IF
576: *
577: * Compute condition numbers if desired
578: * (CWorkspace: need N*N+2*N unless SENSE = 'E')
579: * (RWorkspace: need 2*N unless SENSE = 'E')
580: *
581: IF( .NOT.WNTSNN ) THEN
582: CALL ZTRSNA( SENSE, 'A', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
583: $ RCONDE, RCONDV, N, NOUT, WORK( IWRK ), N, RWORK,
584: $ ICOND )
585: END IF
586: *
587: IF( WANTVL ) THEN
588: *
589: * Undo balancing of left eigenvectors
590: *
591: CALL ZGEBAK( BALANC, 'L', N, ILO, IHI, SCALE, N, VL, LDVL,
592: $ IERR )
593: *
594: * Normalize left eigenvectors and make largest component real
595: *
596: DO 20 I = 1, N
597: SCL = ONE / DZNRM2( N, VL( 1, I ), 1 )
598: CALL ZDSCAL( N, SCL, VL( 1, I ), 1 )
599: DO 10 K = 1, N
600: RWORK( K ) = DBLE( VL( K, I ) )**2 +
601: $ DIMAG( VL( K, I ) )**2
602: 10 CONTINUE
603: K = IDAMAX( N, RWORK, 1 )
604: TMP = DCONJG( VL( K, I ) ) / SQRT( RWORK( K ) )
605: CALL ZSCAL( N, TMP, VL( 1, I ), 1 )
606: VL( K, I ) = DCMPLX( DBLE( VL( K, I ) ), ZERO )
607: 20 CONTINUE
608: END IF
609: *
610: IF( WANTVR ) THEN
611: *
612: * Undo balancing of right eigenvectors
613: *
614: CALL ZGEBAK( BALANC, 'R', N, ILO, IHI, SCALE, N, VR, LDVR,
615: $ IERR )
616: *
617: * Normalize right eigenvectors and make largest component real
618: *
619: DO 40 I = 1, N
620: SCL = ONE / DZNRM2( N, VR( 1, I ), 1 )
621: CALL ZDSCAL( N, SCL, VR( 1, I ), 1 )
622: DO 30 K = 1, N
623: RWORK( K ) = DBLE( VR( K, I ) )**2 +
624: $ DIMAG( VR( K, I ) )**2
625: 30 CONTINUE
626: K = IDAMAX( N, RWORK, 1 )
627: TMP = DCONJG( VR( K, I ) ) / SQRT( RWORK( K ) )
628: CALL ZSCAL( N, TMP, VR( 1, I ), 1 )
629: VR( K, I ) = DCMPLX( DBLE( VR( K, I ) ), ZERO )
630: 40 CONTINUE
631: END IF
632: *
633: * Undo scaling if necessary
634: *
635: 50 CONTINUE
636: IF( SCALEA ) THEN
637: CALL ZLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, W( INFO+1 ),
638: $ MAX( N-INFO, 1 ), IERR )
639: IF( INFO.EQ.0 ) THEN
640: IF( ( WNTSNV .OR. WNTSNB ) .AND. ICOND.EQ.0 )
641: $ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, RCONDV, N,
642: $ IERR )
643: ELSE
644: CALL ZLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, W, N, IERR )
645: END IF
646: END IF
647: *
648: WORK( 1 ) = MAXWRK
649: RETURN
650: *
651: * End of ZGEEVX
652: *
653: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to zgeevx.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack