--- rpl/lapack/lapack/zgegv.f 2010/01/26 15:22:46 1.1 +++ rpl/lapack/lapack/zgegv.f 2023/08/07 08:39:16 1.17 @@ -1,10 +1,288 @@ +*> \brief ZGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZGEGV + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, +* VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBVL, JOBVR +* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION RWORK( * ) +* COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ), +* $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ), +* $ WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> This routine is deprecated and has been replaced by routine ZGGEV. +*> +*> ZGEGV computes the eigenvalues and, optionally, the left and/or right +*> eigenvectors of a complex matrix pair (A,B). +*> Given two square matrices A and B, +*> the generalized nonsymmetric eigenvalue problem (GNEP) is to find the +*> eigenvalues lambda and corresponding (non-zero) eigenvectors x such +*> that +*> A*x = lambda*B*x. +*> +*> An alternate form is to find the eigenvalues mu and corresponding +*> eigenvectors y such that +*> mu*A*y = B*y. +*> +*> These two forms are equivalent with mu = 1/lambda and x = y if +*> neither lambda nor mu is zero. In order to deal with the case that +*> lambda or mu is zero or small, two values alpha and beta are returned +*> for each eigenvalue, such that lambda = alpha/beta and +*> mu = beta/alpha. +*> +*> The vectors x and y in the above equations are right eigenvectors of +*> the matrix pair (A,B). Vectors u and v satisfying +*> u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B +*> are left eigenvectors of (A,B). +*> +*> Note: this routine performs "full balancing" on A and B +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBVL +*> \verbatim +*> JOBVL is CHARACTER*1 +*> = 'N': do not compute the left generalized eigenvectors; +*> = 'V': compute the left generalized eigenvectors (returned +*> in VL). +*> \endverbatim +*> +*> \param[in] JOBVR +*> \verbatim +*> JOBVR is CHARACTER*1 +*> = 'N': do not compute the right generalized eigenvectors; +*> = 'V': compute the right generalized eigenvectors (returned +*> in VR). +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A, B, VL, and VR. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA, N) +*> On entry, the matrix A. +*> If JOBVL = 'V' or JOBVR = 'V', then on exit A +*> contains the Schur form of A from the generalized Schur +*> factorization of the pair (A,B) after balancing. If no +*> eigenvectors were computed, then only the diagonal elements +*> of the Schur form will be correct. See ZGGHRD and ZHGEQZ +*> for details. +*> \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 COMPLEX*16 array, dimension (LDB, N) +*> On entry, the matrix B. +*> If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the +*> upper triangular matrix obtained from B in the generalized +*> Schur factorization of the pair (A,B) after balancing. +*> If no eigenvectors were computed, then only the diagonal +*> elements of B will be correct. See ZGGHRD and ZHGEQZ for +*> details. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] ALPHA +*> \verbatim +*> ALPHA is COMPLEX*16 array, dimension (N) +*> The complex scalars alpha that define the eigenvalues of +*> GNEP. +*> \endverbatim +*> +*> \param[out] BETA +*> \verbatim +*> BETA is COMPLEX*16 array, dimension (N) +*> The complex scalars beta that define the eigenvalues of GNEP. +*> +*> Together, the quantities alpha = ALPHA(j) and beta = BETA(j) +*> represent the j-th eigenvalue of the matrix pair (A,B), in +*> one of the forms lambda = alpha/beta or mu = beta/alpha. +*> Since either lambda or mu may overflow, they should not, +*> in general, be computed. +*> \endverbatim +*> +*> \param[out] VL +*> \verbatim +*> VL is COMPLEX*16 array, dimension (LDVL,N) +*> If JOBVL = 'V', the left eigenvectors u(j) are stored +*> in the columns of VL, in the same order as their eigenvalues. +*> Each eigenvector is scaled so that its largest component has +*> abs(real part) + abs(imag. part) = 1, except for eigenvectors +*> corresponding to an eigenvalue with alpha = beta = 0, which +*> are set to zero. +*> Not referenced if JOBVL = 'N'. +*> \endverbatim +*> +*> \param[in] LDVL +*> \verbatim +*> LDVL is INTEGER +*> The leading dimension of the matrix VL. LDVL >= 1, and +*> if JOBVL = 'V', LDVL >= N. +*> \endverbatim +*> +*> \param[out] VR +*> \verbatim +*> VR is COMPLEX*16 array, dimension (LDVR,N) +*> If JOBVR = 'V', the right eigenvectors x(j) are stored +*> in the columns of VR, in the same order as their eigenvalues. +*> Each eigenvector is scaled so that its largest component has +*> abs(real part) + abs(imag. part) = 1, except for eigenvectors +*> corresponding to an eigenvalue with alpha = beta = 0, which +*> are set to zero. +*> Not referenced if JOBVR = 'N'. +*> \endverbatim +*> +*> \param[in] LDVR +*> \verbatim +*> LDVR is INTEGER +*> The leading dimension of the matrix VR. LDVR >= 1, and +*> if JOBVR = 'V', LDVR >= N. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is COMPLEX*16 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. LWORK >= max(1,2*N). +*> For good performance, LWORK must generally be larger. +*> To compute the optimal value of LWORK, call ILAENV to get +*> blocksizes (for ZGEQRF, ZUNMQR, and ZUNGQR.) Then compute: +*> NB -- MAX of the blocksizes for ZGEQRF, ZUNMQR, and ZUNGQR; +*> The optimal LWORK is MAX( 2*N, N*(NB+1) ). +*> +*> 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] RWORK +*> \verbatim +*> RWORK is DOUBLE PRECISION array, dimension (8*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. No eigenvectors have been +*> calculated, but ALPHA(j) and BETA(j) should be +*> correct for j=INFO+1,...,N. +*> > N: errors that usually indicate LAPACK problems: +*> =N+1: error return from ZGGBAL +*> =N+2: error return from ZGEQRF +*> =N+3: error return from ZUNMQR +*> =N+4: error return from ZUNGQR +*> =N+5: error return from ZGGHRD +*> =N+6: error return from ZHGEQZ (other than failed +*> iteration) +*> =N+7: error return from ZTGEVC +*> =N+8: error return from ZGGBAK (computing VL) +*> =N+9: error return from ZGGBAK (computing VR) +*> =N+10: error return from ZLASCL (various calls) +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \ingroup complex16GEeigen +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> Balancing +*> --------- +*> +*> This driver calls ZGGBAL to both permute and scale rows and columns +*> of A and B. The permutations PL and PR are chosen so that PL*A*PR +*> and PL*B*R will be upper triangular except for the diagonal blocks +*> A(i:j,i:j) and B(i:j,i:j), with i and j as close together as +*> possible. The diagonal scaling matrices DL and DR are chosen so +*> that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to +*> one (except for the elements that start out zero.) +*> +*> After the eigenvalues and eigenvectors of the balanced matrices +*> have been computed, ZGGBAK transforms the eigenvectors back to what +*> they would have been (in perfect arithmetic) if they had not been +*> balanced. +*> +*> Contents of A and B on Exit +*> -------- -- - --- - -- ---- +*> +*> If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or +*> both), then on exit the arrays A and B will contain the complex Schur +*> form[*] of the "balanced" versions of A and B. If no eigenvectors +*> are computed, then only the diagonal blocks will be correct. +*> +*> [*] In other words, upper triangular form. +*> \endverbatim +*> +* ===================================================================== SUBROUTINE ZGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, $ VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO ) * -* -- LAPACK driver routine (version 3.2) -- +* -- LAPACK driver routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 * * .. Scalar Arguments .. CHARACTER JOBVL, JOBVR @@ -17,183 +295,6 @@ $ WORK( * ) * .. * -* Purpose -* ======= -* -* This routine is deprecated and has been replaced by routine ZGGEV. -* -* ZGEGV computes the eigenvalues and, optionally, the left and/or right -* eigenvectors of a complex matrix pair (A,B). -* Given two square matrices A and B, -* the generalized nonsymmetric eigenvalue problem (GNEP) is to find the -* eigenvalues lambda and corresponding (non-zero) eigenvectors x such -* that -* A*x = lambda*B*x. -* -* An alternate form is to find the eigenvalues mu and corresponding -* eigenvectors y such that -* mu*A*y = B*y. -* -* These two forms are equivalent with mu = 1/lambda and x = y if -* neither lambda nor mu is zero. In order to deal with the case that -* lambda or mu is zero or small, two values alpha and beta are returned -* for each eigenvalue, such that lambda = alpha/beta and -* mu = beta/alpha. -* -* The vectors x and y in the above equations are right eigenvectors of -* the matrix pair (A,B). Vectors u and v satisfying -* u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B -* are left eigenvectors of (A,B). -* -* Note: this routine performs "full balancing" on A and B -- see -* "Further Details", below. -* -* Arguments -* ========= -* -* JOBVL (input) CHARACTER*1 -* = 'N': do not compute the left generalized eigenvectors; -* = 'V': compute the left generalized eigenvectors (returned -* in VL). -* -* JOBVR (input) CHARACTER*1 -* = 'N': do not compute the right generalized eigenvectors; -* = 'V': compute the right generalized eigenvectors (returned -* in VR). -* -* N (input) INTEGER -* The order of the matrices A, B, VL, and VR. N >= 0. -* -* A (input/output) COMPLEX*16 array, dimension (LDA, N) -* On entry, the matrix A. -* If JOBVL = 'V' or JOBVR = 'V', then on exit A -* contains the Schur form of A from the generalized Schur -* factorization of the pair (A,B) after balancing. If no -* eigenvectors were computed, then only the diagonal elements -* of the Schur form will be correct. See ZGGHRD and ZHGEQZ -* for details. -* -* LDA (input) INTEGER -* The leading dimension of A. LDA >= max(1,N). -* -* B (input/output) COMPLEX*16 array, dimension (LDB, N) -* On entry, the matrix B. -* If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the -* upper triangular matrix obtained from B in the generalized -* Schur factorization of the pair (A,B) after balancing. -* If no eigenvectors were computed, then only the diagonal -* elements of B will be correct. See ZGGHRD and ZHGEQZ for -* details. -* -* LDB (input) INTEGER -* The leading dimension of B. LDB >= max(1,N). -* -* ALPHA (output) COMPLEX*16 array, dimension (N) -* The complex scalars alpha that define the eigenvalues of -* GNEP. -* -* BETA (output) COMPLEX*16 array, dimension (N) -* The complex scalars beta that define the eigenvalues of GNEP. -* -* Together, the quantities alpha = ALPHA(j) and beta = BETA(j) -* represent the j-th eigenvalue of the matrix pair (A,B), in -* one of the forms lambda = alpha/beta or mu = beta/alpha. -* Since either lambda or mu may overflow, they should not, -* in general, be computed. -* -* VL (output) COMPLEX*16 array, dimension (LDVL,N) -* If JOBVL = 'V', the left eigenvectors u(j) are stored -* in the columns of VL, in the same order as their eigenvalues. -* Each eigenvector is scaled so that its largest component has -* abs(real part) + abs(imag. part) = 1, except for eigenvectors -* corresponding to an eigenvalue with alpha = beta = 0, which -* are set to zero. -* Not referenced if JOBVL = 'N'. -* -* LDVL (input) INTEGER -* The leading dimension of the matrix VL. LDVL >= 1, and -* if JOBVL = 'V', LDVL >= N. -* -* VR (output) COMPLEX*16 array, dimension (LDVR,N) -* If JOBVR = 'V', the right eigenvectors x(j) are stored -* in the columns of VR, in the same order as their eigenvalues. -* Each eigenvector is scaled so that its largest component has -* abs(real part) + abs(imag. part) = 1, except for eigenvectors -* corresponding to an eigenvalue with alpha = beta = 0, which -* are set to zero. -* Not referenced if JOBVR = 'N'. -* -* LDVR (input) INTEGER -* The leading dimension of the matrix VR. LDVR >= 1, and -* if JOBVR = 'V', LDVR >= N. -* -* WORK (workspace/output) COMPLEX*16 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. LWORK >= max(1,2*N). -* For good performance, LWORK must generally be larger. -* To compute the optimal value of LWORK, call ILAENV to get -* blocksizes (for ZGEQRF, ZUNMQR, and ZUNGQR.) Then compute: -* NB -- MAX of the blocksizes for ZGEQRF, ZUNMQR, and ZUNGQR; -* The optimal LWORK is MAX( 2*N, N*(NB+1) ). -* -* 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. -* -* RWORK (workspace/output) DOUBLE PRECISION array, dimension (8*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. No eigenvectors have been -* calculated, but ALPHA(j) and BETA(j) should be -* correct for j=INFO+1,...,N. -* > N: errors that usually indicate LAPACK problems: -* =N+1: error return from ZGGBAL -* =N+2: error return from ZGEQRF -* =N+3: error return from ZUNMQR -* =N+4: error return from ZUNGQR -* =N+5: error return from ZGGHRD -* =N+6: error return from ZHGEQZ (other than failed -* iteration) -* =N+7: error return from ZTGEVC -* =N+8: error return from ZGGBAK (computing VL) -* =N+9: error return from ZGGBAK (computing VR) -* =N+10: error return from ZLASCL (various calls) -* -* Further Details -* =============== -* -* Balancing -* --------- -* -* This driver calls ZGGBAL to both permute and scale rows and columns -* of A and B. The permutations PL and PR are chosen so that PL*A*PR -* and PL*B*R will be upper triangular except for the diagonal blocks -* A(i:j,i:j) and B(i:j,i:j), with i and j as close together as -* possible. The diagonal scaling matrices DL and DR are chosen so -* that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to -* one (except for the elements that start out zero.) -* -* After the eigenvalues and eigenvectors of the balanced matrices -* have been computed, ZGGBAK transforms the eigenvectors back to what -* they would have been (in perfect arithmetic) if they had not been -* balanced. -* -* Contents of A and B on Exit -* -------- -- - --- - -- ---- -* -* If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or -* both), then on exit the arrays A and B will contain the complex Schur -* form[*] of the "balanced" versions of A and B. If no eigenvectors -* are computed, then only the diagonal blocks will be correct. -* -* [*] In other words, upper triangular form. -* * ===================================================================== * * .. Parameters ..