Annotation of rpl/lapack/lapack/zgges.f, revision 1.7
1.1 bertrand 1: SUBROUTINE ZGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
2: $ SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK,
3: $ LWORK, RWORK, BWORK, INFO )
4: *
5: * -- LAPACK driver 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 JOBVSL, JOBVSR, SORT
12: INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
13: * ..
14: * .. Array Arguments ..
15: LOGICAL BWORK( * )
16: DOUBLE PRECISION RWORK( * )
17: COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
18: $ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
19: $ WORK( * )
20: * ..
21: * .. Function Arguments ..
22: LOGICAL SELCTG
23: EXTERNAL SELCTG
24: * ..
25: *
26: * Purpose
27: * =======
28: *
29: * ZGGES computes for a pair of N-by-N complex nonsymmetric matrices
30: * (A,B), the generalized eigenvalues, the generalized complex Schur
31: * form (S, T), and optionally left and/or right Schur vectors (VSL
32: * and VSR). This gives the generalized Schur factorization
33: *
34: * (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
35: *
36: * where (VSR)**H is the conjugate-transpose of VSR.
37: *
38: * Optionally, it also orders the eigenvalues so that a selected cluster
39: * of eigenvalues appears in the leading diagonal blocks of the upper
40: * triangular matrix S and the upper triangular matrix T. The leading
41: * columns of VSL and VSR then form an unitary basis for the
42: * corresponding left and right eigenspaces (deflating subspaces).
43: *
44: * (If only the generalized eigenvalues are needed, use the driver
45: * ZGGEV instead, which is faster.)
46: *
47: * A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
48: * or a ratio alpha/beta = w, such that A - w*B is singular. It is
49: * usually represented as the pair (alpha,beta), as there is a
50: * reasonable interpretation for beta=0, and even for both being zero.
51: *
52: * A pair of matrices (S,T) is in generalized complex Schur form if S
53: * and T are upper triangular and, in addition, the diagonal elements
54: * of T are non-negative real numbers.
55: *
56: * Arguments
57: * =========
58: *
59: * JOBVSL (input) CHARACTER*1
60: * = 'N': do not compute the left Schur vectors;
61: * = 'V': compute the left Schur vectors.
62: *
63: * JOBVSR (input) CHARACTER*1
64: * = 'N': do not compute the right Schur vectors;
65: * = 'V': compute the right Schur vectors.
66: *
67: * SORT (input) CHARACTER*1
68: * Specifies whether or not to order the eigenvalues on the
69: * diagonal of the generalized Schur form.
70: * = 'N': Eigenvalues are not ordered;
71: * = 'S': Eigenvalues are ordered (see SELCTG).
72: *
73: * SELCTG (external procedure) LOGICAL FUNCTION of two COMPLEX*16 arguments
74: * SELCTG must be declared EXTERNAL in the calling subroutine.
75: * If SORT = 'N', SELCTG is not referenced.
76: * If SORT = 'S', SELCTG is used to select eigenvalues to sort
77: * to the top left of the Schur form.
78: * An eigenvalue ALPHA(j)/BETA(j) is selected if
79: * SELCTG(ALPHA(j),BETA(j)) is true.
80: *
81: * Note that a selected complex eigenvalue may no longer satisfy
82: * SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
83: * ordering may change the value of complex eigenvalues
84: * (especially if the eigenvalue is ill-conditioned), in this
85: * case INFO is set to N+2 (See INFO below).
86: *
87: * N (input) INTEGER
88: * The order of the matrices A, B, VSL, and VSR. N >= 0.
89: *
90: * A (input/output) COMPLEX*16 array, dimension (LDA, N)
91: * On entry, the first of the pair of matrices.
92: * On exit, A has been overwritten by its generalized Schur
93: * form S.
94: *
95: * LDA (input) INTEGER
96: * The leading dimension of A. LDA >= max(1,N).
97: *
98: * B (input/output) COMPLEX*16 array, dimension (LDB, N)
99: * On entry, the second of the pair of matrices.
100: * On exit, B has been overwritten by its generalized Schur
101: * form T.
102: *
103: * LDB (input) INTEGER
104: * The leading dimension of B. LDB >= max(1,N).
105: *
106: * SDIM (output) INTEGER
107: * If SORT = 'N', SDIM = 0.
108: * If SORT = 'S', SDIM = number of eigenvalues (after sorting)
109: * for which SELCTG is true.
110: *
111: * ALPHA (output) COMPLEX*16 array, dimension (N)
112: * BETA (output) COMPLEX*16 array, dimension (N)
113: * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
114: * generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j),
115: * j=1,...,N are the diagonals of the complex Schur form (A,B)
116: * output by ZGGES. The BETA(j) will be non-negative real.
117: *
118: * Note: the quotients ALPHA(j)/BETA(j) may easily over- or
119: * underflow, and BETA(j) may even be zero. Thus, the user
120: * should avoid naively computing the ratio alpha/beta.
121: * However, ALPHA will be always less than and usually
122: * comparable with norm(A) in magnitude, and BETA always less
123: * than and usually comparable with norm(B).
124: *
125: * VSL (output) COMPLEX*16 array, dimension (LDVSL,N)
126: * If JOBVSL = 'V', VSL will contain the left Schur vectors.
127: * Not referenced if JOBVSL = 'N'.
128: *
129: * LDVSL (input) INTEGER
130: * The leading dimension of the matrix VSL. LDVSL >= 1, and
131: * if JOBVSL = 'V', LDVSL >= N.
132: *
133: * VSR (output) COMPLEX*16 array, dimension (LDVSR,N)
134: * If JOBVSR = 'V', VSR will contain the right Schur vectors.
135: * Not referenced if JOBVSR = 'N'.
136: *
137: * LDVSR (input) INTEGER
138: * The leading dimension of the matrix VSR. LDVSR >= 1, and
139: * if JOBVSR = 'V', LDVSR >= N.
140: *
141: * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
142: * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
143: *
144: * LWORK (input) INTEGER
145: * The dimension of the array WORK. LWORK >= max(1,2*N).
146: * For good performance, LWORK must generally be larger.
147: *
148: * If LWORK = -1, then a workspace query is assumed; the routine
149: * only calculates the optimal size of the WORK array, returns
150: * this value as the first entry of the WORK array, and no error
151: * message related to LWORK is issued by XERBLA.
152: *
153: * RWORK (workspace) DOUBLE PRECISION array, dimension (8*N)
154: *
155: * BWORK (workspace) LOGICAL array, dimension (N)
156: * Not referenced if SORT = 'N'.
157: *
158: * INFO (output) INTEGER
159: * = 0: successful exit
160: * < 0: if INFO = -i, the i-th argument had an illegal value.
161: * =1,...,N:
162: * The QZ iteration failed. (A,B) are not in Schur
163: * form, but ALPHA(j) and BETA(j) should be correct for
164: * j=INFO+1,...,N.
165: * > N: =N+1: other than QZ iteration failed in ZHGEQZ
166: * =N+2: after reordering, roundoff changed values of
167: * some complex eigenvalues so that leading
168: * eigenvalues in the Generalized Schur form no
169: * longer satisfy SELCTG=.TRUE. This could also
170: * be caused due to scaling.
171: * =N+3: reordering falied in ZTGSEN.
172: *
173: * =====================================================================
174: *
175: * .. Parameters ..
176: DOUBLE PRECISION ZERO, ONE
177: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
178: COMPLEX*16 CZERO, CONE
179: PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
180: $ CONE = ( 1.0D0, 0.0D0 ) )
181: * ..
182: * .. Local Scalars ..
183: LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
184: $ LQUERY, WANTST
185: INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
186: $ ILO, IRIGHT, IROWS, IRWRK, ITAU, IWRK, LWKMIN,
187: $ LWKOPT
188: DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
189: $ PVSR, SMLNUM
190: * ..
191: * .. Local Arrays ..
192: INTEGER IDUM( 1 )
193: DOUBLE PRECISION DIF( 2 )
194: * ..
195: * .. External Subroutines ..
196: EXTERNAL DLABAD, XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD,
197: $ ZHGEQZ, ZLACPY, ZLASCL, ZLASET, ZTGSEN, ZUNGQR,
198: $ ZUNMQR
199: * ..
200: * .. External Functions ..
201: LOGICAL LSAME
202: INTEGER ILAENV
203: DOUBLE PRECISION DLAMCH, ZLANGE
204: EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
205: * ..
206: * .. Intrinsic Functions ..
207: INTRINSIC MAX, SQRT
208: * ..
209: * .. Executable Statements ..
210: *
211: * Decode the input arguments
212: *
213: IF( LSAME( JOBVSL, 'N' ) ) THEN
214: IJOBVL = 1
215: ILVSL = .FALSE.
216: ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
217: IJOBVL = 2
218: ILVSL = .TRUE.
219: ELSE
220: IJOBVL = -1
221: ILVSL = .FALSE.
222: END IF
223: *
224: IF( LSAME( JOBVSR, 'N' ) ) THEN
225: IJOBVR = 1
226: ILVSR = .FALSE.
227: ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
228: IJOBVR = 2
229: ILVSR = .TRUE.
230: ELSE
231: IJOBVR = -1
232: ILVSR = .FALSE.
233: END IF
234: *
235: WANTST = LSAME( SORT, 'S' )
236: *
237: * Test the input arguments
238: *
239: INFO = 0
240: LQUERY = ( LWORK.EQ.-1 )
241: IF( IJOBVL.LE.0 ) THEN
242: INFO = -1
243: ELSE IF( IJOBVR.LE.0 ) THEN
244: INFO = -2
245: ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
246: INFO = -3
247: ELSE IF( N.LT.0 ) THEN
248: INFO = -5
249: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
250: INFO = -7
251: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
252: INFO = -9
253: ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
254: INFO = -14
255: ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
256: INFO = -16
257: END IF
258: *
259: * Compute workspace
260: * (Note: Comments in the code beginning "Workspace:" describe the
261: * minimal amount of workspace needed at that point in the code,
262: * as well as the preferred amount for good performance.
263: * NB refers to the optimal block size for the immediately
264: * following subroutine, as returned by ILAENV.)
265: *
266: IF( INFO.EQ.0 ) THEN
267: LWKMIN = MAX( 1, 2*N )
268: LWKOPT = MAX( 1, N + N*ILAENV( 1, 'ZGEQRF', ' ', N, 1, N, 0 ) )
269: LWKOPT = MAX( LWKOPT, N +
270: $ N*ILAENV( 1, 'ZUNMQR', ' ', N, 1, N, -1 ) )
271: IF( ILVSL ) THEN
272: LWKOPT = MAX( LWKOPT, N +
273: $ N*ILAENV( 1, 'ZUNGQR', ' ', N, 1, N, -1 ) )
274: END IF
275: WORK( 1 ) = LWKOPT
276: *
277: IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
278: $ INFO = -18
279: END IF
280: *
281: IF( INFO.NE.0 ) THEN
282: CALL XERBLA( 'ZGGES ', -INFO )
283: RETURN
284: ELSE IF( LQUERY ) THEN
285: RETURN
286: END IF
287: *
288: * Quick return if possible
289: *
290: IF( N.EQ.0 ) THEN
291: SDIM = 0
292: RETURN
293: END IF
294: *
295: * Get machine constants
296: *
297: EPS = DLAMCH( 'P' )
298: SMLNUM = DLAMCH( 'S' )
299: BIGNUM = ONE / SMLNUM
300: CALL DLABAD( SMLNUM, BIGNUM )
301: SMLNUM = SQRT( SMLNUM ) / EPS
302: BIGNUM = ONE / SMLNUM
303: *
304: * Scale A if max element outside range [SMLNUM,BIGNUM]
305: *
306: ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
307: ILASCL = .FALSE.
308: IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
309: ANRMTO = SMLNUM
310: ILASCL = .TRUE.
311: ELSE IF( ANRM.GT.BIGNUM ) THEN
312: ANRMTO = BIGNUM
313: ILASCL = .TRUE.
314: END IF
315: *
316: IF( ILASCL )
317: $ CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
318: *
319: * Scale B if max element outside range [SMLNUM,BIGNUM]
320: *
321: BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
322: ILBSCL = .FALSE.
323: IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
324: BNRMTO = SMLNUM
325: ILBSCL = .TRUE.
326: ELSE IF( BNRM.GT.BIGNUM ) THEN
327: BNRMTO = BIGNUM
328: ILBSCL = .TRUE.
329: END IF
330: *
331: IF( ILBSCL )
332: $ CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
333: *
334: * Permute the matrix to make it more nearly triangular
335: * (Real Workspace: need 6*N)
336: *
337: ILEFT = 1
338: IRIGHT = N + 1
339: IRWRK = IRIGHT + N
340: CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
341: $ RWORK( IRIGHT ), RWORK( IRWRK ), IERR )
342: *
343: * Reduce B to triangular form (QR decomposition of B)
344: * (Complex Workspace: need N, prefer N*NB)
345: *
346: IROWS = IHI + 1 - ILO
347: ICOLS = N + 1 - ILO
348: ITAU = 1
349: IWRK = ITAU + IROWS
350: CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
351: $ WORK( IWRK ), LWORK+1-IWRK, IERR )
352: *
353: * Apply the orthogonal transformation to matrix A
354: * (Complex Workspace: need N, prefer N*NB)
355: *
356: CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
357: $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
358: $ LWORK+1-IWRK, IERR )
359: *
360: * Initialize VSL
361: * (Complex Workspace: need N, prefer N*NB)
362: *
363: IF( ILVSL ) THEN
364: CALL ZLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
365: IF( IROWS.GT.1 ) THEN
366: CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
367: $ VSL( ILO+1, ILO ), LDVSL )
368: END IF
369: CALL ZUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
370: $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
371: END IF
372: *
373: * Initialize VSR
374: *
375: IF( ILVSR )
376: $ CALL ZLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
377: *
378: * Reduce to generalized Hessenberg form
379: * (Workspace: none needed)
380: *
381: CALL ZGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
382: $ LDVSL, VSR, LDVSR, IERR )
383: *
384: SDIM = 0
385: *
386: * Perform QZ algorithm, computing Schur vectors if desired
387: * (Complex Workspace: need N)
388: * (Real Workspace: need N)
389: *
390: IWRK = ITAU
391: CALL ZHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
392: $ ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWRK ),
393: $ LWORK+1-IWRK, RWORK( IRWRK ), IERR )
394: IF( IERR.NE.0 ) THEN
395: IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
396: INFO = IERR
397: ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
398: INFO = IERR - N
399: ELSE
400: INFO = N + 1
401: END IF
402: GO TO 30
403: END IF
404: *
405: * Sort eigenvalues ALPHA/BETA if desired
406: * (Workspace: none needed)
407: *
408: IF( WANTST ) THEN
409: *
410: * Undo scaling on eigenvalues before selecting
411: *
412: IF( ILASCL )
413: $ CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, 1, ALPHA, N, IERR )
414: IF( ILBSCL )
415: $ CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, 1, BETA, N, IERR )
416: *
417: * Select eigenvalues
418: *
419: DO 10 I = 1, N
420: BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
421: 10 CONTINUE
422: *
423: CALL ZTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHA,
424: $ BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL, PVSR,
425: $ DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1, IERR )
426: IF( IERR.EQ.1 )
427: $ INFO = N + 3
428: *
429: END IF
430: *
431: * Apply back-permutation to VSL and VSR
432: * (Workspace: none needed)
433: *
434: IF( ILVSL )
435: $ CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
436: $ RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
437: IF( ILVSR )
438: $ CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
439: $ RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
440: *
441: * Undo scaling
442: *
443: IF( ILASCL ) THEN
444: CALL ZLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
445: CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
446: END IF
447: *
448: IF( ILBSCL ) THEN
449: CALL ZLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
450: CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
451: END IF
452: *
453: IF( WANTST ) THEN
454: *
455: * Check if reordering is correct
456: *
457: LASTSL = .TRUE.
458: SDIM = 0
459: DO 20 I = 1, N
460: CURSL = SELCTG( ALPHA( I ), BETA( I ) )
461: IF( CURSL )
462: $ SDIM = SDIM + 1
463: IF( CURSL .AND. .NOT.LASTSL )
464: $ INFO = N + 2
465: LASTSL = CURSL
466: 20 CONTINUE
467: *
468: END IF
469: *
470: 30 CONTINUE
471: *
472: WORK( 1 ) = LWKOPT
473: *
474: RETURN
475: *
476: * End of ZGGES
477: *
478: END
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