File:  [local] / rpl / lapack / lapack / ztgsen.f
Revision 1.8: download - view: text, annotated - select for diffs - revision graph
Tue Dec 21 13:53:57 2010 UTC (13 years, 5 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_0, rpl-4_0_24, rpl-4_0_22, rpl-4_0_21, rpl-4_0_20, rpl-4_0, HEAD
Mise à jour de lapack vers la version 3.3.0.

    1:       SUBROUTINE ZTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
    2:      $                   ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF,
    3:      $                   WORK, LWORK, IWORK, LIWORK, INFO )
    4: *
    5: *  -- LAPACK routine (version 3.2.2) --
    6: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    7: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    8: *     January 2007
    9: *
   10: *     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
   11: *
   12: *     .. Scalar Arguments ..
   13:       LOGICAL            WANTQ, WANTZ
   14:       INTEGER            IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
   15:      $                   M, N
   16:       DOUBLE PRECISION   PL, PR
   17: *     ..
   18: *     .. Array Arguments ..
   19:       LOGICAL            SELECT( * )
   20:       INTEGER            IWORK( * )
   21:       DOUBLE PRECISION   DIF( * )
   22:       COMPLEX*16         A( LDA, * ), ALPHA( * ), B( LDB, * ),
   23:      $                   BETA( * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )
   24: *     ..
   25: *
   26: *  Purpose
   27: *  =======
   28: *
   29: *  ZTGSEN reorders the generalized Schur decomposition of a complex
   30: *  matrix pair (A, B) (in terms of an unitary equivalence trans-
   31: *  formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
   32: *  appears in the leading diagonal blocks of the pair (A,B). The leading
   33: *  columns of Q and Z form unitary bases of the corresponding left and
   34: *  right eigenspaces (deflating subspaces). (A, B) must be in
   35: *  generalized Schur canonical form, that is, A and B are both upper
   36: *  triangular.
   37: *
   38: *  ZTGSEN also computes the generalized eigenvalues
   39: *
   40: *           w(j)= ALPHA(j) / BETA(j)
   41: *
   42: *  of the reordered matrix pair (A, B).
   43: *
   44: *  Optionally, the routine computes estimates of reciprocal condition
   45: *  numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
   46: *  (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
   47: *  between the matrix pairs (A11, B11) and (A22,B22) that correspond to
   48: *  the selected cluster and the eigenvalues outside the cluster, resp.,
   49: *  and norms of "projections" onto left and right eigenspaces w.r.t.
   50: *  the selected cluster in the (1,1)-block.
   51: *
   52: *
   53: *  Arguments
   54: *  =========
   55: *
   56: *  IJOB    (input) integer
   57: *          Specifies whether condition numbers are required for the
   58: *          cluster of eigenvalues (PL and PR) or the deflating subspaces
   59: *          (Difu and Difl):
   60: *           =0: Only reorder w.r.t. SELECT. No extras.
   61: *           =1: Reciprocal of norms of "projections" onto left and right
   62: *               eigenspaces w.r.t. the selected cluster (PL and PR).
   63: *           =2: Upper bounds on Difu and Difl. F-norm-based estimate
   64: *               (DIF(1:2)).
   65: *           =3: Estimate of Difu and Difl. 1-norm-based estimate
   66: *               (DIF(1:2)).
   67: *               About 5 times as expensive as IJOB = 2.
   68: *           =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
   69: *               version to get it all.
   70: *           =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
   71: *
   72: *  WANTQ   (input) LOGICAL
   73: *          .TRUE. : update the left transformation matrix Q;
   74: *          .FALSE.: do not update Q.
   75: *
   76: *  WANTZ   (input) LOGICAL
   77: *          .TRUE. : update the right transformation matrix Z;
   78: *          .FALSE.: do not update Z.
   79: *
   80: *  SELECT  (input) LOGICAL array, dimension (N)
   81: *          SELECT specifies the eigenvalues in the selected cluster. To
   82: *          select an eigenvalue w(j), SELECT(j) must be set to
   83: *          .TRUE..
   84: *
   85: *  N       (input) INTEGER
   86: *          The order of the matrices A and B. N >= 0.
   87: *
   88: *  A       (input/output) COMPLEX*16 array, dimension(LDA,N)
   89: *          On entry, the upper triangular matrix A, in generalized
   90: *          Schur canonical form.
   91: *          On exit, A is overwritten by the reordered matrix A.
   92: *
   93: *  LDA     (input) INTEGER
   94: *          The leading dimension of the array A. LDA >= max(1,N).
   95: *
   96: *  B       (input/output) COMPLEX*16 array, dimension(LDB,N)
   97: *          On entry, the upper triangular matrix B, in generalized
   98: *          Schur canonical form.
   99: *          On exit, B is overwritten by the reordered matrix B.
  100: *
  101: *  LDB     (input) INTEGER
  102: *          The leading dimension of the array B. LDB >= max(1,N).
  103: *
  104: *  ALPHA   (output) COMPLEX*16 array, dimension (N)
  105: *  BETA    (output) COMPLEX*16 array, dimension (N)
  106: *          The diagonal elements of A and B, respectively,
  107: *          when the pair (A,B) has been reduced to generalized Schur
  108: *          form.  ALPHA(i)/BETA(i) i=1,...,N are the generalized
  109: *          eigenvalues.
  110: *
  111: *  Q       (input/output) COMPLEX*16 array, dimension (LDQ,N)
  112: *          On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
  113: *          On exit, Q has been postmultiplied by the left unitary
  114: *          transformation matrix which reorder (A, B); The leading M
  115: *          columns of Q form orthonormal bases for the specified pair of
  116: *          left eigenspaces (deflating subspaces).
  117: *          If WANTQ = .FALSE., Q is not referenced.
  118: *
  119: *  LDQ     (input) INTEGER
  120: *          The leading dimension of the array Q. LDQ >= 1.
  121: *          If WANTQ = .TRUE., LDQ >= N.
  122: *
  123: *  Z       (input/output) COMPLEX*16 array, dimension (LDZ,N)
  124: *          On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
  125: *          On exit, Z has been postmultiplied by the left unitary
  126: *          transformation matrix which reorder (A, B); The leading M
  127: *          columns of Z form orthonormal bases for the specified pair of
  128: *          left eigenspaces (deflating subspaces).
  129: *          If WANTZ = .FALSE., Z is not referenced.
  130: *
  131: *  LDZ     (input) INTEGER
  132: *          The leading dimension of the array Z. LDZ >= 1.
  133: *          If WANTZ = .TRUE., LDZ >= N.
  134: *
  135: *  M       (output) INTEGER
  136: *          The dimension of the specified pair of left and right
  137: *          eigenspaces, (deflating subspaces) 0 <= M <= N.
  138: *
  139: *  PL      (output) DOUBLE PRECISION
  140: *  PR      (output) DOUBLE PRECISION
  141: *          If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
  142: *          reciprocal  of the norm of "projections" onto left and right
  143: *          eigenspace with respect to the selected cluster.
  144: *          0 < PL, PR <= 1.
  145: *          If M = 0 or M = N, PL = PR  = 1.
  146: *          If IJOB = 0, 2 or 3 PL, PR are not referenced.
  147: *
  148: *  DIF     (output) DOUBLE PRECISION array, dimension (2).
  149: *          If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
  150: *          If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
  151: *          Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
  152: *          estimates of Difu and Difl, computed using reversed
  153: *          communication with ZLACN2.
  154: *          If M = 0 or N, DIF(1:2) = F-norm([A, B]).
  155: *          If IJOB = 0 or 1, DIF is not referenced.
  156: *
  157: *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
  158: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  159: *
  160: *  LWORK   (input) INTEGER
  161: *          The dimension of the array WORK. LWORK >=  1
  162: *          If IJOB = 1, 2 or 4, LWORK >=  2*M*(N-M)
  163: *          If IJOB = 3 or 5, LWORK >=  4*M*(N-M)
  164: *
  165: *          If LWORK = -1, then a workspace query is assumed; the routine
  166: *          only calculates the optimal size of the WORK array, returns
  167: *          this value as the first entry of the WORK array, and no error
  168: *          message related to LWORK is issued by XERBLA.
  169: *
  170: *  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
  171: *          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  172: *
  173: *  LIWORK  (input) INTEGER
  174: *          The dimension of the array IWORK. LIWORK >= 1.
  175: *          If IJOB = 1, 2 or 4, LIWORK >=  N+2;
  176: *          If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M));
  177: *
  178: *          If LIWORK = -1, then a workspace query is assumed; the
  179: *          routine only calculates the optimal size of the IWORK array,
  180: *          returns this value as the first entry of the IWORK array, and
  181: *          no error message related to LIWORK is issued by XERBLA.
  182: *
  183: *  INFO    (output) INTEGER
  184: *            =0: Successful exit.
  185: *            <0: If INFO = -i, the i-th argument had an illegal value.
  186: *            =1: Reordering of (A, B) failed because the transformed
  187: *                matrix pair (A, B) would be too far from generalized
  188: *                Schur form; the problem is very ill-conditioned.
  189: *                (A, B) may have been partially reordered.
  190: *                If requested, 0 is returned in DIF(*), PL and PR.
  191: *
  192: *
  193: *  Further Details
  194: *  ===============
  195: *
  196: *  ZTGSEN first collects the selected eigenvalues by computing unitary
  197: *  U and W that move them to the top left corner of (A, B). In other
  198: *  words, the selected eigenvalues are the eigenvalues of (A11, B11) in
  199: *
  200: *                U'*(A, B)*W = (A11 A12) (B11 B12) n1
  201: *                              ( 0  A22),( 0  B22) n2
  202: *                                n1  n2    n1  n2
  203: *
  204: *  where N = n1+n2 and U' means the conjugate transpose of U. The first
  205: *  n1 columns of U and W span the specified pair of left and right
  206: *  eigenspaces (deflating subspaces) of (A, B).
  207: *
  208: *  If (A, B) has been obtained from the generalized real Schur
  209: *  decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
  210: *  reordered generalized Schur form of (C, D) is given by
  211: *
  212: *           (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
  213: *
  214: *  and the first n1 columns of Q*U and Z*W span the corresponding
  215: *  deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
  216: *
  217: *  Note that if the selected eigenvalue is sufficiently ill-conditioned,
  218: *  then its value may differ significantly from its value before
  219: *  reordering.
  220: *
  221: *  The reciprocal condition numbers of the left and right eigenspaces
  222: *  spanned by the first n1 columns of U and W (or Q*U and Z*W) may
  223: *  be returned in DIF(1:2), corresponding to Difu and Difl, resp.
  224: *
  225: *  The Difu and Difl are defined as:
  226: *
  227: *       Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
  228: *  and
  229: *       Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
  230: *
  231: *  where sigma-min(Zu) is the smallest singular value of the
  232: *  (2*n1*n2)-by-(2*n1*n2) matrix
  233: *
  234: *       Zu = [ kron(In2, A11)  -kron(A22', In1) ]
  235: *            [ kron(In2, B11)  -kron(B22', In1) ].
  236: *
  237: *  Here, Inx is the identity matrix of size nx and A22' is the
  238: *  transpose of A22. kron(X, Y) is the Kronecker product between
  239: *  the matrices X and Y.
  240: *
  241: *  When DIF(2) is small, small changes in (A, B) can cause large changes
  242: *  in the deflating subspace. An approximate (asymptotic) bound on the
  243: *  maximum angular error in the computed deflating subspaces is
  244: *
  245: *       EPS * norm((A, B)) / DIF(2),
  246: *
  247: *  where EPS is the machine precision.
  248: *
  249: *  The reciprocal norm of the projectors on the left and right
  250: *  eigenspaces associated with (A11, B11) may be returned in PL and PR.
  251: *  They are computed as follows. First we compute L and R so that
  252: *  P*(A, B)*Q is block diagonal, where
  253: *
  254: *       P = ( I -L ) n1           Q = ( I R ) n1
  255: *           ( 0  I ) n2    and        ( 0 I ) n2
  256: *             n1 n2                    n1 n2
  257: *
  258: *  and (L, R) is the solution to the generalized Sylvester equation
  259: *
  260: *       A11*R - L*A22 = -A12
  261: *       B11*R - L*B22 = -B12
  262: *
  263: *  Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
  264: *  An approximate (asymptotic) bound on the average absolute error of
  265: *  the selected eigenvalues is
  266: *
  267: *       EPS * norm((A, B)) / PL.
  268: *
  269: *  There are also global error bounds which valid for perturbations up
  270: *  to a certain restriction:  A lower bound (x) on the smallest
  271: *  F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
  272: *  coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
  273: *  (i.e. (A + E, B + F), is
  274: *
  275: *   x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
  276: *
  277: *  An approximate bound on x can be computed from DIF(1:2), PL and PR.
  278: *
  279: *  If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
  280: *  (L', R') and unperturbed (L, R) left and right deflating subspaces
  281: *  associated with the selected cluster in the (1,1)-blocks can be
  282: *  bounded as
  283: *
  284: *   max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
  285: *   max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
  286: *
  287: *  See LAPACK User's Guide section 4.11 or the following references
  288: *  for more information.
  289: *
  290: *  Note that if the default method for computing the Frobenius-norm-
  291: *  based estimate DIF is not wanted (see ZLATDF), then the parameter
  292: *  IDIFJB (see below) should be changed from 3 to 4 (routine ZLATDF
  293: *  (IJOB = 2 will be used)). See ZTGSYL for more details.
  294: *
  295: *  Based on contributions by
  296: *     Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  297: *     Umea University, S-901 87 Umea, Sweden.
  298: *
  299: *  References
  300: *  ==========
  301: *
  302: *  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  303: *      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  304: *      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  305: *      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  306: *
  307: *  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
  308: *      Eigenvalues of a Regular Matrix Pair (A, B) and Condition
  309: *      Estimation: Theory, Algorithms and Software, Report
  310: *      UMINF - 94.04, Department of Computing Science, Umea University,
  311: *      S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
  312: *      To appear in Numerical Algorithms, 1996.
  313: *
  314: *  [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
  315: *      for Solving the Generalized Sylvester Equation and Estimating the
  316: *      Separation between Regular Matrix Pairs, Report UMINF - 93.23,
  317: *      Department of Computing Science, Umea University, S-901 87 Umea,
  318: *      Sweden, December 1993, Revised April 1994, Also as LAPACK working
  319: *      Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
  320: *      1996.
  321: *
  322: *  =====================================================================
  323: *
  324: *     .. Parameters ..
  325:       INTEGER            IDIFJB
  326:       PARAMETER          ( IDIFJB = 3 )
  327:       DOUBLE PRECISION   ZERO, ONE
  328:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  329: *     ..
  330: *     .. Local Scalars ..
  331:       LOGICAL            LQUERY, SWAP, WANTD, WANTD1, WANTD2, WANTP
  332:       INTEGER            I, IERR, IJB, K, KASE, KS, LIWMIN, LWMIN, MN2,
  333:      $                   N1, N2
  334:       DOUBLE PRECISION   DSCALE, DSUM, RDSCAL, SAFMIN
  335:       COMPLEX*16         TEMP1, TEMP2
  336: *     ..
  337: *     .. Local Arrays ..
  338:       INTEGER            ISAVE( 3 )
  339: *     ..
  340: *     .. External Subroutines ..
  341:       EXTERNAL           XERBLA, ZLACN2, ZLACPY, ZLASSQ, ZSCAL, ZTGEXC,
  342:      $                   ZTGSYL
  343: *     ..
  344: *     .. Intrinsic Functions ..
  345:       INTRINSIC          ABS, DCMPLX, DCONJG, MAX, SQRT
  346: *     ..
  347: *     .. External Functions ..
  348:       DOUBLE PRECISION   DLAMCH
  349:       EXTERNAL           DLAMCH
  350: *     ..
  351: *     .. Executable Statements ..
  352: *
  353: *     Decode and test the input parameters
  354: *
  355:       INFO = 0
  356:       LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  357: *
  358:       IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN
  359:          INFO = -1
  360:       ELSE IF( N.LT.0 ) THEN
  361:          INFO = -5
  362:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  363:          INFO = -7
  364:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  365:          INFO = -9
  366:       ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
  367:          INFO = -13
  368:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  369:          INFO = -15
  370:       END IF
  371: *
  372:       IF( INFO.NE.0 ) THEN
  373:          CALL XERBLA( 'ZTGSEN', -INFO )
  374:          RETURN
  375:       END IF
  376: *
  377:       IERR = 0
  378: *
  379:       WANTP = IJOB.EQ.1 .OR. IJOB.GE.4
  380:       WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4
  381:       WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5
  382:       WANTD = WANTD1 .OR. WANTD2
  383: *
  384: *     Set M to the dimension of the specified pair of deflating
  385: *     subspaces.
  386: *
  387:       M = 0
  388:       DO 10 K = 1, N
  389:          ALPHA( K ) = A( K, K )
  390:          BETA( K ) = B( K, K )
  391:          IF( K.LT.N ) THEN
  392:             IF( SELECT( K ) )
  393:      $         M = M + 1
  394:          ELSE
  395:             IF( SELECT( N ) )
  396:      $         M = M + 1
  397:          END IF
  398:    10 CONTINUE
  399: *
  400:       IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
  401:          LWMIN = MAX( 1, 2*M*( N-M ) )
  402:          LIWMIN = MAX( 1, N+2 )
  403:       ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN
  404:          LWMIN = MAX( 1, 4*M*( N-M ) )
  405:          LIWMIN = MAX( 1, 2*M*( N-M ), N+2 )
  406:       ELSE
  407:          LWMIN = 1
  408:          LIWMIN = 1
  409:       END IF
  410: *
  411:       WORK( 1 ) = LWMIN
  412:       IWORK( 1 ) = LIWMIN
  413: *
  414:       IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  415:          INFO = -21
  416:       ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  417:          INFO = -23
  418:       END IF
  419: *
  420:       IF( INFO.NE.0 ) THEN
  421:          CALL XERBLA( 'ZTGSEN', -INFO )
  422:          RETURN
  423:       ELSE IF( LQUERY ) THEN
  424:          RETURN
  425:       END IF
  426: *
  427: *     Quick return if possible.
  428: *
  429:       IF( M.EQ.N .OR. M.EQ.0 ) THEN
  430:          IF( WANTP ) THEN
  431:             PL = ONE
  432:             PR = ONE
  433:          END IF
  434:          IF( WANTD ) THEN
  435:             DSCALE = ZERO
  436:             DSUM = ONE
  437:             DO 20 I = 1, N
  438:                CALL ZLASSQ( N, A( 1, I ), 1, DSCALE, DSUM )
  439:                CALL ZLASSQ( N, B( 1, I ), 1, DSCALE, DSUM )
  440:    20       CONTINUE
  441:             DIF( 1 ) = DSCALE*SQRT( DSUM )
  442:             DIF( 2 ) = DIF( 1 )
  443:          END IF
  444:          GO TO 70
  445:       END IF
  446: *
  447: *     Get machine constant
  448: *
  449:       SAFMIN = DLAMCH( 'S' )
  450: *
  451: *     Collect the selected blocks at the top-left corner of (A, B).
  452: *
  453:       KS = 0
  454:       DO 30 K = 1, N
  455:          SWAP = SELECT( K )
  456:          IF( SWAP ) THEN
  457:             KS = KS + 1
  458: *
  459: *           Swap the K-th block to position KS. Compute unitary Q
  460: *           and Z that will swap adjacent diagonal blocks in (A, B).
  461: *
  462:             IF( K.NE.KS )
  463:      $         CALL ZTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  464:      $                      LDZ, K, KS, IERR )
  465: *
  466:             IF( IERR.GT.0 ) THEN
  467: *
  468: *              Swap is rejected: exit.
  469: *
  470:                INFO = 1
  471:                IF( WANTP ) THEN
  472:                   PL = ZERO
  473:                   PR = ZERO
  474:                END IF
  475:                IF( WANTD ) THEN
  476:                   DIF( 1 ) = ZERO
  477:                   DIF( 2 ) = ZERO
  478:                END IF
  479:                GO TO 70
  480:             END IF
  481:          END IF
  482:    30 CONTINUE
  483:       IF( WANTP ) THEN
  484: *
  485: *        Solve generalized Sylvester equation for R and L:
  486: *                   A11 * R - L * A22 = A12
  487: *                   B11 * R - L * B22 = B12
  488: *
  489:          N1 = M
  490:          N2 = N - M
  491:          I = N1 + 1
  492:          CALL ZLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 )
  493:          CALL ZLACPY( 'Full', N1, N2, B( 1, I ), LDB, WORK( N1*N2+1 ),
  494:      $                N1 )
  495:          IJB = 0
  496:          CALL ZTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
  497:      $                N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ), N1,
  498:      $                DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
  499:      $                LWORK-2*N1*N2, IWORK, IERR )
  500: *
  501: *        Estimate the reciprocal of norms of "projections" onto
  502: *        left and right eigenspaces
  503: *
  504:          RDSCAL = ZERO
  505:          DSUM = ONE
  506:          CALL ZLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM )
  507:          PL = RDSCAL*SQRT( DSUM )
  508:          IF( PL.EQ.ZERO ) THEN
  509:             PL = ONE
  510:          ELSE
  511:             PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) )
  512:          END IF
  513:          RDSCAL = ZERO
  514:          DSUM = ONE
  515:          CALL ZLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM )
  516:          PR = RDSCAL*SQRT( DSUM )
  517:          IF( PR.EQ.ZERO ) THEN
  518:             PR = ONE
  519:          ELSE
  520:             PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) )
  521:          END IF
  522:       END IF
  523:       IF( WANTD ) THEN
  524: *
  525: *        Compute estimates Difu and Difl.
  526: *
  527:          IF( WANTD1 ) THEN
  528:             N1 = M
  529:             N2 = N - M
  530:             I = N1 + 1
  531:             IJB = IDIFJB
  532: *
  533: *           Frobenius norm-based Difu estimate.
  534: *
  535:             CALL ZTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
  536:      $                   N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ),
  537:      $                   N1, DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
  538:      $                   LWORK-2*N1*N2, IWORK, IERR )
  539: *
  540: *           Frobenius norm-based Difl estimate.
  541: *
  542:             CALL ZTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA, WORK,
  543:      $                   N2, B( I, I ), LDB, B, LDB, WORK( N1*N2+1 ),
  544:      $                   N2, DSCALE, DIF( 2 ), WORK( N1*N2*2+1 ),
  545:      $                   LWORK-2*N1*N2, IWORK, IERR )
  546:          ELSE
  547: *
  548: *           Compute 1-norm-based estimates of Difu and Difl using
  549: *           reversed communication with ZLACN2. In each step a
  550: *           generalized Sylvester equation or a transposed variant
  551: *           is solved.
  552: *
  553:             KASE = 0
  554:             N1 = M
  555:             N2 = N - M
  556:             I = N1 + 1
  557:             IJB = 0
  558:             MN2 = 2*N1*N2
  559: *
  560: *           1-norm-based estimate of Difu.
  561: *
  562:    40       CONTINUE
  563:             CALL ZLACN2( MN2, WORK( MN2+1 ), WORK, DIF( 1 ), KASE,
  564:      $                   ISAVE )
  565:             IF( KASE.NE.0 ) THEN
  566:                IF( KASE.EQ.1 ) THEN
  567: *
  568: *                 Solve generalized Sylvester equation
  569: *
  570:                   CALL ZTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA,
  571:      $                         WORK, N1, B, LDB, B( I, I ), LDB,
  572:      $                         WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
  573:      $                         WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  574:      $                         IERR )
  575:                ELSE
  576: *
  577: *                 Solve the transposed variant.
  578: *
  579:                   CALL ZTGSYL( 'C', IJB, N1, N2, A, LDA, A( I, I ), LDA,
  580:      $                         WORK, N1, B, LDB, B( I, I ), LDB,
  581:      $                         WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
  582:      $                         WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  583:      $                         IERR )
  584:                END IF
  585:                GO TO 40
  586:             END IF
  587:             DIF( 1 ) = DSCALE / DIF( 1 )
  588: *
  589: *           1-norm-based estimate of Difl.
  590: *
  591:    50       CONTINUE
  592:             CALL ZLACN2( MN2, WORK( MN2+1 ), WORK, DIF( 2 ), KASE,
  593:      $                   ISAVE )
  594:             IF( KASE.NE.0 ) THEN
  595:                IF( KASE.EQ.1 ) THEN
  596: *
  597: *                 Solve generalized Sylvester equation
  598: *
  599:                   CALL ZTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA,
  600:      $                         WORK, N2, B( I, I ), LDB, B, LDB,
  601:      $                         WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
  602:      $                         WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  603:      $                         IERR )
  604:                ELSE
  605: *
  606: *                 Solve the transposed variant.
  607: *
  608:                   CALL ZTGSYL( 'C', IJB, N2, N1, A( I, I ), LDA, A, LDA,
  609:      $                         WORK, N2, B, LDB, B( I, I ), LDB,
  610:      $                         WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
  611:      $                         WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  612:      $                         IERR )
  613:                END IF
  614:                GO TO 50
  615:             END IF
  616:             DIF( 2 ) = DSCALE / DIF( 2 )
  617:          END IF
  618:       END IF
  619: *
  620: *     If B(K,K) is complex, make it real and positive (normalization
  621: *     of the generalized Schur form) and Store the generalized
  622: *     eigenvalues of reordered pair (A, B)
  623: *
  624:       DO 60 K = 1, N
  625:          DSCALE = ABS( B( K, K ) )
  626:          IF( DSCALE.GT.SAFMIN ) THEN
  627:             TEMP1 = DCONJG( B( K, K ) / DSCALE )
  628:             TEMP2 = B( K, K ) / DSCALE
  629:             B( K, K ) = DSCALE
  630:             CALL ZSCAL( N-K, TEMP1, B( K, K+1 ), LDB )
  631:             CALL ZSCAL( N-K+1, TEMP1, A( K, K ), LDA )
  632:             IF( WANTQ )
  633:      $         CALL ZSCAL( N, TEMP2, Q( 1, K ), 1 )
  634:          ELSE
  635:             B( K, K ) = DCMPLX( ZERO, ZERO )
  636:          END IF
  637: *
  638:          ALPHA( K ) = A( K, K )
  639:          BETA( K ) = B( K, K )
  640: *
  641:    60 CONTINUE
  642: *
  643:    70 CONTINUE
  644: *
  645:       WORK( 1 ) = LWMIN
  646:       IWORK( 1 ) = LIWMIN
  647: *
  648:       RETURN
  649: *
  650: *     End of ZTGSEN
  651: *
  652:       END

CVSweb interface <joel.bertrand@systella.fr>