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714 lines
23 KiB
714 lines
23 KiB
2 years ago
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*> \brief <b> CGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download CGGESX + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cggesx.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cggesx.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cggesx.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
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* B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR,
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* LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK,
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* IWORK, LIWORK, BWORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER JOBVSL, JOBVSR, SENSE, SORT
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* INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
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* $ SDIM
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* ..
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* .. Array Arguments ..
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* LOGICAL BWORK( * )
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* INTEGER IWORK( * )
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* REAL RCONDE( 2 ), RCONDV( 2 ), RWORK( * )
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* COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
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* $ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
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* $ WORK( * )
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* ..
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* .. Function Arguments ..
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* LOGICAL SELCTG
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* EXTERNAL SELCTG
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> CGGESX computes for a pair of N-by-N complex nonsymmetric matrices
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*> (A,B), the generalized eigenvalues, the complex Schur form (S,T),
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*> and, optionally, the left and/or right matrices of Schur vectors (VSL
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*> and VSR). This gives the generalized Schur factorization
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*>
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*> (A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H )
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*>
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*> where (VSR)**H is the conjugate-transpose of VSR.
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*>
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*> Optionally, it also orders the eigenvalues so that a selected cluster
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*> of eigenvalues appears in the leading diagonal blocks of the upper
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*> triangular matrix S and the upper triangular matrix T; computes
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*> a reciprocal condition number for the average of the selected
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*> eigenvalues (RCONDE); and computes a reciprocal condition number for
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*> the right and left deflating subspaces corresponding to the selected
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*> eigenvalues (RCONDV). The leading columns of VSL and VSR then form
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*> an orthonormal basis for the corresponding left and right eigenspaces
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*> (deflating subspaces).
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*>
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*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
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*> or a ratio alpha/beta = w, such that A - w*B is singular. It is
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*> usually represented as the pair (alpha,beta), as there is a
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*> reasonable interpretation for beta=0 or for both being zero.
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*>
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*> A pair of matrices (S,T) is in generalized complex Schur form if T is
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*> upper triangular with non-negative diagonal and S is upper
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*> triangular.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] JOBVSL
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*> \verbatim
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*> JOBVSL is CHARACTER*1
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*> = 'N': do not compute the left Schur vectors;
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*> = 'V': compute the left Schur vectors.
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*> \endverbatim
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*>
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*> \param[in] JOBVSR
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*> \verbatim
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*> JOBVSR is CHARACTER*1
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*> = 'N': do not compute the right Schur vectors;
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*> = 'V': compute the right Schur vectors.
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*> \endverbatim
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*>
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*> \param[in] SORT
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*> \verbatim
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*> SORT is CHARACTER*1
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*> Specifies whether or not to order the eigenvalues on the
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*> diagonal of the generalized Schur form.
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*> = 'N': Eigenvalues are not ordered;
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*> = 'S': Eigenvalues are ordered (see SELCTG).
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*> \endverbatim
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*>
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*> \param[in] SELCTG
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*> \verbatim
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*> SELCTG is a LOGICAL FUNCTION of two COMPLEX arguments
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*> SELCTG must be declared EXTERNAL in the calling subroutine.
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*> If SORT = 'N', SELCTG is not referenced.
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*> If SORT = 'S', SELCTG is used to select eigenvalues to sort
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*> to the top left of the Schur form.
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*> Note that a selected complex eigenvalue may no longer satisfy
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*> SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
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*> ordering may change the value of complex eigenvalues
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*> (especially if the eigenvalue is ill-conditioned), in this
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*> case INFO is set to N+3 see INFO below).
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*> \endverbatim
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*>
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*> \param[in] SENSE
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*> \verbatim
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*> SENSE is CHARACTER*1
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*> Determines which reciprocal condition numbers are computed.
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*> = 'N': None are computed;
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*> = 'E': Computed for average of selected eigenvalues only;
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*> = 'V': Computed for selected deflating subspaces only;
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*> = 'B': Computed for both.
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*> If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrices A, B, VSL, and VSR. N >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX array, dimension (LDA, N)
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*> On entry, the first of the pair of matrices.
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*> On exit, A has been overwritten by its generalized Schur
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*> form S.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is COMPLEX array, dimension (LDB, N)
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*> On entry, the second of the pair of matrices.
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*> On exit, B has been overwritten by its generalized Schur
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*> form T.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] SDIM
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*> \verbatim
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*> SDIM is INTEGER
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*> If SORT = 'N', SDIM = 0.
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*> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
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*> for which SELCTG is true.
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*> \endverbatim
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*>
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*> \param[out] ALPHA
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*> \verbatim
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*> ALPHA is COMPLEX array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] BETA
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*> \verbatim
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*> BETA is COMPLEX array, dimension (N)
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*> On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
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*> generalized eigenvalues. ALPHA(j) and BETA(j),j=1,...,N are
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*> the diagonals of the complex Schur form (S,T). BETA(j) will
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*> be non-negative real.
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*>
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*> Note: the quotients ALPHA(j)/BETA(j) may easily over- or
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*> underflow, and BETA(j) may even be zero. Thus, the user
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*> should avoid naively computing the ratio alpha/beta.
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*> However, ALPHA will be always less than and usually
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*> comparable with norm(A) in magnitude, and BETA always less
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*> than and usually comparable with norm(B).
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*> \endverbatim
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*>
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*> \param[out] VSL
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*> \verbatim
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*> VSL is COMPLEX array, dimension (LDVSL,N)
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*> If JOBVSL = 'V', VSL will contain the left Schur vectors.
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*> Not referenced if JOBVSL = 'N'.
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*> \endverbatim
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*>
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*> \param[in] LDVSL
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*> \verbatim
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*> LDVSL is INTEGER
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*> The leading dimension of the matrix VSL. LDVSL >=1, and
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*> if JOBVSL = 'V', LDVSL >= N.
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*> \endverbatim
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*>
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*> \param[out] VSR
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*> \verbatim
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*> VSR is COMPLEX array, dimension (LDVSR,N)
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*> If JOBVSR = 'V', VSR will contain the right Schur vectors.
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*> Not referenced if JOBVSR = 'N'.
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*> \endverbatim
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*>
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*> \param[in] LDVSR
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*> \verbatim
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*> LDVSR is INTEGER
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*> The leading dimension of the matrix VSR. LDVSR >= 1, and
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*> if JOBVSR = 'V', LDVSR >= N.
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*> \endverbatim
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*>
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*> \param[out] RCONDE
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*> \verbatim
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*> RCONDE is REAL array, dimension ( 2 )
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*> If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
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*> reciprocal condition numbers for the average of the selected
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*> eigenvalues.
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*> Not referenced if SENSE = 'N' or 'V'.
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*> \endverbatim
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*>
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*> \param[out] RCONDV
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*> \verbatim
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*> RCONDV is REAL array, dimension ( 2 )
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*> If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
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*> reciprocal condition number for the selected deflating
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*> subspaces.
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*> Not referenced if SENSE = 'N' or 'E'.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX array, dimension (MAX(1,LWORK))
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*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*> \endverbatim
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*>
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK.
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*> If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
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*> LWORK >= MAX(1,2*N,2*SDIM*(N-SDIM)), else
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*> LWORK >= MAX(1,2*N). Note that 2*SDIM*(N-SDIM) <= N*N/2.
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*> Note also that an error is only returned if
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*> LWORK < MAX(1,2*N), but if SENSE = 'E' or 'V' or 'B' this may
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*> not be large enough.
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*>
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*> If LWORK = -1, then a workspace query is assumed; the routine
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*> only calculates the bound on the optimal size of the WORK
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*> array and the minimum size of the IWORK array, returns these
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*> values as the first entries of the WORK and IWORK arrays, and
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*> no error message related to LWORK or LIWORK is issued by
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*> XERBLA.
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is REAL array, dimension ( 8*N )
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*> Real workspace.
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
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*> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
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*> \endverbatim
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*>
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*> \param[in] LIWORK
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*> \verbatim
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*> LIWORK is INTEGER
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*> The dimension of the array WORK.
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*> If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
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*> LIWORK >= N+2.
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*>
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*> If LIWORK = -1, then a workspace query is assumed; the
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*> routine only calculates the bound on the optimal size of the
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*> WORK array and the minimum size of the IWORK array, returns
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*> these values as the first entries of the WORK and IWORK
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*> arrays, and no error message related to LWORK or LIWORK is
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*> issued by XERBLA.
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*> \endverbatim
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*>
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*> \param[out] BWORK
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*> \verbatim
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*> BWORK is LOGICAL array, dimension (N)
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*> Not referenced if SORT = 'N'.
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value.
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*> = 1,...,N:
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*> The QZ iteration failed. (A,B) are not in Schur
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*> form, but ALPHA(j) and BETA(j) should be correct for
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*> j=INFO+1,...,N.
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*> > N: =N+1: other than QZ iteration failed in CHGEQZ
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*> =N+2: after reordering, roundoff changed values of
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*> some complex eigenvalues so that leading
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*> eigenvalues in the Generalized Schur form no
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*> longer satisfy SELCTG=.TRUE. This could also
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*> be caused due to scaling.
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*> =N+3: reordering failed in CTGSEN.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup complexGEeigen
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*
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* =====================================================================
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SUBROUTINE CGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
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$ B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR,
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$ LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK,
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$ IWORK, LIWORK, BWORK, INFO )
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*
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* -- LAPACK driver routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER JOBVSL, JOBVSR, SENSE, SORT
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INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
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$ SDIM
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* ..
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* .. Array Arguments ..
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LOGICAL BWORK( * )
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INTEGER IWORK( * )
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REAL RCONDE( 2 ), RCONDV( 2 ), RWORK( * )
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COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
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$ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
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$ WORK( * )
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* ..
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* .. Function Arguments ..
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LOGICAL SELCTG
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EXTERNAL SELCTG
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ZERO, ONE
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PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
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COMPLEX CZERO, CONE
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PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
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$ CONE = ( 1.0E+0, 0.0E+0 ) )
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* ..
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* .. Local Scalars ..
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LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
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$ LQUERY, WANTSB, WANTSE, WANTSN, WANTST, WANTSV
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INTEGER I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
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$ ILEFT, ILO, IRIGHT, IROWS, IRWRK, ITAU, IWRK,
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$ LIWMIN, LWRK, MAXWRK, MINWRK
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REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
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$ PR, SMLNUM
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* ..
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* .. Local Arrays ..
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REAL DIF( 2 )
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* ..
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* .. External Subroutines ..
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EXTERNAL CGEQRF, CGGBAK, CGGBAL, CGGHRD, CHGEQZ, CLACPY,
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$ CLASCL, CLASET, CTGSEN, CUNGQR, CUNMQR, XERBLA
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER ILAENV
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REAL CLANGE, SLAMCH
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EXTERNAL LSAME, ILAENV, CLANGE, SLAMCH
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX, SQRT
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* ..
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* .. Executable Statements ..
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*
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* Decode the input arguments
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*
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||
|
IF( LSAME( JOBVSL, 'N' ) ) THEN
|
||
|
IJOBVL = 1
|
||
|
ILVSL = .FALSE.
|
||
|
ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
|
||
|
IJOBVL = 2
|
||
|
ILVSL = .TRUE.
|
||
|
ELSE
|
||
|
IJOBVL = -1
|
||
|
ILVSL = .FALSE.
|
||
|
END IF
|
||
|
*
|
||
|
IF( LSAME( JOBVSR, 'N' ) ) THEN
|
||
|
IJOBVR = 1
|
||
|
ILVSR = .FALSE.
|
||
|
ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
|
||
|
IJOBVR = 2
|
||
|
ILVSR = .TRUE.
|
||
|
ELSE
|
||
|
IJOBVR = -1
|
||
|
ILVSR = .FALSE.
|
||
|
END IF
|
||
|
*
|
||
|
WANTST = LSAME( SORT, 'S' )
|
||
|
WANTSN = LSAME( SENSE, 'N' )
|
||
|
WANTSE = LSAME( SENSE, 'E' )
|
||
|
WANTSV = LSAME( SENSE, 'V' )
|
||
|
WANTSB = LSAME( SENSE, 'B' )
|
||
|
LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
|
||
|
IF( WANTSN ) THEN
|
||
|
IJOB = 0
|
||
|
ELSE IF( WANTSE ) THEN
|
||
|
IJOB = 1
|
||
|
ELSE IF( WANTSV ) THEN
|
||
|
IJOB = 2
|
||
|
ELSE IF( WANTSB ) THEN
|
||
|
IJOB = 4
|
||
|
END IF
|
||
|
*
|
||
|
* Test the input arguments
|
||
|
*
|
||
|
INFO = 0
|
||
|
IF( IJOBVL.LE.0 ) THEN
|
||
|
INFO = -1
|
||
|
ELSE IF( IJOBVR.LE.0 ) THEN
|
||
|
INFO = -2
|
||
|
ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
|
||
|
INFO = -3
|
||
|
ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
|
||
|
$ ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
|
||
|
INFO = -5
|
||
|
ELSE IF( N.LT.0 ) THEN
|
||
|
INFO = -6
|
||
|
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
|
||
|
INFO = -8
|
||
|
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
|
||
|
INFO = -10
|
||
|
ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
|
||
|
INFO = -15
|
||
|
ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
|
||
|
INFO = -17
|
||
|
END IF
|
||
|
*
|
||
|
* Compute workspace
|
||
|
* (Note: Comments in the code beginning "Workspace:" describe the
|
||
|
* minimal amount of workspace needed at that point in the code,
|
||
|
* as well as the preferred amount for good performance.
|
||
|
* NB refers to the optimal block size for the immediately
|
||
|
* following subroutine, as returned by ILAENV.)
|
||
|
*
|
||
|
IF( INFO.EQ.0 ) THEN
|
||
|
IF( N.GT.0) THEN
|
||
|
MINWRK = 2*N
|
||
|
MAXWRK = N*(1 + ILAENV( 1, 'CGEQRF', ' ', N, 1, N, 0 ) )
|
||
|
MAXWRK = MAX( MAXWRK, N*( 1 +
|
||
|
$ ILAENV( 1, 'CUNMQR', ' ', N, 1, N, -1 ) ) )
|
||
|
IF( ILVSL ) THEN
|
||
|
MAXWRK = MAX( MAXWRK, N*( 1 +
|
||
|
$ ILAENV( 1, 'CUNGQR', ' ', N, 1, N, -1 ) ) )
|
||
|
END IF
|
||
|
LWRK = MAXWRK
|
||
|
IF( IJOB.GE.1 )
|
||
|
$ LWRK = MAX( LWRK, N*N/2 )
|
||
|
ELSE
|
||
|
MINWRK = 1
|
||
|
MAXWRK = 1
|
||
|
LWRK = 1
|
||
|
END IF
|
||
|
WORK( 1 ) = LWRK
|
||
|
IF( WANTSN .OR. N.EQ.0 ) THEN
|
||
|
LIWMIN = 1
|
||
|
ELSE
|
||
|
LIWMIN = N + 2
|
||
|
END IF
|
||
|
IWORK( 1 ) = LIWMIN
|
||
|
*
|
||
|
IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
|
||
|
INFO = -21
|
||
|
ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY) THEN
|
||
|
INFO = -24
|
||
|
END IF
|
||
|
END IF
|
||
|
*
|
||
|
IF( INFO.NE.0 ) THEN
|
||
|
CALL XERBLA( 'CGGESX', -INFO )
|
||
|
RETURN
|
||
|
ELSE IF (LQUERY) THEN
|
||
|
RETURN
|
||
|
END IF
|
||
|
*
|
||
|
* Quick return if possible
|
||
|
*
|
||
|
IF( N.EQ.0 ) THEN
|
||
|
SDIM = 0
|
||
|
RETURN
|
||
|
END IF
|
||
|
*
|
||
|
* Get machine constants
|
||
|
*
|
||
|
EPS = SLAMCH( 'P' )
|
||
|
SMLNUM = SLAMCH( 'S' )
|
||
|
BIGNUM = ONE / SMLNUM
|
||
|
SMLNUM = SQRT( SMLNUM ) / EPS
|
||
|
BIGNUM = ONE / SMLNUM
|
||
|
*
|
||
|
* Scale A if max element outside range [SMLNUM,BIGNUM]
|
||
|
*
|
||
|
ANRM = CLANGE( 'M', N, N, A, LDA, RWORK )
|
||
|
ILASCL = .FALSE.
|
||
|
IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
|
||
|
ANRMTO = SMLNUM
|
||
|
ILASCL = .TRUE.
|
||
|
ELSE IF( ANRM.GT.BIGNUM ) THEN
|
||
|
ANRMTO = BIGNUM
|
||
|
ILASCL = .TRUE.
|
||
|
END IF
|
||
|
IF( ILASCL )
|
||
|
$ CALL CLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
|
||
|
*
|
||
|
* Scale B if max element outside range [SMLNUM,BIGNUM]
|
||
|
*
|
||
|
BNRM = CLANGE( 'M', N, N, B, LDB, RWORK )
|
||
|
ILBSCL = .FALSE.
|
||
|
IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
|
||
|
BNRMTO = SMLNUM
|
||
|
ILBSCL = .TRUE.
|
||
|
ELSE IF( BNRM.GT.BIGNUM ) THEN
|
||
|
BNRMTO = BIGNUM
|
||
|
ILBSCL = .TRUE.
|
||
|
END IF
|
||
|
IF( ILBSCL )
|
||
|
$ CALL CLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
|
||
|
*
|
||
|
* Permute the matrix to make it more nearly triangular
|
||
|
* (Real Workspace: need 6*N)
|
||
|
*
|
||
|
ILEFT = 1
|
||
|
IRIGHT = N + 1
|
||
|
IRWRK = IRIGHT + N
|
||
|
CALL CGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
|
||
|
$ RWORK( IRIGHT ), RWORK( IRWRK ), IERR )
|
||
|
*
|
||
|
* Reduce B to triangular form (QR decomposition of B)
|
||
|
* (Complex Workspace: need N, prefer N*NB)
|
||
|
*
|
||
|
IROWS = IHI + 1 - ILO
|
||
|
ICOLS = N + 1 - ILO
|
||
|
ITAU = 1
|
||
|
IWRK = ITAU + IROWS
|
||
|
CALL CGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
|
||
|
$ WORK( IWRK ), LWORK+1-IWRK, IERR )
|
||
|
*
|
||
|
* Apply the unitary transformation to matrix A
|
||
|
* (Complex Workspace: need N, prefer N*NB)
|
||
|
*
|
||
|
CALL CUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
|
||
|
$ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
|
||
|
$ LWORK+1-IWRK, IERR )
|
||
|
*
|
||
|
* Initialize VSL
|
||
|
* (Complex Workspace: need N, prefer N*NB)
|
||
|
*
|
||
|
IF( ILVSL ) THEN
|
||
|
CALL CLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
|
||
|
IF( IROWS.GT.1 ) THEN
|
||
|
CALL CLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
|
||
|
$ VSL( ILO+1, ILO ), LDVSL )
|
||
|
END IF
|
||
|
CALL CUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
|
||
|
$ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
|
||
|
END IF
|
||
|
*
|
||
|
* Initialize VSR
|
||
|
*
|
||
|
IF( ILVSR )
|
||
|
$ CALL CLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
|
||
|
*
|
||
|
* Reduce to generalized Hessenberg form
|
||
|
* (Workspace: none needed)
|
||
|
*
|
||
|
CALL CGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
|
||
|
$ LDVSL, VSR, LDVSR, IERR )
|
||
|
*
|
||
|
SDIM = 0
|
||
|
*
|
||
|
* Perform QZ algorithm, computing Schur vectors if desired
|
||
|
* (Complex Workspace: need N)
|
||
|
* (Real Workspace: need N)
|
||
|
*
|
||
|
IWRK = ITAU
|
||
|
CALL CHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
|
||
|
$ ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWRK ),
|
||
|
$ LWORK+1-IWRK, RWORK( IRWRK ), IERR )
|
||
|
IF( IERR.NE.0 ) THEN
|
||
|
IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
|
||
|
INFO = IERR
|
||
|
ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
|
||
|
INFO = IERR - N
|
||
|
ELSE
|
||
|
INFO = N + 1
|
||
|
END IF
|
||
|
GO TO 40
|
||
|
END IF
|
||
|
*
|
||
|
* Sort eigenvalues ALPHA/BETA and compute the reciprocal of
|
||
|
* condition number(s)
|
||
|
*
|
||
|
IF( WANTST ) THEN
|
||
|
*
|
||
|
* Undo scaling on eigenvalues before SELCTGing
|
||
|
*
|
||
|
IF( ILASCL )
|
||
|
$ CALL CLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
|
||
|
IF( ILBSCL )
|
||
|
$ CALL CLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
|
||
|
*
|
||
|
* Select eigenvalues
|
||
|
*
|
||
|
DO 10 I = 1, N
|
||
|
BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
|
||
|
10 CONTINUE
|
||
|
*
|
||
|
* Reorder eigenvalues, transform Generalized Schur vectors, and
|
||
|
* compute reciprocal condition numbers
|
||
|
* (Complex Workspace: If IJOB >= 1, need MAX(1, 2*SDIM*(N-SDIM))
|
||
|
* otherwise, need 1 )
|
||
|
*
|
||
|
CALL CTGSEN( IJOB, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
|
||
|
$ ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PL, PR,
|
||
|
$ DIF, WORK( IWRK ), LWORK-IWRK+1, IWORK, LIWORK,
|
||
|
$ IERR )
|
||
|
*
|
||
|
IF( IJOB.GE.1 )
|
||
|
$ MAXWRK = MAX( MAXWRK, 2*SDIM*( N-SDIM ) )
|
||
|
IF( IERR.EQ.-21 ) THEN
|
||
|
*
|
||
|
* not enough complex workspace
|
||
|
*
|
||
|
INFO = -21
|
||
|
ELSE
|
||
|
IF( IJOB.EQ.1 .OR. IJOB.EQ.4 ) THEN
|
||
|
RCONDE( 1 ) = PL
|
||
|
RCONDE( 2 ) = PR
|
||
|
END IF
|
||
|
IF( IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
|
||
|
RCONDV( 1 ) = DIF( 1 )
|
||
|
RCONDV( 2 ) = DIF( 2 )
|
||
|
END IF
|
||
|
IF( IERR.EQ.1 )
|
||
|
$ INFO = N + 3
|
||
|
END IF
|
||
|
*
|
||
|
END IF
|
||
|
*
|
||
|
* Apply permutation to VSL and VSR
|
||
|
* (Workspace: none needed)
|
||
|
*
|
||
|
IF( ILVSL )
|
||
|
$ CALL CGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
|
||
|
$ RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
|
||
|
*
|
||
|
IF( ILVSR )
|
||
|
$ CALL CGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
|
||
|
$ RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
|
||
|
*
|
||
|
* Undo scaling
|
||
|
*
|
||
|
IF( ILASCL ) THEN
|
||
|
CALL CLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
|
||
|
CALL CLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
|
||
|
END IF
|
||
|
*
|
||
|
IF( ILBSCL ) THEN
|
||
|
CALL CLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
|
||
|
CALL CLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
|
||
|
END IF
|
||
|
*
|
||
|
IF( WANTST ) THEN
|
||
|
*
|
||
|
* Check if reordering is correct
|
||
|
*
|
||
|
LASTSL = .TRUE.
|
||
|
SDIM = 0
|
||
|
DO 30 I = 1, N
|
||
|
CURSL = SELCTG( ALPHA( I ), BETA( I ) )
|
||
|
IF( CURSL )
|
||
|
$ SDIM = SDIM + 1
|
||
|
IF( CURSL .AND. .NOT.LASTSL )
|
||
|
$ INFO = N + 2
|
||
|
LASTSL = CURSL
|
||
|
30 CONTINUE
|
||
|
*
|
||
|
END IF
|
||
|
*
|
||
|
40 CONTINUE
|
||
|
*
|
||
|
WORK( 1 ) = MAXWRK
|
||
|
IWORK( 1 ) = LIWMIN
|
||
|
*
|
||
|
RETURN
|
||
|
*
|
||
|
* End of CGGESX
|
||
|
*
|
||
|
END
|