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541 lines
16 KiB
541 lines
16 KiB
*> \brief \b DTGEXC
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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 DTGEXC + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgexc.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/dtgexc.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/dtgexc.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 DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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* LDZ, IFST, ILST, WORK, LWORK, INFO )
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*
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* .. Scalar Arguments ..
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* LOGICAL WANTQ, WANTZ
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* INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
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* $ WORK( * ), Z( LDZ, * )
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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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*> DTGEXC reorders the generalized real Schur decomposition of a real
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*> matrix pair (A,B) using an orthogonal equivalence transformation
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*>
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*> (A, B) = Q * (A, B) * Z**T,
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*>
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*> so that the diagonal block of (A, B) with row index IFST is moved
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*> to row ILST.
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*>
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*> (A, B) must be in generalized real Schur canonical form (as returned
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*> by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
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*> diagonal blocks. B is upper triangular.
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*>
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*> Optionally, the matrices Q and Z of generalized Schur vectors are
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*> updated.
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*>
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*> Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
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*> Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
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*>
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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] WANTQ
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*> \verbatim
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*> WANTQ is LOGICAL
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*> .TRUE. : update the left transformation matrix Q;
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*> .FALSE.: do not update Q.
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*> \endverbatim
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*>
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*> \param[in] WANTZ
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*> \verbatim
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*> WANTZ is LOGICAL
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*> .TRUE. : update the right transformation matrix Z;
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*> .FALSE.: do not update Z.
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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 and B. 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 DOUBLE PRECISION array, dimension (LDA,N)
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*> On entry, the matrix A in generalized real Schur canonical
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*> form.
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*> On exit, the updated matrix A, again in generalized
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*> real Schur canonical form.
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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 the array 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 DOUBLE PRECISION array, dimension (LDB,N)
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*> On entry, the matrix B in generalized real Schur canonical
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*> form (A,B).
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*> On exit, the updated matrix B, again in generalized
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*> real Schur canonical form (A,B).
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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 the array B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] Q
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*> \verbatim
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*> Q is DOUBLE PRECISION array, dimension (LDQ,N)
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*> On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
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*> On exit, the updated matrix Q.
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*> If WANTQ = .FALSE., Q is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDQ
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*> \verbatim
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*> LDQ is INTEGER
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*> The leading dimension of the array Q. LDQ >= 1.
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*> If WANTQ = .TRUE., LDQ >= N.
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*> \endverbatim
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*>
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*> \param[in,out] Z
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*> \verbatim
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*> Z is DOUBLE PRECISION array, dimension (LDZ,N)
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*> On entry, if WANTZ = .TRUE., the orthogonal matrix Z.
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*> On exit, the updated matrix Z.
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*> If WANTZ = .FALSE., Z is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDZ
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of the array Z. LDZ >= 1.
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*> If WANTZ = .TRUE., LDZ >= N.
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*> \endverbatim
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*>
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*> \param[in,out] IFST
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*> \verbatim
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*> IFST is INTEGER
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*> \endverbatim
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*>
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*> \param[in,out] ILST
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*> \verbatim
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*> ILST is INTEGER
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*> Specify the reordering of the diagonal blocks of (A, B).
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*> The block with row index IFST is moved to row ILST, by a
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*> sequence of swapping between adjacent blocks.
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*> On exit, if IFST pointed on entry to the second row of
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*> a 2-by-2 block, it is changed to point to the first row;
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*> ILST always points to the first row of the block in its
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*> final position (which may differ from its input value by
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*> +1 or -1). 1 <= IFST, ILST <= N.
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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 DOUBLE PRECISION 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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*> LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.
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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 optimal size of the WORK array, returns
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*> this value as the first entry of the WORK array, and no error
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*> message related to LWORK is issued by XERBLA.
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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: The transformed matrix pair (A, B) would be too far
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*> from generalized Schur form; the problem is ill-
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*> conditioned. (A, B) may have been partially reordered,
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*> and ILST points to the first row of the current
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*> position of the block being moved.
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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 doubleGEcomputational
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*
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*> \par Contributors:
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* ==================
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*>
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*> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
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*> Umea University, S-901 87 Umea, Sweden.
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*
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*> \par References:
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* ================
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*>
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*> \verbatim
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*>
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*> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
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*> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
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*> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
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*> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
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*> \endverbatim
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*>
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* =====================================================================
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SUBROUTINE DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, IFST, ILST, WORK, LWORK, INFO )
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*
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* -- LAPACK computational 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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LOGICAL WANTQ, WANTZ
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INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
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$ WORK( * ), Z( LDZ, * )
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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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DOUBLE PRECISION ZERO
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PARAMETER ( ZERO = 0.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL LQUERY
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INTEGER HERE, LWMIN, NBF, NBL, NBNEXT
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* ..
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* .. External Subroutines ..
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EXTERNAL DTGEX2, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX
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* ..
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* .. Executable Statements ..
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*
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* Decode and test input arguments.
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*
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INFO = 0
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LQUERY = ( LWORK.EQ.-1 )
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IF( N.LT.0 ) THEN
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INFO = -3
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -5
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ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -7
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ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. ( LDQ.LT.MAX( 1, N ) ) ) THEN
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INFO = -9
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ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. ( LDZ.LT.MAX( 1, N ) ) ) THEN
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INFO = -11
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ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
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INFO = -12
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ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
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INFO = -13
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END IF
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*
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IF( INFO.EQ.0 ) THEN
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IF( N.LE.1 ) THEN
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LWMIN = 1
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ELSE
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LWMIN = 4*N + 16
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END IF
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WORK(1) = LWMIN
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*
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IF (LWORK.LT.LWMIN .AND. .NOT.LQUERY) THEN
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INFO = -15
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END IF
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END IF
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*
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DTGEXC', -INFO )
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RETURN
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ELSE IF( LQUERY ) THEN
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.LE.1 )
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$ RETURN
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*
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* Determine the first row of the specified block and find out
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* if it is 1-by-1 or 2-by-2.
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*
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IF( IFST.GT.1 ) THEN
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IF( A( IFST, IFST-1 ).NE.ZERO )
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$ IFST = IFST - 1
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END IF
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NBF = 1
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IF( IFST.LT.N ) THEN
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IF( A( IFST+1, IFST ).NE.ZERO )
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$ NBF = 2
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END IF
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*
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* Determine the first row of the final block
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* and find out if it is 1-by-1 or 2-by-2.
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*
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IF( ILST.GT.1 ) THEN
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IF( A( ILST, ILST-1 ).NE.ZERO )
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$ ILST = ILST - 1
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END IF
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NBL = 1
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IF( ILST.LT.N ) THEN
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IF( A( ILST+1, ILST ).NE.ZERO )
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$ NBL = 2
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END IF
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IF( IFST.EQ.ILST )
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$ RETURN
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*
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IF( IFST.LT.ILST ) THEN
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*
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* Update ILST.
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*
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IF( NBF.EQ.2 .AND. NBL.EQ.1 )
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$ ILST = ILST - 1
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IF( NBF.EQ.1 .AND. NBL.EQ.2 )
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$ ILST = ILST + 1
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*
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HERE = IFST
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*
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10 CONTINUE
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*
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* Swap with next one below.
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*
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IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
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*
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* Current block either 1-by-1 or 2-by-2.
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*
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NBNEXT = 1
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IF( HERE+NBF+1.LE.N ) THEN
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IF( A( HERE+NBF+1, HERE+NBF ).NE.ZERO )
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$ NBNEXT = 2
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END IF
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, HERE, NBF, NBNEXT, WORK, LWORK, INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE + NBNEXT
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*
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* Test if 2-by-2 block breaks into two 1-by-1 blocks.
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*
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IF( NBF.EQ.2 ) THEN
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IF( A( HERE+1, HERE ).EQ.ZERO )
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$ NBF = 3
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END IF
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*
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ELSE
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*
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* Current block consists of two 1-by-1 blocks, each of which
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* must be swapped individually.
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*
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NBNEXT = 1
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IF( HERE+3.LE.N ) THEN
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IF( A( HERE+3, HERE+2 ).NE.ZERO )
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$ NBNEXT = 2
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END IF
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, HERE+1, 1, NBNEXT, WORK, LWORK, INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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IF( NBNEXT.EQ.1 ) THEN
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*
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* Swap two 1-by-1 blocks.
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*
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, HERE, 1, 1, WORK, LWORK, INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE + 1
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*
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ELSE
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*
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* Recompute NBNEXT in case of 2-by-2 split.
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*
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IF( A( HERE+2, HERE+1 ).EQ.ZERO )
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$ NBNEXT = 1
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IF( NBNEXT.EQ.2 ) THEN
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*
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* 2-by-2 block did not split.
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*
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
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$ Z, LDZ, HERE, 1, NBNEXT, WORK, LWORK,
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$ INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE + 2
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ELSE
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*
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* 2-by-2 block did split.
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*
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
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$ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE + 1
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
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$ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE + 1
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END IF
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*
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END IF
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END IF
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IF( HERE.LT.ILST )
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$ GO TO 10
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ELSE
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HERE = IFST
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*
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20 CONTINUE
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*
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* Swap with next one below.
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*
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IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
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*
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* Current block either 1-by-1 or 2-by-2.
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*
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NBNEXT = 1
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IF( HERE.GE.3 ) THEN
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IF( A( HERE-1, HERE-2 ).NE.ZERO )
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$ NBNEXT = 2
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END IF
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, HERE-NBNEXT, NBNEXT, NBF, WORK, LWORK,
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$ INFO )
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IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE - NBNEXT
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*
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|
* Test if 2-by-2 block breaks into two 1-by-1 blocks.
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*
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|
IF( NBF.EQ.2 ) THEN
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IF( A( HERE+1, HERE ).EQ.ZERO )
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$ NBF = 3
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END IF
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|
*
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|
ELSE
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|
*
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|
* Current block consists of two 1-by-1 blocks, each of which
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* must be swapped individually.
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*
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NBNEXT = 1
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IF( HERE.GE.3 ) THEN
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IF( A( HERE-1, HERE-2 ).NE.ZERO )
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$ NBNEXT = 2
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END IF
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CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, HERE-NBNEXT, NBNEXT, 1, WORK, LWORK,
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$ INFO )
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|
IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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|
IF( NBNEXT.EQ.1 ) THEN
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*
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* Swap two 1-by-1 blocks.
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*
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|
CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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$ LDZ, HERE, NBNEXT, 1, WORK, LWORK, INFO )
|
|
IF( INFO.NE.0 ) THEN
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ILST = HERE
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RETURN
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END IF
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HERE = HERE - 1
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ELSE
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*
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|
* Recompute NBNEXT in case of 2-by-2 split.
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|
*
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|
IF( A( HERE, HERE-1 ).EQ.ZERO )
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|
$ NBNEXT = 1
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|
IF( NBNEXT.EQ.2 ) THEN
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|
*
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|
* 2-by-2 block did not split.
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|
*
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|
CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
|
|
$ Z, LDZ, HERE-1, 2, 1, WORK, LWORK, INFO )
|
|
IF( INFO.NE.0 ) THEN
|
|
ILST = HERE
|
|
RETURN
|
|
END IF
|
|
HERE = HERE - 2
|
|
ELSE
|
|
*
|
|
* 2-by-2 block did split.
|
|
*
|
|
CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
|
|
$ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
|
|
IF( INFO.NE.0 ) THEN
|
|
ILST = HERE
|
|
RETURN
|
|
END IF
|
|
HERE = HERE - 1
|
|
CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
|
|
$ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
|
|
IF( INFO.NE.0 ) THEN
|
|
ILST = HERE
|
|
RETURN
|
|
END IF
|
|
HERE = HERE - 1
|
|
END IF
|
|
END IF
|
|
END IF
|
|
IF( HERE.GT.ILST )
|
|
$ GO TO 20
|
|
END IF
|
|
ILST = HERE
|
|
WORK( 1 ) = LWMIN
|
|
RETURN
|
|
*
|
|
* End of DTGEXC
|
|
*
|
|
END
|
|
|