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629 lines
19 KiB
629 lines
19 KiB
*> \brief \b DLAEIN computes a specified right or left eigenvector of an upper Hessenberg matrix by inverse iteration.
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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 DLAEIN + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaein.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/dlaein.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/dlaein.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 DLAEIN( RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B,
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* LDB, WORK, EPS3, SMLNUM, BIGNUM, INFO )
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*
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* .. Scalar Arguments ..
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* LOGICAL NOINIT, RIGHTV
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* INTEGER INFO, LDB, LDH, N
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* DOUBLE PRECISION BIGNUM, EPS3, SMLNUM, WI, WR
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
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* $ WORK( * )
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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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*> DLAEIN uses inverse iteration to find a right or left eigenvector
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*> corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg
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*> matrix H.
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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] RIGHTV
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*> \verbatim
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*> RIGHTV is LOGICAL
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*> = .TRUE. : compute right eigenvector;
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*> = .FALSE.: compute left eigenvector.
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*> \endverbatim
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*>
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*> \param[in] NOINIT
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*> \verbatim
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*> NOINIT is LOGICAL
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*> = .TRUE. : no initial vector supplied in (VR,VI).
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*> = .FALSE.: initial vector supplied in (VR,VI).
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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 matrix H. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] H
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*> \verbatim
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*> H is DOUBLE PRECISION array, dimension (LDH,N)
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*> The upper Hessenberg matrix H.
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*> \endverbatim
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*>
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*> \param[in] LDH
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*> \verbatim
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*> LDH is INTEGER
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*> The leading dimension of the array H. LDH >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in] WR
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*> \verbatim
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*> WR is DOUBLE PRECISION
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*> \endverbatim
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*>
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*> \param[in] WI
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*> \verbatim
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*> WI is DOUBLE PRECISION
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*> The real and imaginary parts of the eigenvalue of H whose
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*> corresponding right or left eigenvector is to be computed.
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*> \endverbatim
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*>
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*> \param[in,out] VR
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*> \verbatim
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*> VR is DOUBLE PRECISION array, dimension (N)
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*> \endverbatim
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*>
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*> \param[in,out] VI
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*> \verbatim
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*> VI is DOUBLE PRECISION array, dimension (N)
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*> On entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain
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*> a real starting vector for inverse iteration using the real
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*> eigenvalue WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI
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*> must contain the real and imaginary parts of a complex
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*> starting vector for inverse iteration using the complex
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*> eigenvalue (WR,WI); otherwise VR and VI need not be set.
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*> On exit, if WI = 0.0 (real eigenvalue), VR contains the
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*> computed real eigenvector; if WI.ne.0.0 (complex eigenvalue),
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*> VR and VI contain the real and imaginary parts of the
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*> computed complex eigenvector. The eigenvector is normalized
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*> so that the component of largest magnitude has magnitude 1;
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*> here the magnitude of a complex number (x,y) is taken to be
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*> |x| + |y|.
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*> VI is not referenced if WI = 0.0.
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*> \endverbatim
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*>
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*> \param[out] B
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*> \verbatim
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*> B is DOUBLE PRECISION array, dimension (LDB,N)
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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 >= N+1.
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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 (N)
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*> \endverbatim
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*>
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*> \param[in] EPS3
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*> \verbatim
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*> EPS3 is DOUBLE PRECISION
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*> A small machine-dependent value which is used to perturb
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*> close eigenvalues, and to replace zero pivots.
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*> \endverbatim
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*>
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*> \param[in] SMLNUM
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*> \verbatim
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*> SMLNUM is DOUBLE PRECISION
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*> A machine-dependent value close to the underflow threshold.
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*> \endverbatim
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*>
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*> \param[in] BIGNUM
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*> \verbatim
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*> BIGNUM is DOUBLE PRECISION
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*> A machine-dependent value close to the overflow threshold.
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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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*> = 1: inverse iteration did not converge; VR is set to the
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*> last iterate, and so is VI if WI.ne.0.0.
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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 doubleOTHERauxiliary
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*
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* =====================================================================
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SUBROUTINE DLAEIN( RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B,
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$ LDB, WORK, EPS3, SMLNUM, BIGNUM, INFO )
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*
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* -- LAPACK auxiliary 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 NOINIT, RIGHTV
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INTEGER INFO, LDB, LDH, N
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DOUBLE PRECISION BIGNUM, EPS3, SMLNUM, WI, WR
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
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$ WORK( * )
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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, ONE, TENTH
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TENTH = 1.0D-1 )
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* ..
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* .. Local Scalars ..
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CHARACTER NORMIN, TRANS
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INTEGER I, I1, I2, I3, IERR, ITS, J
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DOUBLE PRECISION ABSBII, ABSBJJ, EI, EJ, GROWTO, NORM, NRMSML,
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$ REC, ROOTN, SCALE, TEMP, VCRIT, VMAX, VNORM, W,
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$ W1, X, XI, XR, Y
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* ..
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* .. External Functions ..
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INTEGER IDAMAX
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DOUBLE PRECISION DASUM, DLAPY2, DNRM2
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EXTERNAL IDAMAX, DASUM, DLAPY2, DNRM2
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* ..
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* .. External Subroutines ..
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EXTERNAL DLADIV, DLATRS, DSCAL
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, DBLE, MAX, SQRT
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* ..
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* .. Executable Statements ..
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*
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INFO = 0
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*
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* GROWTO is the threshold used in the acceptance test for an
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* eigenvector.
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*
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ROOTN = SQRT( DBLE( N ) )
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GROWTO = TENTH / ROOTN
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NRMSML = MAX( ONE, EPS3*ROOTN )*SMLNUM
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*
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* Form B = H - (WR,WI)*I (except that the subdiagonal elements and
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* the imaginary parts of the diagonal elements are not stored).
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*
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DO 20 J = 1, N
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DO 10 I = 1, J - 1
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B( I, J ) = H( I, J )
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10 CONTINUE
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B( J, J ) = H( J, J ) - WR
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20 CONTINUE
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*
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IF( WI.EQ.ZERO ) THEN
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*
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* Real eigenvalue.
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*
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IF( NOINIT ) THEN
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*
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* Set initial vector.
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*
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DO 30 I = 1, N
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VR( I ) = EPS3
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30 CONTINUE
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ELSE
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*
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* Scale supplied initial vector.
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*
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VNORM = DNRM2( N, VR, 1 )
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CALL DSCAL( N, ( EPS3*ROOTN ) / MAX( VNORM, NRMSML ), VR,
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$ 1 )
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END IF
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*
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IF( RIGHTV ) THEN
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*
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* LU decomposition with partial pivoting of B, replacing zero
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* pivots by EPS3.
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*
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DO 60 I = 1, N - 1
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EI = H( I+1, I )
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IF( ABS( B( I, I ) ).LT.ABS( EI ) ) THEN
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*
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* Interchange rows and eliminate.
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*
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X = B( I, I ) / EI
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B( I, I ) = EI
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DO 40 J = I + 1, N
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TEMP = B( I+1, J )
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B( I+1, J ) = B( I, J ) - X*TEMP
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B( I, J ) = TEMP
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40 CONTINUE
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ELSE
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*
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* Eliminate without interchange.
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*
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IF( B( I, I ).EQ.ZERO )
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$ B( I, I ) = EPS3
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X = EI / B( I, I )
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IF( X.NE.ZERO ) THEN
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DO 50 J = I + 1, N
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B( I+1, J ) = B( I+1, J ) - X*B( I, J )
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50 CONTINUE
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END IF
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END IF
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60 CONTINUE
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IF( B( N, N ).EQ.ZERO )
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$ B( N, N ) = EPS3
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*
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TRANS = 'N'
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*
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ELSE
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*
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* UL decomposition with partial pivoting of B, replacing zero
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* pivots by EPS3.
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*
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DO 90 J = N, 2, -1
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EJ = H( J, J-1 )
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IF( ABS( B( J, J ) ).LT.ABS( EJ ) ) THEN
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*
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* Interchange columns and eliminate.
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*
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X = B( J, J ) / EJ
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B( J, J ) = EJ
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DO 70 I = 1, J - 1
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TEMP = B( I, J-1 )
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B( I, J-1 ) = B( I, J ) - X*TEMP
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B( I, J ) = TEMP
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70 CONTINUE
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ELSE
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*
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* Eliminate without interchange.
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*
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IF( B( J, J ).EQ.ZERO )
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$ B( J, J ) = EPS3
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X = EJ / B( J, J )
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IF( X.NE.ZERO ) THEN
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DO 80 I = 1, J - 1
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B( I, J-1 ) = B( I, J-1 ) - X*B( I, J )
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80 CONTINUE
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END IF
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END IF
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90 CONTINUE
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IF( B( 1, 1 ).EQ.ZERO )
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$ B( 1, 1 ) = EPS3
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*
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TRANS = 'T'
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*
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END IF
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*
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NORMIN = 'N'
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DO 110 ITS = 1, N
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*
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* Solve U*x = scale*v for a right eigenvector
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* or U**T*x = scale*v for a left eigenvector,
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* overwriting x on v.
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*
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CALL DLATRS( 'Upper', TRANS, 'Nonunit', NORMIN, N, B, LDB,
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$ VR, SCALE, WORK, IERR )
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NORMIN = 'Y'
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*
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* Test for sufficient growth in the norm of v.
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*
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VNORM = DASUM( N, VR, 1 )
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IF( VNORM.GE.GROWTO*SCALE )
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$ GO TO 120
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*
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* Choose new orthogonal starting vector and try again.
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*
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TEMP = EPS3 / ( ROOTN+ONE )
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VR( 1 ) = EPS3
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DO 100 I = 2, N
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VR( I ) = TEMP
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100 CONTINUE
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VR( N-ITS+1 ) = VR( N-ITS+1 ) - EPS3*ROOTN
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110 CONTINUE
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*
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* Failure to find eigenvector in N iterations.
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*
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INFO = 1
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*
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120 CONTINUE
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*
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* Normalize eigenvector.
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*
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I = IDAMAX( N, VR, 1 )
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CALL DSCAL( N, ONE / ABS( VR( I ) ), VR, 1 )
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ELSE
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*
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* Complex eigenvalue.
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*
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IF( NOINIT ) THEN
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*
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* Set initial vector.
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*
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DO 130 I = 1, N
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VR( I ) = EPS3
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VI( I ) = ZERO
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130 CONTINUE
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ELSE
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*
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* Scale supplied initial vector.
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*
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NORM = DLAPY2( DNRM2( N, VR, 1 ), DNRM2( N, VI, 1 ) )
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REC = ( EPS3*ROOTN ) / MAX( NORM, NRMSML )
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CALL DSCAL( N, REC, VR, 1 )
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CALL DSCAL( N, REC, VI, 1 )
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END IF
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*
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IF( RIGHTV ) THEN
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*
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* LU decomposition with partial pivoting of B, replacing zero
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* pivots by EPS3.
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*
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* The imaginary part of the (i,j)-th element of U is stored in
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* B(j+1,i).
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*
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B( 2, 1 ) = -WI
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DO 140 I = 2, N
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B( I+1, 1 ) = ZERO
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140 CONTINUE
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*
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DO 170 I = 1, N - 1
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ABSBII = DLAPY2( B( I, I ), B( I+1, I ) )
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EI = H( I+1, I )
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IF( ABSBII.LT.ABS( EI ) ) THEN
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*
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* Interchange rows and eliminate.
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*
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XR = B( I, I ) / EI
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XI = B( I+1, I ) / EI
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B( I, I ) = EI
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B( I+1, I ) = ZERO
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DO 150 J = I + 1, N
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TEMP = B( I+1, J )
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B( I+1, J ) = B( I, J ) - XR*TEMP
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B( J+1, I+1 ) = B( J+1, I ) - XI*TEMP
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B( I, J ) = TEMP
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B( J+1, I ) = ZERO
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150 CONTINUE
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B( I+2, I ) = -WI
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B( I+1, I+1 ) = B( I+1, I+1 ) - XI*WI
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B( I+2, I+1 ) = B( I+2, I+1 ) + XR*WI
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ELSE
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*
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* Eliminate without interchanging rows.
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*
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IF( ABSBII.EQ.ZERO ) THEN
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B( I, I ) = EPS3
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B( I+1, I ) = ZERO
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ABSBII = EPS3
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END IF
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EI = ( EI / ABSBII ) / ABSBII
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XR = B( I, I )*EI
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XI = -B( I+1, I )*EI
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DO 160 J = I + 1, N
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B( I+1, J ) = B( I+1, J ) - XR*B( I, J ) +
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$ XI*B( J+1, I )
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B( J+1, I+1 ) = -XR*B( J+1, I ) - XI*B( I, J )
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160 CONTINUE
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B( I+2, I+1 ) = B( I+2, I+1 ) - WI
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END IF
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*
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* Compute 1-norm of offdiagonal elements of i-th row.
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*
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WORK( I ) = DASUM( N-I, B( I, I+1 ), LDB ) +
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$ DASUM( N-I, B( I+2, I ), 1 )
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170 CONTINUE
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IF( B( N, N ).EQ.ZERO .AND. B( N+1, N ).EQ.ZERO )
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$ B( N, N ) = EPS3
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WORK( N ) = ZERO
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*
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I1 = N
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I2 = 1
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I3 = -1
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ELSE
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*
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* UL decomposition with partial pivoting of conjg(B),
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* replacing zero pivots by EPS3.
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*
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* The imaginary part of the (i,j)-th element of U is stored in
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* B(j+1,i).
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*
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B( N+1, N ) = WI
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DO 180 J = 1, N - 1
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B( N+1, J ) = ZERO
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180 CONTINUE
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*
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DO 210 J = N, 2, -1
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EJ = H( J, J-1 )
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ABSBJJ = DLAPY2( B( J, J ), B( J+1, J ) )
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IF( ABSBJJ.LT.ABS( EJ ) ) THEN
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*
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* Interchange columns and eliminate
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*
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XR = B( J, J ) / EJ
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XI = B( J+1, J ) / EJ
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B( J, J ) = EJ
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B( J+1, J ) = ZERO
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DO 190 I = 1, J - 1
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TEMP = B( I, J-1 )
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B( I, J-1 ) = B( I, J ) - XR*TEMP
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B( J, I ) = B( J+1, I ) - XI*TEMP
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B( I, J ) = TEMP
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B( J+1, I ) = ZERO
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190 CONTINUE
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B( J+1, J-1 ) = WI
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B( J-1, J-1 ) = B( J-1, J-1 ) + XI*WI
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B( J, J-1 ) = B( J, J-1 ) - XR*WI
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ELSE
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*
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* Eliminate without interchange.
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*
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IF( ABSBJJ.EQ.ZERO ) THEN
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B( J, J ) = EPS3
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B( J+1, J ) = ZERO
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ABSBJJ = EPS3
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END IF
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EJ = ( EJ / ABSBJJ ) / ABSBJJ
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XR = B( J, J )*EJ
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XI = -B( J+1, J )*EJ
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|
DO 200 I = 1, J - 1
|
|
B( I, J-1 ) = B( I, J-1 ) - XR*B( I, J ) +
|
|
$ XI*B( J+1, I )
|
|
B( J, I ) = -XR*B( J+1, I ) - XI*B( I, J )
|
|
200 CONTINUE
|
|
B( J, J-1 ) = B( J, J-1 ) + WI
|
|
END IF
|
|
*
|
|
* Compute 1-norm of offdiagonal elements of j-th column.
|
|
*
|
|
WORK( J ) = DASUM( J-1, B( 1, J ), 1 ) +
|
|
$ DASUM( J-1, B( J+1, 1 ), LDB )
|
|
210 CONTINUE
|
|
IF( B( 1, 1 ).EQ.ZERO .AND. B( 2, 1 ).EQ.ZERO )
|
|
$ B( 1, 1 ) = EPS3
|
|
WORK( 1 ) = ZERO
|
|
*
|
|
I1 = 1
|
|
I2 = N
|
|
I3 = 1
|
|
END IF
|
|
*
|
|
DO 270 ITS = 1, N
|
|
SCALE = ONE
|
|
VMAX = ONE
|
|
VCRIT = BIGNUM
|
|
*
|
|
* Solve U*(xr,xi) = scale*(vr,vi) for a right eigenvector,
|
|
* or U**T*(xr,xi) = scale*(vr,vi) for a left eigenvector,
|
|
* overwriting (xr,xi) on (vr,vi).
|
|
*
|
|
DO 250 I = I1, I2, I3
|
|
*
|
|
IF( WORK( I ).GT.VCRIT ) THEN
|
|
REC = ONE / VMAX
|
|
CALL DSCAL( N, REC, VR, 1 )
|
|
CALL DSCAL( N, REC, VI, 1 )
|
|
SCALE = SCALE*REC
|
|
VMAX = ONE
|
|
VCRIT = BIGNUM
|
|
END IF
|
|
*
|
|
XR = VR( I )
|
|
XI = VI( I )
|
|
IF( RIGHTV ) THEN
|
|
DO 220 J = I + 1, N
|
|
XR = XR - B( I, J )*VR( J ) + B( J+1, I )*VI( J )
|
|
XI = XI - B( I, J )*VI( J ) - B( J+1, I )*VR( J )
|
|
220 CONTINUE
|
|
ELSE
|
|
DO 230 J = 1, I - 1
|
|
XR = XR - B( J, I )*VR( J ) + B( I+1, J )*VI( J )
|
|
XI = XI - B( J, I )*VI( J ) - B( I+1, J )*VR( J )
|
|
230 CONTINUE
|
|
END IF
|
|
*
|
|
W = ABS( B( I, I ) ) + ABS( B( I+1, I ) )
|
|
IF( W.GT.SMLNUM ) THEN
|
|
IF( W.LT.ONE ) THEN
|
|
W1 = ABS( XR ) + ABS( XI )
|
|
IF( W1.GT.W*BIGNUM ) THEN
|
|
REC = ONE / W1
|
|
CALL DSCAL( N, REC, VR, 1 )
|
|
CALL DSCAL( N, REC, VI, 1 )
|
|
XR = VR( I )
|
|
XI = VI( I )
|
|
SCALE = SCALE*REC
|
|
VMAX = VMAX*REC
|
|
END IF
|
|
END IF
|
|
*
|
|
* Divide by diagonal element of B.
|
|
*
|
|
CALL DLADIV( XR, XI, B( I, I ), B( I+1, I ), VR( I ),
|
|
$ VI( I ) )
|
|
VMAX = MAX( ABS( VR( I ) )+ABS( VI( I ) ), VMAX )
|
|
VCRIT = BIGNUM / VMAX
|
|
ELSE
|
|
DO 240 J = 1, N
|
|
VR( J ) = ZERO
|
|
VI( J ) = ZERO
|
|
240 CONTINUE
|
|
VR( I ) = ONE
|
|
VI( I ) = ONE
|
|
SCALE = ZERO
|
|
VMAX = ONE
|
|
VCRIT = BIGNUM
|
|
END IF
|
|
250 CONTINUE
|
|
*
|
|
* Test for sufficient growth in the norm of (VR,VI).
|
|
*
|
|
VNORM = DASUM( N, VR, 1 ) + DASUM( N, VI, 1 )
|
|
IF( VNORM.GE.GROWTO*SCALE )
|
|
$ GO TO 280
|
|
*
|
|
* Choose a new orthogonal starting vector and try again.
|
|
*
|
|
Y = EPS3 / ( ROOTN+ONE )
|
|
VR( 1 ) = EPS3
|
|
VI( 1 ) = ZERO
|
|
*
|
|
DO 260 I = 2, N
|
|
VR( I ) = Y
|
|
VI( I ) = ZERO
|
|
260 CONTINUE
|
|
VR( N-ITS+1 ) = VR( N-ITS+1 ) - EPS3*ROOTN
|
|
270 CONTINUE
|
|
*
|
|
* Failure to find eigenvector in N iterations
|
|
*
|
|
INFO = 1
|
|
*
|
|
280 CONTINUE
|
|
*
|
|
* Normalize eigenvector.
|
|
*
|
|
VNORM = ZERO
|
|
DO 290 I = 1, N
|
|
VNORM = MAX( VNORM, ABS( VR( I ) )+ABS( VI( I ) ) )
|
|
290 CONTINUE
|
|
CALL DSCAL( N, ONE / VNORM, VR, 1 )
|
|
CALL DSCAL( N, ONE / VNORM, VI, 1 )
|
|
*
|
|
END IF
|
|
*
|
|
RETURN
|
|
*
|
|
* End of DLAEIN
|
|
*
|
|
END
|
|
|