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stgexc.f 16 kB

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  1. *> \brief \b STGEXC
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download STGEXC + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stgexc.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stgexc.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stgexc.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE STGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  22. * LDZ, IFST, ILST, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * LOGICAL WANTQ, WANTZ
  26. * INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  30. * $ WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> STGEXC reorders the generalized real Schur decomposition of a real
  40. *> matrix pair (A,B) using an orthogonal equivalence transformation
  41. *>
  42. *> (A, B) = Q * (A, B) * Z**T,
  43. *>
  44. *> so that the diagonal block of (A, B) with row index IFST is moved
  45. *> to row ILST.
  46. *>
  47. *> (A, B) must be in generalized real Schur canonical form (as returned
  48. *> by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
  49. *> diagonal blocks. B is upper triangular.
  50. *>
  51. *> Optionally, the matrices Q and Z of generalized Schur vectors are
  52. *> updated.
  53. *>
  54. *> Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
  55. *> Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
  56. *>
  57. *> \endverbatim
  58. *
  59. * Arguments:
  60. * ==========
  61. *
  62. *> \param[in] WANTQ
  63. *> \verbatim
  64. *> WANTQ is LOGICAL
  65. *> .TRUE. : update the left transformation matrix Q;
  66. *> .FALSE.: do not update Q.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] WANTZ
  70. *> \verbatim
  71. *> WANTZ is LOGICAL
  72. *> .TRUE. : update the right transformation matrix Z;
  73. *> .FALSE.: do not update Z.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] N
  77. *> \verbatim
  78. *> N is INTEGER
  79. *> The order of the matrices A and B. N >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in,out] A
  83. *> \verbatim
  84. *> A is REAL array, dimension (LDA,N)
  85. *> On entry, the matrix A in generalized real Schur canonical
  86. *> form.
  87. *> On exit, the updated matrix A, again in generalized
  88. *> real Schur canonical form.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] LDA
  92. *> \verbatim
  93. *> LDA is INTEGER
  94. *> The leading dimension of the array A. LDA >= max(1,N).
  95. *> \endverbatim
  96. *>
  97. *> \param[in,out] B
  98. *> \verbatim
  99. *> B is REAL array, dimension (LDB,N)
  100. *> On entry, the matrix B in generalized real Schur canonical
  101. *> form (A,B).
  102. *> On exit, the updated matrix B, again in generalized
  103. *> real Schur canonical form (A,B).
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDB
  107. *> \verbatim
  108. *> LDB is INTEGER
  109. *> The leading dimension of the array B. LDB >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[in,out] Q
  113. *> \verbatim
  114. *> Q is REAL array, dimension (LDZ,N)
  115. *> On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
  116. *> On exit, the updated matrix Q.
  117. *> If WANTQ = .FALSE., Q is not referenced.
  118. *> \endverbatim
  119. *>
  120. *> \param[in] LDQ
  121. *> \verbatim
  122. *> LDQ is INTEGER
  123. *> The leading dimension of the array Q. LDQ >= 1.
  124. *> If WANTQ = .TRUE., LDQ >= N.
  125. *> \endverbatim
  126. *>
  127. *> \param[in,out] Z
  128. *> \verbatim
  129. *> Z is REAL array, dimension (LDZ,N)
  130. *> On entry, if WANTZ = .TRUE., the orthogonal matrix Z.
  131. *> On exit, the updated matrix Z.
  132. *> If WANTZ = .FALSE., Z is not referenced.
  133. *> \endverbatim
  134. *>
  135. *> \param[in] LDZ
  136. *> \verbatim
  137. *> LDZ is INTEGER
  138. *> The leading dimension of the array Z. LDZ >= 1.
  139. *> If WANTZ = .TRUE., LDZ >= N.
  140. *> \endverbatim
  141. *>
  142. *> \param[in,out] IFST
  143. *> \verbatim
  144. *> IFST is INTEGER
  145. *> \endverbatim
  146. *>
  147. *> \param[in,out] ILST
  148. *> \verbatim
  149. *> ILST is INTEGER
  150. *> Specify the reordering of the diagonal blocks of (A, B).
  151. *> The block with row index IFST is moved to row ILST, by a
  152. *> sequence of swapping between adjacent blocks.
  153. *> On exit, if IFST pointed on entry to the second row of
  154. *> a 2-by-2 block, it is changed to point to the first row;
  155. *> ILST always points to the first row of the block in its
  156. *> final position (which may differ from its input value by
  157. *> +1 or -1). 1 <= IFST, ILST <= N.
  158. *> \endverbatim
  159. *>
  160. *> \param[out] WORK
  161. *> \verbatim
  162. *> WORK is REAL array, dimension (MAX(1,LWORK))
  163. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  164. *> \endverbatim
  165. *>
  166. *> \param[in] LWORK
  167. *> \verbatim
  168. *> LWORK is INTEGER
  169. *> The dimension of the array WORK.
  170. *> LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.
  171. *>
  172. *> If LWORK = -1, then a workspace query is assumed; the routine
  173. *> only calculates the optimal size of the WORK array, returns
  174. *> this value as the first entry of the WORK array, and no error
  175. *> message related to LWORK is issued by XERBLA.
  176. *> \endverbatim
  177. *>
  178. *> \param[out] INFO
  179. *> \verbatim
  180. *> INFO is INTEGER
  181. *> =0: successful exit.
  182. *> <0: if INFO = -i, the i-th argument had an illegal value.
  183. *> =1: The transformed matrix pair (A, B) would be too far
  184. *> from generalized Schur form; the problem is ill-
  185. *> conditioned. (A, B) may have been partially reordered,
  186. *> and ILST points to the first row of the current
  187. *> position of the block being moved.
  188. *> \endverbatim
  189. *
  190. * Authors:
  191. * ========
  192. *
  193. *> \author Univ. of Tennessee
  194. *> \author Univ. of California Berkeley
  195. *> \author Univ. of Colorado Denver
  196. *> \author NAG Ltd.
  197. *
  198. *> \date November 2011
  199. *
  200. *> \ingroup realGEcomputational
  201. *
  202. *> \par Contributors:
  203. * ==================
  204. *>
  205. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  206. *> Umea University, S-901 87 Umea, Sweden.
  207. *
  208. *> \par References:
  209. * ================
  210. *>
  211. *> \verbatim
  212. *>
  213. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  214. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  215. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  216. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  217. *> \endverbatim
  218. *>
  219. * =====================================================================
  220. SUBROUTINE STGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  221. $ LDZ, IFST, ILST, WORK, LWORK, INFO )
  222. *
  223. * -- LAPACK computational routine (version 3.4.0) --
  224. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  225. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  226. * November 2011
  227. *
  228. * .. Scalar Arguments ..
  229. LOGICAL WANTQ, WANTZ
  230. INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
  231. * ..
  232. * .. Array Arguments ..
  233. REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  234. $ WORK( * ), Z( LDZ, * )
  235. * ..
  236. *
  237. * =====================================================================
  238. *
  239. * .. Parameters ..
  240. REAL ZERO
  241. PARAMETER ( ZERO = 0.0E+0 )
  242. * ..
  243. * .. Local Scalars ..
  244. LOGICAL LQUERY
  245. INTEGER HERE, LWMIN, NBF, NBL, NBNEXT
  246. * ..
  247. * .. External Subroutines ..
  248. EXTERNAL STGEX2, XERBLA
  249. * ..
  250. * .. Intrinsic Functions ..
  251. INTRINSIC MAX
  252. * ..
  253. * .. Executable Statements ..
  254. *
  255. * Decode and test input arguments.
  256. *
  257. INFO = 0
  258. LQUERY = ( LWORK.EQ.-1 )
  259. IF( N.LT.0 ) THEN
  260. INFO = -3
  261. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  262. INFO = -5
  263. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  264. INFO = -7
  265. ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. ( LDQ.LT.MAX( 1, N ) ) ) THEN
  266. INFO = -9
  267. ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. ( LDZ.LT.MAX( 1, N ) ) ) THEN
  268. INFO = -11
  269. ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
  270. INFO = -12
  271. ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
  272. INFO = -13
  273. END IF
  274. *
  275. IF( INFO.EQ.0 ) THEN
  276. IF( N.LE.1 ) THEN
  277. LWMIN = 1
  278. ELSE
  279. LWMIN = 4*N + 16
  280. END IF
  281. WORK(1) = LWMIN
  282. *
  283. IF (LWORK.LT.LWMIN .AND. .NOT.LQUERY) THEN
  284. INFO = -15
  285. END IF
  286. END IF
  287. *
  288. IF( INFO.NE.0 ) THEN
  289. CALL XERBLA( 'STGEXC', -INFO )
  290. RETURN
  291. ELSE IF( LQUERY ) THEN
  292. RETURN
  293. END IF
  294. *
  295. * Quick return if possible
  296. *
  297. IF( N.LE.1 )
  298. $ RETURN
  299. *
  300. * Determine the first row of the specified block and find out
  301. * if it is 1-by-1 or 2-by-2.
  302. *
  303. IF( IFST.GT.1 ) THEN
  304. IF( A( IFST, IFST-1 ).NE.ZERO )
  305. $ IFST = IFST - 1
  306. END IF
  307. NBF = 1
  308. IF( IFST.LT.N ) THEN
  309. IF( A( IFST+1, IFST ).NE.ZERO )
  310. $ NBF = 2
  311. END IF
  312. *
  313. * Determine the first row of the final block
  314. * and find out if it is 1-by-1 or 2-by-2.
  315. *
  316. IF( ILST.GT.1 ) THEN
  317. IF( A( ILST, ILST-1 ).NE.ZERO )
  318. $ ILST = ILST - 1
  319. END IF
  320. NBL = 1
  321. IF( ILST.LT.N ) THEN
  322. IF( A( ILST+1, ILST ).NE.ZERO )
  323. $ NBL = 2
  324. END IF
  325. IF( IFST.EQ.ILST )
  326. $ RETURN
  327. *
  328. IF( IFST.LT.ILST ) THEN
  329. *
  330. * Update ILST.
  331. *
  332. IF( NBF.EQ.2 .AND. NBL.EQ.1 )
  333. $ ILST = ILST - 1
  334. IF( NBF.EQ.1 .AND. NBL.EQ.2 )
  335. $ ILST = ILST + 1
  336. *
  337. HERE = IFST
  338. *
  339. 10 CONTINUE
  340. *
  341. * Swap with next one below.
  342. *
  343. IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
  344. *
  345. * Current block either 1-by-1 or 2-by-2.
  346. *
  347. NBNEXT = 1
  348. IF( HERE+NBF+1.LE.N ) THEN
  349. IF( A( HERE+NBF+1, HERE+NBF ).NE.ZERO )
  350. $ NBNEXT = 2
  351. END IF
  352. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  353. $ LDZ, HERE, NBF, NBNEXT, WORK, LWORK, INFO )
  354. IF( INFO.NE.0 ) THEN
  355. ILST = HERE
  356. RETURN
  357. END IF
  358. HERE = HERE + NBNEXT
  359. *
  360. * Test if 2-by-2 block breaks into two 1-by-1 blocks.
  361. *
  362. IF( NBF.EQ.2 ) THEN
  363. IF( A( HERE+1, HERE ).EQ.ZERO )
  364. $ NBF = 3
  365. END IF
  366. *
  367. ELSE
  368. *
  369. * Current block consists of two 1-by-1 blocks, each of which
  370. * must be swapped individually.
  371. *
  372. NBNEXT = 1
  373. IF( HERE+3.LE.N ) THEN
  374. IF( A( HERE+3, HERE+2 ).NE.ZERO )
  375. $ NBNEXT = 2
  376. END IF
  377. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  378. $ LDZ, HERE+1, 1, NBNEXT, WORK, LWORK, INFO )
  379. IF( INFO.NE.0 ) THEN
  380. ILST = HERE
  381. RETURN
  382. END IF
  383. IF( NBNEXT.EQ.1 ) THEN
  384. *
  385. * Swap two 1-by-1 blocks.
  386. *
  387. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  388. $ LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  389. IF( INFO.NE.0 ) THEN
  390. ILST = HERE
  391. RETURN
  392. END IF
  393. HERE = HERE + 1
  394. *
  395. ELSE
  396. *
  397. * Recompute NBNEXT in case of 2-by-2 split.
  398. *
  399. IF( A( HERE+2, HERE+1 ).EQ.ZERO )
  400. $ NBNEXT = 1
  401. IF( NBNEXT.EQ.2 ) THEN
  402. *
  403. * 2-by-2 block did not split.
  404. *
  405. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  406. $ Z, LDZ, HERE, 1, NBNEXT, WORK, LWORK,
  407. $ INFO )
  408. IF( INFO.NE.0 ) THEN
  409. ILST = HERE
  410. RETURN
  411. END IF
  412. HERE = HERE + 2
  413. ELSE
  414. *
  415. * 2-by-2 block did split.
  416. *
  417. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  418. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  419. IF( INFO.NE.0 ) THEN
  420. ILST = HERE
  421. RETURN
  422. END IF
  423. HERE = HERE + 1
  424. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  425. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  426. IF( INFO.NE.0 ) THEN
  427. ILST = HERE
  428. RETURN
  429. END IF
  430. HERE = HERE + 1
  431. END IF
  432. *
  433. END IF
  434. END IF
  435. IF( HERE.LT.ILST )
  436. $ GO TO 10
  437. ELSE
  438. HERE = IFST
  439. *
  440. 20 CONTINUE
  441. *
  442. * Swap with next one below.
  443. *
  444. IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
  445. *
  446. * Current block either 1-by-1 or 2-by-2.
  447. *
  448. NBNEXT = 1
  449. IF( HERE.GE.3 ) THEN
  450. IF( A( HERE-1, HERE-2 ).NE.ZERO )
  451. $ NBNEXT = 2
  452. END IF
  453. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  454. $ LDZ, HERE-NBNEXT, NBNEXT, NBF, WORK, LWORK,
  455. $ INFO )
  456. IF( INFO.NE.0 ) THEN
  457. ILST = HERE
  458. RETURN
  459. END IF
  460. HERE = HERE - NBNEXT
  461. *
  462. * Test if 2-by-2 block breaks into two 1-by-1 blocks.
  463. *
  464. IF( NBF.EQ.2 ) THEN
  465. IF( A( HERE+1, HERE ).EQ.ZERO )
  466. $ NBF = 3
  467. END IF
  468. *
  469. ELSE
  470. *
  471. * Current block consists of two 1-by-1 blocks, each of which
  472. * must be swapped individually.
  473. *
  474. NBNEXT = 1
  475. IF( HERE.GE.3 ) THEN
  476. IF( A( HERE-1, HERE-2 ).NE.ZERO )
  477. $ NBNEXT = 2
  478. END IF
  479. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  480. $ LDZ, HERE-NBNEXT, NBNEXT, 1, WORK, LWORK,
  481. $ INFO )
  482. IF( INFO.NE.0 ) THEN
  483. ILST = HERE
  484. RETURN
  485. END IF
  486. IF( NBNEXT.EQ.1 ) THEN
  487. *
  488. * Swap two 1-by-1 blocks.
  489. *
  490. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  491. $ LDZ, HERE, NBNEXT, 1, WORK, LWORK, INFO )
  492. IF( INFO.NE.0 ) THEN
  493. ILST = HERE
  494. RETURN
  495. END IF
  496. HERE = HERE - 1
  497. ELSE
  498. *
  499. * Recompute NBNEXT in case of 2-by-2 split.
  500. *
  501. IF( A( HERE, HERE-1 ).EQ.ZERO )
  502. $ NBNEXT = 1
  503. IF( NBNEXT.EQ.2 ) THEN
  504. *
  505. * 2-by-2 block did not split.
  506. *
  507. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  508. $ Z, LDZ, HERE-1, 2, 1, WORK, LWORK, INFO )
  509. IF( INFO.NE.0 ) THEN
  510. ILST = HERE
  511. RETURN
  512. END IF
  513. HERE = HERE - 2
  514. ELSE
  515. *
  516. * 2-by-2 block did split.
  517. *
  518. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  519. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  520. IF( INFO.NE.0 ) THEN
  521. ILST = HERE
  522. RETURN
  523. END IF
  524. HERE = HERE - 1
  525. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  526. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  527. IF( INFO.NE.0 ) THEN
  528. ILST = HERE
  529. RETURN
  530. END IF
  531. HERE = HERE - 1
  532. END IF
  533. END IF
  534. END IF
  535. IF( HERE.GT.ILST )
  536. $ GO TO 20
  537. END IF
  538. ILST = HERE
  539. WORK( 1 ) = LWMIN
  540. RETURN
  541. *
  542. * End of STGEXC
  543. *
  544. END