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  1. *> \brief <b> DGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a real matrix pair (A,B).</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEGV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgegv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgegv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgegv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
  22. * BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBVL, JOBVR
  26. * INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  30. * $ B( LDB, * ), BETA( * ), VL( LDVL, * ),
  31. * $ VR( LDVR, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> This routine is deprecated and has been replaced by routine DGGEV.
  41. *>
  42. *> DGEGV computes the eigenvalues and, optionally, the left and/or right
  43. *> eigenvectors of a real matrix pair (A,B).
  44. *> Given two square matrices A and B,
  45. *> the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
  46. *> eigenvalues lambda and corresponding (non-zero) eigenvectors x such
  47. *> that
  48. *>
  49. *> A*x = lambda*B*x.
  50. *>
  51. *> An alternate form is to find the eigenvalues mu and corresponding
  52. *> eigenvectors y such that
  53. *>
  54. *> mu*A*y = B*y.
  55. *>
  56. *> These two forms are equivalent with mu = 1/lambda and x = y if
  57. *> neither lambda nor mu is zero. In order to deal with the case that
  58. *> lambda or mu is zero or small, two values alpha and beta are returned
  59. *> for each eigenvalue, such that lambda = alpha/beta and
  60. *> mu = beta/alpha.
  61. *>
  62. *> The vectors x and y in the above equations are right eigenvectors of
  63. *> the matrix pair (A,B). Vectors u and v satisfying
  64. *>
  65. *> u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B
  66. *>
  67. *> are left eigenvectors of (A,B).
  68. *>
  69. *> Note: this routine performs "full balancing" on A and B
  70. *> \endverbatim
  71. *
  72. * Arguments:
  73. * ==========
  74. *
  75. *> \param[in] JOBVL
  76. *> \verbatim
  77. *> JOBVL is CHARACTER*1
  78. *> = 'N': do not compute the left generalized eigenvectors;
  79. *> = 'V': compute the left generalized eigenvectors (returned
  80. *> in VL).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] JOBVR
  84. *> \verbatim
  85. *> JOBVR is CHARACTER*1
  86. *> = 'N': do not compute the right generalized eigenvectors;
  87. *> = 'V': compute the right generalized eigenvectors (returned
  88. *> in VR).
  89. *> \endverbatim
  90. *>
  91. *> \param[in] N
  92. *> \verbatim
  93. *> N is INTEGER
  94. *> The order of the matrices A, B, VL, and VR. N >= 0.
  95. *> \endverbatim
  96. *>
  97. *> \param[in,out] A
  98. *> \verbatim
  99. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  100. *> On entry, the matrix A.
  101. *> If JOBVL = 'V' or JOBVR = 'V', then on exit A
  102. *> contains the real Schur form of A from the generalized Schur
  103. *> factorization of the pair (A,B) after balancing.
  104. *> If no eigenvectors were computed, then only the diagonal
  105. *> blocks from the Schur form will be correct. See DGGHRD and
  106. *> DHGEQZ for details.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDA
  110. *> \verbatim
  111. *> LDA is INTEGER
  112. *> The leading dimension of A. LDA >= max(1,N).
  113. *> \endverbatim
  114. *>
  115. *> \param[in,out] B
  116. *> \verbatim
  117. *> B is DOUBLE PRECISION array, dimension (LDB, N)
  118. *> On entry, the matrix B.
  119. *> If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the
  120. *> upper triangular matrix obtained from B in the generalized
  121. *> Schur factorization of the pair (A,B) after balancing.
  122. *> If no eigenvectors were computed, then only those elements of
  123. *> B corresponding to the diagonal blocks from the Schur form of
  124. *> A will be correct. See DGGHRD and DHGEQZ for details.
  125. *> \endverbatim
  126. *>
  127. *> \param[in] LDB
  128. *> \verbatim
  129. *> LDB is INTEGER
  130. *> The leading dimension of B. LDB >= max(1,N).
  131. *> \endverbatim
  132. *>
  133. *> \param[out] ALPHAR
  134. *> \verbatim
  135. *> ALPHAR is DOUBLE PRECISION array, dimension (N)
  136. *> The real parts of each scalar alpha defining an eigenvalue of
  137. *> GNEP.
  138. *> \endverbatim
  139. *>
  140. *> \param[out] ALPHAI
  141. *> \verbatim
  142. *> ALPHAI is DOUBLE PRECISION array, dimension (N)
  143. *> The imaginary parts of each scalar alpha defining an
  144. *> eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th
  145. *> eigenvalue is real; if positive, then the j-th and
  146. *> (j+1)-st eigenvalues are a complex conjugate pair, with
  147. *> ALPHAI(j+1) = -ALPHAI(j).
  148. *> \endverbatim
  149. *>
  150. *> \param[out] BETA
  151. *> \verbatim
  152. *> BETA is DOUBLE PRECISION array, dimension (N)
  153. *> The scalars beta that define the eigenvalues of GNEP.
  154. *>
  155. *> Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
  156. *> beta = BETA(j) represent the j-th eigenvalue of the matrix
  157. *> pair (A,B), in one of the forms lambda = alpha/beta or
  158. *> mu = beta/alpha. Since either lambda or mu may overflow,
  159. *> they should not, in general, be computed.
  160. *> \endverbatim
  161. *>
  162. *> \param[out] VL
  163. *> \verbatim
  164. *> VL is DOUBLE PRECISION array, dimension (LDVL,N)
  165. *> If JOBVL = 'V', the left eigenvectors u(j) are stored
  166. *> in the columns of VL, in the same order as their eigenvalues.
  167. *> If the j-th eigenvalue is real, then u(j) = VL(:,j).
  168. *> If the j-th and (j+1)-st eigenvalues form a complex conjugate
  169. *> pair, then
  170. *> u(j) = VL(:,j) + i*VL(:,j+1)
  171. *> and
  172. *> u(j+1) = VL(:,j) - i*VL(:,j+1).
  173. *>
  174. *> Each eigenvector is scaled so that its largest component has
  175. *> abs(real part) + abs(imag. part) = 1, except for eigenvectors
  176. *> corresponding to an eigenvalue with alpha = beta = 0, which
  177. *> are set to zero.
  178. *> Not referenced if JOBVL = 'N'.
  179. *> \endverbatim
  180. *>
  181. *> \param[in] LDVL
  182. *> \verbatim
  183. *> LDVL is INTEGER
  184. *> The leading dimension of the matrix VL. LDVL >= 1, and
  185. *> if JOBVL = 'V', LDVL >= N.
  186. *> \endverbatim
  187. *>
  188. *> \param[out] VR
  189. *> \verbatim
  190. *> VR is DOUBLE PRECISION array, dimension (LDVR,N)
  191. *> If JOBVR = 'V', the right eigenvectors x(j) are stored
  192. *> in the columns of VR, in the same order as their eigenvalues.
  193. *> If the j-th eigenvalue is real, then x(j) = VR(:,j).
  194. *> If the j-th and (j+1)-st eigenvalues form a complex conjugate
  195. *> pair, then
  196. *> x(j) = VR(:,j) + i*VR(:,j+1)
  197. *> and
  198. *> x(j+1) = VR(:,j) - i*VR(:,j+1).
  199. *>
  200. *> Each eigenvector is scaled so that its largest component has
  201. *> abs(real part) + abs(imag. part) = 1, except for eigenvalues
  202. *> corresponding to an eigenvalue with alpha = beta = 0, which
  203. *> are set to zero.
  204. *> Not referenced if JOBVR = 'N'.
  205. *> \endverbatim
  206. *>
  207. *> \param[in] LDVR
  208. *> \verbatim
  209. *> LDVR is INTEGER
  210. *> The leading dimension of the matrix VR. LDVR >= 1, and
  211. *> if JOBVR = 'V', LDVR >= N.
  212. *> \endverbatim
  213. *>
  214. *> \param[out] WORK
  215. *> \verbatim
  216. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  217. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  218. *> \endverbatim
  219. *>
  220. *> \param[in] LWORK
  221. *> \verbatim
  222. *> LWORK is INTEGER
  223. *> The dimension of the array WORK. LWORK >= max(1,8*N).
  224. *> For good performance, LWORK must generally be larger.
  225. *> To compute the optimal value of LWORK, call ILAENV to get
  226. *> blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute:
  227. *> NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR;
  228. *> The optimal LWORK is:
  229. *> 2*N + MAX( 6*N, N*(NB+1) ).
  230. *>
  231. *> If LWORK = -1, then a workspace query is assumed; the routine
  232. *> only calculates the optimal size of the WORK array, returns
  233. *> this value as the first entry of the WORK array, and no error
  234. *> message related to LWORK is issued by XERBLA.
  235. *> \endverbatim
  236. *>
  237. *> \param[out] INFO
  238. *> \verbatim
  239. *> INFO is INTEGER
  240. *> = 0: successful exit
  241. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  242. *> = 1,...,N:
  243. *> The QZ iteration failed. No eigenvectors have been
  244. *> calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)
  245. *> should be correct for j=INFO+1,...,N.
  246. *> > N: errors that usually indicate LAPACK problems:
  247. *> =N+1: error return from DGGBAL
  248. *> =N+2: error return from DGEQRF
  249. *> =N+3: error return from DORMQR
  250. *> =N+4: error return from DORGQR
  251. *> =N+5: error return from DGGHRD
  252. *> =N+6: error return from DHGEQZ (other than failed
  253. *> iteration)
  254. *> =N+7: error return from DTGEVC
  255. *> =N+8: error return from DGGBAK (computing VL)
  256. *> =N+9: error return from DGGBAK (computing VR)
  257. *> =N+10: error return from DLASCL (various calls)
  258. *> \endverbatim
  259. *
  260. * Authors:
  261. * ========
  262. *
  263. *> \author Univ. of Tennessee
  264. *> \author Univ. of California Berkeley
  265. *> \author Univ. of Colorado Denver
  266. *> \author NAG Ltd.
  267. *
  268. *> \ingroup doubleGEeigen
  269. *
  270. *> \par Further Details:
  271. * =====================
  272. *>
  273. *> \verbatim
  274. *>
  275. *> Balancing
  276. *> ---------
  277. *>
  278. *> This driver calls DGGBAL to both permute and scale rows and columns
  279. *> of A and B. The permutations PL and PR are chosen so that PL*A*PR
  280. *> and PL*B*R will be upper triangular except for the diagonal blocks
  281. *> A(i:j,i:j) and B(i:j,i:j), with i and j as close together as
  282. *> possible. The diagonal scaling matrices DL and DR are chosen so
  283. *> that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to
  284. *> one (except for the elements that start out zero.)
  285. *>
  286. *> After the eigenvalues and eigenvectors of the balanced matrices
  287. *> have been computed, DGGBAK transforms the eigenvectors back to what
  288. *> they would have been (in perfect arithmetic) if they had not been
  289. *> balanced.
  290. *>
  291. *> Contents of A and B on Exit
  292. *> -------- -- - --- - -- ----
  293. *>
  294. *> If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or
  295. *> both), then on exit the arrays A and B will contain the real Schur
  296. *> form[*] of the "balanced" versions of A and B. If no eigenvectors
  297. *> are computed, then only the diagonal blocks will be correct.
  298. *>
  299. *> [*] See DHGEQZ, DGEGS, or read the book "Matrix Computations",
  300. *> by Golub & van Loan, pub. by Johns Hopkins U. Press.
  301. *> \endverbatim
  302. *>
  303. * =====================================================================
  304. SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
  305. $ BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
  306. *
  307. * -- LAPACK driver routine --
  308. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  309. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  310. *
  311. * .. Scalar Arguments ..
  312. CHARACTER JOBVL, JOBVR
  313. INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
  314. * ..
  315. * .. Array Arguments ..
  316. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  317. $ B( LDB, * ), BETA( * ), VL( LDVL, * ),
  318. $ VR( LDVR, * ), WORK( * )
  319. * ..
  320. *
  321. * =====================================================================
  322. *
  323. * .. Parameters ..
  324. DOUBLE PRECISION ZERO, ONE
  325. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  326. * ..
  327. * .. Local Scalars ..
  328. LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY
  329. CHARACTER CHTEMP
  330. INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
  331. $ IN, IRIGHT, IROWS, ITAU, IWORK, JC, JR, LOPT,
  332. $ LWKMIN, LWKOPT, NB, NB1, NB2, NB3
  333. DOUBLE PRECISION ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM,
  334. $ BNRM1, BNRM2, EPS, ONEPLS, SAFMAX, SAFMIN,
  335. $ SALFAI, SALFAR, SBETA, SCALE, TEMP
  336. * ..
  337. * .. Local Arrays ..
  338. LOGICAL LDUMMA( 1 )
  339. * ..
  340. * .. External Subroutines ..
  341. EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY,
  342. $ DLASCL, DLASET, DORGQR, DORMQR, DTGEVC, XERBLA
  343. * ..
  344. * .. External Functions ..
  345. LOGICAL LSAME
  346. INTEGER ILAENV
  347. DOUBLE PRECISION DLAMCH, DLANGE
  348. EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
  349. * ..
  350. * .. Intrinsic Functions ..
  351. INTRINSIC ABS, INT, MAX
  352. * ..
  353. * .. Executable Statements ..
  354. *
  355. * Decode the input arguments
  356. *
  357. IF( LSAME( JOBVL, 'N' ) ) THEN
  358. IJOBVL = 1
  359. ILVL = .FALSE.
  360. ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
  361. IJOBVL = 2
  362. ILVL = .TRUE.
  363. ELSE
  364. IJOBVL = -1
  365. ILVL = .FALSE.
  366. END IF
  367. *
  368. IF( LSAME( JOBVR, 'N' ) ) THEN
  369. IJOBVR = 1
  370. ILVR = .FALSE.
  371. ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
  372. IJOBVR = 2
  373. ILVR = .TRUE.
  374. ELSE
  375. IJOBVR = -1
  376. ILVR = .FALSE.
  377. END IF
  378. ILV = ILVL .OR. ILVR
  379. *
  380. * Test the input arguments
  381. *
  382. LWKMIN = MAX( 8*N, 1 )
  383. LWKOPT = LWKMIN
  384. WORK( 1 ) = LWKOPT
  385. LQUERY = ( LWORK.EQ.-1 )
  386. INFO = 0
  387. IF( IJOBVL.LE.0 ) THEN
  388. INFO = -1
  389. ELSE IF( IJOBVR.LE.0 ) THEN
  390. INFO = -2
  391. ELSE IF( N.LT.0 ) THEN
  392. INFO = -3
  393. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  394. INFO = -5
  395. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  396. INFO = -7
  397. ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
  398. INFO = -12
  399. ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
  400. INFO = -14
  401. ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
  402. INFO = -16
  403. END IF
  404. *
  405. IF( INFO.EQ.0 ) THEN
  406. NB1 = ILAENV( 1, 'DGEQRF', ' ', N, N, -1, -1 )
  407. NB2 = ILAENV( 1, 'DORMQR', ' ', N, N, N, -1 )
  408. NB3 = ILAENV( 1, 'DORGQR', ' ', N, N, N, -1 )
  409. NB = MAX( NB1, NB2, NB3 )
  410. LOPT = 2*N + MAX( 6*N, N*( NB+1 ) )
  411. WORK( 1 ) = LOPT
  412. END IF
  413. *
  414. IF( INFO.NE.0 ) THEN
  415. CALL XERBLA( 'DGEGV ', -INFO )
  416. RETURN
  417. ELSE IF( LQUERY ) THEN
  418. RETURN
  419. END IF
  420. *
  421. * Quick return if possible
  422. *
  423. IF( N.EQ.0 )
  424. $ RETURN
  425. *
  426. * Get machine constants
  427. *
  428. EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
  429. SAFMIN = DLAMCH( 'S' )
  430. SAFMIN = SAFMIN + SAFMIN
  431. SAFMAX = ONE / SAFMIN
  432. ONEPLS = ONE + ( 4*EPS )
  433. *
  434. * Scale A
  435. *
  436. ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
  437. ANRM1 = ANRM
  438. ANRM2 = ONE
  439. IF( ANRM.LT.ONE ) THEN
  440. IF( SAFMAX*ANRM.LT.ONE ) THEN
  441. ANRM1 = SAFMIN
  442. ANRM2 = SAFMAX*ANRM
  443. END IF
  444. END IF
  445. *
  446. IF( ANRM.GT.ZERO ) THEN
  447. CALL DLASCL( 'G', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO )
  448. IF( IINFO.NE.0 ) THEN
  449. INFO = N + 10
  450. RETURN
  451. END IF
  452. END IF
  453. *
  454. * Scale B
  455. *
  456. BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
  457. BNRM1 = BNRM
  458. BNRM2 = ONE
  459. IF( BNRM.LT.ONE ) THEN
  460. IF( SAFMAX*BNRM.LT.ONE ) THEN
  461. BNRM1 = SAFMIN
  462. BNRM2 = SAFMAX*BNRM
  463. END IF
  464. END IF
  465. *
  466. IF( BNRM.GT.ZERO ) THEN
  467. CALL DLASCL( 'G', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO )
  468. IF( IINFO.NE.0 ) THEN
  469. INFO = N + 10
  470. RETURN
  471. END IF
  472. END IF
  473. *
  474. * Permute the matrix to make it more nearly triangular
  475. * Workspace layout: (8*N words -- "work" requires 6*N words)
  476. * left_permutation, right_permutation, work...
  477. *
  478. ILEFT = 1
  479. IRIGHT = N + 1
  480. IWORK = IRIGHT + N
  481. CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
  482. $ WORK( IRIGHT ), WORK( IWORK ), IINFO )
  483. IF( IINFO.NE.0 ) THEN
  484. INFO = N + 1
  485. GO TO 120
  486. END IF
  487. *
  488. * Reduce B to triangular form, and initialize VL and/or VR
  489. * Workspace layout: ("work..." must have at least N words)
  490. * left_permutation, right_permutation, tau, work...
  491. *
  492. IROWS = IHI + 1 - ILO
  493. IF( ILV ) THEN
  494. ICOLS = N + 1 - ILO
  495. ELSE
  496. ICOLS = IROWS
  497. END IF
  498. ITAU = IWORK
  499. IWORK = ITAU + IROWS
  500. CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  501. $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
  502. IF( IINFO.GE.0 )
  503. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  504. IF( IINFO.NE.0 ) THEN
  505. INFO = N + 2
  506. GO TO 120
  507. END IF
  508. *
  509. CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  510. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
  511. $ LWORK+1-IWORK, IINFO )
  512. IF( IINFO.GE.0 )
  513. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  514. IF( IINFO.NE.0 ) THEN
  515. INFO = N + 3
  516. GO TO 120
  517. END IF
  518. *
  519. IF( ILVL ) THEN
  520. CALL DLASET( 'Full', N, N, ZERO, ONE, VL, LDVL )
  521. CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  522. $ VL( ILO+1, ILO ), LDVL )
  523. CALL DORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
  524. $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
  525. $ IINFO )
  526. IF( IINFO.GE.0 )
  527. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  528. IF( IINFO.NE.0 ) THEN
  529. INFO = N + 4
  530. GO TO 120
  531. END IF
  532. END IF
  533. *
  534. IF( ILVR )
  535. $ CALL DLASET( 'Full', N, N, ZERO, ONE, VR, LDVR )
  536. *
  537. * Reduce to generalized Hessenberg form
  538. *
  539. IF( ILV ) THEN
  540. *
  541. * Eigenvectors requested -- work on whole matrix.
  542. *
  543. CALL DGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
  544. $ LDVL, VR, LDVR, IINFO )
  545. ELSE
  546. CALL DGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
  547. $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IINFO )
  548. END IF
  549. IF( IINFO.NE.0 ) THEN
  550. INFO = N + 5
  551. GO TO 120
  552. END IF
  553. *
  554. * Perform QZ algorithm
  555. * Workspace layout: ("work..." must have at least 1 word)
  556. * left_permutation, right_permutation, work...
  557. *
  558. IWORK = ITAU
  559. IF( ILV ) THEN
  560. CHTEMP = 'S'
  561. ELSE
  562. CHTEMP = 'E'
  563. END IF
  564. CALL DHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
  565. $ ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
  566. $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
  567. IF( IINFO.GE.0 )
  568. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  569. IF( IINFO.NE.0 ) THEN
  570. IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
  571. INFO = IINFO
  572. ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN
  573. INFO = IINFO - N
  574. ELSE
  575. INFO = N + 6
  576. END IF
  577. GO TO 120
  578. END IF
  579. *
  580. IF( ILV ) THEN
  581. *
  582. * Compute Eigenvectors (DTGEVC requires 6*N words of workspace)
  583. *
  584. IF( ILVL ) THEN
  585. IF( ILVR ) THEN
  586. CHTEMP = 'B'
  587. ELSE
  588. CHTEMP = 'L'
  589. END IF
  590. ELSE
  591. CHTEMP = 'R'
  592. END IF
  593. *
  594. CALL DTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
  595. $ VR, LDVR, N, IN, WORK( IWORK ), IINFO )
  596. IF( IINFO.NE.0 ) THEN
  597. INFO = N + 7
  598. GO TO 120
  599. END IF
  600. *
  601. * Undo balancing on VL and VR, rescale
  602. *
  603. IF( ILVL ) THEN
  604. CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
  605. $ WORK( IRIGHT ), N, VL, LDVL, IINFO )
  606. IF( IINFO.NE.0 ) THEN
  607. INFO = N + 8
  608. GO TO 120
  609. END IF
  610. DO 50 JC = 1, N
  611. IF( ALPHAI( JC ).LT.ZERO )
  612. $ GO TO 50
  613. TEMP = ZERO
  614. IF( ALPHAI( JC ).EQ.ZERO ) THEN
  615. DO 10 JR = 1, N
  616. TEMP = MAX( TEMP, ABS( VL( JR, JC ) ) )
  617. 10 CONTINUE
  618. ELSE
  619. DO 20 JR = 1, N
  620. TEMP = MAX( TEMP, ABS( VL( JR, JC ) )+
  621. $ ABS( VL( JR, JC+1 ) ) )
  622. 20 CONTINUE
  623. END IF
  624. IF( TEMP.LT.SAFMIN )
  625. $ GO TO 50
  626. TEMP = ONE / TEMP
  627. IF( ALPHAI( JC ).EQ.ZERO ) THEN
  628. DO 30 JR = 1, N
  629. VL( JR, JC ) = VL( JR, JC )*TEMP
  630. 30 CONTINUE
  631. ELSE
  632. DO 40 JR = 1, N
  633. VL( JR, JC ) = VL( JR, JC )*TEMP
  634. VL( JR, JC+1 ) = VL( JR, JC+1 )*TEMP
  635. 40 CONTINUE
  636. END IF
  637. 50 CONTINUE
  638. END IF
  639. IF( ILVR ) THEN
  640. CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
  641. $ WORK( IRIGHT ), N, VR, LDVR, IINFO )
  642. IF( IINFO.NE.0 ) THEN
  643. INFO = N + 9
  644. GO TO 120
  645. END IF
  646. DO 100 JC = 1, N
  647. IF( ALPHAI( JC ).LT.ZERO )
  648. $ GO TO 100
  649. TEMP = ZERO
  650. IF( ALPHAI( JC ).EQ.ZERO ) THEN
  651. DO 60 JR = 1, N
  652. TEMP = MAX( TEMP, ABS( VR( JR, JC ) ) )
  653. 60 CONTINUE
  654. ELSE
  655. DO 70 JR = 1, N
  656. TEMP = MAX( TEMP, ABS( VR( JR, JC ) )+
  657. $ ABS( VR( JR, JC+1 ) ) )
  658. 70 CONTINUE
  659. END IF
  660. IF( TEMP.LT.SAFMIN )
  661. $ GO TO 100
  662. TEMP = ONE / TEMP
  663. IF( ALPHAI( JC ).EQ.ZERO ) THEN
  664. DO 80 JR = 1, N
  665. VR( JR, JC ) = VR( JR, JC )*TEMP
  666. 80 CONTINUE
  667. ELSE
  668. DO 90 JR = 1, N
  669. VR( JR, JC ) = VR( JR, JC )*TEMP
  670. VR( JR, JC+1 ) = VR( JR, JC+1 )*TEMP
  671. 90 CONTINUE
  672. END IF
  673. 100 CONTINUE
  674. END IF
  675. *
  676. * End of eigenvector calculation
  677. *
  678. END IF
  679. *
  680. * Undo scaling in alpha, beta
  681. *
  682. * Note: this does not give the alpha and beta for the unscaled
  683. * problem.
  684. *
  685. * Un-scaling is limited to avoid underflow in alpha and beta
  686. * if they are significant.
  687. *
  688. DO 110 JC = 1, N
  689. ABSAR = ABS( ALPHAR( JC ) )
  690. ABSAI = ABS( ALPHAI( JC ) )
  691. ABSB = ABS( BETA( JC ) )
  692. SALFAR = ANRM*ALPHAR( JC )
  693. SALFAI = ANRM*ALPHAI( JC )
  694. SBETA = BNRM*BETA( JC )
  695. ILIMIT = .FALSE.
  696. SCALE = ONE
  697. *
  698. * Check for significant underflow in ALPHAI
  699. *
  700. IF( ABS( SALFAI ).LT.SAFMIN .AND. ABSAI.GE.
  701. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSB ) ) THEN
  702. ILIMIT = .TRUE.
  703. SCALE = ( ONEPLS*SAFMIN / ANRM1 ) /
  704. $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAI )
  705. *
  706. ELSE IF( SALFAI.EQ.ZERO ) THEN
  707. *
  708. * If insignificant underflow in ALPHAI, then make the
  709. * conjugate eigenvalue real.
  710. *
  711. IF( ALPHAI( JC ).LT.ZERO .AND. JC.GT.1 ) THEN
  712. ALPHAI( JC-1 ) = ZERO
  713. ELSE IF( ALPHAI( JC ).GT.ZERO .AND. JC.LT.N ) THEN
  714. ALPHAI( JC+1 ) = ZERO
  715. END IF
  716. END IF
  717. *
  718. * Check for significant underflow in ALPHAR
  719. *
  720. IF( ABS( SALFAR ).LT.SAFMIN .AND. ABSAR.GE.
  721. $ MAX( SAFMIN, EPS*ABSAI, EPS*ABSB ) ) THEN
  722. ILIMIT = .TRUE.
  723. SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / ANRM1 ) /
  724. $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAR ) )
  725. END IF
  726. *
  727. * Check for significant underflow in BETA
  728. *
  729. IF( ABS( SBETA ).LT.SAFMIN .AND. ABSB.GE.
  730. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSAI ) ) THEN
  731. ILIMIT = .TRUE.
  732. SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / BNRM1 ) /
  733. $ MAX( ONEPLS*SAFMIN, BNRM2*ABSB ) )
  734. END IF
  735. *
  736. * Check for possible overflow when limiting scaling
  737. *
  738. IF( ILIMIT ) THEN
  739. TEMP = ( SCALE*SAFMIN )*MAX( ABS( SALFAR ), ABS( SALFAI ),
  740. $ ABS( SBETA ) )
  741. IF( TEMP.GT.ONE )
  742. $ SCALE = SCALE / TEMP
  743. IF( SCALE.LT.ONE )
  744. $ ILIMIT = .FALSE.
  745. END IF
  746. *
  747. * Recompute un-scaled ALPHAR, ALPHAI, BETA if necessary.
  748. *
  749. IF( ILIMIT ) THEN
  750. SALFAR = ( SCALE*ALPHAR( JC ) )*ANRM
  751. SALFAI = ( SCALE*ALPHAI( JC ) )*ANRM
  752. SBETA = ( SCALE*BETA( JC ) )*BNRM
  753. END IF
  754. ALPHAR( JC ) = SALFAR
  755. ALPHAI( JC ) = SALFAI
  756. BETA( JC ) = SBETA
  757. 110 CONTINUE
  758. *
  759. 120 CONTINUE
  760. WORK( 1 ) = LWKOPT
  761. *
  762. RETURN
  763. *
  764. * End of DGEGV
  765. *
  766. END