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sggesx.f 28 kB

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  1. *> \brief <b> SGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGGESX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sggesx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sggesx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sggesx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
  22. * B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
  23. * VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
  24. * LIWORK, BWORK, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER JOBVSL, JOBVSR, SENSE, SORT
  28. * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
  29. * $ SDIM
  30. * ..
  31. * .. Array Arguments ..
  32. * LOGICAL BWORK( * )
  33. * INTEGER IWORK( * )
  34. * REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  35. * $ B( LDB, * ), BETA( * ), RCONDE( 2 ),
  36. * $ RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
  37. * $ WORK( * )
  38. * ..
  39. * .. Function Arguments ..
  40. * LOGICAL SELCTG
  41. * EXTERNAL SELCTG
  42. * ..
  43. *
  44. *
  45. *> \par Purpose:
  46. * =============
  47. *>
  48. *> \verbatim
  49. *>
  50. *> SGGESX computes for a pair of N-by-N real nonsymmetric matrices
  51. *> (A,B), the generalized eigenvalues, the real Schur form (S,T), and,
  52. *> optionally, the left and/or right matrices of Schur vectors (VSL and
  53. *> VSR). This gives the generalized Schur factorization
  54. *>
  55. *> (A,B) = ( (VSL) S (VSR)**T, (VSL) T (VSR)**T )
  56. *>
  57. *> Optionally, it also orders the eigenvalues so that a selected cluster
  58. *> of eigenvalues appears in the leading diagonal blocks of the upper
  59. *> quasi-triangular matrix S and the upper triangular matrix T; computes
  60. *> a reciprocal condition number for the average of the selected
  61. *> eigenvalues (RCONDE); and computes a reciprocal condition number for
  62. *> the right and left deflating subspaces corresponding to the selected
  63. *> eigenvalues (RCONDV). The leading columns of VSL and VSR then form
  64. *> an orthonormal basis for the corresponding left and right eigenspaces
  65. *> (deflating subspaces).
  66. *>
  67. *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
  68. *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
  69. *> usually represented as the pair (alpha,beta), as there is a
  70. *> reasonable interpretation for beta=0 or for both being zero.
  71. *>
  72. *> A pair of matrices (S,T) is in generalized real Schur form if T is
  73. *> upper triangular with non-negative diagonal and S is block upper
  74. *> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
  75. *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
  76. *> "standardized" by making the corresponding elements of T have the
  77. *> form:
  78. *> [ a 0 ]
  79. *> [ 0 b ]
  80. *>
  81. *> and the pair of corresponding 2-by-2 blocks in S and T will have a
  82. *> complex conjugate pair of generalized eigenvalues.
  83. *>
  84. *> \endverbatim
  85. *
  86. * Arguments:
  87. * ==========
  88. *
  89. *> \param[in] JOBVSL
  90. *> \verbatim
  91. *> JOBVSL is CHARACTER*1
  92. *> = 'N': do not compute the left Schur vectors;
  93. *> = 'V': compute the left Schur vectors.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] JOBVSR
  97. *> \verbatim
  98. *> JOBVSR is CHARACTER*1
  99. *> = 'N': do not compute the right Schur vectors;
  100. *> = 'V': compute the right Schur vectors.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] SORT
  104. *> \verbatim
  105. *> SORT is CHARACTER*1
  106. *> Specifies whether or not to order the eigenvalues on the
  107. *> diagonal of the generalized Schur form.
  108. *> = 'N': Eigenvalues are not ordered;
  109. *> = 'S': Eigenvalues are ordered (see SELCTG).
  110. *> \endverbatim
  111. *>
  112. *> \param[in] SELCTG
  113. *> \verbatim
  114. *> SELCTG is a LOGICAL FUNCTION of three REAL arguments
  115. *> SELCTG must be declared EXTERNAL in the calling subroutine.
  116. *> If SORT = 'N', SELCTG is not referenced.
  117. *> If SORT = 'S', SELCTG is used to select eigenvalues to sort
  118. *> to the top left of the Schur form.
  119. *> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
  120. *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
  121. *> one of a complex conjugate pair of eigenvalues is selected,
  122. *> then both complex eigenvalues are selected.
  123. *> Note that a selected complex eigenvalue may no longer satisfy
  124. *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE. after ordering,
  125. *> since ordering may change the value of complex eigenvalues
  126. *> (especially if the eigenvalue is ill-conditioned), in this
  127. *> case INFO is set to N+3.
  128. *> \endverbatim
  129. *>
  130. *> \param[in] SENSE
  131. *> \verbatim
  132. *> SENSE is CHARACTER*1
  133. *> Determines which reciprocal condition numbers are computed.
  134. *> = 'N': None are computed;
  135. *> = 'E': Computed for average of selected eigenvalues only;
  136. *> = 'V': Computed for selected deflating subspaces only;
  137. *> = 'B': Computed for both.
  138. *> If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] N
  142. *> \verbatim
  143. *> N is INTEGER
  144. *> The order of the matrices A, B, VSL, and VSR. N >= 0.
  145. *> \endverbatim
  146. *>
  147. *> \param[in,out] A
  148. *> \verbatim
  149. *> A is REAL array, dimension (LDA, N)
  150. *> On entry, the first of the pair of matrices.
  151. *> On exit, A has been overwritten by its generalized Schur
  152. *> form S.
  153. *> \endverbatim
  154. *>
  155. *> \param[in] LDA
  156. *> \verbatim
  157. *> LDA is INTEGER
  158. *> The leading dimension of A. LDA >= max(1,N).
  159. *> \endverbatim
  160. *>
  161. *> \param[in,out] B
  162. *> \verbatim
  163. *> B is REAL array, dimension (LDB, N)
  164. *> On entry, the second of the pair of matrices.
  165. *> On exit, B has been overwritten by its generalized Schur
  166. *> form T.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] LDB
  170. *> \verbatim
  171. *> LDB is INTEGER
  172. *> The leading dimension of B. LDB >= max(1,N).
  173. *> \endverbatim
  174. *>
  175. *> \param[out] SDIM
  176. *> \verbatim
  177. *> SDIM is INTEGER
  178. *> If SORT = 'N', SDIM = 0.
  179. *> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
  180. *> for which SELCTG is true. (Complex conjugate pairs for which
  181. *> SELCTG is true for either eigenvalue count as 2.)
  182. *> \endverbatim
  183. *>
  184. *> \param[out] ALPHAR
  185. *> \verbatim
  186. *> ALPHAR is REAL array, dimension (N)
  187. *> \endverbatim
  188. *>
  189. *> \param[out] ALPHAI
  190. *> \verbatim
  191. *> ALPHAI is REAL array, dimension (N)
  192. *> \endverbatim
  193. *>
  194. *> \param[out] BETA
  195. *> \verbatim
  196. *> BETA is REAL array, dimension (N)
  197. *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
  198. *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
  199. *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
  200. *> form (S,T) that would result if the 2-by-2 diagonal blocks of
  201. *> the real Schur form of (A,B) were further reduced to
  202. *> triangular form using 2-by-2 complex unitary transformations.
  203. *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
  204. *> positive, then the j-th and (j+1)-st eigenvalues are a
  205. *> complex conjugate pair, with ALPHAI(j+1) negative.
  206. *>
  207. *> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
  208. *> may easily over- or underflow, and BETA(j) may even be zero.
  209. *> Thus, the user should avoid naively computing the ratio.
  210. *> However, ALPHAR and ALPHAI will be always less than and
  211. *> usually comparable with norm(A) in magnitude, and BETA always
  212. *> less than and usually comparable with norm(B).
  213. *> \endverbatim
  214. *>
  215. *> \param[out] VSL
  216. *> \verbatim
  217. *> VSL is REAL array, dimension (LDVSL,N)
  218. *> If JOBVSL = 'V', VSL will contain the left Schur vectors.
  219. *> Not referenced if JOBVSL = 'N'.
  220. *> \endverbatim
  221. *>
  222. *> \param[in] LDVSL
  223. *> \verbatim
  224. *> LDVSL is INTEGER
  225. *> The leading dimension of the matrix VSL. LDVSL >=1, and
  226. *> if JOBVSL = 'V', LDVSL >= N.
  227. *> \endverbatim
  228. *>
  229. *> \param[out] VSR
  230. *> \verbatim
  231. *> VSR is REAL array, dimension (LDVSR,N)
  232. *> If JOBVSR = 'V', VSR will contain the right Schur vectors.
  233. *> Not referenced if JOBVSR = 'N'.
  234. *> \endverbatim
  235. *>
  236. *> \param[in] LDVSR
  237. *> \verbatim
  238. *> LDVSR is INTEGER
  239. *> The leading dimension of the matrix VSR. LDVSR >= 1, and
  240. *> if JOBVSR = 'V', LDVSR >= N.
  241. *> \endverbatim
  242. *>
  243. *> \param[out] RCONDE
  244. *> \verbatim
  245. *> RCONDE is REAL array, dimension ( 2 )
  246. *> If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
  247. *> reciprocal condition numbers for the average of the selected
  248. *> eigenvalues.
  249. *> Not referenced if SENSE = 'N' or 'V'.
  250. *> \endverbatim
  251. *>
  252. *> \param[out] RCONDV
  253. *> \verbatim
  254. *> RCONDV is REAL array, dimension ( 2 )
  255. *> If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
  256. *> reciprocal condition numbers for the selected deflating
  257. *> subspaces.
  258. *> Not referenced if SENSE = 'N' or 'E'.
  259. *> \endverbatim
  260. *>
  261. *> \param[out] WORK
  262. *> \verbatim
  263. *> WORK is REAL array, dimension (MAX(1,LWORK))
  264. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  265. *> \endverbatim
  266. *>
  267. *> \param[in] LWORK
  268. *> \verbatim
  269. *> LWORK is INTEGER
  270. *> The dimension of the array WORK.
  271. *> If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
  272. *> LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else
  273. *> LWORK >= max( 8*N, 6*N+16 ).
  274. *> Note that 2*SDIM*(N-SDIM) <= N*N/2.
  275. *> Note also that an error is only returned if
  276. *> LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B'
  277. *> this may not be large enough.
  278. *>
  279. *> If LWORK = -1, then a workspace query is assumed; the routine
  280. *> only calculates the bound on the optimal size of the WORK
  281. *> array and the minimum size of the IWORK array, returns these
  282. *> values as the first entries of the WORK and IWORK arrays, and
  283. *> no error message related to LWORK or LIWORK is issued by
  284. *> XERBLA.
  285. *> \endverbatim
  286. *>
  287. *> \param[out] IWORK
  288. *> \verbatim
  289. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  290. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  291. *> \endverbatim
  292. *>
  293. *> \param[in] LIWORK
  294. *> \verbatim
  295. *> LIWORK is INTEGER
  296. *> The dimension of the array IWORK.
  297. *> If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
  298. *> LIWORK >= N+6.
  299. *>
  300. *> If LIWORK = -1, then a workspace query is assumed; the
  301. *> routine only calculates the bound on the optimal size of the
  302. *> WORK array and the minimum size of the IWORK array, returns
  303. *> these values as the first entries of the WORK and IWORK
  304. *> arrays, and no error message related to LWORK or LIWORK is
  305. *> issued by XERBLA.
  306. *> \endverbatim
  307. *>
  308. *> \param[out] BWORK
  309. *> \verbatim
  310. *> BWORK is LOGICAL array, dimension (N)
  311. *> Not referenced if SORT = 'N'.
  312. *> \endverbatim
  313. *>
  314. *> \param[out] INFO
  315. *> \verbatim
  316. *> INFO is INTEGER
  317. *> = 0: successful exit
  318. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  319. *> = 1,...,N:
  320. *> The QZ iteration failed. (A,B) are not in Schur
  321. *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
  322. *> be correct for j=INFO+1,...,N.
  323. *> > N: =N+1: other than QZ iteration failed in SHGEQZ
  324. *> =N+2: after reordering, roundoff changed values of
  325. *> some complex eigenvalues so that leading
  326. *> eigenvalues in the Generalized Schur form no
  327. *> longer satisfy SELCTG=.TRUE. This could also
  328. *> be caused due to scaling.
  329. *> =N+3: reordering failed in STGSEN.
  330. *> \endverbatim
  331. *
  332. * Authors:
  333. * ========
  334. *
  335. *> \author Univ. of Tennessee
  336. *> \author Univ. of California Berkeley
  337. *> \author Univ. of Colorado Denver
  338. *> \author NAG Ltd.
  339. *
  340. *> \ingroup ggesx
  341. *
  342. *> \par Further Details:
  343. * =====================
  344. *>
  345. *> \verbatim
  346. *>
  347. *> An approximate (asymptotic) bound on the average absolute error of
  348. *> the selected eigenvalues is
  349. *>
  350. *> EPS * norm((A, B)) / RCONDE( 1 ).
  351. *>
  352. *> An approximate (asymptotic) bound on the maximum angular error in
  353. *> the computed deflating subspaces is
  354. *>
  355. *> EPS * norm((A, B)) / RCONDV( 2 ).
  356. *>
  357. *> See LAPACK User's Guide, section 4.11 for more information.
  358. *> \endverbatim
  359. *>
  360. * =====================================================================
  361. SUBROUTINE SGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
  362. $ B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
  363. $ VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
  364. $ LIWORK, BWORK, INFO )
  365. *
  366. * -- LAPACK driver routine --
  367. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  368. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  369. *
  370. * .. Scalar Arguments ..
  371. CHARACTER JOBVSL, JOBVSR, SENSE, SORT
  372. INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
  373. $ SDIM
  374. * ..
  375. * .. Array Arguments ..
  376. LOGICAL BWORK( * )
  377. INTEGER IWORK( * )
  378. REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  379. $ B( LDB, * ), BETA( * ), RCONDE( 2 ),
  380. $ RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
  381. $ WORK( * )
  382. * ..
  383. * .. Function Arguments ..
  384. LOGICAL SELCTG
  385. EXTERNAL SELCTG
  386. * ..
  387. *
  388. * =====================================================================
  389. *
  390. * .. Parameters ..
  391. REAL ZERO, ONE
  392. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  393. * ..
  394. * .. Local Scalars ..
  395. LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
  396. $ LQUERY, LST2SL, WANTSB, WANTSE, WANTSN, WANTST,
  397. $ WANTSV
  398. INTEGER I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
  399. $ ILEFT, ILO, IP, IRIGHT, IROWS, ITAU, IWRK,
  400. $ LIWMIN, LWRK, MAXWRK, MINWRK
  401. REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
  402. $ PR, SAFMAX, SAFMIN, SMLNUM
  403. * ..
  404. * .. Local Arrays ..
  405. REAL DIF( 2 )
  406. * ..
  407. * .. External Subroutines ..
  408. EXTERNAL SGEQRF, SGGBAK, SGGBAL, SGGHRD, SHGEQZ, SLACPY,
  409. $ SLASCL, SLASET, SORGQR, SORMQR, STGSEN, XERBLA
  410. * ..
  411. * .. External Functions ..
  412. LOGICAL LSAME
  413. INTEGER ILAENV
  414. REAL SLAMCH, SLANGE, SROUNDUP_LWORK
  415. EXTERNAL LSAME, ILAENV, SLAMCH, SLANGE, SROUNDUP_LWORK
  416. * ..
  417. * .. Intrinsic Functions ..
  418. INTRINSIC ABS, MAX, SQRT
  419. * ..
  420. * .. Executable Statements ..
  421. *
  422. * Decode the input arguments
  423. *
  424. IF( LSAME( JOBVSL, 'N' ) ) THEN
  425. IJOBVL = 1
  426. ILVSL = .FALSE.
  427. ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
  428. IJOBVL = 2
  429. ILVSL = .TRUE.
  430. ELSE
  431. IJOBVL = -1
  432. ILVSL = .FALSE.
  433. END IF
  434. *
  435. IF( LSAME( JOBVSR, 'N' ) ) THEN
  436. IJOBVR = 1
  437. ILVSR = .FALSE.
  438. ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
  439. IJOBVR = 2
  440. ILVSR = .TRUE.
  441. ELSE
  442. IJOBVR = -1
  443. ILVSR = .FALSE.
  444. END IF
  445. *
  446. WANTST = LSAME( SORT, 'S' )
  447. WANTSN = LSAME( SENSE, 'N' )
  448. WANTSE = LSAME( SENSE, 'E' )
  449. WANTSV = LSAME( SENSE, 'V' )
  450. WANTSB = LSAME( SENSE, 'B' )
  451. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  452. IF( WANTSN ) THEN
  453. IJOB = 0
  454. ELSE IF( WANTSE ) THEN
  455. IJOB = 1
  456. ELSE IF( WANTSV ) THEN
  457. IJOB = 2
  458. ELSE IF( WANTSB ) THEN
  459. IJOB = 4
  460. END IF
  461. *
  462. * Test the input arguments
  463. *
  464. INFO = 0
  465. IF( IJOBVL.LE.0 ) THEN
  466. INFO = -1
  467. ELSE IF( IJOBVR.LE.0 ) THEN
  468. INFO = -2
  469. ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
  470. INFO = -3
  471. ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
  472. $ ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
  473. INFO = -5
  474. ELSE IF( N.LT.0 ) THEN
  475. INFO = -6
  476. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  477. INFO = -8
  478. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  479. INFO = -10
  480. ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
  481. INFO = -16
  482. ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
  483. INFO = -18
  484. END IF
  485. *
  486. * Compute workspace
  487. * (Note: Comments in the code beginning "Workspace:" describe the
  488. * minimal amount of workspace needed at that point in the code,
  489. * as well as the preferred amount for good performance.
  490. * NB refers to the optimal block size for the immediately
  491. * following subroutine, as returned by ILAENV.)
  492. *
  493. IF( INFO.EQ.0 ) THEN
  494. IF( N.GT.0) THEN
  495. MINWRK = MAX( 8*N, 6*N + 16 )
  496. MAXWRK = MINWRK - N +
  497. $ N*ILAENV( 1, 'SGEQRF', ' ', N, 1, N, 0 )
  498. MAXWRK = MAX( MAXWRK, MINWRK - N +
  499. $ N*ILAENV( 1, 'SORMQR', ' ', N, 1, N, -1 ) )
  500. IF( ILVSL ) THEN
  501. MAXWRK = MAX( MAXWRK, MINWRK - N +
  502. $ N*ILAENV( 1, 'SORGQR', ' ', N, 1, N, -1 ) )
  503. END IF
  504. LWRK = MAXWRK
  505. IF( IJOB.GE.1 )
  506. $ LWRK = MAX( LWRK, N*N/2 )
  507. ELSE
  508. MINWRK = 1
  509. MAXWRK = 1
  510. LWRK = 1
  511. END IF
  512. WORK( 1 ) = SROUNDUP_LWORK(LWRK)
  513. IF( WANTSN .OR. N.EQ.0 ) THEN
  514. LIWMIN = 1
  515. ELSE
  516. LIWMIN = N + 6
  517. END IF
  518. IWORK( 1 ) = LIWMIN
  519. *
  520. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  521. INFO = -22
  522. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  523. INFO = -24
  524. END IF
  525. END IF
  526. *
  527. IF( INFO.NE.0 ) THEN
  528. CALL XERBLA( 'SGGESX', -INFO )
  529. RETURN
  530. ELSE IF (LQUERY) THEN
  531. RETURN
  532. END IF
  533. *
  534. * Quick return if possible
  535. *
  536. IF( N.EQ.0 ) THEN
  537. SDIM = 0
  538. RETURN
  539. END IF
  540. *
  541. * Get machine constants
  542. *
  543. EPS = SLAMCH( 'P' )
  544. SAFMIN = SLAMCH( 'S' )
  545. SAFMAX = ONE / SAFMIN
  546. SMLNUM = SQRT( SAFMIN ) / EPS
  547. BIGNUM = ONE / SMLNUM
  548. *
  549. * Scale A if max element outside range [SMLNUM,BIGNUM]
  550. *
  551. ANRM = SLANGE( 'M', N, N, A, LDA, WORK )
  552. ILASCL = .FALSE.
  553. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  554. ANRMTO = SMLNUM
  555. ILASCL = .TRUE.
  556. ELSE IF( ANRM.GT.BIGNUM ) THEN
  557. ANRMTO = BIGNUM
  558. ILASCL = .TRUE.
  559. END IF
  560. IF( ILASCL )
  561. $ CALL SLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
  562. *
  563. * Scale B if max element outside range [SMLNUM,BIGNUM]
  564. *
  565. BNRM = SLANGE( 'M', N, N, B, LDB, WORK )
  566. ILBSCL = .FALSE.
  567. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  568. BNRMTO = SMLNUM
  569. ILBSCL = .TRUE.
  570. ELSE IF( BNRM.GT.BIGNUM ) THEN
  571. BNRMTO = BIGNUM
  572. ILBSCL = .TRUE.
  573. END IF
  574. IF( ILBSCL )
  575. $ CALL SLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
  576. *
  577. * Permute the matrix to make it more nearly triangular
  578. * (Workspace: need 6*N + 2*N for permutation parameters)
  579. *
  580. ILEFT = 1
  581. IRIGHT = N + 1
  582. IWRK = IRIGHT + N
  583. CALL SGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
  584. $ WORK( IRIGHT ), WORK( IWRK ), IERR )
  585. *
  586. * Reduce B to triangular form (QR decomposition of B)
  587. * (Workspace: need N, prefer N*NB)
  588. *
  589. IROWS = IHI + 1 - ILO
  590. ICOLS = N + 1 - ILO
  591. ITAU = IWRK
  592. IWRK = ITAU + IROWS
  593. CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  594. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  595. *
  596. * Apply the orthogonal transformation to matrix A
  597. * (Workspace: need N, prefer N*NB)
  598. *
  599. CALL SORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  600. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
  601. $ LWORK+1-IWRK, IERR )
  602. *
  603. * Initialize VSL
  604. * (Workspace: need N, prefer N*NB)
  605. *
  606. IF( ILVSL ) THEN
  607. CALL SLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
  608. IF( IROWS.GT.1 ) THEN
  609. CALL SLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  610. $ VSL( ILO+1, ILO ), LDVSL )
  611. END IF
  612. CALL SORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
  613. $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
  614. END IF
  615. *
  616. * Initialize VSR
  617. *
  618. IF( ILVSR )
  619. $ CALL SLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
  620. *
  621. * Reduce to generalized Hessenberg form
  622. * (Workspace: none needed)
  623. *
  624. CALL SGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
  625. $ LDVSL, VSR, LDVSR, IERR )
  626. *
  627. SDIM = 0
  628. *
  629. * Perform QZ algorithm, computing Schur vectors if desired
  630. * (Workspace: need N)
  631. *
  632. IWRK = ITAU
  633. CALL SHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
  634. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  635. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  636. IF( IERR.NE.0 ) THEN
  637. IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
  638. INFO = IERR
  639. ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
  640. INFO = IERR - N
  641. ELSE
  642. INFO = N + 1
  643. END IF
  644. GO TO 50
  645. END IF
  646. *
  647. * Sort eigenvalues ALPHA/BETA and compute the reciprocal of
  648. * condition number(s)
  649. * (Workspace: If IJOB >= 1, need MAX( 8*(N+1), 2*SDIM*(N-SDIM) )
  650. * otherwise, need 8*(N+1) )
  651. *
  652. IF( WANTST ) THEN
  653. *
  654. * Undo scaling on eigenvalues before SELCTGing
  655. *
  656. IF( ILASCL ) THEN
  657. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
  658. $ IERR )
  659. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
  660. $ IERR )
  661. END IF
  662. IF( ILBSCL )
  663. $ CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  664. *
  665. * Select eigenvalues
  666. *
  667. DO 10 I = 1, N
  668. BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  669. 10 CONTINUE
  670. *
  671. * Reorder eigenvalues, transform Generalized Schur vectors, and
  672. * compute reciprocal condition numbers
  673. *
  674. CALL STGSEN( IJOB, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
  675. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  676. $ SDIM, PL, PR, DIF, WORK( IWRK ), LWORK-IWRK+1,
  677. $ IWORK, LIWORK, IERR )
  678. *
  679. IF( IJOB.GE.1 )
  680. $ MAXWRK = MAX( MAXWRK, 2*SDIM*( N-SDIM ) )
  681. IF( IERR.EQ.-22 ) THEN
  682. *
  683. * not enough real workspace
  684. *
  685. INFO = -22
  686. ELSE
  687. IF( IJOB.EQ.1 .OR. IJOB.EQ.4 ) THEN
  688. RCONDE( 1 ) = PL
  689. RCONDE( 2 ) = PR
  690. END IF
  691. IF( IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
  692. RCONDV( 1 ) = DIF( 1 )
  693. RCONDV( 2 ) = DIF( 2 )
  694. END IF
  695. IF( IERR.EQ.1 )
  696. $ INFO = N + 3
  697. END IF
  698. *
  699. END IF
  700. *
  701. * Apply permutation to VSL and VSR
  702. * (Workspace: none needed)
  703. *
  704. IF( ILVSL )
  705. $ CALL SGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
  706. $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
  707. *
  708. IF( ILVSR )
  709. $ CALL SGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
  710. $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
  711. *
  712. * Check if unscaling would cause over/underflow, if so, rescale
  713. * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
  714. * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
  715. *
  716. IF( ILASCL ) THEN
  717. DO 20 I = 1, N
  718. IF( ALPHAI( I ).NE.ZERO ) THEN
  719. IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
  720. $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) )
  721. $ THEN
  722. WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
  723. BETA( I ) = BETA( I )*WORK( 1 )
  724. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  725. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  726. ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.( ANRMTO / ANRM )
  727. $ .OR. ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
  728. $ THEN
  729. WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
  730. BETA( I ) = BETA( I )*WORK( 1 )
  731. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  732. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  733. END IF
  734. END IF
  735. 20 CONTINUE
  736. END IF
  737. *
  738. IF( ILBSCL ) THEN
  739. DO 25 I = 1, N
  740. IF( ALPHAI( I ).NE.ZERO ) THEN
  741. IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
  742. $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
  743. WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
  744. BETA( I ) = BETA( I )*WORK( 1 )
  745. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  746. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  747. END IF
  748. END IF
  749. 25 CONTINUE
  750. END IF
  751. *
  752. * Undo scaling
  753. *
  754. IF( ILASCL ) THEN
  755. CALL SLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
  756. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
  757. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
  758. END IF
  759. *
  760. IF( ILBSCL ) THEN
  761. CALL SLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
  762. CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  763. END IF
  764. *
  765. IF( WANTST ) THEN
  766. *
  767. * Check if reordering is correct
  768. *
  769. LASTSL = .TRUE.
  770. LST2SL = .TRUE.
  771. SDIM = 0
  772. IP = 0
  773. DO 40 I = 1, N
  774. CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  775. IF( ALPHAI( I ).EQ.ZERO ) THEN
  776. IF( CURSL )
  777. $ SDIM = SDIM + 1
  778. IP = 0
  779. IF( CURSL .AND. .NOT.LASTSL )
  780. $ INFO = N + 2
  781. ELSE
  782. IF( IP.EQ.1 ) THEN
  783. *
  784. * Last eigenvalue of conjugate pair
  785. *
  786. CURSL = CURSL .OR. LASTSL
  787. LASTSL = CURSL
  788. IF( CURSL )
  789. $ SDIM = SDIM + 2
  790. IP = -1
  791. IF( CURSL .AND. .NOT.LST2SL )
  792. $ INFO = N + 2
  793. ELSE
  794. *
  795. * First eigenvalue of conjugate pair
  796. *
  797. IP = 1
  798. END IF
  799. END IF
  800. LST2SL = LASTSL
  801. LASTSL = CURSL
  802. 40 CONTINUE
  803. *
  804. END IF
  805. *
  806. 50 CONTINUE
  807. *
  808. WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
  809. IWORK( 1 ) = LIWMIN
  810. *
  811. RETURN
  812. *
  813. * End of SGGESX
  814. *
  815. END