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stgex2.f 24 kB

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  1. *> \brief \b STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download STGEX2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stgex2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stgex2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stgex2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  22. * LDZ, J1, N1, N2, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * LOGICAL WANTQ, WANTZ
  26. * INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
  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. *> STGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
  40. *> of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
  41. *> (A, B) by an orthogonal equivalence transformation.
  42. *>
  43. *> (A, B) must be in generalized real Schur canonical form (as returned
  44. *> by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
  45. *> diagonal blocks. B is upper triangular.
  46. *>
  47. *> Optionally, the matrices Q and Z of generalized Schur vectors are
  48. *> updated.
  49. *>
  50. *> Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
  51. *> Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
  52. *>
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] WANTQ
  59. *> \verbatim
  60. *> WANTQ is LOGICAL
  61. *> .TRUE. : update the left transformation matrix Q;
  62. *> .FALSE.: do not update Q.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] WANTZ
  66. *> \verbatim
  67. *> WANTZ is LOGICAL
  68. *> .TRUE. : update the right transformation matrix Z;
  69. *> .FALSE.: do not update Z.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N
  73. *> \verbatim
  74. *> N is INTEGER
  75. *> The order of the matrices A and B. N >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] A
  79. *> \verbatim
  80. *> A is REAL array, dimension (LDA,N)
  81. *> On entry, the matrix A in the pair (A, B).
  82. *> On exit, the updated matrix A.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDA
  86. *> \verbatim
  87. *> LDA is INTEGER
  88. *> The leading dimension of the array A. LDA >= max(1,N).
  89. *> \endverbatim
  90. *>
  91. *> \param[in,out] B
  92. *> \verbatim
  93. *> B is REAL array, dimension (LDB,N)
  94. *> On entry, the matrix B in the pair (A, B).
  95. *> On exit, the updated matrix B.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDB
  99. *> \verbatim
  100. *> LDB is INTEGER
  101. *> The leading dimension of the array B. LDB >= max(1,N).
  102. *> \endverbatim
  103. *>
  104. *> \param[in,out] Q
  105. *> \verbatim
  106. *> Q is REAL array, dimension (LDQ,N)
  107. *> On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
  108. *> On exit, the updated matrix Q.
  109. *> Not referenced if WANTQ = .FALSE..
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDQ
  113. *> \verbatim
  114. *> LDQ is INTEGER
  115. *> The leading dimension of the array Q. LDQ >= 1.
  116. *> If WANTQ = .TRUE., LDQ >= N.
  117. *> \endverbatim
  118. *>
  119. *> \param[in,out] Z
  120. *> \verbatim
  121. *> Z is REAL array, dimension (LDZ,N)
  122. *> On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
  123. *> On exit, the updated matrix Z.
  124. *> Not referenced if WANTZ = .FALSE..
  125. *> \endverbatim
  126. *>
  127. *> \param[in] LDZ
  128. *> \verbatim
  129. *> LDZ is INTEGER
  130. *> The leading dimension of the array Z. LDZ >= 1.
  131. *> If WANTZ = .TRUE., LDZ >= N.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] J1
  135. *> \verbatim
  136. *> J1 is INTEGER
  137. *> The index to the first block (A11, B11). 1 <= J1 <= N.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] N1
  141. *> \verbatim
  142. *> N1 is INTEGER
  143. *> The order of the first block (A11, B11). N1 = 0, 1 or 2.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] N2
  147. *> \verbatim
  148. *> N2 is INTEGER
  149. *> The order of the second block (A22, B22). N2 = 0, 1 or 2.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] WORK
  153. *> \verbatim
  154. *> WORK is REAL array, dimension (MAX(1,LWORK)).
  155. *> \endverbatim
  156. *>
  157. *> \param[in] LWORK
  158. *> \verbatim
  159. *> LWORK is INTEGER
  160. *> The dimension of the array WORK.
  161. *> LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 )
  162. *> \endverbatim
  163. *>
  164. *> \param[out] INFO
  165. *> \verbatim
  166. *> INFO is INTEGER
  167. *> =0: Successful exit
  168. *> >0: If INFO = 1, the transformed matrix (A, B) would be
  169. *> too far from generalized Schur form; the blocks are
  170. *> not swapped and (A, B) and (Q, Z) are unchanged.
  171. *> The problem of swapping is too ill-conditioned.
  172. *> <0: If INFO = -16: LWORK is too small. Appropriate value
  173. *> for LWORK is returned in WORK(1).
  174. *> \endverbatim
  175. *
  176. * Authors:
  177. * ========
  178. *
  179. *> \author Univ. of Tennessee
  180. *> \author Univ. of California Berkeley
  181. *> \author Univ. of Colorado Denver
  182. *> \author NAG Ltd.
  183. *
  184. *> \date June 2017
  185. *
  186. *> \ingroup realGEauxiliary
  187. *
  188. *> \par Further Details:
  189. * =====================
  190. *>
  191. *> In the current code both weak and strong stability tests are
  192. *> performed. The user can omit the strong stability test by changing
  193. *> the internal logical parameter WANDS to .FALSE.. See ref. [2] for
  194. *> details.
  195. *
  196. *> \par Contributors:
  197. * ==================
  198. *>
  199. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  200. *> Umea University, S-901 87 Umea, Sweden.
  201. *
  202. *> \par References:
  203. * ================
  204. *>
  205. *> \verbatim
  206. *>
  207. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  208. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  209. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  210. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  211. *>
  212. *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
  213. *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
  214. *> Estimation: Theory, Algorithms and Software,
  215. *> Report UMINF - 94.04, Department of Computing Science, Umea
  216. *> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
  217. *> Note 87. To appear in Numerical Algorithms, 1996.
  218. *> \endverbatim
  219. *>
  220. * =====================================================================
  221. SUBROUTINE STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  222. $ LDZ, J1, N1, N2, WORK, LWORK, INFO )
  223. *
  224. * -- LAPACK auxiliary routine (version 3.7.1) --
  225. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  226. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  227. * June 2017
  228. *
  229. * .. Scalar Arguments ..
  230. LOGICAL WANTQ, WANTZ
  231. INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
  232. * ..
  233. * .. Array Arguments ..
  234. REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  235. $ WORK( * ), Z( LDZ, * )
  236. * ..
  237. *
  238. * =====================================================================
  239. * Replaced various illegal calls to SCOPY by calls to SLASET, or by DO
  240. * loops. Sven Hammarling, 1/5/02.
  241. *
  242. * .. Parameters ..
  243. REAL ZERO, ONE
  244. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  245. REAL TWENTY
  246. PARAMETER ( TWENTY = 2.0E+01 )
  247. INTEGER LDST
  248. PARAMETER ( LDST = 4 )
  249. LOGICAL WANDS
  250. PARAMETER ( WANDS = .TRUE. )
  251. * ..
  252. * .. Local Scalars ..
  253. LOGICAL STRONG, WEAK
  254. INTEGER I, IDUM, LINFO, M
  255. REAL BQRA21, BRQA21, DDUM, DNORM, DSCALE, DSUM, EPS,
  256. $ F, G, SA, SB, SCALE, SMLNUM, SS, THRESH, WS
  257. * ..
  258. * .. Local Arrays ..
  259. INTEGER IWORK( LDST )
  260. REAL AI( 2 ), AR( 2 ), BE( 2 ), IR( LDST, LDST ),
  261. $ IRCOP( LDST, LDST ), LI( LDST, LDST ),
  262. $ LICOP( LDST, LDST ), S( LDST, LDST ),
  263. $ SCPY( LDST, LDST ), T( LDST, LDST ),
  264. $ TAUL( LDST ), TAUR( LDST ), TCPY( LDST, LDST )
  265. * ..
  266. * .. External Functions ..
  267. REAL SLAMCH
  268. EXTERNAL SLAMCH
  269. * ..
  270. * .. External Subroutines ..
  271. EXTERNAL SGEMM, SGEQR2, SGERQ2, SLACPY, SLAGV2, SLARTG,
  272. $ SLASET, SLASSQ, SORG2R, SORGR2, SORM2R, SORMR2,
  273. $ SROT, SSCAL, STGSY2
  274. * ..
  275. * .. Intrinsic Functions ..
  276. INTRINSIC ABS, MAX, SQRT
  277. * ..
  278. * .. Executable Statements ..
  279. *
  280. INFO = 0
  281. *
  282. * Quick return if possible
  283. *
  284. IF( N.LE.1 .OR. N1.LE.0 .OR. N2.LE.0 )
  285. $ RETURN
  286. IF( N1.GT.N .OR. ( J1+N1 ).GT.N )
  287. $ RETURN
  288. M = N1 + N2
  289. IF( LWORK.LT.MAX( N*M, M*M*2 ) ) THEN
  290. INFO = -16
  291. WORK( 1 ) = MAX( N*M, M*M*2 )
  292. RETURN
  293. END IF
  294. *
  295. WEAK = .FALSE.
  296. STRONG = .FALSE.
  297. *
  298. * Make a local copy of selected block
  299. *
  300. CALL SLASET( 'Full', LDST, LDST, ZERO, ZERO, LI, LDST )
  301. CALL SLASET( 'Full', LDST, LDST, ZERO, ZERO, IR, LDST )
  302. CALL SLACPY( 'Full', M, M, A( J1, J1 ), LDA, S, LDST )
  303. CALL SLACPY( 'Full', M, M, B( J1, J1 ), LDB, T, LDST )
  304. *
  305. * Compute threshold for testing acceptance of swapping.
  306. *
  307. EPS = SLAMCH( 'P' )
  308. SMLNUM = SLAMCH( 'S' ) / EPS
  309. DSCALE = ZERO
  310. DSUM = ONE
  311. CALL SLACPY( 'Full', M, M, S, LDST, WORK, M )
  312. CALL SLASSQ( M*M, WORK, 1, DSCALE, DSUM )
  313. CALL SLACPY( 'Full', M, M, T, LDST, WORK, M )
  314. CALL SLASSQ( M*M, WORK, 1, DSCALE, DSUM )
  315. DNORM = DSCALE*SQRT( DSUM )
  316. *
  317. * THRES has been changed from
  318. * THRESH = MAX( TEN*EPS*SA, SMLNUM )
  319. * to
  320. * THRESH = MAX( TWENTY*EPS*SA, SMLNUM )
  321. * on 04/01/10.
  322. * "Bug" reported by Ondra Kamenik, confirmed by Julie Langou, fixed by
  323. * Jim Demmel and Guillaume Revy. See forum post 1783.
  324. *
  325. THRESH = MAX( TWENTY*EPS*DNORM, SMLNUM )
  326. *
  327. IF( M.EQ.2 ) THEN
  328. *
  329. * CASE 1: Swap 1-by-1 and 1-by-1 blocks.
  330. *
  331. * Compute orthogonal QL and RQ that swap 1-by-1 and 1-by-1 blocks
  332. * using Givens rotations and perform the swap tentatively.
  333. *
  334. F = S( 2, 2 )*T( 1, 1 ) - T( 2, 2 )*S( 1, 1 )
  335. G = S( 2, 2 )*T( 1, 2 ) - T( 2, 2 )*S( 1, 2 )
  336. SB = ABS( T( 2, 2 ) )
  337. SA = ABS( S( 2, 2 ) )
  338. CALL SLARTG( F, G, IR( 1, 2 ), IR( 1, 1 ), DDUM )
  339. IR( 2, 1 ) = -IR( 1, 2 )
  340. IR( 2, 2 ) = IR( 1, 1 )
  341. CALL SROT( 2, S( 1, 1 ), 1, S( 1, 2 ), 1, IR( 1, 1 ),
  342. $ IR( 2, 1 ) )
  343. CALL SROT( 2, T( 1, 1 ), 1, T( 1, 2 ), 1, IR( 1, 1 ),
  344. $ IR( 2, 1 ) )
  345. IF( SA.GE.SB ) THEN
  346. CALL SLARTG( S( 1, 1 ), S( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
  347. $ DDUM )
  348. ELSE
  349. CALL SLARTG( T( 1, 1 ), T( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
  350. $ DDUM )
  351. END IF
  352. CALL SROT( 2, S( 1, 1 ), LDST, S( 2, 1 ), LDST, LI( 1, 1 ),
  353. $ LI( 2, 1 ) )
  354. CALL SROT( 2, T( 1, 1 ), LDST, T( 2, 1 ), LDST, LI( 1, 1 ),
  355. $ LI( 2, 1 ) )
  356. LI( 2, 2 ) = LI( 1, 1 )
  357. LI( 1, 2 ) = -LI( 2, 1 )
  358. *
  359. * Weak stability test:
  360. * |S21| + |T21| <= O(EPS * F-norm((S, T)))
  361. *
  362. WS = ABS( S( 2, 1 ) ) + ABS( T( 2, 1 ) )
  363. WEAK = WS.LE.THRESH
  364. IF( .NOT.WEAK )
  365. $ GO TO 70
  366. *
  367. IF( WANDS ) THEN
  368. *
  369. * Strong stability test:
  370. * F-norm((A-QL**T*S*QR, B-QL**T*T*QR)) <= O(EPS*F-norm((A, B)))
  371. *
  372. CALL SLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
  373. $ M )
  374. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
  375. $ WORK, M )
  376. CALL SGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  377. $ WORK( M*M+1 ), M )
  378. DSCALE = ZERO
  379. DSUM = ONE
  380. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  381. *
  382. CALL SLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
  383. $ M )
  384. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
  385. $ WORK, M )
  386. CALL SGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  387. $ WORK( M*M+1 ), M )
  388. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  389. SS = DSCALE*SQRT( DSUM )
  390. STRONG = SS.LE.THRESH
  391. IF( .NOT.STRONG )
  392. $ GO TO 70
  393. END IF
  394. *
  395. * Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
  396. * (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
  397. *
  398. CALL SROT( J1+1, A( 1, J1 ), 1, A( 1, J1+1 ), 1, IR( 1, 1 ),
  399. $ IR( 2, 1 ) )
  400. CALL SROT( J1+1, B( 1, J1 ), 1, B( 1, J1+1 ), 1, IR( 1, 1 ),
  401. $ IR( 2, 1 ) )
  402. CALL SROT( N-J1+1, A( J1, J1 ), LDA, A( J1+1, J1 ), LDA,
  403. $ LI( 1, 1 ), LI( 2, 1 ) )
  404. CALL SROT( N-J1+1, B( J1, J1 ), LDB, B( J1+1, J1 ), LDB,
  405. $ LI( 1, 1 ), LI( 2, 1 ) )
  406. *
  407. * Set N1-by-N2 (2,1) - blocks to ZERO.
  408. *
  409. A( J1+1, J1 ) = ZERO
  410. B( J1+1, J1 ) = ZERO
  411. *
  412. * Accumulate transformations into Q and Z if requested.
  413. *
  414. IF( WANTZ )
  415. $ CALL SROT( N, Z( 1, J1 ), 1, Z( 1, J1+1 ), 1, IR( 1, 1 ),
  416. $ IR( 2, 1 ) )
  417. IF( WANTQ )
  418. $ CALL SROT( N, Q( 1, J1 ), 1, Q( 1, J1+1 ), 1, LI( 1, 1 ),
  419. $ LI( 2, 1 ) )
  420. *
  421. * Exit with INFO = 0 if swap was successfully performed.
  422. *
  423. RETURN
  424. *
  425. ELSE
  426. *
  427. * CASE 2: Swap 1-by-1 and 2-by-2 blocks, or 2-by-2
  428. * and 2-by-2 blocks.
  429. *
  430. * Solve the generalized Sylvester equation
  431. * S11 * R - L * S22 = SCALE * S12
  432. * T11 * R - L * T22 = SCALE * T12
  433. * for R and L. Solutions in LI and IR.
  434. *
  435. CALL SLACPY( 'Full', N1, N2, T( 1, N1+1 ), LDST, LI, LDST )
  436. CALL SLACPY( 'Full', N1, N2, S( 1, N1+1 ), LDST,
  437. $ IR( N2+1, N1+1 ), LDST )
  438. CALL STGSY2( 'N', 0, N1, N2, S, LDST, S( N1+1, N1+1 ), LDST,
  439. $ IR( N2+1, N1+1 ), LDST, T, LDST, T( N1+1, N1+1 ),
  440. $ LDST, LI, LDST, SCALE, DSUM, DSCALE, IWORK, IDUM,
  441. $ LINFO )
  442. *
  443. * Compute orthogonal matrix QL:
  444. *
  445. * QL**T * LI = [ TL ]
  446. * [ 0 ]
  447. * where
  448. * LI = [ -L ]
  449. * [ SCALE * identity(N2) ]
  450. *
  451. DO 10 I = 1, N2
  452. CALL SSCAL( N1, -ONE, LI( 1, I ), 1 )
  453. LI( N1+I, I ) = SCALE
  454. 10 CONTINUE
  455. CALL SGEQR2( M, N2, LI, LDST, TAUL, WORK, LINFO )
  456. IF( LINFO.NE.0 )
  457. $ GO TO 70
  458. CALL SORG2R( M, M, N2, LI, LDST, TAUL, WORK, LINFO )
  459. IF( LINFO.NE.0 )
  460. $ GO TO 70
  461. *
  462. * Compute orthogonal matrix RQ:
  463. *
  464. * IR * RQ**T = [ 0 TR],
  465. *
  466. * where IR = [ SCALE * identity(N1), R ]
  467. *
  468. DO 20 I = 1, N1
  469. IR( N2+I, I ) = SCALE
  470. 20 CONTINUE
  471. CALL SGERQ2( N1, M, IR( N2+1, 1 ), LDST, TAUR, WORK, LINFO )
  472. IF( LINFO.NE.0 )
  473. $ GO TO 70
  474. CALL SORGR2( M, M, N1, IR, LDST, TAUR, WORK, LINFO )
  475. IF( LINFO.NE.0 )
  476. $ GO TO 70
  477. *
  478. * Perform the swapping tentatively:
  479. *
  480. CALL SGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
  481. $ WORK, M )
  482. CALL SGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, S,
  483. $ LDST )
  484. CALL SGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
  485. $ WORK, M )
  486. CALL SGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, T,
  487. $ LDST )
  488. CALL SLACPY( 'F', M, M, S, LDST, SCPY, LDST )
  489. CALL SLACPY( 'F', M, M, T, LDST, TCPY, LDST )
  490. CALL SLACPY( 'F', M, M, IR, LDST, IRCOP, LDST )
  491. CALL SLACPY( 'F', M, M, LI, LDST, LICOP, LDST )
  492. *
  493. * Triangularize the B-part by an RQ factorization.
  494. * Apply transformation (from left) to A-part, giving S.
  495. *
  496. CALL SGERQ2( M, M, T, LDST, TAUR, WORK, LINFO )
  497. IF( LINFO.NE.0 )
  498. $ GO TO 70
  499. CALL SORMR2( 'R', 'T', M, M, M, T, LDST, TAUR, S, LDST, WORK,
  500. $ LINFO )
  501. IF( LINFO.NE.0 )
  502. $ GO TO 70
  503. CALL SORMR2( 'L', 'N', M, M, M, T, LDST, TAUR, IR, LDST, WORK,
  504. $ LINFO )
  505. IF( LINFO.NE.0 )
  506. $ GO TO 70
  507. *
  508. * Compute F-norm(S21) in BRQA21. (T21 is 0.)
  509. *
  510. DSCALE = ZERO
  511. DSUM = ONE
  512. DO 30 I = 1, N2
  513. CALL SLASSQ( N1, S( N2+1, I ), 1, DSCALE, DSUM )
  514. 30 CONTINUE
  515. BRQA21 = DSCALE*SQRT( DSUM )
  516. *
  517. * Triangularize the B-part by a QR factorization.
  518. * Apply transformation (from right) to A-part, giving S.
  519. *
  520. CALL SGEQR2( M, M, TCPY, LDST, TAUL, WORK, LINFO )
  521. IF( LINFO.NE.0 )
  522. $ GO TO 70
  523. CALL SORM2R( 'L', 'T', M, M, M, TCPY, LDST, TAUL, SCPY, LDST,
  524. $ WORK, INFO )
  525. CALL SORM2R( 'R', 'N', M, M, M, TCPY, LDST, TAUL, LICOP, LDST,
  526. $ WORK, INFO )
  527. IF( LINFO.NE.0 )
  528. $ GO TO 70
  529. *
  530. * Compute F-norm(S21) in BQRA21. (T21 is 0.)
  531. *
  532. DSCALE = ZERO
  533. DSUM = ONE
  534. DO 40 I = 1, N2
  535. CALL SLASSQ( N1, SCPY( N2+1, I ), 1, DSCALE, DSUM )
  536. 40 CONTINUE
  537. BQRA21 = DSCALE*SQRT( DSUM )
  538. *
  539. * Decide which method to use.
  540. * Weak stability test:
  541. * F-norm(S21) <= O(EPS * F-norm((S, T)))
  542. *
  543. IF( BQRA21.LE.BRQA21 .AND. BQRA21.LE.THRESH ) THEN
  544. CALL SLACPY( 'F', M, M, SCPY, LDST, S, LDST )
  545. CALL SLACPY( 'F', M, M, TCPY, LDST, T, LDST )
  546. CALL SLACPY( 'F', M, M, IRCOP, LDST, IR, LDST )
  547. CALL SLACPY( 'F', M, M, LICOP, LDST, LI, LDST )
  548. ELSE IF( BRQA21.GE.THRESH ) THEN
  549. GO TO 70
  550. END IF
  551. *
  552. * Set lower triangle of B-part to zero
  553. *
  554. CALL SLASET( 'Lower', M-1, M-1, ZERO, ZERO, T(2,1), LDST )
  555. *
  556. IF( WANDS ) THEN
  557. *
  558. * Strong stability test:
  559. * F-norm((A-QL*S*QR**T, B-QL*T*QR**T)) <= O(EPS*F-norm((A,B)))
  560. *
  561. CALL SLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
  562. $ M )
  563. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
  564. $ WORK, M )
  565. CALL SGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  566. $ WORK( M*M+1 ), M )
  567. DSCALE = ZERO
  568. DSUM = ONE
  569. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  570. *
  571. CALL SLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
  572. $ M )
  573. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
  574. $ WORK, M )
  575. CALL SGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  576. $ WORK( M*M+1 ), M )
  577. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  578. SS = DSCALE*SQRT( DSUM )
  579. STRONG = ( SS.LE.THRESH )
  580. IF( .NOT.STRONG )
  581. $ GO TO 70
  582. *
  583. END IF
  584. *
  585. * If the swap is accepted ("weakly" and "strongly"), apply the
  586. * transformations and set N1-by-N2 (2,1)-block to zero.
  587. *
  588. CALL SLASET( 'Full', N1, N2, ZERO, ZERO, S(N2+1,1), LDST )
  589. *
  590. * copy back M-by-M diagonal block starting at index J1 of (A, B)
  591. *
  592. CALL SLACPY( 'F', M, M, S, LDST, A( J1, J1 ), LDA )
  593. CALL SLACPY( 'F', M, M, T, LDST, B( J1, J1 ), LDB )
  594. CALL SLASET( 'Full', LDST, LDST, ZERO, ZERO, T, LDST )
  595. *
  596. * Standardize existing 2-by-2 blocks.
  597. *
  598. CALL SLASET( 'Full', M, M, ZERO, ZERO, WORK, M )
  599. WORK( 1 ) = ONE
  600. T( 1, 1 ) = ONE
  601. IDUM = LWORK - M*M - 2
  602. IF( N2.GT.1 ) THEN
  603. CALL SLAGV2( A( J1, J1 ), LDA, B( J1, J1 ), LDB, AR, AI, BE,
  604. $ WORK( 1 ), WORK( 2 ), T( 1, 1 ), T( 2, 1 ) )
  605. WORK( M+1 ) = -WORK( 2 )
  606. WORK( M+2 ) = WORK( 1 )
  607. T( N2, N2 ) = T( 1, 1 )
  608. T( 1, 2 ) = -T( 2, 1 )
  609. END IF
  610. WORK( M*M ) = ONE
  611. T( M, M ) = ONE
  612. *
  613. IF( N1.GT.1 ) THEN
  614. CALL SLAGV2( A( J1+N2, J1+N2 ), LDA, B( J1+N2, J1+N2 ), LDB,
  615. $ TAUR, TAUL, WORK( M*M+1 ), WORK( N2*M+N2+1 ),
  616. $ WORK( N2*M+N2+2 ), T( N2+1, N2+1 ),
  617. $ T( M, M-1 ) )
  618. WORK( M*M ) = WORK( N2*M+N2+1 )
  619. WORK( M*M-1 ) = -WORK( N2*M+N2+2 )
  620. T( M, M ) = T( N2+1, N2+1 )
  621. T( M-1, M ) = -T( M, M-1 )
  622. END IF
  623. CALL SGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, A( J1, J1+N2 ),
  624. $ LDA, ZERO, WORK( M*M+1 ), N2 )
  625. CALL SLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, A( J1, J1+N2 ),
  626. $ LDA )
  627. CALL SGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, B( J1, J1+N2 ),
  628. $ LDB, ZERO, WORK( M*M+1 ), N2 )
  629. CALL SLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, B( J1, J1+N2 ),
  630. $ LDB )
  631. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, WORK, M, ZERO,
  632. $ WORK( M*M+1 ), M )
  633. CALL SLACPY( 'Full', M, M, WORK( M*M+1 ), M, LI, LDST )
  634. CALL SGEMM( 'N', 'N', N2, N1, N1, ONE, A( J1, J1+N2 ), LDA,
  635. $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
  636. CALL SLACPY( 'Full', N2, N1, WORK, N2, A( J1, J1+N2 ), LDA )
  637. CALL SGEMM( 'N', 'N', N2, N1, N1, ONE, B( J1, J1+N2 ), LDB,
  638. $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
  639. CALL SLACPY( 'Full', N2, N1, WORK, N2, B( J1, J1+N2 ), LDB )
  640. CALL SGEMM( 'T', 'N', M, M, M, ONE, IR, LDST, T, LDST, ZERO,
  641. $ WORK, M )
  642. CALL SLACPY( 'Full', M, M, WORK, M, IR, LDST )
  643. *
  644. * Accumulate transformations into Q and Z if requested.
  645. *
  646. IF( WANTQ ) THEN
  647. CALL SGEMM( 'N', 'N', N, M, M, ONE, Q( 1, J1 ), LDQ, LI,
  648. $ LDST, ZERO, WORK, N )
  649. CALL SLACPY( 'Full', N, M, WORK, N, Q( 1, J1 ), LDQ )
  650. *
  651. END IF
  652. *
  653. IF( WANTZ ) THEN
  654. CALL SGEMM( 'N', 'N', N, M, M, ONE, Z( 1, J1 ), LDZ, IR,
  655. $ LDST, ZERO, WORK, N )
  656. CALL SLACPY( 'Full', N, M, WORK, N, Z( 1, J1 ), LDZ )
  657. *
  658. END IF
  659. *
  660. * Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
  661. * (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
  662. *
  663. I = J1 + M
  664. IF( I.LE.N ) THEN
  665. CALL SGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
  666. $ A( J1, I ), LDA, ZERO, WORK, M )
  667. CALL SLACPY( 'Full', M, N-I+1, WORK, M, A( J1, I ), LDA )
  668. CALL SGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
  669. $ B( J1, I ), LDB, ZERO, WORK, M )
  670. CALL SLACPY( 'Full', M, N-I+1, WORK, M, B( J1, I ), LDB )
  671. END IF
  672. I = J1 - 1
  673. IF( I.GT.0 ) THEN
  674. CALL SGEMM( 'N', 'N', I, M, M, ONE, A( 1, J1 ), LDA, IR,
  675. $ LDST, ZERO, WORK, I )
  676. CALL SLACPY( 'Full', I, M, WORK, I, A( 1, J1 ), LDA )
  677. CALL SGEMM( 'N', 'N', I, M, M, ONE, B( 1, J1 ), LDB, IR,
  678. $ LDST, ZERO, WORK, I )
  679. CALL SLACPY( 'Full', I, M, WORK, I, B( 1, J1 ), LDB )
  680. END IF
  681. *
  682. * Exit with INFO = 0 if swap was successfully performed.
  683. *
  684. RETURN
  685. *
  686. END IF
  687. *
  688. * Exit with INFO = 1 if swap was rejected.
  689. *
  690. 70 CONTINUE
  691. *
  692. INFO = 1
  693. RETURN
  694. *
  695. * End of STGEX2
  696. *
  697. END