You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

ztgex2.f 12 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367
  1. *> \brief \b ZTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary 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 ZTGEX2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ztgex2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ztgex2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ztgex2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  22. * LDZ, J1, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * LOGICAL WANTQ, WANTZ
  26. * INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  30. * $ Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
  40. *> in an upper triangular matrix pair (A, B) by an unitary equivalence
  41. *> transformation.
  42. *>
  43. *> (A, B) must be in generalized Schur canonical form, that is, A and
  44. *> B are both upper triangular.
  45. *>
  46. *> Optionally, the matrices Q and Z of generalized Schur vectors are
  47. *> updated.
  48. *>
  49. *> Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
  50. *> Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H
  51. *>
  52. *> \endverbatim
  53. *
  54. * Arguments:
  55. * ==========
  56. *
  57. *> \param[in] WANTQ
  58. *> \verbatim
  59. *> WANTQ is LOGICAL
  60. *> .TRUE. : update the left transformation matrix Q;
  61. *> .FALSE.: do not update Q.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] WANTZ
  65. *> \verbatim
  66. *> WANTZ is LOGICAL
  67. *> .TRUE. : update the right transformation matrix Z;
  68. *> .FALSE.: do not update Z.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] N
  72. *> \verbatim
  73. *> N is INTEGER
  74. *> The order of the matrices A and B. N >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in,out] A
  78. *> \verbatim
  79. *> A is COMPLEX*16 array, dimensions (LDA,N)
  80. *> On entry, the matrix A in the pair (A, B).
  81. *> On exit, the updated matrix A.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] LDA
  85. *> \verbatim
  86. *> LDA is INTEGER
  87. *> The leading dimension of the array A. LDA >= max(1,N).
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] B
  91. *> \verbatim
  92. *> B is COMPLEX*16 array, dimensions (LDB,N)
  93. *> On entry, the matrix B in the pair (A, B).
  94. *> On exit, the updated matrix B.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] LDB
  98. *> \verbatim
  99. *> LDB is INTEGER
  100. *> The leading dimension of the array B. LDB >= max(1,N).
  101. *> \endverbatim
  102. *>
  103. *> \param[in,out] Q
  104. *> \verbatim
  105. *> Q is COMPLEX*16 array, dimension (LDQ,N)
  106. *> If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
  107. *> the updated matrix Q.
  108. *> Not referenced if WANTQ = .FALSE..
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDQ
  112. *> \verbatim
  113. *> LDQ is INTEGER
  114. *> The leading dimension of the array Q. LDQ >= 1;
  115. *> If WANTQ = .TRUE., LDQ >= N.
  116. *> \endverbatim
  117. *>
  118. *> \param[in,out] Z
  119. *> \verbatim
  120. *> Z is COMPLEX*16 array, dimension (LDZ,N)
  121. *> If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
  122. *> the updated matrix Z.
  123. *> Not referenced if WANTZ = .FALSE..
  124. *> \endverbatim
  125. *>
  126. *> \param[in] LDZ
  127. *> \verbatim
  128. *> LDZ is INTEGER
  129. *> The leading dimension of the array Z. LDZ >= 1;
  130. *> If WANTZ = .TRUE., LDZ >= N.
  131. *> \endverbatim
  132. *>
  133. *> \param[in] J1
  134. *> \verbatim
  135. *> J1 is INTEGER
  136. *> The index to the first block (A11, B11).
  137. *> \endverbatim
  138. *>
  139. *> \param[out] INFO
  140. *> \verbatim
  141. *> INFO is INTEGER
  142. *> =0: Successful exit.
  143. *> =1: The transformed matrix pair (A, B) would be too far
  144. *> from generalized Schur form; the problem is ill-
  145. *> conditioned.
  146. *> \endverbatim
  147. *
  148. * Authors:
  149. * ========
  150. *
  151. *> \author Univ. of Tennessee
  152. *> \author Univ. of California Berkeley
  153. *> \author Univ. of Colorado Denver
  154. *> \author NAG Ltd.
  155. *
  156. *> \date June 2017
  157. *
  158. *> \ingroup complex16GEauxiliary
  159. *
  160. *> \par Further Details:
  161. * =====================
  162. *>
  163. *> In the current code both weak and strong stability tests are
  164. *> performed. The user can omit the strong stability test by changing
  165. *> the internal logical parameter WANDS to .FALSE.. See ref. [2] for
  166. *> details.
  167. *
  168. *> \par Contributors:
  169. * ==================
  170. *>
  171. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  172. *> Umea University, S-901 87 Umea, Sweden.
  173. *
  174. *> \par References:
  175. * ================
  176. *>
  177. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  178. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  179. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  180. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  181. *> \n
  182. *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
  183. *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
  184. *> Estimation: Theory, Algorithms and Software, Report UMINF-94.04,
  185. *> Department of Computing Science, Umea University, S-901 87 Umea,
  186. *> Sweden, 1994. Also as LAPACK Working Note 87. To appear in
  187. *> Numerical Algorithms, 1996.
  188. *>
  189. * =====================================================================
  190. SUBROUTINE ZTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  191. $ LDZ, J1, INFO )
  192. *
  193. * -- LAPACK auxiliary routine (version 3.7.1) --
  194. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  195. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  196. * June 2017
  197. *
  198. * .. Scalar Arguments ..
  199. LOGICAL WANTQ, WANTZ
  200. INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, N
  201. * ..
  202. * .. Array Arguments ..
  203. COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  204. $ Z( LDZ, * )
  205. * ..
  206. *
  207. * =====================================================================
  208. *
  209. * .. Parameters ..
  210. COMPLEX*16 CZERO, CONE
  211. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
  212. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  213. DOUBLE PRECISION TWENTY
  214. PARAMETER ( TWENTY = 2.0D+1 )
  215. INTEGER LDST
  216. PARAMETER ( LDST = 2 )
  217. LOGICAL WANDS
  218. PARAMETER ( WANDS = .TRUE. )
  219. * ..
  220. * .. Local Scalars ..
  221. LOGICAL DTRONG, WEAK
  222. INTEGER I, M
  223. DOUBLE PRECISION CQ, CZ, EPS, SA, SB, SCALE, SMLNUM, SS, SUM,
  224. $ THRESH, WS
  225. COMPLEX*16 CDUM, F, G, SQ, SZ
  226. * ..
  227. * .. Local Arrays ..
  228. COMPLEX*16 S( LDST, LDST ), T( LDST, LDST ), WORK( 8 )
  229. * ..
  230. * .. External Functions ..
  231. DOUBLE PRECISION DLAMCH
  232. EXTERNAL DLAMCH
  233. * ..
  234. * .. External Subroutines ..
  235. EXTERNAL ZLACPY, ZLARTG, ZLASSQ, ZROT
  236. * ..
  237. * .. Intrinsic Functions ..
  238. INTRINSIC ABS, DBLE, DCONJG, MAX, SQRT
  239. * ..
  240. * .. Executable Statements ..
  241. *
  242. INFO = 0
  243. *
  244. * Quick return if possible
  245. *
  246. IF( N.LE.1 )
  247. $ RETURN
  248. *
  249. M = LDST
  250. WEAK = .FALSE.
  251. DTRONG = .FALSE.
  252. *
  253. * Make a local copy of selected block in (A, B)
  254. *
  255. CALL ZLACPY( 'Full', M, M, A( J1, J1 ), LDA, S, LDST )
  256. CALL ZLACPY( 'Full', M, M, B( J1, J1 ), LDB, T, LDST )
  257. *
  258. * Compute the threshold for testing the acceptance of swapping.
  259. *
  260. EPS = DLAMCH( 'P' )
  261. SMLNUM = DLAMCH( 'S' ) / EPS
  262. SCALE = DBLE( CZERO )
  263. SUM = DBLE( CONE )
  264. CALL ZLACPY( 'Full', M, M, S, LDST, WORK, M )
  265. CALL ZLACPY( 'Full', M, M, T, LDST, WORK( M*M+1 ), M )
  266. CALL ZLASSQ( 2*M*M, WORK, 1, SCALE, SUM )
  267. SA = SCALE*SQRT( SUM )
  268. *
  269. * THRES has been changed from
  270. * THRESH = MAX( TEN*EPS*SA, SMLNUM )
  271. * to
  272. * THRESH = MAX( TWENTY*EPS*SA, SMLNUM )
  273. * on 04/01/10.
  274. * "Bug" reported by Ondra Kamenik, confirmed by Julie Langou, fixed by
  275. * Jim Demmel and Guillaume Revy. See forum post 1783.
  276. *
  277. THRESH = MAX( TWENTY*EPS*SA, SMLNUM )
  278. *
  279. * Compute unitary QL and RQ that swap 1-by-1 and 1-by-1 blocks
  280. * using Givens rotations and perform the swap tentatively.
  281. *
  282. F = S( 2, 2 )*T( 1, 1 ) - T( 2, 2 )*S( 1, 1 )
  283. G = S( 2, 2 )*T( 1, 2 ) - T( 2, 2 )*S( 1, 2 )
  284. SA = ABS( S( 2, 2 ) )
  285. SB = ABS( T( 2, 2 ) )
  286. CALL ZLARTG( G, F, CZ, SZ, CDUM )
  287. SZ = -SZ
  288. CALL ZROT( 2, S( 1, 1 ), 1, S( 1, 2 ), 1, CZ, DCONJG( SZ ) )
  289. CALL ZROT( 2, T( 1, 1 ), 1, T( 1, 2 ), 1, CZ, DCONJG( SZ ) )
  290. IF( SA.GE.SB ) THEN
  291. CALL ZLARTG( S( 1, 1 ), S( 2, 1 ), CQ, SQ, CDUM )
  292. ELSE
  293. CALL ZLARTG( T( 1, 1 ), T( 2, 1 ), CQ, SQ, CDUM )
  294. END IF
  295. CALL ZROT( 2, S( 1, 1 ), LDST, S( 2, 1 ), LDST, CQ, SQ )
  296. CALL ZROT( 2, T( 1, 1 ), LDST, T( 2, 1 ), LDST, CQ, SQ )
  297. *
  298. * Weak stability test: |S21| + |T21| <= O(EPS F-norm((S, T)))
  299. *
  300. WS = ABS( S( 2, 1 ) ) + ABS( T( 2, 1 ) )
  301. WEAK = WS.LE.THRESH
  302. IF( .NOT.WEAK )
  303. $ GO TO 20
  304. *
  305. IF( WANDS ) THEN
  306. *
  307. * Strong stability test:
  308. * F-norm((A-QL**H*S*QR, B-QL**H*T*QR)) <= O(EPS*F-norm((A, B)))
  309. *
  310. CALL ZLACPY( 'Full', M, M, S, LDST, WORK, M )
  311. CALL ZLACPY( 'Full', M, M, T, LDST, WORK( M*M+1 ), M )
  312. CALL ZROT( 2, WORK, 1, WORK( 3 ), 1, CZ, -DCONJG( SZ ) )
  313. CALL ZROT( 2, WORK( 5 ), 1, WORK( 7 ), 1, CZ, -DCONJG( SZ ) )
  314. CALL ZROT( 2, WORK, 2, WORK( 2 ), 2, CQ, -SQ )
  315. CALL ZROT( 2, WORK( 5 ), 2, WORK( 6 ), 2, CQ, -SQ )
  316. DO 10 I = 1, 2
  317. WORK( I ) = WORK( I ) - A( J1+I-1, J1 )
  318. WORK( I+2 ) = WORK( I+2 ) - A( J1+I-1, J1+1 )
  319. WORK( I+4 ) = WORK( I+4 ) - B( J1+I-1, J1 )
  320. WORK( I+6 ) = WORK( I+6 ) - B( J1+I-1, J1+1 )
  321. 10 CONTINUE
  322. SCALE = DBLE( CZERO )
  323. SUM = DBLE( CONE )
  324. CALL ZLASSQ( 2*M*M, WORK, 1, SCALE, SUM )
  325. SS = SCALE*SQRT( SUM )
  326. DTRONG = SS.LE.THRESH
  327. IF( .NOT.DTRONG )
  328. $ GO TO 20
  329. END IF
  330. *
  331. * If the swap is accepted ("weakly" and "strongly"), apply the
  332. * equivalence transformations to the original matrix pair (A,B)
  333. *
  334. CALL ZROT( J1+1, A( 1, J1 ), 1, A( 1, J1+1 ), 1, CZ,
  335. $ DCONJG( SZ ) )
  336. CALL ZROT( J1+1, B( 1, J1 ), 1, B( 1, J1+1 ), 1, CZ,
  337. $ DCONJG( SZ ) )
  338. CALL ZROT( N-J1+1, A( J1, J1 ), LDA, A( J1+1, J1 ), LDA, CQ, SQ )
  339. CALL ZROT( N-J1+1, B( J1, J1 ), LDB, B( J1+1, J1 ), LDB, CQ, SQ )
  340. *
  341. * Set N1 by N2 (2,1) blocks to 0
  342. *
  343. A( J1+1, J1 ) = CZERO
  344. B( J1+1, J1 ) = CZERO
  345. *
  346. * Accumulate transformations into Q and Z if requested.
  347. *
  348. IF( WANTZ )
  349. $ CALL ZROT( N, Z( 1, J1 ), 1, Z( 1, J1+1 ), 1, CZ,
  350. $ DCONJG( SZ ) )
  351. IF( WANTQ )
  352. $ CALL ZROT( N, Q( 1, J1 ), 1, Q( 1, J1+1 ), 1, CQ,
  353. $ DCONJG( SQ ) )
  354. *
  355. * Exit with INFO = 0 if swap was successfully performed.
  356. *
  357. RETURN
  358. *
  359. * Exit with INFO = 1 if swap was rejected.
  360. *
  361. 20 CONTINUE
  362. INFO = 1
  363. RETURN
  364. *
  365. * End of ZTGEX2
  366. *
  367. END