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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 (LDQ,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. *> \ingroup realGEcomputational
  199. *
  200. *> \par Contributors:
  201. * ==================
  202. *>
  203. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  204. *> Umea University, S-901 87 Umea, Sweden.
  205. *
  206. *> \par References:
  207. * ================
  208. *>
  209. *> \verbatim
  210. *>
  211. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  212. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  213. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  214. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  215. *> \endverbatim
  216. *>
  217. * =====================================================================
  218. SUBROUTINE STGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  219. $ LDZ, IFST, ILST, WORK, LWORK, INFO )
  220. *
  221. * -- LAPACK computational routine --
  222. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  223. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  224. *
  225. * .. Scalar Arguments ..
  226. LOGICAL WANTQ, WANTZ
  227. INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
  228. * ..
  229. * .. Array Arguments ..
  230. REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  231. $ WORK( * ), Z( LDZ, * )
  232. * ..
  233. *
  234. * =====================================================================
  235. *
  236. * .. Parameters ..
  237. REAL ZERO
  238. PARAMETER ( ZERO = 0.0E+0 )
  239. * ..
  240. * .. Local Scalars ..
  241. LOGICAL LQUERY
  242. INTEGER HERE, LWMIN, NBF, NBL, NBNEXT
  243. * ..
  244. * .. External Subroutines ..
  245. EXTERNAL STGEX2, XERBLA
  246. * ..
  247. * .. Intrinsic Functions ..
  248. INTRINSIC MAX
  249. * ..
  250. * .. Executable Statements ..
  251. *
  252. * Decode and test input arguments.
  253. *
  254. INFO = 0
  255. LQUERY = ( LWORK.EQ.-1 )
  256. IF( N.LT.0 ) THEN
  257. INFO = -3
  258. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  259. INFO = -5
  260. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  261. INFO = -7
  262. ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. ( LDQ.LT.MAX( 1, N ) ) ) THEN
  263. INFO = -9
  264. ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. ( LDZ.LT.MAX( 1, N ) ) ) THEN
  265. INFO = -11
  266. ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
  267. INFO = -12
  268. ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
  269. INFO = -13
  270. END IF
  271. *
  272. IF( INFO.EQ.0 ) THEN
  273. IF( N.LE.1 ) THEN
  274. LWMIN = 1
  275. ELSE
  276. LWMIN = 4*N + 16
  277. END IF
  278. WORK(1) = LWMIN
  279. *
  280. IF (LWORK.LT.LWMIN .AND. .NOT.LQUERY) THEN
  281. INFO = -15
  282. END IF
  283. END IF
  284. *
  285. IF( INFO.NE.0 ) THEN
  286. CALL XERBLA( 'STGEXC', -INFO )
  287. RETURN
  288. ELSE IF( LQUERY ) THEN
  289. RETURN
  290. END IF
  291. *
  292. * Quick return if possible
  293. *
  294. IF( N.LE.1 )
  295. $ RETURN
  296. *
  297. * Determine the first row of the specified block and find out
  298. * if it is 1-by-1 or 2-by-2.
  299. *
  300. IF( IFST.GT.1 ) THEN
  301. IF( A( IFST, IFST-1 ).NE.ZERO )
  302. $ IFST = IFST - 1
  303. END IF
  304. NBF = 1
  305. IF( IFST.LT.N ) THEN
  306. IF( A( IFST+1, IFST ).NE.ZERO )
  307. $ NBF = 2
  308. END IF
  309. *
  310. * Determine the first row of the final block
  311. * and find out if it is 1-by-1 or 2-by-2.
  312. *
  313. IF( ILST.GT.1 ) THEN
  314. IF( A( ILST, ILST-1 ).NE.ZERO )
  315. $ ILST = ILST - 1
  316. END IF
  317. NBL = 1
  318. IF( ILST.LT.N ) THEN
  319. IF( A( ILST+1, ILST ).NE.ZERO )
  320. $ NBL = 2
  321. END IF
  322. IF( IFST.EQ.ILST )
  323. $ RETURN
  324. *
  325. IF( IFST.LT.ILST ) THEN
  326. *
  327. * Update ILST.
  328. *
  329. IF( NBF.EQ.2 .AND. NBL.EQ.1 )
  330. $ ILST = ILST - 1
  331. IF( NBF.EQ.1 .AND. NBL.EQ.2 )
  332. $ ILST = ILST + 1
  333. *
  334. HERE = IFST
  335. *
  336. 10 CONTINUE
  337. *
  338. * Swap with next one below.
  339. *
  340. IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
  341. *
  342. * Current block either 1-by-1 or 2-by-2.
  343. *
  344. NBNEXT = 1
  345. IF( HERE+NBF+1.LE.N ) THEN
  346. IF( A( HERE+NBF+1, HERE+NBF ).NE.ZERO )
  347. $ NBNEXT = 2
  348. END IF
  349. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  350. $ LDZ, HERE, NBF, NBNEXT, WORK, LWORK, INFO )
  351. IF( INFO.NE.0 ) THEN
  352. ILST = HERE
  353. RETURN
  354. END IF
  355. HERE = HERE + NBNEXT
  356. *
  357. * Test if 2-by-2 block breaks into two 1-by-1 blocks.
  358. *
  359. IF( NBF.EQ.2 ) THEN
  360. IF( A( HERE+1, HERE ).EQ.ZERO )
  361. $ NBF = 3
  362. END IF
  363. *
  364. ELSE
  365. *
  366. * Current block consists of two 1-by-1 blocks, each of which
  367. * must be swapped individually.
  368. *
  369. NBNEXT = 1
  370. IF( HERE+3.LE.N ) THEN
  371. IF( A( HERE+3, HERE+2 ).NE.ZERO )
  372. $ NBNEXT = 2
  373. END IF
  374. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  375. $ LDZ, HERE+1, 1, NBNEXT, WORK, LWORK, INFO )
  376. IF( INFO.NE.0 ) THEN
  377. ILST = HERE
  378. RETURN
  379. END IF
  380. IF( NBNEXT.EQ.1 ) THEN
  381. *
  382. * Swap two 1-by-1 blocks.
  383. *
  384. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  385. $ LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  386. IF( INFO.NE.0 ) THEN
  387. ILST = HERE
  388. RETURN
  389. END IF
  390. HERE = HERE + 1
  391. *
  392. ELSE
  393. *
  394. * Recompute NBNEXT in case of 2-by-2 split.
  395. *
  396. IF( A( HERE+2, HERE+1 ).EQ.ZERO )
  397. $ NBNEXT = 1
  398. IF( NBNEXT.EQ.2 ) THEN
  399. *
  400. * 2-by-2 block did not split.
  401. *
  402. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  403. $ Z, LDZ, HERE, 1, NBNEXT, WORK, LWORK,
  404. $ INFO )
  405. IF( INFO.NE.0 ) THEN
  406. ILST = HERE
  407. RETURN
  408. END IF
  409. HERE = HERE + 2
  410. ELSE
  411. *
  412. * 2-by-2 block did split.
  413. *
  414. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  415. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  416. IF( INFO.NE.0 ) THEN
  417. ILST = HERE
  418. RETURN
  419. END IF
  420. HERE = HERE + 1
  421. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  422. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  423. IF( INFO.NE.0 ) THEN
  424. ILST = HERE
  425. RETURN
  426. END IF
  427. HERE = HERE + 1
  428. END IF
  429. *
  430. END IF
  431. END IF
  432. IF( HERE.LT.ILST )
  433. $ GO TO 10
  434. ELSE
  435. HERE = IFST
  436. *
  437. 20 CONTINUE
  438. *
  439. * Swap with next one below.
  440. *
  441. IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
  442. *
  443. * Current block either 1-by-1 or 2-by-2.
  444. *
  445. NBNEXT = 1
  446. IF( HERE.GE.3 ) THEN
  447. IF( A( HERE-1, HERE-2 ).NE.ZERO )
  448. $ NBNEXT = 2
  449. END IF
  450. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  451. $ LDZ, HERE-NBNEXT, NBNEXT, NBF, WORK, LWORK,
  452. $ INFO )
  453. IF( INFO.NE.0 ) THEN
  454. ILST = HERE
  455. RETURN
  456. END IF
  457. HERE = HERE - NBNEXT
  458. *
  459. * Test if 2-by-2 block breaks into two 1-by-1 blocks.
  460. *
  461. IF( NBF.EQ.2 ) THEN
  462. IF( A( HERE+1, HERE ).EQ.ZERO )
  463. $ NBF = 3
  464. END IF
  465. *
  466. ELSE
  467. *
  468. * Current block consists of two 1-by-1 blocks, each of which
  469. * must be swapped individually.
  470. *
  471. NBNEXT = 1
  472. IF( HERE.GE.3 ) THEN
  473. IF( A( HERE-1, HERE-2 ).NE.ZERO )
  474. $ NBNEXT = 2
  475. END IF
  476. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  477. $ LDZ, HERE-NBNEXT, NBNEXT, 1, WORK, LWORK,
  478. $ INFO )
  479. IF( INFO.NE.0 ) THEN
  480. ILST = HERE
  481. RETURN
  482. END IF
  483. IF( NBNEXT.EQ.1 ) THEN
  484. *
  485. * Swap two 1-by-1 blocks.
  486. *
  487. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  488. $ LDZ, HERE, NBNEXT, 1, WORK, LWORK, INFO )
  489. IF( INFO.NE.0 ) THEN
  490. ILST = HERE
  491. RETURN
  492. END IF
  493. HERE = HERE - 1
  494. ELSE
  495. *
  496. * Recompute NBNEXT in case of 2-by-2 split.
  497. *
  498. IF( A( HERE, HERE-1 ).EQ.ZERO )
  499. $ NBNEXT = 1
  500. IF( NBNEXT.EQ.2 ) THEN
  501. *
  502. * 2-by-2 block did not split.
  503. *
  504. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  505. $ Z, LDZ, HERE-1, 2, 1, WORK, LWORK, INFO )
  506. IF( INFO.NE.0 ) THEN
  507. ILST = HERE
  508. RETURN
  509. END IF
  510. HERE = HERE - 2
  511. ELSE
  512. *
  513. * 2-by-2 block did split.
  514. *
  515. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  516. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  517. IF( INFO.NE.0 ) THEN
  518. ILST = HERE
  519. RETURN
  520. END IF
  521. HERE = HERE - 1
  522. CALL STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  523. $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
  524. IF( INFO.NE.0 ) THEN
  525. ILST = HERE
  526. RETURN
  527. END IF
  528. HERE = HERE - 1
  529. END IF
  530. END IF
  531. END IF
  532. IF( HERE.GT.ILST )
  533. $ GO TO 20
  534. END IF
  535. ILST = HERE
  536. WORK( 1 ) = LWMIN
  537. RETURN
  538. *
  539. * End of STGEXC
  540. *
  541. END