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dtgsen.f 30 kB

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  1. *> \brief \b DTGSEN
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DTGSEN + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgsen.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtgsen.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtgsen.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
  22. * ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL,
  23. * PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * LOGICAL WANTQ, WANTZ
  27. * INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
  28. * $ M, N
  29. * DOUBLE PRECISION PL, PR
  30. * ..
  31. * .. Array Arguments ..
  32. * LOGICAL SELECT( * )
  33. * INTEGER IWORK( * )
  34. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  35. * $ B( LDB, * ), BETA( * ), DIF( * ), Q( LDQ, * ),
  36. * $ WORK( * ), Z( LDZ, * )
  37. * ..
  38. *
  39. *
  40. *> \par Purpose:
  41. * =============
  42. *>
  43. *> \verbatim
  44. *>
  45. *> DTGSEN reorders the generalized real Schur decomposition of a real
  46. *> matrix pair (A, B) (in terms of an orthonormal equivalence trans-
  47. *> formation Q**T * (A, B) * Z), so that a selected cluster of eigenvalues
  48. *> appears in the leading diagonal blocks of the upper quasi-triangular
  49. *> matrix A and the upper triangular B. The leading columns of Q and
  50. *> Z form orthonormal bases of the corresponding left and right eigen-
  51. *> spaces (deflating subspaces). (A, B) must be in generalized real
  52. *> Schur canonical form (as returned by DGGES), i.e. A is block upper
  53. *> triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper
  54. *> triangular.
  55. *>
  56. *> DTGSEN also computes the generalized eigenvalues
  57. *>
  58. *> w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j)
  59. *>
  60. *> of the reordered matrix pair (A, B).
  61. *>
  62. *> Optionally, DTGSEN computes the estimates of reciprocal condition
  63. *> numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
  64. *> (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
  65. *> between the matrix pairs (A11, B11) and (A22,B22) that correspond to
  66. *> the selected cluster and the eigenvalues outside the cluster, resp.,
  67. *> and norms of "projections" onto left and right eigenspaces w.r.t.
  68. *> the selected cluster in the (1,1)-block.
  69. *> \endverbatim
  70. *
  71. * Arguments:
  72. * ==========
  73. *
  74. *> \param[in] IJOB
  75. *> \verbatim
  76. *> IJOB is INTEGER
  77. *> Specifies whether condition numbers are required for the
  78. *> cluster of eigenvalues (PL and PR) or the deflating subspaces
  79. *> (Difu and Difl):
  80. *> =0: Only reorder w.r.t. SELECT. No extras.
  81. *> =1: Reciprocal of norms of "projections" onto left and right
  82. *> eigenspaces w.r.t. the selected cluster (PL and PR).
  83. *> =2: Upper bounds on Difu and Difl. F-norm-based estimate
  84. *> (DIF(1:2)).
  85. *> =3: Estimate of Difu and Difl. 1-norm-based estimate
  86. *> (DIF(1:2)).
  87. *> About 5 times as expensive as IJOB = 2.
  88. *> =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
  89. *> version to get it all.
  90. *> =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
  91. *> \endverbatim
  92. *>
  93. *> \param[in] WANTQ
  94. *> \verbatim
  95. *> WANTQ is LOGICAL
  96. *> .TRUE. : update the left transformation matrix Q;
  97. *> .FALSE.: do not update Q.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] WANTZ
  101. *> \verbatim
  102. *> WANTZ is LOGICAL
  103. *> .TRUE. : update the right transformation matrix Z;
  104. *> .FALSE.: do not update Z.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] SELECT
  108. *> \verbatim
  109. *> SELECT is LOGICAL array, dimension (N)
  110. *> SELECT specifies the eigenvalues in the selected cluster.
  111. *> To select a real eigenvalue w(j), SELECT(j) must be set to
  112. *> .TRUE.. To select a complex conjugate pair of eigenvalues
  113. *> w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
  114. *> either SELECT(j) or SELECT(j+1) or both must be set to
  115. *> .TRUE.; a complex conjugate pair of eigenvalues must be
  116. *> either both included in the cluster or both excluded.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] N
  120. *> \verbatim
  121. *> N is INTEGER
  122. *> The order of the matrices A and B. N >= 0.
  123. *> \endverbatim
  124. *>
  125. *> \param[in,out] A
  126. *> \verbatim
  127. *> A is DOUBLE PRECISION array, dimension(LDA,N)
  128. *> On entry, the upper quasi-triangular matrix A, with (A, B) in
  129. *> generalized real Schur canonical form.
  130. *> On exit, A is overwritten by the reordered matrix A.
  131. *> \endverbatim
  132. *>
  133. *> \param[in] LDA
  134. *> \verbatim
  135. *> LDA is INTEGER
  136. *> The leading dimension of the array A. LDA >= max(1,N).
  137. *> \endverbatim
  138. *>
  139. *> \param[in,out] B
  140. *> \verbatim
  141. *> B is DOUBLE PRECISION array, dimension(LDB,N)
  142. *> On entry, the upper triangular matrix B, with (A, B) in
  143. *> generalized real Schur canonical form.
  144. *> On exit, B is overwritten by the reordered matrix B.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] LDB
  148. *> \verbatim
  149. *> LDB is INTEGER
  150. *> The leading dimension of the array B. LDB >= max(1,N).
  151. *> \endverbatim
  152. *>
  153. *> \param[out] ALPHAR
  154. *> \verbatim
  155. *> ALPHAR is DOUBLE PRECISION array, dimension (N)
  156. *> \endverbatim
  157. *>
  158. *> \param[out] ALPHAI
  159. *> \verbatim
  160. *> ALPHAI is DOUBLE PRECISION array, dimension (N)
  161. *> \endverbatim
  162. *>
  163. *> \param[out] BETA
  164. *> \verbatim
  165. *> BETA is DOUBLE PRECISION array, dimension (N)
  166. *>
  167. *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
  168. *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
  169. *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
  170. *> form (S,T) that would result if the 2-by-2 diagonal blocks of
  171. *> the real generalized Schur form of (A,B) were further reduced
  172. *> to triangular form using complex unitary transformations.
  173. *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
  174. *> positive, then the j-th and (j+1)-st eigenvalues are a
  175. *> complex conjugate pair, with ALPHAI(j+1) negative.
  176. *> \endverbatim
  177. *>
  178. *> \param[in,out] Q
  179. *> \verbatim
  180. *> Q is DOUBLE PRECISION array, dimension (LDQ,N)
  181. *> On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
  182. *> On exit, Q has been postmultiplied by the left orthogonal
  183. *> transformation matrix which reorder (A, B); The leading M
  184. *> columns of Q form orthonormal bases for the specified pair of
  185. *> left eigenspaces (deflating subspaces).
  186. *> If WANTQ = .FALSE., Q is not referenced.
  187. *> \endverbatim
  188. *>
  189. *> \param[in] LDQ
  190. *> \verbatim
  191. *> LDQ is INTEGER
  192. *> The leading dimension of the array Q. LDQ >= 1;
  193. *> and if WANTQ = .TRUE., LDQ >= N.
  194. *> \endverbatim
  195. *>
  196. *> \param[in,out] Z
  197. *> \verbatim
  198. *> Z is DOUBLE PRECISION array, dimension (LDZ,N)
  199. *> On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
  200. *> On exit, Z has been postmultiplied by the left orthogonal
  201. *> transformation matrix which reorder (A, B); The leading M
  202. *> columns of Z form orthonormal bases for the specified pair of
  203. *> left eigenspaces (deflating subspaces).
  204. *> If WANTZ = .FALSE., Z is not referenced.
  205. *> \endverbatim
  206. *>
  207. *> \param[in] LDZ
  208. *> \verbatim
  209. *> LDZ is INTEGER
  210. *> The leading dimension of the array Z. LDZ >= 1;
  211. *> If WANTZ = .TRUE., LDZ >= N.
  212. *> \endverbatim
  213. *>
  214. *> \param[out] M
  215. *> \verbatim
  216. *> M is INTEGER
  217. *> The dimension of the specified pair of left and right eigen-
  218. *> spaces (deflating subspaces). 0 <= M <= N.
  219. *> \endverbatim
  220. *>
  221. *> \param[out] PL
  222. *> \verbatim
  223. *> PL is DOUBLE PRECISION
  224. *> \endverbatim
  225. *>
  226. *> \param[out] PR
  227. *> \verbatim
  228. *> PR is DOUBLE PRECISION
  229. *>
  230. *> If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
  231. *> reciprocal of the norm of "projections" onto left and right
  232. *> eigenspaces with respect to the selected cluster.
  233. *> 0 < PL, PR <= 1.
  234. *> If M = 0 or M = N, PL = PR = 1.
  235. *> If IJOB = 0, 2 or 3, PL and PR are not referenced.
  236. *> \endverbatim
  237. *>
  238. *> \param[out] DIF
  239. *> \verbatim
  240. *> DIF is DOUBLE PRECISION array, dimension (2).
  241. *> If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
  242. *> If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
  243. *> Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
  244. *> estimates of Difu and Difl.
  245. *> If M = 0 or N, DIF(1:2) = F-norm([A, B]).
  246. *> If IJOB = 0 or 1, DIF is not referenced.
  247. *> \endverbatim
  248. *>
  249. *> \param[out] WORK
  250. *> \verbatim
  251. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  252. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  253. *> \endverbatim
  254. *>
  255. *> \param[in] LWORK
  256. *> \verbatim
  257. *> LWORK is INTEGER
  258. *> The dimension of the array WORK. LWORK >= 4*N+16.
  259. *> If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).
  260. *> If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).
  261. *>
  262. *> If LWORK = -1, then a workspace query is assumed; the routine
  263. *> only calculates the optimal size of the WORK array, returns
  264. *> this value as the first entry of the WORK array, and no error
  265. *> message related to LWORK is issued by XERBLA.
  266. *> \endverbatim
  267. *>
  268. *> \param[out] IWORK
  269. *> \verbatim
  270. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  271. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  272. *> \endverbatim
  273. *>
  274. *> \param[in] LIWORK
  275. *> \verbatim
  276. *> LIWORK is INTEGER
  277. *> The dimension of the array IWORK. LIWORK >= 1.
  278. *> If IJOB = 1, 2 or 4, LIWORK >= N+6.
  279. *> If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).
  280. *>
  281. *> If LIWORK = -1, then a workspace query is assumed; the
  282. *> routine only calculates the optimal size of the IWORK array,
  283. *> returns this value as the first entry of the IWORK array, and
  284. *> no error message related to LIWORK is issued by XERBLA.
  285. *> \endverbatim
  286. *>
  287. *> \param[out] INFO
  288. *> \verbatim
  289. *> INFO is INTEGER
  290. *> =0: Successful exit.
  291. *> <0: If INFO = -i, the i-th argument had an illegal value.
  292. *> =1: Reordering of (A, B) failed because the transformed
  293. *> matrix pair (A, B) would be too far from generalized
  294. *> Schur form; the problem is very ill-conditioned.
  295. *> (A, B) may have been partially reordered.
  296. *> If requested, 0 is returned in DIF(*), PL and PR.
  297. *> \endverbatim
  298. *
  299. * Authors:
  300. * ========
  301. *
  302. *> \author Univ. of Tennessee
  303. *> \author Univ. of California Berkeley
  304. *> \author Univ. of Colorado Denver
  305. *> \author NAG Ltd.
  306. *
  307. *> \date June 2016
  308. *
  309. *> \ingroup doubleOTHERcomputational
  310. *
  311. *> \par Further Details:
  312. * =====================
  313. *>
  314. *> \verbatim
  315. *>
  316. *> DTGSEN first collects the selected eigenvalues by computing
  317. *> orthogonal U and W that move them to the top left corner of (A, B).
  318. *> In other words, the selected eigenvalues are the eigenvalues of
  319. *> (A11, B11) in:
  320. *>
  321. *> U**T*(A, B)*W = (A11 A12) (B11 B12) n1
  322. *> ( 0 A22),( 0 B22) n2
  323. *> n1 n2 n1 n2
  324. *>
  325. *> where N = n1+n2 and U**T means the transpose of U. The first n1 columns
  326. *> of U and W span the specified pair of left and right eigenspaces
  327. *> (deflating subspaces) of (A, B).
  328. *>
  329. *> If (A, B) has been obtained from the generalized real Schur
  330. *> decomposition of a matrix pair (C, D) = Q*(A, B)*Z**T, then the
  331. *> reordered generalized real Schur form of (C, D) is given by
  332. *>
  333. *> (C, D) = (Q*U)*(U**T*(A, B)*W)*(Z*W)**T,
  334. *>
  335. *> and the first n1 columns of Q*U and Z*W span the corresponding
  336. *> deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
  337. *>
  338. *> Note that if the selected eigenvalue is sufficiently ill-conditioned,
  339. *> then its value may differ significantly from its value before
  340. *> reordering.
  341. *>
  342. *> The reciprocal condition numbers of the left and right eigenspaces
  343. *> spanned by the first n1 columns of U and W (or Q*U and Z*W) may
  344. *> be returned in DIF(1:2), corresponding to Difu and Difl, resp.
  345. *>
  346. *> The Difu and Difl are defined as:
  347. *>
  348. *> Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
  349. *> and
  350. *> Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
  351. *>
  352. *> where sigma-min(Zu) is the smallest singular value of the
  353. *> (2*n1*n2)-by-(2*n1*n2) matrix
  354. *>
  355. *> Zu = [ kron(In2, A11) -kron(A22**T, In1) ]
  356. *> [ kron(In2, B11) -kron(B22**T, In1) ].
  357. *>
  358. *> Here, Inx is the identity matrix of size nx and A22**T is the
  359. *> transpose of A22. kron(X, Y) is the Kronecker product between
  360. *> the matrices X and Y.
  361. *>
  362. *> When DIF(2) is small, small changes in (A, B) can cause large changes
  363. *> in the deflating subspace. An approximate (asymptotic) bound on the
  364. *> maximum angular error in the computed deflating subspaces is
  365. *>
  366. *> EPS * norm((A, B)) / DIF(2),
  367. *>
  368. *> where EPS is the machine precision.
  369. *>
  370. *> The reciprocal norm of the projectors on the left and right
  371. *> eigenspaces associated with (A11, B11) may be returned in PL and PR.
  372. *> They are computed as follows. First we compute L and R so that
  373. *> P*(A, B)*Q is block diagonal, where
  374. *>
  375. *> P = ( I -L ) n1 Q = ( I R ) n1
  376. *> ( 0 I ) n2 and ( 0 I ) n2
  377. *> n1 n2 n1 n2
  378. *>
  379. *> and (L, R) is the solution to the generalized Sylvester equation
  380. *>
  381. *> A11*R - L*A22 = -A12
  382. *> B11*R - L*B22 = -B12
  383. *>
  384. *> Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
  385. *> An approximate (asymptotic) bound on the average absolute error of
  386. *> the selected eigenvalues is
  387. *>
  388. *> EPS * norm((A, B)) / PL.
  389. *>
  390. *> There are also global error bounds which valid for perturbations up
  391. *> to a certain restriction: A lower bound (x) on the smallest
  392. *> F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
  393. *> coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
  394. *> (i.e. (A + E, B + F), is
  395. *>
  396. *> x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
  397. *>
  398. *> An approximate bound on x can be computed from DIF(1:2), PL and PR.
  399. *>
  400. *> If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
  401. *> (L', R') and unperturbed (L, R) left and right deflating subspaces
  402. *> associated with the selected cluster in the (1,1)-blocks can be
  403. *> bounded as
  404. *>
  405. *> max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
  406. *> max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
  407. *>
  408. *> See LAPACK User's Guide section 4.11 or the following references
  409. *> for more information.
  410. *>
  411. *> Note that if the default method for computing the Frobenius-norm-
  412. *> based estimate DIF is not wanted (see DLATDF), then the parameter
  413. *> IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF
  414. *> (IJOB = 2 will be used)). See DTGSYL for more details.
  415. *> \endverbatim
  416. *
  417. *> \par Contributors:
  418. * ==================
  419. *>
  420. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  421. *> Umea University, S-901 87 Umea, Sweden.
  422. *
  423. *> \par References:
  424. * ================
  425. *>
  426. *> \verbatim
  427. *>
  428. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  429. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  430. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  431. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  432. *>
  433. *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
  434. *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
  435. *> Estimation: Theory, Algorithms and Software,
  436. *> Report UMINF - 94.04, Department of Computing Science, Umea
  437. *> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
  438. *> Note 87. To appear in Numerical Algorithms, 1996.
  439. *>
  440. *> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
  441. *> for Solving the Generalized Sylvester Equation and Estimating the
  442. *> Separation between Regular Matrix Pairs, Report UMINF - 93.23,
  443. *> Department of Computing Science, Umea University, S-901 87 Umea,
  444. *> Sweden, December 1993, Revised April 1994, Also as LAPACK Working
  445. *> Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
  446. *> 1996.
  447. *> \endverbatim
  448. *>
  449. * =====================================================================
  450. SUBROUTINE DTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
  451. $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL,
  452. $ PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
  453. *
  454. * -- LAPACK computational routine (version 3.7.1) --
  455. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  456. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  457. * June 2016
  458. *
  459. * .. Scalar Arguments ..
  460. LOGICAL WANTQ, WANTZ
  461. INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
  462. $ M, N
  463. DOUBLE PRECISION PL, PR
  464. * ..
  465. * .. Array Arguments ..
  466. LOGICAL SELECT( * )
  467. INTEGER IWORK( * )
  468. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  469. $ B( LDB, * ), BETA( * ), DIF( * ), Q( LDQ, * ),
  470. $ WORK( * ), Z( LDZ, * )
  471. * ..
  472. *
  473. * =====================================================================
  474. *
  475. * .. Parameters ..
  476. INTEGER IDIFJB
  477. PARAMETER ( IDIFJB = 3 )
  478. DOUBLE PRECISION ZERO, ONE
  479. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  480. * ..
  481. * .. Local Scalars ..
  482. LOGICAL LQUERY, PAIR, SWAP, WANTD, WANTD1, WANTD2,
  483. $ WANTP
  484. INTEGER I, IERR, IJB, K, KASE, KK, KS, LIWMIN, LWMIN,
  485. $ MN2, N1, N2
  486. DOUBLE PRECISION DSCALE, DSUM, EPS, RDSCAL, SMLNUM
  487. * ..
  488. * .. Local Arrays ..
  489. INTEGER ISAVE( 3 )
  490. * ..
  491. * .. External Subroutines ..
  492. EXTERNAL DLACN2, DLACPY, DLAG2, DLASSQ, DTGEXC, DTGSYL,
  493. $ XERBLA
  494. * ..
  495. * .. External Functions ..
  496. DOUBLE PRECISION DLAMCH
  497. EXTERNAL DLAMCH
  498. * ..
  499. * .. Intrinsic Functions ..
  500. INTRINSIC MAX, SIGN, SQRT
  501. * ..
  502. * .. Executable Statements ..
  503. *
  504. * Decode and test the input parameters
  505. *
  506. INFO = 0
  507. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  508. *
  509. IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN
  510. INFO = -1
  511. ELSE IF( N.LT.0 ) THEN
  512. INFO = -5
  513. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  514. INFO = -7
  515. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  516. INFO = -9
  517. ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
  518. INFO = -14
  519. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  520. INFO = -16
  521. END IF
  522. *
  523. IF( INFO.NE.0 ) THEN
  524. CALL XERBLA( 'DTGSEN', -INFO )
  525. RETURN
  526. END IF
  527. *
  528. * Get machine constants
  529. *
  530. EPS = DLAMCH( 'P' )
  531. SMLNUM = DLAMCH( 'S' ) / EPS
  532. IERR = 0
  533. *
  534. WANTP = IJOB.EQ.1 .OR. IJOB.GE.4
  535. WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4
  536. WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5
  537. WANTD = WANTD1 .OR. WANTD2
  538. *
  539. * Set M to the dimension of the specified pair of deflating
  540. * subspaces.
  541. *
  542. M = 0
  543. PAIR = .FALSE.
  544. IF( .NOT.LQUERY .OR. IJOB.NE.0 ) THEN
  545. DO 10 K = 1, N
  546. IF( PAIR ) THEN
  547. PAIR = .FALSE.
  548. ELSE
  549. IF( K.LT.N ) THEN
  550. IF( A( K+1, K ).EQ.ZERO ) THEN
  551. IF( SELECT( K ) )
  552. $ M = M + 1
  553. ELSE
  554. PAIR = .TRUE.
  555. IF( SELECT( K ) .OR. SELECT( K+1 ) )
  556. $ M = M + 2
  557. END IF
  558. ELSE
  559. IF( SELECT( N ) )
  560. $ M = M + 1
  561. END IF
  562. END IF
  563. 10 CONTINUE
  564. END IF
  565. *
  566. IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
  567. LWMIN = MAX( 1, 4*N+16, 2*M*( N-M ) )
  568. LIWMIN = MAX( 1, N+6 )
  569. ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN
  570. LWMIN = MAX( 1, 4*N+16, 4*M*( N-M ) )
  571. LIWMIN = MAX( 1, 2*M*( N-M ), N+6 )
  572. ELSE
  573. LWMIN = MAX( 1, 4*N+16 )
  574. LIWMIN = 1
  575. END IF
  576. *
  577. WORK( 1 ) = LWMIN
  578. IWORK( 1 ) = LIWMIN
  579. *
  580. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  581. INFO = -22
  582. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  583. INFO = -24
  584. END IF
  585. *
  586. IF( INFO.NE.0 ) THEN
  587. CALL XERBLA( 'DTGSEN', -INFO )
  588. RETURN
  589. ELSE IF( LQUERY ) THEN
  590. RETURN
  591. END IF
  592. *
  593. * Quick return if possible.
  594. *
  595. IF( M.EQ.N .OR. M.EQ.0 ) THEN
  596. IF( WANTP ) THEN
  597. PL = ONE
  598. PR = ONE
  599. END IF
  600. IF( WANTD ) THEN
  601. DSCALE = ZERO
  602. DSUM = ONE
  603. DO 20 I = 1, N
  604. CALL DLASSQ( N, A( 1, I ), 1, DSCALE, DSUM )
  605. CALL DLASSQ( N, B( 1, I ), 1, DSCALE, DSUM )
  606. 20 CONTINUE
  607. DIF( 1 ) = DSCALE*SQRT( DSUM )
  608. DIF( 2 ) = DIF( 1 )
  609. END IF
  610. GO TO 60
  611. END IF
  612. *
  613. * Collect the selected blocks at the top-left corner of (A, B).
  614. *
  615. KS = 0
  616. PAIR = .FALSE.
  617. DO 30 K = 1, N
  618. IF( PAIR ) THEN
  619. PAIR = .FALSE.
  620. ELSE
  621. *
  622. SWAP = SELECT( K )
  623. IF( K.LT.N ) THEN
  624. IF( A( K+1, K ).NE.ZERO ) THEN
  625. PAIR = .TRUE.
  626. SWAP = SWAP .OR. SELECT( K+1 )
  627. END IF
  628. END IF
  629. *
  630. IF( SWAP ) THEN
  631. KS = KS + 1
  632. *
  633. * Swap the K-th block to position KS.
  634. * Perform the reordering of diagonal blocks in (A, B)
  635. * by orthogonal transformation matrices and update
  636. * Q and Z accordingly (if requested):
  637. *
  638. KK = K
  639. IF( K.NE.KS )
  640. $ CALL DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
  641. $ Z, LDZ, KK, KS, WORK, LWORK, IERR )
  642. *
  643. IF( IERR.GT.0 ) THEN
  644. *
  645. * Swap is rejected: exit.
  646. *
  647. INFO = 1
  648. IF( WANTP ) THEN
  649. PL = ZERO
  650. PR = ZERO
  651. END IF
  652. IF( WANTD ) THEN
  653. DIF( 1 ) = ZERO
  654. DIF( 2 ) = ZERO
  655. END IF
  656. GO TO 60
  657. END IF
  658. *
  659. IF( PAIR )
  660. $ KS = KS + 1
  661. END IF
  662. END IF
  663. 30 CONTINUE
  664. IF( WANTP ) THEN
  665. *
  666. * Solve generalized Sylvester equation for R and L
  667. * and compute PL and PR.
  668. *
  669. N1 = M
  670. N2 = N - M
  671. I = N1 + 1
  672. IJB = 0
  673. CALL DLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 )
  674. CALL DLACPY( 'Full', N1, N2, B( 1, I ), LDB, WORK( N1*N2+1 ),
  675. $ N1 )
  676. CALL DTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
  677. $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ), N1,
  678. $ DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
  679. $ LWORK-2*N1*N2, IWORK, IERR )
  680. *
  681. * Estimate the reciprocal of norms of "projections" onto left
  682. * and right eigenspaces.
  683. *
  684. RDSCAL = ZERO
  685. DSUM = ONE
  686. CALL DLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM )
  687. PL = RDSCAL*SQRT( DSUM )
  688. IF( PL.EQ.ZERO ) THEN
  689. PL = ONE
  690. ELSE
  691. PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) )
  692. END IF
  693. RDSCAL = ZERO
  694. DSUM = ONE
  695. CALL DLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM )
  696. PR = RDSCAL*SQRT( DSUM )
  697. IF( PR.EQ.ZERO ) THEN
  698. PR = ONE
  699. ELSE
  700. PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) )
  701. END IF
  702. END IF
  703. *
  704. IF( WANTD ) THEN
  705. *
  706. * Compute estimates of Difu and Difl.
  707. *
  708. IF( WANTD1 ) THEN
  709. N1 = M
  710. N2 = N - M
  711. I = N1 + 1
  712. IJB = IDIFJB
  713. *
  714. * Frobenius norm-based Difu-estimate.
  715. *
  716. CALL DTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
  717. $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ),
  718. $ N1, DSCALE, DIF( 1 ), WORK( 2*N1*N2+1 ),
  719. $ LWORK-2*N1*N2, IWORK, IERR )
  720. *
  721. * Frobenius norm-based Difl-estimate.
  722. *
  723. CALL DTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA, WORK,
  724. $ N2, B( I, I ), LDB, B, LDB, WORK( N1*N2+1 ),
  725. $ N2, DSCALE, DIF( 2 ), WORK( 2*N1*N2+1 ),
  726. $ LWORK-2*N1*N2, IWORK, IERR )
  727. ELSE
  728. *
  729. *
  730. * Compute 1-norm-based estimates of Difu and Difl using
  731. * reversed communication with DLACN2. In each step a
  732. * generalized Sylvester equation or a transposed variant
  733. * is solved.
  734. *
  735. KASE = 0
  736. N1 = M
  737. N2 = N - M
  738. I = N1 + 1
  739. IJB = 0
  740. MN2 = 2*N1*N2
  741. *
  742. * 1-norm-based estimate of Difu.
  743. *
  744. 40 CONTINUE
  745. CALL DLACN2( MN2, WORK( MN2+1 ), WORK, IWORK, DIF( 1 ),
  746. $ KASE, ISAVE )
  747. IF( KASE.NE.0 ) THEN
  748. IF( KASE.EQ.1 ) THEN
  749. *
  750. * Solve generalized Sylvester equation.
  751. *
  752. CALL DTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA,
  753. $ WORK, N1, B, LDB, B( I, I ), LDB,
  754. $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
  755. $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
  756. $ IERR )
  757. ELSE
  758. *
  759. * Solve the transposed variant.
  760. *
  761. CALL DTGSYL( 'T', IJB, N1, N2, A, LDA, A( I, I ), LDA,
  762. $ WORK, N1, B, LDB, B( I, I ), LDB,
  763. $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
  764. $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
  765. $ IERR )
  766. END IF
  767. GO TO 40
  768. END IF
  769. DIF( 1 ) = DSCALE / DIF( 1 )
  770. *
  771. * 1-norm-based estimate of Difl.
  772. *
  773. 50 CONTINUE
  774. CALL DLACN2( MN2, WORK( MN2+1 ), WORK, IWORK, DIF( 2 ),
  775. $ KASE, ISAVE )
  776. IF( KASE.NE.0 ) THEN
  777. IF( KASE.EQ.1 ) THEN
  778. *
  779. * Solve generalized Sylvester equation.
  780. *
  781. CALL DTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA,
  782. $ WORK, N2, B( I, I ), LDB, B, LDB,
  783. $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
  784. $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
  785. $ IERR )
  786. ELSE
  787. *
  788. * Solve the transposed variant.
  789. *
  790. CALL DTGSYL( 'T', IJB, N2, N1, A( I, I ), LDA, A, LDA,
  791. $ WORK, N2, B( I, I ), LDB, B, LDB,
  792. $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
  793. $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
  794. $ IERR )
  795. END IF
  796. GO TO 50
  797. END IF
  798. DIF( 2 ) = DSCALE / DIF( 2 )
  799. *
  800. END IF
  801. END IF
  802. *
  803. 60 CONTINUE
  804. *
  805. * Compute generalized eigenvalues of reordered pair (A, B) and
  806. * normalize the generalized Schur form.
  807. *
  808. PAIR = .FALSE.
  809. DO 80 K = 1, N
  810. IF( PAIR ) THEN
  811. PAIR = .FALSE.
  812. ELSE
  813. *
  814. IF( K.LT.N ) THEN
  815. IF( A( K+1, K ).NE.ZERO ) THEN
  816. PAIR = .TRUE.
  817. END IF
  818. END IF
  819. *
  820. IF( PAIR ) THEN
  821. *
  822. * Compute the eigenvalue(s) at position K.
  823. *
  824. WORK( 1 ) = A( K, K )
  825. WORK( 2 ) = A( K+1, K )
  826. WORK( 3 ) = A( K, K+1 )
  827. WORK( 4 ) = A( K+1, K+1 )
  828. WORK( 5 ) = B( K, K )
  829. WORK( 6 ) = B( K+1, K )
  830. WORK( 7 ) = B( K, K+1 )
  831. WORK( 8 ) = B( K+1, K+1 )
  832. CALL DLAG2( WORK, 2, WORK( 5 ), 2, SMLNUM*EPS, BETA( K ),
  833. $ BETA( K+1 ), ALPHAR( K ), ALPHAR( K+1 ),
  834. $ ALPHAI( K ) )
  835. ALPHAI( K+1 ) = -ALPHAI( K )
  836. *
  837. ELSE
  838. *
  839. IF( SIGN( ONE, B( K, K ) ).LT.ZERO ) THEN
  840. *
  841. * If B(K,K) is negative, make it positive
  842. *
  843. DO 70 I = 1, N
  844. A( K, I ) = -A( K, I )
  845. B( K, I ) = -B( K, I )
  846. IF( WANTQ ) Q( I, K ) = -Q( I, K )
  847. 70 CONTINUE
  848. END IF
  849. *
  850. ALPHAR( K ) = A( K, K )
  851. ALPHAI( K ) = ZERO
  852. BETA( K ) = B( K, K )
  853. *
  854. END IF
  855. END IF
  856. 80 CONTINUE
  857. *
  858. WORK( 1 ) = LWMIN
  859. IWORK( 1 ) = LIWMIN
  860. *
  861. RETURN
  862. *
  863. * End of DTGSEN
  864. *
  865. END