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.

dgges3.f 23 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674
  1. *> \brief <b> DGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGGES3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgges3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgges3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgges3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
  22. * SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
  23. * LDVSR, WORK, LWORK, BWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER JOBVSL, JOBVSR, SORT
  27. * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
  28. * ..
  29. * .. Array Arguments ..
  30. * LOGICAL BWORK( * )
  31. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  32. * $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
  33. * $ VSR( LDVSR, * ), WORK( * )
  34. * ..
  35. * .. Function Arguments ..
  36. * LOGICAL SELCTG
  37. * EXTERNAL SELCTG
  38. * ..
  39. *
  40. *
  41. *> \par Purpose:
  42. * =============
  43. *>
  44. *> \verbatim
  45. *>
  46. *> DGGES3 computes for a pair of N-by-N real nonsymmetric matrices (A,B),
  47. *> the generalized eigenvalues, the generalized real Schur form (S,T),
  48. *> optionally, the left and/or right matrices of Schur vectors (VSL and
  49. *> VSR). This gives the generalized Schur factorization
  50. *>
  51. *> (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
  52. *>
  53. *> Optionally, it also orders the eigenvalues so that a selected cluster
  54. *> of eigenvalues appears in the leading diagonal blocks of the upper
  55. *> quasi-triangular matrix S and the upper triangular matrix T.The
  56. *> leading columns of VSL and VSR then form an orthonormal basis for the
  57. *> corresponding left and right eigenspaces (deflating subspaces).
  58. *>
  59. *> (If only the generalized eigenvalues are needed, use the driver
  60. *> DGGEV instead, which is faster.)
  61. *>
  62. *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
  63. *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
  64. *> usually represented as the pair (alpha,beta), as there is a
  65. *> reasonable interpretation for beta=0 or both being zero.
  66. *>
  67. *> A pair of matrices (S,T) is in generalized real Schur form if T is
  68. *> upper triangular with non-negative diagonal and S is block upper
  69. *> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
  70. *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
  71. *> "standardized" by making the corresponding elements of T have the
  72. *> form:
  73. *> [ a 0 ]
  74. *> [ 0 b ]
  75. *>
  76. *> and the pair of corresponding 2-by-2 blocks in S and T will have a
  77. *> complex conjugate pair of generalized eigenvalues.
  78. *>
  79. *> \endverbatim
  80. *
  81. * Arguments:
  82. * ==========
  83. *
  84. *> \param[in] JOBVSL
  85. *> \verbatim
  86. *> JOBVSL is CHARACTER*1
  87. *> = 'N': do not compute the left Schur vectors;
  88. *> = 'V': compute the left Schur vectors.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] JOBVSR
  92. *> \verbatim
  93. *> JOBVSR is CHARACTER*1
  94. *> = 'N': do not compute the right Schur vectors;
  95. *> = 'V': compute the right Schur vectors.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] SORT
  99. *> \verbatim
  100. *> SORT is CHARACTER*1
  101. *> Specifies whether or not to order the eigenvalues on the
  102. *> diagonal of the generalized Schur form.
  103. *> = 'N': Eigenvalues are not ordered;
  104. *> = 'S': Eigenvalues are ordered (see SELCTG);
  105. *> \endverbatim
  106. *>
  107. *> \param[in] SELCTG
  108. *> \verbatim
  109. *> SELCTG is a LOGICAL FUNCTION of three DOUBLE PRECISION arguments
  110. *> SELCTG must be declared EXTERNAL in the calling subroutine.
  111. *> If SORT = 'N', SELCTG is not referenced.
  112. *> If SORT = 'S', SELCTG is used to select eigenvalues to sort
  113. *> to the top left of the Schur form.
  114. *> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
  115. *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
  116. *> one of a complex conjugate pair of eigenvalues is selected,
  117. *> then both complex eigenvalues are selected.
  118. *>
  119. *> Note that in the ill-conditioned case, a selected complex
  120. *> eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
  121. *> BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
  122. *> in this case.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] N
  126. *> \verbatim
  127. *> N is INTEGER
  128. *> The order of the matrices A, B, VSL, and VSR. N >= 0.
  129. *> \endverbatim
  130. *>
  131. *> \param[in,out] A
  132. *> \verbatim
  133. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  134. *> On entry, the first of the pair of matrices.
  135. *> On exit, A has been overwritten by its generalized Schur
  136. *> form S.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] LDA
  140. *> \verbatim
  141. *> LDA is INTEGER
  142. *> The leading dimension of A. LDA >= max(1,N).
  143. *> \endverbatim
  144. *>
  145. *> \param[in,out] B
  146. *> \verbatim
  147. *> B is DOUBLE PRECISION array, dimension (LDB, N)
  148. *> On entry, the second of the pair of matrices.
  149. *> On exit, B has been overwritten by its generalized Schur
  150. *> form T.
  151. *> \endverbatim
  152. *>
  153. *> \param[in] LDB
  154. *> \verbatim
  155. *> LDB is INTEGER
  156. *> The leading dimension of B. LDB >= max(1,N).
  157. *> \endverbatim
  158. *>
  159. *> \param[out] SDIM
  160. *> \verbatim
  161. *> SDIM is INTEGER
  162. *> If SORT = 'N', SDIM = 0.
  163. *> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
  164. *> for which SELCTG is true. (Complex conjugate pairs for which
  165. *> SELCTG is true for either eigenvalue count as 2.)
  166. *> \endverbatim
  167. *>
  168. *> \param[out] ALPHAR
  169. *> \verbatim
  170. *> ALPHAR is DOUBLE PRECISION array, dimension (N)
  171. *> \endverbatim
  172. *>
  173. *> \param[out] ALPHAI
  174. *> \verbatim
  175. *> ALPHAI is DOUBLE PRECISION array, dimension (N)
  176. *> \endverbatim
  177. *>
  178. *> \param[out] BETA
  179. *> \verbatim
  180. *> BETA is DOUBLE PRECISION array, dimension (N)
  181. *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
  182. *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i,
  183. *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
  184. *> form (S,T) that would result if the 2-by-2 diagonal blocks of
  185. *> the real Schur form of (A,B) were further reduced to
  186. *> triangular form using 2-by-2 complex unitary transformations.
  187. *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
  188. *> positive, then the j-th and (j+1)-st eigenvalues are a
  189. *> complex conjugate pair, with ALPHAI(j+1) negative.
  190. *>
  191. *> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
  192. *> may easily over- or underflow, and BETA(j) may even be zero.
  193. *> Thus, the user should avoid naively computing the ratio.
  194. *> However, ALPHAR and ALPHAI will be always less than and
  195. *> usually comparable with norm(A) in magnitude, and BETA always
  196. *> less than and usually comparable with norm(B).
  197. *> \endverbatim
  198. *>
  199. *> \param[out] VSL
  200. *> \verbatim
  201. *> VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
  202. *> If JOBVSL = 'V', VSL will contain the left Schur vectors.
  203. *> Not referenced if JOBVSL = 'N'.
  204. *> \endverbatim
  205. *>
  206. *> \param[in] LDVSL
  207. *> \verbatim
  208. *> LDVSL is INTEGER
  209. *> The leading dimension of the matrix VSL. LDVSL >=1, and
  210. *> if JOBVSL = 'V', LDVSL >= N.
  211. *> \endverbatim
  212. *>
  213. *> \param[out] VSR
  214. *> \verbatim
  215. *> VSR is DOUBLE PRECISION array, dimension (LDVSR,N)
  216. *> If JOBVSR = 'V', VSR will contain the right Schur vectors.
  217. *> Not referenced if JOBVSR = 'N'.
  218. *> \endverbatim
  219. *>
  220. *> \param[in] LDVSR
  221. *> \verbatim
  222. *> LDVSR is INTEGER
  223. *> The leading dimension of the matrix VSR. LDVSR >= 1, and
  224. *> if JOBVSR = 'V', LDVSR >= N.
  225. *> \endverbatim
  226. *>
  227. *> \param[out] WORK
  228. *> \verbatim
  229. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  230. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  231. *> \endverbatim
  232. *>
  233. *> \param[in] LWORK
  234. *> \verbatim
  235. *> LWORK is INTEGER
  236. *> The dimension of the array WORK.
  237. *>
  238. *> If LWORK = -1, then a workspace query is assumed; the routine
  239. *> only calculates the optimal size of the WORK array, returns
  240. *> this value as the first entry of the WORK array, and no error
  241. *> message related to LWORK is issued by XERBLA.
  242. *> \endverbatim
  243. *>
  244. *> \param[out] BWORK
  245. *> \verbatim
  246. *> BWORK is LOGICAL array, dimension (N)
  247. *> Not referenced if SORT = 'N'.
  248. *> \endverbatim
  249. *>
  250. *> \param[out] INFO
  251. *> \verbatim
  252. *> INFO is INTEGER
  253. *> = 0: successful exit
  254. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  255. *> = 1,...,N:
  256. *> The QZ iteration failed. (A,B) are not in Schur
  257. *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
  258. *> be correct for j=INFO+1,...,N.
  259. *> > N: =N+1: other than QZ iteration failed in DHGEQZ.
  260. *> =N+2: after reordering, roundoff changed values of
  261. *> some complex eigenvalues so that leading
  262. *> eigenvalues in the Generalized Schur form no
  263. *> longer satisfy SELCTG=.TRUE. This could also
  264. *> be caused due to scaling.
  265. *> =N+3: reordering failed in DTGSEN.
  266. *> \endverbatim
  267. *
  268. * Authors:
  269. * ========
  270. *
  271. *> \author Univ. of Tennessee
  272. *> \author Univ. of California Berkeley
  273. *> \author Univ. of Colorado Denver
  274. *> \author NAG Ltd.
  275. *
  276. *> \date January 2015
  277. *
  278. *> \ingroup doubleGEeigen
  279. *
  280. * =====================================================================
  281. SUBROUTINE DGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
  282. $ LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
  283. $ VSR, LDVSR, WORK, LWORK, BWORK, INFO )
  284. *
  285. * -- LAPACK driver routine (version 3.6.0) --
  286. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  287. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  288. * January 2015
  289. *
  290. * .. Scalar Arguments ..
  291. CHARACTER JOBVSL, JOBVSR, SORT
  292. INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
  293. * ..
  294. * .. Array Arguments ..
  295. LOGICAL BWORK( * )
  296. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  297. $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
  298. $ VSR( LDVSR, * ), WORK( * )
  299. * ..
  300. * .. Function Arguments ..
  301. LOGICAL SELCTG
  302. EXTERNAL SELCTG
  303. * ..
  304. *
  305. * =====================================================================
  306. *
  307. * .. Parameters ..
  308. DOUBLE PRECISION ZERO, ONE
  309. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  310. * ..
  311. * .. Local Scalars ..
  312. LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
  313. $ LQUERY, LST2SL, WANTST
  314. INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
  315. $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, LWKOPT
  316. DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
  317. $ PVSR, SAFMAX, SAFMIN, SMLNUM
  318. * ..
  319. * .. Local Arrays ..
  320. INTEGER IDUM( 1 )
  321. DOUBLE PRECISION DIF( 2 )
  322. * ..
  323. * .. External Subroutines ..
  324. EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHD3, DHGEQZ, DLABAD,
  325. $ DLACPY, DLASCL, DLASET, DORGQR, DORMQR, DTGSEN,
  326. $ XERBLA
  327. * ..
  328. * .. External Functions ..
  329. LOGICAL LSAME
  330. DOUBLE PRECISION DLAMCH, DLANGE
  331. EXTERNAL LSAME, DLAMCH, DLANGE
  332. * ..
  333. * .. Intrinsic Functions ..
  334. INTRINSIC ABS, MAX, SQRT
  335. * ..
  336. * .. Executable Statements ..
  337. *
  338. * Decode the input arguments
  339. *
  340. IF( LSAME( JOBVSL, 'N' ) ) THEN
  341. IJOBVL = 1
  342. ILVSL = .FALSE.
  343. ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
  344. IJOBVL = 2
  345. ILVSL = .TRUE.
  346. ELSE
  347. IJOBVL = -1
  348. ILVSL = .FALSE.
  349. END IF
  350. *
  351. IF( LSAME( JOBVSR, 'N' ) ) THEN
  352. IJOBVR = 1
  353. ILVSR = .FALSE.
  354. ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
  355. IJOBVR = 2
  356. ILVSR = .TRUE.
  357. ELSE
  358. IJOBVR = -1
  359. ILVSR = .FALSE.
  360. END IF
  361. *
  362. WANTST = LSAME( SORT, 'S' )
  363. *
  364. * Test the input arguments
  365. *
  366. INFO = 0
  367. LQUERY = ( LWORK.EQ.-1 )
  368. IF( IJOBVL.LE.0 ) THEN
  369. INFO = -1
  370. ELSE IF( IJOBVR.LE.0 ) THEN
  371. INFO = -2
  372. ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
  373. INFO = -3
  374. ELSE IF( N.LT.0 ) THEN
  375. INFO = -5
  376. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  377. INFO = -7
  378. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  379. INFO = -9
  380. ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
  381. INFO = -15
  382. ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
  383. INFO = -17
  384. ELSE IF( LWORK.LT.6*N+16 .AND. .NOT.LQUERY ) THEN
  385. INFO = -19
  386. END IF
  387. *
  388. * Compute workspace
  389. *
  390. IF( INFO.EQ.0 ) THEN
  391. CALL DGEQRF( N, N, B, LDB, WORK, WORK, -1, IERR )
  392. LWKOPT = MAX( 6*N+16, 3*N+INT( WORK ( 1 ) ) )
  393. CALL DORMQR( 'L', 'T', N, N, N, B, LDB, WORK, A, LDA, WORK,
  394. $ -1, IERR )
  395. LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
  396. IF( ILVSL ) THEN
  397. CALL DORGQR( N, N, N, VSL, LDVSL, WORK, WORK, -1, IERR )
  398. LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
  399. END IF
  400. CALL DGGHD3( JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB, VSL,
  401. $ LDVSL, VSR, LDVSR, WORK, -1, IERR )
  402. LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
  403. CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB,
  404. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  405. $ WORK, -1, IERR )
  406. LWKOPT = MAX( LWKOPT, 2*N+INT( WORK ( 1 ) ) )
  407. IF( WANTST ) THEN
  408. CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
  409. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  410. $ SDIM, PVSL, PVSR, DIF, WORK, -1, IDUM, 1,
  411. $ IERR )
  412. LWKOPT = MAX( LWKOPT, 2*N+INT( WORK ( 1 ) ) )
  413. END IF
  414. WORK( 1 ) = LWKOPT
  415. END IF
  416. *
  417. IF( INFO.NE.0 ) THEN
  418. CALL XERBLA( 'DGGES3 ', -INFO )
  419. RETURN
  420. ELSE IF( LQUERY ) THEN
  421. RETURN
  422. END IF
  423. *
  424. * Quick return if possible
  425. *
  426. IF( N.EQ.0 ) THEN
  427. SDIM = 0
  428. RETURN
  429. END IF
  430. *
  431. * Get machine constants
  432. *
  433. EPS = DLAMCH( 'P' )
  434. SAFMIN = DLAMCH( 'S' )
  435. SAFMAX = ONE / SAFMIN
  436. CALL DLABAD( SAFMIN, SAFMAX )
  437. SMLNUM = SQRT( SAFMIN ) / EPS
  438. BIGNUM = ONE / SMLNUM
  439. *
  440. * Scale A if max element outside range [SMLNUM,BIGNUM]
  441. *
  442. ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
  443. ILASCL = .FALSE.
  444. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  445. ANRMTO = SMLNUM
  446. ILASCL = .TRUE.
  447. ELSE IF( ANRM.GT.BIGNUM ) THEN
  448. ANRMTO = BIGNUM
  449. ILASCL = .TRUE.
  450. END IF
  451. IF( ILASCL )
  452. $ CALL DLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
  453. *
  454. * Scale B if max element outside range [SMLNUM,BIGNUM]
  455. *
  456. BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
  457. ILBSCL = .FALSE.
  458. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  459. BNRMTO = SMLNUM
  460. ILBSCL = .TRUE.
  461. ELSE IF( BNRM.GT.BIGNUM ) THEN
  462. BNRMTO = BIGNUM
  463. ILBSCL = .TRUE.
  464. END IF
  465. IF( ILBSCL )
  466. $ CALL DLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
  467. *
  468. * Permute the matrix to make it more nearly triangular
  469. *
  470. ILEFT = 1
  471. IRIGHT = N + 1
  472. IWRK = IRIGHT + N
  473. CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
  474. $ WORK( IRIGHT ), WORK( IWRK ), IERR )
  475. *
  476. * Reduce B to triangular form (QR decomposition of B)
  477. *
  478. IROWS = IHI + 1 - ILO
  479. ICOLS = N + 1 - ILO
  480. ITAU = IWRK
  481. IWRK = ITAU + IROWS
  482. CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  483. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  484. *
  485. * Apply the orthogonal transformation to matrix A
  486. *
  487. CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  488. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
  489. $ LWORK+1-IWRK, IERR )
  490. *
  491. * Initialize VSL
  492. *
  493. IF( ILVSL ) THEN
  494. CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
  495. IF( IROWS.GT.1 ) THEN
  496. CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  497. $ VSL( ILO+1, ILO ), LDVSL )
  498. END IF
  499. CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
  500. $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
  501. END IF
  502. *
  503. * Initialize VSR
  504. *
  505. IF( ILVSR )
  506. $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
  507. *
  508. * Reduce to generalized Hessenberg form
  509. *
  510. CALL DGGHD3( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
  511. $ LDVSL, VSR, LDVSR, WORK( IWRK ), LWORK+1-IWRK,
  512. $ IERR )
  513. *
  514. * Perform QZ algorithm, computing Schur vectors if desired
  515. *
  516. IWRK = ITAU
  517. CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
  518. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  519. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  520. IF( IERR.NE.0 ) THEN
  521. IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
  522. INFO = IERR
  523. ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
  524. INFO = IERR - N
  525. ELSE
  526. INFO = N + 1
  527. END IF
  528. GO TO 50
  529. END IF
  530. *
  531. * Sort eigenvalues ALPHA/BETA if desired
  532. *
  533. SDIM = 0
  534. IF( WANTST ) THEN
  535. *
  536. * Undo scaling on eigenvalues before SELCTGing
  537. *
  538. IF( ILASCL ) THEN
  539. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
  540. $ IERR )
  541. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
  542. $ IERR )
  543. END IF
  544. IF( ILBSCL )
  545. $ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  546. *
  547. * Select eigenvalues
  548. *
  549. DO 10 I = 1, N
  550. BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  551. 10 CONTINUE
  552. *
  553. CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
  554. $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
  555. $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
  556. $ IERR )
  557. IF( IERR.EQ.1 )
  558. $ INFO = N + 3
  559. *
  560. END IF
  561. *
  562. * Apply back-permutation to VSL and VSR
  563. *
  564. IF( ILVSL )
  565. $ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
  566. $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
  567. *
  568. IF( ILVSR )
  569. $ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
  570. $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
  571. *
  572. * Check if unscaling would cause over/underflow, if so, rescale
  573. * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
  574. * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
  575. *
  576. IF( ILASCL ) THEN
  577. DO 20 I = 1, N
  578. IF( ALPHAI( I ).NE.ZERO ) THEN
  579. IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
  580. $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) ) THEN
  581. WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
  582. BETA( I ) = BETA( I )*WORK( 1 )
  583. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  584. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  585. ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.
  586. $ ( ANRMTO / ANRM ) .OR.
  587. $ ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
  588. $ THEN
  589. WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
  590. BETA( I ) = BETA( I )*WORK( 1 )
  591. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  592. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  593. END IF
  594. END IF
  595. 20 CONTINUE
  596. END IF
  597. *
  598. IF( ILBSCL ) THEN
  599. DO 30 I = 1, N
  600. IF( ALPHAI( I ).NE.ZERO ) THEN
  601. IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
  602. $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
  603. WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
  604. BETA( I ) = BETA( I )*WORK( 1 )
  605. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  606. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  607. END IF
  608. END IF
  609. 30 CONTINUE
  610. END IF
  611. *
  612. * Undo scaling
  613. *
  614. IF( ILASCL ) THEN
  615. CALL DLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
  616. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
  617. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
  618. END IF
  619. *
  620. IF( ILBSCL ) THEN
  621. CALL DLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
  622. CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  623. END IF
  624. *
  625. IF( WANTST ) THEN
  626. *
  627. * Check if reordering is correct
  628. *
  629. LASTSL = .TRUE.
  630. LST2SL = .TRUE.
  631. SDIM = 0
  632. IP = 0
  633. DO 40 I = 1, N
  634. CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  635. IF( ALPHAI( I ).EQ.ZERO ) THEN
  636. IF( CURSL )
  637. $ SDIM = SDIM + 1
  638. IP = 0
  639. IF( CURSL .AND. .NOT.LASTSL )
  640. $ INFO = N + 2
  641. ELSE
  642. IF( IP.EQ.1 ) THEN
  643. *
  644. * Last eigenvalue of conjugate pair
  645. *
  646. CURSL = CURSL .OR. LASTSL
  647. LASTSL = CURSL
  648. IF( CURSL )
  649. $ SDIM = SDIM + 2
  650. IP = -1
  651. IF( CURSL .AND. .NOT.LST2SL )
  652. $ INFO = N + 2
  653. ELSE
  654. *
  655. * First eigenvalue of conjugate pair
  656. *
  657. IP = 1
  658. END IF
  659. END IF
  660. LST2SL = LASTSL
  661. LASTSL = CURSL
  662. 40 CONTINUE
  663. *
  664. END IF
  665. *
  666. 50 CONTINUE
  667. *
  668. WORK( 1 ) = LWKOPT
  669. *
  670. RETURN
  671. *
  672. * End of DGGES3
  673. *
  674. END