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ctgsen.f 27 kB

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  1. *> \brief \b CTGSEN
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CTGSEN + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ctgsen.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ctgsen.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ctgsen.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
  22. * ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF,
  23. * 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. * REAL PL, PR
  30. * ..
  31. * .. Array Arguments ..
  32. * LOGICAL SELECT( * )
  33. * INTEGER IWORK( * )
  34. * REAL DIF( * )
  35. * COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
  36. * $ BETA( * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )
  37. * ..
  38. *
  39. *
  40. *> \par Purpose:
  41. * =============
  42. *>
  43. *> \verbatim
  44. *>
  45. *> CTGSEN reorders the generalized Schur decomposition of a complex
  46. *> matrix pair (A, B) (in terms of an unitary equivalence trans-
  47. *> formation Q**H * (A, B) * Z), so that a selected cluster of eigenvalues
  48. *> appears in the leading diagonal blocks of the pair (A,B). The leading
  49. *> columns of Q and Z form unitary bases of the corresponding left and
  50. *> right eigenspaces (deflating subspaces). (A, B) must be in
  51. *> generalized Schur canonical form, that is, A and B are both upper
  52. *> triangular.
  53. *>
  54. *> CTGSEN also computes the generalized eigenvalues
  55. *>
  56. *> w(j)= ALPHA(j) / BETA(j)
  57. *>
  58. *> of the reordered matrix pair (A, B).
  59. *>
  60. *> Optionally, the routine computes estimates of reciprocal condition
  61. *> numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
  62. *> (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
  63. *> between the matrix pairs (A11, B11) and (A22,B22) that correspond to
  64. *> the selected cluster and the eigenvalues outside the cluster, resp.,
  65. *> and norms of "projections" onto left and right eigenspaces w.r.t.
  66. *> the selected cluster in the (1,1)-block.
  67. *>
  68. *> \endverbatim
  69. *
  70. * Arguments:
  71. * ==========
  72. *
  73. *> \param[in] IJOB
  74. *> \verbatim
  75. *> IJOB is INTEGER
  76. *> Specifies whether condition numbers are required for the
  77. *> cluster of eigenvalues (PL and PR) or the deflating subspaces
  78. *> (Difu and Difl):
  79. *> =0: Only reorder w.r.t. SELECT. No extras.
  80. *> =1: Reciprocal of norms of "projections" onto left and right
  81. *> eigenspaces w.r.t. the selected cluster (PL and PR).
  82. *> =2: Upper bounds on Difu and Difl. F-norm-based estimate
  83. *> (DIF(1:2)).
  84. *> =3: Estimate of Difu and Difl. 1-norm-based estimate
  85. *> (DIF(1:2)).
  86. *> About 5 times as expensive as IJOB = 2.
  87. *> =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
  88. *> version to get it all.
  89. *> =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
  90. *> \endverbatim
  91. *>
  92. *> \param[in] WANTQ
  93. *> \verbatim
  94. *> WANTQ is LOGICAL
  95. *> .TRUE. : update the left transformation matrix Q;
  96. *> .FALSE.: do not update Q.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] WANTZ
  100. *> \verbatim
  101. *> WANTZ is LOGICAL
  102. *> .TRUE. : update the right transformation matrix Z;
  103. *> .FALSE.: do not update Z.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] SELECT
  107. *> \verbatim
  108. *> SELECT is LOGICAL array, dimension (N)
  109. *> SELECT specifies the eigenvalues in the selected cluster. To
  110. *> select an eigenvalue w(j), SELECT(j) must be set to
  111. *> .TRUE..
  112. *> \endverbatim
  113. *>
  114. *> \param[in] N
  115. *> \verbatim
  116. *> N is INTEGER
  117. *> The order of the matrices A and B. N >= 0.
  118. *> \endverbatim
  119. *>
  120. *> \param[in,out] A
  121. *> \verbatim
  122. *> A is COMPLEX array, dimension(LDA,N)
  123. *> On entry, the upper triangular matrix A, in generalized
  124. *> Schur canonical form.
  125. *> On exit, A is overwritten by the reordered matrix A.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] LDA
  129. *> \verbatim
  130. *> LDA is INTEGER
  131. *> The leading dimension of the array A. LDA >= max(1,N).
  132. *> \endverbatim
  133. *>
  134. *> \param[in,out] B
  135. *> \verbatim
  136. *> B is COMPLEX array, dimension(LDB,N)
  137. *> On entry, the upper triangular matrix B, in generalized
  138. *> Schur canonical form.
  139. *> On exit, B is overwritten by the reordered matrix B.
  140. *> \endverbatim
  141. *>
  142. *> \param[in] LDB
  143. *> \verbatim
  144. *> LDB is INTEGER
  145. *> The leading dimension of the array B. LDB >= max(1,N).
  146. *> \endverbatim
  147. *>
  148. *> \param[out] ALPHA
  149. *> \verbatim
  150. *> ALPHA is COMPLEX array, dimension (N)
  151. *> \endverbatim
  152. *>
  153. *> \param[out] BETA
  154. *> \verbatim
  155. *> BETA is COMPLEX array, dimension (N)
  156. *>
  157. *> The diagonal elements of A and B, respectively,
  158. *> when the pair (A,B) has been reduced to generalized Schur
  159. *> form. ALPHA(i)/BETA(i) i=1,...,N are the generalized
  160. *> eigenvalues.
  161. *> \endverbatim
  162. *>
  163. *> \param[in,out] Q
  164. *> \verbatim
  165. *> Q is COMPLEX array, dimension (LDQ,N)
  166. *> On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
  167. *> On exit, Q has been postmultiplied by the left unitary
  168. *> transformation matrix which reorder (A, B); The leading M
  169. *> columns of Q form orthonormal bases for the specified pair of
  170. *> left eigenspaces (deflating subspaces).
  171. *> If WANTQ = .FALSE., Q is not referenced.
  172. *> \endverbatim
  173. *>
  174. *> \param[in] LDQ
  175. *> \verbatim
  176. *> LDQ is INTEGER
  177. *> The leading dimension of the array Q. LDQ >= 1.
  178. *> If WANTQ = .TRUE., LDQ >= N.
  179. *> \endverbatim
  180. *>
  181. *> \param[in,out] Z
  182. *> \verbatim
  183. *> Z is COMPLEX array, dimension (LDZ,N)
  184. *> On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
  185. *> On exit, Z has been postmultiplied by the left unitary
  186. *> transformation matrix which reorder (A, B); The leading M
  187. *> columns of Z form orthonormal bases for the specified pair of
  188. *> left eigenspaces (deflating subspaces).
  189. *> If WANTZ = .FALSE., Z is not referenced.
  190. *> \endverbatim
  191. *>
  192. *> \param[in] LDZ
  193. *> \verbatim
  194. *> LDZ is INTEGER
  195. *> The leading dimension of the array Z. LDZ >= 1.
  196. *> If WANTZ = .TRUE., LDZ >= N.
  197. *> \endverbatim
  198. *>
  199. *> \param[out] M
  200. *> \verbatim
  201. *> M is INTEGER
  202. *> The dimension of the specified pair of left and right
  203. *> eigenspaces, (deflating subspaces) 0 <= M <= N.
  204. *> \endverbatim
  205. *>
  206. *> \param[out] PL
  207. *> \verbatim
  208. *> PL is REAL
  209. *> \endverbatim
  210. *>
  211. *> \param[out] PR
  212. *> \verbatim
  213. *> PR is REAL
  214. *>
  215. *> If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
  216. *> reciprocal of the norm of "projections" onto left and right
  217. *> eigenspace with respect to the selected cluster.
  218. *> 0 < PL, PR <= 1.
  219. *> If M = 0 or M = N, PL = PR = 1.
  220. *> If IJOB = 0, 2 or 3 PL, PR are not referenced.
  221. *> \endverbatim
  222. *>
  223. *> \param[out] DIF
  224. *> \verbatim
  225. *> DIF is REAL array, dimension (2).
  226. *> If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
  227. *> If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
  228. *> Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
  229. *> estimates of Difu and Difl, computed using reversed
  230. *> communication with CLACN2.
  231. *> If M = 0 or N, DIF(1:2) = F-norm([A, B]).
  232. *> If IJOB = 0 or 1, DIF is not referenced.
  233. *> \endverbatim
  234. *>
  235. *> \param[out] WORK
  236. *> \verbatim
  237. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  238. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  239. *> \endverbatim
  240. *>
  241. *> \param[in] LWORK
  242. *> \verbatim
  243. *> LWORK is INTEGER
  244. *> The dimension of the array WORK. LWORK >= 1
  245. *> If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M)
  246. *> If IJOB = 3 or 5, LWORK >= 4*M*(N-M)
  247. *>
  248. *> If LWORK = -1, then a workspace query is assumed; the routine
  249. *> only calculates the optimal size of the WORK array, returns
  250. *> this value as the first entry of the WORK array, and no error
  251. *> message related to LWORK is issued by XERBLA.
  252. *> \endverbatim
  253. *>
  254. *> \param[out] IWORK
  255. *> \verbatim
  256. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  257. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  258. *> \endverbatim
  259. *>
  260. *> \param[in] LIWORK
  261. *> \verbatim
  262. *> LIWORK is INTEGER
  263. *> The dimension of the array IWORK. LIWORK >= 1.
  264. *> If IJOB = 1, 2 or 4, LIWORK >= N+2;
  265. *> If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M));
  266. *>
  267. *> If LIWORK = -1, then a workspace query is assumed; the
  268. *> routine only calculates the optimal size of the IWORK array,
  269. *> returns this value as the first entry of the IWORK array, and
  270. *> no error message related to LIWORK is issued by XERBLA.
  271. *> \endverbatim
  272. *>
  273. *> \param[out] INFO
  274. *> \verbatim
  275. *> INFO is INTEGER
  276. *> =0: Successful exit.
  277. *> <0: If INFO = -i, the i-th argument had an illegal value.
  278. *> =1: Reordering of (A, B) failed because the transformed
  279. *> matrix pair (A, B) would be too far from generalized
  280. *> Schur form; the problem is very ill-conditioned.
  281. *> (A, B) may have been partially reordered.
  282. *> If requested, 0 is returned in DIF(*), PL and PR.
  283. *> \endverbatim
  284. *
  285. * Authors:
  286. * ========
  287. *
  288. *> \author Univ. of Tennessee
  289. *> \author Univ. of California Berkeley
  290. *> \author Univ. of Colorado Denver
  291. *> \author NAG Ltd.
  292. *
  293. *> \ingroup complexOTHERcomputational
  294. *
  295. *> \par Further Details:
  296. * =====================
  297. *>
  298. *> \verbatim
  299. *>
  300. *> CTGSEN first collects the selected eigenvalues by computing unitary
  301. *> U and W that move them to the top left corner of (A, B). In other
  302. *> words, the selected eigenvalues are the eigenvalues of (A11, B11) in
  303. *>
  304. *> U**H*(A, B)*W = (A11 A12) (B11 B12) n1
  305. *> ( 0 A22),( 0 B22) n2
  306. *> n1 n2 n1 n2
  307. *>
  308. *> where N = n1+n2 and U**H means the conjugate transpose of U. The first
  309. *> n1 columns of U and W span the specified pair of left and right
  310. *> eigenspaces (deflating subspaces) of (A, B).
  311. *>
  312. *> If (A, B) has been obtained from the generalized real Schur
  313. *> decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
  314. *> reordered generalized Schur form of (C, D) is given by
  315. *>
  316. *> (C, D) = (Q*U)*(U**H *(A, B)*W)*(Z*W)**H,
  317. *>
  318. *> and the first n1 columns of Q*U and Z*W span the corresponding
  319. *> deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
  320. *>
  321. *> Note that if the selected eigenvalue is sufficiently ill-conditioned,
  322. *> then its value may differ significantly from its value before
  323. *> reordering.
  324. *>
  325. *> The reciprocal condition numbers of the left and right eigenspaces
  326. *> spanned by the first n1 columns of U and W (or Q*U and Z*W) may
  327. *> be returned in DIF(1:2), corresponding to Difu and Difl, resp.
  328. *>
  329. *> The Difu and Difl are defined as:
  330. *>
  331. *> Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
  332. *> and
  333. *> Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
  334. *>
  335. *> where sigma-min(Zu) is the smallest singular value of the
  336. *> (2*n1*n2)-by-(2*n1*n2) matrix
  337. *>
  338. *> Zu = [ kron(In2, A11) -kron(A22**H, In1) ]
  339. *> [ kron(In2, B11) -kron(B22**H, In1) ].
  340. *>
  341. *> Here, Inx is the identity matrix of size nx and A22**H is the
  342. *> conjugate transpose of A22. kron(X, Y) is the Kronecker product between
  343. *> the matrices X and Y.
  344. *>
  345. *> When DIF(2) is small, small changes in (A, B) can cause large changes
  346. *> in the deflating subspace. An approximate (asymptotic) bound on the
  347. *> maximum angular error in the computed deflating subspaces is
  348. *>
  349. *> EPS * norm((A, B)) / DIF(2),
  350. *>
  351. *> where EPS is the machine precision.
  352. *>
  353. *> The reciprocal norm of the projectors on the left and right
  354. *> eigenspaces associated with (A11, B11) may be returned in PL and PR.
  355. *> They are computed as follows. First we compute L and R so that
  356. *> P*(A, B)*Q is block diagonal, where
  357. *>
  358. *> P = ( I -L ) n1 Q = ( I R ) n1
  359. *> ( 0 I ) n2 and ( 0 I ) n2
  360. *> n1 n2 n1 n2
  361. *>
  362. *> and (L, R) is the solution to the generalized Sylvester equation
  363. *>
  364. *> A11*R - L*A22 = -A12
  365. *> B11*R - L*B22 = -B12
  366. *>
  367. *> Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
  368. *> An approximate (asymptotic) bound on the average absolute error of
  369. *> the selected eigenvalues is
  370. *>
  371. *> EPS * norm((A, B)) / PL.
  372. *>
  373. *> There are also global error bounds which valid for perturbations up
  374. *> to a certain restriction: A lower bound (x) on the smallest
  375. *> F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
  376. *> coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
  377. *> (i.e. (A + E, B + F), is
  378. *>
  379. *> x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
  380. *>
  381. *> An approximate bound on x can be computed from DIF(1:2), PL and PR.
  382. *>
  383. *> If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
  384. *> (L', R') and unperturbed (L, R) left and right deflating subspaces
  385. *> associated with the selected cluster in the (1,1)-blocks can be
  386. *> bounded as
  387. *>
  388. *> max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
  389. *> max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
  390. *>
  391. *> See LAPACK User's Guide section 4.11 or the following references
  392. *> for more information.
  393. *>
  394. *> Note that if the default method for computing the Frobenius-norm-
  395. *> based estimate DIF is not wanted (see CLATDF), then the parameter
  396. *> IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF
  397. *> (IJOB = 2 will be used)). See CTGSYL for more details.
  398. *> \endverbatim
  399. *
  400. *> \par Contributors:
  401. * ==================
  402. *>
  403. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  404. *> Umea University, S-901 87 Umea, Sweden.
  405. *
  406. *> \par References:
  407. * ================
  408. *>
  409. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  410. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  411. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  412. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  413. *> \n
  414. *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
  415. *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
  416. *> Estimation: Theory, Algorithms and Software, Report
  417. *> UMINF - 94.04, Department of Computing Science, Umea University,
  418. *> S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
  419. *> To appear in Numerical Algorithms, 1996.
  420. *> \n
  421. *> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
  422. *> for Solving the Generalized Sylvester Equation and Estimating the
  423. *> Separation between Regular Matrix Pairs, Report UMINF - 93.23,
  424. *> Department of Computing Science, Umea University, S-901 87 Umea,
  425. *> Sweden, December 1993, Revised April 1994, Also as LAPACK working
  426. *> Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
  427. *> 1996.
  428. *>
  429. * =====================================================================
  430. SUBROUTINE CTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
  431. $ ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF,
  432. $ WORK, LWORK, IWORK, LIWORK, INFO )
  433. *
  434. * -- LAPACK computational routine --
  435. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  436. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  437. *
  438. * .. Scalar Arguments ..
  439. LOGICAL WANTQ, WANTZ
  440. INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
  441. $ M, N
  442. REAL PL, PR
  443. * ..
  444. * .. Array Arguments ..
  445. LOGICAL SELECT( * )
  446. INTEGER IWORK( * )
  447. REAL DIF( * )
  448. COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
  449. $ BETA( * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )
  450. * ..
  451. *
  452. * =====================================================================
  453. *
  454. * .. Parameters ..
  455. INTEGER IDIFJB
  456. PARAMETER ( IDIFJB = 3 )
  457. REAL ZERO, ONE
  458. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  459. * ..
  460. * .. Local Scalars ..
  461. LOGICAL LQUERY, SWAP, WANTD, WANTD1, WANTD2, WANTP
  462. INTEGER I, IERR, IJB, K, KASE, KS, LIWMIN, LWMIN, MN2,
  463. $ N1, N2
  464. REAL DSCALE, DSUM, RDSCAL, SAFMIN
  465. COMPLEX TEMP1, TEMP2
  466. * ..
  467. * .. Local Arrays ..
  468. INTEGER ISAVE( 3 )
  469. * ..
  470. * .. External Subroutines ..
  471. REAL SLAMCH
  472. EXTERNAL CLACN2, CLACPY, CLASSQ, CSCAL, CTGEXC, CTGSYL,
  473. $ SLAMCH, XERBLA
  474. * ..
  475. * .. Intrinsic Functions ..
  476. INTRINSIC ABS, CMPLX, CONJG, MAX, SQRT
  477. * ..
  478. * .. Executable Statements ..
  479. *
  480. * Decode and test the input parameters
  481. *
  482. INFO = 0
  483. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  484. *
  485. IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN
  486. INFO = -1
  487. ELSE IF( N.LT.0 ) THEN
  488. INFO = -5
  489. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  490. INFO = -7
  491. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  492. INFO = -9
  493. ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
  494. INFO = -13
  495. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  496. INFO = -15
  497. END IF
  498. *
  499. IF( INFO.NE.0 ) THEN
  500. CALL XERBLA( 'CTGSEN', -INFO )
  501. RETURN
  502. END IF
  503. *
  504. IERR = 0
  505. *
  506. WANTP = IJOB.EQ.1 .OR. IJOB.GE.4
  507. WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4
  508. WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5
  509. WANTD = WANTD1 .OR. WANTD2
  510. *
  511. * Set M to the dimension of the specified pair of deflating
  512. * subspaces.
  513. *
  514. M = 0
  515. IF( .NOT.LQUERY .OR. IJOB.NE.0 ) THEN
  516. DO 10 K = 1, N
  517. ALPHA( K ) = A( K, K )
  518. BETA( K ) = B( K, K )
  519. IF( K.LT.N ) THEN
  520. IF( SELECT( K ) )
  521. $ M = M + 1
  522. ELSE
  523. IF( SELECT( N ) )
  524. $ M = M + 1
  525. END IF
  526. 10 CONTINUE
  527. END IF
  528. *
  529. IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
  530. LWMIN = MAX( 1, 2*M*(N-M) )
  531. LIWMIN = MAX( 1, N+2 )
  532. ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN
  533. LWMIN = MAX( 1, 4*M*(N-M) )
  534. LIWMIN = MAX( 1, 2*M*(N-M), N+2 )
  535. ELSE
  536. LWMIN = 1
  537. LIWMIN = 1
  538. END IF
  539. *
  540. WORK( 1 ) = LWMIN
  541. IWORK( 1 ) = LIWMIN
  542. *
  543. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  544. INFO = -21
  545. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  546. INFO = -23
  547. END IF
  548. *
  549. IF( INFO.NE.0 ) THEN
  550. CALL XERBLA( 'CTGSEN', -INFO )
  551. RETURN
  552. ELSE IF( LQUERY ) THEN
  553. RETURN
  554. END IF
  555. *
  556. * Quick return if possible.
  557. *
  558. IF( M.EQ.N .OR. M.EQ.0 ) THEN
  559. IF( WANTP ) THEN
  560. PL = ONE
  561. PR = ONE
  562. END IF
  563. IF( WANTD ) THEN
  564. DSCALE = ZERO
  565. DSUM = ONE
  566. DO 20 I = 1, N
  567. CALL CLASSQ( N, A( 1, I ), 1, DSCALE, DSUM )
  568. CALL CLASSQ( N, B( 1, I ), 1, DSCALE, DSUM )
  569. 20 CONTINUE
  570. DIF( 1 ) = DSCALE*SQRT( DSUM )
  571. DIF( 2 ) = DIF( 1 )
  572. END IF
  573. GO TO 70
  574. END IF
  575. *
  576. * Get machine constant
  577. *
  578. SAFMIN = SLAMCH( 'S' )
  579. *
  580. * Collect the selected blocks at the top-left corner of (A, B).
  581. *
  582. KS = 0
  583. DO 30 K = 1, N
  584. SWAP = SELECT( K )
  585. IF( SWAP ) THEN
  586. KS = KS + 1
  587. *
  588. * Swap the K-th block to position KS. Compute unitary Q
  589. * and Z that will swap adjacent diagonal blocks in (A, B).
  590. *
  591. IF( K.NE.KS )
  592. $ CALL CTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  593. $ LDZ, K, KS, IERR )
  594. *
  595. IF( IERR.GT.0 ) THEN
  596. *
  597. * Swap is rejected: exit.
  598. *
  599. INFO = 1
  600. IF( WANTP ) THEN
  601. PL = ZERO
  602. PR = ZERO
  603. END IF
  604. IF( WANTD ) THEN
  605. DIF( 1 ) = ZERO
  606. DIF( 2 ) = ZERO
  607. END IF
  608. GO TO 70
  609. END IF
  610. END IF
  611. 30 CONTINUE
  612. IF( WANTP ) THEN
  613. *
  614. * Solve generalized Sylvester equation for R and L:
  615. * A11 * R - L * A22 = A12
  616. * B11 * R - L * B22 = B12
  617. *
  618. N1 = M
  619. N2 = N - M
  620. I = N1 + 1
  621. CALL CLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 )
  622. CALL CLACPY( 'Full', N1, N2, B( 1, I ), LDB, WORK( N1*N2+1 ),
  623. $ N1 )
  624. IJB = 0
  625. CALL CTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
  626. $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ), N1,
  627. $ DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
  628. $ LWORK-2*N1*N2, IWORK, IERR )
  629. *
  630. * Estimate the reciprocal of norms of "projections" onto
  631. * left and right eigenspaces
  632. *
  633. RDSCAL = ZERO
  634. DSUM = ONE
  635. CALL CLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM )
  636. PL = RDSCAL*SQRT( DSUM )
  637. IF( PL.EQ.ZERO ) THEN
  638. PL = ONE
  639. ELSE
  640. PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) )
  641. END IF
  642. RDSCAL = ZERO
  643. DSUM = ONE
  644. CALL CLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM )
  645. PR = RDSCAL*SQRT( DSUM )
  646. IF( PR.EQ.ZERO ) THEN
  647. PR = ONE
  648. ELSE
  649. PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) )
  650. END IF
  651. END IF
  652. IF( WANTD ) THEN
  653. *
  654. * Compute estimates Difu and Difl.
  655. *
  656. IF( WANTD1 ) THEN
  657. N1 = M
  658. N2 = N - M
  659. I = N1 + 1
  660. IJB = IDIFJB
  661. *
  662. * Frobenius norm-based Difu estimate.
  663. *
  664. CALL CTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
  665. $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ),
  666. $ N1, DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
  667. $ LWORK-2*N1*N2, IWORK, IERR )
  668. *
  669. * Frobenius norm-based Difl estimate.
  670. *
  671. CALL CTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA, WORK,
  672. $ N2, B( I, I ), LDB, B, LDB, WORK( N1*N2+1 ),
  673. $ N2, DSCALE, DIF( 2 ), WORK( N1*N2*2+1 ),
  674. $ LWORK-2*N1*N2, IWORK, IERR )
  675. ELSE
  676. *
  677. * Compute 1-norm-based estimates of Difu and Difl using
  678. * reversed communication with CLACN2. In each step a
  679. * generalized Sylvester equation or a transposed variant
  680. * is solved.
  681. *
  682. KASE = 0
  683. N1 = M
  684. N2 = N - M
  685. I = N1 + 1
  686. IJB = 0
  687. MN2 = 2*N1*N2
  688. *
  689. * 1-norm-based estimate of Difu.
  690. *
  691. 40 CONTINUE
  692. CALL CLACN2( MN2, WORK( MN2+1 ), WORK, DIF( 1 ), KASE,
  693. $ ISAVE )
  694. IF( KASE.NE.0 ) THEN
  695. IF( KASE.EQ.1 ) THEN
  696. *
  697. * Solve generalized Sylvester equation
  698. *
  699. CALL CTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA,
  700. $ WORK, N1, B, LDB, B( I, I ), LDB,
  701. $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
  702. $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  703. $ IERR )
  704. ELSE
  705. *
  706. * Solve the transposed variant.
  707. *
  708. CALL CTGSYL( 'C', IJB, N1, N2, A, LDA, A( I, I ), LDA,
  709. $ WORK, N1, B, LDB, B( I, I ), LDB,
  710. $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
  711. $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  712. $ IERR )
  713. END IF
  714. GO TO 40
  715. END IF
  716. DIF( 1 ) = DSCALE / DIF( 1 )
  717. *
  718. * 1-norm-based estimate of Difl.
  719. *
  720. 50 CONTINUE
  721. CALL CLACN2( MN2, WORK( MN2+1 ), WORK, DIF( 2 ), KASE,
  722. $ ISAVE )
  723. IF( KASE.NE.0 ) THEN
  724. IF( KASE.EQ.1 ) THEN
  725. *
  726. * Solve generalized Sylvester equation
  727. *
  728. CALL CTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA,
  729. $ WORK, N2, B( I, I ), LDB, B, LDB,
  730. $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
  731. $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  732. $ IERR )
  733. ELSE
  734. *
  735. * Solve the transposed variant.
  736. *
  737. CALL CTGSYL( 'C', IJB, N2, N1, A( I, I ), LDA, A, LDA,
  738. $ WORK, N2, B, LDB, B( I, I ), LDB,
  739. $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
  740. $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
  741. $ IERR )
  742. END IF
  743. GO TO 50
  744. END IF
  745. DIF( 2 ) = DSCALE / DIF( 2 )
  746. END IF
  747. END IF
  748. *
  749. * If B(K,K) is complex, make it real and positive (normalization
  750. * of the generalized Schur form) and Store the generalized
  751. * eigenvalues of reordered pair (A, B)
  752. *
  753. DO 60 K = 1, N
  754. DSCALE = ABS( B( K, K ) )
  755. IF( DSCALE.GT.SAFMIN ) THEN
  756. TEMP1 = CONJG( B( K, K ) / DSCALE )
  757. TEMP2 = B( K, K ) / DSCALE
  758. B( K, K ) = DSCALE
  759. CALL CSCAL( N-K, TEMP1, B( K, K+1 ), LDB )
  760. CALL CSCAL( N-K+1, TEMP1, A( K, K ), LDA )
  761. IF( WANTQ )
  762. $ CALL CSCAL( N, TEMP2, Q( 1, K ), 1 )
  763. ELSE
  764. B( K, K ) = CMPLX( ZERO, ZERO )
  765. END IF
  766. *
  767. ALPHA( K ) = A( K, K )
  768. BETA( K ) = B( K, K )
  769. *
  770. 60 CONTINUE
  771. *
  772. 70 CONTINUE
  773. *
  774. WORK( 1 ) = LWMIN
  775. IWORK( 1 ) = LIWMIN
  776. *
  777. RETURN
  778. *
  779. * End of CTGSEN
  780. *
  781. END