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.

stgex2.f 25 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712
  1. *> \brief \b STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download STGEX2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stgex2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stgex2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stgex2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  22. * LDZ, J1, N1, N2, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * LOGICAL WANTQ, WANTZ
  26. * INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
  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. *> STGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
  40. *> of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
  41. *> (A, B) by an orthogonal equivalence transformation.
  42. *>
  43. *> (A, B) must be in generalized real Schur canonical form (as returned
  44. *> by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
  45. *> diagonal blocks. B is upper triangular.
  46. *>
  47. *> Optionally, the matrices Q and Z of generalized Schur vectors are
  48. *> updated.
  49. *>
  50. *> Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
  51. *> Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
  52. *>
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] WANTQ
  59. *> \verbatim
  60. *> WANTQ is LOGICAL
  61. *> .TRUE. : update the left transformation matrix Q;
  62. *> .FALSE.: do not update Q.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] WANTZ
  66. *> \verbatim
  67. *> WANTZ is LOGICAL
  68. *> .TRUE. : update the right transformation matrix Z;
  69. *> .FALSE.: do not update Z.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N
  73. *> \verbatim
  74. *> N is INTEGER
  75. *> The order of the matrices A and B. N >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] A
  79. *> \verbatim
  80. *> A is REAL array, dimension (LDA,N)
  81. *> On entry, the matrix A in the pair (A, B).
  82. *> On exit, the updated matrix A.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDA
  86. *> \verbatim
  87. *> LDA is INTEGER
  88. *> The leading dimension of the array A. LDA >= max(1,N).
  89. *> \endverbatim
  90. *>
  91. *> \param[in,out] B
  92. *> \verbatim
  93. *> B is REAL array, dimension (LDB,N)
  94. *> On entry, the matrix B in the pair (A, B).
  95. *> On exit, the updated matrix B.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDB
  99. *> \verbatim
  100. *> LDB is INTEGER
  101. *> The leading dimension of the array B. LDB >= max(1,N).
  102. *> \endverbatim
  103. *>
  104. *> \param[in,out] Q
  105. *> \verbatim
  106. *> Q is REAL array, dimension (LDQ,N)
  107. *> On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
  108. *> On exit, the updated matrix Q.
  109. *> Not referenced if WANTQ = .FALSE..
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDQ
  113. *> \verbatim
  114. *> LDQ is INTEGER
  115. *> The leading dimension of the array Q. LDQ >= 1.
  116. *> If WANTQ = .TRUE., LDQ >= N.
  117. *> \endverbatim
  118. *>
  119. *> \param[in,out] Z
  120. *> \verbatim
  121. *> Z is REAL array, dimension (LDZ,N)
  122. *> On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
  123. *> On exit, the updated matrix Z.
  124. *> Not referenced if WANTZ = .FALSE..
  125. *> \endverbatim
  126. *>
  127. *> \param[in] LDZ
  128. *> \verbatim
  129. *> LDZ is INTEGER
  130. *> The leading dimension of the array Z. LDZ >= 1.
  131. *> If WANTZ = .TRUE., LDZ >= N.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] J1
  135. *> \verbatim
  136. *> J1 is INTEGER
  137. *> The index to the first block (A11, B11). 1 <= J1 <= N.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] N1
  141. *> \verbatim
  142. *> N1 is INTEGER
  143. *> The order of the first block (A11, B11). N1 = 0, 1 or 2.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] N2
  147. *> \verbatim
  148. *> N2 is INTEGER
  149. *> The order of the second block (A22, B22). N2 = 0, 1 or 2.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] WORK
  153. *> \verbatim
  154. *> WORK is REAL array, dimension (MAX(1,LWORK)).
  155. *> \endverbatim
  156. *>
  157. *> \param[in] LWORK
  158. *> \verbatim
  159. *> LWORK is INTEGER
  160. *> The dimension of the array WORK.
  161. *> LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 )
  162. *> \endverbatim
  163. *>
  164. *> \param[out] INFO
  165. *> \verbatim
  166. *> INFO is INTEGER
  167. *> =0: Successful exit
  168. *> >0: If INFO = 1, the transformed matrix (A, B) would be
  169. *> too far from generalized Schur form; the blocks are
  170. *> not swapped and (A, B) and (Q, Z) are unchanged.
  171. *> The problem of swapping is too ill-conditioned.
  172. *> <0: If INFO = -16: LWORK is too small. Appropriate value
  173. *> for LWORK is returned in WORK(1).
  174. *> \endverbatim
  175. *
  176. * Authors:
  177. * ========
  178. *
  179. *> \author Univ. of Tennessee
  180. *> \author Univ. of California Berkeley
  181. *> \author Univ. of Colorado Denver
  182. *> \author NAG Ltd.
  183. *
  184. *> \ingroup realGEauxiliary
  185. *
  186. *> \par Further Details:
  187. * =====================
  188. *>
  189. *> In the current code both weak and strong stability tests are
  190. *> performed. The user can omit the strong stability test by changing
  191. *> the internal logical parameter WANDS to .FALSE.. See ref. [2] for
  192. *> details.
  193. *
  194. *> \par Contributors:
  195. * ==================
  196. *>
  197. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  198. *> Umea University, S-901 87 Umea, Sweden.
  199. *
  200. *> \par References:
  201. * ================
  202. *>
  203. *> \verbatim
  204. *>
  205. *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
  206. *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
  207. *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
  208. *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
  209. *>
  210. *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
  211. *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
  212. *> Estimation: Theory, Algorithms and Software,
  213. *> Report UMINF - 94.04, Department of Computing Science, Umea
  214. *> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
  215. *> Note 87. To appear in Numerical Algorithms, 1996.
  216. *> \endverbatim
  217. *>
  218. * =====================================================================
  219. SUBROUTINE STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
  220. $ LDZ, J1, N1, N2, WORK, LWORK, INFO )
  221. *
  222. * -- LAPACK auxiliary routine --
  223. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  224. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  225. *
  226. * .. Scalar Arguments ..
  227. LOGICAL WANTQ, WANTZ
  228. INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
  229. * ..
  230. * .. Array Arguments ..
  231. REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  232. $ WORK( * ), Z( LDZ, * )
  233. * ..
  234. *
  235. * =====================================================================
  236. * Replaced various illegal calls to SCOPY by calls to SLASET, or by DO
  237. * loops. Sven Hammarling, 1/5/02.
  238. *
  239. * .. Parameters ..
  240. REAL ZERO, ONE
  241. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  242. REAL TWENTY
  243. PARAMETER ( TWENTY = 2.0E+01 )
  244. INTEGER LDST
  245. PARAMETER ( LDST = 4 )
  246. LOGICAL WANDS
  247. PARAMETER ( WANDS = .TRUE. )
  248. * ..
  249. * .. Local Scalars ..
  250. LOGICAL STRONG, WEAK
  251. INTEGER I, IDUM, LINFO, M
  252. REAL BQRA21, BRQA21, DDUM, DNORMA, DNORMB,
  253. $ DSCALE,
  254. $ DSUM, EPS, F, G, SA, SB, SCALE, SMLNUM,
  255. $ THRESHA, THRESHB
  256. * ..
  257. * .. Local Arrays ..
  258. INTEGER IWORK( LDST )
  259. REAL AI( 2 ), AR( 2 ), BE( 2 ), IR( LDST, LDST ),
  260. $ IRCOP( LDST, LDST ), LI( LDST, LDST ),
  261. $ LICOP( LDST, LDST ), S( LDST, LDST ),
  262. $ SCPY( LDST, LDST ), T( LDST, LDST ),
  263. $ TAUL( LDST ), TAUR( LDST ), TCPY( LDST, LDST )
  264. * ..
  265. * .. External Functions ..
  266. REAL SLAMCH
  267. EXTERNAL SLAMCH
  268. * ..
  269. * .. External Subroutines ..
  270. EXTERNAL SGEMM, SGEQR2, SGERQ2, SLACPY, SLAGV2, SLARTG,
  271. $ SLASET, SLASSQ, SORG2R, SORGR2, SORM2R, SORMR2,
  272. $ SROT, SSCAL, STGSY2
  273. * ..
  274. * .. Intrinsic Functions ..
  275. INTRINSIC ABS, MAX, SQRT
  276. * ..
  277. * .. Executable Statements ..
  278. *
  279. INFO = 0
  280. *
  281. * Quick return if possible
  282. *
  283. IF( N.LE.1 .OR. N1.LE.0 .OR. N2.LE.0 )
  284. $ RETURN
  285. IF( N1.GT.N .OR. ( J1+N1 ).GT.N )
  286. $ RETURN
  287. M = N1 + N2
  288. IF( LWORK.LT.MAX( N*M, M*M*2 ) ) THEN
  289. INFO = -16
  290. WORK( 1 ) = MAX( N*M, M*M*2 )
  291. RETURN
  292. END IF
  293. *
  294. WEAK = .FALSE.
  295. STRONG = .FALSE.
  296. *
  297. * Make a local copy of selected block
  298. *
  299. CALL SLASET( 'Full', LDST, LDST, ZERO, ZERO, LI, LDST )
  300. CALL SLASET( 'Full', LDST, LDST, ZERO, ZERO, IR, LDST )
  301. CALL SLACPY( 'Full', M, M, A( J1, J1 ), LDA, S, LDST )
  302. CALL SLACPY( 'Full', M, M, B( J1, J1 ), LDB, T, LDST )
  303. *
  304. * Compute threshold for testing acceptance of swapping.
  305. *
  306. EPS = SLAMCH( 'P' )
  307. SMLNUM = SLAMCH( 'S' ) / EPS
  308. DSCALE = ZERO
  309. DSUM = ONE
  310. CALL SLACPY( 'Full', M, M, S, LDST, WORK, M )
  311. CALL SLASSQ( M*M, WORK, 1, DSCALE, DSUM )
  312. DNORMA = DSCALE*SQRT( DSUM )
  313. DSCALE = ZERO
  314. DSUM = ONE
  315. CALL SLACPY( 'Full', M, M, T, LDST, WORK, M )
  316. CALL SLASSQ( M*M, WORK, 1, DSCALE, DSUM )
  317. DNORMB = DSCALE*SQRT( DSUM )
  318. *
  319. * THRES has been changed from
  320. * THRESH = MAX( TEN*EPS*SA, SMLNUM )
  321. * to
  322. * THRESH = MAX( TWENTY*EPS*SA, SMLNUM )
  323. * on 04/01/10.
  324. * "Bug" reported by Ondra Kamenik, confirmed by Julie Langou, fixed by
  325. * Jim Demmel and Guillaume Revy. See forum post 1783.
  326. *
  327. THRESHA = MAX( TWENTY*EPS*DNORMA, SMLNUM )
  328. THRESHB = MAX( TWENTY*EPS*DNORMB, SMLNUM )
  329. *
  330. IF( M.EQ.2 ) THEN
  331. *
  332. * CASE 1: Swap 1-by-1 and 1-by-1 blocks.
  333. *
  334. * Compute orthogonal QL and RQ that swap 1-by-1 and 1-by-1 blocks
  335. * using Givens rotations and perform the swap tentatively.
  336. *
  337. F = S( 2, 2 )*T( 1, 1 ) - T( 2, 2 )*S( 1, 1 )
  338. G = S( 2, 2 )*T( 1, 2 ) - T( 2, 2 )*S( 1, 2 )
  339. SA = ABS( S( 2, 2 ) ) * ABS( T( 1, 1 ) )
  340. SB = ABS( S( 1, 1 ) ) * ABS( T( 2, 2 ) )
  341. CALL SLARTG( F, G, IR( 1, 2 ), IR( 1, 1 ), DDUM )
  342. IR( 2, 1 ) = -IR( 1, 2 )
  343. IR( 2, 2 ) = IR( 1, 1 )
  344. CALL SROT( 2, S( 1, 1 ), 1, S( 1, 2 ), 1, IR( 1, 1 ),
  345. $ IR( 2, 1 ) )
  346. CALL SROT( 2, T( 1, 1 ), 1, T( 1, 2 ), 1, IR( 1, 1 ),
  347. $ IR( 2, 1 ) )
  348. IF( SA.GE.SB ) THEN
  349. CALL SLARTG( S( 1, 1 ), S( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
  350. $ DDUM )
  351. ELSE
  352. CALL SLARTG( T( 1, 1 ), T( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
  353. $ DDUM )
  354. END IF
  355. CALL SROT( 2, S( 1, 1 ), LDST, S( 2, 1 ), LDST, LI( 1, 1 ),
  356. $ LI( 2, 1 ) )
  357. CALL SROT( 2, T( 1, 1 ), LDST, T( 2, 1 ), LDST, LI( 1, 1 ),
  358. $ LI( 2, 1 ) )
  359. LI( 2, 2 ) = LI( 1, 1 )
  360. LI( 1, 2 ) = -LI( 2, 1 )
  361. *
  362. * Weak stability test: |S21| <= O(EPS F-norm((A)))
  363. * and |T21| <= O(EPS F-norm((B)))
  364. *
  365. WEAK = ABS( S( 2, 1 ) ) .LE. THRESHA .AND.
  366. $ ABS( T( 2, 1 ) ) .LE. THRESHB
  367. IF( .NOT.WEAK )
  368. $ GO TO 70
  369. *
  370. IF( WANDS ) THEN
  371. *
  372. * Strong stability test:
  373. * F-norm((A-QL**H*S*QR)) <= O(EPS*F-norm((A)))
  374. * and
  375. * F-norm((B-QL**H*T*QR)) <= O(EPS*F-norm((B)))
  376. *
  377. CALL SLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
  378. $ M )
  379. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
  380. $ WORK, M )
  381. CALL SGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  382. $ WORK( M*M+1 ), M )
  383. DSCALE = ZERO
  384. DSUM = ONE
  385. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  386. SA = DSCALE*SQRT( DSUM )
  387. *
  388. CALL SLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
  389. $ M )
  390. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
  391. $ WORK, M )
  392. CALL SGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  393. $ WORK( M*M+1 ), M )
  394. DSCALE = ZERO
  395. DSUM = ONE
  396. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  397. SB = DSCALE*SQRT( DSUM )
  398. STRONG = SA.LE.THRESHA .AND. SB.LE.THRESHB
  399. IF( .NOT.STRONG )
  400. $ GO TO 70
  401. END IF
  402. *
  403. * Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
  404. * (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
  405. *
  406. CALL SROT( J1+1, A( 1, J1 ), 1, A( 1, J1+1 ), 1, IR( 1, 1 ),
  407. $ IR( 2, 1 ) )
  408. CALL SROT( J1+1, B( 1, J1 ), 1, B( 1, J1+1 ), 1, IR( 1, 1 ),
  409. $ IR( 2, 1 ) )
  410. CALL SROT( N-J1+1, A( J1, J1 ), LDA, A( J1+1, J1 ), LDA,
  411. $ LI( 1, 1 ), LI( 2, 1 ) )
  412. CALL SROT( N-J1+1, B( J1, J1 ), LDB, B( J1+1, J1 ), LDB,
  413. $ LI( 1, 1 ), LI( 2, 1 ) )
  414. *
  415. * Set N1-by-N2 (2,1) - blocks to ZERO.
  416. *
  417. A( J1+1, J1 ) = ZERO
  418. B( J1+1, J1 ) = ZERO
  419. *
  420. * Accumulate transformations into Q and Z if requested.
  421. *
  422. IF( WANTZ )
  423. $ CALL SROT( N, Z( 1, J1 ), 1, Z( 1, J1+1 ), 1, IR( 1, 1 ),
  424. $ IR( 2, 1 ) )
  425. IF( WANTQ )
  426. $ CALL SROT( N, Q( 1, J1 ), 1, Q( 1, J1+1 ), 1, LI( 1, 1 ),
  427. $ LI( 2, 1 ) )
  428. *
  429. * Exit with INFO = 0 if swap was successfully performed.
  430. *
  431. RETURN
  432. *
  433. ELSE
  434. *
  435. * CASE 2: Swap 1-by-1 and 2-by-2 blocks, or 2-by-2
  436. * and 2-by-2 blocks.
  437. *
  438. * Solve the generalized Sylvester equation
  439. * S11 * R - L * S22 = SCALE * S12
  440. * T11 * R - L * T22 = SCALE * T12
  441. * for R and L. Solutions in LI and IR.
  442. *
  443. CALL SLACPY( 'Full', N1, N2, T( 1, N1+1 ), LDST, LI, LDST )
  444. CALL SLACPY( 'Full', N1, N2, S( 1, N1+1 ), LDST,
  445. $ IR( N2+1, N1+1 ), LDST )
  446. CALL STGSY2( 'N', 0, N1, N2, S, LDST, S( N1+1, N1+1 ), LDST,
  447. $ IR( N2+1, N1+1 ), LDST, T, LDST, T( N1+1, N1+1 ),
  448. $ LDST, LI, LDST, SCALE, DSUM, DSCALE, IWORK, IDUM,
  449. $ LINFO )
  450. IF( LINFO.NE.0 )
  451. $ GO TO 70
  452. *
  453. * Compute orthogonal matrix QL:
  454. *
  455. * QL**T * LI = [ TL ]
  456. * [ 0 ]
  457. * where
  458. * LI = [ -L ]
  459. * [ SCALE * identity(N2) ]
  460. *
  461. DO 10 I = 1, N2
  462. CALL SSCAL( N1, -ONE, LI( 1, I ), 1 )
  463. LI( N1+I, I ) = SCALE
  464. 10 CONTINUE
  465. CALL SGEQR2( M, N2, LI, LDST, TAUL, WORK, LINFO )
  466. IF( LINFO.NE.0 )
  467. $ GO TO 70
  468. CALL SORG2R( M, M, N2, LI, LDST, TAUL, WORK, LINFO )
  469. IF( LINFO.NE.0 )
  470. $ GO TO 70
  471. *
  472. * Compute orthogonal matrix RQ:
  473. *
  474. * IR * RQ**T = [ 0 TR],
  475. *
  476. * where IR = [ SCALE * identity(N1), R ]
  477. *
  478. DO 20 I = 1, N1
  479. IR( N2+I, I ) = SCALE
  480. 20 CONTINUE
  481. CALL SGERQ2( N1, M, IR( N2+1, 1 ), LDST, TAUR, WORK, LINFO )
  482. IF( LINFO.NE.0 )
  483. $ GO TO 70
  484. CALL SORGR2( M, M, N1, IR, LDST, TAUR, WORK, LINFO )
  485. IF( LINFO.NE.0 )
  486. $ GO TO 70
  487. *
  488. * Perform the swapping tentatively:
  489. *
  490. CALL SGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
  491. $ WORK, M )
  492. CALL SGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, S,
  493. $ LDST )
  494. CALL SGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
  495. $ WORK, M )
  496. CALL SGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, T,
  497. $ LDST )
  498. CALL SLACPY( 'F', M, M, S, LDST, SCPY, LDST )
  499. CALL SLACPY( 'F', M, M, T, LDST, TCPY, LDST )
  500. CALL SLACPY( 'F', M, M, IR, LDST, IRCOP, LDST )
  501. CALL SLACPY( 'F', M, M, LI, LDST, LICOP, LDST )
  502. *
  503. * Triangularize the B-part by an RQ factorization.
  504. * Apply transformation (from left) to A-part, giving S.
  505. *
  506. CALL SGERQ2( M, M, T, LDST, TAUR, WORK, LINFO )
  507. IF( LINFO.NE.0 )
  508. $ GO TO 70
  509. CALL SORMR2( 'R', 'T', M, M, M, T, LDST, TAUR, S, LDST, WORK,
  510. $ LINFO )
  511. IF( LINFO.NE.0 )
  512. $ GO TO 70
  513. CALL SORMR2( 'L', 'N', M, M, M, T, LDST, TAUR, IR, LDST, WORK,
  514. $ LINFO )
  515. IF( LINFO.NE.0 )
  516. $ GO TO 70
  517. *
  518. * Compute F-norm(S21) in BRQA21. (T21 is 0.)
  519. *
  520. DSCALE = ZERO
  521. DSUM = ONE
  522. DO 30 I = 1, N2
  523. CALL SLASSQ( N1, S( N2+1, I ), 1, DSCALE, DSUM )
  524. 30 CONTINUE
  525. BRQA21 = DSCALE*SQRT( DSUM )
  526. *
  527. * Triangularize the B-part by a QR factorization.
  528. * Apply transformation (from right) to A-part, giving S.
  529. *
  530. CALL SGEQR2( M, M, TCPY, LDST, TAUL, WORK, LINFO )
  531. IF( LINFO.NE.0 )
  532. $ GO TO 70
  533. CALL SORM2R( 'L', 'T', M, M, M, TCPY, LDST, TAUL, SCPY, LDST,
  534. $ WORK, INFO )
  535. CALL SORM2R( 'R', 'N', M, M, M, TCPY, LDST, TAUL, LICOP, LDST,
  536. $ WORK, INFO )
  537. IF( LINFO.NE.0 )
  538. $ GO TO 70
  539. *
  540. * Compute F-norm(S21) in BQRA21. (T21 is 0.)
  541. *
  542. DSCALE = ZERO
  543. DSUM = ONE
  544. DO 40 I = 1, N2
  545. CALL SLASSQ( N1, SCPY( N2+1, I ), 1, DSCALE, DSUM )
  546. 40 CONTINUE
  547. BQRA21 = DSCALE*SQRT( DSUM )
  548. *
  549. * Decide which method to use.
  550. * Weak stability test:
  551. * F-norm(S21) <= O(EPS * F-norm((S)))
  552. *
  553. IF( BQRA21.LE.BRQA21 .AND. BQRA21.LE.THRESHA ) THEN
  554. CALL SLACPY( 'F', M, M, SCPY, LDST, S, LDST )
  555. CALL SLACPY( 'F', M, M, TCPY, LDST, T, LDST )
  556. CALL SLACPY( 'F', M, M, IRCOP, LDST, IR, LDST )
  557. CALL SLACPY( 'F', M, M, LICOP, LDST, LI, LDST )
  558. ELSE IF( BRQA21.GE.THRESHA ) THEN
  559. GO TO 70
  560. END IF
  561. *
  562. * Set lower triangle of B-part to zero
  563. *
  564. CALL SLASET( 'Lower', M-1, M-1, ZERO, ZERO, T(2,1), LDST )
  565. *
  566. IF( WANDS ) THEN
  567. *
  568. * Strong stability test:
  569. * F-norm((A-QL**H*S*QR)) <= O(EPS*F-norm((A)))
  570. * and
  571. * F-norm((B-QL**H*T*QR)) <= O(EPS*F-norm((B)))
  572. *
  573. CALL SLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
  574. $ M )
  575. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
  576. $ WORK, M )
  577. CALL SGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  578. $ WORK( M*M+1 ), M )
  579. DSCALE = ZERO
  580. DSUM = ONE
  581. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  582. SA = DSCALE*SQRT( DSUM )
  583. *
  584. CALL SLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
  585. $ M )
  586. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
  587. $ WORK, M )
  588. CALL SGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
  589. $ WORK( M*M+1 ), M )
  590. DSCALE = ZERO
  591. DSUM = ONE
  592. CALL SLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
  593. SB = DSCALE*SQRT( DSUM )
  594. STRONG = SA.LE.THRESHA .AND. SB.LE.THRESHB
  595. IF( .NOT.STRONG )
  596. $ GO TO 70
  597. *
  598. END IF
  599. *
  600. * If the swap is accepted ("weakly" and "strongly"), apply the
  601. * transformations and set N1-by-N2 (2,1)-block to zero.
  602. *
  603. CALL SLASET( 'Full', N1, N2, ZERO, ZERO, S(N2+1,1), LDST )
  604. *
  605. * copy back M-by-M diagonal block starting at index J1 of (A, B)
  606. *
  607. CALL SLACPY( 'F', M, M, S, LDST, A( J1, J1 ), LDA )
  608. CALL SLACPY( 'F', M, M, T, LDST, B( J1, J1 ), LDB )
  609. CALL SLASET( 'Full', LDST, LDST, ZERO, ZERO, T, LDST )
  610. *
  611. * Standardize existing 2-by-2 blocks.
  612. *
  613. CALL SLASET( 'Full', M, M, ZERO, ZERO, WORK, M )
  614. WORK( 1 ) = ONE
  615. T( 1, 1 ) = ONE
  616. IDUM = LWORK - M*M - 2
  617. IF( N2.GT.1 ) THEN
  618. CALL SLAGV2( A( J1, J1 ), LDA, B( J1, J1 ), LDB, AR, AI, BE,
  619. $ WORK( 1 ), WORK( 2 ), T( 1, 1 ), T( 2, 1 ) )
  620. WORK( M+1 ) = -WORK( 2 )
  621. WORK( M+2 ) = WORK( 1 )
  622. T( N2, N2 ) = T( 1, 1 )
  623. T( 1, 2 ) = -T( 2, 1 )
  624. END IF
  625. WORK( M*M ) = ONE
  626. T( M, M ) = ONE
  627. *
  628. IF( N1.GT.1 ) THEN
  629. CALL SLAGV2( A( J1+N2, J1+N2 ), LDA, B( J1+N2, J1+N2 ), LDB,
  630. $ TAUR, TAUL, WORK( M*M+1 ), WORK( N2*M+N2+1 ),
  631. $ WORK( N2*M+N2+2 ), T( N2+1, N2+1 ),
  632. $ T( M, M-1 ) )
  633. WORK( M*M ) = WORK( N2*M+N2+1 )
  634. WORK( M*M-1 ) = -WORK( N2*M+N2+2 )
  635. T( M, M ) = T( N2+1, N2+1 )
  636. T( M-1, M ) = -T( M, M-1 )
  637. END IF
  638. CALL SGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, A( J1, J1+N2 ),
  639. $ LDA, ZERO, WORK( M*M+1 ), N2 )
  640. CALL SLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, A( J1, J1+N2 ),
  641. $ LDA )
  642. CALL SGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, B( J1, J1+N2 ),
  643. $ LDB, ZERO, WORK( M*M+1 ), N2 )
  644. CALL SLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, B( J1, J1+N2 ),
  645. $ LDB )
  646. CALL SGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, WORK, M, ZERO,
  647. $ WORK( M*M+1 ), M )
  648. CALL SLACPY( 'Full', M, M, WORK( M*M+1 ), M, LI, LDST )
  649. CALL SGEMM( 'N', 'N', N2, N1, N1, ONE, A( J1, J1+N2 ), LDA,
  650. $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
  651. CALL SLACPY( 'Full', N2, N1, WORK, N2, A( J1, J1+N2 ), LDA )
  652. CALL SGEMM( 'N', 'N', N2, N1, N1, ONE, B( J1, J1+N2 ), LDB,
  653. $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
  654. CALL SLACPY( 'Full', N2, N1, WORK, N2, B( J1, J1+N2 ), LDB )
  655. CALL SGEMM( 'T', 'N', M, M, M, ONE, IR, LDST, T, LDST, ZERO,
  656. $ WORK, M )
  657. CALL SLACPY( 'Full', M, M, WORK, M, IR, LDST )
  658. *
  659. * Accumulate transformations into Q and Z if requested.
  660. *
  661. IF( WANTQ ) THEN
  662. CALL SGEMM( 'N', 'N', N, M, M, ONE, Q( 1, J1 ), LDQ, LI,
  663. $ LDST, ZERO, WORK, N )
  664. CALL SLACPY( 'Full', N, M, WORK, N, Q( 1, J1 ), LDQ )
  665. *
  666. END IF
  667. *
  668. IF( WANTZ ) THEN
  669. CALL SGEMM( 'N', 'N', N, M, M, ONE, Z( 1, J1 ), LDZ, IR,
  670. $ LDST, ZERO, WORK, N )
  671. CALL SLACPY( 'Full', N, M, WORK, N, Z( 1, J1 ), LDZ )
  672. *
  673. END IF
  674. *
  675. * Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
  676. * (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
  677. *
  678. I = J1 + M
  679. IF( I.LE.N ) THEN
  680. CALL SGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
  681. $ A( J1, I ), LDA, ZERO, WORK, M )
  682. CALL SLACPY( 'Full', M, N-I+1, WORK, M, A( J1, I ), LDA )
  683. CALL SGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
  684. $ B( J1, I ), LDB, ZERO, WORK, M )
  685. CALL SLACPY( 'Full', M, N-I+1, WORK, M, B( J1, I ), LDB )
  686. END IF
  687. I = J1 - 1
  688. IF( I.GT.0 ) THEN
  689. CALL SGEMM( 'N', 'N', I, M, M, ONE, A( 1, J1 ), LDA, IR,
  690. $ LDST, ZERO, WORK, I )
  691. CALL SLACPY( 'Full', I, M, WORK, I, A( 1, J1 ), LDA )
  692. CALL SGEMM( 'N', 'N', I, M, M, ONE, B( 1, J1 ), LDB, IR,
  693. $ LDST, ZERO, WORK, I )
  694. CALL SLACPY( 'Full', I, M, WORK, I, B( 1, J1 ), LDB )
  695. END IF
  696. *
  697. * Exit with INFO = 0 if swap was successfully performed.
  698. *
  699. RETURN
  700. *
  701. END IF
  702. *
  703. * Exit with INFO = 1 if swap was rejected.
  704. *
  705. 70 CONTINUE
  706. *
  707. INFO = 1
  708. RETURN
  709. *
  710. * End of STGEX2
  711. *
  712. END