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dgeevx.f 24 kB

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  1. *> \brief <b> DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEEVX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeevx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeevx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeevx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI,
  22. * VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM,
  23. * RCONDE, RCONDV, WORK, LWORK, IWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER BALANC, JOBVL, JOBVR, SENSE
  27. * INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
  28. * DOUBLE PRECISION ABNRM
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER IWORK( * )
  32. * DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ),
  33. * $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ),
  34. * $ WI( * ), WORK( * ), WR( * )
  35. * ..
  36. *
  37. *
  38. *> \par Purpose:
  39. * =============
  40. *>
  41. *> \verbatim
  42. *>
  43. *> DGEEVX computes for an N-by-N real nonsymmetric matrix A, the
  44. *> eigenvalues and, optionally, the left and/or right eigenvectors.
  45. *>
  46. *> Optionally also, it computes a balancing transformation to improve
  47. *> the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
  48. *> SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues
  49. *> (RCONDE), and reciprocal condition numbers for the right
  50. *> eigenvectors (RCONDV).
  51. *>
  52. *> The right eigenvector v(j) of A satisfies
  53. *> A * v(j) = lambda(j) * v(j)
  54. *> where lambda(j) is its eigenvalue.
  55. *> The left eigenvector u(j) of A satisfies
  56. *> u(j)**H * A = lambda(j) * u(j)**H
  57. *> where u(j)**H denotes the conjugate-transpose of u(j).
  58. *>
  59. *> The computed eigenvectors are normalized to have Euclidean norm
  60. *> equal to 1 and largest component real.
  61. *>
  62. *> Balancing a matrix means permuting the rows and columns to make it
  63. *> more nearly upper triangular, and applying a diagonal similarity
  64. *> transformation D * A * D**(-1), where D is a diagonal matrix, to
  65. *> make its rows and columns closer in norm and the condition numbers
  66. *> of its eigenvalues and eigenvectors smaller. The computed
  67. *> reciprocal condition numbers correspond to the balanced matrix.
  68. *> Permuting rows and columns will not change the condition numbers
  69. *> (in exact arithmetic) but diagonal scaling will. For further
  70. *> explanation of balancing, see section 4.10.2 of the LAPACK
  71. *> Users' Guide.
  72. *> \endverbatim
  73. *
  74. * Arguments:
  75. * ==========
  76. *
  77. *> \param[in] BALANC
  78. *> \verbatim
  79. *> BALANC is CHARACTER*1
  80. *> Indicates how the input matrix should be diagonally scaled
  81. *> and/or permuted to improve the conditioning of its
  82. *> eigenvalues.
  83. *> = 'N': Do not diagonally scale or permute;
  84. *> = 'P': Perform permutations to make the matrix more nearly
  85. *> upper triangular. Do not diagonally scale;
  86. *> = 'S': Diagonally scale the matrix, i.e. replace A by
  87. *> D*A*D**(-1), where D is a diagonal matrix chosen
  88. *> to make the rows and columns of A more equal in
  89. *> norm. Do not permute;
  90. *> = 'B': Both diagonally scale and permute A.
  91. *>
  92. *> Computed reciprocal condition numbers will be for the matrix
  93. *> after balancing and/or permuting. Permuting does not change
  94. *> condition numbers (in exact arithmetic), but balancing does.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] JOBVL
  98. *> \verbatim
  99. *> JOBVL is CHARACTER*1
  100. *> = 'N': left eigenvectors of A are not computed;
  101. *> = 'V': left eigenvectors of A are computed.
  102. *> If SENSE = 'E' or 'B', JOBVL must = 'V'.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] JOBVR
  106. *> \verbatim
  107. *> JOBVR is CHARACTER*1
  108. *> = 'N': right eigenvectors of A are not computed;
  109. *> = 'V': right eigenvectors of A are computed.
  110. *> If SENSE = 'E' or 'B', JOBVR must = 'V'.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] SENSE
  114. *> \verbatim
  115. *> SENSE is CHARACTER*1
  116. *> Determines which reciprocal condition numbers are computed.
  117. *> = 'N': None are computed;
  118. *> = 'E': Computed for eigenvalues only;
  119. *> = 'V': Computed for right eigenvectors only;
  120. *> = 'B': Computed for eigenvalues and right eigenvectors.
  121. *>
  122. *> If SENSE = 'E' or 'B', both left and right eigenvectors
  123. *> must also be computed (JOBVL = 'V' and JOBVR = 'V').
  124. *> \endverbatim
  125. *>
  126. *> \param[in] N
  127. *> \verbatim
  128. *> N is INTEGER
  129. *> The order of the matrix A. N >= 0.
  130. *> \endverbatim
  131. *>
  132. *> \param[in,out] A
  133. *> \verbatim
  134. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  135. *> On entry, the N-by-N matrix A.
  136. *> On exit, A has been overwritten. If JOBVL = 'V' or
  137. *> JOBVR = 'V', A contains the real Schur form of the balanced
  138. *> version of the input matrix A.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] LDA
  142. *> \verbatim
  143. *> LDA is INTEGER
  144. *> The leading dimension of the array A. LDA >= max(1,N).
  145. *> \endverbatim
  146. *>
  147. *> \param[out] WR
  148. *> \verbatim
  149. *> WR is DOUBLE PRECISION array, dimension (N)
  150. *> \endverbatim
  151. *>
  152. *> \param[out] WI
  153. *> \verbatim
  154. *> WI is DOUBLE PRECISION array, dimension (N)
  155. *> WR and WI contain the real and imaginary parts,
  156. *> respectively, of the computed eigenvalues. Complex
  157. *> conjugate pairs of eigenvalues will appear consecutively
  158. *> with the eigenvalue having the positive imaginary part
  159. *> first.
  160. *> \endverbatim
  161. *>
  162. *> \param[out] VL
  163. *> \verbatim
  164. *> VL is DOUBLE PRECISION array, dimension (LDVL,N)
  165. *> If JOBVL = 'V', the left eigenvectors u(j) are stored one
  166. *> after another in the columns of VL, in the same order
  167. *> as their eigenvalues.
  168. *> If JOBVL = 'N', VL is not referenced.
  169. *> If the j-th eigenvalue is real, then u(j) = VL(:,j),
  170. *> the j-th column of VL.
  171. *> If the j-th and (j+1)-st eigenvalues form a complex
  172. *> conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and
  173. *> u(j+1) = VL(:,j) - i*VL(:,j+1).
  174. *> \endverbatim
  175. *>
  176. *> \param[in] LDVL
  177. *> \verbatim
  178. *> LDVL is INTEGER
  179. *> The leading dimension of the array VL. LDVL >= 1; if
  180. *> JOBVL = 'V', LDVL >= N.
  181. *> \endverbatim
  182. *>
  183. *> \param[out] VR
  184. *> \verbatim
  185. *> VR is DOUBLE PRECISION array, dimension (LDVR,N)
  186. *> If JOBVR = 'V', the right eigenvectors v(j) are stored one
  187. *> after another in the columns of VR, in the same order
  188. *> as their eigenvalues.
  189. *> If JOBVR = 'N', VR is not referenced.
  190. *> If the j-th eigenvalue is real, then v(j) = VR(:,j),
  191. *> the j-th column of VR.
  192. *> If the j-th and (j+1)-st eigenvalues form a complex
  193. *> conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and
  194. *> v(j+1) = VR(:,j) - i*VR(:,j+1).
  195. *> \endverbatim
  196. *>
  197. *> \param[in] LDVR
  198. *> \verbatim
  199. *> LDVR is INTEGER
  200. *> The leading dimension of the array VR. LDVR >= 1, and if
  201. *> JOBVR = 'V', LDVR >= N.
  202. *> \endverbatim
  203. *>
  204. *> \param[out] ILO
  205. *> \verbatim
  206. *> ILO is INTEGER
  207. *> \endverbatim
  208. *>
  209. *> \param[out] IHI
  210. *> \verbatim
  211. *> IHI is INTEGER
  212. *> ILO and IHI are integer values determined when A was
  213. *> balanced. The balanced A(i,j) = 0 if I > J and
  214. *> J = 1,...,ILO-1 or I = IHI+1,...,N.
  215. *> \endverbatim
  216. *>
  217. *> \param[out] SCALE
  218. *> \verbatim
  219. *> SCALE is DOUBLE PRECISION array, dimension (N)
  220. *> Details of the permutations and scaling factors applied
  221. *> when balancing A. If P(j) is the index of the row and column
  222. *> interchanged with row and column j, and D(j) is the scaling
  223. *> factor applied to row and column j, then
  224. *> SCALE(J) = P(J), for J = 1,...,ILO-1
  225. *> = D(J), for J = ILO,...,IHI
  226. *> = P(J) for J = IHI+1,...,N.
  227. *> The order in which the interchanges are made is N to IHI+1,
  228. *> then 1 to ILO-1.
  229. *> \endverbatim
  230. *>
  231. *> \param[out] ABNRM
  232. *> \verbatim
  233. *> ABNRM is DOUBLE PRECISION
  234. *> The one-norm of the balanced matrix (the maximum
  235. *> of the sum of absolute values of elements of any column).
  236. *> \endverbatim
  237. *>
  238. *> \param[out] RCONDE
  239. *> \verbatim
  240. *> RCONDE is DOUBLE PRECISION array, dimension (N)
  241. *> RCONDE(j) is the reciprocal condition number of the j-th
  242. *> eigenvalue.
  243. *> \endverbatim
  244. *>
  245. *> \param[out] RCONDV
  246. *> \verbatim
  247. *> RCONDV is DOUBLE PRECISION array, dimension (N)
  248. *> RCONDV(j) is the reciprocal condition number of the j-th
  249. *> right eigenvector.
  250. *> \endverbatim
  251. *>
  252. *> \param[out] WORK
  253. *> \verbatim
  254. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  255. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  256. *> \endverbatim
  257. *>
  258. *> \param[in] LWORK
  259. *> \verbatim
  260. *> LWORK is INTEGER
  261. *> The dimension of the array WORK. If SENSE = 'N' or 'E',
  262. *> LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V',
  263. *> LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6).
  264. *> For good performance, LWORK must generally be larger.
  265. *>
  266. *> If LWORK = -1, then a workspace query is assumed; the routine
  267. *> only calculates the optimal size of the WORK array, returns
  268. *> this value as the first entry of the WORK array, and no error
  269. *> message related to LWORK is issued by XERBLA.
  270. *> \endverbatim
  271. *>
  272. *> \param[out] IWORK
  273. *> \verbatim
  274. *> IWORK is INTEGER array, dimension (2*N-2)
  275. *> If SENSE = 'N' or 'E', not referenced.
  276. *> \endverbatim
  277. *>
  278. *> \param[out] INFO
  279. *> \verbatim
  280. *> INFO is INTEGER
  281. *> = 0: successful exit
  282. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  283. *> > 0: if INFO = i, the QR algorithm failed to compute all the
  284. *> eigenvalues, and no eigenvectors or condition numbers
  285. *> have been computed; elements 1:ILO-1 and i+1:N of WR
  286. *> and WI contain eigenvalues which have converged.
  287. *> \endverbatim
  288. *
  289. * Authors:
  290. * ========
  291. *
  292. *> \author Univ. of Tennessee
  293. *> \author Univ. of California Berkeley
  294. *> \author Univ. of Colorado Denver
  295. *> \author NAG Ltd.
  296. *
  297. *
  298. * @precisions fortran d -> s
  299. *
  300. *> \ingroup doubleGEeigen
  301. *
  302. * =====================================================================
  303. SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI,
  304. $ VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM,
  305. $ RCONDE, RCONDV, WORK, LWORK, IWORK, INFO )
  306. implicit none
  307. *
  308. * -- LAPACK driver routine --
  309. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  310. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  311. *
  312. * .. Scalar Arguments ..
  313. CHARACTER BALANC, JOBVL, JOBVR, SENSE
  314. INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
  315. DOUBLE PRECISION ABNRM
  316. * ..
  317. * .. Array Arguments ..
  318. INTEGER IWORK( * )
  319. DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ),
  320. $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ),
  321. $ WI( * ), WORK( * ), WR( * )
  322. * ..
  323. *
  324. * =====================================================================
  325. *
  326. * .. Parameters ..
  327. DOUBLE PRECISION ZERO, ONE
  328. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  329. * ..
  330. * .. Local Scalars ..
  331. LOGICAL LQUERY, SCALEA, WANTVL, WANTVR, WNTSNB, WNTSNE,
  332. $ WNTSNN, WNTSNV
  333. CHARACTER JOB, SIDE
  334. INTEGER HSWORK, I, ICOND, IERR, ITAU, IWRK, K,
  335. $ LWORK_TREVC, MAXWRK, MINWRK, NOUT
  336. DOUBLE PRECISION ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM,
  337. $ SN
  338. * ..
  339. * .. Local Arrays ..
  340. LOGICAL SELECT( 1 )
  341. DOUBLE PRECISION DUM( 1 )
  342. * ..
  343. * .. External Subroutines ..
  344. EXTERNAL DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLABAD, DLACPY,
  345. $ DLARTG, DLASCL, DORGHR, DROT, DSCAL, DTREVC3,
  346. $ DTRSNA, XERBLA
  347. * ..
  348. * .. External Functions ..
  349. LOGICAL LSAME
  350. INTEGER IDAMAX, ILAENV
  351. DOUBLE PRECISION DLAMCH, DLANGE, DLAPY2, DNRM2
  352. EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DLANGE, DLAPY2,
  353. $ DNRM2
  354. * ..
  355. * .. Intrinsic Functions ..
  356. INTRINSIC MAX, SQRT
  357. * ..
  358. * .. Executable Statements ..
  359. *
  360. * Test the input arguments
  361. *
  362. INFO = 0
  363. LQUERY = ( LWORK.EQ.-1 )
  364. WANTVL = LSAME( JOBVL, 'V' )
  365. WANTVR = LSAME( JOBVR, 'V' )
  366. WNTSNN = LSAME( SENSE, 'N' )
  367. WNTSNE = LSAME( SENSE, 'E' )
  368. WNTSNV = LSAME( SENSE, 'V' )
  369. WNTSNB = LSAME( SENSE, 'B' )
  370. IF( .NOT.( LSAME( BALANC, 'N' ) .OR. LSAME( BALANC, 'S' )
  371. $ .OR. LSAME( BALANC, 'P' ) .OR. LSAME( BALANC, 'B' ) ) )
  372. $ THEN
  373. INFO = -1
  374. ELSE IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN
  375. INFO = -2
  376. ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN
  377. INFO = -3
  378. ELSE IF( .NOT.( WNTSNN .OR. WNTSNE .OR. WNTSNB .OR. WNTSNV ) .OR.
  379. $ ( ( WNTSNE .OR. WNTSNB ) .AND. .NOT.( WANTVL .AND.
  380. $ WANTVR ) ) ) THEN
  381. INFO = -4
  382. ELSE IF( N.LT.0 ) THEN
  383. INFO = -5
  384. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  385. INFO = -7
  386. ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN
  387. INFO = -11
  388. ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN
  389. INFO = -13
  390. END IF
  391. *
  392. * Compute workspace
  393. * (Note: Comments in the code beginning "Workspace:" describe the
  394. * minimal amount of workspace needed at that point in the code,
  395. * as well as the preferred amount for good performance.
  396. * NB refers to the optimal block size for the immediately
  397. * following subroutine, as returned by ILAENV.
  398. * HSWORK refers to the workspace preferred by DHSEQR, as
  399. * calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
  400. * the worst case.)
  401. *
  402. IF( INFO.EQ.0 ) THEN
  403. IF( N.EQ.0 ) THEN
  404. MINWRK = 1
  405. MAXWRK = 1
  406. ELSE
  407. MAXWRK = N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
  408. *
  409. IF( WANTVL ) THEN
  410. CALL DTREVC3( 'L', 'B', SELECT, N, A, LDA,
  411. $ VL, LDVL, VR, LDVR,
  412. $ N, NOUT, WORK, -1, IERR )
  413. LWORK_TREVC = INT( WORK(1) )
  414. MAXWRK = MAX( MAXWRK, N + LWORK_TREVC )
  415. CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VL, LDVL,
  416. $ WORK, -1, INFO )
  417. ELSE IF( WANTVR ) THEN
  418. CALL DTREVC3( 'R', 'B', SELECT, N, A, LDA,
  419. $ VL, LDVL, VR, LDVR,
  420. $ N, NOUT, WORK, -1, IERR )
  421. LWORK_TREVC = INT( WORK(1) )
  422. MAXWRK = MAX( MAXWRK, N + LWORK_TREVC )
  423. CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VR, LDVR,
  424. $ WORK, -1, INFO )
  425. ELSE
  426. IF( WNTSNN ) THEN
  427. CALL DHSEQR( 'E', 'N', N, 1, N, A, LDA, WR, WI, VR,
  428. $ LDVR, WORK, -1, INFO )
  429. ELSE
  430. CALL DHSEQR( 'S', 'N', N, 1, N, A, LDA, WR, WI, VR,
  431. $ LDVR, WORK, -1, INFO )
  432. END IF
  433. END IF
  434. HSWORK = INT( WORK(1) )
  435. *
  436. IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN
  437. MINWRK = 2*N
  438. IF( .NOT.WNTSNN )
  439. $ MINWRK = MAX( MINWRK, N*N+6*N )
  440. MAXWRK = MAX( MAXWRK, HSWORK )
  441. IF( .NOT.WNTSNN )
  442. $ MAXWRK = MAX( MAXWRK, N*N + 6*N )
  443. ELSE
  444. MINWRK = 3*N
  445. IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
  446. $ MINWRK = MAX( MINWRK, N*N + 6*N )
  447. MAXWRK = MAX( MAXWRK, HSWORK )
  448. MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'DORGHR',
  449. $ ' ', N, 1, N, -1 ) )
  450. IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
  451. $ MAXWRK = MAX( MAXWRK, N*N + 6*N )
  452. MAXWRK = MAX( MAXWRK, 3*N )
  453. END IF
  454. MAXWRK = MAX( MAXWRK, MINWRK )
  455. END IF
  456. WORK( 1 ) = MAXWRK
  457. *
  458. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  459. INFO = -21
  460. END IF
  461. END IF
  462. *
  463. IF( INFO.NE.0 ) THEN
  464. CALL XERBLA( 'DGEEVX', -INFO )
  465. RETURN
  466. ELSE IF( LQUERY ) THEN
  467. RETURN
  468. END IF
  469. *
  470. * Quick return if possible
  471. *
  472. IF( N.EQ.0 )
  473. $ RETURN
  474. *
  475. * Get machine constants
  476. *
  477. EPS = DLAMCH( 'P' )
  478. SMLNUM = DLAMCH( 'S' )
  479. BIGNUM = ONE / SMLNUM
  480. CALL DLABAD( SMLNUM, BIGNUM )
  481. SMLNUM = SQRT( SMLNUM ) / EPS
  482. BIGNUM = ONE / SMLNUM
  483. *
  484. * Scale A if max element outside range [SMLNUM,BIGNUM]
  485. *
  486. ICOND = 0
  487. ANRM = DLANGE( 'M', N, N, A, LDA, DUM )
  488. SCALEA = .FALSE.
  489. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  490. SCALEA = .TRUE.
  491. CSCALE = SMLNUM
  492. ELSE IF( ANRM.GT.BIGNUM ) THEN
  493. SCALEA = .TRUE.
  494. CSCALE = BIGNUM
  495. END IF
  496. IF( SCALEA )
  497. $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
  498. *
  499. * Balance the matrix and compute ABNRM
  500. *
  501. CALL DGEBAL( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR )
  502. ABNRM = DLANGE( '1', N, N, A, LDA, DUM )
  503. IF( SCALEA ) THEN
  504. DUM( 1 ) = ABNRM
  505. CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR )
  506. ABNRM = DUM( 1 )
  507. END IF
  508. *
  509. * Reduce to upper Hessenberg form
  510. * (Workspace: need 2*N, prefer N+N*NB)
  511. *
  512. ITAU = 1
  513. IWRK = ITAU + N
  514. CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
  515. $ LWORK-IWRK+1, IERR )
  516. *
  517. IF( WANTVL ) THEN
  518. *
  519. * Want left eigenvectors
  520. * Copy Householder vectors to VL
  521. *
  522. SIDE = 'L'
  523. CALL DLACPY( 'L', N, N, A, LDA, VL, LDVL )
  524. *
  525. * Generate orthogonal matrix in VL
  526. * (Workspace: need 2*N-1, prefer N+(N-1)*NB)
  527. *
  528. CALL DORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ),
  529. $ LWORK-IWRK+1, IERR )
  530. *
  531. * Perform QR iteration, accumulating Schur vectors in VL
  532. * (Workspace: need 1, prefer HSWORK (see comments) )
  533. *
  534. IWRK = ITAU
  535. CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL,
  536. $ WORK( IWRK ), LWORK-IWRK+1, INFO )
  537. *
  538. IF( WANTVR ) THEN
  539. *
  540. * Want left and right eigenvectors
  541. * Copy Schur vectors to VR
  542. *
  543. SIDE = 'B'
  544. CALL DLACPY( 'F', N, N, VL, LDVL, VR, LDVR )
  545. END IF
  546. *
  547. ELSE IF( WANTVR ) THEN
  548. *
  549. * Want right eigenvectors
  550. * Copy Householder vectors to VR
  551. *
  552. SIDE = 'R'
  553. CALL DLACPY( 'L', N, N, A, LDA, VR, LDVR )
  554. *
  555. * Generate orthogonal matrix in VR
  556. * (Workspace: need 2*N-1, prefer N+(N-1)*NB)
  557. *
  558. CALL DORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
  559. $ LWORK-IWRK+1, IERR )
  560. *
  561. * Perform QR iteration, accumulating Schur vectors in VR
  562. * (Workspace: need 1, prefer HSWORK (see comments) )
  563. *
  564. IWRK = ITAU
  565. CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
  566. $ WORK( IWRK ), LWORK-IWRK+1, INFO )
  567. *
  568. ELSE
  569. *
  570. * Compute eigenvalues only
  571. * If condition numbers desired, compute Schur form
  572. *
  573. IF( WNTSNN ) THEN
  574. JOB = 'E'
  575. ELSE
  576. JOB = 'S'
  577. END IF
  578. *
  579. * (Workspace: need 1, prefer HSWORK (see comments) )
  580. *
  581. IWRK = ITAU
  582. CALL DHSEQR( JOB, 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
  583. $ WORK( IWRK ), LWORK-IWRK+1, INFO )
  584. END IF
  585. *
  586. * If INFO .NE. 0 from DHSEQR, then quit
  587. *
  588. IF( INFO.NE.0 )
  589. $ GO TO 50
  590. *
  591. IF( WANTVL .OR. WANTVR ) THEN
  592. *
  593. * Compute left and/or right eigenvectors
  594. * (Workspace: need 3*N, prefer N + 2*N*NB)
  595. *
  596. CALL DTREVC3( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
  597. $ N, NOUT, WORK( IWRK ), LWORK-IWRK+1, IERR )
  598. END IF
  599. *
  600. * Compute condition numbers if desired
  601. * (Workspace: need N*N+6*N unless SENSE = 'E')
  602. *
  603. IF( .NOT.WNTSNN ) THEN
  604. CALL DTRSNA( SENSE, 'A', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
  605. $ RCONDE, RCONDV, N, NOUT, WORK( IWRK ), N, IWORK,
  606. $ ICOND )
  607. END IF
  608. *
  609. IF( WANTVL ) THEN
  610. *
  611. * Undo balancing of left eigenvectors
  612. *
  613. CALL DGEBAK( BALANC, 'L', N, ILO, IHI, SCALE, N, VL, LDVL,
  614. $ IERR )
  615. *
  616. * Normalize left eigenvectors and make largest component real
  617. *
  618. DO 20 I = 1, N
  619. IF( WI( I ).EQ.ZERO ) THEN
  620. SCL = ONE / DNRM2( N, VL( 1, I ), 1 )
  621. CALL DSCAL( N, SCL, VL( 1, I ), 1 )
  622. ELSE IF( WI( I ).GT.ZERO ) THEN
  623. SCL = ONE / DLAPY2( DNRM2( N, VL( 1, I ), 1 ),
  624. $ DNRM2( N, VL( 1, I+1 ), 1 ) )
  625. CALL DSCAL( N, SCL, VL( 1, I ), 1 )
  626. CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 )
  627. DO 10 K = 1, N
  628. WORK( K ) = VL( K, I )**2 + VL( K, I+1 )**2
  629. 10 CONTINUE
  630. K = IDAMAX( N, WORK, 1 )
  631. CALL DLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R )
  632. CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN )
  633. VL( K, I+1 ) = ZERO
  634. END IF
  635. 20 CONTINUE
  636. END IF
  637. *
  638. IF( WANTVR ) THEN
  639. *
  640. * Undo balancing of right eigenvectors
  641. *
  642. CALL DGEBAK( BALANC, 'R', N, ILO, IHI, SCALE, N, VR, LDVR,
  643. $ IERR )
  644. *
  645. * Normalize right eigenvectors and make largest component real
  646. *
  647. DO 40 I = 1, N
  648. IF( WI( I ).EQ.ZERO ) THEN
  649. SCL = ONE / DNRM2( N, VR( 1, I ), 1 )
  650. CALL DSCAL( N, SCL, VR( 1, I ), 1 )
  651. ELSE IF( WI( I ).GT.ZERO ) THEN
  652. SCL = ONE / DLAPY2( DNRM2( N, VR( 1, I ), 1 ),
  653. $ DNRM2( N, VR( 1, I+1 ), 1 ) )
  654. CALL DSCAL( N, SCL, VR( 1, I ), 1 )
  655. CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 )
  656. DO 30 K = 1, N
  657. WORK( K ) = VR( K, I )**2 + VR( K, I+1 )**2
  658. 30 CONTINUE
  659. K = IDAMAX( N, WORK, 1 )
  660. CALL DLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R )
  661. CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN )
  662. VR( K, I+1 ) = ZERO
  663. END IF
  664. 40 CONTINUE
  665. END IF
  666. *
  667. * Undo scaling if necessary
  668. *
  669. 50 CONTINUE
  670. IF( SCALEA ) THEN
  671. CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ),
  672. $ MAX( N-INFO, 1 ), IERR )
  673. CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ),
  674. $ MAX( N-INFO, 1 ), IERR )
  675. IF( INFO.EQ.0 ) THEN
  676. IF( ( WNTSNV .OR. WNTSNB ) .AND. ICOND.EQ.0 )
  677. $ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, RCONDV, N,
  678. $ IERR )
  679. ELSE
  680. CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N,
  681. $ IERR )
  682. CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N,
  683. $ IERR )
  684. END IF
  685. END IF
  686. *
  687. WORK( 1 ) = MAXWRK
  688. RETURN
  689. *
  690. * End of DGEEVX
  691. *
  692. END