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dgges3.f 23 kB

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  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. *> If N = 0, LWORK >= 1, else LWORK >= 6*N+16.
  238. *> For good performance, LWORK must generally be larger.
  239. *>
  240. *> If LWORK = -1, then a workspace query is assumed; the routine
  241. *> only calculates the optimal size of the WORK array, returns
  242. *> this value as the first entry of the WORK array, and no error
  243. *> message related to LWORK is issued by XERBLA.
  244. *> \endverbatim
  245. *>
  246. *> \param[out] BWORK
  247. *> \verbatim
  248. *> BWORK is LOGICAL array, dimension (N)
  249. *> Not referenced if SORT = 'N'.
  250. *> \endverbatim
  251. *>
  252. *> \param[out] INFO
  253. *> \verbatim
  254. *> INFO is INTEGER
  255. *> = 0: successful exit
  256. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  257. *> = 1,...,N:
  258. *> The QZ iteration failed. (A,B) are not in Schur
  259. *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
  260. *> be correct for j=INFO+1,...,N.
  261. *> > N: =N+1: other than QZ iteration failed in DLAQZ0.
  262. *> =N+2: after reordering, roundoff changed values of
  263. *> some complex eigenvalues so that leading
  264. *> eigenvalues in the Generalized Schur form no
  265. *> longer satisfy SELCTG=.TRUE. This could also
  266. *> be caused due to scaling.
  267. *> =N+3: reordering failed in DTGSEN.
  268. *> \endverbatim
  269. *
  270. * Authors:
  271. * ========
  272. *
  273. *> \author Univ. of Tennessee
  274. *> \author Univ. of California Berkeley
  275. *> \author Univ. of Colorado Denver
  276. *> \author NAG Ltd.
  277. *
  278. *> \ingroup gges3
  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 --
  286. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  287. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  288. *
  289. * .. Scalar Arguments ..
  290. CHARACTER JOBVSL, JOBVSR, SORT
  291. INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
  292. * ..
  293. * .. Array Arguments ..
  294. LOGICAL BWORK( * )
  295. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  296. $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
  297. $ VSR( LDVSR, * ), WORK( * )
  298. * ..
  299. * .. Function Arguments ..
  300. LOGICAL SELCTG
  301. EXTERNAL SELCTG
  302. * ..
  303. *
  304. * =====================================================================
  305. *
  306. * .. Parameters ..
  307. DOUBLE PRECISION ZERO, ONE
  308. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  309. * ..
  310. * .. Local Scalars ..
  311. LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
  312. $ LQUERY, LST2SL, WANTST
  313. INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
  314. $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, LWKOPT,
  315. $ LWKMIN
  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, DLAQZ0, DLACPY,
  325. $ DLASCL, DLASET, DORGQR, DORMQR, DTGSEN, XERBLA
  326. * ..
  327. * .. External Functions ..
  328. LOGICAL LSAME
  329. DOUBLE PRECISION DLAMCH, DLANGE
  330. EXTERNAL LSAME, DLAMCH, DLANGE
  331. * ..
  332. * .. Intrinsic Functions ..
  333. INTRINSIC ABS, MAX, SQRT
  334. * ..
  335. * .. Executable Statements ..
  336. *
  337. * Decode the input arguments
  338. *
  339. IF( LSAME( JOBVSL, 'N' ) ) THEN
  340. IJOBVL = 1
  341. ILVSL = .FALSE.
  342. ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
  343. IJOBVL = 2
  344. ILVSL = .TRUE.
  345. ELSE
  346. IJOBVL = -1
  347. ILVSL = .FALSE.
  348. END IF
  349. *
  350. IF( LSAME( JOBVSR, 'N' ) ) THEN
  351. IJOBVR = 1
  352. ILVSR = .FALSE.
  353. ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
  354. IJOBVR = 2
  355. ILVSR = .TRUE.
  356. ELSE
  357. IJOBVR = -1
  358. ILVSR = .FALSE.
  359. END IF
  360. *
  361. WANTST = LSAME( SORT, 'S' )
  362. *
  363. * Test the input arguments
  364. *
  365. INFO = 0
  366. LQUERY = ( LWORK.EQ.-1 )
  367. IF( N.EQ.0 ) THEN
  368. LWKMIN = 1
  369. ELSE
  370. LWKMIN = 6*N+16
  371. END IF
  372. *
  373. IF( IJOBVL.LE.0 ) THEN
  374. INFO = -1
  375. ELSE IF( IJOBVR.LE.0 ) THEN
  376. INFO = -2
  377. ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
  378. INFO = -3
  379. ELSE IF( N.LT.0 ) THEN
  380. INFO = -5
  381. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  382. INFO = -7
  383. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  384. INFO = -9
  385. ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
  386. INFO = -15
  387. ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
  388. INFO = -17
  389. ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
  390. INFO = -19
  391. END IF
  392. *
  393. * Compute workspace
  394. *
  395. IF( INFO.EQ.0 ) THEN
  396. CALL DGEQRF( N, N, B, LDB, WORK, WORK, -1, IERR )
  397. LWKOPT = MAX( LWKMIN, 3*N+INT( WORK( 1 ) ) )
  398. CALL DORMQR( 'L', 'T', N, N, N, B, LDB, WORK, A, LDA, WORK,
  399. $ -1, IERR )
  400. LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
  401. IF( ILVSL ) THEN
  402. CALL DORGQR( N, N, N, VSL, LDVSL, WORK, WORK, -1, IERR )
  403. LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
  404. END IF
  405. CALL DGGHD3( JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB, VSL,
  406. $ LDVSL, VSR, LDVSR, WORK, -1, IERR )
  407. LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
  408. CALL DLAQZ0( 'S', JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB,
  409. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  410. $ WORK, -1, 0, IERR )
  411. LWKOPT = MAX( LWKOPT, 2*N+INT( WORK( 1 ) ) )
  412. IF( WANTST ) THEN
  413. CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
  414. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  415. $ SDIM, PVSL, PVSR, DIF, WORK, -1, IDUM, 1,
  416. $ IERR )
  417. LWKOPT = MAX( LWKOPT, 2*N+INT( WORK( 1 ) ) )
  418. END IF
  419. IF( N.EQ.0 ) THEN
  420. WORK( 1 ) = 1
  421. ELSE
  422. WORK( 1 ) = LWKOPT
  423. END IF
  424. END IF
  425. *
  426. IF( INFO.NE.0 ) THEN
  427. CALL XERBLA( 'DGGES3 ', -INFO )
  428. RETURN
  429. ELSE IF( LQUERY ) THEN
  430. RETURN
  431. END IF
  432. *
  433. * Quick return if possible
  434. *
  435. IF( N.EQ.0 ) THEN
  436. SDIM = 0
  437. RETURN
  438. END IF
  439. *
  440. * Get machine constants
  441. *
  442. EPS = DLAMCH( 'P' )
  443. SAFMIN = DLAMCH( 'S' )
  444. SAFMAX = ONE / SAFMIN
  445. SMLNUM = SQRT( SAFMIN ) / EPS
  446. BIGNUM = ONE / SMLNUM
  447. *
  448. * Scale A if max element outside range [SMLNUM,BIGNUM]
  449. *
  450. ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
  451. ILASCL = .FALSE.
  452. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  453. ANRMTO = SMLNUM
  454. ILASCL = .TRUE.
  455. ELSE IF( ANRM.GT.BIGNUM ) THEN
  456. ANRMTO = BIGNUM
  457. ILASCL = .TRUE.
  458. END IF
  459. IF( ILASCL )
  460. $ CALL DLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
  461. *
  462. * Scale B if max element outside range [SMLNUM,BIGNUM]
  463. *
  464. BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
  465. ILBSCL = .FALSE.
  466. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  467. BNRMTO = SMLNUM
  468. ILBSCL = .TRUE.
  469. ELSE IF( BNRM.GT.BIGNUM ) THEN
  470. BNRMTO = BIGNUM
  471. ILBSCL = .TRUE.
  472. END IF
  473. IF( ILBSCL )
  474. $ CALL DLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
  475. *
  476. * Permute the matrix to make it more nearly triangular
  477. *
  478. ILEFT = 1
  479. IRIGHT = N + 1
  480. IWRK = IRIGHT + N
  481. CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
  482. $ WORK( IRIGHT ), WORK( IWRK ), IERR )
  483. *
  484. * Reduce B to triangular form (QR decomposition of B)
  485. *
  486. IROWS = IHI + 1 - ILO
  487. ICOLS = N + 1 - ILO
  488. ITAU = IWRK
  489. IWRK = ITAU + IROWS
  490. CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  491. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  492. *
  493. * Apply the orthogonal transformation to matrix A
  494. *
  495. CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  496. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
  497. $ LWORK+1-IWRK, IERR )
  498. *
  499. * Initialize VSL
  500. *
  501. IF( ILVSL ) THEN
  502. CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
  503. IF( IROWS.GT.1 ) THEN
  504. CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  505. $ VSL( ILO+1, ILO ), LDVSL )
  506. END IF
  507. CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
  508. $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
  509. END IF
  510. *
  511. * Initialize VSR
  512. *
  513. IF( ILVSR )
  514. $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
  515. *
  516. * Reduce to generalized Hessenberg form
  517. *
  518. CALL DGGHD3( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
  519. $ LDVSL, VSR, LDVSR, WORK( IWRK ), LWORK+1-IWRK,
  520. $ IERR )
  521. *
  522. * Perform QZ algorithm, computing Schur vectors if desired
  523. *
  524. IWRK = ITAU
  525. CALL DLAQZ0( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
  526. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  527. $ WORK( IWRK ), LWORK+1-IWRK, 0, IERR )
  528. IF( IERR.NE.0 ) THEN
  529. IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
  530. INFO = IERR
  531. ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
  532. INFO = IERR - N
  533. ELSE
  534. INFO = N + 1
  535. END IF
  536. GO TO 50
  537. END IF
  538. *
  539. * Sort eigenvalues ALPHA/BETA if desired
  540. *
  541. SDIM = 0
  542. IF( WANTST ) THEN
  543. *
  544. * Undo scaling on eigenvalues before SELCTGing
  545. *
  546. IF( ILASCL ) THEN
  547. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
  548. $ IERR )
  549. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
  550. $ IERR )
  551. END IF
  552. IF( ILBSCL )
  553. $ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  554. *
  555. * Select eigenvalues
  556. *
  557. DO 10 I = 1, N
  558. BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  559. 10 CONTINUE
  560. *
  561. CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
  562. $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
  563. $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
  564. $ IERR )
  565. IF( IERR.EQ.1 )
  566. $ INFO = N + 3
  567. *
  568. END IF
  569. *
  570. * Apply back-permutation to VSL and VSR
  571. *
  572. IF( ILVSL )
  573. $ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
  574. $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
  575. *
  576. IF( ILVSR )
  577. $ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
  578. $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
  579. *
  580. * Check if unscaling would cause over/underflow, if so, rescale
  581. * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
  582. * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
  583. *
  584. IF( ILASCL ) THEN
  585. DO 20 I = 1, N
  586. IF( ALPHAI( I ).NE.ZERO ) THEN
  587. IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
  588. $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) ) THEN
  589. WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
  590. BETA( I ) = BETA( I )*WORK( 1 )
  591. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  592. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  593. ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.
  594. $ ( ANRMTO / ANRM ) .OR.
  595. $ ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
  596. $ THEN
  597. WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
  598. BETA( I ) = BETA( I )*WORK( 1 )
  599. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  600. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  601. END IF
  602. END IF
  603. 20 CONTINUE
  604. END IF
  605. *
  606. IF( ILBSCL ) THEN
  607. DO 30 I = 1, N
  608. IF( ALPHAI( I ).NE.ZERO ) THEN
  609. IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
  610. $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
  611. WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
  612. BETA( I ) = BETA( I )*WORK( 1 )
  613. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  614. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  615. END IF
  616. END IF
  617. 30 CONTINUE
  618. END IF
  619. *
  620. * Undo scaling
  621. *
  622. IF( ILASCL ) THEN
  623. CALL DLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
  624. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
  625. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
  626. END IF
  627. *
  628. IF( ILBSCL ) THEN
  629. CALL DLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
  630. CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  631. END IF
  632. *
  633. IF( WANTST ) THEN
  634. *
  635. * Check if reordering is correct
  636. *
  637. LASTSL = .TRUE.
  638. LST2SL = .TRUE.
  639. SDIM = 0
  640. IP = 0
  641. DO 40 I = 1, N
  642. CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  643. IF( ALPHAI( I ).EQ.ZERO ) THEN
  644. IF( CURSL )
  645. $ SDIM = SDIM + 1
  646. IP = 0
  647. IF( CURSL .AND. .NOT.LASTSL )
  648. $ INFO = N + 2
  649. ELSE
  650. IF( IP.EQ.1 ) THEN
  651. *
  652. * Last eigenvalue of conjugate pair
  653. *
  654. CURSL = CURSL .OR. LASTSL
  655. LASTSL = CURSL
  656. IF( CURSL )
  657. $ SDIM = SDIM + 2
  658. IP = -1
  659. IF( CURSL .AND. .NOT.LST2SL )
  660. $ INFO = N + 2
  661. ELSE
  662. *
  663. * First eigenvalue of conjugate pair
  664. *
  665. IP = 1
  666. END IF
  667. END IF
  668. LST2SL = LASTSL
  669. LASTSL = CURSL
  670. 40 CONTINUE
  671. *
  672. END IF
  673. *
  674. 50 CONTINUE
  675. *
  676. WORK( 1 ) = LWKOPT
  677. *
  678. RETURN
  679. *
  680. * End of DGGES3
  681. *
  682. END