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dggesx.f 28 kB

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  1. *> \brief <b> DGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors 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 DGGESX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dggesx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dggesx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dggesx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
  22. * B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
  23. * VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
  24. * LIWORK, BWORK, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER JOBVSL, JOBVSR, SENSE, SORT
  28. * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
  29. * $ SDIM
  30. * ..
  31. * .. Array Arguments ..
  32. * LOGICAL BWORK( * )
  33. * INTEGER IWORK( * )
  34. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  35. * $ B( LDB, * ), BETA( * ), RCONDE( 2 ),
  36. * $ RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
  37. * $ WORK( * )
  38. * ..
  39. * .. Function Arguments ..
  40. * LOGICAL SELCTG
  41. * EXTERNAL SELCTG
  42. * ..
  43. *
  44. *
  45. *> \par Purpose:
  46. * =============
  47. *>
  48. *> \verbatim
  49. *>
  50. *> DGGESX computes for a pair of N-by-N real nonsymmetric matrices
  51. *> (A,B), the generalized eigenvalues, the real Schur form (S,T), and,
  52. *> optionally, the left and/or right matrices of Schur vectors (VSL and
  53. *> VSR). This gives the generalized Schur factorization
  54. *>
  55. *> (A,B) = ( (VSL) S (VSR)**T, (VSL) T (VSR)**T )
  56. *>
  57. *> Optionally, it also orders the eigenvalues so that a selected cluster
  58. *> of eigenvalues appears in the leading diagonal blocks of the upper
  59. *> quasi-triangular matrix S and the upper triangular matrix T; computes
  60. *> a reciprocal condition number for the average of the selected
  61. *> eigenvalues (RCONDE); and computes a reciprocal condition number for
  62. *> the right and left deflating subspaces corresponding to the selected
  63. *> eigenvalues (RCONDV). The leading columns of VSL and VSR then form
  64. *> an orthonormal basis for the corresponding left and right eigenspaces
  65. *> (deflating subspaces).
  66. *>
  67. *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
  68. *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
  69. *> usually represented as the pair (alpha,beta), as there is a
  70. *> reasonable interpretation for beta=0 or for both being zero.
  71. *>
  72. *> A pair of matrices (S,T) is in generalized real Schur form if T is
  73. *> upper triangular with non-negative diagonal and S is block upper
  74. *> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
  75. *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
  76. *> "standardized" by making the corresponding elements of T have the
  77. *> form:
  78. *> [ a 0 ]
  79. *> [ 0 b ]
  80. *>
  81. *> and the pair of corresponding 2-by-2 blocks in S and T will have a
  82. *> complex conjugate pair of generalized eigenvalues.
  83. *>
  84. *> \endverbatim
  85. *
  86. * Arguments:
  87. * ==========
  88. *
  89. *> \param[in] JOBVSL
  90. *> \verbatim
  91. *> JOBVSL is CHARACTER*1
  92. *> = 'N': do not compute the left Schur vectors;
  93. *> = 'V': compute the left Schur vectors.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] JOBVSR
  97. *> \verbatim
  98. *> JOBVSR is CHARACTER*1
  99. *> = 'N': do not compute the right Schur vectors;
  100. *> = 'V': compute the right Schur vectors.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] SORT
  104. *> \verbatim
  105. *> SORT is CHARACTER*1
  106. *> Specifies whether or not to order the eigenvalues on the
  107. *> diagonal of the generalized Schur form.
  108. *> = 'N': Eigenvalues are not ordered;
  109. *> = 'S': Eigenvalues are ordered (see SELCTG).
  110. *> \endverbatim
  111. *>
  112. *> \param[in] SELCTG
  113. *> \verbatim
  114. *> SELCTG is a LOGICAL FUNCTION of three DOUBLE PRECISION arguments
  115. *> SELCTG must be declared EXTERNAL in the calling subroutine.
  116. *> If SORT = 'N', SELCTG is not referenced.
  117. *> If SORT = 'S', SELCTG is used to select eigenvalues to sort
  118. *> to the top left of the Schur form.
  119. *> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
  120. *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
  121. *> one of a complex conjugate pair of eigenvalues is selected,
  122. *> then both complex eigenvalues are selected.
  123. *> Note that a selected complex eigenvalue may no longer satisfy
  124. *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE. after ordering,
  125. *> since ordering may change the value of complex eigenvalues
  126. *> (especially if the eigenvalue is ill-conditioned), in this
  127. *> case INFO is set to N+3.
  128. *> \endverbatim
  129. *>
  130. *> \param[in] SENSE
  131. *> \verbatim
  132. *> SENSE is CHARACTER*1
  133. *> Determines which reciprocal condition numbers are computed.
  134. *> = 'N': None are computed;
  135. *> = 'E': Computed for average of selected eigenvalues only;
  136. *> = 'V': Computed for selected deflating subspaces only;
  137. *> = 'B': Computed for both.
  138. *> If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] N
  142. *> \verbatim
  143. *> N is INTEGER
  144. *> The order of the matrices A, B, VSL, and VSR. N >= 0.
  145. *> \endverbatim
  146. *>
  147. *> \param[in,out] A
  148. *> \verbatim
  149. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  150. *> On entry, the first of the pair of matrices.
  151. *> On exit, A has been overwritten by its generalized Schur
  152. *> form S.
  153. *> \endverbatim
  154. *>
  155. *> \param[in] LDA
  156. *> \verbatim
  157. *> LDA is INTEGER
  158. *> The leading dimension of A. LDA >= max(1,N).
  159. *> \endverbatim
  160. *>
  161. *> \param[in,out] B
  162. *> \verbatim
  163. *> B is DOUBLE PRECISION array, dimension (LDB, N)
  164. *> On entry, the second of the pair of matrices.
  165. *> On exit, B has been overwritten by its generalized Schur
  166. *> form T.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] LDB
  170. *> \verbatim
  171. *> LDB is INTEGER
  172. *> The leading dimension of B. LDB >= max(1,N).
  173. *> \endverbatim
  174. *>
  175. *> \param[out] SDIM
  176. *> \verbatim
  177. *> SDIM is INTEGER
  178. *> If SORT = 'N', SDIM = 0.
  179. *> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
  180. *> for which SELCTG is true. (Complex conjugate pairs for which
  181. *> SELCTG is true for either eigenvalue count as 2.)
  182. *> \endverbatim
  183. *>
  184. *> \param[out] ALPHAR
  185. *> \verbatim
  186. *> ALPHAR is DOUBLE PRECISION array, dimension (N)
  187. *> \endverbatim
  188. *>
  189. *> \param[out] ALPHAI
  190. *> \verbatim
  191. *> ALPHAI is DOUBLE PRECISION array, dimension (N)
  192. *> \endverbatim
  193. *>
  194. *> \param[out] BETA
  195. *> \verbatim
  196. *> BETA is DOUBLE PRECISION array, dimension (N)
  197. *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
  198. *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
  199. *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
  200. *> form (S,T) that would result if the 2-by-2 diagonal blocks of
  201. *> the real Schur form of (A,B) were further reduced to
  202. *> triangular form using 2-by-2 complex unitary transformations.
  203. *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
  204. *> positive, then the j-th and (j+1)-st eigenvalues are a
  205. *> complex conjugate pair, with ALPHAI(j+1) negative.
  206. *>
  207. *> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
  208. *> may easily over- or underflow, and BETA(j) may even be zero.
  209. *> Thus, the user should avoid naively computing the ratio.
  210. *> However, ALPHAR and ALPHAI will be always less than and
  211. *> usually comparable with norm(A) in magnitude, and BETA always
  212. *> less than and usually comparable with norm(B).
  213. *> \endverbatim
  214. *>
  215. *> \param[out] VSL
  216. *> \verbatim
  217. *> VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
  218. *> If JOBVSL = 'V', VSL will contain the left Schur vectors.
  219. *> Not referenced if JOBVSL = 'N'.
  220. *> \endverbatim
  221. *>
  222. *> \param[in] LDVSL
  223. *> \verbatim
  224. *> LDVSL is INTEGER
  225. *> The leading dimension of the matrix VSL. LDVSL >=1, and
  226. *> if JOBVSL = 'V', LDVSL >= N.
  227. *> \endverbatim
  228. *>
  229. *> \param[out] VSR
  230. *> \verbatim
  231. *> VSR is DOUBLE PRECISION array, dimension (LDVSR,N)
  232. *> If JOBVSR = 'V', VSR will contain the right Schur vectors.
  233. *> Not referenced if JOBVSR = 'N'.
  234. *> \endverbatim
  235. *>
  236. *> \param[in] LDVSR
  237. *> \verbatim
  238. *> LDVSR is INTEGER
  239. *> The leading dimension of the matrix VSR. LDVSR >= 1, and
  240. *> if JOBVSR = 'V', LDVSR >= N.
  241. *> \endverbatim
  242. *>
  243. *> \param[out] RCONDE
  244. *> \verbatim
  245. *> RCONDE is DOUBLE PRECISION array, dimension ( 2 )
  246. *> If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
  247. *> reciprocal condition numbers for the average of the selected
  248. *> eigenvalues.
  249. *> Not referenced if SENSE = 'N' or 'V'.
  250. *> \endverbatim
  251. *>
  252. *> \param[out] RCONDV
  253. *> \verbatim
  254. *> RCONDV is DOUBLE PRECISION array, dimension ( 2 )
  255. *> If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
  256. *> reciprocal condition numbers for the selected deflating
  257. *> subspaces.
  258. *> Not referenced if SENSE = 'N' or 'E'.
  259. *> \endverbatim
  260. *>
  261. *> \param[out] WORK
  262. *> \verbatim
  263. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  264. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  265. *> \endverbatim
  266. *>
  267. *> \param[in] LWORK
  268. *> \verbatim
  269. *> LWORK is INTEGER
  270. *> The dimension of the array WORK.
  271. *> If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
  272. *> LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else
  273. *> LWORK >= max( 8*N, 6*N+16 ).
  274. *> Note that 2*SDIM*(N-SDIM) <= N*N/2.
  275. *> Note also that an error is only returned if
  276. *> LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B'
  277. *> this may not be large enough.
  278. *>
  279. *> If LWORK = -1, then a workspace query is assumed; the routine
  280. *> only calculates the bound on the optimal size of the WORK
  281. *> array and the minimum size of the IWORK array, returns these
  282. *> values as the first entries of the WORK and IWORK arrays, and
  283. *> no error message related to LWORK or LIWORK is issued by
  284. *> XERBLA.
  285. *> \endverbatim
  286. *>
  287. *> \param[out] IWORK
  288. *> \verbatim
  289. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  290. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  291. *> \endverbatim
  292. *>
  293. *> \param[in] LIWORK
  294. *> \verbatim
  295. *> LIWORK is INTEGER
  296. *> The dimension of the array IWORK.
  297. *> If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
  298. *> LIWORK >= N+6.
  299. *>
  300. *> If LIWORK = -1, then a workspace query is assumed; the
  301. *> routine only calculates the bound on the optimal size of the
  302. *> WORK array and the minimum size of the IWORK array, returns
  303. *> these values as the first entries of the WORK and IWORK
  304. *> arrays, and no error message related to LWORK or LIWORK is
  305. *> issued by XERBLA.
  306. *> \endverbatim
  307. *>
  308. *> \param[out] BWORK
  309. *> \verbatim
  310. *> BWORK is LOGICAL array, dimension (N)
  311. *> Not referenced if SORT = 'N'.
  312. *> \endverbatim
  313. *>
  314. *> \param[out] INFO
  315. *> \verbatim
  316. *> INFO is INTEGER
  317. *> = 0: successful exit
  318. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  319. *> = 1,...,N:
  320. *> The QZ iteration failed. (A,B) are not in Schur
  321. *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
  322. *> be correct for j=INFO+1,...,N.
  323. *> > N: =N+1: other than QZ iteration failed in DHGEQZ
  324. *> =N+2: after reordering, roundoff changed values of
  325. *> some complex eigenvalues so that leading
  326. *> eigenvalues in the Generalized Schur form no
  327. *> longer satisfy SELCTG=.TRUE. This could also
  328. *> be caused due to scaling.
  329. *> =N+3: reordering failed in DTGSEN.
  330. *> \endverbatim
  331. *
  332. * Authors:
  333. * ========
  334. *
  335. *> \author Univ. of Tennessee
  336. *> \author Univ. of California Berkeley
  337. *> \author Univ. of Colorado Denver
  338. *> \author NAG Ltd.
  339. *
  340. *> \ingroup doubleGEeigen
  341. *
  342. *> \par Further Details:
  343. * =====================
  344. *>
  345. *> \verbatim
  346. *>
  347. *> An approximate (asymptotic) bound on the average absolute error of
  348. *> the selected eigenvalues is
  349. *>
  350. *> EPS * norm((A, B)) / RCONDE( 1 ).
  351. *>
  352. *> An approximate (asymptotic) bound on the maximum angular error in
  353. *> the computed deflating subspaces is
  354. *>
  355. *> EPS * norm((A, B)) / RCONDV( 2 ).
  356. *>
  357. *> See LAPACK User's Guide, section 4.11 for more information.
  358. *> \endverbatim
  359. *>
  360. * =====================================================================
  361. SUBROUTINE DGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
  362. $ B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
  363. $ VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
  364. $ LIWORK, BWORK, INFO )
  365. *
  366. * -- LAPACK driver routine --
  367. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  368. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  369. *
  370. * .. Scalar Arguments ..
  371. CHARACTER JOBVSL, JOBVSR, SENSE, SORT
  372. INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
  373. $ SDIM
  374. * ..
  375. * .. Array Arguments ..
  376. LOGICAL BWORK( * )
  377. INTEGER IWORK( * )
  378. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
  379. $ B( LDB, * ), BETA( * ), RCONDE( 2 ),
  380. $ RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
  381. $ WORK( * )
  382. * ..
  383. * .. Function Arguments ..
  384. LOGICAL SELCTG
  385. EXTERNAL SELCTG
  386. * ..
  387. *
  388. * =====================================================================
  389. *
  390. * .. Parameters ..
  391. DOUBLE PRECISION ZERO, ONE
  392. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  393. * ..
  394. * .. Local Scalars ..
  395. LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
  396. $ LQUERY, LST2SL, WANTSB, WANTSE, WANTSN, WANTST,
  397. $ WANTSV
  398. INTEGER I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
  399. $ ILEFT, ILO, IP, IRIGHT, IROWS, ITAU, IWRK,
  400. $ LIWMIN, LWRK, MAXWRK, MINWRK
  401. DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
  402. $ PR, SAFMAX, SAFMIN, SMLNUM
  403. * ..
  404. * .. Local Arrays ..
  405. DOUBLE PRECISION DIF( 2 )
  406. * ..
  407. * .. External Subroutines ..
  408. EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLABAD,
  409. $ DLACPY, DLASCL, DLASET, DORGQR, DORMQR, DTGSEN,
  410. $ XERBLA
  411. * ..
  412. * .. External Functions ..
  413. LOGICAL LSAME
  414. INTEGER ILAENV
  415. DOUBLE PRECISION DLAMCH, DLANGE
  416. EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
  417. * ..
  418. * .. Intrinsic Functions ..
  419. INTRINSIC ABS, MAX, SQRT
  420. * ..
  421. * .. Executable Statements ..
  422. *
  423. * Decode the input arguments
  424. *
  425. IF( LSAME( JOBVSL, 'N' ) ) THEN
  426. IJOBVL = 1
  427. ILVSL = .FALSE.
  428. ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
  429. IJOBVL = 2
  430. ILVSL = .TRUE.
  431. ELSE
  432. IJOBVL = -1
  433. ILVSL = .FALSE.
  434. END IF
  435. *
  436. IF( LSAME( JOBVSR, 'N' ) ) THEN
  437. IJOBVR = 1
  438. ILVSR = .FALSE.
  439. ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
  440. IJOBVR = 2
  441. ILVSR = .TRUE.
  442. ELSE
  443. IJOBVR = -1
  444. ILVSR = .FALSE.
  445. END IF
  446. *
  447. WANTST = LSAME( SORT, 'S' )
  448. WANTSN = LSAME( SENSE, 'N' )
  449. WANTSE = LSAME( SENSE, 'E' )
  450. WANTSV = LSAME( SENSE, 'V' )
  451. WANTSB = LSAME( SENSE, 'B' )
  452. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  453. IF( WANTSN ) THEN
  454. IJOB = 0
  455. ELSE IF( WANTSE ) THEN
  456. IJOB = 1
  457. ELSE IF( WANTSV ) THEN
  458. IJOB = 2
  459. ELSE IF( WANTSB ) THEN
  460. IJOB = 4
  461. END IF
  462. *
  463. * Test the input arguments
  464. *
  465. INFO = 0
  466. IF( IJOBVL.LE.0 ) THEN
  467. INFO = -1
  468. ELSE IF( IJOBVR.LE.0 ) THEN
  469. INFO = -2
  470. ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
  471. INFO = -3
  472. ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
  473. $ ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
  474. INFO = -5
  475. ELSE IF( N.LT.0 ) THEN
  476. INFO = -6
  477. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  478. INFO = -8
  479. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  480. INFO = -10
  481. ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
  482. INFO = -16
  483. ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
  484. INFO = -18
  485. END IF
  486. *
  487. * Compute workspace
  488. * (Note: Comments in the code beginning "Workspace:" describe the
  489. * minimal amount of workspace needed at that point in the code,
  490. * as well as the preferred amount for good performance.
  491. * NB refers to the optimal block size for the immediately
  492. * following subroutine, as returned by ILAENV.)
  493. *
  494. IF( INFO.EQ.0 ) THEN
  495. IF( N.GT.0) THEN
  496. MINWRK = MAX( 8*N, 6*N + 16 )
  497. MAXWRK = MINWRK - N +
  498. $ N*ILAENV( 1, 'DGEQRF', ' ', N, 1, N, 0 )
  499. MAXWRK = MAX( MAXWRK, MINWRK - N +
  500. $ N*ILAENV( 1, 'DORMQR', ' ', N, 1, N, -1 ) )
  501. IF( ILVSL ) THEN
  502. MAXWRK = MAX( MAXWRK, MINWRK - N +
  503. $ N*ILAENV( 1, 'DORGQR', ' ', N, 1, N, -1 ) )
  504. END IF
  505. LWRK = MAXWRK
  506. IF( IJOB.GE.1 )
  507. $ LWRK = MAX( LWRK, N*N/2 )
  508. ELSE
  509. MINWRK = 1
  510. MAXWRK = 1
  511. LWRK = 1
  512. END IF
  513. WORK( 1 ) = LWRK
  514. IF( WANTSN .OR. N.EQ.0 ) THEN
  515. LIWMIN = 1
  516. ELSE
  517. LIWMIN = N + 6
  518. END IF
  519. IWORK( 1 ) = LIWMIN
  520. *
  521. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  522. INFO = -22
  523. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  524. INFO = -24
  525. END IF
  526. END IF
  527. *
  528. IF( INFO.NE.0 ) THEN
  529. CALL XERBLA( 'DGGESX', -INFO )
  530. RETURN
  531. ELSE IF (LQUERY) THEN
  532. RETURN
  533. END IF
  534. *
  535. * Quick return if possible
  536. *
  537. IF( N.EQ.0 ) THEN
  538. SDIM = 0
  539. RETURN
  540. END IF
  541. *
  542. * Get machine constants
  543. *
  544. EPS = DLAMCH( 'P' )
  545. SAFMIN = DLAMCH( 'S' )
  546. SAFMAX = ONE / SAFMIN
  547. CALL DLABAD( SAFMIN, SAFMAX )
  548. SMLNUM = SQRT( SAFMIN ) / EPS
  549. BIGNUM = ONE / SMLNUM
  550. *
  551. * Scale A if max element outside range [SMLNUM,BIGNUM]
  552. *
  553. ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
  554. ILASCL = .FALSE.
  555. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  556. ANRMTO = SMLNUM
  557. ILASCL = .TRUE.
  558. ELSE IF( ANRM.GT.BIGNUM ) THEN
  559. ANRMTO = BIGNUM
  560. ILASCL = .TRUE.
  561. END IF
  562. IF( ILASCL )
  563. $ CALL DLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
  564. *
  565. * Scale B if max element outside range [SMLNUM,BIGNUM]
  566. *
  567. BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
  568. ILBSCL = .FALSE.
  569. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  570. BNRMTO = SMLNUM
  571. ILBSCL = .TRUE.
  572. ELSE IF( BNRM.GT.BIGNUM ) THEN
  573. BNRMTO = BIGNUM
  574. ILBSCL = .TRUE.
  575. END IF
  576. IF( ILBSCL )
  577. $ CALL DLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
  578. *
  579. * Permute the matrix to make it more nearly triangular
  580. * (Workspace: need 6*N + 2*N for permutation parameters)
  581. *
  582. ILEFT = 1
  583. IRIGHT = N + 1
  584. IWRK = IRIGHT + N
  585. CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
  586. $ WORK( IRIGHT ), WORK( IWRK ), IERR )
  587. *
  588. * Reduce B to triangular form (QR decomposition of B)
  589. * (Workspace: need N, prefer N*NB)
  590. *
  591. IROWS = IHI + 1 - ILO
  592. ICOLS = N + 1 - ILO
  593. ITAU = IWRK
  594. IWRK = ITAU + IROWS
  595. CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  596. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  597. *
  598. * Apply the orthogonal transformation to matrix A
  599. * (Workspace: need N, prefer N*NB)
  600. *
  601. CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  602. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
  603. $ LWORK+1-IWRK, IERR )
  604. *
  605. * Initialize VSL
  606. * (Workspace: need N, prefer N*NB)
  607. *
  608. IF( ILVSL ) THEN
  609. CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
  610. IF( IROWS.GT.1 ) THEN
  611. CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  612. $ VSL( ILO+1, ILO ), LDVSL )
  613. END IF
  614. CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
  615. $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
  616. END IF
  617. *
  618. * Initialize VSR
  619. *
  620. IF( ILVSR )
  621. $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
  622. *
  623. * Reduce to generalized Hessenberg form
  624. * (Workspace: none needed)
  625. *
  626. CALL DGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
  627. $ LDVSL, VSR, LDVSR, IERR )
  628. *
  629. SDIM = 0
  630. *
  631. * Perform QZ algorithm, computing Schur vectors if desired
  632. * (Workspace: need N)
  633. *
  634. IWRK = ITAU
  635. CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
  636. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  637. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  638. IF( IERR.NE.0 ) THEN
  639. IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
  640. INFO = IERR
  641. ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
  642. INFO = IERR - N
  643. ELSE
  644. INFO = N + 1
  645. END IF
  646. GO TO 60
  647. END IF
  648. *
  649. * Sort eigenvalues ALPHA/BETA and compute the reciprocal of
  650. * condition number(s)
  651. * (Workspace: If IJOB >= 1, need MAX( 8*(N+1), 2*SDIM*(N-SDIM) )
  652. * otherwise, need 8*(N+1) )
  653. *
  654. IF( WANTST ) THEN
  655. *
  656. * Undo scaling on eigenvalues before SELCTGing
  657. *
  658. IF( ILASCL ) THEN
  659. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
  660. $ IERR )
  661. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
  662. $ IERR )
  663. END IF
  664. IF( ILBSCL )
  665. $ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  666. *
  667. * Select eigenvalues
  668. *
  669. DO 10 I = 1, N
  670. BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  671. 10 CONTINUE
  672. *
  673. * Reorder eigenvalues, transform Generalized Schur vectors, and
  674. * compute reciprocal condition numbers
  675. *
  676. CALL DTGSEN( IJOB, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
  677. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  678. $ SDIM, PL, PR, DIF, WORK( IWRK ), LWORK-IWRK+1,
  679. $ IWORK, LIWORK, IERR )
  680. *
  681. IF( IJOB.GE.1 )
  682. $ MAXWRK = MAX( MAXWRK, 2*SDIM*( N-SDIM ) )
  683. IF( IERR.EQ.-22 ) THEN
  684. *
  685. * not enough real workspace
  686. *
  687. INFO = -22
  688. ELSE
  689. IF( IJOB.EQ.1 .OR. IJOB.EQ.4 ) THEN
  690. RCONDE( 1 ) = PL
  691. RCONDE( 2 ) = PR
  692. END IF
  693. IF( IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
  694. RCONDV( 1 ) = DIF( 1 )
  695. RCONDV( 2 ) = DIF( 2 )
  696. END IF
  697. IF( IERR.EQ.1 )
  698. $ INFO = N + 3
  699. END IF
  700. *
  701. END IF
  702. *
  703. * Apply permutation to VSL and VSR
  704. * (Workspace: none needed)
  705. *
  706. IF( ILVSL )
  707. $ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
  708. $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
  709. *
  710. IF( ILVSR )
  711. $ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
  712. $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
  713. *
  714. * Check if unscaling would cause over/underflow, if so, rescale
  715. * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
  716. * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
  717. *
  718. IF( ILASCL ) THEN
  719. DO 20 I = 1, N
  720. IF( ALPHAI( I ).NE.ZERO ) THEN
  721. IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
  722. $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) ) THEN
  723. WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
  724. BETA( I ) = BETA( I )*WORK( 1 )
  725. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  726. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  727. ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.
  728. $ ( ANRMTO / ANRM ) .OR.
  729. $ ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
  730. $ THEN
  731. WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
  732. BETA( I ) = BETA( I )*WORK( 1 )
  733. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  734. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  735. END IF
  736. END IF
  737. 20 CONTINUE
  738. END IF
  739. *
  740. IF( ILBSCL ) THEN
  741. DO 30 I = 1, N
  742. IF( ALPHAI( I ).NE.ZERO ) THEN
  743. IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
  744. $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
  745. WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
  746. BETA( I ) = BETA( I )*WORK( 1 )
  747. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  748. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  749. END IF
  750. END IF
  751. 30 CONTINUE
  752. END IF
  753. *
  754. * Undo scaling
  755. *
  756. IF( ILASCL ) THEN
  757. CALL DLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
  758. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
  759. CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
  760. END IF
  761. *
  762. IF( ILBSCL ) THEN
  763. CALL DLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
  764. CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  765. END IF
  766. *
  767. IF( WANTST ) THEN
  768. *
  769. * Check if reordering is correct
  770. *
  771. LASTSL = .TRUE.
  772. LST2SL = .TRUE.
  773. SDIM = 0
  774. IP = 0
  775. DO 50 I = 1, N
  776. CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  777. IF( ALPHAI( I ).EQ.ZERO ) THEN
  778. IF( CURSL )
  779. $ SDIM = SDIM + 1
  780. IP = 0
  781. IF( CURSL .AND. .NOT.LASTSL )
  782. $ INFO = N + 2
  783. ELSE
  784. IF( IP.EQ.1 ) THEN
  785. *
  786. * Last eigenvalue of conjugate pair
  787. *
  788. CURSL = CURSL .OR. LASTSL
  789. LASTSL = CURSL
  790. IF( CURSL )
  791. $ SDIM = SDIM + 2
  792. IP = -1
  793. IF( CURSL .AND. .NOT.LST2SL )
  794. $ INFO = N + 2
  795. ELSE
  796. *
  797. * First eigenvalue of conjugate pair
  798. *
  799. IP = 1
  800. END IF
  801. END IF
  802. LST2SL = LASTSL
  803. LASTSL = CURSL
  804. 50 CONTINUE
  805. *
  806. END IF
  807. *
  808. 60 CONTINUE
  809. *
  810. WORK( 1 ) = MAXWRK
  811. IWORK( 1 ) = LIWMIN
  812. *
  813. RETURN
  814. *
  815. * End of DGGESX
  816. *
  817. END