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sgges.f 22 kB

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  1. *> \brief <b> SGGES 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 SGGES + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgges.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgges.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgges.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGGES( 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. * REAL 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. *> SGGES 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. *> SGGEV 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (N)
  171. *> \endverbatim
  172. *>
  173. *> \param[out] ALPHAI
  174. *> \verbatim
  175. *> ALPHAI is REAL array, dimension (N)
  176. *> \endverbatim
  177. *>
  178. *> \param[out] BETA
  179. *> \verbatim
  180. *> BETA is REAL 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 REAL 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 REAL 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 REAL 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 >= max(8*N,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 SHGEQZ.
  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 STGSEN.
  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 realGEeigen
  279. *
  280. * =====================================================================
  281. SUBROUTINE SGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
  282. $ SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
  283. $ 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. REAL 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. REAL ZERO, ONE
  308. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+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, MAXWRK,
  315. $ MINWRK
  316. REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
  317. $ PVSR, SAFMAX, SAFMIN, SMLNUM
  318. * ..
  319. * .. Local Arrays ..
  320. INTEGER IDUM( 1 )
  321. REAL DIF( 2 )
  322. * ..
  323. * .. External Subroutines ..
  324. EXTERNAL SGEQRF, SGGBAK, SGGBAL, SGGHRD, SHGEQZ, SLABAD,
  325. $ SLACPY, SLASCL, SLASET, SORGQR, SORMQR, STGSEN,
  326. $ XERBLA
  327. * ..
  328. * .. External Functions ..
  329. LOGICAL LSAME
  330. INTEGER ILAENV
  331. REAL SLAMCH, SLANGE
  332. EXTERNAL LSAME, ILAENV, SLAMCH, SLANGE
  333. * ..
  334. * .. Intrinsic Functions ..
  335. INTRINSIC ABS, MAX, SQRT
  336. * ..
  337. * .. Executable Statements ..
  338. *
  339. * Decode the input arguments
  340. *
  341. IF( LSAME( JOBVSL, 'N' ) ) THEN
  342. IJOBVL = 1
  343. ILVSL = .FALSE.
  344. ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
  345. IJOBVL = 2
  346. ILVSL = .TRUE.
  347. ELSE
  348. IJOBVL = -1
  349. ILVSL = .FALSE.
  350. END IF
  351. *
  352. IF( LSAME( JOBVSR, 'N' ) ) THEN
  353. IJOBVR = 1
  354. ILVSR = .FALSE.
  355. ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
  356. IJOBVR = 2
  357. ILVSR = .TRUE.
  358. ELSE
  359. IJOBVR = -1
  360. ILVSR = .FALSE.
  361. END IF
  362. *
  363. WANTST = LSAME( SORT, 'S' )
  364. *
  365. * Test the input arguments
  366. *
  367. INFO = 0
  368. LQUERY = ( LWORK.EQ.-1 )
  369. IF( IJOBVL.LE.0 ) THEN
  370. INFO = -1
  371. ELSE IF( IJOBVR.LE.0 ) THEN
  372. INFO = -2
  373. ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
  374. INFO = -3
  375. ELSE IF( N.LT.0 ) THEN
  376. INFO = -5
  377. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  378. INFO = -7
  379. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  380. INFO = -9
  381. ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
  382. INFO = -15
  383. ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
  384. INFO = -17
  385. END IF
  386. *
  387. * Compute workspace
  388. * (Note: Comments in the code beginning "Workspace:" describe the
  389. * minimal amount of workspace needed at that point in the code,
  390. * as well as the preferred amount for good performance.
  391. * NB refers to the optimal block size for the immediately
  392. * following subroutine, as returned by ILAENV.)
  393. *
  394. IF( INFO.EQ.0 ) THEN
  395. IF( N.GT.0 )THEN
  396. MINWRK = MAX( 8*N, 6*N + 16 )
  397. MAXWRK = MINWRK - N +
  398. $ N*ILAENV( 1, 'SGEQRF', ' ', N, 1, N, 0 )
  399. MAXWRK = MAX( MAXWRK, MINWRK - N +
  400. $ N*ILAENV( 1, 'SORMQR', ' ', N, 1, N, -1 ) )
  401. IF( ILVSL ) THEN
  402. MAXWRK = MAX( MAXWRK, MINWRK - N +
  403. $ N*ILAENV( 1, 'SORGQR', ' ', N, 1, N, -1 ) )
  404. END IF
  405. ELSE
  406. MINWRK = 1
  407. MAXWRK = 1
  408. END IF
  409. WORK( 1 ) = MAXWRK
  410. *
  411. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  412. $ INFO = -19
  413. END IF
  414. *
  415. IF( INFO.NE.0 ) THEN
  416. CALL XERBLA( 'SGGES ', -INFO )
  417. RETURN
  418. ELSE IF( LQUERY ) THEN
  419. RETURN
  420. END IF
  421. *
  422. * Quick return if possible
  423. *
  424. IF( N.EQ.0 ) THEN
  425. SDIM = 0
  426. RETURN
  427. END IF
  428. *
  429. * Get machine constants
  430. *
  431. EPS = SLAMCH( 'P' )
  432. SAFMIN = SLAMCH( 'S' )
  433. SAFMAX = ONE / SAFMIN
  434. CALL SLABAD( SAFMIN, SAFMAX )
  435. SMLNUM = SQRT( SAFMIN ) / EPS
  436. BIGNUM = ONE / SMLNUM
  437. *
  438. * Scale A if max element outside range [SMLNUM,BIGNUM]
  439. *
  440. ANRM = SLANGE( 'M', N, N, A, LDA, WORK )
  441. ILASCL = .FALSE.
  442. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  443. ANRMTO = SMLNUM
  444. ILASCL = .TRUE.
  445. ELSE IF( ANRM.GT.BIGNUM ) THEN
  446. ANRMTO = BIGNUM
  447. ILASCL = .TRUE.
  448. END IF
  449. IF( ILASCL )
  450. $ CALL SLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
  451. *
  452. * Scale B if max element outside range [SMLNUM,BIGNUM]
  453. *
  454. BNRM = SLANGE( 'M', N, N, B, LDB, WORK )
  455. ILBSCL = .FALSE.
  456. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  457. BNRMTO = SMLNUM
  458. ILBSCL = .TRUE.
  459. ELSE IF( BNRM.GT.BIGNUM ) THEN
  460. BNRMTO = BIGNUM
  461. ILBSCL = .TRUE.
  462. END IF
  463. IF( ILBSCL )
  464. $ CALL SLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
  465. *
  466. * Permute the matrix to make it more nearly triangular
  467. * (Workspace: need 6*N + 2*N space for storing balancing factors)
  468. *
  469. ILEFT = 1
  470. IRIGHT = N + 1
  471. IWRK = IRIGHT + N
  472. CALL SGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
  473. $ WORK( IRIGHT ), WORK( IWRK ), IERR )
  474. *
  475. * Reduce B to triangular form (QR decomposition of B)
  476. * (Workspace: need N, prefer N*NB)
  477. *
  478. IROWS = IHI + 1 - ILO
  479. ICOLS = N + 1 - ILO
  480. ITAU = IWRK
  481. IWRK = ITAU + IROWS
  482. CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  483. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  484. *
  485. * Apply the orthogonal transformation to matrix A
  486. * (Workspace: need N, prefer N*NB)
  487. *
  488. CALL SORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  489. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
  490. $ LWORK+1-IWRK, IERR )
  491. *
  492. * Initialize VSL
  493. * (Workspace: need N, prefer N*NB)
  494. *
  495. IF( ILVSL ) THEN
  496. CALL SLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
  497. IF( IROWS.GT.1 ) THEN
  498. CALL SLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  499. $ VSL( ILO+1, ILO ), LDVSL )
  500. END IF
  501. CALL SORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
  502. $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
  503. END IF
  504. *
  505. * Initialize VSR
  506. *
  507. IF( ILVSR )
  508. $ CALL SLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
  509. *
  510. * Reduce to generalized Hessenberg form
  511. * (Workspace: none needed)
  512. *
  513. CALL SGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
  514. $ LDVSL, VSR, LDVSR, IERR )
  515. *
  516. * Perform QZ algorithm, computing Schur vectors if desired
  517. * (Workspace: need N)
  518. *
  519. IWRK = ITAU
  520. CALL SHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
  521. $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
  522. $ WORK( IWRK ), LWORK+1-IWRK, IERR )
  523. IF( IERR.NE.0 ) THEN
  524. IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
  525. INFO = IERR
  526. ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
  527. INFO = IERR - N
  528. ELSE
  529. INFO = N + 1
  530. END IF
  531. GO TO 40
  532. END IF
  533. *
  534. * Sort eigenvalues ALPHA/BETA if desired
  535. * (Workspace: need 4*N+16 )
  536. *
  537. SDIM = 0
  538. IF( WANTST ) THEN
  539. *
  540. * Undo scaling on eigenvalues before SELCTGing
  541. *
  542. IF( ILASCL ) THEN
  543. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
  544. $ IERR )
  545. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
  546. $ IERR )
  547. END IF
  548. IF( ILBSCL )
  549. $ CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  550. *
  551. * Select eigenvalues
  552. *
  553. DO 10 I = 1, N
  554. BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  555. 10 CONTINUE
  556. *
  557. CALL STGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
  558. $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
  559. $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
  560. $ IERR )
  561. IF( IERR.EQ.1 )
  562. $ INFO = N + 3
  563. *
  564. END IF
  565. *
  566. * Apply back-permutation to VSL and VSR
  567. * (Workspace: none needed)
  568. *
  569. IF( ILVSL )
  570. $ CALL SGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
  571. $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
  572. *
  573. IF( ILVSR )
  574. $ CALL SGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
  575. $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
  576. *
  577. * Check if unscaling would cause over/underflow, if so, rescale
  578. * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
  579. * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
  580. *
  581. IF( ILASCL )THEN
  582. DO 50 I = 1, N
  583. IF( ALPHAI( I ).NE.ZERO ) THEN
  584. IF( ( ALPHAR( I )/SAFMAX ).GT.( ANRMTO/ANRM ) .OR.
  585. $ ( SAFMIN/ALPHAR( I ) ).GT.( ANRM/ANRMTO ) ) THEN
  586. WORK( 1 ) = ABS( A( I, I )/ALPHAR( I ) )
  587. BETA( I ) = BETA( I )*WORK( 1 )
  588. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  589. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  590. ELSE IF( ( ALPHAI( I )/SAFMAX ).GT.( ANRMTO/ANRM ) .OR.
  591. $ ( SAFMIN/ALPHAI( I ) ).GT.( ANRM/ANRMTO ) ) THEN
  592. WORK( 1 ) = ABS( A( I, I+1 )/ALPHAI( I ) )
  593. BETA( I ) = BETA( I )*WORK( 1 )
  594. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  595. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  596. END IF
  597. END IF
  598. 50 CONTINUE
  599. END IF
  600. *
  601. IF( ILBSCL )THEN
  602. DO 60 I = 1, N
  603. IF( ALPHAI( I ).NE.ZERO ) THEN
  604. IF( ( BETA( I )/SAFMAX ).GT.( BNRMTO/BNRM ) .OR.
  605. $ ( SAFMIN/BETA( I ) ).GT.( BNRM/BNRMTO ) ) THEN
  606. WORK( 1 ) = ABS(B( I, I )/BETA( I ))
  607. BETA( I ) = BETA( I )*WORK( 1 )
  608. ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
  609. ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
  610. END IF
  611. END IF
  612. 60 CONTINUE
  613. END IF
  614. *
  615. * Undo scaling
  616. *
  617. IF( ILASCL ) THEN
  618. CALL SLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
  619. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
  620. CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
  621. END IF
  622. *
  623. IF( ILBSCL ) THEN
  624. CALL SLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
  625. CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
  626. END IF
  627. *
  628. IF( WANTST ) THEN
  629. *
  630. * Check if reordering is correct
  631. *
  632. LASTSL = .TRUE.
  633. LST2SL = .TRUE.
  634. SDIM = 0
  635. IP = 0
  636. DO 30 I = 1, N
  637. CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
  638. IF( ALPHAI( I ).EQ.ZERO ) THEN
  639. IF( CURSL )
  640. $ SDIM = SDIM + 1
  641. IP = 0
  642. IF( CURSL .AND. .NOT.LASTSL )
  643. $ INFO = N + 2
  644. ELSE
  645. IF( IP.EQ.1 ) THEN
  646. *
  647. * Last eigenvalue of conjugate pair
  648. *
  649. CURSL = CURSL .OR. LASTSL
  650. LASTSL = CURSL
  651. IF( CURSL )
  652. $ SDIM = SDIM + 2
  653. IP = -1
  654. IF( CURSL .AND. .NOT.LST2SL )
  655. $ INFO = N + 2
  656. ELSE
  657. *
  658. * First eigenvalue of conjugate pair
  659. *
  660. IP = 1
  661. END IF
  662. END IF
  663. LST2SL = LASTSL
  664. LASTSL = CURSL
  665. 30 CONTINUE
  666. *
  667. END IF
  668. *
  669. 40 CONTINUE
  670. *
  671. WORK( 1 ) = MAXWRK
  672. *
  673. RETURN
  674. *
  675. * End of SGGES
  676. *
  677. END