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sggbak.f 8.3 kB

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  1. *> \brief \b SGGBAK
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGGBAK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sggbak.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sggbak.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sggbak.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V,
  22. * LDV, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOB, SIDE
  26. * INTEGER IHI, ILO, INFO, LDV, M, N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL LSCALE( * ), RSCALE( * ), V( LDV, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SGGBAK forms the right or left eigenvectors of a real generalized
  39. *> eigenvalue problem A*x = lambda*B*x, by backward transformation on
  40. *> the computed eigenvectors of the balanced pair of matrices output by
  41. *> SGGBAL.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] JOB
  48. *> \verbatim
  49. *> JOB is CHARACTER*1
  50. *> Specifies the type of backward transformation required:
  51. *> = 'N': do nothing, return immediately;
  52. *> = 'P': do backward transformation for permutation only;
  53. *> = 'S': do backward transformation for scaling only;
  54. *> = 'B': do backward transformations for both permutation and
  55. *> scaling.
  56. *> JOB must be the same as the argument JOB supplied to SGGBAL.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] SIDE
  60. *> \verbatim
  61. *> SIDE is CHARACTER*1
  62. *> = 'R': V contains right eigenvectors;
  63. *> = 'L': V contains left eigenvectors.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The number of rows of the matrix V. N >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] ILO
  73. *> \verbatim
  74. *> ILO is INTEGER
  75. *> \endverbatim
  76. *>
  77. *> \param[in] IHI
  78. *> \verbatim
  79. *> IHI is INTEGER
  80. *> The integers ILO and IHI determined by SGGBAL.
  81. *> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] LSCALE
  85. *> \verbatim
  86. *> LSCALE is REAL array, dimension (N)
  87. *> Details of the permutations and/or scaling factors applied
  88. *> to the left side of A and B, as returned by SGGBAL.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] RSCALE
  92. *> \verbatim
  93. *> RSCALE is REAL array, dimension (N)
  94. *> Details of the permutations and/or scaling factors applied
  95. *> to the right side of A and B, as returned by SGGBAL.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] M
  99. *> \verbatim
  100. *> M is INTEGER
  101. *> The number of columns of the matrix V. M >= 0.
  102. *> \endverbatim
  103. *>
  104. *> \param[in,out] V
  105. *> \verbatim
  106. *> V is REAL array, dimension (LDV,M)
  107. *> On entry, the matrix of right or left eigenvectors to be
  108. *> transformed, as returned by STGEVC.
  109. *> On exit, V is overwritten by the transformed eigenvectors.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDV
  113. *> \verbatim
  114. *> LDV is INTEGER
  115. *> The leading dimension of the matrix V. LDV >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] INFO
  119. *> \verbatim
  120. *> INFO is INTEGER
  121. *> = 0: successful exit.
  122. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  123. *> \endverbatim
  124. *
  125. * Authors:
  126. * ========
  127. *
  128. *> \author Univ. of Tennessee
  129. *> \author Univ. of California Berkeley
  130. *> \author Univ. of Colorado Denver
  131. *> \author NAG Ltd.
  132. *
  133. *> \ingroup realGBcomputational
  134. *
  135. *> \par Further Details:
  136. * =====================
  137. *>
  138. *> \verbatim
  139. *>
  140. *> See R.C. Ward, Balancing the generalized eigenvalue problem,
  141. *> SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
  142. *> \endverbatim
  143. *>
  144. * =====================================================================
  145. SUBROUTINE SGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V,
  146. $ LDV, INFO )
  147. *
  148. * -- LAPACK computational routine --
  149. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  150. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  151. *
  152. * .. Scalar Arguments ..
  153. CHARACTER JOB, SIDE
  154. INTEGER IHI, ILO, INFO, LDV, M, N
  155. * ..
  156. * .. Array Arguments ..
  157. REAL LSCALE( * ), RSCALE( * ), V( LDV, * )
  158. * ..
  159. *
  160. * =====================================================================
  161. *
  162. * .. Local Scalars ..
  163. LOGICAL LEFTV, RIGHTV
  164. INTEGER I, K
  165. * ..
  166. * .. External Functions ..
  167. LOGICAL LSAME
  168. EXTERNAL LSAME
  169. * ..
  170. * .. External Subroutines ..
  171. EXTERNAL SSCAL, SSWAP, XERBLA
  172. * ..
  173. * .. Intrinsic Functions ..
  174. INTRINSIC MAX
  175. * ..
  176. * .. Executable Statements ..
  177. *
  178. * Test the input parameters
  179. *
  180. RIGHTV = LSAME( SIDE, 'R' )
  181. LEFTV = LSAME( SIDE, 'L' )
  182. *
  183. INFO = 0
  184. IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
  185. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
  186. INFO = -1
  187. ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
  188. INFO = -2
  189. ELSE IF( N.LT.0 ) THEN
  190. INFO = -3
  191. ELSE IF( ILO.LT.1 ) THEN
  192. INFO = -4
  193. ELSE IF( N.EQ.0 .AND. IHI.EQ.0 .AND. ILO.NE.1 ) THEN
  194. INFO = -4
  195. ELSE IF( N.GT.0 .AND. ( IHI.LT.ILO .OR. IHI.GT.MAX( 1, N ) ) )
  196. $ THEN
  197. INFO = -5
  198. ELSE IF( N.EQ.0 .AND. ILO.EQ.1 .AND. IHI.NE.0 ) THEN
  199. INFO = -5
  200. ELSE IF( M.LT.0 ) THEN
  201. INFO = -8
  202. ELSE IF( LDV.LT.MAX( 1, N ) ) THEN
  203. INFO = -10
  204. END IF
  205. IF( INFO.NE.0 ) THEN
  206. CALL XERBLA( 'SGGBAK', -INFO )
  207. RETURN
  208. END IF
  209. *
  210. * Quick return if possible
  211. *
  212. IF( N.EQ.0 )
  213. $ RETURN
  214. IF( M.EQ.0 )
  215. $ RETURN
  216. IF( LSAME( JOB, 'N' ) )
  217. $ RETURN
  218. *
  219. IF( ILO.EQ.IHI )
  220. $ GO TO 30
  221. *
  222. * Backward balance
  223. *
  224. IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN
  225. *
  226. * Backward transformation on right eigenvectors
  227. *
  228. IF( RIGHTV ) THEN
  229. DO 10 I = ILO, IHI
  230. CALL SSCAL( M, RSCALE( I ), V( I, 1 ), LDV )
  231. 10 CONTINUE
  232. END IF
  233. *
  234. * Backward transformation on left eigenvectors
  235. *
  236. IF( LEFTV ) THEN
  237. DO 20 I = ILO, IHI
  238. CALL SSCAL( M, LSCALE( I ), V( I, 1 ), LDV )
  239. 20 CONTINUE
  240. END IF
  241. END IF
  242. *
  243. * Backward permutation
  244. *
  245. 30 CONTINUE
  246. IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN
  247. *
  248. * Backward permutation on right eigenvectors
  249. *
  250. IF( RIGHTV ) THEN
  251. IF( ILO.EQ.1 )
  252. $ GO TO 50
  253. *
  254. DO 40 I = ILO - 1, 1, -1
  255. K = INT( RSCALE( I ) )
  256. IF( K.EQ.I )
  257. $ GO TO 40
  258. CALL SSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
  259. 40 CONTINUE
  260. *
  261. 50 CONTINUE
  262. IF( IHI.EQ.N )
  263. $ GO TO 70
  264. DO 60 I = IHI + 1, N
  265. K = INT( RSCALE( I ) )
  266. IF( K.EQ.I )
  267. $ GO TO 60
  268. CALL SSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
  269. 60 CONTINUE
  270. END IF
  271. *
  272. * Backward permutation on left eigenvectors
  273. *
  274. 70 CONTINUE
  275. IF( LEFTV ) THEN
  276. IF( ILO.EQ.1 )
  277. $ GO TO 90
  278. DO 80 I = ILO - 1, 1, -1
  279. K = INT( LSCALE( I ) )
  280. IF( K.EQ.I )
  281. $ GO TO 80
  282. CALL SSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
  283. 80 CONTINUE
  284. *
  285. 90 CONTINUE
  286. IF( IHI.EQ.N )
  287. $ GO TO 110
  288. DO 100 I = IHI + 1, N
  289. K = INT( LSCALE( I ) )
  290. IF( K.EQ.I )
  291. $ GO TO 100
  292. CALL SSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
  293. 100 CONTINUE
  294. END IF
  295. END IF
  296. *
  297. 110 CONTINUE
  298. *
  299. RETURN
  300. *
  301. * End of SGGBAK
  302. *
  303. END