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zgegv.f 23 kB

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  1. *> \brief <b> ZGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a complex matrix pair (A,B).</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEGV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgegv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgegv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgegv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA,
  22. * VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBVL, JOBVR
  26. * INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION RWORK( * )
  30. * COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
  31. * $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
  32. * $ WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> This routine is deprecated and has been replaced by routine ZGGEV.
  42. *>
  43. *> ZGEGV computes the eigenvalues and, optionally, the left and/or right
  44. *> eigenvectors of a complex matrix pair (A,B).
  45. *> Given two square matrices A and B,
  46. *> the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
  47. *> eigenvalues lambda and corresponding (non-zero) eigenvectors x such
  48. *> that
  49. *> A*x = lambda*B*x.
  50. *>
  51. *> An alternate form is to find the eigenvalues mu and corresponding
  52. *> eigenvectors y such that
  53. *> mu*A*y = B*y.
  54. *>
  55. *> These two forms are equivalent with mu = 1/lambda and x = y if
  56. *> neither lambda nor mu is zero. In order to deal with the case that
  57. *> lambda or mu is zero or small, two values alpha and beta are returned
  58. *> for each eigenvalue, such that lambda = alpha/beta and
  59. *> mu = beta/alpha.
  60. *>
  61. *> The vectors x and y in the above equations are right eigenvectors of
  62. *> the matrix pair (A,B). Vectors u and v satisfying
  63. *> u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B
  64. *> are left eigenvectors of (A,B).
  65. *>
  66. *> Note: this routine performs "full balancing" on A and B
  67. *> \endverbatim
  68. *
  69. * Arguments:
  70. * ==========
  71. *
  72. *> \param[in] JOBVL
  73. *> \verbatim
  74. *> JOBVL is CHARACTER*1
  75. *> = 'N': do not compute the left generalized eigenvectors;
  76. *> = 'V': compute the left generalized eigenvectors (returned
  77. *> in VL).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] JOBVR
  81. *> \verbatim
  82. *> JOBVR is CHARACTER*1
  83. *> = 'N': do not compute the right generalized eigenvectors;
  84. *> = 'V': compute the right generalized eigenvectors (returned
  85. *> in VR).
  86. *> \endverbatim
  87. *>
  88. *> \param[in] N
  89. *> \verbatim
  90. *> N is INTEGER
  91. *> The order of the matrices A, B, VL, and VR. N >= 0.
  92. *> \endverbatim
  93. *>
  94. *> \param[in,out] A
  95. *> \verbatim
  96. *> A is COMPLEX*16 array, dimension (LDA, N)
  97. *> On entry, the matrix A.
  98. *> If JOBVL = 'V' or JOBVR = 'V', then on exit A
  99. *> contains the Schur form of A from the generalized Schur
  100. *> factorization of the pair (A,B) after balancing. If no
  101. *> eigenvectors were computed, then only the diagonal elements
  102. *> of the Schur form will be correct. See ZGGHRD and ZHGEQZ
  103. *> for details.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDA
  107. *> \verbatim
  108. *> LDA is INTEGER
  109. *> The leading dimension of A. LDA >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[in,out] B
  113. *> \verbatim
  114. *> B is COMPLEX*16 array, dimension (LDB, N)
  115. *> On entry, the matrix B.
  116. *> If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the
  117. *> upper triangular matrix obtained from B in the generalized
  118. *> Schur factorization of the pair (A,B) after balancing.
  119. *> If no eigenvectors were computed, then only the diagonal
  120. *> elements of B will be correct. See ZGGHRD and ZHGEQZ for
  121. *> details.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] LDB
  125. *> \verbatim
  126. *> LDB is INTEGER
  127. *> The leading dimension of B. LDB >= max(1,N).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] ALPHA
  131. *> \verbatim
  132. *> ALPHA is COMPLEX*16 array, dimension (N)
  133. *> The complex scalars alpha that define the eigenvalues of
  134. *> GNEP.
  135. *> \endverbatim
  136. *>
  137. *> \param[out] BETA
  138. *> \verbatim
  139. *> BETA is COMPLEX*16 array, dimension (N)
  140. *> The complex scalars beta that define the eigenvalues of GNEP.
  141. *>
  142. *> Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
  143. *> represent the j-th eigenvalue of the matrix pair (A,B), in
  144. *> one of the forms lambda = alpha/beta or mu = beta/alpha.
  145. *> Since either lambda or mu may overflow, they should not,
  146. *> in general, be computed.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] VL
  150. *> \verbatim
  151. *> VL is COMPLEX*16 array, dimension (LDVL,N)
  152. *> If JOBVL = 'V', the left eigenvectors u(j) are stored
  153. *> in the columns of VL, in the same order as their eigenvalues.
  154. *> Each eigenvector is scaled so that its largest component has
  155. *> abs(real part) + abs(imag. part) = 1, except for eigenvectors
  156. *> corresponding to an eigenvalue with alpha = beta = 0, which
  157. *> are set to zero.
  158. *> Not referenced if JOBVL = 'N'.
  159. *> \endverbatim
  160. *>
  161. *> \param[in] LDVL
  162. *> \verbatim
  163. *> LDVL is INTEGER
  164. *> The leading dimension of the matrix VL. LDVL >= 1, and
  165. *> if JOBVL = 'V', LDVL >= N.
  166. *> \endverbatim
  167. *>
  168. *> \param[out] VR
  169. *> \verbatim
  170. *> VR is COMPLEX*16 array, dimension (LDVR,N)
  171. *> If JOBVR = 'V', the right eigenvectors x(j) are stored
  172. *> in the columns of VR, in the same order as their eigenvalues.
  173. *> Each eigenvector is scaled so that its largest component has
  174. *> abs(real part) + abs(imag. part) = 1, except for eigenvectors
  175. *> corresponding to an eigenvalue with alpha = beta = 0, which
  176. *> are set to zero.
  177. *> Not referenced if JOBVR = 'N'.
  178. *> \endverbatim
  179. *>
  180. *> \param[in] LDVR
  181. *> \verbatim
  182. *> LDVR is INTEGER
  183. *> The leading dimension of the matrix VR. LDVR >= 1, and
  184. *> if JOBVR = 'V', LDVR >= N.
  185. *> \endverbatim
  186. *>
  187. *> \param[out] WORK
  188. *> \verbatim
  189. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  190. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  191. *> \endverbatim
  192. *>
  193. *> \param[in] LWORK
  194. *> \verbatim
  195. *> LWORK is INTEGER
  196. *> The dimension of the array WORK. LWORK >= max(1,2*N).
  197. *> For good performance, LWORK must generally be larger.
  198. *> To compute the optimal value of LWORK, call ILAENV to get
  199. *> blocksizes (for ZGEQRF, ZUNMQR, and ZUNGQR.) Then compute:
  200. *> NB -- MAX of the blocksizes for ZGEQRF, ZUNMQR, and ZUNGQR;
  201. *> The optimal LWORK is MAX( 2*N, N*(NB+1) ).
  202. *>
  203. *> If LWORK = -1, then a workspace query is assumed; the routine
  204. *> only calculates the optimal size of the WORK array, returns
  205. *> this value as the first entry of the WORK array, and no error
  206. *> message related to LWORK is issued by XERBLA.
  207. *> \endverbatim
  208. *>
  209. *> \param[out] RWORK
  210. *> \verbatim
  211. *> RWORK is DOUBLE PRECISION array, dimension (8*N)
  212. *> \endverbatim
  213. *>
  214. *> \param[out] INFO
  215. *> \verbatim
  216. *> INFO is INTEGER
  217. *> = 0: successful exit
  218. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  219. *> =1,...,N:
  220. *> The QZ iteration failed. No eigenvectors have been
  221. *> calculated, but ALPHA(j) and BETA(j) should be
  222. *> correct for j=INFO+1,...,N.
  223. *> > N: errors that usually indicate LAPACK problems:
  224. *> =N+1: error return from ZGGBAL
  225. *> =N+2: error return from ZGEQRF
  226. *> =N+3: error return from ZUNMQR
  227. *> =N+4: error return from ZUNGQR
  228. *> =N+5: error return from ZGGHRD
  229. *> =N+6: error return from ZHGEQZ (other than failed
  230. *> iteration)
  231. *> =N+7: error return from ZTGEVC
  232. *> =N+8: error return from ZGGBAK (computing VL)
  233. *> =N+9: error return from ZGGBAK (computing VR)
  234. *> =N+10: error return from ZLASCL (various calls)
  235. *> \endverbatim
  236. *
  237. * Authors:
  238. * ========
  239. *
  240. *> \author Univ. of Tennessee
  241. *> \author Univ. of California Berkeley
  242. *> \author Univ. of Colorado Denver
  243. *> \author NAG Ltd.
  244. *
  245. *> \ingroup complex16GEeigen
  246. *
  247. *> \par Further Details:
  248. * =====================
  249. *>
  250. *> \verbatim
  251. *>
  252. *> Balancing
  253. *> ---------
  254. *>
  255. *> This driver calls ZGGBAL to both permute and scale rows and columns
  256. *> of A and B. The permutations PL and PR are chosen so that PL*A*PR
  257. *> and PL*B*R will be upper triangular except for the diagonal blocks
  258. *> A(i:j,i:j) and B(i:j,i:j), with i and j as close together as
  259. *> possible. The diagonal scaling matrices DL and DR are chosen so
  260. *> that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to
  261. *> one (except for the elements that start out zero.)
  262. *>
  263. *> After the eigenvalues and eigenvectors of the balanced matrices
  264. *> have been computed, ZGGBAK transforms the eigenvectors back to what
  265. *> they would have been (in perfect arithmetic) if they had not been
  266. *> balanced.
  267. *>
  268. *> Contents of A and B on Exit
  269. *> -------- -- - --- - -- ----
  270. *>
  271. *> If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or
  272. *> both), then on exit the arrays A and B will contain the complex Schur
  273. *> form[*] of the "balanced" versions of A and B. If no eigenvectors
  274. *> are computed, then only the diagonal blocks will be correct.
  275. *>
  276. *> [*] In other words, upper triangular form.
  277. *> \endverbatim
  278. *>
  279. * =====================================================================
  280. SUBROUTINE ZGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA,
  281. $ VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
  282. *
  283. * -- LAPACK driver routine --
  284. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  285. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  286. *
  287. * .. Scalar Arguments ..
  288. CHARACTER JOBVL, JOBVR
  289. INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
  290. * ..
  291. * .. Array Arguments ..
  292. DOUBLE PRECISION RWORK( * )
  293. COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
  294. $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
  295. $ WORK( * )
  296. * ..
  297. *
  298. * =====================================================================
  299. *
  300. * .. Parameters ..
  301. DOUBLE PRECISION ZERO, ONE
  302. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  303. COMPLEX*16 CZERO, CONE
  304. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
  305. $ CONE = ( 1.0D0, 0.0D0 ) )
  306. * ..
  307. * .. Local Scalars ..
  308. LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY
  309. CHARACTER CHTEMP
  310. INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
  311. $ IN, IRIGHT, IROWS, IRWORK, ITAU, IWORK, JC, JR,
  312. $ LOPT, LWKMIN, LWKOPT, NB, NB1, NB2, NB3
  313. DOUBLE PRECISION ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM,
  314. $ BNRM1, BNRM2, EPS, SAFMAX, SAFMIN, SALFAI,
  315. $ SALFAR, SBETA, SCALE, TEMP
  316. COMPLEX*16 X
  317. * ..
  318. * .. Local Arrays ..
  319. LOGICAL LDUMMA( 1 )
  320. * ..
  321. * .. External Subroutines ..
  322. EXTERNAL XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD, ZHGEQZ,
  323. $ ZLACPY, ZLASCL, ZLASET, ZTGEVC, ZUNGQR, ZUNMQR
  324. * ..
  325. * .. External Functions ..
  326. LOGICAL LSAME
  327. INTEGER ILAENV
  328. DOUBLE PRECISION DLAMCH, ZLANGE
  329. EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
  330. * ..
  331. * .. Intrinsic Functions ..
  332. INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, MAX
  333. * ..
  334. * .. Statement Functions ..
  335. DOUBLE PRECISION ABS1
  336. * ..
  337. * .. Statement Function definitions ..
  338. ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
  339. * ..
  340. * .. Executable Statements ..
  341. *
  342. * Decode the input arguments
  343. *
  344. IF( LSAME( JOBVL, 'N' ) ) THEN
  345. IJOBVL = 1
  346. ILVL = .FALSE.
  347. ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
  348. IJOBVL = 2
  349. ILVL = .TRUE.
  350. ELSE
  351. IJOBVL = -1
  352. ILVL = .FALSE.
  353. END IF
  354. *
  355. IF( LSAME( JOBVR, 'N' ) ) THEN
  356. IJOBVR = 1
  357. ILVR = .FALSE.
  358. ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
  359. IJOBVR = 2
  360. ILVR = .TRUE.
  361. ELSE
  362. IJOBVR = -1
  363. ILVR = .FALSE.
  364. END IF
  365. ILV = ILVL .OR. ILVR
  366. *
  367. * Test the input arguments
  368. *
  369. LWKMIN = MAX( 2*N, 1 )
  370. LWKOPT = LWKMIN
  371. WORK( 1 ) = LWKOPT
  372. LQUERY = ( LWORK.EQ.-1 )
  373. INFO = 0
  374. IF( IJOBVL.LE.0 ) THEN
  375. INFO = -1
  376. ELSE IF( IJOBVR.LE.0 ) THEN
  377. INFO = -2
  378. ELSE IF( N.LT.0 ) THEN
  379. INFO = -3
  380. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  381. INFO = -5
  382. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  383. INFO = -7
  384. ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
  385. INFO = -11
  386. ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
  387. INFO = -13
  388. ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
  389. INFO = -15
  390. END IF
  391. *
  392. IF( INFO.EQ.0 ) THEN
  393. NB1 = ILAENV( 1, 'ZGEQRF', ' ', N, N, -1, -1 )
  394. NB2 = ILAENV( 1, 'ZUNMQR', ' ', N, N, N, -1 )
  395. NB3 = ILAENV( 1, 'ZUNGQR', ' ', N, N, N, -1 )
  396. NB = MAX( NB1, NB2, NB3 )
  397. LOPT = MAX( 2*N, N*( NB+1 ) )
  398. WORK( 1 ) = LOPT
  399. END IF
  400. *
  401. IF( INFO.NE.0 ) THEN
  402. CALL XERBLA( 'ZGEGV ', -INFO )
  403. RETURN
  404. ELSE IF( LQUERY ) THEN
  405. RETURN
  406. END IF
  407. *
  408. * Quick return if possible
  409. *
  410. IF( N.EQ.0 )
  411. $ RETURN
  412. *
  413. * Get machine constants
  414. *
  415. EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
  416. SAFMIN = DLAMCH( 'S' )
  417. SAFMIN = SAFMIN + SAFMIN
  418. SAFMAX = ONE / SAFMIN
  419. *
  420. * Scale A
  421. *
  422. ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
  423. ANRM1 = ANRM
  424. ANRM2 = ONE
  425. IF( ANRM.LT.ONE ) THEN
  426. IF( SAFMAX*ANRM.LT.ONE ) THEN
  427. ANRM1 = SAFMIN
  428. ANRM2 = SAFMAX*ANRM
  429. END IF
  430. END IF
  431. *
  432. IF( ANRM.GT.ZERO ) THEN
  433. CALL ZLASCL( 'G', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO )
  434. IF( IINFO.NE.0 ) THEN
  435. INFO = N + 10
  436. RETURN
  437. END IF
  438. END IF
  439. *
  440. * Scale B
  441. *
  442. BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
  443. BNRM1 = BNRM
  444. BNRM2 = ONE
  445. IF( BNRM.LT.ONE ) THEN
  446. IF( SAFMAX*BNRM.LT.ONE ) THEN
  447. BNRM1 = SAFMIN
  448. BNRM2 = SAFMAX*BNRM
  449. END IF
  450. END IF
  451. *
  452. IF( BNRM.GT.ZERO ) THEN
  453. CALL ZLASCL( 'G', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO )
  454. IF( IINFO.NE.0 ) THEN
  455. INFO = N + 10
  456. RETURN
  457. END IF
  458. END IF
  459. *
  460. * Permute the matrix to make it more nearly triangular
  461. * Also "balance" the matrix.
  462. *
  463. ILEFT = 1
  464. IRIGHT = N + 1
  465. IRWORK = IRIGHT + N
  466. CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
  467. $ RWORK( IRIGHT ), RWORK( IRWORK ), IINFO )
  468. IF( IINFO.NE.0 ) THEN
  469. INFO = N + 1
  470. GO TO 80
  471. END IF
  472. *
  473. * Reduce B to triangular form, and initialize VL and/or VR
  474. *
  475. IROWS = IHI + 1 - ILO
  476. IF( ILV ) THEN
  477. ICOLS = N + 1 - ILO
  478. ELSE
  479. ICOLS = IROWS
  480. END IF
  481. ITAU = 1
  482. IWORK = ITAU + IROWS
  483. CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
  484. $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
  485. IF( IINFO.GE.0 )
  486. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  487. IF( IINFO.NE.0 ) THEN
  488. INFO = N + 2
  489. GO TO 80
  490. END IF
  491. *
  492. CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
  493. $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
  494. $ LWORK+1-IWORK, IINFO )
  495. IF( IINFO.GE.0 )
  496. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  497. IF( IINFO.NE.0 ) THEN
  498. INFO = N + 3
  499. GO TO 80
  500. END IF
  501. *
  502. IF( ILVL ) THEN
  503. CALL ZLASET( 'Full', N, N, CZERO, CONE, VL, LDVL )
  504. CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
  505. $ VL( ILO+1, ILO ), LDVL )
  506. CALL ZUNGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
  507. $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
  508. $ IINFO )
  509. IF( IINFO.GE.0 )
  510. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  511. IF( IINFO.NE.0 ) THEN
  512. INFO = N + 4
  513. GO TO 80
  514. END IF
  515. END IF
  516. *
  517. IF( ILVR )
  518. $ CALL ZLASET( 'Full', N, N, CZERO, CONE, VR, LDVR )
  519. *
  520. * Reduce to generalized Hessenberg form
  521. *
  522. IF( ILV ) THEN
  523. *
  524. * Eigenvectors requested -- work on whole matrix.
  525. *
  526. CALL ZGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
  527. $ LDVL, VR, LDVR, IINFO )
  528. ELSE
  529. CALL ZGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
  530. $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IINFO )
  531. END IF
  532. IF( IINFO.NE.0 ) THEN
  533. INFO = N + 5
  534. GO TO 80
  535. END IF
  536. *
  537. * Perform QZ algorithm
  538. *
  539. IWORK = ITAU
  540. IF( ILV ) THEN
  541. CHTEMP = 'S'
  542. ELSE
  543. CHTEMP = 'E'
  544. END IF
  545. CALL ZHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
  546. $ ALPHA, BETA, VL, LDVL, VR, LDVR, WORK( IWORK ),
  547. $ LWORK+1-IWORK, RWORK( IRWORK ), IINFO )
  548. IF( IINFO.GE.0 )
  549. $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
  550. IF( IINFO.NE.0 ) THEN
  551. IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
  552. INFO = IINFO
  553. ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN
  554. INFO = IINFO - N
  555. ELSE
  556. INFO = N + 6
  557. END IF
  558. GO TO 80
  559. END IF
  560. *
  561. IF( ILV ) THEN
  562. *
  563. * Compute Eigenvectors
  564. *
  565. IF( ILVL ) THEN
  566. IF( ILVR ) THEN
  567. CHTEMP = 'B'
  568. ELSE
  569. CHTEMP = 'L'
  570. END IF
  571. ELSE
  572. CHTEMP = 'R'
  573. END IF
  574. *
  575. CALL ZTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
  576. $ VR, LDVR, N, IN, WORK( IWORK ), RWORK( IRWORK ),
  577. $ IINFO )
  578. IF( IINFO.NE.0 ) THEN
  579. INFO = N + 7
  580. GO TO 80
  581. END IF
  582. *
  583. * Undo balancing on VL and VR, rescale
  584. *
  585. IF( ILVL ) THEN
  586. CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
  587. $ RWORK( IRIGHT ), N, VL, LDVL, IINFO )
  588. IF( IINFO.NE.0 ) THEN
  589. INFO = N + 8
  590. GO TO 80
  591. END IF
  592. DO 30 JC = 1, N
  593. TEMP = ZERO
  594. DO 10 JR = 1, N
  595. TEMP = MAX( TEMP, ABS1( VL( JR, JC ) ) )
  596. 10 CONTINUE
  597. IF( TEMP.LT.SAFMIN )
  598. $ GO TO 30
  599. TEMP = ONE / TEMP
  600. DO 20 JR = 1, N
  601. VL( JR, JC ) = VL( JR, JC )*TEMP
  602. 20 CONTINUE
  603. 30 CONTINUE
  604. END IF
  605. IF( ILVR ) THEN
  606. CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
  607. $ RWORK( IRIGHT ), N, VR, LDVR, IINFO )
  608. IF( IINFO.NE.0 ) THEN
  609. INFO = N + 9
  610. GO TO 80
  611. END IF
  612. DO 60 JC = 1, N
  613. TEMP = ZERO
  614. DO 40 JR = 1, N
  615. TEMP = MAX( TEMP, ABS1( VR( JR, JC ) ) )
  616. 40 CONTINUE
  617. IF( TEMP.LT.SAFMIN )
  618. $ GO TO 60
  619. TEMP = ONE / TEMP
  620. DO 50 JR = 1, N
  621. VR( JR, JC ) = VR( JR, JC )*TEMP
  622. 50 CONTINUE
  623. 60 CONTINUE
  624. END IF
  625. *
  626. * End of eigenvector calculation
  627. *
  628. END IF
  629. *
  630. * Undo scaling in alpha, beta
  631. *
  632. * Note: this does not give the alpha and beta for the unscaled
  633. * problem.
  634. *
  635. * Un-scaling is limited to avoid underflow in alpha and beta
  636. * if they are significant.
  637. *
  638. DO 70 JC = 1, N
  639. ABSAR = ABS( DBLE( ALPHA( JC ) ) )
  640. ABSAI = ABS( DIMAG( ALPHA( JC ) ) )
  641. ABSB = ABS( DBLE( BETA( JC ) ) )
  642. SALFAR = ANRM*DBLE( ALPHA( JC ) )
  643. SALFAI = ANRM*DIMAG( ALPHA( JC ) )
  644. SBETA = BNRM*DBLE( BETA( JC ) )
  645. ILIMIT = .FALSE.
  646. SCALE = ONE
  647. *
  648. * Check for significant underflow in imaginary part of ALPHA
  649. *
  650. IF( ABS( SALFAI ).LT.SAFMIN .AND. ABSAI.GE.
  651. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSB ) ) THEN
  652. ILIMIT = .TRUE.
  653. SCALE = ( SAFMIN / ANRM1 ) / MAX( SAFMIN, ANRM2*ABSAI )
  654. END IF
  655. *
  656. * Check for significant underflow in real part of ALPHA
  657. *
  658. IF( ABS( SALFAR ).LT.SAFMIN .AND. ABSAR.GE.
  659. $ MAX( SAFMIN, EPS*ABSAI, EPS*ABSB ) ) THEN
  660. ILIMIT = .TRUE.
  661. SCALE = MAX( SCALE, ( SAFMIN / ANRM1 ) /
  662. $ MAX( SAFMIN, ANRM2*ABSAR ) )
  663. END IF
  664. *
  665. * Check for significant underflow in BETA
  666. *
  667. IF( ABS( SBETA ).LT.SAFMIN .AND. ABSB.GE.
  668. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSAI ) ) THEN
  669. ILIMIT = .TRUE.
  670. SCALE = MAX( SCALE, ( SAFMIN / BNRM1 ) /
  671. $ MAX( SAFMIN, BNRM2*ABSB ) )
  672. END IF
  673. *
  674. * Check for possible overflow when limiting scaling
  675. *
  676. IF( ILIMIT ) THEN
  677. TEMP = ( SCALE*SAFMIN )*MAX( ABS( SALFAR ), ABS( SALFAI ),
  678. $ ABS( SBETA ) )
  679. IF( TEMP.GT.ONE )
  680. $ SCALE = SCALE / TEMP
  681. IF( SCALE.LT.ONE )
  682. $ ILIMIT = .FALSE.
  683. END IF
  684. *
  685. * Recompute un-scaled ALPHA, BETA if necessary.
  686. *
  687. IF( ILIMIT ) THEN
  688. SALFAR = ( SCALE*DBLE( ALPHA( JC ) ) )*ANRM
  689. SALFAI = ( SCALE*DIMAG( ALPHA( JC ) ) )*ANRM
  690. SBETA = ( SCALE*BETA( JC ) )*BNRM
  691. END IF
  692. ALPHA( JC ) = DCMPLX( SALFAR, SALFAI )
  693. BETA( JC ) = SBETA
  694. 70 CONTINUE
  695. *
  696. 80 CONTINUE
  697. WORK( 1 ) = LWKOPT
  698. *
  699. RETURN
  700. *
  701. * End of ZGEGV
  702. *
  703. END