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- *> \brief \b DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DTGEX2 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgex2.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtgex2.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtgex2.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
- * LDZ, J1, N1, N2, WORK, LWORK, INFO )
- *
- * .. Scalar Arguments ..
- * LOGICAL WANTQ, WANTZ
- * INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
- * $ WORK( * ), Z( LDZ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
- *> of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
- *> (A, B) by an orthogonal equivalence transformation.
- *>
- *> (A, B) must be in generalized real Schur canonical form (as returned
- *> by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
- *> diagonal blocks. B is upper triangular.
- *>
- *> Optionally, the matrices Q and Z of generalized Schur vectors are
- *> updated.
- *>
- *> Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
- *> Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
- *>
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] WANTQ
- *> \verbatim
- *> WANTQ is LOGICAL
- *> .TRUE. : update the left transformation matrix Q;
- *> .FALSE.: do not update Q.
- *> \endverbatim
- *>
- *> \param[in] WANTZ
- *> \verbatim
- *> WANTZ is LOGICAL
- *> .TRUE. : update the right transformation matrix Z;
- *> .FALSE.: do not update Z.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrices A and B. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimensions (LDA,N)
- *> On entry, the matrix A in the pair (A, B).
- *> On exit, the updated matrix A.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in,out] B
- *> \verbatim
- *> B is DOUBLE PRECISION array, dimensions (LDB,N)
- *> On entry, the matrix B in the pair (A, B).
- *> On exit, the updated matrix B.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in,out] Q
- *> \verbatim
- *> Q is DOUBLE PRECISION array, dimension (LDQ,N)
- *> On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
- *> On exit, the updated matrix Q.
- *> Not referenced if WANTQ = .FALSE..
- *> \endverbatim
- *>
- *> \param[in] LDQ
- *> \verbatim
- *> LDQ is INTEGER
- *> The leading dimension of the array Q. LDQ >= 1.
- *> If WANTQ = .TRUE., LDQ >= N.
- *> \endverbatim
- *>
- *> \param[in,out] Z
- *> \verbatim
- *> Z is DOUBLE PRECISION array, dimension (LDZ,N)
- *> On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
- *> On exit, the updated matrix Z.
- *> Not referenced if WANTZ = .FALSE..
- *> \endverbatim
- *>
- *> \param[in] LDZ
- *> \verbatim
- *> LDZ is INTEGER
- *> The leading dimension of the array Z. LDZ >= 1.
- *> If WANTZ = .TRUE., LDZ >= N.
- *> \endverbatim
- *>
- *> \param[in] J1
- *> \verbatim
- *> J1 is INTEGER
- *> The index to the first block (A11, B11). 1 <= J1 <= N.
- *> \endverbatim
- *>
- *> \param[in] N1
- *> \verbatim
- *> N1 is INTEGER
- *> The order of the first block (A11, B11). N1 = 0, 1 or 2.
- *> \endverbatim
- *>
- *> \param[in] N2
- *> \verbatim
- *> N2 is INTEGER
- *> The order of the second block (A22, B22). N2 = 0, 1 or 2.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK.
- *> LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> =0: Successful exit
- *> >0: If INFO = 1, the transformed matrix (A, B) would be
- *> too far from generalized Schur form; the blocks are
- *> not swapped and (A, B) and (Q, Z) are unchanged.
- *> The problem of swapping is too ill-conditioned.
- *> <0: If INFO = -16: LWORK is too small. Appropriate value
- *> for LWORK is returned in WORK(1).
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup doubleGEauxiliary
- *
- *> \par Further Details:
- * =====================
- *>
- *> In the current code both weak and strong stability tests are
- *> performed. The user can omit the strong stability test by changing
- *> the internal logical parameter WANDS to .FALSE.. See ref. [2] for
- *> details.
- *
- *> \par Contributors:
- * ==================
- *>
- *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
- *> Umea University, S-901 87 Umea, Sweden.
- *
- *> \par References:
- * ================
- *>
- *> \verbatim
- *>
- *> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
- *> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
- *> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
- *> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
- *>
- *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
- *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
- *> Estimation: Theory, Algorithms and Software,
- *> Report UMINF - 94.04, Department of Computing Science, Umea
- *> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
- *> Note 87. To appear in Numerical Algorithms, 1996.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
- $ LDZ, J1, N1, N2, WORK, LWORK, INFO )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- LOGICAL WANTQ, WANTZ
- INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
- $ WORK( * ), Z( LDZ, * )
- * ..
- *
- * =====================================================================
- * Replaced various illegal calls to DCOPY by calls to DLASET, or by DO
- * loops. Sven Hammarling, 1/5/02.
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- DOUBLE PRECISION TWENTY
- PARAMETER ( TWENTY = 2.0D+01 )
- INTEGER LDST
- PARAMETER ( LDST = 4 )
- LOGICAL WANDS
- PARAMETER ( WANDS = .TRUE. )
- * ..
- * .. Local Scalars ..
- LOGICAL STRONG, WEAK
- INTEGER I, IDUM, LINFO, M
- DOUBLE PRECISION BQRA21, BRQA21, DDUM, DNORMA, DNORMB, DSCALE,
- $ DSUM, EPS, F, G, SA, SB, SCALE, SMLNUM,
- $ THRESHA, THRESHB
- * ..
- * .. Local Arrays ..
- INTEGER IWORK( LDST )
- DOUBLE PRECISION AI( 2 ), AR( 2 ), BE( 2 ), IR( LDST, LDST ),
- $ IRCOP( LDST, LDST ), LI( LDST, LDST ),
- $ LICOP( LDST, LDST ), S( LDST, LDST ),
- $ SCPY( LDST, LDST ), T( LDST, LDST ),
- $ TAUL( LDST ), TAUR( LDST ), TCPY( LDST, LDST )
- * ..
- * .. External Functions ..
- DOUBLE PRECISION DLAMCH
- EXTERNAL DLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL DGEMM, DGEQR2, DGERQ2, DLACPY, DLAGV2, DLARTG,
- $ DLASET, DLASSQ, DORG2R, DORGR2, DORM2R, DORMR2,
- $ DROT, DSCAL, DTGSY2
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, SQRT
- * ..
- * .. Executable Statements ..
- *
- INFO = 0
- *
- * Quick return if possible
- *
- IF( N.LE.1 .OR. N1.LE.0 .OR. N2.LE.0 )
- $ RETURN
- IF( N1.GT.N .OR. ( J1+N1 ).GT.N )
- $ RETURN
- M = N1 + N2
- IF( LWORK.LT.MAX( 1, N*M, M*M*2 ) ) THEN
- INFO = -16
- WORK( 1 ) = MAX( 1, N*M, M*M*2 )
- RETURN
- END IF
- *
- WEAK = .FALSE.
- STRONG = .FALSE.
- *
- * Make a local copy of selected block
- *
- CALL DLASET( 'Full', LDST, LDST, ZERO, ZERO, LI, LDST )
- CALL DLASET( 'Full', LDST, LDST, ZERO, ZERO, IR, LDST )
- CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, S, LDST )
- CALL DLACPY( 'Full', M, M, B( J1, J1 ), LDB, T, LDST )
- *
- * Compute threshold for testing acceptance of swapping.
- *
- EPS = DLAMCH( 'P' )
- SMLNUM = DLAMCH( 'S' ) / EPS
- DSCALE = ZERO
- DSUM = ONE
- CALL DLACPY( 'Full', M, M, S, LDST, WORK, M )
- CALL DLASSQ( M*M, WORK, 1, DSCALE, DSUM )
- DNORMA = DSCALE*SQRT( DSUM )
- DSCALE = ZERO
- DSUM = ONE
- CALL DLACPY( 'Full', M, M, T, LDST, WORK, M )
- CALL DLASSQ( M*M, WORK, 1, DSCALE, DSUM )
- DNORMB = DSCALE*SQRT( DSUM )
- *
- * THRES has been changed from
- * THRESH = MAX( TEN*EPS*SA, SMLNUM )
- * to
- * THRESH = MAX( TWENTY*EPS*SA, SMLNUM )
- * on 04/01/10.
- * "Bug" reported by Ondra Kamenik, confirmed by Julie Langou, fixed by
- * Jim Demmel and Guillaume Revy. See forum post 1783.
- *
- THRESHA = MAX( TWENTY*EPS*DNORMA, SMLNUM )
- THRESHB = MAX( TWENTY*EPS*DNORMB, SMLNUM )
- *
- IF( M.EQ.2 ) THEN
- *
- * CASE 1: Swap 1-by-1 and 1-by-1 blocks.
- *
- * Compute orthogonal QL and RQ that swap 1-by-1 and 1-by-1 blocks
- * using Givens rotations and perform the swap tentatively.
- *
- F = S( 2, 2 )*T( 1, 1 ) - T( 2, 2 )*S( 1, 1 )
- G = S( 2, 2 )*T( 1, 2 ) - T( 2, 2 )*S( 1, 2 )
- SA = ABS( S( 2, 2 ) ) * ABS( T( 1, 1 ) )
- SB = ABS( S( 1, 1 ) ) * ABS( T( 2, 2 ) )
- CALL DLARTG( F, G, IR( 1, 2 ), IR( 1, 1 ), DDUM )
- IR( 2, 1 ) = -IR( 1, 2 )
- IR( 2, 2 ) = IR( 1, 1 )
- CALL DROT( 2, S( 1, 1 ), 1, S( 1, 2 ), 1, IR( 1, 1 ),
- $ IR( 2, 1 ) )
- CALL DROT( 2, T( 1, 1 ), 1, T( 1, 2 ), 1, IR( 1, 1 ),
- $ IR( 2, 1 ) )
- IF( SA.GE.SB ) THEN
- CALL DLARTG( S( 1, 1 ), S( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
- $ DDUM )
- ELSE
- CALL DLARTG( T( 1, 1 ), T( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
- $ DDUM )
- END IF
- CALL DROT( 2, S( 1, 1 ), LDST, S( 2, 1 ), LDST, LI( 1, 1 ),
- $ LI( 2, 1 ) )
- CALL DROT( 2, T( 1, 1 ), LDST, T( 2, 1 ), LDST, LI( 1, 1 ),
- $ LI( 2, 1 ) )
- LI( 2, 2 ) = LI( 1, 1 )
- LI( 1, 2 ) = -LI( 2, 1 )
- *
- * Weak stability test: |S21| <= O(EPS F-norm((A)))
- * and |T21| <= O(EPS F-norm((B)))
- *
- WEAK = ABS( S( 2, 1 ) ) .LE. THRESHA .AND.
- $ ABS( T( 2, 1 ) ) .LE. THRESHB
- IF( .NOT.WEAK )
- $ GO TO 70
- *
- IF( WANDS ) THEN
- *
- * Strong stability test:
- * F-norm((A-QL**H*S*QR)) <= O(EPS*F-norm((A)))
- * and
- * F-norm((B-QL**H*T*QR)) <= O(EPS*F-norm((B)))
- *
- CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
- $ M )
- CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
- $ WORK, M )
- CALL DGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
- $ WORK( M*M+1 ), M )
- DSCALE = ZERO
- DSUM = ONE
- CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
- SA = DSCALE*SQRT( DSUM )
- *
- CALL DLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
- $ M )
- CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
- $ WORK, M )
- CALL DGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
- $ WORK( M*M+1 ), M )
- DSCALE = ZERO
- DSUM = ONE
- CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
- SB = DSCALE*SQRT( DSUM )
- STRONG = SA.LE.THRESHA .AND. SB.LE.THRESHB
- IF( .NOT.STRONG )
- $ GO TO 70
- END IF
- *
- * Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
- * (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
- *
- CALL DROT( J1+1, A( 1, J1 ), 1, A( 1, J1+1 ), 1, IR( 1, 1 ),
- $ IR( 2, 1 ) )
- CALL DROT( J1+1, B( 1, J1 ), 1, B( 1, J1+1 ), 1, IR( 1, 1 ),
- $ IR( 2, 1 ) )
- CALL DROT( N-J1+1, A( J1, J1 ), LDA, A( J1+1, J1 ), LDA,
- $ LI( 1, 1 ), LI( 2, 1 ) )
- CALL DROT( N-J1+1, B( J1, J1 ), LDB, B( J1+1, J1 ), LDB,
- $ LI( 1, 1 ), LI( 2, 1 ) )
- *
- * Set N1-by-N2 (2,1) - blocks to ZERO.
- *
- A( J1+1, J1 ) = ZERO
- B( J1+1, J1 ) = ZERO
- *
- * Accumulate transformations into Q and Z if requested.
- *
- IF( WANTZ )
- $ CALL DROT( N, Z( 1, J1 ), 1, Z( 1, J1+1 ), 1, IR( 1, 1 ),
- $ IR( 2, 1 ) )
- IF( WANTQ )
- $ CALL DROT( N, Q( 1, J1 ), 1, Q( 1, J1+1 ), 1, LI( 1, 1 ),
- $ LI( 2, 1 ) )
- *
- * Exit with INFO = 0 if swap was successfully performed.
- *
- RETURN
- *
- ELSE
- *
- * CASE 2: Swap 1-by-1 and 2-by-2 blocks, or 2-by-2
- * and 2-by-2 blocks.
- *
- * Solve the generalized Sylvester equation
- * S11 * R - L * S22 = SCALE * S12
- * T11 * R - L * T22 = SCALE * T12
- * for R and L. Solutions in LI and IR.
- *
- CALL DLACPY( 'Full', N1, N2, T( 1, N1+1 ), LDST, LI, LDST )
- CALL DLACPY( 'Full', N1, N2, S( 1, N1+1 ), LDST,
- $ IR( N2+1, N1+1 ), LDST )
- CALL DTGSY2( 'N', 0, N1, N2, S, LDST, S( N1+1, N1+1 ), LDST,
- $ IR( N2+1, N1+1 ), LDST, T, LDST, T( N1+1, N1+1 ),
- $ LDST, LI, LDST, SCALE, DSUM, DSCALE, IWORK, IDUM,
- $ LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- *
- * Compute orthogonal matrix QL:
- *
- * QL**T * LI = [ TL ]
- * [ 0 ]
- * where
- * LI = [ -L ]
- * [ SCALE * identity(N2) ]
- *
- DO 10 I = 1, N2
- CALL DSCAL( N1, -ONE, LI( 1, I ), 1 )
- LI( N1+I, I ) = SCALE
- 10 CONTINUE
- CALL DGEQR2( M, N2, LI, LDST, TAUL, WORK, LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- CALL DORG2R( M, M, N2, LI, LDST, TAUL, WORK, LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- *
- * Compute orthogonal matrix RQ:
- *
- * IR * RQ**T = [ 0 TR],
- *
- * where IR = [ SCALE * identity(N1), R ]
- *
- DO 20 I = 1, N1
- IR( N2+I, I ) = SCALE
- 20 CONTINUE
- CALL DGERQ2( N1, M, IR( N2+1, 1 ), LDST, TAUR, WORK, LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- CALL DORGR2( M, M, N1, IR, LDST, TAUR, WORK, LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- *
- * Perform the swapping tentatively:
- *
- CALL DGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
- $ WORK, M )
- CALL DGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, S,
- $ LDST )
- CALL DGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
- $ WORK, M )
- CALL DGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, T,
- $ LDST )
- CALL DLACPY( 'F', M, M, S, LDST, SCPY, LDST )
- CALL DLACPY( 'F', M, M, T, LDST, TCPY, LDST )
- CALL DLACPY( 'F', M, M, IR, LDST, IRCOP, LDST )
- CALL DLACPY( 'F', M, M, LI, LDST, LICOP, LDST )
- *
- * Triangularize the B-part by an RQ factorization.
- * Apply transformation (from left) to A-part, giving S.
- *
- CALL DGERQ2( M, M, T, LDST, TAUR, WORK, LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- CALL DORMR2( 'R', 'T', M, M, M, T, LDST, TAUR, S, LDST, WORK,
- $ LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- CALL DORMR2( 'L', 'N', M, M, M, T, LDST, TAUR, IR, LDST, WORK,
- $ LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- *
- * Compute F-norm(S21) in BRQA21. (T21 is 0.)
- *
- DSCALE = ZERO
- DSUM = ONE
- DO 30 I = 1, N2
- CALL DLASSQ( N1, S( N2+1, I ), 1, DSCALE, DSUM )
- 30 CONTINUE
- BRQA21 = DSCALE*SQRT( DSUM )
- *
- * Triangularize the B-part by a QR factorization.
- * Apply transformation (from right) to A-part, giving S.
- *
- CALL DGEQR2( M, M, TCPY, LDST, TAUL, WORK, LINFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- CALL DORM2R( 'L', 'T', M, M, M, TCPY, LDST, TAUL, SCPY, LDST,
- $ WORK, INFO )
- CALL DORM2R( 'R', 'N', M, M, M, TCPY, LDST, TAUL, LICOP, LDST,
- $ WORK, INFO )
- IF( LINFO.NE.0 )
- $ GO TO 70
- *
- * Compute F-norm(S21) in BQRA21. (T21 is 0.)
- *
- DSCALE = ZERO
- DSUM = ONE
- DO 40 I = 1, N2
- CALL DLASSQ( N1, SCPY( N2+1, I ), 1, DSCALE, DSUM )
- 40 CONTINUE
- BQRA21 = DSCALE*SQRT( DSUM )
- *
- * Decide which method to use.
- * Weak stability test:
- * F-norm(S21) <= O(EPS * F-norm((S)))
- *
- IF( BQRA21.LE.BRQA21 .AND. BQRA21.LE.THRESHA ) THEN
- CALL DLACPY( 'F', M, M, SCPY, LDST, S, LDST )
- CALL DLACPY( 'F', M, M, TCPY, LDST, T, LDST )
- CALL DLACPY( 'F', M, M, IRCOP, LDST, IR, LDST )
- CALL DLACPY( 'F', M, M, LICOP, LDST, LI, LDST )
- ELSE IF( BRQA21.GE.THRESHA ) THEN
- GO TO 70
- END IF
- *
- * Set lower triangle of B-part to zero
- *
- CALL DLASET( 'Lower', M-1, M-1, ZERO, ZERO, T(2,1), LDST )
- *
- IF( WANDS ) THEN
- *
- * Strong stability test:
- * F-norm((A-QL**H*S*QR)) <= O(EPS*F-norm((A)))
- * and
- * F-norm((B-QL**H*T*QR)) <= O(EPS*F-norm((B)))
- *
- CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
- $ M )
- CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
- $ WORK, M )
- CALL DGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
- $ WORK( M*M+1 ), M )
- DSCALE = ZERO
- DSUM = ONE
- CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
- SA = DSCALE*SQRT( DSUM )
- *
- CALL DLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
- $ M )
- CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
- $ WORK, M )
- CALL DGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
- $ WORK( M*M+1 ), M )
- DSCALE = ZERO
- DSUM = ONE
- CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
- SB = DSCALE*SQRT( DSUM )
- STRONG = SA.LE.THRESHA .AND. SB.LE.THRESHB
- IF( .NOT.STRONG )
- $ GO TO 70
- *
- END IF
- *
- * If the swap is accepted ("weakly" and "strongly"), apply the
- * transformations and set N1-by-N2 (2,1)-block to zero.
- *
- CALL DLASET( 'Full', N1, N2, ZERO, ZERO, S(N2+1,1), LDST )
- *
- * copy back M-by-M diagonal block starting at index J1 of (A, B)
- *
- CALL DLACPY( 'F', M, M, S, LDST, A( J1, J1 ), LDA )
- CALL DLACPY( 'F', M, M, T, LDST, B( J1, J1 ), LDB )
- CALL DLASET( 'Full', LDST, LDST, ZERO, ZERO, T, LDST )
- *
- * Standardize existing 2-by-2 blocks.
- *
- CALL DLASET( 'Full', M, M, ZERO, ZERO, WORK, M )
- WORK( 1 ) = ONE
- T( 1, 1 ) = ONE
- IDUM = LWORK - M*M - 2
- IF( N2.GT.1 ) THEN
- CALL DLAGV2( A( J1, J1 ), LDA, B( J1, J1 ), LDB, AR, AI, BE,
- $ WORK( 1 ), WORK( 2 ), T( 1, 1 ), T( 2, 1 ) )
- WORK( M+1 ) = -WORK( 2 )
- WORK( M+2 ) = WORK( 1 )
- T( N2, N2 ) = T( 1, 1 )
- T( 1, 2 ) = -T( 2, 1 )
- END IF
- WORK( M*M ) = ONE
- T( M, M ) = ONE
- *
- IF( N1.GT.1 ) THEN
- CALL DLAGV2( A( J1+N2, J1+N2 ), LDA, B( J1+N2, J1+N2 ), LDB,
- $ TAUR, TAUL, WORK( M*M+1 ), WORK( N2*M+N2+1 ),
- $ WORK( N2*M+N2+2 ), T( N2+1, N2+1 ),
- $ T( M, M-1 ) )
- WORK( M*M ) = WORK( N2*M+N2+1 )
- WORK( M*M-1 ) = -WORK( N2*M+N2+2 )
- T( M, M ) = T( N2+1, N2+1 )
- T( M-1, M ) = -T( M, M-1 )
- END IF
- CALL DGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, A( J1, J1+N2 ),
- $ LDA, ZERO, WORK( M*M+1 ), N2 )
- CALL DLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, A( J1, J1+N2 ),
- $ LDA )
- CALL DGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, B( J1, J1+N2 ),
- $ LDB, ZERO, WORK( M*M+1 ), N2 )
- CALL DLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, B( J1, J1+N2 ),
- $ LDB )
- CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, WORK, M, ZERO,
- $ WORK( M*M+1 ), M )
- CALL DLACPY( 'Full', M, M, WORK( M*M+1 ), M, LI, LDST )
- CALL DGEMM( 'N', 'N', N2, N1, N1, ONE, A( J1, J1+N2 ), LDA,
- $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
- CALL DLACPY( 'Full', N2, N1, WORK, N2, A( J1, J1+N2 ), LDA )
- CALL DGEMM( 'N', 'N', N2, N1, N1, ONE, B( J1, J1+N2 ), LDB,
- $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
- CALL DLACPY( 'Full', N2, N1, WORK, N2, B( J1, J1+N2 ), LDB )
- CALL DGEMM( 'T', 'N', M, M, M, ONE, IR, LDST, T, LDST, ZERO,
- $ WORK, M )
- CALL DLACPY( 'Full', M, M, WORK, M, IR, LDST )
- *
- * Accumulate transformations into Q and Z if requested.
- *
- IF( WANTQ ) THEN
- CALL DGEMM( 'N', 'N', N, M, M, ONE, Q( 1, J1 ), LDQ, LI,
- $ LDST, ZERO, WORK, N )
- CALL DLACPY( 'Full', N, M, WORK, N, Q( 1, J1 ), LDQ )
- *
- END IF
- *
- IF( WANTZ ) THEN
- CALL DGEMM( 'N', 'N', N, M, M, ONE, Z( 1, J1 ), LDZ, IR,
- $ LDST, ZERO, WORK, N )
- CALL DLACPY( 'Full', N, M, WORK, N, Z( 1, J1 ), LDZ )
- *
- END IF
- *
- * Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
- * (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
- *
- I = J1 + M
- IF( I.LE.N ) THEN
- CALL DGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
- $ A( J1, I ), LDA, ZERO, WORK, M )
- CALL DLACPY( 'Full', M, N-I+1, WORK, M, A( J1, I ), LDA )
- CALL DGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
- $ B( J1, I ), LDB, ZERO, WORK, M )
- CALL DLACPY( 'Full', M, N-I+1, WORK, M, B( J1, I ), LDB )
- END IF
- I = J1 - 1
- IF( I.GT.0 ) THEN
- CALL DGEMM( 'N', 'N', I, M, M, ONE, A( 1, J1 ), LDA, IR,
- $ LDST, ZERO, WORK, I )
- CALL DLACPY( 'Full', I, M, WORK, I, A( 1, J1 ), LDA )
- CALL DGEMM( 'N', 'N', I, M, M, ONE, B( 1, J1 ), LDB, IR,
- $ LDST, ZERO, WORK, I )
- CALL DLACPY( 'Full', I, M, WORK, I, B( 1, J1 ), LDB )
- END IF
- *
- * Exit with INFO = 0 if swap was successfully performed.
- *
- RETURN
- *
- END IF
- *
- * Exit with INFO = 1 if swap was rejected.
- *
- 70 CONTINUE
- *
- INFO = 1
- RETURN
- *
- * End of DTGEX2
- *
- END
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