|
- *> \brief \b STGSEN
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download STGSEN + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stgsen.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stgsen.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stgsen.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE STGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
- * ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL,
- * PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
- *
- * .. Scalar Arguments ..
- * LOGICAL WANTQ, WANTZ
- * INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
- * $ M, N
- * REAL PL, PR
- * ..
- * .. Array Arguments ..
- * LOGICAL SELECT( * )
- * INTEGER IWORK( * )
- * REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
- * $ B( LDB, * ), BETA( * ), DIF( * ), Q( LDQ, * ),
- * $ WORK( * ), Z( LDZ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> STGSEN reorders the generalized real Schur decomposition of a real
- *> matrix pair (A, B) (in terms of an orthonormal equivalence trans-
- *> formation Q**T * (A, B) * Z), so that a selected cluster of eigenvalues
- *> appears in the leading diagonal blocks of the upper quasi-triangular
- *> matrix A and the upper triangular B. The leading columns of Q and
- *> Z form orthonormal bases of the corresponding left and right eigen-
- *> spaces (deflating subspaces). (A, B) must be in generalized real
- *> Schur canonical form (as returned by SGGES), i.e. A is block upper
- *> triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper
- *> triangular.
- *>
- *> STGSEN also computes the generalized eigenvalues
- *>
- *> w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j)
- *>
- *> of the reordered matrix pair (A, B).
- *>
- *> Optionally, STGSEN computes the estimates of reciprocal condition
- *> numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
- *> (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
- *> between the matrix pairs (A11, B11) and (A22,B22) that correspond to
- *> the selected cluster and the eigenvalues outside the cluster, resp.,
- *> and norms of "projections" onto left and right eigenspaces w.r.t.
- *> the selected cluster in the (1,1)-block.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] IJOB
- *> \verbatim
- *> IJOB is INTEGER
- *> Specifies whether condition numbers are required for the
- *> cluster of eigenvalues (PL and PR) or the deflating subspaces
- *> (Difu and Difl):
- *> =0: Only reorder w.r.t. SELECT. No extras.
- *> =1: Reciprocal of norms of "projections" onto left and right
- *> eigenspaces w.r.t. the selected cluster (PL and PR).
- *> =2: Upper bounds on Difu and Difl. F-norm-based estimate
- *> (DIF(1:2)).
- *> =3: Estimate of Difu and Difl. 1-norm-based estimate
- *> (DIF(1:2)).
- *> About 5 times as expensive as IJOB = 2.
- *> =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
- *> version to get it all.
- *> =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
- *> \endverbatim
- *>
- *> \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] SELECT
- *> \verbatim
- *> SELECT is LOGICAL array, dimension (N)
- *> SELECT specifies the eigenvalues in the selected cluster.
- *> To select a real eigenvalue w(j), SELECT(j) must be set to
- *> .TRUE.. To select a complex conjugate pair of eigenvalues
- *> w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
- *> either SELECT(j) or SELECT(j+1) or both must be set to
- *> .TRUE.; a complex conjugate pair of eigenvalues must be
- *> either both included in the cluster or both excluded.
- *> \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 REAL array, dimension(LDA,N)
- *> On entry, the upper quasi-triangular matrix A, with (A, B) in
- *> generalized real Schur canonical form.
- *> On exit, A is overwritten by the reordered 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 REAL array, dimension(LDB,N)
- *> On entry, the upper triangular matrix B, with (A, B) in
- *> generalized real Schur canonical form.
- *> On exit, B is overwritten by the reordered matrix B.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] ALPHAR
- *> \verbatim
- *> ALPHAR is REAL array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] ALPHAI
- *> \verbatim
- *> ALPHAI is REAL array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] BETA
- *> \verbatim
- *> BETA is REAL array, dimension (N)
- *>
- *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
- *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
- *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
- *> form (S,T) that would result if the 2-by-2 diagonal blocks of
- *> the real generalized Schur form of (A,B) were further reduced
- *> to triangular form using complex unitary transformations.
- *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
- *> positive, then the j-th and (j+1)-st eigenvalues are a
- *> complex conjugate pair, with ALPHAI(j+1) negative.
- *> \endverbatim
- *>
- *> \param[in,out] Q
- *> \verbatim
- *> Q is REAL array, dimension (LDQ,N)
- *> On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
- *> On exit, Q has been postmultiplied by the left orthogonal
- *> transformation matrix which reorder (A, B); The leading M
- *> columns of Q form orthonormal bases for the specified pair of
- *> left eigenspaces (deflating subspaces).
- *> If WANTQ = .FALSE., Q is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDQ
- *> \verbatim
- *> LDQ is INTEGER
- *> The leading dimension of the array Q. LDQ >= 1;
- *> and if WANTQ = .TRUE., LDQ >= N.
- *> \endverbatim
- *>
- *> \param[in,out] Z
- *> \verbatim
- *> Z is REAL array, dimension (LDZ,N)
- *> On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
- *> On exit, Z has been postmultiplied by the left orthogonal
- *> transformation matrix which reorder (A, B); The leading M
- *> columns of Z form orthonormal bases for the specified pair of
- *> left eigenspaces (deflating subspaces).
- *> If WANTZ = .FALSE., Z is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDZ
- *> \verbatim
- *> LDZ is INTEGER
- *> The leading dimension of the array Z. LDZ >= 1;
- *> If WANTZ = .TRUE., LDZ >= N.
- *> \endverbatim
- *>
- *> \param[out] M
- *> \verbatim
- *> M is INTEGER
- *> The dimension of the specified pair of left and right eigen-
- *> spaces (deflating subspaces). 0 <= M <= N.
- *> \endverbatim
- *>
- *> \param[out] PL
- *> \verbatim
- *> PL is REAL
- *> \endverbatim
- *>
- *> \param[out] PR
- *> \verbatim
- *> PR is REAL
- *>
- *> If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
- *> reciprocal of the norm of "projections" onto left and right
- *> eigenspaces with respect to the selected cluster.
- *> 0 < PL, PR <= 1.
- *> If M = 0 or M = N, PL = PR = 1.
- *> If IJOB = 0, 2 or 3, PL and PR are not referenced.
- *> \endverbatim
- *>
- *> \param[out] DIF
- *> \verbatim
- *> DIF is REAL array, dimension (2).
- *> If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
- *> If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
- *> Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
- *> estimates of Difu and Difl.
- *> If M = 0 or N, DIF(1:2) = F-norm([A, B]).
- *> If IJOB = 0 or 1, DIF is not referenced.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (MAX(1,LWORK))
- *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK. LWORK >= 4*N+16.
- *> If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).
- *> If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).
- *>
- *> If LWORK = -1, then a workspace query is assumed; the routine
- *> only calculates the optimal size of the WORK array, returns
- *> this value as the first entry of the WORK array, and no error
- *> message related to LWORK is issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
- *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
- *> \endverbatim
- *>
- *> \param[in] LIWORK
- *> \verbatim
- *> LIWORK is INTEGER
- *> The dimension of the array IWORK. LIWORK >= 1.
- *> If IJOB = 1, 2 or 4, LIWORK >= N+6.
- *> If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).
- *>
- *> If LIWORK = -1, then a workspace query is assumed; the
- *> routine only calculates the optimal size of the IWORK array,
- *> returns this value as the first entry of the IWORK array, and
- *> no error message related to LIWORK is issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> =0: Successful exit.
- *> <0: If INFO = -i, the i-th argument had an illegal value.
- *> =1: Reordering of (A, B) failed because the transformed
- *> matrix pair (A, B) would be too far from generalized
- *> Schur form; the problem is very ill-conditioned.
- *> (A, B) may have been partially reordered.
- *> If requested, 0 is returned in DIF(*), PL and PR.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup realOTHERcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> STGSEN first collects the selected eigenvalues by computing
- *> orthogonal U and W that move them to the top left corner of (A, B).
- *> In other words, the selected eigenvalues are the eigenvalues of
- *> (A11, B11) in:
- *>
- *> U**T*(A, B)*W = (A11 A12) (B11 B12) n1
- *> ( 0 A22),( 0 B22) n2
- *> n1 n2 n1 n2
- *>
- *> where N = n1+n2 and U**T means the transpose of U. The first n1 columns
- *> of U and W span the specified pair of left and right eigenspaces
- *> (deflating subspaces) of (A, B).
- *>
- *> If (A, B) has been obtained from the generalized real Schur
- *> decomposition of a matrix pair (C, D) = Q*(A, B)*Z**T, then the
- *> reordered generalized real Schur form of (C, D) is given by
- *>
- *> (C, D) = (Q*U)*(U**T*(A, B)*W)*(Z*W)**T,
- *>
- *> and the first n1 columns of Q*U and Z*W span the corresponding
- *> deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
- *>
- *> Note that if the selected eigenvalue is sufficiently ill-conditioned,
- *> then its value may differ significantly from its value before
- *> reordering.
- *>
- *> The reciprocal condition numbers of the left and right eigenspaces
- *> spanned by the first n1 columns of U and W (or Q*U and Z*W) may
- *> be returned in DIF(1:2), corresponding to Difu and Difl, resp.
- *>
- *> The Difu and Difl are defined as:
- *>
- *> Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
- *> and
- *> Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
- *>
- *> where sigma-min(Zu) is the smallest singular value of the
- *> (2*n1*n2)-by-(2*n1*n2) matrix
- *>
- *> Zu = [ kron(In2, A11) -kron(A22**T, In1) ]
- *> [ kron(In2, B11) -kron(B22**T, In1) ].
- *>
- *> Here, Inx is the identity matrix of size nx and A22**T is the
- *> transpose of A22. kron(X, Y) is the Kronecker product between
- *> the matrices X and Y.
- *>
- *> When DIF(2) is small, small changes in (A, B) can cause large changes
- *> in the deflating subspace. An approximate (asymptotic) bound on the
- *> maximum angular error in the computed deflating subspaces is
- *>
- *> EPS * norm((A, B)) / DIF(2),
- *>
- *> where EPS is the machine precision.
- *>
- *> The reciprocal norm of the projectors on the left and right
- *> eigenspaces associated with (A11, B11) may be returned in PL and PR.
- *> They are computed as follows. First we compute L and R so that
- *> P*(A, B)*Q is block diagonal, where
- *>
- *> P = ( I -L ) n1 Q = ( I R ) n1
- *> ( 0 I ) n2 and ( 0 I ) n2
- *> n1 n2 n1 n2
- *>
- *> and (L, R) is the solution to the generalized Sylvester equation
- *>
- *> A11*R - L*A22 = -A12
- *> B11*R - L*B22 = -B12
- *>
- *> Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
- *> An approximate (asymptotic) bound on the average absolute error of
- *> the selected eigenvalues is
- *>
- *> EPS * norm((A, B)) / PL.
- *>
- *> There are also global error bounds which valid for perturbations up
- *> to a certain restriction: A lower bound (x) on the smallest
- *> F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
- *> coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
- *> (i.e. (A + E, B + F), is
- *>
- *> x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
- *>
- *> An approximate bound on x can be computed from DIF(1:2), PL and PR.
- *>
- *> If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
- *> (L', R') and unperturbed (L, R) left and right deflating subspaces
- *> associated with the selected cluster in the (1,1)-blocks can be
- *> bounded as
- *>
- *> max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
- *> max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
- *>
- *> See LAPACK User's Guide section 4.11 or the following references
- *> for more information.
- *>
- *> Note that if the default method for computing the Frobenius-norm-
- *> based estimate DIF is not wanted (see SLATDF), then the parameter
- *> IDIFJB (see below) should be changed from 3 to 4 (routine SLATDF
- *> (IJOB = 2 will be used)). See STGSYL for more details.
- *> \endverbatim
- *
- *> \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.
- *>
- *> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
- *> for Solving the Generalized Sylvester Equation and Estimating the
- *> Separation between Regular Matrix Pairs, Report UMINF - 93.23,
- *> Department of Computing Science, Umea University, S-901 87 Umea,
- *> Sweden, December 1993, Revised April 1994, Also as LAPACK Working
- *> Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
- *> 1996.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE STGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
- $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL,
- $ PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
- *
- * -- LAPACK computational 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 IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
- $ M, N
- REAL PL, PR
- * ..
- * .. Array Arguments ..
- LOGICAL SELECT( * )
- INTEGER IWORK( * )
- REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
- $ B( LDB, * ), BETA( * ), DIF( * ), Q( LDQ, * ),
- $ WORK( * ), Z( LDZ, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- INTEGER IDIFJB
- PARAMETER ( IDIFJB = 3 )
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL LQUERY, PAIR, SWAP, WANTD, WANTD1, WANTD2,
- $ WANTP
- INTEGER I, IERR, IJB, K, KASE, KK, KS, LIWMIN, LWMIN,
- $ MN2, N1, N2
- REAL DSCALE, DSUM, EPS, RDSCAL, SMLNUM
- * ..
- * .. Local Arrays ..
- INTEGER ISAVE( 3 )
- * ..
- * .. External Subroutines ..
- EXTERNAL SLACN2, SLACPY, SLAG2, SLASSQ, STGEXC, STGSYL,
- $ XERBLA
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, SIGN, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Decode and test the input parameters
- *
- INFO = 0
- LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
- *
- IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -5
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -7
- ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
- INFO = -9
- ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
- INFO = -14
- ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
- INFO = -16
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'STGSEN', -INFO )
- RETURN
- END IF
- *
- * Get machine constants
- *
- EPS = SLAMCH( 'P' )
- SMLNUM = SLAMCH( 'S' ) / EPS
- IERR = 0
- *
- WANTP = IJOB.EQ.1 .OR. IJOB.GE.4
- WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4
- WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5
- WANTD = WANTD1 .OR. WANTD2
- *
- * Set M to the dimension of the specified pair of deflating
- * subspaces.
- *
- M = 0
- PAIR = .FALSE.
- IF( .NOT.LQUERY .OR. IJOB.NE.0 ) THEN
- DO 10 K = 1, N
- IF( PAIR ) THEN
- PAIR = .FALSE.
- ELSE
- IF( K.LT.N ) THEN
- IF( A( K+1, K ).EQ.ZERO ) THEN
- IF( SELECT( K ) )
- $ M = M + 1
- ELSE
- PAIR = .TRUE.
- IF( SELECT( K ) .OR. SELECT( K+1 ) )
- $ M = M + 2
- END IF
- ELSE
- IF( SELECT( N ) )
- $ M = M + 1
- END IF
- END IF
- 10 CONTINUE
- END IF
- *
- IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
- LWMIN = MAX( 1, 4*N+16, 2*M*(N-M) )
- LIWMIN = MAX( 1, N+6 )
- ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN
- LWMIN = MAX( 1, 4*N+16, 4*M*(N-M) )
- LIWMIN = MAX( 1, 2*M*(N-M), N+6 )
- ELSE
- LWMIN = MAX( 1, 4*N+16 )
- LIWMIN = 1
- END IF
- *
- WORK( 1 ) = LWMIN
- IWORK( 1 ) = LIWMIN
- *
- IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
- INFO = -22
- ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
- INFO = -24
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'STGSEN', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible.
- *
- IF( M.EQ.N .OR. M.EQ.0 ) THEN
- IF( WANTP ) THEN
- PL = ONE
- PR = ONE
- END IF
- IF( WANTD ) THEN
- DSCALE = ZERO
- DSUM = ONE
- DO 20 I = 1, N
- CALL SLASSQ( N, A( 1, I ), 1, DSCALE, DSUM )
- CALL SLASSQ( N, B( 1, I ), 1, DSCALE, DSUM )
- 20 CONTINUE
- DIF( 1 ) = DSCALE*SQRT( DSUM )
- DIF( 2 ) = DIF( 1 )
- END IF
- GO TO 60
- END IF
- *
- * Collect the selected blocks at the top-left corner of (A, B).
- *
- KS = 0
- PAIR = .FALSE.
- DO 30 K = 1, N
- IF( PAIR ) THEN
- PAIR = .FALSE.
- ELSE
- *
- SWAP = SELECT( K )
- IF( K.LT.N ) THEN
- IF( A( K+1, K ).NE.ZERO ) THEN
- PAIR = .TRUE.
- SWAP = SWAP .OR. SELECT( K+1 )
- END IF
- END IF
- *
- IF( SWAP ) THEN
- KS = KS + 1
- *
- * Swap the K-th block to position KS.
- * Perform the reordering of diagonal blocks in (A, B)
- * by orthogonal transformation matrices and update
- * Q and Z accordingly (if requested):
- *
- KK = K
- IF( K.NE.KS )
- $ CALL STGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
- $ Z, LDZ, KK, KS, WORK, LWORK, IERR )
- *
- IF( IERR.GT.0 ) THEN
- *
- * Swap is rejected: exit.
- *
- INFO = 1
- IF( WANTP ) THEN
- PL = ZERO
- PR = ZERO
- END IF
- IF( WANTD ) THEN
- DIF( 1 ) = ZERO
- DIF( 2 ) = ZERO
- END IF
- GO TO 60
- END IF
- *
- IF( PAIR )
- $ KS = KS + 1
- END IF
- END IF
- 30 CONTINUE
- IF( WANTP ) THEN
- *
- * Solve generalized Sylvester equation for R and L
- * and compute PL and PR.
- *
- N1 = M
- N2 = N - M
- I = N1 + 1
- IJB = 0
- CALL SLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 )
- CALL SLACPY( 'Full', N1, N2, B( 1, I ), LDB, WORK( N1*N2+1 ),
- $ N1 )
- CALL STGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
- $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ), N1,
- $ DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
- $ LWORK-2*N1*N2, IWORK, IERR )
- *
- * Estimate the reciprocal of norms of "projections" onto left
- * and right eigenspaces.
- *
- RDSCAL = ZERO
- DSUM = ONE
- CALL SLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM )
- PL = RDSCAL*SQRT( DSUM )
- IF( PL.EQ.ZERO ) THEN
- PL = ONE
- ELSE
- PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) )
- END IF
- RDSCAL = ZERO
- DSUM = ONE
- CALL SLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM )
- PR = RDSCAL*SQRT( DSUM )
- IF( PR.EQ.ZERO ) THEN
- PR = ONE
- ELSE
- PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) )
- END IF
- END IF
- *
- IF( WANTD ) THEN
- *
- * Compute estimates of Difu and Difl.
- *
- IF( WANTD1 ) THEN
- N1 = M
- N2 = N - M
- I = N1 + 1
- IJB = IDIFJB
- *
- * Frobenius norm-based Difu-estimate.
- *
- CALL STGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
- $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ),
- $ N1, DSCALE, DIF( 1 ), WORK( 2*N1*N2+1 ),
- $ LWORK-2*N1*N2, IWORK, IERR )
- *
- * Frobenius norm-based Difl-estimate.
- *
- CALL STGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA, WORK,
- $ N2, B( I, I ), LDB, B, LDB, WORK( N1*N2+1 ),
- $ N2, DSCALE, DIF( 2 ), WORK( 2*N1*N2+1 ),
- $ LWORK-2*N1*N2, IWORK, IERR )
- ELSE
- *
- *
- * Compute 1-norm-based estimates of Difu and Difl using
- * reversed communication with SLACN2. In each step a
- * generalized Sylvester equation or a transposed variant
- * is solved.
- *
- KASE = 0
- N1 = M
- N2 = N - M
- I = N1 + 1
- IJB = 0
- MN2 = 2*N1*N2
- *
- * 1-norm-based estimate of Difu.
- *
- 40 CONTINUE
- CALL SLACN2( MN2, WORK( MN2+1 ), WORK, IWORK, DIF( 1 ),
- $ KASE, ISAVE )
- IF( KASE.NE.0 ) THEN
- IF( KASE.EQ.1 ) THEN
- *
- * Solve generalized Sylvester equation.
- *
- CALL STGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA,
- $ WORK, N1, B, LDB, B( I, I ), LDB,
- $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
- $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
- $ IERR )
- ELSE
- *
- * Solve the transposed variant.
- *
- CALL STGSYL( 'T', IJB, N1, N2, A, LDA, A( I, I ), LDA,
- $ WORK, N1, B, LDB, B( I, I ), LDB,
- $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
- $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
- $ IERR )
- END IF
- GO TO 40
- END IF
- DIF( 1 ) = DSCALE / DIF( 1 )
- *
- * 1-norm-based estimate of Difl.
- *
- 50 CONTINUE
- CALL SLACN2( MN2, WORK( MN2+1 ), WORK, IWORK, DIF( 2 ),
- $ KASE, ISAVE )
- IF( KASE.NE.0 ) THEN
- IF( KASE.EQ.1 ) THEN
- *
- * Solve generalized Sylvester equation.
- *
- CALL STGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA,
- $ WORK, N2, B( I, I ), LDB, B, LDB,
- $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
- $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
- $ IERR )
- ELSE
- *
- * Solve the transposed variant.
- *
- CALL STGSYL( 'T', IJB, N2, N1, A( I, I ), LDA, A, LDA,
- $ WORK, N2, B( I, I ), LDB, B, LDB,
- $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
- $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
- $ IERR )
- END IF
- GO TO 50
- END IF
- DIF( 2 ) = DSCALE / DIF( 2 )
- *
- END IF
- END IF
- *
- 60 CONTINUE
- *
- * Compute generalized eigenvalues of reordered pair (A, B) and
- * normalize the generalized Schur form.
- *
- PAIR = .FALSE.
- DO 70 K = 1, N
- IF( PAIR ) THEN
- PAIR = .FALSE.
- ELSE
- *
- IF( K.LT.N ) THEN
- IF( A( K+1, K ).NE.ZERO ) THEN
- PAIR = .TRUE.
- END IF
- END IF
- *
- IF( PAIR ) THEN
- *
- * Compute the eigenvalue(s) at position K.
- *
- WORK( 1 ) = A( K, K )
- WORK( 2 ) = A( K+1, K )
- WORK( 3 ) = A( K, K+1 )
- WORK( 4 ) = A( K+1, K+1 )
- WORK( 5 ) = B( K, K )
- WORK( 6 ) = B( K+1, K )
- WORK( 7 ) = B( K, K+1 )
- WORK( 8 ) = B( K+1, K+1 )
- CALL SLAG2( WORK, 2, WORK( 5 ), 2, SMLNUM*EPS, BETA( K ),
- $ BETA( K+1 ), ALPHAR( K ), ALPHAR( K+1 ),
- $ ALPHAI( K ) )
- ALPHAI( K+1 ) = -ALPHAI( K )
- *
- ELSE
- *
- IF( SIGN( ONE, B( K, K ) ).LT.ZERO ) THEN
- *
- * If B(K,K) is negative, make it positive
- *
- DO 80 I = 1, N
- A( K, I ) = -A( K, I )
- B( K, I ) = -B( K, I )
- IF( WANTQ ) Q( I, K ) = -Q( I, K )
- 80 CONTINUE
- END IF
- *
- ALPHAR( K ) = A( K, K )
- ALPHAI( K ) = ZERO
- BETA( K ) = B( K, K )
- *
- END IF
- END IF
- 70 CONTINUE
- *
- WORK( 1 ) = LWMIN
- IWORK( 1 ) = LIWMIN
- *
- RETURN
- *
- * End of STGSEN
- *
- END
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