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- *> \brief <b> CGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices</b>
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download CGGEVX + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cggevx.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cggevx.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cggevx.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE CGGEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB,
- * ALPHA, BETA, VL, LDVL, VR, LDVR, ILO, IHI,
- * LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV,
- * WORK, LWORK, RWORK, IWORK, BWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER BALANC, JOBVL, JOBVR, SENSE
- * INTEGER IHI, ILO, INFO, LDA, LDB, LDVL, LDVR, LWORK, N
- * REAL ABNRM, BBNRM
- * ..
- * .. Array Arguments ..
- * LOGICAL BWORK( * )
- * INTEGER IWORK( * )
- * REAL LSCALE( * ), RCONDE( * ), RCONDV( * ),
- * $ RSCALE( * ), RWORK( * )
- * COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
- * $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
- * $ WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CGGEVX computes for a pair of N-by-N complex nonsymmetric matrices
- *> (A,B) the generalized eigenvalues, and optionally, the left and/or
- *> right generalized eigenvectors.
- *>
- *> Optionally, it also computes a balancing transformation to improve
- *> the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
- *> LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for
- *> the eigenvalues (RCONDE), and reciprocal condition numbers for the
- *> right eigenvectors (RCONDV).
- *>
- *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar
- *> lambda or a ratio alpha/beta = lambda, such that A - lambda*B is
- *> singular. It is usually represented as the pair (alpha,beta), as
- *> there is a reasonable interpretation for beta=0, and even for both
- *> being zero.
- *>
- *> The right eigenvector v(j) corresponding to the eigenvalue lambda(j)
- *> of (A,B) satisfies
- *> A * v(j) = lambda(j) * B * v(j) .
- *> The left eigenvector u(j) corresponding to the eigenvalue lambda(j)
- *> of (A,B) satisfies
- *> u(j)**H * A = lambda(j) * u(j)**H * B.
- *> where u(j)**H is the conjugate-transpose of u(j).
- *>
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] BALANC
- *> \verbatim
- *> BALANC is CHARACTER*1
- *> Specifies the balance option to be performed:
- *> = 'N': do not diagonally scale or permute;
- *> = 'P': permute only;
- *> = 'S': scale only;
- *> = 'B': both permute and scale.
- *> Computed reciprocal condition numbers will be for the
- *> matrices after permuting and/or balancing. Permuting does
- *> not change condition numbers (in exact arithmetic), but
- *> balancing does.
- *> \endverbatim
- *>
- *> \param[in] JOBVL
- *> \verbatim
- *> JOBVL is CHARACTER*1
- *> = 'N': do not compute the left generalized eigenvectors;
- *> = 'V': compute the left generalized eigenvectors.
- *> \endverbatim
- *>
- *> \param[in] JOBVR
- *> \verbatim
- *> JOBVR is CHARACTER*1
- *> = 'N': do not compute the right generalized eigenvectors;
- *> = 'V': compute the right generalized eigenvectors.
- *> \endverbatim
- *>
- *> \param[in] SENSE
- *> \verbatim
- *> SENSE is CHARACTER*1
- *> Determines which reciprocal condition numbers are computed.
- *> = 'N': none are computed;
- *> = 'E': computed for eigenvalues only;
- *> = 'V': computed for eigenvectors only;
- *> = 'B': computed for eigenvalues and eigenvectors.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrices A, B, VL, and VR. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is COMPLEX array, dimension (LDA, N)
- *> On entry, the matrix A in the pair (A,B).
- *> On exit, A has been overwritten. If JOBVL='V' or JOBVR='V'
- *> or both, then A contains the first part of the complex Schur
- *> form of the "balanced" versions of the input A and B.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in,out] B
- *> \verbatim
- *> B is COMPLEX array, dimension (LDB, N)
- *> On entry, the matrix B in the pair (A,B).
- *> On exit, B has been overwritten. If JOBVL='V' or JOBVR='V'
- *> or both, then B contains the second part of the complex
- *> Schur form of the "balanced" versions of the input A and B.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] ALPHA
- *> \verbatim
- *> ALPHA is COMPLEX array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] BETA
- *> \verbatim
- *> BETA is COMPLEX array, dimension (N)
- *> On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the generalized
- *> eigenvalues.
- *>
- *> Note: the quotient ALPHA(j)/BETA(j) ) may easily over- or
- *> underflow, and BETA(j) may even be zero. Thus, the user
- *> should avoid naively computing the ratio ALPHA/BETA.
- *> However, ALPHA will be always less than and usually
- *> comparable with norm(A) in magnitude, and BETA always less
- *> than and usually comparable with norm(B).
- *> \endverbatim
- *>
- *> \param[out] VL
- *> \verbatim
- *> VL is COMPLEX array, dimension (LDVL,N)
- *> If JOBVL = 'V', the left generalized eigenvectors u(j) are
- *> stored one after another in the columns of VL, in the same
- *> order as their eigenvalues.
- *> Each eigenvector will be scaled so the largest component
- *> will have abs(real part) + abs(imag. part) = 1.
- *> Not referenced if JOBVL = 'N'.
- *> \endverbatim
- *>
- *> \param[in] LDVL
- *> \verbatim
- *> LDVL is INTEGER
- *> The leading dimension of the matrix VL. LDVL >= 1, and
- *> if JOBVL = 'V', LDVL >= N.
- *> \endverbatim
- *>
- *> \param[out] VR
- *> \verbatim
- *> VR is COMPLEX array, dimension (LDVR,N)
- *> If JOBVR = 'V', the right generalized eigenvectors v(j) are
- *> stored one after another in the columns of VR, in the same
- *> order as their eigenvalues.
- *> Each eigenvector will be scaled so the largest component
- *> will have abs(real part) + abs(imag. part) = 1.
- *> Not referenced if JOBVR = 'N'.
- *> \endverbatim
- *>
- *> \param[in] LDVR
- *> \verbatim
- *> LDVR is INTEGER
- *> The leading dimension of the matrix VR. LDVR >= 1, and
- *> if JOBVR = 'V', LDVR >= N.
- *> \endverbatim
- *>
- *> \param[out] ILO
- *> \verbatim
- *> ILO is INTEGER
- *> \endverbatim
- *>
- *> \param[out] IHI
- *> \verbatim
- *> IHI is INTEGER
- *> ILO and IHI are integer values such that on exit
- *> A(i,j) = 0 and B(i,j) = 0 if i > j and
- *> j = 1,...,ILO-1 or i = IHI+1,...,N.
- *> If BALANC = 'N' or 'S', ILO = 1 and IHI = N.
- *> \endverbatim
- *>
- *> \param[out] LSCALE
- *> \verbatim
- *> LSCALE is REAL array, dimension (N)
- *> Details of the permutations and scaling factors applied
- *> to the left side of A and B. If PL(j) is the index of the
- *> row interchanged with row j, and DL(j) is the scaling
- *> factor applied to row j, then
- *> LSCALE(j) = PL(j) for j = 1,...,ILO-1
- *> = DL(j) for j = ILO,...,IHI
- *> = PL(j) for j = IHI+1,...,N.
- *> The order in which the interchanges are made is N to IHI+1,
- *> then 1 to ILO-1.
- *> \endverbatim
- *>
- *> \param[out] RSCALE
- *> \verbatim
- *> RSCALE is REAL array, dimension (N)
- *> Details of the permutations and scaling factors applied
- *> to the right side of A and B. If PR(j) is the index of the
- *> column interchanged with column j, and DR(j) is the scaling
- *> factor applied to column j, then
- *> RSCALE(j) = PR(j) for j = 1,...,ILO-1
- *> = DR(j) for j = ILO,...,IHI
- *> = PR(j) for j = IHI+1,...,N
- *> The order in which the interchanges are made is N to IHI+1,
- *> then 1 to ILO-1.
- *> \endverbatim
- *>
- *> \param[out] ABNRM
- *> \verbatim
- *> ABNRM is REAL
- *> The one-norm of the balanced matrix A.
- *> \endverbatim
- *>
- *> \param[out] BBNRM
- *> \verbatim
- *> BBNRM is REAL
- *> The one-norm of the balanced matrix B.
- *> \endverbatim
- *>
- *> \param[out] RCONDE
- *> \verbatim
- *> RCONDE is REAL array, dimension (N)
- *> If SENSE = 'E' or 'B', the reciprocal condition numbers of
- *> the eigenvalues, stored in consecutive elements of the array.
- *> If SENSE = 'N' or 'V', RCONDE is not referenced.
- *> \endverbatim
- *>
- *> \param[out] RCONDV
- *> \verbatim
- *> RCONDV is REAL array, dimension (N)
- *> If SENSE = 'V' or 'B', the estimated reciprocal condition
- *> numbers of the eigenvectors, stored in consecutive elements
- *> of the array. If the eigenvalues cannot be reordered to
- *> compute RCONDV(j), RCONDV(j) is set to 0; this can only occur
- *> when the true value would be very small anyway.
- *> If SENSE = 'N' or 'E', RCONDV is not referenced.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is COMPLEX 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 >= max(1,2*N).
- *> If SENSE = 'E', LWORK >= max(1,4*N).
- *> If SENSE = 'V' or 'B', LWORK >= max(1,2*N*N+2*N).
- *>
- *> 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] RWORK
- *> \verbatim
- *> RWORK is REAL array, dimension (lrwork)
- *> lrwork must be at least max(1,6*N) if BALANC = 'S' or 'B',
- *> and at least max(1,2*N) otherwise.
- *> Real workspace.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (N+2)
- *> If SENSE = 'E', IWORK is not referenced.
- *> \endverbatim
- *>
- *> \param[out] BWORK
- *> \verbatim
- *> BWORK is LOGICAL array, dimension (N)
- *> If SENSE = 'N', BWORK is not referenced.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value.
- *> = 1,...,N:
- *> The QZ iteration failed. No eigenvectors have been
- *> calculated, but ALPHA(j) and BETA(j) should be correct
- *> for j=INFO+1,...,N.
- *> > N: =N+1: other than QZ iteration failed in CHGEQZ.
- *> =N+2: error return from CTGEVC.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup ggevx
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> Balancing a matrix pair (A,B) includes, first, permuting rows and
- *> columns to isolate eigenvalues, second, applying diagonal similarity
- *> transformation to the rows and columns to make the rows and columns
- *> as close in norm as possible. The computed reciprocal condition
- *> numbers correspond to the balanced matrix. Permuting rows and columns
- *> will not change the condition numbers (in exact arithmetic) but
- *> diagonal scaling will. For further explanation of balancing, see
- *> section 4.11.1.2 of LAPACK Users' Guide.
- *>
- *> An approximate error bound on the chordal distance between the i-th
- *> computed generalized eigenvalue w and the corresponding exact
- *> eigenvalue lambda is
- *>
- *> chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I)
- *>
- *> An approximate error bound for the angle between the i-th computed
- *> eigenvector VL(i) or VR(i) is given by
- *>
- *> EPS * norm(ABNRM, BBNRM) / DIF(i).
- *>
- *> For further explanation of the reciprocal condition numbers RCONDE
- *> and RCONDV, see section 4.11 of LAPACK User's Guide.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE CGGEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB,
- $ ALPHA, BETA, VL, LDVL, VR, LDVR, ILO, IHI,
- $ LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV,
- $ WORK, LWORK, RWORK, IWORK, BWORK, INFO )
- *
- * -- LAPACK driver routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER BALANC, JOBVL, JOBVR, SENSE
- INTEGER IHI, ILO, INFO, LDA, LDB, LDVL, LDVR, LWORK, N
- REAL ABNRM, BBNRM
- * ..
- * .. Array Arguments ..
- LOGICAL BWORK( * )
- INTEGER IWORK( * )
- REAL LSCALE( * ), RCONDE( * ), RCONDV( * ),
- $ RSCALE( * ), RWORK( * )
- COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
- $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
- $ WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- COMPLEX CZERO, CONE
- PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
- $ CONE = ( 1.0E+0, 0.0E+0 ) )
- * ..
- * .. Local Scalars ..
- LOGICAL ILASCL, ILBSCL, ILV, ILVL, ILVR, LQUERY, NOSCL,
- $ WANTSB, WANTSE, WANTSN, WANTSV
- CHARACTER CHTEMP
- INTEGER I, ICOLS, IERR, IJOBVL, IJOBVR, IN, IROWS,
- $ ITAU, IWRK, IWRK1, J, JC, JR, M, MAXWRK, MINWRK
- REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
- $ SMLNUM, TEMP
- COMPLEX X
- * ..
- * .. Local Arrays ..
- LOGICAL LDUMMA( 1 )
- * ..
- * .. External Subroutines ..
- EXTERNAL CGEQRF, CGGBAK, CGGBAL, CGGHRD, CHGEQZ, CLACPY,
- $ CLASCL, CLASET, CTGEVC, CTGSNA, CUNGQR, CUNMQR,
- $ SLASCL, XERBLA
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ILAENV
- REAL CLANGE, SLAMCH, SROUNDUP_LWORK
- EXTERNAL LSAME, ILAENV, CLANGE, SLAMCH, SROUNDUP_LWORK
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, AIMAG, MAX, REAL, SQRT
- * ..
- * .. Statement Functions ..
- REAL ABS1
- * ..
- * .. Statement Function definitions ..
- ABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) )
- * ..
- * .. Executable Statements ..
- *
- * Decode the input arguments
- *
- IF( LSAME( JOBVL, 'N' ) ) THEN
- IJOBVL = 1
- ILVL = .FALSE.
- ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
- IJOBVL = 2
- ILVL = .TRUE.
- ELSE
- IJOBVL = -1
- ILVL = .FALSE.
- END IF
- *
- IF( LSAME( JOBVR, 'N' ) ) THEN
- IJOBVR = 1
- ILVR = .FALSE.
- ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
- IJOBVR = 2
- ILVR = .TRUE.
- ELSE
- IJOBVR = -1
- ILVR = .FALSE.
- END IF
- ILV = ILVL .OR. ILVR
- *
- NOSCL = LSAME( BALANC, 'N' ) .OR. LSAME( BALANC, 'P' )
- WANTSN = LSAME( SENSE, 'N' )
- WANTSE = LSAME( SENSE, 'E' )
- WANTSV = LSAME( SENSE, 'V' )
- WANTSB = LSAME( SENSE, 'B' )
- *
- * Test the input arguments
- *
- INFO = 0
- LQUERY = ( LWORK.EQ.-1 )
- IF( .NOT.( NOSCL .OR. LSAME( BALANC,'S' ) .OR.
- $ LSAME( BALANC, 'B' ) ) ) THEN
- INFO = -1
- ELSE IF( IJOBVL.LE.0 ) THEN
- INFO = -2
- ELSE IF( IJOBVR.LE.0 ) THEN
- INFO = -3
- ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSB .OR. WANTSV ) )
- $ THEN
- INFO = -4
- 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( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
- INFO = -13
- ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
- INFO = -15
- END IF
- *
- * Compute workspace
- * (Note: Comments in the code beginning "Workspace:" describe the
- * minimal amount of workspace needed at that point in the code,
- * as well as the preferred amount for good performance.
- * NB refers to the optimal block size for the immediately
- * following subroutine, as returned by ILAENV. The workspace is
- * computed assuming ILO = 1 and IHI = N, the worst case.)
- *
- IF( INFO.EQ.0 ) THEN
- IF( N.EQ.0 ) THEN
- MINWRK = 1
- MAXWRK = 1
- ELSE
- MINWRK = 2*N
- IF( WANTSE ) THEN
- MINWRK = 4*N
- ELSE IF( WANTSV .OR. WANTSB ) THEN
- MINWRK = 2*N*( N + 1)
- END IF
- MAXWRK = MINWRK
- MAXWRK = MAX( MAXWRK,
- $ N + N*ILAENV( 1, 'CGEQRF', ' ', N, 1, N, 0 ) )
- MAXWRK = MAX( MAXWRK,
- $ N + N*ILAENV( 1, 'CUNMQR', ' ', N, 1, N, 0 ) )
- IF( ILVL ) THEN
- MAXWRK = MAX( MAXWRK, N +
- $ N*ILAENV( 1, 'CUNGQR', ' ', N, 1, N, 0 ) )
- END IF
- END IF
- WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
- *
- IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
- INFO = -25
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'CGGEVX', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- * Get machine constants
- *
- EPS = SLAMCH( 'P' )
- SMLNUM = SLAMCH( 'S' )
- BIGNUM = ONE / SMLNUM
- SMLNUM = SQRT( SMLNUM ) / EPS
- BIGNUM = ONE / SMLNUM
- *
- * Scale A if max element outside range [SMLNUM,BIGNUM]
- *
- ANRM = CLANGE( 'M', N, N, A, LDA, RWORK )
- ILASCL = .FALSE.
- IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
- ANRMTO = SMLNUM
- ILASCL = .TRUE.
- ELSE IF( ANRM.GT.BIGNUM ) THEN
- ANRMTO = BIGNUM
- ILASCL = .TRUE.
- END IF
- IF( ILASCL )
- $ CALL CLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
- *
- * Scale B if max element outside range [SMLNUM,BIGNUM]
- *
- BNRM = CLANGE( 'M', N, N, B, LDB, RWORK )
- ILBSCL = .FALSE.
- IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
- BNRMTO = SMLNUM
- ILBSCL = .TRUE.
- ELSE IF( BNRM.GT.BIGNUM ) THEN
- BNRMTO = BIGNUM
- ILBSCL = .TRUE.
- END IF
- IF( ILBSCL )
- $ CALL CLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
- *
- * Permute and/or balance the matrix pair (A,B)
- * (Real Workspace: need 6*N if BALANC = 'S' or 'B', 1 otherwise)
- *
- CALL CGGBAL( BALANC, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE,
- $ RWORK, IERR )
- *
- * Compute ABNRM and BBNRM
- *
- ABNRM = CLANGE( '1', N, N, A, LDA, RWORK( 1 ) )
- IF( ILASCL ) THEN
- RWORK( 1 ) = ABNRM
- CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, 1, 1, RWORK( 1 ), 1,
- $ IERR )
- ABNRM = RWORK( 1 )
- END IF
- *
- BBNRM = CLANGE( '1', N, N, B, LDB, RWORK( 1 ) )
- IF( ILBSCL ) THEN
- RWORK( 1 ) = BBNRM
- CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, 1, 1, RWORK( 1 ), 1,
- $ IERR )
- BBNRM = RWORK( 1 )
- END IF
- *
- * Reduce B to triangular form (QR decomposition of B)
- * (Complex Workspace: need N, prefer N*NB )
- *
- IROWS = IHI + 1 - ILO
- IF( ILV .OR. .NOT.WANTSN ) THEN
- ICOLS = N + 1 - ILO
- ELSE
- ICOLS = IROWS
- END IF
- ITAU = 1
- IWRK = ITAU + IROWS
- CALL CGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
- $ WORK( IWRK ), LWORK+1-IWRK, IERR )
- *
- * Apply the unitary transformation to A
- * (Complex Workspace: need N, prefer N*NB)
- *
- CALL CUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
- $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
- $ LWORK+1-IWRK, IERR )
- *
- * Initialize VL and/or VR
- * (Workspace: need N, prefer N*NB)
- *
- IF( ILVL ) THEN
- CALL CLASET( 'Full', N, N, CZERO, CONE, VL, LDVL )
- IF( IROWS.GT.1 ) THEN
- CALL CLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
- $ VL( ILO+1, ILO ), LDVL )
- END IF
- CALL CUNGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
- $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
- END IF
- *
- IF( ILVR )
- $ CALL CLASET( 'Full', N, N, CZERO, CONE, VR, LDVR )
- *
- * Reduce to generalized Hessenberg form
- * (Workspace: none needed)
- *
- IF( ILV .OR. .NOT.WANTSN ) THEN
- *
- * Eigenvectors requested -- work on whole matrix.
- *
- CALL CGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
- $ LDVL, VR, LDVR, IERR )
- ELSE
- CALL CGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
- $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IERR )
- END IF
- *
- * Perform QZ algorithm (Compute eigenvalues, and optionally, the
- * Schur forms and Schur vectors)
- * (Complex Workspace: need N)
- * (Real Workspace: need N)
- *
- IWRK = ITAU
- IF( ILV .OR. .NOT.WANTSN ) THEN
- CHTEMP = 'S'
- ELSE
- CHTEMP = 'E'
- END IF
- *
- CALL CHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
- $ ALPHA, BETA, VL, LDVL, VR, LDVR, WORK( IWRK ),
- $ LWORK+1-IWRK, RWORK, IERR )
- IF( IERR.NE.0 ) THEN
- IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
- INFO = IERR
- ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
- INFO = IERR - N
- ELSE
- INFO = N + 1
- END IF
- GO TO 90
- END IF
- *
- * Compute Eigenvectors and estimate condition numbers if desired
- * CTGEVC: (Complex Workspace: need 2*N )
- * (Real Workspace: need 2*N )
- * CTGSNA: (Complex Workspace: need 2*N*N if SENSE='V' or 'B')
- * (Integer Workspace: need N+2 )
- *
- IF( ILV .OR. .NOT.WANTSN ) THEN
- IF( ILV ) THEN
- IF( ILVL ) THEN
- IF( ILVR ) THEN
- CHTEMP = 'B'
- ELSE
- CHTEMP = 'L'
- END IF
- ELSE
- CHTEMP = 'R'
- END IF
- *
- CALL CTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL,
- $ LDVL, VR, LDVR, N, IN, WORK( IWRK ), RWORK,
- $ IERR )
- IF( IERR.NE.0 ) THEN
- INFO = N + 2
- GO TO 90
- END IF
- END IF
- *
- IF( .NOT.WANTSN ) THEN
- *
- * compute eigenvectors (CTGEVC) and estimate condition
- * numbers (CTGSNA). Note that the definition of the condition
- * number is not invariant under transformation (u,v) to
- * (Q*u, Z*v), where (u,v) are eigenvectors of the generalized
- * Schur form (S,T), Q and Z are orthogonal matrices. In order
- * to avoid using extra 2*N*N workspace, we have to
- * re-calculate eigenvectors and estimate the condition numbers
- * one at a time.
- *
- DO 20 I = 1, N
- *
- DO 10 J = 1, N
- BWORK( J ) = .FALSE.
- 10 CONTINUE
- BWORK( I ) = .TRUE.
- *
- IWRK = N + 1
- IWRK1 = IWRK + N
- *
- IF( WANTSE .OR. WANTSB ) THEN
- CALL CTGEVC( 'B', 'S', BWORK, N, A, LDA, B, LDB,
- $ WORK( 1 ), N, WORK( IWRK ), N, 1, M,
- $ WORK( IWRK1 ), RWORK, IERR )
- IF( IERR.NE.0 ) THEN
- INFO = N + 2
- GO TO 90
- END IF
- END IF
- *
- CALL CTGSNA( SENSE, 'S', BWORK, N, A, LDA, B, LDB,
- $ WORK( 1 ), N, WORK( IWRK ), N, RCONDE( I ),
- $ RCONDV( I ), 1, M, WORK( IWRK1 ),
- $ LWORK-IWRK1+1, IWORK, IERR )
- *
- 20 CONTINUE
- END IF
- END IF
- *
- * Undo balancing on VL and VR and normalization
- * (Workspace: none needed)
- *
- IF( ILVL ) THEN
- CALL CGGBAK( BALANC, 'L', N, ILO, IHI, LSCALE, RSCALE, N, VL,
- $ LDVL, IERR )
- *
- DO 50 JC = 1, N
- TEMP = ZERO
- DO 30 JR = 1, N
- TEMP = MAX( TEMP, ABS1( VL( JR, JC ) ) )
- 30 CONTINUE
- IF( TEMP.LT.SMLNUM )
- $ GO TO 50
- TEMP = ONE / TEMP
- DO 40 JR = 1, N
- VL( JR, JC ) = VL( JR, JC )*TEMP
- 40 CONTINUE
- 50 CONTINUE
- END IF
- *
- IF( ILVR ) THEN
- CALL CGGBAK( BALANC, 'R', N, ILO, IHI, LSCALE, RSCALE, N, VR,
- $ LDVR, IERR )
- DO 80 JC = 1, N
- TEMP = ZERO
- DO 60 JR = 1, N
- TEMP = MAX( TEMP, ABS1( VR( JR, JC ) ) )
- 60 CONTINUE
- IF( TEMP.LT.SMLNUM )
- $ GO TO 80
- TEMP = ONE / TEMP
- DO 70 JR = 1, N
- VR( JR, JC ) = VR( JR, JC )*TEMP
- 70 CONTINUE
- 80 CONTINUE
- END IF
- *
- * Undo scaling if necessary
- *
- 90 CONTINUE
- *
- IF( ILASCL )
- $ CALL CLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
- *
- IF( ILBSCL )
- $ CALL CLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
- *
- WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
- RETURN
- *
- * End of CGGEVX
- *
- END
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