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- *> \brief <b> SGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SGGESX + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sggesx.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sggesx.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sggesx.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
- * B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
- * VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
- * LIWORK, BWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER JOBVSL, JOBVSR, SENSE, SORT
- * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
- * $ SDIM
- * ..
- * .. Array Arguments ..
- * LOGICAL BWORK( * )
- * INTEGER IWORK( * )
- * REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
- * $ B( LDB, * ), BETA( * ), RCONDE( 2 ),
- * $ RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
- * $ WORK( * )
- * ..
- * .. Function Arguments ..
- * LOGICAL SELCTG
- * EXTERNAL SELCTG
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SGGESX computes for a pair of N-by-N real nonsymmetric matrices
- *> (A,B), the generalized eigenvalues, the real Schur form (S,T), and,
- *> optionally, the left and/or right matrices of Schur vectors (VSL and
- *> VSR). This gives the generalized Schur factorization
- *>
- *> (A,B) = ( (VSL) S (VSR)**T, (VSL) T (VSR)**T )
- *>
- *> Optionally, it also orders the eigenvalues so that a selected cluster
- *> of eigenvalues appears in the leading diagonal blocks of the upper
- *> quasi-triangular matrix S and the upper triangular matrix T; computes
- *> a reciprocal condition number for the average of the selected
- *> eigenvalues (RCONDE); and computes a reciprocal condition number for
- *> the right and left deflating subspaces corresponding to the selected
- *> eigenvalues (RCONDV). The leading columns of VSL and VSR then form
- *> an orthonormal basis for the corresponding left and right eigenspaces
- *> (deflating subspaces).
- *>
- *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
- *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
- *> usually represented as the pair (alpha,beta), as there is a
- *> reasonable interpretation for beta=0 or for both being zero.
- *>
- *> A pair of matrices (S,T) is in generalized real Schur form if T is
- *> upper triangular with non-negative diagonal and S is block upper
- *> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
- *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
- *> "standardized" by making the corresponding elements of T have the
- *> form:
- *> [ a 0 ]
- *> [ 0 b ]
- *>
- *> and the pair of corresponding 2-by-2 blocks in S and T will have a
- *> complex conjugate pair of generalized eigenvalues.
- *>
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] JOBVSL
- *> \verbatim
- *> JOBVSL is CHARACTER*1
- *> = 'N': do not compute the left Schur vectors;
- *> = 'V': compute the left Schur vectors.
- *> \endverbatim
- *>
- *> \param[in] JOBVSR
- *> \verbatim
- *> JOBVSR is CHARACTER*1
- *> = 'N': do not compute the right Schur vectors;
- *> = 'V': compute the right Schur vectors.
- *> \endverbatim
- *>
- *> \param[in] SORT
- *> \verbatim
- *> SORT is CHARACTER*1
- *> Specifies whether or not to order the eigenvalues on the
- *> diagonal of the generalized Schur form.
- *> = 'N': Eigenvalues are not ordered;
- *> = 'S': Eigenvalues are ordered (see SELCTG).
- *> \endverbatim
- *>
- *> \param[in] SELCTG
- *> \verbatim
- *> SELCTG is a LOGICAL FUNCTION of three REAL arguments
- *> SELCTG must be declared EXTERNAL in the calling subroutine.
- *> If SORT = 'N', SELCTG is not referenced.
- *> If SORT = 'S', SELCTG is used to select eigenvalues to sort
- *> to the top left of the Schur form.
- *> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
- *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
- *> one of a complex conjugate pair of eigenvalues is selected,
- *> then both complex eigenvalues are selected.
- *> Note that a selected complex eigenvalue may no longer satisfy
- *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE. after ordering,
- *> since ordering may change the value of complex eigenvalues
- *> (especially if the eigenvalue is ill-conditioned), in this
- *> case INFO is set to N+3.
- *> \endverbatim
- *>
- *> \param[in] SENSE
- *> \verbatim
- *> SENSE is CHARACTER*1
- *> Determines which reciprocal condition numbers are computed.
- *> = 'N': None are computed;
- *> = 'E': Computed for average of selected eigenvalues only;
- *> = 'V': Computed for selected deflating subspaces only;
- *> = 'B': Computed for both.
- *> If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrices A, B, VSL, and VSR. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is REAL array, dimension (LDA, N)
- *> On entry, the first of the pair of matrices.
- *> On exit, A has been overwritten by its generalized Schur
- *> form S.
- *> \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 REAL array, dimension (LDB, N)
- *> On entry, the second of the pair of matrices.
- *> On exit, B has been overwritten by its generalized Schur
- *> form T.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] SDIM
- *> \verbatim
- *> SDIM is INTEGER
- *> If SORT = 'N', SDIM = 0.
- *> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
- *> for which SELCTG is true. (Complex conjugate pairs for which
- *> SELCTG is true for either eigenvalue count as 2.)
- *> \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 Schur form of (A,B) were further reduced to
- *> triangular form using 2-by-2 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.
- *>
- *> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
- *> may easily over- or underflow, and BETA(j) may even be zero.
- *> Thus, the user should avoid naively computing the ratio.
- *> However, ALPHAR and ALPHAI 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] VSL
- *> \verbatim
- *> VSL is REAL array, dimension (LDVSL,N)
- *> If JOBVSL = 'V', VSL will contain the left Schur vectors.
- *> Not referenced if JOBVSL = 'N'.
- *> \endverbatim
- *>
- *> \param[in] LDVSL
- *> \verbatim
- *> LDVSL is INTEGER
- *> The leading dimension of the matrix VSL. LDVSL >=1, and
- *> if JOBVSL = 'V', LDVSL >= N.
- *> \endverbatim
- *>
- *> \param[out] VSR
- *> \verbatim
- *> VSR is REAL array, dimension (LDVSR,N)
- *> If JOBVSR = 'V', VSR will contain the right Schur vectors.
- *> Not referenced if JOBVSR = 'N'.
- *> \endverbatim
- *>
- *> \param[in] LDVSR
- *> \verbatim
- *> LDVSR is INTEGER
- *> The leading dimension of the matrix VSR. LDVSR >= 1, and
- *> if JOBVSR = 'V', LDVSR >= N.
- *> \endverbatim
- *>
- *> \param[out] RCONDE
- *> \verbatim
- *> RCONDE is REAL array, dimension ( 2 )
- *> If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
- *> reciprocal condition numbers for the average of the selected
- *> eigenvalues.
- *> Not referenced if SENSE = 'N' or 'V'.
- *> \endverbatim
- *>
- *> \param[out] RCONDV
- *> \verbatim
- *> RCONDV is REAL array, dimension ( 2 )
- *> If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
- *> reciprocal condition numbers for the selected deflating
- *> subspaces.
- *> Not referenced if SENSE = 'N' or 'E'.
- *> \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.
- *> If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
- *> LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else
- *> LWORK >= max( 8*N, 6*N+16 ).
- *> Note that 2*SDIM*(N-SDIM) <= N*N/2.
- *> Note also that an error is only returned if
- *> LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B'
- *> this may not be large enough.
- *>
- *> If LWORK = -1, then a workspace query is assumed; the routine
- *> only calculates the bound on the optimal size of the WORK
- *> array and the minimum size of the IWORK array, returns these
- *> values as the first entries of the WORK and IWORK arrays, and
- *> no error message related to LWORK or LIWORK 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 minimum LIWORK.
- *> \endverbatim
- *>
- *> \param[in] LIWORK
- *> \verbatim
- *> LIWORK is INTEGER
- *> The dimension of the array IWORK.
- *> If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
- *> LIWORK >= N+6.
- *>
- *> If LIWORK = -1, then a workspace query is assumed; the
- *> routine only calculates the bound on the optimal size of the
- *> WORK array and the minimum size of the IWORK array, returns
- *> these values as the first entries of the WORK and IWORK
- *> arrays, and no error message related to LWORK or LIWORK is
- *> issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] BWORK
- *> \verbatim
- *> BWORK is LOGICAL array, dimension (N)
- *> Not referenced if SORT = 'N'.
- *> \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. (A,B) are not in Schur
- *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
- *> be correct for j=INFO+1,...,N.
- *> > N: =N+1: other than QZ iteration failed in SHGEQZ
- *> =N+2: after reordering, roundoff changed values of
- *> some complex eigenvalues so that leading
- *> eigenvalues in the Generalized Schur form no
- *> longer satisfy SELCTG=.TRUE. This could also
- *> be caused due to scaling.
- *> =N+3: reordering failed in STGSEN.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup ggesx
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> An approximate (asymptotic) bound on the average absolute error of
- *> the selected eigenvalues is
- *>
- *> EPS * norm((A, B)) / RCONDE( 1 ).
- *>
- *> An approximate (asymptotic) bound on the maximum angular error in
- *> the computed deflating subspaces is
- *>
- *> EPS * norm((A, B)) / RCONDV( 2 ).
- *>
- *> See LAPACK User's Guide, section 4.11 for more information.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE SGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
- $ B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
- $ VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
- $ LIWORK, 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 JOBVSL, JOBVSR, SENSE, SORT
- INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
- $ SDIM
- * ..
- * .. Array Arguments ..
- LOGICAL BWORK( * )
- INTEGER IWORK( * )
- REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
- $ B( LDB, * ), BETA( * ), RCONDE( 2 ),
- $ RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
- $ WORK( * )
- * ..
- * .. Function Arguments ..
- LOGICAL SELCTG
- EXTERNAL SELCTG
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
- $ LQUERY, LST2SL, WANTSB, WANTSE, WANTSN, WANTST,
- $ WANTSV
- INTEGER I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
- $ ILEFT, ILO, IP, IRIGHT, IROWS, ITAU, IWRK,
- $ LIWMIN, LWRK, MAXWRK, MINWRK
- REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
- $ PR, SAFMAX, SAFMIN, SMLNUM
- * ..
- * .. Local Arrays ..
- REAL DIF( 2 )
- * ..
- * .. External Subroutines ..
- EXTERNAL SGEQRF, SGGBAK, SGGBAL, SGGHRD, SHGEQZ, SLACPY,
- $ SLASCL, SLASET, SORGQR, SORMQR, STGSEN, XERBLA
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ILAENV
- REAL SLAMCH, SLANGE, SROUNDUP_LWORK
- EXTERNAL LSAME, ILAENV, SLAMCH, SLANGE, SROUNDUP_LWORK
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Decode the input arguments
- *
- IF( LSAME( JOBVSL, 'N' ) ) THEN
- IJOBVL = 1
- ILVSL = .FALSE.
- ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
- IJOBVL = 2
- ILVSL = .TRUE.
- ELSE
- IJOBVL = -1
- ILVSL = .FALSE.
- END IF
- *
- IF( LSAME( JOBVSR, 'N' ) ) THEN
- IJOBVR = 1
- ILVSR = .FALSE.
- ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
- IJOBVR = 2
- ILVSR = .TRUE.
- ELSE
- IJOBVR = -1
- ILVSR = .FALSE.
- END IF
- *
- WANTST = LSAME( SORT, 'S' )
- WANTSN = LSAME( SENSE, 'N' )
- WANTSE = LSAME( SENSE, 'E' )
- WANTSV = LSAME( SENSE, 'V' )
- WANTSB = LSAME( SENSE, 'B' )
- LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
- IF( WANTSN ) THEN
- IJOB = 0
- ELSE IF( WANTSE ) THEN
- IJOB = 1
- ELSE IF( WANTSV ) THEN
- IJOB = 2
- ELSE IF( WANTSB ) THEN
- IJOB = 4
- END IF
- *
- * Test the input arguments
- *
- INFO = 0
- IF( IJOBVL.LE.0 ) THEN
- INFO = -1
- ELSE IF( IJOBVR.LE.0 ) THEN
- INFO = -2
- ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
- INFO = -3
- ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
- $ ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
- INFO = -5
- ELSE IF( N.LT.0 ) THEN
- INFO = -6
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -8
- ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
- INFO = -10
- ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
- INFO = -16
- ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
- INFO = -18
- 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.)
- *
- IF( INFO.EQ.0 ) THEN
- IF( N.GT.0) THEN
- MINWRK = MAX( 8*N, 6*N + 16 )
- MAXWRK = MINWRK - N +
- $ N*ILAENV( 1, 'SGEQRF', ' ', N, 1, N, 0 )
- MAXWRK = MAX( MAXWRK, MINWRK - N +
- $ N*ILAENV( 1, 'SORMQR', ' ', N, 1, N, -1 ) )
- IF( ILVSL ) THEN
- MAXWRK = MAX( MAXWRK, MINWRK - N +
- $ N*ILAENV( 1, 'SORGQR', ' ', N, 1, N, -1 ) )
- END IF
- LWRK = MAXWRK
- IF( IJOB.GE.1 )
- $ LWRK = MAX( LWRK, N*N/2 )
- ELSE
- MINWRK = 1
- MAXWRK = 1
- LWRK = 1
- END IF
- WORK( 1 ) = SROUNDUP_LWORK(LWRK)
- IF( WANTSN .OR. N.EQ.0 ) THEN
- LIWMIN = 1
- ELSE
- LIWMIN = N + 6
- END IF
- IWORK( 1 ) = LIWMIN
- *
- IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
- INFO = -22
- ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
- INFO = -24
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'SGGESX', -INFO )
- RETURN
- ELSE IF (LQUERY) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 ) THEN
- SDIM = 0
- RETURN
- END IF
- *
- * Get machine constants
- *
- EPS = SLAMCH( 'P' )
- SAFMIN = SLAMCH( 'S' )
- SAFMAX = ONE / SAFMIN
- SMLNUM = SQRT( SAFMIN ) / EPS
- BIGNUM = ONE / SMLNUM
- *
- * Scale A if max element outside range [SMLNUM,BIGNUM]
- *
- ANRM = SLANGE( 'M', N, N, A, LDA, WORK )
- 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 SLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
- *
- * Scale B if max element outside range [SMLNUM,BIGNUM]
- *
- BNRM = SLANGE( 'M', N, N, B, LDB, WORK )
- 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 SLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
- *
- * Permute the matrix to make it more nearly triangular
- * (Workspace: need 6*N + 2*N for permutation parameters)
- *
- ILEFT = 1
- IRIGHT = N + 1
- IWRK = IRIGHT + N
- CALL SGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
- $ WORK( IRIGHT ), WORK( IWRK ), IERR )
- *
- * Reduce B to triangular form (QR decomposition of B)
- * (Workspace: need N, prefer N*NB)
- *
- IROWS = IHI + 1 - ILO
- ICOLS = N + 1 - ILO
- ITAU = IWRK
- IWRK = ITAU + IROWS
- CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
- $ WORK( IWRK ), LWORK+1-IWRK, IERR )
- *
- * Apply the orthogonal transformation to matrix A
- * (Workspace: need N, prefer N*NB)
- *
- CALL SORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
- $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
- $ LWORK+1-IWRK, IERR )
- *
- * Initialize VSL
- * (Workspace: need N, prefer N*NB)
- *
- IF( ILVSL ) THEN
- CALL SLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
- IF( IROWS.GT.1 ) THEN
- CALL SLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
- $ VSL( ILO+1, ILO ), LDVSL )
- END IF
- CALL SORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
- $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
- END IF
- *
- * Initialize VSR
- *
- IF( ILVSR )
- $ CALL SLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
- *
- * Reduce to generalized Hessenberg form
- * (Workspace: none needed)
- *
- CALL SGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
- $ LDVSL, VSR, LDVSR, IERR )
- *
- SDIM = 0
- *
- * Perform QZ algorithm, computing Schur vectors if desired
- * (Workspace: need N)
- *
- IWRK = ITAU
- CALL SHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
- $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
- $ WORK( IWRK ), LWORK+1-IWRK, 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 50
- END IF
- *
- * Sort eigenvalues ALPHA/BETA and compute the reciprocal of
- * condition number(s)
- * (Workspace: If IJOB >= 1, need MAX( 8*(N+1), 2*SDIM*(N-SDIM) )
- * otherwise, need 8*(N+1) )
- *
- IF( WANTST ) THEN
- *
- * Undo scaling on eigenvalues before SELCTGing
- *
- IF( ILASCL ) THEN
- CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
- $ IERR )
- CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
- $ IERR )
- END IF
- IF( ILBSCL )
- $ CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
- *
- * Select eigenvalues
- *
- DO 10 I = 1, N
- BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
- 10 CONTINUE
- *
- * Reorder eigenvalues, transform Generalized Schur vectors, and
- * compute reciprocal condition numbers
- *
- CALL STGSEN( IJOB, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
- $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
- $ SDIM, PL, PR, DIF, WORK( IWRK ), LWORK-IWRK+1,
- $ IWORK, LIWORK, IERR )
- *
- IF( IJOB.GE.1 )
- $ MAXWRK = MAX( MAXWRK, 2*SDIM*( N-SDIM ) )
- IF( IERR.EQ.-22 ) THEN
- *
- * not enough real workspace
- *
- INFO = -22
- ELSE
- IF( IJOB.EQ.1 .OR. IJOB.EQ.4 ) THEN
- RCONDE( 1 ) = PL
- RCONDE( 2 ) = PR
- END IF
- IF( IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
- RCONDV( 1 ) = DIF( 1 )
- RCONDV( 2 ) = DIF( 2 )
- END IF
- IF( IERR.EQ.1 )
- $ INFO = N + 3
- END IF
- *
- END IF
- *
- * Apply permutation to VSL and VSR
- * (Workspace: none needed)
- *
- IF( ILVSL )
- $ CALL SGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
- $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
- *
- IF( ILVSR )
- $ CALL SGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
- $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
- *
- * Check if unscaling would cause over/underflow, if so, rescale
- * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
- * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
- *
- IF( ILASCL ) THEN
- DO 20 I = 1, N
- IF( ALPHAI( I ).NE.ZERO ) THEN
- IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
- $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) )
- $ THEN
- WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
- BETA( I ) = BETA( I )*WORK( 1 )
- ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
- ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
- ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.( ANRMTO / ANRM )
- $ .OR. ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
- $ THEN
- WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
- BETA( I ) = BETA( I )*WORK( 1 )
- ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
- ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
- END IF
- END IF
- 20 CONTINUE
- END IF
- *
- IF( ILBSCL ) THEN
- DO 25 I = 1, N
- IF( ALPHAI( I ).NE.ZERO ) THEN
- IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
- $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
- WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
- BETA( I ) = BETA( I )*WORK( 1 )
- ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
- ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
- END IF
- END IF
- 25 CONTINUE
- END IF
- *
- * Undo scaling
- *
- IF( ILASCL ) THEN
- CALL SLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
- CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
- CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
- END IF
- *
- IF( ILBSCL ) THEN
- CALL SLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
- CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
- END IF
- *
- IF( WANTST ) THEN
- *
- * Check if reordering is correct
- *
- LASTSL = .TRUE.
- LST2SL = .TRUE.
- SDIM = 0
- IP = 0
- DO 40 I = 1, N
- CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
- IF( ALPHAI( I ).EQ.ZERO ) THEN
- IF( CURSL )
- $ SDIM = SDIM + 1
- IP = 0
- IF( CURSL .AND. .NOT.LASTSL )
- $ INFO = N + 2
- ELSE
- IF( IP.EQ.1 ) THEN
- *
- * Last eigenvalue of conjugate pair
- *
- CURSL = CURSL .OR. LASTSL
- LASTSL = CURSL
- IF( CURSL )
- $ SDIM = SDIM + 2
- IP = -1
- IF( CURSL .AND. .NOT.LST2SL )
- $ INFO = N + 2
- ELSE
- *
- * First eigenvalue of conjugate pair
- *
- IP = 1
- END IF
- END IF
- LST2SL = LASTSL
- LASTSL = CURSL
- 40 CONTINUE
- *
- END IF
- *
- 50 CONTINUE
- *
- WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
- IWORK( 1 ) = LIWMIN
- *
- RETURN
- *
- * End of SGGESX
- *
- END
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