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Werner Saar
2015-11-20 09:45:46 +01:00
parent 64db4576e6
commit 33e37d01b3
5831 changed files with 1607531 additions and 52 deletions
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lapack-netlib/SRC/cgges.f Normal file
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*> \brief <b> CGGES 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 CGGES + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgges.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgges.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgges.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
* SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK,
* LWORK, RWORK, BWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBVSL, JOBVSR, SORT
* INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
* ..
* .. Array Arguments ..
* LOGICAL BWORK( * )
* REAL RWORK( * )
* COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
* $ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
* $ WORK( * )
* ..
* .. Function Arguments ..
* LOGICAL SELCTG
* EXTERNAL SELCTG
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CGGES computes for a pair of N-by-N complex nonsymmetric matrices
*> (A,B), the generalized eigenvalues, the generalized complex Schur
*> form (S, T), and optionally left and/or right Schur vectors (VSL
*> and VSR). This gives the generalized Schur factorization
*>
*> (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
*>
*> where (VSR)**H is the conjugate-transpose of VSR.
*>
*> Optionally, it also orders the eigenvalues so that a selected cluster
*> of eigenvalues appears in the leading diagonal blocks of the upper
*> triangular matrix S and the upper triangular matrix T. The leading
*> columns of VSL and VSR then form an unitary basis for the
*> corresponding left and right eigenspaces (deflating subspaces).
*>
*> (If only the generalized eigenvalues are needed, use the driver
*> CGGEV instead, which is faster.)
*>
*> 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, and even for both being zero.
*>
*> A pair of matrices (S,T) is in generalized complex Schur form if S
*> and T are upper triangular and, in addition, the diagonal elements
*> of T are non-negative real numbers.
*> \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 two COMPLEX 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 ALPHA(j)/BETA(j) is selected if
*> SELCTG(ALPHA(j),BETA(j)) is true.
*>
*> Note that a selected complex eigenvalue may no longer satisfy
*> SELCTG(ALPHA(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+2 (See INFO below).
*> \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 COMPLEX 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 COMPLEX 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.
*> \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. ALPHA(j), j=1,...,N and BETA(j),
*> j=1,...,N are the diagonals of the complex Schur form (A,B)
*> output by CGGES. The BETA(j) will be non-negative real.
*>
*> Note: the quotients 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] VSL
*> \verbatim
*> VSL is COMPLEX 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 COMPLEX 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] 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).
*> For good performance, LWORK must generally be larger.
*>
*> 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 (8*N)
*> \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 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: 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 CTGSEN.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2015
*
*> \ingroup complexGEeigen
*
* =====================================================================
SUBROUTINE CGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
$ SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK,
$ LWORK, RWORK, BWORK, INFO )
*
* -- LAPACK driver routine (version 3.6.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2015
*
* .. Scalar Arguments ..
CHARACTER JOBVSL, JOBVSR, SORT
INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
* ..
* .. Array Arguments ..
LOGICAL BWORK( * )
REAL RWORK( * )
COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
$ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
$ WORK( * )
* ..
* .. Function Arguments ..
LOGICAL SELCTG
EXTERNAL SELCTG
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
COMPLEX CZERO, CONE
PARAMETER ( CZERO = ( 0.0E0, 0.0E0 ),
$ CONE = ( 1.0E0, 0.0E0 ) )
* ..
* .. Local Scalars ..
LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
$ LQUERY, WANTST
INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
$ ILO, IRIGHT, IROWS, IRWRK, ITAU, IWRK, LWKMIN,
$ LWKOPT
REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
$ PVSR, SMLNUM
* ..
* .. Local Arrays ..
INTEGER IDUM( 1 )
REAL DIF( 2 )
* ..
* .. External Subroutines ..
EXTERNAL CGEQRF, CGGBAK, CGGBAL, CGGHRD, CHGEQZ, CLACPY,
$ CLASCL, CLASET, CTGSEN, CUNGQR, CUNMQR, SLABAD,
$ XERBLA
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV
REAL CLANGE, SLAMCH
EXTERNAL LSAME, ILAENV, CLANGE, SLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC 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' )
*
* Test the input arguments
*
INFO = 0
LQUERY = ( LWORK.EQ.-1 )
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( 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( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
INFO = -14
ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
INFO = -16
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
LWKMIN = MAX( 1, 2*N )
LWKOPT = MAX( 1, N + N*ILAENV( 1, 'CGEQRF', ' ', N, 1, N, 0 ) )
LWKOPT = MAX( LWKOPT, N +
$ N*ILAENV( 1, 'CUNMQR', ' ', N, 1, N, -1 ) )
IF( ILVSL ) THEN
LWKOPT = MAX( LWKOPT, N +
$ N*ILAENV( 1, 'CUNGQR', ' ', N, 1, N, -1 ) )
END IF
WORK( 1 ) = LWKOPT
*
IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
$ INFO = -18
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CGGES ', -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' )
SMLNUM = SLAMCH( 'S' )
BIGNUM = ONE / SMLNUM
CALL SLABAD( SMLNUM, BIGNUM )
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 the matrix to make it more nearly triangular
* (Real Workspace: need 6*N)
*
ILEFT = 1
IRIGHT = N + 1
IRWRK = IRIGHT + N
CALL CGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
$ RWORK( IRIGHT ), RWORK( IRWRK ), IERR )
*
* Reduce B to triangular form (QR decomposition of B)
* (Complex Workspace: need N, prefer N*NB)
*
IROWS = IHI + 1 - ILO
ICOLS = N + 1 - ILO
ITAU = 1
IWRK = ITAU + IROWS
CALL CGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
$ WORK( IWRK ), LWORK+1-IWRK, IERR )
*
* Apply the orthogonal transformation to matrix 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 VSL
* (Complex Workspace: need N, prefer N*NB)
*
IF( ILVSL ) THEN
CALL CLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
IF( IROWS.GT.1 ) THEN
CALL CLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
$ VSL( ILO+1, ILO ), LDVSL )
END IF
CALL CUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
$ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
END IF
*
* Initialize VSR
*
IF( ILVSR )
$ CALL CLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
*
* Reduce to generalized Hessenberg form
* (Workspace: none needed)
*
CALL CGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
$ LDVSL, VSR, LDVSR, IERR )
*
SDIM = 0
*
* Perform QZ algorithm, computing Schur vectors if desired
* (Complex Workspace: need N)
* (Real Workspace: need N)
*
IWRK = ITAU
CALL CHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
$ ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWRK ),
$ LWORK+1-IWRK, RWORK( IRWRK ), 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 30
END IF
*
* Sort eigenvalues ALPHA/BETA if desired
* (Workspace: none needed)
*
IF( WANTST ) THEN
*
* Undo scaling on eigenvalues before selecting
*
IF( ILASCL )
$ CALL CLASCL( 'G', 0, 0, ANRM, ANRMTO, N, 1, ALPHA, N, IERR )
IF( ILBSCL )
$ CALL CLASCL( 'G', 0, 0, BNRM, BNRMTO, N, 1, BETA, N, IERR )
*
* Select eigenvalues
*
DO 10 I = 1, N
BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
10 CONTINUE
*
CALL CTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHA,
$ BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL, PVSR,
$ DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1, IERR )
IF( IERR.EQ.1 )
$ INFO = N + 3
*
END IF
*
* Apply back-permutation to VSL and VSR
* (Workspace: none needed)
*
IF( ILVSL )
$ CALL CGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
$ RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
IF( ILVSR )
$ CALL CGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
$ RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
*
* Undo scaling
*
IF( ILASCL ) THEN
CALL CLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
CALL CLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
END IF
*
IF( ILBSCL ) THEN
CALL CLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
CALL CLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
END IF
*
IF( WANTST ) THEN
*
* Check if reordering is correct
*
LASTSL = .TRUE.
SDIM = 0
DO 20 I = 1, N
CURSL = SELCTG( ALPHA( I ), BETA( I ) )
IF( CURSL )
$ SDIM = SDIM + 1
IF( CURSL .AND. .NOT.LASTSL )
$ INFO = N + 2
LASTSL = CURSL
20 CONTINUE
*
END IF
*
30 CONTINUE
*
WORK( 1 ) = LWKOPT
*
RETURN
*
* End of CGGES
*
END