1332 lines
41 KiB
C
1332 lines
41 KiB
C
#include <math.h>
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#include <stdlib.h>
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#include <string.h>
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#include <stdio.h>
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#include <complex.h>
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#ifdef complex
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#undef complex
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#endif
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#ifdef I
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#undef I
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#endif
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#if defined(_WIN64)
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typedef long long BLASLONG;
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typedef unsigned long long BLASULONG;
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#else
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typedef long BLASLONG;
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typedef unsigned long BLASULONG;
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#endif
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#ifdef LAPACK_ILP64
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typedef BLASLONG blasint;
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#if defined(_WIN64)
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#define blasabs(x) llabs(x)
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#else
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#define blasabs(x) labs(x)
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#endif
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#else
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typedef int blasint;
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#define blasabs(x) abs(x)
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#endif
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typedef blasint integer;
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typedef unsigned int uinteger;
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typedef char *address;
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typedef short int shortint;
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typedef float real;
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typedef double doublereal;
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typedef struct { real r, i; } complex;
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typedef struct { doublereal r, i; } doublecomplex;
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#ifdef _MSC_VER
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static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
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static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
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static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
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static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
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#else
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static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
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static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
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static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
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static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
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#endif
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#define pCf(z) (*_pCf(z))
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#define pCd(z) (*_pCd(z))
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typedef blasint logical;
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typedef char logical1;
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typedef char integer1;
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#define TRUE_ (1)
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#define FALSE_ (0)
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/* Extern is for use with -E */
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#ifndef Extern
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#define Extern extern
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#endif
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/* I/O stuff */
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typedef int flag;
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typedef int ftnlen;
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typedef int ftnint;
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/*external read, write*/
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typedef struct
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{ flag cierr;
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ftnint ciunit;
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flag ciend;
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char *cifmt;
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ftnint cirec;
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} cilist;
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/*internal read, write*/
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typedef struct
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{ flag icierr;
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char *iciunit;
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flag iciend;
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char *icifmt;
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ftnint icirlen;
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ftnint icirnum;
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} icilist;
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/*open*/
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typedef struct
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{ flag oerr;
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ftnint ounit;
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char *ofnm;
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ftnlen ofnmlen;
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char *osta;
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char *oacc;
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char *ofm;
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ftnint orl;
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char *oblnk;
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} olist;
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/*close*/
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typedef struct
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{ flag cerr;
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ftnint cunit;
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char *csta;
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} cllist;
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/*rewind, backspace, endfile*/
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typedef struct
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{ flag aerr;
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ftnint aunit;
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} alist;
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/* inquire */
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typedef struct
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{ flag inerr;
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ftnint inunit;
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char *infile;
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ftnlen infilen;
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ftnint *inex; /*parameters in standard's order*/
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ftnint *inopen;
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ftnint *innum;
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ftnint *innamed;
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char *inname;
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ftnlen innamlen;
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char *inacc;
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ftnlen inacclen;
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char *inseq;
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ftnlen inseqlen;
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char *indir;
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ftnlen indirlen;
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char *infmt;
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ftnlen infmtlen;
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char *inform;
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ftnint informlen;
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char *inunf;
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ftnlen inunflen;
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ftnint *inrecl;
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ftnint *innrec;
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char *inblank;
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ftnlen inblanklen;
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} inlist;
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#define VOID void
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union Multitype { /* for multiple entry points */
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integer1 g;
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shortint h;
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integer i;
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/* longint j; */
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real r;
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doublereal d;
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complex c;
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doublecomplex z;
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};
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typedef union Multitype Multitype;
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struct Vardesc { /* for Namelist */
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char *name;
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char *addr;
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ftnlen *dims;
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int type;
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};
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typedef struct Vardesc Vardesc;
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struct Namelist {
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char *name;
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Vardesc **vars;
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int nvars;
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};
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typedef struct Namelist Namelist;
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#define abs(x) ((x) >= 0 ? (x) : -(x))
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#define dabs(x) (fabs(x))
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#define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
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#define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
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#define dmin(a,b) (f2cmin(a,b))
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#define dmax(a,b) (f2cmax(a,b))
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#define bit_test(a,b) ((a) >> (b) & 1)
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#define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
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#define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
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#define abort_() { sig_die("Fortran abort routine called", 1); }
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#define c_abs(z) (cabsf(Cf(z)))
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#define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
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#ifdef _MSC_VER
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#define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
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#define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
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#else
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#define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
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#define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
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#endif
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#define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
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#define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
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#define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
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//#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
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#define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
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#define d_abs(x) (fabs(*(x)))
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#define d_acos(x) (acos(*(x)))
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#define d_asin(x) (asin(*(x)))
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#define d_atan(x) (atan(*(x)))
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#define d_atn2(x, y) (atan2(*(x),*(y)))
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#define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
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#define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
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#define d_cos(x) (cos(*(x)))
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#define d_cosh(x) (cosh(*(x)))
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#define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
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#define d_exp(x) (exp(*(x)))
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#define d_imag(z) (cimag(Cd(z)))
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#define r_imag(z) (cimagf(Cf(z)))
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#define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
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#define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
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#define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
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#define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
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#define d_log(x) (log(*(x)))
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#define d_mod(x, y) (fmod(*(x), *(y)))
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#define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
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#define d_nint(x) u_nint(*(x))
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#define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
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#define d_sign(a,b) u_sign(*(a),*(b))
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#define r_sign(a,b) u_sign(*(a),*(b))
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#define d_sin(x) (sin(*(x)))
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#define d_sinh(x) (sinh(*(x)))
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#define d_sqrt(x) (sqrt(*(x)))
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#define d_tan(x) (tan(*(x)))
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#define d_tanh(x) (tanh(*(x)))
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#define i_abs(x) abs(*(x))
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#define i_dnnt(x) ((integer)u_nint(*(x)))
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#define i_len(s, n) (n)
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#define i_nint(x) ((integer)u_nint(*(x)))
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#define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
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#define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
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#define pow_si(B,E) spow_ui(*(B),*(E))
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#define pow_ri(B,E) spow_ui(*(B),*(E))
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#define pow_di(B,E) dpow_ui(*(B),*(E))
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#define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
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#define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
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#define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
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#define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
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#define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
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#define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
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#define sig_die(s, kill) { exit(1); }
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#define s_stop(s, n) {exit(0);}
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static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
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#define z_abs(z) (cabs(Cd(z)))
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#define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
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#define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
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#define myexit_() break;
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#define mycycle() continue;
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#define myceiling(w) {ceil(w)}
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#define myhuge(w) {HUGE_VAL}
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//#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
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#define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
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/* procedure parameter types for -A and -C++ */
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#ifdef __cplusplus
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typedef logical (*L_fp)(...);
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#else
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typedef logical (*L_fp)();
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#endif
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static float spow_ui(float x, integer n) {
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float pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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static double dpow_ui(double x, integer n) {
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double pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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#ifdef _MSC_VER
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static _Fcomplex cpow_ui(complex x, integer n) {
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complex pow={1.0,0.0}; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
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for(u = n; ; ) {
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if(u & 01) pow.r *= x.r, pow.i *= x.i;
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if(u >>= 1) x.r *= x.r, x.i *= x.i;
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else break;
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}
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}
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_Fcomplex p={pow.r, pow.i};
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return p;
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}
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#else
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static _Complex float cpow_ui(_Complex float x, integer n) {
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_Complex float pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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#endif
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#ifdef _MSC_VER
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static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
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_Dcomplex pow={1.0,0.0}; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
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for(u = n; ; ) {
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if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
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if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
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else break;
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}
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}
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_Dcomplex p = {pow._Val[0], pow._Val[1]};
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return p;
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}
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#else
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static _Complex double zpow_ui(_Complex double x, integer n) {
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_Complex double pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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#endif
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static integer pow_ii(integer x, integer n) {
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integer pow; unsigned long int u;
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if (n <= 0) {
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if (n == 0 || x == 1) pow = 1;
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else if (x != -1) pow = x == 0 ? 1/x : 0;
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else n = -n;
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}
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if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
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u = n;
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for(pow = 1; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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static integer dmaxloc_(double *w, integer s, integer e, integer *n)
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{
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double m; integer i, mi;
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for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
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if (w[i-1]>m) mi=i ,m=w[i-1];
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return mi-s+1;
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}
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static integer smaxloc_(float *w, integer s, integer e, integer *n)
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{
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float m; integer i, mi;
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for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
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if (w[i-1]>m) mi=i ,m=w[i-1];
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return mi-s+1;
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}
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static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
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integer n = *n_, incx = *incx_, incy = *incy_, i;
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#ifdef _MSC_VER
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_Fcomplex zdotc = {0.0, 0.0};
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if (incx == 1 && incy == 1) {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
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zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
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}
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} else {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
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zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
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}
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}
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pCf(z) = zdotc;
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}
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#else
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_Complex float zdotc = 0.0;
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if (incx == 1 && incy == 1) {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
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}
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} else {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
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}
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}
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pCf(z) = zdotc;
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}
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#endif
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static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
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integer n = *n_, incx = *incx_, incy = *incy_, i;
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#ifdef _MSC_VER
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_Dcomplex zdotc = {0.0, 0.0};
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if (incx == 1 && incy == 1) {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
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zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
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}
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} else {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
|
|
zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
|
|
}
|
|
}
|
|
pCd(z) = zdotc;
|
|
}
|
|
#else
|
|
_Complex double zdotc = 0.0;
|
|
if (incx == 1 && incy == 1) {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
|
|
}
|
|
} else {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
|
|
}
|
|
}
|
|
pCd(z) = zdotc;
|
|
}
|
|
#endif
|
|
static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
|
|
integer n = *n_, incx = *incx_, incy = *incy_, i;
|
|
#ifdef _MSC_VER
|
|
_Fcomplex zdotc = {0.0, 0.0};
|
|
if (incx == 1 && incy == 1) {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
|
|
zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
|
|
}
|
|
} else {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
|
|
zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
|
|
}
|
|
}
|
|
pCf(z) = zdotc;
|
|
}
|
|
#else
|
|
_Complex float zdotc = 0.0;
|
|
if (incx == 1 && incy == 1) {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc += Cf(&x[i]) * Cf(&y[i]);
|
|
}
|
|
} else {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
|
|
}
|
|
}
|
|
pCf(z) = zdotc;
|
|
}
|
|
#endif
|
|
static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
|
|
integer n = *n_, incx = *incx_, incy = *incy_, i;
|
|
#ifdef _MSC_VER
|
|
_Dcomplex zdotc = {0.0, 0.0};
|
|
if (incx == 1 && incy == 1) {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
|
|
zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
|
|
}
|
|
} else {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
|
|
zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
|
|
}
|
|
}
|
|
pCd(z) = zdotc;
|
|
}
|
|
#else
|
|
_Complex double zdotc = 0.0;
|
|
if (incx == 1 && incy == 1) {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc += Cd(&x[i]) * Cd(&y[i]);
|
|
}
|
|
} else {
|
|
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
|
|
zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
|
|
}
|
|
}
|
|
pCd(z) = zdotc;
|
|
}
|
|
#endif
|
|
/* -- translated by f2c (version 20000121).
|
|
You must link the resulting object file with the libraries:
|
|
-lf2c -lm (in that order)
|
|
*/
|
|
|
|
|
|
|
|
|
|
/* Table of constant values */
|
|
|
|
static integer c__1 = 1;
|
|
static integer c__0 = 0;
|
|
static integer c_n1 = -1;
|
|
|
|
/* > \brief <b> DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE mat
|
|
rices</b> */
|
|
|
|
/* =========== DOCUMENTATION =========== */
|
|
|
|
/* Online html documentation available at */
|
|
/* http://www.netlib.org/lapack/explore-html/ */
|
|
|
|
/* > \htmlonly */
|
|
/* > Download DGEEVX + dependencies */
|
|
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeevx.
|
|
f"> */
|
|
/* > [TGZ]</a> */
|
|
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeevx.
|
|
f"> */
|
|
/* > [ZIP]</a> */
|
|
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeevx.
|
|
f"> */
|
|
/* > [TXT]</a> */
|
|
/* > \endhtmlonly */
|
|
|
|
/* Definition: */
|
|
/* =========== */
|
|
|
|
/* SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI, */
|
|
/* VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, */
|
|
/* RCONDE, RCONDV, WORK, LWORK, IWORK, INFO ) */
|
|
|
|
/* CHARACTER BALANC, JOBVL, JOBVR, SENSE */
|
|
/* INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N */
|
|
/* DOUBLE PRECISION ABNRM */
|
|
/* INTEGER IWORK( * ) */
|
|
/* DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ), */
|
|
/* $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ), */
|
|
/* $ WI( * ), WORK( * ), WR( * ) */
|
|
|
|
|
|
/* > \par Purpose: */
|
|
/* ============= */
|
|
/* > */
|
|
/* > \verbatim */
|
|
/* > */
|
|
/* > DGEEVX computes for an N-by-N real nonsymmetric matrix A, the */
|
|
/* > eigenvalues and, optionally, the left and/or right eigenvectors. */
|
|
/* > */
|
|
/* > Optionally also, it computes a balancing transformation to improve */
|
|
/* > the conditioning of the eigenvalues and eigenvectors (ILO, IHI, */
|
|
/* > SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues */
|
|
/* > (RCONDE), and reciprocal condition numbers for the right */
|
|
/* > eigenvectors (RCONDV). */
|
|
/* > */
|
|
/* > The right eigenvector v(j) of A satisfies */
|
|
/* > A * v(j) = lambda(j) * v(j) */
|
|
/* > where lambda(j) is its eigenvalue. */
|
|
/* > The left eigenvector u(j) of A satisfies */
|
|
/* > u(j)**H * A = lambda(j) * u(j)**H */
|
|
/* > where u(j)**H denotes the conjugate-transpose of u(j). */
|
|
/* > */
|
|
/* > The computed eigenvectors are normalized to have Euclidean norm */
|
|
/* > equal to 1 and largest component real. */
|
|
/* > */
|
|
/* > Balancing a matrix means permuting the rows and columns to make it */
|
|
/* > more nearly upper triangular, and applying a diagonal similarity */
|
|
/* > transformation D * A * D**(-1), where D is a diagonal matrix, to */
|
|
/* > make its rows and columns closer in norm and the condition numbers */
|
|
/* > of its eigenvalues and eigenvectors smaller. 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 4.10.2 of the LAPACK */
|
|
/* > Users' Guide. */
|
|
/* > \endverbatim */
|
|
|
|
/* Arguments: */
|
|
/* ========== */
|
|
|
|
/* > \param[in] BALANC */
|
|
/* > \verbatim */
|
|
/* > BALANC is CHARACTER*1 */
|
|
/* > Indicates how the input matrix should be diagonally scaled */
|
|
/* > and/or permuted to improve the conditioning of its */
|
|
/* > eigenvalues. */
|
|
/* > = 'N': Do not diagonally scale or permute; */
|
|
/* > = 'P': Perform permutations to make the matrix more nearly */
|
|
/* > upper triangular. Do not diagonally scale; */
|
|
/* > = 'S': Diagonally scale the matrix, i.e. replace A by */
|
|
/* > D*A*D**(-1), where D is a diagonal matrix chosen */
|
|
/* > to make the rows and columns of A more equal in */
|
|
/* > norm. Do not permute; */
|
|
/* > = 'B': Both diagonally scale and permute A. */
|
|
/* > */
|
|
/* > Computed reciprocal condition numbers will be for the matrix */
|
|
/* > after balancing and/or permuting. Permuting does not change */
|
|
/* > condition numbers (in exact arithmetic), but balancing does. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] JOBVL */
|
|
/* > \verbatim */
|
|
/* > JOBVL is CHARACTER*1 */
|
|
/* > = 'N': left eigenvectors of A are not computed; */
|
|
/* > = 'V': left eigenvectors of A are computed. */
|
|
/* > If SENSE = 'E' or 'B', JOBVL must = 'V'. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] JOBVR */
|
|
/* > \verbatim */
|
|
/* > JOBVR is CHARACTER*1 */
|
|
/* > = 'N': right eigenvectors of A are not computed; */
|
|
/* > = 'V': right eigenvectors of A are computed. */
|
|
/* > If SENSE = 'E' or 'B', JOBVR must = 'V'. */
|
|
/* > \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 right eigenvectors only; */
|
|
/* > = 'B': Computed for eigenvalues and right eigenvectors. */
|
|
/* > */
|
|
/* > If SENSE = 'E' or 'B', both left and right eigenvectors */
|
|
/* > must also be computed (JOBVL = 'V' and JOBVR = 'V'). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] N */
|
|
/* > \verbatim */
|
|
/* > N is INTEGER */
|
|
/* > The order of the matrix A. N >= 0. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in,out] A */
|
|
/* > \verbatim */
|
|
/* > A is DOUBLE PRECISION array, dimension (LDA,N) */
|
|
/* > On entry, the N-by-N matrix A. */
|
|
/* > On exit, A has been overwritten. If JOBVL = 'V' or */
|
|
/* > JOBVR = 'V', A contains the real Schur form of the balanced */
|
|
/* > version of the input matrix A. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] LDA */
|
|
/* > \verbatim */
|
|
/* > LDA is INTEGER */
|
|
/* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] WR */
|
|
/* > \verbatim */
|
|
/* > WR is DOUBLE PRECISION array, dimension (N) */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] WI */
|
|
/* > \verbatim */
|
|
/* > WI is DOUBLE PRECISION array, dimension (N) */
|
|
/* > WR and WI contain the real and imaginary parts, */
|
|
/* > respectively, of the computed eigenvalues. Complex */
|
|
/* > conjugate pairs of eigenvalues will appear consecutively */
|
|
/* > with the eigenvalue having the positive imaginary part */
|
|
/* > first. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] VL */
|
|
/* > \verbatim */
|
|
/* > VL is DOUBLE PRECISION array, dimension (LDVL,N) */
|
|
/* > If JOBVL = 'V', the left eigenvectors u(j) are stored one */
|
|
/* > after another in the columns of VL, in the same order */
|
|
/* > as their eigenvalues. */
|
|
/* > If JOBVL = 'N', VL is not referenced. */
|
|
/* > If the j-th eigenvalue is real, then u(j) = VL(:,j), */
|
|
/* > the j-th column of VL. */
|
|
/* > If the j-th and (j+1)-st eigenvalues form a complex */
|
|
/* > conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and */
|
|
/* > u(j+1) = VL(:,j) - i*VL(:,j+1). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] LDVL */
|
|
/* > \verbatim */
|
|
/* > LDVL is INTEGER */
|
|
/* > The leading dimension of the array VL. LDVL >= 1; if */
|
|
/* > JOBVL = 'V', LDVL >= N. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] VR */
|
|
/* > \verbatim */
|
|
/* > VR is DOUBLE PRECISION array, dimension (LDVR,N) */
|
|
/* > If JOBVR = 'V', the right eigenvectors v(j) are stored one */
|
|
/* > after another in the columns of VR, in the same order */
|
|
/* > as their eigenvalues. */
|
|
/* > If JOBVR = 'N', VR is not referenced. */
|
|
/* > If the j-th eigenvalue is real, then v(j) = VR(:,j), */
|
|
/* > the j-th column of VR. */
|
|
/* > If the j-th and (j+1)-st eigenvalues form a complex */
|
|
/* > conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and */
|
|
/* > v(j+1) = VR(:,j) - i*VR(:,j+1). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] LDVR */
|
|
/* > \verbatim */
|
|
/* > LDVR is INTEGER */
|
|
/* > The leading dimension of the array 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 determined when A was */
|
|
/* > balanced. The balanced A(i,j) = 0 if I > J and */
|
|
/* > J = 1,...,ILO-1 or I = IHI+1,...,N. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] SCALE */
|
|
/* > \verbatim */
|
|
/* > SCALE is DOUBLE PRECISION array, dimension (N) */
|
|
/* > Details of the permutations and scaling factors applied */
|
|
/* > when balancing A. If P(j) is the index of the row and column */
|
|
/* > interchanged with row and column j, and D(j) is the scaling */
|
|
/* > factor applied to row and column j, then */
|
|
/* > SCALE(J) = P(J), for J = 1,...,ILO-1 */
|
|
/* > = D(J), for J = ILO,...,IHI */
|
|
/* > = P(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 DOUBLE PRECISION */
|
|
/* > The one-norm of the balanced matrix (the maximum */
|
|
/* > of the sum of absolute values of elements of any column). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] RCONDE */
|
|
/* > \verbatim */
|
|
/* > RCONDE is DOUBLE PRECISION array, dimension (N) */
|
|
/* > RCONDE(j) is the reciprocal condition number of the j-th */
|
|
/* > eigenvalue. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] RCONDV */
|
|
/* > \verbatim */
|
|
/* > RCONDV is DOUBLE PRECISION array, dimension (N) */
|
|
/* > RCONDV(j) is the reciprocal condition number of the j-th */
|
|
/* > right eigenvector. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] WORK */
|
|
/* > \verbatim */
|
|
/* > WORK is DOUBLE PRECISION 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 SENSE = 'N' or 'E', */
|
|
/* > LWORK >= f2cmax(1,2*N), and if JOBVL = 'V' or JOBVR = 'V', */
|
|
/* > LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6). */
|
|
/* > 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] IWORK */
|
|
/* > \verbatim */
|
|
/* > IWORK is INTEGER array, dimension (2*N-2) */
|
|
/* > If SENSE = 'N' or 'E', 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. */
|
|
/* > > 0: if INFO = i, the QR algorithm failed to compute all the */
|
|
/* > eigenvalues, and no eigenvectors or condition numbers */
|
|
/* > have been computed; elements 1:ILO-1 and i+1:N of WR */
|
|
/* > and WI contain eigenvalues which have converged. */
|
|
/* > \endverbatim */
|
|
|
|
/* Authors: */
|
|
/* ======== */
|
|
|
|
/* > \author Univ. of Tennessee */
|
|
/* > \author Univ. of California Berkeley */
|
|
/* > \author Univ. of Colorado Denver */
|
|
/* > \author NAG Ltd. */
|
|
|
|
/* > \date June 2016 */
|
|
|
|
/* @precisions fortran d -> s */
|
|
|
|
/* > \ingroup doubleGEeigen */
|
|
|
|
/* ===================================================================== */
|
|
/* Subroutine */ void dgeevx_(char *balanc, char *jobvl, char *jobvr, char *
|
|
sense, integer *n, doublereal *a, integer *lda, doublereal *wr,
|
|
doublereal *wi, doublereal *vl, integer *ldvl, doublereal *vr,
|
|
integer *ldvr, integer *ilo, integer *ihi, doublereal *scale,
|
|
doublereal *abnrm, doublereal *rconde, doublereal *rcondv, doublereal
|
|
*work, integer *lwork, integer *iwork, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
|
|
i__2, i__3;
|
|
doublereal d__1, d__2;
|
|
|
|
/* Local variables */
|
|
char side[1];
|
|
doublereal anrm;
|
|
integer ierr, itau;
|
|
extern /* Subroutine */ void drot_(integer *, doublereal *, integer *,
|
|
doublereal *, integer *, doublereal *, doublereal *);
|
|
integer iwrk, nout;
|
|
extern doublereal dnrm2_(integer *, doublereal *, integer *);
|
|
integer i__, k;
|
|
doublereal r__;
|
|
extern /* Subroutine */ void dscal_(integer *, doublereal *, doublereal *,
|
|
integer *);
|
|
integer icond;
|
|
extern logical lsame_(char *, char *);
|
|
extern doublereal dlapy2_(doublereal *, doublereal *);
|
|
extern /* Subroutine */ void dlabad_(doublereal *, doublereal *), dgebak_(
|
|
char *, char *, integer *, integer *, integer *, doublereal *,
|
|
integer *, doublereal *, integer *, integer *),
|
|
dgebal_(char *, integer *, doublereal *, integer *, integer *,
|
|
integer *, doublereal *, integer *);
|
|
doublereal cs;
|
|
logical scalea;
|
|
extern doublereal dlamch_(char *);
|
|
doublereal cscale;
|
|
extern doublereal dlange_(char *, integer *, integer *, doublereal *,
|
|
integer *, doublereal *);
|
|
extern /* Subroutine */ void dgehrd_(integer *, integer *, integer *,
|
|
doublereal *, integer *, doublereal *, doublereal *, integer *,
|
|
integer *);
|
|
doublereal sn;
|
|
extern /* Subroutine */ void dlascl_(char *, integer *, integer *,
|
|
doublereal *, doublereal *, integer *, integer *, doublereal *,
|
|
integer *, integer *);
|
|
extern integer idamax_(integer *, doublereal *, integer *);
|
|
extern /* Subroutine */ void dlacpy_(char *, integer *, integer *,
|
|
doublereal *, integer *, doublereal *, integer *),
|
|
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
|
|
doublereal *);
|
|
extern int xerbla_(char *, integer *, ftnlen);
|
|
logical select[1];
|
|
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
|
|
integer *, integer *, ftnlen, ftnlen);
|
|
doublereal bignum;
|
|
extern /* Subroutine */ void dorghr_(integer *, integer *, integer *,
|
|
doublereal *, integer *, doublereal *, doublereal *, integer *,
|
|
integer *), dhseqr_(char *, char *, integer *, integer *, integer
|
|
*, doublereal *, integer *, doublereal *, doublereal *,
|
|
doublereal *, integer *, doublereal *, integer *, integer *), dtrsna_(char *, char *, logical *, integer *,
|
|
doublereal *, integer *, doublereal *, integer *, doublereal *,
|
|
integer *, doublereal *, doublereal *, integer *, integer *,
|
|
doublereal *, integer *, integer *, integer *);
|
|
integer minwrk, maxwrk;
|
|
logical wantvl, wntsnb;
|
|
integer hswork;
|
|
logical wntsne;
|
|
doublereal smlnum;
|
|
logical lquery, wantvr, wntsnn, wntsnv;
|
|
extern /* Subroutine */ void dtrevc3_(char *, char *, logical *, integer *,
|
|
doublereal *, integer *, doublereal *, integer *, doublereal *,
|
|
integer *, integer *, integer *, doublereal *, integer *, integer
|
|
*);
|
|
char job[1];
|
|
doublereal scl, dum[1], eps;
|
|
integer lwork_trevc__;
|
|
|
|
|
|
/* -- LAPACK driver routine (version 3.7.0) -- */
|
|
/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
|
|
/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
|
|
/* June 2016 */
|
|
|
|
|
|
/* ===================================================================== */
|
|
|
|
|
|
/* Test the input arguments */
|
|
|
|
/* Parameter adjustments */
|
|
a_dim1 = *lda;
|
|
a_offset = 1 + a_dim1 * 1;
|
|
a -= a_offset;
|
|
--wr;
|
|
--wi;
|
|
vl_dim1 = *ldvl;
|
|
vl_offset = 1 + vl_dim1 * 1;
|
|
vl -= vl_offset;
|
|
vr_dim1 = *ldvr;
|
|
vr_offset = 1 + vr_dim1 * 1;
|
|
vr -= vr_offset;
|
|
--scale;
|
|
--rconde;
|
|
--rcondv;
|
|
--work;
|
|
--iwork;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
lquery = *lwork == -1;
|
|
wantvl = lsame_(jobvl, "V");
|
|
wantvr = lsame_(jobvr, "V");
|
|
wntsnn = lsame_(sense, "N");
|
|
wntsne = lsame_(sense, "E");
|
|
wntsnv = lsame_(sense, "V");
|
|
wntsnb = lsame_(sense, "B");
|
|
if (! (lsame_(balanc, "N") || lsame_(balanc, "S") || lsame_(balanc, "P")
|
|
|| lsame_(balanc, "B"))) {
|
|
*info = -1;
|
|
} else if (! wantvl && ! lsame_(jobvl, "N")) {
|
|
*info = -2;
|
|
} else if (! wantvr && ! lsame_(jobvr, "N")) {
|
|
*info = -3;
|
|
} else if (! (wntsnn || wntsne || wntsnb || wntsnv) || (wntsne || wntsnb)
|
|
&& ! (wantvl && wantvr)) {
|
|
*info = -4;
|
|
} else if (*n < 0) {
|
|
*info = -5;
|
|
} else if (*lda < f2cmax(1,*n)) {
|
|
*info = -7;
|
|
} else if (*ldvl < 1 || wantvl && *ldvl < *n) {
|
|
*info = -11;
|
|
} else if (*ldvr < 1 || wantvr && *ldvr < *n) {
|
|
*info = -13;
|
|
}
|
|
|
|
/* 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. */
|
|
/* HSWORK refers to the workspace preferred by DHSEQR, as */
|
|
/* calculated below. HSWORK is computed assuming ILO=1 and IHI=N, */
|
|
/* the worst case.) */
|
|
|
|
if (*info == 0) {
|
|
if (*n == 0) {
|
|
minwrk = 1;
|
|
maxwrk = 1;
|
|
} else {
|
|
maxwrk = *n + *n * ilaenv_(&c__1, "DGEHRD", " ", n, &c__1, n, &
|
|
c__0, (ftnlen)6, (ftnlen)1);
|
|
|
|
if (wantvl) {
|
|
dtrevc3_("L", "B", select, n, &a[a_offset], lda, &vl[
|
|
vl_offset], ldvl, &vr[vr_offset], ldvr, n, &nout, &
|
|
work[1], &c_n1, &ierr);
|
|
lwork_trevc__ = (integer) work[1];
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + lwork_trevc__;
|
|
maxwrk = f2cmax(i__1,i__2);
|
|
dhseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[
|
|
1], &vl[vl_offset], ldvl, &work[1], &c_n1, info);
|
|
} else if (wantvr) {
|
|
dtrevc3_("R", "B", select, n, &a[a_offset], lda, &vl[
|
|
vl_offset], ldvl, &vr[vr_offset], ldvr, n, &nout, &
|
|
work[1], &c_n1, &ierr);
|
|
lwork_trevc__ = (integer) work[1];
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + lwork_trevc__;
|
|
maxwrk = f2cmax(i__1,i__2);
|
|
dhseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[
|
|
1], &vr[vr_offset], ldvr, &work[1], &c_n1, info);
|
|
} else {
|
|
if (wntsnn) {
|
|
dhseqr_("E", "N", n, &c__1, n, &a[a_offset], lda, &wr[1],
|
|
&wi[1], &vr[vr_offset], ldvr, &work[1], &c_n1,
|
|
info);
|
|
} else {
|
|
dhseqr_("S", "N", n, &c__1, n, &a[a_offset], lda, &wr[1],
|
|
&wi[1], &vr[vr_offset], ldvr, &work[1], &c_n1,
|
|
info);
|
|
}
|
|
}
|
|
hswork = (integer) work[1];
|
|
|
|
if (! wantvl && ! wantvr) {
|
|
minwrk = *n << 1;
|
|
if (! wntsnn) {
|
|
/* Computing MAX */
|
|
i__1 = minwrk, i__2 = *n * *n + *n * 6;
|
|
minwrk = f2cmax(i__1,i__2);
|
|
}
|
|
maxwrk = f2cmax(maxwrk,hswork);
|
|
if (! wntsnn) {
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * *n + *n * 6;
|
|
maxwrk = f2cmax(i__1,i__2);
|
|
}
|
|
} else {
|
|
minwrk = *n * 3;
|
|
if (! wntsnn && ! wntsne) {
|
|
/* Computing MAX */
|
|
i__1 = minwrk, i__2 = *n * *n + *n * 6;
|
|
minwrk = f2cmax(i__1,i__2);
|
|
}
|
|
maxwrk = f2cmax(maxwrk,hswork);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "DORGHR",
|
|
" ", n, &c__1, n, &c_n1, (ftnlen)6, (ftnlen)1);
|
|
maxwrk = f2cmax(i__1,i__2);
|
|
if (! wntsnn && ! wntsne) {
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * *n + *n * 6;
|
|
maxwrk = f2cmax(i__1,i__2);
|
|
}
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3;
|
|
maxwrk = f2cmax(i__1,i__2);
|
|
}
|
|
maxwrk = f2cmax(maxwrk,minwrk);
|
|
}
|
|
work[1] = (doublereal) maxwrk;
|
|
|
|
if (*lwork < minwrk && ! lquery) {
|
|
*info = -21;
|
|
}
|
|
}
|
|
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("DGEEVX", &i__1, (ftnlen)6);
|
|
return;
|
|
} else if (lquery) {
|
|
return;
|
|
}
|
|
|
|
/* Quick return if possible */
|
|
|
|
if (*n == 0) {
|
|
return;
|
|
}
|
|
|
|
/* Get machine constants */
|
|
|
|
eps = dlamch_("P");
|
|
smlnum = dlamch_("S");
|
|
bignum = 1. / smlnum;
|
|
dlabad_(&smlnum, &bignum);
|
|
smlnum = sqrt(smlnum) / eps;
|
|
bignum = 1. / smlnum;
|
|
|
|
/* Scale A if f2cmax element outside range [SMLNUM,BIGNUM] */
|
|
|
|
icond = 0;
|
|
anrm = dlange_("M", n, n, &a[a_offset], lda, dum);
|
|
scalea = FALSE_;
|
|
if (anrm > 0. && anrm < smlnum) {
|
|
scalea = TRUE_;
|
|
cscale = smlnum;
|
|
} else if (anrm > bignum) {
|
|
scalea = TRUE_;
|
|
cscale = bignum;
|
|
}
|
|
if (scalea) {
|
|
dlascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, &
|
|
ierr);
|
|
}
|
|
|
|
/* Balance the matrix and compute ABNRM */
|
|
|
|
dgebal_(balanc, n, &a[a_offset], lda, ilo, ihi, &scale[1], &ierr);
|
|
*abnrm = dlange_("1", n, n, &a[a_offset], lda, dum);
|
|
if (scalea) {
|
|
dum[0] = *abnrm;
|
|
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &c__1, &c__1, dum, &c__1, &
|
|
ierr);
|
|
*abnrm = dum[0];
|
|
}
|
|
|
|
/* Reduce to upper Hessenberg form */
|
|
/* (Workspace: need 2*N, prefer N+N*NB) */
|
|
|
|
itau = 1;
|
|
iwrk = itau + *n;
|
|
i__1 = *lwork - iwrk + 1;
|
|
dgehrd_(n, ilo, ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, &
|
|
ierr);
|
|
|
|
if (wantvl) {
|
|
|
|
/* Want left eigenvectors */
|
|
/* Copy Householder vectors to VL */
|
|
|
|
*(unsigned char *)side = 'L';
|
|
dlacpy_("L", n, n, &a[a_offset], lda, &vl[vl_offset], ldvl)
|
|
;
|
|
|
|
/* Generate orthogonal matrix in VL */
|
|
/* (Workspace: need 2*N-1, prefer N+(N-1)*NB) */
|
|
|
|
i__1 = *lwork - iwrk + 1;
|
|
dorghr_(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau], &work[iwrk], &
|
|
i__1, &ierr);
|
|
|
|
/* Perform QR iteration, accumulating Schur vectors in VL */
|
|
/* (Workspace: need 1, prefer HSWORK (see comments) ) */
|
|
|
|
iwrk = itau;
|
|
i__1 = *lwork - iwrk + 1;
|
|
dhseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &wr[1], &wi[1], &vl[
|
|
vl_offset], ldvl, &work[iwrk], &i__1, info);
|
|
|
|
if (wantvr) {
|
|
|
|
/* Want left and right eigenvectors */
|
|
/* Copy Schur vectors to VR */
|
|
|
|
*(unsigned char *)side = 'B';
|
|
dlacpy_("F", n, n, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr);
|
|
}
|
|
|
|
} else if (wantvr) {
|
|
|
|
/* Want right eigenvectors */
|
|
/* Copy Householder vectors to VR */
|
|
|
|
*(unsigned char *)side = 'R';
|
|
dlacpy_("L", n, n, &a[a_offset], lda, &vr[vr_offset], ldvr)
|
|
;
|
|
|
|
/* Generate orthogonal matrix in VR */
|
|
/* (Workspace: need 2*N-1, prefer N+(N-1)*NB) */
|
|
|
|
i__1 = *lwork - iwrk + 1;
|
|
dorghr_(n, ilo, ihi, &vr[vr_offset], ldvr, &work[itau], &work[iwrk], &
|
|
i__1, &ierr);
|
|
|
|
/* Perform QR iteration, accumulating Schur vectors in VR */
|
|
/* (Workspace: need 1, prefer HSWORK (see comments) ) */
|
|
|
|
iwrk = itau;
|
|
i__1 = *lwork - iwrk + 1;
|
|
dhseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &wr[1], &wi[1], &vr[
|
|
vr_offset], ldvr, &work[iwrk], &i__1, info);
|
|
|
|
} else {
|
|
|
|
/* Compute eigenvalues only */
|
|
/* If condition numbers desired, compute Schur form */
|
|
|
|
if (wntsnn) {
|
|
*(unsigned char *)job = 'E';
|
|
} else {
|
|
*(unsigned char *)job = 'S';
|
|
}
|
|
|
|
/* (Workspace: need 1, prefer HSWORK (see comments) ) */
|
|
|
|
iwrk = itau;
|
|
i__1 = *lwork - iwrk + 1;
|
|
dhseqr_(job, "N", n, ilo, ihi, &a[a_offset], lda, &wr[1], &wi[1], &vr[
|
|
vr_offset], ldvr, &work[iwrk], &i__1, info);
|
|
}
|
|
|
|
/* If INFO .NE. 0 from DHSEQR, then quit */
|
|
|
|
if (*info != 0) {
|
|
goto L50;
|
|
}
|
|
|
|
if (wantvl || wantvr) {
|
|
|
|
/* Compute left and/or right eigenvectors */
|
|
/* (Workspace: need 3*N, prefer N + 2*N*NB) */
|
|
|
|
i__1 = *lwork - iwrk + 1;
|
|
dtrevc3_(side, "B", select, n, &a[a_offset], lda, &vl[vl_offset],
|
|
ldvl, &vr[vr_offset], ldvr, n, &nout, &work[iwrk], &i__1, &
|
|
ierr);
|
|
}
|
|
|
|
/* Compute condition numbers if desired */
|
|
/* (Workspace: need N*N+6*N unless SENSE = 'E') */
|
|
|
|
if (! wntsnn) {
|
|
dtrsna_(sense, "A", select, n, &a[a_offset], lda, &vl[vl_offset],
|
|
ldvl, &vr[vr_offset], ldvr, &rconde[1], &rcondv[1], n, &nout,
|
|
&work[iwrk], n, &iwork[1], &icond);
|
|
}
|
|
|
|
if (wantvl) {
|
|
|
|
/* Undo balancing of left eigenvectors */
|
|
|
|
dgebak_(balanc, "L", n, ilo, ihi, &scale[1], n, &vl[vl_offset], ldvl,
|
|
&ierr);
|
|
|
|
/* Normalize left eigenvectors and make largest component real */
|
|
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
if (wi[i__] == 0.) {
|
|
scl = 1. / dnrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1);
|
|
dscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1);
|
|
} else if (wi[i__] > 0.) {
|
|
d__1 = dnrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1);
|
|
d__2 = dnrm2_(n, &vl[(i__ + 1) * vl_dim1 + 1], &c__1);
|
|
scl = 1. / dlapy2_(&d__1, &d__2);
|
|
dscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1);
|
|
dscal_(n, &scl, &vl[(i__ + 1) * vl_dim1 + 1], &c__1);
|
|
i__2 = *n;
|
|
for (k = 1; k <= i__2; ++k) {
|
|
/* Computing 2nd power */
|
|
d__1 = vl[k + i__ * vl_dim1];
|
|
/* Computing 2nd power */
|
|
d__2 = vl[k + (i__ + 1) * vl_dim1];
|
|
work[k] = d__1 * d__1 + d__2 * d__2;
|
|
/* L10: */
|
|
}
|
|
k = idamax_(n, &work[1], &c__1);
|
|
dlartg_(&vl[k + i__ * vl_dim1], &vl[k + (i__ + 1) * vl_dim1],
|
|
&cs, &sn, &r__);
|
|
drot_(n, &vl[i__ * vl_dim1 + 1], &c__1, &vl[(i__ + 1) *
|
|
vl_dim1 + 1], &c__1, &cs, &sn);
|
|
vl[k + (i__ + 1) * vl_dim1] = 0.;
|
|
}
|
|
/* L20: */
|
|
}
|
|
}
|
|
|
|
if (wantvr) {
|
|
|
|
/* Undo balancing of right eigenvectors */
|
|
|
|
dgebak_(balanc, "R", n, ilo, ihi, &scale[1], n, &vr[vr_offset], ldvr,
|
|
&ierr);
|
|
|
|
/* Normalize right eigenvectors and make largest component real */
|
|
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
if (wi[i__] == 0.) {
|
|
scl = 1. / dnrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1);
|
|
dscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1);
|
|
} else if (wi[i__] > 0.) {
|
|
d__1 = dnrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1);
|
|
d__2 = dnrm2_(n, &vr[(i__ + 1) * vr_dim1 + 1], &c__1);
|
|
scl = 1. / dlapy2_(&d__1, &d__2);
|
|
dscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1);
|
|
dscal_(n, &scl, &vr[(i__ + 1) * vr_dim1 + 1], &c__1);
|
|
i__2 = *n;
|
|
for (k = 1; k <= i__2; ++k) {
|
|
/* Computing 2nd power */
|
|
d__1 = vr[k + i__ * vr_dim1];
|
|
/* Computing 2nd power */
|
|
d__2 = vr[k + (i__ + 1) * vr_dim1];
|
|
work[k] = d__1 * d__1 + d__2 * d__2;
|
|
/* L30: */
|
|
}
|
|
k = idamax_(n, &work[1], &c__1);
|
|
dlartg_(&vr[k + i__ * vr_dim1], &vr[k + (i__ + 1) * vr_dim1],
|
|
&cs, &sn, &r__);
|
|
drot_(n, &vr[i__ * vr_dim1 + 1], &c__1, &vr[(i__ + 1) *
|
|
vr_dim1 + 1], &c__1, &cs, &sn);
|
|
vr[k + (i__ + 1) * vr_dim1] = 0.;
|
|
}
|
|
/* L40: */
|
|
}
|
|
}
|
|
|
|
/* Undo scaling if necessary */
|
|
|
|
L50:
|
|
if (scalea) {
|
|
i__1 = *n - *info;
|
|
/* Computing MAX */
|
|
i__3 = *n - *info;
|
|
i__2 = f2cmax(i__3,1);
|
|
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wr[*info +
|
|
1], &i__2, &ierr);
|
|
i__1 = *n - *info;
|
|
/* Computing MAX */
|
|
i__3 = *n - *info;
|
|
i__2 = f2cmax(i__3,1);
|
|
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[*info +
|
|
1], &i__2, &ierr);
|
|
if (*info == 0) {
|
|
if ((wntsnv || wntsnb) && icond == 0) {
|
|
dlascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &rcondv[
|
|
1], n, &ierr);
|
|
}
|
|
} else {
|
|
i__1 = *ilo - 1;
|
|
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wr[1],
|
|
n, &ierr);
|
|
i__1 = *ilo - 1;
|
|
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[1],
|
|
n, &ierr);
|
|
}
|
|
}
|
|
|
|
work[1] = (doublereal) maxwrk;
|
|
return;
|
|
|
|
/* End of DGEEVX */
|
|
|
|
} /* dgeevx_ */
|
|
|