OpenBLAS/lapack-netlib/SRC/dggev3.c

1248 lines
36 KiB
C

#include <math.h>
#include <stdlib.h>
#include <string.h>
#include <stdio.h>
#include <complex.h>
#ifdef complex
#undef complex
#endif
#ifdef I
#undef I
#endif
#if defined(_WIN64)
typedef long long BLASLONG;
typedef unsigned long long BLASULONG;
#else
typedef long BLASLONG;
typedef unsigned long BLASULONG;
#endif
#ifdef LAPACK_ILP64
typedef BLASLONG blasint;
#if defined(_WIN64)
#define blasabs(x) llabs(x)
#else
#define blasabs(x) labs(x)
#endif
#else
typedef int blasint;
#define blasabs(x) abs(x)
#endif
typedef blasint integer;
typedef unsigned int uinteger;
typedef char *address;
typedef short int shortint;
typedef float real;
typedef double doublereal;
typedef struct { real r, i; } complex;
typedef struct { doublereal r, i; } doublecomplex;
#ifdef _MSC_VER
static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
#else
static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
#endif
#define pCf(z) (*_pCf(z))
#define pCd(z) (*_pCd(z))
typedef blasint logical;
typedef char logical1;
typedef char integer1;
#define TRUE_ (1)
#define FALSE_ (0)
/* Extern is for use with -E */
#ifndef Extern
#define Extern extern
#endif
/* I/O stuff */
typedef int flag;
typedef int ftnlen;
typedef int ftnint;
/*external read, write*/
typedef struct
{ flag cierr;
ftnint ciunit;
flag ciend;
char *cifmt;
ftnint cirec;
} cilist;
/*internal read, write*/
typedef struct
{ flag icierr;
char *iciunit;
flag iciend;
char *icifmt;
ftnint icirlen;
ftnint icirnum;
} icilist;
/*open*/
typedef struct
{ flag oerr;
ftnint ounit;
char *ofnm;
ftnlen ofnmlen;
char *osta;
char *oacc;
char *ofm;
ftnint orl;
char *oblnk;
} olist;
/*close*/
typedef struct
{ flag cerr;
ftnint cunit;
char *csta;
} cllist;
/*rewind, backspace, endfile*/
typedef struct
{ flag aerr;
ftnint aunit;
} alist;
/* inquire */
typedef struct
{ flag inerr;
ftnint inunit;
char *infile;
ftnlen infilen;
ftnint *inex; /*parameters in standard's order*/
ftnint *inopen;
ftnint *innum;
ftnint *innamed;
char *inname;
ftnlen innamlen;
char *inacc;
ftnlen inacclen;
char *inseq;
ftnlen inseqlen;
char *indir;
ftnlen indirlen;
char *infmt;
ftnlen infmtlen;
char *inform;
ftnint informlen;
char *inunf;
ftnlen inunflen;
ftnint *inrecl;
ftnint *innrec;
char *inblank;
ftnlen inblanklen;
} inlist;
#define VOID void
union Multitype { /* for multiple entry points */
integer1 g;
shortint h;
integer i;
/* longint j; */
real r;
doublereal d;
complex c;
doublecomplex z;
};
typedef union Multitype Multitype;
struct Vardesc { /* for Namelist */
char *name;
char *addr;
ftnlen *dims;
int type;
};
typedef struct Vardesc Vardesc;
struct Namelist {
char *name;
Vardesc **vars;
int nvars;
};
typedef struct Namelist Namelist;
#define abs(x) ((x) >= 0 ? (x) : -(x))
#define dabs(x) (fabs(x))
#define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
#define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
#define dmin(a,b) (f2cmin(a,b))
#define dmax(a,b) (f2cmax(a,b))
#define bit_test(a,b) ((a) >> (b) & 1)
#define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
#define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
#define abort_() { sig_die("Fortran abort routine called", 1); }
#define c_abs(z) (cabsf(Cf(z)))
#define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
#ifdef _MSC_VER
#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]);}
#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]);}
#else
#define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
#define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
#endif
#define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
#define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
#define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
//#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
#define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
#define d_abs(x) (fabs(*(x)))
#define d_acos(x) (acos(*(x)))
#define d_asin(x) (asin(*(x)))
#define d_atan(x) (atan(*(x)))
#define d_atn2(x, y) (atan2(*(x),*(y)))
#define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
#define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
#define d_cos(x) (cos(*(x)))
#define d_cosh(x) (cosh(*(x)))
#define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
#define d_exp(x) (exp(*(x)))
#define d_imag(z) (cimag(Cd(z)))
#define r_imag(z) (cimagf(Cf(z)))
#define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
#define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
#define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
#define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
#define d_log(x) (log(*(x)))
#define d_mod(x, y) (fmod(*(x), *(y)))
#define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
#define d_nint(x) u_nint(*(x))
#define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
#define d_sign(a,b) u_sign(*(a),*(b))
#define r_sign(a,b) u_sign(*(a),*(b))
#define d_sin(x) (sin(*(x)))
#define d_sinh(x) (sinh(*(x)))
#define d_sqrt(x) (sqrt(*(x)))
#define d_tan(x) (tan(*(x)))
#define d_tanh(x) (tanh(*(x)))
#define i_abs(x) abs(*(x))
#define i_dnnt(x) ((integer)u_nint(*(x)))
#define i_len(s, n) (n)
#define i_nint(x) ((integer)u_nint(*(x)))
#define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
#define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
#define pow_si(B,E) spow_ui(*(B),*(E))
#define pow_ri(B,E) spow_ui(*(B),*(E))
#define pow_di(B,E) dpow_ui(*(B),*(E))
#define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
#define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
#define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
#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++ = ' '; }
#define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
#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]; }
#define sig_die(s, kill) { exit(1); }
#define s_stop(s, n) {exit(0);}
static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
#define z_abs(z) (cabs(Cd(z)))
#define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
#define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
#define myexit_() break;
#define mycycle() continue;
#define myceiling(w) {ceil(w)}
#define myhuge(w) {HUGE_VAL}
//#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
#define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
/* procedure parameter types for -A and -C++ */
#ifdef __cplusplus
typedef logical (*L_fp)(...);
#else
typedef logical (*L_fp)();
#endif
static float spow_ui(float x, integer n) {
float pow=1.0; unsigned long int u;
if(n != 0) {
if(n < 0) n = -n, x = 1/x;
for(u = n; ; ) {
if(u & 01) pow *= x;
if(u >>= 1) x *= x;
else break;
}
}
return pow;
}
static double dpow_ui(double x, integer n) {
double pow=1.0; unsigned long int u;
if(n != 0) {
if(n < 0) n = -n, x = 1/x;
for(u = n; ; ) {
if(u & 01) pow *= x;
if(u >>= 1) x *= x;
else break;
}
}
return pow;
}
#ifdef _MSC_VER
static _Fcomplex cpow_ui(complex x, integer n) {
complex pow={1.0,0.0}; unsigned long int u;
if(n != 0) {
if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
for(u = n; ; ) {
if(u & 01) pow.r *= x.r, pow.i *= x.i;
if(u >>= 1) x.r *= x.r, x.i *= x.i;
else break;
}
}
_Fcomplex p={pow.r, pow.i};
return p;
}
#else
static _Complex float cpow_ui(_Complex float x, integer n) {
_Complex float pow=1.0; unsigned long int u;
if(n != 0) {
if(n < 0) n = -n, x = 1/x;
for(u = n; ; ) {
if(u & 01) pow *= x;
if(u >>= 1) x *= x;
else break;
}
}
return pow;
}
#endif
#ifdef _MSC_VER
static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
_Dcomplex pow={1.0,0.0}; unsigned long int u;
if(n != 0) {
if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
for(u = n; ; ) {
if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
else break;
}
}
_Dcomplex p = {pow._Val[0], pow._Val[1]};
return p;
}
#else
static _Complex double zpow_ui(_Complex double x, integer n) {
_Complex double pow=1.0; unsigned long int u;
if(n != 0) {
if(n < 0) n = -n, x = 1/x;
for(u = n; ; ) {
if(u & 01) pow *= x;
if(u >>= 1) x *= x;
else break;
}
}
return pow;
}
#endif
static integer pow_ii(integer x, integer n) {
integer pow; unsigned long int u;
if (n <= 0) {
if (n == 0 || x == 1) pow = 1;
else if (x != -1) pow = x == 0 ? 1/x : 0;
else n = -n;
}
if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
u = n;
for(pow = 1; ; ) {
if(u & 01) pow *= x;
if(u >>= 1) x *= x;
else break;
}
}
return pow;
}
static integer dmaxloc_(double *w, integer s, integer e, integer *n)
{
double m; integer i, mi;
for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
if (w[i-1]>m) mi=i ,m=w[i-1];
return mi-s+1;
}
static integer smaxloc_(float *w, integer s, integer e, integer *n)
{
float m; integer i, mi;
for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
if (w[i-1]>m) mi=i ,m=w[i-1];
return mi-s+1;
}
static inline void cdotc_(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] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
zdotc._Val[1] += conjf(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] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
zdotc._Val[1] += conjf(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 += conjf(Cf(&x[i])) * Cf(&y[i]);
}
} else {
for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
}
}
pCf(z) = zdotc;
}
#endif
static inline void zdotc_(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] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
zdotc._Val[1] += conj(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] += 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_n1 = -1;
static integer c__1 = 1;
static integer c__0 = 0;
static doublereal c_b38 = 0.;
static doublereal c_b39 = 1.;
/* > \brief <b> DGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE mat
rices (blocked algorithm)</b> */
/* =========== DOCUMENTATION =========== */
/* Online html documentation available at */
/* http://www.netlib.org/lapack/explore-html/ */
/* > \htmlonly */
/* > Download DGGEV3 + dependencies */
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dggev3.
f"> */
/* > [TGZ]</a> */
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dggev3.
f"> */
/* > [ZIP]</a> */
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dggev3.
f"> */
/* > [TXT]</a> */
/* > \endhtmlonly */
/* Definition: */
/* =========== */
/* SUBROUTINE DGGEV3( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, */
/* $ ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, */
/* $ INFO ) */
/* CHARACTER JOBVL, JOBVR */
/* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N */
/* DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), */
/* $ B( LDB, * ), BETA( * ), VL( LDVL, * ), */
/* $ VR( LDVR, * ), WORK( * ) */
/* > \par Purpose: */
/* ============= */
/* > */
/* > \verbatim */
/* > */
/* > DGGEV3 computes for a pair of N-by-N real nonsymmetric matrices (A,B) */
/* > the generalized eigenvalues, and optionally, the left and/or right */
/* > generalized eigenvectors. */
/* > */
/* > A generalized eigenvalue for a pair of matrices (A,B) is a scalar */
/* > lambda or a ratio alpha/beta = lambda, such that A - lambda*B is */
/* > singular. It is usually represented as the pair (alpha,beta), as */
/* > there is a reasonable interpretation for beta=0, and even for both */
/* > being zero. */
/* > */
/* > The right eigenvector v(j) corresponding to the eigenvalue lambda(j) */
/* > of (A,B) satisfies */
/* > */
/* > A * v(j) = lambda(j) * B * v(j). */
/* > */
/* > The left eigenvector u(j) corresponding to the eigenvalue lambda(j) */
/* > of (A,B) satisfies */
/* > */
/* > u(j)**H * A = lambda(j) * u(j)**H * B . */
/* > */
/* > where u(j)**H is the conjugate-transpose of u(j). */
/* > */
/* > \endverbatim */
/* Arguments: */
/* ========== */
/* > \param[in] JOBVL */
/* > \verbatim */
/* > JOBVL is CHARACTER*1 */
/* > = 'N': do not compute the left generalized eigenvectors; */
/* > = 'V': compute the left generalized eigenvectors. */
/* > \endverbatim */
/* > */
/* > \param[in] JOBVR */
/* > \verbatim */
/* > JOBVR is CHARACTER*1 */
/* > = 'N': do not compute the right generalized eigenvectors; */
/* > = 'V': compute the right generalized eigenvectors. */
/* > \endverbatim */
/* > */
/* > \param[in] N */
/* > \verbatim */
/* > N is INTEGER */
/* > The order of the matrices A, B, VL, and VR. N >= 0. */
/* > \endverbatim */
/* > */
/* > \param[in,out] A */
/* > \verbatim */
/* > A is DOUBLE PRECISION array, dimension (LDA, N) */
/* > On entry, the matrix A in the pair (A,B). */
/* > On exit, A has been overwritten. */
/* > \endverbatim */
/* > */
/* > \param[in] LDA */
/* > \verbatim */
/* > LDA is INTEGER */
/* > The leading dimension of A. LDA >= f2cmax(1,N). */
/* > \endverbatim */
/* > */
/* > \param[in,out] B */
/* > \verbatim */
/* > B is DOUBLE PRECISION array, dimension (LDB, N) */
/* > On entry, the matrix B in the pair (A,B). */
/* > On exit, B has been overwritten. */
/* > \endverbatim */
/* > */
/* > \param[in] LDB */
/* > \verbatim */
/* > LDB is INTEGER */
/* > The leading dimension of B. LDB >= f2cmax(1,N). */
/* > \endverbatim */
/* > */
/* > \param[out] ALPHAR */
/* > \verbatim */
/* > ALPHAR is DOUBLE PRECISION array, dimension (N) */
/* > \endverbatim */
/* > */
/* > \param[out] ALPHAI */
/* > \verbatim */
/* > ALPHAI is DOUBLE PRECISION array, dimension (N) */
/* > \endverbatim */
/* > */
/* > \param[out] BETA */
/* > \verbatim */
/* > BETA is DOUBLE PRECISION array, dimension (N) */
/* > On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will */
/* > be the generalized eigenvalues. 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 */
/* > alpha/beta. 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] 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 the j-th eigenvalue is real, then */
/* > u(j) = VL(:,j), the j-th column of VL. If the j-th and */
/* > (j+1)-th 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). */
/* > Each eigenvector is scaled so the largest component has */
/* > abs(real part)+abs(imag. part)=1. */
/* > Not referenced if JOBVL = 'N'. */
/* > \endverbatim */
/* > */
/* > \param[in] LDVL */
/* > \verbatim */
/* > LDVL is INTEGER */
/* > The leading dimension of the matrix VL. LDVL >= 1, and */
/* > if JOBVL = 'V', LDVL >= N. */
/* > \endverbatim */
/* > */
/* > \param[out] VR */
/* > \verbatim */
/* > VR is 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 the j-th eigenvalue is real, then */
/* > v(j) = VR(:,j), the j-th column of VR. If the j-th and */
/* > (j+1)-th 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). */
/* > Each eigenvector is scaled so the largest component has */
/* > abs(real part)+abs(imag. part)=1. */
/* > Not referenced if JOBVR = 'N'. */
/* > \endverbatim */
/* > */
/* > \param[in] LDVR */
/* > \verbatim */
/* > LDVR is INTEGER */
/* > The leading dimension of the matrix VR. LDVR >= 1, and */
/* > if JOBVR = 'V', LDVR >= N. */
/* > \endverbatim */
/* > */
/* > \param[out] 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 */
/* > */
/* > 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] INFO */
/* > \verbatim */
/* > INFO is INTEGER */
/* > = 0: successful exit */
/* > < 0: if INFO = -i, the i-th argument had an illegal value. */
/* > = 1,...,N: */
/* > The QZ iteration failed. No eigenvectors have been */
/* > calculated, but ALPHAR(j), ALPHAI(j), and BETA(j) */
/* > should be correct for j=INFO+1,...,N. */
/* > > N: =N+1: other than QZ iteration failed in DHGEQZ. */
/* > =N+2: error return from DTGEVC. */
/* > \endverbatim */
/* Authors: */
/* ======== */
/* > \author Univ. of Tennessee */
/* > \author Univ. of California Berkeley */
/* > \author Univ. of Colorado Denver */
/* > \author NAG Ltd. */
/* > \date January 2015 */
/* > \ingroup doubleGEeigen */
/* ===================================================================== */
/* Subroutine */ void dggev3_(char *jobvl, char *jobvr, integer *n, doublereal
*a, integer *lda, doublereal *b, integer *ldb, doublereal *alphar,
doublereal *alphai, doublereal *beta, doublereal *vl, integer *ldvl,
doublereal *vr, integer *ldvr, doublereal *work, integer *lwork,
integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1,
vr_offset, i__1, i__2;
doublereal d__1, d__2, d__3, d__4;
/* Local variables */
doublereal anrm, bnrm;
integer ierr, itau;
doublereal temp;
logical ilvl, ilvr;
integer iwrk;
extern logical lsame_(char *, char *);
integer ileft, icols;
extern /* Subroutine */ void dgghd3_(char *, char *, integer *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, integer *);
integer irows;
extern /* Subroutine */ void dlabad_(doublereal *, doublereal *);
integer jc;
extern /* Subroutine */ void dggbak_(char *, char *, integer *, integer *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, integer *), dggbal_(char *, integer *,
doublereal *, integer *, doublereal *, integer *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *);
integer in;
extern doublereal dlamch_(char *), dlange_(char *, integer *,
integer *, doublereal *, integer *, doublereal *);
integer jr;
extern /* Subroutine */ void dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *);
logical ilascl, ilbscl;
extern /* Subroutine */ void dgeqrf_(integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *, integer *),
dlacpy_(char *, integer *, integer *, doublereal *, integer *,
doublereal *, integer *), dlaset_(char *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *), dtgevc_(char *, char *, logical *, integer *, doublereal
*, integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, integer *, integer *, doublereal *,
integer *);
logical ldumma[1];
char chtemp[1];
doublereal bignum;
extern /* Subroutine */ void dhgeqz_(char *, char *, char *, integer *,
integer *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
integer *, doublereal *, integer *, doublereal *, integer *,
integer *);
extern int xerbla_(char *, integer *, ftnlen);
integer ijobvl, iright, ijobvr;
extern /* Subroutine */ void dorgqr_(integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
integer *);
doublereal anrmto, bnrmto;
extern /* Subroutine */ void dormqr_(char *, char *, integer *, integer *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *, integer *);
doublereal smlnum;
integer lwkopt;
logical lquery;
integer ihi, ilo;
doublereal eps;
logical ilv;
/* -- 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..-- */
/* January 2015 */
/* ===================================================================== */
/* Decode the input arguments */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1 * 1;
b -= b_offset;
--alphar;
--alphai;
--beta;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1 * 1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1 * 1;
vr -= vr_offset;
--work;
/* Function Body */
if (lsame_(jobvl, "N")) {
ijobvl = 1;
ilvl = FALSE_;
} else if (lsame_(jobvl, "V")) {
ijobvl = 2;
ilvl = TRUE_;
} else {
ijobvl = -1;
ilvl = FALSE_;
}
if (lsame_(jobvr, "N")) {
ijobvr = 1;
ilvr = FALSE_;
} else if (lsame_(jobvr, "V")) {
ijobvr = 2;
ilvr = TRUE_;
} else {
ijobvr = -1;
ilvr = FALSE_;
}
ilv = ilvl || ilvr;
/* Test the input arguments */
*info = 0;
lquery = *lwork == -1;
if (ijobvl <= 0) {
*info = -1;
} else if (ijobvr <= 0) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*lda < f2cmax(1,*n)) {
*info = -5;
} else if (*ldb < f2cmax(1,*n)) {
*info = -7;
} else if (*ldvl < 1 || ilvl && *ldvl < *n) {
*info = -12;
} else if (*ldvr < 1 || ilvr && *ldvr < *n) {
*info = -14;
} else /* if(complicated condition) */ {
/* Computing MAX */
i__1 = 1, i__2 = *n << 3;
if (*lwork < f2cmax(i__1,i__2) && ! lquery) {
*info = -16;
}
}
/* Compute workspace */
if (*info == 0) {
dgeqrf_(n, n, &b[b_offset], ldb, &work[1], &work[1], &c_n1, &ierr);
/* Computing MAX */
i__1 = 1, i__2 = *n << 3, i__1 = f2cmax(i__1,i__2), i__2 = *n * 3 + (
integer) work[1];
lwkopt = f2cmax(i__1,i__2);
dormqr_("L", "T", n, n, n, &b[b_offset], ldb, &work[1], &a[a_offset],
lda, &work[1], &c_n1, &ierr);
/* Computing MAX */
i__1 = lwkopt, i__2 = *n * 3 + (integer) work[1];
lwkopt = f2cmax(i__1,i__2);
if (ilvl) {
dorgqr_(n, n, n, &vl[vl_offset], ldvl, &work[1], &work[1], &c_n1,
&ierr);
/* Computing MAX */
i__1 = lwkopt, i__2 = *n * 3 + (integer) work[1];
lwkopt = f2cmax(i__1,i__2);
}
if (ilv) {
dgghd3_(jobvl, jobvr, n, &c__1, n, &a[a_offset], lda, &b[b_offset]
, ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &work[
1], &c_n1, &ierr);
/* Computing MAX */
i__1 = lwkopt, i__2 = *n * 3 + (integer) work[1];
lwkopt = f2cmax(i__1,i__2);
dhgeqz_("S", jobvl, jobvr, n, &c__1, n, &a[a_offset], lda, &b[
b_offset], ldb, &alphar[1], &alphai[1], &beta[1], &vl[
vl_offset], ldvl, &vr[vr_offset], ldvr, &work[1], &c_n1, &
ierr);
/* Computing MAX */
i__1 = lwkopt, i__2 = (*n << 1) + (integer) work[1];
lwkopt = f2cmax(i__1,i__2);
} else {
dgghd3_("N", "N", n, &c__1, n, &a[a_offset], lda, &b[b_offset],
ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &work[1],
&c_n1, &ierr);
/* Computing MAX */
i__1 = lwkopt, i__2 = *n * 3 + (integer) work[1];
lwkopt = f2cmax(i__1,i__2);
dhgeqz_("E", jobvl, jobvr, n, &c__1, n, &a[a_offset], lda, &b[
b_offset], ldb, &alphar[1], &alphai[1], &beta[1], &vl[
vl_offset], ldvl, &vr[vr_offset], ldvr, &work[1], &c_n1, &
ierr);
/* Computing MAX */
i__1 = lwkopt, i__2 = (*n << 1) + (integer) work[1];
lwkopt = f2cmax(i__1,i__2);
}
work[1] = (doublereal) lwkopt;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGGEV3 ", &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] */
anrm = dlange_("M", n, n, &a[a_offset], lda, &work[1]);
ilascl = FALSE_;
if (anrm > 0. && anrm < smlnum) {
anrmto = smlnum;
ilascl = TRUE_;
} else if (anrm > bignum) {
anrmto = bignum;
ilascl = TRUE_;
}
if (ilascl) {
dlascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, &
ierr);
}
/* Scale B if f2cmax element outside range [SMLNUM,BIGNUM] */
bnrm = dlange_("M", n, n, &b[b_offset], ldb, &work[1]);
ilbscl = FALSE_;
if (bnrm > 0. && bnrm < smlnum) {
bnrmto = smlnum;
ilbscl = TRUE_;
} else if (bnrm > bignum) {
bnrmto = bignum;
ilbscl = TRUE_;
}
if (ilbscl) {
dlascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
ierr);
}
/* Permute the matrices A, B to isolate eigenvalues if possible */
ileft = 1;
iright = *n + 1;
iwrk = iright + *n;
dggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &work[
ileft], &work[iright], &work[iwrk], &ierr);
/* Reduce B to triangular form (QR decomposition of B) */
irows = ihi + 1 - ilo;
if (ilv) {
icols = *n + 1 - ilo;
} else {
icols = irows;
}
itau = iwrk;
iwrk = itau + irows;
i__1 = *lwork + 1 - iwrk;
dgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[
iwrk], &i__1, &ierr);
/* Apply the orthogonal transformation to matrix A */
i__1 = *lwork + 1 - iwrk;
dormqr_("L", "T", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, &
work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwrk], &i__1, &
ierr);
/* Initialize VL */
if (ilvl) {
dlaset_("Full", n, n, &c_b38, &c_b39, &vl[vl_offset], ldvl)
;
if (irows > 1) {
i__1 = irows - 1;
i__2 = irows - 1;
dlacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[
ilo + 1 + ilo * vl_dim1], ldvl);
}
i__1 = *lwork + 1 - iwrk;
dorgqr_(&irows, &irows, &irows, &vl[ilo + ilo * vl_dim1], ldvl, &work[
itau], &work[iwrk], &i__1, &ierr);
}
/* Initialize VR */
if (ilvr) {
dlaset_("Full", n, n, &c_b38, &c_b39, &vr[vr_offset], ldvr)
;
}
/* Reduce to generalized Hessenberg form */
if (ilv) {
/* Eigenvectors requested -- work on whole matrix. */
i__1 = *lwork + 1 - iwrk;
dgghd3_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset],
ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &work[iwrk],
&i__1, &ierr);
} else {
i__1 = *lwork + 1 - iwrk;
dgghd3_("N", "N", &irows, &c__1, &irows, &a[ilo + ilo * a_dim1], lda,
&b[ilo + ilo * b_dim1], ldb, &vl[vl_offset], ldvl, &vr[
vr_offset], ldvr, &work[iwrk], &i__1, &ierr);
}
/* Perform QZ algorithm (Compute eigenvalues, and optionally, the */
/* Schur forms and Schur vectors) */
iwrk = itau;
if (ilv) {
*(unsigned char *)chtemp = 'S';
} else {
*(unsigned char *)chtemp = 'E';
}
i__1 = *lwork + 1 - iwrk;
dhgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[
b_offset], ldb, &alphar[1], &alphai[1], &beta[1], &vl[vl_offset],
ldvl, &vr[vr_offset], ldvr, &work[iwrk], &i__1, &ierr);
if (ierr != 0) {
if (ierr > 0 && ierr <= *n) {
*info = ierr;
} else if (ierr > *n && ierr <= *n << 1) {
*info = ierr - *n;
} else {
*info = *n + 1;
}
goto L110;
}
/* Compute Eigenvectors */
if (ilv) {
if (ilvl) {
if (ilvr) {
*(unsigned char *)chtemp = 'B';
} else {
*(unsigned char *)chtemp = 'L';
}
} else {
*(unsigned char *)chtemp = 'R';
}
dtgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb,
&vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[
iwrk], &ierr);
if (ierr != 0) {
*info = *n + 2;
goto L110;
}
/* Undo balancing on VL and VR and normalization */
if (ilvl) {
dggbak_("P", "L", n, &ilo, &ihi, &work[ileft], &work[iright], n, &
vl[vl_offset], ldvl, &ierr);
i__1 = *n;
for (jc = 1; jc <= i__1; ++jc) {
if (alphai[jc] < 0.) {
goto L50;
}
temp = 0.;
if (alphai[jc] == 0.) {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
d__2 = temp, d__3 = (d__1 = vl[jr + jc * vl_dim1],
abs(d__1));
temp = f2cmax(d__2,d__3);
/* L10: */
}
} else {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
d__3 = temp, d__4 = (d__1 = vl[jr + jc * vl_dim1],
abs(d__1)) + (d__2 = vl[jr + (jc + 1) *
vl_dim1], abs(d__2));
temp = f2cmax(d__3,d__4);
/* L20: */
}
}
if (temp < smlnum) {
goto L50;
}
temp = 1. / temp;
if (alphai[jc] == 0.) {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
vl[jr + jc * vl_dim1] *= temp;
/* L30: */
}
} else {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
vl[jr + jc * vl_dim1] *= temp;
vl[jr + (jc + 1) * vl_dim1] *= temp;
/* L40: */
}
}
L50:
;
}
}
if (ilvr) {
dggbak_("P", "R", n, &ilo, &ihi, &work[ileft], &work[iright], n, &
vr[vr_offset], ldvr, &ierr);
i__1 = *n;
for (jc = 1; jc <= i__1; ++jc) {
if (alphai[jc] < 0.) {
goto L100;
}
temp = 0.;
if (alphai[jc] == 0.) {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
d__2 = temp, d__3 = (d__1 = vr[jr + jc * vr_dim1],
abs(d__1));
temp = f2cmax(d__2,d__3);
/* L60: */
}
} else {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
d__3 = temp, d__4 = (d__1 = vr[jr + jc * vr_dim1],
abs(d__1)) + (d__2 = vr[jr + (jc + 1) *
vr_dim1], abs(d__2));
temp = f2cmax(d__3,d__4);
/* L70: */
}
}
if (temp < smlnum) {
goto L100;
}
temp = 1. / temp;
if (alphai[jc] == 0.) {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
vr[jr + jc * vr_dim1] *= temp;
/* L80: */
}
} else {
i__2 = *n;
for (jr = 1; jr <= i__2; ++jr) {
vr[jr + jc * vr_dim1] *= temp;
vr[jr + (jc + 1) * vr_dim1] *= temp;
/* L90: */
}
}
L100:
;
}
}
/* End of eigenvector calculation */
}
/* Undo scaling if necessary */
L110:
if (ilascl) {
dlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alphar[1], n, &
ierr);
dlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alphai[1], n, &
ierr);
}
if (ilbscl) {
dlascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
ierr);
}
work[1] = (doublereal) lwkopt;
return;
/* End of DGGEV3 */
} /* dggev3_ */