716 lines
		
	
	
		
			23 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			716 lines
		
	
	
		
			23 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief <b> ZGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
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| *
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| *  =========== DOCUMENTATION ===========
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| *
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| * Online html documentation available at
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| *            http://www.netlib.org/lapack/explore-html/
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| *
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| *> \htmlonly
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| *> Download ZGGESX + dependencies
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zggesx.f">
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| *> [TGZ]</a>
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zggesx.f">
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| *> [ZIP]</a>
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zggesx.f">
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| *> [TXT]</a>
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| *> \endhtmlonly
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| *
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| *  Definition:
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| *  ===========
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| *
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| *       SUBROUTINE ZGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
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| *                          B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR,
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| *                          LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK,
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| *                          IWORK, LIWORK, BWORK, INFO )
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| *
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| *       .. Scalar Arguments ..
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| *       CHARACTER          JOBVSL, JOBVSR, SENSE, SORT
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| *       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
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| *      $                   SDIM
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| *       ..
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| *       .. Array Arguments ..
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| *       LOGICAL            BWORK( * )
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| *       INTEGER            IWORK( * )
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| *       DOUBLE PRECISION   RCONDE( 2 ), RCONDV( 2 ), RWORK( * )
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| *       COMPLEX*16         A( LDA, * ), ALPHA( * ), B( LDB, * ),
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| *      $                   BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
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| *      $                   WORK( * )
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| *       ..
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| *       .. Function Arguments ..
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| *       LOGICAL            SELCTG
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| *       EXTERNAL           SELCTG
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| *       ..
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| *
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| *
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| *> \par Purpose:
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| *  =============
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| *>
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| *> \verbatim
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| *>
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| *> ZGGESX computes for a pair of N-by-N complex nonsymmetric matrices
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| *> (A,B), the generalized eigenvalues, the complex Schur form (S,T),
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| *> and, optionally, the left and/or right matrices of Schur vectors (VSL
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| *> and VSR).  This gives the generalized Schur factorization
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| *>
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| *>      (A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H )
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| *>
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| *> where (VSR)**H is the conjugate-transpose of VSR.
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| *>
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| *> Optionally, it also orders the eigenvalues so that a selected cluster
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| *> of eigenvalues appears in the leading diagonal blocks of the upper
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| *> triangular matrix S and the upper triangular matrix T; computes
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| *> a reciprocal condition number for the average of the selected
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| *> eigenvalues (RCONDE); and computes a reciprocal condition number for
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| *> the right and left deflating subspaces corresponding to the selected
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| *> eigenvalues (RCONDV). The leading columns of VSL and VSR then form
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| *> an orthonormal basis for the corresponding left and right eigenspaces
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| *> (deflating subspaces).
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| *>
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| *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
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| *> or a ratio alpha/beta = w, such that  A - w*B is singular.  It is
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| *> usually represented as the pair (alpha,beta), as there is a
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| *> reasonable interpretation for beta=0 or for both being zero.
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| *>
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| *> A pair of matrices (S,T) is in generalized complex Schur form if T is
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| *> upper triangular with non-negative diagonal and S is upper
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| *> triangular.
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| *> \endverbatim
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| *
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| *  Arguments:
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| *  ==========
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| *
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| *> \param[in] JOBVSL
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| *> \verbatim
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| *>          JOBVSL is CHARACTER*1
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| *>          = 'N':  do not compute the left Schur vectors;
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| *>          = 'V':  compute the left Schur vectors.
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| *> \endverbatim
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| *>
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| *> \param[in] JOBVSR
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| *> \verbatim
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| *>          JOBVSR is CHARACTER*1
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| *>          = 'N':  do not compute the right Schur vectors;
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| *>          = 'V':  compute the right Schur vectors.
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| *> \endverbatim
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| *>
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| *> \param[in] SORT
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| *> \verbatim
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| *>          SORT is CHARACTER*1
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| *>          Specifies whether or not to order the eigenvalues on the
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| *>          diagonal of the generalized Schur form.
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| *>          = 'N':  Eigenvalues are not ordered;
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| *>          = 'S':  Eigenvalues are ordered (see SELCTG).
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| *> \endverbatim
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| *>
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| *> \param[in] SELCTG
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| *> \verbatim
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| *>          SELCTG is a LOGICAL FUNCTION of two COMPLEX*16 arguments
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| *>          SELCTG must be declared EXTERNAL in the calling subroutine.
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| *>          If SORT = 'N', SELCTG is not referenced.
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| *>          If SORT = 'S', SELCTG is used to select eigenvalues to sort
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| *>          to the top left of the Schur form.
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| *>          Note that a selected complex eigenvalue may no longer satisfy
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| *>          SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
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| *>          ordering may change the value of complex eigenvalues
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| *>          (especially if the eigenvalue is ill-conditioned), in this
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| *>          case INFO is set to N+3 see INFO below).
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| *> \endverbatim
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| *>
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| *> \param[in] SENSE
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| *> \verbatim
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| *>          SENSE is CHARACTER*1
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| *>          Determines which reciprocal condition numbers are computed.
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| *>          = 'N': None are computed;
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| *>          = 'E': Computed for average of selected eigenvalues only;
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| *>          = 'V': Computed for selected deflating subspaces only;
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| *>          = 'B': Computed for both.
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| *>          If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
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| *> \endverbatim
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| *>
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| *> \param[in] N
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| *> \verbatim
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| *>          N is INTEGER
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| *>          The order of the matrices A, B, VSL, and VSR.  N >= 0.
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| *> \endverbatim
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| *>
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| *> \param[in,out] A
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| *> \verbatim
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| *>          A is COMPLEX*16 array, dimension (LDA, N)
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| *>          On entry, the first of the pair of matrices.
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| *>          On exit, A has been overwritten by its generalized Schur
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| *>          form S.
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| *> \endverbatim
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| *>
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| *> \param[in] LDA
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| *> \verbatim
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| *>          LDA is INTEGER
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| *>          The leading dimension of A.  LDA >= max(1,N).
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| *> \endverbatim
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| *>
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| *> \param[in,out] B
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| *> \verbatim
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| *>          B is COMPLEX*16 array, dimension (LDB, N)
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| *>          On entry, the second of the pair of matrices.
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| *>          On exit, B has been overwritten by its generalized Schur
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| *>          form T.
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| *> \endverbatim
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| *>
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| *> \param[in] LDB
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| *> \verbatim
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| *>          LDB is INTEGER
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| *>          The leading dimension of B.  LDB >= max(1,N).
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| *> \endverbatim
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| *>
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| *> \param[out] SDIM
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| *> \verbatim
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| *>          SDIM is INTEGER
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| *>          If SORT = 'N', SDIM = 0.
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| *>          If SORT = 'S', SDIM = number of eigenvalues (after sorting)
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| *>          for which SELCTG is true.
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| *> \endverbatim
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| *>
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| *> \param[out] ALPHA
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| *> \verbatim
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| *>          ALPHA is COMPLEX*16 array, dimension (N)
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| *> \endverbatim
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| *>
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| *> \param[out] BETA
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| *> \verbatim
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| *>          BETA is COMPLEX*16 array, dimension (N)
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| *>          On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
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| *>          generalized eigenvalues.  ALPHA(j) and BETA(j),j=1,...,N  are
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| *>          the diagonals of the complex Schur form (S,T).  BETA(j) will
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| *>          be non-negative real.
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| *>
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| *>          Note: the quotients ALPHA(j)/BETA(j) may easily over- or
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| *>          underflow, and BETA(j) may even be zero.  Thus, the user
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| *>          should avoid naively computing the ratio alpha/beta.
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| *>          However, ALPHA will be always less than and usually
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| *>          comparable with norm(A) in magnitude, and BETA always less
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| *>          than and usually comparable with norm(B).
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| *> \endverbatim
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| *>
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| *> \param[out] VSL
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| *> \verbatim
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| *>          VSL is COMPLEX*16 array, dimension (LDVSL,N)
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| *>          If JOBVSL = 'V', VSL will contain the left Schur vectors.
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| *>          Not referenced if JOBVSL = 'N'.
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| *> \endverbatim
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| *>
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| *> \param[in] LDVSL
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| *> \verbatim
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| *>          LDVSL is INTEGER
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| *>          The leading dimension of the matrix VSL. LDVSL >=1, and
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| *>          if JOBVSL = 'V', LDVSL >= N.
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| *> \endverbatim
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| *>
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| *> \param[out] VSR
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| *> \verbatim
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| *>          VSR is COMPLEX*16 array, dimension (LDVSR,N)
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| *>          If JOBVSR = 'V', VSR will contain the right Schur vectors.
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| *>          Not referenced if JOBVSR = 'N'.
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| *> \endverbatim
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| *>
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| *> \param[in] LDVSR
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| *> \verbatim
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| *>          LDVSR is INTEGER
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| *>          The leading dimension of the matrix VSR. LDVSR >= 1, and
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| *>          if JOBVSR = 'V', LDVSR >= N.
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| *> \endverbatim
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| *>
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| *> \param[out] RCONDE
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| *> \verbatim
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| *>          RCONDE is DOUBLE PRECISION array, dimension ( 2 )
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| *>          If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
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| *>          reciprocal condition numbers for the average of the selected
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| *>          eigenvalues.
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| *>          Not referenced if SENSE = 'N' or 'V'.
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| *> \endverbatim
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| *>
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| *> \param[out] RCONDV
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| *> \verbatim
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| *>          RCONDV is DOUBLE PRECISION array, dimension ( 2 )
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| *>          If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
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| *>          reciprocal condition number for the selected deflating
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| *>          subspaces.
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| *>          Not referenced if SENSE = 'N' or 'E'.
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| *> \endverbatim
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| *>
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| *> \param[out] WORK
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| *> \verbatim
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| *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
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| *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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| *> \endverbatim
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| *>
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| *> \param[in] LWORK
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| *> \verbatim
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| *>          LWORK is INTEGER
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| *>          The dimension of the array WORK.
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| *>          If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
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| *>          LWORK >= MAX(1,2*N,2*SDIM*(N-SDIM)), else
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| *>          LWORK >= MAX(1,2*N).  Note that 2*SDIM*(N-SDIM) <= N*N/2.
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| *>          Note also that an error is only returned if
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| *>          LWORK < MAX(1,2*N), but if SENSE = 'E' or 'V' or 'B' this may
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| *>          not be large enough.
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| *>
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| *>          If LWORK = -1, then a workspace query is assumed; the routine
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| *>          only calculates the bound on the optimal size of the WORK
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| *>          array and the minimum size of the IWORK array, returns these
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| *>          values as the first entries of the WORK and IWORK arrays, and
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| *>          no error message related to LWORK or LIWORK is issued by
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| *>          XERBLA.
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| *> \endverbatim
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| *>
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| *> \param[out] RWORK
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| *> \verbatim
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| *>          RWORK is DOUBLE PRECISION array, dimension ( 8*N )
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| *>          Real workspace.
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| *> \endverbatim
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| *>
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| *> \param[out] IWORK
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| *> \verbatim
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| *>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
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| *>          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
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| *> \endverbatim
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| *>
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| *> \param[in] LIWORK
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| *> \verbatim
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| *>          LIWORK is INTEGER
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| *>          The dimension of the array IWORK.
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| *>          If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
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| *>          LIWORK >= N+2.
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| *>
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| *>          If LIWORK = -1, then a workspace query is assumed; the
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| *>          routine only calculates the bound on the optimal size of the
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| *>          WORK array and the minimum size of the IWORK array, returns
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| *>          these values as the first entries of the WORK and IWORK
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| *>          arrays, and no error message related to LWORK or LIWORK is
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| *>          issued by XERBLA.
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| *> \endverbatim
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| *>
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| *> \param[out] BWORK
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| *> \verbatim
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| *>          BWORK is LOGICAL array, dimension (N)
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| *>          Not referenced if SORT = 'N'.
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| *> \endverbatim
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| *>
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| *> \param[out] INFO
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| *> \verbatim
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| *>          INFO is INTEGER
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| *>          = 0:  successful exit
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| *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
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| *>          = 1,...,N:
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| *>                The QZ iteration failed.  (A,B) are not in Schur
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| *>                form, but ALPHA(j) and BETA(j) should be correct for
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| *>                j=INFO+1,...,N.
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| *>          > N:  =N+1: other than QZ iteration failed in ZHGEQZ
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| *>                =N+2: after reordering, roundoff changed values of
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| *>                      some complex eigenvalues so that leading
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| *>                      eigenvalues in the Generalized Schur form no
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| *>                      longer satisfy SELCTG=.TRUE.  This could also
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| *>                      be caused due to scaling.
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| *>                =N+3: reordering failed in ZTGSEN.
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| *> \endverbatim
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| *
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| *  Authors:
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| *  ========
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| *
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| *> \author Univ. of Tennessee
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| *> \author Univ. of California Berkeley
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| *> \author Univ. of Colorado Denver
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| *> \author NAG Ltd.
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| *
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| *> \ingroup complex16GEeigen
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| *
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| *  =====================================================================
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|       SUBROUTINE ZGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
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|      $                   B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR,
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|      $                   LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK,
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|      $                   IWORK, LIWORK, BWORK, INFO )
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| *
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| *  -- LAPACK driver routine --
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| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
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| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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| *
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| *     .. Scalar Arguments ..
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|       CHARACTER          JOBVSL, JOBVSR, SENSE, SORT
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|       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
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|      $                   SDIM
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| *     ..
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| *     .. Array Arguments ..
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|       LOGICAL            BWORK( * )
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|       INTEGER            IWORK( * )
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|       DOUBLE PRECISION   RCONDE( 2 ), RCONDV( 2 ), RWORK( * )
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|       COMPLEX*16         A( LDA, * ), ALPHA( * ), B( LDB, * ),
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|      $                   BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
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|      $                   WORK( * )
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| *     ..
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| *     .. Function Arguments ..
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|       LOGICAL            SELCTG
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|       EXTERNAL           SELCTG
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| *     ..
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| *
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| *  =====================================================================
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| *
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| *     .. Parameters ..
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|       DOUBLE PRECISION   ZERO, ONE
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|       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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|       COMPLEX*16         CZERO, CONE
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|       PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ),
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|      $                   CONE = ( 1.0D+0, 0.0D+0 ) )
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| *     ..
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| *     .. Local Scalars ..
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|       LOGICAL            CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
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|      $                   LQUERY, WANTSB, WANTSE, WANTSN, WANTST, WANTSV
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|       INTEGER            I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
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|      $                   ILEFT, ILO, IRIGHT, IROWS, IRWRK, ITAU, IWRK,
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|      $                   LIWMIN, LWRK, MAXWRK, MINWRK
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|       DOUBLE PRECISION   ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
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|      $                   PR, SMLNUM
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| *     ..
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| *     .. Local Arrays ..
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|       DOUBLE PRECISION   DIF( 2 )
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           DLABAD, XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD,
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|      $                   ZHGEQZ, ZLACPY, ZLASCL, ZLASET, ZTGSEN, ZUNGQR,
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|      $                   ZUNMQR
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| *     ..
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| *     .. External Functions ..
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|       LOGICAL            LSAME
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|       INTEGER            ILAENV
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|       DOUBLE PRECISION   DLAMCH, ZLANGE
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|       EXTERNAL           LSAME, ILAENV, DLAMCH, ZLANGE
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          MAX, SQRT
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     Decode the input arguments
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| *
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|       IF( LSAME( JOBVSL, 'N' ) ) THEN
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|          IJOBVL = 1
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|          ILVSL = .FALSE.
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|       ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
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|          IJOBVL = 2
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|          ILVSL = .TRUE.
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|       ELSE
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|          IJOBVL = -1
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|          ILVSL = .FALSE.
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|       END IF
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| *
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|       IF( LSAME( JOBVSR, 'N' ) ) THEN
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|          IJOBVR = 1
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|          ILVSR = .FALSE.
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|       ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
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|          IJOBVR = 2
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|          ILVSR = .TRUE.
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|       ELSE
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|          IJOBVR = -1
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|          ILVSR = .FALSE.
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|       END IF
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| *
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|       WANTST = LSAME( SORT, 'S' )
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|       WANTSN = LSAME( SENSE, 'N' )
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|       WANTSE = LSAME( SENSE, 'E' )
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|       WANTSV = LSAME( SENSE, 'V' )
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|       WANTSB = LSAME( SENSE, 'B' )
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|       LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
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|       IF( WANTSN ) THEN
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|          IJOB = 0
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|       ELSE IF( WANTSE ) THEN
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|          IJOB = 1
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|       ELSE IF( WANTSV ) THEN
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|          IJOB = 2
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|       ELSE IF( WANTSB ) THEN
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|          IJOB = 4
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|       END IF
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| *
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| *     Test the input arguments
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| *
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|       INFO = 0
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|       IF( IJOBVL.LE.0 ) THEN
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|          INFO = -1
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|       ELSE IF( IJOBVR.LE.0 ) THEN
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|          INFO = -2
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|       ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
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|          INFO = -3
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|       ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
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|      $         ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
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|          INFO = -5
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|       ELSE IF( N.LT.0 ) THEN
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|          INFO = -6
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|       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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|          INFO = -8
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|       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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|          INFO = -10
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|       ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
 | |
|          INFO = -15
 | |
|       ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
 | |
|          INFO = -17
 | |
|       END IF
 | |
| *
 | |
| *     Compute workspace
 | |
| *      (Note: Comments in the code beginning "Workspace:" describe the
 | |
| *       minimal amount of workspace needed at that point in the code,
 | |
| *       as well as the preferred amount for good performance.
 | |
| *       NB refers to the optimal block size for the immediately
 | |
| *       following subroutine, as returned by ILAENV.)
 | |
| *
 | |
|       IF( INFO.EQ.0 ) THEN
 | |
|          IF( N.GT.0) THEN
 | |
|             MINWRK = 2*N
 | |
|             MAXWRK = N*(1 + ILAENV( 1, 'ZGEQRF', ' ', N, 1, N, 0 ) )
 | |
|             MAXWRK = MAX( MAXWRK, N*( 1 +
 | |
|      $                    ILAENV( 1, 'ZUNMQR', ' ', N, 1, N, -1 ) ) )
 | |
|             IF( ILVSL ) THEN
 | |
|                MAXWRK = MAX( MAXWRK, N*( 1 +
 | |
|      $                       ILAENV( 1, 'ZUNGQR', ' ', N, 1, N, -1 ) ) )
 | |
|             END IF
 | |
|             LWRK = MAXWRK
 | |
|             IF( IJOB.GE.1 )
 | |
|      $         LWRK = MAX( LWRK, N*N/2 )
 | |
|          ELSE
 | |
|             MINWRK = 1
 | |
|             MAXWRK = 1
 | |
|             LWRK   = 1
 | |
|          END IF
 | |
|          WORK( 1 ) = LWRK
 | |
|          IF( WANTSN .OR. N.EQ.0 ) THEN
 | |
|             LIWMIN = 1
 | |
|          ELSE
 | |
|             LIWMIN = N + 2
 | |
|          END IF
 | |
|          IWORK( 1 ) = LIWMIN
 | |
| *
 | |
|          IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
 | |
|             INFO = -21
 | |
|          ELSE IF( LIWORK.LT.LIWMIN  .AND. .NOT.LQUERY) THEN
 | |
|             INFO = -24
 | |
|          END IF
 | |
|       END IF
 | |
| *
 | |
|       IF( INFO.NE.0 ) THEN
 | |
|          CALL XERBLA( 'ZGGESX', -INFO )
 | |
|          RETURN
 | |
|       ELSE IF (LQUERY) THEN
 | |
|          RETURN
 | |
|       END IF
 | |
| *
 | |
| *     Quick return if possible
 | |
| *
 | |
|       IF( N.EQ.0 ) THEN
 | |
|          SDIM = 0
 | |
|          RETURN
 | |
|       END IF
 | |
| *
 | |
| *     Get machine constants
 | |
| *
 | |
|       EPS = DLAMCH( 'P' )
 | |
|       SMLNUM = DLAMCH( 'S' )
 | |
|       BIGNUM = ONE / SMLNUM
 | |
|       CALL DLABAD( SMLNUM, BIGNUM )
 | |
|       SMLNUM = SQRT( SMLNUM ) / EPS
 | |
|       BIGNUM = ONE / SMLNUM
 | |
| *
 | |
| *     Scale A if max element outside range [SMLNUM,BIGNUM]
 | |
| *
 | |
|       ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
 | |
|       ILASCL = .FALSE.
 | |
|       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
 | |
|          ANRMTO = SMLNUM
 | |
|          ILASCL = .TRUE.
 | |
|       ELSE IF( ANRM.GT.BIGNUM ) THEN
 | |
|          ANRMTO = BIGNUM
 | |
|          ILASCL = .TRUE.
 | |
|       END IF
 | |
|       IF( ILASCL )
 | |
|      $   CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
 | |
| *
 | |
| *     Scale B if max element outside range [SMLNUM,BIGNUM]
 | |
| *
 | |
|       BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
 | |
|       ILBSCL = .FALSE.
 | |
|       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
 | |
|          BNRMTO = SMLNUM
 | |
|          ILBSCL = .TRUE.
 | |
|       ELSE IF( BNRM.GT.BIGNUM ) THEN
 | |
|          BNRMTO = BIGNUM
 | |
|          ILBSCL = .TRUE.
 | |
|       END IF
 | |
|       IF( ILBSCL )
 | |
|      $   CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
 | |
| *
 | |
| *     Permute the matrix to make it more nearly triangular
 | |
| *     (Real Workspace: need 6*N)
 | |
| *
 | |
|       ILEFT = 1
 | |
|       IRIGHT = N + 1
 | |
|       IRWRK = IRIGHT + N
 | |
|       CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
 | |
|      $             RWORK( IRIGHT ), RWORK( IRWRK ), IERR )
 | |
| *
 | |
| *     Reduce B to triangular form (QR decomposition of B)
 | |
| *     (Complex Workspace: need N, prefer N*NB)
 | |
| *
 | |
|       IROWS = IHI + 1 - ILO
 | |
|       ICOLS = N + 1 - ILO
 | |
|       ITAU = 1
 | |
|       IWRK = ITAU + IROWS
 | |
|       CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
 | |
|      $             WORK( IWRK ), LWORK+1-IWRK, IERR )
 | |
| *
 | |
| *     Apply the unitary transformation to matrix A
 | |
| *     (Complex Workspace: need N, prefer N*NB)
 | |
| *
 | |
|       CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
 | |
|      $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
 | |
|      $             LWORK+1-IWRK, IERR )
 | |
| *
 | |
| *     Initialize VSL
 | |
| *     (Complex Workspace: need N, prefer N*NB)
 | |
| *
 | |
|       IF( ILVSL ) THEN
 | |
|          CALL ZLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
 | |
|          IF( IROWS.GT.1 ) THEN
 | |
|             CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
 | |
|      $                   VSL( ILO+1, ILO ), LDVSL )
 | |
|          END IF
 | |
|          CALL ZUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
 | |
|      $                WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
 | |
|       END IF
 | |
| *
 | |
| *     Initialize VSR
 | |
| *
 | |
|       IF( ILVSR )
 | |
|      $   CALL ZLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
 | |
| *
 | |
| *     Reduce to generalized Hessenberg form
 | |
| *     (Workspace: none needed)
 | |
| *
 | |
|       CALL ZGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
 | |
|      $             LDVSL, VSR, LDVSR, IERR )
 | |
| *
 | |
|       SDIM = 0
 | |
| *
 | |
| *     Perform QZ algorithm, computing Schur vectors if desired
 | |
| *     (Complex Workspace: need N)
 | |
| *     (Real Workspace:    need N)
 | |
| *
 | |
|       IWRK = ITAU
 | |
|       CALL ZHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
 | |
|      $             ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWRK ),
 | |
|      $             LWORK+1-IWRK, RWORK( IRWRK ), IERR )
 | |
|       IF( IERR.NE.0 ) THEN
 | |
|          IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
 | |
|             INFO = IERR
 | |
|          ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
 | |
|             INFO = IERR - N
 | |
|          ELSE
 | |
|             INFO = N + 1
 | |
|          END IF
 | |
|          GO TO 40
 | |
|       END IF
 | |
| *
 | |
| *     Sort eigenvalues ALPHA/BETA and compute the reciprocal of
 | |
| *     condition number(s)
 | |
| *
 | |
|       IF( WANTST ) THEN
 | |
| *
 | |
| *        Undo scaling on eigenvalues before SELCTGing
 | |
| *
 | |
|          IF( ILASCL )
 | |
|      $      CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
 | |
|          IF( ILBSCL )
 | |
|      $      CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
 | |
| *
 | |
| *        Select eigenvalues
 | |
| *
 | |
|          DO 10 I = 1, N
 | |
|             BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
 | |
|    10    CONTINUE
 | |
| *
 | |
| *        Reorder eigenvalues, transform Generalized Schur vectors, and
 | |
| *        compute reciprocal condition numbers
 | |
| *        (Complex Workspace: If IJOB >= 1, need MAX(1, 2*SDIM*(N-SDIM))
 | |
| *                            otherwise, need 1 )
 | |
| *
 | |
|          CALL ZTGSEN( IJOB, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
 | |
|      $                ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PL, PR,
 | |
|      $                DIF, WORK( IWRK ), LWORK-IWRK+1, IWORK, LIWORK,
 | |
|      $                IERR )
 | |
| *
 | |
|          IF( IJOB.GE.1 )
 | |
|      $      MAXWRK = MAX( MAXWRK, 2*SDIM*( N-SDIM ) )
 | |
|          IF( IERR.EQ.-21 ) THEN
 | |
| *
 | |
| *            not enough complex workspace
 | |
| *
 | |
|             INFO = -21
 | |
|          ELSE
 | |
|             IF( IJOB.EQ.1 .OR. IJOB.EQ.4 ) THEN
 | |
|                RCONDE( 1 ) = PL
 | |
|                RCONDE( 2 ) = PR
 | |
|             END IF
 | |
|             IF( IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
 | |
|                RCONDV( 1 ) = DIF( 1 )
 | |
|                RCONDV( 2 ) = DIF( 2 )
 | |
|             END IF
 | |
|             IF( IERR.EQ.1 )
 | |
|      $         INFO = N + 3
 | |
|          END IF
 | |
| *
 | |
|       END IF
 | |
| *
 | |
| *     Apply permutation to VSL and VSR
 | |
| *     (Workspace: none needed)
 | |
| *
 | |
|       IF( ILVSL )
 | |
|      $   CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
 | |
|      $                RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
 | |
| *
 | |
|       IF( ILVSR )
 | |
|      $   CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
 | |
|      $                RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
 | |
| *
 | |
| *     Undo scaling
 | |
| *
 | |
|       IF( ILASCL ) THEN
 | |
|          CALL ZLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
 | |
|          CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
 | |
|       END IF
 | |
| *
 | |
|       IF( ILBSCL ) THEN
 | |
|          CALL ZLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
 | |
|          CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
 | |
|       END IF
 | |
| *
 | |
|       IF( WANTST ) THEN
 | |
| *
 | |
| *        Check if reordering is correct
 | |
| *
 | |
|          LASTSL = .TRUE.
 | |
|          SDIM = 0
 | |
|          DO 30 I = 1, N
 | |
|             CURSL = SELCTG( ALPHA( I ), BETA( I ) )
 | |
|             IF( CURSL )
 | |
|      $         SDIM = SDIM + 1
 | |
|             IF( CURSL .AND. .NOT.LASTSL )
 | |
|      $         INFO = N + 2
 | |
|             LASTSL = CURSL
 | |
|    30    CONTINUE
 | |
| *
 | |
|       END IF
 | |
| *
 | |
|    40 CONTINUE
 | |
| *
 | |
|       WORK( 1 ) = MAXWRK
 | |
|       IWORK( 1 ) = LIWMIN
 | |
| *
 | |
|       RETURN
 | |
| *
 | |
| *     End of ZGGESX
 | |
| *
 | |
|       END
 |