545 lines
		
	
	
		
			16 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			545 lines
		
	
	
		
			16 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DTGEXC
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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 DTGEXC + dependencies
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgexc.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/dtgexc.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/dtgexc.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 DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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| *                          LDZ, IFST, ILST, WORK, LWORK, INFO )
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| *
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| *       .. Scalar Arguments ..
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| *       LOGICAL            WANTQ, WANTZ
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| *       INTEGER            IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
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| *       ..
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| *       .. Array Arguments ..
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| *       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
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| *      $                   WORK( * ), Z( LDZ, * )
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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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| *> DTGEXC reorders the generalized real Schur decomposition of a real
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| *> matrix pair (A,B) using an orthogonal equivalence transformation
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| *>
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| *>                (A, B) = Q * (A, B) * Z**T,
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| *>
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| *> so that the diagonal block of (A, B) with row index IFST is moved
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| *> to row ILST.
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| *>
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| *> (A, B) must be in generalized real Schur canonical form (as returned
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| *> by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
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| *> diagonal blocks. B is upper triangular.
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| *>
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| *> Optionally, the matrices Q and Z of generalized Schur vectors are
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| *> updated.
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| *>
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| *>        Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
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| *>        Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
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| *>
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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] WANTQ
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| *> \verbatim
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| *>          WANTQ is LOGICAL
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| *>          .TRUE. : update the left transformation matrix Q;
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| *>          .FALSE.: do not update Q.
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| *> \endverbatim
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| *>
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| *> \param[in] WANTZ
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| *> \verbatim
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| *>          WANTZ is LOGICAL
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| *>          .TRUE. : update the right transformation matrix Z;
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| *>          .FALSE.: do not update Z.
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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 and B. 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 DOUBLE PRECISION array, dimension (LDA,N)
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| *>          On entry, the matrix A in generalized real Schur canonical
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| *>          form.
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| *>          On exit, the updated matrix A, again in generalized
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| *>          real Schur canonical form.
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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 the array 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 DOUBLE PRECISION array, dimension (LDB,N)
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| *>          On entry, the matrix B in generalized real Schur canonical
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| *>          form (A,B).
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| *>          On exit, the updated matrix B, again in generalized
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| *>          real Schur canonical form (A,B).
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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 the array B. LDB >= max(1,N).
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| *> \endverbatim
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| *>
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| *> \param[in,out] Q
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| *> \verbatim
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| *>          Q is DOUBLE PRECISION array, dimension (LDQ,N)
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| *>          On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
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| *>          On exit, the updated matrix Q.
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| *>          If WANTQ = .FALSE., Q is not referenced.
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| *> \endverbatim
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| *>
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| *> \param[in] LDQ
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| *> \verbatim
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| *>          LDQ is INTEGER
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| *>          The leading dimension of the array Q. LDQ >= 1.
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| *>          If WANTQ = .TRUE., LDQ >= N.
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| *> \endverbatim
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| *>
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| *> \param[in,out] Z
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| *> \verbatim
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| *>          Z is DOUBLE PRECISION array, dimension (LDZ,N)
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| *>          On entry, if WANTZ = .TRUE., the orthogonal matrix Z.
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| *>          On exit, the updated matrix Z.
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| *>          If WANTZ = .FALSE., Z is not referenced.
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| *> \endverbatim
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| *>
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| *> \param[in] LDZ
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| *> \verbatim
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| *>          LDZ is INTEGER
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| *>          The leading dimension of the array Z. LDZ >= 1.
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| *>          If WANTZ = .TRUE., LDZ >= N.
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| *> \endverbatim
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| *>
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| *> \param[in,out] IFST
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| *> \verbatim
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| *>          IFST is INTEGER
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| *> \endverbatim
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| *>
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| *> \param[in,out] ILST
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| *> \verbatim
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| *>          ILST is INTEGER
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| *>          Specify the reordering of the diagonal blocks of (A, B).
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| *>          The block with row index IFST is moved to row ILST, by a
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| *>          sequence of swapping between adjacent blocks.
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| *>          On exit, if IFST pointed on entry to the second row of
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| *>          a 2-by-2 block, it is changed to point to the first row;
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| *>          ILST always points to the first row of the block in its
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| *>          final position (which may differ from its input value by
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| *>          +1 or -1). 1 <= IFST, ILST <= N.
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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 DOUBLE PRECISION 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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| *>          LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.
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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 optimal size of the WORK array, returns
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| *>          this value as the first entry of the WORK array, and no error
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| *>          message related to LWORK is issued by XERBLA.
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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:  The transformed matrix pair (A, B) would be too far
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| *>                from generalized Schur form; the problem is ill-
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| *>                conditioned. (A, B) may have been partially reordered,
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| *>                and ILST points to the first row of the current
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| *>                position of the block being moved.
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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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| *> \date December 2016
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| *
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| *> \ingroup doubleGEcomputational
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| *
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| *> \par Contributors:
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| *  ==================
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| *>
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| *>     Bo Kagstrom and Peter Poromaa, Department of Computing Science,
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| *>     Umea University, S-901 87 Umea, Sweden.
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| *
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| *> \par References:
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| *  ================
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| *>
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| *> \verbatim
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| *>
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| *>  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
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| *>      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
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| *>      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
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| *>      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
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| *> \endverbatim
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| *>
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| *  =====================================================================
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|       SUBROUTINE DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                   LDZ, IFST, ILST, WORK, LWORK, INFO )
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| *
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| *  -- LAPACK computational routine (version 3.7.0) --
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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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| *     December 2016
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| *
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| *     .. Scalar Arguments ..
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|       LOGICAL            WANTQ, WANTZ
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|       INTEGER            IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
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| *     ..
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| *     .. Array Arguments ..
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|       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
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|      $                   WORK( * ), Z( LDZ, * )
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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
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|       PARAMETER          ( ZERO = 0.0D+0 )
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| *     ..
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| *     .. Local Scalars ..
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|       LOGICAL            LQUERY
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|       INTEGER            HERE, LWMIN, NBF, NBL, NBNEXT
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           DTGEX2, XERBLA
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          MAX
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     Decode and test input arguments.
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| *
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|       INFO = 0
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|       LQUERY = ( LWORK.EQ.-1 )
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|       IF( N.LT.0 ) THEN
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|          INFO = -3
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|       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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|          INFO = -5
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|       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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|          INFO = -7
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|       ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. ( LDQ.LT.MAX( 1, N ) ) ) THEN
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|          INFO = -9
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|       ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. ( LDZ.LT.MAX( 1, N ) ) ) THEN
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|          INFO = -11
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|       ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
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|          INFO = -12
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|       ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
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|          INFO = -13
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|       END IF
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| *
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|       IF( INFO.EQ.0 ) THEN
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|          IF( N.LE.1 ) THEN
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|             LWMIN = 1
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|          ELSE
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|             LWMIN = 4*N + 16
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|          END IF
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|          WORK(1) = LWMIN
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| *
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|          IF (LWORK.LT.LWMIN .AND. .NOT.LQUERY) THEN
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|             INFO = -15
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|          END IF
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|       END IF
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| *
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|       IF( INFO.NE.0 ) THEN
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|          CALL XERBLA( 'DTGEXC', -INFO )
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|          RETURN
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|       ELSE IF( LQUERY ) THEN
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|          RETURN
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|       END IF
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| *
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| *     Quick return if possible
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| *
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|       IF( N.LE.1 )
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|      $   RETURN
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| *
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| *     Determine the first row of the specified block and find out
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| *     if it is 1-by-1 or 2-by-2.
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| *
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|       IF( IFST.GT.1 ) THEN
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|          IF( A( IFST, IFST-1 ).NE.ZERO )
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|      $      IFST = IFST - 1
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|       END IF
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|       NBF = 1
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|       IF( IFST.LT.N ) THEN
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|          IF( A( IFST+1, IFST ).NE.ZERO )
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|      $      NBF = 2
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|       END IF
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| *
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| *     Determine the first row of the final block
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| *     and find out if it is 1-by-1 or 2-by-2.
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| *
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|       IF( ILST.GT.1 ) THEN
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|          IF( A( ILST, ILST-1 ).NE.ZERO )
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|      $      ILST = ILST - 1
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|       END IF
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|       NBL = 1
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|       IF( ILST.LT.N ) THEN
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|          IF( A( ILST+1, ILST ).NE.ZERO )
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|      $      NBL = 2
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|       END IF
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|       IF( IFST.EQ.ILST )
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|      $   RETURN
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| *
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|       IF( IFST.LT.ILST ) THEN
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| *
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| *        Update ILST.
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| *
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|          IF( NBF.EQ.2 .AND. NBL.EQ.1 )
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|      $      ILST = ILST - 1
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|          IF( NBF.EQ.1 .AND. NBL.EQ.2 )
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|      $      ILST = ILST + 1
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| *
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|          HERE = IFST
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| *
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|    10    CONTINUE
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| *
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| *        Swap with next one below.
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| *
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|          IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
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| *
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| *           Current block either 1-by-1 or 2-by-2.
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| *
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|             NBNEXT = 1
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|             IF( HERE+NBF+1.LE.N ) THEN
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|                IF( A( HERE+NBF+1, HERE+NBF ).NE.ZERO )
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|      $            NBNEXT = 2
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|             END IF
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|             CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                   LDZ, HERE, NBF, NBNEXT, WORK, LWORK, INFO )
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|             IF( INFO.NE.0 ) THEN
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|                ILST = HERE
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|                RETURN
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|             END IF
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|             HERE = HERE + NBNEXT
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| *
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| *           Test if 2-by-2 block breaks into two 1-by-1 blocks.
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| *
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|             IF( NBF.EQ.2 ) THEN
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|                IF( A( HERE+1, HERE ).EQ.ZERO )
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|      $            NBF = 3
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|             END IF
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| *
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|          ELSE
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| *
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| *           Current block consists of two 1-by-1 blocks, each of which
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| *           must be swapped individually.
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| *
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|             NBNEXT = 1
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|             IF( HERE+3.LE.N ) THEN
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|                IF( A( HERE+3, HERE+2 ).NE.ZERO )
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|      $            NBNEXT = 2
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|             END IF
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|             CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                   LDZ, HERE+1, 1, NBNEXT, WORK, LWORK, INFO )
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|             IF( INFO.NE.0 ) THEN
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|                ILST = HERE
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|                RETURN
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|             END IF
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|             IF( NBNEXT.EQ.1 ) THEN
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| *
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| *              Swap two 1-by-1 blocks.
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| *
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|                CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                      LDZ, HERE, 1, 1, WORK, LWORK, INFO )
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|                IF( INFO.NE.0 ) THEN
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|                   ILST = HERE
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|                   RETURN
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|                END IF
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|                HERE = HERE + 1
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| *
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|             ELSE
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| *
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| *              Recompute NBNEXT in case of 2-by-2 split.
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| *
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|                IF( A( HERE+2, HERE+1 ).EQ.ZERO )
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|      $            NBNEXT = 1
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|                IF( NBNEXT.EQ.2 ) THEN
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| *
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| *                 2-by-2 block did not split.
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| *
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|                   CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
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|      $                         Z, LDZ, HERE, 1, NBNEXT, WORK, LWORK,
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|      $                         INFO )
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|                   IF( INFO.NE.0 ) THEN
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|                      ILST = HERE
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|                      RETURN
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|                   END IF
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|                   HERE = HERE + 2
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|                ELSE
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| *
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| *                 2-by-2 block did split.
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| *
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|                   CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
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|      $                         Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
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|                   IF( INFO.NE.0 ) THEN
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|                      ILST = HERE
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|                      RETURN
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|                   END IF
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|                   HERE = HERE + 1
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|                   CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
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|      $                         Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
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|                   IF( INFO.NE.0 ) THEN
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|                      ILST = HERE
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|                      RETURN
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|                   END IF
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|                   HERE = HERE + 1
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|                END IF
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| *
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|             END IF
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|          END IF
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|          IF( HERE.LT.ILST )
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|      $      GO TO 10
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|       ELSE
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|          HERE = IFST
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| *
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|    20    CONTINUE
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| *
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| *        Swap with next one below.
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| *
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|          IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
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| *
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| *           Current block either 1-by-1 or 2-by-2.
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| *
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|             NBNEXT = 1
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|             IF( HERE.GE.3 ) THEN
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|                IF( A( HERE-1, HERE-2 ).NE.ZERO )
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|      $            NBNEXT = 2
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|             END IF
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|             CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                   LDZ, HERE-NBNEXT, NBNEXT, NBF, WORK, LWORK,
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|      $                   INFO )
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|             IF( INFO.NE.0 ) THEN
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|                ILST = HERE
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|                RETURN
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|             END IF
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|             HERE = HERE - NBNEXT
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| *
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| *           Test if 2-by-2 block breaks into two 1-by-1 blocks.
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| *
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|             IF( NBF.EQ.2 ) THEN
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|                IF( A( HERE+1, HERE ).EQ.ZERO )
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|      $            NBF = 3
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|             END IF
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| *
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|          ELSE
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| *
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| *           Current block consists of two 1-by-1 blocks, each of which
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| *           must be swapped individually.
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| *
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|             NBNEXT = 1
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|             IF( HERE.GE.3 ) THEN
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|                IF( A( HERE-1, HERE-2 ).NE.ZERO )
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|      $            NBNEXT = 2
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|             END IF
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|             CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                   LDZ, HERE-NBNEXT, NBNEXT, 1, WORK, LWORK,
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|      $                   INFO )
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|             IF( INFO.NE.0 ) THEN
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|                ILST = HERE
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|                RETURN
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|             END IF
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|             IF( NBNEXT.EQ.1 ) THEN
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| *
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| *              Swap two 1-by-1 blocks.
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| *
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|                CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
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|      $                      LDZ, HERE, NBNEXT, 1, WORK, LWORK, INFO )
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|                IF( INFO.NE.0 ) THEN
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|                   ILST = HERE
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|                   RETURN
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|                END IF
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|                HERE = HERE - 1
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|             ELSE
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| *
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| *             Recompute NBNEXT in case of 2-by-2 split.
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| *
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|                IF( A( HERE, HERE-1 ).EQ.ZERO )
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|      $            NBNEXT = 1
 | |
|                IF( NBNEXT.EQ.2 ) THEN
 | |
| *
 | |
| *                 2-by-2 block did not split.
 | |
| *
 | |
|                   CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
 | |
|      $                         Z, LDZ, HERE-1, 2, 1, WORK, LWORK, INFO )
 | |
|                   IF( INFO.NE.0 ) THEN
 | |
|                      ILST = HERE
 | |
|                      RETURN
 | |
|                   END IF
 | |
|                   HERE = HERE - 2
 | |
|                ELSE
 | |
| *
 | |
| *                 2-by-2 block did split.
 | |
| *
 | |
|                   CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
 | |
|      $                         Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
 | |
|                   IF( INFO.NE.0 ) THEN
 | |
|                      ILST = HERE
 | |
|                      RETURN
 | |
|                   END IF
 | |
|                   HERE = HERE - 1
 | |
|                   CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
 | |
|      $                         Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
 | |
|                   IF( INFO.NE.0 ) THEN
 | |
|                      ILST = HERE
 | |
|                      RETURN
 | |
|                   END IF
 | |
|                   HERE = HERE - 1
 | |
|                END IF
 | |
|             END IF
 | |
|          END IF
 | |
|          IF( HERE.GT.ILST )
 | |
|      $      GO TO 20
 | |
|       END IF
 | |
|       ILST = HERE
 | |
|       WORK( 1 ) = LWMIN
 | |
|       RETURN
 | |
| *
 | |
| *     End of DTGEXC
 | |
| *
 | |
|       END
 |