633 lines
		
	
	
		
			19 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			633 lines
		
	
	
		
			19 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b SLAEIN computes a specified right or left eigenvector of an upper Hessenberg matrix by inverse iteration.
 | |
| *
 | |
| *  =========== DOCUMENTATION ===========
 | |
| *
 | |
| * Online html documentation available at
 | |
| *            http://www.netlib.org/lapack/explore-html/
 | |
| *
 | |
| *> \htmlonly
 | |
| *> Download SLAEIN + dependencies
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaein.f">
 | |
| *> [TGZ]</a>
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaein.f">
 | |
| *> [ZIP]</a>
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaein.f">
 | |
| *> [TXT]</a>
 | |
| *> \endhtmlonly
 | |
| *
 | |
| *  Definition:
 | |
| *  ===========
 | |
| *
 | |
| *       SUBROUTINE SLAEIN( RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B,
 | |
| *                          LDB, WORK, EPS3, SMLNUM, BIGNUM, INFO )
 | |
| *
 | |
| *       .. Scalar Arguments ..
 | |
| *       LOGICAL            NOINIT, RIGHTV
 | |
| *       INTEGER            INFO, LDB, LDH, N
 | |
| *       REAL               BIGNUM, EPS3, SMLNUM, WI, WR
 | |
| *       ..
 | |
| *       .. Array Arguments ..
 | |
| *       REAL               B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
 | |
| *      $                   WORK( * )
 | |
| *       ..
 | |
| *
 | |
| *
 | |
| *> \par Purpose:
 | |
| *  =============
 | |
| *>
 | |
| *> \verbatim
 | |
| *>
 | |
| *> SLAEIN uses inverse iteration to find a right or left eigenvector
 | |
| *> corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg
 | |
| *> matrix H.
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Arguments:
 | |
| *  ==========
 | |
| *
 | |
| *> \param[in] RIGHTV
 | |
| *> \verbatim
 | |
| *>          RIGHTV is LOGICAL
 | |
| *>          = .TRUE. : compute right eigenvector;
 | |
| *>          = .FALSE.: compute left eigenvector.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] NOINIT
 | |
| *> \verbatim
 | |
| *>          NOINIT is LOGICAL
 | |
| *>          = .TRUE. : no initial vector supplied in (VR,VI).
 | |
| *>          = .FALSE.: initial vector supplied in (VR,VI).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] N
 | |
| *> \verbatim
 | |
| *>          N is INTEGER
 | |
| *>          The order of the matrix H.  N >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] H
 | |
| *> \verbatim
 | |
| *>          H is REAL array, dimension (LDH,N)
 | |
| *>          The upper Hessenberg matrix H.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LDH
 | |
| *> \verbatim
 | |
| *>          LDH is INTEGER
 | |
| *>          The leading dimension of the array H.  LDH >= max(1,N).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] WR
 | |
| *> \verbatim
 | |
| *>          WR is REAL
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] WI
 | |
| *> \verbatim
 | |
| *>          WI is REAL
 | |
| *>          The real and imaginary parts of the eigenvalue of H whose
 | |
| *>          corresponding right or left eigenvector is to be computed.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in,out] VR
 | |
| *> \verbatim
 | |
| *>          VR is REAL array, dimension (N)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in,out] VI
 | |
| *> \verbatim
 | |
| *>          VI is REAL array, dimension (N)
 | |
| *>          On entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain
 | |
| *>          a real starting vector for inverse iteration using the real
 | |
| *>          eigenvalue WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI
 | |
| *>          must contain the real and imaginary parts of a complex
 | |
| *>          starting vector for inverse iteration using the complex
 | |
| *>          eigenvalue (WR,WI); otherwise VR and VI need not be set.
 | |
| *>          On exit, if WI = 0.0 (real eigenvalue), VR contains the
 | |
| *>          computed real eigenvector; if WI.ne.0.0 (complex eigenvalue),
 | |
| *>          VR and VI contain the real and imaginary parts of the
 | |
| *>          computed complex eigenvector. The eigenvector is normalized
 | |
| *>          so that the component of largest magnitude has magnitude 1;
 | |
| *>          here the magnitude of a complex number (x,y) is taken to be
 | |
| *>          |x| + |y|.
 | |
| *>          VI is not referenced if WI = 0.0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] B
 | |
| *> \verbatim
 | |
| *>          B is REAL array, dimension (LDB,N)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LDB
 | |
| *> \verbatim
 | |
| *>          LDB is INTEGER
 | |
| *>          The leading dimension of the array B.  LDB >= N+1.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] WORK
 | |
| *> \verbatim
 | |
| *>          WORK is REAL array, dimension (N)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] EPS3
 | |
| *> \verbatim
 | |
| *>          EPS3 is REAL
 | |
| *>          A small machine-dependent value which is used to perturb
 | |
| *>          close eigenvalues, and to replace zero pivots.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] SMLNUM
 | |
| *> \verbatim
 | |
| *>          SMLNUM is REAL
 | |
| *>          A machine-dependent value close to the underflow threshold.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] BIGNUM
 | |
| *> \verbatim
 | |
| *>          BIGNUM is REAL
 | |
| *>          A machine-dependent value close to the overflow threshold.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] INFO
 | |
| *> \verbatim
 | |
| *>          INFO is INTEGER
 | |
| *>          = 0:  successful exit
 | |
| *>          = 1:  inverse iteration did not converge; VR is set to the
 | |
| *>                last iterate, and so is VI if WI.ne.0.0.
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Authors:
 | |
| *  ========
 | |
| *
 | |
| *> \author Univ. of Tennessee
 | |
| *> \author Univ. of California Berkeley
 | |
| *> \author Univ. of Colorado Denver
 | |
| *> \author NAG Ltd.
 | |
| *
 | |
| *> \date December 2016
 | |
| *
 | |
| *> \ingroup realOTHERauxiliary
 | |
| *
 | |
| *  =====================================================================
 | |
|       SUBROUTINE SLAEIN( RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B,
 | |
|      $                   LDB, WORK, EPS3, SMLNUM, BIGNUM, INFO )
 | |
| *
 | |
| *  -- LAPACK auxiliary routine (version 3.7.0) --
 | |
| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 | |
| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 | |
| *     December 2016
 | |
| *
 | |
| *     .. Scalar Arguments ..
 | |
|       LOGICAL            NOINIT, RIGHTV
 | |
|       INTEGER            INFO, LDB, LDH, N
 | |
|       REAL               BIGNUM, EPS3, SMLNUM, WI, WR
 | |
| *     ..
 | |
| *     .. Array Arguments ..
 | |
|       REAL               B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
 | |
|      $                   WORK( * )
 | |
| *     ..
 | |
| *
 | |
| *  =====================================================================
 | |
| *
 | |
| *     .. Parameters ..
 | |
|       REAL               ZERO, ONE, TENTH
 | |
|       PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0, TENTH = 1.0E-1 )
 | |
| *     ..
 | |
| *     .. Local Scalars ..
 | |
|       CHARACTER          NORMIN, TRANS
 | |
|       INTEGER            I, I1, I2, I3, IERR, ITS, J
 | |
|       REAL               ABSBII, ABSBJJ, EI, EJ, GROWTO, NORM, NRMSML,
 | |
|      $                   REC, ROOTN, SCALE, TEMP, VCRIT, VMAX, VNORM, W,
 | |
|      $                   W1, X, XI, XR, Y
 | |
| *     ..
 | |
| *     .. External Functions ..
 | |
|       INTEGER            ISAMAX
 | |
|       REAL               SASUM, SLAPY2, SNRM2
 | |
|       EXTERNAL           ISAMAX, SASUM, SLAPY2, SNRM2
 | |
| *     ..
 | |
| *     .. External Subroutines ..
 | |
|       EXTERNAL           SLADIV, SLATRS, SSCAL
 | |
| *     ..
 | |
| *     .. Intrinsic Functions ..
 | |
|       INTRINSIC          ABS, MAX, REAL, SQRT
 | |
| *     ..
 | |
| *     .. Executable Statements ..
 | |
| *
 | |
|       INFO = 0
 | |
| *
 | |
| *     GROWTO is the threshold used in the acceptance test for an
 | |
| *     eigenvector.
 | |
| *
 | |
|       ROOTN = SQRT( REAL( N ) )
 | |
|       GROWTO = TENTH / ROOTN
 | |
|       NRMSML = MAX( ONE, EPS3*ROOTN )*SMLNUM
 | |
| *
 | |
| *     Form B = H - (WR,WI)*I (except that the subdiagonal elements and
 | |
| *     the imaginary parts of the diagonal elements are not stored).
 | |
| *
 | |
|       DO 20 J = 1, N
 | |
|          DO 10 I = 1, J - 1
 | |
|             B( I, J ) = H( I, J )
 | |
|    10    CONTINUE
 | |
|          B( J, J ) = H( J, J ) - WR
 | |
|    20 CONTINUE
 | |
| *
 | |
|       IF( WI.EQ.ZERO ) THEN
 | |
| *
 | |
| *        Real eigenvalue.
 | |
| *
 | |
|          IF( NOINIT ) THEN
 | |
| *
 | |
| *           Set initial vector.
 | |
| *
 | |
|             DO 30 I = 1, N
 | |
|                VR( I ) = EPS3
 | |
|    30       CONTINUE
 | |
|          ELSE
 | |
| *
 | |
| *           Scale supplied initial vector.
 | |
| *
 | |
|             VNORM = SNRM2( N, VR, 1 )
 | |
|             CALL SSCAL( N, ( EPS3*ROOTN ) / MAX( VNORM, NRMSML ), VR,
 | |
|      $                  1 )
 | |
|          END IF
 | |
| *
 | |
|          IF( RIGHTV ) THEN
 | |
| *
 | |
| *           LU decomposition with partial pivoting of B, replacing zero
 | |
| *           pivots by EPS3.
 | |
| *
 | |
|             DO 60 I = 1, N - 1
 | |
|                EI = H( I+1, I )
 | |
|                IF( ABS( B( I, I ) ).LT.ABS( EI ) ) THEN
 | |
| *
 | |
| *                 Interchange rows and eliminate.
 | |
| *
 | |
|                   X = B( I, I ) / EI
 | |
|                   B( I, I ) = EI
 | |
|                   DO 40 J = I + 1, N
 | |
|                      TEMP = B( I+1, J )
 | |
|                      B( I+1, J ) = B( I, J ) - X*TEMP
 | |
|                      B( I, J ) = TEMP
 | |
|    40             CONTINUE
 | |
|                ELSE
 | |
| *
 | |
| *                 Eliminate without interchange.
 | |
| *
 | |
|                   IF( B( I, I ).EQ.ZERO )
 | |
|      $               B( I, I ) = EPS3
 | |
|                   X = EI / B( I, I )
 | |
|                   IF( X.NE.ZERO ) THEN
 | |
|                      DO 50 J = I + 1, N
 | |
|                         B( I+1, J ) = B( I+1, J ) - X*B( I, J )
 | |
|    50                CONTINUE
 | |
|                   END IF
 | |
|                END IF
 | |
|    60       CONTINUE
 | |
|             IF( B( N, N ).EQ.ZERO )
 | |
|      $         B( N, N ) = EPS3
 | |
| *
 | |
|             TRANS = 'N'
 | |
| *
 | |
|          ELSE
 | |
| *
 | |
| *           UL decomposition with partial pivoting of B, replacing zero
 | |
| *           pivots by EPS3.
 | |
| *
 | |
|             DO 90 J = N, 2, -1
 | |
|                EJ = H( J, J-1 )
 | |
|                IF( ABS( B( J, J ) ).LT.ABS( EJ ) ) THEN
 | |
| *
 | |
| *                 Interchange columns and eliminate.
 | |
| *
 | |
|                   X = B( J, J ) / EJ
 | |
|                   B( J, J ) = EJ
 | |
|                   DO 70 I = 1, J - 1
 | |
|                      TEMP = B( I, J-1 )
 | |
|                      B( I, J-1 ) = B( I, J ) - X*TEMP
 | |
|                      B( I, J ) = TEMP
 | |
|    70             CONTINUE
 | |
|                ELSE
 | |
| *
 | |
| *                 Eliminate without interchange.
 | |
| *
 | |
|                   IF( B( J, J ).EQ.ZERO )
 | |
|      $               B( J, J ) = EPS3
 | |
|                   X = EJ / B( J, J )
 | |
|                   IF( X.NE.ZERO ) THEN
 | |
|                      DO 80 I = 1, J - 1
 | |
|                         B( I, J-1 ) = B( I, J-1 ) - X*B( I, J )
 | |
|    80                CONTINUE
 | |
|                   END IF
 | |
|                END IF
 | |
|    90       CONTINUE
 | |
|             IF( B( 1, 1 ).EQ.ZERO )
 | |
|      $         B( 1, 1 ) = EPS3
 | |
| *
 | |
|             TRANS = 'T'
 | |
| *
 | |
|          END IF
 | |
| *
 | |
|          NORMIN = 'N'
 | |
|          DO 110 ITS = 1, N
 | |
| *
 | |
| *           Solve U*x = scale*v for a right eigenvector
 | |
| *             or U**T*x = scale*v for a left eigenvector,
 | |
| *           overwriting x on v.
 | |
| *
 | |
|             CALL SLATRS( 'Upper', TRANS, 'Nonunit', NORMIN, N, B, LDB,
 | |
|      $                   VR, SCALE, WORK, IERR )
 | |
|             NORMIN = 'Y'
 | |
| *
 | |
| *           Test for sufficient growth in the norm of v.
 | |
| *
 | |
|             VNORM = SASUM( N, VR, 1 )
 | |
|             IF( VNORM.GE.GROWTO*SCALE )
 | |
|      $         GO TO 120
 | |
| *
 | |
| *           Choose new orthogonal starting vector and try again.
 | |
| *
 | |
|             TEMP = EPS3 / ( ROOTN+ONE )
 | |
|             VR( 1 ) = EPS3
 | |
|             DO 100 I = 2, N
 | |
|                VR( I ) = TEMP
 | |
|   100       CONTINUE
 | |
|             VR( N-ITS+1 ) = VR( N-ITS+1 ) - EPS3*ROOTN
 | |
|   110    CONTINUE
 | |
| *
 | |
| *        Failure to find eigenvector in N iterations.
 | |
| *
 | |
|          INFO = 1
 | |
| *
 | |
|   120    CONTINUE
 | |
| *
 | |
| *        Normalize eigenvector.
 | |
| *
 | |
|          I = ISAMAX( N, VR, 1 )
 | |
|          CALL SSCAL( N, ONE / ABS( VR( I ) ), VR, 1 )
 | |
|       ELSE
 | |
| *
 | |
| *        Complex eigenvalue.
 | |
| *
 | |
|          IF( NOINIT ) THEN
 | |
| *
 | |
| *           Set initial vector.
 | |
| *
 | |
|             DO 130 I = 1, N
 | |
|                VR( I ) = EPS3
 | |
|                VI( I ) = ZERO
 | |
|   130       CONTINUE
 | |
|          ELSE
 | |
| *
 | |
| *           Scale supplied initial vector.
 | |
| *
 | |
|             NORM = SLAPY2( SNRM2( N, VR, 1 ), SNRM2( N, VI, 1 ) )
 | |
|             REC = ( EPS3*ROOTN ) / MAX( NORM, NRMSML )
 | |
|             CALL SSCAL( N, REC, VR, 1 )
 | |
|             CALL SSCAL( N, REC, VI, 1 )
 | |
|          END IF
 | |
| *
 | |
|          IF( RIGHTV ) THEN
 | |
| *
 | |
| *           LU decomposition with partial pivoting of B, replacing zero
 | |
| *           pivots by EPS3.
 | |
| *
 | |
| *           The imaginary part of the (i,j)-th element of U is stored in
 | |
| *           B(j+1,i).
 | |
| *
 | |
|             B( 2, 1 ) = -WI
 | |
|             DO 140 I = 2, N
 | |
|                B( I+1, 1 ) = ZERO
 | |
|   140       CONTINUE
 | |
| *
 | |
|             DO 170 I = 1, N - 1
 | |
|                ABSBII = SLAPY2( B( I, I ), B( I+1, I ) )
 | |
|                EI = H( I+1, I )
 | |
|                IF( ABSBII.LT.ABS( EI ) ) THEN
 | |
| *
 | |
| *                 Interchange rows and eliminate.
 | |
| *
 | |
|                   XR = B( I, I ) / EI
 | |
|                   XI = B( I+1, I ) / EI
 | |
|                   B( I, I ) = EI
 | |
|                   B( I+1, I ) = ZERO
 | |
|                   DO 150 J = I + 1, N
 | |
|                      TEMP = B( I+1, J )
 | |
|                      B( I+1, J ) = B( I, J ) - XR*TEMP
 | |
|                      B( J+1, I+1 ) = B( J+1, I ) - XI*TEMP
 | |
|                      B( I, J ) = TEMP
 | |
|                      B( J+1, I ) = ZERO
 | |
|   150             CONTINUE
 | |
|                   B( I+2, I ) = -WI
 | |
|                   B( I+1, I+1 ) = B( I+1, I+1 ) - XI*WI
 | |
|                   B( I+2, I+1 ) = B( I+2, I+1 ) + XR*WI
 | |
|                ELSE
 | |
| *
 | |
| *                 Eliminate without interchanging rows.
 | |
| *
 | |
|                   IF( ABSBII.EQ.ZERO ) THEN
 | |
|                      B( I, I ) = EPS3
 | |
|                      B( I+1, I ) = ZERO
 | |
|                      ABSBII = EPS3
 | |
|                   END IF
 | |
|                   EI = ( EI / ABSBII ) / ABSBII
 | |
|                   XR = B( I, I )*EI
 | |
|                   XI = -B( I+1, I )*EI
 | |
|                   DO 160 J = I + 1, N
 | |
|                      B( I+1, J ) = B( I+1, J ) - XR*B( I, J ) +
 | |
|      $                             XI*B( J+1, I )
 | |
|                      B( J+1, I+1 ) = -XR*B( J+1, I ) - XI*B( I, J )
 | |
|   160             CONTINUE
 | |
|                   B( I+2, I+1 ) = B( I+2, I+1 ) - WI
 | |
|                END IF
 | |
| *
 | |
| *              Compute 1-norm of offdiagonal elements of i-th row.
 | |
| *
 | |
|                WORK( I ) = SASUM( N-I, B( I, I+1 ), LDB ) +
 | |
|      $                     SASUM( N-I, B( I+2, I ), 1 )
 | |
|   170       CONTINUE
 | |
|             IF( B( N, N ).EQ.ZERO .AND. B( N+1, N ).EQ.ZERO )
 | |
|      $         B( N, N ) = EPS3
 | |
|             WORK( N ) = ZERO
 | |
| *
 | |
|             I1 = N
 | |
|             I2 = 1
 | |
|             I3 = -1
 | |
|          ELSE
 | |
| *
 | |
| *           UL decomposition with partial pivoting of conjg(B),
 | |
| *           replacing zero pivots by EPS3.
 | |
| *
 | |
| *           The imaginary part of the (i,j)-th element of U is stored in
 | |
| *           B(j+1,i).
 | |
| *
 | |
|             B( N+1, N ) = WI
 | |
|             DO 180 J = 1, N - 1
 | |
|                B( N+1, J ) = ZERO
 | |
|   180       CONTINUE
 | |
| *
 | |
|             DO 210 J = N, 2, -1
 | |
|                EJ = H( J, J-1 )
 | |
|                ABSBJJ = SLAPY2( B( J, J ), B( J+1, J ) )
 | |
|                IF( ABSBJJ.LT.ABS( EJ ) ) THEN
 | |
| *
 | |
| *                 Interchange columns and eliminate
 | |
| *
 | |
|                   XR = B( J, J ) / EJ
 | |
|                   XI = B( J+1, J ) / EJ
 | |
|                   B( J, J ) = EJ
 | |
|                   B( J+1, J ) = ZERO
 | |
|                   DO 190 I = 1, J - 1
 | |
|                      TEMP = B( I, J-1 )
 | |
|                      B( I, J-1 ) = B( I, J ) - XR*TEMP
 | |
|                      B( J, I ) = B( J+1, I ) - XI*TEMP
 | |
|                      B( I, J ) = TEMP
 | |
|                      B( J+1, I ) = ZERO
 | |
|   190             CONTINUE
 | |
|                   B( J+1, J-1 ) = WI
 | |
|                   B( J-1, J-1 ) = B( J-1, J-1 ) + XI*WI
 | |
|                   B( J, J-1 ) = B( J, J-1 ) - XR*WI
 | |
|                ELSE
 | |
| *
 | |
| *                 Eliminate without interchange.
 | |
| *
 | |
|                   IF( ABSBJJ.EQ.ZERO ) THEN
 | |
|                      B( J, J ) = EPS3
 | |
|                      B( J+1, J ) = ZERO
 | |
|                      ABSBJJ = EPS3
 | |
|                   END IF
 | |
|                   EJ = ( EJ / ABSBJJ ) / ABSBJJ
 | |
|                   XR = B( J, J )*EJ
 | |
|                   XI = -B( J+1, J )*EJ
 | |
|                   DO 200 I = 1, J - 1
 | |
|                      B( I, J-1 ) = B( I, J-1 ) - XR*B( I, J ) +
 | |
|      $                             XI*B( J+1, I )
 | |
|                      B( J, I ) = -XR*B( J+1, I ) - XI*B( I, J )
 | |
|   200             CONTINUE
 | |
|                   B( J, J-1 ) = B( J, J-1 ) + WI
 | |
|                END IF
 | |
| *
 | |
| *              Compute 1-norm of offdiagonal elements of j-th column.
 | |
| *
 | |
|                WORK( J ) = SASUM( J-1, B( 1, J ), 1 ) +
 | |
|      $                     SASUM( J-1, B( J+1, 1 ), LDB )
 | |
|   210       CONTINUE
 | |
|             IF( B( 1, 1 ).EQ.ZERO .AND. B( 2, 1 ).EQ.ZERO )
 | |
|      $         B( 1, 1 ) = EPS3
 | |
|             WORK( 1 ) = ZERO
 | |
| *
 | |
|             I1 = 1
 | |
|             I2 = N
 | |
|             I3 = 1
 | |
|          END IF
 | |
| *
 | |
|          DO 270 ITS = 1, N
 | |
|             SCALE = ONE
 | |
|             VMAX = ONE
 | |
|             VCRIT = BIGNUM
 | |
| *
 | |
| *           Solve U*(xr,xi) = scale*(vr,vi) for a right eigenvector,
 | |
| *             or U**T*(xr,xi) = scale*(vr,vi) for a left eigenvector,
 | |
| *           overwriting (xr,xi) on (vr,vi).
 | |
| *
 | |
|             DO 250 I = I1, I2, I3
 | |
| *
 | |
|                IF( WORK( I ).GT.VCRIT ) THEN
 | |
|                   REC = ONE / VMAX
 | |
|                   CALL SSCAL( N, REC, VR, 1 )
 | |
|                   CALL SSCAL( N, REC, VI, 1 )
 | |
|                   SCALE = SCALE*REC
 | |
|                   VMAX = ONE
 | |
|                   VCRIT = BIGNUM
 | |
|                END IF
 | |
| *
 | |
|                XR = VR( I )
 | |
|                XI = VI( I )
 | |
|                IF( RIGHTV ) THEN
 | |
|                   DO 220 J = I + 1, N
 | |
|                      XR = XR - B( I, J )*VR( J ) + B( J+1, I )*VI( J )
 | |
|                      XI = XI - B( I, J )*VI( J ) - B( J+1, I )*VR( J )
 | |
|   220             CONTINUE
 | |
|                ELSE
 | |
|                   DO 230 J = 1, I - 1
 | |
|                      XR = XR - B( J, I )*VR( J ) + B( I+1, J )*VI( J )
 | |
|                      XI = XI - B( J, I )*VI( J ) - B( I+1, J )*VR( J )
 | |
|   230             CONTINUE
 | |
|                END IF
 | |
| *
 | |
|                W = ABS( B( I, I ) ) + ABS( B( I+1, I ) )
 | |
|                IF( W.GT.SMLNUM ) THEN
 | |
|                   IF( W.LT.ONE ) THEN
 | |
|                      W1 = ABS( XR ) + ABS( XI )
 | |
|                      IF( W1.GT.W*BIGNUM ) THEN
 | |
|                         REC = ONE / W1
 | |
|                         CALL SSCAL( N, REC, VR, 1 )
 | |
|                         CALL SSCAL( N, REC, VI, 1 )
 | |
|                         XR = VR( I )
 | |
|                         XI = VI( I )
 | |
|                         SCALE = SCALE*REC
 | |
|                         VMAX = VMAX*REC
 | |
|                      END IF
 | |
|                   END IF
 | |
| *
 | |
| *                 Divide by diagonal element of B.
 | |
| *
 | |
|                   CALL SLADIV( XR, XI, B( I, I ), B( I+1, I ), VR( I ),
 | |
|      $                         VI( I ) )
 | |
|                   VMAX = MAX( ABS( VR( I ) )+ABS( VI( I ) ), VMAX )
 | |
|                   VCRIT = BIGNUM / VMAX
 | |
|                ELSE
 | |
|                   DO 240 J = 1, N
 | |
|                      VR( J ) = ZERO
 | |
|                      VI( J ) = ZERO
 | |
|   240             CONTINUE
 | |
|                   VR( I ) = ONE
 | |
|                   VI( I ) = ONE
 | |
|                   SCALE = ZERO
 | |
|                   VMAX = ONE
 | |
|                   VCRIT = BIGNUM
 | |
|                END IF
 | |
|   250       CONTINUE
 | |
| *
 | |
| *           Test for sufficient growth in the norm of (VR,VI).
 | |
| *
 | |
|             VNORM = SASUM( N, VR, 1 ) + SASUM( N, VI, 1 )
 | |
|             IF( VNORM.GE.GROWTO*SCALE )
 | |
|      $         GO TO 280
 | |
| *
 | |
| *           Choose a new orthogonal starting vector and try again.
 | |
| *
 | |
|             Y = EPS3 / ( ROOTN+ONE )
 | |
|             VR( 1 ) = EPS3
 | |
|             VI( 1 ) = ZERO
 | |
| *
 | |
|             DO 260 I = 2, N
 | |
|                VR( I ) = Y
 | |
|                VI( I ) = ZERO
 | |
|   260       CONTINUE
 | |
|             VR( N-ITS+1 ) = VR( N-ITS+1 ) - EPS3*ROOTN
 | |
|   270    CONTINUE
 | |
| *
 | |
| *        Failure to find eigenvector in N iterations
 | |
| *
 | |
|          INFO = 1
 | |
| *
 | |
|   280    CONTINUE
 | |
| *
 | |
| *        Normalize eigenvector.
 | |
| *
 | |
|          VNORM = ZERO
 | |
|          DO 290 I = 1, N
 | |
|             VNORM = MAX( VNORM, ABS( VR( I ) )+ABS( VI( I ) ) )
 | |
|   290    CONTINUE
 | |
|          CALL SSCAL( N, ONE / VNORM, VR, 1 )
 | |
|          CALL SSCAL( N, ONE / VNORM, VI, 1 )
 | |
| *
 | |
|       END IF
 | |
| *
 | |
|       RETURN
 | |
| *
 | |
| *     End of SLAEIN
 | |
| *
 | |
|       END
 |