667 lines
		
	
	
		
			22 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			667 lines
		
	
	
		
			22 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief <b> SGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)</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 SGGES3 + dependencies
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgges3.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/sgges3.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/sgges3.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 SGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
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| *      $                   LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
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| *      $                   VSR, LDVSR, WORK, LWORK, BWORK, INFO )
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| *
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| *       .. Scalar Arguments ..
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| *       CHARACTER          JOBVSL, JOBVSR, SORT
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| *       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
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| *       ..
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| *       .. Array Arguments ..
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| *       LOGICAL            BWORK( * )
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| *       REAL               A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
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| *      $                   B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
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| *      $                   VSR( LDVSR, * ), 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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| *> SGGES3 computes for a pair of N-by-N real nonsymmetric matrices (A,B),
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| *> the generalized eigenvalues, the generalized real Schur form (S,T),
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| *> optionally, the left and/or right matrices of Schur vectors (VSL and
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| *> VSR). This gives the generalized Schur factorization
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| *>
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| *>          (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
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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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| *> quasi-triangular matrix S and the upper triangular matrix T.The
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| *> leading columns of VSL and VSR then form an orthonormal basis for the
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| *> corresponding left and right eigenspaces (deflating subspaces).
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| *>
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| *> (If only the generalized eigenvalues are needed, use the driver
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| *> SGGEV instead, which is faster.)
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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 both being zero.
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| *>
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| *> A pair of matrices (S,T) is in generalized real Schur form if T is
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| *> upper triangular with non-negative diagonal and S is block upper
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| *> triangular with 1-by-1 and 2-by-2 blocks.  1-by-1 blocks correspond
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| *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
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| *> "standardized" by making the corresponding elements of T have the
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| *> form:
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| *>         [  a  0  ]
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| *>         [  0  b  ]
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| *>
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| *> and the pair of corresponding 2-by-2 blocks in S and T will have a
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| *> complex conjugate pair of generalized eigenvalues.
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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] 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 three REAL 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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| *>          An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
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| *>          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
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| *>          one of a complex conjugate pair of eigenvalues is selected,
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| *>          then both complex eigenvalues are selected.
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| *>
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| *>          Note that in the ill-conditioned case, a selected complex
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| *>          eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
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| *>          BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
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| *>          in this case.
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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 REAL 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 REAL 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.  (Complex conjugate pairs for which
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| *>          SELCTG is true for either eigenvalue count as 2.)
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| *> \endverbatim
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| *>
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| *> \param[out] ALPHAR
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| *> \verbatim
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| *>          ALPHAR is REAL array, dimension (N)
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| *> \endverbatim
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| *>
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| *> \param[out] ALPHAI
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| *> \verbatim
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| *>          ALPHAI is REAL 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 REAL array, dimension (N)
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| *>          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
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| *>          be the generalized eigenvalues.  ALPHAR(j) + ALPHAI(j)*i,
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| *>          and  BETA(j),j=1,...,N are the diagonals of the complex Schur
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| *>          form (S,T) that would result if the 2-by-2 diagonal blocks of
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| *>          the real Schur form of (A,B) were further reduced to
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| *>          triangular form using 2-by-2 complex unitary transformations.
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| *>          If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
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| *>          positive, then the j-th and (j+1)-st eigenvalues are a
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| *>          complex conjugate pair, with ALPHAI(j+1) negative.
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| *>
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| *>          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
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| *>          may easily over- or underflow, and BETA(j) may even be zero.
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| *>          Thus, the user should avoid naively computing the ratio.
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| *>          However, ALPHAR and ALPHAI will be always less than and
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| *>          usually comparable with norm(A) in magnitude, and BETA always
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| *>          less 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 REAL 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 REAL 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] WORK
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| *> \verbatim
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| *>          WORK is REAL 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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| *>
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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] 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 ALPHAR(j), ALPHAI(j), and BETA(j) should
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| *>                be correct for j=INFO+1,...,N.
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| *>          > N:  =N+1: other than QZ iteration failed in SLAQZ0.
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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 STGSEN.
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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 gges3
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| *
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| *  =====================================================================
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|       SUBROUTINE SGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
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|      $                   LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
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|      $                   VSR, LDVSR, WORK, LWORK, 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, SORT
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|       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
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| *     ..
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| *     .. Array Arguments ..
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|       LOGICAL            BWORK( * )
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|       REAL               A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
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|      $                   B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
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|      $                   VSR( LDVSR, * ), 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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|       REAL               ZERO, ONE
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|       PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+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, LST2SL, WANTST
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|       INTEGER            I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
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|      $                   ILO, IP, IRIGHT, IROWS, ITAU, IWRK, LWKOPT
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|       REAL               ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
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|      $                   PVSR, SAFMAX, SAFMIN, SMLNUM
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| *     ..
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| *     .. Local Arrays ..
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|       INTEGER            IDUM( 1 )
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|       REAL               DIF( 2 )
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           SGEQRF, SGGBAK, SGGBAL, SGGHD3, SLAQZ0, SLACPY,
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|      $                   SLASCL, SLASET, SORGQR, SORMQR, STGSEN, XERBLA
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| *     ..
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| *     .. External Functions ..
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|       LOGICAL            LSAME
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|       REAL               SLAMCH, SLANGE, SROUNDUP_LWORK
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|       EXTERNAL           LSAME, SLAMCH, SLANGE, SROUNDUP_LWORK
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          ABS, 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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| *
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| *     Test the 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( 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( N.LT.0 ) THEN
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|          INFO = -5
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|       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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|          INFO = -7
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|       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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|          INFO = -9
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|       ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
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|          INFO = -15
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|       ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
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|          INFO = -17
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|       ELSE IF( LWORK.LT.6*N+16 .AND. .NOT.LQUERY ) THEN
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|          INFO = -19
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|       END IF
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| *
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| *     Compute workspace
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| *
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|       IF( INFO.EQ.0 ) THEN
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|          CALL SGEQRF( N, N, B, LDB, WORK, WORK, -1, IERR )
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|          LWKOPT = MAX( 6*N+16, 3*N+INT( WORK( 1 ) ) )
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|          CALL SORMQR( 'L', 'T', N, N, N, B, LDB, WORK, A, LDA, WORK,
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|      $                -1, IERR )
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|          LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
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|          IF( ILVSL ) THEN
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|             CALL SORGQR( N, N, N, VSL, LDVSL, WORK, WORK, -1, IERR )
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|             LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
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|          END IF
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|          CALL SGGHD3( JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB, VSL,
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|      $                LDVSL, VSR, LDVSR, WORK, -1, IERR )
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|          LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
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|          CALL SLAQZ0( 'S', JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB,
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|      $                ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
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|      $                WORK, -1, 0, IERR )
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|          LWKOPT = MAX( LWKOPT, 2*N+INT( WORK( 1 ) ) )
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|          IF( WANTST ) THEN
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|             CALL STGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
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|      $                   ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
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|      $                   SDIM, PVSL, PVSR, DIF, WORK, -1, IDUM, 1,
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|      $                   IERR )
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|             LWKOPT = MAX( LWKOPT, 2*N+INT( WORK( 1 ) ) )
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|          END IF
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|          WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
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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( 'SGGES3 ', -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.EQ.0 ) THEN
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|          SDIM = 0
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|          RETURN
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|       END IF
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| *
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| *     Get machine constants
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| *
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|       EPS = SLAMCH( 'P' )
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|       SAFMIN = SLAMCH( 'S' )
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|       SAFMAX = ONE / SAFMIN
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|       SMLNUM = SQRT( SAFMIN ) / EPS
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|       BIGNUM = ONE / SMLNUM
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| *
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| *     Scale A if max element outside range [SMLNUM,BIGNUM]
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| *
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|       ANRM = SLANGE( 'M', N, N, A, LDA, WORK )
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|       ILASCL = .FALSE.
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|       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
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|          ANRMTO = SMLNUM
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|          ILASCL = .TRUE.
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|       ELSE IF( ANRM.GT.BIGNUM ) THEN
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|          ANRMTO = BIGNUM
 | |
|          ILASCL = .TRUE.
 | |
|       END IF
 | |
|       IF( ILASCL )
 | |
|      $   CALL SLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
 | |
| *
 | |
| *     Scale B if max element outside range [SMLNUM,BIGNUM]
 | |
| *
 | |
|       BNRM = SLANGE( 'M', N, N, B, LDB, WORK )
 | |
|       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 SLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
 | |
| *
 | |
| *     Permute the matrix to make it more nearly triangular
 | |
| *
 | |
|       ILEFT = 1
 | |
|       IRIGHT = N + 1
 | |
|       IWRK = IRIGHT + N
 | |
|       CALL SGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
 | |
|      $             WORK( IRIGHT ), WORK( IWRK ), IERR )
 | |
| *
 | |
| *     Reduce B to triangular form (QR decomposition of B)
 | |
| *
 | |
|       IROWS = IHI + 1 - ILO
 | |
|       ICOLS = N + 1 - ILO
 | |
|       ITAU = IWRK
 | |
|       IWRK = ITAU + IROWS
 | |
|       CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
 | |
|      $             WORK( IWRK ), LWORK+1-IWRK, IERR )
 | |
| *
 | |
| *     Apply the orthogonal transformation to matrix A
 | |
| *
 | |
|       CALL SORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
 | |
|      $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
 | |
|      $             LWORK+1-IWRK, IERR )
 | |
| *
 | |
| *     Initialize VSL
 | |
| *
 | |
|       IF( ILVSL ) THEN
 | |
|          CALL SLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
 | |
|          IF( IROWS.GT.1 ) THEN
 | |
|             CALL SLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
 | |
|      $                   VSL( ILO+1, ILO ), LDVSL )
 | |
|          END IF
 | |
|          CALL SORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
 | |
|      $                WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
 | |
|       END IF
 | |
| *
 | |
| *     Initialize VSR
 | |
| *
 | |
|       IF( ILVSR )
 | |
|      $   CALL SLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
 | |
| *
 | |
| *     Reduce to generalized Hessenberg form
 | |
| *
 | |
|       CALL SGGHD3( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
 | |
|      $             LDVSL, VSR, LDVSR, WORK( IWRK ), LWORK+1-IWRK, IERR )
 | |
| *
 | |
| *     Perform QZ algorithm, computing Schur vectors if desired
 | |
| *
 | |
|       IWRK = ITAU
 | |
|       CALL SLAQZ0( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
 | |
|      $             ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
 | |
|      $             WORK( IWRK ), LWORK+1-IWRK, 0, 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 if desired
 | |
| *
 | |
|       SDIM = 0
 | |
|       IF( WANTST ) THEN
 | |
| *
 | |
| *        Undo scaling on eigenvalues before SELCTGing
 | |
| *
 | |
|          IF( ILASCL ) THEN
 | |
|             CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
 | |
|      $                   IERR )
 | |
|             CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
 | |
|      $                   IERR )
 | |
|          END IF
 | |
|          IF( ILBSCL )
 | |
|      $      CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
 | |
| *
 | |
| *        Select eigenvalues
 | |
| *
 | |
|          DO 10 I = 1, N
 | |
|             BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
 | |
|    10    CONTINUE
 | |
| *
 | |
|          CALL STGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
 | |
|      $                ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
 | |
|      $                PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
 | |
|      $                IERR )
 | |
|          IF( IERR.EQ.1 )
 | |
|      $      INFO = N + 3
 | |
| *
 | |
|       END IF
 | |
| *
 | |
| *     Apply back-permutation to VSL and VSR
 | |
| *
 | |
|       IF( ILVSL )
 | |
|      $   CALL SGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
 | |
|      $                WORK( IRIGHT ), N, VSL, LDVSL, IERR )
 | |
| *
 | |
|       IF( ILVSR )
 | |
|      $   CALL SGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
 | |
|      $                WORK( IRIGHT ), N, VSR, LDVSR, IERR )
 | |
| *
 | |
| *     Check if unscaling would cause over/underflow, if so, rescale
 | |
| *     (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
 | |
| *     B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
 | |
| *
 | |
|       IF( ILASCL )THEN
 | |
|          DO 50 I = 1, N
 | |
|             IF( ALPHAI( I ).NE.ZERO ) THEN
 | |
|                IF( ( ALPHAR( I )/SAFMAX ).GT.( ANRMTO/ANRM ) .OR.
 | |
|      $             ( SAFMIN/ALPHAR( I ) ).GT.( ANRM/ANRMTO ) ) THEN
 | |
|                   WORK( 1 ) = ABS( A( I, I )/ALPHAR( I ) )
 | |
|                   BETA( I ) = BETA( I )*WORK( 1 )
 | |
|                   ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
 | |
|                   ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
 | |
|                ELSE IF( ( ALPHAI( I )/SAFMAX ).GT.( ANRMTO/ANRM ) .OR.
 | |
|      $             ( SAFMIN/ALPHAI( I ) ).GT.( ANRM/ANRMTO ) ) THEN
 | |
|                   WORK( 1 ) = ABS( A( I, I+1 )/ALPHAI( I ) )
 | |
|                   BETA( I ) = BETA( I )*WORK( 1 )
 | |
|                   ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
 | |
|                   ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
 | |
|                END IF
 | |
|             END IF
 | |
|    50    CONTINUE
 | |
|       END IF
 | |
| *
 | |
|       IF( ILBSCL )THEN
 | |
|          DO 60 I = 1, N
 | |
|             IF( ALPHAI( I ).NE.ZERO ) THEN
 | |
|                 IF( ( BETA( I )/SAFMAX ).GT.( BNRMTO/BNRM ) .OR.
 | |
|      $              ( SAFMIN/BETA( I ) ).GT.( BNRM/BNRMTO ) ) THEN
 | |
|                    WORK( 1 ) = ABS(B( I, I )/BETA( I ))
 | |
|                    BETA( I ) = BETA( I )*WORK( 1 )
 | |
|                    ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
 | |
|                    ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
 | |
|                 END IF
 | |
|              END IF
 | |
|    60    CONTINUE
 | |
|       END IF
 | |
| *
 | |
| *     Undo scaling
 | |
| *
 | |
|       IF( ILASCL ) THEN
 | |
|          CALL SLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
 | |
|          CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
 | |
|          CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
 | |
|       END IF
 | |
| *
 | |
|       IF( ILBSCL ) THEN
 | |
|          CALL SLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
 | |
|          CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
 | |
|       END IF
 | |
| *
 | |
|       IF( WANTST ) THEN
 | |
| *
 | |
| *        Check if reordering is correct
 | |
| *
 | |
|          LASTSL = .TRUE.
 | |
|          LST2SL = .TRUE.
 | |
|          SDIM = 0
 | |
|          IP = 0
 | |
|          DO 30 I = 1, N
 | |
|             CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
 | |
|             IF( ALPHAI( I ).EQ.ZERO ) THEN
 | |
|                IF( CURSL )
 | |
|      $            SDIM = SDIM + 1
 | |
|                IP = 0
 | |
|                IF( CURSL .AND. .NOT.LASTSL )
 | |
|      $            INFO = N + 2
 | |
|             ELSE
 | |
|                IF( IP.EQ.1 ) THEN
 | |
| *
 | |
| *                 Last eigenvalue of conjugate pair
 | |
| *
 | |
|                   CURSL = CURSL .OR. LASTSL
 | |
|                   LASTSL = CURSL
 | |
|                   IF( CURSL )
 | |
|      $               SDIM = SDIM + 2
 | |
|                   IP = -1
 | |
|                   IF( CURSL .AND. .NOT.LST2SL )
 | |
|      $               INFO = N + 2
 | |
|                ELSE
 | |
| *
 | |
| *                 First eigenvalue of conjugate pair
 | |
| *
 | |
|                   IP = 1
 | |
|                END IF
 | |
|             END IF
 | |
|             LST2SL = LASTSL
 | |
|             LASTSL = CURSL
 | |
|    30    CONTINUE
 | |
| *
 | |
|       END IF
 | |
| *
 | |
|    40 CONTINUE
 | |
| *
 | |
|       WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
 | |
| *
 | |
|       RETURN
 | |
| *
 | |
| *     End of SGGES3
 | |
| *
 | |
|       END
 |