465 lines
		
	
	
		
			14 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			465 lines
		
	
	
		
			14 KiB
		
	
	
	
		
			Fortran
		
	
	
	
*> \brief \b ZHSEIN
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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 ZHSEIN + dependencies 
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhsein.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/zhsein.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/zhsein.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 ZHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL,
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*                          LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL,
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*                          IFAILR, INFO )
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* 
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*       .. Scalar Arguments ..
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*       CHARACTER          EIGSRC, INITV, SIDE
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*       INTEGER            INFO, LDH, LDVL, LDVR, M, MM, N
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*       ..
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*       .. Array Arguments ..
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*       LOGICAL            SELECT( * )
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*       INTEGER            IFAILL( * ), IFAILR( * )
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*       DOUBLE PRECISION   RWORK( * )
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*       COMPLEX*16         H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ),
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*      $                   W( * ), WORK( * )
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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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*> ZHSEIN uses inverse iteration to find specified right and/or left
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*> eigenvectors of a complex upper Hessenberg matrix H.
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*>
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*> The right eigenvector x and the left eigenvector y of the matrix H
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*> corresponding to an eigenvalue w are defined by:
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*>
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*>              H * x = w * x,     y**h * H = w * y**h
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*>
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*> where y**h denotes the conjugate transpose of the vector y.
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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] SIDE
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*> \verbatim
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*>          SIDE is CHARACTER*1
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*>          = 'R': compute right eigenvectors only;
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*>          = 'L': compute left eigenvectors only;
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*>          = 'B': compute both right and left eigenvectors.
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*> \endverbatim
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*>
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*> \param[in] EIGSRC
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*> \verbatim
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*>          EIGSRC is CHARACTER*1
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*>          Specifies the source of eigenvalues supplied in W:
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*>          = 'Q': the eigenvalues were found using ZHSEQR; thus, if
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*>                 H has zero subdiagonal elements, and so is
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*>                 block-triangular, then the j-th eigenvalue can be
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*>                 assumed to be an eigenvalue of the block containing
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*>                 the j-th row/column.  This property allows ZHSEIN to
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*>                 perform inverse iteration on just one diagonal block.
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*>          = 'N': no assumptions are made on the correspondence
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*>                 between eigenvalues and diagonal blocks.  In this
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*>                 case, ZHSEIN must always perform inverse iteration
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*>                 using the whole matrix H.
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*> \endverbatim
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*>
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*> \param[in] INITV
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*> \verbatim
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*>          INITV is CHARACTER*1
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*>          = 'N': no initial vectors are supplied;
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*>          = 'U': user-supplied initial vectors are stored in the arrays
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*>                 VL and/or VR.
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*> \endverbatim
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*>
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*> \param[in] SELECT
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*> \verbatim
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*>          SELECT is LOGICAL array, dimension (N)
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*>          Specifies the eigenvectors to be computed. To select the
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*>          eigenvector corresponding to the eigenvalue W(j),
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*>          SELECT(j) must be set to .TRUE..
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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 matrix H.  N >= 0.
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*> \endverbatim
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*>
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*> \param[in] H
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*> \verbatim
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*>          H is COMPLEX*16 array, dimension (LDH,N)
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*>          The upper Hessenberg matrix H.
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*> \endverbatim
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*>
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*> \param[in] LDH
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*> \verbatim
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*>          LDH is INTEGER
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*>          The leading dimension of the array H.  LDH >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] W
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*> \verbatim
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*>          W is COMPLEX*16 array, dimension (N)
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*>          On entry, the eigenvalues of H.
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*>          On exit, the real parts of W may have been altered since
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*>          close eigenvalues are perturbed slightly in searching for
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*>          independent eigenvectors.
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*> \endverbatim
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*>
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*> \param[in,out] VL
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*> \verbatim
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*>          VL is COMPLEX*16 array, dimension (LDVL,MM)
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*>          On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
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*>          contain starting vectors for the inverse iteration for the
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*>          left eigenvectors; the starting vector for each eigenvector
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*>          must be in the same column in which the eigenvector will be
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*>          stored.
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*>          On exit, if SIDE = 'L' or 'B', the left eigenvectors
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*>          specified by SELECT will be stored consecutively in the
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*>          columns of VL, in the same order as their eigenvalues.
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*>          If SIDE = 'R', VL is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDVL
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*> \verbatim
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*>          LDVL is INTEGER
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*>          The leading dimension of the array VL.
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*>          LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
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*> \endverbatim
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*>
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*> \param[in,out] VR
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*> \verbatim
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*>          VR is COMPLEX*16 array, dimension (LDVR,MM)
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*>          On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
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*>          contain starting vectors for the inverse iteration for the
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*>          right eigenvectors; the starting vector for each eigenvector
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*>          must be in the same column in which the eigenvector will be
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*>          stored.
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*>          On exit, if SIDE = 'R' or 'B', the right eigenvectors
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*>          specified by SELECT will be stored consecutively in the
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*>          columns of VR, in the same order as their eigenvalues.
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*>          If SIDE = 'L', VR is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDVR
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*> \verbatim
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*>          LDVR is INTEGER
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*>          The leading dimension of the array VR.
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*>          LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
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*> \endverbatim
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*>
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*> \param[in] MM
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*> \verbatim
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*>          MM is INTEGER
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*>          The number of columns in the arrays VL and/or VR. MM >= M.
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*> \endverbatim
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*>
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*> \param[out] M
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*> \verbatim
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*>          M is INTEGER
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*>          The number of columns in the arrays VL and/or VR required to
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*>          store the eigenvectors (= the number of .TRUE. elements in
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*>          SELECT).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*>          WORK is COMPLEX*16 array, dimension (N*N)
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*>          RWORK is DOUBLE PRECISION array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] IFAILL
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*> \verbatim
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*>          IFAILL is INTEGER array, dimension (MM)
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*>          If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
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*>          eigenvector in the i-th column of VL (corresponding to the
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*>          eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
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*>          eigenvector converged satisfactorily.
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*>          If SIDE = 'R', IFAILL is not referenced.
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*> \endverbatim
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*>
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*> \param[out] IFAILR
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*> \verbatim
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*>          IFAILR is INTEGER array, dimension (MM)
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*>          If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
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*>          eigenvector in the i-th column of VR (corresponding to the
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*>          eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
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*>          eigenvector converged satisfactorily.
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*>          If SIDE = 'L', IFAILR is not referenced.
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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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*>          > 0:  if INFO = i, i is the number of eigenvectors which
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*>                failed to converge; see IFAILL and IFAILR for further
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*>                details.
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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 November 2011
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*
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*> \ingroup complex16OTHERcomputational
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*
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*> \par Further Details:
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*  =====================
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*>
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*> \verbatim
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*>
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*>  Each eigenvector is normalized so that the element of largest
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*>  magnitude has magnitude 1; here the magnitude of a complex number
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*>  (x,y) is taken to be |x|+|y|.
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*> \endverbatim
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*>
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*  =====================================================================
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      SUBROUTINE ZHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL,
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     $                   LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL,
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     $                   IFAILR, INFO )
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*
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*  -- LAPACK computational routine (version 3.4.0) --
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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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*     November 2011
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*
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*     .. Scalar Arguments ..
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      CHARACTER          EIGSRC, INITV, SIDE
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      INTEGER            INFO, LDH, LDVL, LDVR, M, MM, N
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*     ..
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*     .. Array Arguments ..
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      LOGICAL            SELECT( * )
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      INTEGER            IFAILL( * ), IFAILR( * )
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      DOUBLE PRECISION   RWORK( * )
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      COMPLEX*16         H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ),
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     $                   W( * ), WORK( * )
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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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      COMPLEX*16         ZERO
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      PARAMETER          ( ZERO = ( 0.0D+0, 0.0D+0 ) )
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      DOUBLE PRECISION   RZERO
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      PARAMETER          ( RZERO = 0.0D+0 )
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*     ..
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*     .. Local Scalars ..
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      LOGICAL            BOTHV, FROMQR, LEFTV, NOINIT, RIGHTV
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      INTEGER            I, IINFO, K, KL, KLN, KR, KS, LDWORK
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      DOUBLE PRECISION   EPS3, HNORM, SMLNUM, ULP, UNFL
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      COMPLEX*16         CDUM, WK
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*     ..
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*     .. External Functions ..
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      LOGICAL            LSAME
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      DOUBLE PRECISION   DLAMCH, ZLANHS
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      EXTERNAL           LSAME, DLAMCH, ZLANHS
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*     ..
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*     .. External Subroutines ..
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      EXTERNAL           XERBLA, ZLAEIN
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*     ..
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*     .. Intrinsic Functions ..
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      INTRINSIC          ABS, DBLE, DIMAG, MAX
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*     ..
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*     .. Statement Functions ..
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      DOUBLE PRECISION   CABS1
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*     ..
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*     .. Statement Function definitions ..
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      CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
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*     ..
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*     .. Executable Statements ..
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*
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*     Decode and test the input parameters.
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*
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      BOTHV = LSAME( SIDE, 'B' )
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      RIGHTV = LSAME( SIDE, 'R' ) .OR. BOTHV
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      LEFTV = LSAME( SIDE, 'L' ) .OR. BOTHV
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*
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      FROMQR = LSAME( EIGSRC, 'Q' )
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*
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      NOINIT = LSAME( INITV, 'N' )
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*
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*     Set M to the number of columns required to store the selected
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*     eigenvectors.
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*
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      M = 0
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      DO 10 K = 1, N
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         IF( SELECT( K ) )
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     $      M = M + 1
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   10 CONTINUE
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*
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      INFO = 0
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      IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
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         INFO = -1
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      ELSE IF( .NOT.FROMQR .AND. .NOT.LSAME( EIGSRC, 'N' ) ) THEN
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         INFO = -2
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      ELSE IF( .NOT.NOINIT .AND. .NOT.LSAME( INITV, 'U' ) ) 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( LDH.LT.MAX( 1, N ) ) THEN
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         INFO = -7
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      ELSE IF( LDVL.LT.1 .OR. ( LEFTV .AND. LDVL.LT.N ) ) THEN
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         INFO = -10
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      ELSE IF( LDVR.LT.1 .OR. ( RIGHTV .AND. LDVR.LT.N ) ) THEN
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         INFO = -12
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      ELSE IF( MM.LT.M ) THEN
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         INFO = -13
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      END IF
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      IF( INFO.NE.0 ) THEN
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         CALL XERBLA( 'ZHSEIN', -INFO )
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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 )
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     $   RETURN
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*
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*     Set machine-dependent constants.
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*
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      UNFL = DLAMCH( 'Safe minimum' )
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      ULP = DLAMCH( 'Precision' )
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      SMLNUM = UNFL*( N / ULP )
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*
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      LDWORK = N
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*
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      KL = 1
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      KLN = 0
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      IF( FROMQR ) THEN
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         KR = 0
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      ELSE
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         KR = N
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      END IF
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      KS = 1
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*
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      DO 100 K = 1, N
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         IF( SELECT( K ) ) THEN
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*
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*           Compute eigenvector(s) corresponding to W(K).
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*
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            IF( FROMQR ) THEN
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*
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*              If affiliation of eigenvalues is known, check whether
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*              the matrix splits.
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*
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*              Determine KL and KR such that 1 <= KL <= K <= KR <= N
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*              and H(KL,KL-1) and H(KR+1,KR) are zero (or KL = 1 or
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*              KR = N).
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*
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*              Then inverse iteration can be performed with the
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*              submatrix H(KL:N,KL:N) for a left eigenvector, and with
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*              the submatrix H(1:KR,1:KR) for a right eigenvector.
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*
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               DO 20 I = K, KL + 1, -1
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                  IF( H( I, I-1 ).EQ.ZERO )
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     $               GO TO 30
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   20          CONTINUE
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   30          CONTINUE
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               KL = I
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               IF( K.GT.KR ) THEN
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                  DO 40 I = K, N - 1
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                     IF( H( I+1, I ).EQ.ZERO )
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     $                  GO TO 50
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   40             CONTINUE
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   50             CONTINUE
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                  KR = I
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               END IF
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            END IF
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*
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            IF( KL.NE.KLN ) THEN
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               KLN = KL
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*
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*              Compute infinity-norm of submatrix H(KL:KR,KL:KR) if it
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*              has not ben computed before.
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*
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               HNORM = ZLANHS( 'I', KR-KL+1, H( KL, KL ), LDH, RWORK )
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               IF( HNORM.GT.RZERO ) THEN
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                  EPS3 = HNORM*ULP
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               ELSE
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                  EPS3 = SMLNUM
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               END IF
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            END IF
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*
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*           Perturb eigenvalue if it is close to any previous
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*           selected eigenvalues affiliated to the submatrix
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*           H(KL:KR,KL:KR). Close roots are modified by EPS3.
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*
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            WK = W( K )
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   60       CONTINUE
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            DO 70 I = K - 1, KL, -1
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               IF( SELECT( I ) .AND. CABS1( W( I )-WK ).LT.EPS3 ) THEN
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                  WK = WK + EPS3
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                  GO TO 60
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               END IF
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   70       CONTINUE
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            W( K ) = WK
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*
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            IF( LEFTV ) THEN
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*
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*              Compute left eigenvector.
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*
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               CALL ZLAEIN( .FALSE., NOINIT, N-KL+1, H( KL, KL ), LDH,
 | 
						|
     $                      WK, VL( KL, KS ), WORK, LDWORK, RWORK, EPS3,
 | 
						|
     $                      SMLNUM, IINFO )
 | 
						|
               IF( IINFO.GT.0 ) THEN
 | 
						|
                  INFO = INFO + 1
 | 
						|
                  IFAILL( KS ) = K
 | 
						|
               ELSE
 | 
						|
                  IFAILL( KS ) = 0
 | 
						|
               END IF
 | 
						|
               DO 80 I = 1, KL - 1
 | 
						|
                  VL( I, KS ) = ZERO
 | 
						|
   80          CONTINUE
 | 
						|
            END IF
 | 
						|
            IF( RIGHTV ) THEN
 | 
						|
*
 | 
						|
*              Compute right eigenvector.
 | 
						|
*
 | 
						|
               CALL ZLAEIN( .TRUE., NOINIT, KR, H, LDH, WK, VR( 1, KS ),
 | 
						|
     $                      WORK, LDWORK, RWORK, EPS3, SMLNUM, IINFO )
 | 
						|
               IF( IINFO.GT.0 ) THEN
 | 
						|
                  INFO = INFO + 1
 | 
						|
                  IFAILR( KS ) = K
 | 
						|
               ELSE
 | 
						|
                  IFAILR( KS ) = 0
 | 
						|
               END IF
 | 
						|
               DO 90 I = KR + 1, N
 | 
						|
                  VR( I, KS ) = ZERO
 | 
						|
   90          CONTINUE
 | 
						|
            END IF
 | 
						|
            KS = KS + 1
 | 
						|
         END IF
 | 
						|
  100 CONTINUE
 | 
						|
*
 | 
						|
      RETURN
 | 
						|
*
 | 
						|
*     End of ZHSEIN
 | 
						|
*
 | 
						|
      END
 |