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dgges3.f
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1*> \brief <b> DGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)</b>
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download DGGES3 + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgges3.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgges3.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgges3.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE DGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
22* SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
23* LDVSR, WORK, LWORK, BWORK, INFO )
24*
25* .. Scalar Arguments ..
26* CHARACTER JOBVSL, JOBVSR, SORT
27* INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
28* ..
29* .. Array Arguments ..
30* LOGICAL BWORK( * )
31* DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
32* $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
33* $ VSR( LDVSR, * ), WORK( * )
34* ..
35* .. Function Arguments ..
36* LOGICAL SELCTG
37* EXTERNAL SELCTG
38* ..
39*
40*
41*> \par Purpose:
42* =============
43*>
44*> \verbatim
45*>
46*> DGGES3 computes for a pair of N-by-N real nonsymmetric matrices (A,B),
47*> the generalized eigenvalues, the generalized real Schur form (S,T),
48*> optionally, the left and/or right matrices of Schur vectors (VSL and
49*> VSR). This gives the generalized Schur factorization
50*>
51*> (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
52*>
53*> Optionally, it also orders the eigenvalues so that a selected cluster
54*> of eigenvalues appears in the leading diagonal blocks of the upper
55*> quasi-triangular matrix S and the upper triangular matrix T.The
56*> leading columns of VSL and VSR then form an orthonormal basis for the
57*> corresponding left and right eigenspaces (deflating subspaces).
58*>
59*> (If only the generalized eigenvalues are needed, use the driver
60*> DGGEV instead, which is faster.)
61*>
62*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
63*> or a ratio alpha/beta = w, such that A - w*B is singular. It is
64*> usually represented as the pair (alpha,beta), as there is a
65*> reasonable interpretation for beta=0 or both being zero.
66*>
67*> A pair of matrices (S,T) is in generalized real Schur form if T is
68*> upper triangular with non-negative diagonal and S is block upper
69*> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
70*> to real generalized eigenvalues, while 2-by-2 blocks of S will be
71*> "standardized" by making the corresponding elements of T have the
72*> form:
73*> [ a 0 ]
74*> [ 0 b ]
75*>
76*> and the pair of corresponding 2-by-2 blocks in S and T will have a
77*> complex conjugate pair of generalized eigenvalues.
78*>
79*> \endverbatim
80*
81* Arguments:
82* ==========
83*
84*> \param[in] JOBVSL
85*> \verbatim
86*> JOBVSL is CHARACTER*1
87*> = 'N': do not compute the left Schur vectors;
88*> = 'V': compute the left Schur vectors.
89*> \endverbatim
90*>
91*> \param[in] JOBVSR
92*> \verbatim
93*> JOBVSR is CHARACTER*1
94*> = 'N': do not compute the right Schur vectors;
95*> = 'V': compute the right Schur vectors.
96*> \endverbatim
97*>
98*> \param[in] SORT
99*> \verbatim
100*> SORT is CHARACTER*1
101*> Specifies whether or not to order the eigenvalues on the
102*> diagonal of the generalized Schur form.
103*> = 'N': Eigenvalues are not ordered;
104*> = 'S': Eigenvalues are ordered (see SELCTG);
105*> \endverbatim
106*>
107*> \param[in] SELCTG
108*> \verbatim
109*> SELCTG is a LOGICAL FUNCTION of three DOUBLE PRECISION arguments
110*> SELCTG must be declared EXTERNAL in the calling subroutine.
111*> If SORT = 'N', SELCTG is not referenced.
112*> If SORT = 'S', SELCTG is used to select eigenvalues to sort
113*> to the top left of the Schur form.
114*> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
115*> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
116*> one of a complex conjugate pair of eigenvalues is selected,
117*> then both complex eigenvalues are selected.
118*>
119*> Note that in the ill-conditioned case, a selected complex
120*> eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
121*> BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
122*> in this case.
123*> \endverbatim
124*>
125*> \param[in] N
126*> \verbatim
127*> N is INTEGER
128*> The order of the matrices A, B, VSL, and VSR. N >= 0.
129*> \endverbatim
130*>
131*> \param[in,out] A
132*> \verbatim
133*> A is DOUBLE PRECISION array, dimension (LDA, N)
134*> On entry, the first of the pair of matrices.
135*> On exit, A has been overwritten by its generalized Schur
136*> form S.
137*> \endverbatim
138*>
139*> \param[in] LDA
140*> \verbatim
141*> LDA is INTEGER
142*> The leading dimension of A. LDA >= max(1,N).
143*> \endverbatim
144*>
145*> \param[in,out] B
146*> \verbatim
147*> B is DOUBLE PRECISION array, dimension (LDB, N)
148*> On entry, the second of the pair of matrices.
149*> On exit, B has been overwritten by its generalized Schur
150*> form T.
151*> \endverbatim
152*>
153*> \param[in] LDB
154*> \verbatim
155*> LDB is INTEGER
156*> The leading dimension of B. LDB >= max(1,N).
157*> \endverbatim
158*>
159*> \param[out] SDIM
160*> \verbatim
161*> SDIM is INTEGER
162*> If SORT = 'N', SDIM = 0.
163*> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
164*> for which SELCTG is true. (Complex conjugate pairs for which
165*> SELCTG is true for either eigenvalue count as 2.)
166*> \endverbatim
167*>
168*> \param[out] ALPHAR
169*> \verbatim
170*> ALPHAR is DOUBLE PRECISION array, dimension (N)
171*> \endverbatim
172*>
173*> \param[out] ALPHAI
174*> \verbatim
175*> ALPHAI is DOUBLE PRECISION array, dimension (N)
176*> \endverbatim
177*>
178*> \param[out] BETA
179*> \verbatim
180*> BETA is DOUBLE PRECISION array, dimension (N)
181*> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
182*> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i,
183*> and BETA(j),j=1,...,N are the diagonals of the complex Schur
184*> form (S,T) that would result if the 2-by-2 diagonal blocks of
185*> the real Schur form of (A,B) were further reduced to
186*> triangular form using 2-by-2 complex unitary transformations.
187*> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
188*> positive, then the j-th and (j+1)-st eigenvalues are a
189*> complex conjugate pair, with ALPHAI(j+1) negative.
190*>
191*> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
192*> may easily over- or underflow, and BETA(j) may even be zero.
193*> Thus, the user should avoid naively computing the ratio.
194*> However, ALPHAR and ALPHAI will be always less than and
195*> usually comparable with norm(A) in magnitude, and BETA always
196*> less than and usually comparable with norm(B).
197*> \endverbatim
198*>
199*> \param[out] VSL
200*> \verbatim
201*> VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
202*> If JOBVSL = 'V', VSL will contain the left Schur vectors.
203*> Not referenced if JOBVSL = 'N'.
204*> \endverbatim
205*>
206*> \param[in] LDVSL
207*> \verbatim
208*> LDVSL is INTEGER
209*> The leading dimension of the matrix VSL. LDVSL >=1, and
210*> if JOBVSL = 'V', LDVSL >= N.
211*> \endverbatim
212*>
213*> \param[out] VSR
214*> \verbatim
215*> VSR is DOUBLE PRECISION array, dimension (LDVSR,N)
216*> If JOBVSR = 'V', VSR will contain the right Schur vectors.
217*> Not referenced if JOBVSR = 'N'.
218*> \endverbatim
219*>
220*> \param[in] LDVSR
221*> \verbatim
222*> LDVSR is INTEGER
223*> The leading dimension of the matrix VSR. LDVSR >= 1, and
224*> if JOBVSR = 'V', LDVSR >= N.
225*> \endverbatim
226*>
227*> \param[out] WORK
228*> \verbatim
229*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
230*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
231*> \endverbatim
232*>
233*> \param[in] LWORK
234*> \verbatim
235*> LWORK is INTEGER
236*> The dimension of the array WORK.
237*>
238*> If LWORK = -1, then a workspace query is assumed; the routine
239*> only calculates the optimal size of the WORK array, returns
240*> this value as the first entry of the WORK array, and no error
241*> message related to LWORK is issued by XERBLA.
242*> \endverbatim
243*>
244*> \param[out] BWORK
245*> \verbatim
246*> BWORK is LOGICAL array, dimension (N)
247*> Not referenced if SORT = 'N'.
248*> \endverbatim
249*>
250*> \param[out] INFO
251*> \verbatim
252*> INFO is INTEGER
253*> = 0: successful exit
254*> < 0: if INFO = -i, the i-th argument had an illegal value.
255*> = 1,...,N:
256*> The QZ iteration failed. (A,B) are not in Schur
257*> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
258*> be correct for j=INFO+1,...,N.
259*> > N: =N+1: other than QZ iteration failed in DLAQZ0.
260*> =N+2: after reordering, roundoff changed values of
261*> some complex eigenvalues so that leading
262*> eigenvalues in the Generalized Schur form no
263*> longer satisfy SELCTG=.TRUE. This could also
264*> be caused due to scaling.
265*> =N+3: reordering failed in DTGSEN.
266*> \endverbatim
267*
268* Authors:
269* ========
270*
271*> \author Univ. of Tennessee
272*> \author Univ. of California Berkeley
273*> \author Univ. of Colorado Denver
274*> \author NAG Ltd.
275*
276*> \ingroup doubleGEeigen
277*
278* =====================================================================
279 SUBROUTINE dgges3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
280 $ LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
281 $ VSR, LDVSR, WORK, LWORK, BWORK, INFO )
282*
283* -- LAPACK driver routine --
284* -- LAPACK is a software package provided by Univ. of Tennessee, --
285* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
286*
287* .. Scalar Arguments ..
288 CHARACTER JOBVSL, JOBVSR, SORT
289 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
290* ..
291* .. Array Arguments ..
292 LOGICAL BWORK( * )
293 DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
294 $ b( ldb, * ), beta( * ), vsl( ldvsl, * ),
295 $ vsr( ldvsr, * ), work( * )
296* ..
297* .. Function Arguments ..
298 LOGICAL SELCTG
299 EXTERNAL SELCTG
300* ..
301*
302* =====================================================================
303*
304* .. Parameters ..
305 DOUBLE PRECISION ZERO, ONE
306 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
307* ..
308* .. Local Scalars ..
309 LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
310 $ LQUERY, LST2SL, WANTST
311 INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
312 $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, LWKOPT
313 DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
314 $ PVSR, SAFMAX, SAFMIN, SMLNUM
315* ..
316* .. Local Arrays ..
317 INTEGER IDUM( 1 )
318 DOUBLE PRECISION DIF( 2 )
319* ..
320* .. External Subroutines ..
321 EXTERNAL dgeqrf, dggbak, dggbal, dgghd3, dlaqz0, dlabad,
323 $ xerbla
324* ..
325* .. External Functions ..
326 LOGICAL LSAME
327 DOUBLE PRECISION DLAMCH, DLANGE
328 EXTERNAL lsame, dlamch, dlange
329* ..
330* .. Intrinsic Functions ..
331 INTRINSIC abs, max, sqrt
332* ..
333* .. Executable Statements ..
334*
335* Decode the input arguments
336*
337 IF( lsame( jobvsl, 'N' ) ) THEN
338 ijobvl = 1
339 ilvsl = .false.
340 ELSE IF( lsame( jobvsl, 'V' ) ) THEN
341 ijobvl = 2
342 ilvsl = .true.
343 ELSE
344 ijobvl = -1
345 ilvsl = .false.
346 END IF
347*
348 IF( lsame( jobvsr, 'N' ) ) THEN
349 ijobvr = 1
350 ilvsr = .false.
351 ELSE IF( lsame( jobvsr, 'V' ) ) THEN
352 ijobvr = 2
353 ilvsr = .true.
354 ELSE
355 ijobvr = -1
356 ilvsr = .false.
357 END IF
358*
359 wantst = lsame( sort, 'S' )
360*
361* Test the input arguments
362*
363 info = 0
364 lquery = ( lwork.EQ.-1 )
365 IF( ijobvl.LE.0 ) THEN
366 info = -1
367 ELSE IF( ijobvr.LE.0 ) THEN
368 info = -2
369 ELSE IF( ( .NOT.wantst ) .AND. ( .NOT.lsame( sort, 'N' ) ) ) THEN
370 info = -3
371 ELSE IF( n.LT.0 ) THEN
372 info = -5
373 ELSE IF( lda.LT.max( 1, n ) ) THEN
374 info = -7
375 ELSE IF( ldb.LT.max( 1, n ) ) THEN
376 info = -9
377 ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) ) THEN
378 info = -15
379 ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) ) THEN
380 info = -17
381 ELSE IF( lwork.LT.6*n+16 .AND. .NOT.lquery ) THEN
382 info = -19
383 END IF
384*
385* Compute workspace
386*
387 IF( info.EQ.0 ) THEN
388 CALL dgeqrf( n, n, b, ldb, work, work, -1, ierr )
389 lwkopt = max( 6*n+16, 3*n+int( work( 1 ) ) )
390 CALL dormqr( 'L', 'T', n, n, n, b, ldb, work, a, lda, work,
391 $ -1, ierr )
392 lwkopt = max( lwkopt, 3*n+int( work( 1 ) ) )
393 IF( ilvsl ) THEN
394 CALL dorgqr( n, n, n, vsl, ldvsl, work, work, -1, ierr )
395 lwkopt = max( lwkopt, 3*n+int( work( 1 ) ) )
396 END IF
397 CALL dgghd3( jobvsl, jobvsr, n, 1, n, a, lda, b, ldb, vsl,
398 $ ldvsl, vsr, ldvsr, work, -1, ierr )
399 lwkopt = max( lwkopt, 3*n+int( work( 1 ) ) )
400 CALL dlaqz0( 'S', jobvsl, jobvsr, n, 1, n, a, lda, b, ldb,
401 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
402 $ work, -1, 0, ierr )
403 lwkopt = max( lwkopt, 2*n+int( work( 1 ) ) )
404 IF( wantst ) THEN
405 CALL dtgsen( 0, ilvsl, ilvsr, bwork, n, a, lda, b, ldb,
406 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
407 $ sdim, pvsl, pvsr, dif, work, -1, idum, 1,
408 $ ierr )
409 lwkopt = max( lwkopt, 2*n+int( work( 1 ) ) )
410 END IF
411 work( 1 ) = lwkopt
412 END IF
413*
414 IF( info.NE.0 ) THEN
415 CALL xerbla( 'DGGES3 ', -info )
416 RETURN
417 ELSE IF( lquery ) THEN
418 RETURN
419 END IF
420*
421* Quick return if possible
422*
423 IF( n.EQ.0 ) THEN
424 sdim = 0
425 RETURN
426 END IF
427*
428* Get machine constants
429*
430 eps = dlamch( 'P' )
431 safmin = dlamch( 'S' )
432 safmax = one / safmin
433 CALL dlabad( safmin, safmax )
434 smlnum = sqrt( safmin ) / eps
435 bignum = one / smlnum
436*
437* Scale A if max element outside range [SMLNUM,BIGNUM]
438*
439 anrm = dlange( 'M', n, n, a, lda, work )
440 ilascl = .false.
441 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
442 anrmto = smlnum
443 ilascl = .true.
444 ELSE IF( anrm.GT.bignum ) THEN
445 anrmto = bignum
446 ilascl = .true.
447 END IF
448 IF( ilascl )
449 $ CALL dlascl( 'G', 0, 0, anrm, anrmto, n, n, a, lda, ierr )
450*
451* Scale B if max element outside range [SMLNUM,BIGNUM]
452*
453 bnrm = dlange( 'M', n, n, b, ldb, work )
454 ilbscl = .false.
455 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
456 bnrmto = smlnum
457 ilbscl = .true.
458 ELSE IF( bnrm.GT.bignum ) THEN
459 bnrmto = bignum
460 ilbscl = .true.
461 END IF
462 IF( ilbscl )
463 $ CALL dlascl( 'G', 0, 0, bnrm, bnrmto, n, n, b, ldb, ierr )
464*
465* Permute the matrix to make it more nearly triangular
466*
467 ileft = 1
468 iright = n + 1
469 iwrk = iright + n
470 CALL dggbal( 'P', n, a, lda, b, ldb, ilo, ihi, work( ileft ),
471 $ work( iright ), work( iwrk ), ierr )
472*
473* Reduce B to triangular form (QR decomposition of B)
474*
475 irows = ihi + 1 - ilo
476 icols = n + 1 - ilo
477 itau = iwrk
478 iwrk = itau + irows
479 CALL dgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
480 $ work( iwrk ), lwork+1-iwrk, ierr )
481*
482* Apply the orthogonal transformation to matrix A
483*
484 CALL dormqr( 'L', 'T', irows, icols, irows, b( ilo, ilo ), ldb,
485 $ work( itau ), a( ilo, ilo ), lda, work( iwrk ),
486 $ lwork+1-iwrk, ierr )
487*
488* Initialize VSL
489*
490 IF( ilvsl ) THEN
491 CALL dlaset( 'Full', n, n, zero, one, vsl, ldvsl )
492 IF( irows.GT.1 ) THEN
493 CALL dlacpy( 'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
494 $ vsl( ilo+1, ilo ), ldvsl )
495 END IF
496 CALL dorgqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
497 $ work( itau ), work( iwrk ), lwork+1-iwrk, ierr )
498 END IF
499*
500* Initialize VSR
501*
502 IF( ilvsr )
503 $ CALL dlaset( 'Full', n, n, zero, one, vsr, ldvsr )
504*
505* Reduce to generalized Hessenberg form
506*
507 CALL dgghd3( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
508 $ ldvsl, vsr, ldvsr, work( iwrk ), lwork+1-iwrk,
509 $ ierr )
510*
511* Perform QZ algorithm, computing Schur vectors if desired
512*
513 iwrk = itau
514 CALL dlaqz0( 'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
515 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
516 $ work( iwrk ), lwork+1-iwrk, 0, ierr )
517 IF( ierr.NE.0 ) THEN
518 IF( ierr.GT.0 .AND. ierr.LE.n ) THEN
519 info = ierr
520 ELSE IF( ierr.GT.n .AND. ierr.LE.2*n ) THEN
521 info = ierr - n
522 ELSE
523 info = n + 1
524 END IF
525 GO TO 50
526 END IF
527*
528* Sort eigenvalues ALPHA/BETA if desired
529*
530 sdim = 0
531 IF( wantst ) THEN
532*
533* Undo scaling on eigenvalues before SELCTGing
534*
535 IF( ilascl ) THEN
536 CALL dlascl( 'g', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
537 $ IERR )
538 CALL DLASCL( 'g', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
539 $ IERR )
540 END IF
541 IF( ILBSCL )
542 $ CALL DLASCL( 'g', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
543*
544* Select eigenvalues
545*
546 DO 10 I = 1, N
547 BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
548 10 CONTINUE
549*
550 CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
551 $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
552 $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
553 $ IERR )
554.EQ. IF( IERR1 )
555 $ INFO = N + 3
556*
557 END IF
558*
559* Apply back-permutation to VSL and VSR
560*
561 IF( ILVSL )
562 $ CALL DGGBAK( 'p', 'l', N, ILO, IHI, WORK( ILEFT ),
563 $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
564*
565 IF( ILVSR )
566 $ CALL DGGBAK( 'p', 'r', N, ILO, IHI, WORK( ILEFT ),
567 $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
568*
569* Check if unscaling would cause over/underflow, if so, rescale
570* (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
571* B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
572*
573 IF( ILASCL ) THEN
574 DO 20 I = 1, N
575.NE. IF( ALPHAI( I )ZERO ) THEN
576.GT..OR. IF( ( ALPHAR( I ) / SAFMAX )( ANRMTO / ANRM )
577.GT. $ ( SAFMIN / ALPHAR( I ) )( ANRM / ANRMTO ) ) THEN
578 WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
579 BETA( I ) = BETA( I )*WORK( 1 )
580 ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
581 ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
582.GT. ELSE IF( ( ALPHAI( I ) / SAFMAX )
583.OR. $ ( ANRMTO / ANRM )
584.GT. $ ( SAFMIN / ALPHAI( I ) )( ANRM / ANRMTO ) )
585 $ THEN
586 WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
587 BETA( I ) = BETA( I )*WORK( 1 )
588 ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
589 ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
590 END IF
591 END IF
592 20 CONTINUE
593 END IF
594*
595 IF( ILBSCL ) THEN
596 DO 30 I = 1, N
597.NE. IF( ALPHAI( I )ZERO ) THEN
598.GT..OR. IF( ( BETA( I ) / SAFMAX )( BNRMTO / BNRM )
599.GT. $ ( SAFMIN / BETA( I ) )( BNRM / BNRMTO ) ) THEN
600 WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
601 BETA( I ) = BETA( I )*WORK( 1 )
602 ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
603 ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
604 END IF
605 END IF
606 30 CONTINUE
607 END IF
608*
609* Undo scaling
610*
611 IF( ILASCL ) THEN
612 CALL DLASCL( 'h', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
613 CALL DLASCL( 'g', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
614 CALL DLASCL( 'g', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
615 END IF
616*
617 IF( ILBSCL ) THEN
618 CALL DLASCL( 'u', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
619 CALL DLASCL( 'g', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
620 END IF
621*
622 IF( WANTST ) THEN
623*
624* Check if reordering is correct
625*
626 LASTSL = .TRUE.
627 LST2SL = .TRUE.
628 SDIM = 0
629 IP = 0
630 DO 40 I = 1, N
631 CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
632.EQ. IF( ALPHAI( I )ZERO ) THEN
633 IF( CURSL )
634 $ SDIM = SDIM + 1
635 IP = 0
636.AND..NOT. IF( CURSL LASTSL )
637 $ INFO = N + 2
638 ELSE
639.EQ. IF( IP1 ) THEN
640*
641* Last eigenvalue of conjugate pair
642*
643.OR. CURSL = CURSL LASTSL
644 LASTSL = CURSL
645 IF( CURSL )
646 $ SDIM = SDIM + 2
647 IP = -1
648.AND..NOT. IF( CURSL LST2SL )
649 $ INFO = N + 2
650 ELSE
651*
652* First eigenvalue of conjugate pair
653*
654 IP = 1
655 END IF
656 END IF
657 LST2SL = LASTSL
658 LASTSL = CURSL
659 40 CONTINUE
660*
661 END IF
662*
663 50 CONTINUE
664*
665 WORK( 1 ) = LWKOPT
666*
667 RETURN
668*
669* End of DGGES3
670*
671 END
subroutine dlabad(small, large)
DLABAD
Definition dlabad.f:74
subroutine dlacpy(uplo, m, n, a, lda, b, ldb)
DLACPY copies all or part of one two-dimensional array to another.
Definition dlacpy.f:103
subroutine dlascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition dlascl.f:143
subroutine dlaset(uplo, m, n, alpha, beta, a, lda)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition dlaset.f:110
subroutine xerbla(srname, info)
XERBLA
Definition xerbla.f:60
subroutine dggbal(job, n, a, lda, b, ldb, ilo, ihi, lscale, rscale, work, info)
DGGBAL
Definition dggbal.f:177
subroutine dggbak(job, side, n, ilo, ihi, lscale, rscale, m, v, ldv, info)
DGGBAK
Definition dggbak.f:147
recursive subroutine dlaqz0(wants, wantq, wantz, n, ilo, ihi, a, lda, b, ldb, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, rec, info)
DLAQZ0
Definition dlaqz0.f:306
subroutine dgeqrf(m, n, a, lda, tau, work, lwork, info)
DGEQRF
Definition dgeqrf.f:146
subroutine dgges3(jobvsl, jobvsr, sort, selctg, n, a, lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, work, lwork, bwork, info)
DGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE ...
Definition dgges3.f:282
subroutine dormqr(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
DORMQR
Definition dormqr.f:167
subroutine dorgqr(m, n, k, a, lda, tau, work, lwork, info)
DORGQR
Definition dorgqr.f:128
subroutine dgghd3(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, work, lwork, info)
DGGHD3
Definition dgghd3.f:230
subroutine dtgsen(ijob, wantq, wantz, select, n, a, lda, b, ldb, alphar, alphai, beta, q, ldq, z, ldz, m, pl, pr, dif, work, lwork, iwork, liwork, info)
DTGSEN
Definition dtgsen.f:451
#define max(a, b)
Definition macros.h:21