281 SUBROUTINE dgges( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
282 $ SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
283 $ LDVSR, WORK, LWORK, BWORK, INFO )
290 CHARACTER JOBVSL, JOBVSR, SORT
291 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
295 DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
296 $ b( ldb, * ), beta( * ), vsl( ldvsl, * ),
297 $ vsr( ldvsr, * ), work( * )
307 DOUBLE PRECISION ZERO,
308 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
311 LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
312 $ LQUERY, LST2SL, WANTST
313 INTEGER I, ICOLS, IERR, IHI, IJOBVL, , ILEFT,
314 $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, MAXWRK,
316 DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
317 $ PVSR, SAFMAX, SAFMIN, SMLNUM
321 DOUBLE PRECISION DIF( 2 )
331 DOUBLE PRECISION DLAMCH, DLANGE
332 EXTERNAL lsame, ilaenv, dlamch, dlange
335 INTRINSIC abs,
max, sqrt
341 IF( lsame( jobvsl,
'N' ) )
THEN
344 ELSE IF( lsame( jobvsl,
'V' ) )
THEN
352 IF( lsame( jobvsr,
'N' ) )
THEN
355 ELSE IF( lsame( jobvsr,
'V' ) )
THEN
363 wantst = lsame( sort,
'S' )
368 lquery = ( lwork.EQ.-1 )
369 IF( ijobvl.LE.0 )
THEN
371 ELSE IF( ijobvr.LE.0 )
THEN
373 ELSE IF( ( .NOT.wantst ) .AND. ( .NOT.lsame( sort,
'N' ) ) )
THEN
375 ELSE IF( n.LT.0 )
THEN
377 ELSE IF( lda.LT.
max( 1, n ) )
THEN
379 ELSE IF( ldb.LT.
max( 1, n ) )
THEN
381 ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) )
THEN
383 ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) )
THEN
396 minwrk =
max( 8*n, 6*n + 16 )
397 maxwrk = minwrk - n +
398 $ n*ilaenv( 1,
'DGEQRF',
' ', n, 1, n, 0 )
399 maxwrk =
max( maxwrk, minwrk - n +
400 $ n*ilaenv( 1,
'DORMQR',
' ', n, 1, n, -1 ) )
402 maxwrk =
max( maxwrk, minwrk - n +
403 $ n*ilaenv( 1,
'DORGQR',
' ', n, 1, n, -1 ) )
411 IF( lwork.LT.minwrk .AND. .NOT.lquery )
416 CALL xerbla(
'DGGES ', -info )
418 ELSE IF( lquery )
THEN
432 safmin = dlamch(
'S' )
433 safmax = one / safmin
434 CALL dlabad( safmin, safmax )
435 smlnum = sqrt( safmin ) / eps
436 bignum = one / smlnum
440 anrm = dlange(
'M', n, n, a, lda, work )
442 IF( anrm.GT.zero .AND. anrm.LT.smlnum )
THEN
445 ELSE IF( anrm.GT.bignum )
THEN
450 $
CALL dlascl(
'G', 0, 0, anrm, anrmto, n, n, a, lda, ierr )
454 bnrm = dlange(
'M', n, n, b, ldb, work )
456 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum )
THEN
459 ELSE IF( bnrm.GT.bignum )
THEN
464 $
CALL dlascl(
'G', 0, 0, bnrm, bnrmto, n, n, b, ldb, ierr )
472 CALL dggbal(
'P', n, a, lda, b, ldb, ilo, ihi, work( ileft ),
473 $ work( iright ), work( iwrk ), ierr )
478 irows = ihi + 1 - ilo
482 CALL dgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
483 $ work( iwrk ), lwork+1-iwrk, ierr )
488 CALL dormqr(
'L',
'T', irows, icols, irows, b( ilo, ilo ), ldb,
489 $ work( itau ), a( ilo, ilo ), lda, work( iwrk ),
490 $ lwork+1-iwrk, ierr )
496 CALL dlaset(
'Full', n, n, zero, one, vsl, ldvsl )
497 IF( irows.GT.1 )
THEN
498 CALL dlacpy(
'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
499 $ vsl( ilo+1, ilo ), ldvsl )
501 CALL dorgqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
502 $ work( itau ), work( iwrk ), lwork+1-iwrk, ierr )
508 $
CALL dlaset(
'Full', n, n, zero, one, vsr, ldvsr )
513 CALL dgghrd( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
514 $ ldvsl, vsr, ldvsr, ierr )
520 CALL dhgeqz(
'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
521 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
522 $ work( iwrk ), lwork+1-iwrk, ierr )
524 IF( ierr.GT.0 .AND. ierr.LE.n )
THEN
526 ELSE IF( ierr.GT.n .AND. ierr.LE.2*n )
THEN
543 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphar, n,
545 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphai, n,
549 $
CALL dlascl(
'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
554 bwork( i ) = selctg( alphar( i ), alphai( i ), beta( i ) )
557 CALL dtgsen( 0, ilvsl, ilvsr, bwork, n, a, lda, b, ldb, alphar,
558 $ alphai, beta, vsl, ldvsl, vsr, ldvsr, sdim, pvsl,
559 $ pvsr, dif, work( iwrk ), lwork-iwrk+1, idum, 1,
570 $
CALL dggbak(
'P',
'L', n, ilo, ihi, work( ileft ),
571 $ work( iright ), n, vsl, ldvsl, ierr )
574 $
CALL dggbak(
'P',
'R', n, ilo, ihi, work( ileft ),
575 $ work( iright ), n, vsr, ldvsr, ierr )
583 IF( alphai( i ).NE.zero )
THEN
584 IF( ( alphar( i ) / safmax ).GT.( anrmto / anrm ) .OR.
585 $ ( safmin / alphar( i ) ).GT.( anrm / anrmto ) )
THEN
586 work( 1 ) = abs( a( i, i ) / alphar( i ) )
587 beta( i ) = beta( i )*work( 1 )
588 alphar( i ) = alphar( i )*work( 1 )
589 alphai( i ) = alphai( i )*work( 1 )
590 ELSE IF( ( alphai( i ) / safmax ).GT.
591 $ ( anrmto / anrm ) .OR.
592 $ ( safmin / alphai( i ) ).GT.( anrm / anrmto ) )
594 work( 1 ) = abs( a( i, i+1 ) / alphai( i ) )
595 beta( i ) = beta( i )*work( 1 )
596 alphar( i ) = alphar( i )*work( 1 )
597 alphai( i ) = alphai( i )*work( 1 )
605 IF( alphai( i ).NE.zero )
THEN
606 IF( ( beta( i ) / safmax ).GT.( bnrmto / bnrm ) .OR.
607 $ ( safmin / beta( i ) ).GT.( bnrm / bnrmto ) )
THEN
608 work( 1 ) = abs( b( i, i ) / beta( i ) )
609 beta( i ) = beta( i )*work( 1 )
610 alphar( i ) = alphar( i )*work( 1 )
611 alphai( i ) = alphai( i )*work( 1 )
620 CALL dlascl(
'H', 0, 0, anrmto, anrm, n, n, a, lda, ierr )
621 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphar, n, ierr )
622 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphai, n, ierr )
626 CALL dlascl(
'U', 0, 0, bnrmto, bnrm, n, n, b, ldb, ierr )
627 CALL dlascl(
'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
639 cursl = selctg( alphar( i ), alphai( i ), beta( i ) )
640 IF( alphai( i ).EQ.zero )
THEN
644 IF( cursl .AND. .NOT.lastsl )
651 cursl = cursl .OR. lastsl
656 IF( cursl .AND. .NOT.lst2sl )