Example #1
0
/* Subroutine */ int clalsd_(char *uplo, integer *smlsiz, integer *n, integer 
	*nrhs, real *d__, real *e, complex *b, integer *ldb, real *rcond, 
	integer *rank, complex *work, real *rwork, integer *iwork, integer *
	info)
{
    /* System generated locals */
    integer b_dim1, b_offset, i__1, i__2, i__3, i__4, i__5, i__6;
    real r__1;
    complex q__1;

    /* Builtin functions */
    double r_imag(complex *), log(doublereal), r_sign(real *, real *);

    /* Local variables */
    integer c__, i__, j, k;
    real r__;
    integer s, u, z__;
    real cs;
    integer bx;
    real sn;
    integer st, vt, nm1, st1;
    real eps;
    integer iwk;
    real tol;
    integer difl, difr;
    real rcnd;
    integer jcol, irwb, perm, nsub, nlvl, sqre, bxst, jrow, irwu, jimag, 
	    jreal;
    extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, real *, integer *, real *, 
	    real *, integer *);
    integer irwib;
    extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, 
	    complex *, integer *);
    integer poles, sizei, irwrb, nsize;
    extern /* Subroutine */ int csrot_(integer *, complex *, integer *, 
	    complex *, integer *, real *, real *);
    integer irwvt, icmpq1, icmpq2;
    extern /* Subroutine */ int clalsa_(integer *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, real *, 
	    integer *, real *, integer *, real *, real *, real *, real *, 
	    integer *, integer *, integer *, integer *, real *, real *, real *
, real *, integer *, integer *), clascl_(char *, integer *, 
	    integer *, real *, real *, integer *, integer *, complex *, 
	    integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int slasda_(integer *, integer *, integer *, 
	    integer *, real *, real *, real *, integer *, real *, integer *, 
	    real *, real *, real *, real *, integer *, integer *, integer *, 
	    integer *, real *, real *, real *, real *, integer *, integer *), 
	    clacpy_(char *, integer *, integer *, complex *, integer *, 
	    complex *, integer *), claset_(char *, integer *, integer 
	    *, complex *, complex *, complex *, integer *), xerbla_(
	    char *, integer *), slascl_(char *, integer *, integer *, 
	    real *, real *, integer *, integer *, real *, integer *, integer *
);
    extern integer isamax_(integer *, real *, integer *);
    integer givcol;
    extern /* Subroutine */ int slasdq_(char *, integer *, integer *, integer 
	    *, integer *, integer *, real *, real *, real *, integer *, real *
, integer *, real *, integer *, real *, integer *), 
	    slaset_(char *, integer *, integer *, real *, real *, real *, 
	    integer *), slartg_(real *, real *, real *, real *, real *
);
    real orgnrm;
    integer givnum;
    extern doublereal slanst_(char *, integer *, real *, real *);
    extern /* Subroutine */ int slasrt_(char *, integer *, real *, integer *);
    integer givptr, nrwork, irwwrk, smlszp;


/*  -- LAPACK routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CLALSD uses the singular value decomposition of A to solve the least */
/*  squares problem of finding X to minimize the Euclidean norm of each */
/*  column of A*X-B, where A is N-by-N upper bidiagonal, and X and B */
/*  are N-by-NRHS. The solution X overwrites B. */

/*  The singular values of A smaller than RCOND times the largest */
/*  singular value are treated as zero in solving the least squares */
/*  problem; in this case a minimum norm solution is returned. */
/*  The actual singular values are returned in D in ascending order. */

/*  This code makes very mild assumptions about floating point */
/*  arithmetic. It will work on machines with a guard digit in */
/*  add/subtract, or on those binary machines without guard digits */
/*  which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. */
/*  It could conceivably fail on hexadecimal or decimal machines */
/*  without guard digits, but we know of none. */

/*  Arguments */
/*  ========= */

/*  UPLO   (input) CHARACTER*1 */
/*         = 'U': D and E define an upper bidiagonal matrix. */
/*         = 'L': D and E define a  lower bidiagonal matrix. */

/*  SMLSIZ (input) INTEGER */
/*         The maximum size of the subproblems at the bottom of the */
/*         computation tree. */

/*  N      (input) INTEGER */
/*         The dimension of the  bidiagonal matrix.  N >= 0. */

/*  NRHS   (input) INTEGER */
/*         The number of columns of B. NRHS must be at least 1. */

/*  D      (input/output) REAL array, dimension (N) */
/*         On entry D contains the main diagonal of the bidiagonal */
/*         matrix. On exit, if INFO = 0, D contains its singular values. */

/*  E      (input/output) REAL array, dimension (N-1) */
/*         Contains the super-diagonal entries of the bidiagonal matrix. */
/*         On exit, E has been destroyed. */

/*  B      (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*         On input, B contains the right hand sides of the least */
/*         squares problem. On output, B contains the solution X. */

/*  LDB    (input) INTEGER */
/*         The leading dimension of B in the calling subprogram. */
/*         LDB must be at least max(1,N). */

/*  RCOND  (input) REAL */
/*         The singular values of A less than or equal to RCOND times */
/*         the largest singular value are treated as zero in solving */
/*         the least squares problem. If RCOND is negative, */
/*         machine precision is used instead. */
/*         For example, if diag(S)*X=B were the least squares problem, */
/*         where diag(S) is a diagonal matrix of singular values, the */
/*         solution would be X(i) = B(i) / S(i) if S(i) is greater than */
/*         RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to */
/*         RCOND*max(S). */

/*  RANK   (output) INTEGER */
/*         The number of singular values of A greater than RCOND times */
/*         the largest singular value. */

/*  WORK   (workspace) COMPLEX array, dimension (N * NRHS). */

/*  RWORK  (workspace) REAL array, dimension at least */
/*         (9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS + (SMLSIZ+1)**2), */
/*         where */
/*         NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) */

/*  IWORK  (workspace) INTEGER array, dimension (3*N*NLVL + 11*N). */

/*  INFO   (output) INTEGER */
/*         = 0:  successful exit. */
/*         < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*         > 0:  The algorithm failed to compute an singular value while */
/*               working on the submatrix lying in rows and columns */
/*               INFO/(N+1) through MOD(INFO,N+1). */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*     Ming Gu and Ren-Cang Li, Computer Science Division, University of */
/*       California at Berkeley, USA */
/*     Osni Marques, LBNL/NERSC, USA */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --d__;
    --e;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --work;
    --rwork;
    --iwork;

    /* Function Body */
    *info = 0;

    if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 1) {
	*info = -4;
    } else if (*ldb < 1 || *ldb < *n) {
	*info = -8;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CLALSD", &i__1);
	return 0;
    }

    eps = slamch_("Epsilon");

/*     Set up the tolerance. */

    if (*rcond <= 0.f || *rcond >= 1.f) {
	rcnd = eps;
    } else {
	rcnd = *rcond;
    }

    *rank = 0;

/*     Quick return if possible. */

    if (*n == 0) {
	return 0;
    } else if (*n == 1) {
	if (d__[1] == 0.f) {
	    claset_("A", &c__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	} else {
	    *rank = 1;
	    clascl_("G", &c__0, &c__0, &d__[1], &c_b10, &c__1, nrhs, &b[
		    b_offset], ldb, info);
	    d__[1] = dabs(d__[1]);
	}
	return 0;
    }

/*     Rotate the matrix if it is lower bidiagonal. */

    if (*(unsigned char *)uplo == 'L') {
	i__1 = *n - 1;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    slartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
	    d__[i__] = r__;
	    e[i__] = sn * d__[i__ + 1];
	    d__[i__ + 1] = cs * d__[i__ + 1];
	    if (*nrhs == 1) {
		csrot_(&c__1, &b[i__ + b_dim1], &c__1, &b[i__ + 1 + b_dim1], &
			c__1, &cs, &sn);
	    } else {
		rwork[(i__ << 1) - 1] = cs;
		rwork[i__ * 2] = sn;
	    }
/* L10: */
	}
	if (*nrhs > 1) {
	    i__1 = *nrhs;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = *n - 1;
		for (j = 1; j <= i__2; ++j) {
		    cs = rwork[(j << 1) - 1];
		    sn = rwork[j * 2];
		    csrot_(&c__1, &b[j + i__ * b_dim1], &c__1, &b[j + 1 + i__ 
			    * b_dim1], &c__1, &cs, &sn);
/* L20: */
		}
/* L30: */
	    }
	}
    }

/*     Scale. */

    nm1 = *n - 1;
    orgnrm = slanst_("M", n, &d__[1], &e[1]);
    if (orgnrm == 0.f) {
	claset_("A", n, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	return 0;
    }

    slascl_("G", &c__0, &c__0, &orgnrm, &c_b10, n, &c__1, &d__[1], n, info);
    slascl_("G", &c__0, &c__0, &orgnrm, &c_b10, &nm1, &c__1, &e[1], &nm1, 
	    info);

/*     If N is smaller than the minimum divide size SMLSIZ, then solve */
/*     the problem with another solver. */

    if (*n <= *smlsiz) {
	irwu = 1;
	irwvt = irwu + *n * *n;
	irwwrk = irwvt + *n * *n;
	irwrb = irwwrk;
	irwib = irwrb + *n * *nrhs;
	irwb = irwib + *n * *nrhs;
	slaset_("A", n, n, &c_b35, &c_b10, &rwork[irwu], n);
	slaset_("A", n, n, &c_b35, &c_b10, &rwork[irwvt], n);
	slasdq_("U", &c__0, n, n, n, &c__0, &d__[1], &e[1], &rwork[irwvt], n, 
		&rwork[irwu], n, &rwork[irwwrk], &c__1, &rwork[irwwrk], info);
	if (*info != 0) {
	    return 0;
	}

/*        In the real version, B is passed to SLASDQ and multiplied */
/*        internally by Q'. Here B is complex and that product is */
/*        computed below in two steps (real and imaginary parts). */

	j = irwb - 1;
	i__1 = *nrhs;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    i__2 = *n;
	    for (jrow = 1; jrow <= i__2; ++jrow) {
		++j;
		i__3 = jrow + jcol * b_dim1;
		rwork[j] = b[i__3].r;
/* L40: */
	    }
/* L50: */
	}
	sgemm_("T", "N", n, nrhs, n, &c_b10, &rwork[irwu], n, &rwork[irwb], n, 
		 &c_b35, &rwork[irwrb], n);
	j = irwb - 1;
	i__1 = *nrhs;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    i__2 = *n;
	    for (jrow = 1; jrow <= i__2; ++jrow) {
		++j;
		rwork[j] = r_imag(&b[jrow + jcol * b_dim1]);
/* L60: */
	    }
/* L70: */
	}
	sgemm_("T", "N", n, nrhs, n, &c_b10, &rwork[irwu], n, &rwork[irwb], n, 
		 &c_b35, &rwork[irwib], n);
	jreal = irwrb - 1;
	jimag = irwib - 1;
	i__1 = *nrhs;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    i__2 = *n;
	    for (jrow = 1; jrow <= i__2; ++jrow) {
		++jreal;
		++jimag;
		i__3 = jrow + jcol * b_dim1;
		i__4 = jreal;
		i__5 = jimag;
		q__1.r = rwork[i__4], q__1.i = rwork[i__5];
		b[i__3].r = q__1.r, b[i__3].i = q__1.i;
/* L80: */
	    }
/* L90: */
	}

	tol = rcnd * (r__1 = d__[isamax_(n, &d__[1], &c__1)], dabs(r__1));
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    if (d__[i__] <= tol) {
		claset_("A", &c__1, nrhs, &c_b1, &c_b1, &b[i__ + b_dim1], ldb);
	    } else {
		clascl_("G", &c__0, &c__0, &d__[i__], &c_b10, &c__1, nrhs, &b[
			i__ + b_dim1], ldb, info);
		++(*rank);
	    }
/* L100: */
	}

/*        Since B is complex, the following call to SGEMM is performed */
/*        in two steps (real and imaginary parts). That is for V * B */
/*        (in the real version of the code V' is stored in WORK). */

/*        CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, WORK, N, B, LDB, ZERO, */
/*    $               WORK( NWORK ), N ) */

	j = irwb - 1;
	i__1 = *nrhs;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    i__2 = *n;
	    for (jrow = 1; jrow <= i__2; ++jrow) {
		++j;
		i__3 = jrow + jcol * b_dim1;
		rwork[j] = b[i__3].r;
/* L110: */
	    }
/* L120: */
	}
	sgemm_("T", "N", n, nrhs, n, &c_b10, &rwork[irwvt], n, &rwork[irwb], 
		n, &c_b35, &rwork[irwrb], n);
	j = irwb - 1;
	i__1 = *nrhs;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    i__2 = *n;
	    for (jrow = 1; jrow <= i__2; ++jrow) {
		++j;
		rwork[j] = r_imag(&b[jrow + jcol * b_dim1]);
/* L130: */
	    }
/* L140: */
	}
	sgemm_("T", "N", n, nrhs, n, &c_b10, &rwork[irwvt], n, &rwork[irwb], 
		n, &c_b35, &rwork[irwib], n);
	jreal = irwrb - 1;
	jimag = irwib - 1;
	i__1 = *nrhs;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    i__2 = *n;
	    for (jrow = 1; jrow <= i__2; ++jrow) {
		++jreal;
		++jimag;
		i__3 = jrow + jcol * b_dim1;
		i__4 = jreal;
		i__5 = jimag;
		q__1.r = rwork[i__4], q__1.i = rwork[i__5];
		b[i__3].r = q__1.r, b[i__3].i = q__1.i;
/* L150: */
	    }
/* L160: */
	}

/*        Unscale. */

	slascl_("G", &c__0, &c__0, &c_b10, &orgnrm, n, &c__1, &d__[1], n, 
		info);
	slasrt_("D", n, &d__[1], info);
	clascl_("G", &c__0, &c__0, &orgnrm, &c_b10, n, nrhs, &b[b_offset], 
		ldb, info);

	return 0;
    }

/*     Book-keeping and setting up some constants. */

    nlvl = (integer) (log((real) (*n) / (real) (*smlsiz + 1)) / log(2.f)) + 1;

    smlszp = *smlsiz + 1;

    u = 1;
    vt = *smlsiz * *n + 1;
    difl = vt + smlszp * *n;
    difr = difl + nlvl * *n;
    z__ = difr + (nlvl * *n << 1);
    c__ = z__ + nlvl * *n;
    s = c__ + *n;
    poles = s + *n;
    givnum = poles + (nlvl << 1) * *n;
    nrwork = givnum + (nlvl << 1) * *n;
    bx = 1;

    irwrb = nrwork;
    irwib = irwrb + *smlsiz * *nrhs;
    irwb = irwib + *smlsiz * *nrhs;

    sizei = *n + 1;
    k = sizei + *n;
    givptr = k + *n;
    perm = givptr + *n;
    givcol = perm + nlvl * *n;
    iwk = givcol + (nlvl * *n << 1);

    st = 1;
    sqre = 0;
    icmpq1 = 1;
    icmpq2 = 0;
    nsub = 0;

    i__1 = *n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	if ((r__1 = d__[i__], dabs(r__1)) < eps) {
	    d__[i__] = r_sign(&eps, &d__[i__]);
	}
/* L170: */
    }

    i__1 = nm1;
    for (i__ = 1; i__ <= i__1; ++i__) {
	if ((r__1 = e[i__], dabs(r__1)) < eps || i__ == nm1) {
	    ++nsub;
	    iwork[nsub] = st;

/*           Subproblem found. First determine its size and then */
/*           apply divide and conquer on it. */

	    if (i__ < nm1) {

/*              A subproblem with E(I) small for I < NM1. */

		nsize = i__ - st + 1;
		iwork[sizei + nsub - 1] = nsize;
	    } else if ((r__1 = e[i__], dabs(r__1)) >= eps) {

/*              A subproblem with E(NM1) not too small but I = NM1. */

		nsize = *n - st + 1;
		iwork[sizei + nsub - 1] = nsize;
	    } else {

/*              A subproblem with E(NM1) small. This implies an */
/*              1-by-1 subproblem at D(N), which is not solved */
/*              explicitly. */

		nsize = i__ - st + 1;
		iwork[sizei + nsub - 1] = nsize;
		++nsub;
		iwork[nsub] = *n;
		iwork[sizei + nsub - 1] = 1;
		ccopy_(nrhs, &b[*n + b_dim1], ldb, &work[bx + nm1], n);
	    }
	    st1 = st - 1;
	    if (nsize == 1) {

/*              This is a 1-by-1 subproblem and is not solved */
/*              explicitly. */

		ccopy_(nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n);
	    } else if (nsize <= *smlsiz) {

/*              This is a small subproblem and is solved by SLASDQ. */

		slaset_("A", &nsize, &nsize, &c_b35, &c_b10, &rwork[vt + st1], 
			 n);
		slaset_("A", &nsize, &nsize, &c_b35, &c_b10, &rwork[u + st1], 
			n);
		slasdq_("U", &c__0, &nsize, &nsize, &nsize, &c__0, &d__[st], &
			e[st], &rwork[vt + st1], n, &rwork[u + st1], n, &
			rwork[nrwork], &c__1, &rwork[nrwork], info)
			;
		if (*info != 0) {
		    return 0;
		}

/*              In the real version, B is passed to SLASDQ and multiplied */
/*              internally by Q'. Here B is complex and that product is */
/*              computed below in two steps (real and imaginary parts). */

		j = irwb - 1;
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = st + nsize - 1;
		    for (jrow = st; jrow <= i__3; ++jrow) {
			++j;
			i__4 = jrow + jcol * b_dim1;
			rwork[j] = b[i__4].r;
/* L180: */
		    }
/* L190: */
		}
		sgemm_("T", "N", &nsize, nrhs, &nsize, &c_b10, &rwork[u + st1]
, n, &rwork[irwb], &nsize, &c_b35, &rwork[irwrb], &
			nsize);
		j = irwb - 1;
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = st + nsize - 1;
		    for (jrow = st; jrow <= i__3; ++jrow) {
			++j;
			rwork[j] = r_imag(&b[jrow + jcol * b_dim1]);
/* L200: */
		    }
/* L210: */
		}
		sgemm_("T", "N", &nsize, nrhs, &nsize, &c_b10, &rwork[u + st1]
, n, &rwork[irwb], &nsize, &c_b35, &rwork[irwib], &
			nsize);
		jreal = irwrb - 1;
		jimag = irwib - 1;
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = st + nsize - 1;
		    for (jrow = st; jrow <= i__3; ++jrow) {
			++jreal;
			++jimag;
			i__4 = jrow + jcol * b_dim1;
			i__5 = jreal;
			i__6 = jimag;
			q__1.r = rwork[i__5], q__1.i = rwork[i__6];
			b[i__4].r = q__1.r, b[i__4].i = q__1.i;
/* L220: */
		    }
/* L230: */
		}

		clacpy_("A", &nsize, nrhs, &b[st + b_dim1], ldb, &work[bx + 
			st1], n);
	    } else {

/*              A large problem. Solve it using divide and conquer. */

		slasda_(&icmpq1, smlsiz, &nsize, &sqre, &d__[st], &e[st], &
			rwork[u + st1], n, &rwork[vt + st1], &iwork[k + st1], 
			&rwork[difl + st1], &rwork[difr + st1], &rwork[z__ + 
			st1], &rwork[poles + st1], &iwork[givptr + st1], &
			iwork[givcol + st1], n, &iwork[perm + st1], &rwork[
			givnum + st1], &rwork[c__ + st1], &rwork[s + st1], &
			rwork[nrwork], &iwork[iwk], info);
		if (*info != 0) {
		    return 0;
		}
		bxst = bx + st1;
		clalsa_(&icmpq2, smlsiz, &nsize, nrhs, &b[st + b_dim1], ldb, &
			work[bxst], n, &rwork[u + st1], n, &rwork[vt + st1], &
			iwork[k + st1], &rwork[difl + st1], &rwork[difr + st1]
, &rwork[z__ + st1], &rwork[poles + st1], &iwork[
			givptr + st1], &iwork[givcol + st1], n, &iwork[perm + 
			st1], &rwork[givnum + st1], &rwork[c__ + st1], &rwork[
			s + st1], &rwork[nrwork], &iwork[iwk], info);
		if (*info != 0) {
		    return 0;
		}
	    }
	    st = i__ + 1;
	}
/* L240: */
    }

/*     Apply the singular values and treat the tiny ones as zero. */

    tol = rcnd * (r__1 = d__[isamax_(n, &d__[1], &c__1)], dabs(r__1));

    i__1 = *n;
    for (i__ = 1; i__ <= i__1; ++i__) {

/*        Some of the elements in D can be negative because 1-by-1 */
/*        subproblems were not solved explicitly. */

	if ((r__1 = d__[i__], dabs(r__1)) <= tol) {
	    claset_("A", &c__1, nrhs, &c_b1, &c_b1, &work[bx + i__ - 1], n);
	} else {
	    ++(*rank);
	    clascl_("G", &c__0, &c__0, &d__[i__], &c_b10, &c__1, nrhs, &work[
		    bx + i__ - 1], n, info);
	}
	d__[i__] = (r__1 = d__[i__], dabs(r__1));
/* L250: */
    }

/*     Now apply back the right singular vectors. */

    icmpq2 = 1;
    i__1 = nsub;
    for (i__ = 1; i__ <= i__1; ++i__) {
	st = iwork[i__];
	st1 = st - 1;
	nsize = iwork[sizei + i__ - 1];
	bxst = bx + st1;
	if (nsize == 1) {
	    ccopy_(nrhs, &work[bxst], n, &b[st + b_dim1], ldb);
	} else if (nsize <= *smlsiz) {

/*           Since B and BX are complex, the following call to SGEMM */
/*           is performed in two steps (real and imaginary parts). */

/*           CALL SGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE, */
/*    $                  RWORK( VT+ST1 ), N, RWORK( BXST ), N, ZERO, */
/*    $                  B( ST, 1 ), LDB ) */

	    j = bxst - *n - 1;
	    jreal = irwb - 1;
	    i__2 = *nrhs;
	    for (jcol = 1; jcol <= i__2; ++jcol) {
		j += *n;
		i__3 = nsize;
		for (jrow = 1; jrow <= i__3; ++jrow) {
		    ++jreal;
		    i__4 = j + jrow;
		    rwork[jreal] = work[i__4].r;
/* L260: */
		}
/* L270: */
	    }
	    sgemm_("T", "N", &nsize, nrhs, &nsize, &c_b10, &rwork[vt + st1], 
		    n, &rwork[irwb], &nsize, &c_b35, &rwork[irwrb], &nsize);
	    j = bxst - *n - 1;
	    jimag = irwb - 1;
	    i__2 = *nrhs;
	    for (jcol = 1; jcol <= i__2; ++jcol) {
		j += *n;
		i__3 = nsize;
		for (jrow = 1; jrow <= i__3; ++jrow) {
		    ++jimag;
		    rwork[jimag] = r_imag(&work[j + jrow]);
/* L280: */
		}
/* L290: */
	    }
	    sgemm_("T", "N", &nsize, nrhs, &nsize, &c_b10, &rwork[vt + st1], 
		    n, &rwork[irwb], &nsize, &c_b35, &rwork[irwib], &nsize);
	    jreal = irwrb - 1;
	    jimag = irwib - 1;
	    i__2 = *nrhs;
	    for (jcol = 1; jcol <= i__2; ++jcol) {
		i__3 = st + nsize - 1;
		for (jrow = st; jrow <= i__3; ++jrow) {
		    ++jreal;
		    ++jimag;
		    i__4 = jrow + jcol * b_dim1;
		    i__5 = jreal;
		    i__6 = jimag;
		    q__1.r = rwork[i__5], q__1.i = rwork[i__6];
		    b[i__4].r = q__1.r, b[i__4].i = q__1.i;
/* L300: */
		}
/* L310: */
	    }
	} else {
	    clalsa_(&icmpq2, smlsiz, &nsize, nrhs, &work[bxst], n, &b[st + 
		    b_dim1], ldb, &rwork[u + st1], n, &rwork[vt + st1], &
		    iwork[k + st1], &rwork[difl + st1], &rwork[difr + st1], &
		    rwork[z__ + st1], &rwork[poles + st1], &iwork[givptr + 
		    st1], &iwork[givcol + st1], n, &iwork[perm + st1], &rwork[
		    givnum + st1], &rwork[c__ + st1], &rwork[s + st1], &rwork[
		    nrwork], &iwork[iwk], info);
	    if (*info != 0) {
		return 0;
	    }
	}
/* L320: */
    }

/*     Unscale and sort the singular values. */

    slascl_("G", &c__0, &c__0, &c_b10, &orgnrm, n, &c__1, &d__[1], n, info);
    slasrt_("D", n, &d__[1], info);
    clascl_("G", &c__0, &c__0, &orgnrm, &c_b10, n, nrhs, &b[b_offset], ldb, 
	    info);

    return 0;

/*     End of CLALSD */

} /* clalsd_ */
Example #2
0
doublereal cqrt17_(char *trans, integer *iresid, integer *m, integer *n, 
	integer *nrhs, complex *a, integer *lda, complex *x, integer *ldx, 
	complex *b, integer *ldb, complex *c__, complex *work, integer *lwork)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, c_dim1, c_offset, x_dim1, 
	    x_offset, i__1;
    real ret_val;

    /* Local variables */
    real err;
    integer iscl, info;
    extern /* Subroutine */ int cgemm_(char *, char *, integer *, integer *, 
	    integer *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, integer *);
    extern logical lsame_(char *, char *);
    real norma, normb;
    integer ncols;
    real normx, rwork[1];
    integer nrows;
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), xerbla_(char *, 
	    integer *);
    real bignum, smlnum, normrs;


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CQRT17 computes the ratio */

/*     || R'*op(A) ||/(||A||*alpha*max(M,N,NRHS)*eps) */

/*  where R = op(A)*X - B, op(A) is A or A', and */

/*     alpha = ||B|| if IRESID = 1 (zero-residual problem) */
/*     alpha = ||R|| if IRESID = 2 (otherwise). */

/*  Arguments */
/*  ========= */

/*  TRANS   (input) CHARACTER*1 */
/*          Specifies whether or not the transpose of A is used. */
/*          = 'N':  No transpose, op(A) = A. */
/*          = 'C':  Conjugate transpose, op(A) = A'. */

/*  IRESID  (input) INTEGER */
/*          IRESID = 1 indicates zero-residual problem. */
/*          IRESID = 2 indicates non-zero residual. */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A. */
/*          If TRANS = 'N', the number of rows of the matrix B. */
/*          If TRANS = 'C', the number of rows of the matrix X. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix  A. */
/*          If TRANS = 'N', the number of rows of the matrix X. */
/*          If TRANS = 'C', the number of rows of the matrix B. */

/*  NRHS    (input) INTEGER */
/*          The number of columns of the matrices X and B. */

/*  A       (input) COMPLEX array, dimension (LDA,N) */
/*          The m-by-n matrix A. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A. LDA >= M. */

/*  X       (input) COMPLEX array, dimension (LDX,NRHS) */
/*          If TRANS = 'N', the n-by-nrhs matrix X. */
/*          If TRANS = 'C', the m-by-nrhs matrix X. */

/*  LDX     (input) INTEGER */
/*          The leading dimension of the array X. */
/*          If TRANS = 'N', LDX >= N. */
/*          If TRANS = 'C', LDX >= M. */

/*  B       (input) COMPLEX array, dimension (LDB,NRHS) */
/*          If TRANS = 'N', the m-by-nrhs matrix B. */
/*          If TRANS = 'C', the n-by-nrhs matrix B. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. */
/*          If TRANS = 'N', LDB >= M. */
/*          If TRANS = 'C', LDB >= N. */

/*  C       (workspace) COMPLEX array, dimension (LDB,NRHS) */

/*  WORK    (workspace) COMPLEX array, dimension (LWORK) */

/*  LWORK   (input) INTEGER */
/*          The length of the array WORK.  LWORK >= NRHS*(M+N). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    c_dim1 = *ldb;
    c_offset = 1 + c_dim1;
    c__ -= c_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --work;

    /* Function Body */
    ret_val = 0.f;

    if (lsame_(trans, "N")) {
	nrows = *m;
	ncols = *n;
    } else if (lsame_(trans, "C")) {
	nrows = *n;
	ncols = *m;
    } else {
	xerbla_("CQRT17", &c__1);
	return ret_val;
    }

    if (*lwork < ncols * *nrhs) {
	xerbla_("CQRT17", &c__13);
	return ret_val;
    }

    if (*m <= 0 || *n <= 0 || *nrhs <= 0) {
	return ret_val;
    }

    norma = clange_("One-norm", m, n, &a[a_offset], lda, rwork);
    smlnum = slamch_("Safe minimum") / slamch_("Precision");
    bignum = 1.f / smlnum;
    iscl = 0;

/*     compute residual and scale it */

    clacpy_("All", &nrows, nrhs, &b[b_offset], ldb, &c__[c_offset], ldb);
    cgemm_(trans, "No transpose", &nrows, nrhs, &ncols, &c_b13, &a[a_offset], 
	    lda, &x[x_offset], ldx, &c_b14, &c__[c_offset], ldb);
    normrs = clange_("Max", &nrows, nrhs, &c__[c_offset], ldb, rwork);
    if (normrs > smlnum) {
	iscl = 1;
	clascl_("General", &c__0, &c__0, &normrs, &c_b19, &nrows, nrhs, &c__[
		c_offset], ldb, &info);
    }

/*     compute R'*A */

    cgemm_("Conjugate transpose", trans, nrhs, &ncols, &nrows, &c_b14, &c__[
	    c_offset], ldb, &a[a_offset], lda, &c_b22, &work[1], nrhs);

/*     compute and properly scale error */

    err = clange_("One-norm", nrhs, &ncols, &work[1], nrhs, rwork);
    if (norma != 0.f) {
	err /= norma;
    }

    if (iscl == 1) {
	err *= normrs;
    }

    if (*iresid == 1) {
	normb = clange_("One-norm", &nrows, nrhs, &b[b_offset], ldb, rwork);
	if (normb != 0.f) {
	    err /= normb;
	}
    } else {
	normx = clange_("One-norm", &ncols, nrhs, &x[x_offset], ldx, rwork);
	if (normx != 0.f) {
	    err /= normx;
	}
    }

/* Computing MAX */
    i__1 = max(*m,*n);
    ret_val = err / (slamch_("Epsilon") * (real) max(i__1,*nrhs));
    return ret_val;

/*     End of CQRT17 */

} /* cqrt17_ */
Example #3
0
 int cgeev_(char *jobvl, char *jobvr, int *n, complex *a, 
	int *lda, complex *w, complex *vl, int *ldvl, complex *vr, 
	int *ldvr, complex *work, int *lwork, float *rwork, int *
	info)
{
    /* System generated locals */
    int a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, 
	    i__2, i__3;
    float r__1, r__2;
    complex q__1, q__2;

    /* Builtin functions */
    double sqrt(double), r_imag(complex *);
    void r_cnjg(complex *, complex *);

    /* Local variables */
    int i__, k, ihi;
    float scl;
    int ilo;
    float dum[1], eps;
    complex tmp;
    int ibal;
    char side[1];
    float anrm;
    int ierr, itau, iwrk, nout;
    extern  int cscal_(int *, complex *, complex *, 
	    int *);
    extern int lsame_(char *, char *);
    extern double scnrm2_(int *, complex *, int *);
    extern  int cgebak_(char *, char *, int *, int *, 
	    int *, float *, int *, complex *, int *, int *), cgebal_(char *, int *, complex *, int *, 
	    int *, int *, float *, int *), slabad_(float *, 
	    float *);
    int scalea;
    extern double clange_(char *, int *, int *, complex *, 
	    int *, float *);
    float cscale;
    extern  int cgehrd_(int *, int *, int *, 
	    complex *, int *, complex *, complex *, int *, int *),
	     clascl_(char *, int *, int *, float *, float *, int *, 
	    int *, complex *, int *, int *);
    extern double slamch_(char *);
    extern  int csscal_(int *, float *, complex *, int 
	    *), clacpy_(char *, int *, int *, complex *, int *, 
	    complex *, int *), xerbla_(char *, int *);
    extern int ilaenv_(int *, char *, char *, int *, int *, 
	    int *, int *);
    int select[1];
    float bignum;
    extern int isamax_(int *, float *, int *);
    extern  int chseqr_(char *, char *, int *, int *, 
	    int *, complex *, int *, complex *, complex *, int *, 
	    complex *, int *, int *), ctrevc_(char *, 
	    char *, int *, int *, complex *, int *, complex *, 
	    int *, complex *, int *, int *, int *, complex *, 
	    float *, int *), cunghr_(int *, int *, 
	    int *, complex *, int *, complex *, complex *, int *, 
	    int *);
    int minwrk, maxwrk;
    int wantvl;
    float smlnum;
    int hswork, irwork;
    int lquery, wantvr;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CGEEV computes for an N-by-N complex nonsymmetric matrix A, the */
/*  eigenvalues and, optionally, the left and/or right eigenvectors. */

/*  The right eigenvector v(j) of A satisfies */
/*                   A * v(j) = lambda(j) * v(j) */
/*  where lambda(j) is its eigenvalue. */
/*  The left eigenvector u(j) of A satisfies */
/*                u(j)**H * A = lambda(j) * u(j)**H */
/*  where u(j)**H denotes the conjugate transpose of u(j). */

/*  The computed eigenvectors are normalized to have Euclidean norm */
/*  equal to 1 and largest component float. */

/*  Arguments */
/*  ========= */

/*  JOBVL   (input) CHARACTER*1 */
/*          = 'N': left eigenvectors of A are not computed; */
/*          = 'V': left eigenvectors of are computed. */

/*  JOBVR   (input) CHARACTER*1 */
/*          = 'N': right eigenvectors of A are not computed; */
/*          = 'V': right eigenvectors of A are computed. */

/*  N       (input) INTEGER */
/*          The order of the matrix A. N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, the N-by-N matrix A. */
/*          On exit, A has been overwritten. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= MAX(1,N). */

/*  W       (output) COMPLEX array, dimension (N) */
/*          W contains the computed eigenvalues. */

/*  VL      (output) COMPLEX array, dimension (LDVL,N) */
/*          If JOBVL = 'V', the left eigenvectors u(j) are stored one */
/*          after another in the columns of VL, in the same order */
/*          as their eigenvalues. */
/*          If JOBVL = 'N', VL is not referenced. */
/*          u(j) = VL(:,j), the j-th column of VL. */

/*  LDVL    (input) INTEGER */
/*          The leading dimension of the array VL.  LDVL >= 1; if */
/*          JOBVL = 'V', LDVL >= N. */

/*  VR      (output) COMPLEX array, dimension (LDVR,N) */
/*          If JOBVR = 'V', the right eigenvectors v(j) are stored one */
/*          after another in the columns of VR, in the same order */
/*          as their eigenvalues. */
/*          If JOBVR = 'N', VR is not referenced. */
/*          v(j) = VR(:,j), the j-th column of VR. */

/*  LDVR    (input) INTEGER */
/*          The leading dimension of the array VR.  LDVR >= 1; if */
/*          JOBVR = 'V', LDVR >= N. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  LWORK >= MAX(1,2*N). */
/*          For good performance, LWORK must generally be larger. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  if INFO = i, the QR algorithm failed to compute all the */
/*                eigenvalues, and no eigenvectors have been computed; */
/*                elements and i+1:N of W contain eigenvalues which have */
/*                converged. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --w;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    lquery = *lwork == -1;
    wantvl = lsame_(jobvl, "V");
    wantvr = lsame_(jobvr, "V");
    if (! wantvl && ! lsame_(jobvl, "N")) {
	*info = -1;
    } else if (! wantvr && ! lsame_(jobvr, "N")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < MAX(1,*n)) {
	*info = -5;
    } else if (*ldvl < 1 || wantvl && *ldvl < *n) {
	*info = -8;
    } else if (*ldvr < 1 || wantvr && *ldvr < *n) {
	*info = -10;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of workspace needed at that point in the code, */
/*       as well as the preferred amount for good performance. */
/*       CWorkspace refers to complex workspace, and RWorkspace to float */
/*       workspace. NB refers to the optimal block size for the */
/*       immediately following subroutine, as returned by ILAENV. */
/*       HSWORK refers to the workspace preferred by CHSEQR, as */
/*       calculated below. HSWORK is computed assuming ILO=1 and IHI=N, */
/*       the worst case.) */

    if (*info == 0) {
	if (*n == 0) {
	    minwrk = 1;
	    maxwrk = 1;
	} else {
	    maxwrk = *n + *n * ilaenv_(&c__1, "CGEHRD", " ", n, &c__1, n, &
		    c__0);
	    minwrk = *n << 1;
	    if (wantvl) {
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "CUNGHR", 
			 " ", n, &c__1, n, &c_n1);
		maxwrk = MAX(i__1,i__2);
		chseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &w[1], &vl[
			vl_offset], ldvl, &work[1], &c_n1, info);
	    } else if (wantvr) {
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "CUNGHR", 
			 " ", n, &c__1, n, &c_n1);
		maxwrk = MAX(i__1,i__2);
		chseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &w[1], &vr[
			vr_offset], ldvr, &work[1], &c_n1, info);
	    } else {
		chseqr_("E", "N", n, &c__1, n, &a[a_offset], lda, &w[1], &vr[
			vr_offset], ldvr, &work[1], &c_n1, info);
	    }
	    hswork = work[1].r;
/* Computing MAX */
	    i__1 = MAX(maxwrk,hswork);
	    maxwrk = MAX(i__1,minwrk);
	}
	work[1].r = (float) maxwrk, work[1].i = 0.f;

	if (*lwork < minwrk && ! lquery) {
	    *info = -12;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEEV ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, dum);
    scalea = FALSE;
    if (anrm > 0.f && anrm < smlnum) {
	scalea = TRUE;
	cscale = smlnum;
    } else if (anrm > bignum) {
	scalea = TRUE;
	cscale = bignum;
    }
    if (scalea) {
	clascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Balance the matrix */
/*     (CWorkspace: none) */
/*     (RWorkspace: need N) */

    ibal = 1;
    cgebal_("B", n, &a[a_offset], lda, &ilo, &ihi, &rwork[ibal], &ierr);

/*     Reduce to upper Hessenberg form */
/*     (CWorkspace: need 2*N, prefer N+N*NB) */
/*     (RWorkspace: none) */

    itau = 1;
    iwrk = itau + *n;
    i__1 = *lwork - iwrk + 1;
    cgehrd_(n, &ilo, &ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, 
	     &ierr);

    if (wantvl) {

/*        Want left eigenvectors */
/*        Copy Householder vectors to VL */

	*(unsigned char *)side = 'L';
	clacpy_("L", n, n, &a[a_offset], lda, &vl[vl_offset], ldvl)
		;

/*        Generate unitary matrix in VL */
/*        (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) */
/*        (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	cunghr_(n, &ilo, &ihi, &vl[vl_offset], ldvl, &work[itau], &work[iwrk], 
		 &i__1, &ierr);

/*        Perform QR iteration, accumulating Schur vectors in VL */
/*        (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*        (RWorkspace: none) */

	iwrk = itau;
	i__1 = *lwork - iwrk + 1;
	chseqr_("S", "V", n, &ilo, &ihi, &a[a_offset], lda, &w[1], &vl[
		vl_offset], ldvl, &work[iwrk], &i__1, info);

	if (wantvr) {

/*           Want left and right eigenvectors */
/*           Copy Schur vectors to VR */

	    *(unsigned char *)side = 'B';
	    clacpy_("F", n, n, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr);
	}

    } else if (wantvr) {

/*        Want right eigenvectors */
/*        Copy Householder vectors to VR */

	*(unsigned char *)side = 'R';
	clacpy_("L", n, n, &a[a_offset], lda, &vr[vr_offset], ldvr)
		;

/*        Generate unitary matrix in VR */
/*        (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) */
/*        (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	cunghr_(n, &ilo, &ihi, &vr[vr_offset], ldvr, &work[itau], &work[iwrk], 
		 &i__1, &ierr);

/*        Perform QR iteration, accumulating Schur vectors in VR */
/*        (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*        (RWorkspace: none) */

	iwrk = itau;
	i__1 = *lwork - iwrk + 1;
	chseqr_("S", "V", n, &ilo, &ihi, &a[a_offset], lda, &w[1], &vr[
		vr_offset], ldvr, &work[iwrk], &i__1, info);

    } else {

/*        Compute eigenvalues only */
/*        (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*        (RWorkspace: none) */

	iwrk = itau;
	i__1 = *lwork - iwrk + 1;
	chseqr_("E", "N", n, &ilo, &ihi, &a[a_offset], lda, &w[1], &vr[
		vr_offset], ldvr, &work[iwrk], &i__1, info);
    }

/*     If INFO > 0 from CHSEQR, then quit */

    if (*info > 0) {
	goto L50;
    }

    if (wantvl || wantvr) {

/*        Compute left and/or right eigenvectors */
/*        (CWorkspace: need 2*N) */
/*        (RWorkspace: need 2*N) */

	irwork = ibal + *n;
	ctrevc_(side, "B", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl, 
		 &vr[vr_offset], ldvr, n, &nout, &work[iwrk], &rwork[irwork], 
		&ierr);
    }

    if (wantvl) {

/*        Undo balancing of left eigenvectors */
/*        (CWorkspace: none) */
/*        (RWorkspace: need N) */

	cgebak_("B", "L", n, &ilo, &ihi, &rwork[ibal], n, &vl[vl_offset], 
		ldvl, &ierr);

/*        Normalize left eigenvectors and make largest component float */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    scl = 1.f / scnrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1);
	    csscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1);
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		i__3 = k + i__ * vl_dim1;
/* Computing 2nd power */
		r__1 = vl[i__3].r;
/* Computing 2nd power */
		r__2 = r_imag(&vl[k + i__ * vl_dim1]);
		rwork[irwork + k - 1] = r__1 * r__1 + r__2 * r__2;
/* L10: */
	    }
	    k = isamax_(n, &rwork[irwork], &c__1);
	    r_cnjg(&q__2, &vl[k + i__ * vl_dim1]);
	    r__1 = sqrt(rwork[irwork + k - 1]);
	    q__1.r = q__2.r / r__1, q__1.i = q__2.i / r__1;
	    tmp.r = q__1.r, tmp.i = q__1.i;
	    cscal_(n, &tmp, &vl[i__ * vl_dim1 + 1], &c__1);
	    i__2 = k + i__ * vl_dim1;
	    i__3 = k + i__ * vl_dim1;
	    r__1 = vl[i__3].r;
	    q__1.r = r__1, q__1.i = 0.f;
	    vl[i__2].r = q__1.r, vl[i__2].i = q__1.i;
/* L20: */
	}
    }

    if (wantvr) {

/*        Undo balancing of right eigenvectors */
/*        (CWorkspace: none) */
/*        (RWorkspace: need N) */

	cgebak_("B", "R", n, &ilo, &ihi, &rwork[ibal], n, &vr[vr_offset], 
		ldvr, &ierr);

/*        Normalize right eigenvectors and make largest component float */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    scl = 1.f / scnrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1);
	    csscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1);
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		i__3 = k + i__ * vr_dim1;
/* Computing 2nd power */
		r__1 = vr[i__3].r;
/* Computing 2nd power */
		r__2 = r_imag(&vr[k + i__ * vr_dim1]);
		rwork[irwork + k - 1] = r__1 * r__1 + r__2 * r__2;
/* L30: */
	    }
	    k = isamax_(n, &rwork[irwork], &c__1);
	    r_cnjg(&q__2, &vr[k + i__ * vr_dim1]);
	    r__1 = sqrt(rwork[irwork + k - 1]);
	    q__1.r = q__2.r / r__1, q__1.i = q__2.i / r__1;
	    tmp.r = q__1.r, tmp.i = q__1.i;
	    cscal_(n, &tmp, &vr[i__ * vr_dim1 + 1], &c__1);
	    i__2 = k + i__ * vr_dim1;
	    i__3 = k + i__ * vr_dim1;
	    r__1 = vr[i__3].r;
	    q__1.r = r__1, q__1.i = 0.f;
	    vr[i__2].r = q__1.r, vr[i__2].i = q__1.i;
/* L40: */
	}
    }

/*     Undo scaling if necessary */

L50:
    if (scalea) {
	i__1 = *n - *info;
/* Computing MAX */
	i__3 = *n - *info;
	i__2 = MAX(i__3,1);
	clascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &w[*info + 1]
, &i__2, &ierr);
	if (*info > 0) {
	    i__1 = ilo - 1;
	    clascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &w[1], n, 
		     &ierr);
	}
    }

    work[1].r = (float) maxwrk, work[1].i = 0.f;
    return 0;

/*     End of CGEEV */

} /* cgeev_ */
/* Subroutine */ int cgelsy_(integer *m, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *b, integer *ldb, integer *jpvt, real *rcond,
	 integer *rank, complex *work, integer *lwork, real *rwork, integer *
	info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    CGELSY computes the minimum-norm solution to a complex linear least   
    squares problem:   
        minimize || A * X - B ||   
    using a complete orthogonal factorization of A.  A is an M-by-N   
    matrix which may be rank-deficient.   

    Several right hand side vectors b and solution vectors x can be   
    handled in a single call; they are stored as the columns of the   
    M-by-NRHS right hand side matrix B and the N-by-NRHS solution   
    matrix X.   

    The routine first computes a QR factorization with column pivoting:   
        A * P = Q * [ R11 R12 ]   
                    [  0  R22 ]   
    with R11 defined as the largest leading submatrix whose estimated   
    condition number is less than 1/RCOND.  The order of R11, RANK,   
    is the effective rank of A.   

    Then, R22 is considered to be negligible, and R12 is annihilated   
    by unitary transformations from the right, arriving at the   
    complete orthogonal factorization:   
       A * P = Q * [ T11 0 ] * Z   
                   [  0  0 ]   
    The minimum-norm solution is then   
       X = P * Z' [ inv(T11)*Q1'*B ]   
                  [        0       ]   
    where Q1 consists of the first RANK columns of Q.   

    This routine is basically identical to the original xGELSX except   
    three differences:   
      o The permutation of matrix B (the right hand side) is faster and   
        more simple.   
      o The call to the subroutine xGEQPF has been substituted by the   
        the call to the subroutine xGEQP3. This subroutine is a Blas-3   
        version of the QR factorization with column pivoting.   
      o Matrix B (the right hand side) is updated with Blas-3.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A.  M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A.  N >= 0.   

    NRHS    (input) INTEGER   
            The number of right hand sides, i.e., the number of   
            columns of matrices B and X. NRHS >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA,N)   
            On entry, the M-by-N matrix A.   
            On exit, A has been overwritten by details of its   
            complete orthogonal factorization.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,M).   

    B       (input/output) COMPLEX array, dimension (LDB,NRHS)   
            On entry, the M-by-NRHS right hand side matrix B.   
            On exit, the N-by-NRHS solution matrix X.   

    LDB     (input) INTEGER   
            The leading dimension of the array B. LDB >= max(1,M,N).   

    JPVT    (input/output) INTEGER array, dimension (N)   
            On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted   
            to the front of AP, otherwise column i is a free column.   
            On exit, if JPVT(i) = k, then the i-th column of A*P   
            was the k-th column of A.   

    RCOND   (input) REAL   
            RCOND is used to determine the effective rank of A, which   
            is defined as the order of the largest leading triangular   
            submatrix R11 in the QR factorization with pivoting of A,   
            whose estimated condition number < 1/RCOND.   

    RANK    (output) INTEGER   
            The effective rank of A, i.e., the order of the submatrix   
            R11.  This is the same as the order of the submatrix T11   
            in the complete orthogonal factorization of A.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.   
            The unblocked strategy requires that:   
              LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )   
            where MN = min(M,N).   
            The block algorithm requires that:   
              LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )   
            where NB is an upper bound on the blocksize returned   
            by ILAENV for the routines CGEQP3, CTZRZF, CTZRQF, CUNMQR,   
            and CUNMRZ.   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   

    RWORK   (workspace) REAL array, dimension (2*N)   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -i, the i-th argument had an illegal value   

    Further Details   
    ===============   

    Based on contributions by   
      A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA   
      E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain   
      G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain   

    =====================================================================   


       Parameter adjustments */
    /* Table of constant values */
    static complex c_b1 = {0.f,0.f};
    static complex c_b2 = {1.f,0.f};
    static integer c__1 = 1;
    static integer c_n1 = -1;
    static integer c__0 = 0;
    static integer c__2 = 2;
    
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2;
    complex q__1;
    /* Builtin functions */
    double c_abs(complex *);
    /* Local variables */
    static real anrm, bnrm, smin, smax;
    static integer i__, j, iascl, ibscl;
    extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, 
	    complex *, integer *);
    static integer ismin, ismax;
    static complex c1, c2;
    extern /* Subroutine */ int ctrsm_(char *, char *, char *, char *, 
	    integer *, integer *, complex *, complex *, integer *, complex *, 
	    integer *), claic1_(integer *, 
	    integer *, complex *, real *, complex *, complex *, real *, 
	    complex *, complex *);
    static real wsize;
    static complex s1, s2;
    extern /* Subroutine */ int cgeqp3_(integer *, integer *, complex *, 
	    integer *, integer *, complex *, complex *, integer *, real *, 
	    integer *);
    static integer nb;
    extern /* Subroutine */ int slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static integer mn;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *), xerbla_(char *, 
	    integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    static real bignum;
    static integer nb1, nb2, nb3, nb4;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    static real sminpr, smaxpr, smlnum;
    extern /* Subroutine */ int cunmrz_(char *, char *, integer *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, complex *, 
	    integer *, complex *, integer *, integer *);
    static integer lwkopt;
    static logical lquery;
    extern /* Subroutine */ int ctzrzf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *);
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --jpvt;
    --work;
    --rwork;

    /* Function Body */
    mn = min(*m,*n);
    ismin = mn + 1;
    ismax = (mn << 1) + 1;

/*     Test the input arguments. */

    *info = 0;
    nb1 = ilaenv_(&c__1, "CGEQRF", " ", m, n, &c_n1, &c_n1, (ftnlen)6, (
	    ftnlen)1);
    nb2 = ilaenv_(&c__1, "CGERQF", " ", m, n, &c_n1, &c_n1, (ftnlen)6, (
	    ftnlen)1);
    nb3 = ilaenv_(&c__1, "CUNMQR", " ", m, n, nrhs, &c_n1, (ftnlen)6, (ftnlen)
	    1);
    nb4 = ilaenv_(&c__1, "CUNMRQ", " ", m, n, nrhs, &c_n1, (ftnlen)6, (ftnlen)
	    1);
/* Computing MAX */
    i__1 = max(nb1,nb2), i__1 = max(i__1,nb3);
    nb = max(i__1,nb4);
/* Computing MAX */
    i__1 = 1, i__2 = mn + (*n << 1) + nb * (*n + 1), i__1 = max(i__1,i__2), 
	    i__2 = (mn << 1) + nb * *nrhs;
    lwkopt = max(i__1,i__2);
    q__1.r = (real) lwkopt, q__1.i = 0.f;
    work[1].r = q__1.r, work[1].i = q__1.i;
    lquery = *lwork == -1;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*m)) {
	*info = -5;
    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = max(1,*m);
	if (*ldb < max(i__1,*n)) {
	    *info = -7;
	} else /* if(complicated condition) */ {
/* Computing MAX */
	    i__1 = mn << 1, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = mn + 
		    *nrhs;
	    if (*lwork < mn + max(i__1,i__2) && ! lquery) {
		*info = -12;
	    }
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGELSY", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible   

   Computing MIN */
    i__1 = min(*m,*n);
    if (min(i__1,*nrhs) == 0) {
	*rank = 0;
	return 0;
    }

/*     Get machine parameters */

    smlnum = slamch_("S") / slamch_("P");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale A, B if max entries outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, 
		info);
	iascl = 1;
    } else if (anrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, 
		info);
	iascl = 2;
    } else if (anrm == 0.f) {

/*        Matrix all zero. Return zero solution. */

	i__1 = max(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	*rank = 0;
	goto L70;
    }

    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
		 info);
	ibscl = 1;
    } else if (bnrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
		 info);
	ibscl = 2;
    }

/*     Compute QR factorization with column pivoting of A:   
          A * P = Q * R */

    i__1 = *lwork - mn;
    cgeqp3_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], &i__1,
	     &rwork[1], info);
    i__1 = mn + 1;
    wsize = mn + work[i__1].r;

/*     complex workspace: MN+NB*(N+1). real workspace 2*N.   
       Details of Householder rotations stored in WORK(1:MN).   

       Determine RANK using incremental condition estimation */

    i__1 = ismin;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    i__1 = ismax;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    smax = c_abs(&a_ref(1, 1));
    smin = smax;
    if (c_abs(&a_ref(1, 1)) == 0.f) {
	*rank = 0;
	i__1 = max(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	goto L70;
    } else {
	*rank = 1;
    }

L10:
    if (*rank < mn) {
	i__ = *rank + 1;
	claic1_(&c__2, rank, &work[ismin], &smin, &a_ref(1, i__), &a_ref(i__, 
		i__), &sminpr, &s1, &c1);
	claic1_(&c__1, rank, &work[ismax], &smax, &a_ref(1, i__), &a_ref(i__, 
		i__), &smaxpr, &s2, &c2);

	if (smaxpr * *rcond <= sminpr) {
	    i__1 = *rank;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = ismin + i__ - 1;
		i__3 = ismin + i__ - 1;
		q__1.r = s1.r * work[i__3].r - s1.i * work[i__3].i, q__1.i = 
			s1.r * work[i__3].i + s1.i * work[i__3].r;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
		i__2 = ismax + i__ - 1;
		i__3 = ismax + i__ - 1;
		q__1.r = s2.r * work[i__3].r - s2.i * work[i__3].i, q__1.i = 
			s2.r * work[i__3].i + s2.i * work[i__3].r;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
/* L20: */
	    }
	    i__1 = ismin + *rank;
	    work[i__1].r = c1.r, work[i__1].i = c1.i;
	    i__1 = ismax + *rank;
	    work[i__1].r = c2.r, work[i__1].i = c2.i;
	    smin = sminpr;
	    smax = smaxpr;
	    ++(*rank);
	    goto L10;
	}
    }

/*     complex workspace: 3*MN.   

       Logically partition R = [ R11 R12 ]   
                               [  0  R22 ]   
       where R11 = R(1:RANK,1:RANK)   

       [R11,R12] = [ T11, 0 ] * Y */

    if (*rank < *n) {
	i__1 = *lwork - (mn << 1);
	ctzrzf_(rank, n, &a[a_offset], lda, &work[mn + 1], &work[(mn << 1) + 
		1], &i__1, info);
    }

/*     complex workspace: 2*MN.   
       Details of Householder rotations stored in WORK(MN+1:2*MN)   

       B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */

    i__1 = *lwork - (mn << 1);
    cunmqr_("Left", "Conjugate transpose", m, nrhs, &mn, &a[a_offset], lda, &
	    work[1], &b[b_offset], ldb, &work[(mn << 1) + 1], &i__1, info);
/* Computing MAX */
    i__1 = (mn << 1) + 1;
    r__1 = wsize, r__2 = (mn << 1) + work[i__1].r;
    wsize = dmax(r__1,r__2);

/*     complex workspace: 2*MN+NB*NRHS.   

       B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */

    ctrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b2, &a[
	    a_offset], lda, &b[b_offset], ldb);

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	i__2 = *n;
	for (i__ = *rank + 1; i__ <= i__2; ++i__) {
	    i__3 = b_subscr(i__, j);
	    b[i__3].r = 0.f, b[i__3].i = 0.f;
/* L30: */
	}
/* L40: */
    }

/*     B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */

    if (*rank < *n) {
	i__1 = *n - *rank;
	i__2 = *lwork - (mn << 1);
	cunmrz_("Left", "Conjugate transpose", n, nrhs, rank, &i__1, &a[
		a_offset], lda, &work[mn + 1], &b[b_offset], ldb, &work[(mn <<
		 1) + 1], &i__2, info);
    }

/*     complex workspace: 2*MN+NRHS.   

       B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = jpvt[i__];
	    i__4 = b_subscr(i__, j);
	    work[i__3].r = b[i__4].r, work[i__3].i = b[i__4].i;
/* L50: */
	}
	ccopy_(n, &work[1], &c__1, &b_ref(1, j), &c__1);
/* L60: */
    }

/*     complex workspace: N.   

       Undo scaling */

    if (iascl == 1) {
	clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
		 info);
	clascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset], 
		lda, info);
    } else if (iascl == 2) {
	clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
		 info);
	clascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset], 
		lda, info);
    }
    if (ibscl == 1) {
	clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
		 info);
    } else if (ibscl == 2) {
	clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
		 info);
    }

L70:
    q__1.r = (real) lwkopt, q__1.i = 0.f;
    work[1].r = q__1.r, work[1].i = q__1.i;

    return 0;

/*     End of CGELSY */

} /* cgelsy_ */
Example #5
0
/* Subroutine */
int cgelsd_(integer *m, integer *n, integer *nrhs, complex * a, integer *lda, complex *b, integer *ldb, real *s, real *rcond, integer *rank, complex *work, integer *lwork, real *rwork, integer * iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
    /* Builtin functions */
    double log(doublereal);
    /* Local variables */
    integer ie, il, mm;
    real eps, anrm, bnrm;
    integer itau, nlvl, iascl, ibscl;
    real sfmin;
    integer minmn, maxmn, itaup, itauq, mnthr, nwork;
    extern /* Subroutine */
    int cgebrd_(integer *, integer *, complex *, integer *, real *, real *, complex *, complex *, complex *, integer *, integer *), slabad_(real *, real *);
    extern real clange_(char *, integer *, integer *, complex *, integer *, real *);
    extern /* Subroutine */
    int cgelqf_(integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *), clalsd_( char *, integer *, integer *, integer *, real *, real *, complex * , integer *, real *, integer *, complex *, real *, integer *, integer *), clascl_(char *, integer *, integer *, real *, real *, integer *, integer *, complex *, integer *, integer *), cgeqrf_(integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *);
    extern real slamch_(char *);
    extern /* Subroutine */
    int clacpy_(char *, integer *, integer *, complex *, integer *, complex *, integer *), claset_(char *, integer *, integer *, complex *, complex *, complex *, integer *), xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *);
    real bignum;
    extern /* Subroutine */
    int slascl_(char *, integer *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *), cunmbr_(char *, char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *), slaset_( char *, integer *, integer *, real *, real *, real *, integer *), cunmlq_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *);
    integer ldwork;
    extern /* Subroutine */
    int cunmqr_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *);
    integer liwork, minwrk, maxwrk;
    real smlnum;
    integer lrwork;
    logical lquery;
    integer nrwork, smlsiz;
    /* -- LAPACK driver routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input arguments. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --s;
    --work;
    --rwork;
    --iwork;
    /* Function Body */
    *info = 0;
    minmn = min(*m,*n);
    maxmn = max(*m,*n);
    lquery = *lwork == -1;
    if (*m < 0)
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*nrhs < 0)
    {
        *info = -3;
    }
    else if (*lda < max(1,*m))
    {
        *info = -5;
    }
    else if (*ldb < max(1,maxmn))
    {
        *info = -7;
    }
    /* Compute workspace. */
    /* (Note: Comments in the code beginning "Workspace:" describe the */
    /* minimal amount of workspace needed at that point in the code, */
    /* as well as the preferred amount for good performance. */
    /* NB refers to the optimal block size for the immediately */
    /* following subroutine, as returned by ILAENV.) */
    if (*info == 0)
    {
        minwrk = 1;
        maxwrk = 1;
        liwork = 1;
        lrwork = 1;
        if (minmn > 0)
        {
            smlsiz = ilaenv_(&c__9, "CGELSD", " ", &c__0, &c__0, &c__0, &c__0);
            mnthr = ilaenv_(&c__6, "CGELSD", " ", m, n, nrhs, &c_n1);
            /* Computing MAX */
            i__1 = (integer) (log((real) minmn / (real) (smlsiz + 1)) / log( 2.f)) + 1;
            nlvl = max(i__1,0);
            liwork = minmn * 3 * nlvl + minmn * 11;
            mm = *m;
            if (*m >= *n && *m >= mnthr)
            {
                /* Path 1a - overdetermined, with many more rows than */
                /* columns. */
                mm = *n;
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = *n * ilaenv_(&c__1, "CGEQRF", " ", m, n, &c_n1, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = *nrhs * ilaenv_(&c__1, "CUNMQR", "LC", m, nrhs, n, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
            }
            if (*m >= *n)
            {
                /* Path 1 - overdetermined or exactly determined. */
                /* Computing MAX */
                /* Computing 2nd power */
                i__3 = smlsiz + 1;
                i__1 = i__3 * i__3;
                i__2 = *n * (*nrhs + 1) + (*nrhs << 1); // , expr subst
                lrwork = *n * 10 + (*n << 1) * smlsiz + (*n << 3) * nlvl + smlsiz * 3 * *nrhs + max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + (mm + *n) * ilaenv_(&c__1, "CGEBRD", " ", &mm, n, &c_n1, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + *nrhs * ilaenv_(&c__1, "CUNMBR", "QLC", &mm, nrhs, n, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, "CUNMBR", "PLN", n, nrhs, n, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + *n * *nrhs; // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = (*n << 1) + mm;
                i__2 = (*n << 1) + *n * *nrhs; // , expr subst
                minwrk = max(i__1,i__2);
            }
            if (*n > *m)
            {
                /* Computing MAX */
                /* Computing 2nd power */
                i__3 = smlsiz + 1;
                i__1 = i__3 * i__3;
                i__2 = *n * (*nrhs + 1) + (*nrhs << 1); // , expr subst
                lrwork = *m * 10 + (*m << 1) * smlsiz + (*m << 3) * nlvl + smlsiz * 3 * *nrhs + max(i__1,i__2);
                if (*n >= mnthr)
                {
                    /* Path 2a - underdetermined, with many more columns */
                    /* than rows. */
                    maxwrk = *m + *m * ilaenv_(&c__1, "CGELQF", " ", m, n, & c_n1, &c_n1);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * *m + (*m << 2) + (*m << 1) * ilaenv_(&c__1, "CGEBRD", " ", m, m, &c_n1, &c_n1); // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * *m + (*m << 2) + *nrhs * ilaenv_(&c__1, "CUNMBR", "QLC", m, nrhs, m, &c_n1); // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * *m + (*m << 2) + (*m - 1) * ilaenv_(&c__1, "CUNMLQ", "LC", n, nrhs, m, &c_n1); // , expr subst
                    maxwrk = max(i__1,i__2);
                    if (*nrhs > 1)
                    {
                        /* Computing MAX */
                        i__1 = maxwrk;
                        i__2 = *m * *m + *m + *m * *nrhs; // , expr subst
                        maxwrk = max(i__1,i__2);
                    }
                    else
                    {
                        /* Computing MAX */
                        i__1 = maxwrk;
                        i__2 = *m * *m + (*m << 1); // , expr subst
                        maxwrk = max(i__1,i__2);
                    }
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * *m + (*m << 2) + *m * *nrhs; // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* XXX: Ensure the Path 2a case below is triggered. The workspace */
                    /* calculation should use queries for all routines eventually. */
                    /* Computing MAX */
                    /* Computing MAX */
                    i__3 = *m, i__4 = (*m << 1) - 4, i__3 = max(i__3,i__4);
                    i__3 = max(i__3,*nrhs);
                    i__4 = *n - *m * 3; // ; expr subst
                    i__1 = maxwrk;
                    i__2 = (*m << 2) + *m * *m + max(i__3,i__4) ; // , expr subst
                    maxwrk = max(i__1,i__2);
                }
                else
                {
                    /* Path 2 - underdetermined. */
                    maxwrk = (*m << 1) + (*n + *m) * ilaenv_(&c__1, "CGEBRD", " ", m, n, &c_n1, &c_n1);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = (*m << 1) + *nrhs * ilaenv_(&c__1, "CUNMBR", "QLC", m, nrhs, m, &c_n1); // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = (*m << 1) + *m * ilaenv_(&c__1, "CUNMBR", "PLN", n, nrhs, m, &c_n1); // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = (*m << 1) + *m * *nrhs; // , expr subst
                    maxwrk = max(i__1,i__2);
                }
                /* Computing MAX */
                i__1 = (*m << 1) + *n;
                i__2 = (*m << 1) + *m * *nrhs; // , expr subst
                minwrk = max(i__1,i__2);
            }
        }
        minwrk = min(minwrk,maxwrk);
        work[1].r = (real) maxwrk;
        work[1].i = 0.f; // , expr subst
        iwork[1] = liwork;
        rwork[1] = (real) lrwork;
        if (*lwork < minwrk && ! lquery)
        {
            *info = -12;
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CGELSD", &i__1);
        return 0;
    }
    else if (lquery)
    {
        return 0;
    }
    /* Quick return if possible. */
    if (*m == 0 || *n == 0)
    {
        *rank = 0;
        return 0;
    }
    /* Get machine parameters. */
    eps = slamch_("P");
    sfmin = slamch_("S");
    smlnum = sfmin / eps;
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    /* Scale A if max entry outside range [SMLNUM,BIGNUM]. */
    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum)
    {
        /* Scale matrix norm up to SMLNUM */
        clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, info);
        iascl = 1;
    }
    else if (anrm > bignum)
    {
        /* Scale matrix norm down to BIGNUM. */
        clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, info);
        iascl = 2;
    }
    else if (anrm == 0.f)
    {
        /* Matrix all zero. Return zero solution. */
        i__1 = max(*m,*n);
        claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
        slaset_("F", &minmn, &c__1, &c_b80, &c_b80, &s[1], &c__1);
        *rank = 0;
        goto L10;
    }
    /* Scale B if max entry outside range [SMLNUM,BIGNUM]. */
    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum)
    {
        /* Scale matrix norm up to SMLNUM. */
        clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb, info);
        ibscl = 1;
    }
    else if (bnrm > bignum)
    {
        /* Scale matrix norm down to BIGNUM. */
        clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb, info);
        ibscl = 2;
    }
    /* If M < N make sure B(M+1:N,:) = 0 */
    if (*m < *n)
    {
        i__1 = *n - *m;
        claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[*m + 1 + b_dim1], ldb);
    }
    /* Overdetermined case. */
    if (*m >= *n)
    {
        /* Path 1 - overdetermined or exactly determined. */
        mm = *m;
        if (*m >= mnthr)
        {
            /* Path 1a - overdetermined, with many more rows than columns */
            mm = *n;
            itau = 1;
            nwork = itau + *n;
            /* Compute A=Q*R. */
            /* (RWorkspace: need N) */
            /* (CWorkspace: need N, prefer N*NB) */
            i__1 = *lwork - nwork + 1;
            cgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1, info);
            /* Multiply B by transpose(Q). */
            /* (RWorkspace: need N) */
            /* (CWorkspace: need NRHS, prefer NRHS*NB) */
            i__1 = *lwork - nwork + 1;
            cunmqr_("L", "C", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[ b_offset], ldb, &work[nwork], &i__1, info);
            /* Zero out below R. */
            if (*n > 1)
            {
                i__1 = *n - 1;
                i__2 = *n - 1;
                claset_("L", &i__1, &i__2, &c_b1, &c_b1, &a[a_dim1 + 2], lda);
            }
        }
        itauq = 1;
        itaup = itauq + *n;
        nwork = itaup + *n;
        ie = 1;
        nrwork = ie + *n;
        /* Bidiagonalize R in A. */
        /* (RWorkspace: need N) */
        /* (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB) */
        i__1 = *lwork - nwork + 1;
        cgebrd_(&mm, n, &a[a_offset], lda, &s[1], &rwork[ie], &work[itauq], & work[itaup], &work[nwork], &i__1, info);
        /* Multiply B by transpose of left bidiagonalizing vectors of R. */
        /* (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB) */
        i__1 = *lwork - nwork + 1;
        cunmbr_("Q", "L", "C", &mm, nrhs, n, &a[a_offset], lda, &work[itauq], &b[b_offset], ldb, &work[nwork], &i__1, info);
        /* Solve the bidiagonal least squares problem. */
        clalsd_("U", &smlsiz, n, nrhs, &s[1], &rwork[ie], &b[b_offset], ldb, rcond, rank, &work[nwork], &rwork[nrwork], &iwork[1], info);
        if (*info != 0)
        {
            goto L10;
        }
        /* Multiply B by right bidiagonalizing vectors of R. */
        i__1 = *lwork - nwork + 1;
        cunmbr_("P", "L", "N", n, nrhs, n, &a[a_offset], lda, &work[itaup], & b[b_offset], ldb, &work[nwork], &i__1, info);
    }
    else /* if(complicated condition) */
    {
        /* Computing MAX */
        i__1 = *m, i__2 = (*m << 1) - 4, i__1 = max(i__1,i__2);
        i__1 = max( i__1,*nrhs);
        i__2 = *n - *m * 3; // ; expr subst
        if (*n >= mnthr && *lwork >= (*m << 2) + *m * *m + max(i__1,i__2))
        {
            /* Path 2a - underdetermined, with many more columns than rows */
            /* and sufficient workspace for an efficient algorithm. */
            ldwork = *m;
            /* Computing MAX */
            /* Computing MAX */
            i__3 = *m, i__4 = (*m << 1) - 4, i__3 = max(i__3,i__4);
            i__3 = max(i__3,*nrhs);
            i__4 = *n - *m * 3; // ; expr subst
            i__1 = (*m << 2) + *m * *lda + max(i__3,i__4);
            i__2 = *m * *lda + *m + *m * *nrhs; // , expr subst
            if (*lwork >= max(i__1,i__2))
            {
                ldwork = *lda;
            }
            itau = 1;
            nwork = *m + 1;
            /* Compute A=L*Q. */
            /* (CWorkspace: need 2*M, prefer M+M*NB) */
            i__1 = *lwork - nwork + 1;
            cgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1, info);
            il = nwork;
            /* Copy L to WORK(IL), zeroing out above its diagonal. */
            clacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
            i__1 = *m - 1;
            i__2 = *m - 1;
            claset_("U", &i__1, &i__2, &c_b1, &c_b1, &work[il + ldwork], & ldwork);
            itauq = il + ldwork * *m;
            itaup = itauq + *m;
            nwork = itaup + *m;
            ie = 1;
            nrwork = ie + *m;
            /* Bidiagonalize L in WORK(IL). */
            /* (RWorkspace: need M) */
            /* (CWorkspace: need M*M+4*M, prefer M*M+4*M+2*M*NB) */
            i__1 = *lwork - nwork + 1;
            cgebrd_(m, m, &work[il], &ldwork, &s[1], &rwork[ie], &work[itauq], &work[itaup], &work[nwork], &i__1, info);
            /* Multiply B by transpose of left bidiagonalizing vectors of L. */
            /* (CWorkspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB) */
            i__1 = *lwork - nwork + 1;
            cunmbr_("Q", "L", "C", m, nrhs, m, &work[il], &ldwork, &work[ itauq], &b[b_offset], ldb, &work[nwork], &i__1, info);
            /* Solve the bidiagonal least squares problem. */
            clalsd_("U", &smlsiz, m, nrhs, &s[1], &rwork[ie], &b[b_offset], ldb, rcond, rank, &work[nwork], &rwork[nrwork], &iwork[1], info);
            if (*info != 0)
            {
                goto L10;
            }
            /* Multiply B by right bidiagonalizing vectors of L. */
            i__1 = *lwork - nwork + 1;
            cunmbr_("P", "L", "N", m, nrhs, m, &work[il], &ldwork, &work[ itaup], &b[b_offset], ldb, &work[nwork], &i__1, info);
            /* Zero out below first M rows of B. */
            i__1 = *n - *m;
            claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[*m + 1 + b_dim1], ldb);
            nwork = itau + *m;
            /* Multiply transpose(Q) by B. */
            /* (CWorkspace: need NRHS, prefer NRHS*NB) */
            i__1 = *lwork - nwork + 1;
            cunmlq_("L", "C", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[ b_offset], ldb, &work[nwork], &i__1, info);
        }
        else
        {
            /* Path 2 - remaining underdetermined cases. */
            itauq = 1;
            itaup = itauq + *m;
            nwork = itaup + *m;
            ie = 1;
            nrwork = ie + *m;
            /* Bidiagonalize A. */
            /* (RWorkspace: need M) */
            /* (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB) */
            i__1 = *lwork - nwork + 1;
            cgebrd_(m, n, &a[a_offset], lda, &s[1], &rwork[ie], &work[itauq], &work[itaup], &work[nwork], &i__1, info);
            /* Multiply B by transpose of left bidiagonalizing vectors. */
            /* (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB) */
            i__1 = *lwork - nwork + 1;
            cunmbr_("Q", "L", "C", m, nrhs, n, &a[a_offset], lda, &work[itauq] , &b[b_offset], ldb, &work[nwork], &i__1, info);
            /* Solve the bidiagonal least squares problem. */
            clalsd_("L", &smlsiz, m, nrhs, &s[1], &rwork[ie], &b[b_offset], ldb, rcond, rank, &work[nwork], &rwork[nrwork], &iwork[1], info);
            if (*info != 0)
            {
                goto L10;
            }
            /* Multiply B by right bidiagonalizing vectors of A. */
            i__1 = *lwork - nwork + 1;
            cunmbr_("P", "L", "N", n, nrhs, m, &a[a_offset], lda, &work[itaup] , &b[b_offset], ldb, &work[nwork], &i__1, info);
        }
    }
    /* Undo scaling. */
    if (iascl == 1)
    {
        clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb, info);
        slascl_("G", &c__0, &c__0, &smlnum, &anrm, &minmn, &c__1, &s[1], & minmn, info);
    }
    else if (iascl == 2)
    {
        clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb, info);
        slascl_("G", &c__0, &c__0, &bignum, &anrm, &minmn, &c__1, &s[1], & minmn, info);
    }
    if (ibscl == 1)
    {
        clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb, info);
    }
    else if (ibscl == 2)
    {
        clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb, info);
    }
L10:
    work[1].r = (real) maxwrk;
    work[1].i = 0.f; // , expr subst
    iwork[1] = liwork;
    rwork[1] = (real) lrwork;
    return 0;
    /* End of CGELSD */
}
Example #6
0
/* Subroutine */ int clals0_(integer *icompq, integer *nl, integer *nr, 
	integer *sqre, integer *nrhs, complex *b, integer *ldb, complex *bx, 
	integer *ldbx, integer *perm, integer *givptr, integer *givcol, 
	integer *ldgcol, real *givnum, integer *ldgnum, real *poles, real *
	difl, real *difr, real *z__, integer *k, real *c__, real *s, real *
	rwork, integer *info)
{
    /* System generated locals */
    integer givcol_dim1, givcol_offset, difr_dim1, difr_offset, givnum_dim1, 
	    givnum_offset, poles_dim1, poles_offset, b_dim1, b_offset, 
	    bx_dim1, bx_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1;
    complex q__1;

    /* Builtin functions */
    double r_imag(complex *);

    /* Local variables */
    integer i__, j, m, n;
    real dj;
    integer nlp1, jcol;
    real temp;
    integer jrow;
    extern doublereal snrm2_(integer *, real *, integer *);
    real diflj, difrj, dsigj;
    extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, 
	    complex *, integer *), sgemv_(char *, integer *, integer *, real *
, real *, integer *, real *, integer *, real *, real *, integer *), csrot_(integer *, complex *, integer *, complex *, 
	    integer *, real *, real *);
    extern doublereal slamc3_(real *, real *);
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), csscal_(integer *, real *, complex *, integer *), 
	    clacpy_(char *, integer *, integer *, complex *, integer *, 
	    complex *, integer *), xerbla_(char *, integer *);
    real dsigjp;


/*  -- LAPACK routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CLALS0 applies back the multiplying factors of either the left or the */
/*  right singular vector matrix of a diagonal matrix appended by a row */
/*  to the right hand side matrix B in solving the least squares problem */
/*  using the divide-and-conquer SVD approach. */

/*  For the left singular vector matrix, three types of orthogonal */
/*  matrices are involved: */

/*  (1L) Givens rotations: the number of such rotations is GIVPTR; the */
/*       pairs of columns/rows they were applied to are stored in GIVCOL; */
/*       and the C- and S-values of these rotations are stored in GIVNUM. */

/*  (2L) Permutation. The (NL+1)-st row of B is to be moved to the first */
/*       row, and for J=2:N, PERM(J)-th row of B is to be moved to the */
/*       J-th row. */

/*  (3L) The left singular vector matrix of the remaining matrix. */

/*  For the right singular vector matrix, four types of orthogonal */
/*  matrices are involved: */

/*  (1R) The right singular vector matrix of the remaining matrix. */

/*  (2R) If SQRE = 1, one extra Givens rotation to generate the right */
/*       null space. */

/*  (3R) The inverse transformation of (2L). */

/*  (4R) The inverse transformation of (1L). */

/*  Arguments */
/*  ========= */

/*  ICOMPQ (input) INTEGER */
/*         Specifies whether singular vectors are to be computed in */
/*         factored form: */
/*         = 0: Left singular vector matrix. */
/*         = 1: Right singular vector matrix. */

/*  NL     (input) INTEGER */
/*         The row dimension of the upper block. NL >= 1. */

/*  NR     (input) INTEGER */
/*         The row dimension of the lower block. NR >= 1. */

/*  SQRE   (input) INTEGER */
/*         = 0: the lower block is an NR-by-NR square matrix. */
/*         = 1: the lower block is an NR-by-(NR+1) rectangular matrix. */

/*         The bidiagonal matrix has row dimension N = NL + NR + 1, */
/*         and column dimension M = N + SQRE. */

/*  NRHS   (input) INTEGER */
/*         The number of columns of B and BX. NRHS must be at least 1. */

/*  B      (input/output) COMPLEX array, dimension ( LDB, NRHS ) */
/*         On input, B contains the right hand sides of the least */
/*         squares problem in rows 1 through M. On output, B contains */
/*         the solution X in rows 1 through N. */

/*  LDB    (input) INTEGER */
/*         The leading dimension of B. LDB must be at least */
/*         max(1,MAX( M, N ) ). */

/*  BX     (workspace) COMPLEX array, dimension ( LDBX, NRHS ) */

/*  LDBX   (input) INTEGER */
/*         The leading dimension of BX. */

/*  PERM   (input) INTEGER array, dimension ( N ) */
/*         The permutations (from deflation and sorting) applied */
/*         to the two blocks. */

/*  GIVPTR (input) INTEGER */
/*         The number of Givens rotations which took place in this */
/*         subproblem. */

/*  GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 ) */
/*         Each pair of numbers indicates a pair of rows/columns */
/*         involved in a Givens rotation. */

/*  LDGCOL (input) INTEGER */
/*         The leading dimension of GIVCOL, must be at least N. */

/*  GIVNUM (input) REAL array, dimension ( LDGNUM, 2 ) */
/*         Each number indicates the C or S value used in the */
/*         corresponding Givens rotation. */

/*  LDGNUM (input) INTEGER */
/*         The leading dimension of arrays DIFR, POLES and */
/*         GIVNUM, must be at least K. */

/*  POLES  (input) REAL array, dimension ( LDGNUM, 2 ) */
/*         On entry, POLES(1:K, 1) contains the new singular */
/*         values obtained from solving the secular equation, and */
/*         POLES(1:K, 2) is an array containing the poles in the secular */
/*         equation. */

/*  DIFL   (input) REAL array, dimension ( K ). */
/*         On entry, DIFL(I) is the distance between I-th updated */
/*         (undeflated) singular value and the I-th (undeflated) old */
/*         singular value. */

/*  DIFR   (input) REAL array, dimension ( LDGNUM, 2 ). */
/*         On entry, DIFR(I, 1) contains the distances between I-th */
/*         updated (undeflated) singular value and the I+1-th */
/*         (undeflated) old singular value. And DIFR(I, 2) is the */
/*         normalizing factor for the I-th right singular vector. */

/*  Z      (input) REAL array, dimension ( K ) */
/*         Contain the components of the deflation-adjusted updating row */
/*         vector. */

/*  K      (input) INTEGER */
/*         Contains the dimension of the non-deflated matrix, */
/*         This is the order of the related secular equation. 1 <= K <=N. */

/*  C      (input) REAL */
/*         C contains garbage if SQRE =0 and the C-value of a Givens */
/*         rotation related to the right null space if SQRE = 1. */

/*  S      (input) REAL */
/*         S contains garbage if SQRE =0 and the S-value of a Givens */
/*         rotation related to the right null space if SQRE = 1. */

/*  RWORK  (workspace) REAL array, dimension */
/*         ( K*(1+NRHS) + 2*NRHS ) */

/*  INFO   (output) INTEGER */
/*          = 0:  successful exit. */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*     Ming Gu and Ren-Cang Li, Computer Science Division, University of */
/*       California at Berkeley, USA */
/*     Osni Marques, LBNL/NERSC, USA */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    bx_dim1 = *ldbx;
    bx_offset = 1 + bx_dim1;
    bx -= bx_offset;
    --perm;
    givcol_dim1 = *ldgcol;
    givcol_offset = 1 + givcol_dim1;
    givcol -= givcol_offset;
    difr_dim1 = *ldgnum;
    difr_offset = 1 + difr_dim1;
    difr -= difr_offset;
    poles_dim1 = *ldgnum;
    poles_offset = 1 + poles_dim1;
    poles -= poles_offset;
    givnum_dim1 = *ldgnum;
    givnum_offset = 1 + givnum_dim1;
    givnum -= givnum_offset;
    --difl;
    --z__;
    --rwork;

    /* Function Body */
    *info = 0;

    if (*icompq < 0 || *icompq > 1) {
	*info = -1;
    } else if (*nl < 1) {
	*info = -2;
    } else if (*nr < 1) {
	*info = -3;
    } else if (*sqre < 0 || *sqre > 1) {
	*info = -4;
    }

    n = *nl + *nr + 1;

    if (*nrhs < 1) {
	*info = -5;
    } else if (*ldb < n) {
	*info = -7;
    } else if (*ldbx < n) {
	*info = -9;
    } else if (*givptr < 0) {
	*info = -11;
    } else if (*ldgcol < n) {
	*info = -13;
    } else if (*ldgnum < n) {
	*info = -15;
    } else if (*k < 1) {
	*info = -20;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CLALS0", &i__1);
	return 0;
    }

    m = n + *sqre;
    nlp1 = *nl + 1;

    if (*icompq == 0) {

/*        Apply back orthogonal transformations from the left. */

/*        Step (1L): apply back the Givens rotations performed. */

	i__1 = *givptr;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    csrot_(nrhs, &b[givcol[i__ + (givcol_dim1 << 1)] + b_dim1], ldb, &
		    b[givcol[i__ + givcol_dim1] + b_dim1], ldb, &givnum[i__ + 
		    (givnum_dim1 << 1)], &givnum[i__ + givnum_dim1]);
/* L10: */
	}

/*        Step (2L): permute rows of B. */

	ccopy_(nrhs, &b[nlp1 + b_dim1], ldb, &bx[bx_dim1 + 1], ldbx);
	i__1 = n;
	for (i__ = 2; i__ <= i__1; ++i__) {
	    ccopy_(nrhs, &b[perm[i__] + b_dim1], ldb, &bx[i__ + bx_dim1], 
		    ldbx);
/* L20: */
	}

/*        Step (3L): apply the inverse of the left singular vector */
/*        matrix to BX. */

	if (*k == 1) {
	    ccopy_(nrhs, &bx[bx_offset], ldbx, &b[b_offset], ldb);
	    if (z__[1] < 0.f) {
		csscal_(nrhs, &c_b5, &b[b_offset], ldb);
	    }
	} else {
	    i__1 = *k;
	    for (j = 1; j <= i__1; ++j) {
		diflj = difl[j];
		dj = poles[j + poles_dim1];
		dsigj = -poles[j + (poles_dim1 << 1)];
		if (j < *k) {
		    difrj = -difr[j + difr_dim1];
		    dsigjp = -poles[j + 1 + (poles_dim1 << 1)];
		}
		if (z__[j] == 0.f || poles[j + (poles_dim1 << 1)] == 0.f) {
		    rwork[j] = 0.f;
		} else {
		    rwork[j] = -poles[j + (poles_dim1 << 1)] * z__[j] / diflj 
			    / (poles[j + (poles_dim1 << 1)] + dj);
		}
		i__2 = j - 1;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    if (z__[i__] == 0.f || poles[i__ + (poles_dim1 << 1)] == 
			    0.f) {
			rwork[i__] = 0.f;
		    } else {
			rwork[i__] = poles[i__ + (poles_dim1 << 1)] * z__[i__]
				 / (slamc3_(&poles[i__ + (poles_dim1 << 1)], &
				dsigj) - diflj) / (poles[i__ + (poles_dim1 << 
				1)] + dj);
		    }
/* L30: */
		}
		i__2 = *k;
		for (i__ = j + 1; i__ <= i__2; ++i__) {
		    if (z__[i__] == 0.f || poles[i__ + (poles_dim1 << 1)] == 
			    0.f) {
			rwork[i__] = 0.f;
		    } else {
			rwork[i__] = poles[i__ + (poles_dim1 << 1)] * z__[i__]
				 / (slamc3_(&poles[i__ + (poles_dim1 << 1)], &
				dsigjp) + difrj) / (poles[i__ + (poles_dim1 <<
				 1)] + dj);
		    }
/* L40: */
		}
		rwork[1] = -1.f;
		temp = snrm2_(k, &rwork[1], &c__1);

/*              Since B and BX are complex, the following call to SGEMV */
/*              is performed in two steps (real and imaginary parts). */

/*              CALL SGEMV( 'T', K, NRHS, ONE, BX, LDBX, WORK, 1, ZERO, */
/*    $                     B( J, 1 ), LDB ) */

		i__ = *k + (*nrhs << 1);
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = *k;
		    for (jrow = 1; jrow <= i__3; ++jrow) {
			++i__;
			i__4 = jrow + jcol * bx_dim1;
			rwork[i__] = bx[i__4].r;
/* L50: */
		    }
/* L60: */
		}
		sgemv_("T", k, nrhs, &c_b13, &rwork[*k + 1 + (*nrhs << 1)], k, 
			 &rwork[1], &c__1, &c_b15, &rwork[*k + 1], &c__1);
		i__ = *k + (*nrhs << 1);
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = *k;
		    for (jrow = 1; jrow <= i__3; ++jrow) {
			++i__;
			rwork[i__] = r_imag(&bx[jrow + jcol * bx_dim1]);
/* L70: */
		    }
/* L80: */
		}
		sgemv_("T", k, nrhs, &c_b13, &rwork[*k + 1 + (*nrhs << 1)], k, 
			 &rwork[1], &c__1, &c_b15, &rwork[*k + 1 + *nrhs], &
			c__1);
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = j + jcol * b_dim1;
		    i__4 = jcol + *k;
		    i__5 = jcol + *k + *nrhs;
		    q__1.r = rwork[i__4], q__1.i = rwork[i__5];
		    b[i__3].r = q__1.r, b[i__3].i = q__1.i;
/* L90: */
		}
		clascl_("G", &c__0, &c__0, &temp, &c_b13, &c__1, nrhs, &b[j + 
			b_dim1], ldb, info);
/* L100: */
	    }
	}

/*        Move the deflated rows of BX to B also. */

	if (*k < max(m,n)) {
	    i__1 = n - *k;
	    clacpy_("A", &i__1, nrhs, &bx[*k + 1 + bx_dim1], ldbx, &b[*k + 1 
		    + b_dim1], ldb);
	}
    } else {

/*        Apply back the right orthogonal transformations. */

/*        Step (1R): apply back the new right singular vector matrix */
/*        to B. */

	if (*k == 1) {
	    ccopy_(nrhs, &b[b_offset], ldb, &bx[bx_offset], ldbx);
	} else {
	    i__1 = *k;
	    for (j = 1; j <= i__1; ++j) {
		dsigj = poles[j + (poles_dim1 << 1)];
		if (z__[j] == 0.f) {
		    rwork[j] = 0.f;
		} else {
		    rwork[j] = -z__[j] / difl[j] / (dsigj + poles[j + 
			    poles_dim1]) / difr[j + (difr_dim1 << 1)];
		}
		i__2 = j - 1;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    if (z__[j] == 0.f) {
			rwork[i__] = 0.f;
		    } else {
			r__1 = -poles[i__ + 1 + (poles_dim1 << 1)];
			rwork[i__] = z__[j] / (slamc3_(&dsigj, &r__1) - difr[
				i__ + difr_dim1]) / (dsigj + poles[i__ + 
				poles_dim1]) / difr[i__ + (difr_dim1 << 1)];
		    }
/* L110: */
		}
		i__2 = *k;
		for (i__ = j + 1; i__ <= i__2; ++i__) {
		    if (z__[j] == 0.f) {
			rwork[i__] = 0.f;
		    } else {
			r__1 = -poles[i__ + (poles_dim1 << 1)];
			rwork[i__] = z__[j] / (slamc3_(&dsigj, &r__1) - difl[
				i__]) / (dsigj + poles[i__ + poles_dim1]) / 
				difr[i__ + (difr_dim1 << 1)];
		    }
/* L120: */
		}

/*              Since B and BX are complex, the following call to SGEMV */
/*              is performed in two steps (real and imaginary parts). */

/*              CALL SGEMV( 'T', K, NRHS, ONE, B, LDB, WORK, 1, ZERO, */
/*    $                     BX( J, 1 ), LDBX ) */

		i__ = *k + (*nrhs << 1);
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = *k;
		    for (jrow = 1; jrow <= i__3; ++jrow) {
			++i__;
			i__4 = jrow + jcol * b_dim1;
			rwork[i__] = b[i__4].r;
/* L130: */
		    }
/* L140: */
		}
		sgemv_("T", k, nrhs, &c_b13, &rwork[*k + 1 + (*nrhs << 1)], k, 
			 &rwork[1], &c__1, &c_b15, &rwork[*k + 1], &c__1);
		i__ = *k + (*nrhs << 1);
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = *k;
		    for (jrow = 1; jrow <= i__3; ++jrow) {
			++i__;
			rwork[i__] = r_imag(&b[jrow + jcol * b_dim1]);
/* L150: */
		    }
/* L160: */
		}
		sgemv_("T", k, nrhs, &c_b13, &rwork[*k + 1 + (*nrhs << 1)], k, 
			 &rwork[1], &c__1, &c_b15, &rwork[*k + 1 + *nrhs], &
			c__1);
		i__2 = *nrhs;
		for (jcol = 1; jcol <= i__2; ++jcol) {
		    i__3 = j + jcol * bx_dim1;
		    i__4 = jcol + *k;
		    i__5 = jcol + *k + *nrhs;
		    q__1.r = rwork[i__4], q__1.i = rwork[i__5];
		    bx[i__3].r = q__1.r, bx[i__3].i = q__1.i;
/* L170: */
		}
/* L180: */
	    }
	}

/*        Step (2R): if SQRE = 1, apply back the rotation that is */
/*        related to the right null space of the subproblem. */

	if (*sqre == 1) {
	    ccopy_(nrhs, &b[m + b_dim1], ldb, &bx[m + bx_dim1], ldbx);
	    csrot_(nrhs, &bx[bx_dim1 + 1], ldbx, &bx[m + bx_dim1], ldbx, c__, 
		    s);
	}
	if (*k < max(m,n)) {
	    i__1 = n - *k;
	    clacpy_("A", &i__1, nrhs, &b[*k + 1 + b_dim1], ldb, &bx[*k + 1 + 
		    bx_dim1], ldbx);
	}

/*        Step (3R): permute rows of B. */

	ccopy_(nrhs, &bx[bx_dim1 + 1], ldbx, &b[nlp1 + b_dim1], ldb);
	if (*sqre == 1) {
	    ccopy_(nrhs, &bx[m + bx_dim1], ldbx, &b[m + b_dim1], ldb);
	}
	i__1 = n;
	for (i__ = 2; i__ <= i__1; ++i__) {
	    ccopy_(nrhs, &bx[i__ + bx_dim1], ldbx, &b[perm[i__] + b_dim1], 
		    ldb);
/* L190: */
	}

/*        Step (4R): apply back the Givens rotations performed. */

	for (i__ = *givptr; i__ >= 1; --i__) {
	    r__1 = -givnum[i__ + givnum_dim1];
	    csrot_(nrhs, &b[givcol[i__ + (givcol_dim1 << 1)] + b_dim1], ldb, &
		    b[givcol[i__ + givcol_dim1] + b_dim1], ldb, &givnum[i__ + 
		    (givnum_dim1 << 1)], &r__1);
/* L200: */
	}
    }

    return 0;

/*     End of CLALS0 */

} /* clals0_ */
Example #7
0
/* Subroutine */ int cggevx_(char *balanc, char *jobvl, char *jobvr, char *
	sense, integer *n, complex *a, integer *lda, complex *b, integer *ldb, 
	 complex *alpha, complex *beta, complex *vl, integer *ldvl, complex *
	vr, integer *ldvr, integer *ilo, integer *ihi, real *lscale, real *
	rscale, real *abnrm, real *bbnrm, real *rconde, real *rcondv, complex 
	*work, integer *lwork, real *rwork, integer *iwork, logical *bwork, 
	integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, 
	    vr_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2, r__3, r__4;
    complex q__1;

    /* Builtin functions */
    double sqrt(doublereal), r_imag(complex *);

    /* Local variables */
    integer i__, j, m, jc, in, jr;
    real eps;
    logical ilv;
    real anrm, bnrm;
    integer ierr, itau;
    real temp;
    logical ilvl, ilvr;
    integer iwrk, iwrk1;
    extern logical lsame_(char *, char *);
    integer icols;
    logical noscl;
    integer irows;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *), 
	    clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    logical ilascl, ilbscl;
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), clacpy_(
	    char *, integer *, integer *, complex *, integer *, complex *, 
	    integer *), claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *), ctgevc_(char *, char 
	    *, logical *, integer *, complex *, integer *, complex *, integer 
	    *, complex *, integer *, complex *, integer *, integer *, integer 
	    *, complex *, real *, integer *);
    logical ldumma[1];
    char chtemp[1];
    real bignum;
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *), 
	    ctgsna_(char *, char *, logical *, integer *, complex *, integer *
, complex *, integer *, complex *, integer *, complex *, integer *
, real *, real *, integer *, integer *, complex *, integer *, 
	    integer *, integer *);
    integer ijobvl;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern doublereal slamch_(char *);
    integer ijobvr;
    logical wantsb;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *);
    real anrmto;
    logical wantse;
    real bnrmto;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    integer minwrk, maxwrk;
    logical wantsn;
    real smlnum;
    logical lquery, wantsv;


/*  -- LAPACK driver routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CGGEVX computes for a pair of N-by-N complex nonsymmetric matrices */
/*  (A,B) the generalized eigenvalues, and optionally, the left and/or */
/*  right generalized eigenvectors. */

/*  Optionally, it also computes a balancing transformation to improve */
/*  the conditioning of the eigenvalues and eigenvectors (ILO, IHI, */
/*  LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for */
/*  the eigenvalues (RCONDE), and reciprocal condition numbers for the */
/*  right eigenvectors (RCONDV). */

/*  A generalized eigenvalue for a pair of matrices (A,B) is a scalar */
/*  lambda or a ratio alpha/beta = lambda, such that A - lambda*B is */
/*  singular. It is usually represented as the pair (alpha,beta), as */
/*  there is a reasonable interpretation for beta=0, and even for both */
/*  being zero. */

/*  The right eigenvector v(j) corresponding to the eigenvalue lambda(j) */
/*  of (A,B) satisfies */
/*                   A * v(j) = lambda(j) * B * v(j) . */
/*  The left eigenvector u(j) corresponding to the eigenvalue lambda(j) */
/*  of (A,B) satisfies */
/*                   u(j)**H * A  = lambda(j) * u(j)**H * B. */
/*  where u(j)**H is the conjugate-transpose of u(j). */


/*  Arguments */
/*  ========= */

/*  BALANC  (input) CHARACTER*1 */
/*          Specifies the balance option to be performed: */
/*          = 'N':  do not diagonally scale or permute; */
/*          = 'P':  permute only; */
/*          = 'S':  scale only; */
/*          = 'B':  both permute and scale. */
/*          Computed reciprocal condition numbers will be for the */
/*          matrices after permuting and/or balancing. Permuting does */
/*          not change condition numbers (in exact arithmetic), but */
/*          balancing does. */

/*  JOBVL   (input) CHARACTER*1 */
/*          = 'N':  do not compute the left generalized eigenvectors; */
/*          = 'V':  compute the left generalized eigenvectors. */

/*  JOBVR   (input) CHARACTER*1 */
/*          = 'N':  do not compute the right generalized eigenvectors; */
/*          = 'V':  compute the right generalized eigenvectors. */

/*  SENSE   (input) CHARACTER*1 */
/*          Determines which reciprocal condition numbers are computed. */
/*          = 'N': none are computed; */
/*          = 'E': computed for eigenvalues only; */
/*          = 'V': computed for eigenvectors only; */
/*          = 'B': computed for eigenvalues and eigenvectors. */

/*  N       (input) INTEGER */
/*          The order of the matrices A, B, VL, and VR.  N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA, N) */
/*          On entry, the matrix A in the pair (A,B). */
/*          On exit, A has been overwritten. If JOBVL='V' or JOBVR='V' */
/*          or both, then A contains the first part of the complex Schur */
/*          form of the "balanced" versions of the input A and B. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of A.  LDA >= max(1,N). */

/*  B       (input/output) COMPLEX array, dimension (LDB, N) */
/*          On entry, the matrix B in the pair (A,B). */
/*          On exit, B has been overwritten. If JOBVL='V' or JOBVR='V' */
/*          or both, then B contains the second part of the complex */
/*          Schur form of the "balanced" versions of the input A and B. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of B.  LDB >= max(1,N). */

/*  ALPHA   (output) COMPLEX array, dimension (N) */
/*  BETA    (output) COMPLEX array, dimension (N) */
/*          On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the generalized */
/*          eigenvalues. */

/*          Note: the quotient ALPHA(j)/BETA(j) ) may easily over- or */
/*          underflow, and BETA(j) may even be zero.  Thus, the user */
/*          should avoid naively computing the ratio ALPHA/BETA. */
/*          However, ALPHA will be always less than and usually */
/*          comparable with norm(A) in magnitude, and BETA always less */
/*          than and usually comparable with norm(B). */

/*  VL      (output) COMPLEX array, dimension (LDVL,N) */
/*          If JOBVL = 'V', the left generalized eigenvectors u(j) are */
/*          stored one after another in the columns of VL, in the same */
/*          order as their eigenvalues. */
/*          Each eigenvector will be scaled so the largest component */
/*          will have abs(real part) + abs(imag. part) = 1. */
/*          Not referenced if JOBVL = 'N'. */

/*  LDVL    (input) INTEGER */
/*          The leading dimension of the matrix VL. LDVL >= 1, and */
/*          if JOBVL = 'V', LDVL >= N. */

/*  VR      (output) COMPLEX array, dimension (LDVR,N) */
/*          If JOBVR = 'V', the right generalized eigenvectors v(j) are */
/*          stored one after another in the columns of VR, in the same */
/*          order as their eigenvalues. */
/*          Each eigenvector will be scaled so the largest component */
/*          will have abs(real part) + abs(imag. part) = 1. */
/*          Not referenced if JOBVR = 'N'. */

/*  LDVR    (input) INTEGER */
/*          The leading dimension of the matrix VR. LDVR >= 1, and */
/*          if JOBVR = 'V', LDVR >= N. */

/*  ILO     (output) INTEGER */
/*  IHI     (output) INTEGER */
/*          ILO and IHI are integer values such that on exit */
/*          A(i,j) = 0 and B(i,j) = 0 if i > j and */
/*          j = 1,...,ILO-1 or i = IHI+1,...,N. */
/*          If BALANC = 'N' or 'S', ILO = 1 and IHI = N. */

/*  LSCALE  (output) REAL array, dimension (N) */
/*          Details of the permutations and scaling factors applied */
/*          to the left side of A and B.  If PL(j) is the index of the */
/*          row interchanged with row j, and DL(j) is the scaling */
/*          factor applied to row j, then */
/*            LSCALE(j) = PL(j)  for j = 1,...,ILO-1 */
/*                      = DL(j)  for j = ILO,...,IHI */
/*                      = PL(j)  for j = IHI+1,...,N. */
/*          The order in which the interchanges are made is N to IHI+1, */
/*          then 1 to ILO-1. */

/*  RSCALE  (output) REAL array, dimension (N) */
/*          Details of the permutations and scaling factors applied */
/*          to the right side of A and B.  If PR(j) is the index of the */
/*          column interchanged with column j, and DR(j) is the scaling */
/*          factor applied to column j, then */
/*            RSCALE(j) = PR(j)  for j = 1,...,ILO-1 */
/*                      = DR(j)  for j = ILO,...,IHI */
/*                      = PR(j)  for j = IHI+1,...,N */
/*          The order in which the interchanges are made is N to IHI+1, */
/*          then 1 to ILO-1. */

/*  ABNRM   (output) REAL */
/*          The one-norm of the balanced matrix A. */

/*  BBNRM   (output) REAL */
/*          The one-norm of the balanced matrix B. */

/*  RCONDE  (output) REAL array, dimension (N) */
/*          If SENSE = 'E' or 'B', the reciprocal condition numbers of */
/*          the eigenvalues, stored in consecutive elements of the array. */
/*          If SENSE = 'N' or 'V', RCONDE is not referenced. */

/*  RCONDV  (output) REAL array, dimension (N) */
/*          If SENSE = 'V' or 'B', the estimated reciprocal condition */
/*          numbers of the eigenvectors, stored in consecutive elements */
/*          of the array. If the eigenvalues cannot be reordered to */
/*          compute RCONDV(j), RCONDV(j) is set to 0; this can only occur */
/*          when the true value would be very small anyway. */
/*          If SENSE = 'N' or 'E', RCONDV is not referenced. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. LWORK >= max(1,2*N). */
/*          If SENSE = 'E', LWORK >= max(1,4*N). */
/*          If SENSE = 'V' or 'B', LWORK >= max(1,2*N*N+2*N). */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (lrwork) */
/*          lrwork must be at least max(1,6*N) if BALANC = 'S' or 'B', */
/*          and at least max(1,2*N) otherwise. */
/*          Real workspace. */

/*  IWORK   (workspace) INTEGER array, dimension (N+2) */
/*          If SENSE = 'E', IWORK is not referenced. */

/*  BWORK   (workspace) LOGICAL array, dimension (N) */
/*          If SENSE = 'N', BWORK is not referenced. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          = 1,...,N: */
/*                The QZ iteration failed.  No eigenvectors have been */
/*                calculated, but ALPHA(j) and BETA(j) should be correct */
/*                for j=INFO+1,...,N. */
/*          > N:  =N+1: other than QZ iteration failed in CHGEQZ. */
/*                =N+2: error return from CTGEVC. */

/*  Further Details */
/*  =============== */

/*  Balancing a matrix pair (A,B) includes, first, permuting rows and */
/*  columns to isolate eigenvalues, second, applying diagonal similarity */
/*  transformation to the rows and columns to make the rows and columns */
/*  as close in norm as possible. The computed reciprocal condition */
/*  numbers correspond to the balanced matrix. Permuting rows and columns */
/*  will not change the condition numbers (in exact arithmetic) but */
/*  diagonal scaling will.  For further explanation of balancing, see */
/*  section 4.11.1.2 of LAPACK Users' Guide. */

/*  An approximate error bound on the chordal distance between the i-th */
/*  computed generalized eigenvalue w and the corresponding exact */
/*  eigenvalue lambda is */

/*       chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I) */

/*  An approximate error bound for the angle between the i-th computed */
/*  eigenvector VL(i) or VR(i) is given by */

/*       EPS * norm(ABNRM, BBNRM) / DIF(i). */

/*  For further explanation of the reciprocal condition numbers RCONDE */
/*  and RCONDV, see section 4.11 of LAPACK User's Guide. */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Decode the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --alpha;
    --beta;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --lscale;
    --rscale;
    --rconde;
    --rcondv;
    --work;
    --rwork;
    --iwork;
    --bwork;

    /* Function Body */
    if (lsame_(jobvl, "N")) {
	ijobvl = 1;
	ilvl = FALSE_;
    } else if (lsame_(jobvl, "V")) {
	ijobvl = 2;
	ilvl = TRUE_;
    } else {
	ijobvl = -1;
	ilvl = FALSE_;
    }

    if (lsame_(jobvr, "N")) {
	ijobvr = 1;
	ilvr = FALSE_;
    } else if (lsame_(jobvr, "V")) {
	ijobvr = 2;
	ilvr = TRUE_;
    } else {
	ijobvr = -1;
	ilvr = FALSE_;
    }
    ilv = ilvl || ilvr;

    noscl = lsame_(balanc, "N") || lsame_(balanc, "P");
    wantsn = lsame_(sense, "N");
    wantse = lsame_(sense, "E");
    wantsv = lsame_(sense, "V");
    wantsb = lsame_(sense, "B");

/*     Test the input arguments */

    *info = 0;
    lquery = *lwork == -1;
    if (! (noscl || lsame_(balanc, "S") || lsame_(
	    balanc, "B"))) {
	*info = -1;
    } else if (ijobvl <= 0) {
	*info = -2;
    } else if (ijobvr <= 0) {
	*info = -3;
    } else if (! (wantsn || wantse || wantsb || wantsv)) {
	*info = -4;
    } else if (*n < 0) {
	*info = -5;
    } else if (*lda < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -9;
    } else if (*ldvl < 1 || ilvl && *ldvl < *n) {
	*info = -13;
    } else if (*ldvr < 1 || ilvr && *ldvr < *n) {
	*info = -15;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of workspace needed at that point in the code, */
/*       as well as the preferred amount for good performance. */
/*       NB refers to the optimal block size for the immediately */
/*       following subroutine, as returned by ILAENV. The workspace is */
/*       computed assuming ILO = 1 and IHI = N, the worst case.) */

    if (*info == 0) {
	if (*n == 0) {
	    minwrk = 1;
	    maxwrk = 1;
	} else {
	    minwrk = *n << 1;
	    if (wantse) {
		minwrk = *n << 2;
	    } else if (wantsv || wantsb) {
		minwrk = (*n << 1) * (*n + 1);
	    }
	    maxwrk = minwrk;
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "CGEQRF", " ", n, &
		    c__1, n, &c__0);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "CUNMQR", " ", n, &
		    c__1, n, &c__0);
	    maxwrk = max(i__1,i__2);
	    if (ilvl) {
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "CUNGQR", 
			" ", n, &c__1, n, &c__0);
		maxwrk = max(i__1,i__2);
	    }
	}
	work[1].r = (real) maxwrk, work[1].i = 0.f;

	if (*lwork < minwrk && ! lquery) {
	    *info = -25;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGGEVX", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	anrmto = smlnum;
	ilascl = TRUE_;
    } else if (anrm > bignum) {
	anrmto = bignum;
	ilascl = TRUE_;
    }
    if (ilascl) {
	clascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Scale B if max element outside range [SMLNUM,BIGNUM] */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0.f && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }
    if (ilbscl) {
	clascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
		ierr);
    }

/*     Permute and/or balance the matrix pair (A,B) */
/*     (Real Workspace: need 6*N if BALANC = 'S' or 'B', 1 otherwise) */

    cggbal_(balanc, n, &a[a_offset], lda, &b[b_offset], ldb, ilo, ihi, &
	    lscale[1], &rscale[1], &rwork[1], &ierr);

/*     Compute ABNRM and BBNRM */

    *abnrm = clange_("1", n, n, &a[a_offset], lda, &rwork[1]);
    if (ilascl) {
	rwork[1] = *abnrm;
	slascl_("G", &c__0, &c__0, &anrmto, &anrm, &c__1, &c__1, &rwork[1], &
		c__1, &ierr);
	*abnrm = rwork[1];
    }

    *bbnrm = clange_("1", n, n, &b[b_offset], ldb, &rwork[1]);
    if (ilbscl) {
	rwork[1] = *bbnrm;
	slascl_("G", &c__0, &c__0, &bnrmto, &bnrm, &c__1, &c__1, &rwork[1], &
		c__1, &ierr);
	*bbnrm = rwork[1];
    }

/*     Reduce B to triangular form (QR decomposition of B) */
/*     (Complex Workspace: need N, prefer N*NB ) */

    irows = *ihi + 1 - *ilo;
    if (ilv || ! wantsn) {
	icols = *n + 1 - *ilo;
    } else {
	icols = irows;
    }
    itau = 1;
    iwrk = itau + irows;
    i__1 = *lwork + 1 - iwrk;
    cgeqrf_(&irows, &icols, &b[*ilo + *ilo * b_dim1], ldb, &work[itau], &work[
	    iwrk], &i__1, &ierr);

/*     Apply the unitary transformation to A */
/*     (Complex Workspace: need N, prefer N*NB) */

    i__1 = *lwork + 1 - iwrk;
    cunmqr_("L", "C", &irows, &icols, &irows, &b[*ilo + *ilo * b_dim1], ldb, &
	    work[itau], &a[*ilo + *ilo * a_dim1], lda, &work[iwrk], &i__1, &
	    ierr);

/*     Initialize VL and/or VR */
/*     (Workspace: need N, prefer N*NB) */

    if (ilvl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
	if (irows > 1) {
	    i__1 = irows - 1;
	    i__2 = irows - 1;
	    clacpy_("L", &i__1, &i__2, &b[*ilo + 1 + *ilo * b_dim1], ldb, &vl[
		    *ilo + 1 + *ilo * vl_dim1], ldvl);
	}
	i__1 = *lwork + 1 - iwrk;
	cungqr_(&irows, &irows, &irows, &vl[*ilo + *ilo * vl_dim1], ldvl, &
		work[itau], &work[iwrk], &i__1, &ierr);
    }

    if (ilvr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr);
    }

/*     Reduce to generalized Hessenberg form */
/*     (Workspace: none needed) */

    if (ilv || ! wantsn) {

/*        Eigenvectors requested -- work on whole matrix. */

	cgghrd_(jobvl, jobvr, n, ilo, ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr);
    } else {
	cgghrd_("N", "N", &irows, &c__1, &irows, &a[*ilo + *ilo * a_dim1], 
		lda, &b[*ilo + *ilo * b_dim1], ldb, &vl[vl_offset], ldvl, &vr[
		vr_offset], ldvr, &ierr);
    }

/*     Perform QZ algorithm (Compute eigenvalues, and optionally, the */
/*     Schur forms and Schur vectors) */
/*     (Complex Workspace: need N) */
/*     (Real Workspace: need N) */

    iwrk = itau;
    if (ilv || ! wantsn) {
	*(unsigned char *)chtemp = 'S';
    } else {
	*(unsigned char *)chtemp = 'E';
    }

    i__1 = *lwork + 1 - iwrk;
    chgeqz_(chtemp, jobvl, jobvr, n, ilo, ihi, &a[a_offset], lda, &b[b_offset]
, ldb, &alpha[1], &beta[1], &vl[vl_offset], ldvl, &vr[vr_offset], 
	    ldvr, &work[iwrk], &i__1, &rwork[1], &ierr);
    if (ierr != 0) {
	if (ierr > 0 && ierr <= *n) {
	    *info = ierr;
	} else if (ierr > *n && ierr <= *n << 1) {
	    *info = ierr - *n;
	} else {
	    *info = *n + 1;
	}
	goto L90;
    }

/*     Compute Eigenvectors and estimate condition numbers if desired */
/*     CTGEVC: (Complex Workspace: need 2*N ) */
/*             (Real Workspace:    need 2*N ) */
/*     CTGSNA: (Complex Workspace: need 2*N*N if SENSE='V' or 'B') */
/*             (Integer Workspace: need N+2 ) */

    if (ilv || ! wantsn) {
	if (ilv) {
	    if (ilvl) {
		if (ilvr) {
		    *(unsigned char *)chtemp = 'B';
		} else {
		    *(unsigned char *)chtemp = 'L';
		}
	    } else {
		*(unsigned char *)chtemp = 'R';
	    }

	    ctgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], 
		    ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &
		    work[iwrk], &rwork[1], &ierr);
	    if (ierr != 0) {
		*info = *n + 2;
		goto L90;
	    }
	}

	if (! wantsn) {

/*           compute eigenvectors (STGEVC) and estimate condition */
/*           numbers (STGSNA). Note that the definition of the condition */
/*           number is not invariant under transformation (u,v) to */
/*           (Q*u, Z*v), where (u,v) are eigenvectors of the generalized */
/*           Schur form (S,T), Q and Z are orthogonal matrices. In order */
/*           to avoid using extra 2*N*N workspace, we have to */
/*           re-calculate eigenvectors and estimate the condition numbers */
/*           one at a time. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {

		i__2 = *n;
		for (j = 1; j <= i__2; ++j) {
		    bwork[j] = FALSE_;
/* L10: */
		}
		bwork[i__] = TRUE_;

		iwrk = *n + 1;
		iwrk1 = iwrk + *n;

		if (wantse || wantsb) {
		    ctgevc_("B", "S", &bwork[1], n, &a[a_offset], lda, &b[
			    b_offset], ldb, &work[1], n, &work[iwrk], n, &
			    c__1, &m, &work[iwrk1], &rwork[1], &ierr);
		    if (ierr != 0) {
			*info = *n + 2;
			goto L90;
		    }
		}

		i__2 = *lwork - iwrk1 + 1;
		ctgsna_(sense, "S", &bwork[1], n, &a[a_offset], lda, &b[
			b_offset], ldb, &work[1], n, &work[iwrk], n, &rconde[
			i__], &rcondv[i__], &c__1, &m, &work[iwrk1], &i__2, &
			iwork[1], &ierr);

/* L20: */
	    }
	}
    }

/*     Undo balancing on VL and VR and normalization */
/*     (Workspace: none needed) */

    if (ilvl) {
	cggbak_(balanc, "L", n, ilo, ihi, &lscale[1], &rscale[1], n, &vl[
		vl_offset], ldvl, &ierr);

	i__1 = *n;
	for (jc = 1; jc <= i__1; ++jc) {
	    temp = 0.f;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		i__3 = jr + jc * vl_dim1;
		r__3 = temp, r__4 = (r__1 = vl[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&vl[jr + jc * vl_dim1]), dabs(r__2));
		temp = dmax(r__3,r__4);
/* L30: */
	    }
	    if (temp < smlnum) {
		goto L50;
	    }
	    temp = 1.f / temp;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
		i__3 = jr + jc * vl_dim1;
		i__4 = jr + jc * vl_dim1;
		q__1.r = temp * vl[i__4].r, q__1.i = temp * vl[i__4].i;
		vl[i__3].r = q__1.r, vl[i__3].i = q__1.i;
/* L40: */
	    }
L50:
	    ;
	}
    }

    if (ilvr) {
	cggbak_(balanc, "R", n, ilo, ihi, &lscale[1], &rscale[1], n, &vr[
		vr_offset], ldvr, &ierr);
	i__1 = *n;
	for (jc = 1; jc <= i__1; ++jc) {
	    temp = 0.f;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		i__3 = jr + jc * vr_dim1;
		r__3 = temp, r__4 = (r__1 = vr[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&vr[jr + jc * vr_dim1]), dabs(r__2));
		temp = dmax(r__3,r__4);
/* L60: */
	    }
	    if (temp < smlnum) {
		goto L80;
	    }
	    temp = 1.f / temp;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
		i__3 = jr + jc * vr_dim1;
		i__4 = jr + jc * vr_dim1;
		q__1.r = temp * vr[i__4].r, q__1.i = temp * vr[i__4].i;
		vr[i__3].r = q__1.r, vr[i__3].i = q__1.i;
/* L70: */
	    }
L80:
	    ;
	}
    }

/*     Undo scaling if necessary */

    if (ilascl) {
	clascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, &
		ierr);
    }

    if (ilbscl) {
	clascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
		ierr);
    }

L90:
    work[1].r = (real) maxwrk, work[1].i = 0.f;

    return 0;

/*     End of CGGEVX */

} /* cggevx_ */
Example #8
0
/* Subroutine */ int cgelsd_(integer *m, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *b, integer *ldb, real *s, real *rcond, 
	integer *rank, complex *work, integer *lwork, real *rwork, integer *
	iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
    real r__1;
    complex q__1;

    /* Local variables */
    static real anrm, bnrm;
    static integer itau, iascl, ibscl;
    static real sfmin;
    static integer minmn, maxmn, itaup, itauq, mnthr, nwork, ie, il;
    extern /* Subroutine */ int cgebrd_(integer *, integer *, complex *, 
	    integer *, real *, real *, complex *, complex *, complex *, 
	    integer *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static integer mm;
    extern /* Subroutine */ int cgelqf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), clalsd_(
	    char *, integer *, integer *, integer *, real *, real *, complex *
	    , integer *, real *, integer *, complex *, real *, integer *, 
	    integer *), clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), cgeqrf_(integer *, integer *, complex *, integer *, 
	    complex *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), claset_(char *, 
	    integer *, integer *, complex *, complex *, complex *, integer *), xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    static real bignum;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), cunmbr_(char *, char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *), slaset_(
	    char *, integer *, integer *, real *, real *, real *, integer *), cunmlq_(char *, char *, integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, complex *, 
	    integer *, integer *);
    static integer ldwork;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    static integer minwrk, maxwrk;
    static real smlnum;
    static logical lquery;
    static integer nrwork, smlsiz;
    static real eps;


#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]


/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       October 31, 1999   


    Purpose   
    =======   

    CGELSD computes the minimum-norm solution to a real linear least   
    squares problem:   
        minimize 2-norm(| b - A*x |)   
    using the singular value decomposition (SVD) of A. A is an M-by-N   
    matrix which may be rank-deficient.   

    Several right hand side vectors b and solution vectors x can be   
    handled in a single call; they are stored as the columns of the   
    M-by-NRHS right hand side matrix B and the N-by-NRHS solution   
    matrix X.   

    The problem is solved in three steps:   
    (1) Reduce the coefficient matrix A to bidiagonal form with   
        Householder tranformations, reducing the original problem   
        into a "bidiagonal least squares problem" (BLS)   
    (2) Solve the BLS using a divide and conquer approach.   
    (3) Apply back all the Householder tranformations to solve   
        the original least squares problem.   

    The effective rank of A is determined by treating as zero those   
    singular values which are less than RCOND times the largest singular   
    value.   

    The divide and conquer algorithm makes very mild assumptions about   
    floating point arithmetic. It will work on machines with a guard   
    digit in add/subtract, or on those binary machines without guard   
    digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or   
    Cray-2. It could conceivably fail on hexadecimal or decimal machines   
    without guard digits, but we know of none.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A. M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A. N >= 0.   

    NRHS    (input) INTEGER   
            The number of right hand sides, i.e., the number of columns   
            of the matrices B and X. NRHS >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA,N)   
            On entry, the M-by-N matrix A.   
            On exit, A has been destroyed.   

    LDA     (input) INTEGER   
            The leading dimension of the array A. LDA >= max(1,M).   

    B       (input/output) COMPLEX array, dimension (LDB,NRHS)   
            On entry, the M-by-NRHS right hand side matrix B.   
            On exit, B is overwritten by the N-by-NRHS solution matrix X.   
            If m >= n and RANK = n, the residual sum-of-squares for   
            the solution in the i-th column is given by the sum of   
            squares of elements n+1:m in that column.   

    LDB     (input) INTEGER   
            The leading dimension of the array B.  LDB >= max(1,M,N).   

    S       (output) REAL array, dimension (min(M,N))   
            The singular values of A in decreasing order.   
            The condition number of A in the 2-norm = S(1)/S(min(m,n)).   

    RCOND   (input) REAL   
            RCOND is used to determine the effective rank of A.   
            Singular values S(i) <= RCOND*S(1) are treated as zero.   
            If RCOND < 0, machine precision is used instead.   

    RANK    (output) INTEGER   
            The effective rank of A, i.e., the number of singular values   
            which are greater than RCOND*S(1).   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK. LWORK must be at least 1.   
            The exact minimum amount of workspace needed depends on M,   
            N and NRHS. As long as LWORK is at least   
                2 * N + N * NRHS   
            if M is greater than or equal to N or   
                2 * M + M * NRHS   
            if M is less than N, the code will execute correctly.   
            For good performance, LWORK should generally be larger.   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   


    RWORK   (workspace) REAL array, dimension at least   
               10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +   
               (SMLSIZ+1)**2   
            if M is greater than or equal to N or   
               10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +   
               (SMLSIZ+1)**2   
            if M is less than N, the code will execute correctly.   
            SMLSIZ is returned by ILAENV and is equal to the maximum   
            size of the subproblems at the bottom of the computation   
            tree (usually about 25), and   
               NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )   

    IWORK   (workspace) INTEGER array, dimension (LIWORK)   
            LIWORK >= 3 * MINMN * NLVL + 11 * MINMN,   
            where MINMN = MIN( M,N ).   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -i, the i-th argument had an illegal value.   
            > 0:  the algorithm for computing the SVD failed to converge;   
                  if INFO = i, i off-diagonal elements of an intermediate   
                  bidiagonal form did not converge to zero.   

    Further Details   
    ===============   

    Based on contributions by   
       Ming Gu and Ren-Cang Li, Computer Science Division, University of   
         California at Berkeley, USA   
       Osni Marques, LBNL/NERSC, USA   

    =====================================================================   


       Test the input arguments.   

       Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --s;
    --work;
    --rwork;
    --iwork;

    /* Function Body */
    *info = 0;
    minmn = min(*m,*n);
    maxmn = max(*m,*n);
    mnthr = ilaenv_(&c__6, "CGELSD", " ", m, n, nrhs, &c_n1, (ftnlen)6, (
	    ftnlen)1);
    lquery = *lwork == -1;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*m)) {
	*info = -5;
    } else if (*ldb < max(1,maxmn)) {
	*info = -7;
    }

    smlsiz = ilaenv_(&c__9, "CGELSD", " ", &c__0, &c__0, &c__0, &c__0, (
	    ftnlen)6, (ftnlen)1);

/*     Compute workspace.   
       (Note: Comments in the code beginning "Workspace:" describe the   
       minimal amount of workspace needed at that point in the code,   
       as well as the preferred amount for good performance.   
       NB refers to the optimal block size for the immediately   
       following subroutine, as returned by ILAENV.) */

    minwrk = 1;
    if (*info == 0) {
	maxwrk = 0;
	mm = *m;
	if (*m >= *n && *m >= mnthr) {

/*           Path 1a - overdetermined, with many more rows than columns. */

	    mm = *n;
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *n * ilaenv_(&c__1, "CGEQRF", " ", m, n, &
		    c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *nrhs * ilaenv_(&c__1, "CUNMQR", "LC", m, 
		    nrhs, n, &c_n1, (ftnlen)6, (ftnlen)2);
	    maxwrk = max(i__1,i__2);
	}
	if (*m >= *n) {

/*           Path 1 - overdetermined or exactly determined.   

   Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + (mm + *n) * ilaenv_(&c__1, 
		    "CGEBRD", " ", &mm, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1)
		    ;
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + *nrhs * ilaenv_(&c__1, "CUNMBR",
		     "QLC", &mm, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, "CUN"
		    "MBR", "PLN", n, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + *n * *nrhs;
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = (*n << 1) + mm, i__2 = (*n << 1) + *n * *nrhs;
	    minwrk = max(i__1,i__2);
	}
	if (*n > *m) {
	    if (*n >= mnthr) {

/*              Path 2a - underdetermined, with many more columns   
                than rows. */

		maxwrk = *m + *m * ilaenv_(&c__1, "CGELQF", " ", m, n, &c_n1, 
			&c_n1, (ftnlen)6, (ftnlen)1);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m << 1) * 
			ilaenv_(&c__1, "CGEBRD", " ", m, m, &c_n1, &c_n1, (
			ftnlen)6, (ftnlen)1);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + *nrhs * ilaenv_(&
			c__1, "CUNMBR", "QLC", m, nrhs, m, &c_n1, (ftnlen)6, (
			ftnlen)3);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m - 1) * 
			ilaenv_(&c__1, "CUNMLQ", "LC", n, nrhs, m, &c_n1, (
			ftnlen)6, (ftnlen)2);
		maxwrk = max(i__1,i__2);
		if (*nrhs > 1) {
/* Computing MAX */
		    i__1 = maxwrk, i__2 = *m * *m + *m + *m * *nrhs;
		    maxwrk = max(i__1,i__2);
		} else {
/* Computing MAX */
		    i__1 = maxwrk, i__2 = *m * *m + (*m << 1);
		    maxwrk = max(i__1,i__2);
		}
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + *m * *nrhs;
		maxwrk = max(i__1,i__2);
	    } else {

/*              Path 2 - underdetermined. */

		maxwrk = (*m << 1) + (*n + *m) * ilaenv_(&c__1, "CGEBRD", 
			" ", m, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
/* Computing MAX */
		i__1 = maxwrk, i__2 = (*m << 1) + *nrhs * ilaenv_(&c__1, 
			"CUNMBR", "QLC", m, nrhs, m, &c_n1, (ftnlen)6, (
			ftnlen)3);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = (*m << 1) + *m * ilaenv_(&c__1, "CUNMBR"
			, "PLN", n, nrhs, m, &c_n1, (ftnlen)6, (ftnlen)3);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = (*m << 1) + *m * *nrhs;
		maxwrk = max(i__1,i__2);
	    }
/* Computing MAX */
	    i__1 = (*m << 1) + *n, i__2 = (*m << 1) + *m * *nrhs;
	    minwrk = max(i__1,i__2);
	}
	minwrk = min(minwrk,maxwrk);
	r__1 = (real) maxwrk;
	q__1.r = r__1, q__1.i = 0.f;
	work[1].r = q__1.r, work[1].i = q__1.i;
	if (*lwork < minwrk && ! lquery) {
	    *info = -12;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGELSD", &i__1);
	return 0;
    } else if (lquery) {
	goto L10;
    }

/*     Quick return if possible. */

    if (*m == 0 || *n == 0) {
	*rank = 0;
	return 0;
    }

/*     Get machine parameters. */

    eps = slamch_("P");
    sfmin = slamch_("S");
    smlnum = sfmin / eps;
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale A if max entry outside range [SMLNUM,BIGNUM]. */

    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, 
		info);
	iascl = 1;
    } else if (anrm > bignum) {

/*        Scale matrix norm down to BIGNUM. */

	clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, 
		info);
	iascl = 2;
    } else if (anrm == 0.f) {

/*        Matrix all zero. Return zero solution. */

	i__1 = max(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	slaset_("F", &minmn, &c__1, &c_b81, &c_b81, &s[1], &c__1);
	*rank = 0;
	goto L10;
    }

/*     Scale B if max entry outside range [SMLNUM,BIGNUM]. */

    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum) {

/*        Scale matrix norm up to SMLNUM. */

	clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
		 info);
	ibscl = 1;
    } else if (bnrm > bignum) {

/*        Scale matrix norm down to BIGNUM. */

	clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
		 info);
	ibscl = 2;
    }

/*     If M < N make sure B(M+1:N,:) = 0 */

    if (*m < *n) {
	i__1 = *n - *m;
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b_ref(*m + 1, 1), ldb);
    }

/*     Overdetermined case. */

    if (*m >= *n) {

/*        Path 1 - overdetermined or exactly determined. */

	mm = *m;
	if (*m >= mnthr) {

/*           Path 1a - overdetermined, with many more rows than columns */

	    mm = *n;
	    itau = 1;
	    nwork = itau + *n;

/*           Compute A=Q*R.   
             (RWorkspace: need N)   
             (CWorkspace: need N, prefer N*NB) */

	    i__1 = *lwork - nwork + 1;
	    cgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1,
		     info);

/*           Multiply B by transpose(Q).   
             (RWorkspace: need N)   
             (CWorkspace: need NRHS, prefer NRHS*NB) */

	    i__1 = *lwork - nwork + 1;
	    cunmqr_("L", "C", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[
		    b_offset], ldb, &work[nwork], &i__1, info);

/*           Zero out below R. */

	    if (*n > 1) {
		i__1 = *n - 1;
		i__2 = *n - 1;
		claset_("L", &i__1, &i__2, &c_b1, &c_b1, &a_ref(2, 1), lda);
	    }
	}

	itauq = 1;
	itaup = itauq + *n;
	nwork = itaup + *n;
	ie = 1;
	nrwork = ie + *n;

/*        Bidiagonalize R in A.   
          (RWorkspace: need N)   
          (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB) */

	i__1 = *lwork - nwork + 1;
	cgebrd_(&mm, n, &a[a_offset], lda, &s[1], &rwork[ie], &work[itauq], &
		work[itaup], &work[nwork], &i__1, info);

/*        Multiply B by transpose of left bidiagonalizing vectors of R.   
          (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB) */

	i__1 = *lwork - nwork + 1;
	cunmbr_("Q", "L", "C", &mm, nrhs, n, &a[a_offset], lda, &work[itauq], 
		&b[b_offset], ldb, &work[nwork], &i__1, info);

/*        Solve the bidiagonal least squares problem. */

	clalsd_("U", &smlsiz, n, nrhs, &s[1], &rwork[ie], &b[b_offset], ldb, 
		rcond, rank, &work[nwork], &rwork[nrwork], &iwork[1], info);
	if (*info != 0) {
	    goto L10;
	}

/*        Multiply B by right bidiagonalizing vectors of R. */

	i__1 = *lwork - nwork + 1;
	cunmbr_("P", "L", "N", n, nrhs, n, &a[a_offset], lda, &work[itaup], &
		b[b_offset], ldb, &work[nwork], &i__1, info);

    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = *m, i__2 = (*m << 1) - 4, i__1 = max(i__1,i__2), i__1 = max(
		i__1,*nrhs), i__2 = *n - *m * 3;
	if (*n >= mnthr && *lwork >= (*m << 2) + *m * *m + max(i__1,i__2)) {

/*        Path 2a - underdetermined, with many more columns than rows   
          and sufficient workspace for an efficient algorithm. */

	    ldwork = *m;
/* Computing MAX   
   Computing MAX */
	    i__3 = *m, i__4 = (*m << 1) - 4, i__3 = max(i__3,i__4), i__3 = 
		    max(i__3,*nrhs), i__4 = *n - *m * 3;
	    i__1 = (*m << 2) + *m * *lda + max(i__3,i__4), i__2 = *m * *lda + 
		    *m + *m * *nrhs;
	    if (*lwork >= max(i__1,i__2)) {
		ldwork = *lda;
	    }
	    itau = 1;
	    nwork = *m + 1;

/*        Compute A=L*Q.   
          (CWorkspace: need 2*M, prefer M+M*NB) */

	    i__1 = *lwork - nwork + 1;
	    cgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1,
		     info);
	    il = nwork;

/*        Copy L to WORK(IL), zeroing out above its diagonal. */

	    clacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
	    i__1 = *m - 1;
	    i__2 = *m - 1;
	    claset_("U", &i__1, &i__2, &c_b1, &c_b1, &work[il + ldwork], &
		    ldwork);
	    itauq = il + ldwork * *m;
	    itaup = itauq + *m;
	    nwork = itaup + *m;
	    ie = 1;
	    nrwork = ie + *m;

/*        Bidiagonalize L in WORK(IL).   
          (RWorkspace: need M)   
          (CWorkspace: need M*M+4*M, prefer M*M+4*M+2*M*NB) */

	    i__1 = *lwork - nwork + 1;
	    cgebrd_(m, m, &work[il], &ldwork, &s[1], &rwork[ie], &work[itauq],
		     &work[itaup], &work[nwork], &i__1, info);

/*        Multiply B by transpose of left bidiagonalizing vectors of L.   
          (CWorkspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB) */

	    i__1 = *lwork - nwork + 1;
	    cunmbr_("Q", "L", "C", m, nrhs, m, &work[il], &ldwork, &work[
		    itauq], &b[b_offset], ldb, &work[nwork], &i__1, info);

/*        Solve the bidiagonal least squares problem. */

	    clalsd_("U", &smlsiz, m, nrhs, &s[1], &rwork[ie], &b[b_offset], 
		    ldb, rcond, rank, &work[nwork], &rwork[nrwork], &iwork[1],
		     info);
	    if (*info != 0) {
		goto L10;
	    }

/*        Multiply B by right bidiagonalizing vectors of L. */

	    i__1 = *lwork - nwork + 1;
	    cunmbr_("P", "L", "N", m, nrhs, m, &work[il], &ldwork, &work[
		    itaup], &b[b_offset], ldb, &work[nwork], &i__1, info);

/*        Zero out below first M rows of B. */

	    i__1 = *n - *m;
	    claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b_ref(*m + 1, 1), ldb);
	    nwork = itau + *m;

/*        Multiply transpose(Q) by B.   
          (CWorkspace: need NRHS, prefer NRHS*NB) */

	    i__1 = *lwork - nwork + 1;
	    cunmlq_("L", "C", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[
		    b_offset], ldb, &work[nwork], &i__1, info);

	} else {

/*        Path 2 - remaining underdetermined cases. */

	    itauq = 1;
	    itaup = itauq + *m;
	    nwork = itaup + *m;
	    ie = 1;
	    nrwork = ie + *m;

/*        Bidiagonalize A.   
          (RWorkspace: need M)   
          (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB) */

	    i__1 = *lwork - nwork + 1;
	    cgebrd_(m, n, &a[a_offset], lda, &s[1], &rwork[ie], &work[itauq], 
		    &work[itaup], &work[nwork], &i__1, info);

/*        Multiply B by transpose of left bidiagonalizing vectors.   
          (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB) */

	    i__1 = *lwork - nwork + 1;
	    cunmbr_("Q", "L", "C", m, nrhs, n, &a[a_offset], lda, &work[itauq]
		    , &b[b_offset], ldb, &work[nwork], &i__1, info);

/*        Solve the bidiagonal least squares problem. */

	    clalsd_("L", &smlsiz, m, nrhs, &s[1], &rwork[ie], &b[b_offset], 
		    ldb, rcond, rank, &work[nwork], &rwork[nrwork], &iwork[1],
		     info);
	    if (*info != 0) {
		goto L10;
	    }

/*        Multiply B by right bidiagonalizing vectors of A. */

	    i__1 = *lwork - nwork + 1;
	    cunmbr_("P", "L", "N", n, nrhs, m, &a[a_offset], lda, &work[itaup]
		    , &b[b_offset], ldb, &work[nwork], &i__1, info);

	}
    }

/*     Undo scaling. */

    if (iascl == 1) {
	clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
		 info);
	slascl_("G", &c__0, &c__0, &smlnum, &anrm, &minmn, &c__1, &s[1], &
		minmn, info);
    } else if (iascl == 2) {
	clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
		 info);
	slascl_("G", &c__0, &c__0, &bignum, &anrm, &minmn, &c__1, &s[1], &
		minmn, info);
    }
    if (ibscl == 1) {
	clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
		 info);
    } else if (ibscl == 2) {
	clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
		 info);
    }

L10:
    r__1 = (real) maxwrk;
    q__1.r = r__1, q__1.i = 0.f;
    work[1].r = q__1.r, work[1].i = q__1.i;
    return 0;

/*     End of CGELSD */

} /* cgelsd_ */
Example #9
0
/* Subroutine */ int cggev_(char *jobvl, char *jobvr, integer *n, complex *a, 
	integer *lda, complex *b, integer *ldb, complex *alpha, complex *beta,
	 complex *vl, integer *ldvl, complex *vr, integer *ldvr, complex *
	work, integer *lwork, real *rwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    CGGEV computes for a pair of N-by-N complex nonsymmetric matrices   
    (A,B), the generalized eigenvalues, and optionally, the left and/or   
    right generalized eigenvectors.   

    A generalized eigenvalue for a pair of matrices (A,B) is a scalar   
    lambda or a ratio alpha/beta = lambda, such that A - lambda*B is   
    singular. It is usually represented as the pair (alpha,beta), as   
    there is a reasonable interpretation for beta=0, and even for both   
    being zero.   

    The right generalized eigenvector v(j) corresponding to the   
    generalized eigenvalue lambda(j) of (A,B) satisfies   

                 A * v(j) = lambda(j) * B * v(j).   

    The left generalized eigenvector u(j) corresponding to the   
    generalized eigenvalues lambda(j) of (A,B) satisfies   

                 u(j)**H * A = lambda(j) * u(j)**H * B   

    where u(j)**H is the conjugate-transpose of u(j).   

    Arguments   
    =========   

    JOBVL   (input) CHARACTER*1   
            = 'N':  do not compute the left generalized eigenvectors;   
            = 'V':  compute the left generalized eigenvectors.   

    JOBVR   (input) CHARACTER*1   
            = 'N':  do not compute the right generalized eigenvectors;   
            = 'V':  compute the right generalized eigenvectors.   

    N       (input) INTEGER   
            The order of the matrices A, B, VL, and VR.  N >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA, N)   
            On entry, the matrix A in the pair (A,B).   
            On exit, A has been overwritten.   

    LDA     (input) INTEGER   
            The leading dimension of A.  LDA >= max(1,N).   

    B       (input/output) COMPLEX array, dimension (LDB, N)   
            On entry, the matrix B in the pair (A,B).   
            On exit, B has been overwritten.   

    LDB     (input) INTEGER   
            The leading dimension of B.  LDB >= max(1,N).   

    ALPHA   (output) COMPLEX array, dimension (N)   
    BETA    (output) COMPLEX array, dimension (N)   
            On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the   
            generalized eigenvalues.   

            Note: the quotients ALPHA(j)/BETA(j) may easily over- or   
            underflow, and BETA(j) may even be zero.  Thus, the user   
            should avoid naively computing the ratio alpha/beta.   
            However, ALPHA will be always less than and usually   
            comparable with norm(A) in magnitude, and BETA always less   
            than and usually comparable with norm(B).   

    VL      (output) COMPLEX array, dimension (LDVL,N)   
            If JOBVL = 'V', the left generalized eigenvectors u(j) are   
            stored one after another in the columns of VL, in the same   
            order as their eigenvalues.   
            Each eigenvector will be scaled so the largest component   
            will have abs(real part) + abs(imag. part) = 1.   
            Not referenced if JOBVL = 'N'.   

    LDVL    (input) INTEGER   
            The leading dimension of the matrix VL. LDVL >= 1, and   
            if JOBVL = 'V', LDVL >= N.   

    VR      (output) COMPLEX array, dimension (LDVR,N)   
            If JOBVR = 'V', the right generalized eigenvectors v(j) are   
            stored one after another in the columns of VR, in the same   
            order as their eigenvalues.   
            Each eigenvector will be scaled so the largest component   
            will have abs(real part) + abs(imag. part) = 1.   
            Not referenced if JOBVR = 'N'.   

    LDVR    (input) INTEGER   
            The leading dimension of the matrix VR. LDVR >= 1, and   
            if JOBVR = 'V', LDVR >= N.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.  LWORK >= max(1,2*N).   
            For good performance, LWORK must generally be larger.   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   

    RWORK   (workspace/output) REAL array, dimension (8*N)   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   
            =1,...,N:   
                  The QZ iteration failed.  No eigenvectors have been   
                  calculated, but ALPHA(j) and BETA(j) should be   
                  correct for j=INFO+1,...,N.   
            > N:  =N+1: other then QZ iteration failed in SHGEQZ,   
                  =N+2: error return from STGEVC.   

    =====================================================================   


       Decode the input arguments   

       Parameter adjustments */
    /* Table of constant values */
    static complex c_b1 = {0.f,0.f};
    static complex c_b2 = {1.f,0.f};
    static integer c__1 = 1;
    static integer c__0 = 0;
    
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, 
	    vr_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2, r__3, r__4;
    complex q__1;
    /* Builtin functions */
    double sqrt(doublereal), r_imag(complex *);
    /* Local variables */
    static real anrm, bnrm;
    static integer ierr, itau;
    static real temp;
    static logical ilvl, ilvr;
    static integer iwrk;
    extern logical lsame_(char *, char *);
    static integer ileft, icols, irwrk, irows, jc;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *), slabad_(real *, real *);
    static integer in;
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static integer jr;
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *), 
	    clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    static logical ilascl, ilbscl;
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), clacpy_(
	    char *, integer *, integer *, complex *, integer *, complex *, 
	    integer *), claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *), ctgevc_(char *, char 
	    *, logical *, integer *, complex *, integer *, complex *, integer 
	    *, complex *, integer *, complex *, integer *, integer *, integer 
	    *, complex *, real *, integer *), xerbla_(char *, 
	    integer *);
    static logical ldumma[1];
    static char chtemp[1];
    static real bignum;
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    extern doublereal slamch_(char *);
    static integer ijobvl, iright, ijobvr;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *);
    static real anrmto;
    static integer lwkmin;
    static real bnrmto;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    static real smlnum;
    static integer lwkopt;
    static logical lquery;
    static integer ihi, ilo;
    static real eps;
    static logical ilv;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define vl_subscr(a_1,a_2) (a_2)*vl_dim1 + a_1
#define vl_ref(a_1,a_2) vl[vl_subscr(a_1,a_2)]
#define vr_subscr(a_1,a_2) (a_2)*vr_dim1 + a_1
#define vr_ref(a_1,a_2) vr[vr_subscr(a_1,a_2)]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --alpha;
    --beta;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1 * 1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1 * 1;
    vr -= vr_offset;
    --work;
    --rwork;

    /* Function Body */
    if (lsame_(jobvl, "N")) {
	ijobvl = 1;
	ilvl = FALSE_;
    } else if (lsame_(jobvl, "V")) {
	ijobvl = 2;
	ilvl = TRUE_;
    } else {
	ijobvl = -1;
	ilvl = FALSE_;
    }

    if (lsame_(jobvr, "N")) {
	ijobvr = 1;
	ilvr = FALSE_;
    } else if (lsame_(jobvr, "V")) {
	ijobvr = 2;
	ilvr = TRUE_;
    } else {
	ijobvr = -1;
	ilvr = FALSE_;
    }
    ilv = ilvl || ilvr;

/*     Test the input arguments */

    *info = 0;
    lquery = *lwork == -1;
    if (ijobvl <= 0) {
	*info = -1;
    } else if (ijobvr <= 0) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    } else if (*ldvl < 1 || ilvl && *ldvl < *n) {
	*info = -11;
    } else if (*ldvr < 1 || ilvr && *ldvr < *n) {
	*info = -13;
    }

/*     Compute workspace   
        (Note: Comments in the code beginning "Workspace:" describe the   
         minimal amount of workspace needed at that point in the code,   
         as well as the preferred amount for good performance.   
         NB refers to the optimal block size for the immediately   
         following subroutine, as returned by ILAENV. The workspace is   
         computed assuming ILO = 1 and IHI = N, the worst case.) */

    lwkmin = 1;
    if (*info == 0 && (*lwork >= 1 || lquery)) {
	lwkopt = *n + *n * ilaenv_(&c__1, "CGEQRF", " ", n, &c__1, n, &c__0, (
		ftnlen)6, (ftnlen)1);
/* Computing MAX */
	i__1 = 1, i__2 = *n << 1;
	lwkmin = max(i__1,i__2);
	work[1].r = (real) lwkopt, work[1].i = 0.f;
    }

    if (*lwork < lwkmin && ! lquery) {
	*info = -15;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGGEV ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    work[1].r = (real) lwkopt, work[1].i = 0.f;
    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("E") * slamch_("B");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	anrmto = smlnum;
	ilascl = TRUE_;
    } else if (anrm > bignum) {
	anrmto = bignum;
	ilascl = TRUE_;
    }
    if (ilascl) {
	clascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Scale B if max element outside range [SMLNUM,BIGNUM] */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0.f && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }
    if (ilbscl) {
	clascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
		ierr);
    }

/*     Permute the matrices A, B to isolate eigenvalues if possible   
       (Real Workspace: need 6*N) */

    ileft = 1;
    iright = *n + 1;
    irwrk = iright + *n;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
	    ileft], &rwork[iright], &rwork[irwrk], &ierr);

/*     Reduce B to triangular form (QR decomposition of B)   
       (Complex Workspace: need N, prefer N*NB) */

    irows = ihi + 1 - ilo;
    if (ilv) {
	icols = *n + 1 - ilo;
    } else {
	icols = irows;
    }
    itau = 1;
    iwrk = itau + irows;
    i__1 = *lwork + 1 - iwrk;
    cgeqrf_(&irows, &icols, &b_ref(ilo, ilo), ldb, &work[itau], &work[iwrk], &
	    i__1, &ierr);

/*     Apply the orthogonal transformation to matrix A   
       (Complex Workspace: need N, prefer N*NB) */

    i__1 = *lwork + 1 - iwrk;
    cunmqr_("L", "C", &irows, &icols, &irows, &b_ref(ilo, ilo), ldb, &work[
	    itau], &a_ref(ilo, ilo), lda, &work[iwrk], &i__1, &ierr);

/*     Initialize VL   
       (Complex Workspace: need N, prefer N*NB) */

    if (ilvl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
	i__1 = irows - 1;
	i__2 = irows - 1;
	clacpy_("L", &i__1, &i__2, &b_ref(ilo + 1, ilo), ldb, &vl_ref(ilo + 1,
		 ilo), ldvl);
	i__1 = *lwork + 1 - iwrk;
	cungqr_(&irows, &irows, &irows, &vl_ref(ilo, ilo), ldvl, &work[itau], 
		&work[iwrk], &i__1, &ierr);
    }

/*     Initialize VR */

    if (ilvr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr);
    }

/*     Reduce to generalized Hessenberg form */

    if (ilv) {

/*        Eigenvectors requested -- work on whole matrix. */

	cgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr);
    } else {
	cgghrd_("N", "N", &irows, &c__1, &irows, &a_ref(ilo, ilo), lda, &
		b_ref(ilo, ilo), ldb, &vl[vl_offset], ldvl, &vr[vr_offset], 
		ldvr, &ierr);
    }

/*     Perform QZ algorithm (Compute eigenvalues, and optionally, the   
       Schur form and Schur vectors)   
       (Complex Workspace: need N)   
       (Real Workspace: need N) */

    iwrk = itau;
    if (ilv) {
	*(unsigned char *)chtemp = 'S';
    } else {
	*(unsigned char *)chtemp = 'E';
    }
    i__1 = *lwork + 1 - iwrk;
    chgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[
	    b_offset], ldb, &alpha[1], &beta[1], &vl[vl_offset], ldvl, &vr[
	    vr_offset], ldvr, &work[iwrk], &i__1, &rwork[irwrk], &ierr);
    if (ierr != 0) {
	if (ierr > 0 && ierr <= *n) {
	    *info = ierr;
	} else if (ierr > *n && ierr <= *n << 1) {
	    *info = ierr - *n;
	} else {
	    *info = *n + 1;
	}
	goto L70;
    }

/*     Compute Eigenvectors   
       (Real Workspace: need 2*N)   
       (Complex Workspace: need 2*N) */

    if (ilv) {
	if (ilvl) {
	    if (ilvr) {
		*(unsigned char *)chtemp = 'B';
	    } else {
		*(unsigned char *)chtemp = 'L';
	    }
	} else {
	    *(unsigned char *)chtemp = 'R';
	}

	ctgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, 
		&vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[
		iwrk], &rwork[irwrk], &ierr);
	if (ierr != 0) {
	    *info = *n + 2;
	    goto L70;
	}

/*        Undo balancing on VL and VR and normalization   
          (Workspace: none needed) */

	if (ilvl) {
	    cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n,
		     &vl[vl_offset], ldvl, &ierr);
	    i__1 = *n;
	    for (jc = 1; jc <= i__1; ++jc) {
		temp = 0.f;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = vl_subscr(jr, jc);
		    r__3 = temp, r__4 = (r__1 = vl[i__3].r, dabs(r__1)) + (
			    r__2 = r_imag(&vl_ref(jr, jc)), dabs(r__2));
		    temp = dmax(r__3,r__4);
/* L10: */
		}
		if (temp < smlnum) {
		    goto L30;
		}
		temp = 1.f / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = vl_subscr(jr, jc);
		    i__4 = vl_subscr(jr, jc);
		    q__1.r = temp * vl[i__4].r, q__1.i = temp * vl[i__4].i;
		    vl[i__3].r = q__1.r, vl[i__3].i = q__1.i;
/* L20: */
		}
L30:
		;
	    }
	}
	if (ilvr) {
	    cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n,
		     &vr[vr_offset], ldvr, &ierr);
	    i__1 = *n;
	    for (jc = 1; jc <= i__1; ++jc) {
		temp = 0.f;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = vr_subscr(jr, jc);
		    r__3 = temp, r__4 = (r__1 = vr[i__3].r, dabs(r__1)) + (
			    r__2 = r_imag(&vr_ref(jr, jc)), dabs(r__2));
		    temp = dmax(r__3,r__4);
/* L40: */
		}
		if (temp < smlnum) {
		    goto L60;
		}
		temp = 1.f / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = vr_subscr(jr, jc);
		    i__4 = vr_subscr(jr, jc);
		    q__1.r = temp * vr[i__4].r, q__1.i = temp * vr[i__4].i;
		    vr[i__3].r = q__1.r, vr[i__3].i = q__1.i;
/* L50: */
		}
L60:
		;
	    }
	}
    }

/*     Undo scaling if necessary */

    if (ilascl) {
	clascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, &
		ierr);
    }

    if (ilbscl) {
	clascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
		ierr);
    }

L70:
    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CGGEV */

} /* cggev_ */
Example #10
0
/* Subroutine */ int cgeesx_(char *jobvs, char *sort, L_fp select, char *
	sense, integer *n, complex *a, integer *lda, integer *sdim, complex *
	w, complex *vs, integer *ldvs, real *rconde, real *rcondv, complex *
	work, integer *lwork, real *rwork, logical *bwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, vs_dim1, vs_offset, i__1, i__2;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__, ihi, ilo;
    real dum[1], eps;
    integer ibal;
    real anrm;
    integer ierr, itau, iwrk, lwrk, icond, ieval;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, 
	    complex *, integer *), cgebak_(char *, char *, integer *, integer 
	    *, integer *, real *, integer *, complex *, integer *, integer *), cgebal_(char *, integer *, complex *, integer *, 
	    integer *, integer *, real *, integer *), slabad_(real *, 
	    real *);
    logical scalea;
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    real cscale;
    extern /* Subroutine */ int cgehrd_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *),
	     clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), xerbla_(char *, 
	    integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    real bignum;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), chseqr_(char *, char *, integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, complex *, 
	    integer *, integer *), cunghr_(integer *, integer 
	    *, integer *, complex *, integer *, complex *, complex *, integer 
	    *, integer *);
    logical wantsb;
    extern /* Subroutine */ int ctrsen_(char *, char *, logical *, integer *, 
	    complex *, integer *, complex *, integer *, complex *, integer *, 
	    real *, real *, complex *, integer *, integer *);
    logical wantse;
    integer minwrk, maxwrk;
    logical wantsn;
    real smlnum;
    integer hswork;
    logical wantst, wantsv, wantvs;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */
/*     .. Function Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CGEESX computes for an N-by-N complex nonsymmetric matrix A, the */
/*  eigenvalues, the Schur form T, and, optionally, the matrix of Schur */
/*  vectors Z.  This gives the Schur factorization A = Z*T*(Z**H). */

/*  Optionally, it also orders the eigenvalues on the diagonal of the */
/*  Schur form so that selected eigenvalues are at the top left; */
/*  computes a reciprocal condition number for the average of the */
/*  selected eigenvalues (RCONDE); and computes a reciprocal condition */
/*  number for the right invariant subspace corresponding to the */
/*  selected eigenvalues (RCONDV).  The leading columns of Z form an */
/*  orthonormal basis for this invariant subspace. */

/*  For further explanation of the reciprocal condition numbers RCONDE */
/*  and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where */
/*  these quantities are called s and sep respectively). */

/*  A complex matrix is in Schur form if it is upper triangular. */

/*  Arguments */
/*  ========= */

/*  JOBVS   (input) CHARACTER*1 */
/*          = 'N': Schur vectors are not computed; */
/*          = 'V': Schur vectors are computed. */

/*  SORT    (input) CHARACTER*1 */
/*          Specifies whether or not to order the eigenvalues on the */
/*          diagonal of the Schur form. */
/*          = 'N': Eigenvalues are not ordered; */
/*          = 'S': Eigenvalues are ordered (see SELECT). */

/*  SELECT  (external procedure) LOGICAL FUNCTION of one COMPLEX argument */
/*          SELECT must be declared EXTERNAL in the calling subroutine. */
/*          If SORT = 'S', SELECT is used to select eigenvalues to order */
/*          to the top left of the Schur form. */
/*          If SORT = 'N', SELECT is not referenced. */
/*          An eigenvalue W(j) is selected if SELECT(W(j)) is true. */

/*  SENSE   (input) CHARACTER*1 */
/*          Determines which reciprocal condition numbers are computed. */
/*          = 'N': None are computed; */
/*          = 'E': Computed for average of selected eigenvalues only; */
/*          = 'V': Computed for selected right invariant subspace only; */
/*          = 'B': Computed for both. */
/*          If SENSE = 'E', 'V' or 'B', SORT must equal 'S'. */

/*  N       (input) INTEGER */
/*          The order of the matrix A. N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA, N) */
/*          On entry, the N-by-N matrix A. */
/*          On exit, A is overwritten by its Schur form T. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  SDIM    (output) INTEGER */
/*          If SORT = 'N', SDIM = 0. */
/*          If SORT = 'S', SDIM = number of eigenvalues for which */
/*                         SELECT is true. */

/*  W       (output) COMPLEX array, dimension (N) */
/*          W contains the computed eigenvalues, in the same order */
/*          that they appear on the diagonal of the output Schur form T. */

/*  VS      (output) COMPLEX array, dimension (LDVS,N) */
/*          If JOBVS = 'V', VS contains the unitary matrix Z of Schur */
/*          vectors. */
/*          If JOBVS = 'N', VS is not referenced. */

/*  LDVS    (input) INTEGER */
/*          The leading dimension of the array VS.  LDVS >= 1, and if */
/*          JOBVS = 'V', LDVS >= N. */

/*  RCONDE  (output) REAL */
/*          If SENSE = 'E' or 'B', RCONDE contains the reciprocal */
/*          condition number for the average of the selected eigenvalues. */
/*          Not referenced if SENSE = 'N' or 'V'. */

/*  RCONDV  (output) REAL */
/*          If SENSE = 'V' or 'B', RCONDV contains the reciprocal */
/*          condition number for the selected right invariant subspace. */
/*          Not referenced if SENSE = 'N' or 'E'. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  LWORK >= max(1,2*N). */
/*          Also, if SENSE = 'E' or 'V' or 'B', LWORK >= 2*SDIM*(N-SDIM), */
/*          where SDIM is the number of selected eigenvalues computed by */
/*          this routine.  Note that 2*SDIM*(N-SDIM) <= N*N/2. Note also */
/*          that an error is only returned if LWORK < max(1,2*N), but if */
/*          SENSE = 'E' or 'V' or 'B' this may not be large enough. */
/*          For good performance, LWORK must generally be larger. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates upper bound on the optimal size of the */
/*          array WORK, returns this value as the first entry of the WORK */
/*          array, and no error message related to LWORK is issued by */
/*          XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (N) */

/*  BWORK   (workspace) LOGICAL array, dimension (N) */
/*          Not referenced if SORT = 'N'. */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value. */
/*          > 0: if INFO = i, and i is */
/*             <= N: the QR algorithm failed to compute all the */
/*                   eigenvalues; elements 1:ILO-1 and i+1:N of W */
/*                   contain those eigenvalues which have converged; if */
/*                   JOBVS = 'V', VS contains the transformation which */
/*                   reduces A to its partially converged Schur form. */
/*             = N+1: the eigenvalues could not be reordered because some */
/*                   eigenvalues were too close to separate (the problem */
/*                   is very ill-conditioned); */
/*             = N+2: after reordering, roundoff changed values of some */
/*                   complex eigenvalues so that leading eigenvalues in */
/*                   the Schur form no longer satisfy SELECT=.TRUE.  This */
/*                   could also be caused by underflow due to scaling. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --w;
    vs_dim1 = *ldvs;
    vs_offset = 1 + vs_dim1;
    vs -= vs_offset;
    --work;
    --rwork;
    --bwork;

    /* Function Body */
    *info = 0;
    wantvs = lsame_(jobvs, "V");
    wantst = lsame_(sort, "S");
    wantsn = lsame_(sense, "N");
    wantse = lsame_(sense, "E");
    wantsv = lsame_(sense, "V");
    wantsb = lsame_(sense, "B");
    if (! wantvs && ! lsame_(jobvs, "N")) {
	*info = -1;
    } else if (! wantst && ! lsame_(sort, "N")) {
	*info = -2;
    } else if (! (wantsn || wantse || wantsv || wantsb) || ! wantst && ! 
	    wantsn) {
	*info = -4;
    } else if (*n < 0) {
	*info = -5;
    } else if (*lda < max(1,*n)) {
	*info = -7;
    } else if (*ldvs < 1 || wantvs && *ldvs < *n) {
	*info = -11;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of real workspace needed at that point in the */
/*       code, as well as the preferred amount for good performance. */
/*       CWorkspace refers to complex workspace, and RWorkspace to real */
/*       workspace. NB refers to the optimal block size for the */
/*       immediately following subroutine, as returned by ILAENV. */
/*       HSWORK refers to the workspace preferred by CHSEQR, as */
/*       calculated below. HSWORK is computed assuming ILO=1 and IHI=N, */
/*       the worst case. */
/*       If SENSE = 'E', 'V' or 'B', then the amount of workspace needed */
/*       depends on SDIM, which is computed by the routine CTRSEN later */
/*       in the code.) */

    if (*info == 0) {
	if (*n == 0) {
	    minwrk = 1;
	    lwrk = 1;
	} else {
	    maxwrk = *n + *n * ilaenv_(&c__1, "CGEHRD", " ", n, &c__1, n, &
		    c__0);
	    minwrk = *n << 1;

	    chseqr_("S", jobvs, n, &c__1, n, &a[a_offset], lda, &w[1], &vs[
		    vs_offset], ldvs, &work[1], &c_n1, &ieval);
	    hswork = work[1].r;

	    if (! wantvs) {
		maxwrk = max(maxwrk,hswork);
	    } else {
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "CUNGHR", 
			 " ", n, &c__1, n, &c_n1);
		maxwrk = max(i__1,i__2);
		maxwrk = max(maxwrk,hswork);
	    }
	    lwrk = maxwrk;
	    if (! wantsn) {
/* Computing MAX */
		i__1 = lwrk, i__2 = *n * *n / 2;
		lwrk = max(i__1,i__2);
	    }
	}
	work[1].r = (real) lwrk, work[1].i = 0.f;

	if (*lwork < minwrk) {
	    *info = -15;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEESX", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*sdim = 0;
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, dum);
    scalea = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	scalea = TRUE_;
	cscale = smlnum;
    } else if (anrm > bignum) {
	scalea = TRUE_;
	cscale = bignum;
    }
    if (scalea) {
	clascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, &
		ierr);
    }


/*     Permute the matrix to make it more nearly triangular */
/*     (CWorkspace: none) */
/*     (RWorkspace: need N) */

    ibal = 1;
    cgebal_("P", n, &a[a_offset], lda, &ilo, &ihi, &rwork[ibal], &ierr);

/*     Reduce to upper Hessenberg form */
/*     (CWorkspace: need 2*N, prefer N+N*NB) */
/*     (RWorkspace: none) */

    itau = 1;
    iwrk = *n + itau;
    i__1 = *lwork - iwrk + 1;
    cgehrd_(n, &ilo, &ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, 
	     &ierr);

    if (wantvs) {

/*        Copy Householder vectors to VS */

	clacpy_("L", n, n, &a[a_offset], lda, &vs[vs_offset], ldvs)
		;

/*        Generate unitary matrix in VS */
/*        (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) */
/*        (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	cunghr_(n, &ilo, &ihi, &vs[vs_offset], ldvs, &work[itau], &work[iwrk], 
		 &i__1, &ierr);
    }

    *sdim = 0;

/*     Perform QR iteration, accumulating Schur vectors in VS if desired */
/*     (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*     (RWorkspace: none) */

    iwrk = itau;
    i__1 = *lwork - iwrk + 1;
    chseqr_("S", jobvs, n, &ilo, &ihi, &a[a_offset], lda, &w[1], &vs[
	    vs_offset], ldvs, &work[iwrk], &i__1, &ieval);
    if (ieval > 0) {
	*info = ieval;
    }

/*     Sort eigenvalues if desired */

    if (wantst && *info == 0) {
	if (scalea) {
	    clascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &w[1], n, &
		    ierr);
	}
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    bwork[i__] = (*select)(&w[i__]);
/* L10: */
	}

/*        Reorder eigenvalues, transform Schur vectors, and compute */
/*        reciprocal condition numbers */
/*        (CWorkspace: if SENSE is not 'N', need 2*SDIM*(N-SDIM) */
/*                     otherwise, need none ) */
/*        (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	ctrsen_(sense, jobvs, &bwork[1], n, &a[a_offset], lda, &vs[vs_offset], 
		 ldvs, &w[1], sdim, rconde, rcondv, &work[iwrk], &i__1, &
		icond);
	if (! wantsn) {
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*sdim << 1) * (*n - *sdim);
	    maxwrk = max(i__1,i__2);
	}
	if (icond == -14) {

/*           Not enough complex workspace */

	    *info = -15;
	}
    }

    if (wantvs) {

/*        Undo balancing */
/*        (CWorkspace: none) */
/*        (RWorkspace: need N) */

	cgebak_("P", "R", n, &ilo, &ihi, &rwork[ibal], n, &vs[vs_offset], 
		ldvs, &ierr);
    }

    if (scalea) {

/*        Undo scaling for the Schur form of A */

	clascl_("U", &c__0, &c__0, &cscale, &anrm, n, n, &a[a_offset], lda, &
		ierr);
	i__1 = *lda + 1;
	ccopy_(n, &a[a_offset], &i__1, &w[1], &c__1);
	if ((wantsv || wantsb) && *info == 0) {
	    dum[0] = *rcondv;
	    slascl_("G", &c__0, &c__0, &cscale, &anrm, &c__1, &c__1, dum, &
		    c__1, &ierr);
	    *rcondv = dum[0];
	}
    }

    work[1].r = (real) maxwrk, work[1].i = 0.f;
    return 0;

/*     End of CGEESX */

} /* cgeesx_ */
Example #11
0
/* Subroutine */ int cheevd_(char *jobz, char *uplo, integer *n, complex *a, 
	integer *lda, real *w, complex *work, integer *lwork, real *rwork, 
	integer *lrwork, integer *iwork, integer *liwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    real r__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    real eps;
    integer inde;
    real anrm;
    integer imax;
    real rmin, rmax;
    integer lopt;
    real sigma;
    extern logical lsame_(char *, char *);
    integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    integer lwmin, liopt;
    logical lower;
    integer llrwk, lropt;
    logical wantz;
    integer indwk2, llwrk2;
    extern doublereal clanhe_(char *, char *, integer *, complex *, integer *, 
	     real *);
    integer iscale;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), cstedc_(char *, integer *, real *, real *, complex *, 
	    integer *, complex *, integer *, real *, integer *, integer *, 
	    integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int chetrd_(char *, integer *, complex *, integer 
	    *, real *, real *, complex *, complex *, integer *, integer *), clacpy_(char *, integer *, integer *, complex *, integer 
	    *, complex *, integer *);
    real safmin;
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real bignum;
    integer indtau, indrwk, indwrk, liwmin;
    extern /* Subroutine */ int ssterf_(integer *, real *, real *, integer *);
    integer lrwmin;
    extern /* Subroutine */ int cunmtr_(char *, char *, char *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    integer llwork;
    real smlnum;
    logical lquery;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CHEEVD computes all eigenvalues and, optionally, eigenvectors of a */
/*  complex Hermitian matrix A.  If eigenvectors are desired, it uses a */
/*  divide and conquer algorithm. */

/*  The divide and conquer algorithm makes very mild assumptions about */
/*  floating point arithmetic. It will work on machines with a guard */
/*  digit in add/subtract, or on those binary machines without guard */
/*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
/*  Cray-2. It could conceivably fail on hexadecimal or decimal machines */
/*  without guard digits, but we know of none. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA, N) */
/*          On entry, the Hermitian matrix A.  If UPLO = 'U', the */
/*          leading N-by-N upper triangular part of A contains the */
/*          upper triangular part of the matrix A.  If UPLO = 'L', */
/*          the leading N-by-N lower triangular part of A contains */
/*          the lower triangular part of the matrix A. */
/*          On exit, if JOBZ = 'V', then if INFO = 0, A contains the */
/*          orthonormal eigenvectors of the matrix A. */
/*          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') */
/*          or the upper triangle (if UPLO='U') of A, including the */
/*          diagonal, is destroyed. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  W       (output) REAL array, dimension (N) */
/*          If INFO = 0, the eigenvalues in ascending order. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The length of the array WORK. */
/*          If N <= 1,                LWORK must be at least 1. */
/*          If JOBZ  = 'N' and N > 1, LWORK must be at least N + 1. */
/*          If JOBZ  = 'V' and N > 1, LWORK must be at least 2*N + N**2. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal sizes of the WORK, RWORK and */
/*          IWORK arrays, returns these values as the first entries of */
/*          the WORK, RWORK and IWORK arrays, and no error message */
/*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

/*  RWORK   (workspace/output) REAL array, */
/*                                         dimension (LRWORK) */
/*          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. */

/*  LRWORK  (input) INTEGER */
/*          The dimension of the array RWORK. */
/*          If N <= 1,                LRWORK must be at least 1. */
/*          If JOBZ  = 'N' and N > 1, LRWORK must be at least N. */
/*          If JOBZ  = 'V' and N > 1, LRWORK must be at least */
/*                         1 + 5*N + 2*N**2. */

/*          If LRWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal sizes of the WORK, RWORK */
/*          and IWORK arrays, returns these values as the first entries */
/*          of the WORK, RWORK and IWORK arrays, and no error message */
/*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

/*  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
/*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */

/*  LIWORK  (input) INTEGER */
/*          The dimension of the array IWORK. */
/*          If N <= 1,                LIWORK must be at least 1. */
/*          If JOBZ  = 'N' and N > 1, LIWORK must be at least 1. */
/*          If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N. */

/*          If LIWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal sizes of the WORK, RWORK */
/*          and IWORK arrays, returns these values as the first entries */
/*          of the WORK, RWORK and IWORK arrays, and no error message */
/*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i and JOBZ = 'N', then the algorithm failed */
/*                to converge; i off-diagonal elements of an intermediate */
/*                tridiagonal form did not converge to zero; */
/*                if INFO = i and JOBZ = 'V', then the algorithm failed */
/*                to compute an eigenvalue while working on the submatrix */
/*                lying in rows and columns INFO/(N+1) through */
/*                mod(INFO,N+1). */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*     Jeff Rutter, Computer Science Division, University of California */
/*     at Berkeley, USA */

/*  Modified description of INFO. Sven, 16 Feb 05. */
/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --w;
    --work;
    --rwork;
    --iwork;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    lower = lsame_(uplo, "L");
    lquery = *lwork == -1 || *lrwork == -1 || *liwork == -1;

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
	*info = -1;
    } else if (! (lower || lsame_(uplo, "U"))) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    }

    if (*info == 0) {
	if (*n <= 1) {
	    lwmin = 1;
	    lrwmin = 1;
	    liwmin = 1;
	    lopt = lwmin;
	    lropt = lrwmin;
	    liopt = liwmin;
	} else {
	    if (wantz) {
		lwmin = (*n << 1) + *n * *n;
/* Computing 2nd power */
		i__1 = *n;
		lrwmin = *n * 5 + 1 + (i__1 * i__1 << 1);
		liwmin = *n * 5 + 3;
	    } else {
		lwmin = *n + 1;
		lrwmin = *n;
		liwmin = 1;
	    }
/* Computing MAX */
	    i__1 = lwmin, i__2 = *n + ilaenv_(&c__1, "CHETRD", uplo, n, &c_n1, 
		     &c_n1, &c_n1);
	    lopt = max(i__1,i__2);
	    lropt = lrwmin;
	    liopt = liwmin;
	}
	work[1].r = (real) lopt, work[1].i = 0.f;
	rwork[1] = (real) lropt;
	iwork[1] = liopt;

	if (*lwork < lwmin && ! lquery) {
	    *info = -8;
	} else if (*lrwork < lrwmin && ! lquery) {
	    *info = -10;
	} else if (*liwork < liwmin && ! lquery) {
	    *info = -12;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHEEVD", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	i__1 = a_dim1 + 1;
	w[1] = a[i__1].r;
	if (wantz) {
	    i__1 = a_dim1 + 1;
	    a[i__1].r = 1.f, a[i__1].i = 0.f;
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);

/*     Scale matrix to allowable range, if necessary. */

    anrm = clanhe_("M", uplo, n, &a[a_offset], lda, &rwork[1]);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	clascl_(uplo, &c__0, &c__0, &c_b18, &sigma, n, n, &a[a_offset], lda, 
		info);
    }

/*     Call CHETRD to reduce Hermitian matrix to tridiagonal form. */

    inde = 1;
    indtau = 1;
    indwrk = indtau + *n;
    indrwk = inde + *n;
    indwk2 = indwrk + *n * *n;
    llwork = *lwork - indwrk + 1;
    llwrk2 = *lwork - indwk2 + 1;
    llrwk = *lrwork - indrwk + 1;
    chetrd_(uplo, n, &a[a_offset], lda, &w[1], &rwork[inde], &work[indtau], &
	    work[indwrk], &llwork, &iinfo);

/*     For eigenvalues only, call SSTERF.  For eigenvectors, first call */
/*     CSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the */
/*     tridiagonal matrix, then call CUNMTR to multiply it to the */
/*     Householder transformations represented as Householder vectors in */
/*     A. */

    if (! wantz) {
	ssterf_(n, &w[1], &rwork[inde], info);
    } else {
	cstedc_("I", n, &w[1], &rwork[inde], &work[indwrk], n, &work[indwk2], 
		&llwrk2, &rwork[indrwk], &llrwk, &iwork[1], liwork, info);
	cunmtr_("L", uplo, "N", n, n, &a[a_offset], lda, &work[indtau], &work[
		indwrk], n, &work[indwk2], &llwrk2, &iinfo);
	clacpy_("A", n, n, &work[indwrk], n, &a[a_offset], lda);
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (iscale == 1) {
	if (*info == 0) {
	    imax = *n;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

    work[1].r = (real) lopt, work[1].i = 0.f;
    rwork[1] = (real) lropt;
    iwork[1] = liopt;

    return 0;

/*     End of CHEEVD */

} /* cheevd_ */
Example #12
0
/* Subroutine */ int chbevd_(char *jobz, char *uplo, integer *n, integer *kd, 
	complex *ab, integer *ldab, real *w, complex *z__, integer *ldz, 
	complex *work, integer *lwork, real *rwork, integer *lrwork, integer *
	iwork, integer *liwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, z_dim1, z_offset, i__1;
    real r__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    real eps;
    integer inde;
    real anrm;
    integer imax;
    real rmin, rmax;
    integer llwk2;
    extern /* Subroutine */ int cgemm_(char *, char *, integer *, integer *, 
	    integer *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, integer *);
    real sigma;
    extern logical lsame_(char *, char *);
    integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    integer lwmin;
    logical lower;
    integer llrwk;
    logical wantz;
    integer indwk2;
    extern doublereal clanhb_(char *, char *, integer *, integer *, complex *, 
	     integer *, real *);
    integer iscale;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), cstedc_(char *, integer *, real *, real *, complex *, 
	    integer *, complex *, integer *, real *, integer *, integer *, 
	    integer *, integer *), chbtrd_(char *, char *, integer *, 
	    integer *, complex *, integer *, real *, real *, complex *, 
	    integer *, complex *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *);
    real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real bignum;
    integer indwrk, liwmin;
    extern /* Subroutine */ int ssterf_(integer *, real *, real *, integer *);
    integer lrwmin;
    real smlnum;
    logical lquery;


/*  -- LAPACK driver routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CHBEVD computes all the eigenvalues and, optionally, eigenvectors of */
/*  a complex Hermitian band matrix A.  If eigenvectors are desired, it */
/*  uses a divide and conquer algorithm. */

/*  The divide and conquer algorithm makes very mild assumptions about */
/*  floating point arithmetic. It will work on machines with a guard */
/*  digit in add/subtract, or on those binary machines without guard */
/*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
/*  Cray-2. It could conceivably fail on hexadecimal or decimal machines */
/*  without guard digits, but we know of none. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KD      (input) INTEGER */
/*          The number of superdiagonals of the matrix A if UPLO = 'U', */
/*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0. */

/*  AB      (input/output) COMPLEX array, dimension (LDAB, N) */
/*          On entry, the upper or lower triangle of the Hermitian band */
/*          matrix A, stored in the first KD+1 rows of the array.  The */
/*          j-th column of A is stored in the j-th column of the array AB */
/*          as follows: */
/*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */
/*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd). */

/*          On exit, AB is overwritten by values generated during the */
/*          reduction to tridiagonal form.  If UPLO = 'U', the first */
/*          superdiagonal and the diagonal of the tridiagonal matrix T */
/*          are returned in rows KD and KD+1 of AB, and if UPLO = 'L', */
/*          the diagonal and first subdiagonal of T are returned in the */
/*          first two rows of AB. */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KD + 1. */

/*  W       (output) REAL array, dimension (N) */
/*          If INFO = 0, the eigenvalues in ascending order. */

/*  Z       (output) COMPLEX array, dimension (LDZ, N) */
/*          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal */
/*          eigenvectors of the matrix A, with the i-th column of Z */
/*          holding the eigenvector associated with W(i). */
/*          If JOBZ = 'N', then Z is not referenced. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z.  LDZ >= 1, and if */
/*          JOBZ = 'V', LDZ >= max(1,N). */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          If N <= 1,               LWORK must be at least 1. */
/*          If JOBZ = 'N' and N > 1, LWORK must be at least N. */
/*          If JOBZ = 'V' and N > 1, LWORK must be at least 2*N**2. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal sizes of the WORK, RWORK and */
/*          IWORK arrays, returns these values as the first entries of */
/*          the WORK, RWORK and IWORK arrays, and no error message */
/*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

/*  RWORK   (workspace/output) REAL array, */
/*                                         dimension (LRWORK) */
/*          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. */

/*  LRWORK  (input) INTEGER */
/*          The dimension of array RWORK. */
/*          If N <= 1,               LRWORK must be at least 1. */
/*          If JOBZ = 'N' and N > 1, LRWORK must be at least N. */
/*          If JOBZ = 'V' and N > 1, LRWORK must be at least */
/*                        1 + 5*N + 2*N**2. */

/*          If LRWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal sizes of the WORK, RWORK */
/*          and IWORK arrays, returns these values as the first entries */
/*          of the WORK, RWORK and IWORK arrays, and no error message */
/*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

/*  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
/*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */

/*  LIWORK  (input) INTEGER */
/*          The dimension of array IWORK. */
/*          If JOBZ = 'N' or N <= 1, LIWORK must be at least 1. */
/*          If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N . */

/*          If LIWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal sizes of the WORK, RWORK */
/*          and IWORK arrays, returns these values as the first entries */
/*          of the WORK, RWORK and IWORK arrays, and no error message */
/*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit. */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  if INFO = i, the algorithm failed to converge; i */
/*                off-diagonal elements of an intermediate tridiagonal */
/*                form did not converge to zero. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    --rwork;
    --iwork;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    lower = lsame_(uplo, "L");
    lquery = *lwork == -1 || *liwork == -1 || *lrwork == -1;

    *info = 0;
    if (*n <= 1) {
	lwmin = 1;
	lrwmin = 1;
	liwmin = 1;
    } else {
	if (wantz) {
/* Computing 2nd power */
	    i__1 = *n;
	    lwmin = i__1 * i__1 << 1;
/* Computing 2nd power */
	    i__1 = *n;
	    lrwmin = *n * 5 + 1 + (i__1 * i__1 << 1);
	    liwmin = *n * 5 + 3;
	} else {
	    lwmin = *n;
	    lrwmin = *n;
	    liwmin = 1;
	}
    }
    if (! (wantz || lsame_(jobz, "N"))) {
	*info = -1;
    } else if (! (lower || lsame_(uplo, "U"))) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*kd < 0) {
	*info = -4;
    } else if (*ldab < *kd + 1) {
	*info = -6;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -9;
    }

    if (*info == 0) {
	work[1].r = (real) lwmin, work[1].i = 0.f;
	rwork[1] = (real) lrwmin;
	iwork[1] = liwmin;

	if (*lwork < lwmin && ! lquery) {
	    *info = -11;
	} else if (*lrwork < lrwmin && ! lquery) {
	    *info = -13;
	} else if (*liwork < liwmin && ! lquery) {
	    *info = -15;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHBEVD", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	i__1 = ab_dim1 + 1;
	w[1] = ab[i__1].r;
	if (wantz) {
	    i__1 = z_dim1 + 1;
	    z__[i__1].r = 1.f, z__[i__1].i = 0.f;
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);

/*     Scale matrix to allowable range, if necessary. */

    anrm = clanhb_("M", uplo, n, kd, &ab[ab_offset], ldab, &rwork[1]);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	if (lower) {
	    clascl_("B", kd, kd, &c_b13, &sigma, n, n, &ab[ab_offset], ldab, 
		    info);
	} else {
	    clascl_("Q", kd, kd, &c_b13, &sigma, n, n, &ab[ab_offset], ldab, 
		    info);
	}
    }

/*     Call CHBTRD to reduce Hermitian band matrix to tridiagonal form. */

    inde = 1;
    indwrk = inde + *n;
    indwk2 = *n * *n + 1;
    llwk2 = *lwork - indwk2 + 1;
    llrwk = *lrwork - indwrk + 1;
    chbtrd_(jobz, uplo, n, kd, &ab[ab_offset], ldab, &w[1], &rwork[inde], &
	    z__[z_offset], ldz, &work[1], &iinfo);

/*     For eigenvalues only, call SSTERF.  For eigenvectors, call CSTEDC. */

    if (! wantz) {
	ssterf_(n, &w[1], &rwork[inde], info);
    } else {
	cstedc_("I", n, &w[1], &rwork[inde], &work[1], n, &work[indwk2], &
		llwk2, &rwork[indwrk], &llrwk, &iwork[1], liwork, info);
	cgemm_("N", "N", n, n, n, &c_b2, &z__[z_offset], ldz, &work[1], n, &
		c_b1, &work[indwk2], n);
	clacpy_("A", n, n, &work[indwk2], n, &z__[z_offset], ldz);
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (iscale == 1) {
	if (*info == 0) {
	    imax = *n;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

    work[1].r = (real) lwmin, work[1].i = 0.f;
    rwork[1] = (real) lrwmin;
    iwork[1] = liwmin;
    return 0;

/*     End of CHBEVD */

} /* chbevd_ */
Example #13
0
/* Subroutine */ int cgelsx_(integer *m, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *b, integer *ldb, integer *jpvt, real *rcond,
	 integer *rank, complex *work, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3;
    complex q__1;

    /* Builtin functions */
    double c_abs(complex *);
    void r_cnjg(complex *, complex *);

    /* Local variables */
    static integer i__, j, k;
    static complex c1, c2, s1, s2, t1, t2;
    static integer mn;
    static real anrm, bnrm, smin, smax;
    static integer iascl, ibscl, ismin, ismax;
    extern /* Subroutine */ int ctrsm_(char *, char *, char *, char *, 
	    integer *, integer *, complex *, complex *, integer *, complex *, 
	    integer *, ftnlen, ftnlen, ftnlen, ftnlen), claic1_(integer *, 
	    integer *, complex *, real *, complex *, complex *, real *, 
	    complex *, complex *), cunm2r_(char *, char *, integer *, integer 
	    *, integer *, complex *, integer *, complex *, complex *, integer 
	    *, complex *, integer *, ftnlen, ftnlen), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *, ftnlen);
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *, 
	    ftnlen), cgeqpf_(integer *, integer *, complex *, integer *, 
	    integer *, complex *, complex *, real *, integer *);
    extern doublereal slamch_(char *, ftnlen);
    extern /* Subroutine */ int claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *, ftnlen), xerbla_(char *, 
	    integer *, ftnlen);
    static real bignum;
    extern /* Subroutine */ int clatzm_(char *, integer *, integer *, complex 
	    *, integer *, complex *, complex *, complex *, integer *, complex 
	    *, ftnlen);
    static real sminpr;
    extern /* Subroutine */ int ctzrqf_(integer *, integer *, complex *, 
	    integer *, complex *, integer *);
    static real smaxpr, smlnum;


/*  -- LAPACK driver routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     September 30, 1994 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  This routine is deprecated and has been replaced by routine CGELSY. */

/*  CGELSX computes the minimum-norm solution to a complex linear least */
/*  squares problem: */
/*      minimize || A * X - B || */
/*  using a complete orthogonal factorization of A.  A is an M-by-N */
/*  matrix which may be rank-deficient. */

/*  Several right hand side vectors b and solution vectors x can be */
/*  handled in a single call; they are stored as the columns of the */
/*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution */
/*  matrix X. */

/*  The routine first computes a QR factorization with column pivoting: */
/*      A * P = Q * [ R11 R12 ] */
/*                  [  0  R22 ] */
/*  with R11 defined as the largest leading submatrix whose estimated */
/*  condition number is less than 1/RCOND.  The order of R11, RANK, */
/*  is the effective rank of A. */

/*  Then, R22 is considered to be negligible, and R12 is annihilated */
/*  by unitary transformations from the right, arriving at the */
/*  complete orthogonal factorization: */
/*     A * P = Q * [ T11 0 ] * Z */
/*                 [  0  0 ] */
/*  The minimum-norm solution is then */
/*     X = P * Z' [ inv(T11)*Q1'*B ] */
/*                [        0       ] */
/*  where Q1 consists of the first RANK columns of Q. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  NRHS    (input) INTEGER */
/*          The number of right hand sides, i.e., the number of */
/*          columns of matrices B and X. NRHS >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, the M-by-N matrix A. */
/*          On exit, A has been overwritten by details of its */
/*          complete orthogonal factorization. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  B       (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*          On entry, the M-by-NRHS right hand side matrix B. */
/*          On exit, the N-by-NRHS solution matrix X. */
/*          If m >= n and RANK = n, the residual sum-of-squares for */
/*          the solution in the i-th column is given by the sum of */
/*          squares of elements N+1:M in that column. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. LDB >= max(1,M,N). */

/*  JPVT    (input/output) INTEGER array, dimension (N) */
/*          On entry, if JPVT(i) .ne. 0, the i-th column of A is an */
/*          initial column, otherwise it is a free column.  Before */
/*          the QR factorization of A, all initial columns are */
/*          permuted to the leading positions; only the remaining */
/*          free columns are moved as a result of column pivoting */
/*          during the factorization. */
/*          On exit, if JPVT(i) = k, then the i-th column of A*P */
/*          was the k-th column of A. */

/*  RCOND   (input) REAL */
/*          RCOND is used to determine the effective rank of A, which */
/*          is defined as the order of the largest leading triangular */
/*          submatrix R11 in the QR factorization with pivoting of A, */
/*          whose estimated condition number < 1/RCOND. */

/*  RANK    (output) INTEGER */
/*          The effective rank of A, i.e., the order of the submatrix */
/*          R11.  This is the same as the order of the submatrix T11 */
/*          in the complete orthogonal factorization of A. */

/*  WORK    (workspace) COMPLEX array, dimension */
/*                      (min(M,N) + max( N, 2*min(M,N)+NRHS )), */

/*  RWORK   (workspace) REAL array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --jpvt;
    --work;
    --rwork;

    /* Function Body */
    mn = min(*m,*n);
    ismin = mn + 1;
    ismax = (mn << 1) + 1;

/*     Test the input arguments. */

    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*m)) {
	*info = -5;
    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = max(1,*m);
	if (*ldb < max(i__1,*n)) {
	    *info = -7;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGELSX", &i__1, (ftnlen)6);
	return 0;
    }

/*     Quick return if possible */

/* Computing MIN */
    i__1 = min(*m,*n);
    if (min(i__1,*nrhs) == 0) {
	*rank = 0;
	return 0;
    }

/*     Get machine parameters */

    smlnum = slamch_("S", (ftnlen)1) / slamch_("P", (ftnlen)1);
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale A, B if max elements outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1], (ftnlen)1);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, 
		info, (ftnlen)1);
	iascl = 1;
    } else if (anrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, 
		info, (ftnlen)1);
	iascl = 2;
    } else if (anrm == 0.f) {

/*        Matrix all zero. Return zero solution. */

	i__1 = max(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb, (ftnlen)1);
	*rank = 0;
	goto L100;
    }

    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1], (ftnlen)1);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
		 info, (ftnlen)1);
	ibscl = 1;
    } else if (bnrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
		 info, (ftnlen)1);
	ibscl = 2;
    }

/*     Compute QR factorization with column pivoting of A: */
/*        A * P = Q * R */

    cgeqpf_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], &
	    rwork[1], info);

/*     complex workspace MN+N. Real workspace 2*N. Details of Householder */
/*     rotations stored in WORK(1:MN). */

/*     Determine RANK using incremental condition estimation */

    i__1 = ismin;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    i__1 = ismax;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    smax = c_abs(&a[a_dim1 + 1]);
    smin = smax;
    if (c_abs(&a[a_dim1 + 1]) == 0.f) {
	*rank = 0;
	i__1 = max(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb, (ftnlen)1);
	goto L100;
    } else {
	*rank = 1;
    }

L10:
    if (*rank < mn) {
	i__ = *rank + 1;
	claic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[
		i__ + i__ * a_dim1], &sminpr, &s1, &c1);
	claic1_(&c__1, rank, &work[ismax], &smax, &a[i__ * a_dim1 + 1], &a[
		i__ + i__ * a_dim1], &smaxpr, &s2, &c2);

	if (smaxpr * *rcond <= sminpr) {
	    i__1 = *rank;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = ismin + i__ - 1;
		i__3 = ismin + i__ - 1;
		q__1.r = s1.r * work[i__3].r - s1.i * work[i__3].i, q__1.i = 
			s1.r * work[i__3].i + s1.i * work[i__3].r;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
		i__2 = ismax + i__ - 1;
		i__3 = ismax + i__ - 1;
		q__1.r = s2.r * work[i__3].r - s2.i * work[i__3].i, q__1.i = 
			s2.r * work[i__3].i + s2.i * work[i__3].r;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
/* L20: */
	    }
	    i__1 = ismin + *rank;
	    work[i__1].r = c1.r, work[i__1].i = c1.i;
	    i__1 = ismax + *rank;
	    work[i__1].r = c2.r, work[i__1].i = c2.i;
	    smin = sminpr;
	    smax = smaxpr;
	    ++(*rank);
	    goto L10;
	}
    }

/*     Logically partition R = [ R11 R12 ] */
/*                             [  0  R22 ] */
/*     where R11 = R(1:RANK,1:RANK) */

/*     [R11,R12] = [ T11, 0 ] * Y */

    if (*rank < *n) {
	ctzrqf_(rank, n, &a[a_offset], lda, &work[mn + 1], info);
    }

/*     Details of Householder rotations stored in WORK(MN+1:2*MN) */

/*     B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */

    cunm2r_("Left", "Conjugate transpose", m, nrhs, &mn, &a[a_offset], lda, &
	    work[1], &b[b_offset], ldb, &work[(mn << 1) + 1], info, (ftnlen)4,
	     (ftnlen)19);

/*     workspace NRHS */

/*      B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */

    ctrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b2, &a[
	    a_offset], lda, &b[b_offset], ldb, (ftnlen)4, (ftnlen)5, (ftnlen)
	    12, (ftnlen)8);

    i__1 = *n;
    for (i__ = *rank + 1; i__ <= i__1; ++i__) {
	i__2 = *nrhs;
	for (j = 1; j <= i__2; ++j) {
	    i__3 = i__ + j * b_dim1;
	    b[i__3].r = 0.f, b[i__3].i = 0.f;
/* L30: */
	}
/* L40: */
    }

/*     B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */

    if (*rank < *n) {
	i__1 = *rank;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    i__2 = *n - *rank + 1;
	    r_cnjg(&q__1, &work[mn + i__]);
	    clatzm_("Left", &i__2, nrhs, &a[i__ + (*rank + 1) * a_dim1], lda, 
		    &q__1, &b[i__ + b_dim1], &b[*rank + 1 + b_dim1], ldb, &
		    work[(mn << 1) + 1], (ftnlen)4);
/* L50: */
	}
    }

/*     workspace NRHS */

/*     B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = (mn << 1) + i__;
	    work[i__3].r = 1.f, work[i__3].i = 0.f;
/* L60: */
	}
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = (mn << 1) + i__;
	    if (work[i__3].r == 1.f && work[i__3].i == 0.f) {
		if (jpvt[i__] != i__) {
		    k = i__;
		    i__3 = k + j * b_dim1;
		    t1.r = b[i__3].r, t1.i = b[i__3].i;
		    i__3 = jpvt[k] + j * b_dim1;
		    t2.r = b[i__3].r, t2.i = b[i__3].i;
L70:
		    i__3 = jpvt[k] + j * b_dim1;
		    b[i__3].r = t1.r, b[i__3].i = t1.i;
		    i__3 = (mn << 1) + k;
		    work[i__3].r = 0.f, work[i__3].i = 0.f;
		    t1.r = t2.r, t1.i = t2.i;
		    k = jpvt[k];
		    i__3 = jpvt[k] + j * b_dim1;
		    t2.r = b[i__3].r, t2.i = b[i__3].i;
		    if (jpvt[k] != i__) {
			goto L70;
		    }
		    i__3 = i__ + j * b_dim1;
		    b[i__3].r = t1.r, b[i__3].i = t1.i;
		    i__3 = (mn << 1) + k;
		    work[i__3].r = 0.f, work[i__3].i = 0.f;
		}
	    }
/* L80: */
	}
/* L90: */
    }

/*     Undo scaling */

    if (iascl == 1) {
	clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
		 info, (ftnlen)1);
	clascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset], 
		lda, info, (ftnlen)1);
    } else if (iascl == 2) {
	clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
		 info, (ftnlen)1);
	clascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset], 
		lda, info, (ftnlen)1);
    }
    if (ibscl == 1) {
	clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
		 info, (ftnlen)1);
    } else if (ibscl == 2) {
	clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
		 info, (ftnlen)1);
    }

L100:

    return 0;

/*     End of CGELSX */

} /* cgelsx_ */
Example #14
0
doublereal cqrt12_(integer *m, integer *n, complex *a, integer *lda, real *s, 
	complex *work, integer *lwork, real *rwork)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3, i__4;
    real ret_val;

    /* Local variables */
    static integer iscl, info;
    static real anrm;
    extern doublereal snrm2_(integer *, real *, integer *);
    static integer i__, j;
    extern /* Subroutine */ int cgebd2_(integer *, integer *, complex *, 
	    integer *, real *, real *, complex *, complex *, complex *, 
	    integer *);
    extern doublereal sasum_(integer *, real *, integer *);
    static real dummy[1];
    extern /* Subroutine */ int saxpy_(integer *, real *, real *, integer *, 
	    real *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static integer mn;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *), xerbla_(char *, 
	    integer *);
    static real bignum;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), sbdsqr_(char *, integer *, integer *, integer *, integer 
	    *, real *, real *, real *, integer *, real *, integer *, real *, 
	    integer *, real *, integer *);
    static real smlnum, nrmsvl;


#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]


/*  -- LAPACK test routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    CQRT12 computes the singular values `svlues' of the upper trapezoid   
    of A(1:M,1:N) and returns the ratio   

         || s - svlues||/(||svlues||*eps*max(M,N))   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A.   

    N       (input) INTEGER   
            The number of columns of the matrix A.   

    A       (input) COMPLEX array, dimension (LDA,N)   
            The M-by-N matrix A. Only the upper trapezoid is referenced.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.   

    S       (input) REAL array, dimension (min(M,N))   
            The singular values of the matrix A.   

    WORK    (workspace) COMPLEX array, dimension (LWORK)   

    LWORK   (input) INTEGER   
            The length of the array WORK. LWORK >= M*N + 2*min(M,N) +   
            max(M,N).   

    RWORK   (workspace) REAL array, dimension (4*min(M,N))   

    =====================================================================   


       Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --s;
    --work;
    --rwork;

    /* Function Body */
    ret_val = 0.f;

/*     Test that enough workspace is supplied */

    if (*lwork < *m * *n + (min(*m,*n) << 1) + max(*m,*n)) {
	xerbla_("CQRT12", &c__7);
	return ret_val;
    }

/*     Quick return if possible */

    mn = min(*m,*n);
    if ((real) mn <= 0.f) {
	return ret_val;
    }

    nrmsvl = snrm2_(&mn, &s[1], &c__1);

/*     Copy upper triangle of A into work */

    claset_("Full", m, n, &c_b6, &c_b6, &work[1], m);
    i__1 = *n;
    for (j = 1; j <= i__1; ++j) {
	i__2 = min(j,*m);
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = (j - 1) * *m + i__;
	    i__4 = a_subscr(i__, j);
	    work[i__3].r = a[i__4].r, work[i__3].i = a[i__4].i;
/* L10: */
	}
/* L20: */
    }

/*     Get machine parameters */

    smlnum = slamch_("S") / slamch_("P");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale work if max entry outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", m, n, &work[1], m, dummy);
    iscl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &work[1], m, &info);
	iscl = 1;
    } else if (anrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &work[1], m, &info);
	iscl = 1;
    }

    if (anrm != 0.f) {

/*        Compute SVD of work */

	cgebd2_(m, n, &work[1], m, &rwork[1], &rwork[mn + 1], &work[*m * *n + 
		1], &work[*m * *n + mn + 1], &work[*m * *n + (mn << 1) + 1], &
		info);
	sbdsqr_("Upper", &mn, &c__0, &c__0, &c__0, &rwork[1], &rwork[mn + 1], 
		dummy, &mn, dummy, &c__1, dummy, &mn, &rwork[(mn << 1) + 1], &
		info);

	if (iscl == 1) {
	    if (anrm > bignum) {
		slascl_("G", &c__0, &c__0, &bignum, &anrm, &mn, &c__1, &rwork[
			1], &mn, &info);
	    }
	    if (anrm < smlnum) {
		slascl_("G", &c__0, &c__0, &smlnum, &anrm, &mn, &c__1, &rwork[
			1], &mn, &info);
	    }
	}

    } else {

	i__1 = mn;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    rwork[i__] = 0.f;
/* L30: */
	}
    }

/*     Compare s and singular values of work */

    saxpy_(&mn, &c_b33, &s[1], &c__1, &rwork[1], &c__1);
    ret_val = sasum_(&mn, &rwork[1], &c__1) / (slamch_("Epsilon") *
	     (real) max(*m,*n));
    if (nrmsvl != 0.f) {
	ret_val /= nrmsvl;
    }

    return ret_val;

/*     End of CQRT12 */

} /* cqrt12_ */
Example #15
0
/* Subroutine */ int chbevx_(char *jobz, char *range, char *uplo, integer *n, 
	integer *kd, complex *ab, integer *ldab, complex *q, integer *ldq, 
	real *vl, real *vu, integer *il, integer *iu, real *abstol, integer *
	m, real *w, complex *z__, integer *ldz, complex *work, real *rwork, 
	integer *iwork, integer *ifail, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, q_dim1, q_offset, z_dim1, z_offset, i__1, 
	    i__2;
    real r__1, r__2;

    /* Local variables */
    integer i__, j, jj;
    real eps, vll, vuu, tmp1;
    integer indd, inde;
    real anrm;
    integer imax;
    real rmin, rmax;
    logical test;
    complex ctmp1;
    integer itmp1, indee;
    real sigma;
    integer iinfo;
    char order[1];
    logical lower;
    logical wantz;
    logical alleig, indeig;
    integer iscale, indibl;
    logical valeig;
    real safmin;
    real abstll, bignum;
    integer indiwk, indisp;
    integer indrwk, indwrk;
    integer nsplit;
    real smlnum;

/*  -- LAPACK driver routine (version 3.2) -- */
/*     November 2006 */

/*  Purpose */
/*  ======= */

/*  CHBEVX computes selected eigenvalues and, optionally, eigenvectors */
/*  of a complex Hermitian band matrix A.  Eigenvalues and eigenvectors */
/*  can be selected by specifying either a range of values or a range of */
/*  indices for the desired eigenvalues. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  RANGE   (input) CHARACTER*1 */
/*          = 'A': all eigenvalues will be found; */
/*          = 'V': all eigenvalues in the half-open interval (VL,VU] */
/*                 will be found; */
/*          = 'I': the IL-th through IU-th eigenvalues will be found. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KD      (input) INTEGER */
/*          The number of superdiagonals of the matrix A if UPLO = 'U', */
/*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0. */

/*  AB      (input/output) COMPLEX array, dimension (LDAB, N) */
/*          On entry, the upper or lower triangle of the Hermitian band */
/*          matrix A, stored in the first KD+1 rows of the array.  The */
/*          j-th column of A is stored in the j-th column of the array AB */
/*          as follows: */
/*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */
/*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd). */

/*          On exit, AB is overwritten by values generated during the */
/*          reduction to tridiagonal form. */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KD + 1. */

/*  Q       (output) COMPLEX array, dimension (LDQ, N) */
/*          If JOBZ = 'V', the N-by-N unitary matrix used in the */
/*                          reduction to tridiagonal form. */
/*          If JOBZ = 'N', the array Q is not referenced. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of the array Q.  If JOBZ = 'V', then */
/*          LDQ >= max(1,N). */

/*  VL      (input) REAL */
/*  VU      (input) REAL */
/*          If RANGE='V', the lower and upper bounds of the interval to */
/*          be searched for eigenvalues. VL < VU. */
/*          Not referenced if RANGE = 'A' or 'I'. */

/*  IL      (input) INTEGER */
/*  IU      (input) INTEGER */
/*          If RANGE='I', the indices (in ascending order) of the */
/*          smallest and largest eigenvalues to be returned. */
/*          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. */
/*          Not referenced if RANGE = 'A' or 'V'. */

/*  ABSTOL  (input) REAL */
/*          The absolute error tolerance for the eigenvalues. */
/*          An approximate eigenvalue is accepted as converged */
/*          when it is determined to lie in an interval [a,b] */
/*          of width less than or equal to */

/*                  ABSTOL + EPS *   max( |a|,|b| ) , */

/*          where EPS is the machine precision.  If ABSTOL is less than */
/*          or equal to zero, then  EPS*|T|  will be used in its place, */
/*          where |T| is the 1-norm of the tridiagonal matrix obtained */
/*          by reducing AB to tridiagonal form. */

/*          Eigenvalues will be computed most accurately when ABSTOL is */
/*          set to twice the underflow threshold 2*SLAMCH('S'), not zero. */
/*          If this routine returns with INFO>0, indicating that some */
/*          eigenvectors did not converge, try setting ABSTOL to */
/*          2*SLAMCH('S'). */

/*          See "Computing Small Singular Values of Bidiagonal Matrices */
/*          with Guaranteed High Relative Accuracy," by Demmel and */
/*          Kahan, LAPACK Working Note #3. */

/*  M       (output) INTEGER */
/*          The total number of eigenvalues found.  0 <= M <= N. */
/*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. */

/*  W       (output) REAL array, dimension (N) */
/*          The first M elements contain the selected eigenvalues in */
/*          ascending order. */

/*  Z       (output) COMPLEX array, dimension (LDZ, max(1,M)) */
/*          If JOBZ = 'V', then if INFO = 0, the first M columns of Z */
/*          contain the orthonormal eigenvectors of the matrix A */
/*          corresponding to the selected eigenvalues, with the i-th */
/*          column of Z holding the eigenvector associated with W(i). */
/*          If an eigenvector fails to converge, then that column of Z */
/*          contains the latest approximation to the eigenvector, and the */
/*          index of the eigenvector is returned in IFAIL. */
/*          If JOBZ = 'N', then Z is not referenced. */
/*          Note: the user must ensure that at least max(1,M) columns are */
/*          supplied in the array Z; if RANGE = 'V', the exact value of M */
/*          is not known in advance and an upper bound must be used. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z.  LDZ >= 1, and if */
/*          JOBZ = 'V', LDZ >= max(1,N). */

/*  WORK    (workspace) COMPLEX array, dimension (N) */

/*  RWORK   (workspace) REAL array, dimension (7*N) */

/*  IWORK   (workspace) INTEGER array, dimension (5*N) */

/*  IFAIL   (output) INTEGER array, dimension (N) */
/*          If JOBZ = 'V', then if INFO = 0, the first M elements of */
/*          IFAIL are zero.  If INFO > 0, then IFAIL contains the */
/*          indices of the eigenvectors that failed to converge. */
/*          If JOBZ = 'N', then IFAIL is not referenced. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, then i eigenvectors failed to converge. */
/*                Their indices are stored in array IFAIL. */

/*  ===================================================================== */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    --rwork;
    --iwork;
    --ifail;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    alleig = lsame_(range, "A");
    valeig = lsame_(range, "V");
    indeig = lsame_(range, "I");
    lower = lsame_(uplo, "L");

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
	*info = -1;
    } else if (! (alleig || valeig || indeig)) {
	*info = -2;
    } else if (! (lower || lsame_(uplo, "U"))) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*kd < 0) {
	*info = -5;
    } else if (*ldab < *kd + 1) {
	*info = -7;
    } else if (wantz && *ldq < max(1,*n)) {
	*info = -9;
    } else {
	if (valeig) {
	    if (*n > 0 && *vu <= *vl) {
		*info = -11;
	    }
	} else if (indeig) {
	    if (*il < 1 || *il > max(1,*n)) {
		*info = -12;
	    } else if (*iu < min(*n,*il) || *iu > *n) {
		*info = -13;
	    }
	}
    }
    if (*info == 0) {
	if (*ldz < 1 || wantz && *ldz < *n) {
	    *info = -18;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHBEVX", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *m = 0;
    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	*m = 1;
	if (lower) {
	    i__1 = ab_dim1 + 1;
	    ctmp1.r = ab[i__1].r, ctmp1.i = ab[i__1].i;
	} else {
	    i__1 = *kd + 1 + ab_dim1;
	    ctmp1.r = ab[i__1].r, ctmp1.i = ab[i__1].i;
	}
	tmp1 = ctmp1.r;
	if (valeig) {
	    if (! (*vl < tmp1 && *vu >= tmp1)) {
		*m = 0;
	    }
	}
	if (*m == 1) {
	    w[1] = ctmp1.r;
	    if (wantz) {
		i__1 = z_dim1 + 1;
		z__[i__1].r = 1.f, z__[i__1].i = 0.f;
	    }
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
/* Computing MIN */
    r__1 = sqrt(bignum), r__2 = 1.f / sqrt(sqrt(safmin));
    rmax = dmin(r__1,r__2);

/*     Scale matrix to allowable range, if necessary. */

    iscale = 0;
    abstll = *abstol;
    if (valeig) {
	vll = *vl;
	vuu = *vu;
    } else {
	vll = 0.f;
	vuu = 0.f;
    }
    anrm = clanhb_("M", uplo, n, kd, &ab[ab_offset], ldab, &rwork[1]);
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	if (lower) {
	    clascl_("B", kd, kd, &c_b16, &sigma, n, n, &ab[ab_offset], ldab, 
		    info);
	} else {
	    clascl_("Q", kd, kd, &c_b16, &sigma, n, n, &ab[ab_offset], ldab, 
		    info);
	}
	if (*abstol > 0.f) {
	    abstll = *abstol * sigma;
	}
	if (valeig) {
	    vll = *vl * sigma;
	    vuu = *vu * sigma;
	}
    }

/*     Call CHBTRD to reduce Hermitian band matrix to tridiagonal form. */

    indd = 1;
    inde = indd + *n;
    indrwk = inde + *n;
    indwrk = 1;
    chbtrd_(jobz, uplo, n, kd, &ab[ab_offset], ldab, &rwork[indd], &rwork[
	    inde], &q[q_offset], ldq, &work[indwrk], &iinfo);

/*     If all eigenvalues are desired and ABSTOL is less than or equal */
/*     to zero, then call SSTERF or CSTEQR.  If this fails for some */
/*     eigenvalue, then try SSTEBZ. */

    test = FALSE_;
    if (indeig) {
	if (*il == 1 && *iu == *n) {
	    test = TRUE_;
	}
    }
    if ((alleig || test) && *abstol <= 0.f) {
	scopy_(n, &rwork[indd], &c__1, &w[1], &c__1);
	indee = indrwk + (*n << 1);
	if (! wantz) {
	    i__1 = *n - 1;
	    scopy_(&i__1, &rwork[inde], &c__1, &rwork[indee], &c__1);
	    ssterf_(n, &w[1], &rwork[indee], info);
	} else {
	    clacpy_("A", n, n, &q[q_offset], ldq, &z__[z_offset], ldz);
	    i__1 = *n - 1;
	    scopy_(&i__1, &rwork[inde], &c__1, &rwork[indee], &c__1);
	    csteqr_(jobz, n, &w[1], &rwork[indee], &z__[z_offset], ldz, &
		    rwork[indrwk], info);
	    if (*info == 0) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    ifail[i__] = 0;
		}
	    }
	}
	if (*info == 0) {
	    *m = *n;
	    goto L30;
	}
	*info = 0;
    }

/*     Otherwise, call SSTEBZ and, if eigenvectors are desired, CSTEIN. */

    if (wantz) {
	*(unsigned char *)order = 'B';
    } else {
	*(unsigned char *)order = 'E';
    }
    indibl = 1;
    indisp = indibl + *n;
    indiwk = indisp + *n;
    sstebz_(range, order, n, &vll, &vuu, il, iu, &abstll, &rwork[indd], &
	    rwork[inde], m, &nsplit, &w[1], &iwork[indibl], &iwork[indisp], &
	    rwork[indrwk], &iwork[indiwk], info);

    if (wantz) {
	cstein_(n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &
		iwork[indisp], &z__[z_offset], ldz, &rwork[indrwk], &iwork[
		indiwk], &ifail[1], info);

/*        Apply unitary matrix used in reduction to tridiagonal */
/*        form to eigenvectors returned by CSTEIN. */

	i__1 = *m;
	for (j = 1; j <= i__1; ++j) {
	    ccopy_(n, &z__[j * z_dim1 + 1], &c__1, &work[1], &c__1);
	    cgemv_("N", n, n, &c_b2, &q[q_offset], ldq, &work[1], &c__1, &
		    c_b1, &z__[j * z_dim1 + 1], &c__1);
	}
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

L30:
    if (iscale == 1) {
	if (*info == 0) {
	    imax = *m;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

/*     If eigenvalues are not in order, then sort them, along with */
/*     eigenvectors. */

    if (wantz) {
	i__1 = *m - 1;
	for (j = 1; j <= i__1; ++j) {
	    i__ = 0;
	    tmp1 = w[j];
	    i__2 = *m;
	    for (jj = j + 1; jj <= i__2; ++jj) {
		if (w[jj] < tmp1) {
		    i__ = jj;
		    tmp1 = w[jj];
		}
	    }

	    if (i__ != 0) {
		itmp1 = iwork[indibl + i__ - 1];
		w[i__] = w[j];
		iwork[indibl + i__ - 1] = iwork[indibl + j - 1];
		w[j] = tmp1;
		iwork[indibl + j - 1] = itmp1;
		cswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * z_dim1 + 1], 
			 &c__1);
		if (*info != 0) {
		    itmp1 = ifail[i__];
		    ifail[i__] = ifail[j];
		    ifail[j] = itmp1;
		}
	    }
	}
    }

    return 0;

/*     End of CHBEVX */

} /* chbevx_ */
Example #16
0
/* Subroutine */ int cheev_(char *jobz, char *uplo, integer *n, complex *a, 
	integer *lda, real *w, complex *work, integer *lwork, real *rwork, 
	integer *info, ftnlen jobz_len, ftnlen uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    real r__1;
    complex q__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    static integer nb;
    static real eps;
    static integer inde;
    static real anrm;
    static integer imax;
    static real rmin, rmax;
    static integer lopt;
    static real sigma;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    static integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    static logical lower, wantz;
    extern doublereal clanhe_(char *, char *, integer *, complex *, integer *,
	     real *, ftnlen, ftnlen);
    static integer iscale;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *, 
	    ftnlen);
    extern doublereal slamch_(char *, ftnlen);
    extern /* Subroutine */ int chetrd_(char *, integer *, complex *, integer 
	    *, real *, real *, complex *, complex *, integer *, integer *, 
	    ftnlen);
    static real safmin;
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
    static real bignum;
    static integer indtau, indwrk;
    extern /* Subroutine */ int csteqr_(char *, integer *, real *, real *, 
	    complex *, integer *, real *, integer *, ftnlen), cungtr_(char *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    integer *, ftnlen), ssterf_(integer *, real *, real *, integer *);
    static integer llwork;
    static real smlnum;
    static integer lwkopt;
    static logical lquery;


/*  -- LAPACK driver routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     June 30, 1999 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CHEEV computes all eigenvalues and, optionally, eigenvectors of a */
/*  complex Hermitian matrix A. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA, N) */
/*          On entry, the Hermitian matrix A.  If UPLO = 'U', the */
/*          leading N-by-N upper triangular part of A contains the */
/*          upper triangular part of the matrix A.  If UPLO = 'L', */
/*          the leading N-by-N lower triangular part of A contains */
/*          the lower triangular part of the matrix A. */
/*          On exit, if JOBZ = 'V', then if INFO = 0, A contains the */
/*          orthonormal eigenvectors of the matrix A. */
/*          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') */
/*          or the upper triangle (if UPLO='U') of A, including the */
/*          diagonal, is destroyed. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  W       (output) REAL array, dimension (N) */
/*          If INFO = 0, the eigenvalues in ascending order. */

/*  WORK    (workspace/output) COMPLEX array, dimension (LWORK) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The length of the array WORK.  LWORK >= max(1,2*N-1). */
/*          For optimal efficiency, LWORK >= (NB+1)*N, */
/*          where NB is the blocksize for CHETRD returned by ILAENV. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (max(1, 3*N-2)) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, the algorithm failed to converge; i */
/*                off-diagonal elements of an intermediate tridiagonal */
/*                form did not converge to zero. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --w;
    --work;
    --rwork;

    /* Function Body */
    wantz = lsame_(jobz, "V", (ftnlen)1, (ftnlen)1);
    lower = lsame_(uplo, "L", (ftnlen)1, (ftnlen)1);
    lquery = *lwork == -1;

    *info = 0;
    if (! (wantz || lsame_(jobz, "N", (ftnlen)1, (ftnlen)1))) {
	*info = -1;
    } else if (! (lower || lsame_(uplo, "U", (ftnlen)1, (ftnlen)1))) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = 1, i__2 = (*n << 1) - 1;
	if (*lwork < max(i__1,i__2) && ! lquery) {
	    *info = -8;
	}
    }

    if (*info == 0) {
	nb = ilaenv_(&c__1, "CHETRD", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6,
		 (ftnlen)1);
/* Computing MAX */
	i__1 = 1, i__2 = (nb + 1) * *n;
	lwkopt = max(i__1,i__2);
	work[1].r = (real) lwkopt, work[1].i = 0.f;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHEEV ", &i__1, (ftnlen)6);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	work[1].r = 1.f, work[1].i = 0.f;
	return 0;
    }

    if (*n == 1) {
	i__1 = a_dim1 + 1;
	w[1] = a[i__1].r;
	work[1].r = 3.f, work[1].i = 0.f;
	if (wantz) {
	    i__1 = a_dim1 + 1;
	    a[i__1].r = 1.f, a[i__1].i = 0.f;
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum", (ftnlen)12);
    eps = slamch_("Precision", (ftnlen)9);
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);

/*     Scale matrix to allowable range, if necessary. */

    anrm = clanhe_("M", uplo, n, &a[a_offset], lda, &rwork[1], (ftnlen)1, (
	    ftnlen)1);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	clascl_(uplo, &c__0, &c__0, &c_b18, &sigma, n, n, &a[a_offset], lda, 
		info, (ftnlen)1);
    }

/*     Call CHETRD to reduce Hermitian matrix to tridiagonal form. */

    inde = 1;
    indtau = 1;
    indwrk = indtau + *n;
    llwork = *lwork - indwrk + 1;
    chetrd_(uplo, n, &a[a_offset], lda, &w[1], &rwork[inde], &work[indtau], &
	    work[indwrk], &llwork, &iinfo, (ftnlen)1);
    i__1 = indwrk;
    q__1.r = *n + work[i__1].r, q__1.i = work[i__1].i;
    lopt = q__1.r;

/*     For eigenvalues only, call SSTERF.  For eigenvectors, first call */
/*     CUNGTR to generate the unitary matrix, then call CSTEQR. */

    if (! wantz) {
	ssterf_(n, &w[1], &rwork[inde], info);
    } else {
	cungtr_(uplo, n, &a[a_offset], lda, &work[indtau], &work[indwrk], &
		llwork, &iinfo, (ftnlen)1);
	indwrk = inde + *n;
	csteqr_(jobz, n, &w[1], &rwork[inde], &a[a_offset], lda, &rwork[
		indwrk], info, (ftnlen)1);
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (iscale == 1) {
	if (*info == 0) {
	    imax = *n;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

/*     Set WORK(1) to optimal complex workspace size. */

    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CHEEV */

} /* cheev_ */
Example #17
0
/* Subroutine */ int cgels_(char *trans, integer *m, integer *n, integer *
	nrhs, complex *a, integer *lda, complex *b, integer *ldb, complex *
	work, integer *lwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3;
    real r__1;

    /* Local variables */
    integer i__, j, nb, mn;
    real anrm, bnrm;
    integer brow;
    logical tpsd;
    integer iascl, ibscl;
    extern logical lsame_(char *, char *);
    integer wsize;
    real rwork[1];
    extern /* Subroutine */ int slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int cgelqf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), clascl_(
	    char *, integer *, integer *, real *, real *, integer *, integer *
, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), claset_(
	    char *, integer *, integer *, complex *, complex *, complex *, 
	    integer *), xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    integer scllen;
    real bignum;
    extern /* Subroutine */ int cunmlq_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *), cunmqr_(char *, 
	    char *, integer *, integer *, integer *, complex *, integer *, 
	    complex *, complex *, integer *, complex *, integer *, integer *);
    real smlnum;
    logical lquery;
    extern /* Subroutine */ int ctrtrs_(char *, char *, char *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, integer *);


/*  -- LAPACK driver routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CGELS solves overdetermined or underdetermined complex linear systems */
/*  involving an M-by-N matrix A, or its conjugate-transpose, using a QR */
/*  or LQ factorization of A.  It is assumed that A has full rank. */

/*  The following options are provided: */

/*  1. If TRANS = 'N' and m >= n:  find the least squares solution of */
/*     an overdetermined system, i.e., solve the least squares problem */
/*                  minimize || B - A*X ||. */

/*  2. If TRANS = 'N' and m < n:  find the minimum norm solution of */
/*     an underdetermined system A * X = B. */

/*  3. If TRANS = 'C' and m >= n:  find the minimum norm solution of */
/*     an undetermined system A**H * X = B. */

/*  4. If TRANS = 'C' and m < n:  find the least squares solution of */
/*     an overdetermined system, i.e., solve the least squares problem */
/*                  minimize || B - A**H * X ||. */

/*  Several right hand side vectors b and solution vectors x can be */
/*  handled in a single call; they are stored as the columns of the */
/*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution */
/*  matrix X. */

/*  Arguments */
/*  ========= */

/*  TRANS   (input) CHARACTER*1 */
/*          = 'N': the linear system involves A; */
/*          = 'C': the linear system involves A**H. */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  NRHS    (input) INTEGER */
/*          The number of right hand sides, i.e., the number of */
/*          columns of the matrices B and X. NRHS >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, the M-by-N matrix A. */
/*            if M >= N, A is overwritten by details of its QR */
/*                       factorization as returned by CGEQRF; */
/*            if M <  N, A is overwritten by details of its LQ */
/*                       factorization as returned by CGELQF. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  B       (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*          On entry, the matrix B of right hand side vectors, stored */
/*          columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS */
/*          if TRANS = 'C'. */
/*          On exit, if INFO = 0, B is overwritten by the solution */
/*          vectors, stored columnwise: */
/*          if TRANS = 'N' and m >= n, rows 1 to n of B contain the least */
/*          squares solution vectors; the residual sum of squares for the */
/*          solution in each column is given by the sum of squares of the */
/*          modulus of elements N+1 to M in that column; */
/*          if TRANS = 'N' and m < n, rows 1 to N of B contain the */
/*          minimum norm solution vectors; */
/*          if TRANS = 'C' and m >= n, rows 1 to M of B contain the */
/*          minimum norm solution vectors; */
/*          if TRANS = 'C' and m < n, rows 1 to M of B contain the */
/*          least squares solution vectors; the residual sum of squares */
/*          for the solution in each column is given by the sum of */
/*          squares of the modulus of elements M+1 to N in that column. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. LDB >= MAX(1,M,N). */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          LWORK >= max( 1, MN + max( MN, NRHS ) ). */
/*          For optimal performance, */
/*          LWORK >= max( 1, MN + max( MN, NRHS )*NB ). */
/*          where MN = min(M,N) and NB is the optimum block size. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO =  i, the i-th diagonal element of the */
/*                triangular factor of A is zero, so that A does not have */
/*                full rank; the least squares solution could not be */
/*                computed. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --work;

    /* Function Body */
    *info = 0;
    mn = min(*m,*n);
    lquery = *lwork == -1;
    if (! (lsame_(trans, "N") || lsame_(trans, "C"))) {
	*info = -1;
    } else if (*m < 0) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*m)) {
	*info = -6;
    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = max(1,*m);
	if (*ldb < max(i__1,*n)) {
	    *info = -8;
	} else /* if(complicated condition) */ {
/* Computing MAX */
	    i__1 = 1, i__2 = mn + max(mn,*nrhs);
	    if (*lwork < max(i__1,i__2) && ! lquery) {
		*info = -10;
	    }
	}
    }

/*     Figure out optimal block size */

    if (*info == 0 || *info == -10) {

	tpsd = TRUE_;
	if (lsame_(trans, "N")) {
	    tpsd = FALSE_;
	}

	if (*m >= *n) {
	    nb = ilaenv_(&c__1, "CGEQRF", " ", m, n, &c_n1, &c_n1);
	    if (tpsd) {
/* Computing MAX */
		i__1 = nb, i__2 = ilaenv_(&c__1, "CUNMQR", "LN", m, nrhs, n, &
			c_n1);
		nb = max(i__1,i__2);
	    } else {
/* Computing MAX */
		i__1 = nb, i__2 = ilaenv_(&c__1, "CUNMQR", "LC", m, nrhs, n, &
			c_n1);
		nb = max(i__1,i__2);
	    }
	} else {
	    nb = ilaenv_(&c__1, "CGELQF", " ", m, n, &c_n1, &c_n1);
	    if (tpsd) {
/* Computing MAX */
		i__1 = nb, i__2 = ilaenv_(&c__1, "CUNMLQ", "LC", n, nrhs, m, &
			c_n1);
		nb = max(i__1,i__2);
	    } else {
/* Computing MAX */
		i__1 = nb, i__2 = ilaenv_(&c__1, "CUNMLQ", "LN", n, nrhs, m, &
			c_n1);
		nb = max(i__1,i__2);
	    }
	}

/* Computing MAX */
	i__1 = 1, i__2 = mn + max(mn,*nrhs) * nb;
	wsize = max(i__1,i__2);
	r__1 = (real) wsize;
	work[1].r = r__1, work[1].i = 0.f;

    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGELS ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

/* Computing MIN */
    i__1 = min(*m,*n);
    if (min(i__1,*nrhs) == 0) {
	i__1 = max(*m,*n);
	claset_("Full", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	return 0;
    }

/*     Get machine parameters */

    smlnum = slamch_("S") / slamch_("P");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale A, B if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", m, n, &a[a_offset], lda, rwork);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, 
		info);
	iascl = 1;
    } else if (anrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, 
		info);
	iascl = 2;
    } else if (anrm == 0.f) {

/*        Matrix all zero. Return zero solution. */

	i__1 = max(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	goto L50;
    }

    brow = *m;
    if (tpsd) {
	brow = *n;
    }
    bnrm = clange_("M", &brow, nrhs, &b[b_offset], ldb, rwork);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &smlnum, &brow, nrhs, &b[b_offset], 
		ldb, info);
	ibscl = 1;
    } else if (bnrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &bignum, &brow, nrhs, &b[b_offset], 
		ldb, info);
	ibscl = 2;
    }

    if (*m >= *n) {

/*        compute QR factorization of A */

	i__1 = *lwork - mn;
	cgeqrf_(m, n, &a[a_offset], lda, &work[1], &work[mn + 1], &i__1, info)
		;

/*        workspace at least N, optimally N*NB */

	if (! tpsd) {

/*           Least-Squares Problem min || A * X - B || */

/*           B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */

	    i__1 = *lwork - mn;
	    cunmqr_("Left", "Conjugate transpose", m, nrhs, n, &a[a_offset], 
		    lda, &work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, 
		    info);

/*           workspace at least NRHS, optimally NRHS*NB */

/*           B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS) */

	    ctrtrs_("Upper", "No transpose", "Non-unit", n, nrhs, &a[a_offset]
, lda, &b[b_offset], ldb, info);

	    if (*info > 0) {
		return 0;
	    }

	    scllen = *n;

	} else {

/*           Overdetermined system of equations A' * X = B */

/*           B(1:N,1:NRHS) := inv(R') * B(1:N,1:NRHS) */

	    ctrtrs_("Upper", "Conjugate transpose", "Non-unit", n, nrhs, &a[
		    a_offset], lda, &b[b_offset], ldb, info);

	    if (*info > 0) {
		return 0;
	    }

/*           B(N+1:M,1:NRHS) = ZERO */

	    i__1 = *nrhs;
	    for (j = 1; j <= i__1; ++j) {
		i__2 = *m;
		for (i__ = *n + 1; i__ <= i__2; ++i__) {
		    i__3 = i__ + j * b_dim1;
		    b[i__3].r = 0.f, b[i__3].i = 0.f;
/* L10: */
		}
/* L20: */
	    }

/*           B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS) */

	    i__1 = *lwork - mn;
	    cunmqr_("Left", "No transpose", m, nrhs, n, &a[a_offset], lda, &
		    work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, info);

/*           workspace at least NRHS, optimally NRHS*NB */

	    scllen = *m;

	}

    } else {

/*        Compute LQ factorization of A */

	i__1 = *lwork - mn;
	cgelqf_(m, n, &a[a_offset], lda, &work[1], &work[mn + 1], &i__1, info)
		;

/*        workspace at least M, optimally M*NB. */

	if (! tpsd) {

/*           underdetermined system of equations A * X = B */

/*           B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS) */

	    ctrtrs_("Lower", "No transpose", "Non-unit", m, nrhs, &a[a_offset]
, lda, &b[b_offset], ldb, info);

	    if (*info > 0) {
		return 0;
	    }

/*           B(M+1:N,1:NRHS) = 0 */

	    i__1 = *nrhs;
	    for (j = 1; j <= i__1; ++j) {
		i__2 = *n;
		for (i__ = *m + 1; i__ <= i__2; ++i__) {
		    i__3 = i__ + j * b_dim1;
		    b[i__3].r = 0.f, b[i__3].i = 0.f;
/* L30: */
		}
/* L40: */
	    }

/*           B(1:N,1:NRHS) := Q(1:N,:)' * B(1:M,1:NRHS) */

	    i__1 = *lwork - mn;
	    cunmlq_("Left", "Conjugate transpose", n, nrhs, m, &a[a_offset], 
		    lda, &work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, 
		    info);

/*           workspace at least NRHS, optimally NRHS*NB */

	    scllen = *n;

	} else {

/*           overdetermined system min || A' * X - B || */

/*           B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) */

	    i__1 = *lwork - mn;
	    cunmlq_("Left", "No transpose", n, nrhs, m, &a[a_offset], lda, &
		    work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, info);

/*           workspace at least NRHS, optimally NRHS*NB */

/*           B(1:M,1:NRHS) := inv(L') * B(1:M,1:NRHS) */

	    ctrtrs_("Lower", "Conjugate transpose", "Non-unit", m, nrhs, &a[
		    a_offset], lda, &b[b_offset], ldb, info);

	    if (*info > 0) {
		return 0;
	    }

	    scllen = *m;

	}

    }

/*     Undo scaling */

    if (iascl == 1) {
	clascl_("G", &c__0, &c__0, &anrm, &smlnum, &scllen, nrhs, &b[b_offset]
, ldb, info);
    } else if (iascl == 2) {
	clascl_("G", &c__0, &c__0, &anrm, &bignum, &scllen, nrhs, &b[b_offset]
, ldb, info);
    }
    if (ibscl == 1) {
	clascl_("G", &c__0, &c__0, &smlnum, &bnrm, &scllen, nrhs, &b[b_offset]
, ldb, info);
    } else if (ibscl == 2) {
	clascl_("G", &c__0, &c__0, &bignum, &bnrm, &scllen, nrhs, &b[b_offset]
, ldb, info);
    }

L50:
    r__1 = (real) wsize;
    work[1].r = r__1, work[1].i = 0.f;

    return 0;

/*     End of CGELS */

} /* cgels_ */
Example #18
0
/* Subroutine */ int cgegs_(char *jobvsl, char *jobvsr, integer *n, complex *
	a, integer *lda, complex *b, integer *ldb, complex *alpha, complex *
	beta, complex *vsl, integer *ldvsl, complex *vsr, integer *ldvsr, 
	complex *work, integer *lwork, real *rwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    This routine is deprecated and has been replaced by routine CGGES.   

    CGEGS computes for a pair of N-by-N complex nonsymmetric matrices A,   
    B:  the generalized eigenvalues (alpha, beta), the complex Schur   
    form (A, B), and optionally left and/or right Schur vectors   
    (VSL and VSR).   

    (If only the generalized eigenvalues are needed, use the driver CGEGV   
    instead.)   

    A generalized eigenvalue for a pair of matrices (A,B) is, roughly   
    speaking, a scalar w or a ratio  alpha/beta = w, such that  A - w*B   
    is singular.  It is usually represented as the pair (alpha,beta),   
    as there is a reasonable interpretation for beta=0, and even for   
    both being zero.  A good beginning reference is the book, "Matrix   
    Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press)   

    The (generalized) Schur form of a pair of matrices is the result of   
    multiplying both matrices on the left by one unitary matrix and   
    both on the right by another unitary matrix, these two unitary   
    matrices being chosen so as to bring the pair of matrices into   
    upper triangular form with the diagonal elements of B being   
    non-negative real numbers (this is also called complex Schur form.)   

    The left and right Schur vectors are the columns of VSL and VSR,   
    respectively, where VSL and VSR are the unitary matrices   
    which reduce A and B to Schur form:   

    Schur form of (A,B) = ( (VSL)**H A (VSR), (VSL)**H B (VSR) )   

    Arguments   
    =========   

    JOBVSL   (input) CHARACTER*1   
            = 'N':  do not compute the left Schur vectors;   
            = 'V':  compute the left Schur vectors.   

    JOBVSR   (input) CHARACTER*1   
            = 'N':  do not compute the right Schur vectors;   
            = 'V':  compute the right Schur vectors.   

    N       (input) INTEGER   
            The order of the matrices A, B, VSL, and VSR.  N >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA, N)   
            On entry, the first of the pair of matrices whose generalized   
            eigenvalues and (optionally) Schur vectors are to be   
            computed.   
            On exit, the generalized Schur form of A.   

    LDA     (input) INTEGER   
            The leading dimension of A.  LDA >= max(1,N).   

    B       (input/output) COMPLEX array, dimension (LDB, N)   
            On entry, the second of the pair of matrices whose   
            generalized eigenvalues and (optionally) Schur vectors are   
            to be computed.   
            On exit, the generalized Schur form of B.   

    LDB     (input) INTEGER   
            The leading dimension of B.  LDB >= max(1,N).   

    ALPHA   (output) COMPLEX array, dimension (N)   
    BETA    (output) COMPLEX array, dimension (N)   
            On exit,  ALPHA(j)/BETA(j), j=1,...,N, will be the   
            generalized eigenvalues.  ALPHA(j), j=1,...,N  and  BETA(j),   
            j=1,...,N  are the diagonals of the complex Schur form (A,B)   
            output by CGEGS.  The  BETA(j) will be non-negative real.   

            Note: the quotients ALPHA(j)/BETA(j) may easily over- or   
            underflow, and BETA(j) may even be zero.  Thus, the user   
            should avoid naively computing the ratio alpha/beta.   
            However, ALPHA will be always less than and usually   
            comparable with norm(A) in magnitude, and BETA always less   
            than and usually comparable with norm(B).   

    VSL     (output) COMPLEX array, dimension (LDVSL,N)   
            If JOBVSL = 'V', VSL will contain the left Schur vectors.   
            (See "Purpose", above.)   
            Not referenced if JOBVSL = 'N'.   

    LDVSL   (input) INTEGER   
            The leading dimension of the matrix VSL. LDVSL >= 1, and   
            if JOBVSL = 'V', LDVSL >= N.   

    VSR     (output) COMPLEX array, dimension (LDVSR,N)   
            If JOBVSR = 'V', VSR will contain the right Schur vectors.   
            (See "Purpose", above.)   
            Not referenced if JOBVSR = 'N'.   

    LDVSR   (input) INTEGER   
            The leading dimension of the matrix VSR. LDVSR >= 1, and   
            if JOBVSR = 'V', LDVSR >= N.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.  LWORK >= max(1,2*N).   
            For good performance, LWORK must generally be larger.   
            To compute the optimal value of LWORK, call ILAENV to get   
            blocksizes (for CGEQRF, CUNMQR, and CUNGQR.)  Then compute:   
            NB  -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR;   
            the optimal LWORK is N*(NB+1).   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   

    RWORK   (workspace) REAL array, dimension (3*N)   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   
            =1,...,N:   
                  The QZ iteration failed.  (A,B) are not in Schur   
                  form, but ALPHA(j) and BETA(j) should be correct for   
                  j=INFO+1,...,N.   
            > N:  errors that usually indicate LAPACK problems:   
                  =N+1: error return from CGGBAL   
                  =N+2: error return from CGEQRF   
                  =N+3: error return from CUNMQR   
                  =N+4: error return from CUNGQR   
                  =N+5: error return from CGGHRD   
                  =N+6: error return from CHGEQZ (other than failed   
                                                 iteration)   
                  =N+7: error return from CGGBAK (computing VSL)   
                  =N+8: error return from CGGBAK (computing VSR)   
                  =N+9: error return from CLASCL (various places)   

    =====================================================================   


       Decode the input arguments   

       Parameter adjustments */
    /* Table of constant values */
    static complex c_b1 = {0.f,0.f};
    static complex c_b2 = {1.f,0.f};
    static integer c__1 = 1;
    static integer c_n1 = -1;
    
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vsl_dim1, vsl_offset, 
	    vsr_dim1, vsr_offset, i__1, i__2, i__3;
    /* Local variables */
    static real anrm, bnrm;
    static integer itau, lopt;
    extern logical lsame_(char *, char *);
    static integer ileft, iinfo, icols;
    static logical ilvsl;
    static integer iwork;
    static logical ilvsr;
    static integer irows;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *);
    static integer nb;
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *), 
	    clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    static logical ilascl, ilbscl;
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), claset_(char *, 
	    integer *, integer *, complex *, complex *, complex *, integer *);
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    static real bignum;
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *);
    static integer ijobvl, iright, ijobvr;
    static real anrmto;
    static integer lwkmin, nb1, nb2, nb3;
    static real bnrmto;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *),
	     cunmqr_(char *, char *, integer *, integer *, integer *, complex 
	    *, integer *, complex *, complex *, integer *, complex *, integer 
	    *, integer *);
    static real smlnum;
    static integer irwork, lwkopt;
    static logical lquery;
    static integer ihi, ilo;
    static real eps;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define vsl_subscr(a_1,a_2) (a_2)*vsl_dim1 + a_1
#define vsl_ref(a_1,a_2) vsl[vsl_subscr(a_1,a_2)]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --alpha;
    --beta;
    vsl_dim1 = *ldvsl;
    vsl_offset = 1 + vsl_dim1 * 1;
    vsl -= vsl_offset;
    vsr_dim1 = *ldvsr;
    vsr_offset = 1 + vsr_dim1 * 1;
    vsr -= vsr_offset;
    --work;
    --rwork;

    /* Function Body */
    if (lsame_(jobvsl, "N")) {
	ijobvl = 1;
	ilvsl = FALSE_;
    } else if (lsame_(jobvsl, "V")) {
	ijobvl = 2;
	ilvsl = TRUE_;
    } else {
	ijobvl = -1;
	ilvsl = FALSE_;
    }

    if (lsame_(jobvsr, "N")) {
	ijobvr = 1;
	ilvsr = FALSE_;
    } else if (lsame_(jobvsr, "V")) {
	ijobvr = 2;
	ilvsr = TRUE_;
    } else {
	ijobvr = -1;
	ilvsr = FALSE_;
    }

/*     Test the input arguments   

   Computing MAX */
    i__1 = *n << 1;
    lwkmin = max(i__1,1);
    lwkopt = lwkmin;
    work[1].r = (real) lwkopt, work[1].i = 0.f;
    lquery = *lwork == -1;
    *info = 0;
    if (ijobvl <= 0) {
	*info = -1;
    } else if (ijobvr <= 0) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    } else if (*ldvsl < 1 || ilvsl && *ldvsl < *n) {
	*info = -11;
    } else if (*ldvsr < 1 || ilvsr && *ldvsr < *n) {
	*info = -13;
    } else if (*lwork < lwkmin && ! lquery) {
	*info = -15;
    }

    if (*info == 0) {
	nb1 = ilaenv_(&c__1, "CGEQRF", " ", n, n, &c_n1, &c_n1, (ftnlen)6, (
		ftnlen)1);
	nb2 = ilaenv_(&c__1, "CUNMQR", " ", n, n, n, &c_n1, (ftnlen)6, (
		ftnlen)1);
	nb3 = ilaenv_(&c__1, "CUNGQR", " ", n, n, n, &c_n1, (ftnlen)6, (
		ftnlen)1);
/* Computing MAX */
	i__1 = max(nb1,nb2);
	nb = max(i__1,nb3);
	lopt = *n * (nb + 1);
	work[1].r = (real) lopt, work[1].i = 0.f;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEGS ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("E") * slamch_("B");
    safmin = slamch_("S");
    smlnum = *n * safmin / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	anrmto = smlnum;
	ilascl = TRUE_;
    } else if (anrm > bignum) {
	anrmto = bignum;
	ilascl = TRUE_;
    }

    if (ilascl) {
	clascl_("G", &c_n1, &c_n1, &anrm, &anrmto, n, n, &a[a_offset], lda, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 9;
	    return 0;
	}
    }

/*     Scale B if max element outside range [SMLNUM,BIGNUM] */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0.f && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }

    if (ilbscl) {
	clascl_("G", &c_n1, &c_n1, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 9;
	    return 0;
	}
    }

/*     Permute the matrix to make it more nearly triangular */

    ileft = 1;
    iright = *n + 1;
    irwork = iright + *n;
    iwork = 1;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
	    ileft], &rwork[iright], &rwork[irwork], &iinfo);
    if (iinfo != 0) {
	*info = *n + 1;
	goto L10;
    }

/*     Reduce B to triangular form, and initialize VSL and/or VSR */

    irows = ihi + 1 - ilo;
    icols = *n + 1 - ilo;
    itau = iwork;
    iwork = itau + irows;
    i__1 = *lwork + 1 - iwork;
    cgeqrf_(&irows, &icols, &b_ref(ilo, ilo), ldb, &work[itau], &work[iwork], 
	    &i__1, &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	*info = *n + 2;
	goto L10;
    }

    i__1 = *lwork + 1 - iwork;
    cunmqr_("L", "C", &irows, &icols, &irows, &b_ref(ilo, ilo), ldb, &work[
	    itau], &a_ref(ilo, ilo), lda, &work[iwork], &i__1, &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	*info = *n + 3;
	goto L10;
    }

    if (ilvsl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vsl[vsl_offset], ldvsl);
	i__1 = irows - 1;
	i__2 = irows - 1;
	clacpy_("L", &i__1, &i__2, &b_ref(ilo + 1, ilo), ldb, &vsl_ref(ilo + 
		1, ilo), ldvsl);
	i__1 = *lwork + 1 - iwork;
	cungqr_(&irows, &irows, &irows, &vsl_ref(ilo, ilo), ldvsl, &work[itau]
		, &work[iwork], &i__1, &iinfo);
	if (iinfo >= 0) {
/* Computing MAX */
	    i__3 = iwork;
	    i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	    lwkopt = max(i__1,i__2);
	}
	if (iinfo != 0) {
	    *info = *n + 4;
	    goto L10;
	}
    }

    if (ilvsr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vsr[vsr_offset], ldvsr);
    }

/*     Reduce to generalized Hessenberg form */

    cgghrd_(jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
	    ldb, &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, &iinfo);
    if (iinfo != 0) {
	*info = *n + 5;
	goto L10;
    }

/*     Perform QZ algorithm, computing Schur vectors if desired */

    iwork = itau;
    i__1 = *lwork + 1 - iwork;
    chgeqz_("S", jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[
	    b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, &
	    vsr[vsr_offset], ldvsr, &work[iwork], &i__1, &rwork[irwork], &
	    iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	if (iinfo > 0 && iinfo <= *n) {
	    *info = iinfo;
	} else if (iinfo > *n && iinfo <= *n << 1) {
	    *info = iinfo - *n;
	} else {
	    *info = *n + 6;
	}
	goto L10;
    }

/*     Apply permutation to VSL and VSR */

    if (ilvsl) {
	cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
		vsl[vsl_offset], ldvsl, &iinfo);
	if (iinfo != 0) {
	    *info = *n + 7;
	    goto L10;
	}
    }
    if (ilvsr) {
	cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
		vsr[vsr_offset], ldvsr, &iinfo);
	if (iinfo != 0) {
	    *info = *n + 8;
	    goto L10;
	}
    }

/*     Undo scaling */

    if (ilascl) {
	clascl_("U", &c_n1, &c_n1, &anrmto, &anrm, n, n, &a[a_offset], lda, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 9;
	    return 0;
	}
	clascl_("G", &c_n1, &c_n1, &anrmto, &anrm, n, &c__1, &alpha[1], n, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 9;
	    return 0;
	}
    }

    if (ilbscl) {
	clascl_("U", &c_n1, &c_n1, &bnrmto, &bnrm, n, n, &b[b_offset], ldb, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 9;
	    return 0;
	}
	clascl_("G", &c_n1, &c_n1, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 9;
	    return 0;
	}
    }

L10:
    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CGEGS */

} /* cgegs_ */
Example #19
0
/* Subroutine */ int cgegv_(char *jobvl, char *jobvr, integer *n, complex *a, 
	integer *lda, complex *b, integer *ldb, complex *alpha, complex *beta,
	 complex *vl, integer *ldvl, complex *vr, integer *ldvr, complex *
	work, integer *lwork, real *rwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    This routine is deprecated and has been replaced by routine CGGEV.   

    CGEGV computes for a pair of N-by-N complex nonsymmetric matrices A   
    and B, the generalized eigenvalues (alpha, beta), and optionally,   
    the left and/or right generalized eigenvectors (VL and VR).   

    A generalized eigenvalue for a pair of matrices (A,B) is, roughly   
    speaking, a scalar w or a ratio  alpha/beta = w, such that  A - w*B   
    is singular.  It is usually represented as the pair (alpha,beta),   
    as there is a reasonable interpretation for beta=0, and even for   
    both being zero.  A good beginning reference is the book, "Matrix   
    Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press)   

    A right generalized eigenvector corresponding to a generalized   
    eigenvalue  w  for a pair of matrices (A,B) is a vector  r  such   
    that  (A - w B) r = 0 .  A left generalized eigenvector is a vector   
    l such that l**H * (A - w B) = 0, where l**H is the   
    conjugate-transpose of l.   

    Note: this routine performs "full balancing" on A and B -- see   
    "Further Details", below.   

    Arguments   
    =========   

    JOBVL   (input) CHARACTER*1   
            = 'N':  do not compute the left generalized eigenvectors;   
            = 'V':  compute the left generalized eigenvectors.   

    JOBVR   (input) CHARACTER*1   
            = 'N':  do not compute the right generalized eigenvectors;   
            = 'V':  compute the right generalized eigenvectors.   

    N       (input) INTEGER   
            The order of the matrices A, B, VL, and VR.  N >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA, N)   
            On entry, the first of the pair of matrices whose   
            generalized eigenvalues and (optionally) generalized   
            eigenvectors are to be computed.   
            On exit, the contents will have been destroyed.  (For a   
            description of the contents of A on exit, see "Further   
            Details", below.)   

    LDA     (input) INTEGER   
            The leading dimension of A.  LDA >= max(1,N).   

    B       (input/output) COMPLEX array, dimension (LDB, N)   
            On entry, the second of the pair of matrices whose   
            generalized eigenvalues and (optionally) generalized   
            eigenvectors are to be computed.   
            On exit, the contents will have been destroyed.  (For a   
            description of the contents of B on exit, see "Further   
            Details", below.)   

    LDB     (input) INTEGER   
            The leading dimension of B.  LDB >= max(1,N).   

    ALPHA   (output) COMPLEX array, dimension (N)   
    BETA    (output) COMPLEX array, dimension (N)   
            On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the   
            generalized eigenvalues.   

            Note: the quotients ALPHA(j)/BETA(j) may easily over- or   
            underflow, and BETA(j) may even be zero.  Thus, the user   
            should avoid naively computing the ratio alpha/beta.   
            However, ALPHA will be always less than and usually   
            comparable with norm(A) in magnitude, and BETA always less   
            than and usually comparable with norm(B).   

    VL      (output) COMPLEX array, dimension (LDVL,N)   
            If JOBVL = 'V', the left generalized eigenvectors.  (See   
            "Purpose", above.)   
            Each eigenvector will be scaled so the largest component   
            will have abs(real part) + abs(imag. part) = 1, *except*   
            that for eigenvalues with alpha=beta=0, a zero vector will   
            be returned as the corresponding eigenvector.   
            Not referenced if JOBVL = 'N'.   

    LDVL    (input) INTEGER   
            The leading dimension of the matrix VL. LDVL >= 1, and   
            if JOBVL = 'V', LDVL >= N.   

    VR      (output) COMPLEX array, dimension (LDVR,N)   
            If JOBVR = 'V', the right generalized eigenvectors.  (See   
            "Purpose", above.)   
            Each eigenvector will be scaled so the largest component   
            will have abs(real part) + abs(imag. part) = 1, *except*   
            that for eigenvalues with alpha=beta=0, a zero vector will   
            be returned as the corresponding eigenvector.   
            Not referenced if JOBVR = 'N'.   

    LDVR    (input) INTEGER   
            The leading dimension of the matrix VR. LDVR >= 1, and   
            if JOBVR = 'V', LDVR >= N.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.  LWORK >= max(1,2*N).   
            For good performance, LWORK must generally be larger.   
            To compute the optimal value of LWORK, call ILAENV to get   
            blocksizes (for CGEQRF, CUNMQR, and CUNGQR.)  Then compute:   
            NB  -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR;   
            The optimal LWORK is  MAX( 2*N, N*(NB+1) ).   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   

    RWORK   (workspace/output) REAL array, dimension (8*N)   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   
            =1,...,N:   
                  The QZ iteration failed.  No eigenvectors have been   
                  calculated, but ALPHA(j) and BETA(j) should be   
                  correct for j=INFO+1,...,N.   
            > N:  errors that usually indicate LAPACK problems:   
                  =N+1: error return from CGGBAL   
                  =N+2: error return from CGEQRF   
                  =N+3: error return from CUNMQR   
                  =N+4: error return from CUNGQR   
                  =N+5: error return from CGGHRD   
                  =N+6: error return from CHGEQZ (other than failed   
                                                 iteration)   
                  =N+7: error return from CTGEVC   
                  =N+8: error return from CGGBAK (computing VL)   
                  =N+9: error return from CGGBAK (computing VR)   
                  =N+10: error return from CLASCL (various calls)   

    Further Details   
    ===============   

    Balancing   
    ---------   

    This driver calls CGGBAL to both permute and scale rows and columns   
    of A and B.  The permutations PL and PR are chosen so that PL*A*PR   
    and PL*B*R will be upper triangular except for the diagonal blocks   
    A(i:j,i:j) and B(i:j,i:j), with i and j as close together as   
    possible.  The diagonal scaling matrices DL and DR are chosen so   
    that the pair  DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to   
    one (except for the elements that start out zero.)   

    After the eigenvalues and eigenvectors of the balanced matrices   
    have been computed, CGGBAK transforms the eigenvectors back to what   
    they would have been (in perfect arithmetic) if they had not been   
    balanced.   

    Contents of A and B on Exit   
    -------- -- - --- - -- ----   

    If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or   
    both), then on exit the arrays A and B will contain the complex Schur   
    form[*] of the "balanced" versions of A and B.  If no eigenvectors   
    are computed, then only the diagonal blocks will be correct.   

    [*] In other words, upper triangular form.   

    =====================================================================   


       Decode the input arguments   

       Parameter adjustments */
    /* Table of constant values */
    static complex c_b1 = {0.f,0.f};
    static complex c_b2 = {1.f,0.f};
    static integer c__1 = 1;
    static integer c_n1 = -1;
    static real c_b29 = 1.f;
    
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, 
	    vr_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2, r__3, r__4;
    complex q__1, q__2;
    /* Builtin functions */
    double r_imag(complex *);
    /* Local variables */
    static real absb, anrm, bnrm;
    static integer itau;
    static real temp;
    static logical ilvl, ilvr;
    static integer lopt;
    static real anrm1, anrm2, bnrm1, bnrm2, absai, scale, absar, sbeta;
    extern logical lsame_(char *, char *);
    static integer ileft, iinfo, icols, iwork, irows, jc;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *);
    static integer nb, in;
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static integer jr;
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *);
    static real salfai;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), cgeqrf_(integer *, integer *, complex *, integer *, 
	    complex *, complex *, integer *, integer *);
    static real salfar;
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), claset_(char *, 
	    integer *, integer *, complex *, complex *, complex *, integer *);
    static real safmin;
    extern /* Subroutine */ int ctgevc_(char *, char *, logical *, integer *, 
	    complex *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, integer *, integer *, complex *, real *, 
	    integer *);
    static real safmax;
    static char chtemp[1];
    static logical ldumma[1];
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *), 
	    xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    static integer ijobvl, iright;
    static logical ilimit;
    static integer ijobvr;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *);
    static integer lwkmin, nb1, nb2, nb3;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    static integer irwork, lwkopt;
    static logical lquery;
    static integer ihi, ilo;
    static real eps;
    static logical ilv;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define vl_subscr(a_1,a_2) (a_2)*vl_dim1 + a_1
#define vl_ref(a_1,a_2) vl[vl_subscr(a_1,a_2)]
#define vr_subscr(a_1,a_2) (a_2)*vr_dim1 + a_1
#define vr_ref(a_1,a_2) vr[vr_subscr(a_1,a_2)]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --alpha;
    --beta;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1 * 1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1 * 1;
    vr -= vr_offset;
    --work;
    --rwork;

    /* Function Body */
    if (lsame_(jobvl, "N")) {
	ijobvl = 1;
	ilvl = FALSE_;
    } else if (lsame_(jobvl, "V")) {
	ijobvl = 2;
	ilvl = TRUE_;
    } else {
	ijobvl = -1;
	ilvl = FALSE_;
    }

    if (lsame_(jobvr, "N")) {
	ijobvr = 1;
	ilvr = FALSE_;
    } else if (lsame_(jobvr, "V")) {
	ijobvr = 2;
	ilvr = TRUE_;
    } else {
	ijobvr = -1;
	ilvr = FALSE_;
    }
    ilv = ilvl || ilvr;

/*     Test the input arguments   

   Computing MAX */
    i__1 = *n << 1;
    lwkmin = max(i__1,1);
    lwkopt = lwkmin;
    work[1].r = (real) lwkopt, work[1].i = 0.f;
    lquery = *lwork == -1;
    *info = 0;
    if (ijobvl <= 0) {
	*info = -1;
    } else if (ijobvr <= 0) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    } else if (*ldvl < 1 || ilvl && *ldvl < *n) {
	*info = -11;
    } else if (*ldvr < 1 || ilvr && *ldvr < *n) {
	*info = -13;
    } else if (*lwork < lwkmin && ! lquery) {
	*info = -15;
    }

    if (*info == 0) {
	nb1 = ilaenv_(&c__1, "CGEQRF", " ", n, n, &c_n1, &c_n1, (ftnlen)6, (
		ftnlen)1);
	nb2 = ilaenv_(&c__1, "CUNMQR", " ", n, n, n, &c_n1, (ftnlen)6, (
		ftnlen)1);
	nb3 = ilaenv_(&c__1, "CUNGQR", " ", n, n, n, &c_n1, (ftnlen)6, (
		ftnlen)1);
/* Computing MAX */
	i__1 = max(nb1,nb2);
	nb = max(i__1,nb3);
/* Computing MAX */
	i__1 = *n << 1, i__2 = *n * (nb + 1);
	lopt = max(i__1,i__2);
	work[1].r = (real) lopt, work[1].i = 0.f;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEGV ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("E") * slamch_("B");
    safmin = slamch_("S");
    safmin += safmin;
    safmax = 1.f / safmin;

/*     Scale A */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    anrm1 = anrm;
    anrm2 = 1.f;
    if (anrm < 1.f) {
	if (safmax * anrm < 1.f) {
	    anrm1 = safmin;
	    anrm2 = safmax * anrm;
	}
    }

    if (anrm > 0.f) {
	clascl_("G", &c_n1, &c_n1, &anrm, &c_b29, n, n, &a[a_offset], lda, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 10;
	    return 0;
	}
    }

/*     Scale B */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    bnrm1 = bnrm;
    bnrm2 = 1.f;
    if (bnrm < 1.f) {
	if (safmax * bnrm < 1.f) {
	    bnrm1 = safmin;
	    bnrm2 = safmax * bnrm;
	}
    }

    if (bnrm > 0.f) {
	clascl_("G", &c_n1, &c_n1, &bnrm, &c_b29, n, n, &b[b_offset], ldb, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 10;
	    return 0;
	}
    }

/*     Permute the matrix to make it more nearly triangular   
       Also "balance" the matrix. */

    ileft = 1;
    iright = *n + 1;
    irwork = iright + *n;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
	    ileft], &rwork[iright], &rwork[irwork], &iinfo);
    if (iinfo != 0) {
	*info = *n + 1;
	goto L80;
    }

/*     Reduce B to triangular form, and initialize VL and/or VR */

    irows = ihi + 1 - ilo;
    if (ilv) {
	icols = *n + 1 - ilo;
    } else {
	icols = irows;
    }
    itau = 1;
    iwork = itau + irows;
    i__1 = *lwork + 1 - iwork;
    cgeqrf_(&irows, &icols, &b_ref(ilo, ilo), ldb, &work[itau], &work[iwork], 
	    &i__1, &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	*info = *n + 2;
	goto L80;
    }

    i__1 = *lwork + 1 - iwork;
    cunmqr_("L", "C", &irows, &icols, &irows, &b_ref(ilo, ilo), ldb, &work[
	    itau], &a_ref(ilo, ilo), lda, &work[iwork], &i__1, &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	*info = *n + 3;
	goto L80;
    }

    if (ilvl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
	i__1 = irows - 1;
	i__2 = irows - 1;
	clacpy_("L", &i__1, &i__2, &b_ref(ilo + 1, ilo), ldb, &vl_ref(ilo + 1,
		 ilo), ldvl);
	i__1 = *lwork + 1 - iwork;
	cungqr_(&irows, &irows, &irows, &vl_ref(ilo, ilo), ldvl, &work[itau], 
		&work[iwork], &i__1, &iinfo);
	if (iinfo >= 0) {
/* Computing MAX */
	    i__3 = iwork;
	    i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	    lwkopt = max(i__1,i__2);
	}
	if (iinfo != 0) {
	    *info = *n + 4;
	    goto L80;
	}
    }

    if (ilvr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr);
    }

/*     Reduce to generalized Hessenberg form */

    if (ilv) {

/*        Eigenvectors requested -- work on whole matrix. */

	cgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &iinfo);
    } else {
	cgghrd_("N", "N", &irows, &c__1, &irows, &a_ref(ilo, ilo), lda, &
		b_ref(ilo, ilo), ldb, &vl[vl_offset], ldvl, &vr[vr_offset], 
		ldvr, &iinfo);
    }
    if (iinfo != 0) {
	*info = *n + 5;
	goto L80;
    }

/*     Perform QZ algorithm */

    iwork = itau;
    if (ilv) {
	*(unsigned char *)chtemp = 'S';
    } else {
	*(unsigned char *)chtemp = 'E';
    }
    i__1 = *lwork + 1 - iwork;
    chgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[
	    b_offset], ldb, &alpha[1], &beta[1], &vl[vl_offset], ldvl, &vr[
	    vr_offset], ldvr, &work[iwork], &i__1, &rwork[irwork], &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	if (iinfo > 0 && iinfo <= *n) {
	    *info = iinfo;
	} else if (iinfo > *n && iinfo <= *n << 1) {
	    *info = iinfo - *n;
	} else {
	    *info = *n + 6;
	}
	goto L80;
    }

    if (ilv) {

/*        Compute Eigenvectors */

	if (ilvl) {
	    if (ilvr) {
		*(unsigned char *)chtemp = 'B';
	    } else {
		*(unsigned char *)chtemp = 'L';
	    }
	} else {
	    *(unsigned char *)chtemp = 'R';
	}

	ctgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, 
		&vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[
		iwork], &rwork[irwork], &iinfo);
	if (iinfo != 0) {
	    *info = *n + 7;
	    goto L80;
	}

/*        Undo balancing on VL and VR, rescale */

	if (ilvl) {
	    cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n,
		     &vl[vl_offset], ldvl, &iinfo);
	    if (iinfo != 0) {
		*info = *n + 8;
		goto L80;
	    }
	    i__1 = *n;
	    for (jc = 1; jc <= i__1; ++jc) {
		temp = 0.f;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = vl_subscr(jr, jc);
		    r__3 = temp, r__4 = (r__1 = vl[i__3].r, dabs(r__1)) + (
			    r__2 = r_imag(&vl_ref(jr, jc)), dabs(r__2));
		    temp = dmax(r__3,r__4);
/* L10: */
		}
		if (temp < safmin) {
		    goto L30;
		}
		temp = 1.f / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = vl_subscr(jr, jc);
		    i__4 = vl_subscr(jr, jc);
		    q__1.r = temp * vl[i__4].r, q__1.i = temp * vl[i__4].i;
		    vl[i__3].r = q__1.r, vl[i__3].i = q__1.i;
/* L20: */
		}
L30:
		;
	    }
	}
	if (ilvr) {
	    cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n,
		     &vr[vr_offset], ldvr, &iinfo);
	    if (iinfo != 0) {
		*info = *n + 9;
		goto L80;
	    }
	    i__1 = *n;
	    for (jc = 1; jc <= i__1; ++jc) {
		temp = 0.f;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = vr_subscr(jr, jc);
		    r__3 = temp, r__4 = (r__1 = vr[i__3].r, dabs(r__1)) + (
			    r__2 = r_imag(&vr_ref(jr, jc)), dabs(r__2));
		    temp = dmax(r__3,r__4);
/* L40: */
		}
		if (temp < safmin) {
		    goto L60;
		}
		temp = 1.f / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = vr_subscr(jr, jc);
		    i__4 = vr_subscr(jr, jc);
		    q__1.r = temp * vr[i__4].r, q__1.i = temp * vr[i__4].i;
		    vr[i__3].r = q__1.r, vr[i__3].i = q__1.i;
/* L50: */
		}
L60:
		;
	    }
	}

/*        End of eigenvector calculation */

    }

/*     Undo scaling in alpha, beta   

       Note: this does not give the alpha and beta for the unscaled   
       problem.   

       Un-scaling is limited to avoid underflow in alpha and beta   
       if they are significant. */

    i__1 = *n;
    for (jc = 1; jc <= i__1; ++jc) {
	i__2 = jc;
	absar = (r__1 = alpha[i__2].r, dabs(r__1));
	absai = (r__1 = r_imag(&alpha[jc]), dabs(r__1));
	i__2 = jc;
	absb = (r__1 = beta[i__2].r, dabs(r__1));
	i__2 = jc;
	salfar = anrm * alpha[i__2].r;
	salfai = anrm * r_imag(&alpha[jc]);
	i__2 = jc;
	sbeta = bnrm * beta[i__2].r;
	ilimit = FALSE_;
	scale = 1.f;

/*        Check for significant underflow in imaginary part of ALPHA   

   Computing MAX */
	r__1 = safmin, r__2 = eps * absar, r__1 = max(r__1,r__2), r__2 = eps *
		 absb;
	if (dabs(salfai) < safmin && absai >= dmax(r__1,r__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
	    r__1 = safmin, r__2 = anrm2 * absai;
	    scale = safmin / anrm1 / dmax(r__1,r__2);
	}

/*        Check for significant underflow in real part of ALPHA   

   Computing MAX */
	r__1 = safmin, r__2 = eps * absai, r__1 = max(r__1,r__2), r__2 = eps *
		 absb;
	if (dabs(salfar) < safmin && absar >= dmax(r__1,r__2)) {
	    ilimit = TRUE_;
/* Computing MAX   
   Computing MAX */
	    r__3 = safmin, r__4 = anrm2 * absar;
	    r__1 = scale, r__2 = safmin / anrm1 / dmax(r__3,r__4);
	    scale = dmax(r__1,r__2);
	}

/*        Check for significant underflow in BETA   

   Computing MAX */
	r__1 = safmin, r__2 = eps * absar, r__1 = max(r__1,r__2), r__2 = eps *
		 absai;
	if (dabs(sbeta) < safmin && absb >= dmax(r__1,r__2)) {
	    ilimit = TRUE_;
/* Computing MAX   
   Computing MAX */
	    r__3 = safmin, r__4 = bnrm2 * absb;
	    r__1 = scale, r__2 = safmin / bnrm1 / dmax(r__3,r__4);
	    scale = dmax(r__1,r__2);
	}

/*        Check for possible overflow when limiting scaling */

	if (ilimit) {
/* Computing MAX */
	    r__1 = dabs(salfar), r__2 = dabs(salfai), r__1 = max(r__1,r__2), 
		    r__2 = dabs(sbeta);
	    temp = scale * safmin * dmax(r__1,r__2);
	    if (temp > 1.f) {
		scale /= temp;
	    }
	    if (scale < 1.f) {
		ilimit = FALSE_;
	    }
	}

/*        Recompute un-scaled ALPHA, BETA if necessary. */

	if (ilimit) {
	    i__2 = jc;
	    salfar = scale * alpha[i__2].r * anrm;
	    salfai = scale * r_imag(&alpha[jc]) * anrm;
	    i__2 = jc;
	    q__2.r = scale * beta[i__2].r, q__2.i = scale * beta[i__2].i;
	    q__1.r = bnrm * q__2.r, q__1.i = bnrm * q__2.i;
	    sbeta = q__1.r;
	}
	i__2 = jc;
	q__1.r = salfar, q__1.i = salfai;
	alpha[i__2].r = q__1.r, alpha[i__2].i = q__1.i;
	i__2 = jc;
	beta[i__2].r = sbeta, beta[i__2].i = 0.f;
/* L70: */
    }

L80:
    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CGEGV */

} /* cgegv_ */
Example #20
0
/* Subroutine */ int cgegv_(char *jobvl, char *jobvr, integer *n, complex *a, 
	integer *lda, complex *b, integer *ldb, complex *alpha, complex *beta, 
	 complex *vl, integer *ldvl, complex *vr, integer *ldvr, complex *
	work, integer *lwork, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, 
	    vr_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2, r__3, r__4;
    complex q__1, q__2;

    /* Builtin functions */
    double r_imag(complex *);

    /* Local variables */
    integer jc, nb, in, jr, nb1, nb2, nb3, ihi, ilo;
    real eps;
    logical ilv;
    real absb, anrm, bnrm;
    integer itau;
    real temp;
    logical ilvl, ilvr;
    integer lopt;
    real anrm1, anrm2, bnrm1, bnrm2, absai, scale, absar, sbeta;
    extern logical lsame_(char *, char *);
    integer ileft, iinfo, icols, iwork, irows;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *);
    real salfai;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), cgeqrf_(integer *, integer *, complex *, integer *, 
	    complex *, complex *, integer *, integer *);
    real salfar;
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), claset_(char *, 
	    integer *, integer *, complex *, complex *, complex *, integer *);
    real safmin;
    extern /* Subroutine */ int ctgevc_(char *, char *, logical *, integer *, 
	    complex *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, integer *, integer *, complex *, real *, 
	    integer *);
    real safmax;
    char chtemp[1];
    logical ldumma[1];
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *), 
	    xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    integer ijobvl, iright;
    logical ilimit;
    integer ijobvr;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *);
    integer lwkmin;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    integer irwork, lwkopt;
    logical lquery;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  This routine is deprecated and has been replaced by routine CGGEV. */

/*  CGEGV computes the eigenvalues and, optionally, the left and/or right */
/*  eigenvectors of a complex matrix pair (A,B). */
/*  Given two square matrices A and B, */
/*  the generalized nonsymmetric eigenvalue problem (GNEP) is to find the */
/*  eigenvalues lambda and corresponding (non-zero) eigenvectors x such */
/*  that */
/*     A*x = lambda*B*x. */

/*  An alternate form is to find the eigenvalues mu and corresponding */
/*  eigenvectors y such that */
/*     mu*A*y = B*y. */

/*  These two forms are equivalent with mu = 1/lambda and x = y if */
/*  neither lambda nor mu is zero.  In order to deal with the case that */
/*  lambda or mu is zero or small, two values alpha and beta are returned */
/*  for each eigenvalue, such that lambda = alpha/beta and */
/*  mu = beta/alpha. */

/*  The vectors x and y in the above equations are right eigenvectors of */
/*  the matrix pair (A,B).  Vectors u and v satisfying */
/*     u**H*A = lambda*u**H*B  or  mu*v**H*A = v**H*B */
/*  are left eigenvectors of (A,B). */

/*  Note: this routine performs "full balancing" on A and B -- see */
/*  "Further Details", below. */

/*  Arguments */
/*  ========= */

/*  JOBVL   (input) CHARACTER*1 */
/*          = 'N':  do not compute the left generalized eigenvectors; */
/*          = 'V':  compute the left generalized eigenvectors (returned */
/*                  in VL). */

/*  JOBVR   (input) CHARACTER*1 */
/*          = 'N':  do not compute the right generalized eigenvectors; */
/*          = 'V':  compute the right generalized eigenvectors (returned */
/*                  in VR). */

/*  N       (input) INTEGER */
/*          The order of the matrices A, B, VL, and VR.  N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA, N) */
/*          On entry, the matrix A. */
/*          If JOBVL = 'V' or JOBVR = 'V', then on exit A */
/*          contains the Schur form of A from the generalized Schur */
/*          factorization of the pair (A,B) after balancing.  If no */
/*          eigenvectors were computed, then only the diagonal elements */
/*          of the Schur form will be correct.  See CGGHRD and CHGEQZ */
/*          for details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of A.  LDA >= max(1,N). */

/*  B       (input/output) COMPLEX array, dimension (LDB, N) */
/*          On entry, the matrix B. */
/*          If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the */
/*          upper triangular matrix obtained from B in the generalized */
/*          Schur factorization of the pair (A,B) after balancing. */
/*          If no eigenvectors were computed, then only the diagonal */
/*          elements of B will be correct.  See CGGHRD and CHGEQZ for */
/*          details. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of B.  LDB >= max(1,N). */

/*  ALPHA   (output) COMPLEX array, dimension (N) */
/*          The complex scalars alpha that define the eigenvalues of */
/*          GNEP. */

/*  BETA    (output) COMPLEX array, dimension (N) */
/*          The complex scalars beta that define the eigenvalues of GNEP. */

/*          Together, the quantities alpha = ALPHA(j) and beta = BETA(j) */
/*          represent the j-th eigenvalue of the matrix pair (A,B), in */
/*          one of the forms lambda = alpha/beta or mu = beta/alpha. */
/*          Since either lambda or mu may overflow, they should not, */
/*          in general, be computed. */

/*  VL      (output) COMPLEX array, dimension (LDVL,N) */
/*          If JOBVL = 'V', the left eigenvectors u(j) are stored */
/*          in the columns of VL, in the same order as their eigenvalues. */
/*          Each eigenvector is scaled so that its largest component has */
/*          abs(real part) + abs(imag. part) = 1, except for eigenvectors */
/*          corresponding to an eigenvalue with alpha = beta = 0, which */
/*          are set to zero. */
/*          Not referenced if JOBVL = 'N'. */

/*  LDVL    (input) INTEGER */
/*          The leading dimension of the matrix VL. LDVL >= 1, and */
/*          if JOBVL = 'V', LDVL >= N. */

/*  VR      (output) COMPLEX array, dimension (LDVR,N) */
/*          If JOBVR = 'V', the right eigenvectors x(j) are stored */
/*          in the columns of VR, in the same order as their eigenvalues. */
/*          Each eigenvector is scaled so that its largest component has */
/*          abs(real part) + abs(imag. part) = 1, except for eigenvectors */
/*          corresponding to an eigenvalue with alpha = beta = 0, which */
/*          are set to zero. */
/*          Not referenced if JOBVR = 'N'. */

/*  LDVR    (input) INTEGER */
/*          The leading dimension of the matrix VR. LDVR >= 1, and */
/*          if JOBVR = 'V', LDVR >= N. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  LWORK >= max(1,2*N). */
/*          For good performance, LWORK must generally be larger. */
/*          To compute the optimal value of LWORK, call ILAENV to get */
/*          blocksizes (for CGEQRF, CUNMQR, and CUNGQR.)  Then compute: */
/*          NB  -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR; */
/*          The optimal LWORK is  MAX( 2*N, N*(NB+1) ). */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace/output) REAL array, dimension (8*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          =1,...,N: */
/*                The QZ iteration failed.  No eigenvectors have been */
/*                calculated, but ALPHA(j) and BETA(j) should be */
/*                correct for j=INFO+1,...,N. */
/*          > N:  errors that usually indicate LAPACK problems: */
/*                =N+1: error return from CGGBAL */
/*                =N+2: error return from CGEQRF */
/*                =N+3: error return from CUNMQR */
/*                =N+4: error return from CUNGQR */
/*                =N+5: error return from CGGHRD */
/*                =N+6: error return from CHGEQZ (other than failed */
/*                                               iteration) */
/*                =N+7: error return from CTGEVC */
/*                =N+8: error return from CGGBAK (computing VL) */
/*                =N+9: error return from CGGBAK (computing VR) */
/*                =N+10: error return from CLASCL (various calls) */

/*  Further Details */
/*  =============== */

/*  Balancing */
/*  --------- */

/*  This driver calls CGGBAL to both permute and scale rows and columns */
/*  of A and B.  The permutations PL and PR are chosen so that PL*A*PR */
/*  and PL*B*R will be upper triangular except for the diagonal blocks */
/*  A(i:j,i:j) and B(i:j,i:j), with i and j as close together as */
/*  possible.  The diagonal scaling matrices DL and DR are chosen so */
/*  that the pair  DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to */
/*  one (except for the elements that start out zero.) */

/*  After the eigenvalues and eigenvectors of the balanced matrices */
/*  have been computed, CGGBAK transforms the eigenvectors back to what */
/*  they would have been (in perfect arithmetic) if they had not been */
/*  balanced. */

/*  Contents of A and B on Exit */
/*  -------- -- - --- - -- ---- */

/*  If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or */
/*  both), then on exit the arrays A and B will contain the complex Schur */
/*  form[*] of the "balanced" versions of A and B.  If no eigenvectors */
/*  are computed, then only the diagonal blocks will be correct. */

/*  [*] In other words, upper triangular form. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Decode the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --alpha;
    --beta;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --work;
    --rwork;

    /* Function Body */
    if (lsame_(jobvl, "N")) {
	ijobvl = 1;
	ilvl = FALSE_;
    } else if (lsame_(jobvl, "V")) {
	ijobvl = 2;
	ilvl = TRUE_;
    } else {
	ijobvl = -1;
	ilvl = FALSE_;
    }

    if (lsame_(jobvr, "N")) {
	ijobvr = 1;
	ilvr = FALSE_;
    } else if (lsame_(jobvr, "V")) {
	ijobvr = 2;
	ilvr = TRUE_;
    } else {
	ijobvr = -1;
	ilvr = FALSE_;
    }
    ilv = ilvl || ilvr;

/*     Test the input arguments */

/* Computing MAX */
    i__1 = *n << 1;
    lwkmin = max(i__1,1);
    lwkopt = lwkmin;
    work[1].r = (real) lwkopt, work[1].i = 0.f;
    lquery = *lwork == -1;
    *info = 0;
    if (ijobvl <= 0) {
	*info = -1;
    } else if (ijobvr <= 0) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    } else if (*ldvl < 1 || ilvl && *ldvl < *n) {
	*info = -11;
    } else if (*ldvr < 1 || ilvr && *ldvr < *n) {
	*info = -13;
    } else if (*lwork < lwkmin && ! lquery) {
	*info = -15;
    }

    if (*info == 0) {
	nb1 = ilaenv_(&c__1, "CGEQRF", " ", n, n, &c_n1, &c_n1);
	nb2 = ilaenv_(&c__1, "CUNMQR", " ", n, n, n, &c_n1);
	nb3 = ilaenv_(&c__1, "CUNGQR", " ", n, n, n, &c_n1);
/* Computing MAX */
	i__1 = max(nb1,nb2);
	nb = max(i__1,nb3);
/* Computing MAX */
	i__1 = *n << 1, i__2 = *n * (nb + 1);
	lopt = max(i__1,i__2);
	work[1].r = (real) lopt, work[1].i = 0.f;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEGV ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("E") * slamch_("B");
    safmin = slamch_("S");
    safmin += safmin;
    safmax = 1.f / safmin;

/*     Scale A */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    anrm1 = anrm;
    anrm2 = 1.f;
    if (anrm < 1.f) {
	if (safmax * anrm < 1.f) {
	    anrm1 = safmin;
	    anrm2 = safmax * anrm;
	}
    }

    if (anrm > 0.f) {
	clascl_("G", &c_n1, &c_n1, &anrm, &c_b29, n, n, &a[a_offset], lda, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 10;
	    return 0;
	}
    }

/*     Scale B */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    bnrm1 = bnrm;
    bnrm2 = 1.f;
    if (bnrm < 1.f) {
	if (safmax * bnrm < 1.f) {
	    bnrm1 = safmin;
	    bnrm2 = safmax * bnrm;
	}
    }

    if (bnrm > 0.f) {
	clascl_("G", &c_n1, &c_n1, &bnrm, &c_b29, n, n, &b[b_offset], ldb, &
		iinfo);
	if (iinfo != 0) {
	    *info = *n + 10;
	    return 0;
	}
    }

/*     Permute the matrix to make it more nearly triangular */
/*     Also "balance" the matrix. */

    ileft = 1;
    iright = *n + 1;
    irwork = iright + *n;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
	    ileft], &rwork[iright], &rwork[irwork], &iinfo);
    if (iinfo != 0) {
	*info = *n + 1;
	goto L80;
    }

/*     Reduce B to triangular form, and initialize VL and/or VR */

    irows = ihi + 1 - ilo;
    if (ilv) {
	icols = *n + 1 - ilo;
    } else {
	icols = irows;
    }
    itau = 1;
    iwork = itau + irows;
    i__1 = *lwork + 1 - iwork;
    cgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[
	    iwork], &i__1, &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	*info = *n + 2;
	goto L80;
    }

    i__1 = *lwork + 1 - iwork;
    cunmqr_("L", "C", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, &
	    work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwork], &i__1, &
	    iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	*info = *n + 3;
	goto L80;
    }

    if (ilvl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
	i__1 = irows - 1;
	i__2 = irows - 1;
	clacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[ilo + 
		1 + ilo * vl_dim1], ldvl);
	i__1 = *lwork + 1 - iwork;
	cungqr_(&irows, &irows, &irows, &vl[ilo + ilo * vl_dim1], ldvl, &work[
		itau], &work[iwork], &i__1, &iinfo);
	if (iinfo >= 0) {
/* Computing MAX */
	    i__3 = iwork;
	    i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	    lwkopt = max(i__1,i__2);
	}
	if (iinfo != 0) {
	    *info = *n + 4;
	    goto L80;
	}
    }

    if (ilvr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr);
    }

/*     Reduce to generalized Hessenberg form */

    if (ilv) {

/*        Eigenvectors requested -- work on whole matrix. */

	cgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &iinfo);
    } else {
	cgghrd_("N", "N", &irows, &c__1, &irows, &a[ilo + ilo * a_dim1], lda, 
		&b[ilo + ilo * b_dim1], ldb, &vl[vl_offset], ldvl, &vr[
		vr_offset], ldvr, &iinfo);
    }
    if (iinfo != 0) {
	*info = *n + 5;
	goto L80;
    }

/*     Perform QZ algorithm */

    iwork = itau;
    if (ilv) {
	*(unsigned char *)chtemp = 'S';
    } else {
	*(unsigned char *)chtemp = 'E';
    }
    i__1 = *lwork + 1 - iwork;
    chgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[
	    b_offset], ldb, &alpha[1], &beta[1], &vl[vl_offset], ldvl, &vr[
	    vr_offset], ldvr, &work[iwork], &i__1, &rwork[irwork], &iinfo);
    if (iinfo >= 0) {
/* Computing MAX */
	i__3 = iwork;
	i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
	lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
	if (iinfo > 0 && iinfo <= *n) {
	    *info = iinfo;
	} else if (iinfo > *n && iinfo <= *n << 1) {
	    *info = iinfo - *n;
	} else {
	    *info = *n + 6;
	}
	goto L80;
    }

    if (ilv) {

/*        Compute Eigenvectors */

	if (ilvl) {
	    if (ilvr) {
		*(unsigned char *)chtemp = 'B';
	    } else {
		*(unsigned char *)chtemp = 'L';
	    }
	} else {
	    *(unsigned char *)chtemp = 'R';
	}

	ctgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, 
		&vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[
		iwork], &rwork[irwork], &iinfo);
	if (iinfo != 0) {
	    *info = *n + 7;
	    goto L80;
	}

/*        Undo balancing on VL and VR, rescale */

	if (ilvl) {
	    cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, 
		     &vl[vl_offset], ldvl, &iinfo);
	    if (iinfo != 0) {
		*info = *n + 8;
		goto L80;
	    }
	    i__1 = *n;
	    for (jc = 1; jc <= i__1; ++jc) {
		temp = 0.f;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = jr + jc * vl_dim1;
		    r__3 = temp, r__4 = (r__1 = vl[i__3].r, dabs(r__1)) + (
			    r__2 = r_imag(&vl[jr + jc * vl_dim1]), dabs(r__2))
			    ;
		    temp = dmax(r__3,r__4);
/* L10: */
		}
		if (temp < safmin) {
		    goto L30;
		}
		temp = 1.f / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = jr + jc * vl_dim1;
		    i__4 = jr + jc * vl_dim1;
		    q__1.r = temp * vl[i__4].r, q__1.i = temp * vl[i__4].i;
		    vl[i__3].r = q__1.r, vl[i__3].i = q__1.i;
/* L20: */
		}
L30:
		;
	    }
	}
	if (ilvr) {
	    cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, 
		     &vr[vr_offset], ldvr, &iinfo);
	    if (iinfo != 0) {
		*info = *n + 9;
		goto L80;
	    }
	    i__1 = *n;
	    for (jc = 1; jc <= i__1; ++jc) {
		temp = 0.f;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = jr + jc * vr_dim1;
		    r__3 = temp, r__4 = (r__1 = vr[i__3].r, dabs(r__1)) + (
			    r__2 = r_imag(&vr[jr + jc * vr_dim1]), dabs(r__2))
			    ;
		    temp = dmax(r__3,r__4);
/* L40: */
		}
		if (temp < safmin) {
		    goto L60;
		}
		temp = 1.f / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = jr + jc * vr_dim1;
		    i__4 = jr + jc * vr_dim1;
		    q__1.r = temp * vr[i__4].r, q__1.i = temp * vr[i__4].i;
		    vr[i__3].r = q__1.r, vr[i__3].i = q__1.i;
/* L50: */
		}
L60:
		;
	    }
	}

/*        End of eigenvector calculation */

    }

/*     Undo scaling in alpha, beta */

/*     Note: this does not give the alpha and beta for the unscaled */
/*     problem. */

/*     Un-scaling is limited to avoid underflow in alpha and beta */
/*     if they are significant. */

    i__1 = *n;
    for (jc = 1; jc <= i__1; ++jc) {
	i__2 = jc;
	absar = (r__1 = alpha[i__2].r, dabs(r__1));
	absai = (r__1 = r_imag(&alpha[jc]), dabs(r__1));
	i__2 = jc;
	absb = (r__1 = beta[i__2].r, dabs(r__1));
	i__2 = jc;
	salfar = anrm * alpha[i__2].r;
	salfai = anrm * r_imag(&alpha[jc]);
	i__2 = jc;
	sbeta = bnrm * beta[i__2].r;
	ilimit = FALSE_;
	scale = 1.f;

/*        Check for significant underflow in imaginary part of ALPHA */

/* Computing MAX */
	r__1 = safmin, r__2 = eps * absar, r__1 = max(r__1,r__2), r__2 = eps *
		 absb;
	if (dabs(salfai) < safmin && absai >= dmax(r__1,r__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
	    r__1 = safmin, r__2 = anrm2 * absai;
	    scale = safmin / anrm1 / dmax(r__1,r__2);
	}

/*        Check for significant underflow in real part of ALPHA */

/* Computing MAX */
	r__1 = safmin, r__2 = eps * absai, r__1 = max(r__1,r__2), r__2 = eps *
		 absb;
	if (dabs(salfar) < safmin && absar >= dmax(r__1,r__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
/* Computing MAX */
	    r__3 = safmin, r__4 = anrm2 * absar;
	    r__1 = scale, r__2 = safmin / anrm1 / dmax(r__3,r__4);
	    scale = dmax(r__1,r__2);
	}

/*        Check for significant underflow in BETA */

/* Computing MAX */
	r__1 = safmin, r__2 = eps * absar, r__1 = max(r__1,r__2), r__2 = eps *
		 absai;
	if (dabs(sbeta) < safmin && absb >= dmax(r__1,r__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
/* Computing MAX */
	    r__3 = safmin, r__4 = bnrm2 * absb;
	    r__1 = scale, r__2 = safmin / bnrm1 / dmax(r__3,r__4);
	    scale = dmax(r__1,r__2);
	}

/*        Check for possible overflow when limiting scaling */

	if (ilimit) {
/* Computing MAX */
	    r__1 = dabs(salfar), r__2 = dabs(salfai), r__1 = max(r__1,r__2), 
		    r__2 = dabs(sbeta);
	    temp = scale * safmin * dmax(r__1,r__2);
	    if (temp > 1.f) {
		scale /= temp;
	    }
	    if (scale < 1.f) {
		ilimit = FALSE_;
	    }
	}

/*        Recompute un-scaled ALPHA, BETA if necessary. */

	if (ilimit) {
	    i__2 = jc;
	    salfar = scale * alpha[i__2].r * anrm;
	    salfai = scale * r_imag(&alpha[jc]) * anrm;
	    i__2 = jc;
	    q__2.r = scale * beta[i__2].r, q__2.i = scale * beta[i__2].i;
	    q__1.r = bnrm * q__2.r, q__1.i = bnrm * q__2.i;
	    sbeta = q__1.r;
	}
	i__2 = jc;
	q__1.r = salfar, q__1.i = salfai;
	alpha[i__2].r = q__1.r, alpha[i__2].i = q__1.i;
	i__2 = jc;
	beta[i__2].r = sbeta, beta[i__2].i = 0.f;
/* L70: */
    }

L80:
    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CGEGV */

} /* cgegv_ */
Example #21
0
/* Subroutine */ int cgegs_(char *jobvsl, char *jobvsr, integer *n, complex *
                            a, integer *lda, complex *b, integer *ldb, complex *alpha, complex *
                            beta, complex *vsl, integer *ldvsl, complex *vsr, integer *ldvsr,
                            complex *work, integer *lwork, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vsl_dim1, vsl_offset,
            vsr_dim1, vsr_offset, i__1, i__2, i__3;

    /* Local variables */
    integer nb, nb1, nb2, nb3, ihi, ilo;
    real eps, anrm, bnrm;
    integer itau, lopt;
    extern logical lsame_(char *, char *);
    integer ileft, iinfo, icols;
    logical ilvsl;
    integer iwork;
    logical ilvsr;
    integer irows;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *,
                                        integer *, real *, real *, integer *, complex *, integer *,
                                        integer *), cggbal_(char *, integer *, complex *,
                                                integer *, complex *, integer *, integer *, integer *, real *,
                                                real *, real *, integer *);
    extern doublereal clange_(char *, integer *, integer *, complex *,
                              integer *, real *);
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *,
                                        integer *, complex *, integer *, complex *, integer *, complex *,
                                        integer *, complex *, integer *, integer *),
                                                clascl_(char *, integer *, integer *, real *, real *, integer *,
                                                        integer *, complex *, integer *, integer *);
    logical ilascl, ilbscl;
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *,
                                        integer *, complex *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex
                                        *, integer *, complex *, integer *), claset_(char *,
                                                integer *, integer *, complex *, complex *, complex *, integer *);
    real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
                           integer *, integer *);
    real bignum;
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *,
                                        integer *, integer *, complex *, integer *, complex *, integer *,
                                        complex *, complex *, complex *, integer *, complex *, integer *,
                                        complex *, integer *, real *, integer *);
    integer ijobvl, iright, ijobvr;
    real anrmto;
    integer lwkmin;
    real bnrmto;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *,
                                        complex *, integer *, complex *, complex *, integer *, integer *),
                                                cunmqr_(char *, char *, integer *, integer *, integer *, complex
                                                        *, integer *, complex *, complex *, integer *, complex *, integer
                                                        *, integer *);
    real smlnum;
    integer irwork, lwkopt;
    logical lquery;


    /*  -- LAPACK driver routine (version 3.1) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

    /*     .. Scalar Arguments .. */
    /*     .. */
    /*     .. Array Arguments .. */
    /*     .. */

    /*  Purpose */
    /*  ======= */

    /*  This routine is deprecated and has been replaced by routine CGGES. */

    /*  CGEGS computes the eigenvalues, Schur form, and, optionally, the */
    /*  left and or/right Schur vectors of a complex matrix pair (A,B). */
    /*  Given two square matrices A and B, the generalized Schur */
    /*  factorization has the form */

    /*     A = Q*S*Z**H,  B = Q*T*Z**H */

    /*  where Q and Z are unitary matrices and S and T are upper triangular. */
    /*  The columns of Q are the left Schur vectors */
    /*  and the columns of Z are the right Schur vectors. */

    /*  If only the eigenvalues of (A,B) are needed, the driver routine */
    /*  CGEGV should be used instead.  See CGEGV for a description of the */
    /*  eigenvalues of the generalized nonsymmetric eigenvalue problem */
    /*  (GNEP). */

    /*  Arguments */
    /*  ========= */

    /*  JOBVSL   (input) CHARACTER*1 */
    /*          = 'N':  do not compute the left Schur vectors; */
    /*          = 'V':  compute the left Schur vectors (returned in VSL). */

    /*  JOBVSR   (input) CHARACTER*1 */
    /*          = 'N':  do not compute the right Schur vectors; */
    /*          = 'V':  compute the right Schur vectors (returned in VSR). */

    /*  N       (input) INTEGER */
    /*          The order of the matrices A, B, VSL, and VSR.  N >= 0. */

    /*  A       (input/output) COMPLEX array, dimension (LDA, N) */
    /*          On entry, the matrix A. */
    /*          On exit, the upper triangular matrix S from the generalized */
    /*          Schur factorization. */

    /*  LDA     (input) INTEGER */
    /*          The leading dimension of A.  LDA >= max(1,N). */

    /*  B       (input/output) COMPLEX array, dimension (LDB, N) */
    /*          On entry, the matrix B. */
    /*          On exit, the upper triangular matrix T from the generalized */
    /*          Schur factorization. */

    /*  LDB     (input) INTEGER */
    /*          The leading dimension of B.  LDB >= max(1,N). */

    /*  ALPHA   (output) COMPLEX array, dimension (N) */
    /*          The complex scalars alpha that define the eigenvalues of */
    /*          GNEP.  ALPHA(j) = S(j,j), the diagonal element of the Schur */
    /*          form of A. */

    /*  BETA    (output) COMPLEX array, dimension (N) */
    /*          The non-negative real scalars beta that define the */
    /*          eigenvalues of GNEP.  BETA(j) = T(j,j), the diagonal element */
    /*          of the triangular factor T. */

    /*          Together, the quantities alpha = ALPHA(j) and beta = BETA(j) */
    /*          represent the j-th eigenvalue of the matrix pair (A,B), in */
    /*          one of the forms lambda = alpha/beta or mu = beta/alpha. */
    /*          Since either lambda or mu may overflow, they should not, */
    /*          in general, be computed. */

    /*  VSL     (output) COMPLEX array, dimension (LDVSL,N) */
    /*          If JOBVSL = 'V', the matrix of left Schur vectors Q. */
    /*          Not referenced if JOBVSL = 'N'. */

    /*  LDVSL   (input) INTEGER */
    /*          The leading dimension of the matrix VSL. LDVSL >= 1, and */
    /*          if JOBVSL = 'V', LDVSL >= N. */

    /*  VSR     (output) COMPLEX array, dimension (LDVSR,N) */
    /*          If JOBVSR = 'V', the matrix of right Schur vectors Z. */
    /*          Not referenced if JOBVSR = 'N'. */

    /*  LDVSR   (input) INTEGER */
    /*          The leading dimension of the matrix VSR. LDVSR >= 1, and */
    /*          if JOBVSR = 'V', LDVSR >= N. */

    /*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
    /*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

    /*  LWORK   (input) INTEGER */
    /*          The dimension of the array WORK.  LWORK >= max(1,2*N). */
    /*          For good performance, LWORK must generally be larger. */
    /*          To compute the optimal value of LWORK, call ILAENV to get */
    /*          blocksizes (for CGEQRF, CUNMQR, and CUNGQR.)  Then compute: */
    /*          NB  -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR; */
    /*          the optimal LWORK is N*(NB+1). */

    /*          If LWORK = -1, then a workspace query is assumed; the routine */
    /*          only calculates the optimal size of the WORK array, returns */
    /*          this value as the first entry of the WORK array, and no error */
    /*          message related to LWORK is issued by XERBLA. */

    /*  RWORK   (workspace) REAL array, dimension (3*N) */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
    /*          =1,...,N: */
    /*                The QZ iteration failed.  (A,B) are not in Schur */
    /*                form, but ALPHA(j) and BETA(j) should be correct for */
    /*                j=INFO+1,...,N. */
    /*          > N:  errors that usually indicate LAPACK problems: */
    /*                =N+1: error return from CGGBAL */
    /*                =N+2: error return from CGEQRF */
    /*                =N+3: error return from CUNMQR */
    /*                =N+4: error return from CUNGQR */
    /*                =N+5: error return from CGGHRD */
    /*                =N+6: error return from CHGEQZ (other than failed */
    /*                                               iteration) */
    /*                =N+7: error return from CGGBAK (computing VSL) */
    /*                =N+8: error return from CGGBAK (computing VSR) */
    /*                =N+9: error return from CLASCL (various places) */

    /*  ===================================================================== */

    /*     .. Parameters .. */
    /*     .. */
    /*     .. Local Scalars .. */
    /*     .. */
    /*     .. External Subroutines .. */
    /*     .. */
    /*     .. External Functions .. */
    /*     .. */
    /*     .. Intrinsic Functions .. */
    /*     .. */
    /*     .. Executable Statements .. */

    /*     Decode the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --alpha;
    --beta;
    vsl_dim1 = *ldvsl;
    vsl_offset = 1 + vsl_dim1;
    vsl -= vsl_offset;
    vsr_dim1 = *ldvsr;
    vsr_offset = 1 + vsr_dim1;
    vsr -= vsr_offset;
    --work;
    --rwork;

    /* Function Body */
    if (lsame_(jobvsl, "N")) {
        ijobvl = 1;
        ilvsl = FALSE_;
    } else if (lsame_(jobvsl, "V")) {
        ijobvl = 2;
        ilvsl = TRUE_;
    } else {
        ijobvl = -1;
        ilvsl = FALSE_;
    }

    if (lsame_(jobvsr, "N")) {
        ijobvr = 1;
        ilvsr = FALSE_;
    } else if (lsame_(jobvsr, "V")) {
        ijobvr = 2;
        ilvsr = TRUE_;
    } else {
        ijobvr = -1;
        ilvsr = FALSE_;
    }

    /*     Test the input arguments */

    /* Computing MAX */
    i__1 = *n << 1;
    lwkmin = max(i__1,1);
    lwkopt = lwkmin;
    work[1].r = (real) lwkopt, work[1].i = 0.f;
    lquery = *lwork == -1;
    *info = 0;
    if (ijobvl <= 0) {
        *info = -1;
    } else if (ijobvr <= 0) {
        *info = -2;
    } else if (*n < 0) {
        *info = -3;
    } else if (*lda < max(1,*n)) {
        *info = -5;
    } else if (*ldb < max(1,*n)) {
        *info = -7;
    } else if (*ldvsl < 1 || ilvsl && *ldvsl < *n) {
        *info = -11;
    } else if (*ldvsr < 1 || ilvsr && *ldvsr < *n) {
        *info = -13;
    } else if (*lwork < lwkmin && ! lquery) {
        *info = -15;
    }

    if (*info == 0) {
        nb1 = ilaenv_(&c__1, "CGEQRF", " ", n, n, &c_n1, &c_n1);
        nb2 = ilaenv_(&c__1, "CUNMQR", " ", n, n, n, &c_n1);
        nb3 = ilaenv_(&c__1, "CUNGQR", " ", n, n, n, &c_n1);
        /* Computing MAX */
        i__1 = max(nb1,nb2);
        nb = max(i__1,nb3);
        lopt = *n * (nb + 1);
        work[1].r = (real) lopt, work[1].i = 0.f;
    }

    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("CGEGS ", &i__1);
        return 0;
    } else if (lquery) {
        return 0;
    }

    /*     Quick return if possible */

    if (*n == 0) {
        return 0;
    }

    /*     Get machine constants */

    eps = slamch_("E") * slamch_("B");
    safmin = slamch_("S");
    smlnum = *n * safmin / eps;
    bignum = 1.f / smlnum;

    /*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
        anrmto = smlnum;
        ilascl = TRUE_;
    } else if (anrm > bignum) {
        anrmto = bignum;
        ilascl = TRUE_;
    }

    if (ilascl) {
        clascl_("G", &c_n1, &c_n1, &anrm, &anrmto, n, n, &a[a_offset], lda, &
                iinfo);
        if (iinfo != 0) {
            *info = *n + 9;
            return 0;
        }
    }

    /*     Scale B if max element outside range [SMLNUM,BIGNUM] */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0.f && bnrm < smlnum) {
        bnrmto = smlnum;
        ilbscl = TRUE_;
    } else if (bnrm > bignum) {
        bnrmto = bignum;
        ilbscl = TRUE_;
    }

    if (ilbscl) {
        clascl_("G", &c_n1, &c_n1, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
                iinfo);
        if (iinfo != 0) {
            *info = *n + 9;
            return 0;
        }
    }

    /*     Permute the matrix to make it more nearly triangular */

    ileft = 1;
    iright = *n + 1;
    irwork = iright + *n;
    iwork = 1;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
                ileft], &rwork[iright], &rwork[irwork], &iinfo);
    if (iinfo != 0) {
        *info = *n + 1;
        goto L10;
    }

    /*     Reduce B to triangular form, and initialize VSL and/or VSR */

    irows = ihi + 1 - ilo;
    icols = *n + 1 - ilo;
    itau = iwork;
    iwork = itau + irows;
    i__1 = *lwork + 1 - iwork;
    cgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[
                iwork], &i__1, &iinfo);
    if (iinfo >= 0) {
        /* Computing MAX */
        i__3 = iwork;
        i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
        lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
        *info = *n + 2;
        goto L10;
    }

    i__1 = *lwork + 1 - iwork;
    cunmqr_("L", "C", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, &
            work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwork], &i__1, &
            iinfo);
    if (iinfo >= 0) {
        /* Computing MAX */
        i__3 = iwork;
        i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
        lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
        *info = *n + 3;
        goto L10;
    }

    if (ilvsl) {
        claset_("Full", n, n, &c_b1, &c_b2, &vsl[vsl_offset], ldvsl);
        i__1 = irows - 1;
        i__2 = irows - 1;
        clacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vsl[ilo
                + 1 + ilo * vsl_dim1], ldvsl);
        i__1 = *lwork + 1 - iwork;
        cungqr_(&irows, &irows, &irows, &vsl[ilo + ilo * vsl_dim1], ldvsl, &
                work[itau], &work[iwork], &i__1, &iinfo);
        if (iinfo >= 0) {
            /* Computing MAX */
            i__3 = iwork;
            i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
            lwkopt = max(i__1,i__2);
        }
        if (iinfo != 0) {
            *info = *n + 4;
            goto L10;
        }
    }

    if (ilvsr) {
        claset_("Full", n, n, &c_b1, &c_b2, &vsr[vsr_offset], ldvsr);
    }

    /*     Reduce to generalized Hessenberg form */

    cgghrd_(jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset],
            ldb, &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, &iinfo);
    if (iinfo != 0) {
        *info = *n + 5;
        goto L10;
    }

    /*     Perform QZ algorithm, computing Schur vectors if desired */

    iwork = itau;
    i__1 = *lwork + 1 - iwork;
    chgeqz_("S", jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[
                b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, &
            vsr[vsr_offset], ldvsr, &work[iwork], &i__1, &rwork[irwork], &
            iinfo);
    if (iinfo >= 0) {
        /* Computing MAX */
        i__3 = iwork;
        i__1 = lwkopt, i__2 = (integer) work[i__3].r + iwork - 1;
        lwkopt = max(i__1,i__2);
    }
    if (iinfo != 0) {
        if (iinfo > 0 && iinfo <= *n) {
            *info = iinfo;
        } else if (iinfo > *n && iinfo <= *n << 1) {
            *info = iinfo - *n;
        } else {
            *info = *n + 6;
        }
        goto L10;
    }

    /*     Apply permutation to VSL and VSR */

    if (ilvsl) {
        cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
                vsl[vsl_offset], ldvsl, &iinfo);
        if (iinfo != 0) {
            *info = *n + 7;
            goto L10;
        }
    }
    if (ilvsr) {
        cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
                vsr[vsr_offset], ldvsr, &iinfo);
        if (iinfo != 0) {
            *info = *n + 8;
            goto L10;
        }
    }

    /*     Undo scaling */

    if (ilascl) {
        clascl_("U", &c_n1, &c_n1, &anrmto, &anrm, n, n, &a[a_offset], lda, &
                iinfo);
        if (iinfo != 0) {
            *info = *n + 9;
            return 0;
        }
        clascl_("G", &c_n1, &c_n1, &anrmto, &anrm, n, &c__1, &alpha[1], n, &
                iinfo);
        if (iinfo != 0) {
            *info = *n + 9;
            return 0;
        }
    }

    if (ilbscl) {
        clascl_("U", &c_n1, &c_n1, &bnrmto, &bnrm, n, n, &b[b_offset], ldb, &
                iinfo);
        if (iinfo != 0) {
            *info = *n + 9;
            return 0;
        }
        clascl_("G", &c_n1, &c_n1, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
                iinfo);
        if (iinfo != 0) {
            *info = *n + 9;
            return 0;
        }
    }

L10:
    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

    /*     End of CGEGS */

} /* cgegs_ */
Example #22
0
/* Subroutine */
int cgelss_(integer *m, integer *n, integer *nrhs, complex * a, integer *lda, complex *b, integer *ldb, real *s, real *rcond, integer *rank, complex *work, integer *lwork, real *rwork, integer * info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3;
    real r__1;
    /* Local variables */
    integer i__, bl, ie, il, mm;
    complex dum[1];
    real eps, thr, anrm, bnrm;
    integer itau, lwork_cgebrd__, lwork_cgelqf__, lwork_cgeqrf__, lwork_cungbr__, lwork_cunmbr__, lwork_cunmlq__, lwork_cunmqr__;
    extern /* Subroutine */
    int cgemm_(char *, char *, integer *, integer *, integer *, complex *, complex *, integer *, complex *, integer *, complex *, complex *, integer *);
    integer iascl, ibscl;
    extern /* Subroutine */
    int cgemv_(char *, integer *, integer *, complex * , complex *, integer *, complex *, integer *, complex *, complex * , integer *);
    integer chunk;
    real sfmin;
    extern /* Subroutine */
    int ccopy_(integer *, complex *, integer *, complex *, integer *);
    integer minmn, maxmn, itaup, itauq, mnthr, iwork;
    extern /* Subroutine */
    int cgebrd_(), slabad_(real *, real *);
    extern real clange_(char *, integer *, integer *, complex *, integer *, real *);
    extern /* Subroutine */
    int cgelqf_(integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *), clascl_( char *, integer *, integer *, real *, real *, integer *, integer * , complex *, integer *, integer *), cgeqrf_(integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *);
    extern real slamch_(char *);
    extern /* Subroutine */
    int clacpy_(char *, integer *, integer *, complex *, integer *, complex *, integer *), claset_(char *, integer *, integer *, complex *, complex *, complex *, integer *), xerbla_(char *, integer *), cbdsqr_(char *, integer *, integer *, integer *, integer *, real *, real *, complex *, integer *, complex *, integer *, complex *, integer *, real *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *);
    real bignum;
    extern /* Subroutine */
    int cungbr_(char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *), slascl_(char *, integer *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *), cunmbr_(char *, char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *), csrscl_(integer *, real *, complex *, integer *), slaset_(char *, integer *, integer *, real *, real *, real *, integer *), cunmlq_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *);
    integer ldwork;
    extern /* Subroutine */
    int cunmqr_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *);
    integer minwrk, maxwrk;
    real smlnum;
    integer irwork;
    logical lquery;
    /* -- LAPACK driver routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input arguments */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --s;
    --work;
    --rwork;
    /* Function Body */
    *info = 0;
    minmn = min(*m,*n);
    maxmn = max(*m,*n);
    lquery = *lwork == -1;
    if (*m < 0)
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*nrhs < 0)
    {
        *info = -3;
    }
    else if (*lda < max(1,*m))
    {
        *info = -5;
    }
    else if (*ldb < max(1,maxmn))
    {
        *info = -7;
    }
    /* Compute workspace */
    /* (Note: Comments in the code beginning "Workspace:" describe the */
    /* minimal amount of workspace needed at that point in the code, */
    /* as well as the preferred amount for good performance. */
    /* CWorkspace refers to complex workspace, and RWorkspace refers */
    /* to real workspace. NB refers to the optimal block size for the */
    /* immediately following subroutine, as returned by ILAENV.) */
    if (*info == 0)
    {
        minwrk = 1;
        maxwrk = 1;
        if (minmn > 0)
        {
            mm = *m;
            mnthr = ilaenv_(&c__6, "CGELSS", " ", m, n, nrhs, &c_n1);
            if (*m >= *n && *m >= mnthr)
            {
                /* Path 1a - overdetermined, with many more rows than */
                /* columns */
                /* Compute space needed for CGEQRF */
                cgeqrf_(m, n, &a[a_offset], lda, dum, dum, &c_n1, info);
                lwork_cgeqrf__ = dum[0].r;
                /* Compute space needed for CUNMQR */
                cunmqr_("L", "C", m, nrhs, n, &a[a_offset], lda, dum, &b[ b_offset], ldb, dum, &c_n1, info);
                lwork_cunmqr__ = dum[0].r;
                mm = *n;
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = *n + *n * ilaenv_(&c__1, "CGEQRF", " ", m, n, &c_n1, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = *n + *nrhs * ilaenv_(&c__1, "CUNMQR", "LC", m, nrhs, n, &c_n1); // , expr subst
                maxwrk = max(i__1,i__2);
            }
            if (*m >= *n)
            {
                /* Path 1 - overdetermined or exactly determined */
                /* Compute space needed for CGEBRD */
                cgebrd_(&mm, n, &a[a_offset], lda, &s[1], dum, dum, dum, dum, &c_n1, info);
                lwork_cgebrd__ = dum[0].r;
                /* Compute space needed for CUNMBR */
                cunmbr_("Q", "L", "C", &mm, nrhs, n, &a[a_offset], lda, dum, & b[b_offset], ldb, dum, &c_n1, info);
                lwork_cunmbr__ = dum[0].r;
                /* Compute space needed for CUNGBR */
                cungbr_("P", n, n, n, &a[a_offset], lda, dum, dum, &c_n1, info);
                lwork_cungbr__ = dum[0].r;
                /* Compute total workspace needed */
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + lwork_cgebrd__; // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + lwork_cunmbr__; // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = (*n << 1) + lwork_cungbr__; // , expr subst
                maxwrk = max(i__1,i__2);
                /* Computing MAX */
                i__1 = maxwrk;
                i__2 = *n * *nrhs; // , expr subst
                maxwrk = max(i__1,i__2);
                minwrk = (*n << 1) + max(*nrhs,*m);
            }
            if (*n > *m)
            {
                minwrk = (*m << 1) + max(*nrhs,*n);
                if (*n >= mnthr)
                {
                    /* Path 2a - underdetermined, with many more columns */
                    /* than rows */
                    /* Compute space needed for CGELQF */
                    cgelqf_(m, n, &a[a_offset], lda, dum, dum, &c_n1, info);
                    lwork_cgelqf__ = dum[0].r;
                    /* Compute space needed for CGEBRD */
                    cgebrd_(m, m, &a[a_offset], lda, &s[1], dum, dum, dum, dum, &c_n1, info);
                    lwork_cgebrd__ = dum[0].r;
                    /* Compute space needed for CUNMBR */
                    cunmbr_("Q", "L", "C", m, nrhs, n, &a[a_offset], lda, dum, &b[b_offset], ldb, dum, &c_n1, info);
                    lwork_cunmbr__ = dum[0].r;
                    /* Compute space needed for CUNGBR */
                    cungbr_("P", m, m, m, &a[a_offset], lda, dum, dum, &c_n1, info);
                    lwork_cungbr__ = dum[0].r;
                    /* Compute space needed for CUNMLQ */
                    cunmlq_("L", "C", n, nrhs, m, &a[a_offset], lda, dum, &b[ b_offset], ldb, dum, &c_n1, info);
                    lwork_cunmlq__ = dum[0].r;
                    /* Compute total workspace needed */
                    maxwrk = *m + lwork_cgelqf__;
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * 3 + *m * *m + lwork_cgebrd__; // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * 3 + *m * *m + lwork_cunmbr__; // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m * 3 + *m * *m + lwork_cungbr__; // , expr subst
                    maxwrk = max(i__1,i__2);
                    if (*nrhs > 1)
                    {
                        /* Computing MAX */
                        i__1 = maxwrk;
                        i__2 = *m * *m + *m + *m * *nrhs; // , expr subst
                        maxwrk = max(i__1,i__2);
                    }
                    else
                    {
                        /* Computing MAX */
                        i__1 = maxwrk;
                        i__2 = *m * *m + (*m << 1); // , expr subst
                        maxwrk = max(i__1,i__2);
                    }
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *m + lwork_cunmlq__; // , expr subst
                    maxwrk = max(i__1,i__2);
                }
                else
                {
                    /* Path 2 - underdetermined */
                    /* Compute space needed for CGEBRD */
                    cgebrd_(m, n, &a[a_offset], lda, &s[1], dum, dum, dum, dum, &c_n1, info);
                    lwork_cgebrd__ = dum[0].r;
                    /* Compute space needed for CUNMBR */
                    cunmbr_("Q", "L", "C", m, nrhs, m, &a[a_offset], lda, dum, &b[b_offset], ldb, dum, &c_n1, info);
                    lwork_cunmbr__ = dum[0].r;
                    /* Compute space needed for CUNGBR */
                    cungbr_("P", m, n, m, &a[a_offset], lda, dum, dum, &c_n1, info);
                    lwork_cungbr__ = dum[0].r;
                    maxwrk = (*m << 1) + lwork_cgebrd__;
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = (*m << 1) + lwork_cunmbr__; // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = (*m << 1) + lwork_cungbr__; // , expr subst
                    maxwrk = max(i__1,i__2);
                    /* Computing MAX */
                    i__1 = maxwrk;
                    i__2 = *n * *nrhs; // , expr subst
                    maxwrk = max(i__1,i__2);
                }
            }
            maxwrk = max(minwrk,maxwrk);
        }
        work[1].r = (real) maxwrk;
        work[1].i = 0.f; // , expr subst
        if (*lwork < minwrk && ! lquery)
        {
            *info = -12;
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CGELSS", &i__1);
        return 0;
    }
    else if (lquery)
    {
        return 0;
    }
    /* Quick return if possible */
    if (*m == 0 || *n == 0)
    {
        *rank = 0;
        return 0;
    }
    /* Get machine parameters */
    eps = slamch_("P");
    sfmin = slamch_("S");
    smlnum = sfmin / eps;
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    /* Scale A if max element outside range [SMLNUM,BIGNUM] */
    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum)
    {
        /* Scale matrix norm up to SMLNUM */
        clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, info);
        iascl = 1;
    }
    else if (anrm > bignum)
    {
        /* Scale matrix norm down to BIGNUM */
        clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, info);
        iascl = 2;
    }
    else if (anrm == 0.f)
    {
        /* Matrix all zero. Return zero solution. */
        i__1 = max(*m,*n);
        claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
        slaset_("F", &minmn, &c__1, &c_b59, &c_b59, &s[1], &minmn);
        *rank = 0;
        goto L70;
    }
    /* Scale B if max element outside range [SMLNUM,BIGNUM] */
    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum)
    {
        /* Scale matrix norm up to SMLNUM */
        clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb, info);
        ibscl = 1;
    }
    else if (bnrm > bignum)
    {
        /* Scale matrix norm down to BIGNUM */
        clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb, info);
        ibscl = 2;
    }
    /* Overdetermined case */
    if (*m >= *n)
    {
        /* Path 1 - overdetermined or exactly determined */
        mm = *m;
        if (*m >= mnthr)
        {
            /* Path 1a - overdetermined, with many more rows than columns */
            mm = *n;
            itau = 1;
            iwork = itau + *n;
            /* Compute A=Q*R */
            /* (CWorkspace: need 2*N, prefer N+N*NB) */
            /* (RWorkspace: none) */
            i__1 = *lwork - iwork + 1;
            cgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[iwork], &i__1, info);
            /* Multiply B by transpose(Q) */
            /* (CWorkspace: need N+NRHS, prefer N+NRHS*NB) */
            /* (RWorkspace: none) */
            i__1 = *lwork - iwork + 1;
            cunmqr_("L", "C", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[ b_offset], ldb, &work[iwork], &i__1, info);
            /* Zero out below R */
            if (*n > 1)
            {
                i__1 = *n - 1;
                i__2 = *n - 1;
                claset_("L", &i__1, &i__2, &c_b1, &c_b1, &a[a_dim1 + 2], lda);
            }
        }
        ie = 1;
        itauq = 1;
        itaup = itauq + *n;
        iwork = itaup + *n;
        /* Bidiagonalize R in A */
        /* (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB) */
        /* (RWorkspace: need N) */
        i__1 = *lwork - iwork + 1;
        cgebrd_(&mm, n, &a[a_offset], lda, &s[1], &rwork[ie], &work[itauq], & work[itaup], &work[iwork], &i__1, info);
        /* Multiply B by transpose of left bidiagonalizing vectors of R */
        /* (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB) */
        /* (RWorkspace: none) */
        i__1 = *lwork - iwork + 1;
        cunmbr_("Q", "L", "C", &mm, nrhs, n, &a[a_offset], lda, &work[itauq], &b[b_offset], ldb, &work[iwork], &i__1, info);
        /* Generate right bidiagonalizing vectors of R in A */
        /* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB) */
        /* (RWorkspace: none) */
        i__1 = *lwork - iwork + 1;
        cungbr_("P", n, n, n, &a[a_offset], lda, &work[itaup], &work[iwork], & i__1, info);
        irwork = ie + *n;
        /* Perform bidiagonal QR iteration */
        /* multiply B by transpose of left singular vectors */
        /* compute right singular vectors in A */
        /* (CWorkspace: none) */
        /* (RWorkspace: need BDSPAC) */
        cbdsqr_("U", n, n, &c__0, nrhs, &s[1], &rwork[ie], &a[a_offset], lda, dum, &c__1, &b[b_offset], ldb, &rwork[irwork], info);
        if (*info != 0)
        {
            goto L70;
        }
        /* Multiply B by reciprocals of singular values */
        /* Computing MAX */
        r__1 = *rcond * s[1];
        thr = max(r__1,sfmin);
        if (*rcond < 0.f)
        {
            /* Computing MAX */
            r__1 = eps * s[1];
            thr = max(r__1,sfmin);
        }
        *rank = 0;
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            if (s[i__] > thr)
            {
                csrscl_(nrhs, &s[i__], &b[i__ + b_dim1], ldb);
                ++(*rank);
            }
            else
            {
                claset_("F", &c__1, nrhs, &c_b1, &c_b1, &b[i__ + b_dim1], ldb);
            }
            /* L10: */
        }
        /* Multiply B by right singular vectors */
        /* (CWorkspace: need N, prefer N*NRHS) */
        /* (RWorkspace: none) */
        if (*lwork >= *ldb * *nrhs && *nrhs > 1)
        {
            cgemm_("C", "N", n, nrhs, n, &c_b2, &a[a_offset], lda, &b[ b_offset], ldb, &c_b1, &work[1], ldb);
            clacpy_("G", n, nrhs, &work[1], ldb, &b[b_offset], ldb) ;
        }
        else if (*nrhs > 1)
        {
            chunk = *lwork / *n;
            i__1 = *nrhs;
            i__2 = chunk;
            for (i__ = 1;
                    i__2 < 0 ? i__ >= i__1 : i__ <= i__1;
                    i__ += i__2)
            {
                /* Computing MIN */
                i__3 = *nrhs - i__ + 1;
                bl = min(i__3,chunk);
                cgemm_("C", "N", n, &bl, n, &c_b2, &a[a_offset], lda, &b[i__ * b_dim1 + 1], ldb, &c_b1, &work[1], n);
                clacpy_("G", n, &bl, &work[1], n, &b[i__ * b_dim1 + 1], ldb);
                /* L20: */
            }
        }
        else
        {
            cgemv_("C", n, n, &c_b2, &a[a_offset], lda, &b[b_offset], &c__1, & c_b1, &work[1], &c__1);
            ccopy_(n, &work[1], &c__1, &b[b_offset], &c__1);
        }
    }
    else /* if(complicated condition) */
    {
        /* Computing MAX */
        i__2 = max(*m,*nrhs);
        i__1 = *n - (*m << 1); // , expr subst
        if (*n >= mnthr && *lwork >= *m * 3 + *m * *m + max(i__2,i__1))
        {
            /* Underdetermined case, M much less than N */
            /* Path 2a - underdetermined, with many more columns than rows */
            /* and sufficient workspace for an efficient algorithm */
            ldwork = *m;
            /* Computing MAX */
            i__2 = max(*m,*nrhs);
            i__1 = *n - (*m << 1); // , expr subst
            if (*lwork >= *m * 3 + *m * *lda + max(i__2,i__1))
            {
                ldwork = *lda;
            }
            itau = 1;
            iwork = *m + 1;
            /* Compute A=L*Q */
            /* (CWorkspace: need 2*M, prefer M+M*NB) */
            /* (RWorkspace: none) */
            i__2 = *lwork - iwork + 1;
            cgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[iwork], &i__2, info);
            il = iwork;
            /* Copy L to WORK(IL), zeroing out above it */
            clacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
            i__2 = *m - 1;
            i__1 = *m - 1;
            claset_("U", &i__2, &i__1, &c_b1, &c_b1, &work[il + ldwork], & ldwork);
            ie = 1;
            itauq = il + ldwork * *m;
            itaup = itauq + *m;
            iwork = itaup + *m;
            /* Bidiagonalize L in WORK(IL) */
            /* (CWorkspace: need M*M+4*M, prefer M*M+3*M+2*M*NB) */
            /* (RWorkspace: need M) */
            i__2 = *lwork - iwork + 1;
            cgebrd_(m, m, &work[il], &ldwork, &s[1], &rwork[ie], &work[itauq], &work[itaup], &work[iwork], &i__2, info);
            /* Multiply B by transpose of left bidiagonalizing vectors of L */
            /* (CWorkspace: need M*M+3*M+NRHS, prefer M*M+3*M+NRHS*NB) */
            /* (RWorkspace: none) */
            i__2 = *lwork - iwork + 1;
            cunmbr_("Q", "L", "C", m, nrhs, m, &work[il], &ldwork, &work[ itauq], &b[b_offset], ldb, &work[iwork], &i__2, info);
            /* Generate right bidiagonalizing vectors of R in WORK(IL) */
            /* (CWorkspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB) */
            /* (RWorkspace: none) */
            i__2 = *lwork - iwork + 1;
            cungbr_("P", m, m, m, &work[il], &ldwork, &work[itaup], &work[ iwork], &i__2, info);
            irwork = ie + *m;
            /* Perform bidiagonal QR iteration, computing right singular */
            /* vectors of L in WORK(IL) and multiplying B by transpose of */
            /* left singular vectors */
            /* (CWorkspace: need M*M) */
            /* (RWorkspace: need BDSPAC) */
            cbdsqr_("U", m, m, &c__0, nrhs, &s[1], &rwork[ie], &work[il], & ldwork, &a[a_offset], lda, &b[b_offset], ldb, &rwork[ irwork], info);
            if (*info != 0)
            {
                goto L70;
            }
            /* Multiply B by reciprocals of singular values */
            /* Computing MAX */
            r__1 = *rcond * s[1];
            thr = max(r__1,sfmin);
            if (*rcond < 0.f)
            {
                /* Computing MAX */
                r__1 = eps * s[1];
                thr = max(r__1,sfmin);
            }
            *rank = 0;
            i__2 = *m;
            for (i__ = 1;
                    i__ <= i__2;
                    ++i__)
            {
                if (s[i__] > thr)
                {
                    csrscl_(nrhs, &s[i__], &b[i__ + b_dim1], ldb);
                    ++(*rank);
                }
                else
                {
                    claset_("F", &c__1, nrhs, &c_b1, &c_b1, &b[i__ + b_dim1], ldb);
                }
                /* L30: */
            }
            iwork = il + *m * ldwork;
            /* Multiply B by right singular vectors of L in WORK(IL) */
            /* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NRHS) */
            /* (RWorkspace: none) */
            if (*lwork >= *ldb * *nrhs + iwork - 1 && *nrhs > 1)
            {
                cgemm_("C", "N", m, nrhs, m, &c_b2, &work[il], &ldwork, &b[ b_offset], ldb, &c_b1, &work[iwork], ldb);
                clacpy_("G", m, nrhs, &work[iwork], ldb, &b[b_offset], ldb);
            }
            else if (*nrhs > 1)
            {
                chunk = (*lwork - iwork + 1) / *m;
                i__2 = *nrhs;
                i__1 = chunk;
                for (i__ = 1;
                        i__1 < 0 ? i__ >= i__2 : i__ <= i__2;
                        i__ += i__1)
                {
                    /* Computing MIN */
                    i__3 = *nrhs - i__ + 1;
                    bl = min(i__3,chunk);
                    cgemm_("C", "N", m, &bl, m, &c_b2, &work[il], &ldwork, &b[ i__ * b_dim1 + 1], ldb, &c_b1, &work[iwork], m);
                    clacpy_("G", m, &bl, &work[iwork], m, &b[i__ * b_dim1 + 1] , ldb);
                    /* L40: */
                }
            }
            else
            {
                cgemv_("C", m, m, &c_b2, &work[il], &ldwork, &b[b_dim1 + 1], & c__1, &c_b1, &work[iwork], &c__1);
                ccopy_(m, &work[iwork], &c__1, &b[b_dim1 + 1], &c__1);
            }
            /* Zero out below first M rows of B */
            i__1 = *n - *m;
            claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[*m + 1 + b_dim1], ldb);
            iwork = itau + *m;
            /* Multiply transpose(Q) by B */
            /* (CWorkspace: need M+NRHS, prefer M+NHRS*NB) */
            /* (RWorkspace: none) */
            i__1 = *lwork - iwork + 1;
            cunmlq_("L", "C", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[ b_offset], ldb, &work[iwork], &i__1, info);
        }
        else
        {
            /* Path 2 - remaining underdetermined cases */
            ie = 1;
            itauq = 1;
            itaup = itauq + *m;
            iwork = itaup + *m;
            /* Bidiagonalize A */
            /* (CWorkspace: need 3*M, prefer 2*M+(M+N)*NB) */
            /* (RWorkspace: need N) */
            i__1 = *lwork - iwork + 1;
            cgebrd_(m, n, &a[a_offset], lda, &s[1], &rwork[ie], &work[itauq], &work[itaup], &work[iwork], &i__1, info);
            /* Multiply B by transpose of left bidiagonalizing vectors */
            /* (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB) */
            /* (RWorkspace: none) */
            i__1 = *lwork - iwork + 1;
            cunmbr_("Q", "L", "C", m, nrhs, n, &a[a_offset], lda, &work[itauq] , &b[b_offset], ldb, &work[iwork], &i__1, info);
            /* Generate right bidiagonalizing vectors in A */
            /* (CWorkspace: need 3*M, prefer 2*M+M*NB) */
            /* (RWorkspace: none) */
            i__1 = *lwork - iwork + 1;
            cungbr_("P", m, n, m, &a[a_offset], lda, &work[itaup], &work[ iwork], &i__1, info);
            irwork = ie + *m;
            /* Perform bidiagonal QR iteration, */
            /* computing right singular vectors of A in A and */
            /* multiplying B by transpose of left singular vectors */
            /* (CWorkspace: none) */
            /* (RWorkspace: need BDSPAC) */
            cbdsqr_("L", m, n, &c__0, nrhs, &s[1], &rwork[ie], &a[a_offset], lda, dum, &c__1, &b[b_offset], ldb, &rwork[irwork], info);
            if (*info != 0)
            {
                goto L70;
            }
            /* Multiply B by reciprocals of singular values */
            /* Computing MAX */
            r__1 = *rcond * s[1];
            thr = max(r__1,sfmin);
            if (*rcond < 0.f)
            {
                /* Computing MAX */
                r__1 = eps * s[1];
                thr = max(r__1,sfmin);
            }
            *rank = 0;
            i__1 = *m;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                if (s[i__] > thr)
                {
                    csrscl_(nrhs, &s[i__], &b[i__ + b_dim1], ldb);
                    ++(*rank);
                }
                else
                {
                    claset_("F", &c__1, nrhs, &c_b1, &c_b1, &b[i__ + b_dim1], ldb);
                }
                /* L50: */
            }
            /* Multiply B by right singular vectors of A */
            /* (CWorkspace: need N, prefer N*NRHS) */
            /* (RWorkspace: none) */
            if (*lwork >= *ldb * *nrhs && *nrhs > 1)
            {
                cgemm_("C", "N", n, nrhs, m, &c_b2, &a[a_offset], lda, &b[ b_offset], ldb, &c_b1, &work[1], ldb);
                clacpy_("G", n, nrhs, &work[1], ldb, &b[b_offset], ldb);
            }
            else if (*nrhs > 1)
            {
                chunk = *lwork / *n;
                i__1 = *nrhs;
                i__2 = chunk;
                for (i__ = 1;
                        i__2 < 0 ? i__ >= i__1 : i__ <= i__1;
                        i__ += i__2)
                {
                    /* Computing MIN */
                    i__3 = *nrhs - i__ + 1;
                    bl = min(i__3,chunk);
                    cgemm_("C", "N", n, &bl, m, &c_b2, &a[a_offset], lda, &b[ i__ * b_dim1 + 1], ldb, &c_b1, &work[1], n);
                    clacpy_("F", n, &bl, &work[1], n, &b[i__ * b_dim1 + 1], ldb);
                    /* L60: */
                }
            }
            else
            {
                cgemv_("C", m, n, &c_b2, &a[a_offset], lda, &b[b_offset], & c__1, &c_b1, &work[1], &c__1);
                ccopy_(n, &work[1], &c__1, &b[b_offset], &c__1);
            }
        }
    }
    /* Undo scaling */
    if (iascl == 1)
    {
        clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb, info);
        slascl_("G", &c__0, &c__0, &smlnum, &anrm, &minmn, &c__1, &s[1], & minmn, info);
    }
    else if (iascl == 2)
    {
        clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb, info);
        slascl_("G", &c__0, &c__0, &bignum, &anrm, &minmn, &c__1, &s[1], & minmn, info);
    }
    if (ibscl == 1)
    {
        clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb, info);
    }
    else if (ibscl == 2)
    {
        clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb, info);
    }
L70:
    work[1].r = (real) maxwrk;
    work[1].i = 0.f; // , expr subst
    return 0;
    /* End of CGELSS */
}
Example #23
0
/* Subroutine */ int cgges_(char *jobvsl, char *jobvsr, char *sort, L_fp 
	selctg, integer *n, complex *a, integer *lda, complex *b, integer *
	ldb, integer *sdim, complex *alpha, complex *beta, complex *vsl, 
	integer *ldvsl, complex *vsr, integer *ldvsr, complex *work, integer *
	lwork, real *rwork, logical *bwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vsl_dim1, vsl_offset, 
	    vsr_dim1, vsr_offset, i__1, i__2;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__;
    real dif[2];
    integer ihi, ilo;
    real eps, anrm, bnrm;
    integer idum[1], ierr, itau, iwrk;
    real pvsl, pvsr;
    extern logical lsame_(char *, char *);
    integer ileft, icols;
    logical cursl, ilvsl, ilvsr;
    integer irwrk, irows;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *), 
	    clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    logical ilascl, ilbscl;
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), claset_(char *, 
	    integer *, integer *, complex *, complex *, complex *, integer *), xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    real bignum;
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *), 
	    ctgsen_(integer *, logical *, logical *, logical *, integer *, 
	    complex *, integer *, complex *, integer *, complex *, complex *, 
	    complex *, integer *, complex *, integer *, integer *, real *, 
	    real *, real *, complex *, integer *, integer *, integer *, 
	    integer *);
    integer ijobvl, iright, ijobvr;
    real anrmto;
    integer lwkmin;
    logical lastsl;
    real bnrmto;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *),
	     cunmqr_(char *, char *, integer *, integer *, integer *, complex 
	    *, integer *, complex *, complex *, integer *, complex *, integer 
	    *, integer *);
    real smlnum;
    logical wantst, lquery;
    integer lwkopt;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */
/*     .. Function Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CGGES computes for a pair of N-by-N complex nonsymmetric matrices */
/*  (A,B), the generalized eigenvalues, the generalized complex Schur */
/*  form (S, T), and optionally left and/or right Schur vectors (VSL */
/*  and VSR). This gives the generalized Schur factorization */

/*          (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H ) */

/*  where (VSR)**H is the conjugate-transpose of VSR. */

/*  Optionally, it also orders the eigenvalues so that a selected cluster */
/*  of eigenvalues appears in the leading diagonal blocks of the upper */
/*  triangular matrix S and the upper triangular matrix T. The leading */
/*  columns of VSL and VSR then form an unitary basis for the */
/*  corresponding left and right eigenspaces (deflating subspaces). */

/*  (If only the generalized eigenvalues are needed, use the driver */
/*  CGGEV instead, which is faster.) */

/*  A generalized eigenvalue for a pair of matrices (A,B) is a scalar w */
/*  or a ratio alpha/beta = w, such that  A - w*B is singular.  It is */
/*  usually represented as the pair (alpha,beta), as there is a */
/*  reasonable interpretation for beta=0, and even for both being zero. */

/*  A pair of matrices (S,T) is in generalized complex Schur form if S */
/*  and T are upper triangular and, in addition, the diagonal elements */
/*  of T are non-negative real numbers. */

/*  Arguments */
/*  ========= */

/*  JOBVSL  (input) CHARACTER*1 */
/*          = 'N':  do not compute the left Schur vectors; */
/*          = 'V':  compute the left Schur vectors. */

/*  JOBVSR  (input) CHARACTER*1 */
/*          = 'N':  do not compute the right Schur vectors; */
/*          = 'V':  compute the right Schur vectors. */

/*  SORT    (input) CHARACTER*1 */
/*          Specifies whether or not to order the eigenvalues on the */
/*          diagonal of the generalized Schur form. */
/*          = 'N':  Eigenvalues are not ordered; */
/*          = 'S':  Eigenvalues are ordered (see SELCTG). */

/*  SELCTG  (external procedure) LOGICAL FUNCTION of two COMPLEX arguments */
/*          SELCTG must be declared EXTERNAL in the calling subroutine. */
/*          If SORT = 'N', SELCTG is not referenced. */
/*          If SORT = 'S', SELCTG is used to select eigenvalues to sort */
/*          to the top left of the Schur form. */
/*          An eigenvalue ALPHA(j)/BETA(j) is selected if */
/*          SELCTG(ALPHA(j),BETA(j)) is true. */

/*          Note that a selected complex eigenvalue may no longer satisfy */
/*          SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since */
/*          ordering may change the value of complex eigenvalues */
/*          (especially if the eigenvalue is ill-conditioned), in this */
/*          case INFO is set to N+2 (See INFO below). */

/*  N       (input) INTEGER */
/*          The order of the matrices A, B, VSL, and VSR.  N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA, N) */
/*          On entry, the first of the pair of matrices. */
/*          On exit, A has been overwritten by its generalized Schur */
/*          form S. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of A.  LDA >= max(1,N). */

/*  B       (input/output) COMPLEX array, dimension (LDB, N) */
/*          On entry, the second of the pair of matrices. */
/*          On exit, B has been overwritten by its generalized Schur */
/*          form T. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of B.  LDB >= max(1,N). */

/*  SDIM    (output) INTEGER */
/*          If SORT = 'N', SDIM = 0. */
/*          If SORT = 'S', SDIM = number of eigenvalues (after sorting) */
/*          for which SELCTG is true. */

/*  ALPHA   (output) COMPLEX array, dimension (N) */
/*  BETA    (output) COMPLEX array, dimension (N) */
/*          On exit,  ALPHA(j)/BETA(j), j=1,...,N, will be the */
/*          generalized eigenvalues.  ALPHA(j), j=1,...,N  and  BETA(j), */
/*          j=1,...,N  are the diagonals of the complex Schur form (A,B) */
/*          output by CGGES. The  BETA(j) will be non-negative real. */

/*          Note: the quotients ALPHA(j)/BETA(j) may easily over- or */
/*          underflow, and BETA(j) may even be zero.  Thus, the user */
/*          should avoid naively computing the ratio alpha/beta. */
/*          However, ALPHA will be always less than and usually */
/*          comparable with norm(A) in magnitude, and BETA always less */
/*          than and usually comparable with norm(B). */

/*  VSL     (output) COMPLEX array, dimension (LDVSL,N) */
/*          If JOBVSL = 'V', VSL will contain the left Schur vectors. */
/*          Not referenced if JOBVSL = 'N'. */

/*  LDVSL   (input) INTEGER */
/*          The leading dimension of the matrix VSL. LDVSL >= 1, and */
/*          if JOBVSL = 'V', LDVSL >= N. */

/*  VSR     (output) COMPLEX array, dimension (LDVSR,N) */
/*          If JOBVSR = 'V', VSR will contain the right Schur vectors. */
/*          Not referenced if JOBVSR = 'N'. */

/*  LDVSR   (input) INTEGER */
/*          The leading dimension of the matrix VSR. LDVSR >= 1, and */
/*          if JOBVSR = 'V', LDVSR >= N. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  LWORK >= max(1,2*N). */
/*          For good performance, LWORK must generally be larger. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (8*N) */

/*  BWORK   (workspace) LOGICAL array, dimension (N) */
/*          Not referenced if SORT = 'N'. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          =1,...,N: */
/*                The QZ iteration failed.  (A,B) are not in Schur */
/*                form, but ALPHA(j) and BETA(j) should be correct for */
/*                j=INFO+1,...,N. */
/*          > N:  =N+1: other than QZ iteration failed in CHGEQZ */
/*                =N+2: after reordering, roundoff changed values of */
/*                      some complex eigenvalues so that leading */
/*                      eigenvalues in the Generalized Schur form no */
/*                      longer satisfy SELCTG=.TRUE.  This could also */
/*                      be caused due to scaling. */
/*                =N+3: reordering falied in CTGSEN. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Decode the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --alpha;
    --beta;
    vsl_dim1 = *ldvsl;
    vsl_offset = 1 + vsl_dim1;
    vsl -= vsl_offset;
    vsr_dim1 = *ldvsr;
    vsr_offset = 1 + vsr_dim1;
    vsr -= vsr_offset;
    --work;
    --rwork;
    --bwork;

    /* Function Body */
    if (lsame_(jobvsl, "N")) {
	ijobvl = 1;
	ilvsl = FALSE_;
    } else if (lsame_(jobvsl, "V")) {
	ijobvl = 2;
	ilvsl = TRUE_;
    } else {
	ijobvl = -1;
	ilvsl = FALSE_;
    }

    if (lsame_(jobvsr, "N")) {
	ijobvr = 1;
	ilvsr = FALSE_;
    } else if (lsame_(jobvsr, "V")) {
	ijobvr = 2;
	ilvsr = TRUE_;
    } else {
	ijobvr = -1;
	ilvsr = FALSE_;
    }

    wantst = lsame_(sort, "S");

/*     Test the input arguments */

    *info = 0;
    lquery = *lwork == -1;
    if (ijobvl <= 0) {
	*info = -1;
    } else if (ijobvr <= 0) {
	*info = -2;
    } else if (! wantst && ! lsame_(sort, "N")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -5;
    } else if (*lda < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -9;
    } else if (*ldvsl < 1 || ilvsl && *ldvsl < *n) {
	*info = -14;
    } else if (*ldvsr < 1 || ilvsr && *ldvsr < *n) {
	*info = -16;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of workspace needed at that point in the code, */
/*       as well as the preferred amount for good performance. */
/*       NB refers to the optimal block size for the immediately */
/*       following subroutine, as returned by ILAENV.) */

    if (*info == 0) {
/* Computing MAX */
	i__1 = 1, i__2 = *n << 1;
	lwkmin = max(i__1,i__2);
/* Computing MAX */
	i__1 = 1, i__2 = *n + *n * ilaenv_(&c__1, "CGEQRF", " ", n, &c__1, n, 
		&c__0);
	lwkopt = max(i__1,i__2);
/* Computing MAX */
	i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "CUNMQR", " ", n, &
		c__1, n, &c_n1);
	lwkopt = max(i__1,i__2);
	if (ilvsl) {
/* Computing MAX */
	    i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "CUNGQR", " ", n, &
		    c__1, n, &c_n1);
	    lwkopt = max(i__1,i__2);
	}
	work[1].r = (real) lwkopt, work[1].i = 0.f;

	if (*lwork < lwkmin && ! lquery) {
	    *info = -18;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGGES ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*sdim = 0;
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	anrmto = smlnum;
	ilascl = TRUE_;
    } else if (anrm > bignum) {
	anrmto = bignum;
	ilascl = TRUE_;
    }

    if (ilascl) {
	clascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Scale B if max element outside range [SMLNUM,BIGNUM] */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0.f && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }

    if (ilbscl) {
	clascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
		ierr);
    }

/*     Permute the matrix to make it more nearly triangular */
/*     (Real Workspace: need 6*N) */

    ileft = 1;
    iright = *n + 1;
    irwrk = iright + *n;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
	    ileft], &rwork[iright], &rwork[irwrk], &ierr);

/*     Reduce B to triangular form (QR decomposition of B) */
/*     (Complex Workspace: need N, prefer N*NB) */

    irows = ihi + 1 - ilo;
    icols = *n + 1 - ilo;
    itau = 1;
    iwrk = itau + irows;
    i__1 = *lwork + 1 - iwrk;
    cgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[
	    iwrk], &i__1, &ierr);

/*     Apply the orthogonal transformation to matrix A */
/*     (Complex Workspace: need N, prefer N*NB) */

    i__1 = *lwork + 1 - iwrk;
    cunmqr_("L", "C", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, &
	    work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwrk], &i__1, &
	    ierr);

/*     Initialize VSL */
/*     (Complex Workspace: need N, prefer N*NB) */

    if (ilvsl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vsl[vsl_offset], ldvsl);
	if (irows > 1) {
	    i__1 = irows - 1;
	    i__2 = irows - 1;
	    clacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vsl[
		    ilo + 1 + ilo * vsl_dim1], ldvsl);
	}
	i__1 = *lwork + 1 - iwrk;
	cungqr_(&irows, &irows, &irows, &vsl[ilo + ilo * vsl_dim1], ldvsl, &
		work[itau], &work[iwrk], &i__1, &ierr);
    }

/*     Initialize VSR */

    if (ilvsr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vsr[vsr_offset], ldvsr);
    }

/*     Reduce to generalized Hessenberg form */
/*     (Workspace: none needed) */

    cgghrd_(jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
	    ldb, &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, &ierr);

    *sdim = 0;

/*     Perform QZ algorithm, computing Schur vectors if desired */
/*     (Complex Workspace: need N) */
/*     (Real Workspace: need N) */

    iwrk = itau;
    i__1 = *lwork + 1 - iwrk;
    chgeqz_("S", jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[
	    b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, &
	    vsr[vsr_offset], ldvsr, &work[iwrk], &i__1, &rwork[irwrk], &ierr);
    if (ierr != 0) {
	if (ierr > 0 && ierr <= *n) {
	    *info = ierr;
	} else if (ierr > *n && ierr <= *n << 1) {
	    *info = ierr - *n;
	} else {
	    *info = *n + 1;
	}
	goto L30;
    }

/*     Sort eigenvalues ALPHA/BETA if desired */
/*     (Workspace: none needed) */

    if (wantst) {

/*        Undo scaling on eigenvalues before selecting */

	if (ilascl) {
	    clascl_("G", &c__0, &c__0, &anrm, &anrmto, n, &c__1, &alpha[1], n, 
		     &ierr);
	}
	if (ilbscl) {
	    clascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, &c__1, &beta[1], n, 
		    &ierr);
	}

/*        Select eigenvalues */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    bwork[i__] = (*selctg)(&alpha[i__], &beta[i__]);
/* L10: */
	}

	i__1 = *lwork - iwrk + 1;
	ctgsen_(&c__0, &ilvsl, &ilvsr, &bwork[1], n, &a[a_offset], lda, &b[
		b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, 
		&vsr[vsr_offset], ldvsr, sdim, &pvsl, &pvsr, dif, &work[iwrk], 
		 &i__1, idum, &c__1, &ierr);
	if (ierr == 1) {
	    *info = *n + 3;
	}

    }

/*     Apply back-permutation to VSL and VSR */
/*     (Workspace: none needed) */

    if (ilvsl) {
	cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
		vsl[vsl_offset], ldvsl, &ierr);
    }
    if (ilvsr) {
	cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
		vsr[vsr_offset], ldvsr, &ierr);
    }

/*     Undo scaling */

    if (ilascl) {
	clascl_("U", &c__0, &c__0, &anrmto, &anrm, n, n, &a[a_offset], lda, &
		ierr);
	clascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, &
		ierr);
    }

    if (ilbscl) {
	clascl_("U", &c__0, &c__0, &bnrmto, &bnrm, n, n, &b[b_offset], ldb, &
		ierr);
	clascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
		ierr);
    }

    if (wantst) {

/*        Check if reordering is correct */

	lastsl = TRUE_;
	*sdim = 0;
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    cursl = (*selctg)(&alpha[i__], &beta[i__]);
	    if (cursl) {
		++(*sdim);
	    }
	    if (cursl && ! lastsl) {
		*info = *n + 2;
	    }
	    lastsl = cursl;
/* L20: */
	}

    }

L30:

    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CGGES */

} /* cgges_ */
Example #24
0
/* Subroutine */ int cgeesx_(char *jobvs, char *sort, L_fp select, char *
	sense, integer *n, complex *a, integer *lda, integer *sdim, complex *
	w, complex *vs, integer *ldvs, real *rconde, real *rcondv, complex *
	work, integer *lwork, real *rwork, logical *bwork, integer *info)
{
/*  -- LAPACK driver routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    CGEESX computes for an N-by-N complex nonsymmetric matrix A, the   
    eigenvalues, the Schur form T, and, optionally, the matrix of Schur   
    vectors Z.  This gives the Schur factorization A = Z*T*(Z**H).   

    Optionally, it also orders the eigenvalues on the diagonal of the   
    Schur form so that selected eigenvalues are at the top left;   
    computes a reciprocal condition number for the average of the   
    selected eigenvalues (RCONDE); and computes a reciprocal condition   
    number for the right invariant subspace corresponding to the   
    selected eigenvalues (RCONDV).  The leading columns of Z form an   
    orthonormal basis for this invariant subspace.   

    For further explanation of the reciprocal condition numbers RCONDE   
    and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where   
    these quantities are called s and sep respectively).   

    A complex matrix is in Schur form if it is upper triangular.   

    Arguments   
    =========   

    JOBVS   (input) CHARACTER*1   
            = 'N': Schur vectors are not computed;   
            = 'V': Schur vectors are computed.   

    SORT    (input) CHARACTER*1   
            Specifies whether or not to order the eigenvalues on the   
            diagonal of the Schur form.   
            = 'N': Eigenvalues are not ordered;   
            = 'S': Eigenvalues are ordered (see SELECT).   

    SELECT  (input) LOGICAL FUNCTION of one COMPLEX argument   
            SELECT must be declared EXTERNAL in the calling subroutine.   
            If SORT = 'S', SELECT is used to select eigenvalues to order 
  
            to the top left of the Schur form.   
            If SORT = 'N', SELECT is not referenced.   
            An eigenvalue W(j) is selected if SELECT(W(j)) is true.   

    SENSE   (input) CHARACTER*1   
            Determines which reciprocal condition numbers are computed.   
            = 'N': None are computed;   
            = 'E': Computed for average of selected eigenvalues only;   
            = 'V': Computed for selected right invariant subspace only;   
            = 'B': Computed for both.   
            If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.   

    N       (input) INTEGER   
            The order of the matrix A. N >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA, N)   
            On entry, the N-by-N matrix A.   
            On exit, A is overwritten by its Schur form T.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,N).   

    SDIM    (output) INTEGER   
            If SORT = 'N', SDIM = 0.   
            If SORT = 'S', SDIM = number of eigenvalues for which   
                           SELECT is true.   

    W       (output) COMPLEX array, dimension (N)   
            W contains the computed eigenvalues, in the same order   
            that they appear on the diagonal of the output Schur form T. 
  

    VS      (output) COMPLEX array, dimension (LDVS,N)   
            If JOBVS = 'V', VS contains the unitary matrix Z of Schur   
            vectors.   
            If JOBVS = 'N', VS is not referenced.   

    LDVS    (input) INTEGER   
            The leading dimension of the array VS.  LDVS >= 1, and if   
            JOBVS = 'V', LDVS >= N.   

    RCONDE  (output) REAL   
            If SENSE = 'E' or 'B', RCONDE contains the reciprocal   
            condition number for the average of the selected eigenvalues. 
  
            Not referenced if SENSE = 'N' or 'V'.   

    RCONDV  (output) REAL   
            If SENSE = 'V' or 'B', RCONDV contains the reciprocal   
            condition number for the selected right invariant subspace.   
            Not referenced if SENSE = 'N' or 'E'.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.  LWORK >= max(1,2*N).   
            Also, if SENSE = 'E' or 'V' or 'B', LWORK >= 2*SDIM*(N-SDIM), 
  
            where SDIM is the number of selected eigenvalues computed by 
  
            this routine.  Note that 2*SDIM*(N-SDIM) <= N*N/2.   
            For good performance, LWORK must generally be larger.   

    RWORK   (workspace) REAL array, dimension (N)   

    BWORK   (workspace) LOGICAL array, dimension (N)   
            Not referenced if SORT = 'N'.   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -i, the i-th argument had an illegal value.   
            > 0: if INFO = i, and i is   
               <= N: the QR algorithm failed to compute all the   
                     eigenvalues; elements 1:ILO-1 and i+1:N of W   
                     contain those eigenvalues which have converged; if   
                     JOBVS = 'V', VS contains the transformation which   
                     reduces A to its partially converged Schur form.   
               = N+1: the eigenvalues could not be reordered because some 
  
                     eigenvalues were too close to separate (the problem 
  
                     is very ill-conditioned);   
               = N+2: after reordering, roundoff changed values of some   
                     complex eigenvalues so that leading eigenvalues in   
                     the Schur form no longer satisfy SELECT=.TRUE.  This 
  
                     could also be caused by underflow due to scaling.   

    ===================================================================== 
  


       Test the input arguments   

    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static integer c__0 = 0;
    static integer c__8 = 8;
    static integer c_n1 = -1;
    static integer c__4 = 4;
    
    /* System generated locals */
    integer a_dim1, a_offset, vs_dim1, vs_offset, i__1, i__2, i__3, i__4;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static integer ibal, maxb;
    static real anrm;
    static integer ierr, itau, iwrk, i, k, icond, ieval;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, 
	    complex *, integer *), cgebak_(char *, char *, integer *, integer 
	    *, integer *, real *, integer *, complex *, integer *, integer *), cgebal_(char *, integer *, complex *, integer *, 
	    integer *, integer *, real *, integer *), slabad_(real *, 
	    real *);
    static logical scalea;
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static real cscale;
    extern /* Subroutine */ int cgehrd_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *),
	     clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), xerbla_(char *, 
	    integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    static real bignum;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), chseqr_(char *, char *, integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, complex *, 
	    integer *, integer *), cunghr_(integer *, integer 
	    *, integer *, complex *, integer *, complex *, complex *, integer 
	    *, integer *);
    static logical wantsb;
    extern /* Subroutine */ int ctrsen_(char *, char *, logical *, integer *, 
	    complex *, integer *, complex *, integer *, complex *, integer *, 
	    real *, real *, complex *, integer *, integer *);
    static logical wantse;
    static integer minwrk, maxwrk;
    static logical wantsn;
    static real smlnum;
    static integer hswork;
    static logical wantst, wantsv, wantvs;
    static integer ihi, ilo;
    static real dum[1], eps;



#define W(I) w[(I)-1]
#define WORK(I) work[(I)-1]
#define RWORK(I) rwork[(I)-1]
#define BWORK(I) bwork[(I)-1]

#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]
#define VS(I,J) vs[(I)-1 + ((J)-1)* ( *ldvs)]

    *info = 0;
    wantvs = lsame_(jobvs, "V");
    wantst = lsame_(sort, "S");
    wantsn = lsame_(sense, "N");
    wantse = lsame_(sense, "E");
    wantsv = lsame_(sense, "V");
    wantsb = lsame_(sense, "B");
    if (! wantvs && ! lsame_(jobvs, "N")) {
	*info = -1;
    } else if (! wantst && ! lsame_(sort, "N")) {
	*info = -2;
    } else if (! (wantsn || wantse || wantsv || wantsb) || ! wantst && ! 
	    wantsn) {
	*info = -4;
    } else if (*n < 0) {
	*info = -5;
    } else if (*lda < max(1,*n)) {
	*info = -7;
    } else if (*ldvs < 1 || wantvs && *ldvs < *n) {
	*info = -11;
    }

/*     Compute workspace   
        (Note: Comments in the code beginning "Workspace:" describe the   
         minimal amount of real workspace needed at that point in the   
         code, as well as the preferred amount for good performance.   
         CWorkspace refers to complex workspace, and RWorkspace to real   
         workspace. NB refers to the optimal block size for the   
         immediately following subroutine, as returned by ILAENV.   
         HSWORK refers to the workspace preferred by CHSEQR, as   
         calculated below. HSWORK is computed assuming ILO=1 and IHI=N,   
         the worst case.   
         If SENSE = 'E', 'V' or 'B', then the amount of workspace needed 
  
         depends on SDIM, which is computed by the routine CTRSEN later   
         in the code.) */

    minwrk = 1;
    if (*info == 0 && *lwork >= 1) {
	maxwrk = *n + *n * ilaenv_(&c__1, "CGEHRD", " ", n, &c__1, n, &c__0, 
		6L, 1L);
/* Computing MAX */
	i__1 = 1, i__2 = *n << 1;
	minwrk = max(i__1,i__2);
	if (! wantvs) {
/* Computing MAX */
	    i__1 = ilaenv_(&c__8, "CHSEQR", "SN", n, &c__1, n, &c_n1, 6L, 2L);
	    maxb = max(i__1,2);
/* Computing MIN   
   Computing MAX */
	    i__3 = 2, i__4 = ilaenv_(&c__4, "CHSEQR", "SN", n, &c__1, n, &
		    c_n1, 6L, 2L);
	    i__1 = min(maxb,*n), i__2 = max(i__3,i__4);
	    k = min(i__1,i__2);
/* Computing MAX */
	    i__1 = k * (k + 2), i__2 = *n << 1;
	    hswork = max(i__1,i__2);
/* Computing MAX */
	    i__1 = max(maxwrk,hswork);
	    maxwrk = max(i__1,1);
	} else {
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "CUNGHR", 
		    " ", n, &c__1, n, &c_n1, 6L, 1L);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = ilaenv_(&c__8, "CHSEQR", "SV", n, &c__1, n, &c_n1, 6L, 2L);
	    maxb = max(i__1,2);
/* Computing MIN   
   Computing MAX */
	    i__3 = 2, i__4 = ilaenv_(&c__4, "CHSEQR", "SV", n, &c__1, n, &
		    c_n1, 6L, 2L);
	    i__1 = min(maxb,*n), i__2 = max(i__3,i__4);
	    k = min(i__1,i__2);
/* Computing MAX */
	    i__1 = k * (k + 2), i__2 = *n << 1;
	    hswork = max(i__1,i__2);
/* Computing MAX */
	    i__1 = max(maxwrk,hswork);
	    maxwrk = max(i__1,1);
	}
	WORK(1).r = (real) maxwrk, WORK(1).i = 0.f;
    }
    if (*lwork < minwrk) {
	*info = -15;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEESX", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*sdim = 0;
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &A(1,1), lda, dum);
    scalea = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	scalea = TRUE_;
	cscale = smlnum;
    } else if (anrm > bignum) {
	scalea = TRUE_;
	cscale = bignum;
    }
    if (scalea) {
	clascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &A(1,1), lda, &
		ierr);
    }


/*     Permute the matrix to make it more nearly triangular   
       (CWorkspace: none)   
       (RWorkspace: need N) */

    ibal = 1;
    cgebal_("P", n, &A(1,1), lda, &ilo, &ihi, &RWORK(ibal), &ierr);

/*     Reduce to upper Hessenberg form   
       (CWorkspace: need 2*N, prefer N+N*NB)   
       (RWorkspace: none) */

    itau = 1;
    iwrk = *n + itau;
    i__1 = *lwork - iwrk + 1;
    cgehrd_(n, &ilo, &ihi, &A(1,1), lda, &WORK(itau), &WORK(iwrk), &i__1,
	     &ierr);

    if (wantvs) {

/*        Copy Householder vectors to VS */

	clacpy_("L", n, n, &A(1,1), lda, &VS(1,1), ldvs);

/*        Generate unitary matrix in VS   
          (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)   
          (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	cunghr_(n, &ilo, &ihi, &VS(1,1), ldvs, &WORK(itau), &WORK(iwrk),
		 &i__1, &ierr);
    }

    *sdim = 0;

/*     Perform QR iteration, accumulating Schur vectors in VS if desired 
  
       (CWorkspace: need 1, prefer HSWORK (see comments) )   
       (RWorkspace: none) */

    iwrk = itau;
    i__1 = *lwork - iwrk + 1;
    chseqr_("S", jobvs, n, &ilo, &ihi, &A(1,1), lda, &W(1), &VS(1,1), ldvs, &WORK(iwrk), &i__1, &ieval);
    if (ieval > 0) {
	*info = ieval;
    }

/*     Sort eigenvalues if desired */

    if (wantst && *info == 0) {
	if (scalea) {
	    clascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &W(1), n, &
		    ierr);
	}
	i__1 = *n;
	for (i = 1; i <= *n; ++i) {
	    BWORK(i) = (*select)(&W(i));
/* L10: */
	}

/*        Reorder eigenvalues, transform Schur vectors, and compute   
          reciprocal condition numbers   
          (CWorkspace: if SENSE is not 'N', need 2*SDIM*(N-SDIM)   
                       otherwise, need none )   
          (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	ctrsen_(sense, jobvs, &BWORK(1), n, &A(1,1), lda, &VS(1,1),
		 ldvs, &W(1), sdim, rconde, rcondv, &WORK(iwrk), &i__1, &
		icond);
	if (! wantsn) {
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*sdim << 1) * (*n - *sdim);
	    maxwrk = max(i__1,i__2);
	}
	if (icond == -14) {

/*           Not enough complex workspace */

	    *info = -15;
	}
    }

    if (wantvs) {

/*        Undo balancing   
          (CWorkspace: none)   
          (RWorkspace: need N) */

	cgebak_("P", "R", n, &ilo, &ihi, &RWORK(ibal), n, &VS(1,1), 
		ldvs, &ierr);
    }

    if (scalea) {

/*        Undo scaling for the Schur form of A */

	clascl_("U", &c__0, &c__0, &cscale, &anrm, n, n, &A(1,1), lda, &
		ierr);
	i__1 = *lda + 1;
	ccopy_(n, &A(1,1), &i__1, &W(1), &c__1);
	if ((wantsv || wantsb) && *info == 0) {
	    dum[0] = *rcondv;
	    slascl_("G", &c__0, &c__0, &cscale, &anrm, &c__1, &c__1, dum, &
		    c__1, &ierr);
	    *rcondv = dum[0];
	}
    }

    WORK(1).r = (real) maxwrk, WORK(1).i = 0.f;
    return 0;

/*     End of CGEESX */

} /* cgeesx_ */
Example #25
0
/* Subroutine */ int cggesx_(char *jobvsl, char *jobvsr, char *sort, L_fp 
	selctg, char *sense, integer *n, complex *a, integer *lda, complex *b,
	 integer *ldb, integer *sdim, complex *alpha, complex *beta, complex *
	vsl, integer *ldvsl, complex *vsr, integer *ldvsr, real *rconde, real 
	*rcondv, complex *work, integer *lwork, real *rwork, integer *iwork, 
	integer *liwork, logical *bwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    CGGESX computes for a pair of N-by-N complex nonsymmetric matrices   
    (A,B), the generalized eigenvalues, the complex Schur form (S,T),   
    and, optionally, the left and/or right matrices of Schur vectors (VSL   
    and VSR).  This gives the generalized Schur factorization   

         (A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H )   

    where (VSR)**H is the conjugate-transpose of VSR.   

    Optionally, it also orders the eigenvalues so that a selected cluster   
    of eigenvalues appears in the leading diagonal blocks of the upper   
    triangular matrix S and the upper triangular matrix T; computes   
    a reciprocal condition number for the average of the selected   
    eigenvalues (RCONDE); and computes a reciprocal condition number for   
    the right and left deflating subspaces corresponding to the selected   
    eigenvalues (RCONDV). The leading columns of VSL and VSR then form   
    an orthonormal basis for the corresponding left and right eigenspaces   
    (deflating subspaces).   

    A generalized eigenvalue for a pair of matrices (A,B) is a scalar w   
    or a ratio alpha/beta = w, such that  A - w*B is singular.  It is   
    usually represented as the pair (alpha,beta), as there is a   
    reasonable interpretation for beta=0 or for both being zero.   

    A pair of matrices (S,T) is in generalized complex Schur form if T is   
    upper triangular with non-negative diagonal and S is upper   
    triangular.   

    Arguments   
    =========   

    JOBVSL  (input) CHARACTER*1   
            = 'N':  do not compute the left Schur vectors;   
            = 'V':  compute the left Schur vectors.   

    JOBVSR  (input) CHARACTER*1   
            = 'N':  do not compute the right Schur vectors;   
            = 'V':  compute the right Schur vectors.   

    SORT    (input) CHARACTER*1   
            Specifies whether or not to order the eigenvalues on the   
            diagonal of the generalized Schur form.   
            = 'N':  Eigenvalues are not ordered;   
            = 'S':  Eigenvalues are ordered (see SELCTG).   

    SELCTG  (input) LOGICAL FUNCTION of two COMPLEX arguments   
            SELCTG must be declared EXTERNAL in the calling subroutine.   
            If SORT = 'N', SELCTG is not referenced.   
            If SORT = 'S', SELCTG is used to select eigenvalues to sort   
            to the top left of the Schur form.   
            Note that a selected complex eigenvalue may no longer satisfy   
            SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since   
            ordering may change the value of complex eigenvalues   
            (especially if the eigenvalue is ill-conditioned), in this   
            case INFO is set to N+3 see INFO below).   

    SENSE   (input) CHARACTER   
            Determines which reciprocal condition numbers are computed.   
            = 'N' : None are computed;   
            = 'E' : Computed for average of selected eigenvalues only;   
            = 'V' : Computed for selected deflating subspaces only;   
            = 'B' : Computed for both.   
            If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.   

    N       (input) INTEGER   
            The order of the matrices A, B, VSL, and VSR.  N >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA, N)   
            On entry, the first of the pair of matrices.   
            On exit, A has been overwritten by its generalized Schur   
            form S.   

    LDA     (input) INTEGER   
            The leading dimension of A.  LDA >= max(1,N).   

    B       (input/output) COMPLEX array, dimension (LDB, N)   
            On entry, the second of the pair of matrices.   
            On exit, B has been overwritten by its generalized Schur   
            form T.   

    LDB     (input) INTEGER   
            The leading dimension of B.  LDB >= max(1,N).   

    SDIM    (output) INTEGER   
            If SORT = 'N', SDIM = 0.   
            If SORT = 'S', SDIM = number of eigenvalues (after sorting)   
            for which SELCTG is true.   

    ALPHA   (output) COMPLEX array, dimension (N)   
    BETA    (output) COMPLEX array, dimension (N)   
            On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the   
            generalized eigenvalues.  ALPHA(j) and BETA(j),j=1,...,N  are   
            the diagonals of the complex Schur form (S,T).  BETA(j) will   
            be non-negative real.   

            Note: the quotients ALPHA(j)/BETA(j) may easily over- or   
            underflow, and BETA(j) may even be zero.  Thus, the user   
            should avoid naively computing the ratio alpha/beta.   
            However, ALPHA will be always less than and usually   
            comparable with norm(A) in magnitude, and BETA always less   
            than and usually comparable with norm(B).   

    VSL     (output) COMPLEX array, dimension (LDVSL,N)   
            If JOBVSL = 'V', VSL will contain the left Schur vectors.   
            Not referenced if JOBVSL = 'N'.   

    LDVSL   (input) INTEGER   
            The leading dimension of the matrix VSL. LDVSL >=1, and   
            if JOBVSL = 'V', LDVSL >= N.   

    VSR     (output) COMPLEX array, dimension (LDVSR,N)   
            If JOBVSR = 'V', VSR will contain the right Schur vectors.   
            Not referenced if JOBVSR = 'N'.   

    LDVSR   (input) INTEGER   
            The leading dimension of the matrix VSR. LDVSR >= 1, and   
            if JOBVSR = 'V', LDVSR >= N.   

    RCONDE  (output) REAL array, dimension ( 2 )   
            If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the   
            reciprocal condition numbers for the average of the selected   
            eigenvalues.   
            Not referenced if SENSE = 'N' or 'V'.   

    RCONDV  (output) REAL array, dimension ( 2 )   
            If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the   
            reciprocal condition number for the selected deflating   
            subspaces.   
            Not referenced if SENSE = 'N' or 'E'.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.  LWORK >= 2*N.   
            If SENSE = 'E', 'V', or 'B',   
            LWORK >= MAX(2*N, 2*SDIM*(N-SDIM)).   

    RWORK   (workspace) REAL array, dimension ( 8*N )   
            Real workspace.   

    IWORK   (workspace/output) INTEGER array, dimension (LIWORK)   
            Not referenced if SENSE = 'N'.   
            On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.   

    LIWORK  (input) INTEGER   
            The dimension of the array WORK. LIWORK >= N+2.   

    BWORK   (workspace) LOGICAL array, dimension (N)   
            Not referenced if SORT = 'N'.   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   
            = 1,...,N:   
                  The QZ iteration failed.  (A,B) are not in Schur   
                  form, but ALPHA(j) and BETA(j) should be correct for   
                  j=INFO+1,...,N.   
            > N:  =N+1: other than QZ iteration failed in CHGEQZ   
                  =N+2: after reordering, roundoff changed values of   
                        some complex eigenvalues so that leading   
                        eigenvalues in the Generalized Schur form no   
                        longer satisfy SELCTG=.TRUE.  This could also   
                        be caused due to scaling.   
                  =N+3: reordering failed in CTGSEN.   

    =====================================================================   


       Decode the input arguments   

       Parameter adjustments */
    /* Table of constant values */
    static complex c_b1 = {0.f,0.f};
    static complex c_b2 = {1.f,0.f};
    static integer c__1 = 1;
    static integer c__0 = 0;
    static integer c_n1 = -1;
    
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, vsl_dim1, vsl_offset, 
	    vsr_dim1, vsr_offset, i__1, i__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static integer ijob;
    static real anrm, bnrm;
    static integer ierr, itau, iwrk, i__;
    extern logical lsame_(char *, char *);
    static integer ileft, icols;
    static logical cursl, ilvsl, ilvsr;
    static integer irwrk, irows;
    extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, complex *, integer *, 
	    integer *), cggbal_(char *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, integer *, real *, 
	    real *, real *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static real pl;
    extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, integer *, complex *, 
	    integer *, complex *, integer *, integer *), 
	    clascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, complex *, integer *, integer *);
    static real pr;
    static logical ilascl, ilbscl;
    extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), clacpy_(
	    char *, integer *, integer *, complex *, integer *, complex *, 
	    integer *), claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *), xerbla_(char *, 
	    integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    extern doublereal slamch_(char *);
    static real bignum;
    extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, integer *, real *, integer *), 
	    ctgsen_(integer *, logical *, logical *, logical *, integer *, 
	    complex *, integer *, complex *, integer *, complex *, complex *, 
	    complex *, integer *, complex *, integer *, integer *, real *, 
	    real *, real *, complex *, integer *, integer *, integer *, 
	    integer *);
    static integer ijobvl, iright, ijobvr;
    static logical wantsb;
    static integer liwmin;
    static logical wantse, lastsl;
    static real anrmto, bnrmto;
    extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, integer *);
    static integer minwrk, maxwrk;
    static logical wantsn;
    static real smlnum;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    static logical wantst, wantsv;
    static real dif[2];
    static integer ihi, ilo;
    static real eps;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define vsl_subscr(a_1,a_2) (a_2)*vsl_dim1 + a_1
#define vsl_ref(a_1,a_2) vsl[vsl_subscr(a_1,a_2)]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --alpha;
    --beta;
    vsl_dim1 = *ldvsl;
    vsl_offset = 1 + vsl_dim1 * 1;
    vsl -= vsl_offset;
    vsr_dim1 = *ldvsr;
    vsr_offset = 1 + vsr_dim1 * 1;
    vsr -= vsr_offset;
    --rconde;
    --rcondv;
    --work;
    --rwork;
    --iwork;
    --bwork;

    /* Function Body */
    if (lsame_(jobvsl, "N")) {
	ijobvl = 1;
	ilvsl = FALSE_;
    } else if (lsame_(jobvsl, "V")) {
	ijobvl = 2;
	ilvsl = TRUE_;
    } else {
	ijobvl = -1;
	ilvsl = FALSE_;
    }

    if (lsame_(jobvsr, "N")) {
	ijobvr = 1;
	ilvsr = FALSE_;
    } else if (lsame_(jobvsr, "V")) {
	ijobvr = 2;
	ilvsr = TRUE_;
    } else {
	ijobvr = -1;
	ilvsr = FALSE_;
    }

    wantst = lsame_(sort, "S");
    wantsn = lsame_(sense, "N");
    wantse = lsame_(sense, "E");
    wantsv = lsame_(sense, "V");
    wantsb = lsame_(sense, "B");
    if (wantsn) {
	ijob = 0;
	iwork[1] = 1;
    } else if (wantse) {
	ijob = 1;
    } else if (wantsv) {
	ijob = 2;
    } else if (wantsb) {
	ijob = 4;
    }

/*     Test the input arguments */

    *info = 0;
    if (ijobvl <= 0) {
	*info = -1;
    } else if (ijobvr <= 0) {
	*info = -2;
    } else if (! wantst && ! lsame_(sort, "N")) {
	*info = -3;
    } else if (! (wantsn || wantse || wantsv || wantsb) || ! wantst && ! 
	    wantsn) {
	*info = -5;
    } else if (*n < 0) {
	*info = -6;
    } else if (*lda < max(1,*n)) {
	*info = -8;
    } else if (*ldb < max(1,*n)) {
	*info = -10;
    } else if (*ldvsl < 1 || ilvsl && *ldvsl < *n) {
	*info = -15;
    } else if (*ldvsr < 1 || ilvsr && *ldvsr < *n) {
	*info = -17;
    }

/*     Compute workspace   
        (Note: Comments in the code beginning "Workspace:" describe the   
         minimal amount of workspace needed at that point in the code,   
         as well as the preferred amount for good performance.   
         NB refers to the optimal block size for the immediately   
         following subroutine, as returned by ILAENV.) */

    minwrk = 1;
    if (*info == 0 && *lwork >= 1) {
/* Computing MAX */
	i__1 = 1, i__2 = *n << 1;
	minwrk = max(i__1,i__2);
	maxwrk = *n + *n * ilaenv_(&c__1, "CGEQRF", " ", n, &c__1, n, &c__0, (
		ftnlen)6, (ftnlen)1);
	if (ilvsl) {
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "CUNGQR", " ", n, &
		    c__1, n, &c_n1, (ftnlen)6, (ftnlen)1);
	    maxwrk = max(i__1,i__2);
	}
	work[1].r = (real) maxwrk, work[1].i = 0.f;
    }
    if (! wantsn) {
	liwmin = *n + 2;
    } else {
	liwmin = 1;
    }
    iwork[1] = liwmin;

    if (*info == 0 && *lwork < minwrk) {
	*info = -21;
    } else if (*info == 0 && ijob >= 1) {
	if (*liwork < liwmin) {
	    *info = -24;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGGESX", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*sdim = 0;
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	anrmto = smlnum;
	ilascl = TRUE_;
    } else if (anrm > bignum) {
	anrmto = bignum;
	ilascl = TRUE_;
    }
    if (ilascl) {
	clascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Scale B if max element outside range [SMLNUM,BIGNUM] */

    bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0.f && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }
    if (ilbscl) {
	clascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &
		ierr);
    }

/*     Permute the matrix to make it more nearly triangular   
       (Real Workspace: need 6*N) */

    ileft = 1;
    iright = *n + 1;
    irwrk = iright + *n;
    cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[
	    ileft], &rwork[iright], &rwork[irwrk], &ierr);

/*     Reduce B to triangular form (QR decomposition of B)   
       (Complex Workspace: need N, prefer N*NB) */

    irows = ihi + 1 - ilo;
    icols = *n + 1 - ilo;
    itau = 1;
    iwrk = itau + irows;
    i__1 = *lwork + 1 - iwrk;
    cgeqrf_(&irows, &icols, &b_ref(ilo, ilo), ldb, &work[itau], &work[iwrk], &
	    i__1, &ierr);

/*     Apply the unitary transformation to matrix A   
       (Complex Workspace: need N, prefer N*NB) */

    i__1 = *lwork + 1 - iwrk;
    cunmqr_("L", "C", &irows, &icols, &irows, &b_ref(ilo, ilo), ldb, &work[
	    itau], &a_ref(ilo, ilo), lda, &work[iwrk], &i__1, &ierr);

/*     Initialize VSL   
       (Complex Workspace: need N, prefer N*NB) */

    if (ilvsl) {
	claset_("Full", n, n, &c_b1, &c_b2, &vsl[vsl_offset], ldvsl);
	i__1 = irows - 1;
	i__2 = irows - 1;
	clacpy_("L", &i__1, &i__2, &b_ref(ilo + 1, ilo), ldb, &vsl_ref(ilo + 
		1, ilo), ldvsl);
	i__1 = *lwork + 1 - iwrk;
	cungqr_(&irows, &irows, &irows, &vsl_ref(ilo, ilo), ldvsl, &work[itau]
		, &work[iwrk], &i__1, &ierr);
    }

/*     Initialize VSR */

    if (ilvsr) {
	claset_("Full", n, n, &c_b1, &c_b2, &vsr[vsr_offset], ldvsr);
    }

/*     Reduce to generalized Hessenberg form   
       (Workspace: none needed) */

    cgghrd_(jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
	    ldb, &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, &ierr);

    *sdim = 0;

/*     Perform QZ algorithm, computing Schur vectors if desired   
       (Complex Workspace: need N)   
       (Real Workspace:    need N) */

    iwrk = itau;
    i__1 = *lwork + 1 - iwrk;
    chgeqz_("S", jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[
	    b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, &
	    vsr[vsr_offset], ldvsr, &work[iwrk], &i__1, &rwork[irwrk], &ierr);
    if (ierr != 0) {
	if (ierr > 0 && ierr <= *n) {
	    *info = ierr;
	} else if (ierr > *n && ierr <= *n << 1) {
	    *info = ierr - *n;
	} else {
	    *info = *n + 1;
	}
	goto L40;
    }

/*     Sort eigenvalues ALPHA/BETA and compute the reciprocal of   
       condition number(s) */

    if (wantst) {

/*        Undo scaling on eigenvalues before SELCTGing */

	if (ilascl) {
	    clascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n,
		     &ierr);
	}
	if (ilbscl) {
	    clascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, 
		    &ierr);
	}

/*        Select eigenvalues */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    bwork[i__] = (*selctg)(&alpha[i__], &beta[i__]);
/* L10: */
	}

/*        Reorder eigenvalues, transform Generalized Schur vectors, and   
          compute reciprocal condition numbers   
          (Complex Workspace: If IJOB >= 1, need MAX(1, 2*SDIM*(N-SDIM))   
                              otherwise, need 1 ) */

	i__1 = *lwork - iwrk + 1;
	ctgsen_(&ijob, &ilvsl, &ilvsr, &bwork[1], n, &a[a_offset], lda, &b[
		b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, 
		&vsr[vsr_offset], ldvsr, sdim, &pl, &pr, dif, &work[iwrk], &
		i__1, &iwork[1], liwork, &ierr);

	if (ijob >= 1) {
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*sdim << 1) * (*n - *sdim);
	    maxwrk = max(i__1,i__2);
	}
	if (ierr == -21) {

/*            not enough complex workspace */

	    *info = -21;
	} else {
	    rconde[1] = pl;
	    rconde[2] = pl;
	    rcondv[1] = dif[0];
	    rcondv[2] = dif[1];
	    if (ierr == 1) {
		*info = *n + 3;
	    }
	}

    }

/*     Apply permutation to VSL and VSR   
       (Workspace: none needed) */

    if (ilvsl) {
	cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
		vsl[vsl_offset], ldvsl, &ierr);
    }

    if (ilvsr) {
	cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &
		vsr[vsr_offset], ldvsr, &ierr);
    }

/*     Undo scaling */

    if (ilascl) {
	clascl_("U", &c__0, &c__0, &anrmto, &anrm, n, n, &a[a_offset], lda, &
		ierr);
	clascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, &
		ierr);
    }

    if (ilbscl) {
	clascl_("U", &c__0, &c__0, &bnrmto, &bnrm, n, n, &b[b_offset], ldb, &
		ierr);
	clascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &
		ierr);
    }

/* L20: */

    if (wantst) {

/*        Check if reordering is correct */

	lastsl = TRUE_;
	*sdim = 0;
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    cursl = (*selctg)(&alpha[i__], &beta[i__]);
	    if (cursl) {
		++(*sdim);
	    }
	    if (cursl && ! lastsl) {
		*info = *n + 2;
	    }
	    lastsl = cursl;
/* L30: */
	}

    }

L40:

    work[1].r = (real) maxwrk, work[1].i = 0.f;
    iwork[1] = liwmin;

    return 0;

/*     End of CGGESX */

} /* cggesx_ */
Example #26
0
/* Subroutine */ int cqrt15_(integer *scale, integer *rksel, integer *m, 
	integer *n, integer *nrhs, complex *a, integer *lda, complex *b, 
	integer *ldb, real *s, integer *rank, real *norma, real *normb, 
	integer *iseed, complex *work, integer *lwork)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2;
    real r__1;

    /* Local variables */
    integer j, mn;
    real eps;
    integer info;
    real temp;
    extern /* Subroutine */ int cgemm_(char *, char *, integer *, integer *, 
	    integer *, complex *, complex *, integer *, complex *, integer *, 
	    complex *, complex *, integer *), clarf_(char *, 
	    integer *, integer *, complex *, integer *, complex *, complex *, 
	    integer *, complex *);
    extern doublereal sasum_(integer *, real *, integer *);
    real dummy[1];
    extern doublereal scnrm2_(integer *, complex *, integer *);
    extern /* Subroutine */ int slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int csscal_(integer *, real *, complex *, integer 
	    *), claset_(char *, integer *, integer *, complex *, complex *, 
	    complex *, integer *), xerbla_(char *, integer *);
    real bignum;
    extern /* Subroutine */ int claror_(char *, char *, integer *, integer *, 
	    complex *, integer *, integer *, complex *, integer *);
    extern doublereal slarnd_(integer *, integer *);
    extern /* Subroutine */ int slaord_(char *, integer *, real *, integer *), clarnv_(integer *, integer *, integer *, complex *), 
	    slascl_(char *, integer *, integer *, real *, real *, integer *, 
	    integer *, real *, integer *, integer *);
    real smlnum;


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CQRT15 generates a matrix with full or deficient rank and of various */
/*  norms. */

/*  Arguments */
/*  ========= */

/*  SCALE   (input) INTEGER */
/*          SCALE = 1: normally scaled matrix */
/*          SCALE = 2: matrix scaled up */
/*          SCALE = 3: matrix scaled down */

/*  RKSEL   (input) INTEGER */
/*          RKSEL = 1: full rank matrix */
/*          RKSEL = 2: rank-deficient matrix */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A. */

/*  N       (input) INTEGER */
/*          The number of columns of A. */

/*  NRHS    (input) INTEGER */
/*          The number of columns of B. */

/*  A       (output) COMPLEX array, dimension (LDA,N) */
/*          The M-by-N matrix A. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A. */

/*  B       (output) COMPLEX array, dimension (LDB, NRHS) */
/*          A matrix that is in the range space of matrix A. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. */

/*  S       (output) REAL array, dimension MIN(M,N) */
/*          Singular values of A. */

/*  RANK    (output) INTEGER */
/*          number of nonzero singular values of A. */

/*  NORMA   (output) REAL */
/*          one-norm norm of A. */

/*  NORMB   (output) REAL */
/*          one-norm norm of B. */

/*  ISEED   (input/output) integer array, dimension (4) */
/*          seed for random number generator. */

/*  WORK    (workspace) COMPLEX array, dimension (LWORK) */

/*  LWORK   (input) INTEGER */
/*          length of work space required. */
/*          LWORK >= MAX(M+MIN(M,N),NRHS*MIN(M,N),2*N+M) */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --s;
    --iseed;
    --work;

    /* Function Body */
    mn = min(*m,*n);
/* Computing MAX */
    i__1 = *m + mn, i__2 = mn * *nrhs, i__1 = max(i__1,i__2), i__2 = (*n << 1)
	     + *m;
    if (*lwork < max(i__1,i__2)) {
	xerbla_("CQRT15", &c__16);
	return 0;
    }

    smlnum = slamch_("Safe minimum");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    eps = slamch_("Epsilon");
    smlnum = smlnum / eps / eps;
    bignum = 1.f / smlnum;

/*     Determine rank and (unscaled) singular values */

    if (*rksel == 1) {
	*rank = mn;
    } else if (*rksel == 2) {
	*rank = mn * 3 / 4;
	i__1 = mn;
	for (j = *rank + 1; j <= i__1; ++j) {
	    s[j] = 0.f;
/* L10: */
	}
    } else {
	xerbla_("CQRT15", &c__2);
    }

    if (*rank > 0) {

/*        Nontrivial case */

	s[1] = 1.f;
	i__1 = *rank;
	for (j = 2; j <= i__1; ++j) {
L20:
	    temp = slarnd_(&c__1, &iseed[1]);
	    if (temp > .1f) {
		s[j] = dabs(temp);
	    } else {
		goto L20;
	    }
/* L30: */
	}
	slaord_("Decreasing", rank, &s[1], &c__1);

/*        Generate 'rank' columns of a random orthogonal matrix in A */

	clarnv_(&c__2, &iseed[1], m, &work[1]);
	r__1 = 1.f / scnrm2_(m, &work[1], &c__1);
	csscal_(m, &r__1, &work[1], &c__1);
	claset_("Full", m, rank, &c_b1, &c_b2, &a[a_offset], lda);
	clarf_("Left", m, rank, &work[1], &c__1, &c_b22, &a[a_offset], lda, &
		work[*m + 1]);

/*        workspace used: m+mn */

/*        Generate consistent rhs in the range space of A */

	i__1 = *rank * *nrhs;
	clarnv_(&c__2, &iseed[1], &i__1, &work[1]);
	cgemm_("No transpose", "No transpose", m, nrhs, rank, &c_b2, &a[
		a_offset], lda, &work[1], rank, &c_b1, &b[b_offset], ldb);

/*        work space used: <= mn *nrhs */

/*        generate (unscaled) matrix A */

	i__1 = *rank;
	for (j = 1; j <= i__1; ++j) {
	    csscal_(m, &s[j], &a[j * a_dim1 + 1], &c__1);
/* L40: */
	}
	if (*rank < *n) {
	    i__1 = *n - *rank;
	    claset_("Full", m, &i__1, &c_b1, &c_b1, &a[(*rank + 1) * a_dim1 + 
		    1], lda);
	}
	claror_("Right", "No initialization", m, n, &a[a_offset], lda, &iseed[
		1], &work[1], &info);

    } else {

/*        work space used 2*n+m */

/*        Generate null matrix and rhs */

	i__1 = mn;
	for (j = 1; j <= i__1; ++j) {
	    s[j] = 0.f;
/* L50: */
	}
	claset_("Full", m, n, &c_b1, &c_b1, &a[a_offset], lda);
	claset_("Full", m, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);

    }

/*     Scale the matrix */

    if (*scale != 1) {
	*norma = clange_("Max", m, n, &a[a_offset], lda, dummy);
	if (*norma != 0.f) {
	    if (*scale == 2) {

/*              matrix scaled up */

		clascl_("General", &c__0, &c__0, norma, &bignum, m, n, &a[
			a_offset], lda, &info);
		slascl_("General", &c__0, &c__0, norma, &bignum, &mn, &c__1, &
			s[1], &mn, &info);
		clascl_("General", &c__0, &c__0, norma, &bignum, m, nrhs, &b[
			b_offset], ldb, &info);
	    } else if (*scale == 3) {

/*              matrix scaled down */

		clascl_("General", &c__0, &c__0, norma, &smlnum, m, n, &a[
			a_offset], lda, &info);
		slascl_("General", &c__0, &c__0, norma, &smlnum, &mn, &c__1, &
			s[1], &mn, &info);
		clascl_("General", &c__0, &c__0, norma, &smlnum, m, nrhs, &b[
			b_offset], ldb, &info);
	    } else {
		xerbla_("CQRT15", &c__1);
		return 0;
	    }
	}
    }

    *norma = sasum_(&mn, &s[1], &c__1);
    *normb = clange_("One-norm", m, nrhs, &b[b_offset], ldb, dummy)
	    ;

    return 0;

/*     End of CQRT15 */

} /* cqrt15_ */
Example #27
0
/* Subroutine */ int cgeevx_(char *balanc, char *jobvl, char *jobvr, char *
	sense, integer *n, complex *a, integer *lda, complex *w, complex *vl, 
	integer *ldvl, complex *vr, integer *ldvr, integer *ilo, integer *ihi, 
	 real *scale, real *abnrm, real *rconde, real *rcondv, complex *work, 
	integer *lwork, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, 
	    i__2, i__3;
    real r__1, r__2;
    complex q__1, q__2;

    /* Local variables */
    integer i__, k;
    char job[1];
    real scl, dum[1], eps;
    complex tmp;
    char side[1];
    real anrm;
    integer ierr, itau, iwrk, nout;
    integer icond;
    logical scalea;
    real cscale;
    logical select[1];
    real bignum;
    integer minwrk, maxwrk;
    logical wantvl, wntsnb;
    integer hswork;
    logical wntsne;
    real smlnum;
    logical lquery, wantvr, wntsnn, wntsnv;

/*  -- LAPACK driver routine (version 3.2) -- */
/*     November 2006 */

/*  Purpose */
/*  ======= */

/*  CGEEVX computes for an N-by-N complex nonsymmetric matrix A, the */
/*  eigenvalues and, optionally, the left and/or right eigenvectors. */

/*  Optionally also, it computes a balancing transformation to improve */
/*  the conditioning of the eigenvalues and eigenvectors (ILO, IHI, */
/*  SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues */
/*  (RCONDE), and reciprocal condition numbers for the right */
/*  eigenvectors (RCONDV). */

/*  The right eigenvector v(j) of A satisfies */
/*                   A * v(j) = lambda(j) * v(j) */
/*  where lambda(j) is its eigenvalue. */
/*  The left eigenvector u(j) of A satisfies */
/*                u(j)**H * A = lambda(j) * u(j)**H */
/*  where u(j)**H denotes the conjugate transpose of u(j). */

/*  The computed eigenvectors are normalized to have Euclidean norm */
/*  equal to 1 and largest component real. */

/*  Balancing a matrix means permuting the rows and columns to make it */
/*  more nearly upper triangular, and applying a diagonal similarity */
/*  transformation D * A * D**(-1), where D is a diagonal matrix, to */
/*  make its rows and columns closer in norm and the condition numbers */
/*  of its eigenvalues and eigenvectors smaller.  The computed */
/*  reciprocal condition numbers correspond to the balanced matrix. */
/*  Permuting rows and columns will not change the condition numbers */
/*  (in exact arithmetic) but diagonal scaling will.  For further */
/*  explanation of balancing, see section 4.10.2 of the LAPACK */
/*  Users' Guide. */

/*  Arguments */
/*  ========= */

/*  BALANC  (input) CHARACTER*1 */
/*          Indicates how the input matrix should be diagonally scaled */
/*          and/or permuted to improve the conditioning of its */
/*          eigenvalues. */
/*          = 'N': Do not diagonally scale or permute; */
/*          = 'P': Perform permutations to make the matrix more nearly */
/*                 upper triangular. Do not diagonally scale; */
/*          = 'S': Diagonally scale the matrix, ie. replace A by */
/*                 D*A*D**(-1), where D is a diagonal matrix chosen */
/*                 to make the rows and columns of A more equal in */
/*                 norm. Do not permute; */
/*          = 'B': Both diagonally scale and permute A. */

/*          Computed reciprocal condition numbers will be for the matrix */
/*          after balancing and/or permuting. Permuting does not change */
/*          condition numbers (in exact arithmetic), but balancing does. */

/*  JOBVL   (input) CHARACTER*1 */
/*          = 'N': left eigenvectors of A are not computed; */
/*          = 'V': left eigenvectors of A are computed. */
/*          If SENSE = 'E' or 'B', JOBVL must = 'V'. */

/*  JOBVR   (input) CHARACTER*1 */
/*          = 'N': right eigenvectors of A are not computed; */
/*          = 'V': right eigenvectors of A are computed. */
/*          If SENSE = 'E' or 'B', JOBVR must = 'V'. */

/*  SENSE   (input) CHARACTER*1 */
/*          Determines which reciprocal condition numbers are computed. */
/*          = 'N': None are computed; */
/*          = 'E': Computed for eigenvalues only; */
/*          = 'V': Computed for right eigenvectors only; */
/*          = 'B': Computed for eigenvalues and right eigenvectors. */

/*          If SENSE = 'E' or 'B', both left and right eigenvectors */
/*          must also be computed (JOBVL = 'V' and JOBVR = 'V'). */

/*  N       (input) INTEGER */
/*          The order of the matrix A. N >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, the N-by-N matrix A. */
/*          On exit, A has been overwritten.  If JOBVL = 'V' or */
/*          JOBVR = 'V', A contains the Schur form of the balanced */
/*          version of the matrix A. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  W       (output) COMPLEX array, dimension (N) */
/*          W contains the computed eigenvalues. */

/*  VL      (output) COMPLEX array, dimension (LDVL,N) */
/*          If JOBVL = 'V', the left eigenvectors u(j) are stored one */
/*          after another in the columns of VL, in the same order */
/*          as their eigenvalues. */
/*          If JOBVL = 'N', VL is not referenced. */
/*          u(j) = VL(:,j), the j-th column of VL. */

/*  LDVL    (input) INTEGER */
/*          The leading dimension of the array VL.  LDVL >= 1; if */
/*          JOBVL = 'V', LDVL >= N. */

/*  VR      (output) COMPLEX array, dimension (LDVR,N) */
/*          If JOBVR = 'V', the right eigenvectors v(j) are stored one */
/*          after another in the columns of VR, in the same order */
/*          as their eigenvalues. */
/*          If JOBVR = 'N', VR is not referenced. */
/*          v(j) = VR(:,j), the j-th column of VR. */

/*  LDVR    (input) INTEGER */
/*          The leading dimension of the array VR.  LDVR >= 1; if */
/*          JOBVR = 'V', LDVR >= N. */

/*  ILO     (output) INTEGER */
/*  IHI     (output) INTEGER */
/*          ILO and IHI are integer values determined when A was */
/*          balanced.  The balanced A(i,j) = 0 if I > J and */

/*  SCALE   (output) REAL array, dimension (N) */
/*          Details of the permutations and scaling factors applied */
/*          when balancing A.  If P(j) is the index of the row and column */
/*          interchanged with row and column j, and D(j) is the scaling */
/*          factor applied to row and column j, then */
/*          The order in which the interchanges are made is N to IHI+1, */
/*          then 1 to ILO-1. */

/*  ABNRM   (output) REAL */
/*          The one-norm of the balanced matrix (the maximum */
/*          of the sum of absolute values of elements of any column). */

/*  RCONDE  (output) REAL array, dimension (N) */
/*          RCONDE(j) is the reciprocal condition number of the j-th */
/*          eigenvalue. */

/*  RCONDV  (output) REAL array, dimension (N) */
/*          RCONDV(j) is the reciprocal condition number of the j-th */
/*          right eigenvector. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  If SENSE = 'N' or 'E', */
/*          LWORK >= max(1,2*N), and if SENSE = 'V' or 'B', */
/*          LWORK >= N*N+2*N. */
/*          For good performance, LWORK must generally be larger. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  if INFO = i, the QR algorithm failed to compute all the */
/*                eigenvalues, and no eigenvectors or condition numbers */
/*                have been computed; elements 1:ILO-1 and i+1:N of W */
/*                contain eigenvalues which have converged. */

/*  ===================================================================== */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --w;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --scale;
    --rconde;
    --rcondv;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    lquery = *lwork == -1;
    wantvl = lsame_(jobvl, "V");
    wantvr = lsame_(jobvr, "V");
    wntsnn = lsame_(sense, "N");
    wntsne = lsame_(sense, "E");
    wntsnv = lsame_(sense, "V");
    wntsnb = lsame_(sense, "B");
    if (! (lsame_(balanc, "N") || lsame_(balanc, "S") || lsame_(balanc, "P") 
	    || lsame_(balanc, "B"))) {
	*info = -1;
    } else if (! wantvl && ! lsame_(jobvl, "N")) {
	*info = -2;
    } else if (! wantvr && ! lsame_(jobvr, "N")) {
	*info = -3;
    } else if (! (wntsnn || wntsne || wntsnb || wntsnv) || (wntsne || wntsnb) 
	    && ! (wantvl && wantvr)) {
	*info = -4;
    } else if (*n < 0) {
	*info = -5;
    } else if (*lda < max(1,*n)) {
	*info = -7;
    } else if (*ldvl < 1 || wantvl && *ldvl < *n) {
	*info = -10;
    } else if (*ldvr < 1 || wantvr && *ldvr < *n) {
	*info = -12;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of workspace needed at that point in the code, */
/*       as well as the preferred amount for good performance. */
/*       CWorkspace refers to complex workspace, and RWorkspace to real */
/*       workspace. NB refers to the optimal block size for the */
/*       immediately following subroutine, as returned by ILAENV. */
/*       HSWORK refers to the workspace preferred by CHSEQR, as */
/*       calculated below. HSWORK is computed assuming ILO=1 and IHI=N, */
/*       the worst case.) */

    if (*info == 0) {
	if (*n == 0) {
	    minwrk = 1;
	    maxwrk = 1;
	} else {
	    maxwrk = *n + *n * ilaenv_(&c__1, "CGEHRD", " ", n, &c__1, n, &
		    c__0);

	    if (wantvl) {
		chseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &w[1], &vl[
			vl_offset], ldvl, &work[1], &c_n1, info);
	    } else if (wantvr) {
		chseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &w[1], &vr[
			vr_offset], ldvr, &work[1], &c_n1, info);
	    } else {
		if (wntsnn) {
		    chseqr_("E", "N", n, &c__1, n, &a[a_offset], lda, &w[1], &
			    vr[vr_offset], ldvr, &work[1], &c_n1, info);
		} else {
		    chseqr_("S", "N", n, &c__1, n, &a[a_offset], lda, &w[1], &
			    vr[vr_offset], ldvr, &work[1], &c_n1, info);
		}
	    }
	    hswork = work[1].r;

	    if (! wantvl && ! wantvr) {
		minwrk = *n << 1;
		if (! (wntsnn || wntsne)) {
/* Computing MAX */
		    i__1 = minwrk, i__2 = *n * *n + (*n << 1);
		    minwrk = max(i__1,i__2);
		}
		maxwrk = max(maxwrk,hswork);
		if (! (wntsnn || wntsne)) {
/* Computing MAX */
		    i__1 = maxwrk, i__2 = *n * *n + (*n << 1);
		    maxwrk = max(i__1,i__2);
		}
	    } else {
		minwrk = *n << 1;
		if (! (wntsnn || wntsne)) {
/* Computing MAX */
		    i__1 = minwrk, i__2 = *n * *n + (*n << 1);
		    minwrk = max(i__1,i__2);
		}
		maxwrk = max(maxwrk,hswork);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "CUNGHR", 
			 " ", n, &c__1, n, &c_n1);
		maxwrk = max(i__1,i__2);
		if (! (wntsnn || wntsne)) {
/* Computing MAX */
		    i__1 = maxwrk, i__2 = *n * *n + (*n << 1);
		    maxwrk = max(i__1,i__2);
		}
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n << 1;
		maxwrk = max(i__1,i__2);
	    }
	    maxwrk = max(maxwrk,minwrk);
	}
	work[1].r = (real) maxwrk, work[1].i = 0.f;

	if (*lwork < minwrk && ! lquery) {
	    *info = -20;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGEEVX", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    icond = 0;
    anrm = clange_("M", n, n, &a[a_offset], lda, dum);
    scalea = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	scalea = TRUE_;
	cscale = smlnum;
    } else if (anrm > bignum) {
	scalea = TRUE_;
	cscale = bignum;
    }
    if (scalea) {
	clascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Balance the matrix and compute ABNRM */

    cgebal_(balanc, n, &a[a_offset], lda, ilo, ihi, &scale[1], &ierr);
    *abnrm = clange_("1", n, n, &a[a_offset], lda, dum);
    if (scalea) {
	dum[0] = *abnrm;
	slascl_("G", &c__0, &c__0, &cscale, &anrm, &c__1, &c__1, dum, &c__1, &
		ierr);
	*abnrm = dum[0];
    }

/*     Reduce to upper Hessenberg form */
/*     (CWorkspace: need 2*N, prefer N+N*NB) */
/*     (RWorkspace: none) */

    itau = 1;
    iwrk = itau + *n;
    i__1 = *lwork - iwrk + 1;
    cgehrd_(n, ilo, ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, &
	    ierr);

    if (wantvl) {

/*        Want left eigenvectors */
/*        Copy Householder vectors to VL */

	*(unsigned char *)side = 'L';
	clacpy_("L", n, n, &a[a_offset], lda, &vl[vl_offset], ldvl)
		;

/*        Generate unitary matrix in VL */
/*        (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) */
/*        (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	cunghr_(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau], &work[iwrk], &
		i__1, &ierr);

/*        Perform QR iteration, accumulating Schur vectors in VL */
/*        (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*        (RWorkspace: none) */

	iwrk = itau;
	i__1 = *lwork - iwrk + 1;
	chseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &w[1], &vl[
		vl_offset], ldvl, &work[iwrk], &i__1, info);

	if (wantvr) {

/*           Want left and right eigenvectors */
/*           Copy Schur vectors to VR */

	    *(unsigned char *)side = 'B';
	    clacpy_("F", n, n, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr);
	}

    } else if (wantvr) {

/*        Want right eigenvectors */
/*        Copy Householder vectors to VR */

	*(unsigned char *)side = 'R';
	clacpy_("L", n, n, &a[a_offset], lda, &vr[vr_offset], ldvr)
		;

/*        Generate unitary matrix in VR */
/*        (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) */
/*        (RWorkspace: none) */

	i__1 = *lwork - iwrk + 1;
	cunghr_(n, ilo, ihi, &vr[vr_offset], ldvr, &work[itau], &work[iwrk], &
		i__1, &ierr);

/*        Perform QR iteration, accumulating Schur vectors in VR */
/*        (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*        (RWorkspace: none) */

	iwrk = itau;
	i__1 = *lwork - iwrk + 1;
	chseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &w[1], &vr[
		vr_offset], ldvr, &work[iwrk], &i__1, info);

    } else {

/*        Compute eigenvalues only */
/*        If condition numbers desired, compute Schur form */

	if (wntsnn) {
	    *(unsigned char *)job = 'E';
	} else {
	    *(unsigned char *)job = 'S';
	}

/*        (CWorkspace: need 1, prefer HSWORK (see comments) ) */
/*        (RWorkspace: none) */

	iwrk = itau;
	i__1 = *lwork - iwrk + 1;
	chseqr_(job, "N", n, ilo, ihi, &a[a_offset], lda, &w[1], &vr[
		vr_offset], ldvr, &work[iwrk], &i__1, info);
    }

/*     If INFO > 0 from CHSEQR, then quit */

    if (*info > 0) {
	goto L50;
    }

    if (wantvl || wantvr) {

/*        Compute left and/or right eigenvectors */
/*        (CWorkspace: need 2*N) */
/*        (RWorkspace: need N) */

	ctrevc_(side, "B", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl, 
		 &vr[vr_offset], ldvr, n, &nout, &work[iwrk], &rwork[1], &
		ierr);
    }

/*     Compute condition numbers if desired */
/*     (CWorkspace: need N*N+2*N unless SENSE = 'E') */
/*     (RWorkspace: need 2*N unless SENSE = 'E') */

    if (! wntsnn) {
	ctrsna_(sense, "A", select, n, &a[a_offset], lda, &vl[vl_offset], 
		ldvl, &vr[vr_offset], ldvr, &rconde[1], &rcondv[1], n, &nout, 
		&work[iwrk], n, &rwork[1], &icond);
    }

    if (wantvl) {

/*        Undo balancing of left eigenvectors */

	cgebak_(balanc, "L", n, ilo, ihi, &scale[1], n, &vl[vl_offset], ldvl, 
		&ierr);

/*        Normalize left eigenvectors and make largest component real */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    scl = 1.f / scnrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1);
	    csscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1);
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		i__3 = k + i__ * vl_dim1;
/* Computing 2nd power */
		r__1 = vl[i__3].r;
/* Computing 2nd power */
		r__2 = r_imag(&vl[k + i__ * vl_dim1]);
		rwork[k] = r__1 * r__1 + r__2 * r__2;
	    }
	    k = isamax_(n, &rwork[1], &c__1);
	    r_cnjg(&q__2, &vl[k + i__ * vl_dim1]);
	    r__1 = sqrt(rwork[k]);
	    q__1.r = q__2.r / r__1, q__1.i = q__2.i / r__1;
	    tmp.r = q__1.r, tmp.i = q__1.i;
	    cscal_(n, &tmp, &vl[i__ * vl_dim1 + 1], &c__1);
	    i__2 = k + i__ * vl_dim1;
	    i__3 = k + i__ * vl_dim1;
	    r__1 = vl[i__3].r;
	    q__1.r = r__1, q__1.i = 0.f;
	    vl[i__2].r = q__1.r, vl[i__2].i = q__1.i;
	}
    }

    if (wantvr) {

/*        Undo balancing of right eigenvectors */

	cgebak_(balanc, "R", n, ilo, ihi, &scale[1], n, &vr[vr_offset], ldvr, 
		&ierr);

/*        Normalize right eigenvectors and make largest component real */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    scl = 1.f / scnrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1);
	    csscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1);
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		i__3 = k + i__ * vr_dim1;
/* Computing 2nd power */
		r__1 = vr[i__3].r;
/* Computing 2nd power */
		r__2 = r_imag(&vr[k + i__ * vr_dim1]);
		rwork[k] = r__1 * r__1 + r__2 * r__2;
	    }
	    k = isamax_(n, &rwork[1], &c__1);
	    r_cnjg(&q__2, &vr[k + i__ * vr_dim1]);
	    r__1 = sqrt(rwork[k]);
	    q__1.r = q__2.r / r__1, q__1.i = q__2.i / r__1;
	    tmp.r = q__1.r, tmp.i = q__1.i;
	    cscal_(n, &tmp, &vr[i__ * vr_dim1 + 1], &c__1);
	    i__2 = k + i__ * vr_dim1;
	    i__3 = k + i__ * vr_dim1;
	    r__1 = vr[i__3].r;
	    q__1.r = r__1, q__1.i = 0.f;
	    vr[i__2].r = q__1.r, vr[i__2].i = q__1.i;
	}
    }

/*     Undo scaling if necessary */

L50:
    if (scalea) {
	i__1 = *n - *info;
/* Computing MAX */
	i__3 = *n - *info;
	i__2 = max(i__3,1);
	clascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &w[*info + 1]
, &i__2, &ierr);
	if (*info == 0) {
	    if ((wntsnv || wntsnb) && icond == 0) {
		slascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &rcondv[
			1], n, &ierr);
	    }
	} else {
	    i__1 = *ilo - 1;
	    clascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &w[1], n, 
		     &ierr);
	}
    }

    work[1].r = (real) maxwrk, work[1].i = 0.f;
    return 0;

/*     End of CGEEVX */

} /* cgeevx_ */
Example #28
0
/* Subroutine */
int cheev_(char *jobz, char *uplo, integer *n, complex *a, integer *lda, real *w, complex *work, integer *lwork, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    real r__1;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    integer nb;
    real eps;
    integer inde;
    real anrm;
    integer imax;
    real rmin, rmax, sigma;
    extern logical lsame_(char *, char *);
    integer iinfo;
    extern /* Subroutine */
    int sscal_(integer *, real *, real *, integer *);
    logical lower, wantz;
    extern real clanhe_(char *, char *, integer *, complex *, integer *, real *);
    integer iscale;
    extern /* Subroutine */
    int clascl_(char *, integer *, integer *, real *, real *, integer *, integer *, complex *, integer *, integer *);
    extern real slamch_(char *);
    extern /* Subroutine */
    int chetrd_(char *, integer *, complex *, integer *, real *, real *, complex *, complex *, integer *, integer *);
    real safmin;
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *);
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    real bignum;
    integer indtau, indwrk;
    extern /* Subroutine */
    int csteqr_(char *, integer *, real *, real *, complex *, integer *, real *, integer *), cungtr_(char *, integer *, complex *, integer *, complex *, complex *, integer *, integer *), ssterf_(integer *, real *, real *, integer *);
    integer llwork;
    real smlnum;
    integer lwkopt;
    logical lquery;
    /* -- LAPACK driver routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --w;
    --work;
    --rwork;
    /* Function Body */
    wantz = lsame_(jobz, "V");
    lower = lsame_(uplo, "L");
    lquery = *lwork == -1;
    *info = 0;
    if (! (wantz || lsame_(jobz, "N")))
    {
        *info = -1;
    }
    else if (! (lower || lsame_(uplo, "U")))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    else if (*lda < max(1,*n))
    {
        *info = -5;
    }
    if (*info == 0)
    {
        nb = ilaenv_(&c__1, "CHETRD", uplo, n, &c_n1, &c_n1, &c_n1);
        /* Computing MAX */
        i__1 = 1;
        i__2 = (nb + 1) * *n; // , expr subst
        lwkopt = max(i__1,i__2);
        work[1].r = (real) lwkopt;
        work[1].i = 0.f; // , expr subst
        /* Computing MAX */
        i__1 = 1;
        i__2 = (*n << 1) - 1; // , expr subst
        if (*lwork < max(i__1,i__2) && ! lquery)
        {
            *info = -8;
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CHEEV ", &i__1);
        return 0;
    }
    else if (lquery)
    {
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    if (*n == 1)
    {
        i__1 = a_dim1 + 1;
        w[1] = a[i__1].r;
        work[1].r = 1.f;
        work[1].i = 0.f; // , expr subst
        if (wantz)
        {
            i__1 = a_dim1 + 1;
            a[i__1].r = 1.f;
            a[i__1].i = 0.f; // , expr subst
        }
        return 0;
    }
    /* Get machine constants. */
    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);
    /* Scale matrix to allowable range, if necessary. */
    anrm = clanhe_("M", uplo, n, &a[a_offset], lda, &rwork[1]);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin)
    {
        iscale = 1;
        sigma = rmin / anrm;
    }
    else if (anrm > rmax)
    {
        iscale = 1;
        sigma = rmax / anrm;
    }
    if (iscale == 1)
    {
        clascl_(uplo, &c__0, &c__0, &c_b18, &sigma, n, n, &a[a_offset], lda, info);
    }
    /* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
    inde = 1;
    indtau = 1;
    indwrk = indtau + *n;
    llwork = *lwork - indwrk + 1;
    chetrd_(uplo, n, &a[a_offset], lda, &w[1], &rwork[inde], &work[indtau], & work[indwrk], &llwork, &iinfo);
    /* For eigenvalues only, call SSTERF. For eigenvectors, first call */
    /* CUNGTR to generate the unitary matrix, then call CSTEQR. */
    if (! wantz)
    {
        ssterf_(n, &w[1], &rwork[inde], info);
    }
    else
    {
        cungtr_(uplo, n, &a[a_offset], lda, &work[indtau], &work[indwrk], & llwork, &iinfo);
        indwrk = inde + *n;
        csteqr_(jobz, n, &w[1], &rwork[inde], &a[a_offset], lda, &rwork[ indwrk], info);
    }
    /* If matrix was scaled, then rescale eigenvalues appropriately. */
    if (iscale == 1)
    {
        if (*info == 0)
        {
            imax = *n;
        }
        else
        {
            imax = *info - 1;
        }
        r__1 = 1.f / sigma;
        sscal_(&imax, &r__1, &w[1], &c__1);
    }
    /* Set WORK(1) to optimal complex workspace size. */
    work[1].r = (real) lwkopt;
    work[1].i = 0.f; // , expr subst
    return 0;
    /* End of CHEEV */
}
Example #29
0
/* Subroutine */ int chbev_(char *jobz, char *uplo, integer *n, integer *kd, 
	complex *ab, integer *ldab, real *w, complex *z__, integer *ldz, 
	complex *work, real *rwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    CHBEV computes all the eigenvalues and, optionally, eigenvectors of   
    a complex Hermitian band matrix A.   

    Arguments   
    =========   

    JOBZ    (input) CHARACTER*1   
            = 'N':  Compute eigenvalues only;   
            = 'V':  Compute eigenvalues and eigenvectors.   

    UPLO    (input) CHARACTER*1   
            = 'U':  Upper triangle of A is stored;   
            = 'L':  Lower triangle of A is stored.   

    N       (input) INTEGER   
            The order of the matrix A.  N >= 0.   

    KD      (input) INTEGER   
            The number of superdiagonals of the matrix A if UPLO = 'U',   
            or the number of subdiagonals if UPLO = 'L'.  KD >= 0.   

    AB      (input/output) COMPLEX array, dimension (LDAB, N)   
            On entry, the upper or lower triangle of the Hermitian band   
            matrix A, stored in the first KD+1 rows of the array.  The   
            j-th column of A is stored in the j-th column of the array AB   
            as follows:   
            if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;   
            if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).   

            On exit, AB is overwritten by values generated during the   
            reduction to tridiagonal form.  If UPLO = 'U', the first   
            superdiagonal and the diagonal of the tridiagonal matrix T   
            are returned in rows KD and KD+1 of AB, and if UPLO = 'L',   
            the diagonal and first subdiagonal of T are returned in the   
            first two rows of AB.   

    LDAB    (input) INTEGER   
            The leading dimension of the array AB.  LDAB >= KD + 1.   

    W       (output) REAL array, dimension (N)   
            If INFO = 0, the eigenvalues in ascending order.   

    Z       (output) COMPLEX array, dimension (LDZ, N)   
            If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal   
            eigenvectors of the matrix A, with the i-th column of Z   
            holding the eigenvector associated with W(i).   
            If JOBZ = 'N', then Z is not referenced.   

    LDZ     (input) INTEGER   
            The leading dimension of the array Z.  LDZ >= 1, and if   
            JOBZ = 'V', LDZ >= max(1,N).   

    WORK    (workspace) COMPLEX array, dimension (N)   

    RWORK   (workspace) REAL array, dimension (max(1,3*N-2))   

    INFO    (output) INTEGER   
            = 0:  successful exit.   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   
            > 0:  if INFO = i, the algorithm failed to converge; i   
                  off-diagonal elements of an intermediate tridiagonal   
                  form did not converge to zero.   

    =====================================================================   


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static real c_b11 = 1.f;
    static integer c__1 = 1;
    
    /* System generated locals */
    integer ab_dim1, ab_offset, z_dim1, z_offset, i__1;
    real r__1;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static integer inde;
    static real anrm;
    static integer imax;
    static real rmin, rmax, sigma;
    extern logical lsame_(char *, char *);
    static integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    static logical lower, wantz;
    extern doublereal clanhb_(char *, char *, integer *, integer *, complex *,
	     integer *, real *);
    static integer iscale;
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), chbtrd_(char *, char *, integer *, integer *, complex *, 
	    integer *, real *, real *, complex *, integer *, complex *, 
	    integer *);
    extern doublereal slamch_(char *);
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static real bignum;
    static integer indrwk;
    extern /* Subroutine */ int csteqr_(char *, integer *, real *, real *, 
	    complex *, integer *, real *, integer *), ssterf_(integer 
	    *, real *, real *, integer *);
    static real smlnum, eps;
#define z___subscr(a_1,a_2) (a_2)*z_dim1 + a_1
#define z___ref(a_1,a_2) z__[z___subscr(a_1,a_2)]
#define ab_subscr(a_1,a_2) (a_2)*ab_dim1 + a_1
#define ab_ref(a_1,a_2) ab[ab_subscr(a_1,a_2)]


    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1 * 1;
    ab -= ab_offset;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1 * 1;
    z__ -= z_offset;
    --work;
    --rwork;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    lower = lsame_(uplo, "L");

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
	*info = -1;
    } else if (! (lower || lsame_(uplo, "U"))) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*kd < 0) {
	*info = -4;
    } else if (*ldab < *kd + 1) {
	*info = -6;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -9;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHBEV ", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	if (lower) {
	    i__1 = ab_subscr(1, 1);
	    w[1] = ab[i__1].r;
	} else {
	    i__1 = ab_subscr(*kd + 1, 1);
	    w[1] = ab[i__1].r;
	}
	if (wantz) {
	    i__1 = z___subscr(1, 1);
	    z__[i__1].r = 1.f, z__[i__1].i = 0.f;
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);

/*     Scale matrix to allowable range, if necessary. */

    anrm = clanhb_("M", uplo, n, kd, &ab[ab_offset], ldab, &rwork[1]);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	if (lower) {
	    clascl_("B", kd, kd, &c_b11, &sigma, n, n, &ab[ab_offset], ldab, 
		    info);
	} else {
	    clascl_("Q", kd, kd, &c_b11, &sigma, n, n, &ab[ab_offset], ldab, 
		    info);
	}
    }

/*     Call CHBTRD to reduce Hermitian band matrix to tridiagonal form. */

    inde = 1;
    chbtrd_(jobz, uplo, n, kd, &ab[ab_offset], ldab, &w[1], &rwork[inde], &
	    z__[z_offset], ldz, &work[1], &iinfo);

/*     For eigenvalues only, call SSTERF.  For eigenvectors, call CSTEQR. */

    if (! wantz) {
	ssterf_(n, &w[1], &rwork[inde], info);
    } else {
	indrwk = inde + *n;
	csteqr_(jobz, n, &w[1], &rwork[inde], &z__[z_offset], ldz, &rwork[
		indrwk], info);
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (iscale == 1) {
	if (*info == 0) {
	    imax = *n;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

    return 0;

/*     End of CHBEV */

} /* chbev_ */
Example #30
0
 int cgelsy_(int *m, int *n, int *nrhs, complex *
	a, int *lda, complex *b, int *ldb, int *jpvt, float *rcond, 
	 int *rank, complex *work, int *lwork, float *rwork, int *
	info)
{
    /* System generated locals */
    int a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
    float r__1, r__2;
    complex q__1;

    /* Builtin functions */
    double c_abs(complex *);

    /* Local variables */
    int i__, j;
    complex c1, c2, s1, s2;
    int nb, mn, nb1, nb2, nb3, nb4;
    float anrm, bnrm, smin, smax;
    int iascl, ibscl;
    extern  int ccopy_(int *, complex *, int *, 
	    complex *, int *);
    int ismin, ismax;
    extern  int ctrsm_(char *, char *, char *, char *, 
	    int *, int *, complex *, complex *, int *, complex *, 
	    int *), claic1_(int *, 
	    int *, complex *, float *, complex *, complex *, float *, 
	    complex *, complex *);
    float wsize;
    extern  int cgeqp3_(int *, int *, complex *, 
	    int *, int *, complex *, complex *, int *, float *, 
	    int *), slabad_(float *, float *);
    extern double clange_(char *, int *, int *, complex *, 
	    int *, float *);
    extern  int clascl_(char *, int *, int *, float *, 
	    float *, int *, int *, complex *, int *, int *);
    extern double slamch_(char *);
    extern  int claset_(char *, int *, int *, complex 
	    *, complex *, complex *, int *), xerbla_(char *, 
	    int *);
    extern int ilaenv_(int *, char *, char *, int *, int *, 
	    int *, int *);
    float bignum;
    extern  int cunmqr_(char *, char *, int *, int *, 
	    int *, complex *, int *, complex *, complex *, int *, 
	    complex *, int *, int *);
    float sminpr, smaxpr, smlnum;
    extern  int cunmrz_(char *, char *, int *, int *, 
	    int *, int *, complex *, int *, complex *, complex *, 
	    int *, complex *, int *, int *);
    int lwkopt;
    int lquery;
    extern  int ctzrzf_(int *, int *, complex *, 
	    int *, complex *, complex *, int *, int *);


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CGELSY computes the minimum-norm solution to a complex linear least */
/*  squares problem: */
/*      minimize || A * X - B || */
/*  using a complete orthogonal factorization of A.  A is an M-by-N */
/*  matrix which may be rank-deficient. */

/*  Several right hand side vectors b and solution vectors x can be */
/*  handled in a single call; they are stored as the columns of the */
/*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution */
/*  matrix X. */

/*  The routine first computes a QR factorization with column pivoting: */
/*      A * P = Q * [ R11 R12 ] */
/*                  [  0  R22 ] */
/*  with R11 defined as the largest leading submatrix whose estimated */
/*  condition number is less than 1/RCOND.  The order of R11, RANK, */
/*  is the effective rank of A. */

/*  Then, R22 is considered to be negligible, and R12 is annihilated */
/*  by unitary transformations from the right, arriving at the */
/*  complete orthogonal factorization: */
/*     A * P = Q * [ T11 0 ] * Z */
/*                 [  0  0 ] */
/*  The minimum-norm solution is then */
/*     X = P * Z' [ inv(T11)*Q1'*B ] */
/*                [        0       ] */
/*  where Q1 consists of the first RANK columns of Q. */

/*  This routine is basically identical to the original xGELSX except */
/*  three differences: */
/*    o The permutation of matrix B (the right hand side) is faster and */
/*      more simple. */
/*    o The call to the subroutine xGEQPF has been substituted by the */
/*      the call to the subroutine xGEQP3. This subroutine is a Blas-3 */
/*      version of the QR factorization with column pivoting. */
/*    o Matrix B (the right hand side) is updated with Blas-3. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  NRHS    (input) INTEGER */
/*          The number of right hand sides, i.e., the number of */
/*          columns of matrices B and X. NRHS >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, the M-by-N matrix A. */
/*          On exit, A has been overwritten by details of its */
/*          complete orthogonal factorization. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= MAX(1,M). */

/*  B       (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*          On entry, the M-by-NRHS right hand side matrix B. */
/*          On exit, the N-by-NRHS solution matrix X. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. LDB >= MAX(1,M,N). */

/*  JPVT    (input/output) INTEGER array, dimension (N) */
/*          On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted */
/*          to the front of AP, otherwise column i is a free column. */
/*          On exit, if JPVT(i) = k, then the i-th column of A*P */
/*          was the k-th column of A. */

/*  RCOND   (input) REAL */
/*          RCOND is used to determine the effective rank of A, which */
/*          is defined as the order of the largest leading triangular */
/*          submatrix R11 in the QR factorization with pivoting of A, */
/*          whose estimated condition number < 1/RCOND. */

/*  RANK    (output) INTEGER */
/*          The effective rank of A, i.e., the order of the submatrix */
/*          R11.  This is the same as the order of the submatrix T11 */
/*          in the complete orthogonal factorization of A. */

/*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          The unblocked strategy requires that: */
/*            LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS ) */
/*          where MN = MIN(M,N). */
/*          The block algorithm requires that: */
/*            LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS ) */
/*          where NB is an upper bound on the blocksize returned */
/*          by ILAENV for the routines CGEQP3, CTZRZF, CTZRQF, CUNMQR, */
/*          and CUNMRZ. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  RWORK   (workspace) REAL array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA */
/*    E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain */
/*    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --jpvt;
    --work;
    --rwork;

    /* Function Body */
    mn = MIN(*m,*n);
    ismin = mn + 1;
    ismax = (mn << 1) + 1;

/*     Test the input arguments. */

    *info = 0;
    nb1 = ilaenv_(&c__1, "CGEQRF", " ", m, n, &c_n1, &c_n1);
    nb2 = ilaenv_(&c__1, "CGERQF", " ", m, n, &c_n1, &c_n1);
    nb3 = ilaenv_(&c__1, "CUNMQR", " ", m, n, nrhs, &c_n1);
    nb4 = ilaenv_(&c__1, "CUNMRQ", " ", m, n, nrhs, &c_n1);
/* Computing MAX */
    i__1 = MAX(nb1,nb2), i__1 = MAX(i__1,nb3);
    nb = MAX(i__1,nb4);
/* Computing MAX */
    i__1 = 1, i__2 = mn + (*n << 1) + nb * (*n + 1), i__1 = MAX(i__1,i__2), 
	    i__2 = (mn << 1) + nb * *nrhs;
    lwkopt = MAX(i__1,i__2);
    q__1.r = (float) lwkopt, q__1.i = 0.f;
    work[1].r = q__1.r, work[1].i = q__1.i;
    lquery = *lwork == -1;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < MAX(1,*m)) {
	*info = -5;
    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = MAX(1,*m);
	if (*ldb < MAX(i__1,*n)) {
	    *info = -7;
	} else /* if(complicated condition) */ {
/* Computing MAX */
	    i__1 = mn << 1, i__2 = *n + 1, i__1 = MAX(i__1,i__2), i__2 = mn + 
		    *nrhs;
	    if (*lwork < mn + MAX(i__1,i__2) && ! lquery) {
		*info = -12;
	    }
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CGELSY", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

/* Computing MIN */
    i__1 = MIN(*m,*n);
    if (MIN(i__1,*nrhs) == 0) {
	*rank = 0;
	return 0;
    }

/*     Get machine parameters */

    smlnum = slamch_("S") / slamch_("P");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale A, B if max entries outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, 
		info);
	iascl = 1;
    } else if (anrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, 
		info);
	iascl = 2;
    } else if (anrm == 0.f) {

/*        Matrix all zero. Return zero solution. */

	i__1 = MAX(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	*rank = 0;
	goto L70;
    }

    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb, 
		 info);
	ibscl = 1;
    } else if (bnrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

	clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb, 
		 info);
	ibscl = 2;
    }

/*     Compute QR factorization with column pivoting of A: */
/*        A * P = Q * R */

    i__1 = *lwork - mn;
    cgeqp3_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], &i__1, 
	     &rwork[1], info);
    i__1 = mn + 1;
    wsize = mn + work[i__1].r;

/*     complex workspace: MN+NB*(N+1). float workspace 2*N. */
/*     Details of Householder rotations stored in WORK(1:MN). */

/*     Determine RANK using incremental condition estimation */

    i__1 = ismin;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    i__1 = ismax;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    smax = c_abs(&a[a_dim1 + 1]);
    smin = smax;
    if (c_abs(&a[a_dim1 + 1]) == 0.f) {
	*rank = 0;
	i__1 = MAX(*m,*n);
	claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
	goto L70;
    } else {
	*rank = 1;
    }

L10:
    if (*rank < mn) {
	i__ = *rank + 1;
	claic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[
		i__ + i__ * a_dim1], &sminpr, &s1, &c1);
	claic1_(&c__1, rank, &work[ismax], &smax, &a[i__ * a_dim1 + 1], &a[
		i__ + i__ * a_dim1], &smaxpr, &s2, &c2);

	if (smaxpr * *rcond <= sminpr) {
	    i__1 = *rank;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = ismin + i__ - 1;
		i__3 = ismin + i__ - 1;
		q__1.r = s1.r * work[i__3].r - s1.i * work[i__3].i, q__1.i = 
			s1.r * work[i__3].i + s1.i * work[i__3].r;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
		i__2 = ismax + i__ - 1;
		i__3 = ismax + i__ - 1;
		q__1.r = s2.r * work[i__3].r - s2.i * work[i__3].i, q__1.i = 
			s2.r * work[i__3].i + s2.i * work[i__3].r;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
/* L20: */
	    }
	    i__1 = ismin + *rank;
	    work[i__1].r = c1.r, work[i__1].i = c1.i;
	    i__1 = ismax + *rank;
	    work[i__1].r = c2.r, work[i__1].i = c2.i;
	    smin = sminpr;
	    smax = smaxpr;
	    ++(*rank);
	    goto L10;
	}
    }

/*     complex workspace: 3*MN. */

/*     Logically partition R = [ R11 R12 ] */
/*                             [  0  R22 ] */
/*     where R11 = R(1:RANK,1:RANK) */

/*     [R11,R12] = [ T11, 0 ] * Y */

    if (*rank < *n) {
	i__1 = *lwork - (mn << 1);
	ctzrzf_(rank, n, &a[a_offset], lda, &work[mn + 1], &work[(mn << 1) + 
		1], &i__1, info);
    }

/*     complex workspace: 2*MN. */
/*     Details of Householder rotations stored in WORK(MN+1:2*MN) */

/*     B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */

    i__1 = *lwork - (mn << 1);
    cunmqr_("Left", "Conjugate transpose", m, nrhs, &mn, &a[a_offset], lda, &
	    work[1], &b[b_offset], ldb, &work[(mn << 1) + 1], &i__1, info);
/* Computing MAX */
    i__1 = (mn << 1) + 1;
    r__1 = wsize, r__2 = (mn << 1) + work[i__1].r;
    wsize = MAX(r__1,r__2);

/*     complex workspace: 2*MN+NB*NRHS. */

/*     B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */

    ctrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b2, &a[
	    a_offset], lda, &b[b_offset], ldb);

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	i__2 = *n;
	for (i__ = *rank + 1; i__ <= i__2; ++i__) {
	    i__3 = i__ + j * b_dim1;
	    b[i__3].r = 0.f, b[i__3].i = 0.f;
/* L30: */
	}
/* L40: */
    }

/*     B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */

    if (*rank < *n) {
	i__1 = *n - *rank;
	i__2 = *lwork - (mn << 1);
	cunmrz_("Left", "Conjugate transpose", n, nrhs, rank, &i__1, &a[
		a_offset], lda, &work[mn + 1], &b[b_offset], ldb, &work[(mn <<
		 1) + 1], &i__2, info);
    }

/*     complex workspace: 2*MN+NRHS. */

/*     B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = jpvt[i__];
	    i__4 = i__ + j * b_dim1;
	    work[i__3].r = b[i__4].r, work[i__3].i = b[i__4].i;
/* L50: */
	}
	ccopy_(n, &work[1], &c__1, &b[j * b_dim1 + 1], &c__1);
/* L60: */
    }

/*     complex workspace: N. */

/*     Undo scaling */

    if (iascl == 1) {
	clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb, 
		 info);
	clascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset], 
		lda, info);
    } else if (iascl == 2) {
	clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb, 
		 info);
	clascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset], 
		lda, info);
    }
    if (ibscl == 1) {
	clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb, 
		 info);
    } else if (ibscl == 2) {
	clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb, 
		 info);
    }

L70:
    q__1.r = (float) lwkopt, q__1.i = 0.f;
    work[1].r = q__1.r, work[1].i = q__1.i;

    return 0;

/*     End of CGELSY */

} /* cgelsy_ */