/* Subroutine */ int dtgsna_(char *job, char *howmny, logical *select,
integer *n, doublereal *a, integer *lda, doublereal *b, integer *ldb,
doublereal *vl, integer *ldvl, doublereal *vr, integer *ldvr,
doublereal *s, doublereal *dif, integer *mm, integer *m, doublereal *
work, integer *lwork, integer *iwork, 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;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__, k;
doublereal c1, c2;
integer n1, n2, ks, iz;
doublereal eps, beta, cond;
extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
integer *);
logical pair;
integer ierr;
doublereal uhav, uhbv;
integer ifst;
doublereal lnrm;
integer ilst;
doublereal rnrm;
extern /* Subroutine */ int dlag2_(doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *);
extern doublereal dnrm2_(integer *, doublereal *, integer *);
doublereal root1, root2, scale;
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *);
doublereal uhavi, uhbvi, tmpii;
integer lwmin;
logical wants;
doublereal tmpir, tmpri, dummy[1], tmprr;
extern doublereal dlapy2_(doublereal *, doublereal *);
doublereal dummy1[1];
extern doublereal dlamch_(char *);
doublereal alphai, alphar;
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *),
xerbla_(char *, integer *), dtgexc_(logical *, logical *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, integer *, integer *,
integer *, doublereal *, integer *, integer *);
logical wantbh, wantdf, somcon;
doublereal alprqt;
extern /* Subroutine */ int dtgsyl_(char *, integer *, integer *, integer
*, doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
integer *, integer *, integer *);
doublereal smlnum;
logical lquery;
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DTGSNA estimates reciprocal condition numbers for specified */
/* eigenvalues and/or eigenvectors of a matrix pair (A, B) in */
/* generalized real Schur canonical form (or of any matrix pair */
/* (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where */
/* Z' denotes the transpose of Z. */
/* (A, B) must be in generalized real Schur form (as returned by DGGES), */
/* i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal */
/* blocks. B is upper triangular. */
/* Arguments */
/* ========= */
/* JOB (input) CHARACTER*1 */
/* Specifies whether condition numbers are required for */
/* eigenvalues (S) or eigenvectors (DIF): */
/* = 'E': for eigenvalues only (S); */
/* = 'V': for eigenvectors only (DIF); */
/* = 'B': for both eigenvalues and eigenvectors (S and DIF). */
/* HOWMNY (input) CHARACTER*1 */
/* = 'A': compute condition numbers for all eigenpairs; */
/* = 'S': compute condition numbers for selected eigenpairs */
/* specified by the array SELECT. */
/* SELECT (input) LOGICAL array, dimension (N) */
/* If HOWMNY = 'S', SELECT specifies the eigenpairs for which */
/* condition numbers are required. To select condition numbers */
/* for the eigenpair corresponding to a real eigenvalue w(j), */
/* SELECT(j) must be set to .TRUE.. To select condition numbers */
/* corresponding to a complex conjugate pair of eigenvalues w(j) */
/* and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be */
/* set to .TRUE.. */
/* If HOWMNY = 'A', SELECT is not referenced. */
/* N (input) INTEGER */
/* The order of the square matrix pair (A, B). N >= 0. */
/* A (input) DOUBLE PRECISION array, dimension (LDA,N) */
/* The upper quasi-triangular matrix A in the pair (A,B). */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* B (input) DOUBLE PRECISION array, dimension (LDB,N) */
/* The upper triangular matrix B in the pair (A,B). */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,N). */
/* VL (input) DOUBLE PRECISION array, dimension (LDVL,M) */
/* If JOB = 'E' or 'B', VL must contain left eigenvectors of */
/* (A, B), corresponding to the eigenpairs specified by HOWMNY */
/* and SELECT. The eigenvectors must be stored in consecutive */
/* columns of VL, as returned by DTGEVC. */
/* If JOB = 'V', VL is not referenced. */
/* LDVL (input) INTEGER */
/* The leading dimension of the array VL. LDVL >= 1. */
/* If JOB = 'E' or 'B', LDVL >= N. */
/* VR (input) DOUBLE PRECISION array, dimension (LDVR,M) */
/* If JOB = 'E' or 'B', VR must contain right eigenvectors of */
/* (A, B), corresponding to the eigenpairs specified by HOWMNY */
/* and SELECT. The eigenvectors must be stored in consecutive */
/* columns ov VR, as returned by DTGEVC. */
/* If JOB = 'V', VR is not referenced. */
/* LDVR (input) INTEGER */
/* The leading dimension of the array VR. LDVR >= 1. */
/* If JOB = 'E' or 'B', LDVR >= N. */
/* S (output) DOUBLE PRECISION array, dimension (MM) */
/* If JOB = 'E' or 'B', the reciprocal condition numbers of the */
/* selected eigenvalues, stored in consecutive elements of the */
/* array. For a complex conjugate pair of eigenvalues two */
/* consecutive elements of S are set to the same value. Thus */
/* S(j), DIF(j), and the j-th columns of VL and VR all */
/* correspond to the same eigenpair (but not in general the */
/* j-th eigenpair, unless all eigenpairs are selected). */
/* If JOB = 'V', S is not referenced. */
/* DIF (output) DOUBLE PRECISION array, dimension (MM) */
/* If JOB = 'V' or 'B', the estimated reciprocal condition */
/* numbers of the selected eigenvectors, stored in consecutive */
/* elements of the array. For a complex eigenvector two */
/* consecutive elements of DIF are set to the same value. If */
/* the eigenvalues cannot be reordered to compute DIF(j), DIF(j) */
/* is set to 0; this can only occur when the true value would be */
/* very small anyway. */
/* If JOB = 'E', DIF is not referenced. */
/* MM (input) INTEGER */
/* The number of elements in the arrays S and DIF. MM >= M. */
/* M (output) INTEGER */
/* The number of elements of the arrays S and DIF used to store */
/* the specified condition numbers; for each selected real */
/* eigenvalue one element is used, and for each selected complex */
/* conjugate pair of eigenvalues, two elements are used. */
/* If HOWMNY = 'A', M is set to N. */
/* WORK (workspace/output) DOUBLE PRECISION 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,N). */
/* If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16. */
/* 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. */
/* IWORK (workspace) INTEGER array, dimension (N + 6) */
/* If JOB = 'E', IWORK is not referenced. */
/* INFO (output) INTEGER */
/* =0: Successful exit */
/* <0: If INFO = -i, the i-th argument had an illegal value */
/* Further Details */
/* =============== */
/* The reciprocal of the condition number of a generalized eigenvalue */
/* w = (a, b) is defined as */
/* S(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v)) */
/* where u and v are the left and right eigenvectors of (A, B) */
/* corresponding to w; |z| denotes the absolute value of the complex */
/* number, and norm(u) denotes the 2-norm of the vector u. */
/* The pair (a, b) corresponds to an eigenvalue w = a/b (= u'Av/u'Bv) */
/* of the matrix pair (A, B). If both a and b equal zero, then (A B) is */
/* singular and S(I) = -1 is returned. */
/* 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(A, B) / S(I) */
/* where EPS is the machine precision. */
/* The reciprocal of the condition number DIF(i) of right eigenvector u */
/* and left eigenvector v corresponding to the generalized eigenvalue w */
/* is defined as follows: */
/* a) If the i-th eigenvalue w = (a,b) is real */
/* Suppose U and V are orthogonal transformations such that */
/* U'*(A, B)*V = (S, T) = ( a * ) ( b * ) 1 */
/* ( 0 S22 ),( 0 T22 ) n-1 */
/* 1 n-1 1 n-1 */
/* Then the reciprocal condition number DIF(i) is */
/* Difl((a, b), (S22, T22)) = sigma-min( Zl ), */
/* where sigma-min(Zl) denotes the smallest singular value of the */
/* 2(n-1)-by-2(n-1) matrix */
/* Zl = [ kron(a, In-1) -kron(1, S22) ] */
/* [ kron(b, In-1) -kron(1, T22) ] . */
/* Here In-1 is the identity matrix of size n-1. kron(X, Y) is the */
/* Kronecker product between the matrices X and Y. */
/* Note that if the default method for computing DIF(i) is wanted */
/* (see DLATDF), then the parameter DIFDRI (see below) should be */
/* changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). */
/* See DTGSYL for more details. */
/* b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair, */
/* Suppose U and V are orthogonal transformations such that */
/* U'*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2 */
/* ( 0 S22 ),( 0 T22) n-2 */
/* 2 n-2 2 n-2 */
/* and (S11, T11) corresponds to the complex conjugate eigenvalue */
/* pair (w, conjg(w)). There exist unitary matrices U1 and V1 such */
/* that */
/* U1'*S11*V1 = ( s11 s12 ) and U1'*T11*V1 = ( t11 t12 ) */
/* ( 0 s22 ) ( 0 t22 ) */
/* where the generalized eigenvalues w = s11/t11 and */
/* conjg(w) = s22/t22. */
/* Then the reciprocal condition number DIF(i) is bounded by */
/* min( d1, max( 1, |real(s11)/real(s22)| )*d2 ) */
/* where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where */
/* Z1 is the complex 2-by-2 matrix */
/* Z1 = [ s11 -s22 ] */
/* [ t11 -t22 ], */
/* This is done by computing (using real arithmetic) the */
/* roots of the characteristical polynomial det(Z1' * Z1 - lambda I), */
/* where Z1' denotes the conjugate transpose of Z1 and det(X) denotes */
/* the determinant of X. */
/* and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an */
/* upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2) */
/* Z2 = [ kron(S11', In-2) -kron(I2, S22) ] */
/* [ kron(T11', In-2) -kron(I2, T22) ] */
/* Note that if the default method for computing DIF is wanted (see */
/* DLATDF), then the parameter DIFDRI (see below) should be changed */
/* from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL */
/* for more details. */
/* For each eigenvalue/vector specified by SELECT, DIF stores a */
/* Frobenius norm-based estimate of Difl. */
/* An approximate error bound for the i-th computed eigenvector VL(i) or */
/* VR(i) is given by */
/* EPS * norm(A, B) / DIF(i). */
/* See ref. [2-3] for more details and further references. */
/* Based on contributions by */
/* Bo Kagstrom and Peter Poromaa, Department of Computing Science, */
/* Umea University, S-901 87 Umea, Sweden. */
/* References */
/* ========== */
/* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the */
/* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in */
/* M.S. Moonen et al (eds), Linear Algebra for Large Scale and */
/* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. */
/* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified */
/* Eigenvalues of a Regular Matrix Pair (A, B) and Condition */
/* Estimation: Theory, Algorithms and Software, */
/* Report UMINF - 94.04, Department of Computing Science, Umea */
/* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working */
/* Note 87. To appear in Numerical Algorithms, 1996. */
/* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software */
/* for Solving the Generalized Sylvester Equation and Estimating the */
/* Separation between Regular Matrix Pairs, Report UMINF - 93.23, */
/* Department of Computing Science, Umea University, S-901 87 Umea, */
/* Sweden, December 1993, Revised April 1994, Also as LAPACK Working */
/* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, */
/* No 1, 1996. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters */
/* Parameter adjustments */
--select;
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--s;
--dif;
--work;
--iwork;
/* Function Body */
wantbh = lsame_(job, "B");
wants = lsame_(job, "E") || wantbh;
wantdf = lsame_(job, "V") || wantbh;
somcon = lsame_(howmny, "S");
*info = 0;
lquery = *lwork == -1;
if (! wants && ! wantdf) {
*info = -1;
} else if (! lsame_(howmny, "A") && ! somcon) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*lda < max(1,*n)) {
*info = -6;
} else if (*ldb < max(1,*n)) {
*info = -8;
} else if (wants && *ldvl < *n) {
*info = -10;
} else if (wants && *ldvr < *n) {
*info = -12;
} else {
/* Set M to the number of eigenpairs for which condition numbers */
/* are required, and test MM. */
if (somcon) {
*m = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
} else {
if (k < *n) {
if (a[k + 1 + k * a_dim1] == 0.) {
if (select[k]) {
++(*m);
}
} else {
pair = TRUE_;
if (select[k] || select[k + 1]) {
*m += 2;
}
}
} else {
if (select[*n]) {
++(*m);
}
}
}
/* L10: */
}
} else {
*m = *n;
}
if (*n == 0) {
lwmin = 1;
} else if (lsame_(job, "V") || lsame_(job,
"B")) {
lwmin = (*n << 1) * (*n + 2) + 16;
} else {
lwmin = *n;
}
work[1] = (doublereal) lwmin;
if (*mm < *m) {
*info = -15;
} else if (*lwork < lwmin && ! lquery) {
*info = -18;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DTGSNA", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Get machine constants */
eps = dlamch_("P");
smlnum = dlamch_("S") / eps;
ks = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
/* Determine whether A(k,k) begins a 1-by-1 or 2-by-2 block. */
if (pair) {
pair = FALSE_;
goto L20;
} else {
if (k < *n) {
pair = a[k + 1 + k * a_dim1] != 0.;
}
}
/* Determine whether condition numbers are required for the k-th */
/* eigenpair. */
if (somcon) {
if (pair) {
if (! select[k] && ! select[k + 1]) {
goto L20;
}
} else {
if (! select[k]) {
goto L20;
}
}
}
++ks;
if (wants) {
/* Compute the reciprocal condition number of the k-th */
/* eigenvalue. */
if (pair) {
/* Complex eigenvalue pair. */
d__1 = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
d__2 = dnrm2_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1);
rnrm = dlapy2_(&d__1, &d__2);
d__1 = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
d__2 = dnrm2_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1);
lnrm = dlapy2_(&d__1, &d__2);
dgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[ks * vr_dim1
+ 1], &c__1, &c_b21, &work[1], &c__1);
tmprr = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
c__1);
tmpri = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
&c__1);
dgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[(ks + 1) *
vr_dim1 + 1], &c__1, &c_b21, &work[1], &c__1);
tmpii = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
&c__1);
tmpir = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
c__1);
uhav = tmprr + tmpii;
uhavi = tmpir - tmpri;
dgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[ks * vr_dim1
+ 1], &c__1, &c_b21, &work[1], &c__1);
tmprr = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
c__1);
tmpri = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
&c__1);
dgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[(ks + 1) *
vr_dim1 + 1], &c__1, &c_b21, &work[1], &c__1);
tmpii = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
&c__1);
tmpir = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
c__1);
uhbv = tmprr + tmpii;
uhbvi = tmpir - tmpri;
uhav = dlapy2_(&uhav, &uhavi);
uhbv = dlapy2_(&uhbv, &uhbvi);
cond = dlapy2_(&uhav, &uhbv);
s[ks] = cond / (rnrm * lnrm);
s[ks + 1] = s[ks];
} else {
/* Real eigenvalue. */
rnrm = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
lnrm = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
dgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[ks * vr_dim1
+ 1], &c__1, &c_b21, &work[1], &c__1);
uhav = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1)
;
dgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[ks * vr_dim1
+ 1], &c__1, &c_b21, &work[1], &c__1);
uhbv = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1)
;
cond = dlapy2_(&uhav, &uhbv);
if (cond == 0.) {
s[ks] = -1.;
} else {
s[ks] = cond / (rnrm * lnrm);
}
}
}
if (wantdf) {
if (*n == 1) {
dif[ks] = dlapy2_(&a[a_dim1 + 1], &b[b_dim1 + 1]);
goto L20;
}
/* Estimate the reciprocal condition number of the k-th */
/* eigenvectors. */
if (pair) {
/* Copy the 2-by 2 pencil beginning at (A(k,k), B(k, k)). */
/* Compute the eigenvalue(s) at position K. */
work[1] = a[k + k * a_dim1];
work[2] = a[k + 1 + k * a_dim1];
work[3] = a[k + (k + 1) * a_dim1];
work[4] = a[k + 1 + (k + 1) * a_dim1];
work[5] = b[k + k * b_dim1];
work[6] = b[k + 1 + k * b_dim1];
work[7] = b[k + (k + 1) * b_dim1];
work[8] = b[k + 1 + (k + 1) * b_dim1];
d__1 = smlnum * eps;
dlag2_(&work[1], &c__2, &work[5], &c__2, &d__1, &beta, dummy1,
&alphar, dummy, &alphai);
alprqt = 1.;
c1 = (alphar * alphar + alphai * alphai + beta * beta) * 2.;
c2 = beta * 4. * beta * alphai * alphai;
root1 = c1 + sqrt(c1 * c1 - c2 * 4.);
root2 = c2 / root1;
root1 /= 2.;
/* Computing MIN */
d__1 = sqrt(root1), d__2 = sqrt(root2);
cond = min(d__1,d__2);
}
/* Copy the matrix (A, B) to the array WORK and swap the */
/* diagonal block beginning at A(k,k) to the (1,1) position. */
dlacpy_("Full", n, n, &a[a_offset], lda, &work[1], n);
dlacpy_("Full", n, n, &b[b_offset], ldb, &work[*n * *n + 1], n);
ifst = k;
ilst = 1;
i__2 = *lwork - (*n << 1) * *n;
dtgexc_(&c_false, &c_false, n, &work[1], n, &work[*n * *n + 1], n,
dummy, &c__1, dummy1, &c__1, &ifst, &ilst, &work[(*n * *
n << 1) + 1], &i__2, &ierr);
if (ierr > 0) {
/* Ill-conditioned problem - swap rejected. */
dif[ks] = 0.;
} else {
/* Reordering successful, solve generalized Sylvester */
/* equation for R and L, */
/* A22 * R - L * A11 = A12 */
/* B22 * R - L * B11 = B12, */
/* and compute estimate of Difl((A11,B11), (A22, B22)). */
n1 = 1;
if (work[2] != 0.) {
n1 = 2;
}
n2 = *n - n1;
if (n2 == 0) {
dif[ks] = cond;
} else {
i__ = *n * *n + 1;
iz = (*n << 1) * *n + 1;
i__2 = *lwork - (*n << 1) * *n;
dtgsyl_("N", &c__3, &n2, &n1, &work[*n * n1 + n1 + 1], n,
&work[1], n, &work[n1 + 1], n, &work[*n * n1 + n1
+ i__], n, &work[i__], n, &work[n1 + i__], n, &
scale, &dif[ks], &work[iz + 1], &i__2, &iwork[1],
&ierr);
if (pair) {
/* Computing MIN */
d__1 = max(1.,alprqt) * dif[ks];
dif[ks] = min(d__1,cond);
}
}
}
if (pair) {
dif[ks + 1] = dif[ks];
}
}
if (pair) {
++ks;
}
L20:
;
}
work[1] = (doublereal) lwmin;
return 0;
/* End of DTGSNA */
} /* dtgsna_ */
/* Subroutine */ int dlagv2_(doublereal *a, integer *lda, doublereal *b,
integer *ldb, doublereal *alphar, doublereal *alphai, doublereal *
beta, doublereal *csl, doublereal *snl, doublereal *csr, doublereal *
snr)
{
/* -- LAPACK auxiliary 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
=======
DLAGV2 computes the Generalized Schur factorization of a real 2-by-2
matrix pencil (A,B) where B is upper triangular. This routine
computes orthogonal (rotation) matrices given by CSL, SNL and CSR,
SNR such that
1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0
types), then
[ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
[ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
[ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
[ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ],
2) if the pencil (A,B) has a pair of complex conjugate eigenvalues,
then
[ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
[ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
[ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
[ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ]
where b11 >= b22 > 0.
Arguments
=========
A (input/output) DOUBLE PRECISION array, dimension (LDA, 2)
On entry, the 2 x 2 matrix A.
On exit, A is overwritten by the ``A-part'' of the
generalized Schur form.
LDA (input) INTEGER
THe leading dimension of the array A. LDA >= 2.
B (input/output) DOUBLE PRECISION array, dimension (LDB, 2)
On entry, the upper triangular 2 x 2 matrix B.
On exit, B is overwritten by the ``B-part'' of the
generalized Schur form.
LDB (input) INTEGER
THe leading dimension of the array B. LDB >= 2.
ALPHAR (output) DOUBLE PRECISION array, dimension (2)
ALPHAI (output) DOUBLE PRECISION array, dimension (2)
BETA (output) DOUBLE PRECISION array, dimension (2)
(ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the
pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may
be zero.
CSL (output) DOUBLE PRECISION
The cosine of the left rotation matrix.
SNL (output) DOUBLE PRECISION
The sine of the left rotation matrix.
CSR (output) DOUBLE PRECISION
The cosine of the right rotation matrix.
SNR (output) DOUBLE PRECISION
The sine of the right rotation matrix.
Further Details
===============
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
=====================================================================
Parameter adjustments */
/* Table of constant values */
static integer c__2 = 2;
static integer c__1 = 1;
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Local variables */
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dlag2_(
doublereal *, integer *, doublereal *, integer *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *);
static doublereal r__, t, anorm, bnorm, h1, h2, h3, scale1, scale2;
extern /* Subroutine */ int dlasv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
extern doublereal dlapy2_(doublereal *, doublereal *);
static doublereal ascale, bscale;
extern doublereal dlamch_(char *);
static doublereal wi, qq, rr, safmin;
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
static doublereal wr1, wr2, ulp;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1 * 1;
b -= b_offset;
--alphar;
--alphai;
--beta;
/* Function Body */
safmin = dlamch_("S");
ulp = dlamch_("P");
/* Scale A
Computing MAX */
d__5 = (d__1 = a_ref(1, 1), abs(d__1)) + (d__2 = a_ref(2, 1), abs(d__2)),
d__6 = (d__3 = a_ref(1, 2), abs(d__3)) + (d__4 = a_ref(2, 2), abs(
d__4)), d__5 = max(d__5,d__6);
anorm = max(d__5,safmin);
ascale = 1. / anorm;
a_ref(1, 1) = ascale * a_ref(1, 1);
a_ref(1, 2) = ascale * a_ref(1, 2);
a_ref(2, 1) = ascale * a_ref(2, 1);
a_ref(2, 2) = ascale * a_ref(2, 2);
/* Scale B
Computing MAX */
d__4 = (d__3 = b_ref(1, 1), abs(d__3)), d__5 = (d__1 = b_ref(1, 2), abs(
d__1)) + (d__2 = b_ref(2, 2), abs(d__2)), d__4 = max(d__4,d__5);
bnorm = max(d__4,safmin);
bscale = 1. / bnorm;
b_ref(1, 1) = bscale * b_ref(1, 1);
b_ref(1, 2) = bscale * b_ref(1, 2);
b_ref(2, 2) = bscale * b_ref(2, 2);
/* Check if A can be deflated */
if ((d__1 = a_ref(2, 1), abs(d__1)) <= ulp) {
*csl = 1.;
*snl = 0.;
*csr = 1.;
*snr = 0.;
a_ref(2, 1) = 0.;
b_ref(2, 1) = 0.;
/* Check if B is singular */
} else if ((d__1 = b_ref(1, 1), abs(d__1)) <= ulp) {
dlartg_(&a_ref(1, 1), &a_ref(2, 1), csl, snl, &r__);
*csr = 1.;
*snr = 0.;
drot_(&c__2, &a_ref(1, 1), lda, &a_ref(2, 1), lda, csl, snl);
drot_(&c__2, &b_ref(1, 1), ldb, &b_ref(2, 1), ldb, csl, snl);
a_ref(2, 1) = 0.;
b_ref(1, 1) = 0.;
b_ref(2, 1) = 0.;
} else if ((d__1 = b_ref(2, 2), abs(d__1)) <= ulp) {
dlartg_(&a_ref(2, 2), &a_ref(2, 1), csr, snr, &t);
*snr = -(*snr);
drot_(&c__2, &a_ref(1, 1), &c__1, &a_ref(1, 2), &c__1, csr, snr);
drot_(&c__2, &b_ref(1, 1), &c__1, &b_ref(1, 2), &c__1, csr, snr);
*csl = 1.;
*snl = 0.;
a_ref(2, 1) = 0.;
b_ref(2, 1) = 0.;
b_ref(2, 2) = 0.;
} else {
/* B is nonsingular, first compute the eigenvalues of (A,B) */
dlag2_(&a[a_offset], lda, &b[b_offset], ldb, &safmin, &scale1, &
scale2, &wr1, &wr2, &wi);
if (wi == 0.) {
/* two real eigenvalues, compute s*A-w*B */
h1 = scale1 * a_ref(1, 1) - wr1 * b_ref(1, 1);
h2 = scale1 * a_ref(1, 2) - wr1 * b_ref(1, 2);
h3 = scale1 * a_ref(2, 2) - wr1 * b_ref(2, 2);
rr = dlapy2_(&h1, &h2);
d__1 = scale1 * a_ref(2, 1);
qq = dlapy2_(&d__1, &h3);
if (rr > qq) {
/* find right rotation matrix to zero 1,1 element of
(sA - wB) */
dlartg_(&h2, &h1, csr, snr, &t);
} else {
/* find right rotation matrix to zero 2,1 element of
(sA - wB) */
d__1 = scale1 * a_ref(2, 1);
dlartg_(&h3, &d__1, csr, snr, &t);
}
*snr = -(*snr);
drot_(&c__2, &a_ref(1, 1), &c__1, &a_ref(1, 2), &c__1, csr, snr);
drot_(&c__2, &b_ref(1, 1), &c__1, &b_ref(1, 2), &c__1, csr, snr);
/* compute inf norms of A and B
Computing MAX */
d__5 = (d__1 = a_ref(1, 1), abs(d__1)) + (d__2 = a_ref(1, 2), abs(
d__2)), d__6 = (d__3 = a_ref(2, 1), abs(d__3)) + (d__4 =
a_ref(2, 2), abs(d__4));
h1 = max(d__5,d__6);
/* Computing MAX */
d__5 = (d__1 = b_ref(1, 1), abs(d__1)) + (d__2 = b_ref(1, 2), abs(
d__2)), d__6 = (d__3 = b_ref(2, 1), abs(d__3)) + (d__4 =
b_ref(2, 2), abs(d__4));
h2 = max(d__5,d__6);
if (scale1 * h1 >= abs(wr1) * h2) {
/* find left rotation matrix Q to zero out B(2,1) */
dlartg_(&b_ref(1, 1), &b_ref(2, 1), csl, snl, &r__);
} else {
/* find left rotation matrix Q to zero out A(2,1) */
dlartg_(&a_ref(1, 1), &a_ref(2, 1), csl, snl, &r__);
}
drot_(&c__2, &a_ref(1, 1), lda, &a_ref(2, 1), lda, csl, snl);
drot_(&c__2, &b_ref(1, 1), ldb, &b_ref(2, 1), ldb, csl, snl);
a_ref(2, 1) = 0.;
b_ref(2, 1) = 0.;
} else {
/* a pair of complex conjugate eigenvalues
first compute the SVD of the matrix B */
dlasv2_(&b_ref(1, 1), &b_ref(1, 2), &b_ref(2, 2), &r__, &t, snr,
csr, snl, csl);
/* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and
Z is right rotation matrix computed from DLASV2 */
drot_(&c__2, &a_ref(1, 1), lda, &a_ref(2, 1), lda, csl, snl);
drot_(&c__2, &b_ref(1, 1), ldb, &b_ref(2, 1), ldb, csl, snl);
drot_(&c__2, &a_ref(1, 1), &c__1, &a_ref(1, 2), &c__1, csr, snr);
drot_(&c__2, &b_ref(1, 1), &c__1, &b_ref(1, 2), &c__1, csr, snr);
b_ref(2, 1) = 0.;
b_ref(1, 2) = 0.;
}
}
/* Unscaling */
a_ref(1, 1) = anorm * a_ref(1, 1);
a_ref(2, 1) = anorm * a_ref(2, 1);
a_ref(1, 2) = anorm * a_ref(1, 2);
a_ref(2, 2) = anorm * a_ref(2, 2);
b_ref(1, 1) = bnorm * b_ref(1, 1);
b_ref(2, 1) = bnorm * b_ref(2, 1);
b_ref(1, 2) = bnorm * b_ref(1, 2);
b_ref(2, 2) = bnorm * b_ref(2, 2);
if (wi == 0.) {
alphar[1] = a_ref(1, 1);
alphar[2] = a_ref(2, 2);
alphai[1] = 0.;
alphai[2] = 0.;
beta[1] = b_ref(1, 1);
beta[2] = b_ref(2, 2);
} else {
alphar[1] = anorm * wr1 / scale1 / bnorm;
alphai[1] = anorm * wi / scale1 / bnorm;
alphar[2] = alphar[1];
alphai[2] = -alphai[1];
beta[1] = 1.;
beta[2] = 1.;
}
/* L10: */
return 0;
/* End of DLAGV2 */
} /* dlagv2_ */
/*< >*/
/* Subroutine */ int dtgsen_(integer *ijob, logical *wantq, logical *wantz,
logical *select, integer *n, doublereal *a, integer *lda, doublereal *
b, integer *ldb, doublereal *alphar, doublereal *alphai, doublereal *
beta, doublereal *q, integer *ldq, doublereal *z__, integer *ldz,
integer *m, doublereal *pl, doublereal *pr, doublereal *dif,
doublereal *work, integer *lwork, integer *iwork, integer *liwork,
integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1,
z_offset, i__1, i__2;
doublereal d__1;
/* Builtin functions */
double sqrt(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
integer i__, k, n1, n2, kk, ks, mn2, ijb;
doublereal eps;
integer kase;
logical pair;
integer ierr;
doublereal dsum;
logical swap;
extern /* Subroutine */ int dlag2_(doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *);
logical wantd;
integer lwmin;
logical wantp, wantd1, wantd2;
extern doublereal dlamch_(char *, ftnlen);
doublereal dscale;
extern /* Subroutine */ int dlacon_(integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *);
doublereal rdscal;
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, ftnlen),
xerbla_(char *, integer *, ftnlen), dtgexc_(logical *, logical *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, integer *, integer *,
integer *, doublereal *, integer *, integer *), dlassq_(integer *,
doublereal *, integer *, doublereal *, doublereal *);
integer liwmin;
extern /* Subroutine */ int dtgsyl_(char *, integer *, integer *, integer
*, doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
integer *, integer *, integer *, ftnlen);
doublereal smlnum;
logical lquery;
/* -- LAPACK 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 .. */
/*< LOGICAL WANTQ, WANTZ >*/
/*< >*/
/*< DOUBLE PRECISION PL, PR >*/
/* .. */
/* .. Array Arguments .. */
/*< LOGICAL SELECT( * ) >*/
/*< INTEGER IWORK( * ) >*/
/*< >*/
/* .. */
/* Purpose */
/* ======= */
/* DTGSEN reorders the generalized real Schur decomposition of a real */
/* matrix pair (A, B) (in terms of an orthonormal equivalence trans- */
/* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues */
/* appears in the leading diagonal blocks of the upper quasi-triangular */
/* matrix A and the upper triangular B. The leading columns of Q and */
/* Z form orthonormal bases of the corresponding left and right eigen- */
/* spaces (deflating subspaces). (A, B) must be in generalized real */
/* Schur canonical form (as returned by DGGES), i.e. A is block upper */
/* triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper */
/* triangular. */
/* DTGSEN also computes the generalized eigenvalues */
/* w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j) */
/* of the reordered matrix pair (A, B). */
/* Optionally, DTGSEN computes the estimates of reciprocal condition */
/* numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11), */
/* (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s) */
/* between the matrix pairs (A11, B11) and (A22,B22) that correspond to */
/* the selected cluster and the eigenvalues outside the cluster, resp., */
/* and norms of "projections" onto left and right eigenspaces w.r.t. */
/* the selected cluster in the (1,1)-block. */
/* Arguments */
/* ========= */
/* IJOB (input) INTEGER */
/* Specifies whether condition numbers are required for the */
/* cluster of eigenvalues (PL and PR) or the deflating subspaces */
/* (Difu and Difl): */
/* =0: Only reorder w.r.t. SELECT. No extras. */
/* =1: Reciprocal of norms of "projections" onto left and right */
/* eigenspaces w.r.t. the selected cluster (PL and PR). */
/* =2: Upper bounds on Difu and Difl. F-norm-based estimate */
/* (DIF(1:2)). */
/* =3: Estimate of Difu and Difl. 1-norm-based estimate */
/* (DIF(1:2)). */
/* About 5 times as expensive as IJOB = 2. */
/* =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic */
/* version to get it all. */
/* =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above) */
/* WANTQ (input) LOGICAL */
/* .TRUE. : update the left transformation matrix Q; */
/* .FALSE.: do not update Q. */
/* WANTZ (input) LOGICAL */
/* .TRUE. : update the right transformation matrix Z; */
/* .FALSE.: do not update Z. */
/* SELECT (input) LOGICAL array, dimension (N) */
/* SELECT specifies the eigenvalues in the selected cluster. */
/* To select a real eigenvalue w(j), SELECT(j) must be set to */
/* .TRUE.. To select a complex conjugate pair of eigenvalues */
/* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, */
/* either SELECT(j) or SELECT(j+1) or both must be set to */
/* .TRUE.; a complex conjugate pair of eigenvalues must be */
/* either both included in the cluster or both excluded. */
/* N (input) INTEGER */
/* The order of the matrices A and B. N >= 0. */
/* A (input/output) DOUBLE PRECISION array, dimension(LDA,N) */
/* On entry, the upper quasi-triangular matrix A, with (A, B) in */
/* generalized real Schur canonical form. */
/* On exit, A is overwritten by the reordered matrix A. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* B (input/output) DOUBLE PRECISION array, dimension(LDB,N) */
/* On entry, the upper triangular matrix B, with (A, B) in */
/* generalized real Schur canonical form. */
/* On exit, B is overwritten by the reordered matrix B. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,N). */
/* ALPHAR (output) DOUBLE PRECISION array, dimension (N) */
/* ALPHAI (output) DOUBLE PRECISION array, dimension (N) */
/* BETA (output) DOUBLE PRECISION array, dimension (N) */
/* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will */
/* be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i */
/* and BETA(j),j=1,...,N are the diagonals of the complex Schur */
/* form (S,T) that would result if the 2-by-2 diagonal blocks of */
/* the real generalized Schur form of (A,B) were further reduced */
/* to triangular form using complex unitary transformations. */
/* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if */
/* positive, then the j-th and (j+1)-st eigenvalues are a */
/* complex conjugate pair, with ALPHAI(j+1) negative. */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/* On entry, if WANTQ = .TRUE., Q is an N-by-N matrix. */
/* On exit, Q has been postmultiplied by the left orthogonal */
/* transformation matrix which reorder (A, B); The leading M */
/* columns of Q form orthonormal bases for the specified pair of */
/* left eigenspaces (deflating subspaces). */
/* If WANTQ = .FALSE., Q is not referenced. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. LDQ >= 1; */
/* and if WANTQ = .TRUE., LDQ >= N. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) */
/* On entry, if WANTZ = .TRUE., Z is an N-by-N matrix. */
/* On exit, Z has been postmultiplied by the left orthogonal */
/* transformation matrix which reorder (A, B); The leading M */
/* columns of Z form orthonormal bases for the specified pair of */
/* left eigenspaces (deflating subspaces). */
/* If WANTZ = .FALSE., Z is not referenced. */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. LDZ >= 1; */
/* If WANTZ = .TRUE., LDZ >= N. */
/* M (output) INTEGER */
/* The dimension of the specified pair of left and right eigen- */
/* spaces (deflating subspaces). 0 <= M <= N. */
/* PL, PR (output) DOUBLE PRECISION */
/* If IJOB = 1, 4 or 5, PL, PR are lower bounds on the */
/* reciprocal of the norm of "projections" onto left and right */
/* eigenspaces with respect to the selected cluster. */
/* 0 < PL, PR <= 1. */
/* If M = 0 or M = N, PL = PR = 1. */
/* If IJOB = 0, 2 or 3, PL and PR are not referenced. */
/* DIF (output) DOUBLE PRECISION array, dimension (2). */
/* If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl. */
/* If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on */
/* Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based */
/* estimates of Difu and Difl. */
/* If M = 0 or N, DIF(1:2) = F-norm([A, B]). */
/* If IJOB = 0 or 1, DIF is not referenced. */
/* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) */
/* IF IJOB = 0, WORK is not referenced. Otherwise, */
/* on exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. LWORK >= 4*N+16. */
/* If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)). */
/* If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)). */
/* 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. */
/* IWORK (workspace/output) INTEGER array, dimension (LIWORK) */
/* IF IJOB = 0, IWORK is not referenced. Otherwise, */
/* on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */
/* LIWORK (input) INTEGER */
/* The dimension of the array IWORK. LIWORK >= 1. */
/* If IJOB = 1, 2 or 4, LIWORK >= N+6. */
/* If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6). */
/* If LIWORK = -1, then a workspace query is assumed; the */
/* routine only calculates the optimal size of the IWORK array, */
/* returns this value as the first entry of the IWORK array, and */
/* no error message related to LIWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* =0: Successful exit. */
/* <0: If INFO = -i, the i-th argument had an illegal value. */
/* =1: Reordering of (A, B) failed because the transformed */
/* matrix pair (A, B) would be too far from generalized */
/* Schur form; the problem is very ill-conditioned. */
/* (A, B) may have been partially reordered. */
/* If requested, 0 is returned in DIF(*), PL and PR. */
/* Further Details */
/* =============== */
/* DTGSEN first collects the selected eigenvalues by computing */
/* orthogonal U and W that move them to the top left corner of (A, B). */
/* In other words, the selected eigenvalues are the eigenvalues of */
/* (A11, B11) in: */
/* U'*(A, B)*W = (A11 A12) (B11 B12) n1 */
/* ( 0 A22),( 0 B22) n2 */
/* n1 n2 n1 n2 */
/* where N = n1+n2 and U' means the transpose of U. The first n1 columns */
/* of U and W span the specified pair of left and right eigenspaces */
/* (deflating subspaces) of (A, B). */
/* If (A, B) has been obtained from the generalized real Schur */
/* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the */
/* reordered generalized real Schur form of (C, D) is given by */
/* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)', */
/* and the first n1 columns of Q*U and Z*W span the corresponding */
/* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). */
/* Note that if the selected eigenvalue is sufficiently ill-conditioned, */
/* then its value may differ significantly from its value before */
/* reordering. */
/* The reciprocal condition numbers of the left and right eigenspaces */
/* spanned by the first n1 columns of U and W (or Q*U and Z*W) may */
/* be returned in DIF(1:2), corresponding to Difu and Difl, resp. */
/* The Difu and Difl are defined as: */
/* Difu[(A11, B11), (A22, B22)] = sigma-min( Zu ) */
/* and */
/* Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)], */
/* where sigma-min(Zu) is the smallest singular value of the */
/* (2*n1*n2)-by-(2*n1*n2) matrix */
/* Zu = [ kron(In2, A11) -kron(A22', In1) ] */
/* [ kron(In2, B11) -kron(B22', In1) ]. */
/* Here, Inx is the identity matrix of size nx and A22' is the */
/* transpose of A22. kron(X, Y) is the Kronecker product between */
/* the matrices X and Y. */
/* When DIF(2) is small, small changes in (A, B) can cause large changes */
/* in the deflating subspace. An approximate (asymptotic) bound on the */
/* maximum angular error in the computed deflating subspaces is */
/* EPS * norm((A, B)) / DIF(2), */
/* where EPS is the machine precision. */
/* The reciprocal norm of the projectors on the left and right */
/* eigenspaces associated with (A11, B11) may be returned in PL and PR. */
/* They are computed as follows. First we compute L and R so that */
/* P*(A, B)*Q is block diagonal, where */
/* P = ( I -L ) n1 Q = ( I R ) n1 */
/* ( 0 I ) n2 and ( 0 I ) n2 */
/* n1 n2 n1 n2 */
/* and (L, R) is the solution to the generalized Sylvester equation */
/* A11*R - L*A22 = -A12 */
/* B11*R - L*B22 = -B12 */
/* Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2). */
/* An approximate (asymptotic) bound on the average absolute error of */
/* the selected eigenvalues is */
/* EPS * norm((A, B)) / PL. */
/* There are also global error bounds which valid for perturbations up */
/* to a certain restriction: A lower bound (x) on the smallest */
/* F-norm(E,F) for which an eigenvalue of (A11, B11) may move and */
/* coalesce with an eigenvalue of (A22, B22) under perturbation (E,F), */
/* (i.e. (A + E, B + F), is */
/* x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)). */
/* An approximate bound on x can be computed from DIF(1:2), PL and PR. */
/* If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed */
/* (L', R') and unperturbed (L, R) left and right deflating subspaces */
/* associated with the selected cluster in the (1,1)-blocks can be */
/* bounded as */
/* max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2)) */
/* max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2)) */
/* See LAPACK User's Guide section 4.11 or the following references */
/* for more information. */
/* Note that if the default method for computing the Frobenius-norm- */
/* based estimate DIF is not wanted (see DLATDF), then the parameter */
/* IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF */
/* (IJOB = 2 will be used)). See DTGSYL for more details. */
/* Based on contributions by */
/* Bo Kagstrom and Peter Poromaa, Department of Computing Science, */
/* Umea University, S-901 87 Umea, Sweden. */
/* References */
/* ========== */
/* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the */
/* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in */
/* M.S. Moonen et al (eds), Linear Algebra for Large Scale and */
/* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. */
/* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified */
/* Eigenvalues of a Regular Matrix Pair (A, B) and Condition */
/* Estimation: Theory, Algorithms and Software, */
/* Report UMINF - 94.04, Department of Computing Science, Umea */
/* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working */
/* Note 87. To appear in Numerical Algorithms, 1996. */
/* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software */
/* for Solving the Generalized Sylvester Equation and Estimating the */
/* Separation between Regular Matrix Pairs, Report UMINF - 93.23, */
/* Department of Computing Science, Umea University, S-901 87 Umea, */
/* Sweden, December 1993, Revised April 1994, Also as LAPACK Working */
/* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, */
/* 1996. */
/* ===================================================================== */
/* .. Parameters .. */
/*< INTEGER IDIFJB >*/
/*< PARAMETER ( IDIFJB = 3 ) >*/
/*< DOUBLE PRECISION ZERO, ONE >*/
/*< PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) >*/
/* .. */
/* .. Local Scalars .. */
/*< >*/
/*< >*/
/*< DOUBLE PRECISION DSCALE, DSUM, EPS, RDSCAL, SMLNUM >*/
/* .. */
/* .. External Subroutines .. */
/*< >*/
/* .. */
/* .. External Functions .. */
/*< DOUBLE PRECISION DLAMCH >*/
/*< EXTERNAL DLAMCH >*/
/* .. */
/* .. Intrinsic Functions .. */
/*< INTRINSIC MAX, SIGN, SQRT >*/
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters */
/*< INFO = 0 >*/
/* Parameter adjustments */
--select;
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--alphar;
--alphai;
--beta;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
--dif;
--work;
--iwork;
/* Function Body */
*info = 0;
/*< LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 ) >*/
lquery = *lwork == -1 || *liwork == -1;
/*< IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN >*/
if (*ijob < 0 || *ijob > 5) {
/*< INFO = -1 >*/
*info = -1;
/*< ELSE IF( N.LT.0 ) THEN >*/
} else if (*n < 0) {
/*< INFO = -5 >*/
*info = -5;
/*< ELSE IF( LDA.LT.MAX( 1, N ) ) THEN >*/
} else if (*lda < max(1,*n)) {
/*< INFO = -7 >*/
*info = -7;
/*< ELSE IF( LDB.LT.MAX( 1, N ) ) THEN >*/
} else if (*ldb < max(1,*n)) {
/*< INFO = -9 >*/
*info = -9;
/*< ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN >*/
} else if (*ldq < 1 || (*wantq && *ldq < *n)) {
/*< INFO = -14 >*/
*info = -14;
/*< ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN >*/
} else if (*ldz < 1 || (*wantz && *ldz < *n)) {
/*< INFO = -16 >*/
*info = -16;
/*< END IF >*/
}
/*< IF( INFO.NE.0 ) THEN >*/
if (*info != 0) {
/*< CALL XERBLA( 'DTGSEN', -INFO ) >*/
i__1 = -(*info);
xerbla_("DTGSEN", &i__1, (ftnlen)6);
/*< RETURN >*/
return 0;
/*< END IF >*/
}
/* Get machine constants */
/*< EPS = DLAMCH( 'P' ) >*/
eps = dlamch_("P", (ftnlen)1);
/*< SMLNUM = DLAMCH( 'S' ) / EPS >*/
smlnum = dlamch_("S", (ftnlen)1) / eps;
/*< IERR = 0 >*/
ierr = 0;
/*< WANTP = IJOB.EQ.1 .OR. IJOB.GE.4 >*/
wantp = *ijob == 1 || *ijob >= 4;
/*< WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4 >*/
wantd1 = *ijob == 2 || *ijob == 4;
/*< WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5 >*/
wantd2 = *ijob == 3 || *ijob == 5;
/*< WANTD = WANTD1 .OR. WANTD2 >*/
wantd = wantd1 || wantd2;
/* Set M to the dimension of the specified pair of deflating */
/* subspaces. */
/*< M = 0 >*/
*m = 0;
/*< PAIR = .FALSE. >*/
pair = FALSE_;
/*< DO 10 K = 1, N >*/
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
/*< IF( PAIR ) THEN >*/
if (pair) {
/*< PAIR = .FALSE. >*/
pair = FALSE_;
/*< ELSE >*/
} else {
/*< IF( K.LT.N ) THEN >*/
if (k < *n) {
/*< IF( A( K+1, K ).EQ.ZERO ) THEN >*/
if (a[k + 1 + k * a_dim1] == 0.) {
/*< >*/
if (select[k]) {
++(*m);
}
/*< ELSE >*/
} else {
/*< PAIR = .TRUE. >*/
pair = TRUE_;
/*< >*/
if (select[k] || select[k + 1]) {
*m += 2;
}
/*< END IF >*/
}
/*< ELSE >*/
} else {
/*< >*/
if (select[*n]) {
++(*m);
}
/*< END IF >*/
}
/*< END IF >*/
}
/*< 10 CONTINUE >*/
/* L10: */
}
/*< IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN >*/
if (*ijob == 1 || *ijob == 2 || *ijob == 4) {
/*< LWMIN = MAX( 1, 4*N+16, 2*M*( N-M ) ) >*/
/* Computing MAX */
i__1 = 1, i__2 = (*n << 2) + 16, i__1 = max(i__1,i__2), i__2 = (*m <<
1) * (*n - *m);
lwmin = max(i__1,i__2);
/*< LIWMIN = MAX( 1, N+6 ) >*/
/* Computing MAX */
i__1 = 1, i__2 = *n + 6;
liwmin = max(i__1,i__2);
/*< ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN >*/
} else if (*ijob == 3 || *ijob == 5) {
/*< LWMIN = MAX( 1, 4*N+16, 4*M*( N-M ) ) >*/
/* Computing MAX */
i__1 = 1, i__2 = (*n << 2) + 16, i__1 = max(i__1,i__2), i__2 = (*m <<
2) * (*n - *m);
lwmin = max(i__1,i__2);
/*< LIWMIN = MAX( 1, 2*M*( N-M ), N+6 ) >*/
/* Computing MAX */
i__1 = 1, i__2 = (*m << 1) * (*n - *m), i__1 = max(i__1,i__2), i__2 =
*n + 6;
liwmin = max(i__1,i__2);
/*< ELSE >*/
} else {
/*< LWMIN = MAX( 1, 4*N+16 ) >*/
/* Computing MAX */
i__1 = 1, i__2 = (*n << 2) + 16;
lwmin = max(i__1,i__2);
/*< LIWMIN = 1 >*/
liwmin = 1;
/*< END IF >*/
}
/*< WORK( 1 ) = LWMIN >*/
work[1] = (doublereal) lwmin;
/*< IWORK( 1 ) = LIWMIN >*/
iwork[1] = liwmin;
/*< IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN >*/
if (*lwork < lwmin && ! lquery) {
/*< INFO = -22 >*/
*info = -22;
/*< ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN >*/
} else if (*liwork < liwmin && ! lquery) {
/*< INFO = -24 >*/
*info = -24;
/*< END IF >*/
}
/*< IF( INFO.NE.0 ) THEN >*/
if (*info != 0) {
/*< CALL XERBLA( 'DTGSEN', -INFO ) >*/
i__1 = -(*info);
xerbla_("DTGSEN", &i__1, (ftnlen)6);
/*< RETURN >*/
return 0;
/*< ELSE IF( LQUERY ) THEN >*/
} else if (lquery) {
/*< RETURN >*/
return 0;
/*< END IF >*/
}
/* Quick return if possible. */
/*< IF( M.EQ.N .OR. M.EQ.0 ) THEN >*/
if (*m == *n || *m == 0) {
/*< IF( WANTP ) THEN >*/
if (wantp) {
/*< PL = ONE >*/
*pl = 1.;
/*< PR = ONE >*/
*pr = 1.;
/*< END IF >*/
}
/*< IF( WANTD ) THEN >*/
if (wantd) {
/*< DSCALE = ZERO >*/
dscale = 0.;
/*< DSUM = ONE >*/
dsum = 1.;
/*< DO 20 I = 1, N >*/
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/*< CALL DLASSQ( N, A( 1, I ), 1, DSCALE, DSUM ) >*/
dlassq_(n, &a[i__ * a_dim1 + 1], &c__1, &dscale, &dsum);
/*< CALL DLASSQ( N, B( 1, I ), 1, DSCALE, DSUM ) >*/
dlassq_(n, &b[i__ * b_dim1 + 1], &c__1, &dscale, &dsum);
/*< 20 CONTINUE >*/
/* L20: */
}
/*< DIF( 1 ) = DSCALE*SQRT( DSUM ) >*/
dif[1] = dscale * sqrt(dsum);
/*< DIF( 2 ) = DIF( 1 ) >*/
dif[2] = dif[1];
/*< END IF >*/
}
/*< GO TO 60 >*/
goto L60;
/*< END IF >*/
}
/* Collect the selected blocks at the top-left corner of (A, B). */
/*< KS = 0 >*/
ks = 0;
/*< PAIR = .FALSE. >*/
pair = FALSE_;
/*< DO 30 K = 1, N >*/
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
/*< IF( PAIR ) THEN >*/
if (pair) {
/*< PAIR = .FALSE. >*/
pair = FALSE_;
/*< ELSE >*/
} else {
/*< SWAP = SELECT( K ) >*/
swap = select[k];
/*< IF( K.LT.N ) THEN >*/
if (k < *n) {
/*< IF( A( K+1, K ).NE.ZERO ) THEN >*/
if (a[k + 1 + k * a_dim1] != 0.) {
/*< PAIR = .TRUE. >*/
pair = TRUE_;
/*< SWAP = SWAP .OR. SELECT( K+1 ) >*/
swap = swap || select[k + 1];
/*< END IF >*/
}
/*< END IF >*/
}
/*< IF( SWAP ) THEN >*/
if (swap) {
/*< KS = KS + 1 >*/
++ks;
/* Swap the K-th block to position KS. */
/* Perform the reordering of diagonal blocks in (A, B) */
/* by orthogonal transformation matrices and update */
/* Q and Z accordingly (if requested): */
/*< KK = K >*/
kk = k;
/*< >*/
if (k != ks) {
dtgexc_(wantq, wantz, n, &a[a_offset], lda, &b[b_offset],
ldb, &q[q_offset], ldq, &z__[z_offset], ldz, &kk,
&ks, &work[1], lwork, &ierr);
}
/*< IF( IERR.GT.0 ) THEN >*/
if (ierr > 0) {
/* Swap is rejected: exit. */
/*< INFO = 1 >*/
*info = 1;
/*< IF( WANTP ) THEN >*/
if (wantp) {
/*< PL = ZERO >*/
*pl = 0.;
/*< PR = ZERO >*/
*pr = 0.;
/*< END IF >*/
}
/*< IF( WANTD ) THEN >*/
if (wantd) {
/*< DIF( 1 ) = ZERO >*/
dif[1] = 0.;
/*< DIF( 2 ) = ZERO >*/
dif[2] = 0.;
/*< END IF >*/
}
/*< GO TO 60 >*/
goto L60;
/*< END IF >*/
}
/*< >*/
if (pair) {
++ks;
}
/*< END IF >*/
}
/*< END IF >*/
}
/*< 30 CONTINUE >*/
/* L30: */
}
/*< IF( WANTP ) THEN >*/
if (wantp) {
/* Solve generalized Sylvester equation for R and L */
/* and compute PL and PR. */
/*< N1 = M >*/
n1 = *m;
/*< N2 = N - M >*/
n2 = *n - *m;
/*< I = N1 + 1 >*/
i__ = n1 + 1;
/*< IJB = 0 >*/
ijb = 0;
/*< CALL DLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 ) >*/
dlacpy_("Full", &n1, &n2, &a[i__ * a_dim1 + 1], lda, &work[1], &n1, (
ftnlen)4);
/*< >*/
dlacpy_("Full", &n1, &n2, &b[i__ * b_dim1 + 1], ldb, &work[n1 * n2 +
1], &n1, (ftnlen)4);
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + i__ * a_dim1]
, lda, &work[1], &n1, &b[b_offset], ldb, &b[i__ + i__ *
b_dim1], ldb, &work[n1 * n2 + 1], &n1, &dscale, &dif[1], &
work[(n1 * n2 << 1) + 1], &i__1, &iwork[1], &ierr, (ftnlen)1);
/* Estimate the reciprocal of norms of "projections" onto left */
/* and right eigenspaces. */
/*< RDSCAL = ZERO >*/
rdscal = 0.;
/*< DSUM = ONE >*/
dsum = 1.;
/*< CALL DLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM ) >*/
i__1 = n1 * n2;
dlassq_(&i__1, &work[1], &c__1, &rdscal, &dsum);
/*< PL = RDSCAL*SQRT( DSUM ) >*/
*pl = rdscal * sqrt(dsum);
/*< IF( PL.EQ.ZERO ) THEN >*/
if (*pl == 0.) {
/*< PL = ONE >*/
*pl = 1.;
/*< ELSE >*/
} else {
/*< PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) ) >*/
*pl = dscale / (sqrt(dscale * dscale / *pl + *pl) * sqrt(*pl));
/*< END IF >*/
}
/*< RDSCAL = ZERO >*/
rdscal = 0.;
/*< DSUM = ONE >*/
dsum = 1.;
/*< CALL DLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM ) >*/
i__1 = n1 * n2;
dlassq_(&i__1, &work[n1 * n2 + 1], &c__1, &rdscal, &dsum);
/*< PR = RDSCAL*SQRT( DSUM ) >*/
*pr = rdscal * sqrt(dsum);
/*< IF( PR.EQ.ZERO ) THEN >*/
if (*pr == 0.) {
/*< PR = ONE >*/
*pr = 1.;
/*< ELSE >*/
} else {
/*< PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) ) >*/
*pr = dscale / (sqrt(dscale * dscale / *pr + *pr) * sqrt(*pr));
/*< END IF >*/
}
/*< END IF >*/
}
/*< IF( WANTD ) THEN >*/
if (wantd) {
/* Compute estimates of Difu and Difl. */
/*< IF( WANTD1 ) THEN >*/
if (wantd1) {
/*< N1 = M >*/
n1 = *m;
/*< N2 = N - M >*/
n2 = *n - *m;
/*< I = N1 + 1 >*/
i__ = n1 + 1;
/*< IJB = IDIFJB >*/
ijb = 3;
/* Frobenius norm-based Difu-estimate. */
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + i__ *
a_dim1], lda, &work[1], &n1, &b[b_offset], ldb, &b[i__ +
i__ * b_dim1], ldb, &work[n1 * n2 + 1], &n1, &dscale, &
dif[1], &work[(n1 << 1) * n2 + 1], &i__1, &iwork[1], &
ierr, (ftnlen)1);
/* Frobenius norm-based Difl-estimate. */
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda, &a[
a_offset], lda, &work[1], &n2, &b[i__ + i__ * b_dim1],
ldb, &b[b_offset], ldb, &work[n1 * n2 + 1], &n2, &dscale,
&dif[2], &work[(n1 << 1) * n2 + 1], &i__1, &iwork[1], &
ierr, (ftnlen)1);
/*< ELSE >*/
} else {
/* Compute 1-norm-based estimates of Difu and Difl using */
/* reversed communication with DLACON. In each step a */
/* generalized Sylvester equation or a transposed variant */
/* is solved. */
/*< KASE = 0 >*/
kase = 0;
/*< N1 = M >*/
n1 = *m;
/*< N2 = N - M >*/
n2 = *n - *m;
/*< I = N1 + 1 >*/
i__ = n1 + 1;
/*< IJB = 0 >*/
ijb = 0;
/*< MN2 = 2*N1*N2 >*/
mn2 = (n1 << 1) * n2;
/* 1-norm-based estimate of Difu. */
/*< 40 CONTINUE >*/
L40:
/*< >*/
dlacon_(&mn2, &work[mn2 + 1], &work[1], &iwork[1], &dif[1], &kase)
;
/*< IF( KASE.NE.0 ) THEN >*/
if (kase != 0) {
/*< IF( KASE.EQ.1 ) THEN >*/
if (kase == 1) {
/* Solve generalized Sylvester equation. */
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ +
i__ * a_dim1], lda, &work[1], &n1, &b[b_offset],
ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 +
1], &n1, &dscale, &dif[1], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr, (ftnlen)1);
/*< ELSE >*/
} else {
/* Solve the transposed variant. */
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("T", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ +
i__ * a_dim1], lda, &work[1], &n1, &b[b_offset],
ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 +
1], &n1, &dscale, &dif[1], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr, (ftnlen)1);
/*< END IF >*/
}
/*< GO TO 40 >*/
goto L40;
/*< END IF >*/
}
/*< DIF( 1 ) = DSCALE / DIF( 1 ) >*/
dif[1] = dscale / dif[1];
/* 1-norm-based estimate of Difl. */
/*< 50 CONTINUE >*/
L50:
/*< >*/
dlacon_(&mn2, &work[mn2 + 1], &work[1], &iwork[1], &dif[2], &kase)
;
/*< IF( KASE.NE.0 ) THEN >*/
if (kase != 0) {
/*< IF( KASE.EQ.1 ) THEN >*/
if (kase == 1) {
/* Solve generalized Sylvester equation. */
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda,
&a[a_offset], lda, &work[1], &n2, &b[i__ + i__ *
b_dim1], ldb, &b[b_offset], ldb, &work[n1 * n2 +
1], &n2, &dscale, &dif[2], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr, (ftnlen)1);
/*< ELSE >*/
} else {
/* Solve the transposed variant. */
/*< >*/
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("T", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda,
&a[a_offset], lda, &work[1], &n2, &b[i__ + i__ *
b_dim1], ldb, &b[b_offset], ldb, &work[n1 * n2 +
1], &n2, &dscale, &dif[2], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr, (ftnlen)1);
/*< END IF >*/
}
/*< GO TO 50 >*/
goto L50;
/*< END IF >*/
}
/*< DIF( 2 ) = DSCALE / DIF( 2 ) >*/
dif[2] = dscale / dif[2];
/*< END IF >*/
}
/*< END IF >*/
}
/*< 60 CONTINUE >*/
L60:
/* Compute generalized eigenvalues of reordered pair (A, B) and */
/* normalize the generalized Schur form. */
/*< PAIR = .FALSE. >*/
pair = FALSE_;
/*< DO 80 K = 1, N >*/
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
/*< IF( PAIR ) THEN >*/
if (pair) {
/*< PAIR = .FALSE. >*/
pair = FALSE_;
/*< ELSE >*/
} else {
/*< IF( K.LT.N ) THEN >*/
if (k < *n) {
/*< IF( A( K+1, K ).NE.ZERO ) THEN >*/
if (a[k + 1 + k * a_dim1] != 0.) {
/*< PAIR = .TRUE. >*/
pair = TRUE_;
/*< END IF >*/
}
/*< END IF >*/
}
/*< IF( PAIR ) THEN >*/
if (pair) {
/* Compute the eigenvalue(s) at position K. */
/*< WORK( 1 ) = A( K, K ) >*/
work[1] = a[k + k * a_dim1];
/*< WORK( 2 ) = A( K+1, K ) >*/
work[2] = a[k + 1 + k * a_dim1];
/*< WORK( 3 ) = A( K, K+1 ) >*/
work[3] = a[k + (k + 1) * a_dim1];
/*< WORK( 4 ) = A( K+1, K+1 ) >*/
work[4] = a[k + 1 + (k + 1) * a_dim1];
/*< WORK( 5 ) = B( K, K ) >*/
work[5] = b[k + k * b_dim1];
/*< WORK( 6 ) = B( K+1, K ) >*/
work[6] = b[k + 1 + k * b_dim1];
/*< WORK( 7 ) = B( K, K+1 ) >*/
work[7] = b[k + (k + 1) * b_dim1];
/*< WORK( 8 ) = B( K+1, K+1 ) >*/
work[8] = b[k + 1 + (k + 1) * b_dim1];
/*< >*/
d__1 = smlnum * eps;
dlag2_(&work[1], &c__2, &work[5], &c__2, &d__1, &beta[k], &
beta[k + 1], &alphar[k], &alphar[k + 1], &alphai[k]);
/*< ALPHAI( K+1 ) = -ALPHAI( K ) >*/
alphai[k + 1] = -alphai[k];
/*< ELSE >*/
} else {
/*< IF( SIGN( ONE, B( K, K ) ).LT.ZERO ) THEN >*/
if (d_sign(&c_b28, &b[k + k * b_dim1]) < 0.) {
/* If B(K,K) is negative, make it positive */
/*< DO 70 I = 1, N >*/
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< A( K, I ) = -A( K, I ) >*/
a[k + i__ * a_dim1] = -a[k + i__ * a_dim1];
/*< B( K, I ) = -B( K, I ) >*/
b[k + i__ * b_dim1] = -b[k + i__ * b_dim1];
/*< Q( I, K ) = -Q( I, K ) >*/
q[i__ + k * q_dim1] = -q[i__ + k * q_dim1];
/*< 70 CONTINUE >*/
/* L70: */
}
/*< END IF >*/
}
/*< ALPHAR( K ) = A( K, K ) >*/
alphar[k] = a[k + k * a_dim1];
/*< ALPHAI( K ) = ZERO >*/
alphai[k] = 0.;
/*< BETA( K ) = B( K, K ) >*/
beta[k] = b[k + k * b_dim1];
/*< END IF >*/
}
/*< END IF >*/
}
/*< 80 CONTINUE >*/
/* L80: */
}
/*< WORK( 1 ) = LWMIN >*/
work[1] = (doublereal) lwmin;
/*< IWORK( 1 ) = LIWMIN >*/
iwork[1] = liwmin;
/*< RETURN >*/
return 0;
/* End of DTGSEN */
/*< END >*/
} /* dtgsen_ */
/* Subroutine */ int dtgsen_(integer *ijob, logical *wantq, logical *wantz,
logical *select, integer *n, doublereal *a, integer *lda, doublereal *
b, integer *ldb, doublereal *alphar, doublereal *alphai, doublereal *
beta, doublereal *q, integer *ldq, doublereal *z__, integer *ldz,
integer *m, doublereal *pl, doublereal *pr, doublereal *dif,
doublereal *work, integer *lwork, integer *iwork, integer *liwork,
integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1,
z_offset, i__1, i__2;
doublereal d__1;
/* Local variables */
integer i__, k, n1, n2, kk, ks, mn2, ijb;
doublereal eps;
integer kase;
logical pair;
integer ierr;
doublereal dsum;
logical swap;
integer isave[3];
logical wantd;
integer lwmin;
logical wantp;
logical wantd1, wantd2;
doublereal dscale, rdscal;
integer liwmin;
doublereal smlnum;
logical lquery;
/* -- LAPACK routine (version 3.2) -- */
/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/* January 2007 */
/* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */
/* Purpose */
/* ======= */
/* DTGSEN reorders the generalized real Schur decomposition of a real */
/* matrix pair (A, B) (in terms of an orthonormal equivalence trans- */
/* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues */
/* appears in the leading diagonal blocks of the upper quasi-triangular */
/* matrix A and the upper triangular B. The leading columns of Q and */
/* Z form orthonormal bases of the corresponding left and right eigen- */
/* spaces (deflating subspaces). (A, B) must be in generalized real */
/* Schur canonical form (as returned by DGGES), i.e. A is block upper */
/* triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper */
/* triangular. */
/* DTGSEN also computes the generalized eigenvalues */
/* w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j) */
/* of the reordered matrix pair (A, B). */
/* Optionally, DTGSEN computes the estimates of reciprocal condition */
/* numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11), */
/* (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s) */
/* between the matrix pairs (A11, B11) and (A22,B22) that correspond to */
/* the selected cluster and the eigenvalues outside the cluster, resp., */
/* and norms of "projections" onto left and right eigenspaces w.r.t. */
/* the selected cluster in the (1,1)-block. */
/* Arguments */
/* ========= */
/* IJOB (input) INTEGER */
/* Specifies whether condition numbers are required for the */
/* cluster of eigenvalues (PL and PR) or the deflating subspaces */
/* (Difu and Difl): */
/* =0: Only reorder w.r.t. SELECT. No extras. */
/* =1: Reciprocal of norms of "projections" onto left and right */
/* eigenspaces w.r.t. the selected cluster (PL and PR). */
/* =2: Upper bounds on Difu and Difl. F-norm-based estimate */
/* (DIF(1:2)). */
/* =3: Estimate of Difu and Difl. 1-norm-based estimate */
/* (DIF(1:2)). */
/* About 5 times as expensive as IJOB = 2. */
/* =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic */
/* version to get it all. */
/* =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above) */
/* WANTQ (input) LOGICAL */
/* .TRUE. : update the left transformation matrix Q; */
/* .FALSE.: do not update Q. */
/* WANTZ (input) LOGICAL */
/* .TRUE. : update the right transformation matrix Z; */
/* .FALSE.: do not update Z. */
/* SELECT (input) LOGICAL array, dimension (N) */
/* SELECT specifies the eigenvalues in the selected cluster. */
/* To select a real eigenvalue w(j), SELECT(j) must be set to */
/* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, */
/* either SELECT(j) or SELECT(j+1) or both must be set to */
/* .TRUE.; a complex conjugate pair of eigenvalues must be */
/* either both included in the cluster or both excluded. */
/* N (input) INTEGER */
/* The order of the matrices A and B. N >= 0. */
/* A (input/output) DOUBLE PRECISION array, dimension(LDA,N) */
/* On entry, the upper quasi-triangular matrix A, with (A, B) in */
/* generalized real Schur canonical form. */
/* On exit, A is overwritten by the reordered matrix A. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* B (input/output) DOUBLE PRECISION array, dimension(LDB,N) */
/* On entry, the upper triangular matrix B, with (A, B) in */
/* generalized real Schur canonical form. */
/* On exit, B is overwritten by the reordered matrix B. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,N). */
/* ALPHAR (output) DOUBLE PRECISION array, dimension (N) */
/* ALPHAI (output) DOUBLE PRECISION array, dimension (N) */
/* BETA (output) DOUBLE PRECISION array, dimension (N) */
/* be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i */
/* form (S,T) that would result if the 2-by-2 diagonal blocks of */
/* the real generalized Schur form of (A,B) were further reduced */
/* to triangular form using complex unitary transformations. */
/* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if */
/* positive, then the j-th and (j+1)-st eigenvalues are a */
/* complex conjugate pair, with ALPHAI(j+1) negative. */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/* On entry, if WANTQ = .TRUE., Q is an N-by-N matrix. */
/* On exit, Q has been postmultiplied by the left orthogonal */
/* transformation matrix which reorder (A, B); The leading M */
/* columns of Q form orthonormal bases for the specified pair of */
/* left eigenspaces (deflating subspaces). */
/* If WANTQ = .FALSE., Q is not referenced. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. LDQ >= 1; */
/* and if WANTQ = .TRUE., LDQ >= N. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) */
/* On entry, if WANTZ = .TRUE., Z is an N-by-N matrix. */
/* On exit, Z has been postmultiplied by the left orthogonal */
/* transformation matrix which reorder (A, B); The leading M */
/* columns of Z form orthonormal bases for the specified pair of */
/* left eigenspaces (deflating subspaces). */
/* If WANTZ = .FALSE., Z is not referenced. */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. LDZ >= 1; */
/* If WANTZ = .TRUE., LDZ >= N. */
/* M (output) INTEGER */
/* The dimension of the specified pair of left and right eigen- */
/* spaces (deflating subspaces). 0 <= M <= N. */
/* PL (output) DOUBLE PRECISION */
/* PR (output) DOUBLE PRECISION */
/* If IJOB = 1, 4 or 5, PL, PR are lower bounds on the */
/* reciprocal of the norm of "projections" onto left and right */
/* eigenspaces with respect to the selected cluster. */
/* 0 < PL, PR <= 1. */
/* If M = 0 or M = N, PL = PR = 1. */
/* If IJOB = 0, 2 or 3, PL and PR are not referenced. */
/* DIF (output) DOUBLE PRECISION array, dimension (2). */
/* If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl. */
/* If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on */
/* Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based */
/* estimates of Difu and Difl. */
/* If M = 0 or N, DIF(1:2) = F-norm([A, B]). */
/* If IJOB = 0 or 1, DIF is not referenced. */
/* WORK (workspace/output) DOUBLE PRECISION 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 >= 4*N+16. */
/* If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)). */
/* If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)). */
/* 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. */
/* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
/* IF IJOB = 0, IWORK is not referenced. Otherwise, */
/* on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */
/* LIWORK (input) INTEGER */
/* The dimension of the array IWORK. LIWORK >= 1. */
/* If IJOB = 1, 2 or 4, LIWORK >= N+6. */
/* If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6). */
/* If LIWORK = -1, then a workspace query is assumed; the */
/* routine only calculates the optimal size of the IWORK array, */
/* returns this value as the first entry of the IWORK array, and */
/* no error message related to LIWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* =0: Successful exit. */
/* <0: If INFO = -i, the i-th argument had an illegal value. */
/* =1: Reordering of (A, B) failed because the transformed */
/* matrix pair (A, B) would be too far from generalized */
/* Schur form; the problem is very ill-conditioned. */
/* (A, B) may have been partially reordered. */
/* If requested, 0 is returned in DIF(*), PL and PR. */
/* Further Details */
/* =============== */
/* DTGSEN first collects the selected eigenvalues by computing */
/* orthogonal U and W that move them to the top left corner of (A, B). */
/* In other words, the selected eigenvalues are the eigenvalues of */
/* (A11, B11) in: */
/* U'*(A, B)*W = (A11 A12) (B11 B12) n1 */
/* ( 0 A22),( 0 B22) n2 */
/* n1 n2 n1 n2 */
/* where N = n1+n2 and U' means the transpose of U. The first n1 columns */
/* of U and W span the specified pair of left and right eigenspaces */
/* (deflating subspaces) of (A, B). */
/* If (A, B) has been obtained from the generalized real Schur */
/* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the */
/* reordered generalized real Schur form of (C, D) is given by */
/* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)', */
/* and the first n1 columns of Q*U and Z*W span the corresponding */
/* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). */
/* Note that if the selected eigenvalue is sufficiently ill-conditioned, */
/* then its value may differ significantly from its value before */
/* reordering. */
/* The reciprocal condition numbers of the left and right eigenspaces */
/* spanned by the first n1 columns of U and W (or Q*U and Z*W) may */
/* be returned in DIF(1:2), corresponding to Difu and Difl, resp. */
/* The Difu and Difl are defined as: */
/* Difu[(A11, B11), (A22, B22)] = sigma-min( Zu ) */
/* and */
/* Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)], */
/* where sigma-min(Zu) is the smallest singular value of the */
/* (2*n1*n2)-by-(2*n1*n2) matrix */
/* Zu = [ kron(In2, A11) -kron(A22', In1) ] */
/* [ kron(In2, B11) -kron(B22', In1) ]. */
/* Here, Inx is the identity matrix of size nx and A22' is the */
/* transpose of A22. kron(X, Y) is the Kronecker product between */
/* the matrices X and Y. */
/* When DIF(2) is small, small changes in (A, B) can cause large changes */
/* in the deflating subspace. An approximate (asymptotic) bound on the */
/* maximum angular error in the computed deflating subspaces is */
/* EPS * norm((A, B)) / DIF(2), */
/* where EPS is the machine precision. */
/* The reciprocal norm of the projectors on the left and right */
/* eigenspaces associated with (A11, B11) may be returned in PL and PR. */
/* They are computed as follows. First we compute L and R so that */
/* P*(A, B)*Q is block diagonal, where */
/* P = ( I -L ) n1 Q = ( I R ) n1 */
/* ( 0 I ) n2 and ( 0 I ) n2 */
/* n1 n2 n1 n2 */
/* and (L, R) is the solution to the generalized Sylvester equation */
/* A11*R - L*A22 = -A12 */
/* B11*R - L*B22 = -B12 */
/* Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2). */
/* An approximate (asymptotic) bound on the average absolute error of */
/* the selected eigenvalues is */
/* EPS * norm((A, B)) / PL. */
/* There are also global error bounds which valid for perturbations up */
/* to a certain restriction: A lower bound (x) on the smallest */
/* F-norm(E,F) for which an eigenvalue of (A11, B11) may move and */
/* coalesce with an eigenvalue of (A22, B22) under perturbation (E,F), */
/* (i.e. (A + E, B + F), is */
/* x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)). */
/* An approximate bound on x can be computed from DIF(1:2), PL and PR. */
/* If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed */
/* (L', R') and unperturbed (L, R) left and right deflating subspaces */
/* associated with the selected cluster in the (1,1)-blocks can be */
/* bounded as */
/* max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2)) */
/* max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2)) */
/* See LAPACK User's Guide section 4.11 or the following references */
/* for more information. */
/* Note that if the default method for computing the Frobenius-norm- */
/* based estimate DIF is not wanted (see DLATDF), then the parameter */
/* IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF */
/* (IJOB = 2 will be used)). See DTGSYL for more details. */
/* Based on contributions by */
/* Bo Kagstrom and Peter Poromaa, Department of Computing Science, */
/* Umea University, S-901 87 Umea, Sweden. */
/* References */
/* ========== */
/* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the */
/* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in */
/* M.S. Moonen et al (eds), Linear Algebra for Large Scale and */
/* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. */
/* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified */
/* Eigenvalues of a Regular Matrix Pair (A, B) and Condition */
/* Estimation: Theory, Algorithms and Software, */
/* Report UMINF - 94.04, Department of Computing Science, Umea */
/* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working */
/* Note 87. To appear in Numerical Algorithms, 1996. */
/* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software */
/* for Solving the Generalized Sylvester Equation and Estimating the */
/* Separation between Regular Matrix Pairs, Report UMINF - 93.23, */
/* Department of Computing Science, Umea University, S-901 87 Umea, */
/* Sweden, December 1993, Revised April 1994, Also as LAPACK Working */
/* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, */
/* 1996. */
/* ===================================================================== */
/* Decode and test the input parameters */
/* Parameter adjustments */
--select;
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--alphar;
--alphai;
--beta;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
--dif;
--work;
--iwork;
/* Function Body */
*info = 0;
lquery = *lwork == -1 || *liwork == -1;
if (*ijob < 0 || *ijob > 5) {
*info = -1;
} else if (*n < 0) {
*info = -5;
} else if (*lda < max(1,*n)) {
*info = -7;
} else if (*ldb < max(1,*n)) {
*info = -9;
} else if (*ldq < 1 || *wantq && *ldq < *n) {
*info = -14;
} else if (*ldz < 1 || *wantz && *ldz < *n) {
*info = -16;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DTGSEN", &i__1);
return 0;
}
/* Get machine constants */
eps = dlamch_("P");
smlnum = dlamch_("S") / eps;
ierr = 0;
wantp = *ijob == 1 || *ijob >= 4;
wantd1 = *ijob == 2 || *ijob == 4;
wantd2 = *ijob == 3 || *ijob == 5;
wantd = wantd1 || wantd2;
/* Set M to the dimension of the specified pair of deflating */
/* subspaces. */
*m = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
} else {
if (k < *n) {
if (a[k + 1 + k * a_dim1] == 0.) {
if (select[k]) {
++(*m);
}
} else {
pair = TRUE_;
if (select[k] || select[k + 1]) {
*m += 2;
}
}
} else {
if (select[*n]) {
++(*m);
}
}
}
}
if (*ijob == 1 || *ijob == 2 || *ijob == 4) {
/* Computing MAX */
i__1 = 1, i__2 = (*n << 2) + 16, i__1 = max(i__1,i__2), i__2 = (*m <<
1) * (*n - *m);
lwmin = max(i__1,i__2);
/* Computing MAX */
i__1 = 1, i__2 = *n + 6;
liwmin = max(i__1,i__2);
} else if (*ijob == 3 || *ijob == 5) {
/* Computing MAX */
i__1 = 1, i__2 = (*n << 2) + 16, i__1 = max(i__1,i__2), i__2 = (*m <<
2) * (*n - *m);
lwmin = max(i__1,i__2);
/* Computing MAX */
i__1 = 1, i__2 = (*m << 1) * (*n - *m), i__1 = max(i__1,i__2), i__2 =
*n + 6;
liwmin = max(i__1,i__2);
} else {
/* Computing MAX */
i__1 = 1, i__2 = (*n << 2) + 16;
lwmin = max(i__1,i__2);
liwmin = 1;
}
work[1] = (doublereal) lwmin;
iwork[1] = liwmin;
if (*lwork < lwmin && ! lquery) {
*info = -22;
} else if (*liwork < liwmin && ! lquery) {
*info = -24;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DTGSEN", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible. */
if (*m == *n || *m == 0) {
if (wantp) {
*pl = 1.;
*pr = 1.;
}
if (wantd) {
dscale = 0.;
dsum = 1.;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
dlassq_(n, &a[i__ * a_dim1 + 1], &c__1, &dscale, &dsum);
dlassq_(n, &b[i__ * b_dim1 + 1], &c__1, &dscale, &dsum);
}
dif[1] = dscale * sqrt(dsum);
dif[2] = dif[1];
}
goto L60;
}
/* Collect the selected blocks at the top-left corner of (A, B). */
ks = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
} else {
swap = select[k];
if (k < *n) {
if (a[k + 1 + k * a_dim1] != 0.) {
pair = TRUE_;
swap = swap || select[k + 1];
}
}
if (swap) {
++ks;
/* Swap the K-th block to position KS. */
/* Perform the reordering of diagonal blocks in (A, B) */
/* by orthogonal transformation matrices and update */
/* Q and Z accordingly (if requested): */
kk = k;
if (k != ks) {
dtgexc_(wantq, wantz, n, &a[a_offset], lda, &b[b_offset],
ldb, &q[q_offset], ldq, &z__[z_offset], ldz, &kk,
&ks, &work[1], lwork, &ierr);
}
if (ierr > 0) {
/* Swap is rejected: exit. */
*info = 1;
if (wantp) {
*pl = 0.;
*pr = 0.;
}
if (wantd) {
dif[1] = 0.;
dif[2] = 0.;
}
goto L60;
}
if (pair) {
++ks;
}
}
}
}
if (wantp) {
/* Solve generalized Sylvester equation for R and L */
/* and compute PL and PR. */
n1 = *m;
n2 = *n - *m;
i__ = n1 + 1;
ijb = 0;
dlacpy_("Full", &n1, &n2, &a[i__ * a_dim1 + 1], lda, &work[1], &n1);
dlacpy_("Full", &n1, &n2, &b[i__ * b_dim1 + 1], ldb, &work[n1 * n2 +
1], &n1);
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + i__ * a_dim1]
, lda, &work[1], &n1, &b[b_offset], ldb, &b[i__ + i__ *
b_dim1], ldb, &work[n1 * n2 + 1], &n1, &dscale, &dif[1], &
work[(n1 * n2 << 1) + 1], &i__1, &iwork[1], &ierr);
/* Estimate the reciprocal of norms of "projections" onto left */
/* and right eigenspaces. */
rdscal = 0.;
dsum = 1.;
i__1 = n1 * n2;
dlassq_(&i__1, &work[1], &c__1, &rdscal, &dsum);
*pl = rdscal * sqrt(dsum);
if (*pl == 0.) {
*pl = 1.;
} else {
*pl = dscale / (sqrt(dscale * dscale / *pl + *pl) * sqrt(*pl));
}
rdscal = 0.;
dsum = 1.;
i__1 = n1 * n2;
dlassq_(&i__1, &work[n1 * n2 + 1], &c__1, &rdscal, &dsum);
*pr = rdscal * sqrt(dsum);
if (*pr == 0.) {
*pr = 1.;
} else {
*pr = dscale / (sqrt(dscale * dscale / *pr + *pr) * sqrt(*pr));
}
}
if (wantd) {
/* Compute estimates of Difu and Difl. */
if (wantd1) {
n1 = *m;
n2 = *n - *m;
i__ = n1 + 1;
ijb = 3;
/* Frobenius norm-based Difu-estimate. */
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + i__ *
a_dim1], lda, &work[1], &n1, &b[b_offset], ldb, &b[i__ +
i__ * b_dim1], ldb, &work[n1 * n2 + 1], &n1, &dscale, &
dif[1], &work[(n1 << 1) * n2 + 1], &i__1, &iwork[1], &
ierr);
/* Frobenius norm-based Difl-estimate. */
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda, &a[
a_offset], lda, &work[1], &n2, &b[i__ + i__ * b_dim1],
ldb, &b[b_offset], ldb, &work[n1 * n2 + 1], &n2, &dscale,
&dif[2], &work[(n1 << 1) * n2 + 1], &i__1, &iwork[1], &
ierr);
} else {
/* Compute 1-norm-based estimates of Difu and Difl using */
/* reversed communication with DLACN2. In each step a */
/* generalized Sylvester equation or a transposed variant */
/* is solved. */
kase = 0;
n1 = *m;
n2 = *n - *m;
i__ = n1 + 1;
ijb = 0;
mn2 = (n1 << 1) * n2;
/* 1-norm-based estimate of Difu. */
L40:
dlacn2_(&mn2, &work[mn2 + 1], &work[1], &iwork[1], &dif[1], &kase,
isave);
if (kase != 0) {
if (kase == 1) {
/* Solve generalized Sylvester equation. */
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ +
i__ * a_dim1], lda, &work[1], &n1, &b[b_offset],
ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 +
1], &n1, &dscale, &dif[1], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr);
} else {
/* Solve the transposed variant. */
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("T", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ +
i__ * a_dim1], lda, &work[1], &n1, &b[b_offset],
ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 +
1], &n1, &dscale, &dif[1], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr);
}
goto L40;
}
dif[1] = dscale / dif[1];
/* 1-norm-based estimate of Difl. */
L50:
dlacn2_(&mn2, &work[mn2 + 1], &work[1], &iwork[1], &dif[2], &kase,
isave);
if (kase != 0) {
if (kase == 1) {
/* Solve generalized Sylvester equation. */
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("N", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda,
&a[a_offset], lda, &work[1], &n2, &b[i__ + i__ *
b_dim1], ldb, &b[b_offset], ldb, &work[n1 * n2 +
1], &n2, &dscale, &dif[2], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr);
} else {
/* Solve the transposed variant. */
i__1 = *lwork - (n1 << 1) * n2;
dtgsyl_("T", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda,
&a[a_offset], lda, &work[1], &n2, &b[i__ + i__ *
b_dim1], ldb, &b[b_offset], ldb, &work[n1 * n2 +
1], &n2, &dscale, &dif[2], &work[(n1 << 1) * n2 +
1], &i__1, &iwork[1], &ierr);
}
goto L50;
}
dif[2] = dscale / dif[2];
}
}
L60:
/* Compute generalized eigenvalues of reordered pair (A, B) and */
/* normalize the generalized Schur form. */
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
} else {
if (k < *n) {
if (a[k + 1 + k * a_dim1] != 0.) {
pair = TRUE_;
}
}
if (pair) {
/* Compute the eigenvalue(s) at position K. */
work[1] = a[k + k * a_dim1];
work[2] = a[k + 1 + k * a_dim1];
work[3] = a[k + (k + 1) * a_dim1];
work[4] = a[k + 1 + (k + 1) * a_dim1];
work[5] = b[k + k * b_dim1];
work[6] = b[k + 1 + k * b_dim1];
work[7] = b[k + (k + 1) * b_dim1];
work[8] = b[k + 1 + (k + 1) * b_dim1];
d__1 = smlnum * eps;
dlag2_(&work[1], &c__2, &work[5], &c__2, &d__1, &beta[k], &
beta[k + 1], &alphar[k], &alphar[k + 1], &alphai[k]);
alphai[k + 1] = -alphai[k];
} else {
if (d_sign(&c_b28, &b[k + k * b_dim1]) < 0.) {
/* If B(K,K) is negative, make it positive */
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
a[k + i__ * a_dim1] = -a[k + i__ * a_dim1];
b[k + i__ * b_dim1] = -b[k + i__ * b_dim1];
if (*wantq) {
q[i__ + k * q_dim1] = -q[i__ + k * q_dim1];
}
}
}
alphar[k] = a[k + k * a_dim1];
alphai[k] = 0.;
beta[k] = b[k + k * b_dim1];
}
}
}
work[1] = (doublereal) lwmin;
iwork[1] = liwmin;
return 0;
/* End of DTGSEN */
} /* dtgsen_ */
/* Subroutine */ int dlagv2_(doublereal *a, integer *lda, doublereal *b,
integer *ldb, doublereal *alphar, doublereal *alphai, doublereal *
beta, doublereal *csl, doublereal *snl, doublereal *csr, doublereal *
snr)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Local variables */
doublereal r__, t, h1, h2, h3, wi, qq, rr, wr1, wr2, ulp;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dlag2_(
doublereal *, integer *, doublereal *, integer *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *);
doublereal anorm, bnorm, scale1, scale2;
extern /* Subroutine */ int dlasv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
extern doublereal dlapy2_(doublereal *, doublereal *);
doublereal ascale, bscale;
extern doublereal dlamch_(char *);
doublereal safmin;
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAGV2 computes the Generalized Schur factorization of a real 2-by-2 */
/* matrix pencil (A,B) where B is upper triangular. This routine */
/* computes orthogonal (rotation) matrices given by CSL, SNL and CSR, */
/* SNR such that */
/* 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0 */
/* types), then */
/* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] */
/* [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] */
/* [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] */
/* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ], */
/* 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues, */
/* then */
/* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] */
/* [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] */
/* [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] */
/* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ] */
/* where b11 >= b22 > 0. */
/* Arguments */
/* ========= */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA, 2) */
/* On entry, the 2 x 2 matrix A. */
/* On exit, A is overwritten by the ``A-part'' of the */
/* generalized Schur form. */
/* LDA (input) INTEGER */
/* THe leading dimension of the array A. LDA >= 2. */
/* B (input/output) DOUBLE PRECISION array, dimension (LDB, 2) */
/* On entry, the upper triangular 2 x 2 matrix B. */
/* On exit, B is overwritten by the ``B-part'' of the */
/* generalized Schur form. */
/* LDB (input) INTEGER */
/* THe leading dimension of the array B. LDB >= 2. */
/* ALPHAR (output) DOUBLE PRECISION array, dimension (2) */
/* ALPHAI (output) DOUBLE PRECISION array, dimension (2) */
/* BETA (output) DOUBLE PRECISION array, dimension (2) */
/* (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the */
/* pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may */
/* be zero. */
/* CSL (output) DOUBLE PRECISION */
/* The cosine of the left rotation matrix. */
/* SNL (output) DOUBLE PRECISION */
/* The sine of the left rotation matrix. */
/* CSR (output) DOUBLE PRECISION */
/* The cosine of the right rotation matrix. */
/* SNR (output) DOUBLE PRECISION */
/* The sine of the right rotation matrix. */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA */
/* ===================================================================== */
/* .. 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;
--alphar;
--alphai;
--beta;
/* Function Body */
safmin = dlamch_("S");
ulp = dlamch_("P");
/* Scale A */
/* Computing MAX */
d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[a_dim1 + 2], abs(
d__2)), d__6 = (d__3 = a[(a_dim1 << 1) + 1], abs(d__3)) + (d__4 =
a[(a_dim1 << 1) + 2], abs(d__4)), d__5 = max(d__5,d__6);
anorm = max(d__5,safmin);
ascale = 1. / anorm;
a[a_dim1 + 1] = ascale * a[a_dim1 + 1];
a[(a_dim1 << 1) + 1] = ascale * a[(a_dim1 << 1) + 1];
a[a_dim1 + 2] = ascale * a[a_dim1 + 2];
a[(a_dim1 << 1) + 2] = ascale * a[(a_dim1 << 1) + 2];
/* Scale B */
/* Computing MAX */
d__4 = (d__3 = b[b_dim1 + 1], abs(d__3)), d__5 = (d__1 = b[(b_dim1 << 1)
+ 1], abs(d__1)) + (d__2 = b[(b_dim1 << 1) + 2], abs(d__2)), d__4
= max(d__4,d__5);
bnorm = max(d__4,safmin);
bscale = 1. / bnorm;
b[b_dim1 + 1] = bscale * b[b_dim1 + 1];
b[(b_dim1 << 1) + 1] = bscale * b[(b_dim1 << 1) + 1];
b[(b_dim1 << 1) + 2] = bscale * b[(b_dim1 << 1) + 2];
/* Check if A can be deflated */
if ((d__1 = a[a_dim1 + 2], abs(d__1)) <= ulp) {
*csl = 1.;
*snl = 0.;
*csr = 1.;
*snr = 0.;
a[a_dim1 + 2] = 0.;
b[b_dim1 + 2] = 0.;
/* Check if B is singular */
} else if ((d__1 = b[b_dim1 + 1], abs(d__1)) <= ulp) {
dlartg_(&a[a_dim1 + 1], &a[a_dim1 + 2], csl, snl, &r__);
*csr = 1.;
*snr = 0.;
drot_(&c__2, &a[a_dim1 + 1], lda, &a[a_dim1 + 2], lda, csl, snl);
drot_(&c__2, &b[b_dim1 + 1], ldb, &b[b_dim1 + 2], ldb, csl, snl);
a[a_dim1 + 2] = 0.;
b[b_dim1 + 1] = 0.;
b[b_dim1 + 2] = 0.;
} else if ((d__1 = b[(b_dim1 << 1) + 2], abs(d__1)) <= ulp) {
dlartg_(&a[(a_dim1 << 1) + 2], &a[a_dim1 + 2], csr, snr, &t);
*snr = -(*snr);
drot_(&c__2, &a[a_dim1 + 1], &c__1, &a[(a_dim1 << 1) + 1], &c__1, csr,
snr);
drot_(&c__2, &b[b_dim1 + 1], &c__1, &b[(b_dim1 << 1) + 1], &c__1, csr,
snr);
*csl = 1.;
*snl = 0.;
a[a_dim1 + 2] = 0.;
b[b_dim1 + 2] = 0.;
b[(b_dim1 << 1) + 2] = 0.;
} else {
/* B is nonsingular, first compute the eigenvalues of (A,B) */
dlag2_(&a[a_offset], lda, &b[b_offset], ldb, &safmin, &scale1, &
scale2, &wr1, &wr2, &wi);
if (wi == 0.) {
/* two real eigenvalues, compute s*A-w*B */
h1 = scale1 * a[a_dim1 + 1] - wr1 * b[b_dim1 + 1];
h2 = scale1 * a[(a_dim1 << 1) + 1] - wr1 * b[(b_dim1 << 1) + 1];
h3 = scale1 * a[(a_dim1 << 1) + 2] - wr1 * b[(b_dim1 << 1) + 2];
rr = dlapy2_(&h1, &h2);
d__1 = scale1 * a[a_dim1 + 2];
qq = dlapy2_(&d__1, &h3);
if (rr > qq) {
/* find right rotation matrix to zero 1,1 element of */
/* (sA - wB) */
dlartg_(&h2, &h1, csr, snr, &t);
} else {
/* find right rotation matrix to zero 2,1 element of */
/* (sA - wB) */
d__1 = scale1 * a[a_dim1 + 2];
dlartg_(&h3, &d__1, csr, snr, &t);
}
*snr = -(*snr);
drot_(&c__2, &a[a_dim1 + 1], &c__1, &a[(a_dim1 << 1) + 1], &c__1,
csr, snr);
drot_(&c__2, &b[b_dim1 + 1], &c__1, &b[(b_dim1 << 1) + 1], &c__1,
csr, snr);
/* compute inf norms of A and B */
/* Computing MAX */
d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[(a_dim1 << 1)
+ 1], abs(d__2)), d__6 = (d__3 = a[a_dim1 + 2], abs(d__3)
) + (d__4 = a[(a_dim1 << 1) + 2], abs(d__4));
h1 = max(d__5,d__6);
/* Computing MAX */
d__5 = (d__1 = b[b_dim1 + 1], abs(d__1)) + (d__2 = b[(b_dim1 << 1)
+ 1], abs(d__2)), d__6 = (d__3 = b[b_dim1 + 2], abs(d__3)
) + (d__4 = b[(b_dim1 << 1) + 2], abs(d__4));
h2 = max(d__5,d__6);
if (scale1 * h1 >= abs(wr1) * h2) {
/* find left rotation matrix Q to zero out B(2,1) */
dlartg_(&b[b_dim1 + 1], &b[b_dim1 + 2], csl, snl, &r__);
} else {
/* find left rotation matrix Q to zero out A(2,1) */
dlartg_(&a[a_dim1 + 1], &a[a_dim1 + 2], csl, snl, &r__);
}
drot_(&c__2, &a[a_dim1 + 1], lda, &a[a_dim1 + 2], lda, csl, snl);
drot_(&c__2, &b[b_dim1 + 1], ldb, &b[b_dim1 + 2], ldb, csl, snl);
a[a_dim1 + 2] = 0.;
b[b_dim1 + 2] = 0.;
} else {
/* a pair of complex conjugate eigenvalues */
/* first compute the SVD of the matrix B */
dlasv2_(&b[b_dim1 + 1], &b[(b_dim1 << 1) + 1], &b[(b_dim1 << 1) +
2], &r__, &t, snr, csr, snl, csl);
/* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and */
/* Z is right rotation matrix computed from DLASV2 */
drot_(&c__2, &a[a_dim1 + 1], lda, &a[a_dim1 + 2], lda, csl, snl);
drot_(&c__2, &b[b_dim1 + 1], ldb, &b[b_dim1 + 2], ldb, csl, snl);
drot_(&c__2, &a[a_dim1 + 1], &c__1, &a[(a_dim1 << 1) + 1], &c__1,
csr, snr);
drot_(&c__2, &b[b_dim1 + 1], &c__1, &b[(b_dim1 << 1) + 1], &c__1,
csr, snr);
b[b_dim1 + 2] = 0.;
b[(b_dim1 << 1) + 1] = 0.;
}
}
/* Unscaling */
a[a_dim1 + 1] = anorm * a[a_dim1 + 1];
a[a_dim1 + 2] = anorm * a[a_dim1 + 2];
a[(a_dim1 << 1) + 1] = anorm * a[(a_dim1 << 1) + 1];
a[(a_dim1 << 1) + 2] = anorm * a[(a_dim1 << 1) + 2];
b[b_dim1 + 1] = bnorm * b[b_dim1 + 1];
b[b_dim1 + 2] = bnorm * b[b_dim1 + 2];
b[(b_dim1 << 1) + 1] = bnorm * b[(b_dim1 << 1) + 1];
b[(b_dim1 << 1) + 2] = bnorm * b[(b_dim1 << 1) + 2];
if (wi == 0.) {
alphar[1] = a[a_dim1 + 1];
alphar[2] = a[(a_dim1 << 1) + 2];
alphai[1] = 0.;
alphai[2] = 0.;
beta[1] = b[b_dim1 + 1];
beta[2] = b[(b_dim1 << 1) + 2];
} else {
alphar[1] = anorm * wr1 / scale1 / bnorm;
alphai[1] = anorm * wi / scale1 / bnorm;
alphar[2] = alphar[1];
alphai[2] = -alphai[1];
beta[1] = 1.;
beta[2] = 1.;
}
return 0;
/* End of DLAGV2 */
} /* dlagv2_ */