Exemplo n.º 1
0
/* Subroutine */ int zggevx_(char *balanc, char *jobvl, char *jobvr, char *
	sense, integer *n, doublecomplex *a, integer *lda, doublecomplex *b, 
	integer *ldb, doublecomplex *alpha, doublecomplex *beta, 
	doublecomplex *vl, integer *ldvl, doublecomplex *vr, integer *ldvr, 
	integer *ilo, integer *ihi, doublereal *lscale, doublereal *rscale, 
	doublereal *abnrm, doublereal *bbnrm, doublereal *rconde, doublereal *
	rcondv, doublecomplex *work, integer *lwork, doublereal *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;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1;

    /* Local variables */
    integer i__, j, m, jc, in, jr;
    doublereal eps;
    logical ilv;
    doublereal anrm, bnrm;
    integer ierr, itau;
    doublereal temp;
    logical ilvl, ilvr;
    integer iwrk, iwrk1;
    integer icols;
    logical noscl;
    integer irows;
    logical ilascl, ilbscl;
    logical ldumma[1];
    char chtemp[1];
    doublereal bignum;
    integer ijobvl;
    integer ijobvr;
    logical wantsb;
    doublereal anrmto;
    logical wantse;
    doublereal bnrmto;
    integer minwrk;
    integer maxwrk;
    logical wantsn;
    doublereal smlnum;
    logical lquery, wantsv;

/*  -- LAPACK driver routine (version 3.2) -- */
/*     November 2006 */

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

/*  ZGGEVX 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*16 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*16 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*16 array, dimension (N) */
/*  BETA    (output) COMPLEX*16 array, dimension (N) */
/*          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*16 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*16 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 */
/*          If BALANC = 'N' or 'S', ILO = 1 and IHI = N. */

/*  LSCALE  (output) DOUBLE PRECISION 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 */
/*          The order in which the interchanges are made is N to IHI+1, */
/*          then 1 to ILO-1. */

/*  RSCALE  (output) DOUBLE PRECISION 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 */
/*          The order in which the interchanges are made is N to IHI+1, */
/*          then 1 to ILO-1. */

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

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

/*  RCONDE  (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N) */
/*          If JOB = '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*16 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. */
/*                The QZ iteration failed.  No eigenvectors have been */
/*                calculated, but ALPHA(j) and BETA(j) should be correct */
/*          > N:  =N+1: other than QZ iteration failed in ZHGEQZ. */
/*                =N+2: error return from ZTGEVC. */

/*  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. */

/*     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, "ZGEQRF", " ", n, &
		    c__1, n, &c__0);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "ZUNMQR", " ", 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, "ZUNGQR", 
			" ", n, &c__1, n, &c__0);
		maxwrk = max(i__1,i__2);
	    }
	}
	work[1].r = (doublereal) maxwrk, work[1].i = 0.;

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

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZGGEVX", &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");
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1. / smlnum;

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

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

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

    bnrm = zlange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0. && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }
    if (ilbscl) {
	zlascl_("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) */

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

/*     Compute ABNRM and BBNRM */

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

    *bbnrm = zlange_("1", n, n, &b[b_offset], ldb, &rwork[1]);
    if (ilbscl) {
	rwork[1] = *bbnrm;
	dlascl_("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;
    zgeqrf_(&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;
    zunmqr_("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) {
	zlaset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
	if (irows > 1) {
	    i__1 = irows - 1;
	    i__2 = irows - 1;
	    zlacpy_("L", &i__1, &i__2, &b[*ilo + 1 + *ilo * b_dim1], ldb, &vl[
		    *ilo + 1 + *ilo * vl_dim1], ldvl);
	}
	i__1 = *lwork + 1 - iwrk;
	zungqr_(&irows, &irows, &irows, &vl[*ilo + *ilo * vl_dim1], ldvl, &
		work[itau], &work[iwrk], &i__1, &ierr);
    }

    if (ilvr) {
	zlaset_("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. */

	zgghrd_(jobvl, jobvr, n, ilo, ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr);
    } else {
	zgghrd_("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;
    zhgeqz_(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 */
/*     ZTGEVC: (Complex Workspace: need 2*N ) */
/*             (Real Workspace:    need 2*N ) */
/*     ZTGSNA: (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';
	    }

	    ztgevc_(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 (DTGEVC) and estimate condition */
/*           numbers (DTGSNA). 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_;
		}
		bwork[i__] = TRUE_;

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

		if (wantse || wantsb) {
		    ztgevc_("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;
		ztgsna_(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);

	    }
	}
    }

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

    if (ilvl) {
	zggbak_(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.;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		i__3 = jr + jc * vl_dim1;
		d__3 = temp, d__4 = (d__1 = vl[i__3].r, abs(d__1)) + (d__2 = 
			d_imag(&vl[jr + jc * vl_dim1]), abs(d__2));
		temp = max(d__3,d__4);
	    }
	    if (temp < smlnum) {
		goto L50;
	    }
	    temp = 1. / temp;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
		i__3 = jr + jc * vl_dim1;
		i__4 = jr + jc * vl_dim1;
		z__1.r = temp * vl[i__4].r, z__1.i = temp * vl[i__4].i;
		vl[i__3].r = z__1.r, vl[i__3].i = z__1.i;
	    }
L50:
	    ;
	}
    }

    if (ilvr) {
	zggbak_(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.;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		i__3 = jr + jc * vr_dim1;
		d__3 = temp, d__4 = (d__1 = vr[i__3].r, abs(d__1)) + (d__2 = 
			d_imag(&vr[jr + jc * vr_dim1]), abs(d__2));
		temp = max(d__3,d__4);
	    }
	    if (temp < smlnum) {
		goto L80;
	    }
	    temp = 1. / temp;
	    i__2 = *n;
	    for (jr = 1; jr <= i__2; ++jr) {
		i__3 = jr + jc * vr_dim1;
		i__4 = jr + jc * vr_dim1;
		z__1.r = temp * vr[i__4].r, z__1.i = temp * vr[i__4].i;
		vr[i__3].r = z__1.r, vr[i__3].i = z__1.i;
	    }
L80:
	    ;
	}
    }

/*     Undo scaling if necessary */

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

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

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

    return 0;

/*     End of ZGGEVX */

} /* zggevx_ */
Exemplo n.º 2
0
/* Subroutine */ int zgegv_(char *jobvl, char *jobvr, integer *n, 
	doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, 
	doublecomplex *alpha, doublecomplex *beta, doublecomplex *vl, integer 
	*ldvl, doublecomplex *vr, integer *ldvr, doublecomplex *work, integer 
	*lwork, doublereal *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;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1, z__2;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    integer jc, nb, in, jr, nb1, nb2, nb3, ihi, ilo;
    doublereal eps;
    logical ilv;
    doublereal absb, anrm, bnrm;
    integer itau;
    doublereal temp;
    logical ilvl, ilvr;
    integer lopt;
    doublereal anrm1, anrm2, bnrm1, bnrm2, absai, scale, absar, sbeta;
    extern logical lsame_(char *, char *);
    integer ileft, iinfo, icols, iwork, irows;
    extern doublereal dlamch_(char *);
    doublereal salfai;
    extern /* Subroutine */ int zggbak_(char *, char *, integer *, integer *, 
	    integer *, doublereal *, doublereal *, integer *, doublecomplex *, 
	     integer *, integer *), zggbal_(char *, integer *, 
	     doublecomplex *, integer *, doublecomplex *, integer *, integer *
, integer *, doublereal *, doublereal *, doublereal *, integer *);
    doublereal salfar, safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal safmax;
    char chtemp[1];
    logical ldumma[1];
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, 
	    integer *, doublereal *);
    integer ijobvl, iright;
    logical ilimit;
    extern /* Subroutine */ int zgghrd_(char *, char *, integer *, integer *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, integer *, 
	     doublecomplex *, integer *, doublecomplex *, integer *, integer *
), zlascl_(char *, integer *, integer *, 
	    doublereal *, doublereal *, integer *, integer *, doublecomplex *, 
	     integer *, integer *);
    integer ijobvr;
    extern /* Subroutine */ int zgeqrf_(integer *, integer *, doublecomplex *, 
	     integer *, doublecomplex *, doublecomplex *, integer *, integer *
);
    integer lwkmin;
    extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), 
	    zlaset_(char *, integer *, integer *, doublecomplex *, 
	    doublecomplex *, doublecomplex *, integer *), ztgevc_(
	    char *, char *, logical *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, integer *, integer *, doublecomplex *, 
	     doublereal *, integer *), zhgeqz_(char *, char *, 
	     char *, integer *, integer *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, 
	    doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublereal *, integer *);
    integer irwork, lwkopt;
    logical lquery;
    extern /* Subroutine */ int zungqr_(integer *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, doublecomplex *, 
	    integer *, integer *), zunmqr_(char *, char *, integer *, integer 
	    *, integer *, doublecomplex *, integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, integer *);


/*  -- 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 ZGGEV. */

/*  ZGEGV 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*16 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 ZGGHRD and ZHGEQZ */
/*          for details. */

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

/*  B       (input/output) COMPLEX*16 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 ZGGHRD and ZHGEQZ for */
/*          details. */

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

/*  ALPHA   (output) COMPLEX*16 array, dimension (N) */
/*          The complex scalars alpha that define the eigenvalues of */
/*          GNEP. */

/*  BETA    (output) COMPLEX*16 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*16 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*16 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*16 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 ZGEQRF, ZUNMQR, and ZUNGQR.)  Then compute: */
/*          NB  -- MAX of the blocksizes for ZGEQRF, ZUNMQR, and ZUNGQR; */
/*          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) DOUBLE PRECISION 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 ZGGBAL */
/*                =N+2: error return from ZGEQRF */
/*                =N+3: error return from ZUNMQR */
/*                =N+4: error return from ZUNGQR */
/*                =N+5: error return from ZGGHRD */
/*                =N+6: error return from ZHGEQZ (other than failed */
/*                                               iteration) */
/*                =N+7: error return from ZTGEVC */
/*                =N+8: error return from ZGGBAK (computing VL) */
/*                =N+9: error return from ZGGBAK (computing VR) */
/*                =N+10: error return from ZLASCL (various calls) */

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

/*  Balancing */
/*  --------- */

/*  This driver calls ZGGBAL 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, ZGGBAK 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 = (doublereal) lwkopt, work[1].i = 0.;
    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, "ZGEQRF", " ", n, n, &c_n1, &c_n1);
	nb2 = ilaenv_(&c__1, "ZUNMQR", " ", n, n, n, &c_n1);
	nb3 = ilaenv_(&c__1, "ZUNGQR", " ", 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 = (doublereal) lopt, work[1].i = 0.;
    }

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

/*     Quick return if possible */

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

/*     Get machine constants */

    eps = dlamch_("E") * dlamch_("B");
    safmin = dlamch_("S");
    safmin += safmin;
    safmax = 1. / safmin;

/*     Scale A */

    anrm = zlange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    anrm1 = anrm;
    anrm2 = 1.;
    if (anrm < 1.) {
	if (safmax * anrm < 1.) {
	    anrm1 = safmin;
	    anrm2 = safmax * anrm;
	}
    }

    if (anrm > 0.) {
	zlascl_("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 = zlange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    bnrm1 = bnrm;
    bnrm2 = 1.;
    if (bnrm < 1.) {
	if (safmax * bnrm < 1.) {
	    bnrm1 = safmin;
	    bnrm2 = safmax * bnrm;
	}
    }

    if (bnrm > 0.) {
	zlascl_("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;
    zggbal_("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;
    zgeqrf_(&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;
    zunmqr_("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) {
	zlaset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
	i__1 = irows - 1;
	i__2 = irows - 1;
	zlacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[ilo + 
		1 + ilo * vl_dim1], ldvl);
	i__1 = *lwork + 1 - iwork;
	zungqr_(&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) {
	zlaset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr);
    }

/*     Reduce to generalized Hessenberg form */

    if (ilv) {

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

	zgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &iinfo);
    } else {
	zgghrd_("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;
    zhgeqz_(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';
	}

	ztgevc_(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) {
	    zggbak_("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.;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = jr + jc * vl_dim1;
		    d__3 = temp, d__4 = (d__1 = vl[i__3].r, abs(d__1)) + (
			    d__2 = d_imag(&vl[jr + jc * vl_dim1]), abs(d__2));
		    temp = max(d__3,d__4);
/* L10: */
		}
		if (temp < safmin) {
		    goto L30;
		}
		temp = 1. / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = jr + jc * vl_dim1;
		    i__4 = jr + jc * vl_dim1;
		    z__1.r = temp * vl[i__4].r, z__1.i = temp * vl[i__4].i;
		    vl[i__3].r = z__1.r, vl[i__3].i = z__1.i;
/* L20: */
		}
L30:
		;
	    }
	}
	if (ilvr) {
	    zggbak_("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.;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = jr + jc * vr_dim1;
		    d__3 = temp, d__4 = (d__1 = vr[i__3].r, abs(d__1)) + (
			    d__2 = d_imag(&vr[jr + jc * vr_dim1]), abs(d__2));
		    temp = max(d__3,d__4);
/* L40: */
		}
		if (temp < safmin) {
		    goto L60;
		}
		temp = 1. / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = jr + jc * vr_dim1;
		    i__4 = jr + jc * vr_dim1;
		    z__1.r = temp * vr[i__4].r, z__1.i = temp * vr[i__4].i;
		    vr[i__3].r = z__1.r, vr[i__3].i = z__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 = (d__1 = alpha[i__2].r, abs(d__1));
	absai = (d__1 = d_imag(&alpha[jc]), abs(d__1));
	i__2 = jc;
	absb = (d__1 = beta[i__2].r, abs(d__1));
	i__2 = jc;
	salfar = anrm * alpha[i__2].r;
	salfai = anrm * d_imag(&alpha[jc]);
	i__2 = jc;
	sbeta = bnrm * beta[i__2].r;
	ilimit = FALSE_;
	scale = 1.;

/*        Check for significant underflow in imaginary part of ALPHA */

/* Computing MAX */
	d__1 = safmin, d__2 = eps * absar, d__1 = max(d__1,d__2), d__2 = eps *
		 absb;
	if (abs(salfai) < safmin && absai >= max(d__1,d__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
	    d__1 = safmin, d__2 = anrm2 * absai;
	    scale = safmin / anrm1 / max(d__1,d__2);
	}

/*        Check for significant underflow in real part of ALPHA */

/* Computing MAX */
	d__1 = safmin, d__2 = eps * absai, d__1 = max(d__1,d__2), d__2 = eps *
		 absb;
	if (abs(salfar) < safmin && absar >= max(d__1,d__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
/* Computing MAX */
	    d__3 = safmin, d__4 = anrm2 * absar;
	    d__1 = scale, d__2 = safmin / anrm1 / max(d__3,d__4);
	    scale = max(d__1,d__2);
	}

/*        Check for significant underflow in BETA */

/* Computing MAX */
	d__1 = safmin, d__2 = eps * absar, d__1 = max(d__1,d__2), d__2 = eps *
		 absai;
	if (abs(sbeta) < safmin && absb >= max(d__1,d__2)) {
	    ilimit = TRUE_;
/* Computing MAX */
/* Computing MAX */
	    d__3 = safmin, d__4 = bnrm2 * absb;
	    d__1 = scale, d__2 = safmin / bnrm1 / max(d__3,d__4);
	    scale = max(d__1,d__2);
	}

/*        Check for possible overflow when limiting scaling */

	if (ilimit) {
/* Computing MAX */
	    d__1 = abs(salfar), d__2 = abs(salfai), d__1 = max(d__1,d__2), 
		    d__2 = abs(sbeta);
	    temp = scale * safmin * max(d__1,d__2);
	    if (temp > 1.) {
		scale /= temp;
	    }
	    if (scale < 1.) {
		ilimit = FALSE_;
	    }
	}

/*        Recompute un-scaled ALPHA, BETA if necessary. */

	if (ilimit) {
	    i__2 = jc;
	    salfar = scale * alpha[i__2].r * anrm;
	    salfai = scale * d_imag(&alpha[jc]) * anrm;
	    i__2 = jc;
	    z__2.r = scale * beta[i__2].r, z__2.i = scale * beta[i__2].i;
	    z__1.r = bnrm * z__2.r, z__1.i = bnrm * z__2.i;
	    sbeta = z__1.r;
	}
	i__2 = jc;
	z__1.r = salfar, z__1.i = salfai;
	alpha[i__2].r = z__1.r, alpha[i__2].i = z__1.i;
	i__2 = jc;
	beta[i__2].r = sbeta, beta[i__2].i = 0.;
/* L70: */
    }

L80:
    work[1].r = (doublereal) lwkopt, work[1].i = 0.;

    return 0;

/*     End of ZGEGV */

} /* zgegv_ */
Exemplo n.º 3
0
/* Subroutine */ int zggev_(char *jobvl, char *jobvr, integer *n, 
	doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, 
	doublecomplex *alpha, doublecomplex *beta, doublecomplex *vl, integer 
	*ldvl, doublecomplex *vr, integer *ldvr, doublecomplex *work, integer 
	*lwork, doublereal *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;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1;

    /* Builtin functions */
    double sqrt(doublereal), d_imag(doublecomplex *);

    /* Local variables */
    integer jc, in, jr, ihi, ilo;
    doublereal eps;
    logical ilv;
    doublereal anrm, bnrm;
    integer ierr, itau;
    doublereal temp;
    logical ilvl, ilvr;
    integer iwrk;
    extern logical lsame_(char *, char *);
    integer ileft, icols, irwrk, irows;
    extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int zggbak_(char *, char *, integer *, integer *, 
	    integer *, doublereal *, doublereal *, integer *, doublecomplex *, 
	     integer *, integer *), zggbal_(char *, integer *, 
	     doublecomplex *, integer *, doublecomplex *, integer *, integer *
, integer *, doublereal *, doublereal *, doublereal *, integer *);
    logical ilascl, ilbscl;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    logical ldumma[1];
    char chtemp[1];
    doublereal bignum;
    extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, 
	    integer *, doublereal *);
    integer ijobvl, iright;
    extern /* Subroutine */ int zgghrd_(char *, char *, integer *, integer *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, integer *, 
	     doublecomplex *, integer *, doublecomplex *, integer *, integer *
), zlascl_(char *, integer *, integer *, 
	    doublereal *, doublereal *, integer *, integer *, doublecomplex *, 
	     integer *, integer *);
    integer ijobvr;
    extern /* Subroutine */ int zgeqrf_(integer *, integer *, doublecomplex *, 
	     integer *, doublecomplex *, doublecomplex *, integer *, integer *
);
    doublereal anrmto;
    integer lwkmin;
    doublereal bnrmto;
    extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), 
	    zlaset_(char *, integer *, integer *, doublecomplex *, 
	    doublecomplex *, doublecomplex *, integer *), ztgevc_(
	    char *, char *, logical *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, integer *, integer *, doublecomplex *, 
	     doublereal *, integer *), zhgeqz_(char *, char *, 
	     char *, integer *, integer *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, 
	    doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublereal *, integer *);
    doublereal smlnum;
    integer lwkopt;
    logical lquery;
    extern /* Subroutine */ int zungqr_(integer *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, doublecomplex *, 
	    integer *, integer *), zunmqr_(char *, char *, integer *, integer 
	    *, integer *, doublecomplex *, integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, integer *);


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

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

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

/*  ZGGEV 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*16 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*16 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*16 array, dimension (N) */
/*  BETA    (output) COMPLEX*16 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*16 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 is scaled so the largest component has */
/*          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*16 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 is scaled so the largest component has */
/*          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*16 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/output) DOUBLE PRECISION 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 DHGEQZ, */
/*                =N+2: error return from DTGEVC. */

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

/*     .. 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 */

    *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.) */

    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, "ZGEQRF", " ", n, &c__1, n, 
		&c__0);
	lwkopt = max(i__1,i__2);
/* Computing MAX */
	i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "ZUNMQR", " ", n, &
		c__1, n, &c__0);
	lwkopt = max(i__1,i__2);
	if (ilvl) {
/* Computing MAX */
	    i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "ZUNGQR", " ", n, &
		    c__1, n, &c_n1);
	    lwkopt = max(i__1,i__2);
	}
	work[1].r = (doublereal) lwkopt, work[1].i = 0.;

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

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

/*     Quick return if possible */

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

/*     Get machine constants */

    eps = dlamch_("E") * dlamch_("B");
    smlnum = dlamch_("S");
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1. / smlnum;

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

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

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

    bnrm = zlange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0. && bnrm < smlnum) {
	bnrmto = smlnum;
	ilbscl = TRUE_;
    } else if (bnrm > bignum) {
	bnrmto = bignum;
	ilbscl = TRUE_;
    }
    if (ilbscl) {
	zlascl_("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;
    zggbal_("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;
    zgeqrf_(&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;
    zunmqr_("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 */
/*     (Complex Workspace: need N, prefer N*NB) */

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

/*     Initialize VR */

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

/*     Reduce to generalized Hessenberg form */

    if (ilv) {

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

	zgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 
		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr);
    } else {
	zgghrd_("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 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;
    zhgeqz_(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';
	}

	ztgevc_(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) {
	    zggbak_("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.;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = jr + jc * vl_dim1;
		    d__3 = temp, d__4 = (d__1 = vl[i__3].r, abs(d__1)) + (
			    d__2 = d_imag(&vl[jr + jc * vl_dim1]), abs(d__2));
		    temp = max(d__3,d__4);
/* L10: */
		}
		if (temp < smlnum) {
		    goto L30;
		}
		temp = 1. / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = jr + jc * vl_dim1;
		    i__4 = jr + jc * vl_dim1;
		    z__1.r = temp * vl[i__4].r, z__1.i = temp * vl[i__4].i;
		    vl[i__3].r = z__1.r, vl[i__3].i = z__1.i;
/* L20: */
		}
L30:
		;
	    }
	}
	if (ilvr) {
	    zggbak_("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.;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
/* Computing MAX */
		    i__3 = jr + jc * vr_dim1;
		    d__3 = temp, d__4 = (d__1 = vr[i__3].r, abs(d__1)) + (
			    d__2 = d_imag(&vr[jr + jc * vr_dim1]), abs(d__2));
		    temp = max(d__3,d__4);
/* L40: */
		}
		if (temp < smlnum) {
		    goto L60;
		}
		temp = 1. / temp;
		i__2 = *n;
		for (jr = 1; jr <= i__2; ++jr) {
		    i__3 = jr + jc * vr_dim1;
		    i__4 = jr + jc * vr_dim1;
		    z__1.r = temp * vr[i__4].r, z__1.i = temp * vr[i__4].i;
		    vr[i__3].r = z__1.r, vr[i__3].i = z__1.i;
/* L50: */
		}
L60:
		;
	    }
	}
    }

/*     Undo scaling if necessary */

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

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

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

    return 0;

/*     End of ZGGEV */

} /* zggev_ */
Exemplo n.º 4
0
/* Subroutine */
int zggev_(char *jobvl, char *jobvr, integer *n, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, doublecomplex *alpha, doublecomplex *beta, doublecomplex *vl, integer *ldvl, doublecomplex *vr, integer *ldvr, doublecomplex *work, integer *lwork, doublereal *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;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1;
    /* Builtin functions */
    double sqrt(doublereal), d_imag(doublecomplex *);
    /* Local variables */
    integer jc, in, jr, ihi, ilo;
    doublereal eps;
    logical ilv;
    doublereal anrm, bnrm;
    integer ierr, itau;
    doublereal temp;
    logical ilvl, ilvr;
    integer iwrk;
    extern logical lsame_(char *, char *);
    integer ileft, icols, irwrk, irows;
    extern /* Subroutine */
    int dlabad_(doublereal *, doublereal *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */
    int zggbak_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublecomplex *, integer *, integer *), zggbal_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer * , integer *, doublereal *, doublereal *, doublereal *, integer *);
    logical ilascl, ilbscl;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *);
    logical ldumma[1];
    char chtemp[1];
    doublereal bignum;
    extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *);
    integer ijobvl, iright;
    extern /* Subroutine */
    int zgghrd_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer * ), zlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublecomplex *, integer *, integer *);
    integer ijobvr;
    extern /* Subroutine */
    int zgeqrf_(integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer * );
    doublereal anrmto;
    integer lwkmin;
    doublereal bnrmto;
    extern /* Subroutine */
    int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *), zlaset_(char *, integer *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *), ztgevc_( char *, char *, logical *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, doublecomplex *, doublereal *, integer *), zhgeqz_(char *, char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, integer *);
    doublereal smlnum;
    integer lwkopt;
    logical lquery;
    extern /* Subroutine */
    int zungqr_(integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer *), zunmqr_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, integer *);
    /* -- LAPACK driver routine (version 3.4.1) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* April 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. 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 */
    *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.) */
    if (*info == 0)
    {
        /* Computing MAX */
        i__1 = 1;
        i__2 = *n << 1; // , expr subst
        lwkmin = max(i__1,i__2);
        /* Computing MAX */
        i__1 = 1;
        i__2 = *n + *n * ilaenv_(&c__1, "ZGEQRF", " ", n, &c__1, n, &c__0); // , expr subst
        lwkopt = max(i__1,i__2);
        /* Computing MAX */
        i__1 = lwkopt;
        i__2 = *n + *n * ilaenv_(&c__1, "ZUNMQR", " ", n, & c__1, n, &c__0); // , expr subst
        lwkopt = max(i__1,i__2);
        if (ilvl)
        {
            /* Computing MAX */
            i__1 = lwkopt;
            i__2 = *n + *n * ilaenv_(&c__1, "ZUNGQR", " ", n, & c__1, n, &c_n1); // , expr subst
            lwkopt = max(i__1,i__2);
        }
        work[1].r = (doublereal) lwkopt;
        work[1].i = 0.; // , expr subst
        if (*lwork < lwkmin && ! lquery)
        {
            *info = -15;
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZGGEV ", &i__1);
        return 0;
    }
    else if (lquery)
    {
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    /* Get machine constants */
    eps = dlamch_("E") * dlamch_("B");
    smlnum = dlamch_("S");
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1. / smlnum;
    /* Scale A if max element outside range [SMLNUM,BIGNUM] */
    anrm = zlange_("M", n, n, &a[a_offset], lda, &rwork[1]);
    ilascl = FALSE_;
    if (anrm > 0. && anrm < smlnum)
    {
        anrmto = smlnum;
        ilascl = TRUE_;
    }
    else if (anrm > bignum)
    {
        anrmto = bignum;
        ilascl = TRUE_;
    }
    if (ilascl)
    {
        zlascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, & ierr);
    }
    /* Scale B if max element outside range [SMLNUM,BIGNUM] */
    bnrm = zlange_("M", n, n, &b[b_offset], ldb, &rwork[1]);
    ilbscl = FALSE_;
    if (bnrm > 0. && bnrm < smlnum)
    {
        bnrmto = smlnum;
        ilbscl = TRUE_;
    }
    else if (bnrm > bignum)
    {
        bnrmto = bignum;
        ilbscl = TRUE_;
    }
    if (ilbscl)
    {
        zlascl_("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;
    zggbal_("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;
    zgeqrf_(&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;
    zunmqr_("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 */
    /* (Complex Workspace: need N, prefer N*NB) */
    if (ilvl)
    {
        zlaset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl);
        if (irows > 1)
        {
            i__1 = irows - 1;
            i__2 = irows - 1;
            zlacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[ ilo + 1 + ilo * vl_dim1], ldvl);
        }
        i__1 = *lwork + 1 - iwrk;
        zungqr_(&irows, &irows, &irows, &vl[ilo + ilo * vl_dim1], ldvl, &work[ itau], &work[iwrk], &i__1, &ierr);
    }
    /* Initialize VR */
    if (ilvr)
    {
        zlaset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr);
    }
    /* Reduce to generalized Hessenberg form */
    if (ilv)
    {
        /* Eigenvectors requested -- work on whole matrix. */
        zgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr);
    }
    else
    {
        zgghrd_("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 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;
    zhgeqz_(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';
        }
        ztgevc_(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)
        {
            zggbak_("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.;
                i__2 = *n;
                for (jr = 1;
                        jr <= i__2;
                        ++jr)
                {
                    /* Computing MAX */
                    i__3 = jr + jc * vl_dim1;
                    d__3 = temp;
                    d__4 = (d__1 = vl[i__3].r, f2c_abs(d__1)) + ( d__2 = d_imag(&vl[jr + jc * vl_dim1]), f2c_abs(d__2)); // , expr subst
                    temp = max(d__3,d__4);
                    /* L10: */
                }
                if (temp < smlnum)
                {
                    goto L30;
                }
                temp = 1. / temp;
                i__2 = *n;
                for (jr = 1;
                        jr <= i__2;
                        ++jr)
                {
                    i__3 = jr + jc * vl_dim1;
                    i__4 = jr + jc * vl_dim1;
                    z__1.r = temp * vl[i__4].r;
                    z__1.i = temp * vl[i__4].i; // , expr subst
                    vl[i__3].r = z__1.r;
                    vl[i__3].i = z__1.i; // , expr subst
                    /* L20: */
                }
L30:
                ;
            }
        }
        if (ilvr)
        {
            zggbak_("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.;
                i__2 = *n;
                for (jr = 1;
                        jr <= i__2;
                        ++jr)
                {
                    /* Computing MAX */
                    i__3 = jr + jc * vr_dim1;
                    d__3 = temp;
                    d__4 = (d__1 = vr[i__3].r, f2c_abs(d__1)) + ( d__2 = d_imag(&vr[jr + jc * vr_dim1]), f2c_abs(d__2)); // , expr subst
                    temp = max(d__3,d__4);
                    /* L40: */
                }
                if (temp < smlnum)
                {
                    goto L60;
                }
                temp = 1. / temp;
                i__2 = *n;
                for (jr = 1;
                        jr <= i__2;
                        ++jr)
                {
                    i__3 = jr + jc * vr_dim1;
                    i__4 = jr + jc * vr_dim1;
                    z__1.r = temp * vr[i__4].r;
                    z__1.i = temp * vr[i__4].i; // , expr subst
                    vr[i__3].r = z__1.r;
                    vr[i__3].i = z__1.i; // , expr subst
                    /* L50: */
                }
L60:
                ;
            }
        }
    }
    /* Undo scaling if necessary */
L70:
    if (ilascl)
    {
        zlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, & ierr);
    }
    if (ilbscl)
    {
        zlascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, & ierr);
    }
    work[1].r = (doublereal) lwkopt;
    work[1].i = 0.; // , expr subst
    return 0;
    /* End of ZGGEV */
}