示例#1
0
 int dtrsen_(char *job, char *compq, int *select, int 
	*n, double *t, int *ldt, double *q, int *ldq, 
	double *wr, double *wi, int *m, double *s, double 
	*sep, double *work, int *lwork, int *iwork, int *
	liwork, int *info)
{
    /* System generated locals */
    int q_dim1, q_offset, t_dim1, t_offset, i__1, i__2;
    double d__1, d__2;

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

    /* Local variables */
    int k, n1, n2, kk, nn, ks;
    double est;
    int kase;
    int pair;
    int ierr;
    int swap;
    double scale;
    extern int lsame_(char *, char *);
    int isave[3], lwmin;
    int wantq, wants;
    double rnorm;
    extern  int dlacn2_(int *, double *, double *, 
	     int *, double *, int *, int *);
    extern double dlange_(char *, int *, int *, double *, 
	    int *, double *);
    extern  int dlacpy_(char *, int *, int *, 
	    double *, int *, double *, int *), 
	    xerbla_(char *, int *);
    int wantbh;
    extern  int dtrexc_(char *, int *, double *, 
	    int *, double *, int *, int *, int *, 
	    double *, int *);
    int liwmin;
    int wantsp, lquery;
    extern  int dtrsyl_(char *, char *, int *, int *, 
	    int *, double *, int *, double *, int *, 
	    double *, int *, double *, int *);


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

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

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

/*  DTRSEN reorders the float Schur factorization of a float matrix */
/*  A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in */
/*  the leading diagonal blocks of the upper quasi-triangular matrix T, */
/*  and the leading columns of Q form an orthonormal basis of the */
/*  corresponding right invariant subspace. */

/*  Optionally the routine computes the reciprocal condition numbers of */
/*  the cluster of eigenvalues and/or the invariant subspace. */

/*  T must be in Schur canonical form (as returned by DHSEQR), that is, */
/*  block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each */
/*  2-by-2 diagonal block has its diagonal elemnts equal and its */
/*  off-diagonal elements of opposite sign. */

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

/*  JOB     (input) CHARACTER*1 */
/*          Specifies whether condition numbers are required for the */
/*          cluster of eigenvalues (S) or the invariant subspace (SEP): */
/*          = 'N': none; */
/*          = 'E': for eigenvalues only (S); */
/*          = 'V': for invariant subspace only (SEP); */
/*          = 'B': for both eigenvalues and invariant subspace (S and */
/*                 SEP). */

/*  COMPQ   (input) CHARACTER*1 */
/*          = 'V': update the matrix Q of Schur vectors; */
/*          = 'N': do not update Q. */

/*  SELECT  (input) LOGICAL array, dimension (N) */
/*          SELECT specifies the eigenvalues in the selected cluster. To */
/*          select a float 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 matrix T. N >= 0. */

/*  T       (input/output) DOUBLE PRECISION array, dimension (LDT,N) */
/*          On entry, the upper quasi-triangular matrix T, in Schur */
/*          canonical form. */
/*          On exit, T is overwritten by the reordered matrix T, again in */
/*          Schur canonical form, with the selected eigenvalues in the */
/*          leading diagonal blocks. */

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

/*  Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/*          On entry, if COMPQ = 'V', the matrix Q of Schur vectors. */
/*          On exit, if COMPQ = 'V', Q has been postmultiplied by the */
/*          orthogonal transformation matrix which reorders T; the */
/*          leading M columns of Q form an orthonormal basis for the */
/*          specified invariant subspace. */
/*          If COMPQ = 'N', Q is not referenced. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of the array Q. */
/*          LDQ >= 1; and if COMPQ = 'V', LDQ >= N. */

/*  WR      (output) DOUBLE PRECISION array, dimension (N) */
/*  WI      (output) DOUBLE PRECISION array, dimension (N) */
/*          The float and imaginary parts, respectively, of the reordered */
/*          eigenvalues of T. The eigenvalues are stored in the same */
/*          order as on the diagonal of T, with WR(i) = T(i,i) and, if */
/*          T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and */
/*          WI(i+1) = -WI(i). Note that if a complex eigenvalue is */
/*          sufficiently ill-conditioned, then its value may differ */
/*          significantly from its value before reordering. */

/*  M       (output) INTEGER */
/*          The dimension of the specified invariant subspace. */
/*          0 < = M <= N. */

/*  S       (output) DOUBLE PRECISION */
/*          If JOB = 'E' or 'B', S is a lower bound on the reciprocal */
/*          condition number for the selected cluster of eigenvalues. */
/*          S cannot underestimate the true reciprocal condition number */
/*          by more than a factor of sqrt(N). If M = 0 or N, S = 1. */
/*          If JOB = 'N' or 'V', S is not referenced. */

/*  SEP     (output) DOUBLE PRECISION */
/*          If JOB = 'V' or 'B', SEP is the estimated reciprocal */
/*          condition number of the specified invariant subspace. If */
/*          M = 0 or N, SEP = norm(T). */
/*          If JOB = 'N' or 'E', SEP 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. */
/*          If JOB = 'N', LWORK >= MAX(1,N); */
/*          if JOB = 'E', LWORK >= MAX(1,M*(N-M)); */
/*          if JOB = 'V' or 'B', LWORK >= MAX(1,2*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) INTEGER array, dimension (MAX(1,LIWORK)) */
/*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */

/*  LIWORK  (input) INTEGER */
/*          The dimension of the array IWORK. */
/*          If JOB = 'N' or 'E', LIWORK >= 1; */
/*          if JOB = 'V' or 'B', LIWORK >= MAX(1,M*(N-M)). */

/*          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 T failed because some eigenvalues are too */
/*               close to separate (the problem is very ill-conditioned); */
/*               T may have been partially reordered, and WR and WI */
/*               contain the eigenvalues in the same order as in T; S and */
/*               SEP (if requested) are set to zero. */

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

/*  DTRSEN first collects the selected eigenvalues by computing an */
/*  orthogonal transformation Z to move them to the top left corner of T. */
/*  In other words, the selected eigenvalues are the eigenvalues of T11 */
/*  in: */

/*                Z'*T*Z = ( T11 T12 ) n1 */
/*                         (  0  T22 ) n2 */
/*                            n1  n2 */

/*  where N = n1+n2 and Z' means the transpose of Z. The first n1 columns */
/*  of Z span the specified invariant subspace of T. */

/*  If T has been obtained from the float Schur factorization of a matrix */
/*  A = Q*T*Q', then the reordered float Schur factorization of A is given */
/*  by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span */
/*  the corresponding invariant subspace of A. */

/*  The reciprocal condition number of the average of the eigenvalues of */
/*  T11 may be returned in S. S lies between 0 (very badly conditioned) */
/*  and 1 (very well conditioned). It is computed as follows. First we */
/*  compute R so that */

/*                         P = ( I  R ) n1 */
/*                             ( 0  0 ) n2 */
/*                               n1 n2 */

/*  is the projector on the invariant subspace associated with T11. */
/*  R is the solution of the Sylvester equation: */

/*                        T11*R - R*T22 = T12. */

/*  Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote */
/*  the two-norm of M. Then S is computed as the lower bound */

/*                      (1 + F-norm(R)**2)**(-1/2) */

/*  on the reciprocal of 2-norm(P), the true reciprocal condition number. */
/*  S cannot underestimate 1 / 2-norm(P) by more than a factor of */
/*  sqrt(N). */

/*  An approximate error bound for the computed average of the */
/*  eigenvalues of T11 is */

/*                         EPS * norm(T) / S */

/*  where EPS is the machine precision. */

/*  The reciprocal condition number of the right invariant subspace */
/*  spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. */
/*  SEP is defined as the separation of T11 and T22: */

/*                     sep( T11, T22 ) = sigma-MIN( C ) */

/*  where sigma-MIN(C) is the smallest singular value of the */
/*  n1*n2-by-n1*n2 matrix */

/*     C  = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) */

/*  I(m) is an m by m identity matrix, and kprod denotes the Kronecker */
/*  product. We estimate sigma-MIN(C) by the reciprocal of an estimate of */
/*  the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) */
/*  cannot differ from sigma-MIN(C) by more than a factor of sqrt(n1*n2). */

/*  When SEP is small, small changes in T can cause large changes in */
/*  the invariant subspace. An approximate bound on the maximum angular */
/*  error in the computed right invariant subspace is */

/*                      EPS * norm(T) / SEP */

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

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

/*     Decode and test the input parameters */

    /* Parameter adjustments */
    --select;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --wr;
    --wi;
    --work;
    --iwork;

    /* Function Body */
    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;
    wantq = lsame_(compq, "V");

    *info = 0;
    lquery = *lwork == -1;
    if (! lsame_(job, "N") && ! wants && ! wantsp) {
	*info = -1;
    } else if (! lsame_(compq, "N") && ! wantq) {
	*info = -2;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldt < MAX(1,*n)) {
	*info = -6;
    } else if (*ldq < 1 || wantq && *ldq < *n) {
	*info = -8;
    } else {

/*        Set M to the dimension of the specified invariant subspace, */
/*        and test LWORK and LIWORK. */

	*m = 0;
	pair = FALSE;
	i__1 = *n;
	for (k = 1; k <= i__1; ++k) {
	    if (pair) {
		pair = FALSE;
	    } else {
		if (k < *n) {
		    if (t[k + 1 + k * t_dim1] == 0.) {
			if (select[k]) {
			    ++(*m);
			}
		    } else {
			pair = TRUE;
			if (select[k] || select[k + 1]) {
			    *m += 2;
			}
		    }
		} else {
		    if (select[*n]) {
			++(*m);
		    }
		}
	    }
/* L10: */
	}

	n1 = *m;
	n2 = *n - *m;
	nn = n1 * n2;

	if (wantsp) {
/* Computing MAX */
	    i__1 = 1, i__2 = nn << 1;
	    lwmin = MAX(i__1,i__2);
	    liwmin = MAX(1,nn);
	} else if (lsame_(job, "N")) {
	    lwmin = MAX(1,*n);
	    liwmin = 1;
	} else if (lsame_(job, "E")) {
	    lwmin = MAX(1,nn);
	    liwmin = 1;
	}

	if (*lwork < lwmin && ! lquery) {
	    *info = -15;
	} else if (*liwork < liwmin && ! lquery) {
	    *info = -17;
	}
    }

    if (*info == 0) {
	work[1] = (double) lwmin;
	iwork[1] = liwmin;
    }

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

/*     Quick return if possible. */

    if (*m == *n || *m == 0) {
	if (wants) {
	    *s = 1.;
	}
	if (wantsp) {
	    *sep = dlange_("1", n, n, &t[t_offset], ldt, &work[1]);
	}
	goto L40;
    }

/*     Collect the selected blocks at the top-left corner of T. */

    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 (t[k + 1 + k * t_dim1] != 0.) {
		    pair = TRUE;
		    swap = swap || select[k + 1];
		}
	    }
	    if (swap) {
		++ks;

/*              Swap the K-th block to position KS. */

		ierr = 0;
		kk = k;
		if (k != ks) {
		    dtrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, &
			    kk, &ks, &work[1], &ierr);
		}
		if (ierr == 1 || ierr == 2) {

/*                 Blocks too close to swap: exit. */

		    *info = 1;
		    if (wants) {
			*s = 0.;
		    }
		    if (wantsp) {
			*sep = 0.;
		    }
		    goto L40;
		}
		if (pair) {
		    ++ks;
		}
	    }
	}
/* L20: */
    }

    if (wants) {

/*        Solve Sylvester equation for R: */

/*           T11*R - R*T22 = scale*T12 */

	dlacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1);
	dtrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 
		+ 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr);

/*        Estimate the reciprocal of the condition number of the cluster */
/*        of eigenvalues. */

	rnorm = dlange_("F", &n1, &n2, &work[1], &n1, &work[1]);
	if (rnorm == 0.) {
	    *s = 1.;
	} else {
	    *s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm));
	}
    }

    if (wantsp) {

/*        Estimate sep(T11,T22). */

	est = 0.;
	kase = 0;
L30:
	dlacn2_(&nn, &work[nn + 1], &work[1], &iwork[1], &est, &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

/*              Solve  T11*R - R*T22 = scale*X. */

		dtrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 
			1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
			ierr);
	    } else {

/*              Solve  T11'*R - R*T22' = scale*X. */

		dtrsyl_("T", "T", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 
			1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
			ierr);
	    }
	    goto L30;
	}

	*sep = scale / est;
    }

L40:

/*     Store the output eigenvalues in WR and WI. */

    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	wr[k] = t[k + k * t_dim1];
	wi[k] = 0.;
/* L50: */
    }
    i__1 = *n - 1;
    for (k = 1; k <= i__1; ++k) {
	if (t[k + 1 + k * t_dim1] != 0.) {
	    wi[k] = sqrt((d__1 = t[k + (k + 1) * t_dim1], ABS(d__1))) * sqrt((
		    d__2 = t[k + 1 + k * t_dim1], ABS(d__2)));
	    wi[k + 1] = -wi[k];
	}
/* L60: */
    }

    work[1] = (double) lwmin;
    iwork[1] = liwmin;

    return 0;

/*     End of DTRSEN */

} /* dtrsen_ */
示例#2
0
int main(void)
{
    /* Local scalars */
    char compq, compq_i;
    lapack_int n, n_i;
    lapack_int ldt, ldt_i;
    lapack_int ldt_r;
    lapack_int ldq, ldq_i;
    lapack_int ldq_r;
    lapack_int ifst, ifst_i, ifst_save;
    lapack_int ilst, ilst_i, ilst_save;
    lapack_int info, info_i;
    lapack_int i;
    int failed;

    /* Local arrays */
    double *t = NULL, *t_i = NULL;
    double *q = NULL, *q_i = NULL;
    double *work = NULL, *work_i = NULL;
    double *t_save = NULL;
    double *q_save = NULL;
    double *t_r = NULL;
    double *q_r = NULL;

    /* Iniitialize the scalar parameters */
    init_scalars_dtrexc( &compq, &n, &ldt, &ldq, &ifst, &ilst );
    ldt_r = n+2;
    ldq_r = n+2;
    compq_i = compq;
    n_i = n;
    ldt_i = ldt;
    ldq_i = ldq;
    ifst_i = ifst_save = ifst;
    ilst_i = ilst_save = ilst;

    /* Allocate memory for the LAPACK routine arrays */
    t = (double *)LAPACKE_malloc( ldt*n * sizeof(double) );
    q = (double *)LAPACKE_malloc( ldq*n * sizeof(double) );
    work = (double *)LAPACKE_malloc( n * sizeof(double) );

    /* Allocate memory for the C interface function arrays */
    t_i = (double *)LAPACKE_malloc( ldt*n * sizeof(double) );
    q_i = (double *)LAPACKE_malloc( ldq*n * sizeof(double) );
    work_i = (double *)LAPACKE_malloc( n * sizeof(double) );

    /* Allocate memory for the backup arrays */
    t_save = (double *)LAPACKE_malloc( ldt*n * sizeof(double) );
    q_save = (double *)LAPACKE_malloc( ldq*n * sizeof(double) );

    /* Allocate memory for the row-major arrays */
    t_r = (double *)LAPACKE_malloc( n*(n+2) * sizeof(double) );
    q_r = (double *)LAPACKE_malloc( n*(n+2) * sizeof(double) );

    /* Initialize input arrays */
    init_t( ldt*n, t );
    init_q( ldq*n, q );
    init_work( n, work );

    /* Backup the ouptut arrays */
    for( i = 0; i < ldt*n; i++ ) {
        t_save[i] = t[i];
    }
    for( i = 0; i < ldq*n; i++ ) {
        q_save[i] = q[i];
    }

    /* Call the LAPACK routine */
    dtrexc_( &compq, &n, t, &ldt, q, &ldq, &ifst, &ilst, work, &info );

    /* Initialize input data, call the column-major middle-level
     * interface to LAPACK routine and check the results */
    ifst_i = ifst_save;
    ilst_i = ilst_save;
    for( i = 0; i < ldt*n; i++ ) {
        t_i[i] = t_save[i];
    }
    for( i = 0; i < ldq*n; i++ ) {
        q_i[i] = q_save[i];
    }
    for( i = 0; i < n; i++ ) {
        work_i[i] = work[i];
    }
    info_i = LAPACKE_dtrexc_work( LAPACK_COL_MAJOR, compq_i, n_i, t_i, ldt_i,
                                  q_i, ldq_i, &ifst_i, &ilst_i, work_i );

    failed = compare_dtrexc( t, t_i, q, q_i, ifst, ifst_i, ilst, ilst_i, info,
                             info_i, compq, ldq, ldt, n );
    if( failed == 0 ) {
        printf( "PASSED: column-major middle-level interface to dtrexc\n" );
    } else {
        printf( "FAILED: column-major middle-level interface to dtrexc\n" );
    }

    /* Initialize input data, call the column-major high-level
     * interface to LAPACK routine and check the results */
    ifst_i = ifst_save;
    ilst_i = ilst_save;
    for( i = 0; i < ldt*n; i++ ) {
        t_i[i] = t_save[i];
    }
    for( i = 0; i < ldq*n; i++ ) {
        q_i[i] = q_save[i];
    }
    for( i = 0; i < n; i++ ) {
        work_i[i] = work[i];
    }
    info_i = LAPACKE_dtrexc( LAPACK_COL_MAJOR, compq_i, n_i, t_i, ldt_i, q_i,
                             ldq_i, &ifst_i, &ilst_i );

    failed = compare_dtrexc( t, t_i, q, q_i, ifst, ifst_i, ilst, ilst_i, info,
                             info_i, compq, ldq, ldt, n );
    if( failed == 0 ) {
        printf( "PASSED: column-major high-level interface to dtrexc\n" );
    } else {
        printf( "FAILED: column-major high-level interface to dtrexc\n" );
    }

    /* Initialize input data, call the row-major middle-level
     * interface to LAPACK routine and check the results */
    ifst_i = ifst_save;
    ilst_i = ilst_save;
    for( i = 0; i < ldt*n; i++ ) {
        t_i[i] = t_save[i];
    }
    for( i = 0; i < ldq*n; i++ ) {
        q_i[i] = q_save[i];
    }
    for( i = 0; i < n; i++ ) {
        work_i[i] = work[i];
    }

    LAPACKE_dge_trans( LAPACK_COL_MAJOR, n, n, t_i, ldt, t_r, n+2 );
    if( LAPACKE_lsame( compq, 'v' ) ) {
        LAPACKE_dge_trans( LAPACK_COL_MAJOR, n, n, q_i, ldq, q_r, n+2 );
    }
    info_i = LAPACKE_dtrexc_work( LAPACK_ROW_MAJOR, compq_i, n_i, t_r, ldt_r,
                                  q_r, ldq_r, &ifst_i, &ilst_i, work_i );

    LAPACKE_dge_trans( LAPACK_ROW_MAJOR, n, n, t_r, n+2, t_i, ldt );
    if( LAPACKE_lsame( compq, 'v' ) ) {
        LAPACKE_dge_trans( LAPACK_ROW_MAJOR, n, n, q_r, n+2, q_i, ldq );
    }

    failed = compare_dtrexc( t, t_i, q, q_i, ifst, ifst_i, ilst, ilst_i, info,
                             info_i, compq, ldq, ldt, n );
    if( failed == 0 ) {
        printf( "PASSED: row-major middle-level interface to dtrexc\n" );
    } else {
        printf( "FAILED: row-major middle-level interface to dtrexc\n" );
    }

    /* Initialize input data, call the row-major high-level
     * interface to LAPACK routine and check the results */
    ifst_i = ifst_save;
    ilst_i = ilst_save;
    for( i = 0; i < ldt*n; i++ ) {
        t_i[i] = t_save[i];
    }
    for( i = 0; i < ldq*n; i++ ) {
        q_i[i] = q_save[i];
    }
    for( i = 0; i < n; i++ ) {
        work_i[i] = work[i];
    }

    /* Init row_major arrays */
    LAPACKE_dge_trans( LAPACK_COL_MAJOR, n, n, t_i, ldt, t_r, n+2 );
    if( LAPACKE_lsame( compq, 'v' ) ) {
        LAPACKE_dge_trans( LAPACK_COL_MAJOR, n, n, q_i, ldq, q_r, n+2 );
    }
    info_i = LAPACKE_dtrexc( LAPACK_ROW_MAJOR, compq_i, n_i, t_r, ldt_r, q_r,
                             ldq_r, &ifst_i, &ilst_i );

    LAPACKE_dge_trans( LAPACK_ROW_MAJOR, n, n, t_r, n+2, t_i, ldt );
    if( LAPACKE_lsame( compq, 'v' ) ) {
        LAPACKE_dge_trans( LAPACK_ROW_MAJOR, n, n, q_r, n+2, q_i, ldq );
    }

    failed = compare_dtrexc( t, t_i, q, q_i, ifst, ifst_i, ilst, ilst_i, info,
                             info_i, compq, ldq, ldt, n );
    if( failed == 0 ) {
        printf( "PASSED: row-major high-level interface to dtrexc\n" );
    } else {
        printf( "FAILED: row-major high-level interface to dtrexc\n" );
    }

    /* Release memory */
    if( t != NULL ) {
        LAPACKE_free( t );
    }
    if( t_i != NULL ) {
        LAPACKE_free( t_i );
    }
    if( t_r != NULL ) {
        LAPACKE_free( t_r );
    }
    if( t_save != NULL ) {
        LAPACKE_free( t_save );
    }
    if( q != NULL ) {
        LAPACKE_free( q );
    }
    if( q_i != NULL ) {
        LAPACKE_free( q_i );
    }
    if( q_r != NULL ) {
        LAPACKE_free( q_r );
    }
    if( q_save != NULL ) {
        LAPACKE_free( q_save );
    }
    if( work != NULL ) {
        LAPACKE_free( work );
    }
    if( work_i != NULL ) {
        LAPACKE_free( work_i );
    }

    return 0;
}
示例#3
0
/* Subroutine */ int dget36_(doublereal *rmax, integer *lmax, integer *ninfo, 
	integer *knt, integer *nin)
{
    /* System generated locals */
    integer i__1, i__2;

    /* Builtin functions */
    integer s_rsle(cilist *), do_lio(integer *, integer *, char *, ftnlen), 
	    e_rsle(void);
    double d_sign(doublereal *, doublereal *);

    /* Local variables */
    integer i__, j, n;
    doublereal q[100]	/* was [10][10] */, t1[100]	/* was [10][10] */, 
	    t2[100]	/* was [10][10] */;
    integer loc;
    doublereal eps, res, tmp[100]	/* was [10][10] */;
    integer ifst, ilst;
    doublereal work[200];
    integer info1, info2, ifst1, ifst2, ilst1, ilst2;
    extern /* Subroutine */ int dhst01_(integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    dlaset_(char *, integer *, integer *, doublereal *, doublereal *, 
	    doublereal *, integer *), dtrexc_(char *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, integer *, 
	    integer *, doublereal *, integer *);
    integer ifstsv;
    doublereal result[2];
    integer ilstsv;

    /* Fortran I/O blocks */
    static cilist io___2 = { 0, 0, 0, 0, 0 };
    static cilist io___7 = { 0, 0, 0, 0, 0 };



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

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

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

/*  DGET36 tests DTREXC, a routine for moving blocks (either 1 by 1 or */
/*  2 by 2) on the diagonal of a matrix in real Schur form.  Thus, DLAEXC */
/*  computes an orthogonal matrix Q such that */

/*     Q' * T1 * Q  = T2 */

/*  and where one of the diagonal blocks of T1 (the one at row IFST) has */
/*  been moved to position ILST. */

/*  The test code verifies that the residual Q'*T1*Q-T2 is small, that T2 */
/*  is in Schur form, and that the final position of the IFST block is */
/*  ILST (within +-1). */

/*  The test matrices are read from a file with logical unit number NIN. */

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

/*  RMAX    (output) DOUBLE PRECISION */
/*          Value of the largest test ratio. */

/*  LMAX    (output) INTEGER */
/*          Example number where largest test ratio achieved. */

/*  NINFO   (output) INTEGER array, dimension (3) */
/*          NINFO(J) is the number of examples where INFO=J. */

/*  KNT     (output) INTEGER */
/*          Total number of examples tested. */

/*  NIN     (input) INTEGER */
/*          Input logical unit number. */

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

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

    /* Parameter adjustments */
    --ninfo;

    /* Function Body */
    eps = dlamch_("P");
    *rmax = 0.;
    *lmax = 0;
    *knt = 0;
    ninfo[1] = 0;
    ninfo[2] = 0;
    ninfo[3] = 0;

/*     Read input data until N=0 */

L10:
    io___2.ciunit = *nin;
    s_rsle(&io___2);
    do_lio(&c__3, &c__1, (char *)&n, (ftnlen)sizeof(integer));
    do_lio(&c__3, &c__1, (char *)&ifst, (ftnlen)sizeof(integer));
    do_lio(&c__3, &c__1, (char *)&ilst, (ftnlen)sizeof(integer));
    e_rsle();
    if (n == 0) {
	return 0;
    }
    ++(*knt);
    i__1 = n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	io___7.ciunit = *nin;
	s_rsle(&io___7);
	i__2 = n;
	for (j = 1; j <= i__2; ++j) {
	    do_lio(&c__5, &c__1, (char *)&tmp[i__ + j * 10 - 11], (ftnlen)
		    sizeof(doublereal));
	}
	e_rsle();
/* L20: */
    }
    dlacpy_("F", &n, &n, tmp, &c__10, t1, &c__10);
    dlacpy_("F", &n, &n, tmp, &c__10, t2, &c__10);
    ifstsv = ifst;
    ilstsv = ilst;
    ifst1 = ifst;
    ilst1 = ilst;
    ifst2 = ifst;
    ilst2 = ilst;
    res = 0.;

/*     Test without accumulating Q */

    dlaset_("Full", &n, &n, &c_b21, &c_b22, q, &c__10);
    dtrexc_("N", &n, t1, &c__10, q, &c__10, &ifst1, &ilst1, work, &info1);
    i__1 = n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	i__2 = n;
	for (j = 1; j <= i__2; ++j) {
	    if (i__ == j && q[i__ + j * 10 - 11] != 1.) {
		res += 1. / eps;
	    }
	    if (i__ != j && q[i__ + j * 10 - 11] != 0.) {
		res += 1. / eps;
	    }
/* L30: */
	}
/* L40: */
    }

/*     Test with accumulating Q */

    dlaset_("Full", &n, &n, &c_b21, &c_b22, q, &c__10);
    dtrexc_("V", &n, t2, &c__10, q, &c__10, &ifst2, &ilst2, work, &info2);

/*     Compare T1 with T2 */

    i__1 = n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	i__2 = n;
	for (j = 1; j <= i__2; ++j) {
	    if (t1[i__ + j * 10 - 11] != t2[i__ + j * 10 - 11]) {
		res += 1. / eps;
	    }
/* L50: */
	}
/* L60: */
    }
    if (ifst1 != ifst2) {
	res += 1. / eps;
    }
    if (ilst1 != ilst2) {
	res += 1. / eps;
    }
    if (info1 != info2) {
	res += 1. / eps;
    }

/*     Test for successful reordering of T2 */

    if (info2 != 0) {
	++ninfo[info2];
    } else {
	if ((i__1 = ifst2 - ifstsv, abs(i__1)) > 1) {
	    res += 1. / eps;
	}
	if ((i__1 = ilst2 - ilstsv, abs(i__1)) > 1) {
	    res += 1. / eps;
	}
    }

/*     Test for small residual, and orthogonality of Q */

    dhst01_(&n, &c__1, &n, tmp, &c__10, t2, &c__10, q, &c__10, work, &c__200, 
	    result);
    res = res + result[0] + result[1];

/*     Test for T2 being in Schur form */

    loc = 1;
L70:
    if (t2[loc + 1 + loc * 10 - 11] != 0.) {

/*        2 by 2 block */

	if (t2[loc + (loc + 1) * 10 - 11] == 0. || t2[loc + loc * 10 - 11] != 
		t2[loc + 1 + (loc + 1) * 10 - 11] || d_sign(&c_b22, &t2[loc + 
		(loc + 1) * 10 - 11]) == d_sign(&c_b22, &t2[loc + 1 + loc * 
		10 - 11])) {
	    res += 1. / eps;
	}
	i__1 = n;
	for (i__ = loc + 2; i__ <= i__1; ++i__) {
	    if (t2[i__ + loc * 10 - 11] != 0.) {
		res += 1. / res;
	    }
	    if (t2[i__ + (loc + 1) * 10 - 11] != 0.) {
		res += 1. / res;
	    }
/* L80: */
	}
	loc += 2;
    } else {

/*        1 by 1 block */

	i__1 = n;
	for (i__ = loc + 1; i__ <= i__1; ++i__) {
	    if (t2[i__ + loc * 10 - 11] != 0.) {
		res += 1. / res;
	    }
/* L90: */
	}
	++loc;
    }
    if (loc < n) {
	goto L70;
    }
    if (res > *rmax) {
	*rmax = res;
	*lmax = *knt;
    }
    goto L10;

/*     End of DGET36 */

} /* dget36_ */
示例#4
0
/* Subroutine */ int dlaqr2_(logical *wantt, logical *wantz, integer *n, 
	integer *ktop, integer *kbot, integer *nw, doublereal *h__, integer *
	ldh, integer *iloz, integer *ihiz, doublereal *z__, integer *ldz, 
	integer *ns, integer *nd, doublereal *sr, doublereal *si, doublereal *
	v, integer *ldv, integer *nh, doublereal *t, integer *ldt, integer *
	nv, doublereal *wv, integer *ldwv, doublereal *work, integer *lwork)
{
    /* System generated locals */
    integer h_dim1, h_offset, t_dim1, t_offset, v_dim1, v_offset, wv_dim1, 
	    wv_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4;
    doublereal d__1, d__2, d__3, d__4, d__5, d__6;

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

    /* Local variables */
    integer i__, j, k;
    doublereal s, aa, bb, cc, dd, cs, sn;
    integer jw;
    doublereal evi, evk, foo;
    integer kln;
    doublereal tau, ulp;
    integer lwk1, lwk2;
    doublereal beta;
    integer kend, kcol, info, ifst, ilst, ltop, krow;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dgemm_(char *, char *, integer *, integer *
, integer *, doublereal *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *, integer *);
    logical bulge;
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
	    doublereal *, integer *);
    integer infqr, kwtop;
    extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
	    doublereal *, doublereal *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dgehrd_(integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    integer *), dlarfg_(integer *, doublereal *, doublereal *, 
	    integer *, doublereal *), dlahqr_(logical *, logical *, integer *, 
	     integer *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *, integer *, doublereal *, integer *, 
	    integer *), dlacpy_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *);
    doublereal safmin;
    extern /* Subroutine */ int dlaset_(char *, integer *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *);
    doublereal safmax;
    extern /* Subroutine */ int dorghr_(integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    integer *), dtrexc_(char *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, integer *, integer *, doublereal *, 
	    integer *);
    logical sorted;
    doublereal smlnum;
    integer lwkopt;


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

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

/*     This subroutine is identical to DLAQR3 except that it avoids */
/*     recursion by calling DLAHQR instead of DLAQR4. */


/*     ****************************************************************** */
/*     Aggressive early deflation: */

/*     This subroutine accepts as input an upper Hessenberg matrix */
/*     H and performs an orthogonal similarity transformation */
/*     designed to detect and deflate fully converged eigenvalues from */
/*     a trailing principal submatrix.  On output H has been over- */
/*     written by a new Hessenberg matrix that is a perturbation of */
/*     an orthogonal similarity transformation of H.  It is to be */
/*     hoped that the final version of H has many zero subdiagonal */
/*     entries. */

/*     ****************************************************************** */
/*     WANTT   (input) LOGICAL */
/*          If .TRUE., then the Hessenberg matrix H is fully updated */
/*          so that the quasi-triangular Schur factor may be */
/*          computed (in cooperation with the calling subroutine). */
/*          If .FALSE., then only enough of H is updated to preserve */
/*          the eigenvalues. */

/*     WANTZ   (input) LOGICAL */
/*          If .TRUE., then the orthogonal matrix Z is updated so */
/*          so that the orthogonal Schur factor may be computed */
/*          (in cooperation with the calling subroutine). */
/*          If .FALSE., then Z is not referenced. */

/*     N       (input) INTEGER */
/*          The order of the matrix H and (if WANTZ is .TRUE.) the */
/*          order of the orthogonal matrix Z. */

/*     KTOP    (input) INTEGER */
/*          It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. */
/*          KBOT and KTOP together determine an isolated block */
/*          along the diagonal of the Hessenberg matrix. */

/*     KBOT    (input) INTEGER */
/*          It is assumed without a check that either */
/*          KBOT = N or H(KBOT+1,KBOT)=0.  KBOT and KTOP together */
/*          determine an isolated block along the diagonal of the */
/*          Hessenberg matrix. */

/*     NW      (input) INTEGER */
/*          Deflation window size.  1 .LE. NW .LE. (KBOT-KTOP+1). */

/*     H       (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
/*          On input the initial N-by-N section of H stores the */
/*          Hessenberg matrix undergoing aggressive early deflation. */
/*          On output H has been transformed by an orthogonal */
/*          similarity transformation, perturbed, and the returned */
/*          to Hessenberg form that (it is to be hoped) has some */
/*          zero subdiagonal entries. */

/*     LDH     (input) integer */
/*          Leading dimension of H just as declared in the calling */
/*          subroutine.  N .LE. LDH */

/*     ILOZ    (input) INTEGER */
/*     IHIZ    (input) INTEGER */
/*          Specify the rows of Z to which transformations must be */
/*          applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. */

/*     Z       (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) */
/*          IF WANTZ is .TRUE., then on output, the orthogonal */
/*          similarity transformation mentioned above has been */
/*          accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. */
/*          If WANTZ is .FALSE., then Z is unreferenced. */

/*     LDZ     (input) integer */
/*          The leading dimension of Z just as declared in the */
/*          calling subroutine.  1 .LE. LDZ. */

/*     NS      (output) integer */
/*          The number of unconverged (ie approximate) eigenvalues */
/*          returned in SR and SI that may be used as shifts by the */
/*          calling subroutine. */

/*     ND      (output) integer */
/*          The number of converged eigenvalues uncovered by this */
/*          subroutine. */

/*     SR      (output) DOUBLE PRECISION array, dimension KBOT */
/*     SI      (output) DOUBLE PRECISION array, dimension KBOT */
/*          On output, the real and imaginary parts of approximate */
/*          eigenvalues that may be used for shifts are stored in */
/*          SR(KBOT-ND-NS+1) through SR(KBOT-ND) and */
/*          SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. */
/*          The real and imaginary parts of converged eigenvalues */
/*          are stored in SR(KBOT-ND+1) through SR(KBOT) and */
/*          SI(KBOT-ND+1) through SI(KBOT), respectively. */

/*     V       (workspace) DOUBLE PRECISION array, dimension (LDV,NW) */
/*          An NW-by-NW work array. */

/*     LDV     (input) integer scalar */
/*          The leading dimension of V just as declared in the */
/*          calling subroutine.  NW .LE. LDV */

/*     NH      (input) integer scalar */
/*          The number of columns of T.  NH.GE.NW. */

/*     T       (workspace) DOUBLE PRECISION array, dimension (LDT,NW) */

/*     LDT     (input) integer */
/*          The leading dimension of T just as declared in the */
/*          calling subroutine.  NW .LE. LDT */

/*     NV      (input) integer */
/*          The number of rows of work array WV available for */
/*          workspace.  NV.GE.NW. */

/*     WV      (workspace) DOUBLE PRECISION array, dimension (LDWV,NW) */

/*     LDWV    (input) integer */
/*          The leading dimension of W just as declared in the */
/*          calling subroutine.  NW .LE. LDV */

/*     WORK    (workspace) DOUBLE PRECISION array, dimension LWORK. */
/*          On exit, WORK(1) is set to an estimate of the optimal value */
/*          of LWORK for the given values of N, NW, KTOP and KBOT. */

/*     LWORK   (input) integer */
/*          The dimension of the work array WORK.  LWORK = 2*NW */
/*          suffices, but greater efficiency may result from larger */
/*          values of LWORK. */

/*          If LWORK = -1, then a workspace query is assumed; DLAQR2 */
/*          only estimates the optimal workspace size for the given */
/*          values of N, NW, KTOP and KBOT.  The estimate is returned */
/*          in WORK(1).  No error message related to LWORK is issued */
/*          by XERBLA.  Neither H nor Z are accessed. */

/*     ================================================================ */
/*     Based on contributions by */
/*        Karen Braman and Ralph Byers, Department of Mathematics, */
/*        University of Kansas, USA */

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

/*     ==== Estimate optimal workspace. ==== */

    /* Parameter adjustments */
    h_dim1 = *ldh;
    h_offset = 1 + h_dim1;
    h__ -= h_offset;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --sr;
    --si;
    v_dim1 = *ldv;
    v_offset = 1 + v_dim1;
    v -= v_offset;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    wv_dim1 = *ldwv;
    wv_offset = 1 + wv_dim1;
    wv -= wv_offset;
    --work;

    /* Function Body */
/* Computing MIN */
    i__1 = *nw, i__2 = *kbot - *ktop + 1;
    jw = min(i__1,i__2);
    if (jw <= 2) {
	lwkopt = 1;
    } else {

/*        ==== Workspace query call to DGEHRD ==== */

	i__1 = jw - 1;
	dgehrd_(&jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &work[1], &
		c_n1, &info);
	lwk1 = (integer) work[1];

/*        ==== Workspace query call to DORGHR ==== */

	i__1 = jw - 1;
	dorghr_(&jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &work[1], &
		c_n1, &info);
	lwk2 = (integer) work[1];

/*        ==== Optimal workspace ==== */

	lwkopt = jw + max(lwk1,lwk2);
    }

/*     ==== Quick return in case of workspace query. ==== */

    if (*lwork == -1) {
	work[1] = (doublereal) lwkopt;
	return 0;
    }

/*     ==== Nothing to do ... */
/*     ... for an empty active block ... ==== */
    *ns = 0;
    *nd = 0;
    if (*ktop > *kbot) {
	return 0;
    }
/*     ... nor for an empty deflation window. ==== */
    if (*nw < 1) {
	return 0;
    }

/*     ==== Machine constants ==== */

    safmin = dlamch_("SAFE MINIMUM");
    safmax = 1. / safmin;
    dlabad_(&safmin, &safmax);
    ulp = dlamch_("PRECISION");
    smlnum = safmin * ((doublereal) (*n) / ulp);

/*     ==== Setup deflation window ==== */

/* Computing MIN */
    i__1 = *nw, i__2 = *kbot - *ktop + 1;
    jw = min(i__1,i__2);
    kwtop = *kbot - jw + 1;
    if (kwtop == *ktop) {
	s = 0.;
    } else {
	s = h__[kwtop + (kwtop - 1) * h_dim1];
    }

    if (*kbot == kwtop) {

/*        ==== 1-by-1 deflation window: not much to do ==== */

	sr[kwtop] = h__[kwtop + kwtop * h_dim1];
	si[kwtop] = 0.;
	*ns = 1;
	*nd = 0;
/* Computing MAX */
	d__2 = smlnum, d__3 = ulp * (d__1 = h__[kwtop + kwtop * h_dim1], abs(
		d__1));
	if (abs(s) <= max(d__2,d__3)) {
	    *ns = 0;
	    *nd = 1;
	    if (kwtop > *ktop) {
		h__[kwtop + (kwtop - 1) * h_dim1] = 0.;
	    }
	}
	return 0;
    }

/*     ==== Convert to spike-triangular form.  (In case of a */
/*     .    rare QR failure, this routine continues to do */
/*     .    aggressive early deflation using that part of */
/*     .    the deflation window that converged using INFQR */
/*     .    here and there to keep track.) ==== */

    dlacpy_("U", &jw, &jw, &h__[kwtop + kwtop * h_dim1], ldh, &t[t_offset], 
	    ldt);
    i__1 = jw - 1;
    i__2 = *ldh + 1;
    i__3 = *ldt + 1;
    dcopy_(&i__1, &h__[kwtop + 1 + kwtop * h_dim1], &i__2, &t[t_dim1 + 2], &
	    i__3);

    dlaset_("A", &jw, &jw, &c_b10, &c_b11, &v[v_offset], ldv);
    dlahqr_(&c_true, &c_true, &jw, &c__1, &jw, &t[t_offset], ldt, &sr[kwtop], 
	    &si[kwtop], &c__1, &jw, &v[v_offset], ldv, &infqr);

/*     ==== DTREXC needs a clean margin near the diagonal ==== */

    i__1 = jw - 3;
    for (j = 1; j <= i__1; ++j) {
	t[j + 2 + j * t_dim1] = 0.;
	t[j + 3 + j * t_dim1] = 0.;
/* L10: */
    }
    if (jw > 2) {
	t[jw + (jw - 2) * t_dim1] = 0.;
    }

/*     ==== Deflation detection loop ==== */

    *ns = jw;
    ilst = infqr + 1;
L20:
    if (ilst <= *ns) {
	if (*ns == 1) {
	    bulge = FALSE_;
	} else {
	    bulge = t[*ns + (*ns - 1) * t_dim1] != 0.;
	}

/*        ==== Small spike tip test for deflation ==== */

	if (! bulge) {

/*           ==== Real eigenvalue ==== */

	    foo = (d__1 = t[*ns + *ns * t_dim1], abs(d__1));
	    if (foo == 0.) {
		foo = abs(s);
	    }
/* Computing MAX */
	    d__2 = smlnum, d__3 = ulp * foo;
	    if ((d__1 = s * v[*ns * v_dim1 + 1], abs(d__1)) <= max(d__2,d__3))
		     {

/*              ==== Deflatable ==== */

		--(*ns);
	    } else {

/*              ==== Undeflatable.   Move it up out of the way. */
/*              .    (DTREXC can not fail in this case.) ==== */

		ifst = *ns;
		dtrexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst, 
			 &ilst, &work[1], &info);
		++ilst;
	    }
	} else {

/*           ==== Complex conjugate pair ==== */

	    foo = (d__3 = t[*ns + *ns * t_dim1], abs(d__3)) + sqrt((d__1 = t[*
		    ns + (*ns - 1) * t_dim1], abs(d__1))) * sqrt((d__2 = t[*
		    ns - 1 + *ns * t_dim1], abs(d__2)));
	    if (foo == 0.) {
		foo = abs(s);
	    }
/* Computing MAX */
	    d__3 = (d__1 = s * v[*ns * v_dim1 + 1], abs(d__1)), d__4 = (d__2 =
		     s * v[(*ns - 1) * v_dim1 + 1], abs(d__2));
/* Computing MAX */
	    d__5 = smlnum, d__6 = ulp * foo;
	    if (max(d__3,d__4) <= max(d__5,d__6)) {

/*              ==== Deflatable ==== */

		*ns += -2;
	    } else {

/*              ==== Undflatable. Move them up out of the way. */
/*              .    Fortunately, DTREXC does the right thing with */
/*              .    ILST in case of a rare exchange failure. ==== */

		ifst = *ns;
		dtrexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst, 
			 &ilst, &work[1], &info);
		ilst += 2;
	    }
	}

/*        ==== End deflation detection loop ==== */

	goto L20;
    }

/*        ==== Return to Hessenberg form ==== */

    if (*ns == 0) {
	s = 0.;
    }

    if (*ns < jw) {

/*        ==== sorting diagonal blocks of T improves accuracy for */
/*        .    graded matrices.  Bubble sort deals well with */
/*        .    exchange failures. ==== */

	sorted = FALSE_;
	i__ = *ns + 1;
L30:
	if (sorted) {
	    goto L50;
	}
	sorted = TRUE_;

	kend = i__ - 1;
	i__ = infqr + 1;
	if (i__ == *ns) {
	    k = i__ + 1;
	} else if (t[i__ + 1 + i__ * t_dim1] == 0.) {
	    k = i__ + 1;
	} else {
	    k = i__ + 2;
	}
L40:
	if (k <= kend) {
	    if (k == i__ + 1) {
		evi = (d__1 = t[i__ + i__ * t_dim1], abs(d__1));
	    } else {
		evi = (d__3 = t[i__ + i__ * t_dim1], abs(d__3)) + sqrt((d__1 =
			 t[i__ + 1 + i__ * t_dim1], abs(d__1))) * sqrt((d__2 =
			 t[i__ + (i__ + 1) * t_dim1], abs(d__2)));
	    }

	    if (k == kend) {
		evk = (d__1 = t[k + k * t_dim1], abs(d__1));
	    } else if (t[k + 1 + k * t_dim1] == 0.) {
		evk = (d__1 = t[k + k * t_dim1], abs(d__1));
	    } else {
		evk = (d__3 = t[k + k * t_dim1], abs(d__3)) + sqrt((d__1 = t[
			k + 1 + k * t_dim1], abs(d__1))) * sqrt((d__2 = t[k + 
			(k + 1) * t_dim1], abs(d__2)));
	    }

	    if (evi >= evk) {
		i__ = k;
	    } else {
		sorted = FALSE_;
		ifst = i__;
		ilst = k;
		dtrexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst, 
			 &ilst, &work[1], &info);
		if (info == 0) {
		    i__ = ilst;
		} else {
		    i__ = k;
		}
	    }
	    if (i__ == kend) {
		k = i__ + 1;
	    } else if (t[i__ + 1 + i__ * t_dim1] == 0.) {
		k = i__ + 1;
	    } else {
		k = i__ + 2;
	    }
	    goto L40;
	}
	goto L30;
L50:
	;
    }

/*     ==== Restore shift/eigenvalue array from T ==== */

    i__ = jw;
L60:
    if (i__ >= infqr + 1) {
	if (i__ == infqr + 1) {
	    sr[kwtop + i__ - 1] = t[i__ + i__ * t_dim1];
	    si[kwtop + i__ - 1] = 0.;
	    --i__;
	} else if (t[i__ + (i__ - 1) * t_dim1] == 0.) {
	    sr[kwtop + i__ - 1] = t[i__ + i__ * t_dim1];
	    si[kwtop + i__ - 1] = 0.;
	    --i__;
	} else {
	    aa = t[i__ - 1 + (i__ - 1) * t_dim1];
	    cc = t[i__ + (i__ - 1) * t_dim1];
	    bb = t[i__ - 1 + i__ * t_dim1];
	    dd = t[i__ + i__ * t_dim1];
	    dlanv2_(&aa, &bb, &cc, &dd, &sr[kwtop + i__ - 2], &si[kwtop + i__ 
		    - 2], &sr[kwtop + i__ - 1], &si[kwtop + i__ - 1], &cs, &
		    sn);
	    i__ += -2;
	}
	goto L60;
    }

    if (*ns < jw || s == 0.) {
	if (*ns > 1 && s != 0.) {

/*           ==== Reflect spike back into lower triangle ==== */

	    dcopy_(ns, &v[v_offset], ldv, &work[1], &c__1);
	    beta = work[1];
	    dlarfg_(ns, &beta, &work[2], &c__1, &tau);
	    work[1] = 1.;

	    i__1 = jw - 2;
	    i__2 = jw - 2;
	    dlaset_("L", &i__1, &i__2, &c_b10, &c_b10, &t[t_dim1 + 3], ldt);

	    dlarf_("L", ns, &jw, &work[1], &c__1, &tau, &t[t_offset], ldt, &
		    work[jw + 1]);
	    dlarf_("R", ns, ns, &work[1], &c__1, &tau, &t[t_offset], ldt, &
		    work[jw + 1]);
	    dlarf_("R", &jw, ns, &work[1], &c__1, &tau, &v[v_offset], ldv, &
		    work[jw + 1]);

	    i__1 = *lwork - jw;
	    dgehrd_(&jw, &c__1, ns, &t[t_offset], ldt, &work[1], &work[jw + 1]
, &i__1, &info);
	}

/*        ==== Copy updated reduced window into place ==== */

	if (kwtop > 1) {
	    h__[kwtop + (kwtop - 1) * h_dim1] = s * v[v_dim1 + 1];
	}
	dlacpy_("U", &jw, &jw, &t[t_offset], ldt, &h__[kwtop + kwtop * h_dim1]
, ldh);
	i__1 = jw - 1;
	i__2 = *ldt + 1;
	i__3 = *ldh + 1;
	dcopy_(&i__1, &t[t_dim1 + 2], &i__2, &h__[kwtop + 1 + kwtop * h_dim1], 
		 &i__3);

/*        ==== Accumulate orthogonal matrix in order update */
/*        .    H and Z, if requested.  (A modified version */
/*        .    of  DORGHR that accumulates block Householder */
/*        .    transformations into V directly might be */
/*        .    marginally more efficient than the following.) ==== */

	if (*ns > 1 && s != 0.) {
	    i__1 = *lwork - jw;
	    dorghr_(&jw, &c__1, ns, &t[t_offset], ldt, &work[1], &work[jw + 1]
, &i__1, &info);
	    dgemm_("N", "N", &jw, ns, ns, &c_b11, &v[v_offset], ldv, &t[
		    t_offset], ldt, &c_b10, &wv[wv_offset], ldwv);
	    dlacpy_("A", &jw, ns, &wv[wv_offset], ldwv, &v[v_offset], ldv);
	}

/*        ==== Update vertical slab in H ==== */

	if (*wantt) {
	    ltop = 1;
	} else {
	    ltop = *ktop;
	}
	i__1 = kwtop - 1;
	i__2 = *nv;
	for (krow = ltop; i__2 < 0 ? krow >= i__1 : krow <= i__1; krow += 
		i__2) {
/* Computing MIN */
	    i__3 = *nv, i__4 = kwtop - krow;
	    kln = min(i__3,i__4);
	    dgemm_("N", "N", &kln, &jw, &jw, &c_b11, &h__[krow + kwtop * 
		    h_dim1], ldh, &v[v_offset], ldv, &c_b10, &wv[wv_offset], 
		    ldwv);
	    dlacpy_("A", &kln, &jw, &wv[wv_offset], ldwv, &h__[krow + kwtop * 
		    h_dim1], ldh);
/* L70: */
	}

/*        ==== Update horizontal slab in H ==== */

	if (*wantt) {
	    i__2 = *n;
	    i__1 = *nh;
	    for (kcol = *kbot + 1; i__1 < 0 ? kcol >= i__2 : kcol <= i__2; 
		    kcol += i__1) {
/* Computing MIN */
		i__3 = *nh, i__4 = *n - kcol + 1;
		kln = min(i__3,i__4);
		dgemm_("C", "N", &jw, &kln, &jw, &c_b11, &v[v_offset], ldv, &
			h__[kwtop + kcol * h_dim1], ldh, &c_b10, &t[t_offset], 
			 ldt);
		dlacpy_("A", &jw, &kln, &t[t_offset], ldt, &h__[kwtop + kcol *
			 h_dim1], ldh);
/* L80: */
	    }
	}

/*        ==== Update vertical slab in Z ==== */

	if (*wantz) {
	    i__1 = *ihiz;
	    i__2 = *nv;
	    for (krow = *iloz; i__2 < 0 ? krow >= i__1 : krow <= i__1; krow +=
		     i__2) {
/* Computing MIN */
		i__3 = *nv, i__4 = *ihiz - krow + 1;
		kln = min(i__3,i__4);
		dgemm_("N", "N", &kln, &jw, &jw, &c_b11, &z__[krow + kwtop * 
			z_dim1], ldz, &v[v_offset], ldv, &c_b10, &wv[
			wv_offset], ldwv);
		dlacpy_("A", &kln, &jw, &wv[wv_offset], ldwv, &z__[krow + 
			kwtop * z_dim1], ldz);
/* L90: */
	    }
	}
    }

/*     ==== Return the number of deflations ... ==== */

    *nd = jw - *ns;

/*     ==== ... and the number of shifts. (Subtracting */
/*     .    INFQR from the spike length takes care */
/*     .    of the case of a rare QR failure while */
/*     .    calculating eigenvalues of the deflation */
/*     .    window.)  ==== */

    *ns -= infqr;

/*      ==== Return optimal workspace. ==== */

    work[1] = (doublereal) lwkopt;

/*     ==== End of DLAQR2 ==== */

    return 0;
} /* dlaqr2_ */
示例#5
0
文件: dtrsna.c 项目: csapng/libflame
/* Subroutine */
int dtrsna_(char *job, char *howmny, logical *select, integer *n, doublereal *t, integer *ldt, doublereal *vl, integer * ldvl, doublereal *vr, integer *ldvr, doublereal *s, doublereal *sep, integer *mm, integer *m, doublereal *work, integer *ldwork, integer * iwork, integer *info)
{
    /* System generated locals */
    integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, work_dim1, work_offset, i__1, i__2;
    doublereal d__1, d__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    integer i__, j, k, n2;
    doublereal cs;
    integer nn, ks;
    doublereal sn, mu, eps, est;
    integer kase;
    doublereal cond;
    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, integer *);
    logical pair;
    integer ierr;
    doublereal dumm, prod;
    integer ifst;
    doublereal lnrm;
    integer ilst;
    doublereal rnrm;
    extern doublereal dnrm2_(integer *, doublereal *, integer *);
    doublereal prod1, prod2, scale, delta;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical wants;
    doublereal dummy[1];
    extern /* Subroutine */
    int dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *);
    extern doublereal dlapy2_(doublereal *, doublereal *);
    extern /* Subroutine */
    int dlabad_(doublereal *, doublereal *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */
    int dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
    doublereal bignum;
    logical wantbh;
    extern /* Subroutine */
    int dlaqtr_(logical *, logical *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, integer *), dtrexc_(char *, integer * , doublereal *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, integer *);
    logical somcon;
    doublereal smlnum;
    logical wantsp;
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Decode and test the input parameters */
    /* Parameter adjustments */
    --select;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --s;
    --sep;
    work_dim1 = *ldwork;
    work_offset = 1 + work_dim1;
    work -= work_offset;
    --iwork;
    /* Function Body */
    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;
    somcon = lsame_(howmny, "S");
    *info = 0;
    if (! wants && ! wantsp)
    {
        *info = -1;
    }
    else if (! lsame_(howmny, "A") && ! somcon)
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -4;
    }
    else if (*ldt < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldvl < 1 || wants && *ldvl < *n)
    {
        *info = -8;
    }
    else if (*ldvr < 1 || wants && *ldvr < *n)
    {
        *info = -10;
    }
    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 (t[k + 1 + k * t_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 (*mm < *m)
        {
            *info = -13;
        }
        else if (*ldwork < 1 || wantsp && *ldwork < *n)
        {
            *info = -16;
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DTRSNA", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    if (*n == 1)
    {
        if (somcon)
        {
            if (! select[1])
            {
                return 0;
            }
        }
        if (wants)
        {
            s[1] = 1.;
        }
        if (wantsp)
        {
            sep[1] = (d__1 = t[t_dim1 + 1], abs(d__1));
        }
        return 0;
    }
    /* Get machine constants */
    eps = dlamch_("P");
    smlnum = dlamch_("S") / eps;
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    ks = 0;
    pair = FALSE_;
    i__1 = *n;
    for (k = 1;
            k <= i__1;
            ++k)
    {
        /* Determine whether T(k,k) begins a 1-by-1 or 2-by-2 block. */
        if (pair)
        {
            pair = FALSE_;
            goto L60;
        }
        else
        {
            if (k < *n)
            {
                pair = t[k + 1 + k * t_dim1] != 0.;
            }
        }
        /* Determine whether condition numbers are required for the k-th */
        /* eigenpair. */
        if (somcon)
        {
            if (pair)
            {
                if (! select[k] && ! select[k + 1])
                {
                    goto L60;
                }
            }
            else
            {
                if (! select[k])
                {
                    goto L60;
                }
            }
        }
        ++ks;
        if (wants)
        {
            /* Compute the reciprocal condition number of the k-th */
            /* eigenvalue. */
            if (! pair)
            {
                /* Real eigenvalue. */
                prod = ddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * vl_dim1 + 1], &c__1);
                rnrm = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
                lnrm = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
                s[ks] = abs(prod) / (rnrm * lnrm);
            }
            else
            {
                /* Complex eigenvalue. */
                prod1 = ddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * vl_dim1 + 1], &c__1);
                prod1 += ddot_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1, &vl[(ks + 1) * vl_dim1 + 1], &c__1);
                prod2 = ddot_(n, &vl[ks * vl_dim1 + 1], &c__1, &vr[(ks + 1) * vr_dim1 + 1], &c__1);
                prod2 -= ddot_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1, &vr[ks * vr_dim1 + 1], &c__1);
                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);
                cond = dlapy2_(&prod1, &prod2) / (rnrm * lnrm);
                s[ks] = cond;
                s[ks + 1] = cond;
            }
        }
        if (wantsp)
        {
            /* Estimate the reciprocal condition number of the k-th */
            /* eigenvector. */
            /* Copy the matrix T to the array WORK and swap the diagonal */
            /* block beginning at T(k,k) to the (1,1) position. */
            dlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset], ldwork);
            ifst = k;
            ilst = 1;
            dtrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, & ifst, &ilst, &work[(*n + 1) * work_dim1 + 1], &ierr);
            if (ierr == 1 || ierr == 2)
            {
                /* Could not swap because blocks not well separated */
                scale = 1.;
                est = bignum;
            }
            else
            {
                /* Reordering successful */
                if (work[work_dim1 + 2] == 0.)
                {
                    /* Form C = T22 - lambda*I in WORK(2:N,2:N). */
                    i__2 = *n;
                    for (i__ = 2;
                            i__ <= i__2;
                            ++i__)
                    {
                        work[i__ + i__ * work_dim1] -= work[work_dim1 + 1];
                        /* L20: */
                    }
                    n2 = 1;
                    nn = *n - 1;
                }
                else
                {
                    /* Triangularize the 2 by 2 block by unitary */
                    /* transformation U = [ cs i*ss ] */
                    /* [ i*ss cs ]. */
                    /* such that the (1,1) position of WORK is complex */
                    /* eigenvalue lambda with positive imaginary part. (2,2) */
                    /* position of WORK is the complex eigenvalue lambda */
                    /* with negative imaginary part. */
                    mu = sqrt((d__1 = work[(work_dim1 << 1) + 1], abs(d__1))) * sqrt((d__2 = work[work_dim1 + 2], abs(d__2)));
                    delta = dlapy2_(&mu, &work[work_dim1 + 2]);
                    cs = mu / delta;
                    sn = -work[work_dim1 + 2] / delta;
                    /* Form */
                    /* C**T = WORK(2:N,2:N) + i*[rwork(1) ..... rwork(n-1) ] */
                    /* [ mu ] */
                    /* [ .. ] */
                    /* [ .. ] */
                    /* [ mu ] */
                    /* where C**T is transpose of matrix C, */
                    /* and RWORK is stored starting in the N+1-st column of */
                    /* WORK. */
                    i__2 = *n;
                    for (j = 3;
                            j <= i__2;
                            ++j)
                    {
                        work[j * work_dim1 + 2] = cs * work[j * work_dim1 + 2] ;
                        work[j + j * work_dim1] -= work[work_dim1 + 1];
                        /* L30: */
                    }
                    work[(work_dim1 << 1) + 2] = 0.;
                    work[(*n + 1) * work_dim1 + 1] = mu * 2.;
                    i__2 = *n - 1;
                    for (i__ = 2;
                            i__ <= i__2;
                            ++i__)
                    {
                        work[i__ + (*n + 1) * work_dim1] = sn * work[(i__ + 1) * work_dim1 + 1];
                        /* L40: */
                    }
                    n2 = 2;
                    nn = *n - 1 << 1;
                }
                /* Estimate norm(inv(C**T)) */
                est = 0.;
                kase = 0;
L50:
                dlacn2_(&nn, &work[(*n + 2) * work_dim1 + 1], &work[(*n + 4) * work_dim1 + 1], &iwork[1], &est, &kase, isave);
                if (kase != 0)
                {
                    if (kase == 1)
                    {
                        if (n2 == 1)
                        {
                            /* Real eigenvalue: solve C**T*x = scale*c. */
                            i__2 = *n - 1;
                            dlaqtr_(&c_true, &c_true, &i__2, &work[(work_dim1 << 1) + 2], ldwork, dummy, &dumm, &scale, &work[(*n + 4) * work_dim1 + 1], &work[(* n + 6) * work_dim1 + 1], &ierr);
                        }
                        else
                        {
                            /* Complex eigenvalue: solve */
                            /* C**T*(p+iq) = scale*(c+id) in real arithmetic. */
                            i__2 = *n - 1;
                            dlaqtr_(&c_true, &c_false, &i__2, &work[( work_dim1 << 1) + 2], ldwork, &work[(*n + 1) * work_dim1 + 1], &mu, &scale, &work[(* n + 4) * work_dim1 + 1], &work[(*n + 6) * work_dim1 + 1], &ierr);
                        }
                    }
                    else
                    {
                        if (n2 == 1)
                        {
                            /* Real eigenvalue: solve C*x = scale*c. */
                            i__2 = *n - 1;
                            dlaqtr_(&c_false, &c_true, &i__2, &work[( work_dim1 << 1) + 2], ldwork, dummy, & dumm, &scale, &work[(*n + 4) * work_dim1 + 1], &work[(*n + 6) * work_dim1 + 1], & ierr);
                        }
                        else
                        {
                            /* Complex eigenvalue: solve */
                            /* C*(p+iq) = scale*(c+id) in real arithmetic. */
                            i__2 = *n - 1;
                            dlaqtr_(&c_false, &c_false, &i__2, &work[( work_dim1 << 1) + 2], ldwork, &work[(*n + 1) * work_dim1 + 1], &mu, &scale, &work[(* n + 4) * work_dim1 + 1], &work[(*n + 6) * work_dim1 + 1], &ierr);
                        }
                    }
                    goto L50;
                }
            }
            sep[ks] = scale / max(est,smlnum);
            if (pair)
            {
                sep[ks + 1] = sep[ks];
            }
        }
        if (pair)
        {
            ++ks;
        }
L60:
        ;
    }
    return 0;
    /* End of DTRSNA */
}
示例#6
0
/* Subroutine */ int dtrsna_(char *job, char *howmny, logical *select, 
	integer *n, doublereal *t, integer *ldt, doublereal *vl, integer *
	ldvl, doublereal *vr, integer *ldvr, doublereal *s, doublereal *sep, 
	integer *mm, integer *m, doublereal *work, integer *ldwork, integer *
	iwork, integer *info)
{
/*  -- LAPACK routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    DTRSNA estimates reciprocal condition numbers for specified   
    eigenvalues and/or right eigenvectors of a real upper   
    quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q   
    orthogonal).   

    T must be in Schur canonical form (as returned by DHSEQR), that is,   
    block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each   
    2-by-2 diagonal block has its diagonal elements equal and its   
    off-diagonal elements of opposite sign.   

    Arguments   
    =========   

    JOB     (input) CHARACTER*1   
            Specifies whether condition numbers are required for   
            eigenvalues (S) or eigenvectors (SEP):   
            = 'E': for eigenvalues only (S);   
            = 'V': for eigenvectors only (SEP);   
            = 'B': for both eigenvalues and eigenvectors (S and SEP).   

    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 matrix T. N >= 0.   

    T       (input) DOUBLE PRECISION array, dimension (LDT,N)   
            The upper quasi-triangular matrix T, in Schur canonical form. 
  

    LDT     (input) INTEGER   
            The leading dimension of the array T. LDT >= max(1,N).   

    VL      (input) DOUBLE PRECISION array, dimension (LDVL,M)   
            If JOB = 'E' or 'B', VL must contain left eigenvectors of T   
            (or of any Q*T*Q**T with Q orthogonal), corresponding to the 
  
            eigenpairs specified by HOWMNY and SELECT. The eigenvectors   
            must be stored in consecutive columns of VL, as returned by   
            DHSEIN or DTREVC.   
            If JOB = 'V', VL is not referenced.   

    LDVL    (input) INTEGER   
            The leading dimension of the array VL.   
            LDVL >= 1; and 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 T 
  
            (or of any Q*T*Q**T with Q orthogonal), corresponding to the 
  
            eigenpairs specified by HOWMNY and SELECT. The eigenvectors   
            must be stored in consecutive columns of VR, as returned by   
            DHSEIN or DTREVC.   
            If JOB = 'V', VR is not referenced.   

    LDVR    (input) INTEGER   
            The leading dimension of the array VR.   
            LDVR >= 1; and 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), SEP(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.   

    SEP     (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 SEP are set to the same value. If   
            the eigenvalues cannot be reordered to compute SEP(j), SEP(j) 
  
            is set to 0; this can only occur when the true value would be 
  
            very small anyway.   
            If JOB = 'E', SEP is not referenced.   

    MM      (input) INTEGER   
            The number of elements in the arrays S (if JOB = 'E' or 'B') 
  
             and/or SEP (if JOB = 'V' or 'B'). MM >= M.   

    M       (output) INTEGER   
            The number of elements of the arrays S and/or SEP actually   
            used to store the estimated condition numbers.   
            If HOWMNY = 'A', M is set to N.   

    WORK    (workspace) DOUBLE PRECISION array, dimension (LDWORK,N+1)   
            If JOB = 'E', WORK is not referenced.   

    LDWORK  (input) INTEGER   
            The leading dimension of the array WORK.   
            LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.   

    IWORK   (workspace) INTEGER array, dimension (N)   
            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 an eigenvalue lambda is   
    defined as   

            S(lambda) = |v'*u| / (norm(u)*norm(v))   

    where u and v are the right and left eigenvectors of T corresponding 
  
    to lambda; v' denotes the conjugate-transpose of v, and norm(u)   
    denotes the Euclidean norm. These reciprocal condition numbers always 
  
    lie between zero (very badly conditioned) and one (very well   
    conditioned). If n = 1, S(lambda) is defined to be 1.   

    An approximate error bound for a computed eigenvalue W(i) is given by 
  

                        EPS * norm(T) / S(i)   

    where EPS is the machine precision.   

    The reciprocal of the condition number of the right eigenvector u   
    corresponding to lambda is defined as follows. Suppose   

                T = ( lambda  c  )   
                    (   0    T22 )   

    Then the reciprocal condition number is   

            SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )   

    where sigma-min denotes the smallest singular value. We approximate   
    the smallest singular value by the reciprocal of an estimate of the   
    one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is   
    defined to be abs(T(1,1)).   

    An approximate error bound for a computed right eigenvector VR(i)   
    is given by   

                        EPS * norm(T) / SEP(i)   

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


       Decode and test the input parameters   

    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static logical c_true = TRUE_;
    static logical c_false = FALSE_;
    
    /* System generated locals */
    integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, 
	    work_dim1, work_offset, i__1, i__2;
    doublereal d__1, d__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static integer kase;
    static doublereal cond;
    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    static logical pair;
    static integer ierr;
    static doublereal dumm, prod;
    static integer ifst;
    static doublereal lnrm;
    static integer ilst;
    static doublereal rnrm;
    extern doublereal dnrm2_(integer *, doublereal *, integer *);
    static doublereal prod1, prod2;
    static integer i, j, k;
    static doublereal scale, delta;
    extern logical lsame_(char *, char *);
    static logical wants;
    static doublereal dummy[1];
    static integer n2;
    extern doublereal dlapy2_(doublereal *, doublereal *);
    extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
    static doublereal cs;
    extern doublereal dlamch_(char *);
    static integer nn, ks;
    extern /* Subroutine */ int dlacon_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *, integer *);
    static doublereal sn, mu;
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    xerbla_(char *, integer *);
    static doublereal bignum;
    static logical wantbh;
    extern /* Subroutine */ int dlaqtr_(logical *, logical *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, doublereal *,
	     doublereal *, doublereal *, integer *), dtrexc_(char *, integer *
	    , doublereal *, integer *, doublereal *, integer *, integer *, 
	    integer *, doublereal *, integer *);
    static logical somcon;
    static doublereal smlnum;
    static logical wantsp;
    static doublereal eps, est;



#define DUMMY(I) dummy[(I)]
#define SELECT(I) select[(I)-1]
#define S(I) s[(I)-1]
#define SEP(I) sep[(I)-1]
#define IWORK(I) iwork[(I)-1]

#define T(I,J) t[(I)-1 + ((J)-1)* ( *ldt)]
#define VL(I,J) vl[(I)-1 + ((J)-1)* ( *ldvl)]
#define VR(I,J) vr[(I)-1 + ((J)-1)* ( *ldvr)]
#define WORK(I,J) work[(I)-1 + ((J)-1)* ( *ldwork)]

    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;

    somcon = lsame_(howmny, "S");

    *info = 0;
    if (! wants && ! wantsp) {
	*info = -1;
    } else if (! lsame_(howmny, "A") && ! somcon) {
	*info = -2;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldt < max(1,*n)) {
	*info = -6;
    } else if (*ldvl < 1 || wants && *ldvl < *n) {
	*info = -8;
    } else if (*ldvr < 1 || wants && *ldvr < *n) {
	*info = -10;
    } else {

/*        Set M to the number of eigenpairs for which condition number
s   
          are required, and test MM. */

	if (somcon) {
	    *m = 0;
	    pair = FALSE_;
	    i__1 = *n;
	    for (k = 1; k <= *n; ++k) {
		if (pair) {
		    pair = FALSE_;
		} else {
		    if (k < *n) {
			if (T(k+1,k) == 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 (*mm < *m) {
	    *info = -13;
	} else if (*ldwork < 1 || wantsp && *ldwork < *n) {
	    *info = -16;
	}
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DTRSNA", &i__1);
	return 0;
    }

/*     Quick return if possible */

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

    if (*n == 1) {
	if (somcon) {
	    if (! SELECT(1)) {
		return 0;
	    }
	}
	if (wants) {
	    S(1) = 1.;
	}
	if (wantsp) {
	    SEP(1) = (d__1 = T(1,1), abs(d__1));
	}
	return 0;
    }

/*     Get machine constants */

    eps = dlamch_("P");
    smlnum = dlamch_("S") / eps;
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);

    ks = 0;
    pair = FALSE_;
    i__1 = *n;
    for (k = 1; k <= *n; ++k) {

/*        Determine whether T(k,k) begins a 1-by-1 or 2-by-2 block. */

	if (pair) {
	    pair = FALSE_;
	    goto L60;
	} else {
	    if (k < *n) {
		pair = T(k+1,k) != 0.;
	    }
	}

/*        Determine whether condition numbers are required for the k-t
h   
          eigenpair. */

	if (somcon) {
	    if (pair) {
		if (! SELECT(k) && ! SELECT(k + 1)) {
		    goto L60;
		}
	    } else {
		if (! SELECT(k)) {
		    goto L60;
		}
	    }
	}

	++ks;

	if (wants) {

/*           Compute the reciprocal condition number of the k-th 
  
             eigenvalue. */

	    if (! pair) {

/*              Real eigenvalue. */

		prod = ddot_(n, &VR(1,ks), &c__1, &VL(1,ks), &c__1);
		rnrm = dnrm2_(n, &VR(1,ks), &c__1);
		lnrm = dnrm2_(n, &VL(1,ks), &c__1);
		S(ks) = abs(prod) / (rnrm * lnrm);
	    } else {

/*              Complex eigenvalue. */

		prod1 = ddot_(n, &VR(1,ks), &c__1, &VL(1,ks), &c__1);
		prod1 += ddot_(n, &VR(1,ks+1), &c__1, &VL(1,ks+1), &c__1);
		prod2 = ddot_(n, &VL(1,ks), &c__1, &VR(1,ks+1), &c__1);
		prod2 -= ddot_(n, &VL(1,ks+1), &c__1, &VR(1,ks), &c__1);
		d__1 = dnrm2_(n, &VR(1,ks), &c__1);
		d__2 = dnrm2_(n, &VR(1,ks+1), &c__1);
		rnrm = dlapy2_(&d__1, &d__2);
		d__1 = dnrm2_(n, &VL(1,ks), &c__1);
		d__2 = dnrm2_(n, &VL(1,ks+1), &c__1);
		lnrm = dlapy2_(&d__1, &d__2);
		cond = dlapy2_(&prod1, &prod2) / (rnrm * lnrm);
		S(ks) = cond;
		S(ks + 1) = cond;
	    }
	}

	if (wantsp) {

/*           Estimate the reciprocal condition number of the k-th 
  
             eigenvector.   

             Copy the matrix T to the array WORK and swap the diag
onal   
             block beginning at T(k,k) to the (1,1) position. */

	    dlacpy_("Full", n, n, &T(1,1), ldt, &WORK(1,1), 
		    ldwork);
	    ifst = k;
	    ilst = 1;
	    dtrexc_("No Q", n, &WORK(1,1), ldwork, dummy, &c__1, &
		    ifst, &ilst, &WORK(1,*n+1), &ierr);

	    if (ierr == 1 || ierr == 2) {

/*              Could not swap because blocks not well separat
ed */

		scale = 1.;
		est = bignum;
	    } else {

/*              Reordering successful */

		if (WORK(2,1) == 0.) {

/*                 Form C = T22 - lambda*I in WORK(2:N,2:N
). */

		    i__2 = *n;
		    for (i = 2; i <= *n; ++i) {
			WORK(i,i) -= WORK(1,1);
/* L20: */
		    }
		    n2 = 1;
		    nn = *n - 1;
		} else {

/*                 Triangularize the 2 by 2 block by unita
ry   
                   transformation U = [  cs   i*ss ]   
                                      [ i*ss   cs  ].   
                   such that the (1,1) position of WORK is
 complex   
                   eigenvalue lambda with positive imagina
ry part. (2,2)   
                   position of WORK is the complex eigenva
lue lambda   
                   with negative imaginary  part. */

		    mu = sqrt((d__1 = WORK(1,2), abs(d__1))) 
			    * sqrt((d__2 = WORK(2,1), abs(d__2)));
		    delta = dlapy2_(&mu, &WORK(2,1));
		    cs = mu / delta;
		    sn = -WORK(2,1) / delta;

/*                 Form   

                   C' = WORK(2:N,2:N) + i*[rwork(1) ..... 
rwork(n-1) ]   
                                          [   mu          
           ]   
                                          [         ..    
           ]   
                                          [             ..
           ]   
                                          [               
   mu      ]   
                   where C' is conjugate transpose of comp
lex matrix C,   
                   and RWORK is stored starting in the N+1
-st column of   
                   WORK. */

		    i__2 = *n;
		    for (j = 3; j <= *n; ++j) {
			WORK(2,j) = cs * WORK(2,j)
				;
			WORK(j,j) -= WORK(1,1);
/* L30: */
		    }
		    WORK(2,2) = 0.;

		    WORK(1,*n+1) = mu * 2.;
		    i__2 = *n - 1;
		    for (i = 2; i <= *n-1; ++i) {
			WORK(i,*n+1) = sn * WORK(1,i+1);
/* L40: */
		    }
		    n2 = 2;
		    nn = *n - 1 << 1;
		}

/*              Estimate norm(inv(C')) */

		est = 0.;
		kase = 0;
L50:
		dlacon_(&nn, &WORK(1,*n+2), &WORK(1,*n+4), &IWORK(1), &est, &kase);
		if (kase != 0) {
		    if (kase == 1) {
			if (n2 == 1) {

/*                       Real eigenvalue: solve C'
*x = scale*c. */

			    i__2 = *n - 1;
			    dlaqtr_(&c_true, &c_true, &i__2, &WORK(2,2), ldwork, dummy, &dumm, &scale, 
				    &WORK(1,*n+4), &WORK(1,*n+6), &ierr);
			} else {

/*                       Complex eigenvalue: solve
   
                         C'*(p+iq) = scale*(c+id) 
in real arithmetic. */

			    i__2 = *n - 1;
			    dlaqtr_(&c_true, &c_false, &i__2, &WORK(2,2), ldwork, &WORK(1,*n+1), &mu, &scale, &WORK(1,*n+4), &WORK(1,*n+6), &ierr);
			}
		    } else {
			if (n2 == 1) {

/*                       Real eigenvalue: solve C*
x = scale*c. */

			    i__2 = *n - 1;
			    dlaqtr_(&c_false, &c_true, &i__2, &WORK(2,2), ldwork, dummy, &
				    dumm, &scale, &WORK(1,*n+4), &WORK(1,*n+6), &
				    ierr);
			} else {

/*                       Complex eigenvalue: solve
   
                         C*(p+iq) = scale*(c+id) i
n real arithmetic. */

			    i__2 = *n - 1;
			    dlaqtr_(&c_false, &c_false, &i__2, &WORK(2,2), ldwork, &WORK(1,*n+1), &mu, &scale, &WORK(1,*n+4), &WORK(1,*n+6), &ierr);

			}
		    }

		    goto L50;
		}
	    }

	    SEP(ks) = scale / max(est,smlnum);
	    if (pair) {
		SEP(ks + 1) = SEP(ks);
	    }
	}

	if (pair) {
	    ++ks;
	}

L60:
	;
    }
    return 0;

/*     End of DTRSNA */

} /* dtrsna_ */