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authorjofret2008-04-11 09:46:18 +0000
committerjofret2008-04-11 09:46:18 +0000
commitc679afbd8d08c322d8323db5f57e0ab31db0cfca (patch)
treeb308487f2ba1252003bbd964a12437e70aa6c6b1
parentdd0287279b0299e0446d6b9aa9b028814dd30137 (diff)
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Adding LAPACK and compilation process
-rw-r--r--src/lib/lapack/Makefile.am320
-rw-r--r--src/lib/lapack/Makefile.in826
-rw-r--r--src/lib/lapack/README5
-rw-r--r--src/lib/lapack/dbdsqr.f742
-rw-r--r--src/lib/lapack/dgebak.f188
-rw-r--r--src/lib/lapack/dgebal.f322
-rw-r--r--src/lib/lapack/dgebd2.f239
-rw-r--r--src/lib/lapack/dgebrd.f268
-rw-r--r--src/lib/lapack/dgecon.f185
-rw-r--r--src/lib/lapack/dgeequ.f225
-rw-r--r--src/lib/lapack/dgees.f434
-rw-r--r--src/lib/lapack/dgeesx.f527
-rw-r--r--src/lib/lapack/dgeev.f423
-rw-r--r--src/lib/lapack/dgegs.f438
-rw-r--r--src/lib/lapack/dgehd2.f149
-rw-r--r--src/lib/lapack/dgehrd.f273
-rw-r--r--src/lib/lapack/dgelq2.f121
-rw-r--r--src/lib/lapack/dgelqf.f195
-rw-r--r--src/lib/lapack/dgels.f422
-rw-r--r--src/lib/lapack/dgelss.f617
-rw-r--r--src/lib/lapack/dgelsx.f349
-rw-r--r--src/lib/lapack/dgelsy.f391
-rw-r--r--src/lib/lapack/dgeql2.f122
-rw-r--r--src/lib/lapack/dgeqlf.f213
-rw-r--r--src/lib/lapack/dgeqp3.f287
-rw-r--r--src/lib/lapack/dgeqpf.f231
-rw-r--r--src/lib/lapack/dgeqr2.f121
-rw-r--r--src/lib/lapack/dgeqrf.f196
-rw-r--r--src/lib/lapack/dgerfs.f336
-rw-r--r--src/lib/lapack/dgerq2.f122
-rw-r--r--src/lib/lapack/dgerqf.f213
-rw-r--r--src/lib/lapack/dgesc2.f132
-rw-r--r--src/lib/lapack/dgesv.f107
-rw-r--r--src/lib/lapack/dgesvd.f3401
-rw-r--r--src/lib/lapack/dgesvx.f479
-rw-r--r--src/lib/lapack/dgetc2.f146
-rw-r--r--src/lib/lapack/dgetf2.f147
-rw-r--r--src/lib/lapack/dgetrf.f159
-rw-r--r--src/lib/lapack/dgetri.f192
-rw-r--r--src/lib/lapack/dgetrs.f149
-rw-r--r--src/lib/lapack/dggbak.f220
-rw-r--r--src/lib/lapack/dggbal.f469
-rw-r--r--src/lib/lapack/dgges.f550
-rw-r--r--src/lib/lapack/dggev.f489
-rw-r--r--src/lib/lapack/dgghrd.f264
-rw-r--r--src/lib/lapack/dhgeqz.f1243
-rw-r--r--src/lib/lapack/dhseqr.f407
-rw-r--r--src/lib/lapack/disnan.f33
-rw-r--r--src/lib/lapack/dlabad.f55
-rw-r--r--src/lib/lapack/dlabrd.f290
-rw-r--r--src/lib/lapack/dlacn2.f214
-rw-r--r--src/lib/lapack/dlacon.f205
-rw-r--r--src/lib/lapack/dlacpy.f87
-rw-r--r--src/lib/lapack/dladiv.f62
-rw-r--r--src/lib/lapack/dlae2.f123
-rw-r--r--src/lib/lapack/dlaev2.f169
-rw-r--r--src/lib/lapack/dlaexc.f354
-rw-r--r--src/lib/lapack/dlag2.f300
-rw-r--r--src/lib/lapack/dlagv2.f287
-rw-r--r--src/lib/lapack/dlahqr.f501
-rw-r--r--src/lib/lapack/dlahr2.f238
-rw-r--r--src/lib/lapack/dlahrd.f207
-rw-r--r--src/lib/lapack/dlaic1.f292
-rw-r--r--src/lib/lapack/dlaisnan.f41
-rw-r--r--src/lib/lapack/dlaln2.f507
-rw-r--r--src/lib/lapack/dlamch.f857
-rw-r--r--src/lib/lapack/dlange.f144
-rw-r--r--src/lib/lapack/dlanhs.f141
-rw-r--r--src/lib/lapack/dlansp.f196
-rw-r--r--src/lib/lapack/dlanst.f124
-rw-r--r--src/lib/lapack/dlansy.f173
-rw-r--r--src/lib/lapack/dlantr.f276
-rw-r--r--src/lib/lapack/dlanv2.f205
-rw-r--r--src/lib/lapack/dlapmt.f136
-rw-r--r--src/lib/lapack/dlapy2.f53
-rw-r--r--src/lib/lapack/dlapy3.f56
-rw-r--r--src/lib/lapack/dlaqge.f154
-rw-r--r--src/lib/lapack/dlaqp2.f175
-rw-r--r--src/lib/lapack/dlaqps.f259
-rw-r--r--src/lib/lapack/dlaqr0.f642
-rw-r--r--src/lib/lapack/dlaqr1.f97
-rw-r--r--src/lib/lapack/dlaqr2.f551
-rw-r--r--src/lib/lapack/dlaqr3.f561
-rw-r--r--src/lib/lapack/dlaqr4.f640
-rw-r--r--src/lib/lapack/dlaqr5.f812
-rw-r--r--src/lib/lapack/dlarf.f115
-rw-r--r--src/lib/lapack/dlarfb.f587
-rw-r--r--src/lib/lapack/dlarfg.f137
-rw-r--r--src/lib/lapack/dlarft.f217
-rw-r--r--src/lib/lapack/dlarfx.f638
-rw-r--r--src/lib/lapack/dlartg.f145
-rw-r--r--src/lib/lapack/dlarz.f152
-rw-r--r--src/lib/lapack/dlarzb.f220
-rw-r--r--src/lib/lapack/dlarzt.f184
-rw-r--r--src/lib/lapack/dlas2.f121
-rw-r--r--src/lib/lapack/dlascl.f267
-rw-r--r--src/lib/lapack/dlaset.f114
-rw-r--r--src/lib/lapack/dlasq1.f148
-rw-r--r--src/lib/lapack/dlasq2.f448
-rw-r--r--src/lib/lapack/dlasq3.f295
-rw-r--r--src/lib/lapack/dlasq4.f329
-rw-r--r--src/lib/lapack/dlasq5.f195
-rw-r--r--src/lib/lapack/dlasq6.f175
-rw-r--r--src/lib/lapack/dlasr.f361
-rw-r--r--src/lib/lapack/dlasrt.f243
-rw-r--r--src/lib/lapack/dlassq.f88
-rw-r--r--src/lib/lapack/dlasv2.f249
-rw-r--r--src/lib/lapack/dlaswp.f119
-rw-r--r--src/lib/lapack/dlasy2.f381
-rw-r--r--src/lib/lapack/dlasyf.f587
-rw-r--r--src/lib/lapack/dlatdf.f237
-rw-r--r--src/lib/lapack/dlatrd.f258
-rw-r--r--src/lib/lapack/dlatrs.f701
-rw-r--r--src/lib/lapack/dlatrz.f127
-rw-r--r--src/lib/lapack/dlatzm.f142
-rw-r--r--src/lib/lapack/dlazq3.f302
-rw-r--r--src/lib/lapack/dlazq4.f330
-rw-r--r--src/lib/lapack/dopgtr.f160
-rw-r--r--src/lib/lapack/dorg2l.f127
-rw-r--r--src/lib/lapack/dorg2r.f129
-rw-r--r--src/lib/lapack/dorgbr.f244
-rw-r--r--src/lib/lapack/dorghr.f164
-rw-r--r--src/lib/lapack/dorgl2.f133
-rw-r--r--src/lib/lapack/dorglq.f215
-rw-r--r--src/lib/lapack/dorgql.f222
-rw-r--r--src/lib/lapack/dorgqr.f216
-rw-r--r--src/lib/lapack/dorgr2.f131
-rw-r--r--src/lib/lapack/dorgrq.f222
-rw-r--r--src/lib/lapack/dorgtr.f183
-rw-r--r--src/lib/lapack/dorm2l.f193
-rw-r--r--src/lib/lapack/dorm2r.f197
-rw-r--r--src/lib/lapack/dormbr.f281
-rw-r--r--src/lib/lapack/dormhr.f201
-rw-r--r--src/lib/lapack/dorml2.f197
-rw-r--r--src/lib/lapack/dormlq.f267
-rw-r--r--src/lib/lapack/dormql.f261
-rw-r--r--src/lib/lapack/dormqr.f260
-rw-r--r--src/lib/lapack/dormr2.f193
-rw-r--r--src/lib/lapack/dormr3.f206
-rw-r--r--src/lib/lapack/dormrq.f268
-rw-r--r--src/lib/lapack/dormrz.f292
-rw-r--r--src/lib/lapack/dpocon.f177
-rw-r--r--src/lib/lapack/dpotf2.f167
-rw-r--r--src/lib/lapack/dpotrf.f183
-rw-r--r--src/lib/lapack/dpotrs.f132
-rw-r--r--src/lib/lapack/dpptrf.f177
-rw-r--r--src/lib/lapack/drscl.f114
-rw-r--r--src/lib/lapack/dspev.f187
-rw-r--r--src/lib/lapack/dspgst.f208
-rw-r--r--src/lib/lapack/dspgv.f195
-rw-r--r--src/lib/lapack/dsptrd.f228
-rw-r--r--src/lib/lapack/dsptrf.f547
-rw-r--r--src/lib/lapack/dsteqr.f500
-rw-r--r--src/lib/lapack/dsterf.f364
-rw-r--r--src/lib/lapack/dsycon.f165
-rw-r--r--src/lib/lapack/dsyev.f211
-rw-r--r--src/lib/lapack/dsysv.f174
-rw-r--r--src/lib/lapack/dsytd2.f248
-rw-r--r--src/lib/lapack/dsytf2.f521
-rw-r--r--src/lib/lapack/dsytrd.f294
-rw-r--r--src/lib/lapack/dsytrf.f287
-rw-r--r--src/lib/lapack/dsytri.f312
-rw-r--r--src/lib/lapack/dsytrs.f369
-rw-r--r--src/lib/lapack/dtgevc.f1147
-rw-r--r--src/lib/lapack/dtgex2.f581
-rw-r--r--src/lib/lapack/dtgexc.f440
-rw-r--r--src/lib/lapack/dtgsen.f723
-rw-r--r--src/lib/lapack/dtgsy2.f956
-rw-r--r--src/lib/lapack/dtgsyl.f556
-rw-r--r--src/lib/lapack/dtrcon.f197
-rw-r--r--src/lib/lapack/dtrevc.f980
-rw-r--r--src/lib/lapack/dtrexc.f345
-rw-r--r--src/lib/lapack/dtrsen.f459
-rw-r--r--src/lib/lapack/dtrsyl.f913
-rw-r--r--src/lib/lapack/dtrti2.f146
-rw-r--r--src/lib/lapack/dtrtri.f176
-rw-r--r--src/lib/lapack/dtrtrs.f147
-rw-r--r--src/lib/lapack/dtzrqf.f164
-rw-r--r--src/lib/lapack/dtzrzf.f244
-rw-r--r--src/lib/lapack/dzsum1.f81
-rw-r--r--src/lib/lapack/ieeeck.f147
-rw-r--r--src/lib/lapack/ilaenv.f552
-rw-r--r--src/lib/lapack/iparmq.f253
-rw-r--r--src/lib/lapack/izmax1.f95
-rw-r--r--src/lib/lapack/lsame.f87
-rw-r--r--src/lib/lapack/slamch.f857
-rw-r--r--src/lib/lapack/xerbla.f45
-rw-r--r--src/lib/lapack/zbdsqr.f742
-rw-r--r--src/lib/lapack/zdrot.f96
-rw-r--r--src/lib/lapack/zdrscl.f114
-rw-r--r--src/lib/lapack/zgebak.f189
-rw-r--r--src/lib/lapack/zgebal.f330
-rw-r--r--src/lib/lapack/zgebd2.f250
-rw-r--r--src/lib/lapack/zgebrd.f268
-rw-r--r--src/lib/lapack/zgecon.f193
-rw-r--r--src/lib/lapack/zgees.f324
-rw-r--r--src/lib/lapack/zgeev.f396
-rw-r--r--src/lib/lapack/zgehd2.f148
-rw-r--r--src/lib/lapack/zgehrd.f273
-rw-r--r--src/lib/lapack/zgelq2.f123
-rw-r--r--src/lib/lapack/zgelqf.f195
-rw-r--r--src/lib/lapack/zgelsy.f385
-rw-r--r--src/lib/lapack/zgeqp3.f293
-rw-r--r--src/lib/lapack/zgeqpf.f234
-rw-r--r--src/lib/lapack/zgeqr2.f121
-rw-r--r--src/lib/lapack/zgeqrf.f196
-rw-r--r--src/lib/lapack/zgesc2.f133
-rw-r--r--src/lib/lapack/zgesvd.f3602
-rw-r--r--src/lib/lapack/zgetc2.f145
-rw-r--r--src/lib/lapack/zgetf2.f148
-rw-r--r--src/lib/lapack/zgetrf.f159
-rw-r--r--src/lib/lapack/zgetri.f193
-rw-r--r--src/lib/lapack/zgetrs.f149
-rw-r--r--src/lib/lapack/zggbak.f220
-rw-r--r--src/lib/lapack/zggbal.f482
-rw-r--r--src/lib/lapack/zgges.f477
-rw-r--r--src/lib/lapack/zggev.f454
-rw-r--r--src/lib/lapack/zgghrd.f264
-rw-r--r--src/lib/lapack/zheev.f218
-rw-r--r--src/lib/lapack/zhetd2.f258
-rw-r--r--src/lib/lapack/zhetrd.f296
-rw-r--r--src/lib/lapack/zhgeqz.f759
-rw-r--r--src/lib/lapack/zhseqr.f395
-rw-r--r--src/lib/lapack/zlabrd.f328
-rw-r--r--src/lib/lapack/zlacgv.f60
-rw-r--r--src/lib/lapack/zlacn2.f221
-rw-r--r--src/lib/lapack/zlacon.f212
-rw-r--r--src/lib/lapack/zlacpy.f90
-rw-r--r--src/lib/lapack/zladiv.f46
-rw-r--r--src/lib/lapack/zlahqr.f470
-rw-r--r--src/lib/lapack/zlahr2.f240
-rw-r--r--src/lib/lapack/zlahrd.f213
-rw-r--r--src/lib/lapack/zlaic1.f295
-rw-r--r--src/lib/lapack/zlange.f145
-rw-r--r--src/lib/lapack/zlanhe.f187
-rw-r--r--src/lib/lapack/zlanhs.f142
-rw-r--r--src/lib/lapack/zlaqp2.f179
-rw-r--r--src/lib/lapack/zlaqps.f266
-rw-r--r--src/lib/lapack/zlaqr0.f601
-rw-r--r--src/lib/lapack/zlaqr1.f97
-rw-r--r--src/lib/lapack/zlaqr2.f437
-rw-r--r--src/lib/lapack/zlaqr3.f448
-rw-r--r--src/lib/lapack/zlaqr4.f602
-rw-r--r--src/lib/lapack/zlaqr5.f809
-rw-r--r--src/lib/lapack/zlarf.f120
-rw-r--r--src/lib/lapack/zlarfb.f608
-rw-r--r--src/lib/lapack/zlarfg.f145
-rw-r--r--src/lib/lapack/zlarft.f224
-rw-r--r--src/lib/lapack/zlarfx.f641
-rw-r--r--src/lib/lapack/zlartg.f195
-rw-r--r--src/lib/lapack/zlarz.f157
-rw-r--r--src/lib/lapack/zlarzb.f234
-rw-r--r--src/lib/lapack/zlarzt.f186
-rw-r--r--src/lib/lapack/zlascl.f267
-rw-r--r--src/lib/lapack/zlaset.f114
-rw-r--r--src/lib/lapack/zlasr.f363
-rw-r--r--src/lib/lapack/zlassq.f101
-rw-r--r--src/lib/lapack/zlaswp.f119
-rw-r--r--src/lib/lapack/zlatdf.f241
-rw-r--r--src/lib/lapack/zlatrd.f279
-rw-r--r--src/lib/lapack/zlatrs.f879
-rw-r--r--src/lib/lapack/zlatrz.f133
-rw-r--r--src/lib/lapack/zpotf2.f174
-rw-r--r--src/lib/lapack/zpotrf.f186
-rw-r--r--src/lib/lapack/zrot.f91
-rw-r--r--src/lib/lapack/zsteqr.f503
-rw-r--r--src/lib/lapack/ztgevc.f633
-rw-r--r--src/lib/lapack/ztgex2.f265
-rw-r--r--src/lib/lapack/ztgexc.f206
-rw-r--r--src/lib/lapack/ztgsen.f652
-rw-r--r--src/lib/lapack/ztgsy2.f361
-rw-r--r--src/lib/lapack/ztgsyl.f575
-rw-r--r--src/lib/lapack/ztrevc.f386
-rw-r--r--src/lib/lapack/ztrexc.f162
-rw-r--r--src/lib/lapack/ztrsen.f359
-rw-r--r--src/lib/lapack/ztrsyl.f365
-rw-r--r--src/lib/lapack/ztrti2.f146
-rw-r--r--src/lib/lapack/ztrtri.f177
-rw-r--r--src/lib/lapack/ztzrzf.f244
-rw-r--r--src/lib/lapack/zung2l.f128
-rw-r--r--src/lib/lapack/zung2r.f130
-rw-r--r--src/lib/lapack/zungbr.f245
-rw-r--r--src/lib/lapack/zunghr.f165
-rw-r--r--src/lib/lapack/zungl2.f136
-rw-r--r--src/lib/lapack/zunglq.f215
-rw-r--r--src/lib/lapack/zungql.f222
-rw-r--r--src/lib/lapack/zungqr.f216
-rw-r--r--src/lib/lapack/zungtr.f184
-rw-r--r--src/lib/lapack/zunm2r.f201
-rw-r--r--src/lib/lapack/zunmbr.f288
-rw-r--r--src/lib/lapack/zunml2.f205
-rw-r--r--src/lib/lapack/zunmlq.f267
-rw-r--r--src/lib/lapack/zunmqr.f260
-rw-r--r--src/lib/lapack/zunmr3.f212
-rw-r--r--src/lib/lapack/zunmrz.f296
295 files changed, 91067 insertions, 0 deletions
diff --git a/src/lib/lapack/Makefile.am b/src/lib/lapack/Makefile.am
new file mode 100644
index 00000000..ea078406
--- /dev/null
+++ b/src/lib/lapack/Makefile.am
@@ -0,0 +1,320 @@
+##########
+### Sylvestre Ledru <sylvestre.ledru@inria.fr>
+### INRIA - Scilab 2006
+##########
+
+#### Target ######
+modulename=lapack
+
+pkglib_LTLIBRARIES = libscilapack.la
+
+noinst_LTLIBRARIES = libdummy-lapack.la
+
+LAPACK_FORTRAN_SOURCES = dlasv2.f \
+zgeqpf.f \
+zrot.f \
+dpotrf.f \
+zunmr3.f \
+zlanhs.f \
+zgebak.f \
+zbdsqr.f \
+zunmrz.f \
+dgetc2.f \
+zlaqp2.f \
+dsytrd.f \
+dsytd2.f \
+zlange.f \
+dlansp.f \
+dhgeqz.f \
+dlasq2.f \
+dtrevc.f \
+dgelsy.f \
+zladiv.f \
+dlaswp.f \
+dormlq.f \
+dorml2.f \
+dlaexc.f \
+zlahqr.f \
+zdrot.f \
+dlabad.f \
+dlarft.f \
+zlassq.f \
+dlartg.f \
+zlarf.f \
+ztrexc.f \
+zgeev.f \
+dggbal.f \
+dtrtrs.f \
+zlatdf.f \
+dgeqr2.f \
+zlarfg.f \
+dgetrs.f \
+dlag2.f \
+dlaqge.f \
+dpotf2.f \
+zgetrf.f \
+ztgsy2.f \
+zgebal.f \
+dspgst.f \
+dormqr.f \
+drscl.f \
+dtrti2.f \
+dlaset.f \
+dgeesx.f \
+dpocon.f \
+dlasyf.f \
+dgerq2.f \
+dlasq3.f \
+dlansy.f \
+dgehrd.f \
+dgehd2.f \
+dsptrd.f \
+dorgtr.f \
+dormrq.f \
+dorm2r.f \
+dormr2.f \
+zgges.f \
+zunglq.f \
+zlanhe.f \
+zungl2.f \
+zhetrd.f \
+zhetd2.f \
+dlacon.f \
+dgesvx.f \
+zgetf2.f \
+ztgevc.f \
+dsteqr.f \
+dgelqf.f \
+zlarzb.f \
+zlarfx.f \
+dsysv.f \
+zlaqps.f \
+dtzrqf.f \
+dsytrf.f \
+xerbla.f \
+dtrsyl.f \
+dgelss.f \
+dtgsen.f \
+zgecon.f \
+dormbr.f \
+zlatrz.f \
+zungqr.f \
+dlabrd.f \
+dlasq4.f \
+dggev.f \
+dpptrf.f \
+zgelq2.f \
+dgeqpf.f \
+dormr3.f \
+dlanhs.f \
+dgerfs.f \
+dlarz.f \
+zgebrd.f \
+zgebd2.f \
+dgebak.f \
+dormrz.f \
+dbdsqr.f \
+dspev.f \
+dlaqp2.f \
+zung2r.f \
+dlange.f \
+zgeqrf.f \
+dormql.f \
+zgesvd.f \
+dladiv.f \
+dlas2.f \
+dgeequ.f \
+dsytf2.f \
+dlahqr.f \
+zlatrs.f \
+zheev.f \
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+
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+
+libdummy_lapack_la_SOURCES = dlamch.f slamch.f
+
+libdummy_lapack_la_FFLAGS = `echo "@FFLAGS@"| sed -e 's|-O[0-9+]|-O0|'`
+
+
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+ $(top_builddir)/lib/blas/libsciblas.la
+
+libscilapack_la_PKGCONFIG = lapack.pc
+
+libdummy_lapack_la-dlamch.lo: dlamch.f
+ $(LIBTOOL) --tag=F77 --mode=compile $(F77) $(libdummy_lapack_la_FFLAGS) -c -o libdummy_lapack_la-dlamch.lo `test -f 'dlamch.f' || echo '$(srcdir)/'`dlamch.f
+
+libdummy_lapack_la-slamch.lo: slamch.f
+ $(LIBTOOL) --tag=F77 --mode=compile $(F77) $(libdummy_lapack_la_FFLAGS) -c -o libdummy_lapack_la-slamch.lo `test -f 'slamch.f' || echo '$(srcdir)/'`slamch.f
diff --git a/src/lib/lapack/Makefile.in b/src/lib/lapack/Makefile.in
new file mode 100644
index 00000000..6361011e
--- /dev/null
+++ b/src/lib/lapack/Makefile.in
@@ -0,0 +1,826 @@
+# Makefile.in generated by automake 1.10 from Makefile.am.
+# @configure_input@
+
+# Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002,
+# 2003, 2004, 2005, 2006 Free Software Foundation, Inc.
+# This Makefile.in is free software; the Free Software Foundation
+# gives unlimited permission to copy and/or distribute it,
+# with or without modifications, as long as this notice is preserved.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY, to the extent permitted by law; without
+# even the implied warranty of MERCHANTABILITY or FITNESS FOR A
+# PARTICULAR PURPOSE.
+
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+
+##########
+### Sylvestre Ledru <sylvestre.ledru@inria.fr>
+### INRIA - Scilab 2006
+##########
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+#### Target ######
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+
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+ $(LIBTOOL) --tag=F77 --mode=compile $(F77) $(libdummy_lapack_la_FFLAGS) -c -o libdummy_lapack_la-slamch.lo `test -f 'slamch.f' || echo '$(srcdir)/'`slamch.f
+# Tell versions [3.59,3.63) of GNU make to not export all variables.
+# Otherwise a system limit (for SysV at least) may be exceeded.
+.NOEXPORT:
diff --git a/src/lib/lapack/README b/src/lib/lapack/README
new file mode 100644
index 00000000..c14fb64f
--- /dev/null
+++ b/src/lib/lapack/README
@@ -0,0 +1,5 @@
+This directory contains LAPACK routines.
+File xerbla.f is not used.
+A customized version of xerbla
+for Scilab is in SCIDIR/system/xerbla.f
+
diff --git a/src/lib/lapack/dbdsqr.f b/src/lib/lapack/dbdsqr.f
new file mode 100644
index 00000000..b9f87ec1
--- /dev/null
+++ b/src/lib/lapack/dbdsqr.f
@@ -0,0 +1,742 @@
+ SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
+ $ LDU, C, LDC, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ),
+ $ VT( LDVT, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DBDSQR computes the singular values and, optionally, the right and/or
+* left singular vectors from the singular value decomposition (SVD) of
+* a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
+* zero-shift QR algorithm. The SVD of B has the form
+*
+* B = Q * S * P**T
+*
+* where S is the diagonal matrix of singular values, Q is an orthogonal
+* matrix of left singular vectors, and P is an orthogonal matrix of
+* right singular vectors. If left singular vectors are requested, this
+* subroutine actually returns U*Q instead of Q, and, if right singular
+* vectors are requested, this subroutine returns P**T*VT instead of
+* P**T, for given real input matrices U and VT. When U and VT are the
+* orthogonal matrices that reduce a general matrix A to bidiagonal
+* form: A = U*B*VT, as computed by DGEBRD, then
+*
+* A = (U*Q) * S * (P**T*VT)
+*
+* is the SVD of A. Optionally, the subroutine may also compute Q**T*C
+* for a given real input matrix C.
+*
+* See "Computing Small Singular Values of Bidiagonal Matrices With
+* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
+* LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11,
+* no. 5, pp. 873-912, Sept 1990) and
+* "Accurate singular values and differential qd algorithms," by
+* B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics
+* Department, University of California at Berkeley, July 1992
+* for a detailed description of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': B is upper bidiagonal;
+* = 'L': B is lower bidiagonal.
+*
+* N (input) INTEGER
+* The order of the matrix B. N >= 0.
+*
+* NCVT (input) INTEGER
+* The number of columns of the matrix VT. NCVT >= 0.
+*
+* NRU (input) INTEGER
+* The number of rows of the matrix U. NRU >= 0.
+*
+* NCC (input) INTEGER
+* The number of columns of the matrix C. NCC >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the n diagonal elements of the bidiagonal matrix B.
+* On exit, if INFO=0, the singular values of B in decreasing
+* order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N-1)
+* On entry, the N-1 offdiagonal elements of the bidiagonal
+* matrix B.
+* On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
+* will contain the diagonal and superdiagonal elements of a
+* bidiagonal matrix orthogonally equivalent to the one given
+* as input.
+*
+* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT)
+* On entry, an N-by-NCVT matrix VT.
+* On exit, VT is overwritten by P**T * VT.
+* Not referenced if NCVT = 0.
+*
+* LDVT (input) INTEGER
+* The leading dimension of the array VT.
+* LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
+*
+* U (input/output) DOUBLE PRECISION array, dimension (LDU, N)
+* On entry, an NRU-by-N matrix U.
+* On exit, U is overwritten by U * Q.
+* Not referenced if NRU = 0.
+*
+* LDU (input) INTEGER
+* The leading dimension of the array U. LDU >= max(1,NRU).
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC)
+* On entry, an N-by-NCC matrix C.
+* On exit, C is overwritten by Q**T * C.
+* Not referenced if NCC = 0.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C.
+* LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+* if NCVT = NRU = NCC = 0, (max(1, 4*N-4)) otherwise
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: If INFO = -i, the i-th argument had an illegal value
+* > 0: the algorithm did not converge; D and E contain the
+* elements of a bidiagonal matrix which is orthogonally
+* similar to the input matrix B; if INFO = i, i
+* elements of E have not converged to zero.
+*
+* Internal Parameters
+* ===================
+*
+* TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8)))
+* TOLMUL controls the convergence criterion of the QR loop.
+* If it is positive, TOLMUL*EPS is the desired relative
+* precision in the computed singular values.
+* If it is negative, abs(TOLMUL*EPS*sigma_max) is the
+* desired absolute accuracy in the computed singular
+* values (corresponds to relative accuracy
+* abs(TOLMUL*EPS) in the largest singular value.
+* abs(TOLMUL) should be between 1 and 1/EPS, and preferably
+* between 10 (for fast convergence) and .1/EPS
+* (for there to be some accuracy in the results).
+* Default is to lose at either one eighth or 2 of the
+* available decimal digits in each computed singular value
+* (whichever is smaller).
+*
+* MAXITR INTEGER, default = 6
+* MAXITR controls the maximum number of passes of the
+* algorithm through its inner loop. The algorithms stops
+* (and so fails to converge) if the number of passes
+* through the inner loop exceeds MAXITR*N**2.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION NEGONE
+ PARAMETER ( NEGONE = -1.0D0 )
+ DOUBLE PRECISION HNDRTH
+ PARAMETER ( HNDRTH = 0.01D0 )
+ DOUBLE PRECISION TEN
+ PARAMETER ( TEN = 10.0D0 )
+ DOUBLE PRECISION HNDRD
+ PARAMETER ( HNDRD = 100.0D0 )
+ DOUBLE PRECISION MEIGTH
+ PARAMETER ( MEIGTH = -0.125D0 )
+ INTEGER MAXITR
+ PARAMETER ( MAXITR = 6 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LOWER, ROTATE
+ INTEGER I, IDIR, ISUB, ITER, J, LL, LLL, M, MAXIT, NM1,
+ $ NM12, NM13, OLDLL, OLDM
+ DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
+ $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
+ $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA,
+ $ SN, THRESH, TOL, TOLMUL, UNFL
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARTG, DLAS2, DLASQ1, DLASR, DLASV2, DROT,
+ $ DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ LOWER = LSAME( UPLO, 'L' )
+ IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NCVT.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( NRU.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( NCC.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
+ $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
+ INFO = -9
+ ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
+ INFO = -11
+ ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
+ $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DBDSQR', -INFO )
+ RETURN
+ END IF
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( N.EQ.1 )
+ $ GO TO 160
+*
+* ROTATE is true if any singular vectors desired, false otherwise
+*
+ ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
+*
+* If no singular vectors desired, use qd algorithm
+*
+ IF( .NOT.ROTATE ) THEN
+ CALL DLASQ1( N, D, E, WORK, INFO )
+ RETURN
+ END IF
+*
+ NM1 = N - 1
+ NM12 = NM1 + NM1
+ NM13 = NM12 + NM1
+ IDIR = 0
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'Epsilon' )
+ UNFL = DLAMCH( 'Safe minimum' )
+*
+* If matrix lower bidiagonal, rotate to be upper bidiagonal
+* by applying Givens rotations on the left
+*
+ IF( LOWER ) THEN
+ DO 10 I = 1, N - 1
+ CALL DLARTG( D( I ), E( I ), CS, SN, R )
+ D( I ) = R
+ E( I ) = SN*D( I+1 )
+ D( I+1 ) = CS*D( I+1 )
+ WORK( I ) = CS
+ WORK( NM1+I ) = SN
+ 10 CONTINUE
+*
+* Update singular vectors if desired
+*
+ IF( NRU.GT.0 )
+ $ CALL DLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ), WORK( N ), U,
+ $ LDU )
+ IF( NCC.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ), WORK( N ), C,
+ $ LDC )
+ END IF
+*
+* Compute singular values to relative accuracy TOL
+* (By setting TOL to be negative, algorithm will compute
+* singular values to absolute accuracy ABS(TOL)*norm(input matrix))
+*
+ TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )
+ TOL = TOLMUL*EPS
+*
+* Compute approximate maximum, minimum singular values
+*
+ SMAX = ZERO
+ DO 20 I = 1, N
+ SMAX = MAX( SMAX, ABS( D( I ) ) )
+ 20 CONTINUE
+ DO 30 I = 1, N - 1
+ SMAX = MAX( SMAX, ABS( E( I ) ) )
+ 30 CONTINUE
+ SMINL = ZERO
+ IF( TOL.GE.ZERO ) THEN
+*
+* Relative accuracy desired
+*
+ SMINOA = ABS( D( 1 ) )
+ IF( SMINOA.EQ.ZERO )
+ $ GO TO 50
+ MU = SMINOA
+ DO 40 I = 2, N
+ MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
+ SMINOA = MIN( SMINOA, MU )
+ IF( SMINOA.EQ.ZERO )
+ $ GO TO 50
+ 40 CONTINUE
+ 50 CONTINUE
+ SMINOA = SMINOA / SQRT( DBLE( N ) )
+ THRESH = MAX( TOL*SMINOA, MAXITR*N*N*UNFL )
+ ELSE
+*
+* Absolute accuracy desired
+*
+ THRESH = MAX( ABS( TOL )*SMAX, MAXITR*N*N*UNFL )
+ END IF
+*
+* Prepare for main iteration loop for the singular values
+* (MAXIT is the maximum number of passes through the inner
+* loop permitted before nonconvergence signalled.)
+*
+ MAXIT = MAXITR*N*N
+ ITER = 0
+ OLDLL = -1
+ OLDM = -1
+*
+* M points to last element of unconverged part of matrix
+*
+ M = N
+*
+* Begin main iteration loop
+*
+ 60 CONTINUE
+*
+* Check for convergence or exceeding iteration count
+*
+ IF( M.LE.1 )
+ $ GO TO 160
+ IF( ITER.GT.MAXIT )
+ $ GO TO 200
+*
+* Find diagonal block of matrix to work on
+*
+ IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH )
+ $ D( M ) = ZERO
+ SMAX = ABS( D( M ) )
+ SMIN = SMAX
+ DO 70 LLL = 1, M - 1
+ LL = M - LLL
+ ABSS = ABS( D( LL ) )
+ ABSE = ABS( E( LL ) )
+ IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH )
+ $ D( LL ) = ZERO
+ IF( ABSE.LE.THRESH )
+ $ GO TO 80
+ SMIN = MIN( SMIN, ABSS )
+ SMAX = MAX( SMAX, ABSS, ABSE )
+ 70 CONTINUE
+ LL = 0
+ GO TO 90
+ 80 CONTINUE
+ E( LL ) = ZERO
+*
+* Matrix splits since E(LL) = 0
+*
+ IF( LL.EQ.M-1 ) THEN
+*
+* Convergence of bottom singular value, return to top of loop
+*
+ M = M - 1
+ GO TO 60
+ END IF
+ 90 CONTINUE
+ LL = LL + 1
+*
+* E(LL) through E(M-1) are nonzero, E(LL-1) is zero
+*
+ IF( LL.EQ.M-1 ) THEN
+*
+* 2 by 2 block, handle separately
+*
+ CALL DLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR,
+ $ COSR, SINL, COSL )
+ D( M-1 ) = SIGMX
+ E( M-1 ) = ZERO
+ D( M ) = SIGMN
+*
+* Compute singular vectors, if desired
+*
+ IF( NCVT.GT.0 )
+ $ CALL DROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT, COSR,
+ $ SINR )
+ IF( NRU.GT.0 )
+ $ CALL DROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
+ IF( NCC.GT.0 )
+ $ CALL DROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
+ $ SINL )
+ M = M - 2
+ GO TO 60
+ END IF
+*
+* If working on new submatrix, choose shift direction
+* (from larger end diagonal element towards smaller)
+*
+ IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
+ IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
+*
+* Chase bulge from top (big end) to bottom (small end)
+*
+ IDIR = 1
+ ELSE
+*
+* Chase bulge from bottom (big end) to top (small end)
+*
+ IDIR = 2
+ END IF
+ END IF
+*
+* Apply convergence tests
+*
+ IF( IDIR.EQ.1 ) THEN
+*
+* Run convergence test in forward direction
+* First apply standard test to bottom of matrix
+*
+ IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
+ $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
+ E( M-1 ) = ZERO
+ GO TO 60
+ END IF
+*
+ IF( TOL.GE.ZERO ) THEN
+*
+* If relative accuracy desired,
+* apply convergence criterion forward
+*
+ MU = ABS( D( LL ) )
+ SMINL = MU
+ DO 100 LLL = LL, M - 1
+ IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
+ E( LLL ) = ZERO
+ GO TO 60
+ END IF
+ MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
+ SMINL = MIN( SMINL, MU )
+ 100 CONTINUE
+ END IF
+*
+ ELSE
+*
+* Run convergence test in backward direction
+* First apply standard test to top of matrix
+*
+ IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
+ $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
+ E( LL ) = ZERO
+ GO TO 60
+ END IF
+*
+ IF( TOL.GE.ZERO ) THEN
+*
+* If relative accuracy desired,
+* apply convergence criterion backward
+*
+ MU = ABS( D( M ) )
+ SMINL = MU
+ DO 110 LLL = M - 1, LL, -1
+ IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
+ E( LLL ) = ZERO
+ GO TO 60
+ END IF
+ MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
+ SMINL = MIN( SMINL, MU )
+ 110 CONTINUE
+ END IF
+ END IF
+ OLDLL = LL
+ OLDM = M
+*
+* Compute shift. First, test if shifting would ruin relative
+* accuracy, and if so set the shift to zero.
+*
+ IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
+ $ MAX( EPS, HNDRTH*TOL ) ) THEN
+*
+* Use a zero shift to avoid loss of relative accuracy
+*
+ SHIFT = ZERO
+ ELSE
+*
+* Compute the shift from 2-by-2 block at end of matrix
+*
+ IF( IDIR.EQ.1 ) THEN
+ SLL = ABS( D( LL ) )
+ CALL DLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
+ ELSE
+ SLL = ABS( D( M ) )
+ CALL DLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
+ END IF
+*
+* Test if shift negligible, and if so set to zero
+*
+ IF( SLL.GT.ZERO ) THEN
+ IF( ( SHIFT / SLL )**2.LT.EPS )
+ $ SHIFT = ZERO
+ END IF
+ END IF
+*
+* Increment iteration count
+*
+ ITER = ITER + M - LL
+*
+* If SHIFT = 0, do simplified QR iteration
+*
+ IF( SHIFT.EQ.ZERO ) THEN
+ IF( IDIR.EQ.1 ) THEN
+*
+* Chase bulge from top to bottom
+* Save cosines and sines for later singular vector updates
+*
+ CS = ONE
+ OLDCS = ONE
+ DO 120 I = LL, M - 1
+ CALL DLARTG( D( I )*CS, E( I ), CS, SN, R )
+ IF( I.GT.LL )
+ $ E( I-1 ) = OLDSN*R
+ CALL DLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
+ WORK( I-LL+1 ) = CS
+ WORK( I-LL+1+NM1 ) = SN
+ WORK( I-LL+1+NM12 ) = OLDCS
+ WORK( I-LL+1+NM13 ) = OLDSN
+ 120 CONTINUE
+ H = D( M )*CS
+ D( M ) = H*OLDCS
+ E( M-1 ) = H*OLDSN
+*
+* Update singular vectors
+*
+ IF( NCVT.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
+ $ WORK( N ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
+ $ WORK( NM13+1 ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
+ $ WORK( NM13+1 ), C( LL, 1 ), LDC )
+*
+* Test convergence
+*
+ IF( ABS( E( M-1 ) ).LE.THRESH )
+ $ E( M-1 ) = ZERO
+*
+ ELSE
+*
+* Chase bulge from bottom to top
+* Save cosines and sines for later singular vector updates
+*
+ CS = ONE
+ OLDCS = ONE
+ DO 130 I = M, LL + 1, -1
+ CALL DLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
+ IF( I.LT.M )
+ $ E( I ) = OLDSN*R
+ CALL DLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
+ WORK( I-LL ) = CS
+ WORK( I-LL+NM1 ) = -SN
+ WORK( I-LL+NM12 ) = OLDCS
+ WORK( I-LL+NM13 ) = -OLDSN
+ 130 CONTINUE
+ H = D( LL )*CS
+ D( LL ) = H*OLDCS
+ E( LL ) = H*OLDSN
+*
+* Update singular vectors
+*
+ IF( NCVT.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
+ $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
+ $ WORK( N ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
+ $ WORK( N ), C( LL, 1 ), LDC )
+*
+* Test convergence
+*
+ IF( ABS( E( LL ) ).LE.THRESH )
+ $ E( LL ) = ZERO
+ END IF
+ ELSE
+*
+* Use nonzero shift
+*
+ IF( IDIR.EQ.1 ) THEN
+*
+* Chase bulge from top to bottom
+* Save cosines and sines for later singular vector updates
+*
+ F = ( ABS( D( LL ) )-SHIFT )*
+ $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
+ G = E( LL )
+ DO 140 I = LL, M - 1
+ CALL DLARTG( F, G, COSR, SINR, R )
+ IF( I.GT.LL )
+ $ E( I-1 ) = R
+ F = COSR*D( I ) + SINR*E( I )
+ E( I ) = COSR*E( I ) - SINR*D( I )
+ G = SINR*D( I+1 )
+ D( I+1 ) = COSR*D( I+1 )
+ CALL DLARTG( F, G, COSL, SINL, R )
+ D( I ) = R
+ F = COSL*E( I ) + SINL*D( I+1 )
+ D( I+1 ) = COSL*D( I+1 ) - SINL*E( I )
+ IF( I.LT.M-1 ) THEN
+ G = SINL*E( I+1 )
+ E( I+1 ) = COSL*E( I+1 )
+ END IF
+ WORK( I-LL+1 ) = COSR
+ WORK( I-LL+1+NM1 ) = SINR
+ WORK( I-LL+1+NM12 ) = COSL
+ WORK( I-LL+1+NM13 ) = SINL
+ 140 CONTINUE
+ E( M-1 ) = F
+*
+* Update singular vectors
+*
+ IF( NCVT.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
+ $ WORK( N ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
+ $ WORK( NM13+1 ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
+ $ WORK( NM13+1 ), C( LL, 1 ), LDC )
+*
+* Test convergence
+*
+ IF( ABS( E( M-1 ) ).LE.THRESH )
+ $ E( M-1 ) = ZERO
+*
+ ELSE
+*
+* Chase bulge from bottom to top
+* Save cosines and sines for later singular vector updates
+*
+ F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
+ $ D( M ) )
+ G = E( M-1 )
+ DO 150 I = M, LL + 1, -1
+ CALL DLARTG( F, G, COSR, SINR, R )
+ IF( I.LT.M )
+ $ E( I ) = R
+ F = COSR*D( I ) + SINR*E( I-1 )
+ E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
+ G = SINR*D( I-1 )
+ D( I-1 ) = COSR*D( I-1 )
+ CALL DLARTG( F, G, COSL, SINL, R )
+ D( I ) = R
+ F = COSL*E( I-1 ) + SINL*D( I-1 )
+ D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
+ IF( I.GT.LL+1 ) THEN
+ G = SINL*E( I-2 )
+ E( I-2 ) = COSL*E( I-2 )
+ END IF
+ WORK( I-LL ) = COSR
+ WORK( I-LL+NM1 ) = -SINR
+ WORK( I-LL+NM12 ) = COSL
+ WORK( I-LL+NM13 ) = -SINL
+ 150 CONTINUE
+ E( LL ) = F
+*
+* Test convergence
+*
+ IF( ABS( E( LL ) ).LE.THRESH )
+ $ E( LL ) = ZERO
+*
+* Update singular vectors if desired
+*
+ IF( NCVT.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
+ $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
+ $ WORK( N ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
+ $ WORK( N ), C( LL, 1 ), LDC )
+ END IF
+ END IF
+*
+* QR iteration finished, go back and check convergence
+*
+ GO TO 60
+*
+* All singular values converged, so make them positive
+*
+ 160 CONTINUE
+ DO 170 I = 1, N
+ IF( D( I ).LT.ZERO ) THEN
+ D( I ) = -D( I )
+*
+* Change sign of singular vectors, if desired
+*
+ IF( NCVT.GT.0 )
+ $ CALL DSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
+ END IF
+ 170 CONTINUE
+*
+* Sort the singular values into decreasing order (insertion sort on
+* singular values, but only one transposition per singular vector)
+*
+ DO 190 I = 1, N - 1
+*
+* Scan for smallest D(I)
+*
+ ISUB = 1
+ SMIN = D( 1 )
+ DO 180 J = 2, N + 1 - I
+ IF( D( J ).LE.SMIN ) THEN
+ ISUB = J
+ SMIN = D( J )
+ END IF
+ 180 CONTINUE
+ IF( ISUB.NE.N+1-I ) THEN
+*
+* Swap singular values and vectors
+*
+ D( ISUB ) = D( N+1-I )
+ D( N+1-I ) = SMIN
+ IF( NCVT.GT.0 )
+ $ CALL DSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
+ $ LDVT )
+ IF( NRU.GT.0 )
+ $ CALL DSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
+ IF( NCC.GT.0 )
+ $ CALL DSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
+ END IF
+ 190 CONTINUE
+ GO TO 220
+*
+* Maximum number of iterations exceeded, failure to converge
+*
+ 200 CONTINUE
+ INFO = 0
+ DO 210 I = 1, N - 1
+ IF( E( I ).NE.ZERO )
+ $ INFO = INFO + 1
+ 210 CONTINUE
+ 220 CONTINUE
+ RETURN
+*
+* End of DBDSQR
+*
+ END
diff --git a/src/lib/lapack/dgebak.f b/src/lib/lapack/dgebak.f
new file mode 100644
index 00000000..b8e9be56
--- /dev/null
+++ b/src/lib/lapack/dgebak.f
@@ -0,0 +1,188 @@
+ SUBROUTINE DGEBAK( JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB, SIDE
+ INTEGER IHI, ILO, INFO, LDV, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION SCALE( * ), V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEBAK forms the right or left eigenvectors of a real general matrix
+* by backward transformation on the computed eigenvectors of the
+* balanced matrix output by DGEBAL.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the type of backward transformation required:
+* = 'N', do nothing, return immediately;
+* = 'P', do backward transformation for permutation only;
+* = 'S', do backward transformation for scaling only;
+* = 'B', do backward transformations for both permutation and
+* scaling.
+* JOB must be the same as the argument JOB supplied to DGEBAL.
+*
+* SIDE (input) CHARACTER*1
+* = 'R': V contains right eigenvectors;
+* = 'L': V contains left eigenvectors.
+*
+* N (input) INTEGER
+* The number of rows of the matrix V. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* The integers ILO and IHI determined by DGEBAL.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* SCALE (input) DOUBLE PRECISION array, dimension (N)
+* Details of the permutation and scaling factors, as returned
+* by DGEBAL.
+*
+* M (input) INTEGER
+* The number of columns of the matrix V. M >= 0.
+*
+* V (input/output) DOUBLE PRECISION array, dimension (LDV,M)
+* On entry, the matrix of right or left eigenvectors to be
+* transformed, as returned by DHSEIN or DTREVC.
+* On exit, V is overwritten by the transformed eigenvectors.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V. LDV >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFTV, RIGHTV
+ INTEGER I, II, K
+ DOUBLE PRECISION S
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Decode and Test the input parameters
+*
+ RIGHTV = LSAME( SIDE, 'R' )
+ LEFTV = LSAME( SIDE, 'L' )
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -5
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -7
+ ELSE IF( LDV.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEBAK', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( M.EQ.0 )
+ $ RETURN
+ IF( LSAME( JOB, 'N' ) )
+ $ RETURN
+*
+ IF( ILO.EQ.IHI )
+ $ GO TO 30
+*
+* Backward balance
+*
+ IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN
+*
+ IF( RIGHTV ) THEN
+ DO 10 I = ILO, IHI
+ S = SCALE( I )
+ CALL DSCAL( M, S, V( I, 1 ), LDV )
+ 10 CONTINUE
+ END IF
+*
+ IF( LEFTV ) THEN
+ DO 20 I = ILO, IHI
+ S = ONE / SCALE( I )
+ CALL DSCAL( M, S, V( I, 1 ), LDV )
+ 20 CONTINUE
+ END IF
+*
+ END IF
+*
+* Backward permutation
+*
+* For I = ILO-1 step -1 until 1,
+* IHI+1 step 1 until N do --
+*
+ 30 CONTINUE
+ IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN
+ IF( RIGHTV ) THEN
+ DO 40 II = 1, N
+ I = II
+ IF( I.GE.ILO .AND. I.LE.IHI )
+ $ GO TO 40
+ IF( I.LT.ILO )
+ $ I = ILO - II
+ K = SCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 40
+ CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 40 CONTINUE
+ END IF
+*
+ IF( LEFTV ) THEN
+ DO 50 II = 1, N
+ I = II
+ IF( I.GE.ILO .AND. I.LE.IHI )
+ $ GO TO 50
+ IF( I.LT.ILO )
+ $ I = ILO - II
+ K = SCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 50
+ CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 50 CONTINUE
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DGEBAK
+*
+ END
diff --git a/src/lib/lapack/dgebal.f b/src/lib/lapack/dgebal.f
new file mode 100644
index 00000000..1796577b
--- /dev/null
+++ b/src/lib/lapack/dgebal.f
@@ -0,0 +1,322 @@
+ SUBROUTINE DGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB
+ INTEGER IHI, ILO, INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), SCALE( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEBAL balances a general real matrix A. This involves, first,
+* permuting A by a similarity transformation to isolate eigenvalues
+* in the first 1 to ILO-1 and last IHI+1 to N elements on the
+* diagonal; and second, applying a diagonal similarity transformation
+* to rows and columns ILO to IHI to make the rows and columns as
+* close in norm as possible. Both steps are optional.
+*
+* Balancing may reduce the 1-norm of the matrix, and improve the
+* accuracy of the computed eigenvalues and/or eigenvectors.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the operations to be performed on A:
+* = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0
+* for i = 1,...,N;
+* = 'P': permute only;
+* = 'S': scale only;
+* = 'B': both permute and scale.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the input matrix A.
+* On exit, A is overwritten by the balanced matrix.
+* If JOB = 'N', A is not referenced.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* ILO (output) INTEGER
+* IHI (output) INTEGER
+* ILO and IHI are set to integers such that on exit
+* A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
+* If JOB = 'N' or 'S', ILO = 1 and IHI = N.
+*
+* SCALE (output) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and scaling factors applied to
+* A. If P(j) is the index of the row and column interchanged
+* with row and column j and D(j) is the scaling factor
+* applied to row and column j, then
+* SCALE(j) = P(j) for j = 1,...,ILO-1
+* = D(j) for j = ILO,...,IHI
+* = P(j) for j = IHI+1,...,N.
+* The order in which the interchanges are made is N to IHI+1,
+* then 1 to ILO-1.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The permutations consist of row and column interchanges which put
+* the matrix in the form
+*
+* ( T1 X Y )
+* P A P = ( 0 B Z )
+* ( 0 0 T2 )
+*
+* where T1 and T2 are upper triangular matrices whose eigenvalues lie
+* along the diagonal. The column indices ILO and IHI mark the starting
+* and ending columns of the submatrix B. Balancing consists of applying
+* a diagonal similarity transformation inv(D) * B * D to make the
+* 1-norms of each row of B and its corresponding column nearly equal.
+* The output matrix is
+*
+* ( T1 X*D Y )
+* ( 0 inv(D)*B*D inv(D)*Z ).
+* ( 0 0 T2 )
+*
+* Information about the permutations P and the diagonal matrix D is
+* returned in the vector SCALE.
+*
+* This subroutine is based on the EISPACK routine BALANC.
+*
+* Modified by Tzu-Yi Chen, Computer Science Division, University of
+* California at Berkeley, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION SCLFAC
+ PARAMETER ( SCLFAC = 2.0D+0 )
+ DOUBLE PRECISION FACTOR
+ PARAMETER ( FACTOR = 0.95D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOCONV
+ INTEGER I, ICA, IEXC, IRA, J, K, L, M
+ DOUBLE PRECISION C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1,
+ $ SFMIN2
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, IDAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEBAL', -INFO )
+ RETURN
+ END IF
+*
+ K = 1
+ L = N
+*
+ IF( N.EQ.0 )
+ $ GO TO 210
+*
+ IF( LSAME( JOB, 'N' ) ) THEN
+ DO 10 I = 1, N
+ SCALE( I ) = ONE
+ 10 CONTINUE
+ GO TO 210
+ END IF
+*
+ IF( LSAME( JOB, 'S' ) )
+ $ GO TO 120
+*
+* Permutation to isolate eigenvalues if possible
+*
+ GO TO 50
+*
+* Row and column exchange.
+*
+ 20 CONTINUE
+ SCALE( M ) = J
+ IF( J.EQ.M )
+ $ GO TO 30
+*
+ CALL DSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
+ CALL DSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA )
+*
+ 30 CONTINUE
+ GO TO ( 40, 80 )IEXC
+*
+* Search for rows isolating an eigenvalue and push them down.
+*
+ 40 CONTINUE
+ IF( L.EQ.1 )
+ $ GO TO 210
+ L = L - 1
+*
+ 50 CONTINUE
+ DO 70 J = L, 1, -1
+*
+ DO 60 I = 1, L
+ IF( I.EQ.J )
+ $ GO TO 60
+ IF( A( J, I ).NE.ZERO )
+ $ GO TO 70
+ 60 CONTINUE
+*
+ M = L
+ IEXC = 1
+ GO TO 20
+ 70 CONTINUE
+*
+ GO TO 90
+*
+* Search for columns isolating an eigenvalue and push them left.
+*
+ 80 CONTINUE
+ K = K + 1
+*
+ 90 CONTINUE
+ DO 110 J = K, L
+*
+ DO 100 I = K, L
+ IF( I.EQ.J )
+ $ GO TO 100
+ IF( A( I, J ).NE.ZERO )
+ $ GO TO 110
+ 100 CONTINUE
+*
+ M = K
+ IEXC = 2
+ GO TO 20
+ 110 CONTINUE
+*
+ 120 CONTINUE
+ DO 130 I = K, L
+ SCALE( I ) = ONE
+ 130 CONTINUE
+*
+ IF( LSAME( JOB, 'P' ) )
+ $ GO TO 210
+*
+* Balance the submatrix in rows K to L.
+*
+* Iterative loop for norm reduction
+*
+ SFMIN1 = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ SFMAX1 = ONE / SFMIN1
+ SFMIN2 = SFMIN1*SCLFAC
+ SFMAX2 = ONE / SFMIN2
+ 140 CONTINUE
+ NOCONV = .FALSE.
+*
+ DO 200 I = K, L
+ C = ZERO
+ R = ZERO
+*
+ DO 150 J = K, L
+ IF( J.EQ.I )
+ $ GO TO 150
+ C = C + ABS( A( J, I ) )
+ R = R + ABS( A( I, J ) )
+ 150 CONTINUE
+ ICA = IDAMAX( L, A( 1, I ), 1 )
+ CA = ABS( A( ICA, I ) )
+ IRA = IDAMAX( N-K+1, A( I, K ), LDA )
+ RA = ABS( A( I, IRA+K-1 ) )
+*
+* Guard against zero C or R due to underflow.
+*
+ IF( C.EQ.ZERO .OR. R.EQ.ZERO )
+ $ GO TO 200
+ G = R / SCLFAC
+ F = ONE
+ S = C + R
+ 160 CONTINUE
+ IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR.
+ $ MIN( R, G, RA ).LE.SFMIN2 )GO TO 170
+ F = F*SCLFAC
+ C = C*SCLFAC
+ CA = CA*SCLFAC
+ R = R / SCLFAC
+ G = G / SCLFAC
+ RA = RA / SCLFAC
+ GO TO 160
+*
+ 170 CONTINUE
+ G = C / SCLFAC
+ 180 CONTINUE
+ IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR.
+ $ MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190
+ F = F / SCLFAC
+ C = C / SCLFAC
+ G = G / SCLFAC
+ CA = CA / SCLFAC
+ R = R*SCLFAC
+ RA = RA*SCLFAC
+ GO TO 180
+*
+* Now balance.
+*
+ 190 CONTINUE
+ IF( ( C+R ).GE.FACTOR*S )
+ $ GO TO 200
+ IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
+ IF( F*SCALE( I ).LE.SFMIN1 )
+ $ GO TO 200
+ END IF
+ IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
+ IF( SCALE( I ).GE.SFMAX1 / F )
+ $ GO TO 200
+ END IF
+ G = ONE / F
+ SCALE( I ) = SCALE( I )*F
+ NOCONV = .TRUE.
+*
+ CALL DSCAL( N-K+1, G, A( I, K ), LDA )
+ CALL DSCAL( L, F, A( 1, I ), 1 )
+*
+ 200 CONTINUE
+*
+ IF( NOCONV )
+ $ GO TO 140
+*
+ 210 CONTINUE
+ ILO = K
+ IHI = L
+*
+ RETURN
+*
+* End of DGEBAL
+*
+ END
diff --git a/src/lib/lapack/dgebd2.f b/src/lib/lapack/dgebd2.f
new file mode 100644
index 00000000..b9eb6387
--- /dev/null
+++ b/src/lib/lapack/dgebd2.f
@@ -0,0 +1,239 @@
+ SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
+ $ TAUQ( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEBD2 reduces a real general m by n matrix A to upper or lower
+* bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
+*
+* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n general matrix to be reduced.
+* On exit,
+* if m >= n, the diagonal and the first superdiagonal are
+* overwritten with the upper bidiagonal matrix B; the
+* elements below the diagonal, with the array TAUQ, represent
+* the orthogonal matrix Q as a product of elementary
+* reflectors, and the elements above the first superdiagonal,
+* with the array TAUP, represent the orthogonal matrix P as
+* a product of elementary reflectors;
+* if m < n, the diagonal and the first subdiagonal are
+* overwritten with the lower bidiagonal matrix B; the
+* elements below the first subdiagonal, with the array TAUQ,
+* represent the orthogonal matrix Q as a product of
+* elementary reflectors, and the elements above the diagonal,
+* with the array TAUP, represent the orthogonal matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The diagonal elements of the bidiagonal matrix B:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
+* The off-diagonal elements of the bidiagonal matrix B:
+* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
+* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
+*
+* TAUQ (output) DOUBLE PRECISION array dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix Q. See Further Details.
+*
+* TAUP (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix P. See Further Details.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (max(M,N))
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* If m >= n,
+*
+* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are real scalars, and v and u are real vectors;
+* v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
+* u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
+* tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* If m < n,
+*
+* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are real scalars, and v and u are real vectors;
+* v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
+* u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
+* tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The contents of A on exit are illustrated by the following examples:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
+* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
+* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
+* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
+* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
+* ( v1 v2 v3 v4 v5 )
+*
+* where d and e denote diagonal and off-diagonal elements of B, vi
+* denotes an element of the vector defining H(i), and ui an element of
+* the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.LT.0 ) THEN
+ CALL XERBLA( 'DGEBD2', -INFO )
+ RETURN
+ END IF
+*
+ IF( M.GE.N ) THEN
+*
+* Reduce to upper bidiagonal form
+*
+ DO 10 I = 1, N
+*
+* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
+*
+ CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
+ $ TAUQ( I ) )
+ D( I ) = A( I, I )
+ A( I, I ) = ONE
+*
+* Apply H(i) to A(i:m,i+1:n) from the left
+*
+ IF( I.LT.N )
+ $ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAUQ( I ),
+ $ A( I, I+1 ), LDA, WORK )
+ A( I, I ) = D( I )
+*
+ IF( I.LT.N ) THEN
+*
+* Generate elementary reflector G(i) to annihilate
+* A(i,i+2:n)
+*
+ CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ),
+ $ LDA, TAUP( I ) )
+ E( I ) = A( I, I+1 )
+ A( I, I+1 ) = ONE
+*
+* Apply G(i) to A(i+1:m,i+1:n) from the right
+*
+ CALL DLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
+ $ TAUP( I ), A( I+1, I+1 ), LDA, WORK )
+ A( I, I+1 ) = E( I )
+ ELSE
+ TAUP( I ) = ZERO
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Reduce to lower bidiagonal form
+*
+ DO 20 I = 1, M
+*
+* Generate elementary reflector G(i) to annihilate A(i,i+1:n)
+*
+ CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
+ $ TAUP( I ) )
+ D( I ) = A( I, I )
+ A( I, I ) = ONE
+*
+* Apply G(i) to A(i+1:m,i:n) from the right
+*
+ IF( I.LT.M )
+ $ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
+ $ TAUP( I ), A( I+1, I ), LDA, WORK )
+ A( I, I ) = D( I )
+*
+ IF( I.LT.M ) THEN
+*
+* Generate elementary reflector H(i) to annihilate
+* A(i+2:m,i)
+*
+ CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1,
+ $ TAUQ( I ) )
+ E( I ) = A( I+1, I )
+ A( I+1, I ) = ONE
+*
+* Apply H(i) to A(i+1:m,i+1:n) from the left
+*
+ CALL DLARF( 'Left', M-I, N-I, A( I+1, I ), 1, TAUQ( I ),
+ $ A( I+1, I+1 ), LDA, WORK )
+ A( I+1, I ) = E( I )
+ ELSE
+ TAUQ( I ) = ZERO
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of DGEBD2
+*
+ END
diff --git a/src/lib/lapack/dgebrd.f b/src/lib/lapack/dgebrd.f
new file mode 100644
index 00000000..6544715d
--- /dev/null
+++ b/src/lib/lapack/dgebrd.f
@@ -0,0 +1,268 @@
+ SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
+ $ TAUQ( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEBRD reduces a general real M-by-N matrix A to upper or lower
+* bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
+*
+* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N general matrix to be reduced.
+* On exit,
+* if m >= n, the diagonal and the first superdiagonal are
+* overwritten with the upper bidiagonal matrix B; the
+* elements below the diagonal, with the array TAUQ, represent
+* the orthogonal matrix Q as a product of elementary
+* reflectors, and the elements above the first superdiagonal,
+* with the array TAUP, represent the orthogonal matrix P as
+* a product of elementary reflectors;
+* if m < n, the diagonal and the first subdiagonal are
+* overwritten with the lower bidiagonal matrix B; the
+* elements below the first subdiagonal, with the array TAUQ,
+* represent the orthogonal matrix Q as a product of
+* elementary reflectors, and the elements above the diagonal,
+* with the array TAUP, represent the orthogonal matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The diagonal elements of the bidiagonal matrix B:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
+* The off-diagonal elements of the bidiagonal matrix B:
+* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
+* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
+*
+* TAUQ (output) DOUBLE PRECISION array dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix Q. See Further Details.
+*
+* TAUP (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix P. See Further Details.
+*
+* 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 length of the array WORK. LWORK >= max(1,M,N).
+* For optimum performance LWORK >= (M+N)*NB, where NB
+* is the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* If m >= n,
+*
+* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are real scalars, and v and u are real vectors;
+* v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
+* u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
+* tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* If m < n,
+*
+* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are real scalars, and v and u are real vectors;
+* v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
+* u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
+* tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The contents of A on exit are illustrated by the following examples:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
+* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
+* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
+* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
+* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
+* ( v1 v2 v3 v4 v5 )
+*
+* where d and e denote diagonal and off-diagonal elements of B, vi
+* denotes an element of the vector defining H(i), and ui an element of
+* the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
+ $ NBMIN, NX
+ DOUBLE PRECISION WS
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEBD2, DGEMM, DLABRD, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) )
+ LWKOPT = ( M+N )*NB
+ WORK( 1 ) = DBLE( LWKOPT )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.LT.0 ) THEN
+ CALL XERBLA( 'DGEBRD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ MINMN = MIN( M, N )
+ IF( MINMN.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ WS = MAX( M, N )
+ LDWRKX = M
+ LDWRKY = N
+*
+ IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
+*
+* Set the crossover point NX.
+*
+ NX = MAX( NB, ILAENV( 3, 'DGEBRD', ' ', M, N, -1, -1 ) )
+*
+* Determine when to switch from blocked to unblocked code.
+*
+ IF( NX.LT.MINMN ) THEN
+ WS = ( M+N )*NB
+ IF( LWORK.LT.WS ) THEN
+*
+* Not enough work space for the optimal NB, consider using
+* a smaller block size.
+*
+ NBMIN = ILAENV( 2, 'DGEBRD', ' ', M, N, -1, -1 )
+ IF( LWORK.GE.( M+N )*NBMIN ) THEN
+ NB = LWORK / ( M+N )
+ ELSE
+ NB = 1
+ NX = MINMN
+ END IF
+ END IF
+ END IF
+ ELSE
+ NX = MINMN
+ END IF
+*
+ DO 30 I = 1, MINMN - NX, NB
+*
+* Reduce rows and columns i:i+nb-1 to bidiagonal form and return
+* the matrices X and Y which are needed to update the unreduced
+* part of the matrix
+*
+ CALL DLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
+ $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
+ $ WORK( LDWRKX*NB+1 ), LDWRKY )
+*
+* Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
+* of the form A := A - V*Y' - X*U'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1,
+ $ NB, -ONE, A( I+NB, I ), LDA,
+ $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
+ $ A( I+NB, I+NB ), LDA )
+ CALL DGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
+ $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
+ $ ONE, A( I+NB, I+NB ), LDA )
+*
+* Copy diagonal and off-diagonal elements of B back into A
+*
+ IF( M.GE.N ) THEN
+ DO 10 J = I, I + NB - 1
+ A( J, J ) = D( J )
+ A( J, J+1 ) = E( J )
+ 10 CONTINUE
+ ELSE
+ DO 20 J = I, I + NB - 1
+ A( J, J ) = D( J )
+ A( J+1, J ) = E( J )
+ 20 CONTINUE
+ END IF
+ 30 CONTINUE
+*
+* Use unblocked code to reduce the remainder of the matrix
+*
+ CALL DGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
+ $ TAUQ( I ), TAUP( I ), WORK, IINFO )
+ WORK( 1 ) = WS
+ RETURN
+*
+* End of DGEBRD
+*
+ END
diff --git a/src/lib/lapack/dgecon.f b/src/lib/lapack/dgecon.f
new file mode 100644
index 00000000..807cafca
--- /dev/null
+++ b/src/lib/lapack/dgecon.f
@@ -0,0 +1,185 @@
+ SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGECON estimates the reciprocal of the condition number of a general
+* real matrix A, in either the 1-norm or the infinity-norm, using
+* the LU factorization computed by DGETRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as
+* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies whether the 1-norm condition number or the
+* infinity-norm condition number is required:
+* = '1' or 'O': 1-norm;
+* = 'I': Infinity-norm.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The factors L and U from the factorization A = P*L*U
+* as computed by DGETRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* ANORM (input) DOUBLE PRECISION
+* If NORM = '1' or 'O', the 1-norm of the original matrix A.
+* If NORM = 'I', the infinity-norm of the original matrix A.
+*
+* RCOND (output) DOUBLE PRECISION
+* The reciprocal of the condition number of the matrix A,
+* computed as RCOND = 1/(norm(A) * norm(inv(A))).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
+*
+* IWORK (workspace) INTEGER array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ONENRM
+ CHARACTER NORMIN
+ INTEGER IX, KASE, KASE1
+ DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, IDAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
+ IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( ANORM.LT.ZERO ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGECON', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ RCOND = ZERO
+ IF( N.EQ.0 ) THEN
+ RCOND = ONE
+ RETURN
+ ELSE IF( ANORM.EQ.ZERO ) THEN
+ RETURN
+ END IF
+*
+ SMLNUM = DLAMCH( 'Safe minimum' )
+*
+* Estimate the norm of inv(A).
+*
+ AINVNM = ZERO
+ NORMIN = 'N'
+ IF( ONENRM ) THEN
+ KASE1 = 1
+ ELSE
+ KASE1 = 2
+ END IF
+ KASE = 0
+ 10 CONTINUE
+ CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.KASE1 ) THEN
+*
+* Multiply by inv(L).
+*
+ CALL DLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
+ $ LDA, WORK, SL, WORK( 2*N+1 ), INFO )
+*
+* Multiply by inv(U).
+*
+ CALL DLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+ $ A, LDA, WORK, SU, WORK( 3*N+1 ), INFO )
+ ELSE
+*
+* Multiply by inv(U').
+*
+ CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A,
+ $ LDA, WORK, SU, WORK( 3*N+1 ), INFO )
+*
+* Multiply by inv(L').
+*
+ CALL DLATRS( 'Lower', 'Transpose', 'Unit', NORMIN, N, A,
+ $ LDA, WORK, SL, WORK( 2*N+1 ), INFO )
+ END IF
+*
+* Divide X by 1/(SL*SU) if doing so will not cause overflow.
+*
+ SCALE = SL*SU
+ NORMIN = 'Y'
+ IF( SCALE.NE.ONE ) THEN
+ IX = IDAMAX( N, WORK, 1 )
+ IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+ $ GO TO 20
+ CALL DRSCL( N, SCALE, WORK, 1 )
+ END IF
+ GO TO 10
+ END IF
+*
+* Compute the estimate of the reciprocal condition number.
+*
+ IF( AINVNM.NE.ZERO )
+ $ RCOND = ( ONE / AINVNM ) / ANORM
+*
+ 20 CONTINUE
+ RETURN
+*
+* End of DGECON
+*
+ END
diff --git a/src/lib/lapack/dgeequ.f b/src/lib/lapack/dgeequ.f
new file mode 100644
index 00000000..b703116e
--- /dev/null
+++ b/src/lib/lapack/dgeequ.f
@@ -0,0 +1,225 @@
+ SUBROUTINE DGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+ DOUBLE PRECISION AMAX, COLCND, ROWCND
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( * ), R( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEEQU computes row and column scalings intended to equilibrate an
+* M-by-N matrix A and reduce its condition number. R returns the row
+* scale factors and C the column scale factors, chosen to try to make
+* the largest element in each row and column of the matrix B with
+* elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
+*
+* R(i) and C(j) are restricted to be between SMLNUM = smallest safe
+* number and BIGNUM = largest safe number. Use of these scaling
+* factors is not guaranteed to reduce the condition number of A but
+* works well in practice.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The M-by-N matrix whose equilibration factors are
+* to be computed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* R (output) DOUBLE PRECISION array, dimension (M)
+* If INFO = 0 or INFO > M, R contains the row scale factors
+* for A.
+*
+* C (output) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, C contains the column scale factors for A.
+*
+* ROWCND (output) DOUBLE PRECISION
+* If INFO = 0 or INFO > M, ROWCND contains the ratio of the
+* smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
+* AMAX is neither too large nor too small, it is not worth
+* scaling by R.
+*
+* COLCND (output) DOUBLE PRECISION
+* If INFO = 0, COLCND contains the ratio of the smallest
+* C(i) to the largest C(i). If COLCND >= 0.1, it is not
+* worth scaling by C.
+*
+* AMAX (output) DOUBLE PRECISION
+* Absolute value of largest matrix element. If AMAX is very
+* close to overflow or very close to underflow, the matrix
+* should be scaled.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, and i is
+* <= M: the i-th row of A is exactly zero
+* > M: the (i-M)-th column of A is exactly zero
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEEQU', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ ROWCND = ONE
+ COLCND = ONE
+ AMAX = ZERO
+ RETURN
+ END IF
+*
+* Get machine constants.
+*
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+*
+* Compute row scale factors.
+*
+ DO 10 I = 1, M
+ R( I ) = ZERO
+ 10 CONTINUE
+*
+* Find the maximum element in each row.
+*
+ DO 30 J = 1, N
+ DO 20 I = 1, M
+ R( I ) = MAX( R( I ), ABS( A( I, J ) ) )
+ 20 CONTINUE
+ 30 CONTINUE
+*
+* Find the maximum and minimum scale factors.
+*
+ RCMIN = BIGNUM
+ RCMAX = ZERO
+ DO 40 I = 1, M
+ RCMAX = MAX( RCMAX, R( I ) )
+ RCMIN = MIN( RCMIN, R( I ) )
+ 40 CONTINUE
+ AMAX = RCMAX
+*
+ IF( RCMIN.EQ.ZERO ) THEN
+*
+* Find the first zero scale factor and return an error code.
+*
+ DO 50 I = 1, M
+ IF( R( I ).EQ.ZERO ) THEN
+ INFO = I
+ RETURN
+ END IF
+ 50 CONTINUE
+ ELSE
+*
+* Invert the scale factors.
+*
+ DO 60 I = 1, M
+ R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
+ 60 CONTINUE
+*
+* Compute ROWCND = min(R(I)) / max(R(I))
+*
+ ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
+ END IF
+*
+* Compute column scale factors
+*
+ DO 70 J = 1, N
+ C( J ) = ZERO
+ 70 CONTINUE
+*
+* Find the maximum element in each column,
+* assuming the row scaling computed above.
+*
+ DO 90 J = 1, N
+ DO 80 I = 1, M
+ C( J ) = MAX( C( J ), ABS( A( I, J ) )*R( I ) )
+ 80 CONTINUE
+ 90 CONTINUE
+*
+* Find the maximum and minimum scale factors.
+*
+ RCMIN = BIGNUM
+ RCMAX = ZERO
+ DO 100 J = 1, N
+ RCMIN = MIN( RCMIN, C( J ) )
+ RCMAX = MAX( RCMAX, C( J ) )
+ 100 CONTINUE
+*
+ IF( RCMIN.EQ.ZERO ) THEN
+*
+* Find the first zero scale factor and return an error code.
+*
+ DO 110 J = 1, N
+ IF( C( J ).EQ.ZERO ) THEN
+ INFO = M + J
+ RETURN
+ END IF
+ 110 CONTINUE
+ ELSE
+*
+* Invert the scale factors.
+*
+ DO 120 J = 1, N
+ C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
+ 120 CONTINUE
+*
+* Compute COLCND = min(C(J)) / max(C(J))
+*
+ COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
+ END IF
+*
+ RETURN
+*
+* End of DGEEQU
+*
+ END
diff --git a/src/lib/lapack/dgees.f b/src/lib/lapack/dgees.f
new file mode 100644
index 00000000..96ba8019
--- /dev/null
+++ b/src/lib/lapack/dgees.f
@@ -0,0 +1,434 @@
+ SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI,
+ $ VS, LDVS, WORK, LWORK, BWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVS, SORT
+ INTEGER INFO, LDA, LDVS, LWORK, N, SDIM
+* ..
+* .. Array Arguments ..
+ LOGICAL BWORK( * )
+ DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ),
+ $ WR( * )
+* ..
+* .. Function Arguments ..
+ LOGICAL SELECT
+ EXTERNAL SELECT
+* ..
+*
+* Purpose
+* =======
+*
+* DGEES computes for an N-by-N real nonsymmetric matrix A, the
+* eigenvalues, the real Schur form T, and, optionally, the matrix of
+* Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T).
+*
+* Optionally, it also orders the eigenvalues on the diagonal of the
+* real Schur form so that selected eigenvalues are at the top left.
+* The leading columns of Z then form an orthonormal basis for the
+* invariant subspace corresponding to the selected eigenvalues.
+*
+* A matrix is in real Schur form if it is upper quasi-triangular with
+* 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the
+* form
+* [ a b ]
+* [ c a ]
+*
+* where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).
+*
+* Arguments
+* =========
+*
+* JOBVS (input) CHARACTER*1
+* = 'N': Schur vectors are not computed;
+* = 'V': Schur vectors are computed.
+*
+* SORT (input) CHARACTER*1
+* Specifies whether or not to order the eigenvalues on the
+* diagonal of the Schur form.
+* = 'N': Eigenvalues are not ordered;
+* = 'S': Eigenvalues are ordered (see SELECT).
+*
+* SELECT (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments
+* SELECT must be declared EXTERNAL in the calling subroutine.
+* If SORT = 'S', SELECT is used to select eigenvalues to sort
+* to the top left of the Schur form.
+* If SORT = 'N', SELECT is not referenced.
+* An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if
+* SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex
+* conjugate pair of eigenvalues is selected, then both complex
+* eigenvalues are selected.
+* Note that a selected complex eigenvalue may no longer
+* satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since
+* ordering may change the value of complex eigenvalues
+* (especially if the eigenvalue is ill-conditioned); in this
+* case INFO is set to N+2 (see INFO below).
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the N-by-N matrix A.
+* On exit, A has been overwritten by its real Schur form T.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* SDIM (output) INTEGER
+* If SORT = 'N', SDIM = 0.
+* If SORT = 'S', SDIM = number of eigenvalues (after sorting)
+* for which SELECT is true. (Complex conjugate
+* pairs for which SELECT is true for either
+* eigenvalue count as 2.)
+*
+* WR (output) DOUBLE PRECISION array, dimension (N)
+* WI (output) DOUBLE PRECISION array, dimension (N)
+* WR and WI contain the real and imaginary parts,
+* respectively, of the computed eigenvalues in the same order
+* that they appear on the diagonal of the output Schur form T.
+* Complex conjugate pairs of eigenvalues will appear
+* consecutively with the eigenvalue having the positive
+* imaginary part first.
+*
+* VS (output) DOUBLE PRECISION array, dimension (LDVS,N)
+* If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur
+* vectors.
+* If JOBVS = 'N', VS is not referenced.
+*
+* LDVS (input) INTEGER
+* The leading dimension of the array VS. LDVS >= 1; if
+* JOBVS = 'V', LDVS >= N.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) contains the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,3*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.
+*
+* BWORK (workspace) LOGICAL array, dimension (N)
+* Not referenced if SORT = 'N'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = i, and i is
+* <= N: the QR algorithm failed to compute all the
+* eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI
+* contain those eigenvalues which have converged; if
+* JOBVS = 'V', VS contains the matrix which reduces A
+* to its partially converged Schur form.
+* = N+1: the eigenvalues could not be reordered because some
+* eigenvalues were too close to separate (the problem
+* is very ill-conditioned);
+* = N+2: after reordering, roundoff changed values of some
+* complex eigenvalues so that leading eigenvalues in
+* the Schur form no longer satisfy SELECT=.TRUE. This
+* could also be caused by underflow due to scaling.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL CURSL, LASTSL, LQUERY, LST2SL, SCALEA, WANTST,
+ $ WANTVS
+ INTEGER HSWORK, I, I1, I2, IBAL, ICOND, IERR, IEVAL,
+ $ IHI, ILO, INXT, IP, ITAU, IWRK, MAXWRK, MINWRK
+ DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, S, SEP, SMLNUM
+* ..
+* .. Local Arrays ..
+ INTEGER IDUM( 1 )
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLACPY,
+ $ DLABAD, DLASCL, DORGHR, DSWAP, DTRSEN, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ WANTVS = LSAME( JOBVS, 'V' )
+ WANTST = LSAME( SORT, 'S' )
+ IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN
+ INFO = -11
+ END IF
+*
+* 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.
+* HSWORK refers to the workspace preferred by DHSEQR, as
+* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
+* the worst case.)
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ ELSE
+ MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
+ MINWRK = 3*N
+*
+ CALL DHSEQR( 'S', JOBVS, N, 1, N, A, LDA, WR, WI, VS, LDVS,
+ $ WORK, -1, IEVAL )
+ HSWORK = WORK( 1 )
+*
+ IF( .NOT.WANTVS ) THEN
+ MAXWRK = MAX( MAXWRK, N + HSWORK )
+ ELSE
+ MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
+ $ 'DORGHR', ' ', N, 1, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, N + HSWORK )
+ END IF
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEES ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ SDIM = 0
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', N, N, A, LDA, DUM )
+ SCALEA = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = SMLNUM
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = BIGNUM
+ END IF
+ IF( SCALEA )
+ $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
+*
+* Permute the matrix to make it more nearly triangular
+* (Workspace: need N)
+*
+ IBAL = 1
+ CALL DGEBAL( 'P', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR )
+*
+* Reduce to upper Hessenberg form
+* (Workspace: need 3*N, prefer 2*N+N*NB)
+*
+ ITAU = N + IBAL
+ IWRK = N + ITAU
+ CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+ IF( WANTVS ) THEN
+*
+* Copy Householder vectors to VS
+*
+ CALL DLACPY( 'L', N, N, A, LDA, VS, LDVS )
+*
+* Generate orthogonal matrix in VS
+* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+*
+ CALL DORGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+ END IF
+*
+ SDIM = 0
+*
+* Perform QR iteration, accumulating Schur vectors in VS if desired
+* (Workspace: need N+1, prefer N+HSWORK (see comments) )
+*
+ IWRK = ITAU
+ CALL DHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, WR, WI, VS, LDVS,
+ $ WORK( IWRK ), LWORK-IWRK+1, IEVAL )
+ IF( IEVAL.GT.0 )
+ $ INFO = IEVAL
+*
+* Sort eigenvalues if desired
+*
+ IF( WANTST .AND. INFO.EQ.0 ) THEN
+ IF( SCALEA ) THEN
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WR, N, IERR )
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WI, N, IERR )
+ END IF
+ DO 10 I = 1, N
+ BWORK( I ) = SELECT( WR( I ), WI( I ) )
+ 10 CONTINUE
+*
+* Reorder eigenvalues and transform Schur vectors
+* (Workspace: none needed)
+*
+ CALL DTRSEN( 'N', JOBVS, BWORK, N, A, LDA, VS, LDVS, WR, WI,
+ $ SDIM, S, SEP, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
+ $ ICOND )
+ IF( ICOND.GT.0 )
+ $ INFO = N + ICOND
+ END IF
+*
+ IF( WANTVS ) THEN
+*
+* Undo balancing
+* (Workspace: need N)
+*
+ CALL DGEBAK( 'P', 'R', N, ILO, IHI, WORK( IBAL ), N, VS, LDVS,
+ $ IERR )
+ END IF
+*
+ IF( SCALEA ) THEN
+*
+* Undo scaling for the Schur form of A
+*
+ CALL DLASCL( 'H', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR )
+ CALL DCOPY( N, A, LDA+1, WR, 1 )
+ IF( CSCALE.EQ.SMLNUM ) THEN
+*
+* If scaling back towards underflow, adjust WI if an
+* offdiagonal element of a 2-by-2 block in the Schur form
+* underflows.
+*
+ IF( IEVAL.GT.0 ) THEN
+ I1 = IEVAL + 1
+ I2 = IHI - 1
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI,
+ $ MAX( ILO-1, 1 ), IERR )
+ ELSE IF( WANTST ) THEN
+ I1 = 1
+ I2 = N - 1
+ ELSE
+ I1 = ILO
+ I2 = IHI - 1
+ END IF
+ INXT = I1 - 1
+ DO 20 I = I1, I2
+ IF( I.LT.INXT )
+ $ GO TO 20
+ IF( WI( I ).EQ.ZERO ) THEN
+ INXT = I + 1
+ ELSE
+ IF( A( I+1, I ).EQ.ZERO ) THEN
+ WI( I ) = ZERO
+ WI( I+1 ) = ZERO
+ ELSE IF( A( I+1, I ).NE.ZERO .AND. A( I, I+1 ).EQ.
+ $ ZERO ) THEN
+ WI( I ) = ZERO
+ WI( I+1 ) = ZERO
+ IF( I.GT.1 )
+ $ CALL DSWAP( I-1, A( 1, I ), 1, A( 1, I+1 ), 1 )
+ IF( N.GT.I+1 )
+ $ CALL DSWAP( N-I-1, A( I, I+2 ), LDA,
+ $ A( I+1, I+2 ), LDA )
+ IF( WANTVS ) THEN
+ CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 )
+ END IF
+ A( I, I+1 ) = A( I+1, I )
+ A( I+1, I ) = ZERO
+ END IF
+ INXT = I + 2
+ END IF
+ 20 CONTINUE
+ END IF
+*
+* Undo scaling for the imaginary part of the eigenvalues
+*
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-IEVAL, 1,
+ $ WI( IEVAL+1 ), MAX( N-IEVAL, 1 ), IERR )
+ END IF
+*
+ IF( WANTST .AND. INFO.EQ.0 ) THEN
+*
+* Check if reordering successful
+*
+ LASTSL = .TRUE.
+ LST2SL = .TRUE.
+ SDIM = 0
+ IP = 0
+ DO 30 I = 1, N
+ CURSL = SELECT( WR( I ), WI( I ) )
+ IF( WI( I ).EQ.ZERO ) THEN
+ IF( CURSL )
+ $ SDIM = SDIM + 1
+ IP = 0
+ IF( CURSL .AND. .NOT.LASTSL )
+ $ INFO = N + 2
+ ELSE
+ IF( IP.EQ.1 ) THEN
+*
+* Last eigenvalue of conjugate pair
+*
+ CURSL = CURSL .OR. LASTSL
+ LASTSL = CURSL
+ IF( CURSL )
+ $ SDIM = SDIM + 2
+ IP = -1
+ IF( CURSL .AND. .NOT.LST2SL )
+ $ INFO = N + 2
+ ELSE
+*
+* First eigenvalue of conjugate pair
+*
+ IP = 1
+ END IF
+ END IF
+ LST2SL = LASTSL
+ LASTSL = CURSL
+ 30 CONTINUE
+ END IF
+*
+ WORK( 1 ) = MAXWRK
+ RETURN
+*
+* End of DGEES
+*
+ END
diff --git a/src/lib/lapack/dgeesx.f b/src/lib/lapack/dgeesx.f
new file mode 100644
index 00000000..deb30ab2
--- /dev/null
+++ b/src/lib/lapack/dgeesx.f
@@ -0,0 +1,527 @@
+ SUBROUTINE DGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM,
+ $ WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK,
+ $ IWORK, LIWORK, BWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVS, SENSE, SORT
+ INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM
+ DOUBLE PRECISION RCONDE, RCONDV
+* ..
+* .. Array Arguments ..
+ LOGICAL BWORK( * )
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ),
+ $ WR( * )
+* ..
+* .. Function Arguments ..
+ LOGICAL SELECT
+ EXTERNAL SELECT
+* ..
+*
+* Purpose
+* =======
+*
+* DGEESX computes for an N-by-N real nonsymmetric matrix A, the
+* eigenvalues, the real Schur form T, and, optionally, the matrix of
+* Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T).
+*
+* Optionally, it also orders the eigenvalues on the diagonal of the
+* real Schur form so that selected eigenvalues are at the top left;
+* computes a reciprocal condition number for the average of the
+* selected eigenvalues (RCONDE); and computes a reciprocal condition
+* number for the right invariant subspace corresponding to the
+* selected eigenvalues (RCONDV). The leading columns of Z form an
+* orthonormal basis for this invariant subspace.
+*
+* For further explanation of the reciprocal condition numbers RCONDE
+* and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where
+* these quantities are called s and sep respectively).
+*
+* A real matrix is in real Schur form if it is upper quasi-triangular
+* with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in
+* the form
+* [ a b ]
+* [ c a ]
+*
+* where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).
+*
+* Arguments
+* =========
+*
+* JOBVS (input) CHARACTER*1
+* = 'N': Schur vectors are not computed;
+* = 'V': Schur vectors are computed.
+*
+* SORT (input) CHARACTER*1
+* Specifies whether or not to order the eigenvalues on the
+* diagonal of the Schur form.
+* = 'N': Eigenvalues are not ordered;
+* = 'S': Eigenvalues are ordered (see SELECT).
+*
+* SELECT (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments
+* SELECT must be declared EXTERNAL in the calling subroutine.
+* If SORT = 'S', SELECT is used to select eigenvalues to sort
+* to the top left of the Schur form.
+* If SORT = 'N', SELECT is not referenced.
+* An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if
+* SELECT(WR(j),WI(j)) is true; i.e., if either one of a
+* complex conjugate pair of eigenvalues is selected, then both
+* are. Note that a selected complex eigenvalue may no longer
+* satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since
+* ordering may change the value of complex eigenvalues
+* (especially if the eigenvalue is ill-conditioned); in this
+* case INFO may be set to N+3 (see INFO below).
+*
+* SENSE (input) CHARACTER*1
+* Determines which reciprocal condition numbers are computed.
+* = 'N': None are computed;
+* = 'E': Computed for average of selected eigenvalues only;
+* = 'V': Computed for selected right invariant subspace only;
+* = 'B': Computed for both.
+* If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
+* On entry, the N-by-N matrix A.
+* On exit, A is overwritten by its real Schur form T.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* SDIM (output) INTEGER
+* If SORT = 'N', SDIM = 0.
+* If SORT = 'S', SDIM = number of eigenvalues (after sorting)
+* for which SELECT is true. (Complex conjugate
+* pairs for which SELECT is true for either
+* eigenvalue count as 2.)
+*
+* WR (output) DOUBLE PRECISION array, dimension (N)
+* WI (output) DOUBLE PRECISION array, dimension (N)
+* WR and WI contain the real and imaginary parts, respectively,
+* of the computed eigenvalues, in the same order that they
+* appear on the diagonal of the output Schur form T. Complex
+* conjugate pairs of eigenvalues appear consecutively with the
+* eigenvalue having the positive imaginary part first.
+*
+* VS (output) DOUBLE PRECISION array, dimension (LDVS,N)
+* If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur
+* vectors.
+* If JOBVS = 'N', VS is not referenced.
+*
+* LDVS (input) INTEGER
+* The leading dimension of the array VS. LDVS >= 1, and if
+* JOBVS = 'V', LDVS >= N.
+*
+* RCONDE (output) DOUBLE PRECISION
+* If SENSE = 'E' or 'B', RCONDE contains the reciprocal
+* condition number for the average of the selected eigenvalues.
+* Not referenced if SENSE = 'N' or 'V'.
+*
+* RCONDV (output) DOUBLE PRECISION
+* If SENSE = 'V' or 'B', RCONDV contains the reciprocal
+* condition number for the selected right invariant subspace.
+* Not referenced if SENSE = 'N' or 'E'.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,3*N).
+* Also, if SENSE = 'E' or 'V' or 'B',
+* LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of
+* selected eigenvalues computed by this routine. Note that
+* N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only
+* returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or
+* 'B' this may not be large enough.
+* For good performance, LWORK must generally be larger.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates upper bounds on the optimal sizes of the
+* arrays WORK and IWORK, returns these values as the first
+* entries of the WORK and IWORK arrays, and no error messages
+* related to LWORK or LIWORK are issued by XERBLA.
+*
+* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
+* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
+*
+* LIWORK (input) INTEGER
+* The dimension of the array IWORK.
+* LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM).
+* Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is
+* only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this
+* may not be large enough.
+*
+* If LIWORK = -1, then a workspace query is assumed; the
+* routine only calculates upper bounds on the optimal sizes of
+* the arrays WORK and IWORK, returns these values as the first
+* entries of the WORK and IWORK arrays, and no error messages
+* related to LWORK or LIWORK are issued by XERBLA.
+*
+* BWORK (workspace) LOGICAL array, dimension (N)
+* Not referenced if SORT = 'N'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = i, and i is
+* <= N: the QR algorithm failed to compute all the
+* eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI
+* contain those eigenvalues which have converged; if
+* JOBVS = 'V', VS contains the transformation which
+* reduces A to its partially converged Schur form.
+* = N+1: the eigenvalues could not be reordered because some
+* eigenvalues were too close to separate (the problem
+* is very ill-conditioned);
+* = N+2: after reordering, roundoff changed values of some
+* complex eigenvalues so that leading eigenvalues in
+* the Schur form no longer satisfy SELECT=.TRUE. This
+* could also be caused by underflow due to scaling.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL CURSL, LASTSL, LQUERY, LST2SL, SCALEA, WANTSB,
+ $ WANTSE, WANTSN, WANTST, WANTSV, WANTVS
+ INTEGER HSWORK, I, I1, I2, IBAL, ICOND, IERR, IEVAL,
+ $ IHI, ILO, INXT, IP, ITAU, IWRK, LIWRK, LWRK,
+ $ MAXWRK, MINWRK
+ DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, SMLNUM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLACPY,
+ $ DLASCL, DORGHR, DSWAP, DTRSEN, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLABAD, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ WANTVS = LSAME( JOBVS, 'V' )
+ WANTST = LSAME( SORT, 'S' )
+ WANTSN = LSAME( SENSE, 'N' )
+ WANTSE = LSAME( SENSE, 'E' )
+ WANTSV = LSAME( SENSE, 'V' )
+ WANTSB = LSAME( SENSE, 'B' )
+ LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
+ IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
+ $ ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN
+ INFO = -12
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "RWorkspace:" describe the
+* minimal amount of real workspace needed at that point in the
+* code, as well as the preferred amount for good performance.
+* IWorkspace refers to integer workspace.
+* NB refers to the optimal block size for the immediately
+* following subroutine, as returned by ILAENV.
+* HSWORK refers to the workspace preferred by DHSEQR, as
+* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
+* the worst case.
+* If SENSE = 'E', 'V' or 'B', then the amount of workspace needed
+* depends on SDIM, which is computed by the routine DTRSEN later
+* in the code.)
+*
+ IF( INFO.EQ.0 ) THEN
+ LIWRK = 1
+ IF( N.EQ.0 ) THEN
+ MINWRK = 1
+ LWRK = 1
+ ELSE
+ MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
+ MINWRK = 3*N
+*
+ CALL DHSEQR( 'S', JOBVS, N, 1, N, A, LDA, WR, WI, VS, LDVS,
+ $ WORK, -1, IEVAL )
+ HSWORK = WORK( 1 )
+*
+ IF( .NOT.WANTVS ) THEN
+ MAXWRK = MAX( MAXWRK, N + HSWORK )
+ ELSE
+ MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
+ $ 'DORGHR', ' ', N, 1, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, N + HSWORK )
+ END IF
+ LWRK = MAXWRK
+ IF( .NOT.WANTSN )
+ $ LWRK = MAX( LWRK, N + ( N*N )/2 )
+ IF( WANTSV .OR. WANTSB )
+ $ LIWRK = ( N*N )/4
+ END IF
+ IWORK( 1 ) = LIWRK
+ WORK( 1 ) = LWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -16
+ ELSE IF( LIWORK.LT.1 .AND. .NOT.LQUERY ) THEN
+ INFO = -18
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEESX', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ SDIM = 0
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', N, N, A, LDA, DUM )
+ SCALEA = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = SMLNUM
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = BIGNUM
+ END IF
+ IF( SCALEA )
+ $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
+*
+* Permute the matrix to make it more nearly triangular
+* (RWorkspace: need N)
+*
+ IBAL = 1
+ CALL DGEBAL( 'P', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR )
+*
+* Reduce to upper Hessenberg form
+* (RWorkspace: need 3*N, prefer 2*N+N*NB)
+*
+ ITAU = N + IBAL
+ IWRK = N + ITAU
+ CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+ IF( WANTVS ) THEN
+*
+* Copy Householder vectors to VS
+*
+ CALL DLACPY( 'L', N, N, A, LDA, VS, LDVS )
+*
+* Generate orthogonal matrix in VS
+* (RWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+*
+ CALL DORGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+ END IF
+*
+ SDIM = 0
+*
+* Perform QR iteration, accumulating Schur vectors in VS if desired
+* (RWorkspace: need N+1, prefer N+HSWORK (see comments) )
+*
+ IWRK = ITAU
+ CALL DHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, WR, WI, VS, LDVS,
+ $ WORK( IWRK ), LWORK-IWRK+1, IEVAL )
+ IF( IEVAL.GT.0 )
+ $ INFO = IEVAL
+*
+* Sort eigenvalues if desired
+*
+ IF( WANTST .AND. INFO.EQ.0 ) THEN
+ IF( SCALEA ) THEN
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WR, N, IERR )
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WI, N, IERR )
+ END IF
+ DO 10 I = 1, N
+ BWORK( I ) = SELECT( WR( I ), WI( I ) )
+ 10 CONTINUE
+*
+* Reorder eigenvalues, transform Schur vectors, and compute
+* reciprocal condition numbers
+* (RWorkspace: if SENSE is not 'N', need N+2*SDIM*(N-SDIM)
+* otherwise, need N )
+* (IWorkspace: if SENSE is 'V' or 'B', need SDIM*(N-SDIM)
+* otherwise, need 0 )
+*
+ CALL DTRSEN( SENSE, JOBVS, BWORK, N, A, LDA, VS, LDVS, WR, WI,
+ $ SDIM, RCONDE, RCONDV, WORK( IWRK ), LWORK-IWRK+1,
+ $ IWORK, LIWORK, ICOND )
+ IF( .NOT.WANTSN )
+ $ MAXWRK = MAX( MAXWRK, N+2*SDIM*( N-SDIM ) )
+ IF( ICOND.EQ.-15 ) THEN
+*
+* Not enough real workspace
+*
+ INFO = -16
+ ELSE IF( ICOND.EQ.-17 ) THEN
+*
+* Not enough integer workspace
+*
+ INFO = -18
+ ELSE IF( ICOND.GT.0 ) THEN
+*
+* DTRSEN failed to reorder or to restore standard Schur form
+*
+ INFO = ICOND + N
+ END IF
+ END IF
+*
+ IF( WANTVS ) THEN
+*
+* Undo balancing
+* (RWorkspace: need N)
+*
+ CALL DGEBAK( 'P', 'R', N, ILO, IHI, WORK( IBAL ), N, VS, LDVS,
+ $ IERR )
+ END IF
+*
+ IF( SCALEA ) THEN
+*
+* Undo scaling for the Schur form of A
+*
+ CALL DLASCL( 'H', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR )
+ CALL DCOPY( N, A, LDA+1, WR, 1 )
+ IF( ( WANTSV .OR. WANTSB ) .AND. INFO.EQ.0 ) THEN
+ DUM( 1 ) = RCONDV
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR )
+ RCONDV = DUM( 1 )
+ END IF
+ IF( CSCALE.EQ.SMLNUM ) THEN
+*
+* If scaling back towards underflow, adjust WI if an
+* offdiagonal element of a 2-by-2 block in the Schur form
+* underflows.
+*
+ IF( IEVAL.GT.0 ) THEN
+ I1 = IEVAL + 1
+ I2 = IHI - 1
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N,
+ $ IERR )
+ ELSE IF( WANTST ) THEN
+ I1 = 1
+ I2 = N - 1
+ ELSE
+ I1 = ILO
+ I2 = IHI - 1
+ END IF
+ INXT = I1 - 1
+ DO 20 I = I1, I2
+ IF( I.LT.INXT )
+ $ GO TO 20
+ IF( WI( I ).EQ.ZERO ) THEN
+ INXT = I + 1
+ ELSE
+ IF( A( I+1, I ).EQ.ZERO ) THEN
+ WI( I ) = ZERO
+ WI( I+1 ) = ZERO
+ ELSE IF( A( I+1, I ).NE.ZERO .AND. A( I, I+1 ).EQ.
+ $ ZERO ) THEN
+ WI( I ) = ZERO
+ WI( I+1 ) = ZERO
+ IF( I.GT.1 )
+ $ CALL DSWAP( I-1, A( 1, I ), 1, A( 1, I+1 ), 1 )
+ IF( N.GT.I+1 )
+ $ CALL DSWAP( N-I-1, A( I, I+2 ), LDA,
+ $ A( I+1, I+2 ), LDA )
+ CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 )
+ A( I, I+1 ) = A( I+1, I )
+ A( I+1, I ) = ZERO
+ END IF
+ INXT = I + 2
+ END IF
+ 20 CONTINUE
+ END IF
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-IEVAL, 1,
+ $ WI( IEVAL+1 ), MAX( N-IEVAL, 1 ), IERR )
+ END IF
+*
+ IF( WANTST .AND. INFO.EQ.0 ) THEN
+*
+* Check if reordering successful
+*
+ LASTSL = .TRUE.
+ LST2SL = .TRUE.
+ SDIM = 0
+ IP = 0
+ DO 30 I = 1, N
+ CURSL = SELECT( WR( I ), WI( I ) )
+ IF( WI( I ).EQ.ZERO ) THEN
+ IF( CURSL )
+ $ SDIM = SDIM + 1
+ IP = 0
+ IF( CURSL .AND. .NOT.LASTSL )
+ $ INFO = N + 2
+ ELSE
+ IF( IP.EQ.1 ) THEN
+*
+* Last eigenvalue of conjugate pair
+*
+ CURSL = CURSL .OR. LASTSL
+ LASTSL = CURSL
+ IF( CURSL )
+ $ SDIM = SDIM + 2
+ IP = -1
+ IF( CURSL .AND. .NOT.LST2SL )
+ $ INFO = N + 2
+ ELSE
+*
+* First eigenvalue of conjugate pair
+*
+ IP = 1
+ END IF
+ END IF
+ LST2SL = LASTSL
+ LASTSL = CURSL
+ 30 CONTINUE
+ END IF
+*
+ WORK( 1 ) = MAXWRK
+ IF( WANTSV .OR. WANTSB ) THEN
+ IWORK( 1 ) = MAX( 1, SDIM*( N-SDIM ) )
+ ELSE
+ IWORK( 1 ) = 1
+ END IF
+*
+ RETURN
+*
+* End of DGEESX
+*
+ END
diff --git a/src/lib/lapack/dgeev.f b/src/lib/lapack/dgeev.f
new file mode 100644
index 00000000..50e08a9c
--- /dev/null
+++ b/src/lib/lapack/dgeev.f
@@ -0,0 +1,423 @@
+ SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR,
+ $ LDVR, WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVL, JOBVR
+ INTEGER INFO, LDA, LDVL, LDVR, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ),
+ $ WI( * ), WORK( * ), WR( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEEV computes for an N-by-N real nonsymmetric matrix A, the
+* eigenvalues and, optionally, the left and/or right eigenvectors.
+*
+* The right eigenvector v(j) of A satisfies
+* A * v(j) = lambda(j) * v(j)
+* where lambda(j) is its eigenvalue.
+* The left eigenvector u(j) of A satisfies
+* u(j)**H * A = lambda(j) * u(j)**H
+* where u(j)**H denotes the conjugate transpose of u(j).
+*
+* The computed eigenvectors are normalized to have Euclidean norm
+* equal to 1 and largest component real.
+*
+* Arguments
+* =========
+*
+* JOBVL (input) CHARACTER*1
+* = 'N': left eigenvectors of A are not computed;
+* = 'V': left eigenvectors of A are computed.
+*
+* JOBVR (input) CHARACTER*1
+* = 'N': right eigenvectors of A are not computed;
+* = 'V': right eigenvectors of A are computed.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the N-by-N matrix A.
+* On exit, A has been overwritten.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* WR (output) DOUBLE PRECISION array, dimension (N)
+* WI (output) DOUBLE PRECISION array, dimension (N)
+* WR and WI contain the real and imaginary parts,
+* respectively, of the computed eigenvalues. Complex
+* conjugate pairs of eigenvalues appear consecutively
+* with the eigenvalue having the positive imaginary part
+* first.
+*
+* VL (output) DOUBLE PRECISION array, dimension (LDVL,N)
+* If JOBVL = 'V', the left eigenvectors u(j) are stored one
+* after another in the columns of VL, in the same order
+* as their eigenvalues.
+* If JOBVL = 'N', VL is not referenced.
+* If the j-th eigenvalue is real, then u(j) = VL(:,j),
+* the j-th column of VL.
+* If the j-th and (j+1)-st eigenvalues form a complex
+* conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and
+* u(j+1) = VL(:,j) - i*VL(:,j+1).
+*
+* LDVL (input) INTEGER
+* The leading dimension of the array VL. LDVL >= 1; if
+* JOBVL = 'V', LDVL >= N.
+*
+* VR (output) DOUBLE PRECISION array, dimension (LDVR,N)
+* If JOBVR = 'V', the right eigenvectors v(j) are stored one
+* after another in the columns of VR, in the same order
+* as their eigenvalues.
+* If JOBVR = 'N', VR is not referenced.
+* If the j-th eigenvalue is real, then v(j) = VR(:,j),
+* the j-th column of VR.
+* If the j-th and (j+1)-st eigenvalues form a complex
+* conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and
+* v(j+1) = VR(:,j) - i*VR(:,j+1).
+*
+* LDVR (input) INTEGER
+* The leading dimension of the array VR. LDVR >= 1; if
+* JOBVR = 'V', LDVR >= N.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,3*N), and
+* if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = i, the QR algorithm failed to compute all the
+* eigenvalues, and no eigenvectors have been computed;
+* elements i+1:N of WR and WI contain eigenvalues which
+* have converged.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, SCALEA, WANTVL, WANTVR
+ CHARACTER SIDE
+ INTEGER HSWORK, I, IBAL, IERR, IHI, ILO, ITAU, IWRK, K,
+ $ MAXWRK, MINWRK, NOUT
+ DOUBLE PRECISION ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM,
+ $ SN
+* ..
+* .. Local Arrays ..
+ LOGICAL SELECT( 1 )
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLABAD, DLACPY,
+ $ DLARTG, DLASCL, DORGHR, DROT, DSCAL, DTREVC,
+ $ XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX, ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE, DLAPY2, DNRM2
+ EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DLANGE, DLAPY2,
+ $ DNRM2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ WANTVL = LSAME( JOBVL, 'V' )
+ WANTVR = LSAME( JOBVR, 'V' )
+ IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN
+ INFO = -9
+ ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN
+ INFO = -11
+ END IF
+*
+* 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.
+* HSWORK refers to the workspace preferred by DHSEQR, as
+* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
+* the worst case.)
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ ELSE
+ MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
+ IF( WANTVL ) THEN
+ MINWRK = 4*N
+ MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
+ $ 'DORGHR', ' ', N, 1, N, -1 ) )
+ CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VL, LDVL,
+ $ WORK, -1, INFO )
+ HSWORK = WORK( 1 )
+ MAXWRK = MAX( MAXWRK, N + 1, N + HSWORK )
+ MAXWRK = MAX( MAXWRK, 4*N )
+ ELSE IF( WANTVR ) THEN
+ MINWRK = 4*N
+ MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
+ $ 'DORGHR', ' ', N, 1, N, -1 ) )
+ CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VR, LDVR,
+ $ WORK, -1, INFO )
+ HSWORK = WORK( 1 )
+ MAXWRK = MAX( MAXWRK, N + 1, N + HSWORK )
+ MAXWRK = MAX( MAXWRK, 4*N )
+ ELSE
+ MINWRK = 3*N
+ CALL DHSEQR( 'E', 'N', N, 1, N, A, LDA, WR, WI, VR, LDVR,
+ $ WORK, -1, INFO )
+ HSWORK = WORK( 1 )
+ MAXWRK = MAX( MAXWRK, N + 1, N + HSWORK )
+ END IF
+ MAXWRK = MAX( MAXWRK, MINWRK )
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEEV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', N, N, A, LDA, DUM )
+ SCALEA = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = SMLNUM
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = BIGNUM
+ END IF
+ IF( SCALEA )
+ $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
+*
+* Balance the matrix
+* (Workspace: need N)
+*
+ IBAL = 1
+ CALL DGEBAL( 'B', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR )
+*
+* Reduce to upper Hessenberg form
+* (Workspace: need 3*N, prefer 2*N+N*NB)
+*
+ ITAU = IBAL + N
+ IWRK = ITAU + N
+ CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+ IF( WANTVL ) THEN
+*
+* Want left eigenvectors
+* Copy Householder vectors to VL
+*
+ SIDE = 'L'
+ CALL DLACPY( 'L', N, N, A, LDA, VL, LDVL )
+*
+* Generate orthogonal matrix in VL
+* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+*
+ CALL DORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+* Perform QR iteration, accumulating Schur vectors in VL
+* (Workspace: need N+1, prefer N+HSWORK (see comments) )
+*
+ IWRK = ITAU
+ CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL,
+ $ WORK( IWRK ), LWORK-IWRK+1, INFO )
+*
+ IF( WANTVR ) THEN
+*
+* Want left and right eigenvectors
+* Copy Schur vectors to VR
+*
+ SIDE = 'B'
+ CALL DLACPY( 'F', N, N, VL, LDVL, VR, LDVR )
+ END IF
+*
+ ELSE IF( WANTVR ) THEN
+*
+* Want right eigenvectors
+* Copy Householder vectors to VR
+*
+ SIDE = 'R'
+ CALL DLACPY( 'L', N, N, A, LDA, VR, LDVR )
+*
+* Generate orthogonal matrix in VR
+* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+*
+ CALL DORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+* Perform QR iteration, accumulating Schur vectors in VR
+* (Workspace: need N+1, prefer N+HSWORK (see comments) )
+*
+ IWRK = ITAU
+ CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
+ $ WORK( IWRK ), LWORK-IWRK+1, INFO )
+*
+ ELSE
+*
+* Compute eigenvalues only
+* (Workspace: need N+1, prefer N+HSWORK (see comments) )
+*
+ IWRK = ITAU
+ CALL DHSEQR( 'E', 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
+ $ WORK( IWRK ), LWORK-IWRK+1, INFO )
+ END IF
+*
+* If INFO > 0 from DHSEQR, then quit
+*
+ IF( INFO.GT.0 )
+ $ GO TO 50
+*
+ IF( WANTVL .OR. WANTVR ) THEN
+*
+* Compute left and/or right eigenvectors
+* (Workspace: need 4*N)
+*
+ CALL DTREVC( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
+ $ N, NOUT, WORK( IWRK ), IERR )
+ END IF
+*
+ IF( WANTVL ) THEN
+*
+* Undo balancing of left eigenvectors
+* (Workspace: need N)
+*
+ CALL DGEBAK( 'B', 'L', N, ILO, IHI, WORK( IBAL ), N, VL, LDVL,
+ $ IERR )
+*
+* Normalize left eigenvectors and make largest component real
+*
+ DO 20 I = 1, N
+ IF( WI( I ).EQ.ZERO ) THEN
+ SCL = ONE / DNRM2( N, VL( 1, I ), 1 )
+ CALL DSCAL( N, SCL, VL( 1, I ), 1 )
+ ELSE IF( WI( I ).GT.ZERO ) THEN
+ SCL = ONE / DLAPY2( DNRM2( N, VL( 1, I ), 1 ),
+ $ DNRM2( N, VL( 1, I+1 ), 1 ) )
+ CALL DSCAL( N, SCL, VL( 1, I ), 1 )
+ CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 )
+ DO 10 K = 1, N
+ WORK( IWRK+K-1 ) = VL( K, I )**2 + VL( K, I+1 )**2
+ 10 CONTINUE
+ K = IDAMAX( N, WORK( IWRK ), 1 )
+ CALL DLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R )
+ CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN )
+ VL( K, I+1 ) = ZERO
+ END IF
+ 20 CONTINUE
+ END IF
+*
+ IF( WANTVR ) THEN
+*
+* Undo balancing of right eigenvectors
+* (Workspace: need N)
+*
+ CALL DGEBAK( 'B', 'R', N, ILO, IHI, WORK( IBAL ), N, VR, LDVR,
+ $ IERR )
+*
+* Normalize right eigenvectors and make largest component real
+*
+ DO 40 I = 1, N
+ IF( WI( I ).EQ.ZERO ) THEN
+ SCL = ONE / DNRM2( N, VR( 1, I ), 1 )
+ CALL DSCAL( N, SCL, VR( 1, I ), 1 )
+ ELSE IF( WI( I ).GT.ZERO ) THEN
+ SCL = ONE / DLAPY2( DNRM2( N, VR( 1, I ), 1 ),
+ $ DNRM2( N, VR( 1, I+1 ), 1 ) )
+ CALL DSCAL( N, SCL, VR( 1, I ), 1 )
+ CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 )
+ DO 30 K = 1, N
+ WORK( IWRK+K-1 ) = VR( K, I )**2 + VR( K, I+1 )**2
+ 30 CONTINUE
+ K = IDAMAX( N, WORK( IWRK ), 1 )
+ CALL DLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R )
+ CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN )
+ VR( K, I+1 ) = ZERO
+ END IF
+ 40 CONTINUE
+ END IF
+*
+* Undo scaling if necessary
+*
+ 50 CONTINUE
+ IF( SCALEA ) THEN
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ),
+ $ MAX( N-INFO, 1 ), IERR )
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ),
+ $ MAX( N-INFO, 1 ), IERR )
+ IF( INFO.GT.0 ) THEN
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N,
+ $ IERR )
+ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N,
+ $ IERR )
+ END IF
+ END IF
+*
+ WORK( 1 ) = MAXWRK
+ RETURN
+*
+* End of DGEEV
+*
+ END
diff --git a/src/lib/lapack/dgegs.f b/src/lib/lapack/dgegs.f
new file mode 100644
index 00000000..85c32531
--- /dev/null
+++ b/src/lib/lapack/dgegs.f
@@ -0,0 +1,438 @@
+ SUBROUTINE DGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHAR,
+ $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK,
+ $ LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVSL, JOBVSR
+ INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
+ $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
+ $ VSR( LDVSR, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is deprecated and has been replaced by routine DGGES.
+*
+* DGEGS computes the eigenvalues, real Schur form, and, optionally,
+* left and or/right Schur vectors of a real matrix pair (A,B).
+* Given two square matrices A and B, the generalized real Schur
+* factorization has the form
+*
+* A = Q*S*Z**T, B = Q*T*Z**T
+*
+* where Q and Z are orthogonal matrices, T is upper triangular, and S
+* is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal
+* blocks, the 2-by-2 blocks corresponding to complex conjugate pairs
+* of eigenvalues of (A,B). The columns of Q are the left Schur vectors
+* and the columns of Z are the right Schur vectors.
+*
+* If only the eigenvalues of (A,B) are needed, the driver routine
+* DGEGV should be used instead. See DGEGV for a description of the
+* eigenvalues of the generalized nonsymmetric eigenvalue problem
+* (GNEP).
+*
+* Arguments
+* =========
+*
+* JOBVSL (input) CHARACTER*1
+* = 'N': do not compute the left Schur vectors;
+* = 'V': compute the left Schur vectors (returned in VSL).
+*
+* JOBVSR (input) CHARACTER*1
+* = 'N': do not compute the right Schur vectors;
+* = 'V': compute the right Schur vectors (returned in VSR).
+*
+* N (input) INTEGER
+* The order of the matrices A, B, VSL, and VSR. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
+* On entry, the matrix A.
+* On exit, the upper quasi-triangular matrix S from the
+* generalized real Schur factorization.
+*
+* LDA (input) INTEGER
+* The leading dimension of A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
+* On entry, the matrix B.
+* On exit, the upper triangular matrix T from the generalized
+* real Schur factorization.
+*
+* LDB (input) INTEGER
+* The leading dimension of B. LDB >= max(1,N).
+*
+* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
+* The real parts of each scalar alpha defining an eigenvalue
+* of GNEP.
+*
+* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
+* The imaginary parts of each scalar alpha defining an
+* eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th
+* eigenvalue is real; if positive, then the j-th and (j+1)-st
+* eigenvalues are a complex conjugate pair, with
+* ALPHAI(j+1) = -ALPHAI(j).
+*
+* BETA (output) DOUBLE PRECISION array, dimension (N)
+* The scalars beta that define the eigenvalues of GNEP.
+* Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
+* beta = BETA(j) represent the j-th eigenvalue of the matrix
+* pair (A,B), in one of the forms lambda = alpha/beta or
+* mu = beta/alpha. Since either lambda or mu may overflow,
+* they should not, in general, be computed.
+*
+* VSL (output) DOUBLE PRECISION array, dimension (LDVSL,N)
+* If JOBVSL = 'V', the matrix of left Schur vectors Q.
+* Not referenced if JOBVSL = 'N'.
+*
+* LDVSL (input) INTEGER
+* The leading dimension of the matrix VSL. LDVSL >=1, and
+* if JOBVSL = 'V', LDVSL >= N.
+*
+* VSR (output) DOUBLE PRECISION array, dimension (LDVSR,N)
+* If JOBVSR = 'V', the matrix of right Schur vectors Z.
+* Not referenced if JOBVSR = 'N'.
+*
+* LDVSR (input) INTEGER
+* The leading dimension of the matrix VSR. LDVSR >= 1, and
+* if JOBVSR = 'V', LDVSR >= N.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,4*N).
+* For good performance, LWORK must generally be larger.
+* To compute the optimal value of LWORK, call ILAENV to get
+* blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute:
+* NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR
+* The optimal LWORK is 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.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* = 1,...,N:
+* The QZ iteration failed. (A,B) are not in Schur
+* form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
+* be correct for j=INFO+1,...,N.
+* > N: errors that usually indicate LAPACK problems:
+* =N+1: error return from DGGBAL
+* =N+2: error return from DGEQRF
+* =N+3: error return from DORMQR
+* =N+4: error return from DORGQR
+* =N+5: error return from DGGHRD
+* =N+6: error return from DHGEQZ (other than failed
+* iteration)
+* =N+7: error return from DGGBAK (computing VSL)
+* =N+8: error return from DGGBAK (computing VSR)
+* =N+9: error return from DLASCL (various places)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILASCL, ILBSCL, ILVSL, ILVSR, LQUERY
+ INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
+ $ IRIGHT, IROWS, ITAU, IWORK, LOPT, LWKMIN,
+ $ LWKOPT, NB, NB1, NB2, NB3
+ DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
+ $ SAFMIN, SMLNUM
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY,
+ $ DLASCL, DLASET, DORGQR, DORMQR, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC INT, MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode the input arguments
+*
+ IF( LSAME( JOBVSL, 'N' ) ) THEN
+ IJOBVL = 1
+ ILVSL = .FALSE.
+ ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
+ IJOBVL = 2
+ ILVSL = .TRUE.
+ ELSE
+ IJOBVL = -1
+ ILVSL = .FALSE.
+ END IF
+*
+ IF( LSAME( JOBVSR, 'N' ) ) THEN
+ IJOBVR = 1
+ ILVSR = .FALSE.
+ ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
+ IJOBVR = 2
+ ILVSR = .TRUE.
+ ELSE
+ IJOBVR = -1
+ ILVSR = .FALSE.
+ END IF
+*
+* Test the input arguments
+*
+ LWKMIN = MAX( 4*N, 1 )
+ LWKOPT = LWKMIN
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ INFO = 0
+ IF( IJOBVL.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( IJOBVR.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
+ INFO = -12
+ ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
+ INFO = -14
+ ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -16
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ NB1 = ILAENV( 1, 'DGEQRF', ' ', N, N, -1, -1 )
+ NB2 = ILAENV( 1, 'DORMQR', ' ', N, N, N, -1 )
+ NB3 = ILAENV( 1, 'DORGQR', ' ', N, N, N, -1 )
+ NB = MAX( NB1, NB2, NB3 )
+ LOPT = 2*N + N*( NB+1 )
+ WORK( 1 ) = LOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEGS ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
+ SAFMIN = DLAMCH( 'S' )
+ SMLNUM = N*SAFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
+ ILASCL = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ANRMTO = SMLNUM
+ ILASCL = .TRUE.
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ANRMTO = BIGNUM
+ ILASCL = .TRUE.
+ END IF
+*
+ IF( ILASCL ) THEN
+ CALL DLASCL( 'G', -1, -1, ANRM, ANRMTO, N, N, A, LDA, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ END IF
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
+ ILBSCL = .FALSE.
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+ BNRMTO = SMLNUM
+ ILBSCL = .TRUE.
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+ BNRMTO = BIGNUM
+ ILBSCL = .TRUE.
+ END IF
+*
+ IF( ILBSCL ) THEN
+ CALL DLASCL( 'G', -1, -1, BNRM, BNRMTO, N, N, B, LDB, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ END IF
+*
+* Permute the matrix to make it more nearly triangular
+* Workspace layout: (2*N words -- "work..." not actually used)
+* left_permutation, right_permutation, work...
+*
+ ILEFT = 1
+ IRIGHT = N + 1
+ IWORK = IRIGHT + N
+ CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), WORK( IWORK ), IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 1
+ GO TO 10
+ END IF
+*
+* Reduce B to triangular form, and initialize VSL and/or VSR
+* Workspace layout: ("work..." must have at least N words)
+* left_permutation, right_permutation, tau, work...
+*
+ IROWS = IHI + 1 - ILO
+ ICOLS = N + 1 - ILO
+ ITAU = IWORK
+ IWORK = ITAU + IROWS
+ CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
+ IF( IINFO.GE.0 )
+ $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 2
+ GO TO 10
+ END IF
+*
+ CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
+ $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
+ $ LWORK+1-IWORK, IINFO )
+ IF( IINFO.GE.0 )
+ $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 3
+ GO TO 10
+ END IF
+*
+ IF( ILVSL ) THEN
+ CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
+ CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
+ $ VSL( ILO+1, ILO ), LDVSL )
+ CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
+ $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
+ $ IINFO )
+ IF( IINFO.GE.0 )
+ $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 4
+ GO TO 10
+ END IF
+ END IF
+*
+ IF( ILVSR )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
+*
+* Reduce to generalized Hessenberg form
+*
+ CALL DGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
+ $ LDVSL, VSR, LDVSR, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 5
+ GO TO 10
+ END IF
+*
+* Perform QZ algorithm, computing Schur vectors if desired
+* Workspace layout: ("work..." must have at least 1 word)
+* left_permutation, right_permutation, work...
+*
+ IWORK = ITAU
+ CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
+ $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
+ $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
+ IF( IINFO.GE.0 )
+ $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
+ IF( IINFO.NE.0 ) THEN
+ IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
+ INFO = IINFO
+ ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN
+ INFO = IINFO - N
+ ELSE
+ INFO = N + 6
+ END IF
+ GO TO 10
+ END IF
+*
+* Apply permutation to VSL and VSR
+*
+ IF( ILVSL ) THEN
+ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), N, VSL, LDVSL, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 7
+ GO TO 10
+ END IF
+ END IF
+ IF( ILVSR ) THEN
+ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), N, VSR, LDVSR, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 8
+ GO TO 10
+ END IF
+ END IF
+*
+* Undo scaling
+*
+ IF( ILASCL ) THEN
+ CALL DLASCL( 'H', -1, -1, ANRMTO, ANRM, N, N, A, LDA, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ CALL DLASCL( 'G', -1, -1, ANRMTO, ANRM, N, 1, ALPHAR, N,
+ $ IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ CALL DLASCL( 'G', -1, -1, ANRMTO, ANRM, N, 1, ALPHAI, N,
+ $ IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ END IF
+*
+ IF( ILBSCL ) THEN
+ CALL DLASCL( 'U', -1, -1, BNRMTO, BNRM, N, N, B, LDB, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ CALL DLASCL( 'G', -1, -1, BNRMTO, BNRM, N, 1, BETA, N, IINFO )
+ IF( IINFO.NE.0 ) THEN
+ INFO = N + 9
+ RETURN
+ END IF
+ END IF
+*
+ 10 CONTINUE
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of DGEGS
+*
+ END
diff --git a/src/lib/lapack/dgehd2.f b/src/lib/lapack/dgehd2.f
new file mode 100644
index 00000000..28d1cc8d
--- /dev/null
+++ b/src/lib/lapack/dgehd2.f
@@ -0,0 +1,149 @@
+ SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEHD2 reduces a real general matrix A to upper Hessenberg form H by
+* an orthogonal similarity transformation: Q' * A * Q = H .
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that A is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
+* set by a previous call to DGEBAL; otherwise they should be
+* set to 1 and N respectively. See Further Details.
+* 1 <= ILO <= IHI <= max(1,N).
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the n by n general matrix to be reduced.
+* On exit, the upper triangle and the first subdiagonal of A
+* are overwritten with the upper Hessenberg matrix H, and the
+* elements below the first subdiagonal, with the array TAU,
+* represent the orthogonal matrix Q as a product of elementary
+* reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of (ihi-ilo) elementary
+* reflectors
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
+* exit in A(i+2:ihi,i), and tau in TAU(i).
+*
+* The contents of A are illustrated by the following example, with
+* n = 7, ilo = 2 and ihi = 6:
+*
+* on entry, on exit,
+*
+* ( a a a a a a a ) ( a a h h h h a )
+* ( a a a a a a ) ( a h h h h a )
+* ( a a a a a a ) ( h h h h h h )
+* ( a a a a a a ) ( v2 h h h h h )
+* ( a a a a a a ) ( v2 v3 h h h h )
+* ( a a a a a a ) ( v2 v3 v4 h h h )
+* ( a ) ( a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ DOUBLE PRECISION AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -2
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEHD2', -INFO )
+ RETURN
+ END IF
+*
+ DO 10 I = ILO, IHI - 1
+*
+* Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
+*
+ CALL DLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
+ $ TAU( I ) )
+ AII = A( I+1, I )
+ A( I+1, I ) = ONE
+*
+* Apply H(i) to A(1:ihi,i+1:ihi) from the right
+*
+ CALL DLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
+ $ A( 1, I+1 ), LDA, WORK )
+*
+* Apply H(i) to A(i+1:ihi,i+1:n) from the left
+*
+ CALL DLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
+ $ A( I+1, I+1 ), LDA, WORK )
+*
+ A( I+1, I ) = AII
+ 10 CONTINUE
+*
+ RETURN
+*
+* End of DGEHD2
+*
+ END
diff --git a/src/lib/lapack/dgehrd.f b/src/lib/lapack/dgehrd.f
new file mode 100644
index 00000000..339ee400
--- /dev/null
+++ b/src/lib/lapack/dgehrd.f
@@ -0,0 +1,273 @@
+ SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEHRD reduces a real general matrix A to upper Hessenberg form H by
+* an orthogonal similarity transformation: Q' * A * Q = H .
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that A is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
+* set by a previous call to DGEBAL; otherwise they should be
+* set to 1 and N respectively. See Further Details.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the N-by-N general matrix to be reduced.
+* On exit, the upper triangle and the first subdiagonal of A
+* are overwritten with the upper Hessenberg matrix H, and the
+* elements below the first subdiagonal, with the array TAU,
+* represent the orthogonal matrix Q as a product of elementary
+* reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
+* zero.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The length of the array WORK. LWORK >= max(1,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of (ihi-ilo) elementary
+* reflectors
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
+* exit in A(i+2:ihi,i), and tau in TAU(i).
+*
+* The contents of A are illustrated by the following example, with
+* n = 7, ilo = 2 and ihi = 6:
+*
+* on entry, on exit,
+*
+* ( a a a a a a a ) ( a a h h h h a )
+* ( a a a a a a ) ( a h h h h a )
+* ( a a a a a a ) ( h h h h h h )
+* ( a a a a a a ) ( v2 h h h h h )
+* ( a a a a a a ) ( v2 v3 h h h h )
+* ( a a a a a a ) ( v2 v3 v4 h h h )
+* ( a ) ( a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* This file is a slight modification of LAPACK-3.0's DGEHRD
+* subroutine incorporating improvements proposed by Quintana-Orti and
+* Van de Geijn (2005).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0,
+ $ ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, LDWORK, LWKOPT, NB,
+ $ NBMIN, NH, NX
+ DOUBLE PRECISION EI
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION T( LDT, NBMAX )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DGEHD2, DGEMM, DLAHR2, DLARFB, DTRMM,
+ $ XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -2
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEHRD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Set elements 1:ILO-1 and IHI:N-1 of TAU to zero
+*
+ DO 10 I = 1, ILO - 1
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ DO 20 I = MAX( 1, IHI ), N - 1
+ TAU( I ) = ZERO
+ 20 CONTINUE
+*
+* Quick return if possible
+*
+ NH = IHI - ILO + 1
+ IF( NH.LE.1 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+* Determine the block size
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
+ NBMIN = 2
+ IWS = 1
+ IF( NB.GT.1 .AND. NB.LT.NH ) THEN
+*
+* Determine when to cross over from blocked to unblocked code
+* (last block is always handled by unblocked code)
+*
+ NX = MAX( NB, ILAENV( 3, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
+ IF( NX.LT.NH ) THEN
+*
+* Determine if workspace is large enough for blocked code
+*
+ IWS = N*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: determine the
+* minimum value of NB, and reduce NB or force use of
+* unblocked code
+*
+ NBMIN = MAX( 2, ILAENV( 2, 'DGEHRD', ' ', N, ILO, IHI,
+ $ -1 ) )
+ IF( LWORK.GE.N*NBMIN ) THEN
+ NB = LWORK / N
+ ELSE
+ NB = 1
+ END IF
+ END IF
+ END IF
+ END IF
+ LDWORK = N
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
+*
+* Use unblocked code below
+*
+ I = ILO
+*
+ ELSE
+*
+* Use blocked code
+*
+ DO 40 I = ILO, IHI - 1 - NX, NB
+ IB = MIN( NB, IHI-I )
+*
+* Reduce columns i:i+ib-1 to Hessenberg form, returning the
+* matrices V and T of the block reflector H = I - V*T*V'
+* which performs the reduction, and also the matrix Y = A*V*T
+*
+ CALL DLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ), T, LDT,
+ $ WORK, LDWORK )
+*
+* Apply the block reflector H to A(1:ihi,i+ib:ihi) from the
+* right, computing A := A - Y * V'. V(i+ib,ib-1) must be set
+* to 1
+*
+ EI = A( I+IB, I+IB-1 )
+ A( I+IB, I+IB-1 ) = ONE
+ CALL DGEMM( 'No transpose', 'Transpose',
+ $ IHI, IHI-I-IB+1,
+ $ IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE,
+ $ A( 1, I+IB ), LDA )
+ A( I+IB, I+IB-1 ) = EI
+*
+* Apply the block reflector H to A(1:i,i+1:i+ib-1) from the
+* right
+*
+ CALL DTRMM( 'Right', 'Lower', 'Transpose',
+ $ 'Unit', I, IB-1,
+ $ ONE, A( I+1, I ), LDA, WORK, LDWORK )
+ DO 30 J = 0, IB-2
+ CALL DAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1,
+ $ A( 1, I+J+1 ), 1 )
+ 30 CONTINUE
+*
+* Apply the block reflector H to A(i+1:ihi,i+ib:n) from the
+* left
+*
+ CALL DLARFB( 'Left', 'Transpose', 'Forward',
+ $ 'Columnwise',
+ $ IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA, T, LDT,
+ $ A( I+1, I+IB ), LDA, WORK, LDWORK )
+ 40 CONTINUE
+ END IF
+*
+* Use unblocked code to reduce the rest of the matrix
+*
+ CALL DGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO )
+ WORK( 1 ) = IWS
+*
+ RETURN
+*
+* End of DGEHRD
+*
+ END
diff --git a/src/lib/lapack/dgelq2.f b/src/lib/lapack/dgelq2.f
new file mode 100644
index 00000000..f3540505
--- /dev/null
+++ b/src/lib/lapack/dgelq2.f
@@ -0,0 +1,121 @@
+ SUBROUTINE DGELQ2( M, N, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGELQ2 computes an LQ factorization of a real m by n matrix A:
+* A = L * Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, the elements on and below the diagonal of the array
+* contain the m by min(m,n) lower trapezoidal matrix L (L is
+* lower triangular if m <= n); the elements above the diagonal,
+* with the array TAU, represent the orthogonal matrix Q as a
+* product of elementary reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (M)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),
+* and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K
+ DOUBLE PRECISION AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELQ2', -INFO )
+ RETURN
+ END IF
+*
+ K = MIN( M, N )
+*
+ DO 10 I = 1, K
+*
+* Generate elementary reflector H(i) to annihilate A(i,i+1:n)
+*
+ CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
+ $ TAU( I ) )
+ IF( I.LT.M ) THEN
+*
+* Apply H(i) to A(i+1:m,i:n) from the right
+*
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, TAU( I ),
+ $ A( I+1, I ), LDA, WORK )
+ A( I, I ) = AII
+ END IF
+ 10 CONTINUE
+ RETURN
+*
+* End of DGELQ2
+*
+ END
diff --git a/src/lib/lapack/dgelqf.f b/src/lib/lapack/dgelqf.f
new file mode 100644
index 00000000..063a38ba
--- /dev/null
+++ b/src/lib/lapack/dgelqf.f
@@ -0,0 +1,195 @@
+ SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGELQF computes an LQ factorization of a real M-by-N matrix A:
+* A = L * Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the elements on and below the diagonal of the array
+* contain the m-by-min(m,n) lower trapezoidal matrix L (L is
+* lower triangular if m <= n); the elements above the diagonal,
+* with the array TAU, represent the orthogonal matrix Q as a
+* product of elementary reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,M).
+* For optimum performance LWORK >= M*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),
+* and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGELQ2, DLARFB, DLARFT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ LWKOPT = M*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELQF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ K = MIN( M, N )
+ IF( K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DGELQF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DGELQF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code initially
+*
+ DO 10 I = 1, K - NX, NB
+ IB = MIN( K-I+1, NB )
+*
+* Compute the LQ factorization of the current block
+* A(i:i+ib-1,i:n)
+*
+ CALL DGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+ IF( I+IB.LE.M ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(i+ib:m,i:n) from the right
+*
+ CALL DLARFB( 'Right', 'No transpose', 'Forward',
+ $ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ),
+ $ LDA, WORK, LDWORK, A( I+IB, I ), LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+ 10 CONTINUE
+ ELSE
+ I = 1
+ END IF
+*
+* Use unblocked code to factor the last or only block.
+*
+ IF( I.LE.K )
+ $ CALL DGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DGELQF
+*
+ END
diff --git a/src/lib/lapack/dgels.f b/src/lib/lapack/dgels.f
new file mode 100644
index 00000000..4fa1e229
--- /dev/null
+++ b/src/lib/lapack/dgels.f
@@ -0,0 +1,422 @@
+ SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK,
+ $ INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGELS solves overdetermined or underdetermined real linear systems
+* involving an M-by-N matrix A, or its transpose, using a QR or LQ
+* factorization of A. It is assumed that A has full rank.
+*
+* The following options are provided:
+*
+* 1. If TRANS = 'N' and m >= n: find the least squares solution of
+* an overdetermined system, i.e., solve the least squares problem
+* minimize || B - A*X ||.
+*
+* 2. If TRANS = 'N' and m < n: find the minimum norm solution of
+* an underdetermined system A * X = B.
+*
+* 3. If TRANS = 'T' and m >= n: find the minimum norm solution of
+* an undetermined system A**T * X = B.
+*
+* 4. If TRANS = 'T' and m < n: find the least squares solution of
+* an overdetermined system, i.e., solve the least squares problem
+* minimize || B - A**T * X ||.
+*
+* Several right hand side vectors b and solution vectors x can be
+* handled in a single call; they are stored as the columns of the
+* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
+* matrix X.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* = 'N': the linear system involves A;
+* = 'T': the linear system involves A**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of
+* columns of the matrices B and X. NRHS >=0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit,
+* if M >= N, A is overwritten by details of its QR
+* factorization as returned by DGEQRF;
+* if M < N, A is overwritten by details of its LQ
+* factorization as returned by DGELQF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the matrix B of right hand side vectors, stored
+* columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS
+* if TRANS = 'T'.
+* On exit, if INFO = 0, B is overwritten by the solution
+* vectors, stored columnwise:
+* if TRANS = 'N' and m >= n, rows 1 to n of B contain the least
+* squares solution vectors; the residual sum of squares for the
+* solution in each column is given by the sum of squares of
+* elements N+1 to M in that column;
+* if TRANS = 'N' and m < n, rows 1 to N of B contain the
+* minimum norm solution vectors;
+* if TRANS = 'T' and m >= n, rows 1 to M of B contain the
+* minimum norm solution vectors;
+* if TRANS = 'T' and m < n, rows 1 to M of B contain the
+* least squares solution vectors; the residual sum of squares
+* for the solution in each column is given by the sum of
+* squares of elements M+1 to N in that column.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= MAX(1,M,N).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* LWORK >= max( 1, MN + max( MN, NRHS ) ).
+* For optimal performance,
+* LWORK >= max( 1, MN + max( MN, NRHS )*NB ).
+* where MN = min(M,N) and NB is the optimum block size.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the i-th diagonal element of the
+* triangular factor of A is zero, so that A does not have
+* full rank; the least squares solution could not be
+* computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, TPSD
+ INTEGER BROW, I, IASCL, IBSCL, J, MN, NB, SCLLEN, WSIZE
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, SMLNUM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION RWORK( 1 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLABAD, DLAMCH, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGELQF, DGEQRF, DLASCL, DLASET, DORMLQ, DORMQR,
+ $ DTRTRS, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments.
+*
+ INFO = 0
+ MN = MIN( M, N )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.( LSAME( TRANS, 'N' ) .OR. LSAME( TRANS, 'T' ) ) ) THEN
+ INFO = -1
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
+ INFO = -8
+ ELSE IF( LWORK.LT.MAX( 1, MN+MAX( MN, NRHS ) ) .AND. .NOT.LQUERY )
+ $ THEN
+ INFO = -10
+ END IF
+*
+* Figure out optimal block size
+*
+ IF( INFO.EQ.0 .OR. INFO.EQ.-10 ) THEN
+*
+ TPSD = .TRUE.
+ IF( LSAME( TRANS, 'N' ) )
+ $ TPSD = .FALSE.
+*
+ IF( M.GE.N ) THEN
+ NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ IF( TPSD ) THEN
+ NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LN', M, NRHS, N,
+ $ -1 ) )
+ ELSE
+ NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N,
+ $ -1 ) )
+ END IF
+ ELSE
+ NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ IF( TPSD ) THEN
+ NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M,
+ $ -1 ) )
+ ELSE
+ NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LN', N, NRHS, M,
+ $ -1 ) )
+ END IF
+ END IF
+*
+ WSIZE = MAX( 1, MN+MAX( MN, NRHS )*NB )
+ WORK( 1 ) = DBLE( WSIZE )
+*
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELS ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( MIN( M, N, NRHS ).EQ.0 ) THEN
+ CALL DLASET( 'Full', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A, B if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', M, N, A, LDA, RWORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
+ IASCL = 1
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
+ IASCL = 2
+ ELSE IF( ANRM.EQ.ZERO ) THEN
+*
+* Matrix all zero. Return zero solution.
+*
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ GO TO 50
+ END IF
+*
+ BROW = M
+ IF( TPSD )
+ $ BROW = N
+ BNRM = DLANGE( 'M', BROW, NRHS, B, LDB, RWORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, BROW, NRHS, B, LDB,
+ $ INFO )
+ IBSCL = 1
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, BROW, NRHS, B, LDB,
+ $ INFO )
+ IBSCL = 2
+ END IF
+*
+ IF( M.GE.N ) THEN
+*
+* compute QR factorization of A
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( 1 ), WORK( MN+1 ), LWORK-MN,
+ $ INFO )
+*
+* workspace at least N, optimally N*NB
+*
+ IF( .NOT.TPSD ) THEN
+*
+* Least-Squares Problem min || A * X - B ||
+*
+* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS)
+*
+ CALL DORMQR( 'Left', 'Transpose', M, NRHS, N, A, LDA,
+ $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN,
+ $ INFO )
+*
+* workspace at least NRHS, optimally NRHS*NB
+*
+* B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS)
+*
+ CALL DTRTRS( 'Upper', 'No transpose', 'Non-unit', N, NRHS,
+ $ A, LDA, B, LDB, INFO )
+*
+ IF( INFO.GT.0 ) THEN
+ RETURN
+ END IF
+*
+ SCLLEN = N
+*
+ ELSE
+*
+* Overdetermined system of equations A' * X = B
+*
+* B(1:N,1:NRHS) := inv(R') * B(1:N,1:NRHS)
+*
+ CALL DTRTRS( 'Upper', 'Transpose', 'Non-unit', N, NRHS,
+ $ A, LDA, B, LDB, INFO )
+*
+ IF( INFO.GT.0 ) THEN
+ RETURN
+ END IF
+*
+* B(N+1:M,1:NRHS) = ZERO
+*
+ DO 20 J = 1, NRHS
+ DO 10 I = N + 1, M
+ B( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS)
+*
+ CALL DORMQR( 'Left', 'No transpose', M, NRHS, N, A, LDA,
+ $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN,
+ $ INFO )
+*
+* workspace at least NRHS, optimally NRHS*NB
+*
+ SCLLEN = M
+*
+ END IF
+*
+ ELSE
+*
+* Compute LQ factorization of A
+*
+ CALL DGELQF( M, N, A, LDA, WORK( 1 ), WORK( MN+1 ), LWORK-MN,
+ $ INFO )
+*
+* workspace at least M, optimally M*NB.
+*
+ IF( .NOT.TPSD ) THEN
+*
+* underdetermined system of equations A * X = B
+*
+* B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS)
+*
+ CALL DTRTRS( 'Lower', 'No transpose', 'Non-unit', M, NRHS,
+ $ A, LDA, B, LDB, INFO )
+*
+ IF( INFO.GT.0 ) THEN
+ RETURN
+ END IF
+*
+* B(M+1:N,1:NRHS) = 0
+*
+ DO 40 J = 1, NRHS
+ DO 30 I = M + 1, N
+ B( I, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* B(1:N,1:NRHS) := Q(1:N,:)' * B(1:M,1:NRHS)
+*
+ CALL DORMLQ( 'Left', 'Transpose', N, NRHS, M, A, LDA,
+ $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN,
+ $ INFO )
+*
+* workspace at least NRHS, optimally NRHS*NB
+*
+ SCLLEN = N
+*
+ ELSE
+*
+* overdetermined system min || A' * X - B ||
+*
+* B(1:N,1:NRHS) := Q * B(1:N,1:NRHS)
+*
+ CALL DORMLQ( 'Left', 'No transpose', N, NRHS, M, A, LDA,
+ $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN,
+ $ INFO )
+*
+* workspace at least NRHS, optimally NRHS*NB
+*
+* B(1:M,1:NRHS) := inv(L') * B(1:M,1:NRHS)
+*
+ CALL DTRTRS( 'Lower', 'Transpose', 'Non-unit', M, NRHS,
+ $ A, LDA, B, LDB, INFO )
+*
+ IF( INFO.GT.0 ) THEN
+ RETURN
+ END IF
+*
+ SCLLEN = M
+*
+ END IF
+*
+ END IF
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
+ $ INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
+ $ INFO )
+ END IF
+*
+ 50 CONTINUE
+ WORK( 1 ) = DBLE( WSIZE )
+*
+ RETURN
+*
+* End of DGELS
+*
+ END
diff --git a/src/lib/lapack/dgelss.f b/src/lib/lapack/dgelss.f
new file mode 100644
index 00000000..f024e138
--- /dev/null
+++ b/src/lib/lapack/dgelss.f
@@ -0,0 +1,617 @@
+ SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGELSS computes the minimum norm solution to a real linear least
+* squares problem:
+*
+* Minimize 2-norm(| b - A*x |).
+*
+* using the singular value decomposition (SVD) of A. A is an M-by-N
+* matrix which may be rank-deficient.
+*
+* Several right hand side vectors b and solution vectors x can be
+* handled in a single call; they are stored as the columns of the
+* M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
+* X.
+*
+* The effective rank of A is determined by treating as zero those
+* singular values which are less than RCOND times the largest singular
+* value.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrices B and X. NRHS >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the first min(m,n) rows of A are overwritten with
+* its right singular vectors, stored rowwise.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the M-by-NRHS right hand side matrix B.
+* On exit, B is overwritten by the N-by-NRHS solution
+* matrix X. If m >= n and RANK = n, the residual
+* sum-of-squares for the solution in the i-th column is given
+* by the sum of squares of elements n+1:m in that column.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,max(M,N)).
+*
+* S (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The singular values of A in decreasing order.
+* The condition number of A in the 2-norm = S(1)/S(min(m,n)).
+*
+* RCOND (input) DOUBLE PRECISION
+* RCOND is used to determine the effective rank of A.
+* Singular values S(i) <= RCOND*S(1) are treated as zero.
+* If RCOND < 0, machine precision is used instead.
+*
+* RANK (output) INTEGER
+* The effective rank of A, i.e., the number of singular values
+* which are greater than RCOND*S(1).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= 1, and also:
+* LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
+* For good performance, LWORK should generally be larger.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: the algorithm for computing the SVD failed to converge;
+* if INFO = i, i off-diagonal elements of an intermediate
+* bidiagonal form did not converge to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
+ $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
+ $ MAXWRK, MINMN, MINWRK, MM, MNTHR
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION VDUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV,
+ $ DGEQRF, DLABAD, DLACPY, DLASCL, DLASET, DORGBR,
+ $ DORMBR, DORMLQ, DORMQR, DRSCL, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ MINMN = MIN( M, N )
+ MAXMN = MAX( M, N )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
+ INFO = -7
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* NB refers to the optimal block size for the immediately
+* following subroutine, as returned by ILAENV.)
+*
+ IF( INFO.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ IF( MINMN.GT.0 ) THEN
+ MM = M
+ MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -1 )
+ IF( M.GE.N .AND. M.GE.MNTHR ) THEN
+*
+* Path 1a - overdetermined, with many more rows than
+* columns
+*
+ MM = N
+ MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'DGEQRF', ' ', M,
+ $ N, -1, -1 ) )
+ MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'DORMQR', 'LT',
+ $ M, NRHS, N, -1 ) )
+ END IF
+ IF( M.GE.N ) THEN
+*
+* Path 1 - overdetermined or exactly determined
+*
+* Compute workspace needed for DBDSQR
+*
+ BDSPAC = MAX( 1, 5*N )
+ MAXWRK = MAX( MAXWRK, 3*N + ( MM + N )*ILAENV( 1,
+ $ 'DGEBRD', ' ', MM, N, -1, -1 ) )
+ MAXWRK = MAX( MAXWRK, 3*N + NRHS*ILAENV( 1, 'DORMBR',
+ $ 'QLT', MM, NRHS, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, 3*N + ( N - 1 )*ILAENV( 1,
+ $ 'DORGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MAXWRK = MAX( MAXWRK, N*NRHS )
+ MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
+ MAXWRK = MAX( MINWRK, MAXWRK )
+ END IF
+ IF( N.GT.M ) THEN
+*
+* Compute workspace needed for DBDSQR
+*
+ BDSPAC = MAX( 1, 5*M )
+ MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
+ IF( N.GE.MNTHR ) THEN
+*
+* Path 2a - underdetermined, with many more columns
+* than rows
+*
+ MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1,
+ $ -1 )
+ MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
+ $ 'DGEBRD', ' ', M, M, -1, -1 ) )
+ MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
+ $ 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, M*M + 4*M +
+ $ ( M - 1 )*ILAENV( 1, 'DORGBR', 'P', M,
+ $ M, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
+ IF( NRHS.GT.1 ) THEN
+ MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
+ ELSE
+ MAXWRK = MAX( MAXWRK, M*M + 2*M )
+ END IF
+ MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'DORMLQ',
+ $ 'LT', N, NRHS, M, -1 ) )
+ ELSE
+*
+* Path 2 - underdetermined
+*
+ MAXWRK = 3*M + ( N + M )*ILAENV( 1, 'DGEBRD', ' ', M,
+ $ N, -1, -1 )
+ MAXWRK = MAX( MAXWRK, 3*M + NRHS*ILAENV( 1, 'DORMBR',
+ $ 'QLT', M, NRHS, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, 3*M + M*ILAENV( 1, 'DORGBR',
+ $ 'P', M, N, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MAXWRK = MAX( MAXWRK, N*NRHS )
+ END IF
+ END IF
+ MAXWRK = MAX( MINWRK, MAXWRK )
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
+ $ INFO = -12
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELSS', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RANK = 0
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ EPS = DLAMCH( 'P' )
+ SFMIN = DLAMCH( 'S' )
+ SMLNUM = SFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
+ IASCL = 1
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
+ IASCL = 2
+ ELSE IF( ANRM.EQ.ZERO ) THEN
+*
+* Matrix all zero. Return zero solution.
+*
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
+ RANK = 0
+ GO TO 70
+ END IF
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 1
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 2
+ END IF
+*
+* Overdetermined case
+*
+ IF( M.GE.N ) THEN
+*
+* Path 1 - overdetermined or exactly determined
+*
+ MM = M
+ IF( M.GE.MNTHR ) THEN
+*
+* Path 1a - overdetermined, with many more rows than columns
+*
+ MM = N
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+*
+* Multiply B by transpose(Q)
+* (Workspace: need N+NRHS, prefer N+NRHS*NB)
+*
+ CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
+ $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+* Zero out below R
+*
+ IF( N.GT.1 )
+ $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
+ END IF
+*
+ IE = 1
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in A
+* (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
+*
+ CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ INFO )
+*
+* Multiply B by transpose of left bidiagonalizing vectors of R
+* (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
+*
+ CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
+ $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+* Generate right bidiagonalizing vectors of R in A
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, INFO )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration
+* multiply B by transpose of left singular vectors
+* compute right singular vectors in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, VDUM,
+ $ 1, B, LDB, WORK( IWORK ), INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 70
+*
+* Multiply B by reciprocals of singular values
+*
+ THR = MAX( RCOND*S( 1 ), SFMIN )
+ IF( RCOND.LT.ZERO )
+ $ THR = MAX( EPS*S( 1 ), SFMIN )
+ RANK = 0
+ DO 10 I = 1, N
+ IF( S( I ).GT.THR ) THEN
+ CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
+ RANK = RANK + 1
+ ELSE
+ CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
+ END IF
+ 10 CONTINUE
+*
+* Multiply B by right singular vectors
+* (Workspace: need N, prefer N*NRHS)
+*
+ IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
+ CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
+ $ WORK, LDB )
+ CALL DLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
+ ELSE IF( NRHS.GT.1 ) THEN
+ CHUNK = LWORK / N
+ DO 20 I = 1, NRHS, CHUNK
+ BL = MIN( NRHS-I+1, CHUNK )
+ CALL DGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
+ $ LDB, ZERO, WORK, N )
+ CALL DLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
+ 20 CONTINUE
+ ELSE
+ CALL DGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
+ CALL DCOPY( N, WORK, 1, B, 1 )
+ END IF
+*
+ ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
+ $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
+*
+* Path 2a - underdetermined, with many more columns than rows
+* and sufficient workspace for an efficient algorithm
+*
+ LDWORK = M
+ IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
+ $ M*LDA+M+M*NRHS ) )LDWORK = LDA
+ ITAU = 1
+ IWORK = M + 1
+*
+* Compute A=L*Q
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+ IL = IWORK
+*
+* Copy L to WORK(IL), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
+ $ LDWORK )
+ IE = IL + LDWORK*M
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IL)
+* (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+*
+* Multiply B by transpose of left bidiagonalizing vectors of L
+* (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
+*
+ CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
+ $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+*
+* Generate right bidiagonalizing vectors of R in WORK(IL)
+* (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, INFO )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration,
+* computing right singular vectors of L in WORK(IL) and
+* multiplying B by transpose of left singular vectors
+* (Workspace: need M*M+M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
+ $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 70
+*
+* Multiply B by reciprocals of singular values
+*
+ THR = MAX( RCOND*S( 1 ), SFMIN )
+ IF( RCOND.LT.ZERO )
+ $ THR = MAX( EPS*S( 1 ), SFMIN )
+ RANK = 0
+ DO 30 I = 1, M
+ IF( S( I ).GT.THR ) THEN
+ CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
+ RANK = RANK + 1
+ ELSE
+ CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
+ END IF
+ 30 CONTINUE
+ IWORK = IE
+*
+* Multiply B by right singular vectors of L in WORK(IL)
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
+*
+ IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
+ CALL DGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
+ $ B, LDB, ZERO, WORK( IWORK ), LDB )
+ CALL DLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
+ ELSE IF( NRHS.GT.1 ) THEN
+ CHUNK = ( LWORK-IWORK+1 ) / M
+ DO 40 I = 1, NRHS, CHUNK
+ BL = MIN( NRHS-I+1, CHUNK )
+ CALL DGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
+ $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
+ CALL DLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
+ $ LDB )
+ 40 CONTINUE
+ ELSE
+ CALL DGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
+ $ 1, ZERO, WORK( IWORK ), 1 )
+ CALL DCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
+ END IF
+*
+* Zero out below first M rows of B
+*
+ CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
+ IWORK = ITAU + M
+*
+* Multiply transpose(Q) by B
+* (Workspace: need M+NRHS, prefer M+NRHS*NB)
+*
+ CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
+ $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+ ELSE
+*
+* Path 2 - remaining underdetermined cases
+*
+ IE = 1
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize A
+* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
+*
+ CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ INFO )
+*
+* Multiply B by transpose of left bidiagonalizing vectors
+* (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
+*
+ CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
+ $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+* Generate right bidiagonalizing vectors in A
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, INFO )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration,
+* computing right singular vectors of A in A and
+* multiplying B by transpose of left singular vectors
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, VDUM,
+ $ 1, B, LDB, WORK( IWORK ), INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 70
+*
+* Multiply B by reciprocals of singular values
+*
+ THR = MAX( RCOND*S( 1 ), SFMIN )
+ IF( RCOND.LT.ZERO )
+ $ THR = MAX( EPS*S( 1 ), SFMIN )
+ RANK = 0
+ DO 50 I = 1, M
+ IF( S( I ).GT.THR ) THEN
+ CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
+ RANK = RANK + 1
+ ELSE
+ CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
+ END IF
+ 50 CONTINUE
+*
+* Multiply B by right singular vectors of A
+* (Workspace: need N, prefer N*NRHS)
+*
+ IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
+ CALL DGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
+ $ WORK, LDB )
+ CALL DLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
+ ELSE IF( NRHS.GT.1 ) THEN
+ CHUNK = LWORK / N
+ DO 60 I = 1, NRHS, CHUNK
+ BL = MIN( NRHS-I+1, CHUNK )
+ CALL DGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
+ $ LDB, ZERO, WORK, N )
+ CALL DLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
+ 60 CONTINUE
+ ELSE
+ CALL DGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
+ CALL DCOPY( N, WORK, 1, B, 1 )
+ END IF
+ END IF
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
+ END IF
+*
+ 70 CONTINUE
+ WORK( 1 ) = MAXWRK
+ RETURN
+*
+* End of DGELSS
+*
+ END
diff --git a/src/lib/lapack/dgelsx.f b/src/lib/lapack/dgelsx.f
new file mode 100644
index 00000000..a597cd47
--- /dev/null
+++ b/src/lib/lapack/dgelsx.f
@@ -0,0 +1,349 @@
+ SUBROUTINE DGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
+ $ WORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LDB, M, N, NRHS, RANK
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is deprecated and has been replaced by routine DGELSY.
+*
+* DGELSX computes the minimum-norm solution to a real linear least
+* squares problem:
+* minimize || A * X - B ||
+* using a complete orthogonal factorization of A. A is an M-by-N
+* matrix which may be rank-deficient.
+*
+* Several right hand side vectors b and solution vectors x can be
+* handled in a single call; they are stored as the columns of the
+* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
+* matrix X.
+*
+* The routine first computes a QR factorization with column pivoting:
+* A * P = Q * [ R11 R12 ]
+* [ 0 R22 ]
+* with R11 defined as the largest leading submatrix whose estimated
+* condition number is less than 1/RCOND. The order of R11, RANK,
+* is the effective rank of A.
+*
+* Then, R22 is considered to be negligible, and R12 is annihilated
+* by orthogonal transformations from the right, arriving at the
+* complete orthogonal factorization:
+* A * P = Q * [ T11 0 ] * Z
+* [ 0 0 ]
+* The minimum-norm solution is then
+* X = P * Z' [ inv(T11)*Q1'*B ]
+* [ 0 ]
+* where Q1 consists of the first RANK columns of Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of
+* columns of matrices B and X. NRHS >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, A has been overwritten by details of its
+* complete orthogonal factorization.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the M-by-NRHS right hand side matrix B.
+* On exit, the N-by-NRHS solution matrix X.
+* If m >= n and RANK = n, the residual sum-of-squares for
+* the solution in the i-th column is given by the sum of
+* squares of elements N+1:M in that column.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,M,N).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is an
+* initial column, otherwise it is a free column. Before
+* the QR factorization of A, all initial columns are
+* permuted to the leading positions; only the remaining
+* free columns are moved as a result of column pivoting
+* during the factorization.
+* On exit, if JPVT(i) = k, then the i-th column of A*P
+* was the k-th column of A.
+*
+* RCOND (input) DOUBLE PRECISION
+* RCOND is used to determine the effective rank of A, which
+* is defined as the order of the largest leading triangular
+* submatrix R11 in the QR factorization with pivoting of A,
+* whose estimated condition number < 1/RCOND.
+*
+* RANK (output) INTEGER
+* The effective rank of A, i.e., the order of the submatrix
+* R11. This is the same as the order of the submatrix T11
+* in the complete orthogonal factorization of A.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (max( min(M,N)+3*N, 2*min(M,N)+NRHS )),
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER IMAX, IMIN
+ PARAMETER ( IMAX = 1, IMIN = 2 )
+ DOUBLE PRECISION ZERO, ONE, DONE, NTDONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, DONE = ZERO,
+ $ NTDONE = ONE )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, K, MN
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX,
+ $ SMAXPR, SMIN, SMINPR, SMLNUM, T1, T2
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL DLAMCH, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQPF, DLAIC1, DLASCL, DLASET, DLATZM, DORM2R,
+ $ DTRSM, DTZRQF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M, N )
+ ISMIN = MN + 1
+ ISMAX = 2*MN + 1
+*
+* Test the input arguments.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
+ INFO = -7
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELSX', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( MIN( M, N, NRHS ).EQ.0 ) THEN
+ RANK = 0
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A, B if max elements outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
+ IASCL = 1
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
+ IASCL = 2
+ ELSE IF( ANRM.EQ.ZERO ) THEN
+*
+* Matrix all zero. Return zero solution.
+*
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ RANK = 0
+ GO TO 100
+ END IF
+*
+ BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 1
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 2
+ END IF
+*
+* Compute QR factorization with column pivoting of A:
+* A * P = Q * R
+*
+ CALL DGEQPF( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ), INFO )
+*
+* workspace 3*N. Details of Householder rotations stored
+* in WORK(1:MN).
+*
+* Determine RANK using incremental condition estimation
+*
+ WORK( ISMIN ) = ONE
+ WORK( ISMAX ) = ONE
+ SMAX = ABS( A( 1, 1 ) )
+ SMIN = SMAX
+ IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
+ RANK = 0
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ GO TO 100
+ ELSE
+ RANK = 1
+ END IF
+*
+ 10 CONTINUE
+ IF( RANK.LT.MN ) THEN
+ I = RANK + 1
+ CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
+ $ A( I, I ), SMINPR, S1, C1 )
+ CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
+ $ A( I, I ), SMAXPR, S2, C2 )
+*
+ IF( SMAXPR*RCOND.LE.SMINPR ) THEN
+ DO 20 I = 1, RANK
+ WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
+ WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
+ 20 CONTINUE
+ WORK( ISMIN+RANK ) = C1
+ WORK( ISMAX+RANK ) = C2
+ SMIN = SMINPR
+ SMAX = SMAXPR
+ RANK = RANK + 1
+ GO TO 10
+ END IF
+ END IF
+*
+* Logically partition R = [ R11 R12 ]
+* [ 0 R22 ]
+* where R11 = R(1:RANK,1:RANK)
+*
+* [R11,R12] = [ T11, 0 ] * Y
+*
+ IF( RANK.LT.N )
+ $ CALL DTZRQF( RANK, N, A, LDA, WORK( MN+1 ), INFO )
+*
+* Details of Householder rotations stored in WORK(MN+1:2*MN)
+*
+* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS)
+*
+ CALL DORM2R( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ),
+ $ B, LDB, WORK( 2*MN+1 ), INFO )
+*
+* workspace NRHS
+*
+* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
+*
+ CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
+ $ NRHS, ONE, A, LDA, B, LDB )
+*
+ DO 40 I = RANK + 1, N
+ DO 30 J = 1, NRHS
+ B( I, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
+*
+ IF( RANK.LT.N ) THEN
+ DO 50 I = 1, RANK
+ CALL DLATZM( 'Left', N-RANK+1, NRHS, A( I, RANK+1 ), LDA,
+ $ WORK( MN+I ), B( I, 1 ), B( RANK+1, 1 ), LDB,
+ $ WORK( 2*MN+1 ) )
+ 50 CONTINUE
+ END IF
+*
+* workspace NRHS
+*
+* B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
+*
+ DO 90 J = 1, NRHS
+ DO 60 I = 1, N
+ WORK( 2*MN+I ) = NTDONE
+ 60 CONTINUE
+ DO 80 I = 1, N
+ IF( WORK( 2*MN+I ).EQ.NTDONE ) THEN
+ IF( JPVT( I ).NE.I ) THEN
+ K = I
+ T1 = B( K, J )
+ T2 = B( JPVT( K ), J )
+ 70 CONTINUE
+ B( JPVT( K ), J ) = T1
+ WORK( 2*MN+K ) = DONE
+ T1 = T2
+ K = JPVT( K )
+ T2 = B( JPVT( K ), J )
+ IF( JPVT( K ).NE.I )
+ $ GO TO 70
+ B( I, J ) = T1
+ WORK( 2*MN+K ) = DONE
+ END IF
+ END IF
+ 80 CONTINUE
+ 90 CONTINUE
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
+ END IF
+*
+ 100 CONTINUE
+*
+ RETURN
+*
+* End of DGELSX
+*
+ END
diff --git a/src/lib/lapack/dgelsy.f b/src/lib/lapack/dgelsy.f
new file mode 100644
index 00000000..4334650f
--- /dev/null
+++ b/src/lib/lapack/dgelsy.f
@@ -0,0 +1,391 @@
+ SUBROUTINE DGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGELSY computes the minimum-norm solution to a real linear least
+* squares problem:
+* minimize || A * X - B ||
+* using a complete orthogonal factorization of A. A is an M-by-N
+* matrix which may be rank-deficient.
+*
+* Several right hand side vectors b and solution vectors x can be
+* handled in a single call; they are stored as the columns of the
+* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
+* matrix X.
+*
+* The routine first computes a QR factorization with column pivoting:
+* A * P = Q * [ R11 R12 ]
+* [ 0 R22 ]
+* with R11 defined as the largest leading submatrix whose estimated
+* condition number is less than 1/RCOND. The order of R11, RANK,
+* is the effective rank of A.
+*
+* Then, R22 is considered to be negligible, and R12 is annihilated
+* by orthogonal transformations from the right, arriving at the
+* complete orthogonal factorization:
+* A * P = Q * [ T11 0 ] * Z
+* [ 0 0 ]
+* The minimum-norm solution is then
+* X = P * Z' [ inv(T11)*Q1'*B ]
+* [ 0 ]
+* where Q1 consists of the first RANK columns of Q.
+*
+* This routine is basically identical to the original xGELSX except
+* three differences:
+* o The call to the subroutine xGEQPF has been substituted by the
+* the call to the subroutine xGEQP3. This subroutine is a Blas-3
+* version of the QR factorization with column pivoting.
+* o Matrix B (the right hand side) is updated with Blas-3.
+* o The permutation of matrix B (the right hand side) is faster and
+* more simple.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of
+* columns of matrices B and X. NRHS >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, A has been overwritten by details of its
+* complete orthogonal factorization.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the M-by-NRHS right hand side matrix B.
+* On exit, the N-by-NRHS solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,M,N).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
+* to the front of AP, otherwise column i is a free column.
+* On exit, if JPVT(i) = k, then the i-th column of AP
+* was the k-th column of A.
+*
+* RCOND (input) DOUBLE PRECISION
+* RCOND is used to determine the effective rank of A, which
+* is defined as the order of the largest leading triangular
+* submatrix R11 in the QR factorization with pivoting of A,
+* whose estimated condition number < 1/RCOND.
+*
+* RANK (output) INTEGER
+* The effective rank of A, i.e., the order of the submatrix
+* R11. This is the same as the order of the submatrix T11
+* in the complete orthogonal factorization of A.
+*
+* WORK (workspace/output) 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.
+* The unblocked strategy requires that:
+* LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ),
+* where MN = min( M, N ).
+* The block algorithm requires that:
+* LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ),
+* where NB is an upper bound on the blocksize returned
+* by ILAENV for the routines DGEQP3, DTZRZF, STZRQF, DORMQR,
+* and DORMRZ.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: If INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+* E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER IMAX, IMIN
+ PARAMETER ( IMAX = 1, IMIN = 2 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, LWKMIN,
+ $ LWKOPT, MN, NB, NB1, NB2, NB3, NB4
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX,
+ $ SMAXPR, SMIN, SMINPR, SMLNUM, WSIZE
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL ILAENV, DLAMCH, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEQP3, DLABAD, DLAIC1, DLASCL, DLASET,
+ $ DORMQR, DORMRZ, DTRSM, DTZRZF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M, N )
+ ISMIN = MN + 1
+ ISMAX = 2*MN + 1
+*
+* Test the input arguments.
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
+ INFO = -7
+ END IF
+*
+* Figure out optimal block size
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN
+ LWKMIN = 1
+ LWKOPT = 1
+ ELSE
+ NB1 = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ NB2 = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
+ NB3 = ILAENV( 1, 'DORMQR', ' ', M, N, NRHS, -1 )
+ NB4 = ILAENV( 1, 'DORMRQ', ' ', M, N, NRHS, -1 )
+ NB = MAX( NB1, NB2, NB3, NB4 )
+ LWKMIN = MN + MAX( 2*MN, N + 1, MN + NRHS )
+ LWKOPT = MAX( LWKMIN,
+ $ MN + 2*N + NB*( N + 1 ), 2*MN + NB*NRHS )
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELSY', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN
+ RANK = 0
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A, B if max entries outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
+ IASCL = 1
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
+ IASCL = 2
+ ELSE IF( ANRM.EQ.ZERO ) THEN
+*
+* Matrix all zero. Return zero solution.
+*
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ RANK = 0
+ GO TO 70
+ END IF
+*
+ BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 1
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 2
+ END IF
+*
+* Compute QR factorization with column pivoting of A:
+* A * P = Q * R
+*
+ CALL DGEQP3( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ),
+ $ LWORK-MN, INFO )
+ WSIZE = MN + WORK( MN+1 )
+*
+* workspace: MN+2*N+NB*(N+1).
+* Details of Householder rotations stored in WORK(1:MN).
+*
+* Determine RANK using incremental condition estimation
+*
+ WORK( ISMIN ) = ONE
+ WORK( ISMAX ) = ONE
+ SMAX = ABS( A( 1, 1 ) )
+ SMIN = SMAX
+ IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
+ RANK = 0
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ GO TO 70
+ ELSE
+ RANK = 1
+ END IF
+*
+ 10 CONTINUE
+ IF( RANK.LT.MN ) THEN
+ I = RANK + 1
+ CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
+ $ A( I, I ), SMINPR, S1, C1 )
+ CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
+ $ A( I, I ), SMAXPR, S2, C2 )
+*
+ IF( SMAXPR*RCOND.LE.SMINPR ) THEN
+ DO 20 I = 1, RANK
+ WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
+ WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
+ 20 CONTINUE
+ WORK( ISMIN+RANK ) = C1
+ WORK( ISMAX+RANK ) = C2
+ SMIN = SMINPR
+ SMAX = SMAXPR
+ RANK = RANK + 1
+ GO TO 10
+ END IF
+ END IF
+*
+* workspace: 3*MN.
+*
+* Logically partition R = [ R11 R12 ]
+* [ 0 R22 ]
+* where R11 = R(1:RANK,1:RANK)
+*
+* [R11,R12] = [ T11, 0 ] * Y
+*
+ IF( RANK.LT.N )
+ $ CALL DTZRZF( RANK, N, A, LDA, WORK( MN+1 ), WORK( 2*MN+1 ),
+ $ LWORK-2*MN, INFO )
+*
+* workspace: 2*MN.
+* Details of Householder rotations stored in WORK(MN+1:2*MN)
+*
+* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS)
+*
+ CALL DORMQR( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ),
+ $ B, LDB, WORK( 2*MN+1 ), LWORK-2*MN, INFO )
+ WSIZE = MAX( WSIZE, 2*MN+WORK( 2*MN+1 ) )
+*
+* workspace: 2*MN+NB*NRHS.
+*
+* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
+*
+ CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
+ $ NRHS, ONE, A, LDA, B, LDB )
+*
+ DO 40 J = 1, NRHS
+ DO 30 I = RANK + 1, N
+ B( I, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
+*
+ IF( RANK.LT.N ) THEN
+ CALL DORMRZ( 'Left', 'Transpose', N, NRHS, RANK, N-RANK, A,
+ $ LDA, WORK( MN+1 ), B, LDB, WORK( 2*MN+1 ),
+ $ LWORK-2*MN, INFO )
+ END IF
+*
+* workspace: 2*MN+NRHS.
+*
+* B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
+*
+ DO 60 J = 1, NRHS
+ DO 50 I = 1, N
+ WORK( JPVT( I ) ) = B( I, J )
+ 50 CONTINUE
+ CALL DCOPY( N, WORK( 1 ), 1, B( 1, J ), 1 )
+ 60 CONTINUE
+*
+* workspace: N.
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
+ END IF
+*
+ 70 CONTINUE
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of DGELSY
+*
+ END
diff --git a/src/lib/lapack/dgeql2.f b/src/lib/lapack/dgeql2.f
new file mode 100644
index 00000000..aa45113c
--- /dev/null
+++ b/src/lib/lapack/dgeql2.f
@@ -0,0 +1,122 @@
+ SUBROUTINE DGEQL2( M, N, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEQL2 computes a QL factorization of a real m by n matrix A:
+* A = Q * L.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, if m >= n, the lower triangle of the subarray
+* A(m-n+1:m,1:n) contains the n by n lower triangular matrix L;
+* if m <= n, the elements on and below the (n-m)-th
+* superdiagonal contain the m by n lower trapezoidal matrix L;
+* the remaining elements, with the array TAU, represent the
+* orthogonal matrix Q as a product of elementary reflectors
+* (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
+* A(1:m-k+i-1,n-k+i), and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K
+ DOUBLE PRECISION AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEQL2', -INFO )
+ RETURN
+ END IF
+*
+ K = MIN( M, N )
+*
+ DO 10 I = K, 1, -1
+*
+* Generate elementary reflector H(i) to annihilate
+* A(1:m-k+i-1,n-k+i)
+*
+ CALL DLARFG( M-K+I, A( M-K+I, N-K+I ), A( 1, N-K+I ), 1,
+ $ TAU( I ) )
+*
+* Apply H(i) to A(1:m-k+i,1:n-k+i-1) from the left
+*
+ AII = A( M-K+I, N-K+I )
+ A( M-K+I, N-K+I ) = ONE
+ CALL DLARF( 'Left', M-K+I, N-K+I-1, A( 1, N-K+I ), 1, TAU( I ),
+ $ A, LDA, WORK )
+ A( M-K+I, N-K+I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of DGEQL2
+*
+ END
diff --git a/src/lib/lapack/dgeqlf.f b/src/lib/lapack/dgeqlf.f
new file mode 100644
index 00000000..ec293574
--- /dev/null
+++ b/src/lib/lapack/dgeqlf.f
@@ -0,0 +1,213 @@
+ SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEQLF computes a QL factorization of a real M-by-N matrix A:
+* A = Q * L.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit,
+* if m >= n, the lower triangle of the subarray
+* A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
+* if m <= n, the elements on and below the (n-m)-th
+* superdiagonal contain the M-by-N lower trapezoidal matrix L;
+* the remaining elements, with the array TAU, represent the
+* orthogonal matrix Q as a product of elementary reflectors
+* (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
+* A(1:m-k+i-1,n-k+i), and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
+ $ MU, NB, NBMIN, NU, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQL2, DLARFB, DLARFT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ K = MIN( M, N )
+ IF( K.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+ NB = ILAENV( 1, 'DGEQLF', ' ', M, N, -1, -1 )
+ LWKOPT = N*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEQLF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( K.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 1
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DGEQLF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DGEQLF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code initially.
+* The last kk columns are handled by the block method.
+*
+ KI = ( ( K-NX-1 ) / NB )*NB
+ KK = MIN( K, KI+NB )
+*
+ DO 10 I = K - KK + KI + 1, K - KK + 1, -NB
+ IB = MIN( K-I+1, NB )
+*
+* Compute the QL factorization of the current block
+* A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1)
+*
+ CALL DGEQL2( M-K+I+IB-1, IB, A( 1, N-K+I ), LDA, TAU( I ),
+ $ WORK, IINFO )
+ IF( N-K+I.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB,
+ $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left
+*
+ CALL DLARFB( 'Left', 'Transpose', 'Backward',
+ $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB,
+ $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+ 10 CONTINUE
+ MU = M - K + I + NB - 1
+ NU = N - K + I + NB - 1
+ ELSE
+ MU = M
+ NU = N
+ END IF
+*
+* Use unblocked code to factor the last or only block
+*
+ IF( MU.GT.0 .AND. NU.GT.0 )
+ $ CALL DGEQL2( MU, NU, A, LDA, TAU, WORK, IINFO )
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DGEQLF
+*
+ END
diff --git a/src/lib/lapack/dgeqp3.f b/src/lib/lapack/dgeqp3.f
new file mode 100644
index 00000000..d6bc537d
--- /dev/null
+++ b/src/lib/lapack/dgeqp3.f
@@ -0,0 +1,287 @@
+ SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEQP3 computes a QR factorization with column pivoting of a
+* matrix A: A*P = Q*R using Level 3 BLAS.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the upper triangle of the array contains the
+* min(M,N)-by-N upper trapezoidal matrix R; the elements below
+* the diagonal, together with the array TAU, represent the
+* orthogonal matrix Q as a product of min(M,N) elementary
+* reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(J).ne.0, the J-th column of A is permuted
+* to the front of A*P (a leading column); if JPVT(J)=0,
+* the J-th column of A is a free column.
+* On exit, if JPVT(J)=K, then the J-th column of A*P was the
+* the K-th column of A.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO=0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= 3*N+1.
+* For optimal performance LWORK >= 2*N+( N+1 )*NB, where NB
+* is the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real/complex scalar, and v is a real/complex vector
+* with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
+* A(i+1:m,i), and tau in TAU(i).
+*
+* Based on contributions by
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* X. Sun, Computer Science Dept., Duke University, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER INB, INBMIN, IXOVER
+ PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
+ $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQRF, DLAQP2, DLAQPS, DORMQR, DSWAP, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DNRM2
+ EXTERNAL ILAENV, DNRM2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC INT, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test input arguments
+* ====================
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ MINMN = MIN( M, N )
+ IF( MINMN.EQ.0 ) THEN
+ IWS = 1
+ LWKOPT = 1
+ ELSE
+ IWS = 3*N + 1
+ NB = ILAENV( INB, 'DGEQRF', ' ', M, N, -1, -1 )
+ LWKOPT = 2*N + ( N + 1 )*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEQP3', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( MINMN.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+* Move initial columns up front.
+*
+ NFXD = 1
+ DO 10 J = 1, N
+ IF( JPVT( J ).NE.0 ) THEN
+ IF( J.NE.NFXD ) THEN
+ CALL DSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
+ JPVT( J ) = JPVT( NFXD )
+ JPVT( NFXD ) = J
+ ELSE
+ JPVT( J ) = J
+ END IF
+ NFXD = NFXD + 1
+ ELSE
+ JPVT( J ) = J
+ END IF
+ 10 CONTINUE
+ NFXD = NFXD - 1
+*
+* Factorize fixed columns
+* =======================
+*
+* Compute the QR factorization of fixed columns and update
+* remaining columns.
+*
+ IF( NFXD.GT.0 ) THEN
+ NA = MIN( M, NFXD )
+*CC CALL DGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
+ CALL DGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
+ IWS = MAX( IWS, INT( WORK( 1 ) ) )
+ IF( NA.LT.N ) THEN
+*CC CALL DORM2R( 'Left', 'Transpose', M, N-NA, NA, A, LDA,
+*CC $ TAU, A( 1, NA+1 ), LDA, WORK, INFO )
+ CALL DORMQR( 'Left', 'Transpose', M, N-NA, NA, A, LDA, TAU,
+ $ A( 1, NA+1 ), LDA, WORK, LWORK, INFO )
+ IWS = MAX( IWS, INT( WORK( 1 ) ) )
+ END IF
+ END IF
+*
+* Factorize free columns
+* ======================
+*
+ IF( NFXD.LT.MINMN ) THEN
+*
+ SM = M - NFXD
+ SN = N - NFXD
+ SMINMN = MINMN - NFXD
+*
+* Determine the block size.
+*
+ NB = ILAENV( INB, 'DGEQRF', ' ', SM, SN, -1, -1 )
+ NBMIN = 2
+ NX = 0
+*
+ IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( IXOVER, 'DGEQRF', ' ', SM, SN, -1,
+ $ -1 ) )
+*
+*
+ IF( NX.LT.SMINMN ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ MINWS = 2*SN + ( SN+1 )*NB
+ IWS = MAX( IWS, MINWS )
+ IF( LWORK.LT.MINWS ) THEN
+*
+* Not enough workspace to use optimal NB: Reduce NB and
+* determine the minimum value of NB.
+*
+ NB = ( LWORK-2*SN ) / ( SN+1 )
+ NBMIN = MAX( 2, ILAENV( INBMIN, 'DGEQRF', ' ', SM, SN,
+ $ -1, -1 ) )
+*
+*
+ END IF
+ END IF
+ END IF
+*
+* Initialize partial column norms. The first N elements of work
+* store the exact column norms.
+*
+ DO 20 J = NFXD + 1, N
+ WORK( J ) = DNRM2( SM, A( NFXD+1, J ), 1 )
+ WORK( N+J ) = WORK( J )
+ 20 CONTINUE
+*
+ IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
+ $ ( NX.LT.SMINMN ) ) THEN
+*
+* Use blocked code initially.
+*
+ J = NFXD + 1
+*
+* Compute factorization: while loop.
+*
+*
+ TOPBMN = MINMN - NX
+ 30 CONTINUE
+ IF( J.LE.TOPBMN ) THEN
+ JB = MIN( NB, TOPBMN-J+1 )
+*
+* Factorize JB columns among columns J:N.
+*
+ CALL DLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
+ $ JPVT( J ), TAU( J ), WORK( J ), WORK( N+J ),
+ $ WORK( 2*N+1 ), WORK( 2*N+JB+1 ), N-J+1 )
+*
+ J = J + FJB
+ GO TO 30
+ END IF
+ ELSE
+ J = NFXD + 1
+ END IF
+*
+* Use unblocked code to factor the last or only block.
+*
+*
+ IF( J.LE.MINMN )
+ $ CALL DLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
+ $ TAU( J ), WORK( J ), WORK( N+J ),
+ $ WORK( 2*N+1 ) )
+*
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DGEQP3
+*
+ END
diff --git a/src/lib/lapack/dgeqpf.f b/src/lib/lapack/dgeqpf.f
new file mode 100644
index 00000000..1b7acd6d
--- /dev/null
+++ b/src/lib/lapack/dgeqpf.f
@@ -0,0 +1,231 @@
+ SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO )
+*
+* -- LAPACK deprecated driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is deprecated and has been replaced by routine DGEQP3.
+*
+* DGEQPF computes a QR factorization with column pivoting of a
+* real M-by-N matrix A: A*P = Q*R.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the upper triangle of the array contains the
+* min(M,N)-by-N upper triangular matrix R; the elements
+* below the diagonal, together with the array TAU,
+* represent the orthogonal matrix Q as a product of
+* min(m,n) elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
+* to the front of A*P (a leading column); if JPVT(i) = 0,
+* the i-th column of A is a free column.
+* On exit, if JPVT(i) = k, then the i-th column of A*P
+* was the k-th column of A.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(n)
+*
+* Each H(i) has the form
+*
+* H = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i).
+*
+* The matrix P is represented in jpvt as follows: If
+* jpvt(j) = i
+* then the jth column of P is the ith canonical unit vector.
+*
+* Partial column norm updating strategy modified by
+* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
+* University of Zagreb, Croatia.
+* June 2006.
+* For more details see LAPACK Working Note 176.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ITEMP, J, MA, MN, PVT
+ DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQR2, DLARF, DLARFG, DORM2R, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DNRM2
+ EXTERNAL IDAMAX, DLAMCH, DNRM2
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEQPF', -INFO )
+ RETURN
+ END IF
+*
+ MN = MIN( M, N )
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Move initial columns up front
+*
+ ITEMP = 1
+ DO 10 I = 1, N
+ IF( JPVT( I ).NE.0 ) THEN
+ IF( I.NE.ITEMP ) THEN
+ CALL DSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 )
+ JPVT( I ) = JPVT( ITEMP )
+ JPVT( ITEMP ) = I
+ ELSE
+ JPVT( I ) = I
+ END IF
+ ITEMP = ITEMP + 1
+ ELSE
+ JPVT( I ) = I
+ END IF
+ 10 CONTINUE
+ ITEMP = ITEMP - 1
+*
+* Compute the QR factorization and update remaining columns
+*
+ IF( ITEMP.GT.0 ) THEN
+ MA = MIN( ITEMP, M )
+ CALL DGEQR2( M, MA, A, LDA, TAU, WORK, INFO )
+ IF( MA.LT.N ) THEN
+ CALL DORM2R( 'Left', 'Transpose', M, N-MA, MA, A, LDA, TAU,
+ $ A( 1, MA+1 ), LDA, WORK, INFO )
+ END IF
+ END IF
+*
+ IF( ITEMP.LT.MN ) THEN
+*
+* Initialize partial column norms. The first n elements of
+* work store the exact column norms.
+*
+ DO 20 I = ITEMP + 1, N
+ WORK( I ) = DNRM2( M-ITEMP, A( ITEMP+1, I ), 1 )
+ WORK( N+I ) = WORK( I )
+ 20 CONTINUE
+*
+* Compute factorization
+*
+ DO 40 I = ITEMP + 1, MN
+*
+* Determine ith pivot column and swap if necessary
+*
+ PVT = ( I-1 ) + IDAMAX( N-I+1, WORK( I ), 1 )
+*
+ IF( PVT.NE.I ) THEN
+ CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( I )
+ JPVT( I ) = ITEMP
+ WORK( PVT ) = WORK( I )
+ WORK( N+PVT ) = WORK( N+I )
+ END IF
+*
+* Generate elementary reflector H(i)
+*
+ IF( I.LT.M ) THEN
+ CALL DLARFG( M-I+1, A( I, I ), A( I+1, I ), 1, TAU( I ) )
+ ELSE
+ CALL DLARFG( 1, A( M, M ), A( M, M ), 1, TAU( M ) )
+ END IF
+*
+ IF( I.LT.N ) THEN
+*
+* Apply H(i) to A(i:m,i+1:n) from the left
+*
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL DLARF( 'LEFT', M-I+1, N-I, A( I, I ), 1, TAU( I ),
+ $ A( I, I+1 ), LDA, WORK( 2*N+1 ) )
+ A( I, I ) = AII
+ END IF
+*
+* Update partial column norms
+*
+ DO 30 J = I + 1, N
+ IF( WORK( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ABS( A( I, J ) ) / WORK( J )
+ TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
+ TEMP2 = TEMP*( WORK( J ) / WORK( N+J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ IF( M-I.GT.0 ) THEN
+ WORK( J ) = DNRM2( M-I, A( I+1, J ), 1 )
+ WORK( N+J ) = WORK( J )
+ ELSE
+ WORK( J ) = ZERO
+ WORK( N+J ) = ZERO
+ END IF
+ ELSE
+ WORK( J ) = WORK( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 30 CONTINUE
+*
+ 40 CONTINUE
+ END IF
+ RETURN
+*
+* End of DGEQPF
+*
+ END
diff --git a/src/lib/lapack/dgeqr2.f b/src/lib/lapack/dgeqr2.f
new file mode 100644
index 00000000..9872a162
--- /dev/null
+++ b/src/lib/lapack/dgeqr2.f
@@ -0,0 +1,121 @@
+ SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEQR2 computes a QR factorization of a real m by n matrix A:
+* A = Q * R.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, the elements on and above the diagonal of the array
+* contain the min(m,n) by n upper trapezoidal matrix R (R is
+* upper triangular if m >= n); the elements below the diagonal,
+* with the array TAU, represent the orthogonal matrix Q as a
+* product of elementary reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
+* and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K
+ DOUBLE PRECISION AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEQR2', -INFO )
+ RETURN
+ END IF
+*
+ K = MIN( M, N )
+*
+ DO 10 I = 1, K
+*
+* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
+*
+ CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
+ $ TAU( I ) )
+ IF( I.LT.N ) THEN
+*
+* Apply H(i) to A(i:m,i+1:n) from the left
+*
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
+ $ A( I, I+1 ), LDA, WORK )
+ A( I, I ) = AII
+ END IF
+ 10 CONTINUE
+ RETURN
+*
+* End of DGEQR2
+*
+ END
diff --git a/src/lib/lapack/dgeqrf.f b/src/lib/lapack/dgeqrf.f
new file mode 100644
index 00000000..1e940597
--- /dev/null
+++ b/src/lib/lapack/dgeqrf.f
@@ -0,0 +1,196 @@
+ SUBROUTINE DGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGEQRF computes a QR factorization of a real M-by-N matrix A:
+* A = Q * R.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the elements on and above the diagonal of the array
+* contain the min(M,N)-by-N upper trapezoidal matrix R (R is
+* upper triangular if m >= n); the elements below the diagonal,
+* with the array TAU, represent the orthogonal matrix Q as a
+* product of min(m,n) elementary reflectors (see Further
+* Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+* For optimum performance LWORK >= N*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
+* and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQR2, DLARFB, DLARFT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGEQRF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ K = MIN( M, N )
+ IF( K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DGEQRF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code initially
+*
+ DO 10 I = 1, K - NX, NB
+ IB = MIN( K-I+1, NB )
+*
+* Compute the QR factorization of the current block
+* A(i:m,i:i+ib-1)
+*
+ CALL DGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+ IF( I+IB.LE.N ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB,
+ $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H' to A(i:m,i+ib:n) from the left
+*
+ CALL DLARFB( 'Left', 'Transpose', 'Forward',
+ $ 'Columnwise', M-I+1, N-I-IB+1, IB,
+ $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
+ $ LDA, WORK( IB+1 ), LDWORK )
+ END IF
+ 10 CONTINUE
+ ELSE
+ I = 1
+ END IF
+*
+* Use unblocked code to factor the last or only block.
+*
+ IF( I.LE.K )
+ $ CALL DGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DGEQRF
+*
+ END
diff --git a/src/lib/lapack/dgerfs.f b/src/lib/lapack/dgerfs.f
new file mode 100644
index 00000000..bada6e56
--- /dev/null
+++ b/src/lib/lapack/dgerfs.f
@@ -0,0 +1,336 @@
+ SUBROUTINE DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
+ $ X, LDX, FERR, BERR, WORK, IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
+ $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGERFS improves the computed solution to a system of linear
+* equations and provides error bounds and backward error estimates for
+* the solution.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* Specifies the form of the system of equations:
+* = 'N': A * X = B (No transpose)
+* = 'T': A**T * X = B (Transpose)
+* = 'C': A**H * X = B (Conjugate transpose = Transpose)
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrices B and X. NRHS >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The original N-by-N matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* AF (input) DOUBLE PRECISION array, dimension (LDAF,N)
+* The factors L and U from the factorization A = P*L*U
+* as computed by DGETRF.
+*
+* LDAF (input) INTEGER
+* The leading dimension of the array AF. LDAF >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* The pivot indices from DGETRF; for 1<=i<=N, row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* The right hand side matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
+* On entry, the solution matrix X, as computed by DGETRS.
+* On exit, the improved solution matrix X.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X. LDX >= max(1,N).
+*
+* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
+* The estimated forward error bound for each solution vector
+* X(j) (the j-th column of the solution matrix X).
+* If XTRUE is the true solution corresponding to X(j), FERR(j)
+* is an estimated upper bound for the magnitude of the largest
+* element in (X(j) - XTRUE) divided by the magnitude of the
+* largest element in X(j). The estimate is as reliable as
+* the estimate for RCOND, and is almost always a slight
+* overestimate of the true error.
+*
+* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
+* The componentwise relative backward error of each solution
+* vector X(j) (i.e., the smallest relative change in
+* any element of A or B that makes X(j) an exact solution).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* IWORK (workspace) INTEGER array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Internal Parameters
+* ===================
+*
+* ITMAX is the maximum number of steps of iterative refinement.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 5 )
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D+0 )
+ DOUBLE PRECISION THREE
+ PARAMETER ( THREE = 3.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN
+ CHARACTER TRANST
+ INTEGER COUNT, I, J, K, KASE, NZ
+ DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMV, DGETRS, DLACN2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, DLAMCH
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+ $ LSAME( TRANS, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -10
+ ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
+ INFO = -12
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGERFS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
+ DO 10 J = 1, NRHS
+ FERR( J ) = ZERO
+ BERR( J ) = ZERO
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+* NZ = maximum number of nonzero elements in each row of A, plus 1
+*
+ NZ = N + 1
+ EPS = DLAMCH( 'Epsilon' )
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ SAFE1 = NZ*SAFMIN
+ SAFE2 = SAFE1 / EPS
+*
+* Do for each right hand side
+*
+ DO 140 J = 1, NRHS
+*
+ COUNT = 1
+ LSTRES = THREE
+ 20 CONTINUE
+*
+* Loop until stopping criterion is satisfied.
+*
+* Compute residual R = B - op(A) * X,
+* where op(A) = A, A**T, or A**H, depending on TRANS.
+*
+ CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 )
+ CALL DGEMV( TRANS, N, N, -ONE, A, LDA, X( 1, J ), 1, ONE,
+ $ WORK( N+1 ), 1 )
+*
+* Compute componentwise relative backward error from formula
+*
+* max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
+*
+* where abs(Z) is the componentwise absolute value of the matrix
+* or vector Z. If the i-th component of the denominator is less
+* than SAFE2, then SAFE1 is added to the i-th components of the
+* numerator and denominator before dividing.
+*
+ DO 30 I = 1, N
+ WORK( I ) = ABS( B( I, J ) )
+ 30 CONTINUE
+*
+* Compute abs(op(A))*abs(X) + abs(B).
+*
+ IF( NOTRAN ) THEN
+ DO 50 K = 1, N
+ XK = ABS( X( K, J ) )
+ DO 40 I = 1, N
+ WORK( I ) = WORK( I ) + ABS( A( I, K ) )*XK
+ 40 CONTINUE
+ 50 CONTINUE
+ ELSE
+ DO 70 K = 1, N
+ S = ZERO
+ DO 60 I = 1, N
+ S = S + ABS( A( I, K ) )*ABS( X( I, J ) )
+ 60 CONTINUE
+ WORK( K ) = WORK( K ) + S
+ 70 CONTINUE
+ END IF
+ S = ZERO
+ DO 80 I = 1, N
+ IF( WORK( I ).GT.SAFE2 ) THEN
+ S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) )
+ ELSE
+ S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) /
+ $ ( WORK( I )+SAFE1 ) )
+ END IF
+ 80 CONTINUE
+ BERR( J ) = S
+*
+* Test stopping criterion. Continue iterating if
+* 1) The residual BERR(J) is larger than machine epsilon, and
+* 2) BERR(J) decreased by at least a factor of 2 during the
+* last iteration, and
+* 3) At most ITMAX iterations tried.
+*
+ IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
+ $ COUNT.LE.ITMAX ) THEN
+*
+* Update solution and try again.
+*
+ CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N,
+ $ INFO )
+ CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 )
+ LSTRES = BERR( J )
+ COUNT = COUNT + 1
+ GO TO 20
+ END IF
+*
+* Bound error from formula
+*
+* norm(X - XTRUE) / norm(X) .le. FERR =
+* norm( abs(inv(op(A)))*
+* ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
+*
+* where
+* norm(Z) is the magnitude of the largest component of Z
+* inv(op(A)) is the inverse of op(A)
+* abs(Z) is the componentwise absolute value of the matrix or
+* vector Z
+* NZ is the maximum number of nonzeros in any row of A, plus 1
+* EPS is machine epsilon
+*
+* The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
+* is incremented by SAFE1 if the i-th component of
+* abs(op(A))*abs(X) + abs(B) is less than SAFE2.
+*
+* Use DLACN2 to estimate the infinity-norm of the matrix
+* inv(op(A)) * diag(W),
+* where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
+*
+ DO 90 I = 1, N
+ IF( WORK( I ).GT.SAFE2 ) THEN
+ WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I )
+ ELSE
+ WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1
+ END IF
+ 90 CONTINUE
+*
+ KASE = 0
+ 100 CONTINUE
+ CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ),
+ $ KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Multiply by diag(W)*inv(op(A)**T).
+*
+ CALL DGETRS( TRANST, N, 1, AF, LDAF, IPIV, WORK( N+1 ),
+ $ N, INFO )
+ DO 110 I = 1, N
+ WORK( N+I ) = WORK( I )*WORK( N+I )
+ 110 CONTINUE
+ ELSE
+*
+* Multiply by inv(op(A))*diag(W).
+*
+ DO 120 I = 1, N
+ WORK( N+I ) = WORK( I )*WORK( N+I )
+ 120 CONTINUE
+ CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N,
+ $ INFO )
+ END IF
+ GO TO 100
+ END IF
+*
+* Normalize error.
+*
+ LSTRES = ZERO
+ DO 130 I = 1, N
+ LSTRES = MAX( LSTRES, ABS( X( I, J ) ) )
+ 130 CONTINUE
+ IF( LSTRES.NE.ZERO )
+ $ FERR( J ) = FERR( J ) / LSTRES
+*
+ 140 CONTINUE
+*
+ RETURN
+*
+* End of DGERFS
+*
+ END
diff --git a/src/lib/lapack/dgerq2.f b/src/lib/lapack/dgerq2.f
new file mode 100644
index 00000000..4dfe8b0f
--- /dev/null
+++ b/src/lib/lapack/dgerq2.f
@@ -0,0 +1,122 @@
+ SUBROUTINE DGERQ2( M, N, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGERQ2 computes an RQ factorization of a real m by n matrix A:
+* A = R * Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, if m <= n, the upper triangle of the subarray
+* A(1:m,n-m+1:n) contains the m by m upper triangular matrix R;
+* if m >= n, the elements on and above the (m-n)-th subdiagonal
+* contain the m by n upper trapezoidal matrix R; the remaining
+* elements, with the array TAU, represent the orthogonal matrix
+* Q as a product of elementary reflectors (see Further
+* Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (M)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
+* A(m-k+i,1:n-k+i-1), and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K
+ DOUBLE PRECISION AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGERQ2', -INFO )
+ RETURN
+ END IF
+*
+ K = MIN( M, N )
+*
+ DO 10 I = K, 1, -1
+*
+* Generate elementary reflector H(i) to annihilate
+* A(m-k+i,1:n-k+i-1)
+*
+ CALL DLARFG( N-K+I, A( M-K+I, N-K+I ), A( M-K+I, 1 ), LDA,
+ $ TAU( I ) )
+*
+* Apply H(i) to A(1:m-k+i-1,1:n-k+i) from the right
+*
+ AII = A( M-K+I, N-K+I )
+ A( M-K+I, N-K+I ) = ONE
+ CALL DLARF( 'Right', M-K+I-1, N-K+I, A( M-K+I, 1 ), LDA,
+ $ TAU( I ), A, LDA, WORK )
+ A( M-K+I, N-K+I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of DGERQ2
+*
+ END
diff --git a/src/lib/lapack/dgerqf.f b/src/lib/lapack/dgerqf.f
new file mode 100644
index 00000000..3dc22652
--- /dev/null
+++ b/src/lib/lapack/dgerqf.f
@@ -0,0 +1,213 @@
+ SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGERQF computes an RQ factorization of a real M-by-N matrix A:
+* A = R * Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit,
+* if m <= n, the upper triangle of the subarray
+* A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R;
+* if m >= n, the elements on and above the (m-n)-th subdiagonal
+* contain the M-by-N upper trapezoidal matrix R;
+* the remaining elements, with the array TAU, represent the
+* orthogonal matrix Q as a product of min(m,n) elementary
+* reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,M).
+* For optimum performance LWORK >= M*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
+* A(m-k+i,1:n-k+i-1), and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
+ $ MU, NB, NBMIN, NU, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGERQ2, DLARFB, DLARFT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ K = MIN( M, N )
+ IF( K.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+ NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
+ LWKOPT = M*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGERQF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( K.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 1
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DGERQF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code initially.
+* The last kk rows are handled by the block method.
+*
+ KI = ( ( K-NX-1 ) / NB )*NB
+ KK = MIN( K, KI+NB )
+*
+ DO 10 I = K - KK + KI + 1, K - KK + 1, -NB
+ IB = MIN( K-I+1, NB )
+*
+* Compute the RQ factorization of the current block
+* A(m-k+i:m-k+i+ib-1,1:n-k+i+ib-1)
+*
+ CALL DGERQ2( IB, N-K+I+IB-1, A( M-K+I, 1 ), LDA, TAU( I ),
+ $ WORK, IINFO )
+ IF( M-K+I.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARFT( 'Backward', 'Rowwise', N-K+I+IB-1, IB,
+ $ A( M-K+I, 1 ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(1:m-k+i-1,1:n-k+i+ib-1) from the right
+*
+ CALL DLARFB( 'Right', 'No transpose', 'Backward',
+ $ 'Rowwise', M-K+I-1, N-K+I+IB-1, IB,
+ $ A( M-K+I, 1 ), LDA, WORK, LDWORK, A, LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+ 10 CONTINUE
+ MU = M - K + I + NB - 1
+ NU = N - K + I + NB - 1
+ ELSE
+ MU = M
+ NU = N
+ END IF
+*
+* Use unblocked code to factor the last or only block
+*
+ IF( MU.GT.0 .AND. NU.GT.0 )
+ $ CALL DGERQ2( MU, NU, A, LDA, TAU, WORK, IINFO )
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DGERQF
+*
+ END
diff --git a/src/lib/lapack/dgesc2.f b/src/lib/lapack/dgesc2.f
new file mode 100644
index 00000000..1b0331f5
--- /dev/null
+++ b/src/lib/lapack/dgesc2.f
@@ -0,0 +1,132 @@
+ SUBROUTINE DGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, N
+ DOUBLE PRECISION SCALE
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ DOUBLE PRECISION A( LDA, * ), RHS( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGESC2 solves a system of linear equations
+*
+* A * X = scale* RHS
+*
+* with a general N-by-N matrix A using the LU factorization with
+* complete pivoting computed by DGETC2.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the LU part of the factorization of the n-by-n
+* matrix A computed by DGETC2: A = P * L * U * Q
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, N).
+*
+* RHS (input/output) DOUBLE PRECISION array, dimension (N).
+* On entry, the right hand side vector b.
+* On exit, the solution vector X.
+*
+* IPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit, SCALE contains the scale factor. SCALE is chosen
+* 0 <= SCALE <= 1 to prevent owerflow in the solution.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, TWO
+ PARAMETER ( ONE = 1.0D+0, TWO = 2.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION BIGNUM, EPS, SMLNUM, TEMP
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASWP, DSCAL
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL IDAMAX, DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+*
+* Set constant to control owerflow
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Apply permutations IPIV to RHS
+*
+ CALL DLASWP( 1, RHS, LDA, 1, N-1, IPIV, 1 )
+*
+* Solve for L part
+*
+ DO 20 I = 1, N - 1
+ DO 10 J = I + 1, N
+ RHS( J ) = RHS( J ) - A( J, I )*RHS( I )
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Solve for U part
+*
+ SCALE = ONE
+*
+* Check for scaling
+*
+ I = IDAMAX( N, RHS, 1 )
+ IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN
+ TEMP = ( ONE / TWO ) / ABS( RHS( I ) )
+ CALL DSCAL( N, TEMP, RHS( 1 ), 1 )
+ SCALE = SCALE*TEMP
+ END IF
+*
+ DO 40 I = N, 1, -1
+ TEMP = ONE / A( I, I )
+ RHS( I ) = RHS( I )*TEMP
+ DO 30 J = I + 1, N
+ RHS( I ) = RHS( I ) - RHS( J )*( A( I, J )*TEMP )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Apply permutations JPIV to the solution (RHS)
+*
+ CALL DLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 )
+ RETURN
+*
+* End of DGESC2
+*
+ END
diff --git a/src/lib/lapack/dgesv.f b/src/lib/lapack/dgesv.f
new file mode 100644
index 00000000..220ef56f
--- /dev/null
+++ b/src/lib/lapack/dgesv.f
@@ -0,0 +1,107 @@
+ SUBROUTINE DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGESV computes the solution to a real system of linear equations
+* A * X = B,
+* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
+*
+* The LU decomposition with partial pivoting and row interchanges is
+* used to factor A as
+* A = P * L * U,
+* where P is a permutation matrix, L is unit lower triangular, and U is
+* upper triangular. The factored form of A is then used to solve the
+* system of equations A * X = B.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of linear equations, i.e., the order of the
+* matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the N-by-N coefficient matrix A.
+* On exit, the factors L and U from the factorization
+* A = P*L*U; the unit diagonal elements of L are not stored.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (output) INTEGER array, dimension (N)
+* The pivot indices that define the permutation matrix P;
+* row i of the matrix was interchanged with row IPIV(i).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the N-by-NRHS matrix of right hand side matrix B.
+* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
+* has been completed, but the factor U is exactly
+* singular, so the solution could not be computed.
+*
+* =====================================================================
+*
+* .. External Subroutines ..
+ EXTERNAL DGETRF, DGETRS, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGESV ', -INFO )
+ RETURN
+ END IF
+*
+* Compute the LU factorization of A.
+*
+ CALL DGETRF( N, N, A, LDA, IPIV, INFO )
+ IF( INFO.EQ.0 ) THEN
+*
+* Solve the system A*X = B, overwriting B with X.
+*
+ CALL DGETRS( 'No transpose', N, NRHS, A, LDA, IPIV, B, LDB,
+ $ INFO )
+ END IF
+ RETURN
+*
+* End of DGESV
+*
+ END
diff --git a/src/lib/lapack/dgesvd.f b/src/lib/lapack/dgesvd.f
new file mode 100644
index 00000000..0b62ca10
--- /dev/null
+++ b/src/lib/lapack/dgesvd.f
@@ -0,0 +1,3401 @@
+ SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBU, JOBVT
+ INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
+ $ VT( LDVT, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGESVD computes the singular value decomposition (SVD) of a real
+* M-by-N matrix A, optionally computing the left and/or right singular
+* vectors. The SVD is written
+*
+* A = U * SIGMA * transpose(V)
+*
+* where SIGMA is an M-by-N matrix which is zero except for its
+* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
+* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
+* are the singular values of A; they are real and non-negative, and
+* are returned in descending order. The first min(m,n) columns of
+* U and V are the left and right singular vectors of A.
+*
+* Note that the routine returns V**T, not V.
+*
+* Arguments
+* =========
+*
+* JOBU (input) CHARACTER*1
+* Specifies options for computing all or part of the matrix U:
+* = 'A': all M columns of U are returned in array U:
+* = 'S': the first min(m,n) columns of U (the left singular
+* vectors) are returned in the array U;
+* = 'O': the first min(m,n) columns of U (the left singular
+* vectors) are overwritten on the array A;
+* = 'N': no columns of U (no left singular vectors) are
+* computed.
+*
+* JOBVT (input) CHARACTER*1
+* Specifies options for computing all or part of the matrix
+* V**T:
+* = 'A': all N rows of V**T are returned in the array VT;
+* = 'S': the first min(m,n) rows of V**T (the right singular
+* vectors) are returned in the array VT;
+* = 'O': the first min(m,n) rows of V**T (the right singular
+* vectors) are overwritten on the array A;
+* = 'N': no rows of V**T (no right singular vectors) are
+* computed.
+*
+* JOBVT and JOBU cannot both be 'O'.
+*
+* M (input) INTEGER
+* The number of rows of the input matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the input matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit,
+* if JOBU = 'O', A is overwritten with the first min(m,n)
+* columns of U (the left singular vectors,
+* stored columnwise);
+* if JOBVT = 'O', A is overwritten with the first min(m,n)
+* rows of V**T (the right singular vectors,
+* stored rowwise);
+* if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A
+* are destroyed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* S (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The singular values of A, sorted so that S(i) >= S(i+1).
+*
+* U (output) DOUBLE PRECISION array, dimension (LDU,UCOL)
+* (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.
+* If JOBU = 'A', U contains the M-by-M orthogonal matrix U;
+* if JOBU = 'S', U contains the first min(m,n) columns of U
+* (the left singular vectors, stored columnwise);
+* if JOBU = 'N' or 'O', U is not referenced.
+*
+* LDU (input) INTEGER
+* The leading dimension of the array U. LDU >= 1; if
+* JOBU = 'S' or 'A', LDU >= M.
+*
+* VT (output) DOUBLE PRECISION array, dimension (LDVT,N)
+* If JOBVT = 'A', VT contains the N-by-N orthogonal matrix
+* V**T;
+* if JOBVT = 'S', VT contains the first min(m,n) rows of
+* V**T (the right singular vectors, stored rowwise);
+* if JOBVT = 'N' or 'O', VT is not referenced.
+*
+* LDVT (input) INTEGER
+* The leading dimension of the array VT. LDVT >= 1; if
+* JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
+* if INFO > 0, WORK(2:MIN(M,N)) contains the unconverged
+* superdiagonal elements of an upper bidiagonal matrix B
+* whose diagonal is in S (not necessarily sorted). B
+* satisfies A = U * B * VT, so it has the same singular values
+* as A, and singular vectors related by U and VT.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* LWORK >= MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)).
+* For good performance, LWORK should generally be larger.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if DBDSQR did not converge, INFO specifies how many
+* superdiagonals of an intermediate bidiagonal form B
+* did not converge to zero. See the description of WORK
+* above for details.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WNTUA, WNTUAS, WNTUN, WNTUO, WNTUS,
+ $ WNTVA, WNTVAS, WNTVN, WNTVO, WNTVS
+ INTEGER BDSPAC, BLK, CHUNK, I, IE, IERR, IR, ISCL,
+ $ ITAU, ITAUP, ITAUQ, IU, IWORK, LDWRKR, LDWRKU,
+ $ MAXWRK, MINMN, MINWRK, MNTHR, NCU, NCVT, NRU,
+ $ NRVT, WRKBL
+ DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DBDSQR, DGEBRD, DGELQF, DGEMM, DGEQRF, DLACPY,
+ $ DLASCL, DLASET, DORGBR, DORGLQ, DORGQR, DORMBR,
+ $ XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ MINMN = MIN( M, N )
+ WNTUA = LSAME( JOBU, 'A' )
+ WNTUS = LSAME( JOBU, 'S' )
+ WNTUAS = WNTUA .OR. WNTUS
+ WNTUO = LSAME( JOBU, 'O' )
+ WNTUN = LSAME( JOBU, 'N' )
+ WNTVA = LSAME( JOBVT, 'A' )
+ WNTVS = LSAME( JOBVT, 'S' )
+ WNTVAS = WNTVA .OR. WNTVS
+ WNTVO = LSAME( JOBVT, 'O' )
+ WNTVN = LSAME( JOBVT, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( .NOT.( WNTUA .OR. WNTUS .OR. WNTUO .OR. WNTUN ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.( WNTVA .OR. WNTVS .OR. WNTVO .OR. WNTVN ) .OR.
+ $ ( WNTVO .AND. WNTUO ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LDU.LT.1 .OR. ( WNTUAS .AND. LDU.LT.M ) ) THEN
+ INFO = -9
+ ELSE IF( LDVT.LT.1 .OR. ( WNTVA .AND. LDVT.LT.N ) .OR.
+ $ ( WNTVS .AND. LDVT.LT.MINMN ) ) THEN
+ INFO = -11
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* NB refers to the optimal block size for the immediately
+* following subroutine, as returned by ILAENV.)
+*
+ IF( INFO.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ IF( M.GE.N .AND. MINMN.GT.0 ) THEN
+*
+* Compute space needed for DBDSQR
+*
+ MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 )
+ BDSPAC = 5*N
+ IF( M.GE.MNTHR ) THEN
+ IF( WNTUN ) THEN
+*
+* Path 1 (M much larger than N, JOBU='N')
+*
+ MAXWRK = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1,
+ $ -1 )
+ MAXWRK = MAX( MAXWRK, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ IF( WNTVO .OR. WNTVAS )
+ $ MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MINWRK = MAX( 4*N, BDSPAC )
+ ELSE IF( WNTUO .AND. WNTVN ) THEN
+*
+* Path 2 (M much larger than N, JOBU='O', JOBVT='N')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = MAX( N*N+WRKBL, N*N+M*N+N )
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUO .AND. WNTVAS ) THEN
+*
+* Path 3 (M much larger than N, JOBU='O', JOBVT='S' or
+* 'A')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = MAX( N*N+WRKBL, N*N+M*N+N )
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUS .AND. WNTVN ) THEN
+*
+* Path 4 (M much larger than N, JOBU='S', JOBVT='N')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = N*N + WRKBL
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUS .AND. WNTVO ) THEN
+*
+* Path 5 (M much larger than N, JOBU='S', JOBVT='O')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = 2*N*N + WRKBL
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUS .AND. WNTVAS ) THEN
+*
+* Path 6 (M much larger than N, JOBU='S', JOBVT='S' or
+* 'A')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = N*N + WRKBL
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUA .AND. WNTVN ) THEN
+*
+* Path 7 (M much larger than N, JOBU='A', JOBVT='N')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'DORGQR', ' ', M,
+ $ M, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = N*N + WRKBL
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUA .AND. WNTVO ) THEN
+*
+* Path 8 (M much larger than N, JOBU='A', JOBVT='O')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'DORGQR', ' ', M,
+ $ M, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = 2*N*N + WRKBL
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ ELSE IF( WNTUA .AND. WNTVAS ) THEN
+*
+* Path 9 (M much larger than N, JOBU='A', JOBVT='S' or
+* 'A')
+*
+ WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'DORGQR', ' ', M,
+ $ M, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+2*N*
+ $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = N*N + WRKBL
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ END IF
+ ELSE
+*
+* Path 10 (M at least N, but not much larger)
+*
+ MAXWRK = 3*N + ( M+N )*ILAENV( 1, 'DGEBRD', ' ', M, N,
+ $ -1, -1 )
+ IF( WNTUS .OR. WNTUO )
+ $ MAXWRK = MAX( MAXWRK, 3*N+N*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, N, N, -1 ) )
+ IF( WNTUA )
+ $ MAXWRK = MAX( MAXWRK, 3*N+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, N, -1 ) )
+ IF( .NOT.WNTVN )
+ $ MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MINWRK = MAX( 3*N+M, BDSPAC )
+ END IF
+ ELSE IF( MINMN.GT.0 ) THEN
+*
+* Compute space needed for DBDSQR
+*
+ MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 )
+ BDSPAC = 5*M
+ IF( N.GE.MNTHR ) THEN
+ IF( WNTVN ) THEN
+*
+* Path 1t(N much larger than M, JOBVT='N')
+*
+ MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1,
+ $ -1 )
+ MAXWRK = MAX( MAXWRK, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ IF( WNTUO .OR. WNTUAS )
+ $ MAXWRK = MAX( MAXWRK, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MINWRK = MAX( 4*M, BDSPAC )
+ ELSE IF( WNTVO .AND. WNTUN ) THEN
+*
+* Path 2t(N much larger than M, JOBU='N', JOBVT='O')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = MAX( M*M+WRKBL, M*M+M*N+M )
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVO .AND. WNTUAS ) THEN
+*
+* Path 3t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='O')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = MAX( M*M+WRKBL, M*M+M*N+M )
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVS .AND. WNTUN ) THEN
+*
+* Path 4t(N much larger than M, JOBU='N', JOBVT='S')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = M*M + WRKBL
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVS .AND. WNTUO ) THEN
+*
+* Path 5t(N much larger than M, JOBU='O', JOBVT='S')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = 2*M*M + WRKBL
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVS .AND. WNTUAS ) THEN
+*
+* Path 6t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='S')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = M*M + WRKBL
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVA .AND. WNTUN ) THEN
+*
+* Path 7t(N much larger than M, JOBU='N', JOBVT='A')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'DORGLQ', ' ', N,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = M*M + WRKBL
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVA .AND. WNTUO ) THEN
+*
+* Path 8t(N much larger than M, JOBU='O', JOBVT='A')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'DORGLQ', ' ', N,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = 2*M*M + WRKBL
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ ELSE IF( WNTVA .AND. WNTUAS ) THEN
+*
+* Path 9t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='A')
+*
+ WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'DORGLQ', ' ', N,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+2*M*
+ $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, BDSPAC )
+ MAXWRK = M*M + WRKBL
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ END IF
+ ELSE
+*
+* Path 10t(N greater than M, but not much larger)
+*
+ MAXWRK = 3*M + ( M+N )*ILAENV( 1, 'DGEBRD', ' ', M, N,
+ $ -1, -1 )
+ IF( WNTVS .OR. WNTVO )
+ $ MAXWRK = MAX( MAXWRK, 3*M+M*
+ $ ILAENV( 1, 'DORGBR', 'P', M, N, M, -1 ) )
+ IF( WNTVA )
+ $ MAXWRK = MAX( MAXWRK, 3*M+N*
+ $ ILAENV( 1, 'DORGBR', 'P', N, N, M, -1 ) )
+ IF( .NOT.WNTUN )
+ $ MAXWRK = MAX( MAXWRK, 3*M+( M-1 )*
+ $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MINWRK = MAX( 3*M+N, BDSPAC )
+ END IF
+ END IF
+ MAXWRK = MAX( MAXWRK, MINWRK )
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGESVD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', M, N, A, LDA, DUM )
+ ISCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ISCL = 1
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ISCL = 1
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
+ END IF
+*
+ IF( M.GE.N ) THEN
+*
+* A has at least as many rows as columns. If A has sufficiently
+* more rows than columns, first reduce using the QR
+* decomposition (if sufficient workspace available)
+*
+ IF( M.GE.MNTHR ) THEN
+*
+ IF( WNTUN ) THEN
+*
+* Path 1 (M much larger than N, JOBU='N')
+* No left singular vectors to be computed
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Zero out below R
+*
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
+ IE = 1
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in A
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ NCVT = 0
+ IF( WNTVO .OR. WNTVAS ) THEN
+*
+* If right singular vectors desired, generate P'.
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ NCVT = N
+ END IF
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in A if desired
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, NCVT, 0, 0, S, WORK( IE ), A, LDA,
+ $ DUM, 1, DUM, 1, WORK( IWORK ), INFO )
+*
+* If right singular vectors desired in VT, copy them there
+*
+ IF( WNTVAS )
+ $ CALL DLACPY( 'F', N, N, A, LDA, VT, LDVT )
+*
+ ELSE IF( WNTUO .AND. WNTVN ) THEN
+*
+* Path 2 (M much larger than N, JOBU='O', JOBVT='N')
+* N left singular vectors to be overwritten on A and
+* no right singular vectors to be computed
+*
+ IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N+N )+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N, WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N+N )+N*N ) THEN
+*
+* WORK(IU) is LDA by N, WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is LDWRKU by N, WORK(IR) is N by N
+*
+ LDWRKU = ( LWORK-N*N-N ) / N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IR) and zero out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, WORK( IR+1 ),
+ $ LDWRKR )
+*
+* Generate Q in A
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing R
+* (Workspace: need N*N+4*N, prefer N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR)
+* (Workspace: need N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM, 1,
+ $ WORK( IR ), LDWRKR, DUM, 1,
+ $ WORK( IWORK ), INFO )
+ IU = IE + N
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IR), storing result in WORK(IU) and copying to A
+* (Workspace: need N*N+2*N, prefer N*N+M*N+N)
+*
+ DO 10 I = 1, M, LDWRKU
+ CHUNK = MIN( M-I+1, LDWRKU )
+ CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
+ $ LDA, WORK( IR ), LDWRKR, ZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL DLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
+ $ A( I, 1 ), LDA )
+ 10 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ IE = 1
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize A
+* (Workspace: need 3*N+M, prefer 3*N+(M+N)*NB)
+*
+ CALL DGEBRD( M, N, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing A
+* (Workspace: need 4*N, prefer 3*N+N*NB)
+*
+ CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM, 1,
+ $ A, LDA, DUM, 1, WORK( IWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUO .AND. WNTVAS ) THEN
+*
+* Path 3 (M much larger than N, JOBU='O', JOBVT='S' or 'A')
+* N left singular vectors to be overwritten on A and
+* N right singular vectors to be computed in VT
+*
+ IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N+N )+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N+N )+N*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is LDWRKU by N and WORK(IR) is N by N
+*
+ LDWRKU = ( LWORK-N*N-N ) / N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to VT, zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ VT( 2, 1 ), LDVT )
+*
+* Generate Q in A
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT, copying result to WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', N, N, VT, LDVT, WORK( IR ), LDWRKR )
+*
+* Generate left vectors bidiagonalizing R in WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing R in VT
+* (Workspace: need N*N+4*N-1, prefer N*N+3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR) and computing right
+* singular vectors of R in VT
+* (Workspace: need N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT, LDVT,
+ $ WORK( IR ), LDWRKR, DUM, 1,
+ $ WORK( IWORK ), INFO )
+ IU = IE + N
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IR), storing result in WORK(IU) and copying to A
+* (Workspace: need N*N+2*N, prefer N*N+M*N+N)
+*
+ DO 20 I = 1, M, LDWRKU
+ CHUNK = MIN( M-I+1, LDWRKU )
+ CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
+ $ LDA, WORK( IR ), LDWRKR, ZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL DLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
+ $ A( I, 1 ), LDA )
+ 20 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to VT, zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ VT( 2, 1 ), LDVT )
+*
+* Generate Q in A
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in A by left vectors bidiagonalizing R
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
+ $ WORK( ITAUQ ), A, LDA, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing R in VT
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A and computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT, LDVT,
+ $ A, LDA, DUM, 1, WORK( IWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUS ) THEN
+*
+ IF( WNTVN ) THEN
+*
+* Path 4 (M much larger than N, JOBU='S', JOBVT='N')
+* N left singular vectors to be computed in U and
+* no right singular vectors to be computed
+*
+ IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IR) is LDA by N
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is N by N
+*
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IR), zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ WORK( IR+1 ), LDWRKR )
+*
+* Generate Q in A
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing R in WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR)
+* (Workspace: need N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM,
+ $ 1, WORK( IR ), LDWRKR, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IR), storing result in U
+* (Workspace: need N*N)
+*
+ CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA,
+ $ WORK( IR ), LDWRKR, ZERO, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ),
+ $ LDA )
+*
+* Bidiagonalize R in A
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left vectors bidiagonalizing R
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM,
+ $ 1, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVO ) THEN
+*
+* Path 5 (M much larger than N, JOBU='S', JOBVT='O')
+* N left singular vectors to be computed in U and
+* N right singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*N*N+MAX( 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+N )*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is N by N and WORK(IR) is N by N
+*
+ LDWRKU = N
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need 2*N*N+2*N, prefer 2*N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ WORK( IU+1 ), LDWRKU )
+*
+* Generate Q in A
+* (Workspace: need 2*N*N+2*N, prefer 2*N*N+N+N*NB)
+*
+ CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to
+* WORK(IR)
+* (Workspace: need 2*N*N+4*N,
+* prefer 2*N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (Workspace: need 2*N*N+4*N, prefer 2*N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in WORK(IR)
+* (Workspace: need 2*N*N+4*N-1,
+* prefer 2*N*N+3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in WORK(IR)
+* (Workspace: need 2*N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ),
+ $ WORK( IR ), LDWRKR, WORK( IU ),
+ $ LDWRKU, DUM, 1, WORK( IWORK ), INFO )
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IU), storing result in U
+* (Workspace: need N*N)
+*
+ CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA,
+ $ WORK( IU ), LDWRKU, ZERO, U, LDU )
+*
+* Copy right singular vectors of R to A
+* (Workspace: need N*N)
+*
+ CALL DLACPY( 'F', N, N, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ),
+ $ LDA )
+*
+* Bidiagonalize R in A
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left vectors bidiagonalizing R
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing R in A
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), A,
+ $ LDA, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVAS ) THEN
+*
+* Path 6 (M much larger than N, JOBU='S', JOBVT='S'
+* or 'A')
+* N left singular vectors to be computed in U and
+* N right singular vectors to be computed in VT
+*
+ IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is N by N
+*
+ LDWRKU = N
+ END IF
+ ITAU = IU + LDWRKU*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ WORK( IU+1 ), LDWRKU )
+*
+* Generate Q in A
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to VT
+* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT,
+ $ LDVT )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (Workspace: need N*N+4*N-1,
+* prefer N*N+3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in VT
+* (Workspace: need N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT,
+ $ LDVT, WORK( IU ), LDWRKU, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IU), storing result in U
+* (Workspace: need N*N)
+*
+ CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA,
+ $ WORK( IU ), LDWRKU, ZERO, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to VT, zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ VT( 2, 1 ), LDVT )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in VT
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT,
+ $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ END IF
+*
+ ELSE IF( WNTUA ) THEN
+*
+ IF( WNTVN ) THEN
+*
+* Path 7 (M much larger than N, JOBU='A', JOBVT='N')
+* M left singular vectors to be computed in U and
+* no right singular vectors to be computed
+*
+ IF( LWORK.GE.N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IR) is LDA by N
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is N by N
+*
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Copy R to WORK(IR), zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ WORK( IR+1 ), LDWRKR )
+*
+* Generate Q in U
+* (Workspace: need N*N+N+M, prefer N*N+N+M*NB)
+*
+ CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in WORK(IR)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR)
+* (Workspace: need N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM,
+ $ 1, WORK( IR ), LDWRKR, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply Q in U by left singular vectors of R in
+* WORK(IR), storing result in A
+* (Workspace: need N*N)
+*
+ CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU,
+ $ WORK( IR ), LDWRKR, ZERO, A, LDA )
+*
+* Copy left singular vectors of A from A to U
+*
+ CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need N+M, prefer N+M*NB)
+*
+ CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ),
+ $ LDA )
+*
+* Bidiagonalize R in A
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in A
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM,
+ $ 1, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVO ) THEN
+*
+* Path 8 (M much larger than N, JOBU='A', JOBVT='O')
+* M left singular vectors to be computed in U and
+* N right singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+N )*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is N by N and WORK(IR) is N by N
+*
+ LDWRKU = N
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N*N+2*N, prefer 2*N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need 2*N*N+N+M, prefer 2*N*N+N+M*NB)
+*
+ CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ WORK( IU+1 ), LDWRKU )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to
+* WORK(IR)
+* (Workspace: need 2*N*N+4*N,
+* prefer 2*N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (Workspace: need 2*N*N+4*N, prefer 2*N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in WORK(IR)
+* (Workspace: need 2*N*N+4*N-1,
+* prefer 2*N*N+3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in WORK(IR)
+* (Workspace: need 2*N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ),
+ $ WORK( IR ), LDWRKR, WORK( IU ),
+ $ LDWRKU, DUM, 1, WORK( IWORK ), INFO )
+*
+* Multiply Q in U by left singular vectors of R in
+* WORK(IU), storing result in A
+* (Workspace: need N*N)
+*
+ CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU,
+ $ WORK( IU ), LDWRKU, ZERO, A, LDA )
+*
+* Copy left singular vectors of A from A to U
+*
+ CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
+*
+* Copy right singular vectors of R from WORK(IR) to A
+*
+ CALL DLACPY( 'F', N, N, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need N+M, prefer N+M*NB)
+*
+ CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ),
+ $ LDA )
+*
+* Bidiagonalize R in A
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in A
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in A
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), A,
+ $ LDA, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVAS ) THEN
+*
+* Path 9 (M much larger than N, JOBU='A', JOBVT='S'
+* or 'A')
+* M left singular vectors to be computed in U and
+* N right singular vectors to be computed in VT
+*
+ IF( LWORK.GE.N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is N by N
+*
+ LDWRKU = N
+ END IF
+ ITAU = IU + LDWRKU*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need N*N+N+M, prefer N*N+N+M*NB)
+*
+ CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ WORK( IU+1 ), LDWRKU )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to VT
+* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT,
+ $ LDVT )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (Workspace: need N*N+4*N, prefer N*N+3*N+N*NB)
+*
+ CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (Workspace: need N*N+4*N-1,
+* prefer N*N+3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in VT
+* (Workspace: need N*N+BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT,
+ $ LDVT, WORK( IU ), LDWRKU, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply Q in U by left singular vectors of R in
+* WORK(IU), storing result in A
+* (Workspace: need N*N)
+*
+ CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU,
+ $ WORK( IU ), LDWRKU, ZERO, A, LDA )
+*
+* Copy left singular vectors of A from A to U
+*
+ CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (Workspace: need N+M, prefer N+M*NB)
+*
+ CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R from A to VT, zeroing out below it
+*
+ CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
+ $ VT( 2, 1 ), LDVT )
+ IE = ITAU
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT
+* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+*
+ CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in VT
+* (Workspace: need 3*N+M, prefer 3*N+M*NB)
+*
+ CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT,
+ $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ END IF
+*
+ END IF
+*
+ ELSE
+*
+* M .LT. MNTHR
+*
+* Path 10 (M at least N, but not much larger)
+* Reduce to bidiagonal form without QR decomposition
+*
+ IE = 1
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize A
+* (Workspace: need 3*N+M, prefer 3*N+(M+N)*NB)
+*
+ CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ IF( WNTUAS ) THEN
+*
+* If left singular vectors desired in U, copy result to U
+* and generate left bidiagonalizing vectors in U
+* (Workspace: need 3*N+NCU, prefer 3*N+NCU*NB)
+*
+ CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
+ IF( WNTUS )
+ $ NCU = N
+ IF( WNTUA )
+ $ NCU = M
+ CALL DORGBR( 'Q', M, NCU, N, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVAS ) THEN
+*
+* If right singular vectors desired in VT, copy result to
+* VT and generate right bidiagonalizing vectors in VT
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTUO ) THEN
+*
+* If left singular vectors desired in A, generate left
+* bidiagonalizing vectors in A
+* (Workspace: need 4*N, prefer 3*N+N*NB)
+*
+ CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVO ) THEN
+*
+* If right singular vectors desired in A, generate right
+* bidiagonalizing vectors in A
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IWORK = IE + N
+ IF( WNTUAS .OR. WNTUO )
+ $ NRU = M
+ IF( WNTUN )
+ $ NRU = 0
+ IF( WNTVAS .OR. WNTVO )
+ $ NCVT = N
+ IF( WNTVN )
+ $ NCVT = 0
+ IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), VT,
+ $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), INFO )
+ ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), A, LDA,
+ $ U, LDU, DUM, 1, WORK( IWORK ), INFO )
+ ELSE
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in A and computing right singular
+* vectors in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), VT,
+ $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), INFO )
+ END IF
+*
+ END IF
+*
+ ELSE
+*
+* A has more columns than rows. If A has sufficiently more
+* columns than rows, first reduce using the LQ decomposition (if
+* sufficient workspace available)
+*
+ IF( N.GE.MNTHR ) THEN
+*
+ IF( WNTVN ) THEN
+*
+* Path 1t(N much larger than M, JOBVT='N')
+* No right singular vectors to be computed
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Zero out above L
+*
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA )
+ IE = 1
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in A
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ IF( WNTUO .OR. WNTUAS ) THEN
+*
+* If left singular vectors desired, generate Q
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IWORK = IE + M
+ NRU = 0
+ IF( WNTUO .OR. WNTUAS )
+ $ NRU = M
+*
+* Perform bidiagonal QR iteration, computing left singular
+* vectors of A in A if desired
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, 0, NRU, 0, S, WORK( IE ), DUM, 1, A,
+ $ LDA, DUM, 1, WORK( IWORK ), INFO )
+*
+* If left singular vectors desired in U, copy them there
+*
+ IF( WNTUAS )
+ $ CALL DLACPY( 'F', M, M, A, LDA, U, LDU )
+*
+ ELSE IF( WNTVO .AND. WNTUN ) THEN
+*
+* Path 2t(N much larger than M, JOBU='N', JOBVT='O')
+* M right singular vectors to be overwritten on A and
+* no left singular vectors to be computed
+*
+ IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N+M )+LDA*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N+M )+M*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by CHUNK and WORK(IR) is M by M
+*
+ LDWRKU = M
+ CHUNK = ( LWORK-M*M-M ) / M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IR) and zero out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ), LDWRKR )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IR+LDWRKR ), LDWRKR )
+*
+* Generate Q in A
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IR)
+* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing L
+* (Workspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of L in WORK(IR)
+* (Workspace: need M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ),
+ $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1,
+ $ WORK( IWORK ), INFO )
+ IU = IE + M
+*
+* Multiply right singular vectors of L in WORK(IR) by Q
+* in A, storing result in WORK(IU) and copying to A
+* (Workspace: need M*M+2*M, prefer M*M+M*N+M)
+*
+ DO 30 I = 1, N, CHUNK
+ BLK = MIN( N-I+1, CHUNK )
+ CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IR ),
+ $ LDWRKR, A( 1, I ), LDA, ZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL DLACPY( 'F', M, BLK, WORK( IU ), LDWRKU,
+ $ A( 1, I ), LDA )
+ 30 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ IE = 1
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize A
+* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
+*
+ CALL DGEBRD( M, N, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing A
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'L', M, N, 0, 0, S, WORK( IE ), A, LDA,
+ $ DUM, 1, DUM, 1, WORK( IWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVO .AND. WNTUAS ) THEN
+*
+* Path 3t(N much larger than M, JOBU='S' or 'A', JOBVT='O')
+* M right singular vectors to be overwritten on A and
+* M left singular vectors to be computed in U
+*
+ IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N+M )+LDA*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N+M )+M*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by CHUNK and WORK(IR) is M by M
+*
+ LDWRKU = M
+ CHUNK = ( LWORK-M*M-M ) / M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing about above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
+ $ LDU )
+*
+* Generate Q in A
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U, copying result to WORK(IR)
+* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, M, U, LDU, WORK( IR ), LDWRKR )
+*
+* Generate right vectors bidiagonalizing L in WORK(IR)
+* (Workspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing L in U
+* (Workspace: need M*M+4*M, prefer M*M+3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in U, and computing right
+* singular vectors of L in WORK(IR)
+* (Workspace: need M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
+ $ WORK( IR ), LDWRKR, U, LDU, DUM, 1,
+ $ WORK( IWORK ), INFO )
+ IU = IE + M
+*
+* Multiply right singular vectors of L in WORK(IR) by Q
+* in A, storing result in WORK(IU) and copying to A
+* (Workspace: need M*M+2*M, prefer M*M+M*N+M))
+*
+ DO 40 I = 1, N, CHUNK
+ BLK = MIN( N-I+1, CHUNK )
+ CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IR ),
+ $ LDWRKR, A( 1, I ), LDA, ZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL DLACPY( 'F', M, BLK, WORK( IU ), LDWRKU,
+ $ A( 1, I ), LDA )
+ 40 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
+ $ LDU )
+*
+* Generate Q in A
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right vectors bidiagonalizing L by Q in A
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU,
+ $ WORK( ITAUP ), A, LDA, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing L in U
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), A, LDA,
+ $ U, LDU, DUM, 1, WORK( IWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVS ) THEN
+*
+ IF( WNTUN ) THEN
+*
+* Path 4t(N much larger than M, JOBU='N', JOBVT='S')
+* M right singular vectors to be computed in VT and
+* no left singular vectors to be computed
+*
+ IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IR) is LDA by M
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is M by M
+*
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IR), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IR+LDWRKR ), LDWRKR )
+*
+* Generate Q in A
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IR)
+* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing L in
+* WORK(IR)
+* (Workspace: need M*M+4*M, prefer M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of L in WORK(IR)
+* (Workspace: need M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ),
+ $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IR) by
+* Q in A, storing result in VT
+* (Workspace: need M*M)
+*
+ CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IR ),
+ $ LDWRKR, A, LDA, ZERO, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy result to VT
+*
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
+ $ LDA )
+*
+* Bidiagonalize L in A
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right vectors bidiagonalizing L by Q in VT
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, 0, 0, S, WORK( IE ), VT,
+ $ LDVT, DUM, 1, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUO ) THEN
+*
+* Path 5t(N much larger than M, JOBU='O', JOBVT='S')
+* M right singular vectors to be computed in VT and
+* M left singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*M*M+MAX( 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+M )*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by M and WORK(IR) is M by M
+*
+ LDWRKU = M
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need 2*M*M+2*M, prefer 2*M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out below it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+*
+* Generate Q in A
+* (Workspace: need 2*M*M+2*M, prefer 2*M*M+M+M*NB)
+*
+ CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to
+* WORK(IR)
+* (Workspace: need 2*M*M+4*M,
+* prefer 2*M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (Workspace: need 2*M*M+4*M-1,
+* prefer 2*M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in WORK(IR)
+* (Workspace: need 2*M*M+4*M, prefer 2*M*M+3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in WORK(IR) and computing
+* right singular vectors of L in WORK(IU)
+* (Workspace: need 2*M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
+ $ WORK( IU ), LDWRKU, WORK( IR ),
+ $ LDWRKR, DUM, 1, WORK( IWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in A, storing result in VT
+* (Workspace: need M*M)
+*
+ CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
+ $ LDWRKU, A, LDA, ZERO, VT, LDVT )
+*
+* Copy left singular vectors of L to A
+* (Workspace: need M*M)
+*
+ CALL DLACPY( 'F', M, M, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
+ $ LDA )
+*
+* Bidiagonalize L in A
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right vectors bidiagonalizing L by Q in VT
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors of L in A
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, compute left
+* singular vectors of A in A and compute right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
+ $ LDVT, A, LDA, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUAS ) THEN
+*
+* Path 6t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='S')
+* M right singular vectors to be computed in VT and
+* M left singular vectors to be computed in U
+*
+ IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IU) is LDA by N
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is LDA by M
+*
+ LDWRKU = M
+ END IF
+ ITAU = IU + LDWRKU*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+*
+* Generate Q in A
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to U
+* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, U,
+ $ LDU )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (Workspace: need M*M+4*M-1,
+* prefer M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (Workspace: need M*M+4*M, prefer M*M+3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in U and computing right
+* singular vectors of L in WORK(IU)
+* (Workspace: need M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
+ $ WORK( IU ), LDWRKU, U, LDU, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in A, storing result in VT
+* (Workspace: need M*M)
+*
+ CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
+ $ LDWRKU, A, LDA, ZERO, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
+ $ LDU )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in U by Q
+* in VT
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
+ $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ END IF
+*
+ ELSE IF( WNTVA ) THEN
+*
+ IF( WNTUN ) THEN
+*
+* Path 7t(N much larger than M, JOBU='N', JOBVT='A')
+* N right singular vectors to be computed in VT and
+* no left singular vectors to be computed
+*
+ IF( LWORK.GE.M*M+MAX( N+M, 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IR) is LDA by M
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is M by M
+*
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Copy L to WORK(IR), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IR+LDWRKR ), LDWRKR )
+*
+* Generate Q in VT
+* (Workspace: need M*M+M+N, prefer M*M+M+N*NB)
+*
+ CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IR)
+* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in WORK(IR)
+* (Workspace: need M*M+4*M-1,
+* prefer M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of L in WORK(IR)
+* (Workspace: need M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ),
+ $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IR) by
+* Q in VT, storing result in A
+* (Workspace: need M*M)
+*
+ CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IR ),
+ $ LDWRKR, VT, LDVT, ZERO, A, LDA )
+*
+* Copy right singular vectors of A from A to VT
+*
+ CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need M+N, prefer M+N*NB)
+*
+ CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
+ $ LDA )
+*
+* Bidiagonalize L in A
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in A by Q
+* in VT
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, 0, 0, S, WORK( IE ), VT,
+ $ LDVT, DUM, 1, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUO ) THEN
+*
+* Path 8t(N much larger than M, JOBU='O', JOBVT='A')
+* N right singular vectors to be computed in VT and
+* M left singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*M*M+MAX( N+M, 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+M )*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by M and WORK(IR) is M by M
+*
+ LDWRKU = M
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need 2*M*M+2*M, prefer 2*M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need 2*M*M+M+N, prefer 2*M*M+M+N*NB)
+*
+ CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to
+* WORK(IR)
+* (Workspace: need 2*M*M+4*M,
+* prefer 2*M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (Workspace: need 2*M*M+4*M-1,
+* prefer 2*M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in WORK(IR)
+* (Workspace: need 2*M*M+4*M, prefer 2*M*M+3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in WORK(IR) and computing
+* right singular vectors of L in WORK(IU)
+* (Workspace: need 2*M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
+ $ WORK( IU ), LDWRKU, WORK( IR ),
+ $ LDWRKR, DUM, 1, WORK( IWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in VT, storing result in A
+* (Workspace: need M*M)
+*
+ CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
+ $ LDWRKU, VT, LDVT, ZERO, A, LDA )
+*
+* Copy right singular vectors of A from A to VT
+*
+ CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
+*
+* Copy left singular vectors of A from WORK(IR) to A
+*
+ CALL DLACPY( 'F', M, M, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need M+N, prefer M+N*NB)
+*
+ CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
+ $ LDA )
+*
+* Bidiagonalize L in A
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in A by Q
+* in VT
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in A
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A and computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
+ $ LDVT, A, LDA, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUAS ) THEN
+*
+* Path 9t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='A')
+* N right singular vectors to be computed in VT and
+* M left singular vectors to be computed in U
+*
+ IF( LWORK.GE.M*M+MAX( N+M, 4*M, BDSPAC ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IU) is LDA by M
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is M by M
+*
+ LDWRKU = M
+ END IF
+ ITAU = IU + LDWRKU*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need M*M+M+N, prefer M*M+M+N*NB)
+*
+ CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to U
+* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, U,
+ $ LDU )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (Workspace: need M*M+4*M, prefer M*M+3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (Workspace: need M*M+4*M, prefer M*M+3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in U and computing right
+* singular vectors of L in WORK(IU)
+* (Workspace: need M*M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
+ $ WORK( IU ), LDWRKU, U, LDU, DUM, 1,
+ $ WORK( IWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in VT, storing result in A
+* (Workspace: need M*M)
+*
+ CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
+ $ LDWRKU, VT, LDVT, ZERO, A, LDA )
+*
+* Copy right singular vectors of A from A to VT
+*
+ CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (Workspace: need M+N, prefer M+N*NB)
+*
+ CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
+ $ LDU )
+ IE = ITAU
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U
+* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in U by Q
+* in VT
+* (Workspace: need 3*M+N, prefer 3*M+N*NB)
+*
+ CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
+ $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
+ $ INFO )
+*
+ END IF
+*
+ END IF
+*
+ END IF
+*
+ ELSE
+*
+* N .LT. MNTHR
+*
+* Path 10t(N greater than M, but not much larger)
+* Reduce to bidiagonal form without LQ decomposition
+*
+ IE = 1
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize A
+* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
+*
+ CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ IF( WNTUAS ) THEN
+*
+* If left singular vectors desired in U, copy result to U
+* and generate left bidiagonalizing vectors in U
+* (Workspace: need 4*M-1, prefer 3*M+(M-1)*NB)
+*
+ CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL DORGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVAS ) THEN
+*
+* If right singular vectors desired in VT, copy result to
+* VT and generate right bidiagonalizing vectors in VT
+* (Workspace: need 3*M+NRVT, prefer 3*M+NRVT*NB)
+*
+ CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
+ IF( WNTVA )
+ $ NRVT = N
+ IF( WNTVS )
+ $ NRVT = M
+ CALL DORGBR( 'P', NRVT, N, M, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTUO ) THEN
+*
+* If left singular vectors desired in A, generate left
+* bidiagonalizing vectors in A
+* (Workspace: need 4*M-1, prefer 3*M+(M-1)*NB)
+*
+ CALL DORGBR( 'Q', M, M, N, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVO ) THEN
+*
+* If right singular vectors desired in A, generate right
+* bidiagonalizing vectors in A
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IWORK = IE + M
+ IF( WNTUAS .OR. WNTUO )
+ $ NRU = M
+ IF( WNTUN )
+ $ NRU = 0
+ IF( WNTVAS .OR. WNTVO )
+ $ NCVT = N
+ IF( WNTVN )
+ $ NCVT = 0
+ IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), VT,
+ $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), INFO )
+ ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), A, LDA,
+ $ U, LDU, DUM, 1, WORK( IWORK ), INFO )
+ ELSE
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in A and computing right singular
+* vectors in VT
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), VT,
+ $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), INFO )
+ END IF
+*
+ END IF
+*
+ END IF
+*
+* If DBDSQR failed to converge, copy unconverged superdiagonals
+* to WORK( 2:MINMN )
+*
+ IF( INFO.NE.0 ) THEN
+ IF( IE.GT.2 ) THEN
+ DO 50 I = 1, MINMN - 1
+ WORK( I+1 ) = WORK( I+IE-1 )
+ 50 CONTINUE
+ END IF
+ IF( IE.LT.2 ) THEN
+ DO 60 I = MINMN - 1, 1, -1
+ WORK( I+1 ) = WORK( I+IE-1 )
+ 60 CONTINUE
+ END IF
+ END IF
+*
+* Undo scaling if necessary
+*
+ IF( ISCL.EQ.1 ) THEN
+ IF( ANRM.GT.BIGNUM )
+ $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
+ $ IERR )
+ IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM )
+ $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1, WORK( 2 ),
+ $ MINMN, IERR )
+ IF( ANRM.LT.SMLNUM )
+ $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
+ $ IERR )
+ IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM )
+ $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1, WORK( 2 ),
+ $ MINMN, IERR )
+ END IF
+*
+* Return optimal workspace in WORK(1)
+*
+ WORK( 1 ) = MAXWRK
+*
+ RETURN
+*
+* End of DGESVD
+*
+ END
diff --git a/src/lib/lapack/dgesvx.f b/src/lib/lapack/dgesvx.f
new file mode 100644
index 00000000..0645a20c
--- /dev/null
+++ b/src/lib/lapack/dgesvx.f
@@ -0,0 +1,479 @@
+ SUBROUTINE DGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV,
+ $ EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR,
+ $ WORK, IWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER EQUED, FACT, TRANS
+ INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
+ $ BERR( * ), C( * ), FERR( * ), R( * ),
+ $ WORK( * ), X( LDX, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGESVX uses the LU factorization to compute the solution to a real
+* system of linear equations
+* A * X = B,
+* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
+*
+* Error bounds on the solution and a condition estimate are also
+* provided.
+*
+* Description
+* ===========
+*
+* The following steps are performed:
+*
+* 1. If FACT = 'E', real scaling factors are computed to equilibrate
+* the system:
+* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
+* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
+* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
+* Whether or not the system will be equilibrated depends on the
+* scaling of the matrix A, but if equilibration is used, A is
+* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
+* or diag(C)*B (if TRANS = 'T' or 'C').
+*
+* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the
+* matrix A (after equilibration if FACT = 'E') as
+* A = P * L * U,
+* where P is a permutation matrix, L is a unit lower triangular
+* matrix, and U is upper triangular.
+*
+* 3. If some U(i,i)=0, so that U is exactly singular, then the routine
+* returns with INFO = i. Otherwise, the factored form of A is used
+* to estimate the condition number of the matrix A. If the
+* reciprocal of the condition number is less than machine precision,
+* INFO = N+1 is returned as a warning, but the routine still goes on
+* to solve for X and compute error bounds as described below.
+*
+* 4. The system of equations is solved for X using the factored form
+* of A.
+*
+* 5. Iterative refinement is applied to improve the computed solution
+* matrix and calculate error bounds and backward error estimates
+* for it.
+*
+* 6. If equilibration was used, the matrix X is premultiplied by
+* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
+* that it solves the original system before equilibration.
+*
+* Arguments
+* =========
+*
+* FACT (input) CHARACTER*1
+* Specifies whether or not the factored form of the matrix A is
+* supplied on entry, and if not, whether the matrix A should be
+* equilibrated before it is factored.
+* = 'F': On entry, AF and IPIV contain the factored form of A.
+* If EQUED is not 'N', the matrix A has been
+* equilibrated with scaling factors given by R and C.
+* A, AF, and IPIV are not modified.
+* = 'N': The matrix A will be copied to AF and factored.
+* = 'E': The matrix A will be equilibrated if necessary, then
+* copied to AF and factored.
+*
+* TRANS (input) CHARACTER*1
+* Specifies the form of the system of equations:
+* = 'N': A * X = B (No transpose)
+* = 'T': A**T * X = B (Transpose)
+* = 'C': A**H * X = B (Transpose)
+*
+* N (input) INTEGER
+* The number of linear equations, i.e., the order of the
+* matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrices B and X. NRHS >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is
+* not 'N', then A must have been equilibrated by the scaling
+* factors in R and/or C. A is not modified if FACT = 'F' or
+* 'N', or if FACT = 'E' and EQUED = 'N' on exit.
+*
+* On exit, if EQUED .ne. 'N', A is scaled as follows:
+* EQUED = 'R': A := diag(R) * A
+* EQUED = 'C': A := A * diag(C)
+* EQUED = 'B': A := diag(R) * A * diag(C).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N)
+* If FACT = 'F', then AF is an input argument and on entry
+* contains the factors L and U from the factorization
+* A = P*L*U as computed by DGETRF. If EQUED .ne. 'N', then
+* AF is the factored form of the equilibrated matrix A.
+*
+* If FACT = 'N', then AF is an output argument and on exit
+* returns the factors L and U from the factorization A = P*L*U
+* of the original matrix A.
+*
+* If FACT = 'E', then AF is an output argument and on exit
+* returns the factors L and U from the factorization A = P*L*U
+* of the equilibrated matrix A (see the description of A for
+* the form of the equilibrated matrix).
+*
+* LDAF (input) INTEGER
+* The leading dimension of the array AF. LDAF >= max(1,N).
+*
+* IPIV (input or output) INTEGER array, dimension (N)
+* If FACT = 'F', then IPIV is an input argument and on entry
+* contains the pivot indices from the factorization A = P*L*U
+* as computed by DGETRF; row i of the matrix was interchanged
+* with row IPIV(i).
+*
+* If FACT = 'N', then IPIV is an output argument and on exit
+* contains the pivot indices from the factorization A = P*L*U
+* of the original matrix A.
+*
+* If FACT = 'E', then IPIV is an output argument and on exit
+* contains the pivot indices from the factorization A = P*L*U
+* of the equilibrated matrix A.
+*
+* EQUED (input or output) CHARACTER*1
+* Specifies the form of equilibration that was done.
+* = 'N': No equilibration (always true if FACT = 'N').
+* = 'R': Row equilibration, i.e., A has been premultiplied by
+* diag(R).
+* = 'C': Column equilibration, i.e., A has been postmultiplied
+* by diag(C).
+* = 'B': Both row and column equilibration, i.e., A has been
+* replaced by diag(R) * A * diag(C).
+* EQUED is an input argument if FACT = 'F'; otherwise, it is an
+* output argument.
+*
+* R (input or output) DOUBLE PRECISION array, dimension (N)
+* The row scale factors for A. If EQUED = 'R' or 'B', A is
+* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
+* is not accessed. R is an input argument if FACT = 'F';
+* otherwise, R is an output argument. If FACT = 'F' and
+* EQUED = 'R' or 'B', each element of R must be positive.
+*
+* C (input or output) DOUBLE PRECISION array, dimension (N)
+* The column scale factors for A. If EQUED = 'C' or 'B', A is
+* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
+* is not accessed. C is an input argument if FACT = 'F';
+* otherwise, C is an output argument. If FACT = 'F' and
+* EQUED = 'C' or 'B', each element of C must be positive.
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the N-by-NRHS right hand side matrix B.
+* On exit,
+* if EQUED = 'N', B is not modified;
+* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
+* diag(R)*B;
+* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
+* overwritten by diag(C)*B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
+* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
+* to the original system of equations. Note that A and B are
+* modified on exit if EQUED .ne. 'N', and the solution to the
+* equilibrated system is inv(diag(C))*X if TRANS = 'N' and
+* EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'
+* and EQUED = 'R' or 'B'.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X. LDX >= max(1,N).
+*
+* RCOND (output) DOUBLE PRECISION
+* The estimate of the reciprocal condition number of the matrix
+* A after equilibration (if done). If RCOND is less than the
+* machine precision (in particular, if RCOND = 0), the matrix
+* is singular to working precision. This condition is
+* indicated by a return code of INFO > 0.
+*
+* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
+* The estimated forward error bound for each solution vector
+* X(j) (the j-th column of the solution matrix X).
+* If XTRUE is the true solution corresponding to X(j), FERR(j)
+* is an estimated upper bound for the magnitude of the largest
+* element in (X(j) - XTRUE) divided by the magnitude of the
+* largest element in X(j). The estimate is as reliable as
+* the estimate for RCOND, and is almost always a slight
+* overestimate of the true error.
+*
+* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
+* The componentwise relative backward error of each solution
+* vector X(j) (i.e., the smallest relative change in
+* any element of A or B that makes X(j) an exact solution).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (4*N)
+* On exit, WORK(1) contains the reciprocal pivot growth
+* factor norm(A)/norm(U). The "max absolute element" norm is
+* used. If WORK(1) is much less than 1, then the stability
+* of the LU factorization of the (equilibrated) matrix A
+* could be poor. This also means that the solution X, condition
+* estimator RCOND, and forward error bound FERR could be
+* unreliable. If factorization fails with 0<INFO<=N, then
+* WORK(1) contains the reciprocal pivot growth factor for the
+* leading INFO columns of A.
+*
+* IWORK (workspace) INTEGER array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, and i is
+* <= N: U(i,i) is exactly zero. The factorization has
+* been completed, but the factor U is exactly
+* singular, so the solution and error bounds
+* could not be computed. RCOND = 0 is returned.
+* = N+1: U is nonsingular, but RCOND is less than machine
+* precision, meaning that the matrix is singular
+* to working precision. Nevertheless, the
+* solution and error bounds are computed because
+* there are a number of situations where the
+* computed solution can be more accurate than the
+* value of RCOND would suggest.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
+ CHARACTER NORM
+ INTEGER I, INFEQU, J
+ DOUBLE PRECISION AMAX, ANORM, BIGNUM, COLCND, RCMAX, RCMIN,
+ $ ROWCND, RPVGRW, SMLNUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, DLANGE, DLANTR
+ EXTERNAL LSAME, DLAMCH, DLANGE, DLANTR
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGECON, DGEEQU, DGERFS, DGETRF, DGETRS, DLACPY,
+ $ DLAQGE, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ NOFACT = LSAME( FACT, 'N' )
+ EQUIL = LSAME( FACT, 'E' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ IF( NOFACT .OR. EQUIL ) THEN
+ EQUED = 'N'
+ ROWEQU = .FALSE.
+ COLEQU = .FALSE.
+ ELSE
+ ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
+ COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
+ SMLNUM = DLAMCH( 'Safe minimum' )
+ BIGNUM = ONE / SMLNUM
+ END IF
+*
+* Test the input parameters.
+*
+ IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) )
+ $ THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+ $ LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
+ $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
+ INFO = -10
+ ELSE
+ IF( ROWEQU ) THEN
+ RCMIN = BIGNUM
+ RCMAX = ZERO
+ DO 10 J = 1, N
+ RCMIN = MIN( RCMIN, R( J ) )
+ RCMAX = MAX( RCMAX, R( J ) )
+ 10 CONTINUE
+ IF( RCMIN.LE.ZERO ) THEN
+ INFO = -11
+ ELSE IF( N.GT.0 ) THEN
+ ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
+ ELSE
+ ROWCND = ONE
+ END IF
+ END IF
+ IF( COLEQU .AND. INFO.EQ.0 ) THEN
+ RCMIN = BIGNUM
+ RCMAX = ZERO
+ DO 20 J = 1, N
+ RCMIN = MIN( RCMIN, C( J ) )
+ RCMAX = MAX( RCMAX, C( J ) )
+ 20 CONTINUE
+ IF( RCMIN.LE.ZERO ) THEN
+ INFO = -12
+ ELSE IF( N.GT.0 ) THEN
+ COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
+ ELSE
+ COLCND = ONE
+ END IF
+ END IF
+ IF( INFO.EQ.0 ) THEN
+ IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -14
+ ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
+ INFO = -16
+ END IF
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGESVX', -INFO )
+ RETURN
+ END IF
+*
+ IF( EQUIL ) THEN
+*
+* Compute row and column scalings to equilibrate the matrix A.
+*
+ CALL DGEEQU( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFEQU )
+ IF( INFEQU.EQ.0 ) THEN
+*
+* Equilibrate the matrix.
+*
+ CALL DLAQGE( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
+ $ EQUED )
+ ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
+ COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
+ END IF
+ END IF
+*
+* Scale the right hand side.
+*
+ IF( NOTRAN ) THEN
+ IF( ROWEQU ) THEN
+ DO 40 J = 1, NRHS
+ DO 30 I = 1, N
+ B( I, J ) = R( I )*B( I, J )
+ 30 CONTINUE
+ 40 CONTINUE
+ END IF
+ ELSE IF( COLEQU ) THEN
+ DO 60 J = 1, NRHS
+ DO 50 I = 1, N
+ B( I, J ) = C( I )*B( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+ IF( NOFACT .OR. EQUIL ) THEN
+*
+* Compute the LU factorization of A.
+*
+ CALL DLACPY( 'Full', N, N, A, LDA, AF, LDAF )
+ CALL DGETRF( N, N, AF, LDAF, IPIV, INFO )
+*
+* Return if INFO is non-zero.
+*
+ IF( INFO.GT.0 ) THEN
+*
+* Compute the reciprocal pivot growth factor of the
+* leading rank-deficient INFO columns of A.
+*
+ RPVGRW = DLANTR( 'M', 'U', 'N', INFO, INFO, AF, LDAF,
+ $ WORK )
+ IF( RPVGRW.EQ.ZERO ) THEN
+ RPVGRW = ONE
+ ELSE
+ RPVGRW = DLANGE( 'M', N, INFO, A, LDA, WORK ) / RPVGRW
+ END IF
+ WORK( 1 ) = RPVGRW
+ RCOND = ZERO
+ RETURN
+ END IF
+ END IF
+*
+* Compute the norm of the matrix A and the
+* reciprocal pivot growth factor RPVGRW.
+*
+ IF( NOTRAN ) THEN
+ NORM = '1'
+ ELSE
+ NORM = 'I'
+ END IF
+ ANORM = DLANGE( NORM, N, N, A, LDA, WORK )
+ RPVGRW = DLANTR( 'M', 'U', 'N', N, N, AF, LDAF, WORK )
+ IF( RPVGRW.EQ.ZERO ) THEN
+ RPVGRW = ONE
+ ELSE
+ RPVGRW = DLANGE( 'M', N, N, A, LDA, WORK ) / RPVGRW
+ END IF
+*
+* Compute the reciprocal of the condition number of A.
+*
+ CALL DGECON( NORM, N, AF, LDAF, ANORM, RCOND, WORK, IWORK, INFO )
+*
+* Compute the solution matrix X.
+*
+ CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
+ CALL DGETRS( TRANS, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO )
+*
+* Use iterative refinement to improve the computed solution and
+* compute error bounds and backward error estimates for it.
+*
+ CALL DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X,
+ $ LDX, FERR, BERR, WORK, IWORK, INFO )
+*
+* Transform the solution matrix X to a solution of the original
+* system.
+*
+ IF( NOTRAN ) THEN
+ IF( COLEQU ) THEN
+ DO 80 J = 1, NRHS
+ DO 70 I = 1, N
+ X( I, J ) = C( I )*X( I, J )
+ 70 CONTINUE
+ 80 CONTINUE
+ DO 90 J = 1, NRHS
+ FERR( J ) = FERR( J ) / COLCND
+ 90 CONTINUE
+ END IF
+ ELSE IF( ROWEQU ) THEN
+ DO 110 J = 1, NRHS
+ DO 100 I = 1, N
+ X( I, J ) = R( I )*X( I, J )
+ 100 CONTINUE
+ 110 CONTINUE
+ DO 120 J = 1, NRHS
+ FERR( J ) = FERR( J ) / ROWCND
+ 120 CONTINUE
+ END IF
+*
+ WORK( 1 ) = RPVGRW
+*
+* Set INFO = N+1 if the matrix is singular to working precision.
+*
+ IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
+ $ INFO = N + 1
+ RETURN
+*
+* End of DGESVX
+*
+ END
diff --git a/src/lib/lapack/dgetc2.f b/src/lib/lapack/dgetc2.f
new file mode 100644
index 00000000..5842b213
--- /dev/null
+++ b/src/lib/lapack/dgetc2.f
@@ -0,0 +1,146 @@
+ SUBROUTINE DGETC2( N, A, LDA, IPIV, JPIV, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGETC2 computes an LU factorization with complete pivoting of the
+* n-by-n matrix A. The factorization has the form A = P * L * U * Q,
+* where P and Q are permutation matrices, L is lower triangular with
+* unit diagonal elements and U is upper triangular.
+*
+* This is the Level 2 BLAS algorithm.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
+* On entry, the n-by-n matrix A to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U*Q; the unit diagonal elements of L are not stored.
+* If U(k, k) appears to be less than SMIN, U(k, k) is given the
+* value of SMIN, i.e., giving a nonsingular perturbed system.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (output) INTEGER array, dimension(N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (output) INTEGER array, dimension(N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* > 0: if INFO = k, U(k, k) is likely to produce owerflow if
+* we try to solve for x in Ax = b. So U is perturbed to
+* avoid the overflow.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IP, IPV, J, JP, JPV
+ DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGER, DSWAP
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Executable Statements ..
+*
+* Set constants to control overflow
+*
+ INFO = 0
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Factorize A using complete pivoting.
+* Set pivots less than SMIN to SMIN.
+*
+ DO 40 I = 1, N - 1
+*
+* Find max element in matrix A
+*
+ XMAX = ZERO
+ DO 20 IP = I, N
+ DO 10 JP = I, N
+ IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN
+ XMAX = ABS( A( IP, JP ) )
+ IPV = IP
+ JPV = JP
+ END IF
+ 10 CONTINUE
+ 20 CONTINUE
+ IF( I.EQ.1 )
+ $ SMIN = MAX( EPS*XMAX, SMLNUM )
+*
+* Swap rows
+*
+ IF( IPV.NE.I )
+ $ CALL DSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
+ IPIV( I ) = IPV
+*
+* Swap columns
+*
+ IF( JPV.NE.I )
+ $ CALL DSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 )
+ JPIV( I ) = JPV
+*
+* Check for singularity
+*
+ IF( ABS( A( I, I ) ).LT.SMIN ) THEN
+ INFO = I
+ A( I, I ) = SMIN
+ END IF
+ DO 30 J = I + 1, N
+ A( J, I ) = A( J, I ) / A( I, I )
+ 30 CONTINUE
+ CALL DGER( N-I, N-I, -ONE, A( I+1, I ), 1, A( I, I+1 ), LDA,
+ $ A( I+1, I+1 ), LDA )
+ 40 CONTINUE
+*
+ IF( ABS( A( N, N ) ).LT.SMIN ) THEN
+ INFO = N
+ A( N, N ) = SMIN
+ END IF
+*
+ RETURN
+*
+* End of DGETC2
+*
+ END
diff --git a/src/lib/lapack/dgetf2.f b/src/lib/lapack/dgetf2.f
new file mode 100644
index 00000000..573b1408
--- /dev/null
+++ b/src/lib/lapack/dgetf2.f
@@ -0,0 +1,147 @@
+ SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGETF2 computes an LU factorization of a general m-by-n matrix A
+* using partial pivoting with row interchanges.
+*
+* The factorization has the form
+* A = P * L * U
+* where P is a permutation matrix, L is lower triangular with unit
+* diagonal elements (lower trapezoidal if m > n), and U is upper
+* triangular (upper trapezoidal if m < n).
+*
+* This is the right-looking Level 2 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n matrix to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U; the unit diagonal elements of L are not stored.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* IPIV (output) INTEGER array, dimension (min(M,N))
+* The pivot indices; for 1 <= i <= min(M,N), row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+* > 0: if INFO = k, U(k,k) is exactly zero. The factorization
+* has been completed, but the factor U is exactly
+* singular, and division by zero will occur if it is used
+* to solve a system of equations.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION SFMIN
+ INTEGER I, J, JP
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ INTEGER IDAMAX
+ EXTERNAL DLAMCH, IDAMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGER, DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGETF2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Compute machine safe minimum
+*
+ SFMIN = DLAMCH('S')
+*
+ DO 10 J = 1, MIN( M, N )
+*
+* Find pivot and test for singularity.
+*
+ JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 )
+ IPIV( J ) = JP
+ IF( A( JP, J ).NE.ZERO ) THEN
+*
+* Apply the interchange to columns 1:N.
+*
+ IF( JP.NE.J )
+ $ CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
+*
+* Compute elements J+1:M of J-th column.
+*
+ IF( J.LT.M ) THEN
+ IF( ABS(A( J, J )) .GE. SFMIN ) THEN
+ CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
+ ELSE
+ DO 20 I = 1, M-J
+ A( J+I, J ) = A( J+I, J ) / A( J, J )
+ 20 CONTINUE
+ END IF
+ END IF
+*
+ ELSE IF( INFO.EQ.0 ) THEN
+*
+ INFO = J
+ END IF
+*
+ IF( J.LT.MIN( M, N ) ) THEN
+*
+* Update trailing submatrix.
+*
+ CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
+ $ A( J+1, J+1 ), LDA )
+ END IF
+ 10 CONTINUE
+ RETURN
+*
+* End of DGETF2
+*
+ END
diff --git a/src/lib/lapack/dgetrf.f b/src/lib/lapack/dgetrf.f
new file mode 100644
index 00000000..c5b9df33
--- /dev/null
+++ b/src/lib/lapack/dgetrf.f
@@ -0,0 +1,159 @@
+ SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGETRF computes an LU factorization of a general M-by-N matrix A
+* using partial pivoting with row interchanges.
+*
+* The factorization has the form
+* A = P * L * U
+* where P is a permutation matrix, L is lower triangular with unit
+* diagonal elements (lower trapezoidal if m > n), and U is upper
+* triangular (upper trapezoidal if m < n).
+*
+* This is the right-looking Level 3 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U; the unit diagonal elements of L are not stored.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* IPIV (output) INTEGER array, dimension (min(M,N))
+* The pivot indices; for 1 <= i <= min(M,N), row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
+* has been completed, but the factor U is exactly
+* singular, and division by zero will occur if it is used
+* to solve a system of equations.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IINFO, J, JB, NB
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DGETF2, DLASWP, DTRSM, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGETRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'DGETRF', ' ', M, N, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN
+*
+* Use unblocked code.
+*
+ CALL DGETF2( M, N, A, LDA, IPIV, INFO )
+ ELSE
+*
+* Use blocked code.
+*
+ DO 20 J = 1, MIN( M, N ), NB
+ JB = MIN( MIN( M, N )-J+1, NB )
+*
+* Factor diagonal and subdiagonal blocks and test for exact
+* singularity.
+*
+ CALL DGETF2( M-J+1, JB, A( J, J ), LDA, IPIV( J ), IINFO )
+*
+* Adjust INFO and the pivot indices.
+*
+ IF( INFO.EQ.0 .AND. IINFO.GT.0 )
+ $ INFO = IINFO + J - 1
+ DO 10 I = J, MIN( M, J+JB-1 )
+ IPIV( I ) = J - 1 + IPIV( I )
+ 10 CONTINUE
+*
+* Apply interchanges to columns 1:J-1.
+*
+ CALL DLASWP( J-1, A, LDA, J, J+JB-1, IPIV, 1 )
+*
+ IF( J+JB.LE.N ) THEN
+*
+* Apply interchanges to columns J+JB:N.
+*
+ CALL DLASWP( N-J-JB+1, A( 1, J+JB ), LDA, J, J+JB-1,
+ $ IPIV, 1 )
+*
+* Compute block row of U.
+*
+ CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB,
+ $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ),
+ $ LDA )
+ IF( J+JB.LE.M ) THEN
+*
+* Update trailing submatrix.
+*
+ CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1,
+ $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA,
+ $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ),
+ $ LDA )
+ END IF
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of DGETRF
+*
+ END
diff --git a/src/lib/lapack/dgetri.f b/src/lib/lapack/dgetri.f
new file mode 100644
index 00000000..9f1c1182
--- /dev/null
+++ b/src/lib/lapack/dgetri.f
@@ -0,0 +1,192 @@
+ SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGETRI computes the inverse of a matrix using the LU factorization
+* computed by DGETRF.
+*
+* This method inverts U and then computes inv(A) by solving the system
+* inv(A)*L = inv(U) for inv(A).
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the factors L and U from the factorization
+* A = P*L*U as computed by DGETRF.
+* On exit, if INFO = 0, the inverse of the original matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* The pivot indices from DGETRF; for 1<=i<=N, row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+* For optimal performance LWORK >= N*NB, where NB is
+* the optimal blocksize returned by ILAENV.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
+* singular and its inverse could not be computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
+ $ NBMIN, NN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -3
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGETRI', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Form inv(U). If INFO > 0 from DTRTRI, then U is singular,
+* and the inverse is not computed.
+*
+ CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
+ IF( INFO.GT.0 )
+ $ RETURN
+*
+ NBMIN = 2
+ LDWORK = N
+ IF( NB.GT.1 .AND. NB.LT.N ) THEN
+ IWS = MAX( LDWORK*NB, 1 )
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) )
+ END IF
+ ELSE
+ IWS = N
+ END IF
+*
+* Solve the equation inv(A)*L = inv(U) for inv(A).
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
+*
+* Use unblocked code.
+*
+ DO 20 J = N, 1, -1
+*
+* Copy current column of L to WORK and replace with zeros.
+*
+ DO 10 I = J + 1, N
+ WORK( I ) = A( I, J )
+ A( I, J ) = ZERO
+ 10 CONTINUE
+*
+* Compute current column of inv(A).
+*
+ IF( J.LT.N )
+ $ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
+ $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
+ 20 CONTINUE
+ ELSE
+*
+* Use blocked code.
+*
+ NN = ( ( N-1 ) / NB )*NB + 1
+ DO 50 J = NN, 1, -NB
+ JB = MIN( NB, N-J+1 )
+*
+* Copy current block column of L to WORK and replace with
+* zeros.
+*
+ DO 40 JJ = J, J + JB - 1
+ DO 30 I = JJ + 1, N
+ WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
+ A( I, JJ ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Compute current block column of inv(A).
+*
+ IF( J+JB.LE.N )
+ $ CALL DGEMM( 'No transpose', 'No transpose', N, JB,
+ $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
+ $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
+ CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
+ $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
+ 50 CONTINUE
+ END IF
+*
+* Apply column interchanges.
+*
+ DO 60 J = N - 1, 1, -1
+ JP = IPIV( J )
+ IF( JP.NE.J )
+ $ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
+ 60 CONTINUE
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DGETRI
+*
+ END
diff --git a/src/lib/lapack/dgetrs.f b/src/lib/lapack/dgetrs.f
new file mode 100644
index 00000000..b7d17b0a
--- /dev/null
+++ b/src/lib/lapack/dgetrs.f
@@ -0,0 +1,149 @@
+ SUBROUTINE DGETRS( TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER INFO, LDA, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGETRS solves a system of linear equations
+* A * X = B or A' * X = B
+* with a general N-by-N matrix A using the LU factorization computed
+* by DGETRF.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* Specifies the form of the system of equations:
+* = 'N': A * X = B (No transpose)
+* = 'T': A'* X = B (Transpose)
+* = 'C': A'* X = B (Conjugate transpose = Transpose)
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The factors L and U from the factorization A = P*L*U
+* as computed by DGETRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* The pivot indices from DGETRF; for 1<=i<=N, row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the right hand side matrix B.
+* On exit, the solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASWP, DTRSM, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+ $ LSAME( TRANS, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGETRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. NRHS.EQ.0 )
+ $ RETURN
+*
+ IF( NOTRAN ) THEN
+*
+* Solve A * X = B.
+*
+* Apply row interchanges to the right hand sides.
+*
+ CALL DLASWP( NRHS, B, LDB, 1, N, IPIV, 1 )
+*
+* Solve L*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', N, NRHS,
+ $ ONE, A, LDA, B, LDB )
+*
+* Solve U*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N,
+ $ NRHS, ONE, A, LDA, B, LDB )
+ ELSE
+*
+* Solve A' * X = B.
+*
+* Solve U'*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS,
+ $ ONE, A, LDA, B, LDB )
+*
+* Solve L'*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Unit', N, NRHS, ONE,
+ $ A, LDA, B, LDB )
+*
+* Apply row interchanges to the solution vectors.
+*
+ CALL DLASWP( NRHS, B, LDB, 1, N, IPIV, -1 )
+ END IF
+*
+ RETURN
+*
+* End of DGETRS
+*
+ END
diff --git a/src/lib/lapack/dggbak.f b/src/lib/lapack/dggbak.f
new file mode 100644
index 00000000..8ed9fbd4
--- /dev/null
+++ b/src/lib/lapack/dggbak.f
@@ -0,0 +1,220 @@
+ SUBROUTINE DGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V,
+ $ LDV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB, SIDE
+ INTEGER IHI, ILO, INFO, LDV, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION LSCALE( * ), RSCALE( * ), V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGGBAK forms the right or left eigenvectors of a real generalized
+* eigenvalue problem A*x = lambda*B*x, by backward transformation on
+* the computed eigenvectors of the balanced pair of matrices output by
+* DGGBAL.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the type of backward transformation required:
+* = 'N': do nothing, return immediately;
+* = 'P': do backward transformation for permutation only;
+* = 'S': do backward transformation for scaling only;
+* = 'B': do backward transformations for both permutation and
+* scaling.
+* JOB must be the same as the argument JOB supplied to DGGBAL.
+*
+* SIDE (input) CHARACTER*1
+* = 'R': V contains right eigenvectors;
+* = 'L': V contains left eigenvectors.
+*
+* N (input) INTEGER
+* The number of rows of the matrix V. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* The integers ILO and IHI determined by DGGBAL.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* LSCALE (input) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and/or scaling factors applied
+* to the left side of A and B, as returned by DGGBAL.
+*
+* RSCALE (input) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and/or scaling factors applied
+* to the right side of A and B, as returned by DGGBAL.
+*
+* M (input) INTEGER
+* The number of columns of the matrix V. M >= 0.
+*
+* V (input/output) DOUBLE PRECISION array, dimension (LDV,M)
+* On entry, the matrix of right or left eigenvectors to be
+* transformed, as returned by DTGEVC.
+* On exit, V is overwritten by the transformed eigenvectors.
+*
+* LDV (input) INTEGER
+* The leading dimension of the matrix V. LDV >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* See R.C. Ward, Balancing the generalized eigenvalue problem,
+* SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LEFTV, RIGHTV
+ INTEGER I, K
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ RIGHTV = LSAME( SIDE, 'R' )
+ LEFTV = LSAME( SIDE, 'L' )
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -4
+ ELSE IF( N.EQ.0 .AND. IHI.EQ.0 .AND. ILO.NE.1 ) THEN
+ INFO = -4
+ ELSE IF( N.GT.0 .AND. ( IHI.LT.ILO .OR. IHI.GT.MAX( 1, N ) ) )
+ $ THEN
+ INFO = -5
+ ELSE IF( N.EQ.0 .AND. ILO.EQ.1 .AND. IHI.NE.0 ) THEN
+ INFO = -5
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -8
+ ELSE IF( LDV.LT.MAX( 1, N ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGGBAK', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( M.EQ.0 )
+ $ RETURN
+ IF( LSAME( JOB, 'N' ) )
+ $ RETURN
+*
+ IF( ILO.EQ.IHI )
+ $ GO TO 30
+*
+* Backward balance
+*
+ IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN
+*
+* Backward transformation on right eigenvectors
+*
+ IF( RIGHTV ) THEN
+ DO 10 I = ILO, IHI
+ CALL DSCAL( M, RSCALE( I ), V( I, 1 ), LDV )
+ 10 CONTINUE
+ END IF
+*
+* Backward transformation on left eigenvectors
+*
+ IF( LEFTV ) THEN
+ DO 20 I = ILO, IHI
+ CALL DSCAL( M, LSCALE( I ), V( I, 1 ), LDV )
+ 20 CONTINUE
+ END IF
+ END IF
+*
+* Backward permutation
+*
+ 30 CONTINUE
+ IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN
+*
+* Backward permutation on right eigenvectors
+*
+ IF( RIGHTV ) THEN
+ IF( ILO.EQ.1 )
+ $ GO TO 50
+*
+ DO 40 I = ILO - 1, 1, -1
+ K = RSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 40
+ CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 40 CONTINUE
+*
+ 50 CONTINUE
+ IF( IHI.EQ.N )
+ $ GO TO 70
+ DO 60 I = IHI + 1, N
+ K = RSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 60
+ CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 60 CONTINUE
+ END IF
+*
+* Backward permutation on left eigenvectors
+*
+ 70 CONTINUE
+ IF( LEFTV ) THEN
+ IF( ILO.EQ.1 )
+ $ GO TO 90
+ DO 80 I = ILO - 1, 1, -1
+ K = LSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 80
+ CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 80 CONTINUE
+*
+ 90 CONTINUE
+ IF( IHI.EQ.N )
+ $ GO TO 110
+ DO 100 I = IHI + 1, N
+ K = LSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 100
+ CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 100 CONTINUE
+ END IF
+ END IF
+*
+ 110 CONTINUE
+*
+ RETURN
+*
+* End of DGGBAK
+*
+ END
diff --git a/src/lib/lapack/dggbal.f b/src/lib/lapack/dggbal.f
new file mode 100644
index 00000000..2034880a
--- /dev/null
+++ b/src/lib/lapack/dggbal.f
@@ -0,0 +1,469 @@
+ SUBROUTINE DGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE,
+ $ RSCALE, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB
+ INTEGER IHI, ILO, INFO, LDA, LDB, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), LSCALE( * ),
+ $ RSCALE( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGGBAL balances a pair of general real matrices (A,B). This
+* involves, first, permuting A and B by similarity transformations to
+* isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N
+* elements on the diagonal; and second, applying a diagonal similarity
+* transformation to rows and columns ILO to IHI to make the rows
+* and columns as close in norm as possible. Both steps are optional.
+*
+* Balancing may reduce the 1-norm of the matrices, and improve the
+* accuracy of the computed eigenvalues and/or eigenvectors in the
+* generalized eigenvalue problem A*x = lambda*B*x.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the operations to be performed on A and B:
+* = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0
+* and RSCALE(I) = 1.0 for i = 1,...,N.
+* = 'P': permute only;
+* = 'S': scale only;
+* = 'B': both permute and scale.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the input matrix A.
+* On exit, A is overwritten by the balanced matrix.
+* If JOB = 'N', A is not referenced.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
+* On entry, the input matrix B.
+* On exit, B is overwritten by the balanced matrix.
+* If JOB = 'N', B is not referenced.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* ILO (output) INTEGER
+* IHI (output) INTEGER
+* ILO and IHI are set to integers such that on exit
+* A(i,j) = 0 and B(i,j) = 0 if i > j and
+* j = 1,...,ILO-1 or i = IHI+1,...,N.
+* If JOB = '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 P(j) is the index of the
+* row interchanged with row j, and D(j)
+* is the scaling factor applied to row j, then
+* LSCALE(j) = P(j) for J = 1,...,ILO-1
+* = D(j) for J = ILO,...,IHI
+* = P(j) for J = IHI+1,...,N.
+* The order in which the interchanges are made is N to IHI+1,
+* then 1 to ILO-1.
+*
+* RSCALE (output) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and scaling factors applied
+* to the right side of A and B. If P(j) is the index of the
+* column interchanged with column j, and D(j)
+* is the scaling factor applied to column j, then
+* LSCALE(j) = P(j) for J = 1,...,ILO-1
+* = D(j) for J = ILO,...,IHI
+* = P(j) for J = IHI+1,...,N.
+* The order in which the interchanges are made is N to IHI+1,
+* then 1 to ILO-1.
+*
+* WORK (workspace) REAL array, dimension (lwork)
+* lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and
+* at least 1 when JOB = 'N' or 'P'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* See R.C. WARD, Balancing the generalized eigenvalue problem,
+* SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, HALF, ONE
+ PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION THREE, SCLFAC
+ PARAMETER ( THREE = 3.0D+0, SCLFAC = 1.0D+1 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ICAB, IFLOW, IP1, IR, IRAB, IT, J, JC, JP1,
+ $ K, KOUNT, L, LCAB, LM1, LRAB, LSFMAX, LSFMIN,
+ $ M, NR, NRP2
+ DOUBLE PRECISION ALPHA, BASL, BETA, CAB, CMAX, COEF, COEF2,
+ $ COEF5, COR, EW, EWC, GAMMA, PGAMMA, RAB, SFMAX,
+ $ SFMIN, SUM, T, TA, TB, TC
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DDOT, DLAMCH
+ EXTERNAL LSAME, IDAMAX, DDOT, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, INT, LOG10, MAX, MIN, SIGN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGGBAL', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ ILO = 1
+ IHI = N
+ RETURN
+ END IF
+*
+ IF( N.EQ.1 ) THEN
+ ILO = 1
+ IHI = N
+ LSCALE( 1 ) = ONE
+ RSCALE( 1 ) = ONE
+ RETURN
+ END IF
+*
+ IF( LSAME( JOB, 'N' ) ) THEN
+ ILO = 1
+ IHI = N
+ DO 10 I = 1, N
+ LSCALE( I ) = ONE
+ RSCALE( I ) = ONE
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ K = 1
+ L = N
+ IF( LSAME( JOB, 'S' ) )
+ $ GO TO 190
+*
+ GO TO 30
+*
+* Permute the matrices A and B to isolate the eigenvalues.
+*
+* Find row with one nonzero in columns 1 through L
+*
+ 20 CONTINUE
+ L = LM1
+ IF( L.NE.1 )
+ $ GO TO 30
+*
+ RSCALE( 1 ) = ONE
+ LSCALE( 1 ) = ONE
+ GO TO 190
+*
+ 30 CONTINUE
+ LM1 = L - 1
+ DO 80 I = L, 1, -1
+ DO 40 J = 1, LM1
+ JP1 = J + 1
+ IF( A( I, J ).NE.ZERO .OR. B( I, J ).NE.ZERO )
+ $ GO TO 50
+ 40 CONTINUE
+ J = L
+ GO TO 70
+*
+ 50 CONTINUE
+ DO 60 J = JP1, L
+ IF( A( I, J ).NE.ZERO .OR. B( I, J ).NE.ZERO )
+ $ GO TO 80
+ 60 CONTINUE
+ J = JP1 - 1
+*
+ 70 CONTINUE
+ M = L
+ IFLOW = 1
+ GO TO 160
+ 80 CONTINUE
+ GO TO 100
+*
+* Find column with one nonzero in rows K through N
+*
+ 90 CONTINUE
+ K = K + 1
+*
+ 100 CONTINUE
+ DO 150 J = K, L
+ DO 110 I = K, LM1
+ IP1 = I + 1
+ IF( A( I, J ).NE.ZERO .OR. B( I, J ).NE.ZERO )
+ $ GO TO 120
+ 110 CONTINUE
+ I = L
+ GO TO 140
+ 120 CONTINUE
+ DO 130 I = IP1, L
+ IF( A( I, J ).NE.ZERO .OR. B( I, J ).NE.ZERO )
+ $ GO TO 150
+ 130 CONTINUE
+ I = IP1 - 1
+ 140 CONTINUE
+ M = K
+ IFLOW = 2
+ GO TO 160
+ 150 CONTINUE
+ GO TO 190
+*
+* Permute rows M and I
+*
+ 160 CONTINUE
+ LSCALE( M ) = I
+ IF( I.EQ.M )
+ $ GO TO 170
+ CALL DSWAP( N-K+1, A( I, K ), LDA, A( M, K ), LDA )
+ CALL DSWAP( N-K+1, B( I, K ), LDB, B( M, K ), LDB )
+*
+* Permute columns M and J
+*
+ 170 CONTINUE
+ RSCALE( M ) = J
+ IF( J.EQ.M )
+ $ GO TO 180
+ CALL DSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
+ CALL DSWAP( L, B( 1, J ), 1, B( 1, M ), 1 )
+*
+ 180 CONTINUE
+ GO TO ( 20, 90 )IFLOW
+*
+ 190 CONTINUE
+ ILO = K
+ IHI = L
+*
+ IF( LSAME( JOB, 'P' ) ) THEN
+ DO 195 I = ILO, IHI
+ LSCALE( I ) = ONE
+ RSCALE( I ) = ONE
+ 195 CONTINUE
+ RETURN
+ END IF
+*
+ IF( ILO.EQ.IHI )
+ $ RETURN
+*
+* Balance the submatrix in rows ILO to IHI.
+*
+ NR = IHI - ILO + 1
+ DO 200 I = ILO, IHI
+ RSCALE( I ) = ZERO
+ LSCALE( I ) = ZERO
+*
+ WORK( I ) = ZERO
+ WORK( I+N ) = ZERO
+ WORK( I+2*N ) = ZERO
+ WORK( I+3*N ) = ZERO
+ WORK( I+4*N ) = ZERO
+ WORK( I+5*N ) = ZERO
+ 200 CONTINUE
+*
+* Compute right side vector in resulting linear equations
+*
+ BASL = LOG10( SCLFAC )
+ DO 240 I = ILO, IHI
+ DO 230 J = ILO, IHI
+ TB = B( I, J )
+ TA = A( I, J )
+ IF( TA.EQ.ZERO )
+ $ GO TO 210
+ TA = LOG10( ABS( TA ) ) / BASL
+ 210 CONTINUE
+ IF( TB.EQ.ZERO )
+ $ GO TO 220
+ TB = LOG10( ABS( TB ) ) / BASL
+ 220 CONTINUE
+ WORK( I+4*N ) = WORK( I+4*N ) - TA - TB
+ WORK( J+5*N ) = WORK( J+5*N ) - TA - TB
+ 230 CONTINUE
+ 240 CONTINUE
+*
+ COEF = ONE / DBLE( 2*NR )
+ COEF2 = COEF*COEF
+ COEF5 = HALF*COEF2
+ NRP2 = NR + 2
+ BETA = ZERO
+ IT = 1
+*
+* Start generalized conjugate gradient iteration
+*
+ 250 CONTINUE
+*
+ GAMMA = DDOT( NR, WORK( ILO+4*N ), 1, WORK( ILO+4*N ), 1 ) +
+ $ DDOT( NR, WORK( ILO+5*N ), 1, WORK( ILO+5*N ), 1 )
+*
+ EW = ZERO
+ EWC = ZERO
+ DO 260 I = ILO, IHI
+ EW = EW + WORK( I+4*N )
+ EWC = EWC + WORK( I+5*N )
+ 260 CONTINUE
+*
+ GAMMA = COEF*GAMMA - COEF2*( EW**2+EWC**2 ) - COEF5*( EW-EWC )**2
+ IF( GAMMA.EQ.ZERO )
+ $ GO TO 350
+ IF( IT.NE.1 )
+ $ BETA = GAMMA / PGAMMA
+ T = COEF5*( EWC-THREE*EW )
+ TC = COEF5*( EW-THREE*EWC )
+*
+ CALL DSCAL( NR, BETA, WORK( ILO ), 1 )
+ CALL DSCAL( NR, BETA, WORK( ILO+N ), 1 )
+*
+ CALL DAXPY( NR, COEF, WORK( ILO+4*N ), 1, WORK( ILO+N ), 1 )
+ CALL DAXPY( NR, COEF, WORK( ILO+5*N ), 1, WORK( ILO ), 1 )
+*
+ DO 270 I = ILO, IHI
+ WORK( I ) = WORK( I ) + TC
+ WORK( I+N ) = WORK( I+N ) + T
+ 270 CONTINUE
+*
+* Apply matrix to vector
+*
+ DO 300 I = ILO, IHI
+ KOUNT = 0
+ SUM = ZERO
+ DO 290 J = ILO, IHI
+ IF( A( I, J ).EQ.ZERO )
+ $ GO TO 280
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( J )
+ 280 CONTINUE
+ IF( B( I, J ).EQ.ZERO )
+ $ GO TO 290
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( J )
+ 290 CONTINUE
+ WORK( I+2*N ) = DBLE( KOUNT )*WORK( I+N ) + SUM
+ 300 CONTINUE
+*
+ DO 330 J = ILO, IHI
+ KOUNT = 0
+ SUM = ZERO
+ DO 320 I = ILO, IHI
+ IF( A( I, J ).EQ.ZERO )
+ $ GO TO 310
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( I+N )
+ 310 CONTINUE
+ IF( B( I, J ).EQ.ZERO )
+ $ GO TO 320
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( I+N )
+ 320 CONTINUE
+ WORK( J+3*N ) = DBLE( KOUNT )*WORK( J ) + SUM
+ 330 CONTINUE
+*
+ SUM = DDOT( NR, WORK( ILO+N ), 1, WORK( ILO+2*N ), 1 ) +
+ $ DDOT( NR, WORK( ILO ), 1, WORK( ILO+3*N ), 1 )
+ ALPHA = GAMMA / SUM
+*
+* Determine correction to current iteration
+*
+ CMAX = ZERO
+ DO 340 I = ILO, IHI
+ COR = ALPHA*WORK( I+N )
+ IF( ABS( COR ).GT.CMAX )
+ $ CMAX = ABS( COR )
+ LSCALE( I ) = LSCALE( I ) + COR
+ COR = ALPHA*WORK( I )
+ IF( ABS( COR ).GT.CMAX )
+ $ CMAX = ABS( COR )
+ RSCALE( I ) = RSCALE( I ) + COR
+ 340 CONTINUE
+ IF( CMAX.LT.HALF )
+ $ GO TO 350
+*
+ CALL DAXPY( NR, -ALPHA, WORK( ILO+2*N ), 1, WORK( ILO+4*N ), 1 )
+ CALL DAXPY( NR, -ALPHA, WORK( ILO+3*N ), 1, WORK( ILO+5*N ), 1 )
+*
+ PGAMMA = GAMMA
+ IT = IT + 1
+ IF( IT.LE.NRP2 )
+ $ GO TO 250
+*
+* End generalized conjugate gradient iteration
+*
+ 350 CONTINUE
+ SFMIN = DLAMCH( 'S' )
+ SFMAX = ONE / SFMIN
+ LSFMIN = INT( LOG10( SFMIN ) / BASL+ONE )
+ LSFMAX = INT( LOG10( SFMAX ) / BASL )
+ DO 360 I = ILO, IHI
+ IRAB = IDAMAX( N-ILO+1, A( I, ILO ), LDA )
+ RAB = ABS( A( I, IRAB+ILO-1 ) )
+ IRAB = IDAMAX( N-ILO+1, B( I, ILO ), LDB )
+ RAB = MAX( RAB, ABS( B( I, IRAB+ILO-1 ) ) )
+ LRAB = INT( LOG10( RAB+SFMIN ) / BASL+ONE )
+ IR = LSCALE( I ) + SIGN( HALF, LSCALE( I ) )
+ IR = MIN( MAX( IR, LSFMIN ), LSFMAX, LSFMAX-LRAB )
+ LSCALE( I ) = SCLFAC**IR
+ ICAB = IDAMAX( IHI, A( 1, I ), 1 )
+ CAB = ABS( A( ICAB, I ) )
+ ICAB = IDAMAX( IHI, B( 1, I ), 1 )
+ CAB = MAX( CAB, ABS( B( ICAB, I ) ) )
+ LCAB = INT( LOG10( CAB+SFMIN ) / BASL+ONE )
+ JC = RSCALE( I ) + SIGN( HALF, RSCALE( I ) )
+ JC = MIN( MAX( JC, LSFMIN ), LSFMAX, LSFMAX-LCAB )
+ RSCALE( I ) = SCLFAC**JC
+ 360 CONTINUE
+*
+* Row scaling of matrices A and B
+*
+ DO 370 I = ILO, IHI
+ CALL DSCAL( N-ILO+1, LSCALE( I ), A( I, ILO ), LDA )
+ CALL DSCAL( N-ILO+1, LSCALE( I ), B( I, ILO ), LDB )
+ 370 CONTINUE
+*
+* Column scaling of matrices A and B
+*
+ DO 380 J = ILO, IHI
+ CALL DSCAL( IHI, RSCALE( J ), A( 1, J ), 1 )
+ CALL DSCAL( IHI, RSCALE( J ), B( 1, J ), 1 )
+ 380 CONTINUE
+*
+ RETURN
+*
+* End of DGGBAL
+*
+ END
diff --git a/src/lib/lapack/dgges.f b/src/lib/lapack/dgges.f
new file mode 100644
index 00000000..ce29aa52
--- /dev/null
+++ b/src/lib/lapack/dgges.f
@@ -0,0 +1,550 @@
+ SUBROUTINE DGGES( JOBVSL, JOBVSR, SORT, DELCTG, N, A, LDA, B, LDB,
+ $ SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
+ $ LDVSR, WORK, LWORK, BWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* June 30, 1999
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVSL, JOBVSR, SORT
+ INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
+* ..
+* .. Array Arguments ..
+ LOGICAL BWORK( * )
+ DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
+ $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
+ $ VSR( LDVSR, * ), WORK( * )
+* ..
+* .. Function Arguments ..
+ LOGICAL DELCTG
+ EXTERNAL DELCTG
+* ..
+*
+* Purpose
+* =======
+*
+* DGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B),
+* the generalized eigenvalues, the generalized real Schur form (S,T),
+* optionally, the left and/or right matrices of Schur vectors (VSL and
+* VSR). This gives the generalized Schur factorization
+*
+* (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
+*
+* Optionally, it also orders the eigenvalues so that a selected cluster
+* of eigenvalues appears in the leading diagonal blocks of the upper
+* quasi-triangular matrix S and the upper triangular matrix T.The
+* leading columns of VSL and VSR then form an orthonormal basis for the
+* corresponding left and right eigenspaces (deflating subspaces).
+*
+* (If only the generalized eigenvalues are needed, use the driver
+* DGGEV instead, which is faster.)
+*
+* A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
+* or a ratio alpha/beta = w, such that A - w*B is singular. It is
+* usually represented as the pair (alpha,beta), as there is a
+* reasonable interpretation for beta=0 or both being zero.
+*
+* A pair of matrices (S,T) is in generalized real Schur form if T is
+* upper triangular with non-negative diagonal and S is block upper
+* triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
+* to real generalized eigenvalues, while 2-by-2 blocks of S will be
+* "standardized" by making the corresponding elements of T have the
+* form:
+* [ a 0 ]
+* [ 0 b ]
+*
+* and the pair of corresponding 2-by-2 blocks in S and T will have a
+* complex conjugate pair of generalized eigenvalues.
+*
+*
+* Arguments
+* =========
+*
+* JOBVSL (input) CHARACTER*1
+* = 'N': do not compute the left Schur vectors;
+* = 'V': compute the left Schur vectors.
+*
+* JOBVSR (input) CHARACTER*1
+* = 'N': do not compute the right Schur vectors;
+* = 'V': compute the right Schur vectors.
+*
+* SORT (input) CHARACTER*1
+* Specifies whether or not to order the eigenvalues on the
+* diagonal of the generalized Schur form.
+* = 'N': Eigenvalues are not ordered;
+* = 'S': Eigenvalues are ordered (see DELZTG);
+*
+* DELZTG (input) LOGICAL FUNCTION of three DOUBLE PRECISION arguments
+* DELZTG must be declared EXTERNAL in the calling subroutine.
+* If SORT = 'N', DELZTG is not referenced.
+* If SORT = 'S', DELZTG is used to select eigenvalues to sort
+* to the top left of the Schur form.
+* An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
+* DELZTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
+* one of a complex conjugate pair of eigenvalues is selected,
+* then both complex eigenvalues are selected.
+*
+* Note that in the ill-conditioned case, a selected complex
+* eigenvalue may no longer satisfy DELZTG(ALPHAR(j),ALPHAI(j),
+* BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
+* in this case.
+*
+* N (input) INTEGER
+* The order of the matrices A, B, VSL, and VSR. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
+* On entry, the first of the pair of matrices.
+* On exit, A has been overwritten by its generalized Schur
+* form S.
+*
+* LDA (input) INTEGER
+* The leading dimension of A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
+* On entry, the second of the pair of matrices.
+* On exit, B has been overwritten by its generalized Schur
+* form T.
+*
+* LDB (input) INTEGER
+* The leading dimension of B. LDB >= max(1,N).
+*
+* SDIM (output) INTEGER
+* If SORT = 'N', SDIM = 0.
+* If SORT = 'S', SDIM = number of eigenvalues (after sorting)
+* for which DELZTG is true. (Complex conjugate pairs for which
+* DELZTG is true for either eigenvalue count as 2.)
+*
+* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
+* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
+* BETA (output) DOUBLE PRECISION array, dimension (N)
+* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
+* be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i,
+* and BETA(j),j=1,...,N are the diagonals of the complex Schur
+* form (S,T) that would result if the 2-by-2 diagonal blocks of
+* the real Schur form of (A,B) were further reduced to
+* triangular form using 2-by-2 complex unitary transformations.
+* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
+* positive, then the j-th and (j+1)-st eigenvalues are a
+* complex conjugate pair, with ALPHAI(j+1) negative.
+*
+* Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
+* may easily over- or underflow, and BETA(j) may even be zero.
+* Thus, the user should avoid naively computing the ratio.
+* However, ALPHAR and ALPHAI will be always less than and
+* usually comparable with norm(A) in magnitude, and BETA always
+* less than and usually comparable with norm(B).
+*
+* VSL (output) DOUBLE PRECISION array, dimension (LDVSL,N)
+* If JOBVSL = 'V', VSL will contain the left Schur vectors.
+* Not referenced if JOBVSL = 'N'.
+*
+* LDVSL (input) INTEGER
+* The leading dimension of the matrix VSL. LDVSL >=1, and
+* if JOBVSL = 'V', LDVSL >= N.
+*
+* VSR (output) DOUBLE PRECISION array, dimension (LDVSR,N)
+* If JOBVSR = 'V', VSR will contain the right Schur vectors.
+* Not referenced if JOBVSR = 'N'.
+*
+* LDVSR (input) INTEGER
+* The leading dimension of the matrix VSR. LDVSR >= 1, and
+* if JOBVSR = 'V', LDVSR >= N.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= 8*N+16.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* BWORK (workspace) LOGICAL array, dimension (N)
+* Not referenced if SORT = 'N'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* = 1,...,N:
+* The QZ iteration failed. (A,B) are not in Schur
+* form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
+* be correct for j=INFO+1,...,N.
+* > N: =N+1: other than QZ iteration failed in DHGEQZ.
+* =N+2: after reordering, roundoff changed values of
+* some complex eigenvalues so that leading
+* eigenvalues in the Generalized Schur form no
+* longer satisfy DELZTG=.TRUE. This could also
+* be caused due to scaling.
+* =N+3: reordering failed in DTGSEN.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
+ $ LQUERY, LST2SL, WANTST
+ INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
+ $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, MAXWRK,
+ $ MINWRK
+ DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
+ $ PVSR, SAFMAX, SAFMIN, SMLNUM
+* ..
+* .. Local Arrays ..
+ INTEGER IDUM( 1 )
+ DOUBLE PRECISION DIF( 2 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLABAD,
+ $ DLACPY, DLASCL, DLASET, DORGQR, DORMQR, DTGSEN,
+ $ XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode the input arguments
+*
+ IF( LSAME( JOBVSL, 'N' ) ) THEN
+ IJOBVL = 1
+ ILVSL = .FALSE.
+ ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
+ IJOBVL = 2
+ ILVSL = .TRUE.
+ ELSE
+ IJOBVL = -1
+ ILVSL = .FALSE.
+ END IF
+*
+ IF( LSAME( JOBVSR, 'N' ) ) THEN
+ IJOBVR = 1
+ ILVSR = .FALSE.
+ ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
+ IJOBVR = 2
+ ILVSR = .TRUE.
+ ELSE
+ IJOBVR = -1
+ ILVSR = .FALSE.
+ END IF
+*
+ WANTST = LSAME( SORT, 'S' )
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( IJOBVL.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( IJOBVR.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
+ INFO = -15
+ ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
+ INFO = -17
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* NB refers to the optimal block size for the immediately
+* following subroutine, as returned by ILAENV.)
+*
+ MINWRK = 1
+ IF( INFO.EQ.0 .AND. ( LWORK.GE.1 .OR. LQUERY ) ) THEN
+ MINWRK = 7*( N+1 ) + 16
+ MAXWRK = 7*( N+1 ) + N*ILAENV( 1, 'DGEQRF', ' ', N, 1, N, 0 ) +
+ $ 16
+ IF( ILVSL ) THEN
+ MAXWRK = MAX( MAXWRK, 7*( N+1 )+N*
+ $ ILAENV( 1, 'DORGQR', ' ', N, 1, N, -1 ) )
+ END IF
+ WORK( 1 ) = MAXWRK
+ END IF
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
+ $ INFO = -19
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGGES ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ SDIM = 0
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SAFMIN = DLAMCH( 'S' )
+ SAFMAX = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ SMLNUM = SQRT( SAFMIN ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
+ ILASCL = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ANRMTO = SMLNUM
+ ILASCL = .TRUE.
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ANRMTO = BIGNUM
+ ILASCL = .TRUE.
+ END IF
+ IF( ILASCL )
+ $ CALL DLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
+ ILBSCL = .FALSE.
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+ BNRMTO = SMLNUM
+ ILBSCL = .TRUE.
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+ BNRMTO = BIGNUM
+ ILBSCL = .TRUE.
+ END IF
+ IF( ILBSCL )
+ $ CALL DLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
+*
+* Permute the matrix to make it more nearly triangular
+* (Workspace: need 6*N + 2*N space for storing balancing factors)
+*
+ ILEFT = 1
+ IRIGHT = N + 1
+ IWRK = IRIGHT + N
+ CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), WORK( IWRK ), IERR )
+*
+* Reduce B to triangular form (QR decomposition of B)
+* (Workspace: need N, prefer N*NB)
+*
+ IROWS = IHI + 1 - ILO
+ ICOLS = N + 1 - ILO
+ ITAU = IWRK
+ IWRK = ITAU + IROWS
+ CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
+ $ WORK( IWRK ), LWORK+1-IWRK, IERR )
+*
+* Apply the orthogonal transformation to matrix A
+* (Workspace: need N, prefer N*NB)
+*
+ CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
+ $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
+ $ LWORK+1-IWRK, IERR )
+*
+* Initialize VSL
+* (Workspace: need N, prefer N*NB)
+*
+ IF( ILVSL ) THEN
+ CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
+ CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
+ $ VSL( ILO+1, ILO ), LDVSL )
+ CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
+ $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
+ END IF
+*
+* Initialize VSR
+*
+ IF( ILVSR )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
+*
+* Reduce to generalized Hessenberg form
+* (Workspace: none needed)
+*
+ CALL DGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
+ $ LDVSL, VSR, LDVSR, IERR )
+*
+* Perform QZ algorithm, computing Schur vectors if desired
+* (Workspace: need N)
+*
+ IWRK = ITAU
+ CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
+ $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
+ $ WORK( IWRK ), LWORK+1-IWRK, IERR )
+ IF( IERR.NE.0 ) THEN
+ IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
+ INFO = IERR
+ ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
+ INFO = IERR - N
+ ELSE
+ INFO = N + 1
+ END IF
+ GO TO 50
+ END IF
+*
+* Sort eigenvalues ALPHA/BETA if desired
+* (Workspace: need 4*N+16 )
+*
+ SDIM = 0
+ IF( WANTST ) THEN
+*
+* Undo scaling on eigenvalues before DELZTGing
+*
+ IF( ILASCL ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
+ $ IERR )
+ CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
+ $ IERR )
+ END IF
+ IF( ILBSCL )
+ $ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
+*
+* Select eigenvalues
+*
+ DO 10 I = 1, N
+ BWORK( I ) = DELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
+ 10 CONTINUE
+*
+ CALL DTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
+ $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
+ $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
+ $ IERR )
+ IF( IERR.EQ.1 )
+ $ INFO = N + 3
+*
+ END IF
+*
+* Apply back-permutation to VSL and VSR
+* (Workspace: none needed)
+*
+ IF( ILVSL )
+ $ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
+*
+ IF( ILVSR )
+ $ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
+*
+* Check if unscaling would cause over/underflow, if so, rescale
+* (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
+* B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
+*
+ IF( ILASCL ) THEN
+ DO 20 I = 1, N
+ IF( ALPHAI( I ).NE.ZERO ) THEN
+ IF( ( ALPHAR( I ) / SAFMAX ).GT.( ANRMTO / ANRM ) .OR.
+ $ ( SAFMIN / ALPHAR( I ) ).GT.( ANRM / ANRMTO ) ) THEN
+ WORK( 1 ) = ABS( A( I, I ) / ALPHAR( I ) )
+ BETA( I ) = BETA( I )*WORK( 1 )
+ ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
+ ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
+ ELSE IF( ( ALPHAI( I ) / SAFMAX ).GT.
+ $ ( ANRMTO / ANRM ) .OR.
+ $ ( SAFMIN / ALPHAI( I ) ).GT.( ANRM / ANRMTO ) )
+ $ THEN
+ WORK( 1 ) = ABS( A( I, I+1 ) / ALPHAI( I ) )
+ BETA( I ) = BETA( I )*WORK( 1 )
+ ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
+ ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
+ END IF
+ END IF
+ 20 CONTINUE
+ END IF
+*
+ IF( ILBSCL ) THEN
+ DO 30 I = 1, N
+ IF( ALPHAI( I ).NE.ZERO ) THEN
+ IF( ( BETA( I ) / SAFMAX ).GT.( BNRMTO / BNRM ) .OR.
+ $ ( SAFMIN / BETA( I ) ).GT.( BNRM / BNRMTO ) ) THEN
+ WORK( 1 ) = ABS( B( I, I ) / BETA( I ) )
+ BETA( I ) = BETA( I )*WORK( 1 )
+ ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
+ ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
+ END IF
+ END IF
+ 30 CONTINUE
+ END IF
+*
+* Undo scaling
+*
+ IF( ILASCL ) THEN
+ CALL DLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
+ CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
+ CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
+ END IF
+*
+ IF( ILBSCL ) THEN
+ CALL DLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
+ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
+ END IF
+*
+ IF( WANTST ) THEN
+*
+* Check if reordering is correct
+*
+ LASTSL = .TRUE.
+ LST2SL = .TRUE.
+ SDIM = 0
+ IP = 0
+ DO 40 I = 1, N
+ CURSL = DELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
+ IF( ALPHAI( I ).EQ.ZERO ) THEN
+ IF( CURSL )
+ $ SDIM = SDIM + 1
+ IP = 0
+ IF( CURSL .AND. .NOT.LASTSL )
+ $ INFO = N + 2
+ ELSE
+ IF( IP.EQ.1 ) THEN
+*
+* Last eigenvalue of conjugate pair
+*
+ CURSL = CURSL .OR. LASTSL
+ LASTSL = CURSL
+ IF( CURSL )
+ $ SDIM = SDIM + 2
+ IP = -1
+ IF( CURSL .AND. .NOT.LST2SL )
+ $ INFO = N + 2
+ ELSE
+*
+* First eigenvalue of conjugate pair
+*
+ IP = 1
+ END IF
+ END IF
+ LST2SL = LASTSL
+ LASTSL = CURSL
+ 40 CONTINUE
+*
+ END IF
+*
+ 50 CONTINUE
+*
+ WORK( 1 ) = MAXWRK
+*
+ RETURN
+*
+* End of DGGES
+*
+ END
diff --git a/src/lib/lapack/dggev.f b/src/lib/lapack/dggev.f
new file mode 100644
index 00000000..4a204c33
--- /dev/null
+++ b/src/lib/lapack/dggev.f
@@ -0,0 +1,489 @@
+ SUBROUTINE DGGEV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
+ $ BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVL, JOBVR
+ INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
+ $ B( LDB, * ), BETA( * ), VL( LDVL, * ),
+ $ VR( LDVR, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGGEV computes for a pair of N-by-N real 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 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
+* =========
+*
+* 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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).
+*
+* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
+* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
+* BETA (output) DOUBLE PRECISION array, dimension (N)
+* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
+* be the generalized eigenvalues. If ALPHAI(j) is zero, then
+* the j-th eigenvalue is real; if positive, then the j-th and
+* (j+1)-st eigenvalues are a complex conjugate pair, with
+* ALPHAI(j+1) negative.
+*
+* Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI 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) DOUBLE PRECISION array, dimension (LDVL,N)
+* If JOBVL = 'V', the left eigenvectors u(j) are stored one
+* after another in the columns of VL, in the same order as
+* their eigenvalues. If the j-th eigenvalue is real, then
+* u(j) = VL(:,j), the j-th column of VL. If the j-th and
+* (j+1)-th eigenvalues form a complex conjugate pair, then
+* u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).
+* 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) DOUBLE PRECISION array, dimension (LDVR,N)
+* If JOBVR = 'V', the right eigenvectors v(j) are stored one
+* after another in the columns of VR, in the same order as
+* their eigenvalues. If the j-th eigenvalue is real, then
+* v(j) = VR(:,j), the j-th column of VR. If the j-th and
+* (j+1)-th eigenvalues form a complex conjugate pair, then
+* v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).
+* 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,8*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.
+*
+* 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 ALPHAR(j), ALPHAI(j), and BETA(j)
+* should be correct for j=INFO+1,...,N.
+* > N: =N+1: other than QZ iteration failed in DHGEQZ.
+* =N+2: error return from DTGEVC.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILASCL, ILBSCL, ILV, ILVL, ILVR, LQUERY
+ CHARACTER CHTEMP
+ INTEGER ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT, ILO,
+ $ IN, IRIGHT, IROWS, ITAU, IWRK, JC, JR, MAXWRK,
+ $ MINWRK
+ DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
+ $ SMLNUM, TEMP
+* ..
+* .. Local Arrays ..
+ LOGICAL LDUMMA( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLABAD,
+ $ DLACPY,DLASCL, DLASET, DORGQR, DORMQR, DTGEVC,
+ $ XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode the input arguments
+*
+ IF( LSAME( JOBVL, 'N' ) ) THEN
+ IJOBVL = 1
+ ILVL = .FALSE.
+ ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
+ IJOBVL = 2
+ ILVL = .TRUE.
+ ELSE
+ IJOBVL = -1
+ ILVL = .FALSE.
+ END IF
+*
+ IF( LSAME( JOBVR, 'N' ) ) THEN
+ IJOBVR = 1
+ ILVR = .FALSE.
+ ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
+ IJOBVR = 2
+ ILVR = .TRUE.
+ ELSE
+ IJOBVR = -1
+ ILVR = .FALSE.
+ END IF
+ ILV = ILVL .OR. ILVR
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( IJOBVL.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( IJOBVR.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
+ INFO = -12
+ ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
+ INFO = -14
+ END IF
+*
+* 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.EQ.0 ) THEN
+ MINWRK = MAX( 1, 8*N )
+ MAXWRK = MAX( 1, N*( 7 +
+ $ ILAENV( 1, 'DGEQRF', ' ', N, 1, N, 0 ) ) )
+ MAXWRK = MAX( MAXWRK, N*( 7 +
+ $ ILAENV( 1, 'DORMQR', ' ', N, 1, N, 0 ) ) )
+ IF( ILVL ) THEN
+ MAXWRK = MAX( MAXWRK, N*( 7 +
+ $ ILAENV( 1, 'DORGQR', ' ', N, 1, N, -1 ) ) )
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
+ $ INFO = -16
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGGEV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
+ ILASCL = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ANRMTO = SMLNUM
+ ILASCL = .TRUE.
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ANRMTO = BIGNUM
+ ILASCL = .TRUE.
+ END IF
+ IF( ILASCL )
+ $ CALL DLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
+ ILBSCL = .FALSE.
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+ BNRMTO = SMLNUM
+ ILBSCL = .TRUE.
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+ BNRMTO = BIGNUM
+ ILBSCL = .TRUE.
+ END IF
+ IF( ILBSCL )
+ $ CALL DLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
+*
+* Permute the matrices A, B to isolate eigenvalues if possible
+* (Workspace: need 6*N)
+*
+ ILEFT = 1
+ IRIGHT = N + 1
+ IWRK = IRIGHT + N
+ CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), WORK( IWRK ), IERR )
+*
+* Reduce B to triangular form (QR decomposition of B)
+* (Workspace: need N, prefer N*NB)
+*
+ IROWS = IHI + 1 - ILO
+ IF( ILV ) THEN
+ ICOLS = N + 1 - ILO
+ ELSE
+ ICOLS = IROWS
+ END IF
+ ITAU = IWRK
+ IWRK = ITAU + IROWS
+ CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
+ $ WORK( IWRK ), LWORK+1-IWRK, IERR )
+*
+* Apply the orthogonal transformation to matrix A
+* (Workspace: need N, prefer N*NB)
+*
+ CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
+ $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
+ $ LWORK+1-IWRK, IERR )
+*
+* Initialize VL
+* (Workspace: need N, prefer N*NB)
+*
+ IF( ILVL ) THEN
+ CALL DLASET( 'Full', N, N, ZERO, ONE, VL, LDVL )
+ IF( IROWS.GT.1 ) THEN
+ CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
+ $ VL( ILO+1, ILO ), LDVL )
+ END IF
+ CALL DORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
+ $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
+ END IF
+*
+* Initialize VR
+*
+ IF( ILVR )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, VR, LDVR )
+*
+* Reduce to generalized Hessenberg form
+* (Workspace: none needed)
+*
+ IF( ILV ) THEN
+*
+* Eigenvectors requested -- work on whole matrix.
+*
+ CALL DGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
+ $ LDVL, VR, LDVR, IERR )
+ ELSE
+ CALL DGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
+ $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IERR )
+ END IF
+*
+* Perform QZ algorithm (Compute eigenvalues, and optionally, the
+* Schur forms and Schur vectors)
+* (Workspace: need N)
+*
+ IWRK = ITAU
+ IF( ILV ) THEN
+ CHTEMP = 'S'
+ ELSE
+ CHTEMP = 'E'
+ END IF
+ CALL DHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
+ $ ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
+ $ WORK( IWRK ), LWORK+1-IWRK, IERR )
+ IF( IERR.NE.0 ) THEN
+ IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
+ INFO = IERR
+ ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
+ INFO = IERR - N
+ ELSE
+ INFO = N + 1
+ END IF
+ GO TO 110
+ END IF
+*
+* Compute Eigenvectors
+* (Workspace: need 6*N)
+*
+ IF( ILV ) THEN
+ IF( ILVL ) THEN
+ IF( ILVR ) THEN
+ CHTEMP = 'B'
+ ELSE
+ CHTEMP = 'L'
+ END IF
+ ELSE
+ CHTEMP = 'R'
+ END IF
+ CALL DTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
+ $ VR, LDVR, N, IN, WORK( IWRK ), IERR )
+ IF( IERR.NE.0 ) THEN
+ INFO = N + 2
+ GO TO 110
+ END IF
+*
+* Undo balancing on VL and VR and normalization
+* (Workspace: none needed)
+*
+ IF( ILVL ) THEN
+ CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), N, VL, LDVL, IERR )
+ DO 50 JC = 1, N
+ IF( ALPHAI( JC ).LT.ZERO )
+ $ GO TO 50
+ TEMP = ZERO
+ IF( ALPHAI( JC ).EQ.ZERO ) THEN
+ DO 10 JR = 1, N
+ TEMP = MAX( TEMP, ABS( VL( JR, JC ) ) )
+ 10 CONTINUE
+ ELSE
+ DO 20 JR = 1, N
+ TEMP = MAX( TEMP, ABS( VL( JR, JC ) )+
+ $ ABS( VL( JR, JC+1 ) ) )
+ 20 CONTINUE
+ END IF
+ IF( TEMP.LT.SMLNUM )
+ $ GO TO 50
+ TEMP = ONE / TEMP
+ IF( ALPHAI( JC ).EQ.ZERO ) THEN
+ DO 30 JR = 1, N
+ VL( JR, JC ) = VL( JR, JC )*TEMP
+ 30 CONTINUE
+ ELSE
+ DO 40 JR = 1, N
+ VL( JR, JC ) = VL( JR, JC )*TEMP
+ VL( JR, JC+1 ) = VL( JR, JC+1 )*TEMP
+ 40 CONTINUE
+ END IF
+ 50 CONTINUE
+ END IF
+ IF( ILVR ) THEN
+ CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
+ $ WORK( IRIGHT ), N, VR, LDVR, IERR )
+ DO 100 JC = 1, N
+ IF( ALPHAI( JC ).LT.ZERO )
+ $ GO TO 100
+ TEMP = ZERO
+ IF( ALPHAI( JC ).EQ.ZERO ) THEN
+ DO 60 JR = 1, N
+ TEMP = MAX( TEMP, ABS( VR( JR, JC ) ) )
+ 60 CONTINUE
+ ELSE
+ DO 70 JR = 1, N
+ TEMP = MAX( TEMP, ABS( VR( JR, JC ) )+
+ $ ABS( VR( JR, JC+1 ) ) )
+ 70 CONTINUE
+ END IF
+ IF( TEMP.LT.SMLNUM )
+ $ GO TO 100
+ TEMP = ONE / TEMP
+ IF( ALPHAI( JC ).EQ.ZERO ) THEN
+ DO 80 JR = 1, N
+ VR( JR, JC ) = VR( JR, JC )*TEMP
+ 80 CONTINUE
+ ELSE
+ DO 90 JR = 1, N
+ VR( JR, JC ) = VR( JR, JC )*TEMP
+ VR( JR, JC+1 ) = VR( JR, JC+1 )*TEMP
+ 90 CONTINUE
+ END IF
+ 100 CONTINUE
+ END IF
+*
+* End of eigenvector calculation
+*
+ END IF
+*
+* Undo scaling if necessary
+*
+ IF( ILASCL ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
+ CALL DLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
+ END IF
+*
+ IF( ILBSCL ) THEN
+ CALL DLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
+ END IF
+*
+ 110 CONTINUE
+*
+ WORK( 1 ) = MAXWRK
+*
+ RETURN
+*
+* End of DGGEV
+*
+ END
diff --git a/src/lib/lapack/dgghrd.f b/src/lib/lapack/dgghrd.f
new file mode 100644
index 00000000..6b8bbb08
--- /dev/null
+++ b/src/lib/lapack/dgghrd.f
@@ -0,0 +1,264 @@
+ SUBROUTINE DGGHRD( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
+ $ LDQ, Z, LDZ, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, COMPZ
+ INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGGHRD reduces a pair of real matrices (A,B) to generalized upper
+* Hessenberg form using orthogonal transformations, where A is a
+* general matrix and B is upper triangular. The form of the
+* generalized eigenvalue problem is
+* A*x = lambda*B*x,
+* and B is typically made upper triangular by computing its QR
+* factorization and moving the orthogonal matrix Q to the left side
+* of the equation.
+*
+* This subroutine simultaneously reduces A to a Hessenberg matrix H:
+* Q**T*A*Z = H
+* and transforms B to another upper triangular matrix T:
+* Q**T*B*Z = T
+* in order to reduce the problem to its standard form
+* H*y = lambda*T*y
+* where y = Z**T*x.
+*
+* The orthogonal matrices Q and Z are determined as products of Givens
+* rotations. They may either be formed explicitly, or they may be
+* postmultiplied into input matrices Q1 and Z1, so that
+*
+* Q1 * A * Z1**T = (Q1*Q) * H * (Z1*Z)**T
+*
+* Q1 * B * Z1**T = (Q1*Q) * T * (Z1*Z)**T
+*
+* If Q1 is the orthogonal matrix from the QR factorization of B in the
+* original equation A*x = lambda*B*x, then DGGHRD reduces the original
+* problem to generalized Hessenberg form.
+*
+* Arguments
+* =========
+*
+* COMPQ (input) CHARACTER*1
+* = 'N': do not compute Q;
+* = 'I': Q is initialized to the unit matrix, and the
+* orthogonal matrix Q is returned;
+* = 'V': Q must contain an orthogonal matrix Q1 on entry,
+* and the product Q1*Q is returned.
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': do not compute Z;
+* = 'I': Z is initialized to the unit matrix, and the
+* orthogonal matrix Z is returned;
+* = 'V': Z must contain an orthogonal matrix Z1 on entry,
+* and the product Z1*Z is returned.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI mark the rows and columns of A which are to be
+* reduced. It is assumed that A is already upper triangular
+* in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
+* normally set by a previous call to SGGBAL; otherwise they
+* should be set to 1 and N respectively.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
+* On entry, the N-by-N general matrix to be reduced.
+* On exit, the upper triangle and the first subdiagonal of A
+* are overwritten with the upper Hessenberg matrix H, and the
+* rest is set to zero.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
+* On entry, the N-by-N upper triangular matrix B.
+* On exit, the upper triangular matrix T = Q**T B Z. The
+* elements below the diagonal are set to zero.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
+* On entry, if COMPQ = 'V', the orthogonal matrix Q1,
+* typically from the QR factorization of B.
+* On exit, if COMPQ='I', the orthogonal matrix Q, and if
+* COMPQ = 'V', the product Q1*Q.
+* Not referenced if COMPQ='N'.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q.
+* LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
+* On entry, if COMPZ = 'V', the orthogonal matrix Z1.
+* On exit, if COMPZ='I', the orthogonal matrix Z, and if
+* COMPZ = 'V', the product Z1*Z.
+* Not referenced if COMPZ='N'.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z.
+* LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* This routine reduces A to Hessenberg and B to triangular form by
+* an unblocked reduction, as described in _Matrix_Computations_,
+* by Golub and Van Loan (Johns Hopkins Press.)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILQ, ILZ
+ INTEGER ICOMPQ, ICOMPZ, JCOL, JROW
+ DOUBLE PRECISION C, S, TEMP
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARTG, DLASET, DROT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode COMPQ
+*
+ IF( LSAME( COMPQ, 'N' ) ) THEN
+ ILQ = .FALSE.
+ ICOMPQ = 1
+ ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 2
+ ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 3
+ ELSE
+ ICOMPQ = 0
+ END IF
+*
+* Decode COMPZ
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ILZ = .FALSE.
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 2
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 3
+ ELSE
+ ICOMPZ = 0
+ END IF
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( ICOMPQ.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( ICOMPZ.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -4
+ ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( ( ILQ .AND. LDQ.LT.N ) .OR. LDQ.LT.1 ) THEN
+ INFO = -11
+ ELSE IF( ( ILZ .AND. LDZ.LT.N ) .OR. LDZ.LT.1 ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGGHRD', -INFO )
+ RETURN
+ END IF
+*
+* Initialize Q and Z if desired.
+*
+ IF( ICOMPQ.EQ.3 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Q, LDQ )
+ IF( ICOMPZ.EQ.3 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+* Zero out lower triangle of B
+*
+ DO 20 JCOL = 1, N - 1
+ DO 10 JROW = JCOL + 1, N
+ B( JROW, JCOL ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Reduce A and B
+*
+ DO 40 JCOL = ILO, IHI - 2
+*
+ DO 30 JROW = IHI, JCOL + 2, -1
+*
+* Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL)
+*
+ TEMP = A( JROW-1, JCOL )
+ CALL DLARTG( TEMP, A( JROW, JCOL ), C, S,
+ $ A( JROW-1, JCOL ) )
+ A( JROW, JCOL ) = ZERO
+ CALL DROT( N-JCOL, A( JROW-1, JCOL+1 ), LDA,
+ $ A( JROW, JCOL+1 ), LDA, C, S )
+ CALL DROT( N+2-JROW, B( JROW-1, JROW-1 ), LDB,
+ $ B( JROW, JROW-1 ), LDB, C, S )
+ IF( ILQ )
+ $ CALL DROT( N, Q( 1, JROW-1 ), 1, Q( 1, JROW ), 1, C, S )
+*
+* Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1)
+*
+ TEMP = B( JROW, JROW )
+ CALL DLARTG( TEMP, B( JROW, JROW-1 ), C, S,
+ $ B( JROW, JROW ) )
+ B( JROW, JROW-1 ) = ZERO
+ CALL DROT( IHI, A( 1, JROW ), 1, A( 1, JROW-1 ), 1, C, S )
+ CALL DROT( JROW-1, B( 1, JROW ), 1, B( 1, JROW-1 ), 1, C,
+ $ S )
+ IF( ILZ )
+ $ CALL DROT( N, Z( 1, JROW ), 1, Z( 1, JROW-1 ), 1, C, S )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+ RETURN
+*
+* End of DGGHRD
+*
+ END
diff --git a/src/lib/lapack/dhgeqz.f b/src/lib/lapack/dhgeqz.f
new file mode 100644
index 00000000..de137dc1
--- /dev/null
+++ b/src/lib/lapack/dhgeqz.f
@@ -0,0 +1,1243 @@
+ SUBROUTINE DHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
+ $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK,
+ $ LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, COMPZ, JOB
+ INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION ALPHAI( * ), ALPHAR( * ), BETA( * ),
+ $ H( LDH, * ), Q( LDQ, * ), T( LDT, * ),
+ $ WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DHGEQZ computes the eigenvalues of a real matrix pair (H,T),
+* where H is an upper Hessenberg matrix and T is upper triangular,
+* using the double-shift QZ method.
+* Matrix pairs of this type are produced by the reduction to
+* generalized upper Hessenberg form of a real matrix pair (A,B):
+*
+* A = Q1*H*Z1**T, B = Q1*T*Z1**T,
+*
+* as computed by DGGHRD.
+*
+* If JOB='S', then the Hessenberg-triangular pair (H,T) is
+* also reduced to generalized Schur form,
+*
+* H = Q*S*Z**T, T = Q*P*Z**T,
+*
+* where Q and Z are orthogonal matrices, P is an upper triangular
+* matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2
+* diagonal blocks.
+*
+* The 1-by-1 blocks correspond to real eigenvalues of the matrix pair
+* (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of
+* eigenvalues.
+*
+* Additionally, the 2-by-2 upper triangular diagonal blocks of P
+* corresponding to 2-by-2 blocks of S are reduced to positive diagonal
+* form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0,
+* P(j,j) > 0, and P(j+1,j+1) > 0.
+*
+* Optionally, the orthogonal matrix Q from the generalized Schur
+* factorization may be postmultiplied into an input matrix Q1, and the
+* orthogonal matrix Z may be postmultiplied into an input matrix Z1.
+* If Q1 and Z1 are the orthogonal matrices from DGGHRD that reduced
+* the matrix pair (A,B) to generalized upper Hessenberg form, then the
+* output matrices Q1*Q and Z1*Z are the orthogonal factors from the
+* generalized Schur factorization of (A,B):
+*
+* A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T.
+*
+* To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
+* of (A,B)) are computed as a pair of values (alpha,beta), where alpha is
+* complex and beta real.
+* If beta is nonzero, lambda = alpha / beta is an eigenvalue of the
+* generalized nonsymmetric eigenvalue problem (GNEP)
+* A*x = lambda*B*x
+* and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
+* alternate form of the GNEP
+* mu*A*y = B*y.
+* Real eigenvalues can be read directly from the generalized Schur
+* form:
+* alpha = S(i,i), beta = P(i,i).
+*
+* Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
+* Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
+* pp. 241--256.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* = 'E': Compute eigenvalues only;
+* = 'S': Compute eigenvalues and the Schur form.
+*
+* COMPQ (input) CHARACTER*1
+* = 'N': Left Schur vectors (Q) are not computed;
+* = 'I': Q is initialized to the unit matrix and the matrix Q
+* of left Schur vectors of (H,T) is returned;
+* = 'V': Q must contain an orthogonal matrix Q1 on entry and
+* the product Q1*Q is returned.
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': Right Schur vectors (Z) are not computed;
+* = 'I': Z is initialized to the unit matrix and the matrix Z
+* of right Schur vectors of (H,T) is returned;
+* = 'V': Z must contain an orthogonal matrix Z1 on entry and
+* the product Z1*Z is returned.
+*
+* N (input) INTEGER
+* The order of the matrices H, T, Q, and Z. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI mark the rows and columns of H which are in
+* Hessenberg form. It is assumed that A is already upper
+* triangular in rows and columns 1:ILO-1 and IHI+1:N.
+* If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
+*
+* H (input/output) DOUBLE PRECISION array, dimension (LDH, N)
+* On entry, the N-by-N upper Hessenberg matrix H.
+* On exit, if JOB = 'S', H contains the upper quasi-triangular
+* matrix S from the generalized Schur factorization;
+* 2-by-2 diagonal blocks (corresponding to complex conjugate
+* pairs of eigenvalues) are returned in standard form, with
+* H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0.
+* If JOB = 'E', the diagonal blocks of H match those of S, but
+* the rest of H is unspecified.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH >= max( 1, N ).
+*
+* T (input/output) DOUBLE PRECISION array, dimension (LDT, N)
+* On entry, the N-by-N upper triangular matrix T.
+* On exit, if JOB = 'S', T contains the upper triangular
+* matrix P from the generalized Schur factorization;
+* 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S
+* are reduced to positive diagonal form, i.e., if H(j+1,j) is
+* non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and
+* T(j+1,j+1) > 0.
+* If JOB = 'E', the diagonal blocks of T match those of P, but
+* the rest of T is unspecified.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= max( 1, N ).
+*
+* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
+* The real parts of each scalar alpha defining an eigenvalue
+* of GNEP.
+*
+* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
+* The imaginary parts of each scalar alpha defining an
+* eigenvalue of GNEP.
+* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
+* positive, then the j-th and (j+1)-st eigenvalues are a
+* complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j).
+*
+* BETA (output) DOUBLE PRECISION array, dimension (N)
+* The scalars beta that define the eigenvalues of GNEP.
+* Together, the quantities alpha = (ALPHAR(j),ALPHAI(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.
+*
+* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
+* On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in
+* the reduction of (A,B) to generalized Hessenberg form.
+* On exit, if COMPZ = 'I', the orthogonal matrix of left Schur
+* vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix
+* of left Schur vectors of (A,B).
+* Not referenced if COMPZ = 'N'.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1.
+* If COMPQ='V' or 'I', then LDQ >= N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
+* On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in
+* the reduction of (A,B) to generalized Hessenberg form.
+* On exit, if COMPZ = 'I', the orthogonal matrix of
+* right Schur vectors of (H,T), and if COMPZ = 'V', the
+* orthogonal matrix of right Schur vectors of (A,B).
+* Not referenced if COMPZ = 'N'.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1.
+* If COMPZ='V' or 'I', then LDZ >= N.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* = 1,...,N: the QZ iteration did not converge. (H,T) is not
+* in Schur form, but ALPHAR(i), ALPHAI(i), and
+* BETA(i), i=INFO+1,...,N should be correct.
+* = N+1,...,2*N: the shift calculation failed. (H,T) is not
+* in Schur form, but ALPHAR(i), ALPHAI(i), and
+* BETA(i), i=INFO-N+1,...,N should be correct.
+*
+* Further Details
+* ===============
+*
+* Iteration counters:
+*
+* JITER -- counts iterations.
+* IITER -- counts iterations run since ILAST was last
+* changed. This is therefore reset only when a 1-by-1 or
+* 2-by-2 block deflates off the bottom.
+*
+* =====================================================================
+*
+* .. Parameters ..
+* $ SAFETY = 1.0E+0 )
+ DOUBLE PRECISION HALF, ZERO, ONE, SAFETY
+ PARAMETER ( HALF = 0.5D+0, ZERO = 0.0D+0, ONE = 1.0D+0,
+ $ SAFETY = 1.0D+2 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILAZR2, ILAZRO, ILPIVT, ILQ, ILSCHR, ILZ,
+ $ LQUERY
+ INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
+ $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
+ $ JR, MAXIT
+ DOUBLE PRECISION A11, A12, A1I, A1R, A21, A22, A2I, A2R, AD11,
+ $ AD11L, AD12, AD12L, AD21, AD21L, AD22, AD22L,
+ $ AD32L, AN, ANORM, ASCALE, ATOL, B11, B1A, B1I,
+ $ B1R, B22, B2A, B2I, B2R, BN, BNORM, BSCALE,
+ $ BTOL, C, C11I, C11R, C12, C21, C22I, C22R, CL,
+ $ CQ, CR, CZ, ESHIFT, S, S1, S1INV, S2, SAFMAX,
+ $ SAFMIN, SCALE, SL, SQI, SQR, SR, SZI, SZR, T1,
+ $ TAU, TEMP, TEMP2, TEMPI, TEMPR, U1, U12, U12L,
+ $ U2, ULP, VS, W11, W12, W21, W22, WABS, WI, WR,
+ $ WR2
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION V( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, DLANHS, DLAPY2, DLAPY3
+ EXTERNAL LSAME, DLAMCH, DLANHS, DLAPY2, DLAPY3
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAG2, DLARFG, DLARTG, DLASET, DLASV2, DROT,
+ $ XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode JOB, COMPQ, COMPZ
+*
+ IF( LSAME( JOB, 'E' ) ) THEN
+ ILSCHR = .FALSE.
+ ISCHUR = 1
+ ELSE IF( LSAME( JOB, 'S' ) ) THEN
+ ILSCHR = .TRUE.
+ ISCHUR = 2
+ ELSE
+ ISCHUR = 0
+ END IF
+*
+ IF( LSAME( COMPQ, 'N' ) ) THEN
+ ILQ = .FALSE.
+ ICOMPQ = 1
+ ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 2
+ ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 3
+ ELSE
+ ICOMPQ = 0
+ END IF
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ILZ = .FALSE.
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 2
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 3
+ ELSE
+ ICOMPZ = 0
+ END IF
+*
+* Check Argument Values
+*
+ INFO = 0
+ WORK( 1 ) = MAX( 1, N )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( ISCHUR.EQ.0 ) THEN
+ INFO = -1
+ ELSE IF( ICOMPQ.EQ.0 ) THEN
+ INFO = -2
+ ELSE IF( ICOMPZ.EQ.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -5
+ ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
+ INFO = -6
+ ELSE IF( LDH.LT.N ) THEN
+ INFO = -8
+ ELSE IF( LDT.LT.N ) THEN
+ INFO = -10
+ ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -15
+ ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -17
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -19
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DHGEQZ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 ) THEN
+ WORK( 1 ) = DBLE( 1 )
+ RETURN
+ END IF
+*
+* Initialize Q and Z
+*
+ IF( ICOMPQ.EQ.3 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Q, LDQ )
+ IF( ICOMPZ.EQ.3 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
+*
+* Machine Constants
+*
+ IN = IHI + 1 - ILO
+ SAFMIN = DLAMCH( 'S' )
+ SAFMAX = ONE / SAFMIN
+ ULP = DLAMCH( 'E' )*DLAMCH( 'B' )
+ ANORM = DLANHS( 'F', IN, H( ILO, ILO ), LDH, WORK )
+ BNORM = DLANHS( 'F', IN, T( ILO, ILO ), LDT, WORK )
+ ATOL = MAX( SAFMIN, ULP*ANORM )
+ BTOL = MAX( SAFMIN, ULP*BNORM )
+ ASCALE = ONE / MAX( SAFMIN, ANORM )
+ BSCALE = ONE / MAX( SAFMIN, BNORM )
+*
+* Set Eigenvalues IHI+1:N
+*
+ DO 30 J = IHI + 1, N
+ IF( T( J, J ).LT.ZERO ) THEN
+ IF( ILSCHR ) THEN
+ DO 10 JR = 1, J
+ H( JR, J ) = -H( JR, J )
+ T( JR, J ) = -T( JR, J )
+ 10 CONTINUE
+ ELSE
+ H( J, J ) = -H( J, J )
+ T( J, J ) = -T( J, J )
+ END IF
+ IF( ILZ ) THEN
+ DO 20 JR = 1, N
+ Z( JR, J ) = -Z( JR, J )
+ 20 CONTINUE
+ END IF
+ END IF
+ ALPHAR( J ) = H( J, J )
+ ALPHAI( J ) = ZERO
+ BETA( J ) = T( J, J )
+ 30 CONTINUE
+*
+* If IHI < ILO, skip QZ steps
+*
+ IF( IHI.LT.ILO )
+ $ GO TO 380
+*
+* MAIN QZ ITERATION LOOP
+*
+* Initialize dynamic indices
+*
+* Eigenvalues ILAST+1:N have been found.
+* Column operations modify rows IFRSTM:whatever.
+* Row operations modify columns whatever:ILASTM.
+*
+* If only eigenvalues are being computed, then
+* IFRSTM is the row of the last splitting row above row ILAST;
+* this is always at least ILO.
+* IITER counts iterations since the last eigenvalue was found,
+* to tell when to use an extraordinary shift.
+* MAXIT is the maximum number of QZ sweeps allowed.
+*
+ ILAST = IHI
+ IF( ILSCHR ) THEN
+ IFRSTM = 1
+ ILASTM = N
+ ELSE
+ IFRSTM = ILO
+ ILASTM = IHI
+ END IF
+ IITER = 0
+ ESHIFT = ZERO
+ MAXIT = 30*( IHI-ILO+1 )
+*
+ DO 360 JITER = 1, MAXIT
+*
+* Split the matrix if possible.
+*
+* Two tests:
+* 1: H(j,j-1)=0 or j=ILO
+* 2: T(j,j)=0
+*
+ IF( ILAST.EQ.ILO ) THEN
+*
+* Special case: j=ILAST
+*
+ GO TO 80
+ ELSE
+ IF( ABS( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
+ H( ILAST, ILAST-1 ) = ZERO
+ GO TO 80
+ END IF
+ END IF
+*
+ IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
+ T( ILAST, ILAST ) = ZERO
+ GO TO 70
+ END IF
+*
+* General case: j<ILAST
+*
+ DO 60 J = ILAST - 1, ILO, -1
+*
+* Test 1: for H(j,j-1)=0 or j=ILO
+*
+ IF( J.EQ.ILO ) THEN
+ ILAZRO = .TRUE.
+ ELSE
+ IF( ABS( H( J, J-1 ) ).LE.ATOL ) THEN
+ H( J, J-1 ) = ZERO
+ ILAZRO = .TRUE.
+ ELSE
+ ILAZRO = .FALSE.
+ END IF
+ END IF
+*
+* Test 2: for T(j,j)=0
+*
+ IF( ABS( T( J, J ) ).LT.BTOL ) THEN
+ T( J, J ) = ZERO
+*
+* Test 1a: Check for 2 consecutive small subdiagonals in A
+*
+ ILAZR2 = .FALSE.
+ IF( .NOT.ILAZRO ) THEN
+ TEMP = ABS( H( J, J-1 ) )
+ TEMP2 = ABS( H( J, J ) )
+ TEMPR = MAX( TEMP, TEMP2 )
+ IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
+ TEMP = TEMP / TEMPR
+ TEMP2 = TEMP2 / TEMPR
+ END IF
+ IF( TEMP*( ASCALE*ABS( H( J+1, J ) ) ).LE.TEMP2*
+ $ ( ASCALE*ATOL ) )ILAZR2 = .TRUE.
+ END IF
+*
+* If both tests pass (1 & 2), i.e., the leading diagonal
+* element of B in the block is zero, split a 1x1 block off
+* at the top. (I.e., at the J-th row/column) The leading
+* diagonal element of the remainder can also be zero, so
+* this may have to be done repeatedly.
+*
+ IF( ILAZRO .OR. ILAZR2 ) THEN
+ DO 40 JCH = J, ILAST - 1
+ TEMP = H( JCH, JCH )
+ CALL DLARTG( TEMP, H( JCH+1, JCH ), C, S,
+ $ H( JCH, JCH ) )
+ H( JCH+1, JCH ) = ZERO
+ CALL DROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
+ $ H( JCH+1, JCH+1 ), LDH, C, S )
+ CALL DROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
+ $ T( JCH+1, JCH+1 ), LDT, C, S )
+ IF( ILQ )
+ $ CALL DROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
+ $ C, S )
+ IF( ILAZR2 )
+ $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
+ ILAZR2 = .FALSE.
+ IF( ABS( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
+ IF( JCH+1.GE.ILAST ) THEN
+ GO TO 80
+ ELSE
+ IFIRST = JCH + 1
+ GO TO 110
+ END IF
+ END IF
+ T( JCH+1, JCH+1 ) = ZERO
+ 40 CONTINUE
+ GO TO 70
+ ELSE
+*
+* Only test 2 passed -- chase the zero to T(ILAST,ILAST)
+* Then process as in the case T(ILAST,ILAST)=0
+*
+ DO 50 JCH = J, ILAST - 1
+ TEMP = T( JCH, JCH+1 )
+ CALL DLARTG( TEMP, T( JCH+1, JCH+1 ), C, S,
+ $ T( JCH, JCH+1 ) )
+ T( JCH+1, JCH+1 ) = ZERO
+ IF( JCH.LT.ILASTM-1 )
+ $ CALL DROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT,
+ $ T( JCH+1, JCH+2 ), LDT, C, S )
+ CALL DROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
+ $ H( JCH+1, JCH-1 ), LDH, C, S )
+ IF( ILQ )
+ $ CALL DROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
+ $ C, S )
+ TEMP = H( JCH+1, JCH )
+ CALL DLARTG( TEMP, H( JCH+1, JCH-1 ), C, S,
+ $ H( JCH+1, JCH ) )
+ H( JCH+1, JCH-1 ) = ZERO
+ CALL DROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
+ $ H( IFRSTM, JCH-1 ), 1, C, S )
+ CALL DROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
+ $ T( IFRSTM, JCH-1 ), 1, C, S )
+ IF( ILZ )
+ $ CALL DROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
+ $ C, S )
+ 50 CONTINUE
+ GO TO 70
+ END IF
+ ELSE IF( ILAZRO ) THEN
+*
+* Only test 1 passed -- work on J:ILAST
+*
+ IFIRST = J
+ GO TO 110
+ END IF
+*
+* Neither test passed -- try next J
+*
+ 60 CONTINUE
+*
+* (Drop-through is "impossible")
+*
+ INFO = N + 1
+ GO TO 420
+*
+* T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
+* 1x1 block.
+*
+ 70 CONTINUE
+ TEMP = H( ILAST, ILAST )
+ CALL DLARTG( TEMP, H( ILAST, ILAST-1 ), C, S,
+ $ H( ILAST, ILAST ) )
+ H( ILAST, ILAST-1 ) = ZERO
+ CALL DROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
+ $ H( IFRSTM, ILAST-1 ), 1, C, S )
+ CALL DROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
+ $ T( IFRSTM, ILAST-1 ), 1, C, S )
+ IF( ILZ )
+ $ CALL DROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
+*
+* H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHAR, ALPHAI,
+* and BETA
+*
+ 80 CONTINUE
+ IF( T( ILAST, ILAST ).LT.ZERO ) THEN
+ IF( ILSCHR ) THEN
+ DO 90 J = IFRSTM, ILAST
+ H( J, ILAST ) = -H( J, ILAST )
+ T( J, ILAST ) = -T( J, ILAST )
+ 90 CONTINUE
+ ELSE
+ H( ILAST, ILAST ) = -H( ILAST, ILAST )
+ T( ILAST, ILAST ) = -T( ILAST, ILAST )
+ END IF
+ IF( ILZ ) THEN
+ DO 100 J = 1, N
+ Z( J, ILAST ) = -Z( J, ILAST )
+ 100 CONTINUE
+ END IF
+ END IF
+ ALPHAR( ILAST ) = H( ILAST, ILAST )
+ ALPHAI( ILAST ) = ZERO
+ BETA( ILAST ) = T( ILAST, ILAST )
+*
+* Go to next block -- exit if finished.
+*
+ ILAST = ILAST - 1
+ IF( ILAST.LT.ILO )
+ $ GO TO 380
+*
+* Reset counters
+*
+ IITER = 0
+ ESHIFT = ZERO
+ IF( .NOT.ILSCHR ) THEN
+ ILASTM = ILAST
+ IF( IFRSTM.GT.ILAST )
+ $ IFRSTM = ILO
+ END IF
+ GO TO 350
+*
+* QZ step
+*
+* This iteration only involves rows/columns IFIRST:ILAST. We
+* assume IFIRST < ILAST, and that the diagonal of B is non-zero.
+*
+ 110 CONTINUE
+ IITER = IITER + 1
+ IF( .NOT.ILSCHR ) THEN
+ IFRSTM = IFIRST
+ END IF
+*
+* Compute single shifts.
+*
+* At this point, IFIRST < ILAST, and the diagonal elements of
+* T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
+* magnitude)
+*
+ IF( ( IITER / 10 )*10.EQ.IITER ) THEN
+*
+* Exceptional shift. Chosen for no particularly good reason.
+* (Single shift only.)
+*
+ IF( ( DBLE( MAXIT )*SAFMIN )*ABS( H( ILAST-1, ILAST ) ).LT.
+ $ ABS( T( ILAST-1, ILAST-1 ) ) ) THEN
+ ESHIFT = ESHIFT + H( ILAST-1, ILAST ) /
+ $ T( ILAST-1, ILAST-1 )
+ ELSE
+ ESHIFT = ESHIFT + ONE / ( SAFMIN*DBLE( MAXIT ) )
+ END IF
+ S1 = ONE
+ WR = ESHIFT
+*
+ ELSE
+*
+* Shifts based on the generalized eigenvalues of the
+* bottom-right 2x2 block of A and B. The first eigenvalue
+* returned by DLAG2 is the Wilkinson shift (AEP p.512),
+*
+ CALL DLAG2( H( ILAST-1, ILAST-1 ), LDH,
+ $ T( ILAST-1, ILAST-1 ), LDT, SAFMIN*SAFETY, S1,
+ $ S2, WR, WR2, WI )
+*
+ TEMP = MAX( S1, SAFMIN*MAX( ONE, ABS( WR ), ABS( WI ) ) )
+ IF( WI.NE.ZERO )
+ $ GO TO 200
+ END IF
+*
+* Fiddle with shift to avoid overflow
+*
+ TEMP = MIN( ASCALE, ONE )*( HALF*SAFMAX )
+ IF( S1.GT.TEMP ) THEN
+ SCALE = TEMP / S1
+ ELSE
+ SCALE = ONE
+ END IF
+*
+ TEMP = MIN( BSCALE, ONE )*( HALF*SAFMAX )
+ IF( ABS( WR ).GT.TEMP )
+ $ SCALE = MIN( SCALE, TEMP / ABS( WR ) )
+ S1 = SCALE*S1
+ WR = SCALE*WR
+*
+* Now check for two consecutive small subdiagonals.
+*
+ DO 120 J = ILAST - 1, IFIRST + 1, -1
+ ISTART = J
+ TEMP = ABS( S1*H( J, J-1 ) )
+ TEMP2 = ABS( S1*H( J, J )-WR*T( J, J ) )
+ TEMPR = MAX( TEMP, TEMP2 )
+ IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
+ TEMP = TEMP / TEMPR
+ TEMP2 = TEMP2 / TEMPR
+ END IF
+ IF( ABS( ( ASCALE*H( J+1, J ) )*TEMP ).LE.( ASCALE*ATOL )*
+ $ TEMP2 )GO TO 130
+ 120 CONTINUE
+*
+ ISTART = IFIRST
+ 130 CONTINUE
+*
+* Do an implicit single-shift QZ sweep.
+*
+* Initial Q
+*
+ TEMP = S1*H( ISTART, ISTART ) - WR*T( ISTART, ISTART )
+ TEMP2 = S1*H( ISTART+1, ISTART )
+ CALL DLARTG( TEMP, TEMP2, C, S, TEMPR )
+*
+* Sweep
+*
+ DO 190 J = ISTART, ILAST - 1
+ IF( J.GT.ISTART ) THEN
+ TEMP = H( J, J-1 )
+ CALL DLARTG( TEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
+ H( J+1, J-1 ) = ZERO
+ END IF
+*
+ DO 140 JC = J, ILASTM
+ TEMP = C*H( J, JC ) + S*H( J+1, JC )
+ H( J+1, JC ) = -S*H( J, JC ) + C*H( J+1, JC )
+ H( J, JC ) = TEMP
+ TEMP2 = C*T( J, JC ) + S*T( J+1, JC )
+ T( J+1, JC ) = -S*T( J, JC ) + C*T( J+1, JC )
+ T( J, JC ) = TEMP2
+ 140 CONTINUE
+ IF( ILQ ) THEN
+ DO 150 JR = 1, N
+ TEMP = C*Q( JR, J ) + S*Q( JR, J+1 )
+ Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
+ Q( JR, J ) = TEMP
+ 150 CONTINUE
+ END IF
+*
+ TEMP = T( J+1, J+1 )
+ CALL DLARTG( TEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
+ T( J+1, J ) = ZERO
+*
+ DO 160 JR = IFRSTM, MIN( J+2, ILAST )
+ TEMP = C*H( JR, J+1 ) + S*H( JR, J )
+ H( JR, J ) = -S*H( JR, J+1 ) + C*H( JR, J )
+ H( JR, J+1 ) = TEMP
+ 160 CONTINUE
+ DO 170 JR = IFRSTM, J
+ TEMP = C*T( JR, J+1 ) + S*T( JR, J )
+ T( JR, J ) = -S*T( JR, J+1 ) + C*T( JR, J )
+ T( JR, J+1 ) = TEMP
+ 170 CONTINUE
+ IF( ILZ ) THEN
+ DO 180 JR = 1, N
+ TEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
+ Z( JR, J ) = -S*Z( JR, J+1 ) + C*Z( JR, J )
+ Z( JR, J+1 ) = TEMP
+ 180 CONTINUE
+ END IF
+ 190 CONTINUE
+*
+ GO TO 350
+*
+* Use Francis double-shift
+*
+* Note: the Francis double-shift should work with real shifts,
+* but only if the block is at least 3x3.
+* This code may break if this point is reached with
+* a 2x2 block with real eigenvalues.
+*
+ 200 CONTINUE
+ IF( IFIRST+1.EQ.ILAST ) THEN
+*
+* Special case -- 2x2 block with complex eigenvectors
+*
+* Step 1: Standardize, that is, rotate so that
+*
+* ( B11 0 )
+* B = ( ) with B11 non-negative.
+* ( 0 B22 )
+*
+ CALL DLASV2( T( ILAST-1, ILAST-1 ), T( ILAST-1, ILAST ),
+ $ T( ILAST, ILAST ), B22, B11, SR, CR, SL, CL )
+*
+ IF( B11.LT.ZERO ) THEN
+ CR = -CR
+ SR = -SR
+ B11 = -B11
+ B22 = -B22
+ END IF
+*
+ CALL DROT( ILASTM+1-IFIRST, H( ILAST-1, ILAST-1 ), LDH,
+ $ H( ILAST, ILAST-1 ), LDH, CL, SL )
+ CALL DROT( ILAST+1-IFRSTM, H( IFRSTM, ILAST-1 ), 1,
+ $ H( IFRSTM, ILAST ), 1, CR, SR )
+*
+ IF( ILAST.LT.ILASTM )
+ $ CALL DROT( ILASTM-ILAST, T( ILAST-1, ILAST+1 ), LDT,
+ $ T( ILAST, ILAST+1 ), LDH, CL, SL )
+ IF( IFRSTM.LT.ILAST-1 )
+ $ CALL DROT( IFIRST-IFRSTM, T( IFRSTM, ILAST-1 ), 1,
+ $ T( IFRSTM, ILAST ), 1, CR, SR )
+*
+ IF( ILQ )
+ $ CALL DROT( N, Q( 1, ILAST-1 ), 1, Q( 1, ILAST ), 1, CL,
+ $ SL )
+ IF( ILZ )
+ $ CALL DROT( N, Z( 1, ILAST-1 ), 1, Z( 1, ILAST ), 1, CR,
+ $ SR )
+*
+ T( ILAST-1, ILAST-1 ) = B11
+ T( ILAST-1, ILAST ) = ZERO
+ T( ILAST, ILAST-1 ) = ZERO
+ T( ILAST, ILAST ) = B22
+*
+* If B22 is negative, negate column ILAST
+*
+ IF( B22.LT.ZERO ) THEN
+ DO 210 J = IFRSTM, ILAST
+ H( J, ILAST ) = -H( J, ILAST )
+ T( J, ILAST ) = -T( J, ILAST )
+ 210 CONTINUE
+*
+ IF( ILZ ) THEN
+ DO 220 J = 1, N
+ Z( J, ILAST ) = -Z( J, ILAST )
+ 220 CONTINUE
+ END IF
+ END IF
+*
+* Step 2: Compute ALPHAR, ALPHAI, and BETA (see refs.)
+*
+* Recompute shift
+*
+ CALL DLAG2( H( ILAST-1, ILAST-1 ), LDH,
+ $ T( ILAST-1, ILAST-1 ), LDT, SAFMIN*SAFETY, S1,
+ $ TEMP, WR, TEMP2, WI )
+*
+* If standardization has perturbed the shift onto real line,
+* do another (real single-shift) QR step.
+*
+ IF( WI.EQ.ZERO )
+ $ GO TO 350
+ S1INV = ONE / S1
+*
+* Do EISPACK (QZVAL) computation of alpha and beta
+*
+ A11 = H( ILAST-1, ILAST-1 )
+ A21 = H( ILAST, ILAST-1 )
+ A12 = H( ILAST-1, ILAST )
+ A22 = H( ILAST, ILAST )
+*
+* Compute complex Givens rotation on right
+* (Assume some element of C = (sA - wB) > unfl )
+* __
+* (sA - wB) ( CZ -SZ )
+* ( SZ CZ )
+*
+ C11R = S1*A11 - WR*B11
+ C11I = -WI*B11
+ C12 = S1*A12
+ C21 = S1*A21
+ C22R = S1*A22 - WR*B22
+ C22I = -WI*B22
+*
+ IF( ABS( C11R )+ABS( C11I )+ABS( C12 ).GT.ABS( C21 )+
+ $ ABS( C22R )+ABS( C22I ) ) THEN
+ T1 = DLAPY3( C12, C11R, C11I )
+ CZ = C12 / T1
+ SZR = -C11R / T1
+ SZI = -C11I / T1
+ ELSE
+ CZ = DLAPY2( C22R, C22I )
+ IF( CZ.LE.SAFMIN ) THEN
+ CZ = ZERO
+ SZR = ONE
+ SZI = ZERO
+ ELSE
+ TEMPR = C22R / CZ
+ TEMPI = C22I / CZ
+ T1 = DLAPY2( CZ, C21 )
+ CZ = CZ / T1
+ SZR = -C21*TEMPR / T1
+ SZI = C21*TEMPI / T1
+ END IF
+ END IF
+*
+* Compute Givens rotation on left
+*
+* ( CQ SQ )
+* ( __ ) A or B
+* ( -SQ CQ )
+*
+ AN = ABS( A11 ) + ABS( A12 ) + ABS( A21 ) + ABS( A22 )
+ BN = ABS( B11 ) + ABS( B22 )
+ WABS = ABS( WR ) + ABS( WI )
+ IF( S1*AN.GT.WABS*BN ) THEN
+ CQ = CZ*B11
+ SQR = SZR*B22
+ SQI = -SZI*B22
+ ELSE
+ A1R = CZ*A11 + SZR*A12
+ A1I = SZI*A12
+ A2R = CZ*A21 + SZR*A22
+ A2I = SZI*A22
+ CQ = DLAPY2( A1R, A1I )
+ IF( CQ.LE.SAFMIN ) THEN
+ CQ = ZERO
+ SQR = ONE
+ SQI = ZERO
+ ELSE
+ TEMPR = A1R / CQ
+ TEMPI = A1I / CQ
+ SQR = TEMPR*A2R + TEMPI*A2I
+ SQI = TEMPI*A2R - TEMPR*A2I
+ END IF
+ END IF
+ T1 = DLAPY3( CQ, SQR, SQI )
+ CQ = CQ / T1
+ SQR = SQR / T1
+ SQI = SQI / T1
+*
+* Compute diagonal elements of QBZ
+*
+ TEMPR = SQR*SZR - SQI*SZI
+ TEMPI = SQR*SZI + SQI*SZR
+ B1R = CQ*CZ*B11 + TEMPR*B22
+ B1I = TEMPI*B22
+ B1A = DLAPY2( B1R, B1I )
+ B2R = CQ*CZ*B22 + TEMPR*B11
+ B2I = -TEMPI*B11
+ B2A = DLAPY2( B2R, B2I )
+*
+* Normalize so beta > 0, and Im( alpha1 ) > 0
+*
+ BETA( ILAST-1 ) = B1A
+ BETA( ILAST ) = B2A
+ ALPHAR( ILAST-1 ) = ( WR*B1A )*S1INV
+ ALPHAI( ILAST-1 ) = ( WI*B1A )*S1INV
+ ALPHAR( ILAST ) = ( WR*B2A )*S1INV
+ ALPHAI( ILAST ) = -( WI*B2A )*S1INV
+*
+* Step 3: Go to next block -- exit if finished.
+*
+ ILAST = IFIRST - 1
+ IF( ILAST.LT.ILO )
+ $ GO TO 380
+*
+* Reset counters
+*
+ IITER = 0
+ ESHIFT = ZERO
+ IF( .NOT.ILSCHR ) THEN
+ ILASTM = ILAST
+ IF( IFRSTM.GT.ILAST )
+ $ IFRSTM = ILO
+ END IF
+ GO TO 350
+ ELSE
+*
+* Usual case: 3x3 or larger block, using Francis implicit
+* double-shift
+*
+* 2
+* Eigenvalue equation is w - c w + d = 0,
+*
+* -1 2 -1
+* so compute 1st column of (A B ) - c A B + d
+* using the formula in QZIT (from EISPACK)
+*
+* We assume that the block is at least 3x3
+*
+ AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
+ $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
+ AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
+ $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
+ AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
+ $ ( BSCALE*T( ILAST, ILAST ) )
+ AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
+ $ ( BSCALE*T( ILAST, ILAST ) )
+ U12 = T( ILAST-1, ILAST ) / T( ILAST, ILAST )
+ AD11L = ( ASCALE*H( IFIRST, IFIRST ) ) /
+ $ ( BSCALE*T( IFIRST, IFIRST ) )
+ AD21L = ( ASCALE*H( IFIRST+1, IFIRST ) ) /
+ $ ( BSCALE*T( IFIRST, IFIRST ) )
+ AD12L = ( ASCALE*H( IFIRST, IFIRST+1 ) ) /
+ $ ( BSCALE*T( IFIRST+1, IFIRST+1 ) )
+ AD22L = ( ASCALE*H( IFIRST+1, IFIRST+1 ) ) /
+ $ ( BSCALE*T( IFIRST+1, IFIRST+1 ) )
+ AD32L = ( ASCALE*H( IFIRST+2, IFIRST+1 ) ) /
+ $ ( BSCALE*T( IFIRST+1, IFIRST+1 ) )
+ U12L = T( IFIRST, IFIRST+1 ) / T( IFIRST+1, IFIRST+1 )
+*
+ V( 1 ) = ( AD11-AD11L )*( AD22-AD11L ) - AD12*AD21 +
+ $ AD21*U12*AD11L + ( AD12L-AD11L*U12L )*AD21L
+ V( 2 ) = ( ( AD22L-AD11L )-AD21L*U12L-( AD11-AD11L )-
+ $ ( AD22-AD11L )+AD21*U12 )*AD21L
+ V( 3 ) = AD32L*AD21L
+*
+ ISTART = IFIRST
+*
+ CALL DLARFG( 3, V( 1 ), V( 2 ), 1, TAU )
+ V( 1 ) = ONE
+*
+* Sweep
+*
+ DO 290 J = ISTART, ILAST - 2
+*
+* All but last elements: use 3x3 Householder transforms.
+*
+* Zero (j-1)st column of A
+*
+ IF( J.GT.ISTART ) THEN
+ V( 1 ) = H( J, J-1 )
+ V( 2 ) = H( J+1, J-1 )
+ V( 3 ) = H( J+2, J-1 )
+*
+ CALL DLARFG( 3, H( J, J-1 ), V( 2 ), 1, TAU )
+ V( 1 ) = ONE
+ H( J+1, J-1 ) = ZERO
+ H( J+2, J-1 ) = ZERO
+ END IF
+*
+ DO 230 JC = J, ILASTM
+ TEMP = TAU*( H( J, JC )+V( 2 )*H( J+1, JC )+V( 3 )*
+ $ H( J+2, JC ) )
+ H( J, JC ) = H( J, JC ) - TEMP
+ H( J+1, JC ) = H( J+1, JC ) - TEMP*V( 2 )
+ H( J+2, JC ) = H( J+2, JC ) - TEMP*V( 3 )
+ TEMP2 = TAU*( T( J, JC )+V( 2 )*T( J+1, JC )+V( 3 )*
+ $ T( J+2, JC ) )
+ T( J, JC ) = T( J, JC ) - TEMP2
+ T( J+1, JC ) = T( J+1, JC ) - TEMP2*V( 2 )
+ T( J+2, JC ) = T( J+2, JC ) - TEMP2*V( 3 )
+ 230 CONTINUE
+ IF( ILQ ) THEN
+ DO 240 JR = 1, N
+ TEMP = TAU*( Q( JR, J )+V( 2 )*Q( JR, J+1 )+V( 3 )*
+ $ Q( JR, J+2 ) )
+ Q( JR, J ) = Q( JR, J ) - TEMP
+ Q( JR, J+1 ) = Q( JR, J+1 ) - TEMP*V( 2 )
+ Q( JR, J+2 ) = Q( JR, J+2 ) - TEMP*V( 3 )
+ 240 CONTINUE
+ END IF
+*
+* Zero j-th column of B (see DLAGBC for details)
+*
+* Swap rows to pivot
+*
+ ILPIVT = .FALSE.
+ TEMP = MAX( ABS( T( J+1, J+1 ) ), ABS( T( J+1, J+2 ) ) )
+ TEMP2 = MAX( ABS( T( J+2, J+1 ) ), ABS( T( J+2, J+2 ) ) )
+ IF( MAX( TEMP, TEMP2 ).LT.SAFMIN ) THEN
+ SCALE = ZERO
+ U1 = ONE
+ U2 = ZERO
+ GO TO 250
+ ELSE IF( TEMP.GE.TEMP2 ) THEN
+ W11 = T( J+1, J+1 )
+ W21 = T( J+2, J+1 )
+ W12 = T( J+1, J+2 )
+ W22 = T( J+2, J+2 )
+ U1 = T( J+1, J )
+ U2 = T( J+2, J )
+ ELSE
+ W21 = T( J+1, J+1 )
+ W11 = T( J+2, J+1 )
+ W22 = T( J+1, J+2 )
+ W12 = T( J+2, J+2 )
+ U2 = T( J+1, J )
+ U1 = T( J+2, J )
+ END IF
+*
+* Swap columns if nec.
+*
+ IF( ABS( W12 ).GT.ABS( W11 ) ) THEN
+ ILPIVT = .TRUE.
+ TEMP = W12
+ TEMP2 = W22
+ W12 = W11
+ W22 = W21
+ W11 = TEMP
+ W21 = TEMP2
+ END IF
+*
+* LU-factor
+*
+ TEMP = W21 / W11
+ U2 = U2 - TEMP*U1
+ W22 = W22 - TEMP*W12
+ W21 = ZERO
+*
+* Compute SCALE
+*
+ SCALE = ONE
+ IF( ABS( W22 ).LT.SAFMIN ) THEN
+ SCALE = ZERO
+ U2 = ONE
+ U1 = -W12 / W11
+ GO TO 250
+ END IF
+ IF( ABS( W22 ).LT.ABS( U2 ) )
+ $ SCALE = ABS( W22 / U2 )
+ IF( ABS( W11 ).LT.ABS( U1 ) )
+ $ SCALE = MIN( SCALE, ABS( W11 / U1 ) )
+*
+* Solve
+*
+ U2 = ( SCALE*U2 ) / W22
+ U1 = ( SCALE*U1-W12*U2 ) / W11
+*
+ 250 CONTINUE
+ IF( ILPIVT ) THEN
+ TEMP = U2
+ U2 = U1
+ U1 = TEMP
+ END IF
+*
+* Compute Householder Vector
+*
+ T1 = SQRT( SCALE**2+U1**2+U2**2 )
+ TAU = ONE + SCALE / T1
+ VS = -ONE / ( SCALE+T1 )
+ V( 1 ) = ONE
+ V( 2 ) = VS*U1
+ V( 3 ) = VS*U2
+*
+* Apply transformations from the right.
+*
+ DO 260 JR = IFRSTM, MIN( J+3, ILAST )
+ TEMP = TAU*( H( JR, J )+V( 2 )*H( JR, J+1 )+V( 3 )*
+ $ H( JR, J+2 ) )
+ H( JR, J ) = H( JR, J ) - TEMP
+ H( JR, J+1 ) = H( JR, J+1 ) - TEMP*V( 2 )
+ H( JR, J+2 ) = H( JR, J+2 ) - TEMP*V( 3 )
+ 260 CONTINUE
+ DO 270 JR = IFRSTM, J + 2
+ TEMP = TAU*( T( JR, J )+V( 2 )*T( JR, J+1 )+V( 3 )*
+ $ T( JR, J+2 ) )
+ T( JR, J ) = T( JR, J ) - TEMP
+ T( JR, J+1 ) = T( JR, J+1 ) - TEMP*V( 2 )
+ T( JR, J+2 ) = T( JR, J+2 ) - TEMP*V( 3 )
+ 270 CONTINUE
+ IF( ILZ ) THEN
+ DO 280 JR = 1, N
+ TEMP = TAU*( Z( JR, J )+V( 2 )*Z( JR, J+1 )+V( 3 )*
+ $ Z( JR, J+2 ) )
+ Z( JR, J ) = Z( JR, J ) - TEMP
+ Z( JR, J+1 ) = Z( JR, J+1 ) - TEMP*V( 2 )
+ Z( JR, J+2 ) = Z( JR, J+2 ) - TEMP*V( 3 )
+ 280 CONTINUE
+ END IF
+ T( J+1, J ) = ZERO
+ T( J+2, J ) = ZERO
+ 290 CONTINUE
+*
+* Last elements: Use Givens rotations
+*
+* Rotations from the left
+*
+ J = ILAST - 1
+ TEMP = H( J, J-1 )
+ CALL DLARTG( TEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
+ H( J+1, J-1 ) = ZERO
+*
+ DO 300 JC = J, ILASTM
+ TEMP = C*H( J, JC ) + S*H( J+1, JC )
+ H( J+1, JC ) = -S*H( J, JC ) + C*H( J+1, JC )
+ H( J, JC ) = TEMP
+ TEMP2 = C*T( J, JC ) + S*T( J+1, JC )
+ T( J+1, JC ) = -S*T( J, JC ) + C*T( J+1, JC )
+ T( J, JC ) = TEMP2
+ 300 CONTINUE
+ IF( ILQ ) THEN
+ DO 310 JR = 1, N
+ TEMP = C*Q( JR, J ) + S*Q( JR, J+1 )
+ Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
+ Q( JR, J ) = TEMP
+ 310 CONTINUE
+ END IF
+*
+* Rotations from the right.
+*
+ TEMP = T( J+1, J+1 )
+ CALL DLARTG( TEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
+ T( J+1, J ) = ZERO
+*
+ DO 320 JR = IFRSTM, ILAST
+ TEMP = C*H( JR, J+1 ) + S*H( JR, J )
+ H( JR, J ) = -S*H( JR, J+1 ) + C*H( JR, J )
+ H( JR, J+1 ) = TEMP
+ 320 CONTINUE
+ DO 330 JR = IFRSTM, ILAST - 1
+ TEMP = C*T( JR, J+1 ) + S*T( JR, J )
+ T( JR, J ) = -S*T( JR, J+1 ) + C*T( JR, J )
+ T( JR, J+1 ) = TEMP
+ 330 CONTINUE
+ IF( ILZ ) THEN
+ DO 340 JR = 1, N
+ TEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
+ Z( JR, J ) = -S*Z( JR, J+1 ) + C*Z( JR, J )
+ Z( JR, J+1 ) = TEMP
+ 340 CONTINUE
+ END IF
+*
+* End of Double-Shift code
+*
+ END IF
+*
+ GO TO 350
+*
+* End of iteration loop
+*
+ 350 CONTINUE
+ 360 CONTINUE
+*
+* Drop-through = non-convergence
+*
+ INFO = ILAST
+ GO TO 420
+*
+* Successful completion of all QZ steps
+*
+ 380 CONTINUE
+*
+* Set Eigenvalues 1:ILO-1
+*
+ DO 410 J = 1, ILO - 1
+ IF( T( J, J ).LT.ZERO ) THEN
+ IF( ILSCHR ) THEN
+ DO 390 JR = 1, J
+ H( JR, J ) = -H( JR, J )
+ T( JR, J ) = -T( JR, J )
+ 390 CONTINUE
+ ELSE
+ H( J, J ) = -H( J, J )
+ T( J, J ) = -T( J, J )
+ END IF
+ IF( ILZ ) THEN
+ DO 400 JR = 1, N
+ Z( JR, J ) = -Z( JR, J )
+ 400 CONTINUE
+ END IF
+ END IF
+ ALPHAR( J ) = H( J, J )
+ ALPHAI( J ) = ZERO
+ BETA( J ) = T( J, J )
+ 410 CONTINUE
+*
+* Normal Termination
+*
+ INFO = 0
+*
+* Exit (other than argument error) -- return optimal workspace size
+*
+ 420 CONTINUE
+ WORK( 1 ) = DBLE( N )
+ RETURN
+*
+* End of DHGEQZ
+*
+ END
diff --git a/src/lib/lapack/dhseqr.f b/src/lib/lapack/dhseqr.f
new file mode 100644
index 00000000..5b307fa8
--- /dev/null
+++ b/src/lib/lapack/dhseqr.f
@@ -0,0 +1,407 @@
+ SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z,
+ $ LDZ, WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
+ CHARACTER COMPZ, JOB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
+ $ Z( LDZ, * )
+* ..
+* Purpose
+* =======
+*
+* DHSEQR computes the eigenvalues of a Hessenberg matrix H
+* and, optionally, the matrices T and Z from the Schur decomposition
+* H = Z T Z**T, where T is an upper quasi-triangular matrix (the
+* Schur form), and Z is the orthogonal matrix of Schur vectors.
+*
+* Optionally Z may be postmultiplied into an input orthogonal
+* matrix Q so that this routine can give the Schur factorization
+* of a matrix A which has been reduced to the Hessenberg form H
+* by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* = 'E': compute eigenvalues only;
+* = 'S': compute eigenvalues and the Schur form T.
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': no Schur vectors are computed;
+* = 'I': Z is initialized to the unit matrix and the matrix Z
+* of Schur vectors of H is returned;
+* = 'V': Z must contain an orthogonal matrix Q on entry, and
+* the product Q*Z is returned.
+*
+* N (input) INTEGER
+* The order of the matrix H. N .GE. 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
+* set by a previous call to DGEBAL, and then passed to DGEHRD
+* when the matrix output by DGEBAL is reduced to Hessenberg
+* form. Otherwise ILO and IHI should be set to 1 and N
+* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
+* If N = 0, then ILO = 1 and IHI = 0.
+*
+* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO = 0 and JOB = 'S', then H contains the
+* upper quasi-triangular matrix T from the Schur decomposition
+* (the Schur form); 2-by-2 diagonal blocks (corresponding to
+* complex conjugate pairs of eigenvalues) are returned in
+* standard form, with H(i,i) = H(i+1,i+1) and
+* H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and JOB = 'E', the
+* contents of H are unspecified on exit. (The output value of
+* H when INFO.GT.0 is given under the description of INFO
+* below.)
+*
+* Unlike earlier versions of DHSEQR, this subroutine may
+* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
+* or j = IHI+1, IHI+2, ... N.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH .GE. max(1,N).
+*
+* WR (output) DOUBLE PRECISION array, dimension (N)
+* WI (output) DOUBLE PRECISION array, dimension (N)
+* The real and imaginary parts, respectively, of the computed
+* eigenvalues. If two eigenvalues are computed as a complex
+* conjugate pair, they are stored in consecutive elements of
+* WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and
+* WI(i+1) .LT. 0. If JOB = 'S', the eigenvalues are stored in
+* the same order as on the diagonal of the Schur form returned
+* in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2
+* diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
+* WI(i+1) = -WI(i).
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* If COMPZ = 'N', Z is not referenced.
+* If COMPZ = 'I', on entry Z need not be set and on exit,
+* if INFO = 0, Z contains the orthogonal matrix Z of the Schur
+* vectors of H. If COMPZ = 'V', on entry Z must contain an
+* N-by-N matrix Q, which is assumed to be equal to the unit
+* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
+* if INFO = 0, Z contains Q*Z.
+* Normally Q is the orthogonal matrix generated by DORGHR
+* after the call to DGEHRD which formed the Hessenberg matrix
+* H. (The output value of Z when INFO.GT.0 is given under
+* the description of INFO below.)
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. if COMPZ = 'I' or
+* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
+* On exit, if INFO = 0, WORK(1) returns an estimate of
+* the optimal value for LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK .GE. max(1,N)
+* is sufficient, but LWORK typically as large as 6*N may
+* be required for optimal performance. A workspace query
+* to determine the optimal workspace size is recommended.
+*
+* If LWORK = -1, then DHSEQR does a workspace query.
+* In this case, DHSEQR checks the input parameters and
+* estimates the optimal workspace size for the given
+* values of N, ILO and IHI. The estimate is returned
+* in WORK(1). No error message related to LWORK is
+* issued by XERBLA. Neither H nor Z are accessed.
+*
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .LT. 0: if INFO = -i, the i-th argument had an illegal
+* value
+* .GT. 0: if INFO = i, DHSEQR failed to compute all of
+* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
+* and WI contain those eigenvalues which have been
+* successfully computed. (Failures are rare.)
+*
+* If INFO .GT. 0 and JOB = 'E', then on exit, the
+* remaining unconverged eigenvalues are the eigen-
+* values of the upper Hessenberg matrix rows and
+* columns ILO through INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and JOB = 'S', then on exit
+*
+* (*) (initial value of H)*U = U*(final value of H)
+*
+* where U is an orthogonal matrix. The final
+* value of H is upper Hessenberg and quasi-triangular
+* in rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and COMPZ = 'V', then on exit
+*
+* (final value of Z) = (initial value of Z)*U
+*
+* where U is the orthogonal matrix in (*) (regard-
+* less of the value of JOB.)
+*
+* If INFO .GT. 0 and COMPZ = 'I', then on exit
+* (final value of Z) = U
+* where U is the orthogonal matrix in (*) (regard-
+* less of the value of JOB.)
+*
+* If INFO .GT. 0 and COMPZ = 'N', then Z is not
+* accessed.
+*
+* ================================================================
+* Default values supplied by
+* ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
+* It is suggested that these defaults be adjusted in order
+* to attain best performance in each particular
+* computational environment.
+*
+* ISPEC=1: The DLAHQR vs DLAQR0 crossover point.
+* Default: 75. (Must be at least 11.)
+*
+* ISPEC=2: Recommended deflation window size.
+* This depends on ILO, IHI and NS. NS is the
+* number of simultaneous shifts returned
+* by ILAENV(ISPEC=4). (See ISPEC=4 below.)
+* The default for (IHI-ILO+1).LE.500 is NS.
+* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
+*
+* ISPEC=3: Nibble crossover point. (See ILAENV for
+* details.) Default: 14% of deflation window
+* size.
+*
+* ISPEC=4: Number of simultaneous shifts, NS, in
+* a multi-shift QR iteration.
+*
+* If IHI-ILO+1 is ...
+*
+* greater than ...but less ... the
+* or equal to ... than default is
+*
+* 1 30 NS - 2(+)
+* 30 60 NS - 4(+)
+* 60 150 NS = 10(+)
+* 150 590 NS = **
+* 590 3000 NS = 64
+* 3000 6000 NS = 128
+* 6000 infinity NS = 256
+*
+* (+) By default some or all matrices of this order
+* are passed to the implicit double shift routine
+* DLAHQR and NS is ignored. See ISPEC=1 above
+* and comments in IPARM for details.
+*
+* The asterisks (**) indicate an ad-hoc
+* function of N increasing from 10 to 64.
+*
+* ISPEC=5: Select structured matrix multiply.
+* (See ILAENV for details.) Default: 3.
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+* References:
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
+* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
+* 929--947, 2002.
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
+* of Matrix Analysis, volume 23, pages 948--973, 2002.
+*
+* ================================================================
+* .. Parameters ..
+*
+* ==== Matrices of order NTINY or smaller must be processed by
+* . DLAHQR because of insufficient subdiagonal scratch space.
+* . (This is a hard limit.) ====
+*
+* ==== NL allocates some local workspace to help small matrices
+* . through a rare DLAHQR failure. NL .GT. NTINY = 11 is
+* . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom-
+* . mended. (The default value of NMIN is 75.) Using NL = 49
+* . allows up to six simultaneous shifts and a 16-by-16
+* . deflation window. ====
+*
+ INTEGER NTINY
+ PARAMETER ( NTINY = 11 )
+ INTEGER NL
+ PARAMETER ( NL = 49 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION HL( NL, NL ), WORKL( NL )
+* ..
+* .. Local Scalars ..
+ INTEGER I, KBOT, NMIN
+ LOGICAL INITZ, LQUERY, WANTT, WANTZ
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ LOGICAL LSAME
+ EXTERNAL ILAENV, LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACPY, DLAHQR, DLAQR0, DLASET, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* ==== Decode and check the input parameters. ====
+*
+ WANTT = LSAME( JOB, 'S' )
+ INITZ = LSAME( COMPZ, 'I' )
+ WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
+ WORK( 1 ) = DBLE( MAX( 1, N ) )
+ LQUERY = LWORK.EQ.-1
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'E' ) .AND. .NOT.WANTT ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -5
+ ELSE IF( LDH.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -11
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+*
+* ==== Quick return in case of invalid argument. ====
+*
+ CALL XERBLA( 'DHSEQR', -INFO )
+ RETURN
+*
+ ELSE IF( N.EQ.0 ) THEN
+*
+* ==== Quick return in case N = 0; nothing to do. ====
+*
+ RETURN
+*
+ ELSE IF( LQUERY ) THEN
+*
+* ==== Quick return in case of a workspace query ====
+*
+ CALL DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILO,
+ $ IHI, Z, LDZ, WORK, LWORK, INFO )
+* ==== Ensure reported workspace size is backward-compatible with
+* . previous LAPACK versions. ====
+ WORK( 1 ) = MAX( DBLE( MAX( 1, N ) ), WORK( 1 ) )
+ RETURN
+*
+ ELSE
+*
+* ==== copy eigenvalues isolated by DGEBAL ====
+*
+ DO 10 I = 1, ILO - 1
+ WR( I ) = H( I, I )
+ WI( I ) = ZERO
+ 10 CONTINUE
+ DO 20 I = IHI + 1, N
+ WR( I ) = H( I, I )
+ WI( I ) = ZERO
+ 20 CONTINUE
+*
+* ==== Initialize Z, if requested ====
+*
+ IF( INITZ )
+ $ CALL DLASET( 'A', N, N, ZERO, ONE, Z, LDZ )
+*
+* ==== Quick return if possible ====
+*
+ IF( ILO.EQ.IHI ) THEN
+ WR( ILO ) = H( ILO, ILO )
+ WI( ILO ) = ZERO
+ RETURN
+ END IF
+*
+* ==== DLAHQR/DLAQR0 crossover point ====
+*
+ NMIN = ILAENV( 12, 'DHSEQR', JOB( : 1 ) // COMPZ( : 1 ), N,
+ $ ILO, IHI, LWORK )
+ NMIN = MAX( NTINY, NMIN )
+*
+* ==== DLAQR0 for big matrices; DLAHQR for small ones ====
+*
+ IF( N.GT.NMIN ) THEN
+ CALL DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILO,
+ $ IHI, Z, LDZ, WORK, LWORK, INFO )
+ ELSE
+*
+* ==== Small matrix ====
+*
+ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILO,
+ $ IHI, Z, LDZ, INFO )
+*
+ IF( INFO.GT.0 ) THEN
+*
+* ==== A rare DLAHQR failure! DLAQR0 sometimes succeeds
+* . when DLAHQR fails. ====
+*
+ KBOT = INFO
+*
+ IF( N.GE.NL ) THEN
+*
+* ==== Larger matrices have enough subdiagonal scratch
+* . space to call DLAQR0 directly. ====
+*
+ CALL DLAQR0( WANTT, WANTZ, N, ILO, KBOT, H, LDH, WR,
+ $ WI, ILO, IHI, Z, LDZ, WORK, LWORK, INFO )
+*
+ ELSE
+*
+* ==== Tiny matrices don't have enough subdiagonal
+* . scratch space to benefit from DLAQR0. Hence,
+* . tiny matrices must be copied into a larger
+* . array before calling DLAQR0. ====
+*
+ CALL DLACPY( 'A', N, N, H, LDH, HL, NL )
+ HL( N+1, N ) = ZERO
+ CALL DLASET( 'A', NL, NL-N, ZERO, ZERO, HL( 1, N+1 ),
+ $ NL )
+ CALL DLAQR0( WANTT, WANTZ, NL, ILO, KBOT, HL, NL, WR,
+ $ WI, ILO, IHI, Z, LDZ, WORKL, NL, INFO )
+ IF( WANTT .OR. INFO.NE.0 )
+ $ CALL DLACPY( 'A', N, N, HL, NL, H, LDH )
+ END IF
+ END IF
+ END IF
+*
+* ==== Clear out the trash, if necessary. ====
+*
+ IF( ( WANTT .OR. INFO.NE.0 ) .AND. N.GT.2 )
+ $ CALL DLASET( 'L', N-2, N-2, ZERO, ZERO, H( 3, 1 ), LDH )
+*
+* ==== Ensure reported workspace size is backward-compatible with
+* . previous LAPACK versions. ====
+*
+ WORK( 1 ) = MAX( DBLE( MAX( 1, N ) ), WORK( 1 ) )
+ END IF
+*
+* ==== End of DHSEQR ====
+*
+ END
diff --git a/src/lib/lapack/disnan.f b/src/lib/lapack/disnan.f
new file mode 100644
index 00000000..52003561
--- /dev/null
+++ b/src/lib/lapack/disnan.f
@@ -0,0 +1,33 @@
+ LOGICAL FUNCTION DISNAN(DIN)
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION DIN
+* ..
+*
+* Purpose
+* =======
+*
+* DISNAN returns .TRUE. if its argument is NaN, and .FALSE.
+* otherwise. To be replaced by the Fortran 2003 intrinsic in the
+* future.
+*
+* Arguments
+* =========
+*
+* DIN (input) DOUBLE PRECISION
+* Input to test for NaN.
+*
+* =====================================================================
+*
+* .. External Functions ..
+ LOGICAL DLAISNAN
+ EXTERNAL DLAISNAN
+* ..
+* .. Executable Statements ..
+ DISNAN = DLAISNAN(DIN,DIN)
+ RETURN
+ END
diff --git a/src/lib/lapack/dlabad.f b/src/lib/lapack/dlabad.f
new file mode 100644
index 00000000..05ff5d44
--- /dev/null
+++ b/src/lib/lapack/dlabad.f
@@ -0,0 +1,55 @@
+ SUBROUTINE DLABAD( SMALL, LARGE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION LARGE, SMALL
+* ..
+*
+* Purpose
+* =======
+*
+* DLABAD takes as input the values computed by DLAMCH for underflow and
+* overflow, and returns the square root of each of these values if the
+* log of LARGE is sufficiently large. This subroutine is intended to
+* identify machines with a large exponent range, such as the Crays, and
+* redefine the underflow and overflow limits to be the square roots of
+* the values computed by DLAMCH. This subroutine is needed because
+* DLAMCH does not compensate for poor arithmetic in the upper half of
+* the exponent range, as is found on a Cray.
+*
+* Arguments
+* =========
+*
+* SMALL (input/output) DOUBLE PRECISION
+* On entry, the underflow threshold as computed by DLAMCH.
+* On exit, if LOG10(LARGE) is sufficiently large, the square
+* root of SMALL, otherwise unchanged.
+*
+* LARGE (input/output) DOUBLE PRECISION
+* On entry, the overflow threshold as computed by DLAMCH.
+* On exit, if LOG10(LARGE) is sufficiently large, the square
+* root of LARGE, otherwise unchanged.
+*
+* =====================================================================
+*
+* .. Intrinsic Functions ..
+ INTRINSIC LOG10, SQRT
+* ..
+* .. Executable Statements ..
+*
+* If it looks like we're on a Cray, take the square root of
+* SMALL and LARGE to avoid overflow and underflow problems.
+*
+ IF( LOG10( LARGE ).GT.2000.D0 ) THEN
+ SMALL = SQRT( SMALL )
+ LARGE = SQRT( LARGE )
+ END IF
+*
+ RETURN
+*
+* End of DLABAD
+*
+ END
diff --git a/src/lib/lapack/dlabrd.f b/src/lib/lapack/dlabrd.f
new file mode 100644
index 00000000..196b130c
--- /dev/null
+++ b/src/lib/lapack/dlabrd.f
@@ -0,0 +1,290 @@
+ SUBROUTINE DLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
+ $ LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, LDX, LDY, M, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
+ $ TAUQ( * ), X( LDX, * ), Y( LDY, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLABRD reduces the first NB rows and columns of a real general
+* m by n matrix A to upper or lower bidiagonal form by an orthogonal
+* transformation Q' * A * P, and returns the matrices X and Y which
+* are needed to apply the transformation to the unreduced part of A.
+*
+* If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
+* bidiagonal form.
+*
+* This is an auxiliary routine called by DGEBRD
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A.
+*
+* NB (input) INTEGER
+* The number of leading rows and columns of A to be reduced.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n general matrix to be reduced.
+* On exit, the first NB rows and columns of the matrix are
+* overwritten; the rest of the array is unchanged.
+* If m >= n, elements on and below the diagonal in the first NB
+* columns, with the array TAUQ, represent the orthogonal
+* matrix Q as a product of elementary reflectors; and
+* elements above the diagonal in the first NB rows, with the
+* array TAUP, represent the orthogonal matrix P as a product
+* of elementary reflectors.
+* If m < n, elements below the diagonal in the first NB
+* columns, with the array TAUQ, represent the orthogonal
+* matrix Q as a product of elementary reflectors, and
+* elements on and above the diagonal in the first NB rows,
+* with the array TAUP, represent the orthogonal matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (NB)
+* The diagonal elements of the first NB rows and columns of
+* the reduced matrix. D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (NB)
+* The off-diagonal elements of the first NB rows and columns of
+* the reduced matrix.
+*
+* TAUQ (output) DOUBLE PRECISION array dimension (NB)
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix Q. See Further Details.
+*
+* TAUP (output) DOUBLE PRECISION array, dimension (NB)
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix P. See Further Details.
+*
+* X (output) DOUBLE PRECISION array, dimension (LDX,NB)
+* The m-by-nb matrix X required to update the unreduced part
+* of A.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X. LDX >= M.
+*
+* Y (output) DOUBLE PRECISION array, dimension (LDY,NB)
+* The n-by-nb matrix Y required to update the unreduced part
+* of A.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= N.
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are real scalars, and v and u are real vectors.
+*
+* If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
+* A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
+* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
+* A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
+* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The elements of the vectors v and u together form the m-by-nb matrix
+* V and the nb-by-n matrix U' which are needed, with X and Y, to apply
+* the transformation to the unreduced part of the matrix, using a block
+* update of the form: A := A - V*Y' - X*U'.
+*
+* The contents of A on exit are illustrated by the following examples
+* with nb = 2:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
+* ( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
+* ( v1 v2 a a a ) ( v1 1 a a a a )
+* ( v1 v2 a a a ) ( v1 v2 a a a a )
+* ( v1 v2 a a a ) ( v1 v2 a a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix which is unchanged,
+* vi denotes an element of the vector defining H(i), and ui an element
+* of the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DLARFG, DSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+ IF( M.GE.N ) THEN
+*
+* Reduce to upper bidiagonal form
+*
+ DO 10 I = 1, NB
+*
+* Update A(i:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I+1, I-1, -ONE, A( I, 1 ),
+ $ LDA, Y( I, 1 ), LDY, ONE, A( I, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I+1, I-1, -ONE, X( I, 1 ),
+ $ LDX, A( 1, I ), 1, ONE, A( I, I ), 1 )
+*
+* Generate reflection Q(i) to annihilate A(i+1:m,i)
+*
+ CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
+ $ TAUQ( I ) )
+ D( I ) = A( I, I )
+ IF( I.LT.N ) THEN
+ A( I, I ) = ONE
+*
+* Compute Y(i+1:n,i)
+*
+ CALL DGEMV( 'Transpose', M-I+1, N-I, ONE, A( I, I+1 ),
+ $ LDA, A( I, I ), 1, ZERO, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I+1, I-1, ONE, A( I, 1 ), LDA,
+ $ A( I, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
+ $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I+1, I-1, ONE, X( I, 1 ), LDX,
+ $ A( I, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'Transpose', I-1, N-I, -ONE, A( 1, I+1 ),
+ $ LDA, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
+*
+* Update A(i,i+1:n)
+*
+ CALL DGEMV( 'No transpose', N-I, I, -ONE, Y( I+1, 1 ),
+ $ LDY, A( I, 1 ), LDA, ONE, A( I, I+1 ), LDA )
+ CALL DGEMV( 'Transpose', I-1, N-I, -ONE, A( 1, I+1 ),
+ $ LDA, X( I, 1 ), LDX, ONE, A( I, I+1 ), LDA )
+*
+* Generate reflection P(i) to annihilate A(i,i+2:n)
+*
+ CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ),
+ $ LDA, TAUP( I ) )
+ E( I ) = A( I, I+1 )
+ A( I, I+1 ) = ONE
+*
+* Compute X(i+1:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I, N-I, ONE, A( I+1, I+1 ),
+ $ LDA, A( I, I+1 ), LDA, ZERO, X( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-I, I, ONE, Y( I+1, 1 ), LDY,
+ $ A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I, -ONE, A( I+1, 1 ),
+ $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DGEMV( 'No transpose', I-1, N-I, ONE, A( 1, I+1 ),
+ $ LDA, A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
+ $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Reduce to lower bidiagonal form
+*
+ DO 20 I = 1, NB
+*
+* Update A(i,i:n)
+*
+ CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, Y( I, 1 ),
+ $ LDY, A( I, 1 ), LDA, ONE, A( I, I ), LDA )
+ CALL DGEMV( 'Transpose', I-1, N-I+1, -ONE, A( 1, I ), LDA,
+ $ X( I, 1 ), LDX, ONE, A( I, I ), LDA )
+*
+* Generate reflection P(i) to annihilate A(i,i+1:n)
+*
+ CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
+ $ TAUP( I ) )
+ D( I ) = A( I, I )
+ IF( I.LT.M ) THEN
+ A( I, I ) = ONE
+*
+* Compute X(i+1:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I, N-I+1, ONE, A( I+1, I ),
+ $ LDA, A( I, I ), LDA, ZERO, X( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-I+1, I-1, ONE, Y( I, 1 ), LDY,
+ $ A( I, I ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DGEMV( 'No transpose', I-1, N-I+1, ONE, A( 1, I ),
+ $ LDA, A( I, I ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
+ $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
+*
+* Update A(i+1:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, Y( I, 1 ), LDY, ONE, A( I+1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I, -ONE, X( I+1, 1 ),
+ $ LDX, A( 1, I ), 1, ONE, A( I+1, I ), 1 )
+*
+* Generate reflection Q(i) to annihilate A(i+2:m,i)
+*
+ CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1,
+ $ TAUQ( I ) )
+ E( I ) = A( I+1, I )
+ A( I+1, I ) = ONE
+*
+* Compute Y(i+1:n,i)
+*
+ CALL DGEMV( 'Transpose', M-I, N-I, ONE, A( I+1, I+1 ),
+ $ LDA, A( I+1, I ), 1, ZERO, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I, I-1, ONE, A( I+1, 1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
+ $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I, I, ONE, X( I+1, 1 ), LDX,
+ $ A( I+1, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'Transpose', I, N-I, -ONE, A( 1, I+1 ), LDA,
+ $ Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of DLABRD
+*
+ END
diff --git a/src/lib/lapack/dlacn2.f b/src/lib/lapack/dlacn2.f
new file mode 100644
index 00000000..6705d256
--- /dev/null
+++ b/src/lib/lapack/dlacn2.f
@@ -0,0 +1,214 @@
+ SUBROUTINE DLACN2( N, V, X, ISGN, EST, KASE, ISAVE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KASE, N
+ DOUBLE PRECISION EST
+* ..
+* .. Array Arguments ..
+ INTEGER ISGN( * ), ISAVE( 3 )
+ DOUBLE PRECISION V( * ), X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLACN2 estimates the 1-norm of a square, real matrix A.
+* Reverse communication is used for evaluating matrix-vector products.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 1.
+*
+* V (workspace) DOUBLE PRECISION array, dimension (N)
+* On the final return, V = A*W, where EST = norm(V)/norm(W)
+* (W is not returned).
+*
+* X (input/output) DOUBLE PRECISION array, dimension (N)
+* On an intermediate return, X should be overwritten by
+* A * X, if KASE=1,
+* A' * X, if KASE=2,
+* and DLACN2 must be re-called with all the other parameters
+* unchanged.
+*
+* ISGN (workspace) INTEGER array, dimension (N)
+*
+* EST (input/output) DOUBLE PRECISION
+* On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
+* unchanged from the previous call to DLACN2.
+* On exit, EST is an estimate (a lower bound) for norm(A).
+*
+* KASE (input/output) INTEGER
+* On the initial call to DLACN2, KASE should be 0.
+* On an intermediate return, KASE will be 1 or 2, indicating
+* whether X should be overwritten by A * X or A' * X.
+* On the final return from DLACN2, KASE will again be 0.
+*
+* ISAVE (input/output) INTEGER array, dimension (3)
+* ISAVE is used to save variables between calls to DLACN2
+*
+* Further Details
+* ======= =======
+*
+* Contributed by Nick Higham, University of Manchester.
+* Originally named SONEST, dated March 16, 1988.
+*
+* Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
+* a real or complex matrix, with applications to condition estimation",
+* ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
+*
+* This is a thread safe version of DLACON, which uses the array ISAVE
+* in place of a SAVE statement, as follows:
+*
+* DLACON DLACN2
+* JUMP ISAVE(1)
+* J ISAVE(2)
+* ITER ISAVE(3)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 5 )
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, JLAST
+ DOUBLE PRECISION ALTSGN, ESTOLD, TEMP
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DASUM
+ EXTERNAL IDAMAX, DASUM
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, NINT, SIGN
+* ..
+* .. Executable Statements ..
+*
+ IF( KASE.EQ.0 ) THEN
+ DO 10 I = 1, N
+ X( I ) = ONE / DBLE( N )
+ 10 CONTINUE
+ KASE = 1
+ ISAVE( 1 ) = 1
+ RETURN
+ END IF
+*
+ GO TO ( 20, 40, 70, 110, 140 )ISAVE( 1 )
+*
+* ................ ENTRY (ISAVE( 1 ) = 1)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 20 CONTINUE
+ IF( N.EQ.1 ) THEN
+ V( 1 ) = X( 1 )
+ EST = ABS( V( 1 ) )
+* ... QUIT
+ GO TO 150
+ END IF
+ EST = DASUM( N, X, 1 )
+*
+ DO 30 I = 1, N
+ X( I ) = SIGN( ONE, X( I ) )
+ ISGN( I ) = NINT( X( I ) )
+ 30 CONTINUE
+ KASE = 2
+ ISAVE( 1 ) = 2
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 2)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
+*
+ 40 CONTINUE
+ ISAVE( 2 ) = IDAMAX( N, X, 1 )
+ ISAVE( 3 ) = 2
+*
+* MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
+*
+ 50 CONTINUE
+ DO 60 I = 1, N
+ X( I ) = ZERO
+ 60 CONTINUE
+ X( ISAVE( 2 ) ) = ONE
+ KASE = 1
+ ISAVE( 1 ) = 3
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 3)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 70 CONTINUE
+ CALL DCOPY( N, X, 1, V, 1 )
+ ESTOLD = EST
+ EST = DASUM( N, V, 1 )
+ DO 80 I = 1, N
+ IF( NINT( SIGN( ONE, X( I ) ) ).NE.ISGN( I ) )
+ $ GO TO 90
+ 80 CONTINUE
+* REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
+ GO TO 120
+*
+ 90 CONTINUE
+* TEST FOR CYCLING.
+ IF( EST.LE.ESTOLD )
+ $ GO TO 120
+*
+ DO 100 I = 1, N
+ X( I ) = SIGN( ONE, X( I ) )
+ ISGN( I ) = NINT( X( I ) )
+ 100 CONTINUE
+ KASE = 2
+ ISAVE( 1 ) = 4
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 4)
+* X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
+*
+ 110 CONTINUE
+ JLAST = ISAVE( 2 )
+ ISAVE( 2 ) = IDAMAX( N, X, 1 )
+ IF( ( X( JLAST ).NE.ABS( X( ISAVE( 2 ) ) ) ) .AND.
+ $ ( ISAVE( 3 ).LT.ITMAX ) ) THEN
+ ISAVE( 3 ) = ISAVE( 3 ) + 1
+ GO TO 50
+ END IF
+*
+* ITERATION COMPLETE. FINAL STAGE.
+*
+ 120 CONTINUE
+ ALTSGN = ONE
+ DO 130 I = 1, N
+ X( I ) = ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) )
+ ALTSGN = -ALTSGN
+ 130 CONTINUE
+ KASE = 1
+ ISAVE( 1 ) = 5
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 5)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 140 CONTINUE
+ TEMP = TWO*( DASUM( N, X, 1 ) / DBLE( 3*N ) )
+ IF( TEMP.GT.EST ) THEN
+ CALL DCOPY( N, X, 1, V, 1 )
+ EST = TEMP
+ END IF
+*
+ 150 CONTINUE
+ KASE = 0
+ RETURN
+*
+* End of DLACN2
+*
+ END
diff --git a/src/lib/lapack/dlacon.f b/src/lib/lapack/dlacon.f
new file mode 100644
index 00000000..f113b03a
--- /dev/null
+++ b/src/lib/lapack/dlacon.f
@@ -0,0 +1,205 @@
+ SUBROUTINE DLACON( N, V, X, ISGN, EST, KASE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KASE, N
+ DOUBLE PRECISION EST
+* ..
+* .. Array Arguments ..
+ INTEGER ISGN( * )
+ DOUBLE PRECISION V( * ), X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLACON estimates the 1-norm of a square, real matrix A.
+* Reverse communication is used for evaluating matrix-vector products.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 1.
+*
+* V (workspace) DOUBLE PRECISION array, dimension (N)
+* On the final return, V = A*W, where EST = norm(V)/norm(W)
+* (W is not returned).
+*
+* X (input/output) DOUBLE PRECISION array, dimension (N)
+* On an intermediate return, X should be overwritten by
+* A * X, if KASE=1,
+* A' * X, if KASE=2,
+* and DLACON must be re-called with all the other parameters
+* unchanged.
+*
+* ISGN (workspace) INTEGER array, dimension (N)
+*
+* EST (input/output) DOUBLE PRECISION
+* On entry with KASE = 1 or 2 and JUMP = 3, EST should be
+* unchanged from the previous call to DLACON.
+* On exit, EST is an estimate (a lower bound) for norm(A).
+*
+* KASE (input/output) INTEGER
+* On the initial call to DLACON, KASE should be 0.
+* On an intermediate return, KASE will be 1 or 2, indicating
+* whether X should be overwritten by A * X or A' * X.
+* On the final return from DLACON, KASE will again be 0.
+*
+* Further Details
+* ======= =======
+*
+* Contributed by Nick Higham, University of Manchester.
+* Originally named SONEST, dated March 16, 1988.
+*
+* Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
+* a real or complex matrix, with applications to condition estimation",
+* ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 5 )
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ITER, J, JLAST, JUMP
+ DOUBLE PRECISION ALTSGN, ESTOLD, TEMP
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DASUM
+ EXTERNAL IDAMAX, DASUM
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, NINT, SIGN
+* ..
+* .. Save statement ..
+ SAVE
+* ..
+* .. Executable Statements ..
+*
+ IF( KASE.EQ.0 ) THEN
+ DO 10 I = 1, N
+ X( I ) = ONE / DBLE( N )
+ 10 CONTINUE
+ KASE = 1
+ JUMP = 1
+ RETURN
+ END IF
+*
+ GO TO ( 20, 40, 70, 110, 140 )JUMP
+*
+* ................ ENTRY (JUMP = 1)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 20 CONTINUE
+ IF( N.EQ.1 ) THEN
+ V( 1 ) = X( 1 )
+ EST = ABS( V( 1 ) )
+* ... QUIT
+ GO TO 150
+ END IF
+ EST = DASUM( N, X, 1 )
+*
+ DO 30 I = 1, N
+ X( I ) = SIGN( ONE, X( I ) )
+ ISGN( I ) = NINT( X( I ) )
+ 30 CONTINUE
+ KASE = 2
+ JUMP = 2
+ RETURN
+*
+* ................ ENTRY (JUMP = 2)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
+*
+ 40 CONTINUE
+ J = IDAMAX( N, X, 1 )
+ ITER = 2
+*
+* MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
+*
+ 50 CONTINUE
+ DO 60 I = 1, N
+ X( I ) = ZERO
+ 60 CONTINUE
+ X( J ) = ONE
+ KASE = 1
+ JUMP = 3
+ RETURN
+*
+* ................ ENTRY (JUMP = 3)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 70 CONTINUE
+ CALL DCOPY( N, X, 1, V, 1 )
+ ESTOLD = EST
+ EST = DASUM( N, V, 1 )
+ DO 80 I = 1, N
+ IF( NINT( SIGN( ONE, X( I ) ) ).NE.ISGN( I ) )
+ $ GO TO 90
+ 80 CONTINUE
+* REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
+ GO TO 120
+*
+ 90 CONTINUE
+* TEST FOR CYCLING.
+ IF( EST.LE.ESTOLD )
+ $ GO TO 120
+*
+ DO 100 I = 1, N
+ X( I ) = SIGN( ONE, X( I ) )
+ ISGN( I ) = NINT( X( I ) )
+ 100 CONTINUE
+ KASE = 2
+ JUMP = 4
+ RETURN
+*
+* ................ ENTRY (JUMP = 4)
+* X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
+*
+ 110 CONTINUE
+ JLAST = J
+ J = IDAMAX( N, X, 1 )
+ IF( ( X( JLAST ).NE.ABS( X( J ) ) ) .AND. ( ITER.LT.ITMAX ) ) THEN
+ ITER = ITER + 1
+ GO TO 50
+ END IF
+*
+* ITERATION COMPLETE. FINAL STAGE.
+*
+ 120 CONTINUE
+ ALTSGN = ONE
+ DO 130 I = 1, N
+ X( I ) = ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) )
+ ALTSGN = -ALTSGN
+ 130 CONTINUE
+ KASE = 1
+ JUMP = 5
+ RETURN
+*
+* ................ ENTRY (JUMP = 5)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 140 CONTINUE
+ TEMP = TWO*( DASUM( N, X, 1 ) / DBLE( 3*N ) )
+ IF( TEMP.GT.EST ) THEN
+ CALL DCOPY( N, X, 1, V, 1 )
+ EST = TEMP
+ END IF
+*
+ 150 CONTINUE
+ KASE = 0
+ RETURN
+*
+* End of DLACON
+*
+ END
diff --git a/src/lib/lapack/dlacpy.f b/src/lib/lapack/dlacpy.f
new file mode 100644
index 00000000..d72603a5
--- /dev/null
+++ b/src/lib/lapack/dlacpy.f
@@ -0,0 +1,87 @@
+ SUBROUTINE DLACPY( UPLO, M, N, A, LDA, B, LDB )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDA, LDB, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLACPY copies all or part of a two-dimensional matrix A to another
+* matrix B.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies the part of the matrix A to be copied to B.
+* = 'U': Upper triangular part
+* = 'L': Lower triangular part
+* Otherwise: All of the matrix A
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The m by n matrix A. If UPLO = 'U', only the upper triangle
+* or trapezoid is accessed; if UPLO = 'L', only the lower
+* triangle or trapezoid is accessed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (output) DOUBLE PRECISION array, dimension (LDB,N)
+* On exit, B = A in the locations specified by UPLO.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,M).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 20 J = 1, N
+ DO 10 I = 1, MIN( J, M )
+ B( I, J ) = A( I, J )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE IF( LSAME( UPLO, 'L' ) ) THEN
+ DO 40 J = 1, N
+ DO 30 I = J, M
+ B( I, J ) = A( I, J )
+ 30 CONTINUE
+ 40 CONTINUE
+ ELSE
+ DO 60 J = 1, N
+ DO 50 I = 1, M
+ B( I, J ) = A( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+ RETURN
+*
+* End of DLACPY
+*
+ END
diff --git a/src/lib/lapack/dladiv.f b/src/lib/lapack/dladiv.f
new file mode 100644
index 00000000..b6a74d1b
--- /dev/null
+++ b/src/lib/lapack/dladiv.f
@@ -0,0 +1,62 @@
+ SUBROUTINE DLADIV( A, B, C, D, P, Q )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION A, B, C, D, P, Q
+* ..
+*
+* Purpose
+* =======
+*
+* DLADIV performs complex division in real arithmetic
+*
+* a + i*b
+* p + i*q = ---------
+* c + i*d
+*
+* The algorithm is due to Robert L. Smith and can be found
+* in D. Knuth, The art of Computer Programming, Vol.2, p.195
+*
+* Arguments
+* =========
+*
+* A (input) DOUBLE PRECISION
+* B (input) DOUBLE PRECISION
+* C (input) DOUBLE PRECISION
+* D (input) DOUBLE PRECISION
+* The scalars a, b, c, and d in the above expression.
+*
+* P (output) DOUBLE PRECISION
+* Q (output) DOUBLE PRECISION
+* The scalars p and q in the above expression.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ DOUBLE PRECISION E, F
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+*
+ IF( ABS( D ).LT.ABS( C ) ) THEN
+ E = D / C
+ F = C + D*E
+ P = ( A+B*E ) / F
+ Q = ( B-A*E ) / F
+ ELSE
+ E = C / D
+ F = D + C*E
+ P = ( B+A*E ) / F
+ Q = ( -A+B*E ) / F
+ END IF
+*
+ RETURN
+*
+* End of DLADIV
+*
+ END
diff --git a/src/lib/lapack/dlae2.f b/src/lib/lapack/dlae2.f
new file mode 100644
index 00000000..8e81c608
--- /dev/null
+++ b/src/lib/lapack/dlae2.f
@@ -0,0 +1,123 @@
+ SUBROUTINE DLAE2( A, B, C, RT1, RT2 )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION A, B, C, RT1, RT2
+* ..
+*
+* Purpose
+* =======
+*
+* DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix
+* [ A B ]
+* [ B C ].
+* On return, RT1 is the eigenvalue of larger absolute value, and RT2
+* is the eigenvalue of smaller absolute value.
+*
+* Arguments
+* =========
+*
+* A (input) DOUBLE PRECISION
+* The (1,1) element of the 2-by-2 matrix.
+*
+* B (input) DOUBLE PRECISION
+* The (1,2) and (2,1) elements of the 2-by-2 matrix.
+*
+* C (input) DOUBLE PRECISION
+* The (2,2) element of the 2-by-2 matrix.
+*
+* RT1 (output) DOUBLE PRECISION
+* The eigenvalue of larger absolute value.
+*
+* RT2 (output) DOUBLE PRECISION
+* The eigenvalue of smaller absolute value.
+*
+* Further Details
+* ===============
+*
+* RT1 is accurate to a few ulps barring over/underflow.
+*
+* RT2 may be inaccurate if there is massive cancellation in the
+* determinant A*C-B*B; higher precision or correctly rounded or
+* correctly truncated arithmetic would be needed to compute RT2
+* accurately in all cases.
+*
+* Overflow is possible only if RT1 is within a factor of 5 of overflow.
+* Underflow is harmless if the input data is 0 or exceeds
+* underflow_threshold / macheps.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION HALF
+ PARAMETER ( HALF = 0.5D0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AB, ACMN, ACMX, ADF, DF, RT, SM, TB
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Compute the eigenvalues
+*
+ SM = A + C
+ DF = A - C
+ ADF = ABS( DF )
+ TB = B + B
+ AB = ABS( TB )
+ IF( ABS( A ).GT.ABS( C ) ) THEN
+ ACMX = A
+ ACMN = C
+ ELSE
+ ACMX = C
+ ACMN = A
+ END IF
+ IF( ADF.GT.AB ) THEN
+ RT = ADF*SQRT( ONE+( AB / ADF )**2 )
+ ELSE IF( ADF.LT.AB ) THEN
+ RT = AB*SQRT( ONE+( ADF / AB )**2 )
+ ELSE
+*
+* Includes case AB=ADF=0
+*
+ RT = AB*SQRT( TWO )
+ END IF
+ IF( SM.LT.ZERO ) THEN
+ RT1 = HALF*( SM-RT )
+*
+* Order of execution important.
+* To get fully accurate smaller eigenvalue,
+* next line needs to be executed in higher precision.
+*
+ RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
+ ELSE IF( SM.GT.ZERO ) THEN
+ RT1 = HALF*( SM+RT )
+*
+* Order of execution important.
+* To get fully accurate smaller eigenvalue,
+* next line needs to be executed in higher precision.
+*
+ RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
+ ELSE
+*
+* Includes case RT1 = RT2 = 0
+*
+ RT1 = HALF*RT
+ RT2 = -HALF*RT
+ END IF
+ RETURN
+*
+* End of DLAE2
+*
+ END
diff --git a/src/lib/lapack/dlaev2.f b/src/lib/lapack/dlaev2.f
new file mode 100644
index 00000000..49402faa
--- /dev/null
+++ b/src/lib/lapack/dlaev2.f
@@ -0,0 +1,169 @@
+ SUBROUTINE DLAEV2( A, B, C, RT1, RT2, CS1, SN1 )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION A, B, C, CS1, RT1, RT2, SN1
+* ..
+*
+* Purpose
+* =======
+*
+* DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix
+* [ A B ]
+* [ B C ].
+* On return, RT1 is the eigenvalue of larger absolute value, RT2 is the
+* eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right
+* eigenvector for RT1, giving the decomposition
+*
+* [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ]
+* [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ].
+*
+* Arguments
+* =========
+*
+* A (input) DOUBLE PRECISION
+* The (1,1) element of the 2-by-2 matrix.
+*
+* B (input) DOUBLE PRECISION
+* The (1,2) element and the conjugate of the (2,1) element of
+* the 2-by-2 matrix.
+*
+* C (input) DOUBLE PRECISION
+* The (2,2) element of the 2-by-2 matrix.
+*
+* RT1 (output) DOUBLE PRECISION
+* The eigenvalue of larger absolute value.
+*
+* RT2 (output) DOUBLE PRECISION
+* The eigenvalue of smaller absolute value.
+*
+* CS1 (output) DOUBLE PRECISION
+* SN1 (output) DOUBLE PRECISION
+* The vector (CS1, SN1) is a unit right eigenvector for RT1.
+*
+* Further Details
+* ===============
+*
+* RT1 is accurate to a few ulps barring over/underflow.
+*
+* RT2 may be inaccurate if there is massive cancellation in the
+* determinant A*C-B*B; higher precision or correctly rounded or
+* correctly truncated arithmetic would be needed to compute RT2
+* accurately in all cases.
+*
+* CS1 and SN1 are accurate to a few ulps barring over/underflow.
+*
+* Overflow is possible only if RT1 is within a factor of 5 of overflow.
+* Underflow is harmless if the input data is 0 or exceeds
+* underflow_threshold / macheps.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION HALF
+ PARAMETER ( HALF = 0.5D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER SGN1, SGN2
+ DOUBLE PRECISION AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM,
+ $ TB, TN
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Compute the eigenvalues
+*
+ SM = A + C
+ DF = A - C
+ ADF = ABS( DF )
+ TB = B + B
+ AB = ABS( TB )
+ IF( ABS( A ).GT.ABS( C ) ) THEN
+ ACMX = A
+ ACMN = C
+ ELSE
+ ACMX = C
+ ACMN = A
+ END IF
+ IF( ADF.GT.AB ) THEN
+ RT = ADF*SQRT( ONE+( AB / ADF )**2 )
+ ELSE IF( ADF.LT.AB ) THEN
+ RT = AB*SQRT( ONE+( ADF / AB )**2 )
+ ELSE
+*
+* Includes case AB=ADF=0
+*
+ RT = AB*SQRT( TWO )
+ END IF
+ IF( SM.LT.ZERO ) THEN
+ RT1 = HALF*( SM-RT )
+ SGN1 = -1
+*
+* Order of execution important.
+* To get fully accurate smaller eigenvalue,
+* next line needs to be executed in higher precision.
+*
+ RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
+ ELSE IF( SM.GT.ZERO ) THEN
+ RT1 = HALF*( SM+RT )
+ SGN1 = 1
+*
+* Order of execution important.
+* To get fully accurate smaller eigenvalue,
+* next line needs to be executed in higher precision.
+*
+ RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
+ ELSE
+*
+* Includes case RT1 = RT2 = 0
+*
+ RT1 = HALF*RT
+ RT2 = -HALF*RT
+ SGN1 = 1
+ END IF
+*
+* Compute the eigenvector
+*
+ IF( DF.GE.ZERO ) THEN
+ CS = DF + RT
+ SGN2 = 1
+ ELSE
+ CS = DF - RT
+ SGN2 = -1
+ END IF
+ ACS = ABS( CS )
+ IF( ACS.GT.AB ) THEN
+ CT = -TB / CS
+ SN1 = ONE / SQRT( ONE+CT*CT )
+ CS1 = CT*SN1
+ ELSE
+ IF( AB.EQ.ZERO ) THEN
+ CS1 = ONE
+ SN1 = ZERO
+ ELSE
+ TN = -CS / TB
+ CS1 = ONE / SQRT( ONE+TN*TN )
+ SN1 = TN*CS1
+ END IF
+ END IF
+ IF( SGN1.EQ.SGN2 ) THEN
+ TN = CS1
+ CS1 = -SN1
+ SN1 = TN
+ END IF
+ RETURN
+*
+* End of DLAEV2
+*
+ END
diff --git a/src/lib/lapack/dlaexc.f b/src/lib/lapack/dlaexc.f
new file mode 100644
index 00000000..18e7d247
--- /dev/null
+++ b/src/lib/lapack/dlaexc.f
@@ -0,0 +1,354 @@
+ SUBROUTINE DLAEXC( WANTQ, N, T, LDT, Q, LDQ, J1, N1, N2, WORK,
+ $ INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ
+ INTEGER INFO, J1, LDQ, LDT, N, N1, N2
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Q( LDQ, * ), T( LDT, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in
+* an upper quasi-triangular matrix T by an orthogonal similarity
+* transformation.
+*
+* T must be in Schur canonical form, 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
+* =========
+*
+* WANTQ (input) LOGICAL
+* = .TRUE. : accumulate the transformation in the matrix Q;
+* = .FALSE.: do not accumulate the transformation.
+*
+* 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, the updated matrix T, again in Schur canonical form.
+*
+* 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 WANTQ is .TRUE., the orthogonal matrix Q.
+* On exit, if WANTQ is .TRUE., the updated matrix Q.
+* If WANTQ is .FALSE., Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q.
+* LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N.
+*
+* J1 (input) INTEGER
+* The index of the first row of the first block T11.
+*
+* N1 (input) INTEGER
+* The order of the first block T11. N1 = 0, 1 or 2.
+*
+* N2 (input) INTEGER
+* The order of the second block T22. N2 = 0, 1 or 2.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* = 1: the transformed matrix T would be too far from Schur
+* form; the blocks are not swapped and T and Q are
+* unchanged.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION TEN
+ PARAMETER ( TEN = 1.0D+1 )
+ INTEGER LDD, LDX
+ PARAMETER ( LDD = 4, LDX = 2 )
+* ..
+* .. Local Scalars ..
+ INTEGER IERR, J2, J3, J4, K, ND
+ DOUBLE PRECISION CS, DNORM, EPS, SCALE, SMLNUM, SN, T11, T22,
+ $ T33, TAU, TAU1, TAU2, TEMP, THRESH, WI1, WI2,
+ $ WR1, WR2, XNORM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION D( LDD, 4 ), U( 3 ), U1( 3 ), U2( 3 ),
+ $ X( LDX, 2 )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL DLAMCH, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACPY, DLANV2, DLARFG, DLARFX, DLARTG, DLASY2,
+ $ DROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. N1.EQ.0 .OR. N2.EQ.0 )
+ $ RETURN
+ IF( J1+N1.GT.N )
+ $ RETURN
+*
+ J2 = J1 + 1
+ J3 = J1 + 2
+ J4 = J1 + 3
+*
+ IF( N1.EQ.1 .AND. N2.EQ.1 ) THEN
+*
+* Swap two 1-by-1 blocks.
+*
+ T11 = T( J1, J1 )
+ T22 = T( J2, J2 )
+*
+* Determine the transformation to perform the interchange.
+*
+ CALL DLARTG( T( J1, J2 ), T22-T11, CS, SN, TEMP )
+*
+* Apply transformation to the matrix T.
+*
+ IF( J3.LE.N )
+ $ CALL DROT( N-J1-1, T( J1, J3 ), LDT, T( J2, J3 ), LDT, CS,
+ $ SN )
+ CALL DROT( J1-1, T( 1, J1 ), 1, T( 1, J2 ), 1, CS, SN )
+*
+ T( J1, J1 ) = T22
+ T( J2, J2 ) = T11
+*
+ IF( WANTQ ) THEN
+*
+* Accumulate transformation in the matrix Q.
+*
+ CALL DROT( N, Q( 1, J1 ), 1, Q( 1, J2 ), 1, CS, SN )
+ END IF
+*
+ ELSE
+*
+* Swapping involves at least one 2-by-2 block.
+*
+* Copy the diagonal block of order N1+N2 to the local array D
+* and compute its norm.
+*
+ ND = N1 + N2
+ CALL DLACPY( 'Full', ND, ND, T( J1, J1 ), LDT, D, LDD )
+ DNORM = DLANGE( 'Max', ND, ND, D, LDD, WORK )
+*
+* Compute machine-dependent threshold for test for accepting
+* swap.
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ THRESH = MAX( TEN*EPS*DNORM, SMLNUM )
+*
+* Solve T11*X - X*T22 = scale*T12 for X.
+*
+ CALL DLASY2( .FALSE., .FALSE., -1, N1, N2, D, LDD,
+ $ D( N1+1, N1+1 ), LDD, D( 1, N1+1 ), LDD, SCALE, X,
+ $ LDX, XNORM, IERR )
+*
+* Swap the adjacent diagonal blocks.
+*
+ K = N1 + N1 + N2 - 3
+ GO TO ( 10, 20, 30 )K
+*
+ 10 CONTINUE
+*
+* N1 = 1, N2 = 2: generate elementary reflector H so that:
+*
+* ( scale, X11, X12 ) H = ( 0, 0, * )
+*
+ U( 1 ) = SCALE
+ U( 2 ) = X( 1, 1 )
+ U( 3 ) = X( 1, 2 )
+ CALL DLARFG( 3, U( 3 ), U, 1, TAU )
+ U( 3 ) = ONE
+ T11 = T( J1, J1 )
+*
+* Perform swap provisionally on diagonal block in D.
+*
+ CALL DLARFX( 'L', 3, 3, U, TAU, D, LDD, WORK )
+ CALL DLARFX( 'R', 3, 3, U, TAU, D, LDD, WORK )
+*
+* Test whether to reject swap.
+*
+ IF( MAX( ABS( D( 3, 1 ) ), ABS( D( 3, 2 ) ), ABS( D( 3,
+ $ 3 )-T11 ) ).GT.THRESH )GO TO 50
+*
+* Accept swap: apply transformation to the entire matrix T.
+*
+ CALL DLARFX( 'L', 3, N-J1+1, U, TAU, T( J1, J1 ), LDT, WORK )
+ CALL DLARFX( 'R', J2, 3, U, TAU, T( 1, J1 ), LDT, WORK )
+*
+ T( J3, J1 ) = ZERO
+ T( J3, J2 ) = ZERO
+ T( J3, J3 ) = T11
+*
+ IF( WANTQ ) THEN
+*
+* Accumulate transformation in the matrix Q.
+*
+ CALL DLARFX( 'R', N, 3, U, TAU, Q( 1, J1 ), LDQ, WORK )
+ END IF
+ GO TO 40
+*
+ 20 CONTINUE
+*
+* N1 = 2, N2 = 1: generate elementary reflector H so that:
+*
+* H ( -X11 ) = ( * )
+* ( -X21 ) = ( 0 )
+* ( scale ) = ( 0 )
+*
+ U( 1 ) = -X( 1, 1 )
+ U( 2 ) = -X( 2, 1 )
+ U( 3 ) = SCALE
+ CALL DLARFG( 3, U( 1 ), U( 2 ), 1, TAU )
+ U( 1 ) = ONE
+ T33 = T( J3, J3 )
+*
+* Perform swap provisionally on diagonal block in D.
+*
+ CALL DLARFX( 'L', 3, 3, U, TAU, D, LDD, WORK )
+ CALL DLARFX( 'R', 3, 3, U, TAU, D, LDD, WORK )
+*
+* Test whether to reject swap.
+*
+ IF( MAX( ABS( D( 2, 1 ) ), ABS( D( 3, 1 ) ), ABS( D( 1,
+ $ 1 )-T33 ) ).GT.THRESH )GO TO 50
+*
+* Accept swap: apply transformation to the entire matrix T.
+*
+ CALL DLARFX( 'R', J3, 3, U, TAU, T( 1, J1 ), LDT, WORK )
+ CALL DLARFX( 'L', 3, N-J1, U, TAU, T( J1, J2 ), LDT, WORK )
+*
+ T( J1, J1 ) = T33
+ T( J2, J1 ) = ZERO
+ T( J3, J1 ) = ZERO
+*
+ IF( WANTQ ) THEN
+*
+* Accumulate transformation in the matrix Q.
+*
+ CALL DLARFX( 'R', N, 3, U, TAU, Q( 1, J1 ), LDQ, WORK )
+ END IF
+ GO TO 40
+*
+ 30 CONTINUE
+*
+* N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so
+* that:
+*
+* H(2) H(1) ( -X11 -X12 ) = ( * * )
+* ( -X21 -X22 ) ( 0 * )
+* ( scale 0 ) ( 0 0 )
+* ( 0 scale ) ( 0 0 )
+*
+ U1( 1 ) = -X( 1, 1 )
+ U1( 2 ) = -X( 2, 1 )
+ U1( 3 ) = SCALE
+ CALL DLARFG( 3, U1( 1 ), U1( 2 ), 1, TAU1 )
+ U1( 1 ) = ONE
+*
+ TEMP = -TAU1*( X( 1, 2 )+U1( 2 )*X( 2, 2 ) )
+ U2( 1 ) = -TEMP*U1( 2 ) - X( 2, 2 )
+ U2( 2 ) = -TEMP*U1( 3 )
+ U2( 3 ) = SCALE
+ CALL DLARFG( 3, U2( 1 ), U2( 2 ), 1, TAU2 )
+ U2( 1 ) = ONE
+*
+* Perform swap provisionally on diagonal block in D.
+*
+ CALL DLARFX( 'L', 3, 4, U1, TAU1, D, LDD, WORK )
+ CALL DLARFX( 'R', 4, 3, U1, TAU1, D, LDD, WORK )
+ CALL DLARFX( 'L', 3, 4, U2, TAU2, D( 2, 1 ), LDD, WORK )
+ CALL DLARFX( 'R', 4, 3, U2, TAU2, D( 1, 2 ), LDD, WORK )
+*
+* Test whether to reject swap.
+*
+ IF( MAX( ABS( D( 3, 1 ) ), ABS( D( 3, 2 ) ), ABS( D( 4, 1 ) ),
+ $ ABS( D( 4, 2 ) ) ).GT.THRESH )GO TO 50
+*
+* Accept swap: apply transformation to the entire matrix T.
+*
+ CALL DLARFX( 'L', 3, N-J1+1, U1, TAU1, T( J1, J1 ), LDT, WORK )
+ CALL DLARFX( 'R', J4, 3, U1, TAU1, T( 1, J1 ), LDT, WORK )
+ CALL DLARFX( 'L', 3, N-J1+1, U2, TAU2, T( J2, J1 ), LDT, WORK )
+ CALL DLARFX( 'R', J4, 3, U2, TAU2, T( 1, J2 ), LDT, WORK )
+*
+ T( J3, J1 ) = ZERO
+ T( J3, J2 ) = ZERO
+ T( J4, J1 ) = ZERO
+ T( J4, J2 ) = ZERO
+*
+ IF( WANTQ ) THEN
+*
+* Accumulate transformation in the matrix Q.
+*
+ CALL DLARFX( 'R', N, 3, U1, TAU1, Q( 1, J1 ), LDQ, WORK )
+ CALL DLARFX( 'R', N, 3, U2, TAU2, Q( 1, J2 ), LDQ, WORK )
+ END IF
+*
+ 40 CONTINUE
+*
+ IF( N2.EQ.2 ) THEN
+*
+* Standardize new 2-by-2 block T11
+*
+ CALL DLANV2( T( J1, J1 ), T( J1, J2 ), T( J2, J1 ),
+ $ T( J2, J2 ), WR1, WI1, WR2, WI2, CS, SN )
+ CALL DROT( N-J1-1, T( J1, J1+2 ), LDT, T( J2, J1+2 ), LDT,
+ $ CS, SN )
+ CALL DROT( J1-1, T( 1, J1 ), 1, T( 1, J2 ), 1, CS, SN )
+ IF( WANTQ )
+ $ CALL DROT( N, Q( 1, J1 ), 1, Q( 1, J2 ), 1, CS, SN )
+ END IF
+*
+ IF( N1.EQ.2 ) THEN
+*
+* Standardize new 2-by-2 block T22
+*
+ J3 = J1 + N2
+ J4 = J3 + 1
+ CALL DLANV2( T( J3, J3 ), T( J3, J4 ), T( J4, J3 ),
+ $ T( J4, J4 ), WR1, WI1, WR2, WI2, CS, SN )
+ IF( J3+2.LE.N )
+ $ CALL DROT( N-J3-1, T( J3, J3+2 ), LDT, T( J4, J3+2 ),
+ $ LDT, CS, SN )
+ CALL DROT( J3-1, T( 1, J3 ), 1, T( 1, J4 ), 1, CS, SN )
+ IF( WANTQ )
+ $ CALL DROT( N, Q( 1, J3 ), 1, Q( 1, J4 ), 1, CS, SN )
+ END IF
+*
+ END IF
+ RETURN
+*
+* Exit with INFO = 1 if swap was rejected.
+*
+ 50 CONTINUE
+ INFO = 1
+ RETURN
+*
+* End of DLAEXC
+*
+ END
diff --git a/src/lib/lapack/dlag2.f b/src/lib/lapack/dlag2.f
new file mode 100644
index 00000000..e754203b
--- /dev/null
+++ b/src/lib/lapack/dlag2.f
@@ -0,0 +1,300 @@
+ SUBROUTINE DLAG2( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1,
+ $ WR2, WI )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, LDB
+ DOUBLE PRECISION SAFMIN, SCALE1, SCALE2, WI, WR1, WR2
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAG2 computes the eigenvalues of a 2 x 2 generalized eigenvalue
+* problem A - w B, with scaling as necessary to avoid over-/underflow.
+*
+* The scaling factor "s" results in a modified eigenvalue equation
+*
+* s A - w B
+*
+* where s is a non-negative scaling factor chosen so that w, w B,
+* and s A do not overflow and, if possible, do not underflow, either.
+*
+* Arguments
+* =========
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA, 2)
+* On entry, the 2 x 2 matrix A. It is assumed that its 1-norm
+* is less than 1/SAFMIN. Entries less than
+* sqrt(SAFMIN)*norm(A) are subject to being treated as zero.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= 2.
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB, 2)
+* On entry, the 2 x 2 upper triangular matrix B. It is
+* assumed that the one-norm of B is less than 1/SAFMIN. The
+* diagonals should be at least sqrt(SAFMIN) times the largest
+* element of B (in absolute value); if a diagonal is smaller
+* than that, then +/- sqrt(SAFMIN) will be used instead of
+* that diagonal.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= 2.
+*
+* SAFMIN (input) DOUBLE PRECISION
+* The smallest positive number s.t. 1/SAFMIN does not
+* overflow. (This should always be DLAMCH('S') -- it is an
+* argument in order to avoid having to call DLAMCH frequently.)
+*
+* SCALE1 (output) DOUBLE PRECISION
+* A scaling factor used to avoid over-/underflow in the
+* eigenvalue equation which defines the first eigenvalue. If
+* the eigenvalues are complex, then the eigenvalues are
+* ( WR1 +/- WI i ) / SCALE1 (which may lie outside the
+* exponent range of the machine), SCALE1=SCALE2, and SCALE1
+* will always be positive. If the eigenvalues are real, then
+* the first (real) eigenvalue is WR1 / SCALE1 , but this may
+* overflow or underflow, and in fact, SCALE1 may be zero or
+* less than the underflow threshhold if the exact eigenvalue
+* is sufficiently large.
+*
+* SCALE2 (output) DOUBLE PRECISION
+* A scaling factor used to avoid over-/underflow in the
+* eigenvalue equation which defines the second eigenvalue. If
+* the eigenvalues are complex, then SCALE2=SCALE1. If the
+* eigenvalues are real, then the second (real) eigenvalue is
+* WR2 / SCALE2 , but this may overflow or underflow, and in
+* fact, SCALE2 may be zero or less than the underflow
+* threshhold if the exact eigenvalue is sufficiently large.
+*
+* WR1 (output) DOUBLE PRECISION
+* If the eigenvalue is real, then WR1 is SCALE1 times the
+* eigenvalue closest to the (2,2) element of A B**(-1). If the
+* eigenvalue is complex, then WR1=WR2 is SCALE1 times the real
+* part of the eigenvalues.
+*
+* WR2 (output) DOUBLE PRECISION
+* If the eigenvalue is real, then WR2 is SCALE2 times the
+* other eigenvalue. If the eigenvalue is complex, then
+* WR1=WR2 is SCALE1 times the real part of the eigenvalues.
+*
+* WI (output) DOUBLE PRECISION
+* If the eigenvalue is real, then WI is zero. If the
+* eigenvalue is complex, then WI is SCALE1 times the imaginary
+* part of the eigenvalues. WI will always be non-negative.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
+ DOUBLE PRECISION HALF
+ PARAMETER ( HALF = ONE / TWO )
+ DOUBLE PRECISION FUZZY1
+ PARAMETER ( FUZZY1 = ONE+1.0D-5 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION A11, A12, A21, A22, ABI22, ANORM, AS11, AS12,
+ $ AS22, ASCALE, B11, B12, B22, BINV11, BINV22,
+ $ BMIN, BNORM, BSCALE, BSIZE, C1, C2, C3, C4, C5,
+ $ DIFF, DISCR, PP, QQ, R, RTMAX, RTMIN, S1, S2,
+ $ SAFMAX, SHIFT, SS, SUM, WABS, WBIG, WDET,
+ $ WSCALE, WSIZE, WSMALL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ RTMIN = SQRT( SAFMIN )
+ RTMAX = ONE / RTMIN
+ SAFMAX = ONE / SAFMIN
+*
+* Scale A
+*
+ ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ),
+ $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN )
+ ASCALE = ONE / ANORM
+ A11 = ASCALE*A( 1, 1 )
+ A21 = ASCALE*A( 2, 1 )
+ A12 = ASCALE*A( 1, 2 )
+ A22 = ASCALE*A( 2, 2 )
+*
+* Perturb B if necessary to insure non-singularity
+*
+ B11 = B( 1, 1 )
+ B12 = B( 1, 2 )
+ B22 = B( 2, 2 )
+ BMIN = RTMIN*MAX( ABS( B11 ), ABS( B12 ), ABS( B22 ), RTMIN )
+ IF( ABS( B11 ).LT.BMIN )
+ $ B11 = SIGN( BMIN, B11 )
+ IF( ABS( B22 ).LT.BMIN )
+ $ B22 = SIGN( BMIN, B22 )
+*
+* Scale B
+*
+ BNORM = MAX( ABS( B11 ), ABS( B12 )+ABS( B22 ), SAFMIN )
+ BSIZE = MAX( ABS( B11 ), ABS( B22 ) )
+ BSCALE = ONE / BSIZE
+ B11 = B11*BSCALE
+ B12 = B12*BSCALE
+ B22 = B22*BSCALE
+*
+* Compute larger eigenvalue by method described by C. van Loan
+*
+* ( AS is A shifted by -SHIFT*B )
+*
+ BINV11 = ONE / B11
+ BINV22 = ONE / B22
+ S1 = A11*BINV11
+ S2 = A22*BINV22
+ IF( ABS( S1 ).LE.ABS( S2 ) ) THEN
+ AS12 = A12 - S1*B12
+ AS22 = A22 - S1*B22
+ SS = A21*( BINV11*BINV22 )
+ ABI22 = AS22*BINV22 - SS*B12
+ PP = HALF*ABI22
+ SHIFT = S1
+ ELSE
+ AS12 = A12 - S2*B12
+ AS11 = A11 - S2*B11
+ SS = A21*( BINV11*BINV22 )
+ ABI22 = -SS*B12
+ PP = HALF*( AS11*BINV11+ABI22 )
+ SHIFT = S2
+ END IF
+ QQ = SS*AS12
+ IF( ABS( PP*RTMIN ).GE.ONE ) THEN
+ DISCR = ( RTMIN*PP )**2 + QQ*SAFMIN
+ R = SQRT( ABS( DISCR ) )*RTMAX
+ ELSE
+ IF( PP**2+ABS( QQ ).LE.SAFMIN ) THEN
+ DISCR = ( RTMAX*PP )**2 + QQ*SAFMAX
+ R = SQRT( ABS( DISCR ) )*RTMIN
+ ELSE
+ DISCR = PP**2 + QQ
+ R = SQRT( ABS( DISCR ) )
+ END IF
+ END IF
+*
+* Note: the test of R in the following IF is to cover the case when
+* DISCR is small and negative and is flushed to zero during
+* the calculation of R. On machines which have a consistent
+* flush-to-zero threshhold and handle numbers above that
+* threshhold correctly, it would not be necessary.
+*
+ IF( DISCR.GE.ZERO .OR. R.EQ.ZERO ) THEN
+ SUM = PP + SIGN( R, PP )
+ DIFF = PP - SIGN( R, PP )
+ WBIG = SHIFT + SUM
+*
+* Compute smaller eigenvalue
+*
+ WSMALL = SHIFT + DIFF
+ IF( HALF*ABS( WBIG ).GT.MAX( ABS( WSMALL ), SAFMIN ) ) THEN
+ WDET = ( A11*A22-A12*A21 )*( BINV11*BINV22 )
+ WSMALL = WDET / WBIG
+ END IF
+*
+* Choose (real) eigenvalue closest to 2,2 element of A*B**(-1)
+* for WR1.
+*
+ IF( PP.GT.ABI22 ) THEN
+ WR1 = MIN( WBIG, WSMALL )
+ WR2 = MAX( WBIG, WSMALL )
+ ELSE
+ WR1 = MAX( WBIG, WSMALL )
+ WR2 = MIN( WBIG, WSMALL )
+ END IF
+ WI = ZERO
+ ELSE
+*
+* Complex eigenvalues
+*
+ WR1 = SHIFT + PP
+ WR2 = WR1
+ WI = R
+ END IF
+*
+* Further scaling to avoid underflow and overflow in computing
+* SCALE1 and overflow in computing w*B.
+*
+* This scale factor (WSCALE) is bounded from above using C1 and C2,
+* and from below using C3 and C4.
+* C1 implements the condition s A must never overflow.
+* C2 implements the condition w B must never overflow.
+* C3, with C2,
+* implement the condition that s A - w B must never overflow.
+* C4 implements the condition s should not underflow.
+* C5 implements the condition max(s,|w|) should be at least 2.
+*
+ C1 = BSIZE*( SAFMIN*MAX( ONE, ASCALE ) )
+ C2 = SAFMIN*MAX( ONE, BNORM )
+ C3 = BSIZE*SAFMIN
+ IF( ASCALE.LE.ONE .AND. BSIZE.LE.ONE ) THEN
+ C4 = MIN( ONE, ( ASCALE / SAFMIN )*BSIZE )
+ ELSE
+ C4 = ONE
+ END IF
+ IF( ASCALE.LE.ONE .OR. BSIZE.LE.ONE ) THEN
+ C5 = MIN( ONE, ASCALE*BSIZE )
+ ELSE
+ C5 = ONE
+ END IF
+*
+* Scale first eigenvalue
+*
+ WABS = ABS( WR1 ) + ABS( WI )
+ WSIZE = MAX( SAFMIN, C1, FUZZY1*( WABS*C2+C3 ),
+ $ MIN( C4, HALF*MAX( WABS, C5 ) ) )
+ IF( WSIZE.NE.ONE ) THEN
+ WSCALE = ONE / WSIZE
+ IF( WSIZE.GT.ONE ) THEN
+ SCALE1 = ( MAX( ASCALE, BSIZE )*WSCALE )*
+ $ MIN( ASCALE, BSIZE )
+ ELSE
+ SCALE1 = ( MIN( ASCALE, BSIZE )*WSCALE )*
+ $ MAX( ASCALE, BSIZE )
+ END IF
+ WR1 = WR1*WSCALE
+ IF( WI.NE.ZERO ) THEN
+ WI = WI*WSCALE
+ WR2 = WR1
+ SCALE2 = SCALE1
+ END IF
+ ELSE
+ SCALE1 = ASCALE*BSIZE
+ SCALE2 = SCALE1
+ END IF
+*
+* Scale second eigenvalue (if real)
+*
+ IF( WI.EQ.ZERO ) THEN
+ WSIZE = MAX( SAFMIN, C1, FUZZY1*( ABS( WR2 )*C2+C3 ),
+ $ MIN( C4, HALF*MAX( ABS( WR2 ), C5 ) ) )
+ IF( WSIZE.NE.ONE ) THEN
+ WSCALE = ONE / WSIZE
+ IF( WSIZE.GT.ONE ) THEN
+ SCALE2 = ( MAX( ASCALE, BSIZE )*WSCALE )*
+ $ MIN( ASCALE, BSIZE )
+ ELSE
+ SCALE2 = ( MIN( ASCALE, BSIZE )*WSCALE )*
+ $ MAX( ASCALE, BSIZE )
+ END IF
+ WR2 = WR2*WSCALE
+ ELSE
+ SCALE2 = ASCALE*BSIZE
+ END IF
+ END IF
+*
+* End of DLAG2
+*
+ RETURN
+ END
diff --git a/src/lib/lapack/dlagv2.f b/src/lib/lapack/dlagv2.f
new file mode 100644
index 00000000..15bcb0b9
--- /dev/null
+++ b/src/lib/lapack/dlagv2.f
@@ -0,0 +1,287 @@
+ SUBROUTINE DLAGV2( A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL,
+ $ CSR, SNR )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, LDB
+ DOUBLE PRECISION CSL, CSR, SNL, SNR
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), ALPHAI( 2 ), ALPHAR( 2 ),
+ $ B( LDB, * ), BETA( 2 )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAGV2 computes the Generalized Schur factorization of a real 2-by-2
+* matrix pencil (A,B) where B is upper triangular. This routine
+* computes orthogonal (rotation) matrices given by CSL, SNL and CSR,
+* SNR such that
+*
+* 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0
+* types), then
+*
+* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
+* [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
+*
+* [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
+* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ],
+*
+* 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues,
+* then
+*
+* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
+* [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
+*
+* [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
+* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ]
+*
+* where b11 >= b22 > 0.
+*
+*
+* Arguments
+* =========
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, 2)
+* On entry, the 2 x 2 matrix A.
+* On exit, A is overwritten by the ``A-part'' of the
+* generalized Schur form.
+*
+* LDA (input) INTEGER
+* THe leading dimension of the array A. LDA >= 2.
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB, 2)
+* On entry, the upper triangular 2 x 2 matrix B.
+* On exit, B is overwritten by the ``B-part'' of the
+* generalized Schur form.
+*
+* LDB (input) INTEGER
+* THe leading dimension of the array B. LDB >= 2.
+*
+* ALPHAR (output) DOUBLE PRECISION array, dimension (2)
+* ALPHAI (output) DOUBLE PRECISION array, dimension (2)
+* BETA (output) DOUBLE PRECISION array, dimension (2)
+* (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the
+* pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may
+* be zero.
+*
+* CSL (output) DOUBLE PRECISION
+* The cosine of the left rotation matrix.
+*
+* SNL (output) DOUBLE PRECISION
+* The sine of the left rotation matrix.
+*
+* CSR (output) DOUBLE PRECISION
+* The cosine of the right rotation matrix.
+*
+* SNR (output) DOUBLE PRECISION
+* The sine of the right rotation matrix.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION ANORM, ASCALE, BNORM, BSCALE, H1, H2, H3, QQ,
+ $ R, RR, SAFMIN, SCALE1, SCALE2, T, ULP, WI, WR1,
+ $ WR2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAG2, DLARTG, DLASV2, DROT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLAPY2
+ EXTERNAL DLAMCH, DLAPY2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Executable Statements ..
+*
+ SAFMIN = DLAMCH( 'S' )
+ ULP = DLAMCH( 'P' )
+*
+* Scale A
+*
+ ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ),
+ $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN )
+ ASCALE = ONE / ANORM
+ A( 1, 1 ) = ASCALE*A( 1, 1 )
+ A( 1, 2 ) = ASCALE*A( 1, 2 )
+ A( 2, 1 ) = ASCALE*A( 2, 1 )
+ A( 2, 2 ) = ASCALE*A( 2, 2 )
+*
+* Scale B
+*
+ BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 1, 2 ) )+ABS( B( 2, 2 ) ),
+ $ SAFMIN )
+ BSCALE = ONE / BNORM
+ B( 1, 1 ) = BSCALE*B( 1, 1 )
+ B( 1, 2 ) = BSCALE*B( 1, 2 )
+ B( 2, 2 ) = BSCALE*B( 2, 2 )
+*
+* Check if A can be deflated
+*
+ IF( ABS( A( 2, 1 ) ).LE.ULP ) THEN
+ CSL = ONE
+ SNL = ZERO
+ CSR = ONE
+ SNR = ZERO
+ A( 2, 1 ) = ZERO
+ B( 2, 1 ) = ZERO
+*
+* Check if B is singular
+*
+ ELSE IF( ABS( B( 1, 1 ) ).LE.ULP ) THEN
+ CALL DLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
+ CSR = ONE
+ SNR = ZERO
+ CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
+ CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
+ A( 2, 1 ) = ZERO
+ B( 1, 1 ) = ZERO
+ B( 2, 1 ) = ZERO
+*
+ ELSE IF( ABS( B( 2, 2 ) ).LE.ULP ) THEN
+ CALL DLARTG( A( 2, 2 ), A( 2, 1 ), CSR, SNR, T )
+ SNR = -SNR
+ CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
+ CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
+ CSL = ONE
+ SNL = ZERO
+ A( 2, 1 ) = ZERO
+ B( 2, 1 ) = ZERO
+ B( 2, 2 ) = ZERO
+*
+ ELSE
+*
+* B is nonsingular, first compute the eigenvalues of (A,B)
+*
+ CALL DLAG2( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, WR2,
+ $ WI )
+*
+ IF( WI.EQ.ZERO ) THEN
+*
+* two real eigenvalues, compute s*A-w*B
+*
+ H1 = SCALE1*A( 1, 1 ) - WR1*B( 1, 1 )
+ H2 = SCALE1*A( 1, 2 ) - WR1*B( 1, 2 )
+ H3 = SCALE1*A( 2, 2 ) - WR1*B( 2, 2 )
+*
+ RR = DLAPY2( H1, H2 )
+ QQ = DLAPY2( SCALE1*A( 2, 1 ), H3 )
+*
+ IF( RR.GT.QQ ) THEN
+*
+* find right rotation matrix to zero 1,1 element of
+* (sA - wB)
+*
+ CALL DLARTG( H2, H1, CSR, SNR, T )
+*
+ ELSE
+*
+* find right rotation matrix to zero 2,1 element of
+* (sA - wB)
+*
+ CALL DLARTG( H3, SCALE1*A( 2, 1 ), CSR, SNR, T )
+*
+ END IF
+*
+ SNR = -SNR
+ CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
+ CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
+*
+* compute inf norms of A and B
+*
+ H1 = MAX( ABS( A( 1, 1 ) )+ABS( A( 1, 2 ) ),
+ $ ABS( A( 2, 1 ) )+ABS( A( 2, 2 ) ) )
+ H2 = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ),
+ $ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) )
+*
+ IF( ( SCALE1*H1 ).GE.ABS( WR1 )*H2 ) THEN
+*
+* find left rotation matrix Q to zero out B(2,1)
+*
+ CALL DLARTG( B( 1, 1 ), B( 2, 1 ), CSL, SNL, R )
+*
+ ELSE
+*
+* find left rotation matrix Q to zero out A(2,1)
+*
+ CALL DLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
+*
+ END IF
+*
+ CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
+ CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
+*
+ A( 2, 1 ) = ZERO
+ B( 2, 1 ) = ZERO
+*
+ ELSE
+*
+* a pair of complex conjugate eigenvalues
+* first compute the SVD of the matrix B
+*
+ CALL DLASV2( B( 1, 1 ), B( 1, 2 ), B( 2, 2 ), R, T, SNR,
+ $ CSR, SNL, CSL )
+*
+* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and
+* Z is right rotation matrix computed from DLASV2
+*
+ CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
+ CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
+ CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
+ CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
+*
+ B( 2, 1 ) = ZERO
+ B( 1, 2 ) = ZERO
+*
+ END IF
+*
+ END IF
+*
+* Unscaling
+*
+ A( 1, 1 ) = ANORM*A( 1, 1 )
+ A( 2, 1 ) = ANORM*A( 2, 1 )
+ A( 1, 2 ) = ANORM*A( 1, 2 )
+ A( 2, 2 ) = ANORM*A( 2, 2 )
+ B( 1, 1 ) = BNORM*B( 1, 1 )
+ B( 2, 1 ) = BNORM*B( 2, 1 )
+ B( 1, 2 ) = BNORM*B( 1, 2 )
+ B( 2, 2 ) = BNORM*B( 2, 2 )
+*
+ IF( WI.EQ.ZERO ) THEN
+ ALPHAR( 1 ) = A( 1, 1 )
+ ALPHAR( 2 ) = A( 2, 2 )
+ ALPHAI( 1 ) = ZERO
+ ALPHAI( 2 ) = ZERO
+ BETA( 1 ) = B( 1, 1 )
+ BETA( 2 ) = B( 2, 2 )
+ ELSE
+ ALPHAR( 1 ) = ANORM*WR1 / SCALE1 / BNORM
+ ALPHAI( 1 ) = ANORM*WI / SCALE1 / BNORM
+ ALPHAR( 2 ) = ALPHAR( 1 )
+ ALPHAI( 2 ) = -ALPHAI( 1 )
+ BETA( 1 ) = ONE
+ BETA( 2 ) = ONE
+ END IF
+*
+ RETURN
+*
+* End of DLAGV2
+*
+ END
diff --git a/src/lib/lapack/dlahqr.f b/src/lib/lapack/dlahqr.f
new file mode 100644
index 00000000..449a3770
--- /dev/null
+++ b/src/lib/lapack/dlahqr.f
@@ -0,0 +1,501 @@
+ SUBROUTINE DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAHQR is an auxiliary routine called by DHSEQR to update the
+* eigenvalues and Schur decomposition already computed by DHSEQR, by
+* dealing with the Hessenberg submatrix in rows and columns ILO to
+* IHI.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* N (input) INTEGER
+* The order of the matrix H. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper quasi-triangular in
+* rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
+* ILO = 1). DLAHQR works primarily with the Hessenberg
+* submatrix in rows and columns ILO to IHI, but applies
+* transformations to all of H if WANTT is .TRUE..
+* 1 <= ILO <= max(1,IHI); IHI <= N.
+*
+* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO is zero and if WANTT is .TRUE., H is upper
+* quasi-triangular in rows and columns ILO:IHI, with any
+* 2-by-2 diagonal blocks in standard form. If INFO is zero
+* and WANTT is .FALSE., the contents of H are unspecified on
+* exit. The output state of H if INFO is nonzero is given
+* below under the description of INFO.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH >= max(1,N).
+*
+* WR (output) DOUBLE PRECISION array, dimension (N)
+* WI (output) DOUBLE PRECISION array, dimension (N)
+* The real and imaginary parts, respectively, of the computed
+* eigenvalues ILO to IHI are stored in the corresponding
+* elements of WR and WI. If two eigenvalues are computed as a
+* complex conjugate pair, they are stored in consecutive
+* elements of WR and WI, say the i-th and (i+1)th, with
+* WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the
+* eigenvalues are stored in the same order as on the diagonal
+* of the Schur form returned in H, with WR(i) = H(i,i), and, if
+* H(i:i+1,i:i+1) is a 2-by-2 diagonal block,
+* WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i).
+*
+* ILOZ (input) INTEGER
+* IHIZ (input) INTEGER
+* Specify the rows of Z to which transformations must be
+* applied if WANTZ is .TRUE..
+* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* If WANTZ is .TRUE., on entry Z must contain the current
+* matrix Z of transformations accumulated by DHSEQR, and on
+* exit Z has been updated; transformations are applied only to
+* the submatrix Z(ILOZ:IHIZ,ILO:IHI).
+* If WANTZ is .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .GT. 0: If INFO = i, DLAHQR failed to compute all the
+* eigenvalues ILO to IHI in a total of 30 iterations
+* per eigenvalue; elements i+1:ihi of WR and WI
+* contain those eigenvalues which have been
+* successfully computed.
+*
+* If INFO .GT. 0 and WANTT is .FALSE., then on exit,
+* the remaining unconverged eigenvalues are the
+* eigenvalues of the upper Hessenberg matrix rows
+* and columns ILO thorugh INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and WANTT is .TRUE., then on exit
+* (*) (initial value of H)*U = U*(final value of H)
+* where U is an orthognal matrix. The final
+* value of H is upper Hessenberg and triangular in
+* rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and WANTZ is .TRUE., then on exit
+* (final value of Z) = (initial value of Z)*U
+* where U is the orthogonal matrix in (*)
+* (regardless of the value of WANTT.)
+*
+* Further Details
+* ===============
+*
+* 02-96 Based on modifications by
+* David Day, Sandia National Laboratory, USA
+*
+* 12-04 Further modifications by
+* Ralph Byers, University of Kansas, USA
+*
+* This is a modified version of DLAHQR from LAPACK version 3.0.
+* It is (1) more robust against overflow and underflow and
+* (2) adopts the more conservative Ahues & Tisseur stopping
+* criterion (LAWN 122, 1997).
+*
+* =========================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 30 )
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0, TWO = 2.0d0 )
+ DOUBLE PRECISION DAT1, DAT2
+ PARAMETER ( DAT1 = 3.0d0 / 4.0d0, DAT2 = -0.4375d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AA, AB, BA, BB, CS, DET, H11, H12, H21, H21S,
+ $ H22, RT1I, RT1R, RT2I, RT2R, RTDISC, S, SAFMAX,
+ $ SAFMIN, SMLNUM, SN, SUM, T1, T2, T3, TR, TST,
+ $ ULP, V2, V3
+ INTEGER I, I1, I2, ITS, J, K, L, M, NH, NR, NZ
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION V( 3 )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DLABAD, DLANV2, DLARFG, DROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( ILO.EQ.IHI ) THEN
+ WR( ILO ) = H( ILO, ILO )
+ WI( ILO ) = ZERO
+ RETURN
+ END IF
+*
+* ==== clear out the trash ====
+ DO 10 J = ILO, IHI - 3
+ H( J+2, J ) = ZERO
+ H( J+3, J ) = ZERO
+ 10 CONTINUE
+ IF( ILO.LE.IHI-2 )
+ $ H( IHI, IHI-2 ) = ZERO
+*
+ NH = IHI - ILO + 1
+ NZ = IHIZ - ILOZ + 1
+*
+* Set machine-dependent constants for the stopping criterion.
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( NH ) / ULP )
+*
+* I1 and I2 are the indices of the first row and last column of H
+* to which transformations must be applied. If eigenvalues only are
+* being computed, I1 and I2 are set inside the main loop.
+*
+ IF( WANTT ) THEN
+ I1 = 1
+ I2 = N
+ END IF
+*
+* The main loop begins here. I is the loop index and decreases from
+* IHI to ILO in steps of 1 or 2. Each iteration of the loop works
+* with the active submatrix in rows and columns L to I.
+* Eigenvalues I+1 to IHI have already converged. Either L = ILO or
+* H(L,L-1) is negligible so that the matrix splits.
+*
+ I = IHI
+ 20 CONTINUE
+ L = ILO
+ IF( I.LT.ILO )
+ $ GO TO 160
+*
+* Perform QR iterations on rows and columns ILO to I until a
+* submatrix of order 1 or 2 splits off at the bottom because a
+* subdiagonal element has become negligible.
+*
+ DO 140 ITS = 0, ITMAX
+*
+* Look for a single small subdiagonal element.
+*
+ DO 30 K = I, L + 1, -1
+ IF( ABS( H( K, K-1 ) ).LE.SMLNUM )
+ $ GO TO 40
+ TST = ABS( H( K-1, K-1 ) ) + ABS( H( K, K ) )
+ IF( TST.EQ.ZERO ) THEN
+ IF( K-2.GE.ILO )
+ $ TST = TST + ABS( H( K-1, K-2 ) )
+ IF( K+1.LE.IHI )
+ $ TST = TST + ABS( H( K+1, K ) )
+ END IF
+* ==== The following is a conservative small subdiagonal
+* . deflation criterion due to Ahues & Tisseur (LAWN 122,
+* . 1997). It has better mathematical foundation and
+* . improves accuracy in some cases. ====
+ IF( ABS( H( K, K-1 ) ).LE.ULP*TST ) THEN
+ AB = MAX( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
+ BA = MIN( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
+ AA = MAX( ABS( H( K, K ) ),
+ $ ABS( H( K-1, K-1 )-H( K, K ) ) )
+ BB = MIN( ABS( H( K, K ) ),
+ $ ABS( H( K-1, K-1 )-H( K, K ) ) )
+ S = AA + AB
+ IF( BA*( AB / S ).LE.MAX( SMLNUM,
+ $ ULP*( BB*( AA / S ) ) ) )GO TO 40
+ END IF
+ 30 CONTINUE
+ 40 CONTINUE
+ L = K
+ IF( L.GT.ILO ) THEN
+*
+* H(L,L-1) is negligible
+*
+ H( L, L-1 ) = ZERO
+ END IF
+*
+* Exit from loop if a submatrix of order 1 or 2 has split off.
+*
+ IF( L.GE.I-1 )
+ $ GO TO 150
+*
+* Now the active submatrix is in rows and columns L to I. If
+* eigenvalues only are being computed, only the active submatrix
+* need be transformed.
+*
+ IF( .NOT.WANTT ) THEN
+ I1 = L
+ I2 = I
+ END IF
+*
+ IF( ITS.EQ.10 .OR. ITS.EQ.20 ) THEN
+*
+* Exceptional shift.
+*
+ H11 = DAT1*S + H( I, I )
+ H12 = DAT2*S
+ H21 = S
+ H22 = H11
+ ELSE
+*
+* Prepare to use Francis' double shift
+* (i.e. 2nd degree generalized Rayleigh quotient)
+*
+ H11 = H( I-1, I-1 )
+ H21 = H( I, I-1 )
+ H12 = H( I-1, I )
+ H22 = H( I, I )
+ END IF
+ S = ABS( H11 ) + ABS( H12 ) + ABS( H21 ) + ABS( H22 )
+ IF( S.EQ.ZERO ) THEN
+ RT1R = ZERO
+ RT1I = ZERO
+ RT2R = ZERO
+ RT2I = ZERO
+ ELSE
+ H11 = H11 / S
+ H21 = H21 / S
+ H12 = H12 / S
+ H22 = H22 / S
+ TR = ( H11+H22 ) / TWO
+ DET = ( H11-TR )*( H22-TR ) - H12*H21
+ RTDISC = SQRT( ABS( DET ) )
+ IF( DET.GE.ZERO ) THEN
+*
+* ==== complex conjugate shifts ====
+*
+ RT1R = TR*S
+ RT2R = RT1R
+ RT1I = RTDISC*S
+ RT2I = -RT1I
+ ELSE
+*
+* ==== real shifts (use only one of them) ====
+*
+ RT1R = TR + RTDISC
+ RT2R = TR - RTDISC
+ IF( ABS( RT1R-H22 ).LE.ABS( RT2R-H22 ) ) THEN
+ RT1R = RT1R*S
+ RT2R = RT1R
+ ELSE
+ RT2R = RT2R*S
+ RT1R = RT2R
+ END IF
+ RT1I = ZERO
+ RT2I = ZERO
+ END IF
+ END IF
+*
+* Look for two consecutive small subdiagonal elements.
+*
+ DO 50 M = I - 2, L, -1
+* Determine the effect of starting the double-shift QR
+* iteration at row M, and see if this would make H(M,M-1)
+* negligible. (The following uses scaling to avoid
+* overflows and most underflows.)
+*
+ H21S = H( M+1, M )
+ S = ABS( H( M, M )-RT2R ) + ABS( RT2I ) + ABS( H21S )
+ H21S = H( M+1, M ) / S
+ V( 1 ) = H21S*H( M, M+1 ) + ( H( M, M )-RT1R )*
+ $ ( ( H( M, M )-RT2R ) / S ) - RT1I*( RT2I / S )
+ V( 2 ) = H21S*( H( M, M )+H( M+1, M+1 )-RT1R-RT2R )
+ V( 3 ) = H21S*H( M+2, M+1 )
+ S = ABS( V( 1 ) ) + ABS( V( 2 ) ) + ABS( V( 3 ) )
+ V( 1 ) = V( 1 ) / S
+ V( 2 ) = V( 2 ) / S
+ V( 3 ) = V( 3 ) / S
+ IF( M.EQ.L )
+ $ GO TO 60
+ IF( ABS( H( M, M-1 ) )*( ABS( V( 2 ) )+ABS( V( 3 ) ) ).LE.
+ $ ULP*ABS( V( 1 ) )*( ABS( H( M-1, M-1 ) )+ABS( H( M,
+ $ M ) )+ABS( H( M+1, M+1 ) ) ) )GO TO 60
+ 50 CONTINUE
+ 60 CONTINUE
+*
+* Double-shift QR step
+*
+ DO 130 K = M, I - 1
+*
+* The first iteration of this loop determines a reflection G
+* from the vector V and applies it from left and right to H,
+* thus creating a nonzero bulge below the subdiagonal.
+*
+* Each subsequent iteration determines a reflection G to
+* restore the Hessenberg form in the (K-1)th column, and thus
+* chases the bulge one step toward the bottom of the active
+* submatrix. NR is the order of G.
+*
+ NR = MIN( 3, I-K+1 )
+ IF( K.GT.M )
+ $ CALL DCOPY( NR, H( K, K-1 ), 1, V, 1 )
+ CALL DLARFG( NR, V( 1 ), V( 2 ), 1, T1 )
+ IF( K.GT.M ) THEN
+ H( K, K-1 ) = V( 1 )
+ H( K+1, K-1 ) = ZERO
+ IF( K.LT.I-1 )
+ $ H( K+2, K-1 ) = ZERO
+ ELSE IF( M.GT.L ) THEN
+ H( K, K-1 ) = -H( K, K-1 )
+ END IF
+ V2 = V( 2 )
+ T2 = T1*V2
+ IF( NR.EQ.3 ) THEN
+ V3 = V( 3 )
+ T3 = T1*V3
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 70 J = K, I2
+ SUM = H( K, J ) + V2*H( K+1, J ) + V3*H( K+2, J )
+ H( K, J ) = H( K, J ) - SUM*T1
+ H( K+1, J ) = H( K+1, J ) - SUM*T2
+ H( K+2, J ) = H( K+2, J ) - SUM*T3
+ 70 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+3,I).
+*
+ DO 80 J = I1, MIN( K+3, I )
+ SUM = H( J, K ) + V2*H( J, K+1 ) + V3*H( J, K+2 )
+ H( J, K ) = H( J, K ) - SUM*T1
+ H( J, K+1 ) = H( J, K+1 ) - SUM*T2
+ H( J, K+2 ) = H( J, K+2 ) - SUM*T3
+ 80 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 90 J = ILOZ, IHIZ
+ SUM = Z( J, K ) + V2*Z( J, K+1 ) + V3*Z( J, K+2 )
+ Z( J, K ) = Z( J, K ) - SUM*T1
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
+ Z( J, K+2 ) = Z( J, K+2 ) - SUM*T3
+ 90 CONTINUE
+ END IF
+ ELSE IF( NR.EQ.2 ) THEN
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 100 J = K, I2
+ SUM = H( K, J ) + V2*H( K+1, J )
+ H( K, J ) = H( K, J ) - SUM*T1
+ H( K+1, J ) = H( K+1, J ) - SUM*T2
+ 100 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+3,I).
+*
+ DO 110 J = I1, I
+ SUM = H( J, K ) + V2*H( J, K+1 )
+ H( J, K ) = H( J, K ) - SUM*T1
+ H( J, K+1 ) = H( J, K+1 ) - SUM*T2
+ 110 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 120 J = ILOZ, IHIZ
+ SUM = Z( J, K ) + V2*Z( J, K+1 )
+ Z( J, K ) = Z( J, K ) - SUM*T1
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
+ 120 CONTINUE
+ END IF
+ END IF
+ 130 CONTINUE
+*
+ 140 CONTINUE
+*
+* Failure to converge in remaining number of iterations
+*
+ INFO = I
+ RETURN
+*
+ 150 CONTINUE
+*
+ IF( L.EQ.I ) THEN
+*
+* H(I,I-1) is negligible: one eigenvalue has converged.
+*
+ WR( I ) = H( I, I )
+ WI( I ) = ZERO
+ ELSE IF( L.EQ.I-1 ) THEN
+*
+* H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
+*
+* Transform the 2-by-2 submatrix to standard Schur form,
+* and compute and store the eigenvalues.
+*
+ CALL DLANV2( H( I-1, I-1 ), H( I-1, I ), H( I, I-1 ),
+ $ H( I, I ), WR( I-1 ), WI( I-1 ), WR( I ), WI( I ),
+ $ CS, SN )
+*
+ IF( WANTT ) THEN
+*
+* Apply the transformation to the rest of H.
+*
+ IF( I2.GT.I )
+ $ CALL DROT( I2-I, H( I-1, I+1 ), LDH, H( I, I+1 ), LDH,
+ $ CS, SN )
+ CALL DROT( I-I1-1, H( I1, I-1 ), 1, H( I1, I ), 1, CS, SN )
+ END IF
+ IF( WANTZ ) THEN
+*
+* Apply the transformation to Z.
+*
+ CALL DROT( NZ, Z( ILOZ, I-1 ), 1, Z( ILOZ, I ), 1, CS, SN )
+ END IF
+ END IF
+*
+* return to start of the main loop with new value of I.
+*
+ I = L - 1
+ GO TO 20
+*
+ 160 CONTINUE
+ RETURN
+*
+* End of DLAHQR
+*
+ END
diff --git a/src/lib/lapack/dlahr2.f b/src/lib/lapack/dlahr2.f
new file mode 100644
index 00000000..6af74977
--- /dev/null
+++ b/src/lib/lapack/dlahr2.f
@@ -0,0 +1,238 @@
+ SUBROUTINE DLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER K, LDA, LDT, LDY, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), T( LDT, NB ), TAU( NB ),
+ $ Y( LDY, NB )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAHR2 reduces the first NB columns of A real general n-BY-(n-k+1)
+* matrix A so that elements below the k-th subdiagonal are zero. The
+* reduction is performed by an orthogonal similarity transformation
+* Q' * A * Q. The routine returns the matrices V and T which determine
+* Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
+*
+* This is an auxiliary routine called by DGEHRD.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* K (input) INTEGER
+* The offset for the reduction. Elements below the k-th
+* subdiagonal in the first NB columns are reduced to zero.
+* K < N.
+*
+* NB (input) INTEGER
+* The number of columns to be reduced.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N-K+1)
+* On entry, the n-by-(n-k+1) general matrix A.
+* On exit, the elements on and above the k-th subdiagonal in
+* the first NB columns are overwritten with the corresponding
+* elements of the reduced matrix; the elements below the k-th
+* subdiagonal, with the array TAU, represent the matrix Q as a
+* product of elementary reflectors. The other columns of A are
+* unchanged. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (NB)
+* The scalar factors of the elementary reflectors. See Further
+* Details.
+*
+* T (output) DOUBLE PRECISION array, dimension (LDT,NB)
+* The upper triangular matrix T.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= NB.
+*
+* Y (output) DOUBLE PRECISION array, dimension (LDY,NB)
+* The n-by-nb matrix Y.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= N.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of nb elementary reflectors
+*
+* Q = H(1) H(2) . . . H(nb).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
+* A(i+k+1:n,i), and tau in TAU(i).
+*
+* The elements of the vectors v together form the (n-k+1)-by-nb matrix
+* V which is needed, with T and Y, to apply the transformation to the
+* unreduced part of the matrix, using an update of the form:
+* A := (I - V*T*V') * (A - Y*V').
+*
+* The contents of A on exit are illustrated by the following example
+* with n = 7, k = 3 and nb = 2:
+*
+* ( a a a a a )
+* ( a a a a a )
+* ( a a a a a )
+* ( h h a a a )
+* ( v1 h a a a )
+* ( v1 v2 a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* This file is a slight modification of LAPACK-3.0's DLAHRD
+* incorporating improvements proposed by Quintana-Orti and Van de
+* Gejin. Note that the entries of A(1:K,2:NB) differ from those
+* returned by the original LAPACK routine. This function is
+* not backward compatible with LAPACK3.0.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0,
+ $ ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ DOUBLE PRECISION EI
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMM, DGEMV, DLACPY,
+ $ DLARFG, DSCAL, DTRMM, DTRMV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ DO 10 I = 1, NB
+ IF( I.GT.1 ) THEN
+*
+* Update A(K+1:N,I)
+*
+* Update I-th column of A - Y * V'
+*
+ CALL DGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
+ $ A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
+*
+* Apply I - V * T' * V' to this column (call it b) from the
+* left, using the last column of T as workspace
+*
+* Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
+* ( V2 ) ( b2 )
+*
+* where V1 is unit lower triangular
+*
+* w := V1' * b1
+*
+ CALL DCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
+ CALL DTRMV( 'Lower', 'Transpose', 'UNIT',
+ $ I-1, A( K+1, 1 ),
+ $ LDA, T( 1, NB ), 1 )
+*
+* w := w + V2'*b2
+*
+ CALL DGEMV( 'Transpose', N-K-I+1, I-1,
+ $ ONE, A( K+I, 1 ),
+ $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
+*
+* w := T'*w
+*
+ CALL DTRMV( 'Upper', 'Transpose', 'NON-UNIT',
+ $ I-1, T, LDT,
+ $ T( 1, NB ), 1 )
+*
+* b2 := b2 - V2*w
+*
+ CALL DGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE,
+ $ A( K+I, 1 ),
+ $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
+*
+* b1 := b1 - V1*w
+*
+ CALL DTRMV( 'Lower', 'NO TRANSPOSE',
+ $ 'UNIT', I-1,
+ $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
+ CALL DAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
+*
+ A( K+I-1, I-1 ) = EI
+ END IF
+*
+* Generate the elementary reflector H(I) to annihilate
+* A(K+I+1:N,I)
+*
+ CALL DLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
+ $ TAU( I ) )
+ EI = A( K+I, I )
+ A( K+I, I ) = ONE
+*
+* Compute Y(K+1:N,I)
+*
+ CALL DGEMV( 'NO TRANSPOSE', N-K, N-K-I+1,
+ $ ONE, A( K+1, I+1 ),
+ $ LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-K-I+1, I-1,
+ $ ONE, A( K+I, 1 ), LDA,
+ $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
+ CALL DGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE,
+ $ Y( K+1, 1 ), LDY,
+ $ T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
+ CALL DSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
+*
+* Compute T(1:I,I)
+*
+ CALL DSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
+ CALL DTRMV( 'Upper', 'No Transpose', 'NON-UNIT',
+ $ I-1, T, LDT,
+ $ T( 1, I ), 1 )
+ T( I, I ) = TAU( I )
+*
+ 10 CONTINUE
+ A( K+NB, NB ) = EI
+*
+* Compute Y(1:K,1:NB)
+*
+ CALL DLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
+ CALL DTRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE',
+ $ 'UNIT', K, NB,
+ $ ONE, A( K+1, 1 ), LDA, Y, LDY )
+ IF( N.GT.K+NB )
+ $ CALL DGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K,
+ $ NB, N-K-NB, ONE,
+ $ A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
+ $ LDY )
+ CALL DTRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE',
+ $ 'NON-UNIT', K, NB,
+ $ ONE, T, LDT, Y, LDY )
+*
+ RETURN
+*
+* End of DLAHR2
+*
+ END
diff --git a/src/lib/lapack/dlahrd.f b/src/lib/lapack/dlahrd.f
new file mode 100644
index 00000000..a04133d1
--- /dev/null
+++ b/src/lib/lapack/dlahrd.f
@@ -0,0 +1,207 @@
+ SUBROUTINE DLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER K, LDA, LDT, LDY, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), T( LDT, NB ), TAU( NB ),
+ $ Y( LDY, NB )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAHRD reduces the first NB columns of a real general n-by-(n-k+1)
+* matrix A so that elements below the k-th subdiagonal are zero. The
+* reduction is performed by an orthogonal similarity transformation
+* Q' * A * Q. The routine returns the matrices V and T which determine
+* Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
+*
+* This is an OBSOLETE auxiliary routine.
+* This routine will be 'deprecated' in a future release.
+* Please use the new routine DLAHR2 instead.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* K (input) INTEGER
+* The offset for the reduction. Elements below the k-th
+* subdiagonal in the first NB columns are reduced to zero.
+*
+* NB (input) INTEGER
+* The number of columns to be reduced.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N-K+1)
+* On entry, the n-by-(n-k+1) general matrix A.
+* On exit, the elements on and above the k-th subdiagonal in
+* the first NB columns are overwritten with the corresponding
+* elements of the reduced matrix; the elements below the k-th
+* subdiagonal, with the array TAU, represent the matrix Q as a
+* product of elementary reflectors. The other columns of A are
+* unchanged. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (NB)
+* The scalar factors of the elementary reflectors. See Further
+* Details.
+*
+* T (output) DOUBLE PRECISION array, dimension (LDT,NB)
+* The upper triangular matrix T.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= NB.
+*
+* Y (output) DOUBLE PRECISION array, dimension (LDY,NB)
+* The n-by-nb matrix Y.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= N.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of nb elementary reflectors
+*
+* Q = H(1) H(2) . . . H(nb).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
+* A(i+k+1:n,i), and tau in TAU(i).
+*
+* The elements of the vectors v together form the (n-k+1)-by-nb matrix
+* V which is needed, with T and Y, to apply the transformation to the
+* unreduced part of the matrix, using an update of the form:
+* A := (I - V*T*V') * (A - Y*V').
+*
+* The contents of A on exit are illustrated by the following example
+* with n = 7, k = 3 and nb = 2:
+*
+* ( a h a a a )
+* ( a h a a a )
+* ( a h a a a )
+* ( h h a a a )
+* ( v1 h a a a )
+* ( v1 v2 a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ DOUBLE PRECISION EI
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMV, DLARFG, DSCAL, DTRMV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ DO 10 I = 1, NB
+ IF( I.GT.1 ) THEN
+*
+* Update A(1:n,i)
+*
+* Compute i-th column of A - Y * V'
+*
+ CALL DGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
+ $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
+*
+* Apply I - V * T' * V' to this column (call it b) from the
+* left, using the last column of T as workspace
+*
+* Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
+* ( V2 ) ( b2 )
+*
+* where V1 is unit lower triangular
+*
+* w := V1' * b1
+*
+ CALL DCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
+ CALL DTRMV( 'Lower', 'Transpose', 'Unit', I-1, A( K+1, 1 ),
+ $ LDA, T( 1, NB ), 1 )
+*
+* w := w + V2'*b2
+*
+ CALL DGEMV( 'Transpose', N-K-I+1, I-1, ONE, A( K+I, 1 ),
+ $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
+*
+* w := T'*w
+*
+ CALL DTRMV( 'Upper', 'Transpose', 'Non-unit', I-1, T, LDT,
+ $ T( 1, NB ), 1 )
+*
+* b2 := b2 - V2*w
+*
+ CALL DGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
+ $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
+*
+* b1 := b1 - V1*w
+*
+ CALL DTRMV( 'Lower', 'No transpose', 'Unit', I-1,
+ $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
+ CALL DAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
+*
+ A( K+I-1, I-1 ) = EI
+ END IF
+*
+* Generate the elementary reflector H(i) to annihilate
+* A(k+i+1:n,i)
+*
+ CALL DLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
+ $ TAU( I ) )
+ EI = A( K+I, I )
+ A( K+I, I ) = ONE
+*
+* Compute Y(1:n,i)
+*
+ CALL DGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
+ $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-K-I+1, I-1, ONE, A( K+I, 1 ), LDA,
+ $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
+ $ ONE, Y( 1, I ), 1 )
+ CALL DSCAL( N, TAU( I ), Y( 1, I ), 1 )
+*
+* Compute T(1:i,i)
+*
+ CALL DSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
+ CALL DTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
+ $ T( 1, I ), 1 )
+ T( I, I ) = TAU( I )
+*
+ 10 CONTINUE
+ A( K+NB, NB ) = EI
+*
+ RETURN
+*
+* End of DLAHRD
+*
+ END
diff --git a/src/lib/lapack/dlaic1.f b/src/lib/lapack/dlaic1.f
new file mode 100644
index 00000000..44baece1
--- /dev/null
+++ b/src/lib/lapack/dlaic1.f
@@ -0,0 +1,292 @@
+ SUBROUTINE DLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER J, JOB
+ DOUBLE PRECISION C, GAMMA, S, SEST, SESTPR
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION W( J ), X( J )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAIC1 applies one step of incremental condition estimation in
+* its simplest version:
+*
+* Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
+* lower triangular matrix L, such that
+* twonorm(L*x) = sest
+* Then DLAIC1 computes sestpr, s, c such that
+* the vector
+* [ s*x ]
+* xhat = [ c ]
+* is an approximate singular vector of
+* [ L 0 ]
+* Lhat = [ w' gamma ]
+* in the sense that
+* twonorm(Lhat*xhat) = sestpr.
+*
+* Depending on JOB, an estimate for the largest or smallest singular
+* value is computed.
+*
+* Note that [s c]' and sestpr**2 is an eigenpair of the system
+*
+* diag(sest*sest, 0) + [alpha gamma] * [ alpha ]
+* [ gamma ]
+*
+* where alpha = x'*w.
+*
+* Arguments
+* =========
+*
+* JOB (input) INTEGER
+* = 1: an estimate for the largest singular value is computed.
+* = 2: an estimate for the smallest singular value is computed.
+*
+* J (input) INTEGER
+* Length of X and W
+*
+* X (input) DOUBLE PRECISION array, dimension (J)
+* The j-vector x.
+*
+* SEST (input) DOUBLE PRECISION
+* Estimated singular value of j by j matrix L
+*
+* W (input) DOUBLE PRECISION array, dimension (J)
+* The j-vector w.
+*
+* GAMMA (input) DOUBLE PRECISION
+* The diagonal element gamma.
+*
+* SESTPR (output) DOUBLE PRECISION
+* Estimated singular value of (j+1) by (j+1) matrix Lhat.
+*
+* S (output) DOUBLE PRECISION
+* Sine needed in forming xhat.
+*
+* C (output) DOUBLE PRECISION
+* Cosine needed in forming xhat.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
+ DOUBLE PRECISION HALF, FOUR
+ PARAMETER ( HALF = 0.5D0, FOUR = 4.0D0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION ABSALP, ABSEST, ABSGAM, ALPHA, B, COSINE, EPS,
+ $ NORMA, S1, S2, SINE, T, TEST, TMP, ZETA1, ZETA2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SIGN, SQRT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DDOT, DLAMCH
+ EXTERNAL DDOT, DLAMCH
+* ..
+* .. Executable Statements ..
+*
+ EPS = DLAMCH( 'Epsilon' )
+ ALPHA = DDOT( J, X, 1, W, 1 )
+*
+ ABSALP = ABS( ALPHA )
+ ABSGAM = ABS( GAMMA )
+ ABSEST = ABS( SEST )
+*
+ IF( JOB.EQ.1 ) THEN
+*
+* Estimating largest singular value
+*
+* special cases
+*
+ IF( SEST.EQ.ZERO ) THEN
+ S1 = MAX( ABSGAM, ABSALP )
+ IF( S1.EQ.ZERO ) THEN
+ S = ZERO
+ C = ONE
+ SESTPR = ZERO
+ ELSE
+ S = ALPHA / S1
+ C = GAMMA / S1
+ TMP = SQRT( S*S+C*C )
+ S = S / TMP
+ C = C / TMP
+ SESTPR = S1*TMP
+ END IF
+ RETURN
+ ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN
+ S = ONE
+ C = ZERO
+ TMP = MAX( ABSEST, ABSALP )
+ S1 = ABSEST / TMP
+ S2 = ABSALP / TMP
+ SESTPR = TMP*SQRT( S1*S1+S2*S2 )
+ RETURN
+ ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN
+ S1 = ABSGAM
+ S2 = ABSEST
+ IF( S1.LE.S2 ) THEN
+ S = ONE
+ C = ZERO
+ SESTPR = S2
+ ELSE
+ S = ZERO
+ C = ONE
+ SESTPR = S1
+ END IF
+ RETURN
+ ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN
+ S1 = ABSGAM
+ S2 = ABSALP
+ IF( S1.LE.S2 ) THEN
+ TMP = S1 / S2
+ S = SQRT( ONE+TMP*TMP )
+ SESTPR = S2*S
+ C = ( GAMMA / S2 ) / S
+ S = SIGN( ONE, ALPHA ) / S
+ ELSE
+ TMP = S2 / S1
+ C = SQRT( ONE+TMP*TMP )
+ SESTPR = S1*C
+ S = ( ALPHA / S1 ) / C
+ C = SIGN( ONE, GAMMA ) / C
+ END IF
+ RETURN
+ ELSE
+*
+* normal case
+*
+ ZETA1 = ALPHA / ABSEST
+ ZETA2 = GAMMA / ABSEST
+*
+ B = ( ONE-ZETA1*ZETA1-ZETA2*ZETA2 )*HALF
+ C = ZETA1*ZETA1
+ IF( B.GT.ZERO ) THEN
+ T = C / ( B+SQRT( B*B+C ) )
+ ELSE
+ T = SQRT( B*B+C ) - B
+ END IF
+*
+ SINE = -ZETA1 / T
+ COSINE = -ZETA2 / ( ONE+T )
+ TMP = SQRT( SINE*SINE+COSINE*COSINE )
+ S = SINE / TMP
+ C = COSINE / TMP
+ SESTPR = SQRT( T+ONE )*ABSEST
+ RETURN
+ END IF
+*
+ ELSE IF( JOB.EQ.2 ) THEN
+*
+* Estimating smallest singular value
+*
+* special cases
+*
+ IF( SEST.EQ.ZERO ) THEN
+ SESTPR = ZERO
+ IF( MAX( ABSGAM, ABSALP ).EQ.ZERO ) THEN
+ SINE = ONE
+ COSINE = ZERO
+ ELSE
+ SINE = -GAMMA
+ COSINE = ALPHA
+ END IF
+ S1 = MAX( ABS( SINE ), ABS( COSINE ) )
+ S = SINE / S1
+ C = COSINE / S1
+ TMP = SQRT( S*S+C*C )
+ S = S / TMP
+ C = C / TMP
+ RETURN
+ ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN
+ S = ZERO
+ C = ONE
+ SESTPR = ABSGAM
+ RETURN
+ ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN
+ S1 = ABSGAM
+ S2 = ABSEST
+ IF( S1.LE.S2 ) THEN
+ S = ZERO
+ C = ONE
+ SESTPR = S1
+ ELSE
+ S = ONE
+ C = ZERO
+ SESTPR = S2
+ END IF
+ RETURN
+ ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN
+ S1 = ABSGAM
+ S2 = ABSALP
+ IF( S1.LE.S2 ) THEN
+ TMP = S1 / S2
+ C = SQRT( ONE+TMP*TMP )
+ SESTPR = ABSEST*( TMP / C )
+ S = -( GAMMA / S2 ) / C
+ C = SIGN( ONE, ALPHA ) / C
+ ELSE
+ TMP = S2 / S1
+ S = SQRT( ONE+TMP*TMP )
+ SESTPR = ABSEST / S
+ C = ( ALPHA / S1 ) / S
+ S = -SIGN( ONE, GAMMA ) / S
+ END IF
+ RETURN
+ ELSE
+*
+* normal case
+*
+ ZETA1 = ALPHA / ABSEST
+ ZETA2 = GAMMA / ABSEST
+*
+ NORMA = MAX( ONE+ZETA1*ZETA1+ABS( ZETA1*ZETA2 ),
+ $ ABS( ZETA1*ZETA2 )+ZETA2*ZETA2 )
+*
+* See if root is closer to zero or to ONE
+*
+ TEST = ONE + TWO*( ZETA1-ZETA2 )*( ZETA1+ZETA2 )
+ IF( TEST.GE.ZERO ) THEN
+*
+* root is close to zero, compute directly
+*
+ B = ( ZETA1*ZETA1+ZETA2*ZETA2+ONE )*HALF
+ C = ZETA2*ZETA2
+ T = C / ( B+SQRT( ABS( B*B-C ) ) )
+ SINE = ZETA1 / ( ONE-T )
+ COSINE = -ZETA2 / T
+ SESTPR = SQRT( T+FOUR*EPS*EPS*NORMA )*ABSEST
+ ELSE
+*
+* root is closer to ONE, shift by that amount
+*
+ B = ( ZETA2*ZETA2+ZETA1*ZETA1-ONE )*HALF
+ C = ZETA1*ZETA1
+ IF( B.GE.ZERO ) THEN
+ T = -C / ( B+SQRT( B*B+C ) )
+ ELSE
+ T = B - SQRT( B*B+C )
+ END IF
+ SINE = -ZETA1 / T
+ COSINE = -ZETA2 / ( ONE+T )
+ SESTPR = SQRT( ONE+T+FOUR*EPS*EPS*NORMA )*ABSEST
+ END IF
+ TMP = SQRT( SINE*SINE+COSINE*COSINE )
+ S = SINE / TMP
+ C = COSINE / TMP
+ RETURN
+*
+ END IF
+ END IF
+ RETURN
+*
+* End of DLAIC1
+*
+ END
diff --git a/src/lib/lapack/dlaisnan.f b/src/lib/lapack/dlaisnan.f
new file mode 100644
index 00000000..96350a27
--- /dev/null
+++ b/src/lib/lapack/dlaisnan.f
@@ -0,0 +1,41 @@
+ LOGICAL FUNCTION DLAISNAN(DIN1,DIN2)
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION DIN1,DIN2
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is not for general use. It exists solely to avoid
+* over-optimization in DISNAN.
+*
+* DLAISNAN checks for NaNs by comparing its two arguments for
+* inequality. NaN is the only floating-point value where NaN != NaN
+* returns .TRUE. To check for NaNs, pass the same variable as both
+* arguments.
+*
+* Strictly speaking, Fortran does not allow aliasing of function
+* arguments. So a compiler must assume that the two arguments are
+* not the same variable, and the test will not be optimized away.
+* Interprocedural or whole-program optimization may delete this
+* test. The ISNAN functions will be replaced by the correct
+* Fortran 03 intrinsic once the intrinsic is widely available.
+*
+* Arguments
+* =========
+*
+* DIN1 (input) DOUBLE PRECISION
+* DIN2 (input) DOUBLE PRECISION
+* Two numbers to compare for inequality.
+*
+* =====================================================================
+*
+* .. Executable Statements ..
+ DLAISNAN = (DIN1.NE.DIN2)
+ RETURN
+ END
diff --git a/src/lib/lapack/dlaln2.f b/src/lib/lapack/dlaln2.f
new file mode 100644
index 00000000..7c99bdbe
--- /dev/null
+++ b/src/lib/lapack/dlaln2.f
@@ -0,0 +1,507 @@
+ SUBROUTINE DLALN2( LTRANS, NA, NW, SMIN, CA, A, LDA, D1, D2, B,
+ $ LDB, WR, WI, X, LDX, SCALE, XNORM, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL LTRANS
+ INTEGER INFO, LDA, LDB, LDX, NA, NW
+ DOUBLE PRECISION CA, D1, D2, SCALE, SMIN, WI, WR, XNORM
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), X( LDX, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLALN2 solves a system of the form (ca A - w D ) X = s B
+* or (ca A' - w D) X = s B with possible scaling ("s") and
+* perturbation of A. (A' means A-transpose.)
+*
+* A is an NA x NA real matrix, ca is a real scalar, D is an NA x NA
+* real diagonal matrix, w is a real or complex value, and X and B are
+* NA x 1 matrices -- real if w is real, complex if w is complex. NA
+* may be 1 or 2.
+*
+* If w is complex, X and B are represented as NA x 2 matrices,
+* the first column of each being the real part and the second
+* being the imaginary part.
+*
+* "s" is a scaling factor (.LE. 1), computed by DLALN2, which is
+* so chosen that X can be computed without overflow. X is further
+* scaled if necessary to assure that norm(ca A - w D)*norm(X) is less
+* than overflow.
+*
+* If both singular values of (ca A - w D) are less than SMIN,
+* SMIN*identity will be used instead of (ca A - w D). If only one
+* singular value is less than SMIN, one element of (ca A - w D) will be
+* perturbed enough to make the smallest singular value roughly SMIN.
+* If both singular values are at least SMIN, (ca A - w D) will not be
+* perturbed. In any case, the perturbation will be at most some small
+* multiple of max( SMIN, ulp*norm(ca A - w D) ). The singular values
+* are computed by infinity-norm approximations, and thus will only be
+* correct to a factor of 2 or so.
+*
+* Note: all input quantities are assumed to be smaller than overflow
+* by a reasonable factor. (See BIGNUM.)
+*
+* Arguments
+* ==========
+*
+* LTRANS (input) LOGICAL
+* =.TRUE.: A-transpose will be used.
+* =.FALSE.: A will be used (not transposed.)
+*
+* NA (input) INTEGER
+* The size of the matrix A. It may (only) be 1 or 2.
+*
+* NW (input) INTEGER
+* 1 if "w" is real, 2 if "w" is complex. It may only be 1
+* or 2.
+*
+* SMIN (input) DOUBLE PRECISION
+* The desired lower bound on the singular values of A. This
+* should be a safe distance away from underflow or overflow,
+* say, between (underflow/machine precision) and (machine
+* precision * overflow ). (See BIGNUM and ULP.)
+*
+* CA (input) DOUBLE PRECISION
+* The coefficient c, which A is multiplied by.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,NA)
+* The NA x NA matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of A. It must be at least NA.
+*
+* D1 (input) DOUBLE PRECISION
+* The 1,1 element in the diagonal matrix D.
+*
+* D2 (input) DOUBLE PRECISION
+* The 2,2 element in the diagonal matrix D. Not used if NW=1.
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB,NW)
+* The NA x NW matrix B (right-hand side). If NW=2 ("w" is
+* complex), column 1 contains the real part of B and column 2
+* contains the imaginary part.
+*
+* LDB (input) INTEGER
+* The leading dimension of B. It must be at least NA.
+*
+* WR (input) DOUBLE PRECISION
+* The real part of the scalar "w".
+*
+* WI (input) DOUBLE PRECISION
+* The imaginary part of the scalar "w". Not used if NW=1.
+*
+* X (output) DOUBLE PRECISION array, dimension (LDX,NW)
+* The NA x NW matrix X (unknowns), as computed by DLALN2.
+* If NW=2 ("w" is complex), on exit, column 1 will contain
+* the real part of X and column 2 will contain the imaginary
+* part.
+*
+* LDX (input) INTEGER
+* The leading dimension of X. It must be at least NA.
+*
+* SCALE (output) DOUBLE PRECISION
+* The scale factor that B must be multiplied by to insure
+* that overflow does not occur when computing X. Thus,
+* (ca A - w D) X will be SCALE*B, not B (ignoring
+* perturbations of A.) It will be at most 1.
+*
+* XNORM (output) DOUBLE PRECISION
+* The infinity-norm of X, when X is regarded as an NA x NW
+* real matrix.
+*
+* INFO (output) INTEGER
+* An error flag. It will be set to zero if no error occurs,
+* a negative number if an argument is in error, or a positive
+* number if ca A - w D had to be perturbed.
+* The possible values are:
+* = 0: No error occurred, and (ca A - w D) did not have to be
+* perturbed.
+* = 1: (ca A - w D) had to be perturbed to make its smallest
+* (or only) singular value greater than SMIN.
+* NOTE: In the interests of speed, this routine does not
+* check the inputs for errors.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER ICMAX, J
+ DOUBLE PRECISION BBND, BI1, BI2, BIGNUM, BNORM, BR1, BR2, CI21,
+ $ CI22, CMAX, CNORM, CR21, CR22, CSI, CSR, LI21,
+ $ LR21, SMINI, SMLNUM, TEMP, U22ABS, UI11, UI11R,
+ $ UI12, UI12S, UI22, UR11, UR11R, UR12, UR12S,
+ $ UR22, XI1, XI2, XR1, XR2
+* ..
+* .. Local Arrays ..
+ LOGICAL RSWAP( 4 ), ZSWAP( 4 )
+ INTEGER IPIVOT( 4, 4 )
+ DOUBLE PRECISION CI( 2, 2 ), CIV( 4 ), CR( 2, 2 ), CRV( 4 )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLADIV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Equivalences ..
+ EQUIVALENCE ( CI( 1, 1 ), CIV( 1 ) ),
+ $ ( CR( 1, 1 ), CRV( 1 ) )
+* ..
+* .. Data statements ..
+ DATA ZSWAP / .FALSE., .FALSE., .TRUE., .TRUE. /
+ DATA RSWAP / .FALSE., .TRUE., .FALSE., .TRUE. /
+ DATA IPIVOT / 1, 2, 3, 4, 2, 1, 4, 3, 3, 4, 1, 2, 4,
+ $ 3, 2, 1 /
+* ..
+* .. Executable Statements ..
+*
+* Compute BIGNUM
+*
+ SMLNUM = TWO*DLAMCH( 'Safe minimum' )
+ BIGNUM = ONE / SMLNUM
+ SMINI = MAX( SMIN, SMLNUM )
+*
+* Don't check for input errors
+*
+ INFO = 0
+*
+* Standard Initializations
+*
+ SCALE = ONE
+*
+ IF( NA.EQ.1 ) THEN
+*
+* 1 x 1 (i.e., scalar) system C X = B
+*
+ IF( NW.EQ.1 ) THEN
+*
+* Real 1x1 system.
+*
+* C = ca A - w D
+*
+ CSR = CA*A( 1, 1 ) - WR*D1
+ CNORM = ABS( CSR )
+*
+* If | C | < SMINI, use C = SMINI
+*
+ IF( CNORM.LT.SMINI ) THEN
+ CSR = SMINI
+ CNORM = SMINI
+ INFO = 1
+ END IF
+*
+* Check scaling for X = B / C
+*
+ BNORM = ABS( B( 1, 1 ) )
+ IF( CNORM.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*CNORM )
+ $ SCALE = ONE / BNORM
+ END IF
+*
+* Compute X
+*
+ X( 1, 1 ) = ( B( 1, 1 )*SCALE ) / CSR
+ XNORM = ABS( X( 1, 1 ) )
+ ELSE
+*
+* Complex 1x1 system (w is complex)
+*
+* C = ca A - w D
+*
+ CSR = CA*A( 1, 1 ) - WR*D1
+ CSI = -WI*D1
+ CNORM = ABS( CSR ) + ABS( CSI )
+*
+* If | C | < SMINI, use C = SMINI
+*
+ IF( CNORM.LT.SMINI ) THEN
+ CSR = SMINI
+ CSI = ZERO
+ CNORM = SMINI
+ INFO = 1
+ END IF
+*
+* Check scaling for X = B / C
+*
+ BNORM = ABS( B( 1, 1 ) ) + ABS( B( 1, 2 ) )
+ IF( CNORM.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*CNORM )
+ $ SCALE = ONE / BNORM
+ END IF
+*
+* Compute X
+*
+ CALL DLADIV( SCALE*B( 1, 1 ), SCALE*B( 1, 2 ), CSR, CSI,
+ $ X( 1, 1 ), X( 1, 2 ) )
+ XNORM = ABS( X( 1, 1 ) ) + ABS( X( 1, 2 ) )
+ END IF
+*
+ ELSE
+*
+* 2x2 System
+*
+* Compute the real part of C = ca A - w D (or ca A' - w D )
+*
+ CR( 1, 1 ) = CA*A( 1, 1 ) - WR*D1
+ CR( 2, 2 ) = CA*A( 2, 2 ) - WR*D2
+ IF( LTRANS ) THEN
+ CR( 1, 2 ) = CA*A( 2, 1 )
+ CR( 2, 1 ) = CA*A( 1, 2 )
+ ELSE
+ CR( 2, 1 ) = CA*A( 2, 1 )
+ CR( 1, 2 ) = CA*A( 1, 2 )
+ END IF
+*
+ IF( NW.EQ.1 ) THEN
+*
+* Real 2x2 system (w is real)
+*
+* Find the largest element in C
+*
+ CMAX = ZERO
+ ICMAX = 0
+*
+ DO 10 J = 1, 4
+ IF( ABS( CRV( J ) ).GT.CMAX ) THEN
+ CMAX = ABS( CRV( J ) )
+ ICMAX = J
+ END IF
+ 10 CONTINUE
+*
+* If norm(C) < SMINI, use SMINI*identity.
+*
+ IF( CMAX.LT.SMINI ) THEN
+ BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 2, 1 ) ) )
+ IF( SMINI.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*SMINI )
+ $ SCALE = ONE / BNORM
+ END IF
+ TEMP = SCALE / SMINI
+ X( 1, 1 ) = TEMP*B( 1, 1 )
+ X( 2, 1 ) = TEMP*B( 2, 1 )
+ XNORM = TEMP*BNORM
+ INFO = 1
+ RETURN
+ END IF
+*
+* Gaussian elimination with complete pivoting.
+*
+ UR11 = CRV( ICMAX )
+ CR21 = CRV( IPIVOT( 2, ICMAX ) )
+ UR12 = CRV( IPIVOT( 3, ICMAX ) )
+ CR22 = CRV( IPIVOT( 4, ICMAX ) )
+ UR11R = ONE / UR11
+ LR21 = UR11R*CR21
+ UR22 = CR22 - UR12*LR21
+*
+* If smaller pivot < SMINI, use SMINI
+*
+ IF( ABS( UR22 ).LT.SMINI ) THEN
+ UR22 = SMINI
+ INFO = 1
+ END IF
+ IF( RSWAP( ICMAX ) ) THEN
+ BR1 = B( 2, 1 )
+ BR2 = B( 1, 1 )
+ ELSE
+ BR1 = B( 1, 1 )
+ BR2 = B( 2, 1 )
+ END IF
+ BR2 = BR2 - LR21*BR1
+ BBND = MAX( ABS( BR1*( UR22*UR11R ) ), ABS( BR2 ) )
+ IF( BBND.GT.ONE .AND. ABS( UR22 ).LT.ONE ) THEN
+ IF( BBND.GE.BIGNUM*ABS( UR22 ) )
+ $ SCALE = ONE / BBND
+ END IF
+*
+ XR2 = ( BR2*SCALE ) / UR22
+ XR1 = ( SCALE*BR1 )*UR11R - XR2*( UR11R*UR12 )
+ IF( ZSWAP( ICMAX ) ) THEN
+ X( 1, 1 ) = XR2
+ X( 2, 1 ) = XR1
+ ELSE
+ X( 1, 1 ) = XR1
+ X( 2, 1 ) = XR2
+ END IF
+ XNORM = MAX( ABS( XR1 ), ABS( XR2 ) )
+*
+* Further scaling if norm(A) norm(X) > overflow
+*
+ IF( XNORM.GT.ONE .AND. CMAX.GT.ONE ) THEN
+ IF( XNORM.GT.BIGNUM / CMAX ) THEN
+ TEMP = CMAX / BIGNUM
+ X( 1, 1 ) = TEMP*X( 1, 1 )
+ X( 2, 1 ) = TEMP*X( 2, 1 )
+ XNORM = TEMP*XNORM
+ SCALE = TEMP*SCALE
+ END IF
+ END IF
+ ELSE
+*
+* Complex 2x2 system (w is complex)
+*
+* Find the largest element in C
+*
+ CI( 1, 1 ) = -WI*D1
+ CI( 2, 1 ) = ZERO
+ CI( 1, 2 ) = ZERO
+ CI( 2, 2 ) = -WI*D2
+ CMAX = ZERO
+ ICMAX = 0
+*
+ DO 20 J = 1, 4
+ IF( ABS( CRV( J ) )+ABS( CIV( J ) ).GT.CMAX ) THEN
+ CMAX = ABS( CRV( J ) ) + ABS( CIV( J ) )
+ ICMAX = J
+ END IF
+ 20 CONTINUE
+*
+* If norm(C) < SMINI, use SMINI*identity.
+*
+ IF( CMAX.LT.SMINI ) THEN
+ BNORM = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ),
+ $ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) )
+ IF( SMINI.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*SMINI )
+ $ SCALE = ONE / BNORM
+ END IF
+ TEMP = SCALE / SMINI
+ X( 1, 1 ) = TEMP*B( 1, 1 )
+ X( 2, 1 ) = TEMP*B( 2, 1 )
+ X( 1, 2 ) = TEMP*B( 1, 2 )
+ X( 2, 2 ) = TEMP*B( 2, 2 )
+ XNORM = TEMP*BNORM
+ INFO = 1
+ RETURN
+ END IF
+*
+* Gaussian elimination with complete pivoting.
+*
+ UR11 = CRV( ICMAX )
+ UI11 = CIV( ICMAX )
+ CR21 = CRV( IPIVOT( 2, ICMAX ) )
+ CI21 = CIV( IPIVOT( 2, ICMAX ) )
+ UR12 = CRV( IPIVOT( 3, ICMAX ) )
+ UI12 = CIV( IPIVOT( 3, ICMAX ) )
+ CR22 = CRV( IPIVOT( 4, ICMAX ) )
+ CI22 = CIV( IPIVOT( 4, ICMAX ) )
+ IF( ICMAX.EQ.1 .OR. ICMAX.EQ.4 ) THEN
+*
+* Code when off-diagonals of pivoted C are real
+*
+ IF( ABS( UR11 ).GT.ABS( UI11 ) ) THEN
+ TEMP = UI11 / UR11
+ UR11R = ONE / ( UR11*( ONE+TEMP**2 ) )
+ UI11R = -TEMP*UR11R
+ ELSE
+ TEMP = UR11 / UI11
+ UI11R = -ONE / ( UI11*( ONE+TEMP**2 ) )
+ UR11R = -TEMP*UI11R
+ END IF
+ LR21 = CR21*UR11R
+ LI21 = CR21*UI11R
+ UR12S = UR12*UR11R
+ UI12S = UR12*UI11R
+ UR22 = CR22 - UR12*LR21
+ UI22 = CI22 - UR12*LI21
+ ELSE
+*
+* Code when diagonals of pivoted C are real
+*
+ UR11R = ONE / UR11
+ UI11R = ZERO
+ LR21 = CR21*UR11R
+ LI21 = CI21*UR11R
+ UR12S = UR12*UR11R
+ UI12S = UI12*UR11R
+ UR22 = CR22 - UR12*LR21 + UI12*LI21
+ UI22 = -UR12*LI21 - UI12*LR21
+ END IF
+ U22ABS = ABS( UR22 ) + ABS( UI22 )
+*
+* If smaller pivot < SMINI, use SMINI
+*
+ IF( U22ABS.LT.SMINI ) THEN
+ UR22 = SMINI
+ UI22 = ZERO
+ INFO = 1
+ END IF
+ IF( RSWAP( ICMAX ) ) THEN
+ BR2 = B( 1, 1 )
+ BR1 = B( 2, 1 )
+ BI2 = B( 1, 2 )
+ BI1 = B( 2, 2 )
+ ELSE
+ BR1 = B( 1, 1 )
+ BR2 = B( 2, 1 )
+ BI1 = B( 1, 2 )
+ BI2 = B( 2, 2 )
+ END IF
+ BR2 = BR2 - LR21*BR1 + LI21*BI1
+ BI2 = BI2 - LI21*BR1 - LR21*BI1
+ BBND = MAX( ( ABS( BR1 )+ABS( BI1 ) )*
+ $ ( U22ABS*( ABS( UR11R )+ABS( UI11R ) ) ),
+ $ ABS( BR2 )+ABS( BI2 ) )
+ IF( BBND.GT.ONE .AND. U22ABS.LT.ONE ) THEN
+ IF( BBND.GE.BIGNUM*U22ABS ) THEN
+ SCALE = ONE / BBND
+ BR1 = SCALE*BR1
+ BI1 = SCALE*BI1
+ BR2 = SCALE*BR2
+ BI2 = SCALE*BI2
+ END IF
+ END IF
+*
+ CALL DLADIV( BR2, BI2, UR22, UI22, XR2, XI2 )
+ XR1 = UR11R*BR1 - UI11R*BI1 - UR12S*XR2 + UI12S*XI2
+ XI1 = UI11R*BR1 + UR11R*BI1 - UI12S*XR2 - UR12S*XI2
+ IF( ZSWAP( ICMAX ) ) THEN
+ X( 1, 1 ) = XR2
+ X( 2, 1 ) = XR1
+ X( 1, 2 ) = XI2
+ X( 2, 2 ) = XI1
+ ELSE
+ X( 1, 1 ) = XR1
+ X( 2, 1 ) = XR2
+ X( 1, 2 ) = XI1
+ X( 2, 2 ) = XI2
+ END IF
+ XNORM = MAX( ABS( XR1 )+ABS( XI1 ), ABS( XR2 )+ABS( XI2 ) )
+*
+* Further scaling if norm(A) norm(X) > overflow
+*
+ IF( XNORM.GT.ONE .AND. CMAX.GT.ONE ) THEN
+ IF( XNORM.GT.BIGNUM / CMAX ) THEN
+ TEMP = CMAX / BIGNUM
+ X( 1, 1 ) = TEMP*X( 1, 1 )
+ X( 2, 1 ) = TEMP*X( 2, 1 )
+ X( 1, 2 ) = TEMP*X( 1, 2 )
+ X( 2, 2 ) = TEMP*X( 2, 2 )
+ XNORM = TEMP*XNORM
+ SCALE = TEMP*SCALE
+ END IF
+ END IF
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DLALN2
+*
+ END
diff --git a/src/lib/lapack/dlamch.f b/src/lib/lapack/dlamch.f
new file mode 100644
index 00000000..64ac3bec
--- /dev/null
+++ b/src/lib/lapack/dlamch.f
@@ -0,0 +1,857 @@
+ DOUBLE PRECISION FUNCTION DLAMCH( CMACH )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ CHARACTER CMACH
+* ..
+*
+* Purpose
+* =======
+*
+* DLAMCH determines double precision machine parameters.
+*
+* Arguments
+* =========
+*
+* CMACH (input) CHARACTER*1
+* Specifies the value to be returned by DLAMCH:
+* = 'E' or 'e', DLAMCH := eps
+* = 'S' or 's , DLAMCH := sfmin
+* = 'B' or 'b', DLAMCH := base
+* = 'P' or 'p', DLAMCH := eps*base
+* = 'N' or 'n', DLAMCH := t
+* = 'R' or 'r', DLAMCH := rnd
+* = 'M' or 'm', DLAMCH := emin
+* = 'U' or 'u', DLAMCH := rmin
+* = 'L' or 'l', DLAMCH := emax
+* = 'O' or 'o', DLAMCH := rmax
+*
+* where
+*
+* eps = relative machine precision
+* sfmin = safe minimum, such that 1/sfmin does not overflow
+* base = base of the machine
+* prec = eps*base
+* t = number of (base) digits in the mantissa
+* rnd = 1.0 when rounding occurs in addition, 0.0 otherwise
+* emin = minimum exponent before (gradual) underflow
+* rmin = underflow threshold - base**(emin-1)
+* emax = largest exponent before overflow
+* rmax = overflow threshold - (base**emax)*(1-eps)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL FIRST, LRND
+ INTEGER BETA, IMAX, IMIN, IT
+ DOUBLE PRECISION BASE, EMAX, EMIN, EPS, PREC, RMACH, RMAX, RMIN,
+ $ RND, SFMIN, SMALL, T
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAMC2
+* ..
+* .. Save statement ..
+ SAVE FIRST, EPS, SFMIN, BASE, T, RND, EMIN, RMIN,
+ $ EMAX, RMAX, PREC
+* ..
+* .. Data statements ..
+ DATA FIRST / .TRUE. /
+* ..
+* .. Executable Statements ..
+*
+ IF( FIRST ) THEN
+ FIRST = .FALSE.
+ CALL DLAMC2( BETA, IT, LRND, EPS, IMIN, RMIN, IMAX, RMAX )
+ BASE = BETA
+ T = IT
+ IF( LRND ) THEN
+ RND = ONE
+ EPS = ( BASE**( 1-IT ) ) / 2
+ ELSE
+ RND = ZERO
+ EPS = BASE**( 1-IT )
+ END IF
+ PREC = EPS*BASE
+ EMIN = IMIN
+ EMAX = IMAX
+ SFMIN = RMIN
+ SMALL = ONE / RMAX
+ IF( SMALL.GE.SFMIN ) THEN
+*
+* Use SMALL plus a bit, to avoid the possibility of rounding
+* causing overflow when computing 1/sfmin.
+*
+ SFMIN = SMALL*( ONE+EPS )
+ END IF
+ END IF
+*
+ IF( LSAME( CMACH, 'E' ) ) THEN
+ RMACH = EPS
+ ELSE IF( LSAME( CMACH, 'S' ) ) THEN
+ RMACH = SFMIN
+ ELSE IF( LSAME( CMACH, 'B' ) ) THEN
+ RMACH = BASE
+ ELSE IF( LSAME( CMACH, 'P' ) ) THEN
+ RMACH = PREC
+ ELSE IF( LSAME( CMACH, 'N' ) ) THEN
+ RMACH = T
+ ELSE IF( LSAME( CMACH, 'R' ) ) THEN
+ RMACH = RND
+ ELSE IF( LSAME( CMACH, 'M' ) ) THEN
+ RMACH = EMIN
+ ELSE IF( LSAME( CMACH, 'U' ) ) THEN
+ RMACH = RMIN
+ ELSE IF( LSAME( CMACH, 'L' ) ) THEN
+ RMACH = EMAX
+ ELSE IF( LSAME( CMACH, 'O' ) ) THEN
+ RMACH = RMAX
+ END IF
+*
+ DLAMCH = RMACH
+ RETURN
+*
+* End of DLAMCH
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE DLAMC1( BETA, T, RND, IEEE1 )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE1, RND
+ INTEGER BETA, T
+* ..
+*
+* Purpose
+* =======
+*
+* DLAMC1 determines the machine parameters given by BETA, T, RND, and
+* IEEE1.
+*
+* Arguments
+* =========
+*
+* BETA (output) INTEGER
+* The base of the machine.
+*
+* T (output) INTEGER
+* The number of ( BETA ) digits in the mantissa.
+*
+* RND (output) LOGICAL
+* Specifies whether proper rounding ( RND = .TRUE. ) or
+* chopping ( RND = .FALSE. ) occurs in addition. This may not
+* be a reliable guide to the way in which the machine performs
+* its arithmetic.
+*
+* IEEE1 (output) LOGICAL
+* Specifies whether rounding appears to be done in the IEEE
+* 'round to nearest' style.
+*
+* Further Details
+* ===============
+*
+* The routine is based on the routine ENVRON by Malcolm and
+* incorporates suggestions by Gentleman and Marovich. See
+*
+* Malcolm M. A. (1972) Algorithms to reveal properties of
+* floating-point arithmetic. Comms. of the ACM, 15, 949-951.
+*
+* Gentleman W. M. and Marovich S. B. (1974) More on algorithms
+* that reveal properties of floating point arithmetic units.
+* Comms. of the ACM, 17, 276-277.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL FIRST, LIEEE1, LRND
+ INTEGER LBETA, LT
+ DOUBLE PRECISION A, B, C, F, ONE, QTR, SAVEC, T1, T2
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMC3
+ EXTERNAL DLAMC3
+* ..
+* .. Save statement ..
+ SAVE FIRST, LIEEE1, LBETA, LRND, LT
+* ..
+* .. Data statements ..
+ DATA FIRST / .TRUE. /
+* ..
+* .. Executable Statements ..
+*
+ IF( FIRST ) THEN
+ FIRST = .FALSE.
+ ONE = 1
+*
+* LBETA, LIEEE1, LT and LRND are the local values of BETA,
+* IEEE1, T and RND.
+*
+* Throughout this routine we use the function DLAMC3 to ensure
+* that relevant values are stored and not held in registers, or
+* are not affected by optimizers.
+*
+* Compute a = 2.0**m with the smallest positive integer m such
+* that
+*
+* fl( a + 1.0 ) = a.
+*
+ A = 1
+ C = 1
+*
+*+ WHILE( C.EQ.ONE )LOOP
+ 10 CONTINUE
+ IF( C.EQ.ONE ) THEN
+ A = 2*A
+ C = DLAMC3( A, ONE )
+ C = DLAMC3( C, -A )
+ GO TO 10
+ END IF
+*+ END WHILE
+*
+* Now compute b = 2.0**m with the smallest positive integer m
+* such that
+*
+* fl( a + b ) .gt. a.
+*
+ B = 1
+ C = DLAMC3( A, B )
+*
+*+ WHILE( C.EQ.A )LOOP
+ 20 CONTINUE
+ IF( C.EQ.A ) THEN
+ B = 2*B
+ C = DLAMC3( A, B )
+ GO TO 20
+ END IF
+*+ END WHILE
+*
+* Now compute the base. a and c are neighbouring floating point
+* numbers in the interval ( beta**t, beta**( t + 1 ) ) and so
+* their difference is beta. Adding 0.25 to c is to ensure that it
+* is truncated to beta and not ( beta - 1 ).
+*
+ QTR = ONE / 4
+ SAVEC = C
+ C = DLAMC3( C, -A )
+ LBETA = C + QTR
+*
+* Now determine whether rounding or chopping occurs, by adding a
+* bit less than beta/2 and a bit more than beta/2 to a.
+*
+ B = LBETA
+ F = DLAMC3( B / 2, -B / 100 )
+ C = DLAMC3( F, A )
+ IF( C.EQ.A ) THEN
+ LRND = .TRUE.
+ ELSE
+ LRND = .FALSE.
+ END IF
+ F = DLAMC3( B / 2, B / 100 )
+ C = DLAMC3( F, A )
+ IF( ( LRND ) .AND. ( C.EQ.A ) )
+ $ LRND = .FALSE.
+*
+* Try and decide whether rounding is done in the IEEE 'round to
+* nearest' style. B/2 is half a unit in the last place of the two
+* numbers A and SAVEC. Furthermore, A is even, i.e. has last bit
+* zero, and SAVEC is odd. Thus adding B/2 to A should not change
+* A, but adding B/2 to SAVEC should change SAVEC.
+*
+ T1 = DLAMC3( B / 2, A )
+ T2 = DLAMC3( B / 2, SAVEC )
+ LIEEE1 = ( T1.EQ.A ) .AND. ( T2.GT.SAVEC ) .AND. LRND
+*
+* Now find the mantissa, t. It should be the integer part of
+* log to the base beta of a, however it is safer to determine t
+* by powering. So we find t as the smallest positive integer for
+* which
+*
+* fl( beta**t + 1.0 ) = 1.0.
+*
+ LT = 0
+ A = 1
+ C = 1
+*
+*+ WHILE( C.EQ.ONE )LOOP
+ 30 CONTINUE
+ IF( C.EQ.ONE ) THEN
+ LT = LT + 1
+ A = A*LBETA
+ C = DLAMC3( A, ONE )
+ C = DLAMC3( C, -A )
+ GO TO 30
+ END IF
+*+ END WHILE
+*
+ END IF
+*
+ BETA = LBETA
+ T = LT
+ RND = LRND
+ IEEE1 = LIEEE1
+ RETURN
+*
+* End of DLAMC1
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE DLAMC2( BETA, T, RND, EPS, EMIN, RMIN, EMAX, RMAX )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL RND
+ INTEGER BETA, EMAX, EMIN, T
+ DOUBLE PRECISION EPS, RMAX, RMIN
+* ..
+*
+* Purpose
+* =======
+*
+* DLAMC2 determines the machine parameters specified in its argument
+* list.
+*
+* Arguments
+* =========
+*
+* BETA (output) INTEGER
+* The base of the machine.
+*
+* T (output) INTEGER
+* The number of ( BETA ) digits in the mantissa.
+*
+* RND (output) LOGICAL
+* Specifies whether proper rounding ( RND = .TRUE. ) or
+* chopping ( RND = .FALSE. ) occurs in addition. This may not
+* be a reliable guide to the way in which the machine performs
+* its arithmetic.
+*
+* EPS (output) DOUBLE PRECISION
+* The smallest positive number such that
+*
+* fl( 1.0 - EPS ) .LT. 1.0,
+*
+* where fl denotes the computed value.
+*
+* EMIN (output) INTEGER
+* The minimum exponent before (gradual) underflow occurs.
+*
+* RMIN (output) DOUBLE PRECISION
+* The smallest normalized number for the machine, given by
+* BASE**( EMIN - 1 ), where BASE is the floating point value
+* of BETA.
+*
+* EMAX (output) INTEGER
+* The maximum exponent before overflow occurs.
+*
+* RMAX (output) DOUBLE PRECISION
+* The largest positive number for the machine, given by
+* BASE**EMAX * ( 1 - EPS ), where BASE is the floating point
+* value of BETA.
+*
+* Further Details
+* ===============
+*
+* The computation of EPS is based on a routine PARANOIA by
+* W. Kahan of the University of California at Berkeley.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL FIRST, IEEE, IWARN, LIEEE1, LRND
+ INTEGER GNMIN, GPMIN, I, LBETA, LEMAX, LEMIN, LT,
+ $ NGNMIN, NGPMIN
+ DOUBLE PRECISION A, B, C, HALF, LEPS, LRMAX, LRMIN, ONE, RBASE,
+ $ SIXTH, SMALL, THIRD, TWO, ZERO
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMC3
+ EXTERNAL DLAMC3
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAMC1, DLAMC4, DLAMC5
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Save statement ..
+ SAVE FIRST, IWARN, LBETA, LEMAX, LEMIN, LEPS, LRMAX,
+ $ LRMIN, LT
+* ..
+* .. Data statements ..
+ DATA FIRST / .TRUE. / , IWARN / .FALSE. /
+* ..
+* .. Executable Statements ..
+*
+ IF( FIRST ) THEN
+ FIRST = .FALSE.
+ ZERO = 0
+ ONE = 1
+ TWO = 2
+*
+* LBETA, LT, LRND, LEPS, LEMIN and LRMIN are the local values of
+* BETA, T, RND, EPS, EMIN and RMIN.
+*
+* Throughout this routine we use the function DLAMC3 to ensure
+* that relevant values are stored and not held in registers, or
+* are not affected by optimizers.
+*
+* DLAMC1 returns the parameters LBETA, LT, LRND and LIEEE1.
+*
+ CALL DLAMC1( LBETA, LT, LRND, LIEEE1 )
+*
+* Start to find EPS.
+*
+ B = LBETA
+ A = B**( -LT )
+ LEPS = A
+*
+* Try some tricks to see whether or not this is the correct EPS.
+*
+ B = TWO / 3
+ HALF = ONE / 2
+ SIXTH = DLAMC3( B, -HALF )
+ THIRD = DLAMC3( SIXTH, SIXTH )
+ B = DLAMC3( THIRD, -HALF )
+ B = DLAMC3( B, SIXTH )
+ B = ABS( B )
+ IF( B.LT.LEPS )
+ $ B = LEPS
+*
+ LEPS = 1
+*
+*+ WHILE( ( LEPS.GT.B ).AND.( B.GT.ZERO ) )LOOP
+ 10 CONTINUE
+ IF( ( LEPS.GT.B ) .AND. ( B.GT.ZERO ) ) THEN
+ LEPS = B
+ C = DLAMC3( HALF*LEPS, ( TWO**5 )*( LEPS**2 ) )
+ C = DLAMC3( HALF, -C )
+ B = DLAMC3( HALF, C )
+ C = DLAMC3( HALF, -B )
+ B = DLAMC3( HALF, C )
+ GO TO 10
+ END IF
+*+ END WHILE
+*
+ IF( A.LT.LEPS )
+ $ LEPS = A
+*
+* Computation of EPS complete.
+*
+* Now find EMIN. Let A = + or - 1, and + or - (1 + BASE**(-3)).
+* Keep dividing A by BETA until (gradual) underflow occurs. This
+* is detected when we cannot recover the previous A.
+*
+ RBASE = ONE / LBETA
+ SMALL = ONE
+ DO 20 I = 1, 3
+ SMALL = DLAMC3( SMALL*RBASE, ZERO )
+ 20 CONTINUE
+ A = DLAMC3( ONE, SMALL )
+ CALL DLAMC4( NGPMIN, ONE, LBETA )
+ CALL DLAMC4( NGNMIN, -ONE, LBETA )
+ CALL DLAMC4( GPMIN, A, LBETA )
+ CALL DLAMC4( GNMIN, -A, LBETA )
+ IEEE = .FALSE.
+*
+ IF( ( NGPMIN.EQ.NGNMIN ) .AND. ( GPMIN.EQ.GNMIN ) ) THEN
+ IF( NGPMIN.EQ.GPMIN ) THEN
+ LEMIN = NGPMIN
+* ( Non twos-complement machines, no gradual underflow;
+* e.g., VAX )
+ ELSE IF( ( GPMIN-NGPMIN ).EQ.3 ) THEN
+ LEMIN = NGPMIN - 1 + LT
+ IEEE = .TRUE.
+* ( Non twos-complement machines, with gradual underflow;
+* e.g., IEEE standard followers )
+ ELSE
+ LEMIN = MIN( NGPMIN, GPMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+*
+ ELSE IF( ( NGPMIN.EQ.GPMIN ) .AND. ( NGNMIN.EQ.GNMIN ) ) THEN
+ IF( ABS( NGPMIN-NGNMIN ).EQ.1 ) THEN
+ LEMIN = MAX( NGPMIN, NGNMIN )
+* ( Twos-complement machines, no gradual underflow;
+* e.g., CYBER 205 )
+ ELSE
+ LEMIN = MIN( NGPMIN, NGNMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+*
+ ELSE IF( ( ABS( NGPMIN-NGNMIN ).EQ.1 ) .AND.
+ $ ( GPMIN.EQ.GNMIN ) ) THEN
+ IF( ( GPMIN-MIN( NGPMIN, NGNMIN ) ).EQ.3 ) THEN
+ LEMIN = MAX( NGPMIN, NGNMIN ) - 1 + LT
+* ( Twos-complement machines with gradual underflow;
+* no known machine )
+ ELSE
+ LEMIN = MIN( NGPMIN, NGNMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+*
+ ELSE
+ LEMIN = MIN( NGPMIN, NGNMIN, GPMIN, GNMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+***
+* Comment out this if block if EMIN is ok
+ IF( IWARN ) THEN
+ FIRST = .TRUE.
+ WRITE( 6, FMT = 9999 )LEMIN
+ END IF
+***
+*
+* Assume IEEE arithmetic if we found denormalised numbers above,
+* or if arithmetic seems to round in the IEEE style, determined
+* in routine DLAMC1. A true IEEE machine should have both things
+* true; however, faulty machines may have one or the other.
+*
+ IEEE = IEEE .OR. LIEEE1
+*
+* Compute RMIN by successive division by BETA. We could compute
+* RMIN as BASE**( EMIN - 1 ), but some machines underflow during
+* this computation.
+*
+ LRMIN = 1
+ DO 30 I = 1, 1 - LEMIN
+ LRMIN = DLAMC3( LRMIN*RBASE, ZERO )
+ 30 CONTINUE
+*
+* Finally, call DLAMC5 to compute EMAX and RMAX.
+*
+ CALL DLAMC5( LBETA, LT, LEMIN, IEEE, LEMAX, LRMAX )
+ END IF
+*
+ BETA = LBETA
+ T = LT
+ RND = LRND
+ EPS = LEPS
+ EMIN = LEMIN
+ RMIN = LRMIN
+ EMAX = LEMAX
+ RMAX = LRMAX
+*
+ RETURN
+*
+ 9999 FORMAT( / / ' WARNING. The value EMIN may be incorrect:-',
+ $ ' EMIN = ', I8, /
+ $ ' If, after inspection, the value EMIN looks',
+ $ ' acceptable please comment out ',
+ $ / ' the IF block as marked within the code of routine',
+ $ ' DLAMC2,', / ' otherwise supply EMIN explicitly.', / )
+*
+* End of DLAMC2
+*
+ END
+*
+************************************************************************
+*
+ DOUBLE PRECISION FUNCTION DLAMC3( A, B )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION A, B
+* ..
+*
+* Purpose
+* =======
+*
+* DLAMC3 is intended to force A and B to be stored prior to doing
+* the addition of A and B , for use in situations where optimizers
+* might hold one of these in a register.
+*
+* Arguments
+* =========
+*
+* A, B (input) DOUBLE PRECISION
+* The values A and B.
+*
+* =====================================================================
+*
+* .. Executable Statements ..
+*
+ DLAMC3 = A + B
+*
+ RETURN
+*
+* End of DLAMC3
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE DLAMC4( EMIN, START, BASE )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ INTEGER BASE, EMIN
+ DOUBLE PRECISION START
+* ..
+*
+* Purpose
+* =======
+*
+* DLAMC4 is a service routine for DLAMC2.
+*
+* Arguments
+* =========
+*
+* EMIN (output) EMIN
+* The minimum exponent before (gradual) underflow, computed by
+* setting A = START and dividing by BASE until the previous A
+* can not be recovered.
+*
+* START (input) DOUBLE PRECISION
+* The starting point for determining EMIN.
+*
+* BASE (input) INTEGER
+* The base of the machine.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I
+ DOUBLE PRECISION A, B1, B2, C1, C2, D1, D2, ONE, RBASE, ZERO
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMC3
+ EXTERNAL DLAMC3
+* ..
+* .. Executable Statements ..
+*
+ A = START
+ ONE = 1
+ RBASE = ONE / BASE
+ ZERO = 0
+ EMIN = 1
+ B1 = DLAMC3( A*RBASE, ZERO )
+ C1 = A
+ C2 = A
+ D1 = A
+ D2 = A
+*+ WHILE( ( C1.EQ.A ).AND.( C2.EQ.A ).AND.
+* $ ( D1.EQ.A ).AND.( D2.EQ.A ) )LOOP
+ 10 CONTINUE
+ IF( ( C1.EQ.A ) .AND. ( C2.EQ.A ) .AND. ( D1.EQ.A ) .AND.
+ $ ( D2.EQ.A ) ) THEN
+ EMIN = EMIN - 1
+ A = B1
+ B1 = DLAMC3( A / BASE, ZERO )
+ C1 = DLAMC3( B1*BASE, ZERO )
+ D1 = ZERO
+ DO 20 I = 1, BASE
+ D1 = D1 + B1
+ 20 CONTINUE
+ B2 = DLAMC3( A*RBASE, ZERO )
+ C2 = DLAMC3( B2 / RBASE, ZERO )
+ D2 = ZERO
+ DO 30 I = 1, BASE
+ D2 = D2 + B2
+ 30 CONTINUE
+ GO TO 10
+ END IF
+*+ END WHILE
+*
+ RETURN
+*
+* End of DLAMC4
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE DLAMC5( BETA, P, EMIN, IEEE, EMAX, RMAX )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE
+ INTEGER BETA, EMAX, EMIN, P
+ DOUBLE PRECISION RMAX
+* ..
+*
+* Purpose
+* =======
+*
+* DLAMC5 attempts to compute RMAX, the largest machine floating-point
+* number, without overflow. It assumes that EMAX + abs(EMIN) sum
+* approximately to a power of 2. It will fail on machines where this
+* assumption does not hold, for example, the Cyber 205 (EMIN = -28625,
+* EMAX = 28718). It will also fail if the value supplied for EMIN is
+* too large (i.e. too close to zero), probably with overflow.
+*
+* Arguments
+* =========
+*
+* BETA (input) INTEGER
+* The base of floating-point arithmetic.
+*
+* P (input) INTEGER
+* The number of base BETA digits in the mantissa of a
+* floating-point value.
+*
+* EMIN (input) INTEGER
+* The minimum exponent before (gradual) underflow.
+*
+* IEEE (input) LOGICAL
+* A logical flag specifying whether or not the arithmetic
+* system is thought to comply with the IEEE standard.
+*
+* EMAX (output) INTEGER
+* The largest exponent before overflow
+*
+* RMAX (output) DOUBLE PRECISION
+* The largest machine floating-point number.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER EXBITS, EXPSUM, I, LEXP, NBITS, TRY, UEXP
+ DOUBLE PRECISION OLDY, RECBAS, Y, Z
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMC3
+ EXTERNAL DLAMC3
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MOD
+* ..
+* .. Executable Statements ..
+*
+* First compute LEXP and UEXP, two powers of 2 that bound
+* abs(EMIN). We then assume that EMAX + abs(EMIN) will sum
+* approximately to the bound that is closest to abs(EMIN).
+* (EMAX is the exponent of the required number RMAX).
+*
+ LEXP = 1
+ EXBITS = 1
+ 10 CONTINUE
+ TRY = LEXP*2
+ IF( TRY.LE.( -EMIN ) ) THEN
+ LEXP = TRY
+ EXBITS = EXBITS + 1
+ GO TO 10
+ END IF
+ IF( LEXP.EQ.-EMIN ) THEN
+ UEXP = LEXP
+ ELSE
+ UEXP = TRY
+ EXBITS = EXBITS + 1
+ END IF
+*
+* Now -LEXP is less than or equal to EMIN, and -UEXP is greater
+* than or equal to EMIN. EXBITS is the number of bits needed to
+* store the exponent.
+*
+ IF( ( UEXP+EMIN ).GT.( -LEXP-EMIN ) ) THEN
+ EXPSUM = 2*LEXP
+ ELSE
+ EXPSUM = 2*UEXP
+ END IF
+*
+* EXPSUM is the exponent range, approximately equal to
+* EMAX - EMIN + 1 .
+*
+ EMAX = EXPSUM + EMIN - 1
+ NBITS = 1 + EXBITS + P
+*
+* NBITS is the total number of bits needed to store a
+* floating-point number.
+*
+ IF( ( MOD( NBITS, 2 ).EQ.1 ) .AND. ( BETA.EQ.2 ) ) THEN
+*
+* Either there are an odd number of bits used to store a
+* floating-point number, which is unlikely, or some bits are
+* not used in the representation of numbers, which is possible,
+* (e.g. Cray machines) or the mantissa has an implicit bit,
+* (e.g. IEEE machines, Dec Vax machines), which is perhaps the
+* most likely. We have to assume the last alternative.
+* If this is true, then we need to reduce EMAX by one because
+* there must be some way of representing zero in an implicit-bit
+* system. On machines like Cray, we are reducing EMAX by one
+* unnecessarily.
+*
+ EMAX = EMAX - 1
+ END IF
+*
+ IF( IEEE ) THEN
+*
+* Assume we are on an IEEE machine which reserves one exponent
+* for infinity and NaN.
+*
+ EMAX = EMAX - 1
+ END IF
+*
+* Now create RMAX, the largest machine number, which should
+* be equal to (1.0 - BETA**(-P)) * BETA**EMAX .
+*
+* First compute 1.0 - BETA**(-P), being careful that the
+* result is less than 1.0 .
+*
+ RECBAS = ONE / BETA
+ Z = BETA - ONE
+ Y = ZERO
+ DO 20 I = 1, P
+ Z = Z*RECBAS
+ IF( Y.LT.ONE )
+ $ OLDY = Y
+ Y = DLAMC3( Y, Z )
+ 20 CONTINUE
+ IF( Y.GE.ONE )
+ $ Y = OLDY
+*
+* Now multiply by BETA**EMAX to get RMAX.
+*
+ DO 30 I = 1, EMAX
+ Y = DLAMC3( Y*BETA, ZERO )
+ 30 CONTINUE
+*
+ RMAX = Y
+ RETURN
+*
+* End of DLAMC5
+*
+ END
diff --git a/src/lib/lapack/dlange.f b/src/lib/lapack/dlange.f
new file mode 100644
index 00000000..fec96ac7
--- /dev/null
+++ b/src/lib/lapack/dlange.f
@@ -0,0 +1,144 @@
+ DOUBLE PRECISION FUNCTION DLANGE( NORM, M, N, A, LDA, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLANGE returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* real matrix A.
+*
+* Description
+* ===========
+*
+* DLANGE returns the value
+*
+* DLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in DLANGE as described
+* above.
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0. When M = 0,
+* DLANGE is set to zero.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0. When N = 0,
+* DLANGE is set to zero.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The m by n matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(M,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= M when NORM = 'I'; otherwise, WORK is not
+* referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION SCALE, SUM, VALUE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASSQ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( MIN( M, N ).EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ DO 20 J = 1, N
+ DO 10 I = 1, M
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
+*
+* Find norm1(A).
+*
+ VALUE = ZERO
+ DO 40 J = 1, N
+ SUM = ZERO
+ DO 30 I = 1, M
+ SUM = SUM + ABS( A( I, J ) )
+ 30 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 40 CONTINUE
+ ELSE IF( LSAME( NORM, 'I' ) ) THEN
+*
+* Find normI(A).
+*
+ DO 50 I = 1, M
+ WORK( I ) = ZERO
+ 50 CONTINUE
+ DO 70 J = 1, N
+ DO 60 I = 1, M
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 60 CONTINUE
+ 70 CONTINUE
+ VALUE = ZERO
+ DO 80 I = 1, M
+ VALUE = MAX( VALUE, WORK( I ) )
+ 80 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ DO 90 J = 1, N
+ CALL DLASSQ( M, A( 1, J ), 1, SCALE, SUM )
+ 90 CONTINUE
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ DLANGE = VALUE
+ RETURN
+*
+* End of DLANGE
+*
+ END
diff --git a/src/lib/lapack/dlanhs.f b/src/lib/lapack/dlanhs.f
new file mode 100644
index 00000000..76b87eeb
--- /dev/null
+++ b/src/lib/lapack/dlanhs.f
@@ -0,0 +1,141 @@
+ DOUBLE PRECISION FUNCTION DLANHS( NORM, N, A, LDA, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLANHS returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* Hessenberg matrix A.
+*
+* Description
+* ===========
+*
+* DLANHS returns the value
+*
+* DLANHS = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in DLANHS as described
+* above.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0. When N = 0, DLANHS is
+* set to zero.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The n by n upper Hessenberg matrix A; the part of A below the
+* first sub-diagonal is not referenced.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(N,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= N when NORM = 'I'; otherwise, WORK is not
+* referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION SCALE, SUM, VALUE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASSQ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( N.EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ DO 20 J = 1, N
+ DO 10 I = 1, MIN( N, J+1 )
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
+*
+* Find norm1(A).
+*
+ VALUE = ZERO
+ DO 40 J = 1, N
+ SUM = ZERO
+ DO 30 I = 1, MIN( N, J+1 )
+ SUM = SUM + ABS( A( I, J ) )
+ 30 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 40 CONTINUE
+ ELSE IF( LSAME( NORM, 'I' ) ) THEN
+*
+* Find normI(A).
+*
+ DO 50 I = 1, N
+ WORK( I ) = ZERO
+ 50 CONTINUE
+ DO 70 J = 1, N
+ DO 60 I = 1, MIN( N, J+1 )
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 60 CONTINUE
+ 70 CONTINUE
+ VALUE = ZERO
+ DO 80 I = 1, N
+ VALUE = MAX( VALUE, WORK( I ) )
+ 80 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ DO 90 J = 1, N
+ CALL DLASSQ( MIN( N, J+1 ), A( 1, J ), 1, SCALE, SUM )
+ 90 CONTINUE
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ DLANHS = VALUE
+ RETURN
+*
+* End of DLANHS
+*
+ END
diff --git a/src/lib/lapack/dlansp.f b/src/lib/lapack/dlansp.f
new file mode 100644
index 00000000..ab221006
--- /dev/null
+++ b/src/lib/lapack/dlansp.f
@@ -0,0 +1,196 @@
+ DOUBLE PRECISION FUNCTION DLANSP( NORM, UPLO, N, AP, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM, UPLO
+ INTEGER N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLANSP returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* real symmetric matrix A, supplied in packed form.
+*
+* Description
+* ===========
+*
+* DLANSP returns the value
+*
+* DLANSP = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in DLANSP as described
+* above.
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is supplied.
+* = 'U': Upper triangular part of A is supplied
+* = 'L': Lower triangular part of A is supplied
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0. When N = 0, DLANSP is
+* set to zero.
+*
+* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* The upper or lower triangle of the symmetric matrix A, packed
+* columnwise in a linear array. The j-th column of A is stored
+* in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise,
+* WORK is not referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J, K
+ DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASSQ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( N.EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ K = 1
+ DO 20 J = 1, N
+ DO 10 I = K, K + J - 1
+ VALUE = MAX( VALUE, ABS( AP( I ) ) )
+ 10 CONTINUE
+ K = K + J
+ 20 CONTINUE
+ ELSE
+ K = 1
+ DO 40 J = 1, N
+ DO 30 I = K, K + N - J
+ VALUE = MAX( VALUE, ABS( AP( I ) ) )
+ 30 CONTINUE
+ K = K + N - J + 1
+ 40 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'I' ) ) .OR. ( LSAME( NORM, 'O' ) ) .OR.
+ $ ( NORM.EQ.'1' ) ) THEN
+*
+* Find normI(A) ( = norm1(A), since A is symmetric).
+*
+ VALUE = ZERO
+ K = 1
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 60 J = 1, N
+ SUM = ZERO
+ DO 50 I = 1, J - 1
+ ABSA = ABS( AP( K ) )
+ SUM = SUM + ABSA
+ WORK( I ) = WORK( I ) + ABSA
+ K = K + 1
+ 50 CONTINUE
+ WORK( J ) = SUM + ABS( AP( K ) )
+ K = K + 1
+ 60 CONTINUE
+ DO 70 I = 1, N
+ VALUE = MAX( VALUE, WORK( I ) )
+ 70 CONTINUE
+ ELSE
+ DO 80 I = 1, N
+ WORK( I ) = ZERO
+ 80 CONTINUE
+ DO 100 J = 1, N
+ SUM = WORK( J ) + ABS( AP( K ) )
+ K = K + 1
+ DO 90 I = J + 1, N
+ ABSA = ABS( AP( K ) )
+ SUM = SUM + ABSA
+ WORK( I ) = WORK( I ) + ABSA
+ K = K + 1
+ 90 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 100 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ K = 2
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 110 J = 2, N
+ CALL DLASSQ( J-1, AP( K ), 1, SCALE, SUM )
+ K = K + J
+ 110 CONTINUE
+ ELSE
+ DO 120 J = 1, N - 1
+ CALL DLASSQ( N-J, AP( K ), 1, SCALE, SUM )
+ K = K + N - J + 1
+ 120 CONTINUE
+ END IF
+ SUM = 2*SUM
+ K = 1
+ DO 130 I = 1, N
+ IF( AP( K ).NE.ZERO ) THEN
+ ABSA = ABS( AP( K ) )
+ IF( SCALE.LT.ABSA ) THEN
+ SUM = ONE + SUM*( SCALE / ABSA )**2
+ SCALE = ABSA
+ ELSE
+ SUM = SUM + ( ABSA / SCALE )**2
+ END IF
+ END IF
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ K = K + I + 1
+ ELSE
+ K = K + N - I + 1
+ END IF
+ 130 CONTINUE
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ DLANSP = VALUE
+ RETURN
+*
+* End of DLANSP
+*
+ END
diff --git a/src/lib/lapack/dlanst.f b/src/lib/lapack/dlanst.f
new file mode 100644
index 00000000..2b12091a
--- /dev/null
+++ b/src/lib/lapack/dlanst.f
@@ -0,0 +1,124 @@
+ DOUBLE PRECISION FUNCTION DLANST( NORM, N, D, E )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLANST returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* real symmetric tridiagonal matrix A.
+*
+* Description
+* ===========
+*
+* DLANST returns the value
+*
+* DLANST = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in DLANST as described
+* above.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0. When N = 0, DLANST is
+* set to zero.
+*
+* D (input) DOUBLE PRECISION array, dimension (N)
+* The diagonal elements of A.
+*
+* E (input) DOUBLE PRECISION array, dimension (N-1)
+* The (n-1) sub-diagonal or super-diagonal elements of A.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ DOUBLE PRECISION ANORM, SCALE, SUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASSQ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( N.LE.0 ) THEN
+ ANORM = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ ANORM = ABS( D( N ) )
+ DO 10 I = 1, N - 1
+ ANORM = MAX( ANORM, ABS( D( I ) ) )
+ ANORM = MAX( ANORM, ABS( E( I ) ) )
+ 10 CONTINUE
+ ELSE IF( LSAME( NORM, 'O' ) .OR. NORM.EQ.'1' .OR.
+ $ LSAME( NORM, 'I' ) ) THEN
+*
+* Find norm1(A).
+*
+ IF( N.EQ.1 ) THEN
+ ANORM = ABS( D( 1 ) )
+ ELSE
+ ANORM = MAX( ABS( D( 1 ) )+ABS( E( 1 ) ),
+ $ ABS( E( N-1 ) )+ABS( D( N ) ) )
+ DO 20 I = 2, N - 1
+ ANORM = MAX( ANORM, ABS( D( I ) )+ABS( E( I ) )+
+ $ ABS( E( I-1 ) ) )
+ 20 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ IF( N.GT.1 ) THEN
+ CALL DLASSQ( N-1, E, 1, SCALE, SUM )
+ SUM = 2*SUM
+ END IF
+ CALL DLASSQ( N, D, 1, SCALE, SUM )
+ ANORM = SCALE*SQRT( SUM )
+ END IF
+*
+ DLANST = ANORM
+ RETURN
+*
+* End of DLANST
+*
+ END
diff --git a/src/lib/lapack/dlansy.f b/src/lib/lapack/dlansy.f
new file mode 100644
index 00000000..b6c727c0
--- /dev/null
+++ b/src/lib/lapack/dlansy.f
@@ -0,0 +1,173 @@
+ DOUBLE PRECISION FUNCTION DLANSY( NORM, UPLO, N, A, LDA, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM, UPLO
+ INTEGER LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLANSY returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* real symmetric matrix A.
+*
+* Description
+* ===========
+*
+* DLANSY returns the value
+*
+* DLANSY = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in DLANSY as described
+* above.
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is to be referenced.
+* = 'U': Upper triangular part of A is referenced
+* = 'L': Lower triangular part of A is referenced
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0. When N = 0, DLANSY is
+* set to zero.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The symmetric matrix A. If UPLO = 'U', the leading n by n
+* upper triangular part of A contains the upper triangular part
+* of the matrix A, and the strictly lower triangular part of A
+* is not referenced. If UPLO = 'L', the leading n by n lower
+* triangular part of A contains the lower triangular part of
+* the matrix A, and the strictly upper triangular part of A is
+* not referenced.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(N,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise,
+* WORK is not referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASSQ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( N.EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 20 J = 1, N
+ DO 10 I = 1, J
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ DO 40 J = 1, N
+ DO 30 I = J, N
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 30 CONTINUE
+ 40 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'I' ) ) .OR. ( LSAME( NORM, 'O' ) ) .OR.
+ $ ( NORM.EQ.'1' ) ) THEN
+*
+* Find normI(A) ( = norm1(A), since A is symmetric).
+*
+ VALUE = ZERO
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 60 J = 1, N
+ SUM = ZERO
+ DO 50 I = 1, J - 1
+ ABSA = ABS( A( I, J ) )
+ SUM = SUM + ABSA
+ WORK( I ) = WORK( I ) + ABSA
+ 50 CONTINUE
+ WORK( J ) = SUM + ABS( A( J, J ) )
+ 60 CONTINUE
+ DO 70 I = 1, N
+ VALUE = MAX( VALUE, WORK( I ) )
+ 70 CONTINUE
+ ELSE
+ DO 80 I = 1, N
+ WORK( I ) = ZERO
+ 80 CONTINUE
+ DO 100 J = 1, N
+ SUM = WORK( J ) + ABS( A( J, J ) )
+ DO 90 I = J + 1, N
+ ABSA = ABS( A( I, J ) )
+ SUM = SUM + ABSA
+ WORK( I ) = WORK( I ) + ABSA
+ 90 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 100 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 110 J = 2, N
+ CALL DLASSQ( J-1, A( 1, J ), 1, SCALE, SUM )
+ 110 CONTINUE
+ ELSE
+ DO 120 J = 1, N - 1
+ CALL DLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM )
+ 120 CONTINUE
+ END IF
+ SUM = 2*SUM
+ CALL DLASSQ( N, A, LDA+1, SCALE, SUM )
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ DLANSY = VALUE
+ RETURN
+*
+* End of DLANSY
+*
+ END
diff --git a/src/lib/lapack/dlantr.f b/src/lib/lapack/dlantr.f
new file mode 100644
index 00000000..92debd3d
--- /dev/null
+++ b/src/lib/lapack/dlantr.f
@@ -0,0 +1,276 @@
+ DOUBLE PRECISION FUNCTION DLANTR( NORM, UPLO, DIAG, M, N, A, LDA,
+ $ WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, NORM, UPLO
+ INTEGER LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLANTR returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* trapezoidal or triangular matrix A.
+*
+* Description
+* ===========
+*
+* DLANTR returns the value
+*
+* DLANTR = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in DLANTR as described
+* above.
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the matrix A is upper or lower trapezoidal.
+* = 'U': Upper trapezoidal
+* = 'L': Lower trapezoidal
+* Note that A is triangular instead of trapezoidal if M = N.
+*
+* DIAG (input) CHARACTER*1
+* Specifies whether or not the matrix A has unit diagonal.
+* = 'N': Non-unit diagonal
+* = 'U': Unit diagonal
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0, and if
+* UPLO = 'U', M <= N. When M = 0, DLANTR is set to zero.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0, and if
+* UPLO = 'L', N <= M. When N = 0, DLANTR is set to zero.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The trapezoidal matrix A (A is triangular if M = N).
+* If UPLO = 'U', the leading m by n upper trapezoidal part of
+* the array A contains the upper trapezoidal matrix, and the
+* strictly lower triangular part of A is not referenced.
+* If UPLO = 'L', the leading m by n lower trapezoidal part of
+* the array A contains the lower trapezoidal matrix, and the
+* strictly upper triangular part of A is not referenced. Note
+* that when DIAG = 'U', the diagonal elements of A are not
+* referenced and are assumed to be one.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(M,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= M when NORM = 'I'; otherwise, WORK is not
+* referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UDIAG
+ INTEGER I, J
+ DOUBLE PRECISION SCALE, SUM, VALUE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASSQ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( MIN( M, N ).EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ IF( LSAME( DIAG, 'U' ) ) THEN
+ VALUE = ONE
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 20 J = 1, N
+ DO 10 I = 1, MIN( M, J-1 )
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ DO 40 J = 1, N
+ DO 30 I = J + 1, M
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 30 CONTINUE
+ 40 CONTINUE
+ END IF
+ ELSE
+ VALUE = ZERO
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 60 J = 1, N
+ DO 50 I = 1, MIN( M, J )
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 50 CONTINUE
+ 60 CONTINUE
+ ELSE
+ DO 80 J = 1, N
+ DO 70 I = J, M
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 70 CONTINUE
+ 80 CONTINUE
+ END IF
+ END IF
+ ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
+*
+* Find norm1(A).
+*
+ VALUE = ZERO
+ UDIAG = LSAME( DIAG, 'U' )
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 110 J = 1, N
+ IF( ( UDIAG ) .AND. ( J.LE.M ) ) THEN
+ SUM = ONE
+ DO 90 I = 1, J - 1
+ SUM = SUM + ABS( A( I, J ) )
+ 90 CONTINUE
+ ELSE
+ SUM = ZERO
+ DO 100 I = 1, MIN( M, J )
+ SUM = SUM + ABS( A( I, J ) )
+ 100 CONTINUE
+ END IF
+ VALUE = MAX( VALUE, SUM )
+ 110 CONTINUE
+ ELSE
+ DO 140 J = 1, N
+ IF( UDIAG ) THEN
+ SUM = ONE
+ DO 120 I = J + 1, M
+ SUM = SUM + ABS( A( I, J ) )
+ 120 CONTINUE
+ ELSE
+ SUM = ZERO
+ DO 130 I = J, M
+ SUM = SUM + ABS( A( I, J ) )
+ 130 CONTINUE
+ END IF
+ VALUE = MAX( VALUE, SUM )
+ 140 CONTINUE
+ END IF
+ ELSE IF( LSAME( NORM, 'I' ) ) THEN
+*
+* Find normI(A).
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ IF( LSAME( DIAG, 'U' ) ) THEN
+ DO 150 I = 1, M
+ WORK( I ) = ONE
+ 150 CONTINUE
+ DO 170 J = 1, N
+ DO 160 I = 1, MIN( M, J-1 )
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 160 CONTINUE
+ 170 CONTINUE
+ ELSE
+ DO 180 I = 1, M
+ WORK( I ) = ZERO
+ 180 CONTINUE
+ DO 200 J = 1, N
+ DO 190 I = 1, MIN( M, J )
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 190 CONTINUE
+ 200 CONTINUE
+ END IF
+ ELSE
+ IF( LSAME( DIAG, 'U' ) ) THEN
+ DO 210 I = 1, N
+ WORK( I ) = ONE
+ 210 CONTINUE
+ DO 220 I = N + 1, M
+ WORK( I ) = ZERO
+ 220 CONTINUE
+ DO 240 J = 1, N
+ DO 230 I = J + 1, M
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 230 CONTINUE
+ 240 CONTINUE
+ ELSE
+ DO 250 I = 1, M
+ WORK( I ) = ZERO
+ 250 CONTINUE
+ DO 270 J = 1, N
+ DO 260 I = J, M
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 260 CONTINUE
+ 270 CONTINUE
+ END IF
+ END IF
+ VALUE = ZERO
+ DO 280 I = 1, M
+ VALUE = MAX( VALUE, WORK( I ) )
+ 280 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ IF( LSAME( DIAG, 'U' ) ) THEN
+ SCALE = ONE
+ SUM = MIN( M, N )
+ DO 290 J = 2, N
+ CALL DLASSQ( MIN( M, J-1 ), A( 1, J ), 1, SCALE, SUM )
+ 290 CONTINUE
+ ELSE
+ SCALE = ZERO
+ SUM = ONE
+ DO 300 J = 1, N
+ CALL DLASSQ( MIN( M, J ), A( 1, J ), 1, SCALE, SUM )
+ 300 CONTINUE
+ END IF
+ ELSE
+ IF( LSAME( DIAG, 'U' ) ) THEN
+ SCALE = ONE
+ SUM = MIN( M, N )
+ DO 310 J = 1, N
+ CALL DLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, SCALE,
+ $ SUM )
+ 310 CONTINUE
+ ELSE
+ SCALE = ZERO
+ SUM = ONE
+ DO 320 J = 1, N
+ CALL DLASSQ( M-J+1, A( J, J ), 1, SCALE, SUM )
+ 320 CONTINUE
+ END IF
+ END IF
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ DLANTR = VALUE
+ RETURN
+*
+* End of DLANTR
+*
+ END
diff --git a/src/lib/lapack/dlanv2.f b/src/lib/lapack/dlanv2.f
new file mode 100644
index 00000000..cef3f472
--- /dev/null
+++ b/src/lib/lapack/dlanv2.f
@@ -0,0 +1,205 @@
+ SUBROUTINE DLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN
+* ..
+*
+* Purpose
+* =======
+*
+* DLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric
+* matrix in standard form:
+*
+* [ A B ] = [ CS -SN ] [ AA BB ] [ CS SN ]
+* [ C D ] [ SN CS ] [ CC DD ] [-SN CS ]
+*
+* where either
+* 1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or
+* 2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex
+* conjugate eigenvalues.
+*
+* Arguments
+* =========
+*
+* A (input/output) DOUBLE PRECISION
+* B (input/output) DOUBLE PRECISION
+* C (input/output) DOUBLE PRECISION
+* D (input/output) DOUBLE PRECISION
+* On entry, the elements of the input matrix.
+* On exit, they are overwritten by the elements of the
+* standardised Schur form.
+*
+* RT1R (output) DOUBLE PRECISION
+* RT1I (output) DOUBLE PRECISION
+* RT2R (output) DOUBLE PRECISION
+* RT2I (output) DOUBLE PRECISION
+* The real and imaginary parts of the eigenvalues. If the
+* eigenvalues are a complex conjugate pair, RT1I > 0.
+*
+* CS (output) DOUBLE PRECISION
+* SN (output) DOUBLE PRECISION
+* Parameters of the rotation matrix.
+*
+* Further Details
+* ===============
+*
+* Modified by V. Sima, Research Institute for Informatics, Bucharest,
+* Romania, to reduce the risk of cancellation errors,
+* when computing real eigenvalues, and to ensure, if possible, that
+* abs(RT1R) >= abs(RT2R).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, HALF, ONE
+ PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION MULTPL
+ PARAMETER ( MULTPL = 4.0D+0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AA, BB, BCMAX, BCMIS, CC, CS1, DD, EPS, P, SAB,
+ $ SAC, SCALE, SIGMA, SN1, TAU, TEMP, Z
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLAPY2
+ EXTERNAL DLAMCH, DLAPY2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ EPS = DLAMCH( 'P' )
+ IF( C.EQ.ZERO ) THEN
+ CS = ONE
+ SN = ZERO
+ GO TO 10
+*
+ ELSE IF( B.EQ.ZERO ) THEN
+*
+* Swap rows and columns
+*
+ CS = ZERO
+ SN = ONE
+ TEMP = D
+ D = A
+ A = TEMP
+ B = -C
+ C = ZERO
+ GO TO 10
+ ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) )
+ $ THEN
+ CS = ONE
+ SN = ZERO
+ GO TO 10
+ ELSE
+*
+ TEMP = A - D
+ P = HALF*TEMP
+ BCMAX = MAX( ABS( B ), ABS( C ) )
+ BCMIS = MIN( ABS( B ), ABS( C ) )*SIGN( ONE, B )*SIGN( ONE, C )
+ SCALE = MAX( ABS( P ), BCMAX )
+ Z = ( P / SCALE )*P + ( BCMAX / SCALE )*BCMIS
+*
+* If Z is of the order of the machine accuracy, postpone the
+* decision on the nature of eigenvalues
+*
+ IF( Z.GE.MULTPL*EPS ) THEN
+*
+* Real eigenvalues. Compute A and D.
+*
+ Z = P + SIGN( SQRT( SCALE )*SQRT( Z ), P )
+ A = D + Z
+ D = D - ( BCMAX / Z )*BCMIS
+*
+* Compute B and the rotation matrix
+*
+ TAU = DLAPY2( C, Z )
+ CS = Z / TAU
+ SN = C / TAU
+ B = B - C
+ C = ZERO
+ ELSE
+*
+* Complex eigenvalues, or real (almost) equal eigenvalues.
+* Make diagonal elements equal.
+*
+ SIGMA = B + C
+ TAU = DLAPY2( SIGMA, TEMP )
+ CS = SQRT( HALF*( ONE+ABS( SIGMA ) / TAU ) )
+ SN = -( P / ( TAU*CS ) )*SIGN( ONE, SIGMA )
+*
+* Compute [ AA BB ] = [ A B ] [ CS -SN ]
+* [ CC DD ] [ C D ] [ SN CS ]
+*
+ AA = A*CS + B*SN
+ BB = -A*SN + B*CS
+ CC = C*CS + D*SN
+ DD = -C*SN + D*CS
+*
+* Compute [ A B ] = [ CS SN ] [ AA BB ]
+* [ C D ] [-SN CS ] [ CC DD ]
+*
+ A = AA*CS + CC*SN
+ B = BB*CS + DD*SN
+ C = -AA*SN + CC*CS
+ D = -BB*SN + DD*CS
+*
+ TEMP = HALF*( A+D )
+ A = TEMP
+ D = TEMP
+*
+ IF( C.NE.ZERO ) THEN
+ IF( B.NE.ZERO ) THEN
+ IF( SIGN( ONE, B ).EQ.SIGN( ONE, C ) ) THEN
+*
+* Real eigenvalues: reduce to upper triangular form
+*
+ SAB = SQRT( ABS( B ) )
+ SAC = SQRT( ABS( C ) )
+ P = SIGN( SAB*SAC, C )
+ TAU = ONE / SQRT( ABS( B+C ) )
+ A = TEMP + P
+ D = TEMP - P
+ B = B - C
+ C = ZERO
+ CS1 = SAB*TAU
+ SN1 = SAC*TAU
+ TEMP = CS*CS1 - SN*SN1
+ SN = CS*SN1 + SN*CS1
+ CS = TEMP
+ END IF
+ ELSE
+ B = -C
+ C = ZERO
+ TEMP = CS
+ CS = -SN
+ SN = TEMP
+ END IF
+ END IF
+ END IF
+*
+ END IF
+*
+ 10 CONTINUE
+*
+* Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I).
+*
+ RT1R = A
+ RT2R = D
+ IF( C.EQ.ZERO ) THEN
+ RT1I = ZERO
+ RT2I = ZERO
+ ELSE
+ RT1I = SQRT( ABS( B ) )*SQRT( ABS( C ) )
+ RT2I = -RT1I
+ END IF
+ RETURN
+*
+* End of DLANV2
+*
+ END
diff --git a/src/lib/lapack/dlapmt.f b/src/lib/lapack/dlapmt.f
new file mode 100644
index 00000000..325774c0
--- /dev/null
+++ b/src/lib/lapack/dlapmt.f
@@ -0,0 +1,136 @@
+ SUBROUTINE DLAPMT( FORWRD, M, N, X, LDX, K )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL FORWRD
+ INTEGER LDX, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER K( * )
+ DOUBLE PRECISION X( LDX, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAPMT rearranges the columns of the M by N matrix X as specified
+* by the permutation K(1),K(2),...,K(N) of the integers 1,...,N.
+* If FORWRD = .TRUE., forward permutation:
+*
+* X(*,K(J)) is moved X(*,J) for J = 1,2,...,N.
+*
+* If FORWRD = .FALSE., backward permutation:
+*
+* X(*,J) is moved to X(*,K(J)) for J = 1,2,...,N.
+*
+* Arguments
+* =========
+*
+* FORWRD (input) LOGICAL
+* = .TRUE., forward permutation
+* = .FALSE., backward permutation
+*
+* M (input) INTEGER
+* The number of rows of the matrix X. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix X. N >= 0.
+*
+* X (input/output) DOUBLE PRECISION array, dimension (LDX,N)
+* On entry, the M by N matrix X.
+* On exit, X contains the permuted matrix X.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X, LDX >= MAX(1,M).
+*
+* K (input/output) INTEGER array, dimension (N)
+* On entry, K contains the permutation vector. K is used as
+* internal workspace, but reset to its original value on
+* output.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, II, IN, J
+ DOUBLE PRECISION TEMP
+* ..
+* .. Executable Statements ..
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ DO 10 I = 1, N
+ K( I ) = -K( I )
+ 10 CONTINUE
+*
+ IF( FORWRD ) THEN
+*
+* Forward permutation
+*
+ DO 50 I = 1, N
+*
+ IF( K( I ).GT.0 )
+ $ GO TO 40
+*
+ J = I
+ K( J ) = -K( J )
+ IN = K( J )
+*
+ 20 CONTINUE
+ IF( K( IN ).GT.0 )
+ $ GO TO 40
+*
+ DO 30 II = 1, M
+ TEMP = X( II, J )
+ X( II, J ) = X( II, IN )
+ X( II, IN ) = TEMP
+ 30 CONTINUE
+*
+ K( IN ) = -K( IN )
+ J = IN
+ IN = K( IN )
+ GO TO 20
+*
+ 40 CONTINUE
+*
+ 50 CONTINUE
+*
+ ELSE
+*
+* Backward permutation
+*
+ DO 90 I = 1, N
+*
+ IF( K( I ).GT.0 )
+ $ GO TO 80
+*
+ K( I ) = -K( I )
+ J = K( I )
+ 60 CONTINUE
+ IF( J.EQ.I )
+ $ GO TO 80
+*
+ DO 70 II = 1, M
+ TEMP = X( II, I )
+ X( II, I ) = X( II, J )
+ X( II, J ) = TEMP
+ 70 CONTINUE
+*
+ K( J ) = -K( J )
+ J = K( J )
+ GO TO 60
+*
+ 80 CONTINUE
+*
+ 90 CONTINUE
+*
+ END IF
+*
+ RETURN
+*
+* End of DLAPMT
+*
+ END
diff --git a/src/lib/lapack/dlapy2.f b/src/lib/lapack/dlapy2.f
new file mode 100644
index 00000000..98ef81b6
--- /dev/null
+++ b/src/lib/lapack/dlapy2.f
@@ -0,0 +1,53 @@
+ DOUBLE PRECISION FUNCTION DLAPY2( X, Y )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION X, Y
+* ..
+*
+* Purpose
+* =======
+*
+* DLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary
+* overflow.
+*
+* Arguments
+* =========
+*
+* X (input) DOUBLE PRECISION
+* Y (input) DOUBLE PRECISION
+* X and Y specify the values x and y.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION W, XABS, YABS, Z
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ XABS = ABS( X )
+ YABS = ABS( Y )
+ W = MAX( XABS, YABS )
+ Z = MIN( XABS, YABS )
+ IF( Z.EQ.ZERO ) THEN
+ DLAPY2 = W
+ ELSE
+ DLAPY2 = W*SQRT( ONE+( Z / W )**2 )
+ END IF
+ RETURN
+*
+* End of DLAPY2
+*
+ END
diff --git a/src/lib/lapack/dlapy3.f b/src/lib/lapack/dlapy3.f
new file mode 100644
index 00000000..2b47bb47
--- /dev/null
+++ b/src/lib/lapack/dlapy3.f
@@ -0,0 +1,56 @@
+ DOUBLE PRECISION FUNCTION DLAPY3( X, Y, Z )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION X, Y, Z
+* ..
+*
+* Purpose
+* =======
+*
+* DLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause
+* unnecessary overflow.
+*
+* Arguments
+* =========
+*
+* X (input) DOUBLE PRECISION
+* Y (input) DOUBLE PRECISION
+* Z (input) DOUBLE PRECISION
+* X, Y and Z specify the values x, y and z.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION W, XABS, YABS, ZABS
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ XABS = ABS( X )
+ YABS = ABS( Y )
+ ZABS = ABS( Z )
+ W = MAX( XABS, YABS, ZABS )
+ IF( W.EQ.ZERO ) THEN
+* W can be zero for max(0,nan,0)
+* adding all three entries together will make sure
+* NaN will not disappear.
+ DLAPY3 = XABS + YABS + ZABS
+ ELSE
+ DLAPY3 = W*SQRT( ( XABS / W )**2+( YABS / W )**2+
+ $ ( ZABS / W )**2 )
+ END IF
+ RETURN
+*
+* End of DLAPY3
+*
+ END
diff --git a/src/lib/lapack/dlaqge.f b/src/lib/lapack/dlaqge.f
new file mode 100644
index 00000000..9feb927c
--- /dev/null
+++ b/src/lib/lapack/dlaqge.f
@@ -0,0 +1,154 @@
+ SUBROUTINE DLAQGE( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
+ $ EQUED )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER EQUED
+ INTEGER LDA, M, N
+ DOUBLE PRECISION AMAX, COLCND, ROWCND
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( * ), R( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAQGE equilibrates a general M by N matrix A using the row and
+* column scaling factors in the vectors R and C.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M by N matrix A.
+* On exit, the equilibrated matrix. See EQUED for the form of
+* the equilibrated matrix.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(M,1).
+*
+* R (input) DOUBLE PRECISION array, dimension (M)
+* The row scale factors for A.
+*
+* C (input) DOUBLE PRECISION array, dimension (N)
+* The column scale factors for A.
+*
+* ROWCND (input) DOUBLE PRECISION
+* Ratio of the smallest R(i) to the largest R(i).
+*
+* COLCND (input) DOUBLE PRECISION
+* Ratio of the smallest C(i) to the largest C(i).
+*
+* AMAX (input) DOUBLE PRECISION
+* Absolute value of largest matrix entry.
+*
+* EQUED (output) CHARACTER*1
+* Specifies the form of equilibration that was done.
+* = 'N': No equilibration
+* = 'R': Row equilibration, i.e., A has been premultiplied by
+* diag(R).
+* = 'C': Column equilibration, i.e., A has been postmultiplied
+* by diag(C).
+* = 'B': Both row and column equilibration, i.e., A has been
+* replaced by diag(R) * A * diag(C).
+*
+* Internal Parameters
+* ===================
+*
+* THRESH is a threshold value used to decide if row or column scaling
+* should be done based on the ratio of the row or column scaling
+* factors. If ROWCND < THRESH, row scaling is done, and if
+* COLCND < THRESH, column scaling is done.
+*
+* LARGE and SMALL are threshold values used to decide if row scaling
+* should be done based on the absolute size of the largest matrix
+* element. If AMAX > LARGE or AMAX < SMALL, row scaling is done.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, THRESH
+ PARAMETER ( ONE = 1.0D+0, THRESH = 0.1D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION CJ, LARGE, SMALL
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 ) THEN
+ EQUED = 'N'
+ RETURN
+ END IF
+*
+* Initialize LARGE and SMALL.
+*
+ SMALL = DLAMCH( 'Safe minimum' ) / DLAMCH( 'Precision' )
+ LARGE = ONE / SMALL
+*
+ IF( ROWCND.GE.THRESH .AND. AMAX.GE.SMALL .AND. AMAX.LE.LARGE )
+ $ THEN
+*
+* No row scaling
+*
+ IF( COLCND.GE.THRESH ) THEN
+*
+* No column scaling
+*
+ EQUED = 'N'
+ ELSE
+*
+* Column scaling
+*
+ DO 20 J = 1, N
+ CJ = C( J )
+ DO 10 I = 1, M
+ A( I, J ) = CJ*A( I, J )
+ 10 CONTINUE
+ 20 CONTINUE
+ EQUED = 'C'
+ END IF
+ ELSE IF( COLCND.GE.THRESH ) THEN
+*
+* Row scaling, no column scaling
+*
+ DO 40 J = 1, N
+ DO 30 I = 1, M
+ A( I, J ) = R( I )*A( I, J )
+ 30 CONTINUE
+ 40 CONTINUE
+ EQUED = 'R'
+ ELSE
+*
+* Row and column scaling
+*
+ DO 60 J = 1, N
+ CJ = C( J )
+ DO 50 I = 1, M
+ A( I, J ) = CJ*R( I )*A( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+ EQUED = 'B'
+ END IF
+*
+ RETURN
+*
+* End of DLAQGE
+*
+ END
diff --git a/src/lib/lapack/dlaqp2.f b/src/lib/lapack/dlaqp2.f
new file mode 100644
index 00000000..5ce3b162
--- /dev/null
+++ b/src/lib/lapack/dlaqp2.f
@@ -0,0 +1,175 @@
+ SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
+ $ WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, M, N, OFFSET
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAQP2 computes a QR factorization with column pivoting of
+* the block A(OFFSET+1:M,1:N).
+* The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* OFFSET (input) INTEGER
+* The number of rows of the matrix A that must be pivoted
+* but no factorized. OFFSET >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the upper triangle of block A(OFFSET+1:M,1:N) is
+* the triangular factor obtained; the elements in block
+* A(OFFSET+1:M,1:N) below the diagonal, together with the
+* array TAU, represent the orthogonal matrix Q as a product of
+* elementary reflectors. Block A(1:OFFSET,1:N) has been
+* accordingly pivoted, but no factorized.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
+* to the front of A*P (a leading column); if JPVT(i) = 0,
+* the i-th column of A is a free column.
+* On exit, if JPVT(i) = k, then the i-th column of A*P
+* was the k-th column of A.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors.
+*
+* VN1 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the partial column norms.
+*
+* VN2 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the exact column norms.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* X. Sun, Computer Science Dept., Duke University, USA
+*
+* Partial column norm updating strategy modified by
+* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
+* University of Zagreb, Croatia.
+* June 2006.
+* For more details see LAPACK Working Note 176.
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ITEMP, J, MN, OFFPI, PVT
+ DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DLARFG, DSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DNRM2
+ EXTERNAL IDAMAX, DLAMCH, DNRM2
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M-OFFSET, N )
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Compute factorization.
+*
+ DO 20 I = 1, MN
+*
+ OFFPI = OFFSET + I
+*
+* Determine ith pivot column and swap if necessary.
+*
+ PVT = ( I-1 ) + IDAMAX( N-I+1, VN1( I ), 1 )
+*
+ IF( PVT.NE.I ) THEN
+ CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( I )
+ JPVT( I ) = ITEMP
+ VN1( PVT ) = VN1( I )
+ VN2( PVT ) = VN2( I )
+ END IF
+*
+* Generate elementary reflector H(i).
+*
+ IF( OFFPI.LT.M ) THEN
+ CALL DLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
+ $ TAU( I ) )
+ ELSE
+ CALL DLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
+ END IF
+*
+ IF( I.LT.N ) THEN
+*
+* Apply H(i)' to A(offset+i:m,i+1:n) from the left.
+*
+ AII = A( OFFPI, I )
+ A( OFFPI, I ) = ONE
+ CALL DLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1,
+ $ TAU( I ), A( OFFPI, I+1 ), LDA, WORK( 1 ) )
+ A( OFFPI, I ) = AII
+ END IF
+*
+* Update partial column norms.
+*
+ DO 10 J = I + 1, N
+ IF( VN1( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2
+ TEMP = MAX( TEMP, ZERO )
+ TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ IF( OFFPI.LT.M ) THEN
+ VN1( J ) = DNRM2( M-OFFPI, A( OFFPI+1, J ), 1 )
+ VN2( J ) = VN1( J )
+ ELSE
+ VN1( J ) = ZERO
+ VN2( J ) = ZERO
+ END IF
+ ELSE
+ VN1( J ) = VN1( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 10 CONTINUE
+*
+ 20 CONTINUE
+*
+ RETURN
+*
+* End of DLAQP2
+*
+ END
diff --git a/src/lib/lapack/dlaqps.f b/src/lib/lapack/dlaqps.f
new file mode 100644
index 00000000..94658d27
--- /dev/null
+++ b/src/lib/lapack/dlaqps.f
@@ -0,0 +1,259 @@
+ SUBROUTINE DLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
+ $ VN2, AUXV, F, LDF )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KB, LDA, LDF, M, N, NB, OFFSET
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ),
+ $ VN1( * ), VN2( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAQPS computes a step of QR factorization with column pivoting
+* of a real M-by-N matrix A by using Blas-3. It tries to factorize
+* NB columns from A starting from the row OFFSET+1, and updates all
+* of the matrix with Blas-3 xGEMM.
+*
+* In some cases, due to catastrophic cancellations, it cannot
+* factorize NB columns. Hence, the actual number of factorized
+* columns is returned in KB.
+*
+* Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0
+*
+* OFFSET (input) INTEGER
+* The number of rows of A that have been factorized in
+* previous steps.
+*
+* NB (input) INTEGER
+* The number of columns to factorize.
+*
+* KB (output) INTEGER
+* The number of columns actually factorized.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, block A(OFFSET+1:M,1:KB) is the triangular
+* factor obtained and block A(1:OFFSET,1:N) has been
+* accordingly pivoted, but no factorized.
+* The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
+* been updated.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* JPVT(I) = K <==> Column K of the full matrix A has been
+* permuted into position I in AP.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (KB)
+* The scalar factors of the elementary reflectors.
+*
+* VN1 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the partial column norms.
+*
+* VN2 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the exact column norms.
+*
+* AUXV (input/output) DOUBLE PRECISION array, dimension (NB)
+* Auxiliar vector.
+*
+* F (input/output) DOUBLE PRECISION array, dimension (LDF,NB)
+* Matrix F' = L*Y'*A.
+*
+* LDF (input) INTEGER
+* The leading dimension of the array F. LDF >= max(1,N).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* X. Sun, Computer Science Dept., Duke University, USA
+*
+* Partial column norm updating strategy modified by
+* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
+* University of Zagreb, Croatia.
+* June 2006.
+* For more details see LAPACK Working Note 176.
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
+ DOUBLE PRECISION AKK, TEMP, TEMP2, TOL3Z
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DGEMV, DLARFG, DSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, NINT, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DNRM2
+ EXTERNAL IDAMAX, DLAMCH, DNRM2
+* ..
+* .. Executable Statements ..
+*
+ LASTRK = MIN( M, N+OFFSET )
+ LSTICC = 0
+ K = 0
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Beginning of while loop.
+*
+ 10 CONTINUE
+ IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
+ K = K + 1
+ RK = OFFSET + K
+*
+* Determine ith pivot column and swap if necessary
+*
+ PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
+ IF( PVT.NE.K ) THEN
+ CALL DSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
+ CALL DSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( K )
+ JPVT( K ) = ITEMP
+ VN1( PVT ) = VN1( K )
+ VN2( PVT ) = VN2( K )
+ END IF
+*
+* Apply previous Householder reflectors to column K:
+* A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
+*
+ IF( K.GT.1 ) THEN
+ CALL DGEMV( 'No transpose', M-RK+1, K-1, -ONE, A( RK, 1 ),
+ $ LDA, F( K, 1 ), LDF, ONE, A( RK, K ), 1 )
+ END IF
+*
+* Generate elementary reflector H(k).
+*
+ IF( RK.LT.M ) THEN
+ CALL DLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
+ ELSE
+ CALL DLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
+ END IF
+*
+ AKK = A( RK, K )
+ A( RK, K ) = ONE
+*
+* Compute Kth column of F:
+*
+* Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K).
+*
+ IF( K.LT.N ) THEN
+ CALL DGEMV( 'Transpose', M-RK+1, N-K, TAU( K ),
+ $ A( RK, K+1 ), LDA, A( RK, K ), 1, ZERO,
+ $ F( K+1, K ), 1 )
+ END IF
+*
+* Padding F(1:K,K) with zeros.
+*
+ DO 20 J = 1, K
+ F( J, K ) = ZERO
+ 20 CONTINUE
+*
+* Incremental updating of F:
+* F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'
+* *A(RK:M,K).
+*
+ IF( K.GT.1 ) THEN
+ CALL DGEMV( 'Transpose', M-RK+1, K-1, -TAU( K ), A( RK, 1 ),
+ $ LDA, A( RK, K ), 1, ZERO, AUXV( 1 ), 1 )
+*
+ CALL DGEMV( 'No transpose', N, K-1, ONE, F( 1, 1 ), LDF,
+ $ AUXV( 1 ), 1, ONE, F( 1, K ), 1 )
+ END IF
+*
+* Update the current row of A:
+* A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'.
+*
+ IF( K.LT.N ) THEN
+ CALL DGEMV( 'No transpose', N-K, K, -ONE, F( K+1, 1 ), LDF,
+ $ A( RK, 1 ), LDA, ONE, A( RK, K+1 ), LDA )
+ END IF
+*
+* Update partial column norms.
+*
+ IF( RK.LT.LASTRK ) THEN
+ DO 30 J = K + 1, N
+ IF( VN1( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ABS( A( RK, J ) ) / VN1( J )
+ TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
+ TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ VN2( J ) = DBLE( LSTICC )
+ LSTICC = J
+ ELSE
+ VN1( J ) = VN1( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 30 CONTINUE
+ END IF
+*
+ A( RK, K ) = AKK
+*
+* End of while loop.
+*
+ GO TO 10
+ END IF
+ KB = K
+ RK = OFFSET + KB
+*
+* Apply the block reflector to the rest of the matrix:
+* A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) -
+* A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)'.
+*
+ IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
+ CALL DGEMM( 'No transpose', 'Transpose', M-RK, N-KB, KB, -ONE,
+ $ A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF, ONE,
+ $ A( RK+1, KB+1 ), LDA )
+ END IF
+*
+* Recomputation of difficult columns.
+*
+ 40 CONTINUE
+ IF( LSTICC.GT.0 ) THEN
+ ITEMP = NINT( VN2( LSTICC ) )
+ VN1( LSTICC ) = DNRM2( M-RK, A( RK+1, LSTICC ), 1 )
+*
+* NOTE: The computation of VN1( LSTICC ) relies on the fact that
+* SNRM2 does not fail on vectors with norm below the value of
+* SQRT(DLAMCH('S'))
+*
+ VN2( LSTICC ) = VN1( LSTICC )
+ LSTICC = ITEMP
+ GO TO 40
+ END IF
+*
+ RETURN
+*
+* End of DLAQPS
+*
+ END
diff --git a/src/lib/lapack/dlaqr0.f b/src/lib/lapack/dlaqr0.f
new file mode 100644
index 00000000..479da53d
--- /dev/null
+++ b/src/lib/lapack/dlaqr0.f
@@ -0,0 +1,642 @@
+ SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAQR0 computes the eigenvalues of a Hessenberg matrix H
+* and, optionally, the matrices T and Z from the Schur decomposition
+* H = Z T Z**T, where T is an upper quasi-triangular matrix (the
+* Schur form), and Z is the orthogonal matrix of Schur vectors.
+*
+* Optionally Z may be postmultiplied into an input orthogonal
+* matrix Q so that this routine can give the Schur factorization
+* of a matrix A which has been reduced to the Hessenberg form H
+* by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* N (input) INTEGER
+* The order of the matrix H. N .GE. 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
+* H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
+* previous call to DGEBAL, and then passed to DGEHRD when the
+* matrix output by DGEBAL is reduced to Hessenberg form.
+* Otherwise, ILO and IHI should be set to 1 and N,
+* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
+* If N = 0, then ILO = 1 and IHI = 0.
+*
+* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO = 0 and WANTT is .TRUE., then H contains
+* the upper quasi-triangular matrix T from the Schur
+* decomposition (the Schur form); 2-by-2 diagonal blocks
+* (corresponding to complex conjugate pairs of eigenvalues)
+* are returned in standard form, with H(i,i) = H(i+1,i+1)
+* and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is
+* .FALSE., then the contents of H are unspecified on exit.
+* (The output value of H when INFO.GT.0 is given under the
+* description of INFO below.)
+*
+* This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
+* j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH .GE. max(1,N).
+*
+* WR (output) DOUBLE PRECISION array, dimension (IHI)
+* WI (output) DOUBLE PRECISION array, dimension (IHI)
+* The real and imaginary parts, respectively, of the computed
+* eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI)
+* and WI(ILO:IHI). If two eigenvalues are computed as a
+* complex conjugate pair, they are stored in consecutive
+* elements of WR and WI, say the i-th and (i+1)th, with
+* WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then
+* the eigenvalues are stored in the same order as on the
+* diagonal of the Schur form returned in H, with
+* WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
+* block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
+* WI(i+1) = -WI(i).
+*
+* 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. ILO; IHI .LE. IHIZ .LE. N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI)
+* If WANTZ is .FALSE., then Z is not referenced.
+* If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
+* replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
+* orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
+* (The output value of Z when INFO.GT.0 is given under
+* the description of INFO below.)
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. if WANTZ is .TRUE.
+* then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension LWORK
+* On exit, if LWORK = -1, WORK(1) returns an estimate of
+* the optimal value for LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK .GE. max(1,N)
+* is sufficient, but LWORK typically as large as 6*N may
+* be required for optimal performance. A workspace query
+* to determine the optimal workspace size is recommended.
+*
+* If LWORK = -1, then DLAQR0 does a workspace query.
+* In this case, DLAQR0 checks the input parameters and
+* estimates the optimal workspace size for the given
+* values of N, ILO and IHI. The estimate is returned
+* in WORK(1). No error message related to LWORK is
+* issued by XERBLA. Neither H nor Z are accessed.
+*
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .GT. 0: if INFO = i, DLAQR0 failed to compute all of
+* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
+* and WI contain those eigenvalues which have been
+* successfully computed. (Failures are rare.)
+*
+* If INFO .GT. 0 and WANT is .FALSE., then on exit,
+* the remaining unconverged eigenvalues are the eigen-
+* values of the upper Hessenberg matrix rows and
+* columns ILO through INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and WANTT is .TRUE., then on exit
+*
+* (*) (initial value of H)*U = U*(final value of H)
+*
+* where U is an orthogonal matrix. The final
+* value of H is upper Hessenberg and quasi-triangular
+* in rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and WANTZ is .TRUE., then on exit
+*
+* (final value of Z(ILO:IHI,ILOZ:IHIZ)
+* = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
+*
+* where U is the orthogonal matrix in (*) (regard-
+* less of the value of WANTT.)
+*
+* If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
+* accessed.
+*
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+*
+* References:
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
+* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
+* 929--947, 2002.
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
+* of Matrix Analysis, volume 23, pages 948--973, 2002.
+*
+* ================================================================
+* .. Parameters ..
+*
+* ==== Matrices of order NTINY or smaller must be processed by
+* . DLAHQR because of insufficient subdiagonal scratch space.
+* . (This is a hard limit.) ====
+*
+* ==== Exceptional deflation windows: try to cure rare
+* . slow convergence by increasing the size of the
+* . deflation window after KEXNW iterations. =====
+*
+* ==== Exceptional shifts: try to cure rare slow convergence
+* . with ad-hoc exceptional shifts every KEXSH iterations.
+* . The constants WILK1 and WILK2 are used to form the
+* . exceptional shifts. ====
+*
+ INTEGER NTINY
+ PARAMETER ( NTINY = 11 )
+ INTEGER KEXNW, KEXSH
+ PARAMETER ( KEXNW = 5, KEXSH = 6 )
+ DOUBLE PRECISION WILK1, WILK2
+ PARAMETER ( WILK1 = 0.75d0, WILK2 = -0.4375d0 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AA, BB, CC, CS, DD, SN, SS, SWAP
+ INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
+ $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
+ $ LWKOPT, NDFL, NH, NHO, NIBBLE, NMIN, NS, NSMAX,
+ $ NSR, NVE, NW, NWMAX, NWR
+ LOGICAL NWINC, SORTED
+ CHARACTER JBCMPZ*2
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION ZDUM( 1, 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACPY, DLAHQR, DLANV2, DLAQR3, DLAQR4, DLAQR5
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, INT, MAX, MIN, MOD
+* ..
+* .. Executable Statements ..
+ INFO = 0
+*
+* ==== Quick return for N = 0: nothing to do. ====
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = ONE
+ RETURN
+ END IF
+*
+* ==== Set up job flags for ILAENV. ====
+*
+ IF( WANTT ) THEN
+ JBCMPZ( 1: 1 ) = 'S'
+ ELSE
+ JBCMPZ( 1: 1 ) = 'E'
+ END IF
+ IF( WANTZ ) THEN
+ JBCMPZ( 2: 2 ) = 'V'
+ ELSE
+ JBCMPZ( 2: 2 ) = 'N'
+ END IF
+*
+* ==== Tiny matrices must use DLAHQR. ====
+*
+ IF( N.LE.NTINY ) THEN
+*
+* ==== Estimate optimal workspace. ====
+*
+ LWKOPT = 1
+ IF( LWORK.NE.-1 )
+ $ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, INFO )
+ ELSE
+*
+* ==== Use small bulge multi-shift QR with aggressive early
+* . deflation on larger-than-tiny matrices. ====
+*
+* ==== Hope for the best. ====
+*
+ INFO = 0
+*
+* ==== NWR = recommended deflation window size. At this
+* . point, N .GT. NTINY = 11, so there is enough
+* . subdiagonal workspace for NWR.GE.2 as required.
+* . (In fact, there is enough subdiagonal space for
+* . NWR.GE.3.) ====
+*
+ NWR = ILAENV( 13, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NWR = MAX( 2, NWR )
+ NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
+ NW = NWR
+*
+* ==== NSR = recommended number of simultaneous shifts.
+* . At this point N .GT. NTINY = 11, so there is at
+* . enough subdiagonal workspace for NSR to be even
+* . and greater than or equal to two as required. ====
+*
+ NSR = ILAENV( 15, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
+ NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
+*
+* ==== Estimate optimal workspace ====
+*
+* ==== Workspace query call to DLAQR3 ====
+*
+ CALL DLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
+ $ N, H, LDH, WORK, -1 )
+*
+* ==== Optimal workspace = MAX(DLAQR5, DLAQR3) ====
+*
+ LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DBLE( LWKOPT )
+ RETURN
+ END IF
+*
+* ==== DLAHQR/DLAQR0 crossover point ====
+*
+ NMIN = ILAENV( 12, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NMIN = MAX( NTINY, NMIN )
+*
+* ==== Nibble crossover point ====
+*
+ NIBBLE = ILAENV( 14, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NIBBLE = MAX( 0, NIBBLE )
+*
+* ==== Accumulate reflections during ttswp? Use block
+* . 2-by-2 structure during matrix-matrix multiply? ====
+*
+ KACC22 = ILAENV( 16, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ KACC22 = MAX( 0, KACC22 )
+ KACC22 = MIN( 2, KACC22 )
+*
+* ==== NWMAX = the largest possible deflation window for
+* . which there is sufficient workspace. ====
+*
+ NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
+*
+* ==== NSMAX = the Largest number of simultaneous shifts
+* . for which there is sufficient workspace. ====
+*
+ NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
+ NSMAX = NSMAX - MOD( NSMAX, 2 )
+*
+* ==== NDFL: an iteration count restarted at deflation. ====
+*
+ NDFL = 1
+*
+* ==== ITMAX = iteration limit ====
+*
+ ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
+*
+* ==== Last row and column in the active block ====
+*
+ KBOT = IHI
+*
+* ==== Main Loop ====
+*
+ DO 80 IT = 1, ITMAX
+*
+* ==== Done when KBOT falls below ILO ====
+*
+ IF( KBOT.LT.ILO )
+ $ GO TO 90
+*
+* ==== Locate active block ====
+*
+ DO 10 K = KBOT, ILO + 1, -1
+ IF( H( K, K-1 ).EQ.ZERO )
+ $ GO TO 20
+ 10 CONTINUE
+ K = ILO
+ 20 CONTINUE
+ KTOP = K
+*
+* ==== Select deflation window size ====
+*
+ NH = KBOT - KTOP + 1
+ IF( NDFL.LT.KEXNW .OR. NH.LT.NW ) THEN
+*
+* ==== Typical deflation window. If possible and
+* . advisable, nibble the entire active block.
+* . If not, use size NWR or NWR+1 depending upon
+* . which has the smaller corresponding subdiagonal
+* . entry (a heuristic). ====
+*
+ NWINC = .TRUE.
+ IF( NH.LE.MIN( NMIN, NWMAX ) ) THEN
+ NW = NH
+ ELSE
+ NW = MIN( NWR, NH, NWMAX )
+ IF( NW.LT.NWMAX ) THEN
+ IF( NW.GE.NH-1 ) THEN
+ NW = NH
+ ELSE
+ KWTOP = KBOT - NW + 1
+ IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
+ $ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
+ END IF
+ END IF
+ END IF
+ ELSE
+*
+* ==== Exceptional deflation window. If there have
+* . been no deflations in KEXNW or more iterations,
+* . then vary the deflation window size. At first,
+* . because, larger windows are, in general, more
+* . powerful than smaller ones, rapidly increase the
+* . window up to the maximum reasonable and possible.
+* . Then maybe try a slightly smaller window. ====
+*
+ IF( NWINC .AND. NW.LT.MIN( NWMAX, NH ) ) THEN
+ NW = MIN( NWMAX, NH, 2*NW )
+ ELSE
+ NWINC = .FALSE.
+ IF( NW.EQ.NH .AND. NH.GT.2 )
+ $ NW = NH - 1
+ END IF
+ END IF
+*
+* ==== Aggressive early deflation:
+* . split workspace under the subdiagonal into
+* . - an nw-by-nw work array V in the lower
+* . left-hand-corner,
+* . - an NW-by-at-least-NW-but-more-is-better
+* . (NW-by-NHO) horizontal work array along
+* . the bottom edge,
+* . - an at-least-NW-but-more-is-better (NHV-by-NW)
+* . vertical work array along the left-hand-edge.
+* . ====
+*
+ KV = N - NW + 1
+ KT = NW + 1
+ NHO = ( N-NW-1 ) - KT + 1
+ KWV = NW + 2
+ NVE = ( N-NW ) - KWV + 1
+*
+* ==== Aggressive early deflation ====
+*
+ CALL DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
+ $ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
+ $ WORK, LWORK )
+*
+* ==== Adjust KBOT accounting for new deflations. ====
+*
+ KBOT = KBOT - LD
+*
+* ==== KS points to the shifts. ====
+*
+ KS = KBOT - LS + 1
+*
+* ==== Skip an expensive QR sweep if there is a (partly
+* . heuristic) reason to expect that many eigenvalues
+* . will deflate without it. Here, the QR sweep is
+* . skipped if many eigenvalues have just been deflated
+* . or if the remaining active block is small.
+*
+ IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
+ $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
+*
+* ==== NS = nominal number of simultaneous shifts.
+* . This may be lowered (slightly) if DLAQR3
+* . did not provide that many shifts. ====
+*
+ NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
+ NS = NS - MOD( NS, 2 )
+*
+* ==== If there have been no deflations
+* . in a multiple of KEXSH iterations,
+* . then try exceptional shifts.
+* . Otherwise use shifts provided by
+* . DLAQR3 above or from the eigenvalues
+* . of a trailing principal submatrix. ====
+*
+ IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
+ KS = KBOT - NS + 1
+ DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
+ SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
+ AA = WILK1*SS + H( I, I )
+ BB = SS
+ CC = WILK2*SS
+ DD = AA
+ CALL DLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
+ $ WR( I ), WI( I ), CS, SN )
+ 30 CONTINUE
+ IF( KS.EQ.KTOP ) THEN
+ WR( KS+1 ) = H( KS+1, KS+1 )
+ WI( KS+1 ) = ZERO
+ WR( KS ) = WR( KS+1 )
+ WI( KS ) = WI( KS+1 )
+ END IF
+ ELSE
+*
+* ==== Got NS/2 or fewer shifts? Use DLAQR4 or
+* . DLAHQR on a trailing principal submatrix to
+* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
+* . there is enough space below the subdiagonal
+* . to fit an NS-by-NS scratch array.) ====
+*
+ IF( KBOT-KS+1.LE.NS / 2 ) THEN
+ KS = KBOT - NS + 1
+ KT = N - NS + 1
+ CALL DLACPY( 'A', NS, NS, H( KS, KS ), LDH,
+ $ H( KT, 1 ), LDH )
+ IF( NS.GT.NMIN ) THEN
+ CALL DLAQR4( .false., .false., NS, 1, NS,
+ $ H( KT, 1 ), LDH, WR( KS ),
+ $ WI( KS ), 1, 1, ZDUM, 1, WORK,
+ $ LWORK, INF )
+ ELSE
+ CALL DLAHQR( .false., .false., NS, 1, NS,
+ $ H( KT, 1 ), LDH, WR( KS ),
+ $ WI( KS ), 1, 1, ZDUM, 1, INF )
+ END IF
+ KS = KS + INF
+*
+* ==== In case of a rare QR failure use
+* . eigenvalues of the trailing 2-by-2
+* . principal submatrix. ====
+*
+ IF( KS.GE.KBOT ) THEN
+ AA = H( KBOT-1, KBOT-1 )
+ CC = H( KBOT, KBOT-1 )
+ BB = H( KBOT-1, KBOT )
+ DD = H( KBOT, KBOT )
+ CALL DLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
+ $ WI( KBOT-1 ), WR( KBOT ),
+ $ WI( KBOT ), CS, SN )
+ KS = KBOT - 1
+ END IF
+ END IF
+*
+ IF( KBOT-KS+1.GT.NS ) THEN
+*
+* ==== Sort the shifts (Helps a little)
+* . Bubble sort keeps complex conjugate
+* . pairs together. ====
+*
+ SORTED = .false.
+ DO 50 K = KBOT, KS + 1, -1
+ IF( SORTED )
+ $ GO TO 60
+ SORTED = .true.
+ DO 40 I = KS, K - 1
+ IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
+ $ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
+ SORTED = .false.
+*
+ SWAP = WR( I )
+ WR( I ) = WR( I+1 )
+ WR( I+1 ) = SWAP
+*
+ SWAP = WI( I )
+ WI( I ) = WI( I+1 )
+ WI( I+1 ) = SWAP
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+* ==== Shuffle shifts into pairs of real shifts
+* . and pairs of complex conjugate shifts
+* . assuming complex conjugate shifts are
+* . already adjacent to one another. (Yes,
+* . they are.) ====
+*
+ DO 70 I = KBOT, KS + 2, -2
+ IF( WI( I ).NE.-WI( I-1 ) ) THEN
+*
+ SWAP = WR( I )
+ WR( I ) = WR( I-1 )
+ WR( I-1 ) = WR( I-2 )
+ WR( I-2 ) = SWAP
+*
+ SWAP = WI( I )
+ WI( I ) = WI( I-1 )
+ WI( I-1 ) = WI( I-2 )
+ WI( I-2 ) = SWAP
+ END IF
+ 70 CONTINUE
+ END IF
+*
+* ==== If there are only two shifts and both are
+* . real, then use only one. ====
+*
+ IF( KBOT-KS+1.EQ.2 ) THEN
+ IF( WI( KBOT ).EQ.ZERO ) THEN
+ IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
+ $ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
+ WR( KBOT-1 ) = WR( KBOT )
+ ELSE
+ WR( KBOT ) = WR( KBOT-1 )
+ END IF
+ END IF
+ END IF
+*
+* ==== Use up to NS of the the smallest magnatiude
+* . shifts. If there aren't NS shifts available,
+* . then use them all, possibly dropping one to
+* . make the number of shifts even. ====
+*
+ NS = MIN( NS, KBOT-KS+1 )
+ NS = NS - MOD( NS, 2 )
+ KS = KBOT - NS + 1
+*
+* ==== Small-bulge multi-shift QR sweep:
+* . split workspace under the subdiagonal into
+* . - a KDU-by-KDU work array U in the lower
+* . left-hand-corner,
+* . - a KDU-by-at-least-KDU-but-more-is-better
+* . (KDU-by-NHo) horizontal work array WH along
+* . the bottom edge,
+* . - and an at-least-KDU-but-more-is-better-by-KDU
+* . (NVE-by-KDU) vertical work WV arrow along
+* . the left-hand-edge. ====
+*
+ KDU = 3*NS - 3
+ KU = N - KDU + 1
+ KWH = KDU + 1
+ NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
+ KWV = KDU + 4
+ NVE = N - KDU - KWV + 1
+*
+* ==== Small-bulge multi-shift QR sweep ====
+*
+ CALL DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
+ $ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
+ $ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
+ $ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
+ END IF
+*
+* ==== Note progress (or the lack of it). ====
+*
+ IF( LD.GT.0 ) THEN
+ NDFL = 1
+ ELSE
+ NDFL = NDFL + 1
+ END IF
+*
+* ==== End of main loop ====
+ 80 CONTINUE
+*
+* ==== Iteration limit exceeded. Set INFO to show where
+* . the problem occurred and exit. ====
+*
+ INFO = KBOT
+ 90 CONTINUE
+ END IF
+*
+* ==== Return the optimal value of LWORK. ====
+*
+ WORK( 1 ) = DBLE( LWKOPT )
+*
+* ==== End of DLAQR0 ====
+*
+ END
diff --git a/src/lib/lapack/dlaqr1.f b/src/lib/lapack/dlaqr1.f
new file mode 100644
index 00000000..c80fe668
--- /dev/null
+++ b/src/lib/lapack/dlaqr1.f
@@ -0,0 +1,97 @@
+ SUBROUTINE DLAQR1( N, H, LDH, SR1, SI1, SR2, SI2, V )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION SI1, SI2, SR1, SR2
+ INTEGER LDH, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), V( * )
+* ..
+*
+* Given a 2-by-2 or 3-by-3 matrix H, DLAQR1 sets v to a
+* scalar multiple of the first column of the product
+*
+* (*) K = (H - (sr1 + i*si1)*I)*(H - (sr2 + i*si2)*I)
+*
+* scaling to avoid overflows and most underflows. It
+* is assumed that either
+*
+* 1) sr1 = sr2 and si1 = -si2
+* or
+* 2) si1 = si2 = 0.
+*
+* This is useful for starting double implicit shift bulges
+* in the QR algorithm.
+*
+*
+* N (input) integer
+* Order of the matrix H. N must be either 2 or 3.
+*
+* H (input) DOUBLE PRECISION array of dimension (LDH,N)
+* The 2-by-2 or 3-by-3 matrix H in (*).
+*
+* LDH (input) integer
+* The leading dimension of H as declared in
+* the calling procedure. LDH.GE.N
+*
+* SR1 (input) DOUBLE PRECISION
+* SI1 The shifts in (*).
+* SR2
+* SI2
+*
+* V (output) DOUBLE PRECISION array of dimension N
+* A scalar multiple of the first column of the
+* matrix K in (*).
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION H21S, H31S, S
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+ IF( N.EQ.2 ) THEN
+ S = ABS( H( 1, 1 )-SR2 ) + ABS( SI2 ) + ABS( H( 2, 1 ) )
+ IF( S.EQ.ZERO ) THEN
+ V( 1 ) = ZERO
+ V( 2 ) = ZERO
+ ELSE
+ H21S = H( 2, 1 ) / S
+ V( 1 ) = H21S*H( 1, 2 ) + ( H( 1, 1 )-SR1 )*
+ $ ( ( H( 1, 1 )-SR2 ) / S ) - SI1*( SI2 / S )
+ V( 2 ) = H21S*( H( 1, 1 )+H( 2, 2 )-SR1-SR2 )
+ END IF
+ ELSE
+ S = ABS( H( 1, 1 )-SR2 ) + ABS( SI2 ) + ABS( H( 2, 1 ) ) +
+ $ ABS( H( 3, 1 ) )
+ IF( S.EQ.ZERO ) THEN
+ V( 1 ) = ZERO
+ V( 2 ) = ZERO
+ V( 3 ) = ZERO
+ ELSE
+ H21S = H( 2, 1 ) / S
+ H31S = H( 3, 1 ) / S
+ V( 1 ) = ( H( 1, 1 )-SR1 )*( ( H( 1, 1 )-SR2 ) / S ) -
+ $ SI1*( SI2 / S ) + H( 1, 2 )*H21S + H( 1, 3 )*H31S
+ V( 2 ) = H21S*( H( 1, 1 )+H( 2, 2 )-SR1-SR2 ) +
+ $ H( 2, 3 )*H31S
+ V( 3 ) = H31S*( H( 1, 1 )+H( 3, 3 )-SR1-SR2 ) +
+ $ H21S*H( 3, 2 )
+ END IF
+ END IF
+ END
diff --git a/src/lib/lapack/dlaqr2.f b/src/lib/lapack/dlaqr2.f
new file mode 100644
index 00000000..6ddb3309
--- /dev/null
+++ b/src/lib/lapack/dlaqr2.f
@@ -0,0 +1,551 @@
+ SUBROUTINE DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
+ $ LDT, NV, WV, LDWV, WORK, LWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
+ $ LDZ, LWORK, N, ND, NH, NS, NV, NW
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
+ $ V( LDV, * ), WORK( * ), WV( LDWV, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
+ $ SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
+ INTEGER I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
+ $ KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2,
+ $ LWKOPT
+ LOGICAL BULGE, SORTED
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
+ $ DLANV2, DLARF, DLARFG, DLASET, DORGHR, DTREXC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, INT, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* ==== Estimate optimal workspace. ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ IF( JW.LE.2 ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* ==== Workspace query call to DGEHRD ====
+*
+ CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK1 = INT( WORK( 1 ) )
+*
+* ==== Workspace query call to DORGHR ====
+*
+ CALL DORGHR( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK2 = INT( WORK( 1 ) )
+*
+* ==== Optimal workspace ====
+*
+ LWKOPT = JW + MAX( LWK1, LWK2 )
+ END IF
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DBLE( LWKOPT )
+ RETURN
+ END IF
+*
+* ==== Nothing to do ...
+* ... for an empty active block ... ====
+ NS = 0
+ ND = 0
+ IF( KTOP.GT.KBOT )
+ $ RETURN
+* ... nor for an empty deflation window. ====
+ IF( NW.LT.1 )
+ $ RETURN
+*
+* ==== Machine constants ====
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( N ) / ULP )
+*
+* ==== Setup deflation window ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ KWTOP = KBOT - JW + 1
+ IF( KWTOP.EQ.KTOP ) THEN
+ S = ZERO
+ ELSE
+ S = H( KWTOP, KWTOP-1 )
+ END IF
+*
+ IF( KBOT.EQ.KWTOP ) THEN
+*
+* ==== 1-by-1 deflation window: not much to do ====
+*
+ SR( KWTOP ) = H( KWTOP, KWTOP )
+ SI( KWTOP ) = ZERO
+ NS = 1
+ ND = 0
+ IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
+ $ THEN
+ NS = 0
+ ND = 1
+ IF( KWTOP.GT.KTOP )
+ $ H( KWTOP, KWTOP-1 ) = ZERO
+ END IF
+ RETURN
+ END IF
+*
+* ==== 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.) ====
+*
+ CALL DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
+ CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
+*
+ CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
+ CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
+ $ SI( KWTOP ), 1, JW, V, LDV, INFQR )
+*
+* ==== DTREXC needs a clean margin near the diagonal ====
+*
+ DO 10 J = 1, JW - 3
+ T( J+2, J ) = ZERO
+ T( J+3, J ) = ZERO
+ 10 CONTINUE
+ IF( JW.GT.2 )
+ $ T( JW, JW-2 ) = ZERO
+*
+* ==== Deflation detection loop ====
+*
+ NS = JW
+ ILST = INFQR + 1
+ 20 CONTINUE
+ IF( ILST.LE.NS ) THEN
+ IF( NS.EQ.1 ) THEN
+ BULGE = .FALSE.
+ ELSE
+ BULGE = T( NS, NS-1 ).NE.ZERO
+ END IF
+*
+* ==== Small spike tip test for deflation ====
+*
+ IF( .NOT.BULGE ) THEN
+*
+* ==== Real eigenvalue ====
+*
+ FOO = ABS( T( NS, NS ) )
+ IF( FOO.EQ.ZERO )
+ $ FOO = ABS( S )
+ IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
+*
+* ==== Deflatable ====
+*
+ NS = NS - 1
+ ELSE
+*
+* ==== Undeflatable. Move it up out of the way.
+* . (DTREXC can not fail in this case.) ====
+*
+ IFST = NS
+ CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
+ $ INFO )
+ ILST = ILST + 1
+ END IF
+ ELSE
+*
+* ==== Complex conjugate pair ====
+*
+ FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
+ $ SQRT( ABS( T( NS-1, NS ) ) )
+ IF( FOO.EQ.ZERO )
+ $ FOO = ABS( S )
+ IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
+ $ MAX( SMLNUM, ULP*FOO ) ) THEN
+*
+* ==== Deflatable ====
+*
+ NS = 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
+ CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
+ $ INFO )
+ ILST = ILST + 2
+ END IF
+ END IF
+*
+* ==== End deflation detection loop ====
+*
+ GO TO 20
+ END IF
+*
+* ==== Return to Hessenberg form ====
+*
+ IF( NS.EQ.0 )
+ $ S = ZERO
+*
+ IF( NS.LT.JW ) THEN
+*
+* ==== sorting diagonal blocks of T improves accuracy for
+* . graded matrices. Bubble sort deals well with
+* . exchange failures. ====
+*
+ SORTED = .false.
+ I = NS + 1
+ 30 CONTINUE
+ IF( SORTED )
+ $ GO TO 50
+ SORTED = .true.
+*
+ KEND = I - 1
+ I = INFQR + 1
+ IF( I.EQ.NS ) THEN
+ K = I + 1
+ ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
+ K = I + 1
+ ELSE
+ K = I + 2
+ END IF
+ 40 CONTINUE
+ IF( K.LE.KEND ) THEN
+ IF( K.EQ.I+1 ) THEN
+ EVI = ABS( T( I, I ) )
+ ELSE
+ EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
+ $ SQRT( ABS( T( I, I+1 ) ) )
+ END IF
+*
+ IF( K.EQ.KEND ) THEN
+ EVK = ABS( T( K, K ) )
+ ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
+ EVK = ABS( T( K, K ) )
+ ELSE
+ EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
+ $ SQRT( ABS( T( K, K+1 ) ) )
+ END IF
+*
+ IF( EVI.GE.EVK ) THEN
+ I = K
+ ELSE
+ SORTED = .false.
+ IFST = I
+ ILST = K
+ CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
+ $ INFO )
+ IF( INFO.EQ.0 ) THEN
+ I = ILST
+ ELSE
+ I = K
+ END IF
+ END IF
+ IF( I.EQ.KEND ) THEN
+ K = I + 1
+ ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
+ K = I + 1
+ ELSE
+ K = I + 2
+ END IF
+ GO TO 40
+ END IF
+ GO TO 30
+ 50 CONTINUE
+ END IF
+*
+* ==== Restore shift/eigenvalue array from T ====
+*
+ I = JW
+ 60 CONTINUE
+ IF( I.GE.INFQR+1 ) THEN
+ IF( I.EQ.INFQR+1 ) THEN
+ SR( KWTOP+I-1 ) = T( I, I )
+ SI( KWTOP+I-1 ) = ZERO
+ I = I - 1
+ ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
+ SR( KWTOP+I-1 ) = T( I, I )
+ SI( KWTOP+I-1 ) = ZERO
+ I = I - 1
+ ELSE
+ AA = T( I-1, I-1 )
+ CC = T( I, I-1 )
+ BB = T( I-1, I )
+ DD = T( I, I )
+ CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
+ $ SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
+ $ SI( KWTOP+I-1 ), CS, SN )
+ I = I - 2
+ END IF
+ GO TO 60
+ END IF
+*
+ IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
+ IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
+*
+* ==== Reflect spike back into lower triangle ====
+*
+ CALL DCOPY( NS, V, LDV, WORK, 1 )
+ BETA = WORK( 1 )
+ CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
+ WORK( 1 ) = ONE
+*
+ CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
+*
+ CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
+ $ WORK( JW+1 ) )
+ CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
+ $ WORK( JW+1 ) )
+ CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
+ $ WORK( JW+1 ) )
+*
+ CALL DGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ END IF
+*
+* ==== Copy updated reduced window into place ====
+*
+ IF( KWTOP.GT.1 )
+ $ H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
+ CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
+ CALL DCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
+ $ LDH+1 )
+*
+* ==== 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.GT.1 .AND. S.NE.ZERO ) THEN
+ CALL DORGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ CALL DGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
+ $ WV, LDWV )
+ CALL DLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
+ END IF
+*
+* ==== Update vertical slab in H ====
+*
+ IF( WANTT ) THEN
+ LTOP = 1
+ ELSE
+ LTOP = KTOP
+ END IF
+ DO 70 KROW = LTOP, KWTOP - 1, NV
+ KLN = MIN( NV, KWTOP-KROW )
+ CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
+ $ LDH, V, LDV, ZERO, WV, LDWV )
+ CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
+ 70 CONTINUE
+*
+* ==== Update horizontal slab in H ====
+*
+ IF( WANTT ) THEN
+ DO 80 KCOL = KBOT + 1, N, NH
+ KLN = MIN( NH, N-KCOL+1 )
+ CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
+ $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
+ CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
+ $ LDH )
+ 80 CONTINUE
+ END IF
+*
+* ==== Update vertical slab in Z ====
+*
+ IF( WANTZ ) THEN
+ DO 90 KROW = ILOZ, IHIZ, NV
+ KLN = MIN( NV, IHIZ-KROW+1 )
+ CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
+ $ LDZ, V, LDV, ZERO, WV, LDWV )
+ CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
+ $ LDZ )
+ 90 CONTINUE
+ END IF
+ END IF
+*
+* ==== 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 = NS - INFQR
+*
+* ==== Return optimal workspace. ====
+*
+ WORK( 1 ) = DBLE( LWKOPT )
+*
+* ==== End of DLAQR2 ====
+*
+ END
diff --git a/src/lib/lapack/dlaqr3.f b/src/lib/lapack/dlaqr3.f
new file mode 100644
index 00000000..877b267a
--- /dev/null
+++ b/src/lib/lapack/dlaqr3.f
@@ -0,0 +1,561 @@
+ SUBROUTINE DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
+ $ LDT, NV, WV, LDWV, WORK, LWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
+ $ LDZ, LWORK, N, ND, NH, NS, NV, NW
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
+ $ V( LDV, * ), WORK( * ), WV( LDWV, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* ******************************************************************
+* 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; DLAQR3
+* 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
+ $ SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
+ INTEGER I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
+ $ KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2, LWK3,
+ $ LWKOPT, NMIN
+ LOGICAL BULGE, SORTED
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ INTEGER ILAENV
+ EXTERNAL DLAMCH, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
+ $ DLANV2, DLAQR4, DLARF, DLARFG, DLASET, DORGHR,
+ $ DTREXC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, INT, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* ==== Estimate optimal workspace. ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ IF( JW.LE.2 ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* ==== Workspace query call to DGEHRD ====
+*
+ CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK1 = INT( WORK( 1 ) )
+*
+* ==== Workspace query call to DORGHR ====
+*
+ CALL DORGHR( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK2 = INT( WORK( 1 ) )
+*
+* ==== Workspace query call to DLAQR4 ====
+*
+ CALL DLAQR4( .true., .true., JW, 1, JW, T, LDT, SR, SI, 1, JW,
+ $ V, LDV, WORK, -1, INFQR )
+ LWK3 = INT( WORK( 1 ) )
+*
+* ==== Optimal workspace ====
+*
+ LWKOPT = MAX( JW+MAX( LWK1, LWK2 ), LWK3 )
+ END IF
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DBLE( LWKOPT )
+ RETURN
+ END IF
+*
+* ==== Nothing to do ...
+* ... for an empty active block ... ====
+ NS = 0
+ ND = 0
+ IF( KTOP.GT.KBOT )
+ $ RETURN
+* ... nor for an empty deflation window. ====
+ IF( NW.LT.1 )
+ $ RETURN
+*
+* ==== Machine constants ====
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( N ) / ULP )
+*
+* ==== Setup deflation window ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ KWTOP = KBOT - JW + 1
+ IF( KWTOP.EQ.KTOP ) THEN
+ S = ZERO
+ ELSE
+ S = H( KWTOP, KWTOP-1 )
+ END IF
+*
+ IF( KBOT.EQ.KWTOP ) THEN
+*
+* ==== 1-by-1 deflation window: not much to do ====
+*
+ SR( KWTOP ) = H( KWTOP, KWTOP )
+ SI( KWTOP ) = ZERO
+ NS = 1
+ ND = 0
+ IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
+ $ THEN
+ NS = 0
+ ND = 1
+ IF( KWTOP.GT.KTOP )
+ $ H( KWTOP, KWTOP-1 ) = ZERO
+ END IF
+ RETURN
+ END IF
+*
+* ==== 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.) ====
+*
+ CALL DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
+ CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
+*
+ CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
+ NMIN = ILAENV( 12, 'DLAQR3', 'SV', JW, 1, JW, LWORK )
+ IF( JW.GT.NMIN ) THEN
+ CALL DLAQR4( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
+ $ SI( KWTOP ), 1, JW, V, LDV, WORK, LWORK, INFQR )
+ ELSE
+ CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
+ $ SI( KWTOP ), 1, JW, V, LDV, INFQR )
+ END IF
+*
+* ==== DTREXC needs a clean margin near the diagonal ====
+*
+ DO 10 J = 1, JW - 3
+ T( J+2, J ) = ZERO
+ T( J+3, J ) = ZERO
+ 10 CONTINUE
+ IF( JW.GT.2 )
+ $ T( JW, JW-2 ) = ZERO
+*
+* ==== Deflation detection loop ====
+*
+ NS = JW
+ ILST = INFQR + 1
+ 20 CONTINUE
+ IF( ILST.LE.NS ) THEN
+ IF( NS.EQ.1 ) THEN
+ BULGE = .FALSE.
+ ELSE
+ BULGE = T( NS, NS-1 ).NE.ZERO
+ END IF
+*
+* ==== Small spike tip test for deflation ====
+*
+ IF( .NOT.BULGE ) THEN
+*
+* ==== Real eigenvalue ====
+*
+ FOO = ABS( T( NS, NS ) )
+ IF( FOO.EQ.ZERO )
+ $ FOO = ABS( S )
+ IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
+*
+* ==== Deflatable ====
+*
+ NS = NS - 1
+ ELSE
+*
+* ==== Undeflatable. Move it up out of the way.
+* . (DTREXC can not fail in this case.) ====
+*
+ IFST = NS
+ CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
+ $ INFO )
+ ILST = ILST + 1
+ END IF
+ ELSE
+*
+* ==== Complex conjugate pair ====
+*
+ FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
+ $ SQRT( ABS( T( NS-1, NS ) ) )
+ IF( FOO.EQ.ZERO )
+ $ FOO = ABS( S )
+ IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
+ $ MAX( SMLNUM, ULP*FOO ) ) THEN
+*
+* ==== Deflatable ====
+*
+ NS = 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
+ CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
+ $ INFO )
+ ILST = ILST + 2
+ END IF
+ END IF
+*
+* ==== End deflation detection loop ====
+*
+ GO TO 20
+ END IF
+*
+* ==== Return to Hessenberg form ====
+*
+ IF( NS.EQ.0 )
+ $ S = ZERO
+*
+ IF( NS.LT.JW ) THEN
+*
+* ==== sorting diagonal blocks of T improves accuracy for
+* . graded matrices. Bubble sort deals well with
+* . exchange failures. ====
+*
+ SORTED = .false.
+ I = NS + 1
+ 30 CONTINUE
+ IF( SORTED )
+ $ GO TO 50
+ SORTED = .true.
+*
+ KEND = I - 1
+ I = INFQR + 1
+ IF( I.EQ.NS ) THEN
+ K = I + 1
+ ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
+ K = I + 1
+ ELSE
+ K = I + 2
+ END IF
+ 40 CONTINUE
+ IF( K.LE.KEND ) THEN
+ IF( K.EQ.I+1 ) THEN
+ EVI = ABS( T( I, I ) )
+ ELSE
+ EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
+ $ SQRT( ABS( T( I, I+1 ) ) )
+ END IF
+*
+ IF( K.EQ.KEND ) THEN
+ EVK = ABS( T( K, K ) )
+ ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
+ EVK = ABS( T( K, K ) )
+ ELSE
+ EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
+ $ SQRT( ABS( T( K, K+1 ) ) )
+ END IF
+*
+ IF( EVI.GE.EVK ) THEN
+ I = K
+ ELSE
+ SORTED = .false.
+ IFST = I
+ ILST = K
+ CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
+ $ INFO )
+ IF( INFO.EQ.0 ) THEN
+ I = ILST
+ ELSE
+ I = K
+ END IF
+ END IF
+ IF( I.EQ.KEND ) THEN
+ K = I + 1
+ ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
+ K = I + 1
+ ELSE
+ K = I + 2
+ END IF
+ GO TO 40
+ END IF
+ GO TO 30
+ 50 CONTINUE
+ END IF
+*
+* ==== Restore shift/eigenvalue array from T ====
+*
+ I = JW
+ 60 CONTINUE
+ IF( I.GE.INFQR+1 ) THEN
+ IF( I.EQ.INFQR+1 ) THEN
+ SR( KWTOP+I-1 ) = T( I, I )
+ SI( KWTOP+I-1 ) = ZERO
+ I = I - 1
+ ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
+ SR( KWTOP+I-1 ) = T( I, I )
+ SI( KWTOP+I-1 ) = ZERO
+ I = I - 1
+ ELSE
+ AA = T( I-1, I-1 )
+ CC = T( I, I-1 )
+ BB = T( I-1, I )
+ DD = T( I, I )
+ CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
+ $ SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
+ $ SI( KWTOP+I-1 ), CS, SN )
+ I = I - 2
+ END IF
+ GO TO 60
+ END IF
+*
+ IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
+ IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
+*
+* ==== Reflect spike back into lower triangle ====
+*
+ CALL DCOPY( NS, V, LDV, WORK, 1 )
+ BETA = WORK( 1 )
+ CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
+ WORK( 1 ) = ONE
+*
+ CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
+*
+ CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
+ $ WORK( JW+1 ) )
+ CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
+ $ WORK( JW+1 ) )
+ CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
+ $ WORK( JW+1 ) )
+*
+ CALL DGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ END IF
+*
+* ==== Copy updated reduced window into place ====
+*
+ IF( KWTOP.GT.1 )
+ $ H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
+ CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
+ CALL DCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
+ $ LDH+1 )
+*
+* ==== 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.GT.1 .AND. S.NE.ZERO ) THEN
+ CALL DORGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ CALL DGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
+ $ WV, LDWV )
+ CALL DLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
+ END IF
+*
+* ==== Update vertical slab in H ====
+*
+ IF( WANTT ) THEN
+ LTOP = 1
+ ELSE
+ LTOP = KTOP
+ END IF
+ DO 70 KROW = LTOP, KWTOP - 1, NV
+ KLN = MIN( NV, KWTOP-KROW )
+ CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
+ $ LDH, V, LDV, ZERO, WV, LDWV )
+ CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
+ 70 CONTINUE
+*
+* ==== Update horizontal slab in H ====
+*
+ IF( WANTT ) THEN
+ DO 80 KCOL = KBOT + 1, N, NH
+ KLN = MIN( NH, N-KCOL+1 )
+ CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
+ $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
+ CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
+ $ LDH )
+ 80 CONTINUE
+ END IF
+*
+* ==== Update vertical slab in Z ====
+*
+ IF( WANTZ ) THEN
+ DO 90 KROW = ILOZ, IHIZ, NV
+ KLN = MIN( NV, IHIZ-KROW+1 )
+ CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
+ $ LDZ, V, LDV, ZERO, WV, LDWV )
+ CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
+ $ LDZ )
+ 90 CONTINUE
+ END IF
+ END IF
+*
+* ==== 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 = NS - INFQR
+*
+* ==== Return optimal workspace. ====
+*
+ WORK( 1 ) = DBLE( LWKOPT )
+*
+* ==== End of DLAQR3 ====
+*
+ END
diff --git a/src/lib/lapack/dlaqr4.f b/src/lib/lapack/dlaqr4.f
new file mode 100644
index 00000000..8692e7f9
--- /dev/null
+++ b/src/lib/lapack/dlaqr4.f
@@ -0,0 +1,640 @@
+ SUBROUTINE DLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
+ $ Z( LDZ, * )
+* ..
+*
+* This subroutine implements one level of recursion for DLAQR0.
+* It is a complete implementation of the small bulge multi-shift
+* QR algorithm. It may be called by DLAQR0 and, for large enough
+* deflation window size, it may be called by DLAQR3. This
+* subroutine is identical to DLAQR0 except that it calls DLAQR2
+* instead of DLAQR3.
+*
+* Purpose
+* =======
+*
+* DLAQR4 computes the eigenvalues of a Hessenberg matrix H
+* and, optionally, the matrices T and Z from the Schur decomposition
+* H = Z T Z**T, where T is an upper quasi-triangular matrix (the
+* Schur form), and Z is the orthogonal matrix of Schur vectors.
+*
+* Optionally Z may be postmultiplied into an input orthogonal
+* matrix Q so that this routine can give the Schur factorization
+* of a matrix A which has been reduced to the Hessenberg form H
+* by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* N (input) INTEGER
+* The order of the matrix H. N .GE. 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
+* H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
+* previous call to DGEBAL, and then passed to DGEHRD when the
+* matrix output by DGEBAL is reduced to Hessenberg form.
+* Otherwise, ILO and IHI should be set to 1 and N,
+* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
+* If N = 0, then ILO = 1 and IHI = 0.
+*
+* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO = 0 and WANTT is .TRUE., then H contains
+* the upper quasi-triangular matrix T from the Schur
+* decomposition (the Schur form); 2-by-2 diagonal blocks
+* (corresponding to complex conjugate pairs of eigenvalues)
+* are returned in standard form, with H(i,i) = H(i+1,i+1)
+* and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is
+* .FALSE., then the contents of H are unspecified on exit.
+* (The output value of H when INFO.GT.0 is given under the
+* description of INFO below.)
+*
+* This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
+* j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH .GE. max(1,N).
+*
+* WR (output) DOUBLE PRECISION array, dimension (IHI)
+* WI (output) DOUBLE PRECISION array, dimension (IHI)
+* The real and imaginary parts, respectively, of the computed
+* eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI)
+* and WI(ILO:IHI). If two eigenvalues are computed as a
+* complex conjugate pair, they are stored in consecutive
+* elements of WR and WI, say the i-th and (i+1)th, with
+* WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then
+* the eigenvalues are stored in the same order as on the
+* diagonal of the Schur form returned in H, with
+* WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
+* block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
+* WI(i+1) = -WI(i).
+*
+* 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. ILO; IHI .LE. IHIZ .LE. N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI)
+* If WANTZ is .FALSE., then Z is not referenced.
+* If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
+* replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
+* orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
+* (The output value of Z when INFO.GT.0 is given under
+* the description of INFO below.)
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. if WANTZ is .TRUE.
+* then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension LWORK
+* On exit, if LWORK = -1, WORK(1) returns an estimate of
+* the optimal value for LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK .GE. max(1,N)
+* is sufficient, but LWORK typically as large as 6*N may
+* be required for optimal performance. A workspace query
+* to determine the optimal workspace size is recommended.
+*
+* If LWORK = -1, then DLAQR4 does a workspace query.
+* In this case, DLAQR4 checks the input parameters and
+* estimates the optimal workspace size for the given
+* values of N, ILO and IHI. The estimate is returned
+* in WORK(1). No error message related to LWORK is
+* issued by XERBLA. Neither H nor Z are accessed.
+*
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .GT. 0: if INFO = i, DLAQR4 failed to compute all of
+* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
+* and WI contain those eigenvalues which have been
+* successfully computed. (Failures are rare.)
+*
+* If INFO .GT. 0 and WANT is .FALSE., then on exit,
+* the remaining unconverged eigenvalues are the eigen-
+* values of the upper Hessenberg matrix rows and
+* columns ILO through INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and WANTT is .TRUE., then on exit
+*
+* (*) (initial value of H)*U = U*(final value of H)
+*
+* where U is an orthogonal matrix. The final
+* value of H is upper Hessenberg and quasi-triangular
+* in rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and WANTZ is .TRUE., then on exit
+*
+* (final value of Z(ILO:IHI,ILOZ:IHIZ)
+* = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
+*
+* where U is the orthogonal matrix in (*) (regard-
+* less of the value of WANTT.)
+*
+* If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
+* accessed.
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+* References:
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
+* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
+* 929--947, 2002.
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
+* of Matrix Analysis, volume 23, pages 948--973, 2002.
+*
+* ================================================================
+* .. Parameters ..
+*
+* ==== Matrices of order NTINY or smaller must be processed by
+* . DLAHQR because of insufficient subdiagonal scratch space.
+* . (This is a hard limit.) ====
+*
+* ==== Exceptional deflation windows: try to cure rare
+* . slow convergence by increasing the size of the
+* . deflation window after KEXNW iterations. =====
+*
+* ==== Exceptional shifts: try to cure rare slow convergence
+* . with ad-hoc exceptional shifts every KEXSH iterations.
+* . The constants WILK1 and WILK2 are used to form the
+* . exceptional shifts. ====
+*
+ INTEGER NTINY
+ PARAMETER ( NTINY = 11 )
+ INTEGER KEXNW, KEXSH
+ PARAMETER ( KEXNW = 5, KEXSH = 6 )
+ DOUBLE PRECISION WILK1, WILK2
+ PARAMETER ( WILK1 = 0.75d0, WILK2 = -0.4375d0 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AA, BB, CC, CS, DD, SN, SS, SWAP
+ INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
+ $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
+ $ LWKOPT, NDFL, NH, NHO, NIBBLE, NMIN, NS, NSMAX,
+ $ NSR, NVE, NW, NWMAX, NWR
+ LOGICAL NWINC, SORTED
+ CHARACTER JBCMPZ*2
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION ZDUM( 1, 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACPY, DLAHQR, DLANV2, DLAQR2, DLAQR5
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, INT, MAX, MIN, MOD
+* ..
+* .. Executable Statements ..
+ INFO = 0
+*
+* ==== Quick return for N = 0: nothing to do. ====
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = ONE
+ RETURN
+ END IF
+*
+* ==== Set up job flags for ILAENV. ====
+*
+ IF( WANTT ) THEN
+ JBCMPZ( 1: 1 ) = 'S'
+ ELSE
+ JBCMPZ( 1: 1 ) = 'E'
+ END IF
+ IF( WANTZ ) THEN
+ JBCMPZ( 2: 2 ) = 'V'
+ ELSE
+ JBCMPZ( 2: 2 ) = 'N'
+ END IF
+*
+* ==== Tiny matrices must use DLAHQR. ====
+*
+ IF( N.LE.NTINY ) THEN
+*
+* ==== Estimate optimal workspace. ====
+*
+ LWKOPT = 1
+ IF( LWORK.NE.-1 )
+ $ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, INFO )
+ ELSE
+*
+* ==== Use small bulge multi-shift QR with aggressive early
+* . deflation on larger-than-tiny matrices. ====
+*
+* ==== Hope for the best. ====
+*
+ INFO = 0
+*
+* ==== NWR = recommended deflation window size. At this
+* . point, N .GT. NTINY = 11, so there is enough
+* . subdiagonal workspace for NWR.GE.2 as required.
+* . (In fact, there is enough subdiagonal space for
+* . NWR.GE.3.) ====
+*
+ NWR = ILAENV( 13, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NWR = MAX( 2, NWR )
+ NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
+ NW = NWR
+*
+* ==== NSR = recommended number of simultaneous shifts.
+* . At this point N .GT. NTINY = 11, so there is at
+* . enough subdiagonal workspace for NSR to be even
+* . and greater than or equal to two as required. ====
+*
+ NSR = ILAENV( 15, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
+ NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
+*
+* ==== Estimate optimal workspace ====
+*
+* ==== Workspace query call to DLAQR2 ====
+*
+ CALL DLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
+ $ N, H, LDH, WORK, -1 )
+*
+* ==== Optimal workspace = MAX(DLAQR5, DLAQR2) ====
+*
+ LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DBLE( LWKOPT )
+ RETURN
+ END IF
+*
+* ==== DLAHQR/DLAQR0 crossover point ====
+*
+ NMIN = ILAENV( 12, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NMIN = MAX( NTINY, NMIN )
+*
+* ==== Nibble crossover point ====
+*
+ NIBBLE = ILAENV( 14, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NIBBLE = MAX( 0, NIBBLE )
+*
+* ==== Accumulate reflections during ttswp? Use block
+* . 2-by-2 structure during matrix-matrix multiply? ====
+*
+ KACC22 = ILAENV( 16, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ KACC22 = MAX( 0, KACC22 )
+ KACC22 = MIN( 2, KACC22 )
+*
+* ==== NWMAX = the largest possible deflation window for
+* . which there is sufficient workspace. ====
+*
+ NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
+*
+* ==== NSMAX = the Largest number of simultaneous shifts
+* . for which there is sufficient workspace. ====
+*
+ NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
+ NSMAX = NSMAX - MOD( NSMAX, 2 )
+*
+* ==== NDFL: an iteration count restarted at deflation. ====
+*
+ NDFL = 1
+*
+* ==== ITMAX = iteration limit ====
+*
+ ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
+*
+* ==== Last row and column in the active block ====
+*
+ KBOT = IHI
+*
+* ==== Main Loop ====
+*
+ DO 80 IT = 1, ITMAX
+*
+* ==== Done when KBOT falls below ILO ====
+*
+ IF( KBOT.LT.ILO )
+ $ GO TO 90
+*
+* ==== Locate active block ====
+*
+ DO 10 K = KBOT, ILO + 1, -1
+ IF( H( K, K-1 ).EQ.ZERO )
+ $ GO TO 20
+ 10 CONTINUE
+ K = ILO
+ 20 CONTINUE
+ KTOP = K
+*
+* ==== Select deflation window size ====
+*
+ NH = KBOT - KTOP + 1
+ IF( NDFL.LT.KEXNW .OR. NH.LT.NW ) THEN
+*
+* ==== Typical deflation window. If possible and
+* . advisable, nibble the entire active block.
+* . If not, use size NWR or NWR+1 depending upon
+* . which has the smaller corresponding subdiagonal
+* . entry (a heuristic). ====
+*
+ NWINC = .TRUE.
+ IF( NH.LE.MIN( NMIN, NWMAX ) ) THEN
+ NW = NH
+ ELSE
+ NW = MIN( NWR, NH, NWMAX )
+ IF( NW.LT.NWMAX ) THEN
+ IF( NW.GE.NH-1 ) THEN
+ NW = NH
+ ELSE
+ KWTOP = KBOT - NW + 1
+ IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
+ $ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
+ END IF
+ END IF
+ END IF
+ ELSE
+*
+* ==== Exceptional deflation window. If there have
+* . been no deflations in KEXNW or more iterations,
+* . then vary the deflation window size. At first,
+* . because, larger windows are, in general, more
+* . powerful than smaller ones, rapidly increase the
+* . window up to the maximum reasonable and possible.
+* . Then maybe try a slightly smaller window. ====
+*
+ IF( NWINC .AND. NW.LT.MIN( NWMAX, NH ) ) THEN
+ NW = MIN( NWMAX, NH, 2*NW )
+ ELSE
+ NWINC = .FALSE.
+ IF( NW.EQ.NH .AND. NH.GT.2 )
+ $ NW = NH - 1
+ END IF
+ END IF
+*
+* ==== Aggressive early deflation:
+* . split workspace under the subdiagonal into
+* . - an nw-by-nw work array V in the lower
+* . left-hand-corner,
+* . - an NW-by-at-least-NW-but-more-is-better
+* . (NW-by-NHO) horizontal work array along
+* . the bottom edge,
+* . - an at-least-NW-but-more-is-better (NHV-by-NW)
+* . vertical work array along the left-hand-edge.
+* . ====
+*
+ KV = N - NW + 1
+ KT = NW + 1
+ NHO = ( N-NW-1 ) - KT + 1
+ KWV = NW + 2
+ NVE = ( N-NW ) - KWV + 1
+*
+* ==== Aggressive early deflation ====
+*
+ CALL DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
+ $ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
+ $ WORK, LWORK )
+*
+* ==== Adjust KBOT accounting for new deflations. ====
+*
+ KBOT = KBOT - LD
+*
+* ==== KS points to the shifts. ====
+*
+ KS = KBOT - LS + 1
+*
+* ==== Skip an expensive QR sweep if there is a (partly
+* . heuristic) reason to expect that many eigenvalues
+* . will deflate without it. Here, the QR sweep is
+* . skipped if many eigenvalues have just been deflated
+* . or if the remaining active block is small.
+*
+ IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
+ $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
+*
+* ==== NS = nominal number of simultaneous shifts.
+* . This may be lowered (slightly) if DLAQR2
+* . did not provide that many shifts. ====
+*
+ NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
+ NS = NS - MOD( NS, 2 )
+*
+* ==== If there have been no deflations
+* . in a multiple of KEXSH iterations,
+* . then try exceptional shifts.
+* . Otherwise use shifts provided by
+* . DLAQR2 above or from the eigenvalues
+* . of a trailing principal submatrix. ====
+*
+ IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
+ KS = KBOT - NS + 1
+ DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
+ SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
+ AA = WILK1*SS + H( I, I )
+ BB = SS
+ CC = WILK2*SS
+ DD = AA
+ CALL DLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
+ $ WR( I ), WI( I ), CS, SN )
+ 30 CONTINUE
+ IF( KS.EQ.KTOP ) THEN
+ WR( KS+1 ) = H( KS+1, KS+1 )
+ WI( KS+1 ) = ZERO
+ WR( KS ) = WR( KS+1 )
+ WI( KS ) = WI( KS+1 )
+ END IF
+ ELSE
+*
+* ==== Got NS/2 or fewer shifts? Use DLAHQR
+* . on a trailing principal submatrix to
+* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
+* . there is enough space below the subdiagonal
+* . to fit an NS-by-NS scratch array.) ====
+*
+ IF( KBOT-KS+1.LE.NS / 2 ) THEN
+ KS = KBOT - NS + 1
+ KT = N - NS + 1
+ CALL DLACPY( 'A', NS, NS, H( KS, KS ), LDH,
+ $ H( KT, 1 ), LDH )
+ CALL DLAHQR( .false., .false., NS, 1, NS,
+ $ H( KT, 1 ), LDH, WR( KS ), WI( KS ),
+ $ 1, 1, ZDUM, 1, INF )
+ KS = KS + INF
+*
+* ==== In case of a rare QR failure use
+* . eigenvalues of the trailing 2-by-2
+* . principal submatrix. ====
+*
+ IF( KS.GE.KBOT ) THEN
+ AA = H( KBOT-1, KBOT-1 )
+ CC = H( KBOT, KBOT-1 )
+ BB = H( KBOT-1, KBOT )
+ DD = H( KBOT, KBOT )
+ CALL DLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
+ $ WI( KBOT-1 ), WR( KBOT ),
+ $ WI( KBOT ), CS, SN )
+ KS = KBOT - 1
+ END IF
+ END IF
+*
+ IF( KBOT-KS+1.GT.NS ) THEN
+*
+* ==== Sort the shifts (Helps a little)
+* . Bubble sort keeps complex conjugate
+* . pairs together. ====
+*
+ SORTED = .false.
+ DO 50 K = KBOT, KS + 1, -1
+ IF( SORTED )
+ $ GO TO 60
+ SORTED = .true.
+ DO 40 I = KS, K - 1
+ IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
+ $ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
+ SORTED = .false.
+*
+ SWAP = WR( I )
+ WR( I ) = WR( I+1 )
+ WR( I+1 ) = SWAP
+*
+ SWAP = WI( I )
+ WI( I ) = WI( I+1 )
+ WI( I+1 ) = SWAP
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+* ==== Shuffle shifts into pairs of real shifts
+* . and pairs of complex conjugate shifts
+* . assuming complex conjugate shifts are
+* . already adjacent to one another. (Yes,
+* . they are.) ====
+*
+ DO 70 I = KBOT, KS + 2, -2
+ IF( WI( I ).NE.-WI( I-1 ) ) THEN
+*
+ SWAP = WR( I )
+ WR( I ) = WR( I-1 )
+ WR( I-1 ) = WR( I-2 )
+ WR( I-2 ) = SWAP
+*
+ SWAP = WI( I )
+ WI( I ) = WI( I-1 )
+ WI( I-1 ) = WI( I-2 )
+ WI( I-2 ) = SWAP
+ END IF
+ 70 CONTINUE
+ END IF
+*
+* ==== If there are only two shifts and both are
+* . real, then use only one. ====
+*
+ IF( KBOT-KS+1.EQ.2 ) THEN
+ IF( WI( KBOT ).EQ.ZERO ) THEN
+ IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
+ $ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
+ WR( KBOT-1 ) = WR( KBOT )
+ ELSE
+ WR( KBOT ) = WR( KBOT-1 )
+ END IF
+ END IF
+ END IF
+*
+* ==== Use up to NS of the the smallest magnatiude
+* . shifts. If there aren't NS shifts available,
+* . then use them all, possibly dropping one to
+* . make the number of shifts even. ====
+*
+ NS = MIN( NS, KBOT-KS+1 )
+ NS = NS - MOD( NS, 2 )
+ KS = KBOT - NS + 1
+*
+* ==== Small-bulge multi-shift QR sweep:
+* . split workspace under the subdiagonal into
+* . - a KDU-by-KDU work array U in the lower
+* . left-hand-corner,
+* . - a KDU-by-at-least-KDU-but-more-is-better
+* . (KDU-by-NHo) horizontal work array WH along
+* . the bottom edge,
+* . - and an at-least-KDU-but-more-is-better-by-KDU
+* . (NVE-by-KDU) vertical work WV arrow along
+* . the left-hand-edge. ====
+*
+ KDU = 3*NS - 3
+ KU = N - KDU + 1
+ KWH = KDU + 1
+ NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
+ KWV = KDU + 4
+ NVE = N - KDU - KWV + 1
+*
+* ==== Small-bulge multi-shift QR sweep ====
+*
+ CALL DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
+ $ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
+ $ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
+ $ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
+ END IF
+*
+* ==== Note progress (or the lack of it). ====
+*
+ IF( LD.GT.0 ) THEN
+ NDFL = 1
+ ELSE
+ NDFL = NDFL + 1
+ END IF
+*
+* ==== End of main loop ====
+ 80 CONTINUE
+*
+* ==== Iteration limit exceeded. Set INFO to show where
+* . the problem occurred and exit. ====
+*
+ INFO = KBOT
+ 90 CONTINUE
+ END IF
+*
+* ==== Return the optimal value of LWORK. ====
+*
+ WORK( 1 ) = DBLE( LWKOPT )
+*
+* ==== End of DLAQR4 ====
+*
+ END
diff --git a/src/lib/lapack/dlaqr5.f b/src/lib/lapack/dlaqr5.f
new file mode 100644
index 00000000..17857572
--- /dev/null
+++ b/src/lib/lapack/dlaqr5.f
@@ -0,0 +1,812 @@
+ SUBROUTINE DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS,
+ $ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U,
+ $ LDU, NV, WV, LDWV, NH, WH, LDWH )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
+ $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), U( LDU, * ),
+ $ V( LDV, * ), WH( LDWH, * ), WV( LDWV, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* This auxiliary subroutine called by DLAQR0 performs a
+* single small-bulge multi-shift QR sweep.
+*
+* WANTT (input) logical scalar
+* WANTT = .true. if the quasi-triangular Schur factor
+* is being computed. WANTT is set to .false. otherwise.
+*
+* WANTZ (input) logical scalar
+* WANTZ = .true. if the orthogonal Schur factor is being
+* computed. WANTZ is set to .false. otherwise.
+*
+* KACC22 (input) integer with value 0, 1, or 2.
+* Specifies the computation mode of far-from-diagonal
+* orthogonal updates.
+* = 0: DLAQR5 does not accumulate reflections and does not
+* use matrix-matrix multiply to update far-from-diagonal
+* matrix entries.
+* = 1: DLAQR5 accumulates reflections and uses matrix-matrix
+* multiply to update the far-from-diagonal matrix entries.
+* = 2: DLAQR5 accumulates reflections, uses matrix-matrix
+* multiply to update the far-from-diagonal matrix entries,
+* and takes advantage of 2-by-2 block structure during
+* matrix multiplies.
+*
+* N (input) integer scalar
+* N is the order of the Hessenberg matrix H upon which this
+* subroutine operates.
+*
+* KTOP (input) integer scalar
+* KBOT (input) integer scalar
+* These are the first and last rows and columns of an
+* isolated diagonal block upon which the QR sweep is to be
+* applied. It is assumed without a check that
+* either KTOP = 1 or H(KTOP,KTOP-1) = 0
+* and
+* either KBOT = N or H(KBOT+1,KBOT) = 0.
+*
+* NSHFTS (input) integer scalar
+* NSHFTS gives the number of simultaneous shifts. NSHFTS
+* must be positive and even.
+*
+* SR (input) DOUBLE PRECISION array of size (NSHFTS)
+* SI (input) DOUBLE PRECISION array of size (NSHFTS)
+* SR contains the real parts and SI contains the imaginary
+* parts of the NSHFTS shifts of origin that define the
+* multi-shift QR sweep.
+*
+* H (input/output) DOUBLE PRECISION array of size (LDH,N)
+* On input H contains a Hessenberg matrix. On output a
+* multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
+* to the isolated diagonal block in rows and columns KTOP
+* through KBOT.
+*
+* LDH (input) integer scalar
+* LDH is the leading dimension of H just as declared in the
+* calling procedure. LDH.GE.MAX(1,N).
+*
+* 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 of size (LDZ,IHI)
+* If WANTZ = .TRUE., then the QR Sweep orthogonal
+* similarity transformation is accumulated into
+* Z(ILOZ:IHIZ,ILO:IHI) from the right.
+* If WANTZ = .FALSE., then Z is unreferenced.
+*
+* LDZ (input) integer scalar
+* LDA is the leading dimension of Z just as declared in
+* the calling procedure. LDZ.GE.N.
+*
+* V (workspace) DOUBLE PRECISION array of size (LDV,NSHFTS/2)
+*
+* LDV (input) integer scalar
+* LDV is the leading dimension of V as declared in the
+* calling procedure. LDV.GE.3.
+*
+* U (workspace) DOUBLE PRECISION array of size
+* (LDU,3*NSHFTS-3)
+*
+* LDU (input) integer scalar
+* LDU is the leading dimension of U just as declared in the
+* in the calling subroutine. LDU.GE.3*NSHFTS-3.
+*
+* NH (input) integer scalar
+* NH is the number of columns in array WH available for
+* workspace. NH.GE.1.
+*
+* WH (workspace) DOUBLE PRECISION array of size (LDWH,NH)
+*
+* LDWH (input) integer scalar
+* Leading dimension of WH just as declared in the
+* calling procedure. LDWH.GE.3*NSHFTS-3.
+*
+* NV (input) integer scalar
+* NV is the number of rows in WV agailable for workspace.
+* NV.GE.1.
+*
+* WV (workspace) DOUBLE PRECISION array of size
+* (LDWV,3*NSHFTS-3)
+*
+* LDWV (input) integer scalar
+* LDWV is the leading dimension of WV as declared in the
+* in the calling subroutine. LDWV.GE.NV.
+*
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ============================================================
+* Reference:
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and
+* Level 3 Performance, SIAM Journal of Matrix Analysis,
+* volume 23, pages 929--947, 2002.
+*
+* ============================================================
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION ALPHA, BETA, H11, H12, H21, H22, REFSUM,
+ $ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2,
+ $ ULP
+ INTEGER I, I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN,
+ $ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS,
+ $ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL,
+ $ NS, NU
+ LOGICAL ACCUM, BLK22, BMP22
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+*
+ INTRINSIC ABS, DBLE, MAX, MIN, MOD
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION VT( 3 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DLABAD, DLACPY, DLAQR1, DLARFG, DLASET,
+ $ DTRMM
+* ..
+* .. Executable Statements ..
+*
+* ==== If there are no shifts, then there is nothing to do. ====
+*
+ IF( NSHFTS.LT.2 )
+ $ RETURN
+*
+* ==== If the active block is empty or 1-by-1, then there
+* . is nothing to do. ====
+*
+ IF( KTOP.GE.KBOT )
+ $ RETURN
+*
+* ==== Shuffle shifts into pairs of real shifts and pairs
+* . of complex conjugate shifts assuming complex
+* . conjugate shifts are already adjacent to one
+* . another. ====
+*
+ DO 10 I = 1, NSHFTS - 2, 2
+ IF( SI( I ).NE.-SI( I+1 ) ) THEN
+*
+ SWAP = SR( I )
+ SR( I ) = SR( I+1 )
+ SR( I+1 ) = SR( I+2 )
+ SR( I+2 ) = SWAP
+*
+ SWAP = SI( I )
+ SI( I ) = SI( I+1 )
+ SI( I+1 ) = SI( I+2 )
+ SI( I+2 ) = SWAP
+ END IF
+ 10 CONTINUE
+*
+* ==== NSHFTS is supposed to be even, but if is odd,
+* . then simply reduce it by one. The shuffle above
+* . ensures that the dropped shift is real and that
+* . the remaining shifts are paired. ====
+*
+ NS = NSHFTS - MOD( NSHFTS, 2 )
+*
+* ==== Machine constants for deflation ====
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( N ) / ULP )
+*
+* ==== Use accumulated reflections to update far-from-diagonal
+* . entries ? ====
+*
+ ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 )
+*
+* ==== If so, exploit the 2-by-2 block structure? ====
+*
+ BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 )
+*
+* ==== clear trash ====
+*
+ IF( KTOP+2.LE.KBOT )
+ $ H( KTOP+2, KTOP ) = ZERO
+*
+* ==== NBMPS = number of 2-shift bulges in the chain ====
+*
+ NBMPS = NS / 2
+*
+* ==== KDU = width of slab ====
+*
+ KDU = 6*NBMPS - 3
+*
+* ==== Create and chase chains of NBMPS bulges ====
+*
+ DO 220 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2
+ NDCOL = INCOL + KDU
+ IF( ACCUM )
+ $ CALL DLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU )
+*
+* ==== Near-the-diagonal bulge chase. The following loop
+* . performs the near-the-diagonal part of a small bulge
+* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal
+* . chunk extends from column INCOL to column NDCOL
+* . (including both column INCOL and column NDCOL). The
+* . following loop chases a 3*NBMPS column long chain of
+* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL
+* . may be less than KTOP and and NDCOL may be greater than
+* . KBOT indicating phantom columns from which to chase
+* . bulges before they are actually introduced or to which
+* . to chase bulges beyond column KBOT.) ====
+*
+ DO 150 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 )
+*
+* ==== Bulges number MTOP to MBOT are active double implicit
+* . shift bulges. There may or may not also be small
+* . 2-by-2 bulge, if there is room. The inactive bulges
+* . (if any) must wait until the active bulges have moved
+* . down the diagonal to make room. The phantom matrix
+* . paradigm described above helps keep track. ====
+*
+ MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 )
+ MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 )
+ M22 = MBOT + 1
+ BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ.
+ $ ( KBOT-2 )
+*
+* ==== Generate reflections to chase the chain right
+* . one column. (The minimum value of K is KTOP-1.) ====
+*
+ DO 20 M = MTOP, MBOT
+ K = KRCOL + 3*( M-1 )
+ IF( K.EQ.KTOP-1 ) THEN
+ CALL DLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ),
+ $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
+ $ V( 1, M ) )
+ ALPHA = V( 1, M )
+ CALL DLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
+ ELSE
+ BETA = H( K+1, K )
+ V( 2, M ) = H( K+2, K )
+ V( 3, M ) = H( K+3, K )
+ CALL DLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
+*
+* ==== A Bulge may collapse because of vigilant
+* . deflation or destructive underflow. (The
+* . initial bulge is always collapsed.) Use
+* . the two-small-subdiagonals trick to try
+* . to get it started again. If V(2,M).NE.0 and
+* . V(3,M) = H(K+3,K+1) = H(K+3,K+2) = 0, then
+* . this bulge is collapsing into a zero
+* . subdiagonal. It will be restarted next
+* . trip through the loop.)
+*
+ IF( V( 1, M ).NE.ZERO .AND.
+ $ ( V( 3, M ).NE.ZERO .OR. ( H( K+3,
+ $ K+1 ).EQ.ZERO .AND. H( K+3, K+2 ).EQ.ZERO ) ) )
+ $ THEN
+*
+* ==== Typical case: not collapsed (yet). ====
+*
+ H( K+1, K ) = BETA
+ H( K+2, K ) = ZERO
+ H( K+3, K ) = ZERO
+ ELSE
+*
+* ==== Atypical case: collapsed. Attempt to
+* . reintroduce ignoring H(K+1,K). If the
+* . fill resulting from the new reflector
+* . is too large, then abandon it.
+* . Otherwise, use the new one. ====
+*
+ CALL DLAQR1( 3, H( K+1, K+1 ), LDH, SR( 2*M-1 ),
+ $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
+ $ VT )
+ SCL = ABS( VT( 1 ) ) + ABS( VT( 2 ) ) +
+ $ ABS( VT( 3 ) )
+ IF( SCL.NE.ZERO ) THEN
+ VT( 1 ) = VT( 1 ) / SCL
+ VT( 2 ) = VT( 2 ) / SCL
+ VT( 3 ) = VT( 3 ) / SCL
+ END IF
+*
+* ==== The following is the traditional and
+* . conservative two-small-subdiagonals
+* . test. ====
+* .
+ IF( ABS( H( K+1, K ) )*( ABS( VT( 2 ) )+
+ $ ABS( VT( 3 ) ) ).GT.ULP*ABS( VT( 1 ) )*
+ $ ( ABS( H( K, K ) )+ABS( H( K+1,
+ $ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
+*
+* ==== Starting a new bulge here would
+* . create non-negligible fill. If
+* . the old reflector is diagonal (only
+* . possible with underflows), then
+* . change it to I. Otherwise, use
+* . it with trepidation. ====
+*
+ IF( V( 2, M ).EQ.ZERO .AND. V( 3, M ).EQ.ZERO )
+ $ THEN
+ V( 1, M ) = ZERO
+ ELSE
+ H( K+1, K ) = BETA
+ H( K+2, K ) = ZERO
+ H( K+3, K ) = ZERO
+ END IF
+ ELSE
+*
+* ==== Stating a new bulge here would
+* . create only negligible fill.
+* . Replace the old reflector with
+* . the new one. ====
+*
+ ALPHA = VT( 1 )
+ CALL DLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
+ REFSUM = H( K+1, K ) + H( K+2, K )*VT( 2 ) +
+ $ H( K+3, K )*VT( 3 )
+ H( K+1, K ) = H( K+1, K ) - VT( 1 )*REFSUM
+ H( K+2, K ) = ZERO
+ H( K+3, K ) = ZERO
+ V( 1, M ) = VT( 1 )
+ V( 2, M ) = VT( 2 )
+ V( 3, M ) = VT( 3 )
+ END IF
+ END IF
+ END IF
+ 20 CONTINUE
+*
+* ==== Generate a 2-by-2 reflection, if needed. ====
+*
+ K = KRCOL + 3*( M22-1 )
+ IF( BMP22 ) THEN
+ IF( K.EQ.KTOP-1 ) THEN
+ CALL DLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ),
+ $ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ),
+ $ V( 1, M22 ) )
+ BETA = V( 1, M22 )
+ CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
+ ELSE
+ BETA = H( K+1, K )
+ V( 2, M22 ) = H( K+2, K )
+ CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
+ H( K+1, K ) = BETA
+ H( K+2, K ) = ZERO
+ END IF
+ ELSE
+*
+* ==== Initialize V(1,M22) here to avoid possible undefined
+* . variable problems later. ====
+*
+ V( 1, M22 ) = ZERO
+ END IF
+*
+* ==== Multiply H by reflections from the left ====
+*
+ IF( ACCUM ) THEN
+ JBOT = MIN( NDCOL, KBOT )
+ ELSE IF( WANTT ) THEN
+ JBOT = N
+ ELSE
+ JBOT = KBOT
+ END IF
+ DO 40 J = MAX( KTOP, KRCOL ), JBOT
+ MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 )
+ DO 30 M = MTOP, MEND
+ K = KRCOL + 3*( M-1 )
+ REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )*
+ $ H( K+2, J )+V( 3, M )*H( K+3, J ) )
+ H( K+1, J ) = H( K+1, J ) - REFSUM
+ H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
+ H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
+ 30 CONTINUE
+ 40 CONTINUE
+ IF( BMP22 ) THEN
+ K = KRCOL + 3*( M22-1 )
+ DO 50 J = MAX( K+1, KTOP ), JBOT
+ REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )*
+ $ H( K+2, J ) )
+ H( K+1, J ) = H( K+1, J ) - REFSUM
+ H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
+ 50 CONTINUE
+ END IF
+*
+* ==== Multiply H by reflections from the right.
+* . Delay filling in the last row until the
+* . vigilant deflation check is complete. ====
+*
+ IF( ACCUM ) THEN
+ JTOP = MAX( KTOP, INCOL )
+ ELSE IF( WANTT ) THEN
+ JTOP = 1
+ ELSE
+ JTOP = KTOP
+ END IF
+ DO 90 M = MTOP, MBOT
+ IF( V( 1, M ).NE.ZERO ) THEN
+ K = KRCOL + 3*( M-1 )
+ DO 60 J = JTOP, MIN( KBOT, K+3 )
+ REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
+ $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
+ H( J, K+1 ) = H( J, K+1 ) - REFSUM
+ H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M )
+ H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M )
+ 60 CONTINUE
+*
+ IF( ACCUM ) THEN
+*
+* ==== Accumulate U. (If necessary, update Z later
+* . with with an efficient matrix-matrix
+* . multiply.) ====
+*
+ KMS = K - INCOL
+ DO 70 J = MAX( 1, KTOP-INCOL ), KDU
+ REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
+ $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
+ U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
+ U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M )
+ U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M )
+ 70 CONTINUE
+ ELSE IF( WANTZ ) THEN
+*
+* ==== U is not accumulated, so update Z
+* . now by multiplying by reflections
+* . from the right. ====
+*
+ DO 80 J = ILOZ, IHIZ
+ REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
+ $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
+ Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
+ Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M )
+ Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M )
+ 80 CONTINUE
+ END IF
+ END IF
+ 90 CONTINUE
+*
+* ==== Special case: 2-by-2 reflection (if needed) ====
+*
+ K = KRCOL + 3*( M22-1 )
+ IF( BMP22 .AND. ( V( 1, M22 ).NE.ZERO ) ) THEN
+ DO 100 J = JTOP, MIN( KBOT, K+3 )
+ REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
+ $ H( J, K+2 ) )
+ H( J, K+1 ) = H( J, K+1 ) - REFSUM
+ H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 )
+ 100 CONTINUE
+*
+ IF( ACCUM ) THEN
+ KMS = K - INCOL
+ DO 110 J = MAX( 1, KTOP-INCOL ), KDU
+ REFSUM = V( 1, M22 )*( U( J, KMS+1 )+V( 2, M22 )*
+ $ U( J, KMS+2 ) )
+ U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
+ U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M22 )
+ 110 CONTINUE
+ ELSE IF( WANTZ ) THEN
+ DO 120 J = ILOZ, IHIZ
+ REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
+ $ Z( J, K+2 ) )
+ Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
+ Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 )
+ 120 CONTINUE
+ END IF
+ END IF
+*
+* ==== Vigilant deflation check ====
+*
+ MSTART = MTOP
+ IF( KRCOL+3*( MSTART-1 ).LT.KTOP )
+ $ MSTART = MSTART + 1
+ MEND = MBOT
+ IF( BMP22 )
+ $ MEND = MEND + 1
+ IF( KRCOL.EQ.KBOT-2 )
+ $ MEND = MEND + 1
+ DO 130 M = MSTART, MEND
+ K = MIN( KBOT-1, KRCOL+3*( M-1 ) )
+*
+* ==== The following convergence test requires that
+* . the tradition small-compared-to-nearby-diagonals
+* . criterion and the Ahues & Tisseur (LAWN 122, 1997)
+* . criteria both be satisfied. The latter improves
+* . accuracy in some examples. Falling back on an
+* . alternate convergence criterion when TST1 or TST2
+* . is zero (as done here) is traditional but probably
+* . unnecessary. ====
+*
+ IF( H( K+1, K ).NE.ZERO ) THEN
+ TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) )
+ IF( TST1.EQ.ZERO ) THEN
+ IF( K.GE.KTOP+1 )
+ $ TST1 = TST1 + ABS( H( K, K-1 ) )
+ IF( K.GE.KTOP+2 )
+ $ TST1 = TST1 + ABS( H( K, K-2 ) )
+ IF( K.GE.KTOP+3 )
+ $ TST1 = TST1 + ABS( H( K, K-3 ) )
+ IF( K.LE.KBOT-2 )
+ $ TST1 = TST1 + ABS( H( K+2, K+1 ) )
+ IF( K.LE.KBOT-3 )
+ $ TST1 = TST1 + ABS( H( K+3, K+1 ) )
+ IF( K.LE.KBOT-4 )
+ $ TST1 = TST1 + ABS( H( K+4, K+1 ) )
+ END IF
+ IF( ABS( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) )
+ $ THEN
+ H12 = MAX( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
+ H21 = MIN( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
+ H11 = MAX( ABS( H( K+1, K+1 ) ),
+ $ ABS( H( K, K )-H( K+1, K+1 ) ) )
+ H22 = MIN( ABS( H( K+1, K+1 ) ),
+ $ ABS( H( K, K )-H( K+1, K+1 ) ) )
+ SCL = H11 + H12
+ TST2 = H22*( H11 / SCL )
+*
+ IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE.
+ $ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO
+ END IF
+ END IF
+ 130 CONTINUE
+*
+* ==== Fill in the last row of each bulge. ====
+*
+ MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 )
+ DO 140 M = MTOP, MEND
+ K = KRCOL + 3*( M-1 )
+ REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 )
+ H( K+4, K+1 ) = -REFSUM
+ H( K+4, K+2 ) = -REFSUM*V( 2, M )
+ H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*V( 3, M )
+ 140 CONTINUE
+*
+* ==== End of near-the-diagonal bulge chase. ====
+*
+ 150 CONTINUE
+*
+* ==== Use U (if accumulated) to update far-from-diagonal
+* . entries in H. If required, use U to update Z as
+* . well. ====
+*
+ IF( ACCUM ) THEN
+ IF( WANTT ) THEN
+ JTOP = 1
+ JBOT = N
+ ELSE
+ JTOP = KTOP
+ JBOT = KBOT
+ END IF
+ IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR.
+ $ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN
+*
+* ==== Updates not exploiting the 2-by-2 block
+* . structure of U. K1 and NU keep track of
+* . the location and size of U in the special
+* . cases of introducing bulges and chasing
+* . bulges off the bottom. In these special
+* . cases and in case the number of shifts
+* . is NS = 2, there is no 2-by-2 block
+* . structure to exploit. ====
+*
+ K1 = MAX( 1, KTOP-INCOL )
+ NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1
+*
+* ==== Horizontal Multiply ====
+*
+ DO 160 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
+ JLEN = MIN( NH, JBOT-JCOL+1 )
+ CALL DGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ),
+ $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH,
+ $ LDWH )
+ CALL DLACPY( 'ALL', NU, JLEN, WH, LDWH,
+ $ H( INCOL+K1, JCOL ), LDH )
+ 160 CONTINUE
+*
+* ==== Vertical multiply ====
+*
+ DO 170 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV
+ JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW )
+ CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE,
+ $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ),
+ $ LDU, ZERO, WV, LDWV )
+ CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV,
+ $ H( JROW, INCOL+K1 ), LDH )
+ 170 CONTINUE
+*
+* ==== Z multiply (also vertical) ====
+*
+ IF( WANTZ ) THEN
+ DO 180 JROW = ILOZ, IHIZ, NV
+ JLEN = MIN( NV, IHIZ-JROW+1 )
+ CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE,
+ $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ),
+ $ LDU, ZERO, WV, LDWV )
+ CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV,
+ $ Z( JROW, INCOL+K1 ), LDZ )
+ 180 CONTINUE
+ END IF
+ ELSE
+*
+* ==== Updates exploiting U's 2-by-2 block structure.
+* . (I2, I4, J2, J4 are the last rows and columns
+* . of the blocks.) ====
+*
+ I2 = ( KDU+1 ) / 2
+ I4 = KDU
+ J2 = I4 - I2
+ J4 = KDU
+*
+* ==== KZS and KNZ deal with the band of zeros
+* . along the diagonal of one of the triangular
+* . blocks. ====
+*
+ KZS = ( J4-J2 ) - ( NS+1 )
+ KNZ = NS + 1
+*
+* ==== Horizontal multiply ====
+*
+ DO 190 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
+ JLEN = MIN( NH, JBOT-JCOL+1 )
+*
+* ==== Copy bottom of H to top+KZS of scratch ====
+* (The first KZS rows get multiplied by zero.) ====
+*
+ CALL DLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ),
+ $ LDH, WH( KZS+1, 1 ), LDWH )
+*
+* ==== Multiply by U21' ====
+*
+ CALL DLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH )
+ CALL DTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE,
+ $ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ),
+ $ LDWH )
+*
+* ==== Multiply top of H by U11' ====
+*
+ CALL DGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU,
+ $ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH )
+*
+* ==== Copy top of H bottom of WH ====
+*
+ CALL DLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH,
+ $ WH( I2+1, 1 ), LDWH )
+*
+* ==== Multiply by U21' ====
+*
+ CALL DTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE,
+ $ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH )
+*
+* ==== Multiply by U22 ====
+*
+ CALL DGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE,
+ $ U( J2+1, I2+1 ), LDU,
+ $ H( INCOL+1+J2, JCOL ), LDH, ONE,
+ $ WH( I2+1, 1 ), LDWH )
+*
+* ==== Copy it back ====
+*
+ CALL DLACPY( 'ALL', KDU, JLEN, WH, LDWH,
+ $ H( INCOL+1, JCOL ), LDH )
+ 190 CONTINUE
+*
+* ==== Vertical multiply ====
+*
+ DO 200 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV
+ JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW )
+*
+* ==== Copy right of H to scratch (the first KZS
+* . columns get multiplied by zero) ====
+*
+ CALL DLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ),
+ $ LDH, WV( 1, 1+KZS ), LDWV )
+*
+* ==== Multiply by U21 ====
+*
+ CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV )
+ CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
+ $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
+ $ LDWV )
+*
+* ==== Multiply by U11 ====
+*
+ CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE,
+ $ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV,
+ $ LDWV )
+*
+* ==== Copy left of H to right of scratch ====
+*
+ CALL DLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH,
+ $ WV( 1, 1+I2 ), LDWV )
+*
+* ==== Multiply by U21 ====
+*
+ CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
+ $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV )
+*
+* ==== Multiply by U22 ====
+*
+ CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
+ $ H( JROW, INCOL+1+J2 ), LDH,
+ $ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ),
+ $ LDWV )
+*
+* ==== Copy it back ====
+*
+ CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV,
+ $ H( JROW, INCOL+1 ), LDH )
+ 200 CONTINUE
+*
+* ==== Multiply Z (also vertical) ====
+*
+ IF( WANTZ ) THEN
+ DO 210 JROW = ILOZ, IHIZ, NV
+ JLEN = MIN( NV, IHIZ-JROW+1 )
+*
+* ==== Copy right of Z to left of scratch (first
+* . KZS columns get multiplied by zero) ====
+*
+ CALL DLACPY( 'ALL', JLEN, KNZ,
+ $ Z( JROW, INCOL+1+J2 ), LDZ,
+ $ WV( 1, 1+KZS ), LDWV )
+*
+* ==== Multiply by U12 ====
+*
+ CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV,
+ $ LDWV )
+ CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
+ $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
+ $ LDWV )
+*
+* ==== Multiply by U11 ====
+*
+ CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE,
+ $ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE,
+ $ WV, LDWV )
+*
+* ==== Copy left of Z to right of scratch ====
+*
+ CALL DLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ),
+ $ LDZ, WV( 1, 1+I2 ), LDWV )
+*
+* ==== Multiply by U21 ====
+*
+ CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
+ $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ),
+ $ LDWV )
+*
+* ==== Multiply by U22 ====
+*
+ CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
+ $ Z( JROW, INCOL+1+J2 ), LDZ,
+ $ U( J2+1, I2+1 ), LDU, ONE,
+ $ WV( 1, 1+I2 ), LDWV )
+*
+* ==== Copy the result back to Z ====
+*
+ CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV,
+ $ Z( JROW, INCOL+1 ), LDZ )
+ 210 CONTINUE
+ END IF
+ END IF
+ END IF
+ 220 CONTINUE
+*
+* ==== End of DLAQR5 ====
+*
+ END
diff --git a/src/lib/lapack/dlarf.f b/src/lib/lapack/dlarf.f
new file mode 100644
index 00000000..22edc899
--- /dev/null
+++ b/src/lib/lapack/dlarf.f
@@ -0,0 +1,115 @@
+ SUBROUTINE DLARF( SIDE, M, N, V, INCV, TAU, C, LDC, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER INCV, LDC, M, N
+ DOUBLE PRECISION TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARF applies a real elementary reflector H to a real m by n matrix
+* C, from either the left or the right. H is represented in the form
+*
+* H = I - tau * v * v'
+*
+* where tau is a real scalar and v is a real vector.
+*
+* If tau = 0, then H is taken to be the unit matrix.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form H * C
+* = 'R': form C * H
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* V (input) DOUBLE PRECISION array, dimension
+* (1 + (M-1)*abs(INCV)) if SIDE = 'L'
+* or (1 + (N-1)*abs(INCV)) if SIDE = 'R'
+* The vector v in the representation of H. V is not used if
+* TAU = 0.
+*
+* INCV (input) INTEGER
+* The increment between elements of v. INCV <> 0.
+*
+* TAU (input) DOUBLE PRECISION
+* The value tau in the representation of H.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by the matrix H * C if SIDE = 'L',
+* or C * H if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L'
+* or (M) if SIDE = 'R'
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DGER
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w := C' * v
+*
+ CALL DGEMV( 'Transpose', M, N, ONE, C, LDC, V, INCV, ZERO,
+ $ WORK, 1 )
+*
+* C := C - v * w'
+*
+ CALL DGER( M, N, -TAU, V, INCV, WORK, 1, C, LDC )
+ END IF
+ ELSE
+*
+* Form C * H
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w := C * v
+*
+ CALL DGEMV( 'No transpose', M, N, ONE, C, LDC, V, INCV,
+ $ ZERO, WORK, 1 )
+*
+* C := C - w * v'
+*
+ CALL DGER( M, N, -TAU, WORK, 1, V, INCV, C, LDC )
+ END IF
+ END IF
+ RETURN
+*
+* End of DLARF
+*
+ END
diff --git a/src/lib/lapack/dlarfb.f b/src/lib/lapack/dlarfb.f
new file mode 100644
index 00000000..d4422473
--- /dev/null
+++ b/src/lib/lapack/dlarfb.f
@@ -0,0 +1,587 @@
+ SUBROUTINE DLARFB( SIDE, TRANS, DIRECT, STOREV, M, N, K, V, LDV,
+ $ T, LDT, C, LDC, WORK, LDWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, SIDE, STOREV, TRANS
+ INTEGER K, LDC, LDT, LDV, LDWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), T( LDT, * ), V( LDV, * ),
+ $ WORK( LDWORK, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARFB applies a real block reflector H or its transpose H' to a
+* real m by n matrix C, from either the left or the right.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply H or H' from the Left
+* = 'R': apply H or H' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply H (No transpose)
+* = 'T': apply H' (Transpose)
+*
+* DIRECT (input) CHARACTER*1
+* Indicates how H is formed from a product of elementary
+* reflectors
+* = 'F': H = H(1) H(2) . . . H(k) (Forward)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Indicates how the vectors which define the elementary
+* reflectors are stored:
+* = 'C': Columnwise
+* = 'R': Rowwise
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* K (input) INTEGER
+* The order of the matrix T (= the number of elementary
+* reflectors whose product defines the block reflector).
+*
+* V (input) DOUBLE PRECISION array, dimension
+* (LDV,K) if STOREV = 'C'
+* (LDV,M) if STOREV = 'R' and SIDE = 'L'
+* (LDV,N) if STOREV = 'R' and SIDE = 'R'
+* The matrix V. See further details.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C' and SIDE = 'L', LDV >= max(1,M);
+* if STOREV = 'C' and SIDE = 'R', LDV >= max(1,N);
+* if STOREV = 'R', LDV >= K.
+*
+* T (input) DOUBLE PRECISION array, dimension (LDT,K)
+* The triangular k by k matrix T in the representation of the
+* block reflector.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by H*C or H'*C or C*H or C*H'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDA >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,K)
+*
+* LDWORK (input) INTEGER
+* The leading dimension of the array WORK.
+* If SIDE = 'L', LDWORK >= max(1,N);
+* if SIDE = 'R', LDWORK >= max(1,M).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ CHARACTER TRANST
+ INTEGER I, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEMM, DTRMM
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+ IF( LSAME( TRANS, 'N' ) ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ IF( LSAME( STOREV, 'C' ) ) THEN
+*
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+*
+* Let V = ( V1 ) (first K rows)
+* ( V2 )
+* where V1 is unit lower triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V = (C1'*V1 + C2'*V2) (stored in WORK)
+*
+* W := C1'
+*
+ DO 10 J = 1, K
+ CALL DCOPY( N, C( J, 1 ), LDC, WORK( 1, J ), 1 )
+ 10 CONTINUE
+*
+* W := W * V1
+*
+ CALL DTRMM( 'Right', 'Lower', 'No transpose', 'Unit', N,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C2'*V2
+*
+ CALL DGEMM( 'Transpose', 'No transpose', N, K, M-K,
+ $ ONE, C( K+1, 1 ), LDC, V( K+1, 1 ), LDV,
+ $ ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL DTRMM( 'Right', 'Upper', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C2 := C2 - V2 * W'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M-K, N, K,
+ $ -ONE, V( K+1, 1 ), LDV, WORK, LDWORK, ONE,
+ $ C( K+1, 1 ), LDC )
+ END IF
+*
+* W := W * V1'
+*
+ CALL DTRMM( 'Right', 'Lower', 'Transpose', 'Unit', N, K,
+ $ ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W'
+*
+ DO 30 J = 1, K
+ DO 20 I = 1, N
+ C( J, I ) = C( J, I ) - WORK( I, J )
+ 20 CONTINUE
+ 30 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V = (C1*V1 + C2*V2) (stored in WORK)
+*
+* W := C1
+*
+ DO 40 J = 1, K
+ CALL DCOPY( M, C( 1, J ), 1, WORK( 1, J ), 1 )
+ 40 CONTINUE
+*
+* W := W * V1
+*
+ CALL DTRMM( 'Right', 'Lower', 'No transpose', 'Unit', M,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C2 * V2
+*
+ CALL DGEMM( 'No transpose', 'No transpose', M, K, N-K,
+ $ ONE, C( 1, K+1 ), LDC, V( K+1, 1 ), LDV,
+ $ ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL DTRMM( 'Right', 'Upper', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V'
+*
+ IF( N.GT.K ) THEN
+*
+* C2 := C2 - W * V2'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M, N-K, K,
+ $ -ONE, WORK, LDWORK, V( K+1, 1 ), LDV, ONE,
+ $ C( 1, K+1 ), LDC )
+ END IF
+*
+* W := W * V1'
+*
+ CALL DTRMM( 'Right', 'Lower', 'Transpose', 'Unit', M, K,
+ $ ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W
+*
+ DO 60 J = 1, K
+ DO 50 I = 1, M
+ C( I, J ) = C( I, J ) - WORK( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+ ELSE
+*
+* Let V = ( V1 )
+* ( V2 ) (last K rows)
+* where V2 is unit upper triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V = (C1'*V1 + C2'*V2) (stored in WORK)
+*
+* W := C2'
+*
+ DO 70 J = 1, K
+ CALL DCOPY( N, C( M-K+J, 1 ), LDC, WORK( 1, J ), 1 )
+ 70 CONTINUE
+*
+* W := W * V2
+*
+ CALL DTRMM( 'Right', 'Upper', 'No transpose', 'Unit', N,
+ $ K, ONE, V( M-K+1, 1 ), LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C1'*V1
+*
+ CALL DGEMM( 'Transpose', 'No transpose', N, K, M-K,
+ $ ONE, C, LDC, V, LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL DTRMM( 'Right', 'Lower', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C1 := C1 - V1 * W'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M-K, N, K,
+ $ -ONE, V, LDV, WORK, LDWORK, ONE, C, LDC )
+ END IF
+*
+* W := W * V2'
+*
+ CALL DTRMM( 'Right', 'Upper', 'Transpose', 'Unit', N, K,
+ $ ONE, V( M-K+1, 1 ), LDV, WORK, LDWORK )
+*
+* C2 := C2 - W'
+*
+ DO 90 J = 1, K
+ DO 80 I = 1, N
+ C( M-K+J, I ) = C( M-K+J, I ) - WORK( I, J )
+ 80 CONTINUE
+ 90 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V = (C1*V1 + C2*V2) (stored in WORK)
+*
+* W := C2
+*
+ DO 100 J = 1, K
+ CALL DCOPY( M, C( 1, N-K+J ), 1, WORK( 1, J ), 1 )
+ 100 CONTINUE
+*
+* W := W * V2
+*
+ CALL DTRMM( 'Right', 'Upper', 'No transpose', 'Unit', M,
+ $ K, ONE, V( N-K+1, 1 ), LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C1 * V1
+*
+ CALL DGEMM( 'No transpose', 'No transpose', M, K, N-K,
+ $ ONE, C, LDC, V, LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL DTRMM( 'Right', 'Lower', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V'
+*
+ IF( N.GT.K ) THEN
+*
+* C1 := C1 - W * V1'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M, N-K, K,
+ $ -ONE, WORK, LDWORK, V, LDV, ONE, C, LDC )
+ END IF
+*
+* W := W * V2'
+*
+ CALL DTRMM( 'Right', 'Upper', 'Transpose', 'Unit', M, K,
+ $ ONE, V( N-K+1, 1 ), LDV, WORK, LDWORK )
+*
+* C2 := C2 - W
+*
+ DO 120 J = 1, K
+ DO 110 I = 1, M
+ C( I, N-K+J ) = C( I, N-K+J ) - WORK( I, J )
+ 110 CONTINUE
+ 120 CONTINUE
+ END IF
+ END IF
+*
+ ELSE IF( LSAME( STOREV, 'R' ) ) THEN
+*
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+*
+* Let V = ( V1 V2 ) (V1: first K columns)
+* where V1 is unit upper triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V' = (C1'*V1' + C2'*V2') (stored in WORK)
+*
+* W := C1'
+*
+ DO 130 J = 1, K
+ CALL DCOPY( N, C( J, 1 ), LDC, WORK( 1, J ), 1 )
+ 130 CONTINUE
+*
+* W := W * V1'
+*
+ CALL DTRMM( 'Right', 'Upper', 'Transpose', 'Unit', N, K,
+ $ ONE, V, LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C2'*V2'
+*
+ CALL DGEMM( 'Transpose', 'Transpose', N, K, M-K, ONE,
+ $ C( K+1, 1 ), LDC, V( 1, K+1 ), LDV, ONE,
+ $ WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL DTRMM( 'Right', 'Upper', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V' * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C2 := C2 - V2' * W'
+*
+ CALL DGEMM( 'Transpose', 'Transpose', M-K, N, K, -ONE,
+ $ V( 1, K+1 ), LDV, WORK, LDWORK, ONE,
+ $ C( K+1, 1 ), LDC )
+ END IF
+*
+* W := W * V1
+*
+ CALL DTRMM( 'Right', 'Upper', 'No transpose', 'Unit', N,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W'
+*
+ DO 150 J = 1, K
+ DO 140 I = 1, N
+ C( J, I ) = C( J, I ) - WORK( I, J )
+ 140 CONTINUE
+ 150 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V' = (C1*V1' + C2*V2') (stored in WORK)
+*
+* W := C1
+*
+ DO 160 J = 1, K
+ CALL DCOPY( M, C( 1, J ), 1, WORK( 1, J ), 1 )
+ 160 CONTINUE
+*
+* W := W * V1'
+*
+ CALL DTRMM( 'Right', 'Upper', 'Transpose', 'Unit', M, K,
+ $ ONE, V, LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C2 * V2'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M, K, N-K,
+ $ ONE, C( 1, K+1 ), LDC, V( 1, K+1 ), LDV,
+ $ ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL DTRMM( 'Right', 'Upper', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V
+*
+ IF( N.GT.K ) THEN
+*
+* C2 := C2 - W * V2
+*
+ CALL DGEMM( 'No transpose', 'No transpose', M, N-K, K,
+ $ -ONE, WORK, LDWORK, V( 1, K+1 ), LDV, ONE,
+ $ C( 1, K+1 ), LDC )
+ END IF
+*
+* W := W * V1
+*
+ CALL DTRMM( 'Right', 'Upper', 'No transpose', 'Unit', M,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W
+*
+ DO 180 J = 1, K
+ DO 170 I = 1, M
+ C( I, J ) = C( I, J ) - WORK( I, J )
+ 170 CONTINUE
+ 180 CONTINUE
+*
+ END IF
+*
+ ELSE
+*
+* Let V = ( V1 V2 ) (V2: last K columns)
+* where V2 is unit lower triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V' = (C1'*V1' + C2'*V2') (stored in WORK)
+*
+* W := C2'
+*
+ DO 190 J = 1, K
+ CALL DCOPY( N, C( M-K+J, 1 ), LDC, WORK( 1, J ), 1 )
+ 190 CONTINUE
+*
+* W := W * V2'
+*
+ CALL DTRMM( 'Right', 'Lower', 'Transpose', 'Unit', N, K,
+ $ ONE, V( 1, M-K+1 ), LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C1'*V1'
+*
+ CALL DGEMM( 'Transpose', 'Transpose', N, K, M-K, ONE,
+ $ C, LDC, V, LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL DTRMM( 'Right', 'Lower', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V' * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C1 := C1 - V1' * W'
+*
+ CALL DGEMM( 'Transpose', 'Transpose', M-K, N, K, -ONE,
+ $ V, LDV, WORK, LDWORK, ONE, C, LDC )
+ END IF
+*
+* W := W * V2
+*
+ CALL DTRMM( 'Right', 'Lower', 'No transpose', 'Unit', N,
+ $ K, ONE, V( 1, M-K+1 ), LDV, WORK, LDWORK )
+*
+* C2 := C2 - W'
+*
+ DO 210 J = 1, K
+ DO 200 I = 1, N
+ C( M-K+J, I ) = C( M-K+J, I ) - WORK( I, J )
+ 200 CONTINUE
+ 210 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V' = (C1*V1' + C2*V2') (stored in WORK)
+*
+* W := C2
+*
+ DO 220 J = 1, K
+ CALL DCOPY( M, C( 1, N-K+J ), 1, WORK( 1, J ), 1 )
+ 220 CONTINUE
+*
+* W := W * V2'
+*
+ CALL DTRMM( 'Right', 'Lower', 'Transpose', 'Unit', M, K,
+ $ ONE, V( 1, N-K+1 ), LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C1 * V1'
+*
+ CALL DGEMM( 'No transpose', 'Transpose', M, K, N-K,
+ $ ONE, C, LDC, V, LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL DTRMM( 'Right', 'Lower', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V
+*
+ IF( N.GT.K ) THEN
+*
+* C1 := C1 - W * V1
+*
+ CALL DGEMM( 'No transpose', 'No transpose', M, N-K, K,
+ $ -ONE, WORK, LDWORK, V, LDV, ONE, C, LDC )
+ END IF
+*
+* W := W * V2
+*
+ CALL DTRMM( 'Right', 'Lower', 'No transpose', 'Unit', M,
+ $ K, ONE, V( 1, N-K+1 ), LDV, WORK, LDWORK )
+*
+* C1 := C1 - W
+*
+ DO 240 J = 1, K
+ DO 230 I = 1, M
+ C( I, N-K+J ) = C( I, N-K+J ) - WORK( I, J )
+ 230 CONTINUE
+ 240 CONTINUE
+*
+ END IF
+*
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DLARFB
+*
+ END
diff --git a/src/lib/lapack/dlarfg.f b/src/lib/lapack/dlarfg.f
new file mode 100644
index 00000000..be981880
--- /dev/null
+++ b/src/lib/lapack/dlarfg.f
@@ -0,0 +1,137 @@
+ SUBROUTINE DLARFG( N, ALPHA, X, INCX, TAU )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+ DOUBLE PRECISION ALPHA, TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARFG generates a real elementary reflector H of order n, such
+* that
+*
+* H * ( alpha ) = ( beta ), H' * H = I.
+* ( x ) ( 0 )
+*
+* where alpha and beta are scalars, and x is an (n-1)-element real
+* vector. H is represented in the form
+*
+* H = I - tau * ( 1 ) * ( 1 v' ) ,
+* ( v )
+*
+* where tau is a real scalar and v is a real (n-1)-element
+* vector.
+*
+* If the elements of x are all zero, then tau = 0 and H is taken to be
+* the unit matrix.
+*
+* Otherwise 1 <= tau <= 2.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the elementary reflector.
+*
+* ALPHA (input/output) DOUBLE PRECISION
+* On entry, the value alpha.
+* On exit, it is overwritten with the value beta.
+*
+* X (input/output) DOUBLE PRECISION array, dimension
+* (1+(N-2)*abs(INCX))
+* On entry, the vector x.
+* On exit, it is overwritten with the vector v.
+*
+* INCX (input) INTEGER
+* The increment between elements of X. INCX > 0.
+*
+* TAU (output) DOUBLE PRECISION
+* The value tau.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER J, KNT
+ DOUBLE PRECISION BETA, RSAFMN, SAFMIN, XNORM
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLAPY2, DNRM2
+ EXTERNAL DLAMCH, DLAPY2, DNRM2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SIGN
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL
+* ..
+* .. Executable Statements ..
+*
+ IF( N.LE.1 ) THEN
+ TAU = ZERO
+ RETURN
+ END IF
+*
+ XNORM = DNRM2( N-1, X, INCX )
+*
+ IF( XNORM.EQ.ZERO ) THEN
+*
+* H = I
+*
+ TAU = ZERO
+ ELSE
+*
+* general case
+*
+ BETA = -SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
+ SAFMIN = DLAMCH( 'S' ) / DLAMCH( 'E' )
+ IF( ABS( BETA ).LT.SAFMIN ) THEN
+*
+* XNORM, BETA may be inaccurate; scale X and recompute them
+*
+ RSAFMN = ONE / SAFMIN
+ KNT = 0
+ 10 CONTINUE
+ KNT = KNT + 1
+ CALL DSCAL( N-1, RSAFMN, X, INCX )
+ BETA = BETA*RSAFMN
+ ALPHA = ALPHA*RSAFMN
+ IF( ABS( BETA ).LT.SAFMIN )
+ $ GO TO 10
+*
+* New BETA is at most 1, at least SAFMIN
+*
+ XNORM = DNRM2( N-1, X, INCX )
+ BETA = -SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
+ TAU = ( BETA-ALPHA ) / BETA
+ CALL DSCAL( N-1, ONE / ( ALPHA-BETA ), X, INCX )
+*
+* If ALPHA is subnormal, it may lose relative accuracy
+*
+ ALPHA = BETA
+ DO 20 J = 1, KNT
+ ALPHA = ALPHA*SAFMIN
+ 20 CONTINUE
+ ELSE
+ TAU = ( BETA-ALPHA ) / BETA
+ CALL DSCAL( N-1, ONE / ( ALPHA-BETA ), X, INCX )
+ ALPHA = BETA
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DLARFG
+*
+ END
diff --git a/src/lib/lapack/dlarft.f b/src/lib/lapack/dlarft.f
new file mode 100644
index 00000000..2cd115f4
--- /dev/null
+++ b/src/lib/lapack/dlarft.f
@@ -0,0 +1,217 @@
+ SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, STOREV
+ INTEGER K, LDT, LDV, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARFT forms the triangular factor T of a real block reflector H
+* of order n, which is defined as a product of k elementary reflectors.
+*
+* If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
+*
+* If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
+*
+* If STOREV = 'C', the vector which defines the elementary reflector
+* H(i) is stored in the i-th column of the array V, and
+*
+* H = I - V * T * V'
+*
+* If STOREV = 'R', the vector which defines the elementary reflector
+* H(i) is stored in the i-th row of the array V, and
+*
+* H = I - V' * T * V
+*
+* Arguments
+* =========
+*
+* DIRECT (input) CHARACTER*1
+* Specifies the order in which the elementary reflectors are
+* multiplied to form the block reflector:
+* = 'F': H = H(1) H(2) . . . H(k) (Forward)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Specifies how the vectors which define the elementary
+* reflectors are stored (see also Further Details):
+* = 'C': columnwise
+* = 'R': rowwise
+*
+* N (input) INTEGER
+* The order of the block reflector H. N >= 0.
+*
+* K (input) INTEGER
+* The order of the triangular factor T (= the number of
+* elementary reflectors). K >= 1.
+*
+* V (input/output) DOUBLE PRECISION array, dimension
+* (LDV,K) if STOREV = 'C'
+* (LDV,N) if STOREV = 'R'
+* The matrix V. See further details.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i).
+*
+* T (output) DOUBLE PRECISION array, dimension (LDT,K)
+* The k by k triangular factor T of the block reflector.
+* If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
+* lower triangular. The rest of the array is not used.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* Further Details
+* ===============
+*
+* The shape of the matrix V and the storage of the vectors which define
+* the H(i) is best illustrated by the following example with n = 5 and
+* k = 3. The elements equal to 1 are not stored; the corresponding
+* array elements are modified but restored on exit. The rest of the
+* array is not used.
+*
+* DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
+*
+* V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
+* ( v1 1 ) ( 1 v2 v2 v2 )
+* ( v1 v2 1 ) ( 1 v3 v3 )
+* ( v1 v2 v3 )
+* ( v1 v2 v3 )
+*
+* DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
+*
+* V = ( v1 v2 v3 ) V = ( v1 v1 1 )
+* ( v1 v2 v3 ) ( v2 v2 v2 1 )
+* ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
+* ( 1 v3 )
+* ( 1 )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION VII
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DTRMV
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 20 I = 1, K
+ IF( TAU( I ).EQ.ZERO ) THEN
+*
+* H(i) = I
+*
+ DO 10 J = 1, I
+ T( J, I ) = ZERO
+ 10 CONTINUE
+ ELSE
+*
+* general case
+*
+ VII = V( I, I )
+ V( I, I ) = ONE
+ IF( LSAME( STOREV, 'C' ) ) THEN
+*
+* T(1:i-1,i) := - tau(i) * V(i:n,1:i-1)' * V(i:n,i)
+*
+ CALL DGEMV( 'Transpose', N-I+1, I-1, -TAU( I ),
+ $ V( I, 1 ), LDV, V( I, I ), 1, ZERO,
+ $ T( 1, I ), 1 )
+ ELSE
+*
+* T(1:i-1,i) := - tau(i) * V(1:i-1,i:n) * V(i,i:n)'
+*
+ CALL DGEMV( 'No transpose', I-1, N-I+1, -TAU( I ),
+ $ V( 1, I ), LDV, V( I, I ), LDV, ZERO,
+ $ T( 1, I ), 1 )
+ END IF
+ V( I, I ) = VII
+*
+* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
+*
+ CALL DTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T,
+ $ LDT, T( 1, I ), 1 )
+ T( I, I ) = TAU( I )
+ END IF
+ 20 CONTINUE
+ ELSE
+ DO 40 I = K, 1, -1
+ IF( TAU( I ).EQ.ZERO ) THEN
+*
+* H(i) = I
+*
+ DO 30 J = I, K
+ T( J, I ) = ZERO
+ 30 CONTINUE
+ ELSE
+*
+* general case
+*
+ IF( I.LT.K ) THEN
+ IF( LSAME( STOREV, 'C' ) ) THEN
+ VII = V( N-K+I, I )
+ V( N-K+I, I ) = ONE
+*
+* T(i+1:k,i) :=
+* - tau(i) * V(1:n-k+i,i+1:k)' * V(1:n-k+i,i)
+*
+ CALL DGEMV( 'Transpose', N-K+I, K-I, -TAU( I ),
+ $ V( 1, I+1 ), LDV, V( 1, I ), 1, ZERO,
+ $ T( I+1, I ), 1 )
+ V( N-K+I, I ) = VII
+ ELSE
+ VII = V( I, N-K+I )
+ V( I, N-K+I ) = ONE
+*
+* T(i+1:k,i) :=
+* - tau(i) * V(i+1:k,1:n-k+i) * V(i,1:n-k+i)'
+*
+ CALL DGEMV( 'No transpose', K-I, N-K+I, -TAU( I ),
+ $ V( I+1, 1 ), LDV, V( I, 1 ), LDV, ZERO,
+ $ T( I+1, I ), 1 )
+ V( I, N-K+I ) = VII
+ END IF
+*
+* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
+*
+ CALL DTRMV( 'Lower', 'No transpose', 'Non-unit', K-I,
+ $ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
+ END IF
+ T( I, I ) = TAU( I )
+ END IF
+ 40 CONTINUE
+ END IF
+ RETURN
+*
+* End of DLARFT
+*
+ END
diff --git a/src/lib/lapack/dlarfx.f b/src/lib/lapack/dlarfx.f
new file mode 100644
index 00000000..cc4654e0
--- /dev/null
+++ b/src/lib/lapack/dlarfx.f
@@ -0,0 +1,638 @@
+ SUBROUTINE DLARFX( SIDE, M, N, V, TAU, C, LDC, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER LDC, M, N
+ DOUBLE PRECISION TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARFX applies a real elementary reflector H to a real m by n
+* matrix C, from either the left or the right. H is represented in the
+* form
+*
+* H = I - tau * v * v'
+*
+* where tau is a real scalar and v is a real vector.
+*
+* If tau = 0, then H is taken to be the unit matrix
+*
+* This version uses inline code if H has order < 11.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form H * C
+* = 'R': form C * H
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* V (input) DOUBLE PRECISION array, dimension (M) if SIDE = 'L'
+* or (N) if SIDE = 'R'
+* The vector v in the representation of H.
+*
+* TAU (input) DOUBLE PRECISION
+* The value tau in the representation of H.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by the matrix H * C if SIDE = 'L',
+* or C * H if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDA >= (1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L'
+* or (M) if SIDE = 'R'
+* WORK is not referenced if H has order < 11.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER J
+ DOUBLE PRECISION SUM, T1, T10, T2, T3, T4, T5, T6, T7, T8, T9,
+ $ V1, V10, V2, V3, V4, V5, V6, V7, V8, V9
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DGER
+* ..
+* .. Executable Statements ..
+*
+ IF( TAU.EQ.ZERO )
+ $ RETURN
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C, where H has order m.
+*
+ GO TO ( 10, 30, 50, 70, 90, 110, 130, 150,
+ $ 170, 190 )M
+*
+* Code for general M
+*
+* w := C'*v
+*
+ CALL DGEMV( 'Transpose', M, N, ONE, C, LDC, V, 1, ZERO, WORK,
+ $ 1 )
+*
+* C := C - tau * v * w'
+*
+ CALL DGER( M, N, -TAU, V, 1, WORK, 1, C, LDC )
+ GO TO 410
+ 10 CONTINUE
+*
+* Special code for 1 x 1 Householder
+*
+ T1 = ONE - TAU*V( 1 )*V( 1 )
+ DO 20 J = 1, N
+ C( 1, J ) = T1*C( 1, J )
+ 20 CONTINUE
+ GO TO 410
+ 30 CONTINUE
+*
+* Special code for 2 x 2 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ DO 40 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ 40 CONTINUE
+ GO TO 410
+ 50 CONTINUE
+*
+* Special code for 3 x 3 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ DO 60 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ 60 CONTINUE
+ GO TO 410
+ 70 CONTINUE
+*
+* Special code for 4 x 4 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ DO 80 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ 80 CONTINUE
+ GO TO 410
+ 90 CONTINUE
+*
+* Special code for 5 x 5 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ DO 100 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ 100 CONTINUE
+ GO TO 410
+ 110 CONTINUE
+*
+* Special code for 6 x 6 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ DO 120 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ 120 CONTINUE
+ GO TO 410
+ 130 CONTINUE
+*
+* Special code for 7 x 7 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ DO 140 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ 140 CONTINUE
+ GO TO 410
+ 150 CONTINUE
+*
+* Special code for 8 x 8 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ V8 = V( 8 )
+ T8 = TAU*V8
+ DO 160 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J ) + V8*C( 8, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ C( 8, J ) = C( 8, J ) - SUM*T8
+ 160 CONTINUE
+ GO TO 410
+ 170 CONTINUE
+*
+* Special code for 9 x 9 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ V8 = V( 8 )
+ T8 = TAU*V8
+ V9 = V( 9 )
+ T9 = TAU*V9
+ DO 180 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J ) + V8*C( 8, J ) + V9*C( 9, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ C( 8, J ) = C( 8, J ) - SUM*T8
+ C( 9, J ) = C( 9, J ) - SUM*T9
+ 180 CONTINUE
+ GO TO 410
+ 190 CONTINUE
+*
+* Special code for 10 x 10 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ V8 = V( 8 )
+ T8 = TAU*V8
+ V9 = V( 9 )
+ T9 = TAU*V9
+ V10 = V( 10 )
+ T10 = TAU*V10
+ DO 200 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J ) + V8*C( 8, J ) + V9*C( 9, J ) +
+ $ V10*C( 10, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ C( 8, J ) = C( 8, J ) - SUM*T8
+ C( 9, J ) = C( 9, J ) - SUM*T9
+ C( 10, J ) = C( 10, J ) - SUM*T10
+ 200 CONTINUE
+ GO TO 410
+ ELSE
+*
+* Form C * H, where H has order n.
+*
+ GO TO ( 210, 230, 250, 270, 290, 310, 330, 350,
+ $ 370, 390 )N
+*
+* Code for general N
+*
+* w := C * v
+*
+ CALL DGEMV( 'No transpose', M, N, ONE, C, LDC, V, 1, ZERO,
+ $ WORK, 1 )
+*
+* C := C - tau * w * v'
+*
+ CALL DGER( M, N, -TAU, WORK, 1, V, 1, C, LDC )
+ GO TO 410
+ 210 CONTINUE
+*
+* Special code for 1 x 1 Householder
+*
+ T1 = ONE - TAU*V( 1 )*V( 1 )
+ DO 220 J = 1, M
+ C( J, 1 ) = T1*C( J, 1 )
+ 220 CONTINUE
+ GO TO 410
+ 230 CONTINUE
+*
+* Special code for 2 x 2 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ DO 240 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ 240 CONTINUE
+ GO TO 410
+ 250 CONTINUE
+*
+* Special code for 3 x 3 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ DO 260 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ 260 CONTINUE
+ GO TO 410
+ 270 CONTINUE
+*
+* Special code for 4 x 4 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ DO 280 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ 280 CONTINUE
+ GO TO 410
+ 290 CONTINUE
+*
+* Special code for 5 x 5 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ DO 300 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ 300 CONTINUE
+ GO TO 410
+ 310 CONTINUE
+*
+* Special code for 6 x 6 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ DO 320 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ 320 CONTINUE
+ GO TO 410
+ 330 CONTINUE
+*
+* Special code for 7 x 7 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ DO 340 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ 340 CONTINUE
+ GO TO 410
+ 350 CONTINUE
+*
+* Special code for 8 x 8 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ V8 = V( 8 )
+ T8 = TAU*V8
+ DO 360 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 ) + V8*C( J, 8 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ C( J, 8 ) = C( J, 8 ) - SUM*T8
+ 360 CONTINUE
+ GO TO 410
+ 370 CONTINUE
+*
+* Special code for 9 x 9 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ V8 = V( 8 )
+ T8 = TAU*V8
+ V9 = V( 9 )
+ T9 = TAU*V9
+ DO 380 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 ) + V8*C( J, 8 ) + V9*C( J, 9 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ C( J, 8 ) = C( J, 8 ) - SUM*T8
+ C( J, 9 ) = C( J, 9 ) - SUM*T9
+ 380 CONTINUE
+ GO TO 410
+ 390 CONTINUE
+*
+* Special code for 10 x 10 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*V1
+ V2 = V( 2 )
+ T2 = TAU*V2
+ V3 = V( 3 )
+ T3 = TAU*V3
+ V4 = V( 4 )
+ T4 = TAU*V4
+ V5 = V( 5 )
+ T5 = TAU*V5
+ V6 = V( 6 )
+ T6 = TAU*V6
+ V7 = V( 7 )
+ T7 = TAU*V7
+ V8 = V( 8 )
+ T8 = TAU*V8
+ V9 = V( 9 )
+ T9 = TAU*V9
+ V10 = V( 10 )
+ T10 = TAU*V10
+ DO 400 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 ) + V8*C( J, 8 ) + V9*C( J, 9 ) +
+ $ V10*C( J, 10 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ C( J, 8 ) = C( J, 8 ) - SUM*T8
+ C( J, 9 ) = C( J, 9 ) - SUM*T9
+ C( J, 10 ) = C( J, 10 ) - SUM*T10
+ 400 CONTINUE
+ GO TO 410
+ END IF
+ 410 CONTINUE
+ RETURN
+*
+* End of DLARFX
+*
+ END
diff --git a/src/lib/lapack/dlartg.f b/src/lib/lapack/dlartg.f
new file mode 100644
index 00000000..eb807c1d
--- /dev/null
+++ b/src/lib/lapack/dlartg.f
@@ -0,0 +1,145 @@
+ SUBROUTINE DLARTG( F, G, CS, SN, R )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION CS, F, G, R, SN
+* ..
+*
+* Purpose
+* =======
+*
+* DLARTG generate a plane rotation so that
+*
+* [ CS SN ] . [ F ] = [ R ] where CS**2 + SN**2 = 1.
+* [ -SN CS ] [ G ] [ 0 ]
+*
+* This is a slower, more accurate version of the BLAS1 routine DROTG,
+* with the following other differences:
+* F and G are unchanged on return.
+* If G=0, then CS=1 and SN=0.
+* If F=0 and (G .ne. 0), then CS=0 and SN=1 without doing any
+* floating point operations (saves work in DBDSQR when
+* there are zeros on the diagonal).
+*
+* If F exceeds G in magnitude, CS will be positive.
+*
+* Arguments
+* =========
+*
+* F (input) DOUBLE PRECISION
+* The first component of vector to be rotated.
+*
+* G (input) DOUBLE PRECISION
+* The second component of vector to be rotated.
+*
+* CS (output) DOUBLE PRECISION
+* The cosine of the rotation.
+*
+* SN (output) DOUBLE PRECISION
+* The sine of the rotation.
+*
+* R (output) DOUBLE PRECISION
+* The nonzero component of the rotated vector.
+*
+* This version has a few statements commented out for thread safety
+* (machine parameters are computed on each entry). 10 feb 03, SJH.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+* ..
+* .. Local Scalars ..
+* LOGICAL FIRST
+ INTEGER COUNT, I
+ DOUBLE PRECISION EPS, F1, G1, SAFMIN, SAFMN2, SAFMX2, SCALE
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, INT, LOG, MAX, SQRT
+* ..
+* .. Save statement ..
+* SAVE FIRST, SAFMX2, SAFMIN, SAFMN2
+* ..
+* .. Data statements ..
+* DATA FIRST / .TRUE. /
+* ..
+* .. Executable Statements ..
+*
+* IF( FIRST ) THEN
+ SAFMIN = DLAMCH( 'S' )
+ EPS = DLAMCH( 'E' )
+ SAFMN2 = DLAMCH( 'B' )**INT( LOG( SAFMIN / EPS ) /
+ $ LOG( DLAMCH( 'B' ) ) / TWO )
+ SAFMX2 = ONE / SAFMN2
+* FIRST = .FALSE.
+* END IF
+ IF( G.EQ.ZERO ) THEN
+ CS = ONE
+ SN = ZERO
+ R = F
+ ELSE IF( F.EQ.ZERO ) THEN
+ CS = ZERO
+ SN = ONE
+ R = G
+ ELSE
+ F1 = F
+ G1 = G
+ SCALE = MAX( ABS( F1 ), ABS( G1 ) )
+ IF( SCALE.GE.SAFMX2 ) THEN
+ COUNT = 0
+ 10 CONTINUE
+ COUNT = COUNT + 1
+ F1 = F1*SAFMN2
+ G1 = G1*SAFMN2
+ SCALE = MAX( ABS( F1 ), ABS( G1 ) )
+ IF( SCALE.GE.SAFMX2 )
+ $ GO TO 10
+ R = SQRT( F1**2+G1**2 )
+ CS = F1 / R
+ SN = G1 / R
+ DO 20 I = 1, COUNT
+ R = R*SAFMX2
+ 20 CONTINUE
+ ELSE IF( SCALE.LE.SAFMN2 ) THEN
+ COUNT = 0
+ 30 CONTINUE
+ COUNT = COUNT + 1
+ F1 = F1*SAFMX2
+ G1 = G1*SAFMX2
+ SCALE = MAX( ABS( F1 ), ABS( G1 ) )
+ IF( SCALE.LE.SAFMN2 )
+ $ GO TO 30
+ R = SQRT( F1**2+G1**2 )
+ CS = F1 / R
+ SN = G1 / R
+ DO 40 I = 1, COUNT
+ R = R*SAFMN2
+ 40 CONTINUE
+ ELSE
+ R = SQRT( F1**2+G1**2 )
+ CS = F1 / R
+ SN = G1 / R
+ END IF
+ IF( ABS( F ).GT.ABS( G ) .AND. CS.LT.ZERO ) THEN
+ CS = -CS
+ SN = -SN
+ R = -R
+ END IF
+ END IF
+ RETURN
+*
+* End of DLARTG
+*
+ END
diff --git a/src/lib/lapack/dlarz.f b/src/lib/lapack/dlarz.f
new file mode 100644
index 00000000..b302fdc2
--- /dev/null
+++ b/src/lib/lapack/dlarz.f
@@ -0,0 +1,152 @@
+ SUBROUTINE DLARZ( SIDE, M, N, L, V, INCV, TAU, C, LDC, WORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER INCV, L, LDC, M, N
+ DOUBLE PRECISION TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARZ applies a real elementary reflector H to a real M-by-N
+* matrix C, from either the left or the right. H is represented in the
+* form
+*
+* H = I - tau * v * v'
+*
+* where tau is a real scalar and v is a real vector.
+*
+* If tau = 0, then H is taken to be the unit matrix.
+*
+*
+* H is a product of k elementary reflectors as returned by DTZRZF.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form H * C
+* = 'R': form C * H
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* L (input) INTEGER
+* The number of entries of the vector V containing
+* the meaningful part of the Householder vectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* V (input) DOUBLE PRECISION array, dimension (1+(L-1)*abs(INCV))
+* The vector v in the representation of H as returned by
+* DTZRZF. V is not used if TAU = 0.
+*
+* INCV (input) INTEGER
+* The increment between elements of v. INCV <> 0.
+*
+* TAU (input) DOUBLE PRECISION
+* The value tau in the representation of H.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by the matrix H * C if SIDE = 'L',
+* or C * H if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L'
+* or (M) if SIDE = 'R'
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMV, DGER
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w( 1:n ) = C( 1, 1:n )
+*
+ CALL DCOPY( N, C, LDC, WORK, 1 )
+*
+* w( 1:n ) = w( 1:n ) + C( m-l+1:m, 1:n )' * v( 1:l )
+*
+ CALL DGEMV( 'Transpose', L, N, ONE, C( M-L+1, 1 ), LDC, V,
+ $ INCV, ONE, WORK, 1 )
+*
+* C( 1, 1:n ) = C( 1, 1:n ) - tau * w( 1:n )
+*
+ CALL DAXPY( N, -TAU, WORK, 1, C, LDC )
+*
+* C( m-l+1:m, 1:n ) = C( m-l+1:m, 1:n ) - ...
+* tau * v( 1:l ) * w( 1:n )'
+*
+ CALL DGER( L, N, -TAU, V, INCV, WORK, 1, C( M-L+1, 1 ),
+ $ LDC )
+ END IF
+*
+ ELSE
+*
+* Form C * H
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w( 1:m ) = C( 1:m, 1 )
+*
+ CALL DCOPY( M, C, 1, WORK, 1 )
+*
+* w( 1:m ) = w( 1:m ) + C( 1:m, n-l+1:n, 1:n ) * v( 1:l )
+*
+ CALL DGEMV( 'No transpose', M, L, ONE, C( 1, N-L+1 ), LDC,
+ $ V, INCV, ONE, WORK, 1 )
+*
+* C( 1:m, 1 ) = C( 1:m, 1 ) - tau * w( 1:m )
+*
+ CALL DAXPY( M, -TAU, WORK, 1, C, 1 )
+*
+* C( 1:m, n-l+1:n ) = C( 1:m, n-l+1:n ) - ...
+* tau * w( 1:m ) * v( 1:l )'
+*
+ CALL DGER( M, L, -TAU, WORK, 1, V, INCV, C( 1, N-L+1 ),
+ $ LDC )
+*
+ END IF
+*
+ END IF
+*
+ RETURN
+*
+* End of DLARZ
+*
+ END
diff --git a/src/lib/lapack/dlarzb.f b/src/lib/lapack/dlarzb.f
new file mode 100644
index 00000000..ec59d8d5
--- /dev/null
+++ b/src/lib/lapack/dlarzb.f
@@ -0,0 +1,220 @@
+ SUBROUTINE DLARZB( SIDE, TRANS, DIRECT, STOREV, M, N, K, L, V,
+ $ LDV, T, LDT, C, LDC, WORK, LDWORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, SIDE, STOREV, TRANS
+ INTEGER K, L, LDC, LDT, LDV, LDWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), T( LDT, * ), V( LDV, * ),
+ $ WORK( LDWORK, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARZB applies a real block reflector H or its transpose H**T to
+* a real distributed M-by-N C from the left or the right.
+*
+* Currently, only STOREV = 'R' and DIRECT = 'B' are supported.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply H or H' from the Left
+* = 'R': apply H or H' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply H (No transpose)
+* = 'C': apply H' (Transpose)
+*
+* DIRECT (input) CHARACTER*1
+* Indicates how H is formed from a product of elementary
+* reflectors
+* = 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Indicates how the vectors which define the elementary
+* reflectors are stored:
+* = 'C': Columnwise (not supported yet)
+* = 'R': Rowwise
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* K (input) INTEGER
+* The order of the matrix T (= the number of elementary
+* reflectors whose product defines the block reflector).
+*
+* L (input) INTEGER
+* The number of columns of the matrix V containing the
+* meaningful part of the Householder reflectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* V (input) DOUBLE PRECISION array, dimension (LDV,NV).
+* If STOREV = 'C', NV = K; if STOREV = 'R', NV = L.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C', LDV >= L; if STOREV = 'R', LDV >= K.
+*
+* T (input) DOUBLE PRECISION array, dimension (LDT,K)
+* The triangular K-by-K matrix T in the representation of the
+* block reflector.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by H*C or H'*C or C*H or C*H'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,K)
+*
+* LDWORK (input) INTEGER
+* The leading dimension of the array WORK.
+* If SIDE = 'L', LDWORK >= max(1,N);
+* if SIDE = 'R', LDWORK >= max(1,M).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ CHARACTER TRANST
+ INTEGER I, INFO, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEMM, DTRMM, XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+* Check for currently supported options
+*
+ INFO = 0
+ IF( .NOT.LSAME( DIRECT, 'B' ) ) THEN
+ INFO = -3
+ ELSE IF( .NOT.LSAME( STOREV, 'R' ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLARZB', -INFO )
+ RETURN
+ END IF
+*
+ IF( LSAME( TRANS, 'N' ) ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C
+*
+* W( 1:n, 1:k ) = C( 1:k, 1:n )'
+*
+ DO 10 J = 1, K
+ CALL DCOPY( N, C( J, 1 ), LDC, WORK( 1, J ), 1 )
+ 10 CONTINUE
+*
+* W( 1:n, 1:k ) = W( 1:n, 1:k ) + ...
+* C( m-l+1:m, 1:n )' * V( 1:k, 1:l )'
+*
+ IF( L.GT.0 )
+ $ CALL DGEMM( 'Transpose', 'Transpose', N, K, L, ONE,
+ $ C( M-L+1, 1 ), LDC, V, LDV, ONE, WORK, LDWORK )
+*
+* W( 1:n, 1:k ) = W( 1:n, 1:k ) * T' or W( 1:m, 1:k ) * T
+*
+ CALL DTRMM( 'Right', 'Lower', TRANST, 'Non-unit', N, K, ONE, T,
+ $ LDT, WORK, LDWORK )
+*
+* C( 1:k, 1:n ) = C( 1:k, 1:n ) - W( 1:n, 1:k )'
+*
+ DO 30 J = 1, N
+ DO 20 I = 1, K
+ C( I, J ) = C( I, J ) - WORK( J, I )
+ 20 CONTINUE
+ 30 CONTINUE
+*
+* C( m-l+1:m, 1:n ) = C( m-l+1:m, 1:n ) - ...
+* V( 1:k, 1:l )' * W( 1:n, 1:k )'
+*
+ IF( L.GT.0 )
+ $ CALL DGEMM( 'Transpose', 'Transpose', L, N, K, -ONE, V, LDV,
+ $ WORK, LDWORK, ONE, C( M-L+1, 1 ), LDC )
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H'
+*
+* W( 1:m, 1:k ) = C( 1:m, 1:k )
+*
+ DO 40 J = 1, K
+ CALL DCOPY( M, C( 1, J ), 1, WORK( 1, J ), 1 )
+ 40 CONTINUE
+*
+* W( 1:m, 1:k ) = W( 1:m, 1:k ) + ...
+* C( 1:m, n-l+1:n ) * V( 1:k, 1:l )'
+*
+ IF( L.GT.0 )
+ $ CALL DGEMM( 'No transpose', 'Transpose', M, K, L, ONE,
+ $ C( 1, N-L+1 ), LDC, V, LDV, ONE, WORK, LDWORK )
+*
+* W( 1:m, 1:k ) = W( 1:m, 1:k ) * T or W( 1:m, 1:k ) * T'
+*
+ CALL DTRMM( 'Right', 'Lower', TRANS, 'Non-unit', M, K, ONE, T,
+ $ LDT, WORK, LDWORK )
+*
+* C( 1:m, 1:k ) = C( 1:m, 1:k ) - W( 1:m, 1:k )
+*
+ DO 60 J = 1, K
+ DO 50 I = 1, M
+ C( I, J ) = C( I, J ) - WORK( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+*
+* C( 1:m, n-l+1:n ) = C( 1:m, n-l+1:n ) - ...
+* W( 1:m, 1:k ) * V( 1:k, 1:l )
+*
+ IF( L.GT.0 )
+ $ CALL DGEMM( 'No transpose', 'No transpose', M, L, K, -ONE,
+ $ WORK, LDWORK, V, LDV, ONE, C( 1, N-L+1 ), LDC )
+*
+ END IF
+*
+ RETURN
+*
+* End of DLARZB
+*
+ END
diff --git a/src/lib/lapack/dlarzt.f b/src/lib/lapack/dlarzt.f
new file mode 100644
index 00000000..d79636e0
--- /dev/null
+++ b/src/lib/lapack/dlarzt.f
@@ -0,0 +1,184 @@
+ SUBROUTINE DLARZT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, STOREV
+ INTEGER K, LDT, LDV, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLARZT forms the triangular factor T of a real block reflector
+* H of order > n, which is defined as a product of k elementary
+* reflectors.
+*
+* If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
+*
+* If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
+*
+* If STOREV = 'C', the vector which defines the elementary reflector
+* H(i) is stored in the i-th column of the array V, and
+*
+* H = I - V * T * V'
+*
+* If STOREV = 'R', the vector which defines the elementary reflector
+* H(i) is stored in the i-th row of the array V, and
+*
+* H = I - V' * T * V
+*
+* Currently, only STOREV = 'R' and DIRECT = 'B' are supported.
+*
+* Arguments
+* =========
+*
+* DIRECT (input) CHARACTER*1
+* Specifies the order in which the elementary reflectors are
+* multiplied to form the block reflector:
+* = 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Specifies how the vectors which define the elementary
+* reflectors are stored (see also Further Details):
+* = 'C': columnwise (not supported yet)
+* = 'R': rowwise
+*
+* N (input) INTEGER
+* The order of the block reflector H. N >= 0.
+*
+* K (input) INTEGER
+* The order of the triangular factor T (= the number of
+* elementary reflectors). K >= 1.
+*
+* V (input/output) DOUBLE PRECISION array, dimension
+* (LDV,K) if STOREV = 'C'
+* (LDV,N) if STOREV = 'R'
+* The matrix V. See further details.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i).
+*
+* T (output) DOUBLE PRECISION array, dimension (LDT,K)
+* The k by k triangular factor T of the block reflector.
+* If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
+* lower triangular. The rest of the array is not used.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* The shape of the matrix V and the storage of the vectors which define
+* the H(i) is best illustrated by the following example with n = 5 and
+* k = 3. The elements equal to 1 are not stored; the corresponding
+* array elements are modified but restored on exit. The rest of the
+* array is not used.
+*
+* DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
+*
+* ______V_____
+* ( v1 v2 v3 ) / \
+* ( v1 v2 v3 ) ( v1 v1 v1 v1 v1 . . . . 1 )
+* V = ( v1 v2 v3 ) ( v2 v2 v2 v2 v2 . . . 1 )
+* ( v1 v2 v3 ) ( v3 v3 v3 v3 v3 . . 1 )
+* ( v1 v2 v3 )
+* . . .
+* . . .
+* 1 . .
+* 1 .
+* 1
+*
+* DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
+*
+* ______V_____
+* 1 / \
+* . 1 ( 1 . . . . v1 v1 v1 v1 v1 )
+* . . 1 ( . 1 . . . v2 v2 v2 v2 v2 )
+* . . . ( . . 1 . . v3 v3 v3 v3 v3 )
+* . . .
+* ( v1 v2 v3 )
+* ( v1 v2 v3 )
+* V = ( v1 v2 v3 )
+* ( v1 v2 v3 )
+* ( v1 v2 v3 )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DTRMV, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+* Check for currently supported options
+*
+ INFO = 0
+ IF( .NOT.LSAME( DIRECT, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( STOREV, 'R' ) ) THEN
+ INFO = -2
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLARZT', -INFO )
+ RETURN
+ END IF
+*
+ DO 20 I = K, 1, -1
+ IF( TAU( I ).EQ.ZERO ) THEN
+*
+* H(i) = I
+*
+ DO 10 J = I, K
+ T( J, I ) = ZERO
+ 10 CONTINUE
+ ELSE
+*
+* general case
+*
+ IF( I.LT.K ) THEN
+*
+* T(i+1:k,i) = - tau(i) * V(i+1:k,1:n) * V(i,1:n)'
+*
+ CALL DGEMV( 'No transpose', K-I, N, -TAU( I ),
+ $ V( I+1, 1 ), LDV, V( I, 1 ), LDV, ZERO,
+ $ T( I+1, I ), 1 )
+*
+* T(i+1:k,i) = T(i+1:k,i+1:k) * T(i+1:k,i)
+*
+ CALL DTRMV( 'Lower', 'No transpose', 'Non-unit', K-I,
+ $ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
+ END IF
+ T( I, I ) = TAU( I )
+ END IF
+ 20 CONTINUE
+ RETURN
+*
+* End of DLARZT
+*
+ END
diff --git a/src/lib/lapack/dlas2.f b/src/lib/lapack/dlas2.f
new file mode 100644
index 00000000..e100a4d8
--- /dev/null
+++ b/src/lib/lapack/dlas2.f
@@ -0,0 +1,121 @@
+ SUBROUTINE DLAS2( F, G, H, SSMIN, SSMAX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION F, G, H, SSMAX, SSMIN
+* ..
+*
+* Purpose
+* =======
+*
+* DLAS2 computes the singular values of the 2-by-2 matrix
+* [ F G ]
+* [ 0 H ].
+* On return, SSMIN is the smaller singular value and SSMAX is the
+* larger singular value.
+*
+* Arguments
+* =========
+*
+* F (input) DOUBLE PRECISION
+* The (1,1) element of the 2-by-2 matrix.
+*
+* G (input) DOUBLE PRECISION
+* The (1,2) element of the 2-by-2 matrix.
+*
+* H (input) DOUBLE PRECISION
+* The (2,2) element of the 2-by-2 matrix.
+*
+* SSMIN (output) DOUBLE PRECISION
+* The smaller singular value.
+*
+* SSMAX (output) DOUBLE PRECISION
+* The larger singular value.
+*
+* Further Details
+* ===============
+*
+* Barring over/underflow, all output quantities are correct to within
+* a few units in the last place (ulps), even in the absence of a guard
+* digit in addition/subtraction.
+*
+* In IEEE arithmetic, the code works correctly if one matrix element is
+* infinite.
+*
+* Overflow will not occur unless the largest singular value itself
+* overflows, or is within a few ulps of overflow. (On machines with
+* partial overflow, like the Cray, overflow may occur if the largest
+* singular value is within a factor of 2 of overflow.)
+*
+* Underflow is harmless if underflow is gradual. Otherwise, results
+* may correspond to a matrix modified by perturbations of size near
+* the underflow threshold.
+*
+* ====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION AS, AT, AU, C, FA, FHMN, FHMX, GA, HA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ FA = ABS( F )
+ GA = ABS( G )
+ HA = ABS( H )
+ FHMN = MIN( FA, HA )
+ FHMX = MAX( FA, HA )
+ IF( FHMN.EQ.ZERO ) THEN
+ SSMIN = ZERO
+ IF( FHMX.EQ.ZERO ) THEN
+ SSMAX = GA
+ ELSE
+ SSMAX = MAX( FHMX, GA )*SQRT( ONE+
+ $ ( MIN( FHMX, GA ) / MAX( FHMX, GA ) )**2 )
+ END IF
+ ELSE
+ IF( GA.LT.FHMX ) THEN
+ AS = ONE + FHMN / FHMX
+ AT = ( FHMX-FHMN ) / FHMX
+ AU = ( GA / FHMX )**2
+ C = TWO / ( SQRT( AS*AS+AU )+SQRT( AT*AT+AU ) )
+ SSMIN = FHMN*C
+ SSMAX = FHMX / C
+ ELSE
+ AU = FHMX / GA
+ IF( AU.EQ.ZERO ) THEN
+*
+* Avoid possible harmful underflow if exponent range
+* asymmetric (true SSMIN may not underflow even if
+* AU underflows)
+*
+ SSMIN = ( FHMN*FHMX ) / GA
+ SSMAX = GA
+ ELSE
+ AS = ONE + FHMN / FHMX
+ AT = ( FHMX-FHMN ) / FHMX
+ C = ONE / ( SQRT( ONE+( AS*AU )**2 )+
+ $ SQRT( ONE+( AT*AU )**2 ) )
+ SSMIN = ( FHMN*C )*AU
+ SSMIN = SSMIN + SSMIN
+ SSMAX = GA / ( C+C )
+ END IF
+ END IF
+ END IF
+ RETURN
+*
+* End of DLAS2
+*
+ END
diff --git a/src/lib/lapack/dlascl.f b/src/lib/lapack/dlascl.f
new file mode 100644
index 00000000..7a7a78fd
--- /dev/null
+++ b/src/lib/lapack/dlascl.f
@@ -0,0 +1,267 @@
+ SUBROUTINE DLASCL( TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TYPE
+ INTEGER INFO, KL, KU, LDA, M, N
+ DOUBLE PRECISION CFROM, CTO
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASCL multiplies the M by N real matrix A by the real scalar
+* CTO/CFROM. This is done without over/underflow as long as the final
+* result CTO*A(I,J)/CFROM does not over/underflow. TYPE specifies that
+* A may be full, upper triangular, lower triangular, upper Hessenberg,
+* or banded.
+*
+* Arguments
+* =========
+*
+* TYPE (input) CHARACTER*1
+* TYPE indices the storage type of the input matrix.
+* = 'G': A is a full matrix.
+* = 'L': A is a lower triangular matrix.
+* = 'U': A is an upper triangular matrix.
+* = 'H': A is an upper Hessenberg matrix.
+* = 'B': A is a symmetric band matrix with lower bandwidth KL
+* and upper bandwidth KU and with the only the lower
+* half stored.
+* = 'Q': A is a symmetric band matrix with lower bandwidth KL
+* and upper bandwidth KU and with the only the upper
+* half stored.
+* = 'Z': A is a band matrix with lower bandwidth KL and upper
+* bandwidth KU.
+*
+* KL (input) INTEGER
+* The lower bandwidth of A. Referenced only if TYPE = 'B',
+* 'Q' or 'Z'.
+*
+* KU (input) INTEGER
+* The upper bandwidth of A. Referenced only if TYPE = 'B',
+* 'Q' or 'Z'.
+*
+* CFROM (input) DOUBLE PRECISION
+* CTO (input) DOUBLE PRECISION
+* The matrix A is multiplied by CTO/CFROM. A(I,J) is computed
+* without over/underflow if the final result CTO*A(I,J)/CFROM
+* can be represented without over/underflow. CFROM must be
+* nonzero.
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* The matrix to be multiplied by CTO/CFROM. See TYPE for the
+* storage type.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* INFO (output) INTEGER
+* 0 - successful exit
+* <0 - if INFO = -i, the i-th argument had an illegal value.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL DONE
+ INTEGER I, ITYPE, J, K1, K2, K3, K4
+ DOUBLE PRECISION BIGNUM, CFROM1, CFROMC, CTO1, CTOC, MUL, SMLNUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+*
+ IF( LSAME( TYPE, 'G' ) ) THEN
+ ITYPE = 0
+ ELSE IF( LSAME( TYPE, 'L' ) ) THEN
+ ITYPE = 1
+ ELSE IF( LSAME( TYPE, 'U' ) ) THEN
+ ITYPE = 2
+ ELSE IF( LSAME( TYPE, 'H' ) ) THEN
+ ITYPE = 3
+ ELSE IF( LSAME( TYPE, 'B' ) ) THEN
+ ITYPE = 4
+ ELSE IF( LSAME( TYPE, 'Q' ) ) THEN
+ ITYPE = 5
+ ELSE IF( LSAME( TYPE, 'Z' ) ) THEN
+ ITYPE = 6
+ ELSE
+ ITYPE = -1
+ END IF
+*
+ IF( ITYPE.EQ.-1 ) THEN
+ INFO = -1
+ ELSE IF( CFROM.EQ.ZERO ) THEN
+ INFO = -4
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -6
+ ELSE IF( N.LT.0 .OR. ( ITYPE.EQ.4 .AND. N.NE.M ) .OR.
+ $ ( ITYPE.EQ.5 .AND. N.NE.M ) ) THEN
+ INFO = -7
+ ELSE IF( ITYPE.LE.3 .AND. LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -9
+ ELSE IF( ITYPE.GE.4 ) THEN
+ IF( KL.LT.0 .OR. KL.GT.MAX( M-1, 0 ) ) THEN
+ INFO = -2
+ ELSE IF( KU.LT.0 .OR. KU.GT.MAX( N-1, 0 ) .OR.
+ $ ( ( ITYPE.EQ.4 .OR. ITYPE.EQ.5 ) .AND. KL.NE.KU ) )
+ $ THEN
+ INFO = -3
+ ELSE IF( ( ITYPE.EQ.4 .AND. LDA.LT.KL+1 ) .OR.
+ $ ( ITYPE.EQ.5 .AND. LDA.LT.KU+1 ) .OR.
+ $ ( ITYPE.EQ.6 .AND. LDA.LT.2*KL+KU+1 ) ) THEN
+ INFO = -9
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLASCL', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. M.EQ.0 )
+ $ RETURN
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+*
+ CFROMC = CFROM
+ CTOC = CTO
+*
+ 10 CONTINUE
+ CFROM1 = CFROMC*SMLNUM
+ CTO1 = CTOC / BIGNUM
+ IF( ABS( CFROM1 ).GT.ABS( CTOC ) .AND. CTOC.NE.ZERO ) THEN
+ MUL = SMLNUM
+ DONE = .FALSE.
+ CFROMC = CFROM1
+ ELSE IF( ABS( CTO1 ).GT.ABS( CFROMC ) ) THEN
+ MUL = BIGNUM
+ DONE = .FALSE.
+ CTOC = CTO1
+ ELSE
+ MUL = CTOC / CFROMC
+ DONE = .TRUE.
+ END IF
+*
+ IF( ITYPE.EQ.0 ) THEN
+*
+* Full matrix
+*
+ DO 30 J = 1, N
+ DO 20 I = 1, M
+ A( I, J ) = A( I, J )*MUL
+ 20 CONTINUE
+ 30 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.1 ) THEN
+*
+* Lower triangular matrix
+*
+ DO 50 J = 1, N
+ DO 40 I = J, M
+ A( I, J ) = A( I, J )*MUL
+ 40 CONTINUE
+ 50 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.2 ) THEN
+*
+* Upper triangular matrix
+*
+ DO 70 J = 1, N
+ DO 60 I = 1, MIN( J, M )
+ A( I, J ) = A( I, J )*MUL
+ 60 CONTINUE
+ 70 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.3 ) THEN
+*
+* Upper Hessenberg matrix
+*
+ DO 90 J = 1, N
+ DO 80 I = 1, MIN( J+1, M )
+ A( I, J ) = A( I, J )*MUL
+ 80 CONTINUE
+ 90 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.4 ) THEN
+*
+* Lower half of a symmetric band matrix
+*
+ K3 = KL + 1
+ K4 = N + 1
+ DO 110 J = 1, N
+ DO 100 I = 1, MIN( K3, K4-J )
+ A( I, J ) = A( I, J )*MUL
+ 100 CONTINUE
+ 110 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.5 ) THEN
+*
+* Upper half of a symmetric band matrix
+*
+ K1 = KU + 2
+ K3 = KU + 1
+ DO 130 J = 1, N
+ DO 120 I = MAX( K1-J, 1 ), K3
+ A( I, J ) = A( I, J )*MUL
+ 120 CONTINUE
+ 130 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.6 ) THEN
+*
+* Band matrix
+*
+ K1 = KL + KU + 2
+ K2 = KL + 1
+ K3 = 2*KL + KU + 1
+ K4 = KL + KU + 1 + M
+ DO 150 J = 1, N
+ DO 140 I = MAX( K1-J, K2 ), MIN( K3, K4-J )
+ A( I, J ) = A( I, J )*MUL
+ 140 CONTINUE
+ 150 CONTINUE
+*
+ END IF
+*
+ IF( .NOT.DONE )
+ $ GO TO 10
+*
+ RETURN
+*
+* End of DLASCL
+*
+ END
diff --git a/src/lib/lapack/dlaset.f b/src/lib/lapack/dlaset.f
new file mode 100644
index 00000000..fc7bc2f5
--- /dev/null
+++ b/src/lib/lapack/dlaset.f
@@ -0,0 +1,114 @@
+ SUBROUTINE DLASET( UPLO, M, N, ALPHA, BETA, A, LDA )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDA, M, N
+ DOUBLE PRECISION ALPHA, BETA
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASET initializes an m-by-n matrix A to BETA on the diagonal and
+* ALPHA on the offdiagonals.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies the part of the matrix A to be set.
+* = 'U': Upper triangular part is set; the strictly lower
+* triangular part of A is not changed.
+* = 'L': Lower triangular part is set; the strictly upper
+* triangular part of A is not changed.
+* Otherwise: All of the matrix A is set.
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* ALPHA (input) DOUBLE PRECISION
+* The constant to which the offdiagonal elements are to be set.
+*
+* BETA (input) DOUBLE PRECISION
+* The constant to which the diagonal elements are to be set.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On exit, the leading m-by-n submatrix of A is set as follows:
+*
+* if UPLO = 'U', A(i,j) = ALPHA, 1<=i<=j-1, 1<=j<=n,
+* if UPLO = 'L', A(i,j) = ALPHA, j+1<=i<=m, 1<=j<=n,
+* otherwise, A(i,j) = ALPHA, 1<=i<=m, 1<=j<=n, i.ne.j,
+*
+* and, for all UPLO, A(i,i) = BETA, 1<=i<=min(m,n).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+*
+* Set the strictly upper triangular or trapezoidal part of the
+* array to ALPHA.
+*
+ DO 20 J = 2, N
+ DO 10 I = 1, MIN( J-1, M )
+ A( I, J ) = ALPHA
+ 10 CONTINUE
+ 20 CONTINUE
+*
+ ELSE IF( LSAME( UPLO, 'L' ) ) THEN
+*
+* Set the strictly lower triangular or trapezoidal part of the
+* array to ALPHA.
+*
+ DO 40 J = 1, MIN( M, N )
+ DO 30 I = J + 1, M
+ A( I, J ) = ALPHA
+ 30 CONTINUE
+ 40 CONTINUE
+*
+ ELSE
+*
+* Set the leading m-by-n submatrix to ALPHA.
+*
+ DO 60 J = 1, N
+ DO 50 I = 1, M
+ A( I, J ) = ALPHA
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+* Set the first min(M,N) diagonal elements to BETA.
+*
+ DO 70 I = 1, MIN( M, N )
+ A( I, I ) = BETA
+ 70 CONTINUE
+*
+ RETURN
+*
+* End of DLASET
+*
+ END
diff --git a/src/lib/lapack/dlasq1.f b/src/lib/lapack/dlasq1.f
new file mode 100644
index 00000000..6f4c3413
--- /dev/null
+++ b/src/lib/lapack/dlasq1.f
@@ -0,0 +1,148 @@
+ SUBROUTINE DLASQ1( N, D, E, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASQ1 computes the singular values of a real N-by-N bidiagonal
+* matrix with diagonal D and off-diagonal E. The singular values
+* are computed to high relative accuracy, in the absence of
+* denormalization, underflow and overflow. The algorithm was first
+* presented in
+*
+* "Accurate singular values and differential qd algorithms" by K. V.
+* Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
+* 1994,
+*
+* and the present implementation is described in "An implementation of
+* the dqds Algorithm (Positive Case)", LAPACK Working Note.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of rows and columns in the matrix. N >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, D contains the diagonal elements of the
+* bidiagonal matrix whose SVD is desired. On normal exit,
+* D contains the singular values in decreasing order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, elements E(1:N-1) contain the off-diagonal elements
+* of the bidiagonal matrix whose SVD is desired.
+* On exit, E is overwritten.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: the algorithm failed
+* = 1, a split was marked by a positive value in E
+* = 2, current block of Z not diagonalized after 30*N
+* iterations (in inner while loop)
+* = 3, termination criterion of outer while loop not met
+* (program created more than N unreduced blocks)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IINFO
+ DOUBLE PRECISION EPS, SCALE, SAFMIN, SIGMN, SIGMX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DLAS2, DLASCL, DLASQ2, DLASRT, XERBLA
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -2
+ CALL XERBLA( 'DLASQ1', -INFO )
+ RETURN
+ ELSE IF( N.EQ.0 ) THEN
+ RETURN
+ ELSE IF( N.EQ.1 ) THEN
+ D( 1 ) = ABS( D( 1 ) )
+ RETURN
+ ELSE IF( N.EQ.2 ) THEN
+ CALL DLAS2( D( 1 ), E( 1 ), D( 2 ), SIGMN, SIGMX )
+ D( 1 ) = SIGMX
+ D( 2 ) = SIGMN
+ RETURN
+ END IF
+*
+* Estimate the largest singular value.
+*
+ SIGMX = ZERO
+ DO 10 I = 1, N - 1
+ D( I ) = ABS( D( I ) )
+ SIGMX = MAX( SIGMX, ABS( E( I ) ) )
+ 10 CONTINUE
+ D( N ) = ABS( D( N ) )
+*
+* Early return if SIGMX is zero (matrix is already diagonal).
+*
+ IF( SIGMX.EQ.ZERO ) THEN
+ CALL DLASRT( 'D', N, D, IINFO )
+ RETURN
+ END IF
+*
+ DO 20 I = 1, N
+ SIGMX = MAX( SIGMX, D( I ) )
+ 20 CONTINUE
+*
+* Copy D and E into WORK (in the Z format) and scale (squaring the
+* input data makes scaling by a power of the radix pointless).
+*
+ EPS = DLAMCH( 'Precision' )
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ SCALE = SQRT( EPS / SAFMIN )
+ CALL DCOPY( N, D, 1, WORK( 1 ), 2 )
+ CALL DCOPY( N-1, E, 1, WORK( 2 ), 2 )
+ CALL DLASCL( 'G', 0, 0, SIGMX, SCALE, 2*N-1, 1, WORK, 2*N-1,
+ $ IINFO )
+*
+* Compute the q's and e's.
+*
+ DO 30 I = 1, 2*N - 1
+ WORK( I ) = WORK( I )**2
+ 30 CONTINUE
+ WORK( 2*N ) = ZERO
+*
+ CALL DLASQ2( N, WORK, INFO )
+*
+ IF( INFO.EQ.0 ) THEN
+ DO 40 I = 1, N
+ D( I ) = SQRT( WORK( I ) )
+ 40 CONTINUE
+ CALL DLASCL( 'G', 0, 0, SCALE, SIGMX, N, 1, D, N, IINFO )
+ END IF
+*
+ RETURN
+*
+* End of DLASQ1
+*
+ END
diff --git a/src/lib/lapack/dlasq2.f b/src/lib/lapack/dlasq2.f
new file mode 100644
index 00000000..b6b79aeb
--- /dev/null
+++ b/src/lib/lapack/dlasq2.f
@@ -0,0 +1,448 @@
+ SUBROUTINE DLASQ2( N, Z, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLAZQ3 in place of DLASQ3, 13 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASQ2 computes all the eigenvalues of the symmetric positive
+* definite tridiagonal matrix associated with the qd array Z to high
+* relative accuracy are computed to high relative accuracy, in the
+* absence of denormalization, underflow and overflow.
+*
+* To see the relation of Z to the tridiagonal matrix, let L be a
+* unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and
+* let U be an upper bidiagonal matrix with 1's above and diagonal
+* Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the
+* symmetric tridiagonal to which it is similar.
+*
+* Note : DLASQ2 defines a logical variable, IEEE, which is true
+* on machines which follow ieee-754 floating-point standard in their
+* handling of infinities and NaNs, and false otherwise. This variable
+* is passed to DLAZQ3.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of rows and columns in the matrix. N >= 0.
+*
+* Z (workspace) DOUBLE PRECISION array, dimension ( 4*N )
+* On entry Z holds the qd array. On exit, entries 1 to N hold
+* the eigenvalues in decreasing order, Z( 2*N+1 ) holds the
+* trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If
+* N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 )
+* holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of
+* shifts that failed.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if the i-th argument is a scalar and had an illegal
+* value, then INFO = -i, if the i-th argument is an
+* array and the j-entry had an illegal value, then
+* INFO = -(i*100+j)
+* > 0: the algorithm failed
+* = 1, a split was marked by a positive value in E
+* = 2, current block of Z not diagonalized after 30*N
+* iterations (in inner while loop)
+* = 3, termination criterion of outer while loop not met
+* (program created more than N unreduced blocks)
+*
+* Further Details
+* ===============
+* Local Variables: I0:N0 defines a current unreduced segment of Z.
+* The shifts are accumulated in SIGMA. Iteration count is in ITER.
+* Ping-pong is controlled by PP (alternates between 0 and 1).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION CBIAS
+ PARAMETER ( CBIAS = 1.50D0 )
+ DOUBLE PRECISION ZERO, HALF, ONE, TWO, FOUR, HUNDRD
+ PARAMETER ( ZERO = 0.0D0, HALF = 0.5D0, ONE = 1.0D0,
+ $ TWO = 2.0D0, FOUR = 4.0D0, HUNDRD = 100.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL IEEE
+ INTEGER I0, I4, IINFO, IPN4, ITER, IWHILA, IWHILB, K,
+ $ N0, NBIG, NDIV, NFAIL, PP, SPLT, TTYPE
+ DOUBLE PRECISION D, DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, E,
+ $ EMAX, EMIN, EPS, OLDEMN, QMAX, QMIN, S, SAFMIN,
+ $ SIGMA, T, TAU, TEMP, TOL, TOL2, TRACE, ZMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAZQ3, DLASRT, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH, ILAENV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments.
+* (in case DLASQ2 is not called by DLASQ1)
+*
+ INFO = 0
+ EPS = DLAMCH( 'Precision' )
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ TOL = EPS*HUNDRD
+ TOL2 = TOL**2
+*
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ CALL XERBLA( 'DLASQ2', 1 )
+ RETURN
+ ELSE IF( N.EQ.0 ) THEN
+ RETURN
+ ELSE IF( N.EQ.1 ) THEN
+*
+* 1-by-1 case.
+*
+ IF( Z( 1 ).LT.ZERO ) THEN
+ INFO = -201
+ CALL XERBLA( 'DLASQ2', 2 )
+ END IF
+ RETURN
+ ELSE IF( N.EQ.2 ) THEN
+*
+* 2-by-2 case.
+*
+ IF( Z( 2 ).LT.ZERO .OR. Z( 3 ).LT.ZERO ) THEN
+ INFO = -2
+ CALL XERBLA( 'DLASQ2', 2 )
+ RETURN
+ ELSE IF( Z( 3 ).GT.Z( 1 ) ) THEN
+ D = Z( 3 )
+ Z( 3 ) = Z( 1 )
+ Z( 1 ) = D
+ END IF
+ Z( 5 ) = Z( 1 ) + Z( 2 ) + Z( 3 )
+ IF( Z( 2 ).GT.Z( 3 )*TOL2 ) THEN
+ T = HALF*( ( Z( 1 )-Z( 3 ) )+Z( 2 ) )
+ S = Z( 3 )*( Z( 2 ) / T )
+ IF( S.LE.T ) THEN
+ S = Z( 3 )*( Z( 2 ) / ( T*( ONE+SQRT( ONE+S / T ) ) ) )
+ ELSE
+ S = Z( 3 )*( Z( 2 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
+ END IF
+ T = Z( 1 ) + ( S+Z( 2 ) )
+ Z( 3 ) = Z( 3 )*( Z( 1 ) / T )
+ Z( 1 ) = T
+ END IF
+ Z( 2 ) = Z( 3 )
+ Z( 6 ) = Z( 2 ) + Z( 1 )
+ RETURN
+ END IF
+*
+* Check for negative data and compute sums of q's and e's.
+*
+ Z( 2*N ) = ZERO
+ EMIN = Z( 2 )
+ QMAX = ZERO
+ ZMAX = ZERO
+ D = ZERO
+ E = ZERO
+*
+ DO 10 K = 1, 2*( N-1 ), 2
+ IF( Z( K ).LT.ZERO ) THEN
+ INFO = -( 200+K )
+ CALL XERBLA( 'DLASQ2', 2 )
+ RETURN
+ ELSE IF( Z( K+1 ).LT.ZERO ) THEN
+ INFO = -( 200+K+1 )
+ CALL XERBLA( 'DLASQ2', 2 )
+ RETURN
+ END IF
+ D = D + Z( K )
+ E = E + Z( K+1 )
+ QMAX = MAX( QMAX, Z( K ) )
+ EMIN = MIN( EMIN, Z( K+1 ) )
+ ZMAX = MAX( QMAX, ZMAX, Z( K+1 ) )
+ 10 CONTINUE
+ IF( Z( 2*N-1 ).LT.ZERO ) THEN
+ INFO = -( 200+2*N-1 )
+ CALL XERBLA( 'DLASQ2', 2 )
+ RETURN
+ END IF
+ D = D + Z( 2*N-1 )
+ QMAX = MAX( QMAX, Z( 2*N-1 ) )
+ ZMAX = MAX( QMAX, ZMAX )
+*
+* Check for diagonality.
+*
+ IF( E.EQ.ZERO ) THEN
+ DO 20 K = 2, N
+ Z( K ) = Z( 2*K-1 )
+ 20 CONTINUE
+ CALL DLASRT( 'D', N, Z, IINFO )
+ Z( 2*N-1 ) = D
+ RETURN
+ END IF
+*
+ TRACE = D + E
+*
+* Check for zero data.
+*
+ IF( TRACE.EQ.ZERO ) THEN
+ Z( 2*N-1 ) = ZERO
+ RETURN
+ END IF
+*
+* Check whether the machine is IEEE conformable.
+*
+ IEEE = ILAENV( 10, 'DLASQ2', 'N', 1, 2, 3, 4 ).EQ.1 .AND.
+ $ ILAENV( 11, 'DLASQ2', 'N', 1, 2, 3, 4 ).EQ.1
+*
+* Rearrange data for locality: Z=(q1,qq1,e1,ee1,q2,qq2,e2,ee2,...).
+*
+ DO 30 K = 2*N, 2, -2
+ Z( 2*K ) = ZERO
+ Z( 2*K-1 ) = Z( K )
+ Z( 2*K-2 ) = ZERO
+ Z( 2*K-3 ) = Z( K-1 )
+ 30 CONTINUE
+*
+ I0 = 1
+ N0 = N
+*
+* Reverse the qd-array, if warranted.
+*
+ IF( CBIAS*Z( 4*I0-3 ).LT.Z( 4*N0-3 ) ) THEN
+ IPN4 = 4*( I0+N0 )
+ DO 40 I4 = 4*I0, 2*( I0+N0-1 ), 4
+ TEMP = Z( I4-3 )
+ Z( I4-3 ) = Z( IPN4-I4-3 )
+ Z( IPN4-I4-3 ) = TEMP
+ TEMP = Z( I4-1 )
+ Z( I4-1 ) = Z( IPN4-I4-5 )
+ Z( IPN4-I4-5 ) = TEMP
+ 40 CONTINUE
+ END IF
+*
+* Initial split checking via dqd and Li's test.
+*
+ PP = 0
+*
+ DO 80 K = 1, 2
+*
+ D = Z( 4*N0+PP-3 )
+ DO 50 I4 = 4*( N0-1 ) + PP, 4*I0 + PP, -4
+ IF( Z( I4-1 ).LE.TOL2*D ) THEN
+ Z( I4-1 ) = -ZERO
+ D = Z( I4-3 )
+ ELSE
+ D = Z( I4-3 )*( D / ( D+Z( I4-1 ) ) )
+ END IF
+ 50 CONTINUE
+*
+* dqd maps Z to ZZ plus Li's test.
+*
+ EMIN = Z( 4*I0+PP+1 )
+ D = Z( 4*I0+PP-3 )
+ DO 60 I4 = 4*I0 + PP, 4*( N0-1 ) + PP, 4
+ Z( I4-2*PP-2 ) = D + Z( I4-1 )
+ IF( Z( I4-1 ).LE.TOL2*D ) THEN
+ Z( I4-1 ) = -ZERO
+ Z( I4-2*PP-2 ) = D
+ Z( I4-2*PP ) = ZERO
+ D = Z( I4+1 )
+ ELSE IF( SAFMIN*Z( I4+1 ).LT.Z( I4-2*PP-2 ) .AND.
+ $ SAFMIN*Z( I4-2*PP-2 ).LT.Z( I4+1 ) ) THEN
+ TEMP = Z( I4+1 ) / Z( I4-2*PP-2 )
+ Z( I4-2*PP ) = Z( I4-1 )*TEMP
+ D = D*TEMP
+ ELSE
+ Z( I4-2*PP ) = Z( I4+1 )*( Z( I4-1 ) / Z( I4-2*PP-2 ) )
+ D = Z( I4+1 )*( D / Z( I4-2*PP-2 ) )
+ END IF
+ EMIN = MIN( EMIN, Z( I4-2*PP ) )
+ 60 CONTINUE
+ Z( 4*N0-PP-2 ) = D
+*
+* Now find qmax.
+*
+ QMAX = Z( 4*I0-PP-2 )
+ DO 70 I4 = 4*I0 - PP + 2, 4*N0 - PP - 2, 4
+ QMAX = MAX( QMAX, Z( I4 ) )
+ 70 CONTINUE
+*
+* Prepare for the next iteration on K.
+*
+ PP = 1 - PP
+ 80 CONTINUE
+*
+* Initialise variables to pass to DLAZQ3
+*
+ TTYPE = 0
+ DMIN1 = ZERO
+ DMIN2 = ZERO
+ DN = ZERO
+ DN1 = ZERO
+ DN2 = ZERO
+ TAU = ZERO
+*
+ ITER = 2
+ NFAIL = 0
+ NDIV = 2*( N0-I0 )
+*
+ DO 140 IWHILA = 1, N + 1
+ IF( N0.LT.1 )
+ $ GO TO 150
+*
+* While array unfinished do
+*
+* E(N0) holds the value of SIGMA when submatrix in I0:N0
+* splits from the rest of the array, but is negated.
+*
+ DESIG = ZERO
+ IF( N0.EQ.N ) THEN
+ SIGMA = ZERO
+ ELSE
+ SIGMA = -Z( 4*N0-1 )
+ END IF
+ IF( SIGMA.LT.ZERO ) THEN
+ INFO = 1
+ RETURN
+ END IF
+*
+* Find last unreduced submatrix's top index I0, find QMAX and
+* EMIN. Find Gershgorin-type bound if Q's much greater than E's.
+*
+ EMAX = ZERO
+ IF( N0.GT.I0 ) THEN
+ EMIN = ABS( Z( 4*N0-5 ) )
+ ELSE
+ EMIN = ZERO
+ END IF
+ QMIN = Z( 4*N0-3 )
+ QMAX = QMIN
+ DO 90 I4 = 4*N0, 8, -4
+ IF( Z( I4-5 ).LE.ZERO )
+ $ GO TO 100
+ IF( QMIN.GE.FOUR*EMAX ) THEN
+ QMIN = MIN( QMIN, Z( I4-3 ) )
+ EMAX = MAX( EMAX, Z( I4-5 ) )
+ END IF
+ QMAX = MAX( QMAX, Z( I4-7 )+Z( I4-5 ) )
+ EMIN = MIN( EMIN, Z( I4-5 ) )
+ 90 CONTINUE
+ I4 = 4
+*
+ 100 CONTINUE
+ I0 = I4 / 4
+*
+* Store EMIN for passing to DLAZQ3.
+*
+ Z( 4*N0-1 ) = EMIN
+*
+* Put -(initial shift) into DMIN.
+*
+ DMIN = -MAX( ZERO, QMIN-TWO*SQRT( QMIN )*SQRT( EMAX ) )
+*
+* Now I0:N0 is unreduced. PP = 0 for ping, PP = 1 for pong.
+*
+ PP = 0
+*
+ NBIG = 30*( N0-I0+1 )
+ DO 120 IWHILB = 1, NBIG
+ IF( I0.GT.N0 )
+ $ GO TO 130
+*
+* While submatrix unfinished take a good dqds step.
+*
+ CALL DLAZQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
+ $ ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
+ $ DN2, TAU )
+*
+ PP = 1 - PP
+*
+* When EMIN is very small check for splits.
+*
+ IF( PP.EQ.0 .AND. N0-I0.GE.3 ) THEN
+ IF( Z( 4*N0 ).LE.TOL2*QMAX .OR.
+ $ Z( 4*N0-1 ).LE.TOL2*SIGMA ) THEN
+ SPLT = I0 - 1
+ QMAX = Z( 4*I0-3 )
+ EMIN = Z( 4*I0-1 )
+ OLDEMN = Z( 4*I0 )
+ DO 110 I4 = 4*I0, 4*( N0-3 ), 4
+ IF( Z( I4 ).LE.TOL2*Z( I4-3 ) .OR.
+ $ Z( I4-1 ).LE.TOL2*SIGMA ) THEN
+ Z( I4-1 ) = -SIGMA
+ SPLT = I4 / 4
+ QMAX = ZERO
+ EMIN = Z( I4+3 )
+ OLDEMN = Z( I4+4 )
+ ELSE
+ QMAX = MAX( QMAX, Z( I4+1 ) )
+ EMIN = MIN( EMIN, Z( I4-1 ) )
+ OLDEMN = MIN( OLDEMN, Z( I4 ) )
+ END IF
+ 110 CONTINUE
+ Z( 4*N0-1 ) = EMIN
+ Z( 4*N0 ) = OLDEMN
+ I0 = SPLT + 1
+ END IF
+ END IF
+*
+ 120 CONTINUE
+*
+ INFO = 2
+ RETURN
+*
+* end IWHILB
+*
+ 130 CONTINUE
+*
+ 140 CONTINUE
+*
+ INFO = 3
+ RETURN
+*
+* end IWHILA
+*
+ 150 CONTINUE
+*
+* Move q's to the front.
+*
+ DO 160 K = 2, N
+ Z( K ) = Z( 4*K-3 )
+ 160 CONTINUE
+*
+* Sort and compute sum of eigenvalues.
+*
+ CALL DLASRT( 'D', N, Z, IINFO )
+*
+ E = ZERO
+ DO 170 K = N, 1, -1
+ E = E + Z( K )
+ 170 CONTINUE
+*
+* Store trace, sum(eigenvalues) and information on performance.
+*
+ Z( 2*N+1 ) = TRACE
+ Z( 2*N+2 ) = E
+ Z( 2*N+3 ) = DBLE( ITER )
+ Z( 2*N+4 ) = DBLE( NDIV ) / DBLE( N**2 )
+ Z( 2*N+5 ) = HUNDRD*NFAIL / DBLE( ITER )
+ RETURN
+*
+* End of DLASQ2
+*
+ END
diff --git a/src/lib/lapack/dlasq3.f b/src/lib/lapack/dlasq3.f
new file mode 100644
index 00000000..ce4055d8
--- /dev/null
+++ b/src/lib/lapack/dlasq3.f
@@ -0,0 +1,295 @@
+ SUBROUTINE DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
+ $ ITER, NDIV, IEEE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE
+ INTEGER I0, ITER, N0, NDIV, NFAIL, PP
+ DOUBLE PRECISION DESIG, DMIN, QMAX, SIGMA
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASQ3 checks for deflation, computes a shift (TAU) and calls dqds.
+* In case of failure it changes shifts, and tries again until output
+* is positive.
+*
+* Arguments
+* =========
+*
+* I0 (input) INTEGER
+* First index.
+*
+* N0 (input) INTEGER
+* Last index.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( 4*N )
+* Z holds the qd array.
+*
+* PP (input) INTEGER
+* PP=0 for ping, PP=1 for pong.
+*
+* DMIN (output) DOUBLE PRECISION
+* Minimum value of d.
+*
+* SIGMA (output) DOUBLE PRECISION
+* Sum of shifts used in current segment.
+*
+* DESIG (input/output) DOUBLE PRECISION
+* Lower order part of SIGMA
+*
+* QMAX (input) DOUBLE PRECISION
+* Maximum value of q.
+*
+* NFAIL (output) INTEGER
+* Number of times shift was too big.
+*
+* ITER (output) INTEGER
+* Number of iterations.
+*
+* NDIV (output) INTEGER
+* Number of divisions.
+*
+* TTYPE (output) INTEGER
+* Shift type.
+*
+* IEEE (input) LOGICAL
+* Flag for IEEE or non IEEE arithmetic (passed to DLASQ5).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION CBIAS
+ PARAMETER ( CBIAS = 1.50D0 )
+ DOUBLE PRECISION ZERO, QURTR, HALF, ONE, TWO, HUNDRD
+ PARAMETER ( ZERO = 0.0D0, QURTR = 0.250D0, HALF = 0.5D0,
+ $ ONE = 1.0D0, TWO = 2.0D0, HUNDRD = 100.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER IPN4, J4, N0IN, NN, TTYPE
+ DOUBLE PRECISION DMIN1, DMIN2, DN, DN1, DN2, EPS, S, SAFMIN, T,
+ $ TAU, TEMP, TOL, TOL2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASQ4, DLASQ5, DLASQ6
+* ..
+* .. External Function ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Save statement ..
+ SAVE TTYPE
+ SAVE DMIN1, DMIN2, DN, DN1, DN2, TAU
+* ..
+* .. Data statement ..
+ DATA TTYPE / 0 /
+ DATA DMIN1 / ZERO /, DMIN2 / ZERO /, DN / ZERO /,
+ $ DN1 / ZERO /, DN2 / ZERO /, TAU / ZERO /
+* ..
+* .. Executable Statements ..
+*
+ N0IN = N0
+ EPS = DLAMCH( 'Precision' )
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ TOL = EPS*HUNDRD
+ TOL2 = TOL**2
+*
+* Check for deflation.
+*
+ 10 CONTINUE
+*
+ IF( N0.LT.I0 )
+ $ RETURN
+ IF( N0.EQ.I0 )
+ $ GO TO 20
+ NN = 4*N0 + PP
+ IF( N0.EQ.( I0+1 ) )
+ $ GO TO 40
+*
+* Check whether E(N0-1) is negligible, 1 eigenvalue.
+*
+ IF( Z( NN-5 ).GT.TOL2*( SIGMA+Z( NN-3 ) ) .AND.
+ $ Z( NN-2*PP-4 ).GT.TOL2*Z( NN-7 ) )
+ $ GO TO 30
+*
+ 20 CONTINUE
+*
+ Z( 4*N0-3 ) = Z( 4*N0+PP-3 ) + SIGMA
+ N0 = N0 - 1
+ GO TO 10
+*
+* Check whether E(N0-2) is negligible, 2 eigenvalues.
+*
+ 30 CONTINUE
+*
+ IF( Z( NN-9 ).GT.TOL2*SIGMA .AND.
+ $ Z( NN-2*PP-8 ).GT.TOL2*Z( NN-11 ) )
+ $ GO TO 50
+*
+ 40 CONTINUE
+*
+ IF( Z( NN-3 ).GT.Z( NN-7 ) ) THEN
+ S = Z( NN-3 )
+ Z( NN-3 ) = Z( NN-7 )
+ Z( NN-7 ) = S
+ END IF
+ IF( Z( NN-5 ).GT.Z( NN-3 )*TOL2 ) THEN
+ T = HALF*( ( Z( NN-7 )-Z( NN-3 ) )+Z( NN-5 ) )
+ S = Z( NN-3 )*( Z( NN-5 ) / T )
+ IF( S.LE.T ) THEN
+ S = Z( NN-3 )*( Z( NN-5 ) /
+ $ ( T*( ONE+SQRT( ONE+S / T ) ) ) )
+ ELSE
+ S = Z( NN-3 )*( Z( NN-5 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
+ END IF
+ T = Z( NN-7 ) + ( S+Z( NN-5 ) )
+ Z( NN-3 ) = Z( NN-3 )*( Z( NN-7 ) / T )
+ Z( NN-7 ) = T
+ END IF
+ Z( 4*N0-7 ) = Z( NN-7 ) + SIGMA
+ Z( 4*N0-3 ) = Z( NN-3 ) + SIGMA
+ N0 = N0 - 2
+ GO TO 10
+*
+ 50 CONTINUE
+*
+* Reverse the qd-array, if warranted.
+*
+ IF( DMIN.LE.ZERO .OR. N0.LT.N0IN ) THEN
+ IF( CBIAS*Z( 4*I0+PP-3 ).LT.Z( 4*N0+PP-3 ) ) THEN
+ IPN4 = 4*( I0+N0 )
+ DO 60 J4 = 4*I0, 2*( I0+N0-1 ), 4
+ TEMP = Z( J4-3 )
+ Z( J4-3 ) = Z( IPN4-J4-3 )
+ Z( IPN4-J4-3 ) = TEMP
+ TEMP = Z( J4-2 )
+ Z( J4-2 ) = Z( IPN4-J4-2 )
+ Z( IPN4-J4-2 ) = TEMP
+ TEMP = Z( J4-1 )
+ Z( J4-1 ) = Z( IPN4-J4-5 )
+ Z( IPN4-J4-5 ) = TEMP
+ TEMP = Z( J4 )
+ Z( J4 ) = Z( IPN4-J4-4 )
+ Z( IPN4-J4-4 ) = TEMP
+ 60 CONTINUE
+ IF( N0-I0.LE.4 ) THEN
+ Z( 4*N0+PP-1 ) = Z( 4*I0+PP-1 )
+ Z( 4*N0-PP ) = Z( 4*I0-PP )
+ END IF
+ DMIN2 = MIN( DMIN2, Z( 4*N0+PP-1 ) )
+ Z( 4*N0+PP-1 ) = MIN( Z( 4*N0+PP-1 ), Z( 4*I0+PP-1 ),
+ $ Z( 4*I0+PP+3 ) )
+ Z( 4*N0-PP ) = MIN( Z( 4*N0-PP ), Z( 4*I0-PP ),
+ $ Z( 4*I0-PP+4 ) )
+ QMAX = MAX( QMAX, Z( 4*I0+PP-3 ), Z( 4*I0+PP+1 ) )
+ DMIN = -ZERO
+ END IF
+ END IF
+*
+ IF( DMIN.LT.ZERO .OR. SAFMIN*QMAX.LT.MIN( Z( 4*N0+PP-1 ),
+ $ Z( 4*N0+PP-9 ), DMIN2+Z( 4*N0-PP ) ) ) THEN
+*
+* Choose a shift.
+*
+ CALL DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN, DN1,
+ $ DN2, TAU, TTYPE )
+*
+* Call dqds until DMIN > 0.
+*
+ 80 CONTINUE
+*
+ CALL DLASQ5( I0, N0, Z, PP, TAU, DMIN, DMIN1, DMIN2, DN,
+ $ DN1, DN2, IEEE )
+*
+ NDIV = NDIV + ( N0-I0+2 )
+ ITER = ITER + 1
+*
+* Check status.
+*
+ IF( DMIN.GE.ZERO .AND. DMIN1.GT.ZERO ) THEN
+*
+* Success.
+*
+ GO TO 100
+*
+ ELSE IF( DMIN.LT.ZERO .AND. DMIN1.GT.ZERO .AND.
+ $ Z( 4*( N0-1 )-PP ).LT.TOL*( SIGMA+DN1 ) .AND.
+ $ ABS( DN ).LT.TOL*SIGMA ) THEN
+*
+* Convergence hidden by negative DN.
+*
+ Z( 4*( N0-1 )-PP+2 ) = ZERO
+ DMIN = ZERO
+ GO TO 100
+ ELSE IF( DMIN.LT.ZERO ) THEN
+*
+* TAU too big. Select new TAU and try again.
+*
+ NFAIL = NFAIL + 1
+ IF( TTYPE.LT.-22 ) THEN
+*
+* Failed twice. Play it safe.
+*
+ TAU = ZERO
+ ELSE IF( DMIN1.GT.ZERO ) THEN
+*
+* Late failure. Gives excellent shift.
+*
+ TAU = ( TAU+DMIN )*( ONE-TWO*EPS )
+ TTYPE = TTYPE - 11
+ ELSE
+*
+* Early failure. Divide by 4.
+*
+ TAU = QURTR*TAU
+ TTYPE = TTYPE - 12
+ END IF
+ GO TO 80
+ ELSE IF( DMIN.NE.DMIN ) THEN
+*
+* NaN.
+*
+ TAU = ZERO
+ GO TO 80
+ ELSE
+*
+* Possible underflow. Play it safe.
+*
+ GO TO 90
+ END IF
+ END IF
+*
+* Risk of underflow.
+*
+ 90 CONTINUE
+ CALL DLASQ6( I0, N0, Z, PP, DMIN, DMIN1, DMIN2, DN, DN1, DN2 )
+ NDIV = NDIV + ( N0-I0+2 )
+ ITER = ITER + 1
+ TAU = ZERO
+*
+ 100 CONTINUE
+ IF( TAU.LT.SIGMA ) THEN
+ DESIG = DESIG + TAU
+ T = SIGMA + DESIG
+ DESIG = DESIG - ( T-SIGMA )
+ ELSE
+ T = SIGMA + TAU
+ DESIG = SIGMA - ( T-TAU ) + DESIG
+ END IF
+ SIGMA = T
+*
+ RETURN
+*
+* End of DLASQ3
+*
+ END
diff --git a/src/lib/lapack/dlasq4.f b/src/lib/lapack/dlasq4.f
new file mode 100644
index 00000000..db2b6fe5
--- /dev/null
+++ b/src/lib/lapack/dlasq4.f
@@ -0,0 +1,329 @@
+ SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
+ $ DN1, DN2, TAU, TTYPE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER I0, N0, N0IN, PP, TTYPE
+ DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASQ4 computes an approximation TAU to the smallest eigenvalue
+* using values of d from the previous transform.
+*
+* I0 (input) INTEGER
+* First index.
+*
+* N0 (input) INTEGER
+* Last index.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( 4*N )
+* Z holds the qd array.
+*
+* PP (input) INTEGER
+* PP=0 for ping, PP=1 for pong.
+*
+* N0IN (input) INTEGER
+* The value of N0 at start of EIGTEST.
+*
+* DMIN (input) DOUBLE PRECISION
+* Minimum value of d.
+*
+* DMIN1 (input) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ).
+*
+* DMIN2 (input) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ) and D( N0-1 ).
+*
+* DN (input) DOUBLE PRECISION
+* d(N)
+*
+* DN1 (input) DOUBLE PRECISION
+* d(N-1)
+*
+* DN2 (input) DOUBLE PRECISION
+* d(N-2)
+*
+* TAU (output) DOUBLE PRECISION
+* This is the shift.
+*
+* TTYPE (output) INTEGER
+* Shift type.
+*
+* Further Details
+* ===============
+* CNST1 = 9/16
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION CNST1, CNST2, CNST3
+ PARAMETER ( CNST1 = 0.5630D0, CNST2 = 1.010D0,
+ $ CNST3 = 1.050D0 )
+ DOUBLE PRECISION QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
+ PARAMETER ( QURTR = 0.250D0, THIRD = 0.3330D0,
+ $ HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0,
+ $ TWO = 2.0D0, HUNDRD = 100.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I4, NN, NP
+ DOUBLE PRECISION A2, B1, B2, G, GAM, GAP1, GAP2, S
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN, SQRT
+* ..
+* .. Save statement ..
+ SAVE G
+* ..
+* .. Data statement ..
+ DATA G / ZERO /
+* ..
+* .. Executable Statements ..
+*
+* A negative DMIN forces the shift to take that absolute value
+* TTYPE records the type of shift.
+*
+ IF( DMIN.LE.ZERO ) THEN
+ TAU = -DMIN
+ TTYPE = -1
+ RETURN
+ END IF
+*
+ NN = 4*N0 + PP
+ IF( N0IN.EQ.N0 ) THEN
+*
+* No eigenvalues deflated.
+*
+ IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
+*
+ B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
+ B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
+ A2 = Z( NN-7 ) + Z( NN-5 )
+*
+* Cases 2 and 3.
+*
+ IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
+ GAP2 = DMIN2 - A2 - DMIN2*QURTR
+ IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
+ GAP1 = A2 - DN - ( B2 / GAP2 )*B2
+ ELSE
+ GAP1 = A2 - DN - ( B1+B2 )
+ END IF
+ IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
+ S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
+ TTYPE = -2
+ ELSE
+ S = ZERO
+ IF( DN.GT.B1 )
+ $ S = DN - B1
+ IF( A2.GT.( B1+B2 ) )
+ $ S = MIN( S, A2-( B1+B2 ) )
+ S = MAX( S, THIRD*DMIN )
+ TTYPE = -3
+ END IF
+ ELSE
+*
+* Case 4.
+*
+ TTYPE = -4
+ S = QURTR*DMIN
+ IF( DMIN.EQ.DN ) THEN
+ GAM = DN
+ A2 = ZERO
+ IF( Z( NN-5 ) .GT. Z( NN-7 ) )
+ $ RETURN
+ B2 = Z( NN-5 ) / Z( NN-7 )
+ NP = NN - 9
+ ELSE
+ NP = NN - 2*PP
+ B2 = Z( NP-2 )
+ GAM = DN1
+ IF( Z( NP-4 ) .GT. Z( NP-2 ) )
+ $ RETURN
+ A2 = Z( NP-4 ) / Z( NP-2 )
+ IF( Z( NN-9 ) .GT. Z( NN-11 ) )
+ $ RETURN
+ B2 = Z( NN-9 ) / Z( NN-11 )
+ NP = NN - 13
+ END IF
+*
+* Approximate contribution to norm squared from I < NN-1.
+*
+ A2 = A2 + B2
+ DO 10 I4 = NP, 4*I0 - 1 + PP, -4
+ IF( B2.EQ.ZERO )
+ $ GO TO 20
+ B1 = B2
+ IF( Z( I4 ) .GT. Z( I4-2 ) )
+ $ RETURN
+ B2 = B2*( Z( I4 ) / Z( I4-2 ) )
+ A2 = A2 + B2
+ IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
+ $ GO TO 20
+ 10 CONTINUE
+ 20 CONTINUE
+ A2 = CNST3*A2
+*
+* Rayleigh quotient residual bound.
+*
+ IF( A2.LT.CNST1 )
+ $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
+ END IF
+ ELSE IF( DMIN.EQ.DN2 ) THEN
+*
+* Case 5.
+*
+ TTYPE = -5
+ S = QURTR*DMIN
+*
+* Compute contribution to norm squared from I > NN-2.
+*
+ NP = NN - 2*PP
+ B1 = Z( NP-2 )
+ B2 = Z( NP-6 )
+ GAM = DN2
+ IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 )
+ $ RETURN
+ A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
+*
+* Approximate contribution to norm squared from I < NN-2.
+*
+ IF( N0-I0.GT.2 ) THEN
+ B2 = Z( NN-13 ) / Z( NN-15 )
+ A2 = A2 + B2
+ DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
+ IF( B2.EQ.ZERO )
+ $ GO TO 40
+ B1 = B2
+ IF( Z( I4 ) .GT. Z( I4-2 ) )
+ $ RETURN
+ B2 = B2*( Z( I4 ) / Z( I4-2 ) )
+ A2 = A2 + B2
+ IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
+ $ GO TO 40
+ 30 CONTINUE
+ 40 CONTINUE
+ A2 = CNST3*A2
+ END IF
+*
+ IF( A2.LT.CNST1 )
+ $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
+ ELSE
+*
+* Case 6, no information to guide us.
+*
+ IF( TTYPE.EQ.-6 ) THEN
+ G = G + THIRD*( ONE-G )
+ ELSE IF( TTYPE.EQ.-18 ) THEN
+ G = QURTR*THIRD
+ ELSE
+ G = QURTR
+ END IF
+ S = G*DMIN
+ TTYPE = -6
+ END IF
+*
+ ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
+*
+* One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
+*
+ IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN
+*
+* Cases 7 and 8.
+*
+ TTYPE = -7
+ S = THIRD*DMIN1
+ IF( Z( NN-5 ).GT.Z( NN-7 ) )
+ $ RETURN
+ B1 = Z( NN-5 ) / Z( NN-7 )
+ B2 = B1
+ IF( B2.EQ.ZERO )
+ $ GO TO 60
+ DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
+ A2 = B1
+ IF( Z( I4 ).GT.Z( I4-2 ) )
+ $ RETURN
+ B1 = B1*( Z( I4 ) / Z( I4-2 ) )
+ B2 = B2 + B1
+ IF( HUNDRD*MAX( B1, A2 ).LT.B2 )
+ $ GO TO 60
+ 50 CONTINUE
+ 60 CONTINUE
+ B2 = SQRT( CNST3*B2 )
+ A2 = DMIN1 / ( ONE+B2**2 )
+ GAP2 = HALF*DMIN2 - A2
+ IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
+ S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
+ ELSE
+ S = MAX( S, A2*( ONE-CNST2*B2 ) )
+ TTYPE = -8
+ END IF
+ ELSE
+*
+* Case 9.
+*
+ S = QURTR*DMIN1
+ IF( DMIN1.EQ.DN1 )
+ $ S = HALF*DMIN1
+ TTYPE = -9
+ END IF
+*
+ ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
+*
+* Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
+*
+* Cases 10 and 11.
+*
+ IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN
+ TTYPE = -10
+ S = THIRD*DMIN2
+ IF( Z( NN-5 ).GT.Z( NN-7 ) )
+ $ RETURN
+ B1 = Z( NN-5 ) / Z( NN-7 )
+ B2 = B1
+ IF( B2.EQ.ZERO )
+ $ GO TO 80
+ DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
+ IF( Z( I4 ).GT.Z( I4-2 ) )
+ $ RETURN
+ B1 = B1*( Z( I4 ) / Z( I4-2 ) )
+ B2 = B2 + B1
+ IF( HUNDRD*B1.LT.B2 )
+ $ GO TO 80
+ 70 CONTINUE
+ 80 CONTINUE
+ B2 = SQRT( CNST3*B2 )
+ A2 = DMIN2 / ( ONE+B2**2 )
+ GAP2 = Z( NN-7 ) + Z( NN-9 ) -
+ $ SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
+ IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
+ S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
+ ELSE
+ S = MAX( S, A2*( ONE-CNST2*B2 ) )
+ END IF
+ ELSE
+ S = QURTR*DMIN2
+ TTYPE = -11
+ END IF
+ ELSE IF( N0IN.GT.( N0+2 ) ) THEN
+*
+* Case 12, more than two eigenvalues deflated. No information.
+*
+ S = ZERO
+ TTYPE = -12
+ END IF
+*
+ TAU = S
+ RETURN
+*
+* End of DLASQ4
+*
+ END
diff --git a/src/lib/lapack/dlasq5.f b/src/lib/lapack/dlasq5.f
new file mode 100644
index 00000000..a006c99e
--- /dev/null
+++ b/src/lib/lapack/dlasq5.f
@@ -0,0 +1,195 @@
+ SUBROUTINE DLASQ5( I0, N0, Z, PP, TAU, DMIN, DMIN1, DMIN2, DN,
+ $ DNM1, DNM2, IEEE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE
+ INTEGER I0, N0, PP
+ DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DNM1, DNM2, TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASQ5 computes one dqds transform in ping-pong form, one
+* version for IEEE machines another for non IEEE machines.
+*
+* Arguments
+* =========
+*
+* I0 (input) INTEGER
+* First index.
+*
+* N0 (input) INTEGER
+* Last index.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( 4*N )
+* Z holds the qd array. EMIN is stored in Z(4*N0) to avoid
+* an extra argument.
+*
+* PP (input) INTEGER
+* PP=0 for ping, PP=1 for pong.
+*
+* TAU (input) DOUBLE PRECISION
+* This is the shift.
+*
+* DMIN (output) DOUBLE PRECISION
+* Minimum value of d.
+*
+* DMIN1 (output) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ).
+*
+* DMIN2 (output) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ) and D( N0-1 ).
+*
+* DN (output) DOUBLE PRECISION
+* d(N0), the last value of d.
+*
+* DNM1 (output) DOUBLE PRECISION
+* d(N0-1).
+*
+* DNM2 (output) DOUBLE PRECISION
+* d(N0-2).
+*
+* IEEE (input) LOGICAL
+* Flag for IEEE or non IEEE arithmetic.
+*
+* =====================================================================
+*
+* .. Parameter ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER J4, J4P2
+ DOUBLE PRECISION D, EMIN, TEMP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( ( N0-I0-1 ).LE.0 )
+ $ RETURN
+*
+ J4 = 4*I0 + PP - 3
+ EMIN = Z( J4+4 )
+ D = Z( J4 ) - TAU
+ DMIN = D
+ DMIN1 = -Z( J4 )
+*
+ IF( IEEE ) THEN
+*
+* Code for IEEE arithmetic.
+*
+ IF( PP.EQ.0 ) THEN
+ DO 10 J4 = 4*I0, 4*( N0-3 ), 4
+ Z( J4-2 ) = D + Z( J4-1 )
+ TEMP = Z( J4+1 ) / Z( J4-2 )
+ D = D*TEMP - TAU
+ DMIN = MIN( DMIN, D )
+ Z( J4 ) = Z( J4-1 )*TEMP
+ EMIN = MIN( Z( J4 ), EMIN )
+ 10 CONTINUE
+ ELSE
+ DO 20 J4 = 4*I0, 4*( N0-3 ), 4
+ Z( J4-3 ) = D + Z( J4 )
+ TEMP = Z( J4+2 ) / Z( J4-3 )
+ D = D*TEMP - TAU
+ DMIN = MIN( DMIN, D )
+ Z( J4-1 ) = Z( J4 )*TEMP
+ EMIN = MIN( Z( J4-1 ), EMIN )
+ 20 CONTINUE
+ END IF
+*
+* Unroll last two steps.
+*
+ DNM2 = D
+ DMIN2 = DMIN
+ J4 = 4*( N0-2 ) - PP
+ J4P2 = J4 + 2*PP - 1
+ Z( J4-2 ) = DNM2 + Z( J4P2 )
+ Z( J4 ) = Z( J4P2+2 )*( Z( J4P2 ) / Z( J4-2 ) )
+ DNM1 = Z( J4P2+2 )*( DNM2 / Z( J4-2 ) ) - TAU
+ DMIN = MIN( DMIN, DNM1 )
+*
+ DMIN1 = DMIN
+ J4 = J4 + 4
+ J4P2 = J4 + 2*PP - 1
+ Z( J4-2 ) = DNM1 + Z( J4P2 )
+ Z( J4 ) = Z( J4P2+2 )*( Z( J4P2 ) / Z( J4-2 ) )
+ DN = Z( J4P2+2 )*( DNM1 / Z( J4-2 ) ) - TAU
+ DMIN = MIN( DMIN, DN )
+*
+ ELSE
+*
+* Code for non IEEE arithmetic.
+*
+ IF( PP.EQ.0 ) THEN
+ DO 30 J4 = 4*I0, 4*( N0-3 ), 4
+ Z( J4-2 ) = D + Z( J4-1 )
+ IF( D.LT.ZERO ) THEN
+ RETURN
+ ELSE
+ Z( J4 ) = Z( J4+1 )*( Z( J4-1 ) / Z( J4-2 ) )
+ D = Z( J4+1 )*( D / Z( J4-2 ) ) - TAU
+ END IF
+ DMIN = MIN( DMIN, D )
+ EMIN = MIN( EMIN, Z( J4 ) )
+ 30 CONTINUE
+ ELSE
+ DO 40 J4 = 4*I0, 4*( N0-3 ), 4
+ Z( J4-3 ) = D + Z( J4 )
+ IF( D.LT.ZERO ) THEN
+ RETURN
+ ELSE
+ Z( J4-1 ) = Z( J4+2 )*( Z( J4 ) / Z( J4-3 ) )
+ D = Z( J4+2 )*( D / Z( J4-3 ) ) - TAU
+ END IF
+ DMIN = MIN( DMIN, D )
+ EMIN = MIN( EMIN, Z( J4-1 ) )
+ 40 CONTINUE
+ END IF
+*
+* Unroll last two steps.
+*
+ DNM2 = D
+ DMIN2 = DMIN
+ J4 = 4*( N0-2 ) - PP
+ J4P2 = J4 + 2*PP - 1
+ Z( J4-2 ) = DNM2 + Z( J4P2 )
+ IF( DNM2.LT.ZERO ) THEN
+ RETURN
+ ELSE
+ Z( J4 ) = Z( J4P2+2 )*( Z( J4P2 ) / Z( J4-2 ) )
+ DNM1 = Z( J4P2+2 )*( DNM2 / Z( J4-2 ) ) - TAU
+ END IF
+ DMIN = MIN( DMIN, DNM1 )
+*
+ DMIN1 = DMIN
+ J4 = J4 + 4
+ J4P2 = J4 + 2*PP - 1
+ Z( J4-2 ) = DNM1 + Z( J4P2 )
+ IF( DNM1.LT.ZERO ) THEN
+ RETURN
+ ELSE
+ Z( J4 ) = Z( J4P2+2 )*( Z( J4P2 ) / Z( J4-2 ) )
+ DN = Z( J4P2+2 )*( DNM1 / Z( J4-2 ) ) - TAU
+ END IF
+ DMIN = MIN( DMIN, DN )
+*
+ END IF
+*
+ Z( J4+2 ) = DN
+ Z( 4*N0-PP ) = EMIN
+ RETURN
+*
+* End of DLASQ5
+*
+ END
diff --git a/src/lib/lapack/dlasq6.f b/src/lib/lapack/dlasq6.f
new file mode 100644
index 00000000..e7eb7d0a
--- /dev/null
+++ b/src/lib/lapack/dlasq6.f
@@ -0,0 +1,175 @@
+ SUBROUTINE DLASQ6( I0, N0, Z, PP, DMIN, DMIN1, DMIN2, DN,
+ $ DNM1, DNM2 )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER I0, N0, PP
+ DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DNM1, DNM2
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASQ6 computes one dqd (shift equal to zero) transform in
+* ping-pong form, with protection against underflow and overflow.
+*
+* Arguments
+* =========
+*
+* I0 (input) INTEGER
+* First index.
+*
+* N0 (input) INTEGER
+* Last index.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( 4*N )
+* Z holds the qd array. EMIN is stored in Z(4*N0) to avoid
+* an extra argument.
+*
+* PP (input) INTEGER
+* PP=0 for ping, PP=1 for pong.
+*
+* DMIN (output) DOUBLE PRECISION
+* Minimum value of d.
+*
+* DMIN1 (output) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ).
+*
+* DMIN2 (output) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ) and D( N0-1 ).
+*
+* DN (output) DOUBLE PRECISION
+* d(N0), the last value of d.
+*
+* DNM1 (output) DOUBLE PRECISION
+* d(N0-1).
+*
+* DNM2 (output) DOUBLE PRECISION
+* d(N0-2).
+*
+* =====================================================================
+*
+* .. Parameter ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER J4, J4P2
+ DOUBLE PRECISION D, EMIN, SAFMIN, TEMP
+* ..
+* .. External Function ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( ( N0-I0-1 ).LE.0 )
+ $ RETURN
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ J4 = 4*I0 + PP - 3
+ EMIN = Z( J4+4 )
+ D = Z( J4 )
+ DMIN = D
+*
+ IF( PP.EQ.0 ) THEN
+ DO 10 J4 = 4*I0, 4*( N0-3 ), 4
+ Z( J4-2 ) = D + Z( J4-1 )
+ IF( Z( J4-2 ).EQ.ZERO ) THEN
+ Z( J4 ) = ZERO
+ D = Z( J4+1 )
+ DMIN = D
+ EMIN = ZERO
+ ELSE IF( SAFMIN*Z( J4+1 ).LT.Z( J4-2 ) .AND.
+ $ SAFMIN*Z( J4-2 ).LT.Z( J4+1 ) ) THEN
+ TEMP = Z( J4+1 ) / Z( J4-2 )
+ Z( J4 ) = Z( J4-1 )*TEMP
+ D = D*TEMP
+ ELSE
+ Z( J4 ) = Z( J4+1 )*( Z( J4-1 ) / Z( J4-2 ) )
+ D = Z( J4+1 )*( D / Z( J4-2 ) )
+ END IF
+ DMIN = MIN( DMIN, D )
+ EMIN = MIN( EMIN, Z( J4 ) )
+ 10 CONTINUE
+ ELSE
+ DO 20 J4 = 4*I0, 4*( N0-3 ), 4
+ Z( J4-3 ) = D + Z( J4 )
+ IF( Z( J4-3 ).EQ.ZERO ) THEN
+ Z( J4-1 ) = ZERO
+ D = Z( J4+2 )
+ DMIN = D
+ EMIN = ZERO
+ ELSE IF( SAFMIN*Z( J4+2 ).LT.Z( J4-3 ) .AND.
+ $ SAFMIN*Z( J4-3 ).LT.Z( J4+2 ) ) THEN
+ TEMP = Z( J4+2 ) / Z( J4-3 )
+ Z( J4-1 ) = Z( J4 )*TEMP
+ D = D*TEMP
+ ELSE
+ Z( J4-1 ) = Z( J4+2 )*( Z( J4 ) / Z( J4-3 ) )
+ D = Z( J4+2 )*( D / Z( J4-3 ) )
+ END IF
+ DMIN = MIN( DMIN, D )
+ EMIN = MIN( EMIN, Z( J4-1 ) )
+ 20 CONTINUE
+ END IF
+*
+* Unroll last two steps.
+*
+ DNM2 = D
+ DMIN2 = DMIN
+ J4 = 4*( N0-2 ) - PP
+ J4P2 = J4 + 2*PP - 1
+ Z( J4-2 ) = DNM2 + Z( J4P2 )
+ IF( Z( J4-2 ).EQ.ZERO ) THEN
+ Z( J4 ) = ZERO
+ DNM1 = Z( J4P2+2 )
+ DMIN = DNM1
+ EMIN = ZERO
+ ELSE IF( SAFMIN*Z( J4P2+2 ).LT.Z( J4-2 ) .AND.
+ $ SAFMIN*Z( J4-2 ).LT.Z( J4P2+2 ) ) THEN
+ TEMP = Z( J4P2+2 ) / Z( J4-2 )
+ Z( J4 ) = Z( J4P2 )*TEMP
+ DNM1 = DNM2*TEMP
+ ELSE
+ Z( J4 ) = Z( J4P2+2 )*( Z( J4P2 ) / Z( J4-2 ) )
+ DNM1 = Z( J4P2+2 )*( DNM2 / Z( J4-2 ) )
+ END IF
+ DMIN = MIN( DMIN, DNM1 )
+*
+ DMIN1 = DMIN
+ J4 = J4 + 4
+ J4P2 = J4 + 2*PP - 1
+ Z( J4-2 ) = DNM1 + Z( J4P2 )
+ IF( Z( J4-2 ).EQ.ZERO ) THEN
+ Z( J4 ) = ZERO
+ DN = Z( J4P2+2 )
+ DMIN = DN
+ EMIN = ZERO
+ ELSE IF( SAFMIN*Z( J4P2+2 ).LT.Z( J4-2 ) .AND.
+ $ SAFMIN*Z( J4-2 ).LT.Z( J4P2+2 ) ) THEN
+ TEMP = Z( J4P2+2 ) / Z( J4-2 )
+ Z( J4 ) = Z( J4P2 )*TEMP
+ DN = DNM1*TEMP
+ ELSE
+ Z( J4 ) = Z( J4P2+2 )*( Z( J4P2 ) / Z( J4-2 ) )
+ DN = Z( J4P2+2 )*( DNM1 / Z( J4-2 ) )
+ END IF
+ DMIN = MIN( DMIN, DN )
+*
+ Z( J4+2 ) = DN
+ Z( 4*N0-PP ) = EMIN
+ RETURN
+*
+* End of DLASQ6
+*
+ END
diff --git a/src/lib/lapack/dlasr.f b/src/lib/lapack/dlasr.f
new file mode 100644
index 00000000..7e54bfc7
--- /dev/null
+++ b/src/lib/lapack/dlasr.f
@@ -0,0 +1,361 @@
+ SUBROUTINE DLASR( SIDE, PIVOT, DIRECT, M, N, C, S, A, LDA )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, PIVOT, SIDE
+ INTEGER LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( * ), S( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASR applies a sequence of plane rotations to a real matrix A,
+* from either the left or the right.
+*
+* When SIDE = 'L', the transformation takes the form
+*
+* A := P*A
+*
+* and when SIDE = 'R', the transformation takes the form
+*
+* A := A*P**T
+*
+* where P is an orthogonal matrix consisting of a sequence of z plane
+* rotations, with z = M when SIDE = 'L' and z = N when SIDE = 'R',
+* and P**T is the transpose of P.
+*
+* When DIRECT = 'F' (Forward sequence), then
+*
+* P = P(z-1) * ... * P(2) * P(1)
+*
+* and when DIRECT = 'B' (Backward sequence), then
+*
+* P = P(1) * P(2) * ... * P(z-1)
+*
+* where P(k) is a plane rotation matrix defined by the 2-by-2 rotation
+*
+* R(k) = ( c(k) s(k) )
+* = ( -s(k) c(k) ).
+*
+* When PIVOT = 'V' (Variable pivot), the rotation is performed
+* for the plane (k,k+1), i.e., P(k) has the form
+*
+* P(k) = ( 1 )
+* ( ... )
+* ( 1 )
+* ( c(k) s(k) )
+* ( -s(k) c(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+*
+* where R(k) appears as a rank-2 modification to the identity matrix in
+* rows and columns k and k+1.
+*
+* When PIVOT = 'T' (Top pivot), the rotation is performed for the
+* plane (1,k+1), so P(k) has the form
+*
+* P(k) = ( c(k) s(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+* ( -s(k) c(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+*
+* where R(k) appears in rows and columns 1 and k+1.
+*
+* Similarly, when PIVOT = 'B' (Bottom pivot), the rotation is
+* performed for the plane (k,z), giving P(k) the form
+*
+* P(k) = ( 1 )
+* ( ... )
+* ( 1 )
+* ( c(k) s(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+* ( -s(k) c(k) )
+*
+* where R(k) appears in rows and columns k and z. The rotations are
+* performed without ever forming P(k) explicitly.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* Specifies whether the plane rotation matrix P is applied to
+* A on the left or the right.
+* = 'L': Left, compute A := P*A
+* = 'R': Right, compute A:= A*P**T
+*
+* PIVOT (input) CHARACTER*1
+* Specifies the plane for which P(k) is a plane rotation
+* matrix.
+* = 'V': Variable pivot, the plane (k,k+1)
+* = 'T': Top pivot, the plane (1,k+1)
+* = 'B': Bottom pivot, the plane (k,z)
+*
+* DIRECT (input) CHARACTER*1
+* Specifies whether P is a forward or backward sequence of
+* plane rotations.
+* = 'F': Forward, P = P(z-1)*...*P(2)*P(1)
+* = 'B': Backward, P = P(1)*P(2)*...*P(z-1)
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. If m <= 1, an immediate
+* return is effected.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. If n <= 1, an
+* immediate return is effected.
+*
+* C (input) DOUBLE PRECISION array, dimension
+* (M-1) if SIDE = 'L'
+* (N-1) if SIDE = 'R'
+* The cosines c(k) of the plane rotations.
+*
+* S (input) DOUBLE PRECISION array, dimension
+* (M-1) if SIDE = 'L'
+* (N-1) if SIDE = 'R'
+* The sines s(k) of the plane rotations. The 2-by-2 plane
+* rotation part of the matrix P(k), R(k), has the form
+* R(k) = ( c(k) s(k) )
+* ( -s(k) c(k) ).
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* The M-by-N matrix A. On exit, A is overwritten by P*A if
+* SIDE = 'R' or by A*P**T if SIDE = 'L'.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J
+ DOUBLE PRECISION CTEMP, STEMP, TEMP
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( .NOT.( LSAME( SIDE, 'L' ) .OR. LSAME( SIDE, 'R' ) ) ) THEN
+ INFO = 1
+ ELSE IF( .NOT.( LSAME( PIVOT, 'V' ) .OR. LSAME( PIVOT,
+ $ 'T' ) .OR. LSAME( PIVOT, 'B' ) ) ) THEN
+ INFO = 2
+ ELSE IF( .NOT.( LSAME( DIRECT, 'F' ) .OR. LSAME( DIRECT, 'B' ) ) )
+ $ THEN
+ INFO = 3
+ ELSE IF( M.LT.0 ) THEN
+ INFO = 4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = 5
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = 9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLASR ', INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( ( M.EQ.0 ) .OR. ( N.EQ.0 ) )
+ $ RETURN
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form P * A
+*
+ IF( LSAME( PIVOT, 'V' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 20 J = 1, M - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 10 I = 1, N
+ TEMP = A( J+1, I )
+ A( J+1, I ) = CTEMP*TEMP - STEMP*A( J, I )
+ A( J, I ) = STEMP*TEMP + CTEMP*A( J, I )
+ 10 CONTINUE
+ END IF
+ 20 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 40 J = M - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 30 I = 1, N
+ TEMP = A( J+1, I )
+ A( J+1, I ) = CTEMP*TEMP - STEMP*A( J, I )
+ A( J, I ) = STEMP*TEMP + CTEMP*A( J, I )
+ 30 CONTINUE
+ END IF
+ 40 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'T' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 60 J = 2, M
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 50 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = CTEMP*TEMP - STEMP*A( 1, I )
+ A( 1, I ) = STEMP*TEMP + CTEMP*A( 1, I )
+ 50 CONTINUE
+ END IF
+ 60 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 80 J = M, 2, -1
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 70 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = CTEMP*TEMP - STEMP*A( 1, I )
+ A( 1, I ) = STEMP*TEMP + CTEMP*A( 1, I )
+ 70 CONTINUE
+ END IF
+ 80 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'B' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 100 J = 1, M - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 90 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = STEMP*A( M, I ) + CTEMP*TEMP
+ A( M, I ) = CTEMP*A( M, I ) - STEMP*TEMP
+ 90 CONTINUE
+ END IF
+ 100 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 120 J = M - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 110 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = STEMP*A( M, I ) + CTEMP*TEMP
+ A( M, I ) = CTEMP*A( M, I ) - STEMP*TEMP
+ 110 CONTINUE
+ END IF
+ 120 CONTINUE
+ END IF
+ END IF
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form A * P'
+*
+ IF( LSAME( PIVOT, 'V' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 140 J = 1, N - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 130 I = 1, M
+ TEMP = A( I, J+1 )
+ A( I, J+1 ) = CTEMP*TEMP - STEMP*A( I, J )
+ A( I, J ) = STEMP*TEMP + CTEMP*A( I, J )
+ 130 CONTINUE
+ END IF
+ 140 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 160 J = N - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 150 I = 1, M
+ TEMP = A( I, J+1 )
+ A( I, J+1 ) = CTEMP*TEMP - STEMP*A( I, J )
+ A( I, J ) = STEMP*TEMP + CTEMP*A( I, J )
+ 150 CONTINUE
+ END IF
+ 160 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'T' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 180 J = 2, N
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 170 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = CTEMP*TEMP - STEMP*A( I, 1 )
+ A( I, 1 ) = STEMP*TEMP + CTEMP*A( I, 1 )
+ 170 CONTINUE
+ END IF
+ 180 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 200 J = N, 2, -1
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 190 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = CTEMP*TEMP - STEMP*A( I, 1 )
+ A( I, 1 ) = STEMP*TEMP + CTEMP*A( I, 1 )
+ 190 CONTINUE
+ END IF
+ 200 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'B' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 220 J = 1, N - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 210 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = STEMP*A( I, N ) + CTEMP*TEMP
+ A( I, N ) = CTEMP*A( I, N ) - STEMP*TEMP
+ 210 CONTINUE
+ END IF
+ 220 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 240 J = N - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 230 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = STEMP*A( I, N ) + CTEMP*TEMP
+ A( I, N ) = CTEMP*A( I, N ) - STEMP*TEMP
+ 230 CONTINUE
+ END IF
+ 240 CONTINUE
+ END IF
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DLASR
+*
+ END
diff --git a/src/lib/lapack/dlasrt.f b/src/lib/lapack/dlasrt.f
new file mode 100644
index 00000000..37e02178
--- /dev/null
+++ b/src/lib/lapack/dlasrt.f
@@ -0,0 +1,243 @@
+ SUBROUTINE DLASRT( ID, N, D, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER ID
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * )
+* ..
+*
+* Purpose
+* =======
+*
+* Sort the numbers in D in increasing order (if ID = 'I') or
+* in decreasing order (if ID = 'D' ).
+*
+* Use Quick Sort, reverting to Insertion sort on arrays of
+* size <= 20. Dimension of STACK limits N to about 2**32.
+*
+* Arguments
+* =========
+*
+* ID (input) CHARACTER*1
+* = 'I': sort D in increasing order;
+* = 'D': sort D in decreasing order.
+*
+* N (input) INTEGER
+* The length of the array D.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the array to be sorted.
+* On exit, D has been sorted into increasing order
+* (D(1) <= ... <= D(N) ) or into decreasing order
+* (D(1) >= ... >= D(N) ), depending on ID.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER SELECT
+ PARAMETER ( SELECT = 20 )
+* ..
+* .. Local Scalars ..
+ INTEGER DIR, ENDD, I, J, START, STKPNT
+ DOUBLE PRECISION D1, D2, D3, DMNMX, TMP
+* ..
+* .. Local Arrays ..
+ INTEGER STACK( 2, 32 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input paramters.
+*
+ INFO = 0
+ DIR = -1
+ IF( LSAME( ID, 'D' ) ) THEN
+ DIR = 0
+ ELSE IF( LSAME( ID, 'I' ) ) THEN
+ DIR = 1
+ END IF
+ IF( DIR.EQ.-1 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLASRT', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ STKPNT = 1
+ STACK( 1, 1 ) = 1
+ STACK( 2, 1 ) = N
+ 10 CONTINUE
+ START = STACK( 1, STKPNT )
+ ENDD = STACK( 2, STKPNT )
+ STKPNT = STKPNT - 1
+ IF( ENDD-START.LE.SELECT .AND. ENDD-START.GT.0 ) THEN
+*
+* Do Insertion sort on D( START:ENDD )
+*
+ IF( DIR.EQ.0 ) THEN
+*
+* Sort into decreasing order
+*
+ DO 30 I = START + 1, ENDD
+ DO 20 J = I, START + 1, -1
+ IF( D( J ).GT.D( J-1 ) ) THEN
+ DMNMX = D( J )
+ D( J ) = D( J-1 )
+ D( J-1 ) = DMNMX
+ ELSE
+ GO TO 30
+ END IF
+ 20 CONTINUE
+ 30 CONTINUE
+*
+ ELSE
+*
+* Sort into increasing order
+*
+ DO 50 I = START + 1, ENDD
+ DO 40 J = I, START + 1, -1
+ IF( D( J ).LT.D( J-1 ) ) THEN
+ DMNMX = D( J )
+ D( J ) = D( J-1 )
+ D( J-1 ) = DMNMX
+ ELSE
+ GO TO 50
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+*
+ END IF
+*
+ ELSE IF( ENDD-START.GT.SELECT ) THEN
+*
+* Partition D( START:ENDD ) and stack parts, largest one first
+*
+* Choose partition entry as median of 3
+*
+ D1 = D( START )
+ D2 = D( ENDD )
+ I = ( START+ENDD ) / 2
+ D3 = D( I )
+ IF( D1.LT.D2 ) THEN
+ IF( D3.LT.D1 ) THEN
+ DMNMX = D1
+ ELSE IF( D3.LT.D2 ) THEN
+ DMNMX = D3
+ ELSE
+ DMNMX = D2
+ END IF
+ ELSE
+ IF( D3.LT.D2 ) THEN
+ DMNMX = D2
+ ELSE IF( D3.LT.D1 ) THEN
+ DMNMX = D3
+ ELSE
+ DMNMX = D1
+ END IF
+ END IF
+*
+ IF( DIR.EQ.0 ) THEN
+*
+* Sort into decreasing order
+*
+ I = START - 1
+ J = ENDD + 1
+ 60 CONTINUE
+ 70 CONTINUE
+ J = J - 1
+ IF( D( J ).LT.DMNMX )
+ $ GO TO 70
+ 80 CONTINUE
+ I = I + 1
+ IF( D( I ).GT.DMNMX )
+ $ GO TO 80
+ IF( I.LT.J ) THEN
+ TMP = D( I )
+ D( I ) = D( J )
+ D( J ) = TMP
+ GO TO 60
+ END IF
+ IF( J-START.GT.ENDD-J-1 ) THEN
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = START
+ STACK( 2, STKPNT ) = J
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = J + 1
+ STACK( 2, STKPNT ) = ENDD
+ ELSE
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = J + 1
+ STACK( 2, STKPNT ) = ENDD
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = START
+ STACK( 2, STKPNT ) = J
+ END IF
+ ELSE
+*
+* Sort into increasing order
+*
+ I = START - 1
+ J = ENDD + 1
+ 90 CONTINUE
+ 100 CONTINUE
+ J = J - 1
+ IF( D( J ).GT.DMNMX )
+ $ GO TO 100
+ 110 CONTINUE
+ I = I + 1
+ IF( D( I ).LT.DMNMX )
+ $ GO TO 110
+ IF( I.LT.J ) THEN
+ TMP = D( I )
+ D( I ) = D( J )
+ D( J ) = TMP
+ GO TO 90
+ END IF
+ IF( J-START.GT.ENDD-J-1 ) THEN
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = START
+ STACK( 2, STKPNT ) = J
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = J + 1
+ STACK( 2, STKPNT ) = ENDD
+ ELSE
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = J + 1
+ STACK( 2, STKPNT ) = ENDD
+ STKPNT = STKPNT + 1
+ STACK( 1, STKPNT ) = START
+ STACK( 2, STKPNT ) = J
+ END IF
+ END IF
+ END IF
+ IF( STKPNT.GT.0 )
+ $ GO TO 10
+ RETURN
+*
+* End of DLASRT
+*
+ END
diff --git a/src/lib/lapack/dlassq.f b/src/lib/lapack/dlassq.f
new file mode 100644
index 00000000..217e794d
--- /dev/null
+++ b/src/lib/lapack/dlassq.f
@@ -0,0 +1,88 @@
+ SUBROUTINE DLASSQ( N, X, INCX, SCALE, SUMSQ )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+ DOUBLE PRECISION SCALE, SUMSQ
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASSQ returns the values scl and smsq such that
+*
+* ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq,
+*
+* where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is
+* assumed to be non-negative and scl returns the value
+*
+* scl = max( scale, abs( x( i ) ) ).
+*
+* scale and sumsq must be supplied in SCALE and SUMSQ and
+* scl and smsq are overwritten on SCALE and SUMSQ respectively.
+*
+* The routine makes only one pass through the vector x.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of elements to be used from the vector X.
+*
+* X (input) DOUBLE PRECISION array, dimension (N)
+* The vector for which a scaled sum of squares is computed.
+* x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
+*
+* INCX (input) INTEGER
+* The increment between successive values of the vector X.
+* INCX > 0.
+*
+* SCALE (input/output) DOUBLE PRECISION
+* On entry, the value scale in the equation above.
+* On exit, SCALE is overwritten with scl , the scaling factor
+* for the sum of squares.
+*
+* SUMSQ (input/output) DOUBLE PRECISION
+* On entry, the value sumsq in the equation above.
+* On exit, SUMSQ is overwritten with smsq , the basic sum of
+* squares from which scl has been factored out.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER IX
+ DOUBLE PRECISION ABSXI
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+*
+ IF( N.GT.0 ) THEN
+ DO 10 IX = 1, 1 + ( N-1 )*INCX, INCX
+ IF( X( IX ).NE.ZERO ) THEN
+ ABSXI = ABS( X( IX ) )
+ IF( SCALE.LT.ABSXI ) THEN
+ SUMSQ = 1 + SUMSQ*( SCALE / ABSXI )**2
+ SCALE = ABSXI
+ ELSE
+ SUMSQ = SUMSQ + ( ABSXI / SCALE )**2
+ END IF
+ END IF
+ 10 CONTINUE
+ END IF
+ RETURN
+*
+* End of DLASSQ
+*
+ END
diff --git a/src/lib/lapack/dlasv2.f b/src/lib/lapack/dlasv2.f
new file mode 100644
index 00000000..4a00b25d
--- /dev/null
+++ b/src/lib/lapack/dlasv2.f
@@ -0,0 +1,249 @@
+ SUBROUTINE DLASV2( F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION CSL, CSR, F, G, H, SNL, SNR, SSMAX, SSMIN
+* ..
+*
+* Purpose
+* =======
+*
+* DLASV2 computes the singular value decomposition of a 2-by-2
+* triangular matrix
+* [ F G ]
+* [ 0 H ].
+* On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the
+* smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and
+* right singular vectors for abs(SSMAX), giving the decomposition
+*
+* [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ]
+* [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ].
+*
+* Arguments
+* =========
+*
+* F (input) DOUBLE PRECISION
+* The (1,1) element of the 2-by-2 matrix.
+*
+* G (input) DOUBLE PRECISION
+* The (1,2) element of the 2-by-2 matrix.
+*
+* H (input) DOUBLE PRECISION
+* The (2,2) element of the 2-by-2 matrix.
+*
+* SSMIN (output) DOUBLE PRECISION
+* abs(SSMIN) is the smaller singular value.
+*
+* SSMAX (output) DOUBLE PRECISION
+* abs(SSMAX) is the larger singular value.
+*
+* SNL (output) DOUBLE PRECISION
+* CSL (output) DOUBLE PRECISION
+* The vector (CSL, SNL) is a unit left singular vector for the
+* singular value abs(SSMAX).
+*
+* SNR (output) DOUBLE PRECISION
+* CSR (output) DOUBLE PRECISION
+* The vector (CSR, SNR) is a unit right singular vector for the
+* singular value abs(SSMAX).
+*
+* Further Details
+* ===============
+*
+* Any input parameter may be aliased with any output parameter.
+*
+* Barring over/underflow and assuming a guard digit in subtraction, all
+* output quantities are correct to within a few units in the last
+* place (ulps).
+*
+* In IEEE arithmetic, the code works correctly if one matrix element is
+* infinite.
+*
+* Overflow will not occur unless the largest singular value itself
+* overflows or is within a few ulps of overflow. (On machines with
+* partial overflow, like the Cray, overflow may occur if the largest
+* singular value is within a factor of 2 of overflow.)
+*
+* Underflow is harmless if underflow is gradual. Otherwise, results
+* may correspond to a matrix modified by perturbations of size near
+* the underflow threshold.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION HALF
+ PARAMETER ( HALF = 0.5D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+ DOUBLE PRECISION FOUR
+ PARAMETER ( FOUR = 4.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL GASMAL, SWAP
+ INTEGER PMAX
+ DOUBLE PRECISION A, CLT, CRT, D, FA, FT, GA, GT, HA, HT, L, M,
+ $ MM, R, S, SLT, SRT, T, TEMP, TSIGN, TT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SIGN, SQRT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Executable Statements ..
+*
+ FT = F
+ FA = ABS( FT )
+ HT = H
+ HA = ABS( H )
+*
+* PMAX points to the maximum absolute element of matrix
+* PMAX = 1 if F largest in absolute values
+* PMAX = 2 if G largest in absolute values
+* PMAX = 3 if H largest in absolute values
+*
+ PMAX = 1
+ SWAP = ( HA.GT.FA )
+ IF( SWAP ) THEN
+ PMAX = 3
+ TEMP = FT
+ FT = HT
+ HT = TEMP
+ TEMP = FA
+ FA = HA
+ HA = TEMP
+*
+* Now FA .ge. HA
+*
+ END IF
+ GT = G
+ GA = ABS( GT )
+ IF( GA.EQ.ZERO ) THEN
+*
+* Diagonal matrix
+*
+ SSMIN = HA
+ SSMAX = FA
+ CLT = ONE
+ CRT = ONE
+ SLT = ZERO
+ SRT = ZERO
+ ELSE
+ GASMAL = .TRUE.
+ IF( GA.GT.FA ) THEN
+ PMAX = 2
+ IF( ( FA / GA ).LT.DLAMCH( 'EPS' ) ) THEN
+*
+* Case of very large GA
+*
+ GASMAL = .FALSE.
+ SSMAX = GA
+ IF( HA.GT.ONE ) THEN
+ SSMIN = FA / ( GA / HA )
+ ELSE
+ SSMIN = ( FA / GA )*HA
+ END IF
+ CLT = ONE
+ SLT = HT / GT
+ SRT = ONE
+ CRT = FT / GT
+ END IF
+ END IF
+ IF( GASMAL ) THEN
+*
+* Normal case
+*
+ D = FA - HA
+ IF( D.EQ.FA ) THEN
+*
+* Copes with infinite F or H
+*
+ L = ONE
+ ELSE
+ L = D / FA
+ END IF
+*
+* Note that 0 .le. L .le. 1
+*
+ M = GT / FT
+*
+* Note that abs(M) .le. 1/macheps
+*
+ T = TWO - L
+*
+* Note that T .ge. 1
+*
+ MM = M*M
+ TT = T*T
+ S = SQRT( TT+MM )
+*
+* Note that 1 .le. S .le. 1 + 1/macheps
+*
+ IF( L.EQ.ZERO ) THEN
+ R = ABS( M )
+ ELSE
+ R = SQRT( L*L+MM )
+ END IF
+*
+* Note that 0 .le. R .le. 1 + 1/macheps
+*
+ A = HALF*( S+R )
+*
+* Note that 1 .le. A .le. 1 + abs(M)
+*
+ SSMIN = HA / A
+ SSMAX = FA*A
+ IF( MM.EQ.ZERO ) THEN
+*
+* Note that M is very tiny
+*
+ IF( L.EQ.ZERO ) THEN
+ T = SIGN( TWO, FT )*SIGN( ONE, GT )
+ ELSE
+ T = GT / SIGN( D, FT ) + M / T
+ END IF
+ ELSE
+ T = ( M / ( S+T )+M / ( R+L ) )*( ONE+A )
+ END IF
+ L = SQRT( T*T+FOUR )
+ CRT = TWO / L
+ SRT = T / L
+ CLT = ( CRT+SRT*M ) / A
+ SLT = ( HT / FT )*SRT / A
+ END IF
+ END IF
+ IF( SWAP ) THEN
+ CSL = SRT
+ SNL = CRT
+ CSR = SLT
+ SNR = CLT
+ ELSE
+ CSL = CLT
+ SNL = SLT
+ CSR = CRT
+ SNR = SRT
+ END IF
+*
+* Correct signs of SSMAX and SSMIN
+*
+ IF( PMAX.EQ.1 )
+ $ TSIGN = SIGN( ONE, CSR )*SIGN( ONE, CSL )*SIGN( ONE, F )
+ IF( PMAX.EQ.2 )
+ $ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, CSL )*SIGN( ONE, G )
+ IF( PMAX.EQ.3 )
+ $ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, SNL )*SIGN( ONE, H )
+ SSMAX = SIGN( SSMAX, TSIGN )
+ SSMIN = SIGN( SSMIN, TSIGN*SIGN( ONE, F )*SIGN( ONE, H ) )
+ RETURN
+*
+* End of DLASV2
+*
+ END
diff --git a/src/lib/lapack/dlaswp.f b/src/lib/lapack/dlaswp.f
new file mode 100644
index 00000000..a11a87e9
--- /dev/null
+++ b/src/lib/lapack/dlaswp.f
@@ -0,0 +1,119 @@
+ SUBROUTINE DLASWP( N, A, LDA, K1, K2, IPIV, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, K1, K2, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASWP performs a series of row interchanges on the matrix A.
+* One row interchange is initiated for each of rows K1 through K2 of A.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of columns of the matrix A.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the matrix of column dimension N to which the row
+* interchanges will be applied.
+* On exit, the permuted matrix.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+*
+* K1 (input) INTEGER
+* The first element of IPIV for which a row interchange will
+* be done.
+*
+* K2 (input) INTEGER
+* The last element of IPIV for which a row interchange will
+* be done.
+*
+* IPIV (input) INTEGER array, dimension (K2*abs(INCX))
+* The vector of pivot indices. Only the elements in positions
+* K1 through K2 of IPIV are accessed.
+* IPIV(K) = L implies rows K and L are to be interchanged.
+*
+* INCX (input) INTEGER
+* The increment between successive values of IPIV. If IPIV
+* is negative, the pivots are applied in reverse order.
+*
+* Further Details
+* ===============
+*
+* Modified by
+* R. C. Whaley, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, I1, I2, INC, IP, IX, IX0, J, K, N32
+ DOUBLE PRECISION TEMP
+* ..
+* .. Executable Statements ..
+*
+* Interchange row I with row IPIV(I) for each of rows K1 through K2.
+*
+ IF( INCX.GT.0 ) THEN
+ IX0 = K1
+ I1 = K1
+ I2 = K2
+ INC = 1
+ ELSE IF( INCX.LT.0 ) THEN
+ IX0 = 1 + ( 1-K2 )*INCX
+ I1 = K2
+ I2 = K1
+ INC = -1
+ ELSE
+ RETURN
+ END IF
+*
+ N32 = ( N / 32 )*32
+ IF( N32.NE.0 ) THEN
+ DO 30 J = 1, N32, 32
+ IX = IX0
+ DO 20 I = I1, I2, INC
+ IP = IPIV( IX )
+ IF( IP.NE.I ) THEN
+ DO 10 K = J, J + 31
+ TEMP = A( I, K )
+ A( I, K ) = A( IP, K )
+ A( IP, K ) = TEMP
+ 10 CONTINUE
+ END IF
+ IX = IX + INCX
+ 20 CONTINUE
+ 30 CONTINUE
+ END IF
+ IF( N32.NE.N ) THEN
+ N32 = N32 + 1
+ IX = IX0
+ DO 50 I = I1, I2, INC
+ IP = IPIV( IX )
+ IF( IP.NE.I ) THEN
+ DO 40 K = N32, N
+ TEMP = A( I, K )
+ A( I, K ) = A( IP, K )
+ A( IP, K ) = TEMP
+ 40 CONTINUE
+ END IF
+ IX = IX + INCX
+ 50 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DLASWP
+*
+ END
diff --git a/src/lib/lapack/dlasy2.f b/src/lib/lapack/dlasy2.f
new file mode 100644
index 00000000..3ff12070
--- /dev/null
+++ b/src/lib/lapack/dlasy2.f
@@ -0,0 +1,381 @@
+ SUBROUTINE DLASY2( LTRANL, LTRANR, ISGN, N1, N2, TL, LDTL, TR,
+ $ LDTR, B, LDB, SCALE, X, LDX, XNORM, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL LTRANL, LTRANR
+ INTEGER INFO, ISGN, LDB, LDTL, LDTR, LDX, N1, N2
+ DOUBLE PRECISION SCALE, XNORM
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION B( LDB, * ), TL( LDTL, * ), TR( LDTR, * ),
+ $ X( LDX, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASY2 solves for the N1 by N2 matrix X, 1 <= N1,N2 <= 2, in
+*
+* op(TL)*X + ISGN*X*op(TR) = SCALE*B,
+*
+* where TL is N1 by N1, TR is N2 by N2, B is N1 by N2, and ISGN = 1 or
+* -1. op(T) = T or T', where T' denotes the transpose of T.
+*
+* Arguments
+* =========
+*
+* LTRANL (input) LOGICAL
+* On entry, LTRANL specifies the op(TL):
+* = .FALSE., op(TL) = TL,
+* = .TRUE., op(TL) = TL'.
+*
+* LTRANR (input) LOGICAL
+* On entry, LTRANR specifies the op(TR):
+* = .FALSE., op(TR) = TR,
+* = .TRUE., op(TR) = TR'.
+*
+* ISGN (input) INTEGER
+* On entry, ISGN specifies the sign of the equation
+* as described before. ISGN may only be 1 or -1.
+*
+* N1 (input) INTEGER
+* On entry, N1 specifies the order of matrix TL.
+* N1 may only be 0, 1 or 2.
+*
+* N2 (input) INTEGER
+* On entry, N2 specifies the order of matrix TR.
+* N2 may only be 0, 1 or 2.
+*
+* TL (input) DOUBLE PRECISION array, dimension (LDTL,2)
+* On entry, TL contains an N1 by N1 matrix.
+*
+* LDTL (input) INTEGER
+* The leading dimension of the matrix TL. LDTL >= max(1,N1).
+*
+* TR (input) DOUBLE PRECISION array, dimension (LDTR,2)
+* On entry, TR contains an N2 by N2 matrix.
+*
+* LDTR (input) INTEGER
+* The leading dimension of the matrix TR. LDTR >= max(1,N2).
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB,2)
+* On entry, the N1 by N2 matrix B contains the right-hand
+* side of the equation.
+*
+* LDB (input) INTEGER
+* The leading dimension of the matrix B. LDB >= max(1,N1).
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit, SCALE contains the scale factor. SCALE is chosen
+* less than or equal to 1 to prevent the solution overflowing.
+*
+* X (output) DOUBLE PRECISION array, dimension (LDX,2)
+* On exit, X contains the N1 by N2 solution.
+*
+* LDX (input) INTEGER
+* The leading dimension of the matrix X. LDX >= max(1,N1).
+*
+* XNORM (output) DOUBLE PRECISION
+* On exit, XNORM is the infinity-norm of the solution.
+*
+* INFO (output) INTEGER
+* On exit, INFO is set to
+* 0: successful exit.
+* 1: TL and TR have too close eigenvalues, so TL or
+* TR is perturbed to get a nonsingular equation.
+* NOTE: In the interests of speed, this routine does not
+* check the inputs for errors.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION TWO, HALF, EIGHT
+ PARAMETER ( TWO = 2.0D+0, HALF = 0.5D+0, EIGHT = 8.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL BSWAP, XSWAP
+ INTEGER I, IP, IPIV, IPSV, J, JP, JPSV, K
+ DOUBLE PRECISION BET, EPS, GAM, L21, SGN, SMIN, SMLNUM, TAU1,
+ $ TEMP, U11, U12, U22, XMAX
+* ..
+* .. Local Arrays ..
+ LOGICAL BSWPIV( 4 ), XSWPIV( 4 )
+ INTEGER JPIV( 4 ), LOCL21( 4 ), LOCU12( 4 ),
+ $ LOCU22( 4 )
+ DOUBLE PRECISION BTMP( 4 ), T16( 4, 4 ), TMP( 4 ), X2( 2 )
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL IDAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Data statements ..
+ DATA LOCU12 / 3, 4, 1, 2 / , LOCL21 / 2, 1, 4, 3 / ,
+ $ LOCU22 / 4, 3, 2, 1 /
+ DATA XSWPIV / .FALSE., .FALSE., .TRUE., .TRUE. /
+ DATA BSWPIV / .FALSE., .TRUE., .FALSE., .TRUE. /
+* ..
+* .. Executable Statements ..
+*
+* Do not check the input parameters for errors
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N1.EQ.0 .OR. N2.EQ.0 )
+ $ RETURN
+*
+* Set constants to control overflow
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ SGN = ISGN
+*
+ K = N1 + N1 + N2 - 2
+ GO TO ( 10, 20, 30, 50 )K
+*
+* 1 by 1: TL11*X + SGN*X*TR11 = B11
+*
+ 10 CONTINUE
+ TAU1 = TL( 1, 1 ) + SGN*TR( 1, 1 )
+ BET = ABS( TAU1 )
+ IF( BET.LE.SMLNUM ) THEN
+ TAU1 = SMLNUM
+ BET = SMLNUM
+ INFO = 1
+ END IF
+*
+ SCALE = ONE
+ GAM = ABS( B( 1, 1 ) )
+ IF( SMLNUM*GAM.GT.BET )
+ $ SCALE = ONE / GAM
+*
+ X( 1, 1 ) = ( B( 1, 1 )*SCALE ) / TAU1
+ XNORM = ABS( X( 1, 1 ) )
+ RETURN
+*
+* 1 by 2:
+* TL11*[X11 X12] + ISGN*[X11 X12]*op[TR11 TR12] = [B11 B12]
+* [TR21 TR22]
+*
+ 20 CONTINUE
+*
+ SMIN = MAX( EPS*MAX( ABS( TL( 1, 1 ) ), ABS( TR( 1, 1 ) ),
+ $ ABS( TR( 1, 2 ) ), ABS( TR( 2, 1 ) ), ABS( TR( 2, 2 ) ) ),
+ $ SMLNUM )
+ TMP( 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 )
+ TMP( 4 ) = TL( 1, 1 ) + SGN*TR( 2, 2 )
+ IF( LTRANR ) THEN
+ TMP( 2 ) = SGN*TR( 2, 1 )
+ TMP( 3 ) = SGN*TR( 1, 2 )
+ ELSE
+ TMP( 2 ) = SGN*TR( 1, 2 )
+ TMP( 3 ) = SGN*TR( 2, 1 )
+ END IF
+ BTMP( 1 ) = B( 1, 1 )
+ BTMP( 2 ) = B( 1, 2 )
+ GO TO 40
+*
+* 2 by 1:
+* op[TL11 TL12]*[X11] + ISGN* [X11]*TR11 = [B11]
+* [TL21 TL22] [X21] [X21] [B21]
+*
+ 30 CONTINUE
+ SMIN = MAX( EPS*MAX( ABS( TR( 1, 1 ) ), ABS( TL( 1, 1 ) ),
+ $ ABS( TL( 1, 2 ) ), ABS( TL( 2, 1 ) ), ABS( TL( 2, 2 ) ) ),
+ $ SMLNUM )
+ TMP( 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 )
+ TMP( 4 ) = TL( 2, 2 ) + SGN*TR( 1, 1 )
+ IF( LTRANL ) THEN
+ TMP( 2 ) = TL( 1, 2 )
+ TMP( 3 ) = TL( 2, 1 )
+ ELSE
+ TMP( 2 ) = TL( 2, 1 )
+ TMP( 3 ) = TL( 1, 2 )
+ END IF
+ BTMP( 1 ) = B( 1, 1 )
+ BTMP( 2 ) = B( 2, 1 )
+ 40 CONTINUE
+*
+* Solve 2 by 2 system using complete pivoting.
+* Set pivots less than SMIN to SMIN.
+*
+ IPIV = IDAMAX( 4, TMP, 1 )
+ U11 = TMP( IPIV )
+ IF( ABS( U11 ).LE.SMIN ) THEN
+ INFO = 1
+ U11 = SMIN
+ END IF
+ U12 = TMP( LOCU12( IPIV ) )
+ L21 = TMP( LOCL21( IPIV ) ) / U11
+ U22 = TMP( LOCU22( IPIV ) ) - U12*L21
+ XSWAP = XSWPIV( IPIV )
+ BSWAP = BSWPIV( IPIV )
+ IF( ABS( U22 ).LE.SMIN ) THEN
+ INFO = 1
+ U22 = SMIN
+ END IF
+ IF( BSWAP ) THEN
+ TEMP = BTMP( 2 )
+ BTMP( 2 ) = BTMP( 1 ) - L21*TEMP
+ BTMP( 1 ) = TEMP
+ ELSE
+ BTMP( 2 ) = BTMP( 2 ) - L21*BTMP( 1 )
+ END IF
+ SCALE = ONE
+ IF( ( TWO*SMLNUM )*ABS( BTMP( 2 ) ).GT.ABS( U22 ) .OR.
+ $ ( TWO*SMLNUM )*ABS( BTMP( 1 ) ).GT.ABS( U11 ) ) THEN
+ SCALE = HALF / MAX( ABS( BTMP( 1 ) ), ABS( BTMP( 2 ) ) )
+ BTMP( 1 ) = BTMP( 1 )*SCALE
+ BTMP( 2 ) = BTMP( 2 )*SCALE
+ END IF
+ X2( 2 ) = BTMP( 2 ) / U22
+ X2( 1 ) = BTMP( 1 ) / U11 - ( U12 / U11 )*X2( 2 )
+ IF( XSWAP ) THEN
+ TEMP = X2( 2 )
+ X2( 2 ) = X2( 1 )
+ X2( 1 ) = TEMP
+ END IF
+ X( 1, 1 ) = X2( 1 )
+ IF( N1.EQ.1 ) THEN
+ X( 1, 2 ) = X2( 2 )
+ XNORM = ABS( X( 1, 1 ) ) + ABS( X( 1, 2 ) )
+ ELSE
+ X( 2, 1 ) = X2( 2 )
+ XNORM = MAX( ABS( X( 1, 1 ) ), ABS( X( 2, 1 ) ) )
+ END IF
+ RETURN
+*
+* 2 by 2:
+* op[TL11 TL12]*[X11 X12] +ISGN* [X11 X12]*op[TR11 TR12] = [B11 B12]
+* [TL21 TL22] [X21 X22] [X21 X22] [TR21 TR22] [B21 B22]
+*
+* Solve equivalent 4 by 4 system using complete pivoting.
+* Set pivots less than SMIN to SMIN.
+*
+ 50 CONTINUE
+ SMIN = MAX( ABS( TR( 1, 1 ) ), ABS( TR( 1, 2 ) ),
+ $ ABS( TR( 2, 1 ) ), ABS( TR( 2, 2 ) ) )
+ SMIN = MAX( SMIN, ABS( TL( 1, 1 ) ), ABS( TL( 1, 2 ) ),
+ $ ABS( TL( 2, 1 ) ), ABS( TL( 2, 2 ) ) )
+ SMIN = MAX( EPS*SMIN, SMLNUM )
+ BTMP( 1 ) = ZERO
+ CALL DCOPY( 16, BTMP, 0, T16, 1 )
+ T16( 1, 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 )
+ T16( 2, 2 ) = TL( 2, 2 ) + SGN*TR( 1, 1 )
+ T16( 3, 3 ) = TL( 1, 1 ) + SGN*TR( 2, 2 )
+ T16( 4, 4 ) = TL( 2, 2 ) + SGN*TR( 2, 2 )
+ IF( LTRANL ) THEN
+ T16( 1, 2 ) = TL( 2, 1 )
+ T16( 2, 1 ) = TL( 1, 2 )
+ T16( 3, 4 ) = TL( 2, 1 )
+ T16( 4, 3 ) = TL( 1, 2 )
+ ELSE
+ T16( 1, 2 ) = TL( 1, 2 )
+ T16( 2, 1 ) = TL( 2, 1 )
+ T16( 3, 4 ) = TL( 1, 2 )
+ T16( 4, 3 ) = TL( 2, 1 )
+ END IF
+ IF( LTRANR ) THEN
+ T16( 1, 3 ) = SGN*TR( 1, 2 )
+ T16( 2, 4 ) = SGN*TR( 1, 2 )
+ T16( 3, 1 ) = SGN*TR( 2, 1 )
+ T16( 4, 2 ) = SGN*TR( 2, 1 )
+ ELSE
+ T16( 1, 3 ) = SGN*TR( 2, 1 )
+ T16( 2, 4 ) = SGN*TR( 2, 1 )
+ T16( 3, 1 ) = SGN*TR( 1, 2 )
+ T16( 4, 2 ) = SGN*TR( 1, 2 )
+ END IF
+ BTMP( 1 ) = B( 1, 1 )
+ BTMP( 2 ) = B( 2, 1 )
+ BTMP( 3 ) = B( 1, 2 )
+ BTMP( 4 ) = B( 2, 2 )
+*
+* Perform elimination
+*
+ DO 100 I = 1, 3
+ XMAX = ZERO
+ DO 70 IP = I, 4
+ DO 60 JP = I, 4
+ IF( ABS( T16( IP, JP ) ).GE.XMAX ) THEN
+ XMAX = ABS( T16( IP, JP ) )
+ IPSV = IP
+ JPSV = JP
+ END IF
+ 60 CONTINUE
+ 70 CONTINUE
+ IF( IPSV.NE.I ) THEN
+ CALL DSWAP( 4, T16( IPSV, 1 ), 4, T16( I, 1 ), 4 )
+ TEMP = BTMP( I )
+ BTMP( I ) = BTMP( IPSV )
+ BTMP( IPSV ) = TEMP
+ END IF
+ IF( JPSV.NE.I )
+ $ CALL DSWAP( 4, T16( 1, JPSV ), 1, T16( 1, I ), 1 )
+ JPIV( I ) = JPSV
+ IF( ABS( T16( I, I ) ).LT.SMIN ) THEN
+ INFO = 1
+ T16( I, I ) = SMIN
+ END IF
+ DO 90 J = I + 1, 4
+ T16( J, I ) = T16( J, I ) / T16( I, I )
+ BTMP( J ) = BTMP( J ) - T16( J, I )*BTMP( I )
+ DO 80 K = I + 1, 4
+ T16( J, K ) = T16( J, K ) - T16( J, I )*T16( I, K )
+ 80 CONTINUE
+ 90 CONTINUE
+ 100 CONTINUE
+ IF( ABS( T16( 4, 4 ) ).LT.SMIN )
+ $ T16( 4, 4 ) = SMIN
+ SCALE = ONE
+ IF( ( EIGHT*SMLNUM )*ABS( BTMP( 1 ) ).GT.ABS( T16( 1, 1 ) ) .OR.
+ $ ( EIGHT*SMLNUM )*ABS( BTMP( 2 ) ).GT.ABS( T16( 2, 2 ) ) .OR.
+ $ ( EIGHT*SMLNUM )*ABS( BTMP( 3 ) ).GT.ABS( T16( 3, 3 ) ) .OR.
+ $ ( EIGHT*SMLNUM )*ABS( BTMP( 4 ) ).GT.ABS( T16( 4, 4 ) ) ) THEN
+ SCALE = ( ONE / EIGHT ) / MAX( ABS( BTMP( 1 ) ),
+ $ ABS( BTMP( 2 ) ), ABS( BTMP( 3 ) ), ABS( BTMP( 4 ) ) )
+ BTMP( 1 ) = BTMP( 1 )*SCALE
+ BTMP( 2 ) = BTMP( 2 )*SCALE
+ BTMP( 3 ) = BTMP( 3 )*SCALE
+ BTMP( 4 ) = BTMP( 4 )*SCALE
+ END IF
+ DO 120 I = 1, 4
+ K = 5 - I
+ TEMP = ONE / T16( K, K )
+ TMP( K ) = BTMP( K )*TEMP
+ DO 110 J = K + 1, 4
+ TMP( K ) = TMP( K ) - ( TEMP*T16( K, J ) )*TMP( J )
+ 110 CONTINUE
+ 120 CONTINUE
+ DO 130 I = 1, 3
+ IF( JPIV( 4-I ).NE.4-I ) THEN
+ TEMP = TMP( 4-I )
+ TMP( 4-I ) = TMP( JPIV( 4-I ) )
+ TMP( JPIV( 4-I ) ) = TEMP
+ END IF
+ 130 CONTINUE
+ X( 1, 1 ) = TMP( 1 )
+ X( 2, 1 ) = TMP( 2 )
+ X( 1, 2 ) = TMP( 3 )
+ X( 2, 2 ) = TMP( 4 )
+ XNORM = MAX( ABS( TMP( 1 ) )+ABS( TMP( 3 ) ),
+ $ ABS( TMP( 2 ) )+ABS( TMP( 4 ) ) )
+ RETURN
+*
+* End of DLASY2
+*
+ END
diff --git a/src/lib/lapack/dlasyf.f b/src/lib/lapack/dlasyf.f
new file mode 100644
index 00000000..67b9c147
--- /dev/null
+++ b/src/lib/lapack/dlasyf.f
@@ -0,0 +1,587 @@
+ SUBROUTINE DLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, KB, LDA, LDW, N, NB
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), W( LDW, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASYF computes a partial factorization of a real symmetric matrix A
+* using the Bunch-Kaufman diagonal pivoting method. The partial
+* factorization has the form:
+*
+* A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
+* ( 0 U22 ) ( 0 D ) ( U12' U22' )
+*
+* A = ( L11 0 ) ( D 0 ) ( L11' L21' ) if UPLO = 'L'
+* ( L21 I ) ( 0 A22 ) ( 0 I )
+*
+* where the order of D is at most NB. The actual order is returned in
+* the argument KB, and is either NB or NB-1, or N if N <= NB.
+*
+* DLASYF is an auxiliary routine called by DSYTRF. It uses blocked code
+* (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
+* A22 (if UPLO = 'L').
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is stored:
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NB (input) INTEGER
+* The maximum number of columns of the matrix A that should be
+* factored. NB should be at least 2 to allow for 2-by-2 pivot
+* blocks.
+*
+* KB (output) INTEGER
+* The number of columns of A that were actually factored.
+* KB is either NB-1 or NB, or N if N <= NB.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* n-by-n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n-by-n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit, A contains details of the partial factorization.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (output) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D.
+* If UPLO = 'U', only the last KB elements of IPIV are set;
+* if UPLO = 'L', only the first KB elements are set.
+*
+* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
+* interchanged and D(k,k) is a 1-by-1 diagonal block.
+* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
+* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
+* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
+* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
+* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
+*
+* W (workspace) DOUBLE PRECISION array, dimension (LDW,NB)
+*
+* LDW (input) INTEGER
+* The leading dimension of the array W. LDW >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
+* has been completed, but the block diagonal matrix D is
+* exactly singular.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION EIGHT, SEVTEN
+ PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
+ $ KSTEP, KW
+ DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D21, D22, R1,
+ $ ROWMAX, T
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ EXTERNAL LSAME, IDAMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DGEMM, DGEMV, DSCAL, DSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Initialize ALPHA for use in choosing pivot block size.
+*
+ ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+*
+* Factorize the trailing columns of A using the upper triangle
+* of A and working backwards, and compute the matrix W = U12*D
+* for use in updating A11
+*
+* K is the main loop index, decreasing from N in steps of 1 or 2
+*
+* KW is the column of W which corresponds to column K of A
+*
+ K = N
+ 10 CONTINUE
+ KW = NB + K - N
+*
+* Exit from loop
+*
+ IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
+ $ GO TO 30
+*
+* Copy column K of A to column KW of W and update it
+*
+ CALL DCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
+ IF( K.LT.N )
+ $ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ), LDA,
+ $ W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
+*
+ KSTEP = 1
+*
+* Determine rows and columns to be interchanged and whether
+* a 1-by-1 or 2-by-2 pivot block will be used
+*
+ ABSAKK = ABS( W( K, KW ) )
+*
+* IMAX is the row-index of the largest off-diagonal element in
+* column K, and COLMAX is its absolute value
+*
+ IF( K.GT.1 ) THEN
+ IMAX = IDAMAX( K-1, W( 1, KW ), 1 )
+ COLMAX = ABS( W( IMAX, KW ) )
+ ELSE
+ COLMAX = ZERO
+ END IF
+*
+ IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
+*
+* Column K is zero: set INFO and continue
+*
+ IF( INFO.EQ.0 )
+ $ INFO = K
+ KP = K
+ ELSE
+ IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE
+*
+* Copy column IMAX to column KW-1 of W and update it
+*
+ CALL DCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
+ CALL DCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
+ $ W( IMAX+1, KW-1 ), 1 )
+ IF( K.LT.N )
+ $ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
+ $ LDA, W( IMAX, KW+1 ), LDW, ONE,
+ $ W( 1, KW-1 ), 1 )
+*
+* JMAX is the column-index of the largest off-diagonal
+* element in row IMAX, and ROWMAX is its absolute value
+*
+ JMAX = IMAX + IDAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
+ ROWMAX = ABS( W( JMAX, KW-1 ) )
+ IF( IMAX.GT.1 ) THEN
+ JMAX = IDAMAX( IMAX-1, W( 1, KW-1 ), 1 )
+ ROWMAX = MAX( ROWMAX, ABS( W( JMAX, KW-1 ) ) )
+ END IF
+*
+ IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE IF( ABS( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
+*
+* interchange rows and columns K and IMAX, use 1-by-1
+* pivot block
+*
+ KP = IMAX
+*
+* copy column KW-1 of W to column KW
+*
+ CALL DCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
+ ELSE
+*
+* interchange rows and columns K-1 and IMAX, use 2-by-2
+* pivot block
+*
+ KP = IMAX
+ KSTEP = 2
+ END IF
+ END IF
+*
+ KK = K - KSTEP + 1
+ KKW = NB + KK - N
+*
+* Updated column KP is already stored in column KKW of W
+*
+ IF( KP.NE.KK ) THEN
+*
+* Copy non-updated column KK to column KP
+*
+ A( KP, K ) = A( KK, K )
+ CALL DCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
+ $ LDA )
+ CALL DCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
+*
+* Interchange rows KK and KP in last KK columns of A and W
+*
+ CALL DSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
+ CALL DSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
+ $ LDW )
+ END IF
+*
+ IF( KSTEP.EQ.1 ) THEN
+*
+* 1-by-1 pivot block D(k): column KW of W now holds
+*
+* W(k) = U(k)*D(k)
+*
+* where U(k) is the k-th column of U
+*
+* Store U(k) in column k of A
+*
+ CALL DCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
+ R1 = ONE / A( K, K )
+ CALL DSCAL( K-1, R1, A( 1, K ), 1 )
+ ELSE
+*
+* 2-by-2 pivot block D(k): columns KW and KW-1 of W now
+* hold
+*
+* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
+*
+* where U(k) and U(k-1) are the k-th and (k-1)-th columns
+* of U
+*
+ IF( K.GT.2 ) THEN
+*
+* Store U(k) and U(k-1) in columns k and k-1 of A
+*
+ D21 = W( K-1, KW )
+ D11 = W( K, KW ) / D21
+ D22 = W( K-1, KW-1 ) / D21
+ T = ONE / ( D11*D22-ONE )
+ D21 = T / D21
+ DO 20 J = 1, K - 2
+ A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
+ A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
+ 20 CONTINUE
+ END IF
+*
+* Copy D(k) to A
+*
+ A( K-1, K-1 ) = W( K-1, KW-1 )
+ A( K-1, K ) = W( K-1, KW )
+ A( K, K ) = W( K, KW )
+ END IF
+ END IF
+*
+* Store details of the interchanges in IPIV
+*
+ IF( KSTEP.EQ.1 ) THEN
+ IPIV( K ) = KP
+ ELSE
+ IPIV( K ) = -KP
+ IPIV( K-1 ) = -KP
+ END IF
+*
+* Decrease K and return to the start of the main loop
+*
+ K = K - KSTEP
+ GO TO 10
+*
+ 30 CONTINUE
+*
+* Update the upper triangle of A11 (= A(1:k,1:k)) as
+*
+* A11 := A11 - U12*D*U12' = A11 - U12*W'
+*
+* computing blocks of NB columns at a time
+*
+ DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
+ JB = MIN( NB, K-J+1 )
+*
+* Update the upper triangle of the diagonal block
+*
+ DO 40 JJ = J, J + JB - 1
+ CALL DGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
+ $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
+ $ A( J, JJ ), 1 )
+ 40 CONTINUE
+*
+* Update the rectangular superdiagonal block
+*
+ CALL DGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, -ONE,
+ $ A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, ONE,
+ $ A( 1, J ), LDA )
+ 50 CONTINUE
+*
+* Put U12 in standard form by partially undoing the interchanges
+* in columns k+1:n
+*
+ J = K + 1
+ 60 CONTINUE
+ JJ = J
+ JP = IPIV( J )
+ IF( JP.LT.0 ) THEN
+ JP = -JP
+ J = J + 1
+ END IF
+ J = J + 1
+ IF( JP.NE.JJ .AND. J.LE.N )
+ $ CALL DSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
+ IF( J.LE.N )
+ $ GO TO 60
+*
+* Set KB to the number of columns factorized
+*
+ KB = N - K
+*
+ ELSE
+*
+* Factorize the leading columns of A using the lower triangle
+* of A and working forwards, and compute the matrix W = L21*D
+* for use in updating A22
+*
+* K is the main loop index, increasing from 1 in steps of 1 or 2
+*
+ K = 1
+ 70 CONTINUE
+*
+* Exit from loop
+*
+ IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
+ $ GO TO 90
+*
+* Copy column K of A to column K of W and update it
+*
+ CALL DCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
+ CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ), LDA,
+ $ W( K, 1 ), LDW, ONE, W( K, K ), 1 )
+*
+ KSTEP = 1
+*
+* Determine rows and columns to be interchanged and whether
+* a 1-by-1 or 2-by-2 pivot block will be used
+*
+ ABSAKK = ABS( W( K, K ) )
+*
+* IMAX is the row-index of the largest off-diagonal element in
+* column K, and COLMAX is its absolute value
+*
+ IF( K.LT.N ) THEN
+ IMAX = K + IDAMAX( N-K, W( K+1, K ), 1 )
+ COLMAX = ABS( W( IMAX, K ) )
+ ELSE
+ COLMAX = ZERO
+ END IF
+*
+ IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
+*
+* Column K is zero: set INFO and continue
+*
+ IF( INFO.EQ.0 )
+ $ INFO = K
+ KP = K
+ ELSE
+ IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE
+*
+* Copy column IMAX to column K+1 of W and update it
+*
+ CALL DCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
+ CALL DCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
+ $ 1 )
+ CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ),
+ $ LDA, W( IMAX, 1 ), LDW, ONE, W( K, K+1 ), 1 )
+*
+* JMAX is the column-index of the largest off-diagonal
+* element in row IMAX, and ROWMAX is its absolute value
+*
+ JMAX = K - 1 + IDAMAX( IMAX-K, W( K, K+1 ), 1 )
+ ROWMAX = ABS( W( JMAX, K+1 ) )
+ IF( IMAX.LT.N ) THEN
+ JMAX = IMAX + IDAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
+ ROWMAX = MAX( ROWMAX, ABS( W( JMAX, K+1 ) ) )
+ END IF
+*
+ IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE IF( ABS( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX ) THEN
+*
+* interchange rows and columns K and IMAX, use 1-by-1
+* pivot block
+*
+ KP = IMAX
+*
+* copy column K+1 of W to column K
+*
+ CALL DCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
+ ELSE
+*
+* interchange rows and columns K+1 and IMAX, use 2-by-2
+* pivot block
+*
+ KP = IMAX
+ KSTEP = 2
+ END IF
+ END IF
+*
+ KK = K + KSTEP - 1
+*
+* Updated column KP is already stored in column KK of W
+*
+ IF( KP.NE.KK ) THEN
+*
+* Copy non-updated column KK to column KP
+*
+ A( KP, K ) = A( KK, K )
+ CALL DCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
+ CALL DCOPY( N-KP+1, A( KP, KK ), 1, A( KP, KP ), 1 )
+*
+* Interchange rows KK and KP in first KK columns of A and W
+*
+ CALL DSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
+ CALL DSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
+ END IF
+*
+ IF( KSTEP.EQ.1 ) THEN
+*
+* 1-by-1 pivot block D(k): column k of W now holds
+*
+* W(k) = L(k)*D(k)
+*
+* where L(k) is the k-th column of L
+*
+* Store L(k) in column k of A
+*
+ CALL DCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
+ IF( K.LT.N ) THEN
+ R1 = ONE / A( K, K )
+ CALL DSCAL( N-K, R1, A( K+1, K ), 1 )
+ END IF
+ ELSE
+*
+* 2-by-2 pivot block D(k): columns k and k+1 of W now hold
+*
+* ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
+*
+* where L(k) and L(k+1) are the k-th and (k+1)-th columns
+* of L
+*
+ IF( K.LT.N-1 ) THEN
+*
+* Store L(k) and L(k+1) in columns k and k+1 of A
+*
+ D21 = W( K+1, K )
+ D11 = W( K+1, K+1 ) / D21
+ D22 = W( K, K ) / D21
+ T = ONE / ( D11*D22-ONE )
+ D21 = T / D21
+ DO 80 J = K + 2, N
+ A( J, K ) = D21*( D11*W( J, K )-W( J, K+1 ) )
+ A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
+ 80 CONTINUE
+ END IF
+*
+* Copy D(k) to A
+*
+ A( K, K ) = W( K, K )
+ A( K+1, K ) = W( K+1, K )
+ A( K+1, K+1 ) = W( K+1, K+1 )
+ END IF
+ END IF
+*
+* Store details of the interchanges in IPIV
+*
+ IF( KSTEP.EQ.1 ) THEN
+ IPIV( K ) = KP
+ ELSE
+ IPIV( K ) = -KP
+ IPIV( K+1 ) = -KP
+ END IF
+*
+* Increase K and return to the start of the main loop
+*
+ K = K + KSTEP
+ GO TO 70
+*
+ 90 CONTINUE
+*
+* Update the lower triangle of A22 (= A(k:n,k:n)) as
+*
+* A22 := A22 - L21*D*L21' = A22 - L21*W'
+*
+* computing blocks of NB columns at a time
+*
+ DO 110 J = K, N, NB
+ JB = MIN( NB, N-J+1 )
+*
+* Update the lower triangle of the diagonal block
+*
+ DO 100 JJ = J, J + JB - 1
+ CALL DGEMV( 'No transpose', J+JB-JJ, K-1, -ONE,
+ $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, ONE,
+ $ A( JJ, JJ ), 1 )
+ 100 CONTINUE
+*
+* Update the rectangular subdiagonal block
+*
+ IF( J+JB.LE.N )
+ $ CALL DGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
+ $ K-1, -ONE, A( J+JB, 1 ), LDA, W( J, 1 ), LDW,
+ $ ONE, A( J+JB, J ), LDA )
+ 110 CONTINUE
+*
+* Put L21 in standard form by partially undoing the interchanges
+* in columns 1:k-1
+*
+ J = K - 1
+ 120 CONTINUE
+ JJ = J
+ JP = IPIV( J )
+ IF( JP.LT.0 ) THEN
+ JP = -JP
+ J = J - 1
+ END IF
+ J = J - 1
+ IF( JP.NE.JJ .AND. J.GE.1 )
+ $ CALL DSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
+ IF( J.GE.1 )
+ $ GO TO 120
+*
+* Set KB to the number of columns factorized
+*
+ KB = K - 1
+*
+ END IF
+ RETURN
+*
+* End of DLASYF
+*
+ END
diff --git a/src/lib/lapack/dlatdf.f b/src/lib/lapack/dlatdf.f
new file mode 100644
index 00000000..91fa46e3
--- /dev/null
+++ b/src/lib/lapack/dlatdf.f
@@ -0,0 +1,237 @@
+ SUBROUTINE DLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
+ $ JPIV )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IJOB, LDZ, N
+ DOUBLE PRECISION RDSCAL, RDSUM
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ DOUBLE PRECISION RHS( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLATDF uses the LU factorization of the n-by-n matrix Z computed by
+* DGETC2 and computes a contribution to the reciprocal Dif-estimate
+* by solving Z * x = b for x, and choosing the r.h.s. b such that
+* the norm of x is as large as possible. On entry RHS = b holds the
+* contribution from earlier solved sub-systems, and on return RHS = x.
+*
+* The factorization of Z returned by DGETC2 has the form Z = P*L*U*Q,
+* where P and Q are permutation matrices. L is lower triangular with
+* unit diagonal elements and U is upper triangular.
+*
+* Arguments
+* =========
+*
+* IJOB (input) INTEGER
+* IJOB = 2: First compute an approximative null-vector e
+* of Z using DGECON, e is normalized and solve for
+* Zx = +-e - f with the sign giving the greater value
+* of 2-norm(x). About 5 times as expensive as Default.
+* IJOB .ne. 2: Local look ahead strategy where all entries of
+* the r.h.s. b is choosen as either +1 or -1 (Default).
+*
+* N (input) INTEGER
+* The number of columns of the matrix Z.
+*
+* Z (input) DOUBLE PRECISION array, dimension (LDZ, N)
+* On entry, the LU part of the factorization of the n-by-n
+* matrix Z computed by DGETC2: Z = P * L * U * Q
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDA >= max(1, N).
+*
+* RHS (input/output) DOUBLE PRECISION array, dimension N.
+* On entry, RHS contains contributions from other subsystems.
+* On exit, RHS contains the solution of the subsystem with
+* entries acoording to the value of IJOB (see above).
+*
+* RDSUM (input/output) DOUBLE PRECISION
+* On entry, the sum of squares of computed contributions to
+* the Dif-estimate under computation by DTGSYL, where the
+* scaling factor RDSCAL (see below) has been factored out.
+* On exit, the corresponding sum of squares updated with the
+* contributions from the current sub-system.
+* If TRANS = 'T' RDSUM is not touched.
+* NOTE: RDSUM only makes sense when DTGSY2 is called by STGSYL.
+*
+* RDSCAL (input/output) DOUBLE PRECISION
+* On entry, scaling factor used to prevent overflow in RDSUM.
+* On exit, RDSCAL is updated w.r.t. the current contributions
+* in RDSUM.
+* If TRANS = 'T', RDSCAL is not touched.
+* NOTE: RDSCAL only makes sense when DTGSY2 is called by
+* DTGSYL.
+*
+* IPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* This routine is a further developed implementation of algorithm
+* BSOLVE in [1] using complete pivoting in the LU factorization.
+*
+* [1] Bo Kagstrom and Lars Westin,
+* Generalized Schur Methods with Condition Estimators for
+* Solving the Generalized Sylvester Equation, IEEE Transactions
+* on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751.
+*
+* [2] Peter Poromaa,
+* On Efficient and Robust Estimators for the Separation
+* between two Regular Matrix Pairs with Applications in
+* Condition Estimation. Report IMINF-95.05, Departement of
+* Computing Science, Umea University, S-901 87 Umea, Sweden, 1995.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER MAXDIM
+ PARAMETER ( MAXDIM = 8 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J, K
+ DOUBLE PRECISION BM, BP, PMONE, SMINU, SPLUS, TEMP
+* ..
+* .. Local Arrays ..
+ INTEGER IWORK( MAXDIM )
+ DOUBLE PRECISION WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGECON, DGESC2, DLASSQ, DLASWP,
+ $ DSCAL
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DASUM, DDOT
+ EXTERNAL DASUM, DDOT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( IJOB.NE.2 ) THEN
+*
+* Apply permutations IPIV to RHS
+*
+ CALL DLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 )
+*
+* Solve for L-part choosing RHS either to +1 or -1.
+*
+ PMONE = -ONE
+*
+ DO 10 J = 1, N - 1
+ BP = RHS( J ) + ONE
+ BM = RHS( J ) - ONE
+ SPLUS = ONE
+*
+* Look-ahead for L-part RHS(1:N-1) = + or -1, SPLUS and
+* SMIN computed more efficiently than in BSOLVE [1].
+*
+ SPLUS = SPLUS + DDOT( N-J, Z( J+1, J ), 1, Z( J+1, J ), 1 )
+ SMINU = DDOT( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 )
+ SPLUS = SPLUS*RHS( J )
+ IF( SPLUS.GT.SMINU ) THEN
+ RHS( J ) = BP
+ ELSE IF( SMINU.GT.SPLUS ) THEN
+ RHS( J ) = BM
+ ELSE
+*
+* In this case the updating sums are equal and we can
+* choose RHS(J) +1 or -1. The first time this happens
+* we choose -1, thereafter +1. This is a simple way to
+* get good estimates of matrices like Byers well-known
+* example (see [1]). (Not done in BSOLVE.)
+*
+ RHS( J ) = RHS( J ) + PMONE
+ PMONE = ONE
+ END IF
+*
+* Compute the remaining r.h.s.
+*
+ TEMP = -RHS( J )
+ CALL DAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 )
+*
+ 10 CONTINUE
+*
+* Solve for U-part, look-ahead for RHS(N) = +-1. This is not done
+* in BSOLVE and will hopefully give us a better estimate because
+* any ill-conditioning of the original matrix is transfered to U
+* and not to L. U(N, N) is an approximation to sigma_min(LU).
+*
+ CALL DCOPY( N-1, RHS, 1, XP, 1 )
+ XP( N ) = RHS( N ) + ONE
+ RHS( N ) = RHS( N ) - ONE
+ SPLUS = ZERO
+ SMINU = ZERO
+ DO 30 I = N, 1, -1
+ TEMP = ONE / Z( I, I )
+ XP( I ) = XP( I )*TEMP
+ RHS( I ) = RHS( I )*TEMP
+ DO 20 K = I + 1, N
+ XP( I ) = XP( I ) - XP( K )*( Z( I, K )*TEMP )
+ RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP )
+ 20 CONTINUE
+ SPLUS = SPLUS + ABS( XP( I ) )
+ SMINU = SMINU + ABS( RHS( I ) )
+ 30 CONTINUE
+ IF( SPLUS.GT.SMINU )
+ $ CALL DCOPY( N, XP, 1, RHS, 1 )
+*
+* Apply the permutations JPIV to the computed solution (RHS)
+*
+ CALL DLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 )
+*
+* Compute the sum of squares
+*
+ CALL DLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+*
+ ELSE
+*
+* IJOB = 2, Compute approximate nullvector XM of Z
+*
+ CALL DGECON( 'I', N, Z, LDZ, ONE, TEMP, WORK, IWORK, INFO )
+ CALL DCOPY( N, WORK( N+1 ), 1, XM, 1 )
+*
+* Compute RHS
+*
+ CALL DLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 )
+ TEMP = ONE / SQRT( DDOT( N, XM, 1, XM, 1 ) )
+ CALL DSCAL( N, TEMP, XM, 1 )
+ CALL DCOPY( N, XM, 1, XP, 1 )
+ CALL DAXPY( N, ONE, RHS, 1, XP, 1 )
+ CALL DAXPY( N, -ONE, XM, 1, RHS, 1 )
+ CALL DGESC2( N, Z, LDZ, RHS, IPIV, JPIV, TEMP )
+ CALL DGESC2( N, Z, LDZ, XP, IPIV, JPIV, TEMP )
+ IF( DASUM( N, XP, 1 ).GT.DASUM( N, RHS, 1 ) )
+ $ CALL DCOPY( N, XP, 1, RHS, 1 )
+*
+* Compute the sum of squares
+*
+ CALL DLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+*
+ END IF
+*
+ RETURN
+*
+* End of DLATDF
+*
+ END
diff --git a/src/lib/lapack/dlatrd.f b/src/lib/lapack/dlatrd.f
new file mode 100644
index 00000000..27bf9b98
--- /dev/null
+++ b/src/lib/lapack/dlatrd.f
@@ -0,0 +1,258 @@
+ SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDA, LDW, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), E( * ), TAU( * ), W( LDW, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLATRD reduces NB rows and columns of a real symmetric matrix A to
+* symmetric tridiagonal form by an orthogonal similarity
+* transformation Q' * A * Q, and returns the matrices V and W which are
+* needed to apply the transformation to the unreduced part of A.
+*
+* If UPLO = 'U', DLATRD reduces the last NB rows and columns of a
+* matrix, of which the upper triangle is supplied;
+* if UPLO = 'L', DLATRD reduces the first NB rows and columns of a
+* matrix, of which the lower triangle is supplied.
+*
+* This is an auxiliary routine called by DSYTRD.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is stored:
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* NB (input) INTEGER
+* The number of rows and columns to be reduced.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* n-by-n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n-by-n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit:
+* if UPLO = 'U', the last NB columns have been reduced to
+* tridiagonal form, with the diagonal elements overwriting
+* the diagonal elements of A; the elements above the diagonal
+* with the array TAU, represent the orthogonal matrix Q as a
+* product of elementary reflectors;
+* if UPLO = 'L', the first NB columns have been reduced to
+* tridiagonal form, with the diagonal elements overwriting
+* the diagonal elements of A; the elements below the diagonal
+* with the array TAU, represent the orthogonal matrix Q as a
+* product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= (1,N).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
+* elements of the last NB columns of the reduced matrix;
+* if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
+* the first NB columns of the reduced matrix.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (N-1)
+* The scalar factors of the elementary reflectors, stored in
+* TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
+* See Further Details.
+*
+* W (output) DOUBLE PRECISION array, dimension (LDW,NB)
+* The n-by-nb matrix W required to update the unreduced part
+* of A.
+*
+* LDW (input) INTEGER
+* The leading dimension of the array W. LDW >= max(1,N).
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n) H(n-1) . . . H(n-nb+1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
+* and tau in TAU(i-1).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(nb).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
+* and tau in TAU(i).
+*
+* The elements of the vectors v together form the n-by-nb matrix V
+* which is needed, with W, to apply the transformation to the unreduced
+* part of the matrix, using a symmetric rank-2k update of the form:
+* A := A - V*W' - W*V'.
+*
+* The contents of A on exit are illustrated by the following examples
+* with n = 5 and nb = 2:
+*
+* if UPLO = 'U': if UPLO = 'L':
+*
+* ( a a a v4 v5 ) ( d )
+* ( a a v4 v5 ) ( 1 d )
+* ( a 1 v5 ) ( v1 1 a )
+* ( d 1 ) ( v1 v2 a a )
+* ( d ) ( v1 v2 a a a )
+*
+* where d denotes a diagonal element of the reduced matrix, a denotes
+* an element of the original matrix that is unchanged, and vi denotes
+* an element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, HALF
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, HALF = 0.5D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IW
+ DOUBLE PRECISION ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DGEMV, DLARFG, DSCAL, DSYMV
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+*
+* Reduce last NB columns of upper triangle
+*
+ DO 10 I = N, N - NB + 1, -1
+ IW = I - N + NB
+ IF( I.LT.N ) THEN
+*
+* Update A(1:i,i)
+*
+ CALL DGEMV( 'No transpose', I, N-I, -ONE, A( 1, I+1 ),
+ $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', I, N-I, -ONE, W( 1, IW+1 ),
+ $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 )
+ END IF
+ IF( I.GT.1 ) THEN
+*
+* Generate elementary reflector H(i) to annihilate
+* A(1:i-2,i)
+*
+ CALL DLARFG( I-1, A( I-1, I ), A( 1, I ), 1, TAU( I-1 ) )
+ E( I-1 ) = A( I-1, I )
+ A( I-1, I ) = ONE
+*
+* Compute W(1:i-1,i)
+*
+ CALL DSYMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1,
+ $ ZERO, W( 1, IW ), 1 )
+ IF( I.LT.N ) THEN
+ CALL DGEMV( 'Transpose', I-1, N-I, ONE, W( 1, IW+1 ),
+ $ LDW, A( 1, I ), 1, ZERO, W( I+1, IW ), 1 )
+ CALL DGEMV( 'No transpose', I-1, N-I, -ONE,
+ $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE,
+ $ W( 1, IW ), 1 )
+ CALL DGEMV( 'Transpose', I-1, N-I, ONE, A( 1, I+1 ),
+ $ LDA, A( 1, I ), 1, ZERO, W( I+1, IW ), 1 )
+ CALL DGEMV( 'No transpose', I-1, N-I, -ONE,
+ $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE,
+ $ W( 1, IW ), 1 )
+ END IF
+ CALL DSCAL( I-1, TAU( I-1 ), W( 1, IW ), 1 )
+ ALPHA = -HALF*TAU( I-1 )*DDOT( I-1, W( 1, IW ), 1,
+ $ A( 1, I ), 1 )
+ CALL DAXPY( I-1, ALPHA, A( 1, I ), 1, W( 1, IW ), 1 )
+ END IF
+*
+ 10 CONTINUE
+ ELSE
+*
+* Reduce first NB columns of lower triangle
+*
+ DO 20 I = 1, NB
+*
+* Update A(i:n,i)
+*
+ CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, A( I, 1 ),
+ $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, W( I, 1 ),
+ $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 )
+ IF( I.LT.N ) THEN
+*
+* Generate elementary reflector H(i) to annihilate
+* A(i+2:n,i)
+*
+ CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
+ $ TAU( I ) )
+ E( I ) = A( I+1, I )
+ A( I+1, I ) = ONE
+*
+* Compute W(i+1:n,i)
+*
+ CALL DSYMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, W( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-I, I-1, ONE, W( I+1, 1 ), LDW,
+ $ A( I+1, I ), 1, ZERO, W( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-I, I-1, ONE, A( I+1, 1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, W( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I, I-1, -ONE, W( I+1, 1 ),
+ $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
+ CALL DSCAL( N-I, TAU( I ), W( I+1, I ), 1 )
+ ALPHA = -HALF*TAU( I )*DDOT( N-I, W( I+1, I ), 1,
+ $ A( I+1, I ), 1 )
+ CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, W( I+1, I ), 1 )
+ END IF
+*
+ 20 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DLATRD
+*
+ END
diff --git a/src/lib/lapack/dlatrs.f b/src/lib/lapack/dlatrs.f
new file mode 100644
index 00000000..bbd3a9e4
--- /dev/null
+++ b/src/lib/lapack/dlatrs.f
@@ -0,0 +1,701 @@
+ SUBROUTINE DLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,
+ $ CNORM, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, NORMIN, TRANS, UPLO
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION SCALE
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), CNORM( * ), X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLATRS solves one of the triangular systems
+*
+* A *x = s*b or A'*x = s*b
+*
+* with scaling to prevent overflow. Here A is an upper or lower
+* triangular matrix, A' denotes the transpose of A, x and b are
+* n-element vectors, and s is a scaling factor, usually less than
+* or equal to 1, chosen so that the components of x will be less than
+* the overflow threshold. If the unscaled problem will not cause
+* overflow, the Level 2 BLAS routine DTRSV is called. If the matrix A
+* is singular (A(j,j) = 0 for some j), then s is set to 0 and a
+* non-trivial solution to A*x = 0 is returned.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the matrix A is upper or lower triangular.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* TRANS (input) CHARACTER*1
+* Specifies the operation applied to A.
+* = 'N': Solve A * x = s*b (No transpose)
+* = 'T': Solve A'* x = s*b (Transpose)
+* = 'C': Solve A'* x = s*b (Conjugate transpose = Transpose)
+*
+* DIAG (input) CHARACTER*1
+* Specifies whether or not the matrix A is unit triangular.
+* = 'N': Non-unit triangular
+* = 'U': Unit triangular
+*
+* NORMIN (input) CHARACTER*1
+* Specifies whether CNORM has been set or not.
+* = 'Y': CNORM contains the column norms on entry
+* = 'N': CNORM is not set on entry. On exit, the norms will
+* be computed and stored in CNORM.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The triangular matrix A. If UPLO = 'U', the leading n by n
+* upper triangular part of the array A contains the upper
+* triangular matrix, and the strictly lower triangular part of
+* A is not referenced. If UPLO = 'L', the leading n by n lower
+* triangular part of the array A contains the lower triangular
+* matrix, and the strictly upper triangular part of A is not
+* referenced. If DIAG = 'U', the diagonal elements of A are
+* also not referenced and are assumed to be 1.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max (1,N).
+*
+* X (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the right hand side b of the triangular system.
+* On exit, X is overwritten by the solution vector x.
+*
+* SCALE (output) DOUBLE PRECISION
+* The scaling factor s for the triangular system
+* A * x = s*b or A'* x = s*b.
+* If SCALE = 0, the matrix A is singular or badly scaled, and
+* the vector x is an exact or approximate solution to A*x = 0.
+*
+* CNORM (input or output) DOUBLE PRECISION array, dimension (N)
+*
+* If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
+* contains the norm of the off-diagonal part of the j-th column
+* of A. If TRANS = 'N', CNORM(j) must be greater than or equal
+* to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
+* must be greater than or equal to the 1-norm.
+*
+* If NORMIN = 'N', CNORM is an output argument and CNORM(j)
+* returns the 1-norm of the offdiagonal part of the j-th column
+* of A.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+*
+* Further Details
+* ======= =======
+*
+* A rough bound on x is computed; if that is less than overflow, DTRSV
+* is called, otherwise, specific code is used which checks for possible
+* overflow or divide-by-zero at every operation.
+*
+* A columnwise scheme is used for solving A*x = b. The basic algorithm
+* if A is lower triangular is
+*
+* x[1:n] := b[1:n]
+* for j = 1, ..., n
+* x(j) := x(j) / A(j,j)
+* x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
+* end
+*
+* Define bounds on the components of x after j iterations of the loop:
+* M(j) = bound on x[1:j]
+* G(j) = bound on x[j+1:n]
+* Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.
+*
+* Then for iteration j+1 we have
+* M(j+1) <= G(j) / | A(j+1,j+1) |
+* G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
+* <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )
+*
+* where CNORM(j+1) is greater than or equal to the infinity-norm of
+* column j+1 of A, not counting the diagonal. Hence
+*
+* G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
+* 1<=i<=j
+* and
+*
+* |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
+* 1<=i< j
+*
+* Since |x(j)| <= M(j), we use the Level 2 BLAS routine DTRSV if the
+* reciprocal of the largest M(j), j=1,..,n, is larger than
+* max(underflow, 1/overflow).
+*
+* The bound on x(j) is also used to determine when a step in the
+* columnwise method can be performed without fear of overflow. If
+* the computed bound is greater than a large constant, x is scaled to
+* prevent overflow, but if the bound overflows, x is set to 0, x(j) to
+* 1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
+*
+* Similarly, a row-wise scheme is used to solve A'*x = b. The basic
+* algorithm for A upper triangular is
+*
+* for j = 1, ..., n
+* x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
+* end
+*
+* We simultaneously compute two bounds
+* G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
+* M(j) = bound on x(i), 1<=i<=j
+*
+* The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
+* add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
+* Then the bound on x(j) is
+*
+* M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
+*
+* <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
+* 1<=i<=j
+*
+* and we can safely call DTRSV if 1/M(n) and 1/G(n) are both greater
+* than max(underflow, 1/overflow).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, HALF, ONE
+ PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN, NOUNIT, UPPER
+ INTEGER I, IMAX, J, JFIRST, JINC, JLAST
+ DOUBLE PRECISION BIGNUM, GROW, REC, SMLNUM, SUMJ, TJJ, TJJS,
+ $ TMAX, TSCAL, USCAL, XBND, XJ, XMAX
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DASUM, DDOT, DLAMCH
+ EXTERNAL LSAME, IDAMAX, DASUM, DDOT, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DSCAL, DTRSV, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ NOUNIT = LSAME( DIAG, 'N' )
+*
+* Test the input parameters.
+*
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+ $ LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -3
+ ELSE IF( .NOT.LSAME( NORMIN, 'Y' ) .AND. .NOT.
+ $ LSAME( NORMIN, 'N' ) ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLATRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Determine machine dependent parameters to control overflow.
+*
+ SMLNUM = DLAMCH( 'Safe minimum' ) / DLAMCH( 'Precision' )
+ BIGNUM = ONE / SMLNUM
+ SCALE = ONE
+*
+ IF( LSAME( NORMIN, 'N' ) ) THEN
+*
+* Compute the 1-norm of each column, not including the diagonal.
+*
+ IF( UPPER ) THEN
+*
+* A is upper triangular.
+*
+ DO 10 J = 1, N
+ CNORM( J ) = DASUM( J-1, A( 1, J ), 1 )
+ 10 CONTINUE
+ ELSE
+*
+* A is lower triangular.
+*
+ DO 20 J = 1, N - 1
+ CNORM( J ) = DASUM( N-J, A( J+1, J ), 1 )
+ 20 CONTINUE
+ CNORM( N ) = ZERO
+ END IF
+ END IF
+*
+* Scale the column norms by TSCAL if the maximum element in CNORM is
+* greater than BIGNUM.
+*
+ IMAX = IDAMAX( N, CNORM, 1 )
+ TMAX = CNORM( IMAX )
+ IF( TMAX.LE.BIGNUM ) THEN
+ TSCAL = ONE
+ ELSE
+ TSCAL = ONE / ( SMLNUM*TMAX )
+ CALL DSCAL( N, TSCAL, CNORM, 1 )
+ END IF
+*
+* Compute a bound on the computed solution vector to see if the
+* Level 2 BLAS routine DTRSV can be used.
+*
+ J = IDAMAX( N, X, 1 )
+ XMAX = ABS( X( J ) )
+ XBND = XMAX
+ IF( NOTRAN ) THEN
+*
+* Compute the growth in A * x = b.
+*
+ IF( UPPER ) THEN
+ JFIRST = N
+ JLAST = 1
+ JINC = -1
+ ELSE
+ JFIRST = 1
+ JLAST = N
+ JINC = 1
+ END IF
+*
+ IF( TSCAL.NE.ONE ) THEN
+ GROW = ZERO
+ GO TO 50
+ END IF
+*
+ IF( NOUNIT ) THEN
+*
+* A is non-unit triangular.
+*
+* Compute GROW = 1/G(j) and XBND = 1/M(j).
+* Initially, G(0) = max{x(i), i=1,...,n}.
+*
+ GROW = ONE / MAX( XBND, SMLNUM )
+ XBND = GROW
+ DO 30 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 50
+*
+* M(j) = G(j-1) / abs(A(j,j))
+*
+ TJJ = ABS( A( J, J ) )
+ XBND = MIN( XBND, MIN( ONE, TJJ )*GROW )
+ IF( TJJ+CNORM( J ).GE.SMLNUM ) THEN
+*
+* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) )
+*
+ GROW = GROW*( TJJ / ( TJJ+CNORM( J ) ) )
+ ELSE
+*
+* G(j) could overflow, set GROW to 0.
+*
+ GROW = ZERO
+ END IF
+ 30 CONTINUE
+ GROW = XBND
+ ELSE
+*
+* A is unit triangular.
+*
+* Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}.
+*
+ GROW = MIN( ONE, ONE / MAX( XBND, SMLNUM ) )
+ DO 40 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 50
+*
+* G(j) = G(j-1)*( 1 + CNORM(j) )
+*
+ GROW = GROW*( ONE / ( ONE+CNORM( J ) ) )
+ 40 CONTINUE
+ END IF
+ 50 CONTINUE
+*
+ ELSE
+*
+* Compute the growth in A' * x = b.
+*
+ IF( UPPER ) THEN
+ JFIRST = 1
+ JLAST = N
+ JINC = 1
+ ELSE
+ JFIRST = N
+ JLAST = 1
+ JINC = -1
+ END IF
+*
+ IF( TSCAL.NE.ONE ) THEN
+ GROW = ZERO
+ GO TO 80
+ END IF
+*
+ IF( NOUNIT ) THEN
+*
+* A is non-unit triangular.
+*
+* Compute GROW = 1/G(j) and XBND = 1/M(j).
+* Initially, M(0) = max{x(i), i=1,...,n}.
+*
+ GROW = ONE / MAX( XBND, SMLNUM )
+ XBND = GROW
+ DO 60 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 80
+*
+* G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) )
+*
+ XJ = ONE + CNORM( J )
+ GROW = MIN( GROW, XBND / XJ )
+*
+* M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j))
+*
+ TJJ = ABS( A( J, J ) )
+ IF( XJ.GT.TJJ )
+ $ XBND = XBND*( TJJ / XJ )
+ 60 CONTINUE
+ GROW = MIN( GROW, XBND )
+ ELSE
+*
+* A is unit triangular.
+*
+* Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}.
+*
+ GROW = MIN( ONE, ONE / MAX( XBND, SMLNUM ) )
+ DO 70 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 80
+*
+* G(j) = ( 1 + CNORM(j) )*G(j-1)
+*
+ XJ = ONE + CNORM( J )
+ GROW = GROW / XJ
+ 70 CONTINUE
+ END IF
+ 80 CONTINUE
+ END IF
+*
+ IF( ( GROW*TSCAL ).GT.SMLNUM ) THEN
+*
+* Use the Level 2 BLAS solve if the reciprocal of the bound on
+* elements of X is not too small.
+*
+ CALL DTRSV( UPLO, TRANS, DIAG, N, A, LDA, X, 1 )
+ ELSE
+*
+* Use a Level 1 BLAS solve, scaling intermediate results.
+*
+ IF( XMAX.GT.BIGNUM ) THEN
+*
+* Scale X so that its components are less than or equal to
+* BIGNUM in absolute value.
+*
+ SCALE = BIGNUM / XMAX
+ CALL DSCAL( N, SCALE, X, 1 )
+ XMAX = BIGNUM
+ END IF
+*
+ IF( NOTRAN ) THEN
+*
+* Solve A * x = b
+*
+ DO 110 J = JFIRST, JLAST, JINC
+*
+* Compute x(j) = b(j) / A(j,j), scaling x if necessary.
+*
+ XJ = ABS( X( J ) )
+ IF( NOUNIT ) THEN
+ TJJS = A( J, J )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ IF( TSCAL.EQ.ONE )
+ $ GO TO 100
+ END IF
+ TJJ = ABS( TJJS )
+ IF( TJJ.GT.SMLNUM ) THEN
+*
+* abs(A(j,j)) > SMLNUM:
+*
+ IF( TJJ.LT.ONE ) THEN
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by 1/b(j).
+*
+ REC = ONE / XJ
+ CALL DSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+ X( J ) = X( J ) / TJJS
+ XJ = ABS( X( J ) )
+ ELSE IF( TJJ.GT.ZERO ) THEN
+*
+* 0 < abs(A(j,j)) <= SMLNUM:
+*
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM
+* to avoid overflow when dividing by A(j,j).
+*
+ REC = ( TJJ*BIGNUM ) / XJ
+ IF( CNORM( J ).GT.ONE ) THEN
+*
+* Scale by 1/CNORM(j) to avoid overflow when
+* multiplying x(j) times column j.
+*
+ REC = REC / CNORM( J )
+ END IF
+ CALL DSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ X( J ) = X( J ) / TJJS
+ XJ = ABS( X( J ) )
+ ELSE
+*
+* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and
+* scale = 0, and compute a solution to A*x = 0.
+*
+ DO 90 I = 1, N
+ X( I ) = ZERO
+ 90 CONTINUE
+ X( J ) = ONE
+ XJ = ONE
+ SCALE = ZERO
+ XMAX = ZERO
+ END IF
+ 100 CONTINUE
+*
+* Scale x if necessary to avoid overflow when adding a
+* multiple of column j of A.
+*
+ IF( XJ.GT.ONE ) THEN
+ REC = ONE / XJ
+ IF( CNORM( J ).GT.( BIGNUM-XMAX )*REC ) THEN
+*
+* Scale x by 1/(2*abs(x(j))).
+*
+ REC = REC*HALF
+ CALL DSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ END IF
+ ELSE IF( XJ*CNORM( J ).GT.( BIGNUM-XMAX ) ) THEN
+*
+* Scale x by 1/2.
+*
+ CALL DSCAL( N, HALF, X, 1 )
+ SCALE = SCALE*HALF
+ END IF
+*
+ IF( UPPER ) THEN
+ IF( J.GT.1 ) THEN
+*
+* Compute the update
+* x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j)
+*
+ CALL DAXPY( J-1, -X( J )*TSCAL, A( 1, J ), 1, X,
+ $ 1 )
+ I = IDAMAX( J-1, X, 1 )
+ XMAX = ABS( X( I ) )
+ END IF
+ ELSE
+ IF( J.LT.N ) THEN
+*
+* Compute the update
+* x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j)
+*
+ CALL DAXPY( N-J, -X( J )*TSCAL, A( J+1, J ), 1,
+ $ X( J+1 ), 1 )
+ I = J + IDAMAX( N-J, X( J+1 ), 1 )
+ XMAX = ABS( X( I ) )
+ END IF
+ END IF
+ 110 CONTINUE
+*
+ ELSE
+*
+* Solve A' * x = b
+*
+ DO 160 J = JFIRST, JLAST, JINC
+*
+* Compute x(j) = b(j) - sum A(k,j)*x(k).
+* k<>j
+*
+ XJ = ABS( X( J ) )
+ USCAL = TSCAL
+ REC = ONE / MAX( XMAX, ONE )
+ IF( CNORM( J ).GT.( BIGNUM-XJ )*REC ) THEN
+*
+* If x(j) could overflow, scale x by 1/(2*XMAX).
+*
+ REC = REC*HALF
+ IF( NOUNIT ) THEN
+ TJJS = A( J, J )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ END IF
+ TJJ = ABS( TJJS )
+ IF( TJJ.GT.ONE ) THEN
+*
+* Divide by A(j,j) when scaling x if A(j,j) > 1.
+*
+ REC = MIN( ONE, REC*TJJ )
+ USCAL = USCAL / TJJS
+ END IF
+ IF( REC.LT.ONE ) THEN
+ CALL DSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+*
+ SUMJ = ZERO
+ IF( USCAL.EQ.ONE ) THEN
+*
+* If the scaling needed for A in the dot product is 1,
+* call DDOT to perform the dot product.
+*
+ IF( UPPER ) THEN
+ SUMJ = DDOT( J-1, A( 1, J ), 1, X, 1 )
+ ELSE IF( J.LT.N ) THEN
+ SUMJ = DDOT( N-J, A( J+1, J ), 1, X( J+1 ), 1 )
+ END IF
+ ELSE
+*
+* Otherwise, use in-line code for the dot product.
+*
+ IF( UPPER ) THEN
+ DO 120 I = 1, J - 1
+ SUMJ = SUMJ + ( A( I, J )*USCAL )*X( I )
+ 120 CONTINUE
+ ELSE IF( J.LT.N ) THEN
+ DO 130 I = J + 1, N
+ SUMJ = SUMJ + ( A( I, J )*USCAL )*X( I )
+ 130 CONTINUE
+ END IF
+ END IF
+*
+ IF( USCAL.EQ.TSCAL ) THEN
+*
+* Compute x(j) := ( x(j) - sumj ) / A(j,j) if 1/A(j,j)
+* was not used to scale the dotproduct.
+*
+ X( J ) = X( J ) - SUMJ
+ XJ = ABS( X( J ) )
+ IF( NOUNIT ) THEN
+ TJJS = A( J, J )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ IF( TSCAL.EQ.ONE )
+ $ GO TO 150
+ END IF
+*
+* Compute x(j) = x(j) / A(j,j), scaling if necessary.
+*
+ TJJ = ABS( TJJS )
+ IF( TJJ.GT.SMLNUM ) THEN
+*
+* abs(A(j,j)) > SMLNUM:
+*
+ IF( TJJ.LT.ONE ) THEN
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale X by 1/abs(x(j)).
+*
+ REC = ONE / XJ
+ CALL DSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+ X( J ) = X( J ) / TJJS
+ ELSE IF( TJJ.GT.ZERO ) THEN
+*
+* 0 < abs(A(j,j)) <= SMLNUM:
+*
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM.
+*
+ REC = ( TJJ*BIGNUM ) / XJ
+ CALL DSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ X( J ) = X( J ) / TJJS
+ ELSE
+*
+* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and
+* scale = 0, and compute a solution to A'*x = 0.
+*
+ DO 140 I = 1, N
+ X( I ) = ZERO
+ 140 CONTINUE
+ X( J ) = ONE
+ SCALE = ZERO
+ XMAX = ZERO
+ END IF
+ 150 CONTINUE
+ ELSE
+*
+* Compute x(j) := x(j) / A(j,j) - sumj if the dot
+* product has already been divided by 1/A(j,j).
+*
+ X( J ) = X( J ) / TJJS - SUMJ
+ END IF
+ XMAX = MAX( XMAX, ABS( X( J ) ) )
+ 160 CONTINUE
+ END IF
+ SCALE = SCALE / TSCAL
+ END IF
+*
+* Scale the column norms by 1/TSCAL for return.
+*
+ IF( TSCAL.NE.ONE ) THEN
+ CALL DSCAL( N, ONE / TSCAL, CNORM, 1 )
+ END IF
+*
+ RETURN
+*
+* End of DLATRS
+*
+ END
diff --git a/src/lib/lapack/dlatrz.f b/src/lib/lapack/dlatrz.f
new file mode 100644
index 00000000..e1a2cf97
--- /dev/null
+++ b/src/lib/lapack/dlatrz.f
@@ -0,0 +1,127 @@
+ SUBROUTINE DLATRZ( M, N, L, A, LDA, TAU, WORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER L, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLATRZ factors the M-by-(M+L) real upper trapezoidal matrix
+* [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z, by means
+* of orthogonal transformations. Z is an (M+L)-by-(M+L) orthogonal
+* matrix and, R and A1 are M-by-M upper triangular matrices.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* L (input) INTEGER
+* The number of columns of the matrix A containing the
+* meaningful part of the Householder vectors. N-M >= L >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the leading M-by-N upper trapezoidal part of the
+* array A must contain the matrix to be factorized.
+* On exit, the leading M-by-M upper triangular part of A
+* contains the upper triangular matrix R, and elements N-L+1 to
+* N of the first M rows of A, with the array TAU, represent the
+* orthogonal matrix Z as a product of M elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (M)
+* The scalar factors of the elementary reflectors.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (M)
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* The factorization is obtained by Householder's method. The kth
+* transformation matrix, Z( k ), which is used to introduce zeros into
+* the ( m - k + 1 )th row of A, is given in the form
+*
+* Z( k ) = ( I 0 ),
+* ( 0 T( k ) )
+*
+* where
+*
+* T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ),
+* ( 0 )
+* ( z( k ) )
+*
+* tau is a scalar and z( k ) is an l element vector. tau and z( k )
+* are chosen to annihilate the elements of the kth row of A2.
+*
+* The scalar tau is returned in the kth element of TAU and the vector
+* u( k ) in the kth row of A2, such that the elements of z( k ) are
+* in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in
+* the upper triangular part of A1.
+*
+* Z is given by
+*
+* Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFG, DLARZ
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 ) THEN
+ RETURN
+ ELSE IF( M.EQ.N ) THEN
+ DO 10 I = 1, N
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ DO 20 I = M, 1, -1
+*
+* Generate elementary reflector H(i) to annihilate
+* [ A(i,i) A(i,n-l+1:n) ]
+*
+ CALL DLARFG( L+1, A( I, I ), A( I, N-L+1 ), LDA, TAU( I ) )
+*
+* Apply H(i) to A(1:i-1,i:n) from the right
+*
+ CALL DLARZ( 'Right', I-1, N-I+1, L, A( I, N-L+1 ), LDA,
+ $ TAU( I ), A( 1, I ), LDA, WORK )
+*
+ 20 CONTINUE
+*
+ RETURN
+*
+* End of DLATRZ
+*
+ END
diff --git a/src/lib/lapack/dlatzm.f b/src/lib/lapack/dlatzm.f
new file mode 100644
index 00000000..2467ab60
--- /dev/null
+++ b/src/lib/lapack/dlatzm.f
@@ -0,0 +1,142 @@
+ SUBROUTINE DLATZM( SIDE, M, N, V, INCV, TAU, C1, C2, LDC, WORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER INCV, LDC, M, N
+ DOUBLE PRECISION TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C1( LDC, * ), C2( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is deprecated and has been replaced by routine DORMRZ.
+*
+* DLATZM applies a Householder matrix generated by DTZRQF to a matrix.
+*
+* Let P = I - tau*u*u', u = ( 1 ),
+* ( v )
+* where v is an (m-1) vector if SIDE = 'L', or a (n-1) vector if
+* SIDE = 'R'.
+*
+* If SIDE equals 'L', let
+* C = [ C1 ] 1
+* [ C2 ] m-1
+* n
+* Then C is overwritten by P*C.
+*
+* If SIDE equals 'R', let
+* C = [ C1, C2 ] m
+* 1 n-1
+* Then C is overwritten by C*P.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form P * C
+* = 'R': form C * P
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* V (input) DOUBLE PRECISION array, dimension
+* (1 + (M-1)*abs(INCV)) if SIDE = 'L'
+* (1 + (N-1)*abs(INCV)) if SIDE = 'R'
+* The vector v in the representation of P. V is not used
+* if TAU = 0.
+*
+* INCV (input) INTEGER
+* The increment between elements of v. INCV <> 0
+*
+* TAU (input) DOUBLE PRECISION
+* The value tau in the representation of P.
+*
+* C1 (input/output) DOUBLE PRECISION array, dimension
+* (LDC,N) if SIDE = 'L'
+* (M,1) if SIDE = 'R'
+* On entry, the n-vector C1 if SIDE = 'L', or the m-vector C1
+* if SIDE = 'R'.
+*
+* On exit, the first row of P*C if SIDE = 'L', or the first
+* column of C*P if SIDE = 'R'.
+*
+* C2 (input/output) DOUBLE PRECISION array, dimension
+* (LDC, N) if SIDE = 'L'
+* (LDC, N-1) if SIDE = 'R'
+* On entry, the (m - 1) x n matrix C2 if SIDE = 'L', or the
+* m x (n - 1) matrix C2 if SIDE = 'R'.
+*
+* On exit, rows 2:m of P*C if SIDE = 'L', or columns 2:m of C*P
+* if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the arrays C1 and C2. LDC >= (1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L'
+* (M) if SIDE = 'R'
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMV, DGER
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( ( MIN( M, N ).EQ.0 ) .OR. ( TAU.EQ.ZERO ) )
+ $ RETURN
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* w := C1 + v' * C2
+*
+ CALL DCOPY( N, C1, LDC, WORK, 1 )
+ CALL DGEMV( 'Transpose', M-1, N, ONE, C2, LDC, V, INCV, ONE,
+ $ WORK, 1 )
+*
+* [ C1 ] := [ C1 ] - tau* [ 1 ] * w'
+* [ C2 ] [ C2 ] [ v ]
+*
+ CALL DAXPY( N, -TAU, WORK, 1, C1, LDC )
+ CALL DGER( M-1, N, -TAU, V, INCV, WORK, 1, C2, LDC )
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* w := C1 + C2 * v
+*
+ CALL DCOPY( M, C1, 1, WORK, 1 )
+ CALL DGEMV( 'No transpose', M, N-1, ONE, C2, LDC, V, INCV, ONE,
+ $ WORK, 1 )
+*
+* [ C1, C2 ] := [ C1, C2 ] - tau* w * [ 1 , v']
+*
+ CALL DAXPY( M, -TAU, WORK, 1, C1, 1 )
+ CALL DGER( M, N-1, -TAU, WORK, 1, V, INCV, C2, LDC )
+ END IF
+*
+ RETURN
+*
+* End of DLATZM
+*
+ END
diff --git a/src/lib/lapack/dlazq3.f b/src/lib/lapack/dlazq3.f
new file mode 100644
index 00000000..784248f7
--- /dev/null
+++ b/src/lib/lapack/dlazq3.f
@@ -0,0 +1,302 @@
+ SUBROUTINE DLAZQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
+ $ ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
+ $ DN2, TAU )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE
+ INTEGER I0, ITER, N0, NDIV, NFAIL, PP, TTYPE
+ DOUBLE PRECISION DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, QMAX,
+ $ SIGMA, TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAZQ3 checks for deflation, computes a shift (TAU) and calls dqds.
+* In case of failure it changes shifts, and tries again until output
+* is positive.
+*
+* Arguments
+* =========
+*
+* I0 (input) INTEGER
+* First index.
+*
+* N0 (input) INTEGER
+* Last index.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( 4*N )
+* Z holds the qd array.
+*
+* PP (input) INTEGER
+* PP=0 for ping, PP=1 for pong.
+*
+* DMIN (output) DOUBLE PRECISION
+* Minimum value of d.
+*
+* SIGMA (output) DOUBLE PRECISION
+* Sum of shifts used in current segment.
+*
+* DESIG (input/output) DOUBLE PRECISION
+* Lower order part of SIGMA
+*
+* QMAX (input) DOUBLE PRECISION
+* Maximum value of q.
+*
+* NFAIL (output) INTEGER
+* Number of times shift was too big.
+*
+* ITER (output) INTEGER
+* Number of iterations.
+*
+* NDIV (output) INTEGER
+* Number of divisions.
+*
+* IEEE (input) LOGICAL
+* Flag for IEEE or non IEEE arithmetic (passed to DLASQ5).
+*
+* TTYPE (input/output) INTEGER
+* Shift type. TTYPE is passed as an argument in order to save
+* its value between calls to DLAZQ3
+*
+* DMIN1 (input/output) REAL
+* DMIN2 (input/output) REAL
+* DN (input/output) REAL
+* DN1 (input/output) REAL
+* DN2 (input/output) REAL
+* TAU (input/output) REAL
+* These are passed as arguments in order to save their values
+* between calls to DLAZQ3
+*
+* This is a thread safe version of DLASQ3, which passes TTYPE, DMIN1,
+* DMIN2, DN, DN1. DN2 and TAU through the argument list in place of
+* declaring them in a SAVE statment.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION CBIAS
+ PARAMETER ( CBIAS = 1.50D0 )
+ DOUBLE PRECISION ZERO, QURTR, HALF, ONE, TWO, HUNDRD
+ PARAMETER ( ZERO = 0.0D0, QURTR = 0.250D0, HALF = 0.5D0,
+ $ ONE = 1.0D0, TWO = 2.0D0, HUNDRD = 100.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER IPN4, J4, N0IN, NN
+ DOUBLE PRECISION EPS, G, S, SAFMIN, T, TEMP, TOL, TOL2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASQ5, DLASQ6, DLAZQ4
+* ..
+* .. External Function ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ N0IN = N0
+ EPS = DLAMCH( 'Precision' )
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ TOL = EPS*HUNDRD
+ TOL2 = TOL**2
+ G = ZERO
+*
+* Check for deflation.
+*
+ 10 CONTINUE
+*
+ IF( N0.LT.I0 )
+ $ RETURN
+ IF( N0.EQ.I0 )
+ $ GO TO 20
+ NN = 4*N0 + PP
+ IF( N0.EQ.( I0+1 ) )
+ $ GO TO 40
+*
+* Check whether E(N0-1) is negligible, 1 eigenvalue.
+*
+ IF( Z( NN-5 ).GT.TOL2*( SIGMA+Z( NN-3 ) ) .AND.
+ $ Z( NN-2*PP-4 ).GT.TOL2*Z( NN-7 ) )
+ $ GO TO 30
+*
+ 20 CONTINUE
+*
+ Z( 4*N0-3 ) = Z( 4*N0+PP-3 ) + SIGMA
+ N0 = N0 - 1
+ GO TO 10
+*
+* Check whether E(N0-2) is negligible, 2 eigenvalues.
+*
+ 30 CONTINUE
+*
+ IF( Z( NN-9 ).GT.TOL2*SIGMA .AND.
+ $ Z( NN-2*PP-8 ).GT.TOL2*Z( NN-11 ) )
+ $ GO TO 50
+*
+ 40 CONTINUE
+*
+ IF( Z( NN-3 ).GT.Z( NN-7 ) ) THEN
+ S = Z( NN-3 )
+ Z( NN-3 ) = Z( NN-7 )
+ Z( NN-7 ) = S
+ END IF
+ IF( Z( NN-5 ).GT.Z( NN-3 )*TOL2 ) THEN
+ T = HALF*( ( Z( NN-7 )-Z( NN-3 ) )+Z( NN-5 ) )
+ S = Z( NN-3 )*( Z( NN-5 ) / T )
+ IF( S.LE.T ) THEN
+ S = Z( NN-3 )*( Z( NN-5 ) /
+ $ ( T*( ONE+SQRT( ONE+S / T ) ) ) )
+ ELSE
+ S = Z( NN-3 )*( Z( NN-5 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
+ END IF
+ T = Z( NN-7 ) + ( S+Z( NN-5 ) )
+ Z( NN-3 ) = Z( NN-3 )*( Z( NN-7 ) / T )
+ Z( NN-7 ) = T
+ END IF
+ Z( 4*N0-7 ) = Z( NN-7 ) + SIGMA
+ Z( 4*N0-3 ) = Z( NN-3 ) + SIGMA
+ N0 = N0 - 2
+ GO TO 10
+*
+ 50 CONTINUE
+*
+* Reverse the qd-array, if warranted.
+*
+ IF( DMIN.LE.ZERO .OR. N0.LT.N0IN ) THEN
+ IF( CBIAS*Z( 4*I0+PP-3 ).LT.Z( 4*N0+PP-3 ) ) THEN
+ IPN4 = 4*( I0+N0 )
+ DO 60 J4 = 4*I0, 2*( I0+N0-1 ), 4
+ TEMP = Z( J4-3 )
+ Z( J4-3 ) = Z( IPN4-J4-3 )
+ Z( IPN4-J4-3 ) = TEMP
+ TEMP = Z( J4-2 )
+ Z( J4-2 ) = Z( IPN4-J4-2 )
+ Z( IPN4-J4-2 ) = TEMP
+ TEMP = Z( J4-1 )
+ Z( J4-1 ) = Z( IPN4-J4-5 )
+ Z( IPN4-J4-5 ) = TEMP
+ TEMP = Z( J4 )
+ Z( J4 ) = Z( IPN4-J4-4 )
+ Z( IPN4-J4-4 ) = TEMP
+ 60 CONTINUE
+ IF( N0-I0.LE.4 ) THEN
+ Z( 4*N0+PP-1 ) = Z( 4*I0+PP-1 )
+ Z( 4*N0-PP ) = Z( 4*I0-PP )
+ END IF
+ DMIN2 = MIN( DMIN2, Z( 4*N0+PP-1 ) )
+ Z( 4*N0+PP-1 ) = MIN( Z( 4*N0+PP-1 ), Z( 4*I0+PP-1 ),
+ $ Z( 4*I0+PP+3 ) )
+ Z( 4*N0-PP ) = MIN( Z( 4*N0-PP ), Z( 4*I0-PP ),
+ $ Z( 4*I0-PP+4 ) )
+ QMAX = MAX( QMAX, Z( 4*I0+PP-3 ), Z( 4*I0+PP+1 ) )
+ DMIN = -ZERO
+ END IF
+ END IF
+*
+ IF( DMIN.LT.ZERO .OR. SAFMIN*QMAX.LT.MIN( Z( 4*N0+PP-1 ),
+ $ Z( 4*N0+PP-9 ), DMIN2+Z( 4*N0-PP ) ) ) THEN
+*
+* Choose a shift.
+*
+ CALL DLAZQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN, DN1,
+ $ DN2, TAU, TTYPE, G )
+*
+* Call dqds until DMIN > 0.
+*
+ 80 CONTINUE
+*
+ CALL DLASQ5( I0, N0, Z, PP, TAU, DMIN, DMIN1, DMIN2, DN,
+ $ DN1, DN2, IEEE )
+*
+ NDIV = NDIV + ( N0-I0+2 )
+ ITER = ITER + 1
+*
+* Check status.
+*
+ IF( DMIN.GE.ZERO .AND. DMIN1.GT.ZERO ) THEN
+*
+* Success.
+*
+ GO TO 100
+*
+ ELSE IF( DMIN.LT.ZERO .AND. DMIN1.GT.ZERO .AND.
+ $ Z( 4*( N0-1 )-PP ).LT.TOL*( SIGMA+DN1 ) .AND.
+ $ ABS( DN ).LT.TOL*SIGMA ) THEN
+*
+* Convergence hidden by negative DN.
+*
+ Z( 4*( N0-1 )-PP+2 ) = ZERO
+ DMIN = ZERO
+ GO TO 100
+ ELSE IF( DMIN.LT.ZERO ) THEN
+*
+* TAU too big. Select new TAU and try again.
+*
+ NFAIL = NFAIL + 1
+ IF( TTYPE.LT.-22 ) THEN
+*
+* Failed twice. Play it safe.
+*
+ TAU = ZERO
+ ELSE IF( DMIN1.GT.ZERO ) THEN
+*
+* Late failure. Gives excellent shift.
+*
+ TAU = ( TAU+DMIN )*( ONE-TWO*EPS )
+ TTYPE = TTYPE - 11
+ ELSE
+*
+* Early failure. Divide by 4.
+*
+ TAU = QURTR*TAU
+ TTYPE = TTYPE - 12
+ END IF
+ GO TO 80
+ ELSE IF( DMIN.NE.DMIN ) THEN
+*
+* NaN.
+*
+ TAU = ZERO
+ GO TO 80
+ ELSE
+*
+* Possible underflow. Play it safe.
+*
+ GO TO 90
+ END IF
+ END IF
+*
+* Risk of underflow.
+*
+ 90 CONTINUE
+ CALL DLASQ6( I0, N0, Z, PP, DMIN, DMIN1, DMIN2, DN, DN1, DN2 )
+ NDIV = NDIV + ( N0-I0+2 )
+ ITER = ITER + 1
+ TAU = ZERO
+*
+ 100 CONTINUE
+ IF( TAU.LT.SIGMA ) THEN
+ DESIG = DESIG + TAU
+ T = SIGMA + DESIG
+ DESIG = DESIG - ( T-SIGMA )
+ ELSE
+ T = SIGMA + TAU
+ DESIG = SIGMA - ( T-TAU ) + DESIG
+ END IF
+ SIGMA = T
+*
+ RETURN
+*
+* End of DLAZQ3
+*
+ END
diff --git a/src/lib/lapack/dlazq4.f b/src/lib/lapack/dlazq4.f
new file mode 100644
index 00000000..7c257f8d
--- /dev/null
+++ b/src/lib/lapack/dlazq4.f
@@ -0,0 +1,330 @@
+ SUBROUTINE DLAZQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
+ $ DN1, DN2, TAU, TTYPE, G )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER I0, N0, N0IN, PP, TTYPE
+ DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAZQ4 computes an approximation TAU to the smallest eigenvalue
+* using values of d from the previous transform.
+*
+* I0 (input) INTEGER
+* First index.
+*
+* N0 (input) INTEGER
+* Last index.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( 4*N )
+* Z holds the qd array.
+*
+* PP (input) INTEGER
+* PP=0 for ping, PP=1 for pong.
+*
+* N0IN (input) INTEGER
+* The value of N0 at start of EIGTEST.
+*
+* DMIN (input) DOUBLE PRECISION
+* Minimum value of d.
+*
+* DMIN1 (input) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ).
+*
+* DMIN2 (input) DOUBLE PRECISION
+* Minimum value of d, excluding D( N0 ) and D( N0-1 ).
+*
+* DN (input) DOUBLE PRECISION
+* d(N)
+*
+* DN1 (input) DOUBLE PRECISION
+* d(N-1)
+*
+* DN2 (input) DOUBLE PRECISION
+* d(N-2)
+*
+* TAU (output) DOUBLE PRECISION
+* This is the shift.
+*
+* TTYPE (output) INTEGER
+* Shift type.
+*
+* G (input/output) DOUBLE PRECISION
+* G is passed as an argument in order to save its value between
+* calls to DLAZQ4
+*
+* Further Details
+* ===============
+* CNST1 = 9/16
+*
+* This is a thread safe version of DLASQ4, which passes G through the
+* argument list in place of declaring G in a SAVE statment.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION CNST1, CNST2, CNST3
+ PARAMETER ( CNST1 = 0.5630D0, CNST2 = 1.010D0,
+ $ CNST3 = 1.050D0 )
+ DOUBLE PRECISION QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
+ PARAMETER ( QURTR = 0.250D0, THIRD = 0.3330D0,
+ $ HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0,
+ $ TWO = 2.0D0, HUNDRD = 100.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I4, NN, NP
+ DOUBLE PRECISION A2, B1, B2, GAM, GAP1, GAP2, S
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* A negative DMIN forces the shift to take that absolute value
+* TTYPE records the type of shift.
+*
+ IF( DMIN.LE.ZERO ) THEN
+ TAU = -DMIN
+ TTYPE = -1
+ RETURN
+ END IF
+*
+ NN = 4*N0 + PP
+ IF( N0IN.EQ.N0 ) THEN
+*
+* No eigenvalues deflated.
+*
+ IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
+*
+ B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
+ B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
+ A2 = Z( NN-7 ) + Z( NN-5 )
+*
+* Cases 2 and 3.
+*
+ IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
+ GAP2 = DMIN2 - A2 - DMIN2*QURTR
+ IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
+ GAP1 = A2 - DN - ( B2 / GAP2 )*B2
+ ELSE
+ GAP1 = A2 - DN - ( B1+B2 )
+ END IF
+ IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
+ S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
+ TTYPE = -2
+ ELSE
+ S = ZERO
+ IF( DN.GT.B1 )
+ $ S = DN - B1
+ IF( A2.GT.( B1+B2 ) )
+ $ S = MIN( S, A2-( B1+B2 ) )
+ S = MAX( S, THIRD*DMIN )
+ TTYPE = -3
+ END IF
+ ELSE
+*
+* Case 4.
+*
+ TTYPE = -4
+ S = QURTR*DMIN
+ IF( DMIN.EQ.DN ) THEN
+ GAM = DN
+ A2 = ZERO
+ IF( Z( NN-5 ) .GT. Z( NN-7 ) )
+ $ RETURN
+ B2 = Z( NN-5 ) / Z( NN-7 )
+ NP = NN - 9
+ ELSE
+ NP = NN - 2*PP
+ B2 = Z( NP-2 )
+ GAM = DN1
+ IF( Z( NP-4 ) .GT. Z( NP-2 ) )
+ $ RETURN
+ A2 = Z( NP-4 ) / Z( NP-2 )
+ IF( Z( NN-9 ) .GT. Z( NN-11 ) )
+ $ RETURN
+ B2 = Z( NN-9 ) / Z( NN-11 )
+ NP = NN - 13
+ END IF
+*
+* Approximate contribution to norm squared from I < NN-1.
+*
+ A2 = A2 + B2
+ DO 10 I4 = NP, 4*I0 - 1 + PP, -4
+ IF( B2.EQ.ZERO )
+ $ GO TO 20
+ B1 = B2
+ IF( Z( I4 ) .GT. Z( I4-2 ) )
+ $ RETURN
+ B2 = B2*( Z( I4 ) / Z( I4-2 ) )
+ A2 = A2 + B2
+ IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
+ $ GO TO 20
+ 10 CONTINUE
+ 20 CONTINUE
+ A2 = CNST3*A2
+*
+* Rayleigh quotient residual bound.
+*
+ IF( A2.LT.CNST1 )
+ $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
+ END IF
+ ELSE IF( DMIN.EQ.DN2 ) THEN
+*
+* Case 5.
+*
+ TTYPE = -5
+ S = QURTR*DMIN
+*
+* Compute contribution to norm squared from I > NN-2.
+*
+ NP = NN - 2*PP
+ B1 = Z( NP-2 )
+ B2 = Z( NP-6 )
+ GAM = DN2
+ IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 )
+ $ RETURN
+ A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
+*
+* Approximate contribution to norm squared from I < NN-2.
+*
+ IF( N0-I0.GT.2 ) THEN
+ B2 = Z( NN-13 ) / Z( NN-15 )
+ A2 = A2 + B2
+ DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
+ IF( B2.EQ.ZERO )
+ $ GO TO 40
+ B1 = B2
+ IF( Z( I4 ) .GT. Z( I4-2 ) )
+ $ RETURN
+ B2 = B2*( Z( I4 ) / Z( I4-2 ) )
+ A2 = A2 + B2
+ IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
+ $ GO TO 40
+ 30 CONTINUE
+ 40 CONTINUE
+ A2 = CNST3*A2
+ END IF
+*
+ IF( A2.LT.CNST1 )
+ $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
+ ELSE
+*
+* Case 6, no information to guide us.
+*
+ IF( TTYPE.EQ.-6 ) THEN
+ G = G + THIRD*( ONE-G )
+ ELSE IF( TTYPE.EQ.-18 ) THEN
+ G = QURTR*THIRD
+ ELSE
+ G = QURTR
+ END IF
+ S = G*DMIN
+ TTYPE = -6
+ END IF
+*
+ ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
+*
+* One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
+*
+ IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN
+*
+* Cases 7 and 8.
+*
+ TTYPE = -7
+ S = THIRD*DMIN1
+ IF( Z( NN-5 ).GT.Z( NN-7 ) )
+ $ RETURN
+ B1 = Z( NN-5 ) / Z( NN-7 )
+ B2 = B1
+ IF( B2.EQ.ZERO )
+ $ GO TO 60
+ DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
+ A2 = B1
+ IF( Z( I4 ).GT.Z( I4-2 ) )
+ $ RETURN
+ B1 = B1*( Z( I4 ) / Z( I4-2 ) )
+ B2 = B2 + B1
+ IF( HUNDRD*MAX( B1, A2 ).LT.B2 )
+ $ GO TO 60
+ 50 CONTINUE
+ 60 CONTINUE
+ B2 = SQRT( CNST3*B2 )
+ A2 = DMIN1 / ( ONE+B2**2 )
+ GAP2 = HALF*DMIN2 - A2
+ IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
+ S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
+ ELSE
+ S = MAX( S, A2*( ONE-CNST2*B2 ) )
+ TTYPE = -8
+ END IF
+ ELSE
+*
+* Case 9.
+*
+ S = QURTR*DMIN1
+ IF( DMIN1.EQ.DN1 )
+ $ S = HALF*DMIN1
+ TTYPE = -9
+ END IF
+*
+ ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
+*
+* Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
+*
+* Cases 10 and 11.
+*
+ IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN
+ TTYPE = -10
+ S = THIRD*DMIN2
+ IF( Z( NN-5 ).GT.Z( NN-7 ) )
+ $ RETURN
+ B1 = Z( NN-5 ) / Z( NN-7 )
+ B2 = B1
+ IF( B2.EQ.ZERO )
+ $ GO TO 80
+ DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
+ IF( Z( I4 ).GT.Z( I4-2 ) )
+ $ RETURN
+ B1 = B1*( Z( I4 ) / Z( I4-2 ) )
+ B2 = B2 + B1
+ IF( HUNDRD*B1.LT.B2 )
+ $ GO TO 80
+ 70 CONTINUE
+ 80 CONTINUE
+ B2 = SQRT( CNST3*B2 )
+ A2 = DMIN2 / ( ONE+B2**2 )
+ GAP2 = Z( NN-7 ) + Z( NN-9 ) -
+ $ SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
+ IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
+ S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
+ ELSE
+ S = MAX( S, A2*( ONE-CNST2*B2 ) )
+ END IF
+ ELSE
+ S = QURTR*DMIN2
+ TTYPE = -11
+ END IF
+ ELSE IF( N0IN.GT.( N0+2 ) ) THEN
+*
+* Case 12, more than two eigenvalues deflated. No information.
+*
+ S = ZERO
+ TTYPE = -12
+ END IF
+*
+ TAU = S
+ RETURN
+*
+* End of DLAZQ4
+*
+ END
diff --git a/src/lib/lapack/dopgtr.f b/src/lib/lapack/dopgtr.f
new file mode 100644
index 00000000..cf0901ff
--- /dev/null
+++ b/src/lib/lapack/dopgtr.f
@@ -0,0 +1,160 @@
+ SUBROUTINE DOPGTR( UPLO, N, AP, TAU, Q, LDQ, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDQ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * ), Q( LDQ, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DOPGTR generates a real orthogonal matrix Q which is defined as the
+* product of n-1 elementary reflectors H(i) of order n, as returned by
+* DSPTRD using packed storage:
+*
+* if UPLO = 'U', Q = H(n-1) . . . H(2) H(1),
+*
+* if UPLO = 'L', Q = H(1) H(2) . . . H(n-1).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangular packed storage used in previous
+* call to DSPTRD;
+* = 'L': Lower triangular packed storage used in previous
+* call to DSPTRD.
+*
+* N (input) INTEGER
+* The order of the matrix Q. N >= 0.
+*
+* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* The vectors which define the elementary reflectors, as
+* returned by DSPTRD.
+*
+* TAU (input) DOUBLE PRECISION array, dimension (N-1)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DSPTRD.
+*
+* Q (output) DOUBLE PRECISION array, dimension (LDQ,N)
+* The N-by-N orthogonal matrix Q.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= max(1,N).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N-1)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, IINFO, IJ, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DORG2L, DORG2R, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DOPGTR', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Q was determined by a call to DSPTRD with UPLO = 'U'
+*
+* Unpack the vectors which define the elementary reflectors and
+* set the last row and column of Q equal to those of the unit
+* matrix
+*
+ IJ = 2
+ DO 20 J = 1, N - 1
+ DO 10 I = 1, J - 1
+ Q( I, J ) = AP( IJ )
+ IJ = IJ + 1
+ 10 CONTINUE
+ IJ = IJ + 2
+ Q( N, J ) = ZERO
+ 20 CONTINUE
+ DO 30 I = 1, N - 1
+ Q( I, N ) = ZERO
+ 30 CONTINUE
+ Q( N, N ) = ONE
+*
+* Generate Q(1:n-1,1:n-1)
+*
+ CALL DORG2L( N-1, N-1, N-1, Q, LDQ, TAU, WORK, IINFO )
+*
+ ELSE
+*
+* Q was determined by a call to DSPTRD with UPLO = 'L'.
+*
+* Unpack the vectors which define the elementary reflectors and
+* set the first row and column of Q equal to those of the unit
+* matrix
+*
+ Q( 1, 1 ) = ONE
+ DO 40 I = 2, N
+ Q( I, 1 ) = ZERO
+ 40 CONTINUE
+ IJ = 3
+ DO 60 J = 2, N
+ Q( 1, J ) = ZERO
+ DO 50 I = J + 1, N
+ Q( I, J ) = AP( IJ )
+ IJ = IJ + 1
+ 50 CONTINUE
+ IJ = IJ + 2
+ 60 CONTINUE
+ IF( N.GT.1 ) THEN
+*
+* Generate Q(2:n,2:n)
+*
+ CALL DORG2R( N-1, N-1, N-1, Q( 2, 2 ), LDQ, TAU, WORK,
+ $ IINFO )
+ END IF
+ END IF
+ RETURN
+*
+* End of DOPGTR
+*
+ END
diff --git a/src/lib/lapack/dorg2l.f b/src/lib/lapack/dorg2l.f
new file mode 100644
index 00000000..a20965fd
--- /dev/null
+++ b/src/lib/lapack/dorg2l.f
@@ -0,0 +1,127 @@
+ SUBROUTINE DORG2L( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORG2L generates an m by n real matrix Q with orthonormal columns,
+* which is defined as the last n columns of a product of k elementary
+* reflectors of order m
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGEQLF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the (n-k+i)-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by DGEQLF in the last k columns of its array
+* argument A.
+* On exit, the m by n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQLF.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, II, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORG2L', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+* Initialise columns 1:n-k to columns of the unit matrix
+*
+ DO 20 J = 1, N - K
+ DO 10 L = 1, M
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ A( M-N+J, J ) = ONE
+ 20 CONTINUE
+*
+ DO 40 I = 1, K
+ II = N - K + I
+*
+* Apply H(i) to A(1:m-k+i,1:n-k+i) from the left
+*
+ A( M-N+II, II ) = ONE
+ CALL DLARF( 'Left', M-N+II, II-1, A( 1, II ), 1, TAU( I ), A,
+ $ LDA, WORK )
+ CALL DSCAL( M-N+II-1, -TAU( I ), A( 1, II ), 1 )
+ A( M-N+II, II ) = ONE - TAU( I )
+*
+* Set A(m-k+i+1:m,n-k+i) to zero
+*
+ DO 30 L = M - N + II + 1, M
+ A( L, II ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of DORG2L
+*
+ END
diff --git a/src/lib/lapack/dorg2r.f b/src/lib/lapack/dorg2r.f
new file mode 100644
index 00000000..476e9f70
--- /dev/null
+++ b/src/lib/lapack/dorg2r.f
@@ -0,0 +1,129 @@
+ SUBROUTINE DORG2R( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORG2R generates an m by n real matrix Q with orthonormal columns,
+* which is defined as the first n columns of a product of k elementary
+* reflectors of order m
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGEQRF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the i-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by DGEQRF in the first k columns of its array
+* argument A.
+* On exit, the m-by-n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQRF.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORG2R', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+* Initialise columns k+1:n to columns of the unit matrix
+*
+ DO 20 J = K + 1, N
+ DO 10 L = 1, M
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ A( J, J ) = ONE
+ 20 CONTINUE
+*
+ DO 40 I = K, 1, -1
+*
+* Apply H(i) to A(i:m,i:n) from the left
+*
+ IF( I.LT.N ) THEN
+ A( I, I ) = ONE
+ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
+ $ A( I, I+1 ), LDA, WORK )
+ END IF
+ IF( I.LT.M )
+ $ CALL DSCAL( M-I, -TAU( I ), A( I+1, I ), 1 )
+ A( I, I ) = ONE - TAU( I )
+*
+* Set A(1:i-1,i) to zero
+*
+ DO 30 L = 1, I - 1
+ A( L, I ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of DORG2R
+*
+ END
diff --git a/src/lib/lapack/dorgbr.f b/src/lib/lapack/dorgbr.f
new file mode 100644
index 00000000..dc882990
--- /dev/null
+++ b/src/lib/lapack/dorgbr.f
@@ -0,0 +1,244 @@
+ SUBROUTINE DORGBR( VECT, M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER VECT
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGBR generates one of the real orthogonal matrices Q or P**T
+* determined by DGEBRD when reducing a real matrix A to bidiagonal
+* form: A = Q * B * P**T. Q and P**T are defined as products of
+* elementary reflectors H(i) or G(i) respectively.
+*
+* If VECT = 'Q', A is assumed to have been an M-by-K matrix, and Q
+* is of order M:
+* if m >= k, Q = H(1) H(2) . . . H(k) and DORGBR returns the first n
+* columns of Q, where m >= n >= k;
+* if m < k, Q = H(1) H(2) . . . H(m-1) and DORGBR returns Q as an
+* M-by-M matrix.
+*
+* If VECT = 'P', A is assumed to have been a K-by-N matrix, and P**T
+* is of order N:
+* if k < n, P**T = G(k) . . . G(2) G(1) and DORGBR returns the first m
+* rows of P**T, where n >= m >= k;
+* if k >= n, P**T = G(n-1) . . . G(2) G(1) and DORGBR returns P**T as
+* an N-by-N matrix.
+*
+* Arguments
+* =========
+*
+* VECT (input) CHARACTER*1
+* Specifies whether the matrix Q or the matrix P**T is
+* required, as defined in the transformation applied by DGEBRD:
+* = 'Q': generate Q;
+* = 'P': generate P**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q or P**T to be returned.
+* M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q or P**T to be returned.
+* N >= 0.
+* If VECT = 'Q', M >= N >= min(M,K);
+* if VECT = 'P', N >= M >= min(N,K).
+*
+* K (input) INTEGER
+* If VECT = 'Q', the number of columns in the original M-by-K
+* matrix reduced by DGEBRD.
+* If VECT = 'P', the number of rows in the original K-by-N
+* matrix reduced by DGEBRD.
+* K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the vectors which define the elementary reflectors,
+* as returned by DGEBRD.
+* On exit, the M-by-N matrix Q or P**T.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension
+* (min(M,K)) if VECT = 'Q'
+* (min(N,K)) if VECT = 'P'
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i) or G(i), which determines Q or P**T, as
+* returned by DGEBRD in its array argument TAUQ or TAUP.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,min(M,N)).
+* For optimum performance LWORK >= min(M,N)*NB, where NB
+* is the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WANTQ
+ INTEGER I, IINFO, J, LWKOPT, MN, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DORGLQ, DORGQR, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ WANTQ = LSAME( VECT, 'Q' )
+ MN = MIN( M, N )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.WANTQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
+ INFO = -1
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 .OR. ( WANTQ .AND. ( N.GT.M .OR. N.LT.MIN( M,
+ $ K ) ) ) .OR. ( .NOT.WANTQ .AND. ( M.GT.N .OR. M.LT.
+ $ MIN( N, K ) ) ) ) THEN
+ INFO = -3
+ ELSE IF( K.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LWORK.LT.MAX( 1, MN ) .AND. .NOT.LQUERY ) THEN
+ INFO = -9
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( WANTQ ) THEN
+ NB = ILAENV( 1, 'DORGQR', ' ', M, N, K, -1 )
+ ELSE
+ NB = ILAENV( 1, 'DORGLQ', ' ', M, N, K, -1 )
+ END IF
+ LWKOPT = MAX( 1, MN )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGBR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ IF( WANTQ ) THEN
+*
+* Form Q, determined by a call to DGEBRD to reduce an m-by-k
+* matrix
+*
+ IF( M.GE.K ) THEN
+*
+* If m >= k, assume m >= n >= k
+*
+ CALL DORGQR( M, N, K, A, LDA, TAU, WORK, LWORK, IINFO )
+*
+ ELSE
+*
+* If m < k, assume m = n
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the right, and set the first row and column of Q
+* to those of the unit matrix
+*
+ DO 20 J = M, 2, -1
+ A( 1, J ) = ZERO
+ DO 10 I = J + 1, M
+ A( I, J ) = A( I, J-1 )
+ 10 CONTINUE
+ 20 CONTINUE
+ A( 1, 1 ) = ONE
+ DO 30 I = 2, M
+ A( I, 1 ) = ZERO
+ 30 CONTINUE
+ IF( M.GT.1 ) THEN
+*
+* Form Q(2:m,2:m)
+*
+ CALL DORGQR( M-1, M-1, M-1, A( 2, 2 ), LDA, TAU, WORK,
+ $ LWORK, IINFO )
+ END IF
+ END IF
+ ELSE
+*
+* Form P', determined by a call to DGEBRD to reduce a k-by-n
+* matrix
+*
+ IF( K.LT.N ) THEN
+*
+* If k < n, assume k <= m <= n
+*
+ CALL DORGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, IINFO )
+*
+ ELSE
+*
+* If k >= n, assume m = n
+*
+* Shift the vectors which define the elementary reflectors one
+* row downward, and set the first row and column of P' to
+* those of the unit matrix
+*
+ A( 1, 1 ) = ONE
+ DO 40 I = 2, N
+ A( I, 1 ) = ZERO
+ 40 CONTINUE
+ DO 60 J = 2, N
+ DO 50 I = J - 1, 2, -1
+ A( I, J ) = A( I-1, J )
+ 50 CONTINUE
+ A( 1, J ) = ZERO
+ 60 CONTINUE
+ IF( N.GT.1 ) THEN
+*
+* Form P'(2:n,2:n)
+*
+ CALL DORGLQ( N-1, N-1, N-1, A( 2, 2 ), LDA, TAU, WORK,
+ $ LWORK, IINFO )
+ END IF
+ END IF
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORGBR
+*
+ END
diff --git a/src/lib/lapack/dorghr.f b/src/lib/lapack/dorghr.f
new file mode 100644
index 00000000..1283aece
--- /dev/null
+++ b/src/lib/lapack/dorghr.f
@@ -0,0 +1,164 @@
+ SUBROUTINE DORGHR( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGHR generates a real orthogonal matrix Q which is defined as the
+* product of IHI-ILO elementary reflectors of order N, as returned by
+* DGEHRD:
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix Q. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI must have the same values as in the previous call
+* of DGEHRD. Q is equal to the unit matrix except in the
+* submatrix Q(ilo+1:ihi,ilo+1:ihi).
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the vectors which define the elementary reflectors,
+* as returned by DGEHRD.
+* On exit, the N-by-N orthogonal matrix Q.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (N-1)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEHRD.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= IHI-ILO.
+* For optimum performance LWORK >= (IHI-ILO)*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IINFO, J, LWKOPT, NB, NH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DORGQR, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NH = IHI - ILO
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -2
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, NH ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ NB = ILAENV( 1, 'DORGQR', ' ', NH, NH, NH, -1 )
+ LWKOPT = MAX( 1, NH )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGHR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the right, and set the first ilo and the last n-ihi
+* rows and columns to those of the unit matrix
+*
+ DO 40 J = IHI, ILO + 1, -1
+ DO 10 I = 1, J - 1
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ DO 20 I = J + 1, IHI
+ A( I, J ) = A( I, J-1 )
+ 20 CONTINUE
+ DO 30 I = IHI + 1, N
+ A( I, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ DO 60 J = 1, ILO
+ DO 50 I = 1, N
+ A( I, J ) = ZERO
+ 50 CONTINUE
+ A( J, J ) = ONE
+ 60 CONTINUE
+ DO 80 J = IHI + 1, N
+ DO 70 I = 1, N
+ A( I, J ) = ZERO
+ 70 CONTINUE
+ A( J, J ) = ONE
+ 80 CONTINUE
+*
+ IF( NH.GT.0 ) THEN
+*
+* Generate Q(ilo+1:ihi,ilo+1:ihi)
+*
+ CALL DORGQR( NH, NH, NH, A( ILO+1, ILO+1 ), LDA, TAU( ILO ),
+ $ WORK, LWORK, IINFO )
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORGHR
+*
+ END
diff --git a/src/lib/lapack/dorgl2.f b/src/lib/lapack/dorgl2.f
new file mode 100644
index 00000000..1e08344d
--- /dev/null
+++ b/src/lib/lapack/dorgl2.f
@@ -0,0 +1,133 @@
+ SUBROUTINE DORGL2( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGL2 generates an m by n real matrix Q with orthonormal rows,
+* which is defined as the first m rows of a product of k elementary
+* reflectors of order n
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGELQF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. N >= M.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. M >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the i-th row must contain the vector which defines
+* the elementary reflector H(i), for i = 1,2,...,k, as returned
+* by DGELQF in the first k rows of its array argument A.
+* On exit, the m-by-n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGELQF.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (M)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGL2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.LE.0 )
+ $ RETURN
+*
+ IF( K.LT.M ) THEN
+*
+* Initialise rows k+1:m to rows of the unit matrix
+*
+ DO 20 J = 1, N
+ DO 10 L = K + 1, M
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ IF( J.GT.K .AND. J.LE.M )
+ $ A( J, J ) = ONE
+ 20 CONTINUE
+ END IF
+*
+ DO 40 I = K, 1, -1
+*
+* Apply H(i) to A(i:m,i:n) from the right
+*
+ IF( I.LT.N ) THEN
+ IF( I.LT.M ) THEN
+ A( I, I ) = ONE
+ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
+ $ TAU( I ), A( I+1, I ), LDA, WORK )
+ END IF
+ CALL DSCAL( N-I, -TAU( I ), A( I, I+1 ), LDA )
+ END IF
+ A( I, I ) = ONE - TAU( I )
+*
+* Set A(i,1:i-1) to zero
+*
+ DO 30 L = 1, I - 1
+ A( I, L ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of DORGL2
+*
+ END
diff --git a/src/lib/lapack/dorglq.f b/src/lib/lapack/dorglq.f
new file mode 100644
index 00000000..e4f58c96
--- /dev/null
+++ b/src/lib/lapack/dorglq.f
@@ -0,0 +1,215 @@
+ SUBROUTINE DORGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGLQ generates an M-by-N real matrix Q with orthonormal rows,
+* which is defined as the first M rows of a product of K elementary
+* reflectors of order N
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGELQF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. N >= M.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. M >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the i-th row must contain the vector which defines
+* the elementary reflector H(i), for i = 1,2,...,k, as returned
+* by DGELQF in the first k rows of its array argument A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGELQF.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,M).
+* For optimum performance LWORK >= M*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK,
+ $ LWKOPT, NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORGL2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'DORGLQ', ' ', M, N, K, -1 )
+ LWKOPT = MAX( 1, M )*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGLQ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.LE.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DORGLQ', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORGLQ', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the last block.
+* The first kk rows are handled by the block method.
+*
+ KI = ( ( K-NX-1 ) / NB )*NB
+ KK = MIN( K, KI+NB )
+*
+* Set A(kk+1:m,1:kk) to zero.
+*
+ DO 20 J = 1, KK
+ DO 10 I = KK + 1, M
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the last or only block.
+*
+ IF( KK.LT.M )
+ $ CALL DORGL2( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA,
+ $ TAU( KK+1 ), WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = KI + 1, 1, -NB
+ IB = MIN( NB, K-I+1 )
+ IF( I+IB.LE.M ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H' to A(i+ib:m,i:n) from the right
+*
+ CALL DLARFB( 'Right', 'Transpose', 'Forward', 'Rowwise',
+ $ M-I-IB+1, N-I+1, IB, A( I, I ), LDA, WORK,
+ $ LDWORK, A( I+IB, I ), LDA, WORK( IB+1 ),
+ $ LDWORK )
+ END IF
+*
+* Apply H' to columns i:n of current block
+*
+ CALL DORGL2( IB, N-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+* Set columns 1:i-1 of current block to zero
+*
+ DO 40 J = 1, I - 1
+ DO 30 L = I, I + IB - 1
+ A( L, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DORGLQ
+*
+ END
diff --git a/src/lib/lapack/dorgql.f b/src/lib/lapack/dorgql.f
new file mode 100644
index 00000000..1c4896e9
--- /dev/null
+++ b/src/lib/lapack/dorgql.f
@@ -0,0 +1,222 @@
+ SUBROUTINE DORGQL( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGQL generates an M-by-N real matrix Q with orthonormal columns,
+* which is defined as the last N columns of a product of K elementary
+* reflectors of order M
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGEQLF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the (n-k+i)-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by DGEQLF in the last k columns of its array
+* argument A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQLF.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, KK, L, LDWORK, LWKOPT,
+ $ NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORG2L, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+ NB = ILAENV( 1, 'DORGQL', ' ', M, N, K, -1 )
+ LWKOPT = N*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGQL', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DORGQL', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORGQL', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the first block.
+* The last kk columns are handled by the block method.
+*
+ KK = MIN( K, ( ( K-NX+NB-1 ) / NB )*NB )
+*
+* Set A(m-kk+1:m,1:n-kk) to zero.
+*
+ DO 20 J = 1, N - KK
+ DO 10 I = M - KK + 1, M
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the first or only block.
+*
+ CALL DORG2L( M-KK, N-KK, K-KK, A, LDA, TAU, WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = K - KK + 1, K, NB
+ IB = MIN( NB, K-I+1 )
+ IF( N-K+I.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB,
+ $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(1:m-k+i+ib-1,1:n-k+i-1) from the left
+*
+ CALL DLARFB( 'Left', 'No transpose', 'Backward',
+ $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB,
+ $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+*
+* Apply H to rows 1:m-k+i+ib-1 of current block
+*
+ CALL DORG2L( M-K+I+IB-1, IB, IB, A( 1, N-K+I ), LDA,
+ $ TAU( I ), WORK, IINFO )
+*
+* Set rows m-k+i+ib:m of current block to zero
+*
+ DO 40 J = N - K + I, N - K + I + IB - 1
+ DO 30 L = M - K + I + IB, M
+ A( L, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DORGQL
+*
+ END
diff --git a/src/lib/lapack/dorgqr.f b/src/lib/lapack/dorgqr.f
new file mode 100644
index 00000000..4db0ef5a
--- /dev/null
+++ b/src/lib/lapack/dorgqr.f
@@ -0,0 +1,216 @@
+ SUBROUTINE DORGQR( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGQR generates an M-by-N real matrix Q with orthonormal columns,
+* which is defined as the first N columns of a product of K elementary
+* reflectors of order M
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGEQRF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the i-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by DGEQRF in the first k columns of its array
+* argument A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQRF.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK,
+ $ LWKOPT, NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORG2R, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'DORGQR', ' ', M, N, K, -1 )
+ LWKOPT = MAX( 1, N )*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGQR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DORGQR', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORGQR', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the last block.
+* The first kk columns are handled by the block method.
+*
+ KI = ( ( K-NX-1 ) / NB )*NB
+ KK = MIN( K, KI+NB )
+*
+* Set A(1:kk,kk+1:n) to zero.
+*
+ DO 20 J = KK + 1, N
+ DO 10 I = 1, KK
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the last or only block.
+*
+ IF( KK.LT.N )
+ $ CALL DORG2R( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA,
+ $ TAU( KK+1 ), WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = KI + 1, 1, -NB
+ IB = MIN( NB, K-I+1 )
+ IF( I+IB.LE.N ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB,
+ $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(i:m,i+ib:n) from the left
+*
+ CALL DLARFB( 'Left', 'No transpose', 'Forward',
+ $ 'Columnwise', M-I+1, N-I-IB+1, IB,
+ $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
+ $ LDA, WORK( IB+1 ), LDWORK )
+ END IF
+*
+* Apply H to rows i:m of current block
+*
+ CALL DORG2R( M-I+1, IB, IB, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+* Set rows 1:i-1 of current block to zero
+*
+ DO 40 J = I, I + IB - 1
+ DO 30 L = 1, I - 1
+ A( L, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DORGQR
+*
+ END
diff --git a/src/lib/lapack/dorgr2.f b/src/lib/lapack/dorgr2.f
new file mode 100644
index 00000000..9da45c5f
--- /dev/null
+++ b/src/lib/lapack/dorgr2.f
@@ -0,0 +1,131 @@
+ SUBROUTINE DORGR2( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGR2 generates an m by n real matrix Q with orthonormal rows,
+* which is defined as the last m rows of a product of k elementary
+* reflectors of order n
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGERQF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. N >= M.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. M >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the (m-k+i)-th row must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by DGERQF in the last k rows of its array argument
+* A.
+* On exit, the m by n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGERQF.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (M)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, II, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGR2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.LE.0 )
+ $ RETURN
+*
+ IF( K.LT.M ) THEN
+*
+* Initialise rows 1:m-k to rows of the unit matrix
+*
+ DO 20 J = 1, N
+ DO 10 L = 1, M - K
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ IF( J.GT.N-M .AND. J.LE.N-K )
+ $ A( M-N+J, J ) = ONE
+ 20 CONTINUE
+ END IF
+*
+ DO 40 I = 1, K
+ II = M - K + I
+*
+* Apply H(i) to A(1:m-k+i,1:n-k+i) from the right
+*
+ A( II, N-M+II ) = ONE
+ CALL DLARF( 'Right', II-1, N-M+II, A( II, 1 ), LDA, TAU( I ),
+ $ A, LDA, WORK )
+ CALL DSCAL( N-M+II-1, -TAU( I ), A( II, 1 ), LDA )
+ A( II, N-M+II ) = ONE - TAU( I )
+*
+* Set A(m-k+i,n-k+i+1:n) to zero
+*
+ DO 30 L = N - M + II + 1, N
+ A( II, L ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of DORGR2
+*
+ END
diff --git a/src/lib/lapack/dorgrq.f b/src/lib/lapack/dorgrq.f
new file mode 100644
index 00000000..11633403
--- /dev/null
+++ b/src/lib/lapack/dorgrq.f
@@ -0,0 +1,222 @@
+ SUBROUTINE DORGRQ( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGRQ generates an M-by-N real matrix Q with orthonormal rows,
+* which is defined as the last M rows of a product of K elementary
+* reflectors of order N
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGERQF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. N >= M.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. M >= K >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the (m-k+i)-th row must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by DGERQF in the last k rows of its array argument
+* A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGERQF.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,M).
+* For optimum performance LWORK >= M*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, II, IINFO, IWS, J, KK, L, LDWORK,
+ $ LWKOPT, NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORGR2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.LE.0 ) THEN
+ LWKOPT = 1
+ ELSE
+ NB = ILAENV( 1, 'DORGRQ', ' ', M, N, K, -1 )
+ LWKOPT = M*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGRQ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.LE.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DORGRQ', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORGRQ', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the first block.
+* The last kk rows are handled by the block method.
+*
+ KK = MIN( K, ( ( K-NX+NB-1 ) / NB )*NB )
+*
+* Set A(1:m-kk,n-kk+1:n) to zero.
+*
+ DO 20 J = N - KK + 1, N
+ DO 10 I = 1, M - KK
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the first or only block.
+*
+ CALL DORGR2( M-KK, N-KK, K-KK, A, LDA, TAU, WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = K - KK + 1, K, NB
+ IB = MIN( NB, K-I+1 )
+ II = M - K + I
+ IF( II.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARFT( 'Backward', 'Rowwise', N-K+I+IB-1, IB,
+ $ A( II, 1 ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H' to A(1:m-k+i-1,1:n-k+i+ib-1) from the right
+*
+ CALL DLARFB( 'Right', 'Transpose', 'Backward', 'Rowwise',
+ $ II-1, N-K+I+IB-1, IB, A( II, 1 ), LDA, WORK,
+ $ LDWORK, A, LDA, WORK( IB+1 ), LDWORK )
+ END IF
+*
+* Apply H' to columns 1:n-k+i+ib-1 of current block
+*
+ CALL DORGR2( IB, N-K+I+IB-1, IB, A( II, 1 ), LDA, TAU( I ),
+ $ WORK, IINFO )
+*
+* Set columns n-k+i+ib:n of current block to zero
+*
+ DO 40 L = N - K + I + IB, N
+ DO 30 J = II, II + IB - 1
+ A( J, L ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of DORGRQ
+*
+ END
diff --git a/src/lib/lapack/dorgtr.f b/src/lib/lapack/dorgtr.f
new file mode 100644
index 00000000..4c72d031
--- /dev/null
+++ b/src/lib/lapack/dorgtr.f
@@ -0,0 +1,183 @@
+ SUBROUTINE DORGTR( UPLO, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORGTR generates a real orthogonal matrix Q which is defined as the
+* product of n-1 elementary reflectors of order N, as returned by
+* DSYTRD:
+*
+* if UPLO = 'U', Q = H(n-1) . . . H(2) H(1),
+*
+* if UPLO = 'L', Q = H(1) H(2) . . . H(n-1).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A contains elementary reflectors
+* from DSYTRD;
+* = 'L': Lower triangle of A contains elementary reflectors
+* from DSYTRD.
+*
+* N (input) INTEGER
+* The order of the matrix Q. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the vectors which define the elementary reflectors,
+* as returned by DSYTRD.
+* On exit, the N-by-N orthogonal matrix Q.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (N-1)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DSYTRD.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N-1).
+* For optimum performance LWORK >= (N-1)*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, UPPER
+ INTEGER I, IINFO, J, LWKOPT, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DORGQL, DORGQR, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, N-1 ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( UPPER ) THEN
+ NB = ILAENV( 1, 'DORGQL', ' ', N-1, N-1, N-1, -1 )
+ ELSE
+ NB = ILAENV( 1, 'DORGQR', ' ', N-1, N-1, N-1, -1 )
+ END IF
+ LWKOPT = MAX( 1, N-1 )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORGTR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ IF( UPPER ) THEN
+*
+* Q was determined by a call to DSYTRD with UPLO = 'U'
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the left, and set the last row and column of Q to
+* those of the unit matrix
+*
+ DO 20 J = 1, N - 1
+ DO 10 I = 1, J - 1
+ A( I, J ) = A( I, J+1 )
+ 10 CONTINUE
+ A( N, J ) = ZERO
+ 20 CONTINUE
+ DO 30 I = 1, N - 1
+ A( I, N ) = ZERO
+ 30 CONTINUE
+ A( N, N ) = ONE
+*
+* Generate Q(1:n-1,1:n-1)
+*
+ CALL DORGQL( N-1, N-1, N-1, A, LDA, TAU, WORK, LWORK, IINFO )
+*
+ ELSE
+*
+* Q was determined by a call to DSYTRD with UPLO = 'L'.
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the right, and set the first row and column of Q to
+* those of the unit matrix
+*
+ DO 50 J = N, 2, -1
+ A( 1, J ) = ZERO
+ DO 40 I = J + 1, N
+ A( I, J ) = A( I, J-1 )
+ 40 CONTINUE
+ 50 CONTINUE
+ A( 1, 1 ) = ONE
+ DO 60 I = 2, N
+ A( I, 1 ) = ZERO
+ 60 CONTINUE
+ IF( N.GT.1 ) THEN
+*
+* Generate Q(2:n,2:n)
+*
+ CALL DORGQR( N-1, N-1, N-1, A( 2, 2 ), LDA, TAU, WORK,
+ $ LWORK, IINFO )
+ END IF
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORGTR
+*
+ END
diff --git a/src/lib/lapack/dorm2l.f b/src/lib/lapack/dorm2l.f
new file mode 100644
index 00000000..27120075
--- /dev/null
+++ b/src/lib/lapack/dorm2l.f
@@ -0,0 +1,193 @@
+ SUBROUTINE DORM2L( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORM2L overwrites the general real m by n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'T', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'T',
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGEQLF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'T': apply Q' (Transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,K)
+* The i-th column must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGEQLF in the last k columns of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If SIDE = 'L', LDA >= max(1,M);
+* if SIDE = 'R', LDA >= max(1,N).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQLF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, MI, NI, NQ
+ DOUBLE PRECISION AII
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORM2L', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. NOTRAN ) .OR. ( .NOT.LEFT .AND. .NOT.NOTRAN ) )
+ $ THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ ELSE
+ MI = M
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) is applied to C(1:m-k+i,1:n)
+*
+ MI = M - K + I
+ ELSE
+*
+* H(i) is applied to C(1:m,1:n-k+i)
+*
+ NI = N - K + I
+ END IF
+*
+* Apply H(i)
+*
+ AII = A( NQ-K+I, I )
+ A( NQ-K+I, I ) = ONE
+ CALL DLARF( SIDE, MI, NI, A( 1, I ), 1, TAU( I ), C, LDC,
+ $ WORK )
+ A( NQ-K+I, I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of DORM2L
+*
+ END
diff --git a/src/lib/lapack/dorm2r.f b/src/lib/lapack/dorm2r.f
new file mode 100644
index 00000000..79c9ef35
--- /dev/null
+++ b/src/lib/lapack/dorm2r.f
@@ -0,0 +1,197 @@
+ SUBROUTINE DORM2R( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORM2R overwrites the general real m by n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'T', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'T',
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGEQRF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'T': apply Q' (Transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,K)
+* The i-th column must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGEQRF in the first k columns of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If SIDE = 'L', LDA >= max(1,M);
+* if SIDE = 'R', LDA >= max(1,N).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQRF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, IC, JC, MI, NI, NQ
+ DOUBLE PRECISION AII
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORM2R', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR. ( .NOT.LEFT .AND. NOTRAN ) )
+ $ THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H(i) is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H(i)
+*
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL DLARF( SIDE, MI, NI, A( I, I ), 1, TAU( I ), C( IC, JC ),
+ $ LDC, WORK )
+ A( I, I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of DORM2R
+*
+ END
diff --git a/src/lib/lapack/dormbr.f b/src/lib/lapack/dormbr.f
new file mode 100644
index 00000000..8066b893
--- /dev/null
+++ b/src/lib/lapack/dormbr.f
@@ -0,0 +1,281 @@
+ SUBROUTINE DORMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
+ $ LDC, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS, VECT
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* If VECT = 'Q', DORMBR overwrites the general real M-by-N matrix C
+* with
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* If VECT = 'P', DORMBR overwrites the general real M-by-N matrix C
+* with
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': P * C C * P
+* TRANS = 'T': P**T * C C * P**T
+*
+* Here Q and P**T are the orthogonal matrices determined by DGEBRD when
+* reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and
+* P**T are defined as products of elementary reflectors H(i) and G(i)
+* respectively.
+*
+* Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the
+* order of the orthogonal matrix Q or P**T that is applied.
+*
+* If VECT = 'Q', A is assumed to have been an NQ-by-K matrix:
+* if nq >= k, Q = H(1) H(2) . . . H(k);
+* if nq < k, Q = H(1) H(2) . . . H(nq-1).
+*
+* If VECT = 'P', A is assumed to have been a K-by-NQ matrix:
+* if k < nq, P = G(1) G(2) . . . G(k);
+* if k >= nq, P = G(1) G(2) . . . G(nq-1).
+*
+* Arguments
+* =========
+*
+* VECT (input) CHARACTER*1
+* = 'Q': apply Q or Q**T;
+* = 'P': apply P or P**T.
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q, Q**T, P or P**T from the Left;
+* = 'R': apply Q, Q**T, P or P**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q or P;
+* = 'T': Transpose, apply Q**T or P**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* If VECT = 'Q', the number of columns in the original
+* matrix reduced by DGEBRD.
+* If VECT = 'P', the number of rows in the original
+* matrix reduced by DGEBRD.
+* K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,min(nq,K)) if VECT = 'Q'
+* (LDA,nq) if VECT = 'P'
+* The vectors which define the elementary reflectors H(i) and
+* G(i), whose products determine the matrices Q and P, as
+* returned by DGEBRD.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If VECT = 'Q', LDA >= max(1,nq);
+* if VECT = 'P', LDA >= max(1,min(nq,K)).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (min(nq,K))
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i) or G(i) which determines Q or P, as returned
+* by DGEBRD in the array argument TAUQ or TAUP.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q
+* or P*C or P**T*C or C*P or C*P**T.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL APPLYQ, LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I1, I2, IINFO, LWKOPT, MI, NB, NI, NQ, NW
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DORMLQ, DORMQR, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ APPLYQ = LSAME( VECT, 'Q' )
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q or P and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( .NOT.APPLYQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -3
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( K.LT.0 ) THEN
+ INFO = -6
+ ELSE IF( ( APPLYQ .AND. LDA.LT.MAX( 1, NQ ) ) .OR.
+ $ ( .NOT.APPLYQ .AND. LDA.LT.MAX( 1, MIN( NQ, K ) ) ) )
+ $ THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( APPLYQ ) THEN
+ IF( LEFT ) THEN
+ NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M-1, N, M-1,
+ $ -1 )
+ ELSE
+ NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M, N-1, N-1,
+ $ -1 )
+ END IF
+ ELSE
+ IF( LEFT ) THEN
+ NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M-1, N, M-1,
+ $ -1 )
+ ELSE
+ NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M, N-1, N-1,
+ $ -1 )
+ END IF
+ END IF
+ LWKOPT = MAX( 1, NW )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMBR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ WORK( 1 ) = 1
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+ IF( APPLYQ ) THEN
+*
+* Apply Q
+*
+ IF( NQ.GE.K ) THEN
+*
+* Q was determined by a call to DGEBRD with nq >= k
+*
+ CALL DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, IINFO )
+ ELSE IF( NQ.GT.1 ) THEN
+*
+* Q was determined by a call to DGEBRD with nq < k
+*
+ IF( LEFT ) THEN
+ MI = M - 1
+ NI = N
+ I1 = 2
+ I2 = 1
+ ELSE
+ MI = M
+ NI = N - 1
+ I1 = 1
+ I2 = 2
+ END IF
+ CALL DORMQR( SIDE, TRANS, MI, NI, NQ-1, A( 2, 1 ), LDA, TAU,
+ $ C( I1, I2 ), LDC, WORK, LWORK, IINFO )
+ END IF
+ ELSE
+*
+* Apply P
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+ IF( NQ.GT.K ) THEN
+*
+* P was determined by a call to DGEBRD with nq > k
+*
+ CALL DORMLQ( SIDE, TRANST, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, IINFO )
+ ELSE IF( NQ.GT.1 ) THEN
+*
+* P was determined by a call to DGEBRD with nq <= k
+*
+ IF( LEFT ) THEN
+ MI = M - 1
+ NI = N
+ I1 = 2
+ I2 = 1
+ ELSE
+ MI = M
+ NI = N - 1
+ I1 = 1
+ I2 = 2
+ END IF
+ CALL DORMLQ( SIDE, TRANST, MI, NI, NQ-1, A( 1, 2 ), LDA,
+ $ TAU, C( I1, I2 ), LDC, WORK, LWORK, IINFO )
+ END IF
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORMBR
+*
+ END
diff --git a/src/lib/lapack/dormhr.f b/src/lib/lapack/dormhr.f
new file mode 100644
index 00000000..5862538e
--- /dev/null
+++ b/src/lib/lapack/dormhr.f
@@ -0,0 +1,201 @@
+ SUBROUTINE DORMHR( SIDE, TRANS, M, N, ILO, IHI, A, LDA, TAU, C,
+ $ LDC, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER IHI, ILO, INFO, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMHR overwrites the general real M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* where Q is a real orthogonal matrix of order nq, with nq = m if
+* SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of
+* IHI-ILO elementary reflectors, as returned by DGEHRD:
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**T from the Left;
+* = 'R': apply Q or Q**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'T': Transpose, apply Q**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI must have the same values as in the previous call
+* of DGEHRD. Q is equal to the unit matrix except in the
+* submatrix Q(ilo+1:ihi,ilo+1:ihi).
+* If SIDE = 'L', then 1 <= ILO <= IHI <= M, if M > 0, and
+* ILO = 1 and IHI = 0, if M = 0;
+* if SIDE = 'R', then 1 <= ILO <= IHI <= N, if N > 0, and
+* ILO = 1 and IHI = 0, if N = 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L'
+* (LDA,N) if SIDE = 'R'
+* The vectors which define the elementary reflectors, as
+* returned by DGEHRD.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'.
+*
+* TAU (input) DOUBLE PRECISION array, dimension
+* (M-1) if SIDE = 'L'
+* (N-1) if SIDE = 'R'
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEHRD.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY
+ INTEGER I1, I2, IINFO, LWKOPT, MI, NB, NH, NI, NQ, NW
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DORMQR, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NH = IHI - ILO
+ LEFT = LSAME( SIDE, 'L' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( TRANS, 'N' ) .AND. .NOT.LSAME( TRANS, 'T' ) )
+ $ THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, NQ ) ) THEN
+ INFO = -5
+ ELSE IF( IHI.LT.MIN( ILO, NQ ) .OR. IHI.GT.NQ ) THEN
+ INFO = -6
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( LEFT ) THEN
+ NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, NH, N, NH, -1 )
+ ELSE
+ NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M, NH, NH, -1 )
+ END IF
+ LWKOPT = MAX( 1, NW )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMHR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. NH.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ IF( LEFT ) THEN
+ MI = NH
+ NI = N
+ I1 = ILO + 1
+ I2 = 1
+ ELSE
+ MI = M
+ NI = NH
+ I1 = 1
+ I2 = ILO + 1
+ END IF
+*
+ CALL DORMQR( SIDE, TRANS, MI, NI, NH, A( ILO+1, ILO ), LDA,
+ $ TAU( ILO ), C( I1, I2 ), LDC, WORK, LWORK, IINFO )
+*
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORMHR
+*
+ END
diff --git a/src/lib/lapack/dorml2.f b/src/lib/lapack/dorml2.f
new file mode 100644
index 00000000..d3941c9a
--- /dev/null
+++ b/src/lib/lapack/dorml2.f
@@ -0,0 +1,197 @@
+ SUBROUTINE DORML2( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORML2 overwrites the general real m by n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'T', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'T',
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGELQF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'T': apply Q' (Transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGELQF in the first k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGELQF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, IC, JC, MI, NI, NQ
+ DOUBLE PRECISION AII
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORML2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. NOTRAN ) .OR. ( .NOT.LEFT .AND. .NOT.NOTRAN ) )
+ $ THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H(i) is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H(i)
+*
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL DLARF( SIDE, MI, NI, A( I, I ), LDA, TAU( I ),
+ $ C( IC, JC ), LDC, WORK )
+ A( I, I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of DORML2
+*
+ END
diff --git a/src/lib/lapack/dormlq.f b/src/lib/lapack/dormlq.f
new file mode 100644
index 00000000..f0c68ef2
--- /dev/null
+++ b/src/lib/lapack/dormlq.f
@@ -0,0 +1,267 @@
+ SUBROUTINE DORMLQ( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMLQ overwrites the general real M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGELQF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**T from the Left;
+* = 'R': apply Q or Q**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'T': Transpose, apply Q**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGELQF in the first k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGELQF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I, I1, I2, I3, IB, IC, IINFO, IWS, JC, LDWORK,
+ $ LWKOPT, MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORML2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size. NB may be at most NBMAX, where NBMAX
+* is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'DORMLQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ LWKOPT = MAX( 1, NW )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMLQ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORMLQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL DORML2( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
+ $ IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. .NOT.NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL DLARFT( 'Forward', 'Rowwise', NQ-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), T, LDT )
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H or H' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H or H'
+*
+ CALL DLARFB( SIDE, TRANST, 'Forward', 'Rowwise', MI, NI, IB,
+ $ A( I, I ), LDA, T, LDT, C( IC, JC ), LDC, WORK,
+ $ LDWORK )
+ 10 CONTINUE
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORMLQ
+*
+ END
diff --git a/src/lib/lapack/dormql.f b/src/lib/lapack/dormql.f
new file mode 100644
index 00000000..f3370f10
--- /dev/null
+++ b/src/lib/lapack/dormql.f
@@ -0,0 +1,261 @@
+ SUBROUTINE DORMQL( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMQL overwrites the general real M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by DGEQLF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**T from the Left;
+* = 'R': apply Q or Q**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'T': Transpose, apply Q**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,K)
+* The i-th column must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGEQLF in the last k columns of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If SIDE = 'L', LDA >= max(1,M);
+* if SIDE = 'R', LDA >= max(1,N).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQLF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ INTEGER I, I1, I2, I3, IB, IINFO, IWS, LDWORK, LWKOPT,
+ $ MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORM2L, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = MAX( 1, N )
+ ELSE
+ NQ = N
+ NW = MAX( 1, M )
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* Determine the block size. NB may be at most NBMAX, where
+* NBMAX is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'DORMQL', SIDE // TRANS, M, N,
+ $ K, -1 ) )
+ LWKOPT = NW*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.NW .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMQL', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORMQL', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL DORM2L( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
+ $ IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. .NOT.NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ ELSE
+ MI = M
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARFT( 'Backward', 'Columnwise', NQ-K+I+IB-1, IB,
+ $ A( 1, I ), LDA, TAU( I ), T, LDT )
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(1:m-k+i+ib-1,1:n)
+*
+ MI = M - K + I + IB - 1
+ ELSE
+*
+* H or H' is applied to C(1:m,1:n-k+i+ib-1)
+*
+ NI = N - K + I + IB - 1
+ END IF
+*
+* Apply H or H'
+*
+ CALL DLARFB( SIDE, TRANS, 'Backward', 'Columnwise', MI, NI,
+ $ IB, A( 1, I ), LDA, T, LDT, C, LDC, WORK,
+ $ LDWORK )
+ 10 CONTINUE
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORMQL
+*
+ END
diff --git a/src/lib/lapack/dormqr.f b/src/lib/lapack/dormqr.f
new file mode 100644
index 00000000..ee372695
--- /dev/null
+++ b/src/lib/lapack/dormqr.f
@@ -0,0 +1,260 @@
+ SUBROUTINE DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMQR overwrites the general real M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**T from the Left;
+* = 'R': apply Q or Q**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'T': Transpose, apply Q**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,K)
+* The i-th column must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGEQRF in the first k columns of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If SIDE = 'L', LDA >= max(1,M);
+* if SIDE = 'R', LDA >= max(1,N).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGEQRF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ INTEGER I, I1, I2, I3, IB, IC, IINFO, IWS, JC, LDWORK,
+ $ LWKOPT, MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORM2R, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size. NB may be at most NBMAX, where NBMAX
+* is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'DORMQR', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ LWKOPT = MAX( 1, NW )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMQR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORMQR', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL DORM2R( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
+ $ IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL DLARFT( 'Forward', 'Columnwise', NQ-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), T, LDT )
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H or H' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H or H'
+*
+ CALL DLARFB( SIDE, TRANS, 'Forward', 'Columnwise', MI, NI,
+ $ IB, A( I, I ), LDA, T, LDT, C( IC, JC ), LDC,
+ $ WORK, LDWORK )
+ 10 CONTINUE
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORMQR
+*
+ END
diff --git a/src/lib/lapack/dormr2.f b/src/lib/lapack/dormr2.f
new file mode 100644
index 00000000..994552fb
--- /dev/null
+++ b/src/lib/lapack/dormr2.f
@@ -0,0 +1,193 @@
+ SUBROUTINE DORMR2( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMR2 overwrites the general real m by n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'T', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'T',
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGERQF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'T': apply Q' (Transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGERQF in the last k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGERQF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, MI, NI, NQ
+ DOUBLE PRECISION AII
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMR2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR. ( .NOT.LEFT .AND. NOTRAN ) )
+ $ THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ ELSE
+ MI = M
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) is applied to C(1:m-k+i,1:n)
+*
+ MI = M - K + I
+ ELSE
+*
+* H(i) is applied to C(1:m,1:n-k+i)
+*
+ NI = N - K + I
+ END IF
+*
+* Apply H(i)
+*
+ AII = A( I, NQ-K+I )
+ A( I, NQ-K+I ) = ONE
+ CALL DLARF( SIDE, MI, NI, A( I, 1 ), LDA, TAU( I ), C, LDC,
+ $ WORK )
+ A( I, NQ-K+I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of DORMR2
+*
+ END
diff --git a/src/lib/lapack/dormr3.f b/src/lib/lapack/dormr3.f
new file mode 100644
index 00000000..7bdcb856
--- /dev/null
+++ b/src/lib/lapack/dormr3.f
@@ -0,0 +1,206 @@
+ SUBROUTINE DORMR3( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, L, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMR3 overwrites the general real m by n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'T', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'T',
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DTZRZF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'T': apply Q' (Transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* L (input) INTEGER
+* The number of columns of the matrix A containing
+* the meaningful part of the Householder reflectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DTZRZF in the last k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DTZRZF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the m-by-n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, IC, JA, JC, MI, NI, NQ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARZ, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( L.LT.0 .OR. ( LEFT .AND. ( L.GT.M ) ) .OR.
+ $ ( .NOT.LEFT .AND. ( L.GT.N ) ) ) THEN
+ INFO = -6
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMR3', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN .OR. .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JA = M - L + 1
+ JC = 1
+ ELSE
+ MI = M
+ JA = N - L + 1
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) or H(i)' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H(i) or H(i)' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H(i) or H(i)'
+*
+ CALL DLARZ( SIDE, MI, NI, L, A( I, JA ), LDA, TAU( I ),
+ $ C( IC, JC ), LDC, WORK )
+*
+ 10 CONTINUE
+*
+ RETURN
+*
+* End of DORMR3
+*
+ END
diff --git a/src/lib/lapack/dormrq.f b/src/lib/lapack/dormrq.f
new file mode 100644
index 00000000..522c1392
--- /dev/null
+++ b/src/lib/lapack/dormrq.f
@@ -0,0 +1,268 @@
+ SUBROUTINE DORMRQ( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMRQ overwrites the general real M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DGERQF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**T from the Left;
+* = 'R': apply Q or Q**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'T': Transpose, apply Q**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DGERQF in the last k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DGERQF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I, I1, I2, I3, IB, IINFO, IWS, LDWORK, LWKOPT,
+ $ MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARFB, DLARFT, DORMR2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = MAX( 1, N )
+ ELSE
+ NQ = N
+ NW = MAX( 1, M )
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* Determine the block size. NB may be at most NBMAX, where
+* NBMAX is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'DORMRQ', SIDE // TRANS, M, N,
+ $ K, -1 ) )
+ LWKOPT = NW*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.NW .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMRQ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORMRQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL DORMR2( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
+ $ IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ ELSE
+ MI = M
+ END IF
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARFT( 'Backward', 'Rowwise', NQ-K+I+IB-1, IB,
+ $ A( I, 1 ), LDA, TAU( I ), T, LDT )
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(1:m-k+i+ib-1,1:n)
+*
+ MI = M - K + I + IB - 1
+ ELSE
+*
+* H or H' is applied to C(1:m,1:n-k+i+ib-1)
+*
+ NI = N - K + I + IB - 1
+ END IF
+*
+* Apply H or H'
+*
+ CALL DLARFB( SIDE, TRANST, 'Backward', 'Rowwise', MI, NI,
+ $ IB, A( I, 1 ), LDA, T, LDT, C, LDC, WORK,
+ $ LDWORK )
+ 10 CONTINUE
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DORMRQ
+*
+ END
diff --git a/src/lib/lapack/dormrz.f b/src/lib/lapack/dormrz.f
new file mode 100644
index 00000000..9e14acce
--- /dev/null
+++ b/src/lib/lapack/dormrz.f
@@ -0,0 +1,292 @@
+ SUBROUTINE DORMRZ( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, L, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DORMRZ overwrites the general real M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'T': Q**T * C C * Q**T
+*
+* where Q is a real orthogonal matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by DTZRZF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**T from the Left;
+* = 'R': apply Q or Q**T from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'T': Transpose, apply Q**T.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* L (input) INTEGER
+* The number of columns of the matrix A containing
+* the meaningful part of the Householder reflectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* DTZRZF in the last k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) DOUBLE PRECISION array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by DTZRZF.
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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 SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I, I1, I2, I3, IB, IC, IINFO, IWS, JA, JC,
+ $ LDWORK, LWKOPT, MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARZB, DLARZT, DORMR3, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = MAX( 1, N )
+ ELSE
+ NQ = N
+ NW = MAX( 1, M )
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( L.LT.0 .OR. ( LEFT .AND. ( L.GT.M ) ) .OR.
+ $ ( .NOT.LEFT .AND. ( L.GT.N ) ) ) THEN
+ INFO = -6
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ LWKOPT = 1
+*
+* Determine the block size. NB may be at most NBMAX, where
+* NBMAX is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'DORMRQ', SIDE // TRANS, M, N,
+ $ K, -1 ) )
+ LWKOPT = NW*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DORMRZ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DORMRQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL DORMR3( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC,
+ $ WORK, IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ JA = M - L + 1
+ ELSE
+ MI = M
+ IC = 1
+ JA = N - L + 1
+ END IF
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'T'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARZT( 'Backward', 'Rowwise', L, IB, A( I, JA ), LDA,
+ $ TAU( I ), T, LDT )
+*
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H or H' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H or H'
+*
+ CALL DLARZB( SIDE, TRANST, 'Backward', 'Rowwise', MI, NI,
+ $ IB, L, A( I, JA ), LDA, T, LDT, C( IC, JC ),
+ $ LDC, WORK, LDWORK )
+ 10 CONTINUE
+*
+ END IF
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of DORMRZ
+*
+ END
diff --git a/src/lib/lapack/dpocon.f b/src/lib/lapack/dpocon.f
new file mode 100644
index 00000000..c28af374
--- /dev/null
+++ b/src/lib/lapack/dpocon.f
@@ -0,0 +1,177 @@
+ SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DPOCON estimates the reciprocal of the condition number (in the
+* 1-norm) of a real symmetric positive definite matrix using the
+* Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The triangular factor U or L from the Cholesky factorization
+* A = U**T*U or A = L*L**T, as computed by DPOTRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* ANORM (input) DOUBLE PRECISION
+* The 1-norm (or infinity-norm) of the symmetric matrix A.
+*
+* RCOND (output) DOUBLE PRECISION
+* The reciprocal of the condition number of the matrix A,
+* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
+* estimate of the 1-norm of inv(A) computed in this routine.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* IWORK (workspace) INTEGER array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ CHARACTER NORMIN
+ INTEGER IX, KASE
+ DOUBLE PRECISION AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, IDAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( ANORM.LT.ZERO ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DPOCON', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ RCOND = ZERO
+ IF( N.EQ.0 ) THEN
+ RCOND = ONE
+ RETURN
+ ELSE IF( ANORM.EQ.ZERO ) THEN
+ RETURN
+ END IF
+*
+ SMLNUM = DLAMCH( 'Safe minimum' )
+*
+* Estimate the 1-norm of inv(A).
+*
+ KASE = 0
+ NORMIN = 'N'
+ 10 CONTINUE
+ CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( UPPER ) THEN
+*
+* Multiply by inv(U').
+*
+ CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A,
+ $ LDA, WORK, SCALEL, WORK( 2*N+1 ), INFO )
+ NORMIN = 'Y'
+*
+* Multiply by inv(U).
+*
+ CALL DLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+ $ A, LDA, WORK, SCALEU, WORK( 2*N+1 ), INFO )
+ ELSE
+*
+* Multiply by inv(L).
+*
+ CALL DLATRS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
+ $ A, LDA, WORK, SCALEL, WORK( 2*N+1 ), INFO )
+ NORMIN = 'Y'
+*
+* Multiply by inv(L').
+*
+ CALL DLATRS( 'Lower', 'Transpose', 'Non-unit', NORMIN, N, A,
+ $ LDA, WORK, SCALEU, WORK( 2*N+1 ), INFO )
+ END IF
+*
+* Multiply by 1/SCALE if doing so will not cause overflow.
+*
+ SCALE = SCALEL*SCALEU
+ IF( SCALE.NE.ONE ) THEN
+ IX = IDAMAX( N, WORK, 1 )
+ IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+ $ GO TO 20
+ CALL DRSCL( N, SCALE, WORK, 1 )
+ END IF
+ GO TO 10
+ END IF
+*
+* Compute the estimate of the reciprocal condition number.
+*
+ IF( AINVNM.NE.ZERO )
+ $ RCOND = ( ONE / AINVNM ) / ANORM
+*
+ 20 CONTINUE
+ RETURN
+*
+* End of DPOCON
+*
+ END
diff --git a/src/lib/lapack/dpotf2.f b/src/lib/lapack/dpotf2.f
new file mode 100644
index 00000000..b7d65e91
--- /dev/null
+++ b/src/lib/lapack/dpotf2.f
@@ -0,0 +1,167 @@
+ SUBROUTINE DPOTF2( UPLO, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DPOTF2 computes the Cholesky factorization of a real symmetric
+* positive definite matrix A.
+*
+* The factorization has the form
+* A = U' * U , if UPLO = 'U', or
+* A = L * L', if UPLO = 'L',
+* where U is an upper triangular matrix and L is lower triangular.
+*
+* This is the unblocked version of the algorithm, calling Level 2 BLAS.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is stored.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* n by n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n by n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, if INFO = 0, the factor U or L from the Cholesky
+* factorization A = U'*U or A = L*L'.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+* > 0: if INFO = k, the leading minor of order k is not
+* positive definite, and the factorization could not be
+* completed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J
+ DOUBLE PRECISION AJJ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DPOTF2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Compute the Cholesky factorization A = U'*U.
+*
+ DO 10 J = 1, N
+*
+* Compute U(J,J) and test for non-positive-definiteness.
+*
+ AJJ = A( J, J ) - DDOT( J-1, A( 1, J ), 1, A( 1, J ), 1 )
+ IF( AJJ.LE.ZERO ) THEN
+ A( J, J ) = AJJ
+ GO TO 30
+ END IF
+ AJJ = SQRT( AJJ )
+ A( J, J ) = AJJ
+*
+* Compute elements J+1:N of row J.
+*
+ IF( J.LT.N ) THEN
+ CALL DGEMV( 'Transpose', J-1, N-J, -ONE, A( 1, J+1 ),
+ $ LDA, A( 1, J ), 1, ONE, A( J, J+1 ), LDA )
+ CALL DSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Compute the Cholesky factorization A = L*L'.
+*
+ DO 20 J = 1, N
+*
+* Compute L(J,J) and test for non-positive-definiteness.
+*
+ AJJ = A( J, J ) - DDOT( J-1, A( J, 1 ), LDA, A( J, 1 ),
+ $ LDA )
+ IF( AJJ.LE.ZERO ) THEN
+ A( J, J ) = AJJ
+ GO TO 30
+ END IF
+ AJJ = SQRT( AJJ )
+ A( J, J ) = AJJ
+*
+* Compute elements J+1:N of column J.
+*
+ IF( J.LT.N ) THEN
+ CALL DGEMV( 'No transpose', N-J, J-1, -ONE, A( J+1, 1 ),
+ $ LDA, A( J, 1 ), LDA, ONE, A( J+1, J ), 1 )
+ CALL DSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
+ END IF
+ 20 CONTINUE
+ END IF
+ GO TO 40
+*
+ 30 CONTINUE
+ INFO = J
+*
+ 40 CONTINUE
+ RETURN
+*
+* End of DPOTF2
+*
+ END
diff --git a/src/lib/lapack/dpotrf.f b/src/lib/lapack/dpotrf.f
new file mode 100644
index 00000000..8449df6d
--- /dev/null
+++ b/src/lib/lapack/dpotrf.f
@@ -0,0 +1,183 @@
+ SUBROUTINE DPOTRF( UPLO, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DPOTRF computes the Cholesky factorization of a real symmetric
+* positive definite matrix A.
+*
+* The factorization has the form
+* A = U**T * U, if UPLO = 'U', or
+* A = L * L**T, if UPLO = 'L',
+* where U is an upper triangular matrix and L is lower triangular.
+*
+* This is the block version of the algorithm, calling Level 3 BLAS.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* N-by-N upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, if INFO = 0, the factor U or L from the Cholesky
+* factorization A = U**T*U or A = L*L**T.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the leading minor of order i is not
+* positive definite, and the factorization could not be
+* completed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J, JB, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DPOTF2, DSYRK, DTRSM, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DPOTRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'DPOTRF', UPLO, N, -1, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.N ) THEN
+*
+* Use unblocked code.
+*
+ CALL DPOTF2( UPLO, N, A, LDA, INFO )
+ ELSE
+*
+* Use blocked code.
+*
+ IF( UPPER ) THEN
+*
+* Compute the Cholesky factorization A = U'*U.
+*
+ DO 10 J = 1, N, NB
+*
+* Update and factorize the current diagonal block and test
+* for non-positive-definiteness.
+*
+ JB = MIN( NB, N-J+1 )
+ CALL DSYRK( 'Upper', 'Transpose', JB, J-1, -ONE,
+ $ A( 1, J ), LDA, ONE, A( J, J ), LDA )
+ CALL DPOTF2( 'Upper', JB, A( J, J ), LDA, INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 30
+ IF( J+JB.LE.N ) THEN
+*
+* Compute the current block row.
+*
+ CALL DGEMM( 'Transpose', 'No transpose', JB, N-J-JB+1,
+ $ J-1, -ONE, A( 1, J ), LDA, A( 1, J+JB ),
+ $ LDA, ONE, A( J, J+JB ), LDA )
+ CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit',
+ $ JB, N-J-JB+1, ONE, A( J, J ), LDA,
+ $ A( J, J+JB ), LDA )
+ END IF
+ 10 CONTINUE
+*
+ ELSE
+*
+* Compute the Cholesky factorization A = L*L'.
+*
+ DO 20 J = 1, N, NB
+*
+* Update and factorize the current diagonal block and test
+* for non-positive-definiteness.
+*
+ JB = MIN( NB, N-J+1 )
+ CALL DSYRK( 'Lower', 'No transpose', JB, J-1, -ONE,
+ $ A( J, 1 ), LDA, ONE, A( J, J ), LDA )
+ CALL DPOTF2( 'Lower', JB, A( J, J ), LDA, INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 30
+ IF( J+JB.LE.N ) THEN
+*
+* Compute the current block column.
+*
+ CALL DGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
+ $ J-1, -ONE, A( J+JB, 1 ), LDA, A( J, 1 ),
+ $ LDA, ONE, A( J+JB, J ), LDA )
+ CALL DTRSM( 'Right', 'Lower', 'Transpose', 'Non-unit',
+ $ N-J-JB+1, JB, ONE, A( J, J ), LDA,
+ $ A( J+JB, J ), LDA )
+ END IF
+ 20 CONTINUE
+ END IF
+ END IF
+ GO TO 40
+*
+ 30 CONTINUE
+ INFO = INFO + J - 1
+*
+ 40 CONTINUE
+ RETURN
+*
+* End of DPOTRF
+*
+ END
diff --git a/src/lib/lapack/dpotrs.f b/src/lib/lapack/dpotrs.f
new file mode 100644
index 00000000..0273655e
--- /dev/null
+++ b/src/lib/lapack/dpotrs.f
@@ -0,0 +1,132 @@
+ SUBROUTINE DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DPOTRS solves a system of linear equations A*X = B with a symmetric
+* positive definite matrix A using the Cholesky factorization
+* A = U**T*U or A = L*L**T computed by DPOTRF.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The triangular factor U or L from the Cholesky factorization
+* A = U**T*U or A = L*L**T, as computed by DPOTRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the right hand side matrix B.
+* On exit, the solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DTRSM, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DPOTRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. NRHS.EQ.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Solve A*X = B where A = U'*U.
+*
+* Solve U'*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS,
+ $ ONE, A, LDA, B, LDB )
+*
+* Solve U*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N,
+ $ NRHS, ONE, A, LDA, B, LDB )
+ ELSE
+*
+* Solve A*X = B where A = L*L'.
+*
+* Solve L*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Non-unit', N,
+ $ NRHS, ONE, A, LDA, B, LDB )
+*
+* Solve L'*X = B, overwriting B with X.
+*
+ CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Non-unit', N, NRHS,
+ $ ONE, A, LDA, B, LDB )
+ END IF
+*
+ RETURN
+*
+* End of DPOTRS
+*
+ END
diff --git a/src/lib/lapack/dpptrf.f b/src/lib/lapack/dpptrf.f
new file mode 100644
index 00000000..a5e2a596
--- /dev/null
+++ b/src/lib/lapack/dpptrf.f
@@ -0,0 +1,177 @@
+ SUBROUTINE DPPTRF( UPLO, N, AP, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DPPTRF computes the Cholesky factorization of a real symmetric
+* positive definite matrix A stored in packed format.
+*
+* The factorization has the form
+* A = U**T * U, if UPLO = 'U', or
+* A = L * L**T, if UPLO = 'L',
+* where U is an upper triangular matrix and L is lower triangular.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* A, packed columnwise in a linear array. The j-th column of A
+* is stored in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
+* See below for further details.
+*
+* On exit, if INFO = 0, the triangular factor U or L from the
+* Cholesky factorization A = U**T*U or A = L*L**T, in the same
+* storage format as A.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the leading minor of order i is not
+* positive definite, and the factorization could not be
+* completed.
+*
+* Further Details
+* ======= =======
+*
+* The packed storage scheme is illustrated by the following example
+* when N = 4, UPLO = 'U':
+*
+* Two-dimensional storage of the symmetric matrix A:
+*
+* a11 a12 a13 a14
+* a22 a23 a24
+* a33 a34 (aij = aji)
+* a44
+*
+* Packed storage of the upper triangle of A:
+*
+* AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J, JC, JJ
+ DOUBLE PRECISION AJJ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSPR, DTPSV, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DPPTRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Compute the Cholesky factorization A = U'*U.
+*
+ JJ = 0
+ DO 10 J = 1, N
+ JC = JJ + 1
+ JJ = JJ + J
+*
+* Compute elements 1:J-1 of column J.
+*
+ IF( J.GT.1 )
+ $ CALL DTPSV( 'Upper', 'Transpose', 'Non-unit', J-1, AP,
+ $ AP( JC ), 1 )
+*
+* Compute U(J,J) and test for non-positive-definiteness.
+*
+ AJJ = AP( JJ ) - DDOT( J-1, AP( JC ), 1, AP( JC ), 1 )
+ IF( AJJ.LE.ZERO ) THEN
+ AP( JJ ) = AJJ
+ GO TO 30
+ END IF
+ AP( JJ ) = SQRT( AJJ )
+ 10 CONTINUE
+ ELSE
+*
+* Compute the Cholesky factorization A = L*L'.
+*
+ JJ = 1
+ DO 20 J = 1, N
+*
+* Compute L(J,J) and test for non-positive-definiteness.
+*
+ AJJ = AP( JJ )
+ IF( AJJ.LE.ZERO ) THEN
+ AP( JJ ) = AJJ
+ GO TO 30
+ END IF
+ AJJ = SQRT( AJJ )
+ AP( JJ ) = AJJ
+*
+* Compute elements J+1:N of column J and update the trailing
+* submatrix.
+*
+ IF( J.LT.N ) THEN
+ CALL DSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 )
+ CALL DSPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1,
+ $ AP( JJ+N-J+1 ) )
+ JJ = JJ + N - J + 1
+ END IF
+ 20 CONTINUE
+ END IF
+ GO TO 40
+*
+ 30 CONTINUE
+ INFO = J
+*
+ 40 CONTINUE
+ RETURN
+*
+* End of DPPTRF
+*
+ END
diff --git a/src/lib/lapack/drscl.f b/src/lib/lapack/drscl.f
new file mode 100644
index 00000000..a13e96d8
--- /dev/null
+++ b/src/lib/lapack/drscl.f
@@ -0,0 +1,114 @@
+ SUBROUTINE DRSCL( N, SA, SX, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+ DOUBLE PRECISION SA
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION SX( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DRSCL multiplies an n-element real vector x by the real scalar 1/a.
+* This is done without overflow or underflow as long as
+* the final result x/a does not overflow or underflow.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of components of the vector x.
+*
+* SA (input) DOUBLE PRECISION
+* The scalar a which is used to divide each component of x.
+* SA must be >= 0, or the subroutine will divide by zero.
+*
+* SX (input/output) DOUBLE PRECISION array, dimension
+* (1+(N-1)*abs(INCX))
+* The n-element vector x.
+*
+* INCX (input) INTEGER
+* The increment between successive values of the vector SX.
+* > 0: SX(1) = X(1) and SX(1+(i-1)*INCX) = x(i), 1< i<= n
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL DONE
+ DOUBLE PRECISION BIGNUM, CDEN, CDEN1, CNUM, CNUM1, MUL, SMLNUM
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Initialize the denominator to SA and the numerator to 1.
+*
+ CDEN = SA
+ CNUM = ONE
+*
+ 10 CONTINUE
+ CDEN1 = CDEN*SMLNUM
+ CNUM1 = CNUM / BIGNUM
+ IF( ABS( CDEN1 ).GT.ABS( CNUM ) .AND. CNUM.NE.ZERO ) THEN
+*
+* Pre-multiply X by SMLNUM if CDEN is large compared to CNUM.
+*
+ MUL = SMLNUM
+ DONE = .FALSE.
+ CDEN = CDEN1
+ ELSE IF( ABS( CNUM1 ).GT.ABS( CDEN ) ) THEN
+*
+* Pre-multiply X by BIGNUM if CDEN is small compared to CNUM.
+*
+ MUL = BIGNUM
+ DONE = .FALSE.
+ CNUM = CNUM1
+ ELSE
+*
+* Multiply X by CNUM / CDEN and return.
+*
+ MUL = CNUM / CDEN
+ DONE = .TRUE.
+ END IF
+*
+* Scale the vector X by MUL
+*
+ CALL DSCAL( N, MUL, SX, INCX )
+*
+ IF( .NOT.DONE )
+ $ GO TO 10
+*
+ RETURN
+*
+* End of DRSCL
+*
+ END
diff --git a/src/lib/lapack/dspev.f b/src/lib/lapack/dspev.f
new file mode 100644
index 00000000..64582c99
--- /dev/null
+++ b/src/lib/lapack/dspev.f
@@ -0,0 +1,187 @@
+ SUBROUTINE DSPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBZ, UPLO
+ INTEGER INFO, LDZ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * ), W( * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSPEV computes all the eigenvalues and, optionally, eigenvectors of a
+* real symmetric matrix A in packed storage.
+*
+* Arguments
+* =========
+*
+* JOBZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only;
+* = 'V': Compute eigenvalues and eigenvectors.
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* A, packed columnwise in a linear array. The j-th column of A
+* is stored in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
+*
+* On exit, AP is overwritten by values generated during the
+* reduction to tridiagonal form. If UPLO = 'U', the diagonal
+* and first superdiagonal of the tridiagonal matrix T overwrite
+* the corresponding elements of A, and if UPLO = 'L', the
+* diagonal and first subdiagonal of T overwrite the
+* corresponding elements of A.
+*
+* W (output) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, the eigenvalues in ascending order.
+*
+* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
+* If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
+* eigenvectors of the matrix A, with the i-th column of Z
+* holding the eigenvector associated with W(i).
+* If JOBZ = 'N', then Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1, and if
+* JOBZ = 'V', LDZ >= max(1,N).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = i, the algorithm failed to converge; i
+* off-diagonal elements of an intermediate tridiagonal
+* form did not converge to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL WANTZ
+ INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE
+ DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
+ $ SMLNUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, DLANSP
+ EXTERNAL LSAME, DLAMCH, DLANSP
+* ..
+* .. External Subroutines ..
+ EXTERNAL DOPGTR, DSCAL, DSPTRD, DSTEQR, DSTERF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ WANTZ = LSAME( JOBZ, 'V' )
+*
+ INFO = 0
+ IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.( LSAME( UPLO, 'U' ) .OR. LSAME( UPLO, 'L' ) ) )
+ $ THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -7
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSPEV ', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( N.EQ.1 ) THEN
+ W( 1 ) = AP( 1 )
+ IF( WANTZ )
+ $ Z( 1, 1 ) = ONE
+ RETURN
+ END IF
+*
+* Get machine constants.
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ EPS = DLAMCH( 'Precision' )
+ SMLNUM = SAFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+ RMIN = SQRT( SMLNUM )
+ RMAX = SQRT( BIGNUM )
+*
+* Scale matrix to allowable range, if necessary.
+*
+ ANRM = DLANSP( 'M', UPLO, N, AP, WORK )
+ ISCALE = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
+ ISCALE = 1
+ SIGMA = RMIN / ANRM
+ ELSE IF( ANRM.GT.RMAX ) THEN
+ ISCALE = 1
+ SIGMA = RMAX / ANRM
+ END IF
+ IF( ISCALE.EQ.1 ) THEN
+ CALL DSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
+ END IF
+*
+* Call DSPTRD to reduce symmetric packed matrix to tridiagonal form.
+*
+ INDE = 1
+ INDTAU = INDE + N
+ CALL DSPTRD( UPLO, N, AP, W, WORK( INDE ), WORK( INDTAU ), IINFO )
+*
+* For eigenvalues only, call DSTERF. For eigenvectors, first call
+* DOPGTR to generate the orthogonal matrix, then call DSTEQR.
+*
+ IF( .NOT.WANTZ ) THEN
+ CALL DSTERF( N, W, WORK( INDE ), INFO )
+ ELSE
+ INDWRK = INDTAU + N
+ CALL DOPGTR( UPLO, N, AP, WORK( INDTAU ), Z, LDZ,
+ $ WORK( INDWRK ), IINFO )
+ CALL DSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDTAU ),
+ $ INFO )
+ END IF
+*
+* If matrix was scaled, then rescale eigenvalues appropriately.
+*
+ IF( ISCALE.EQ.1 ) THEN
+ IF( INFO.EQ.0 ) THEN
+ IMAX = N
+ ELSE
+ IMAX = INFO - 1
+ END IF
+ CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
+ END IF
+*
+ RETURN
+*
+* End of DSPEV
+*
+ END
diff --git a/src/lib/lapack/dspgst.f b/src/lib/lapack/dspgst.f
new file mode 100644
index 00000000..8e121a94
--- /dev/null
+++ b/src/lib/lapack/dspgst.f
@@ -0,0 +1,208 @@
+ SUBROUTINE DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, ITYPE, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * ), BP( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSPGST reduces a real symmetric-definite generalized eigenproblem
+* to standard form, using packed storage.
+*
+* If ITYPE = 1, the problem is A*x = lambda*B*x,
+* and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
+*
+* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
+* B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
+*
+* B must have been previously factorized as U**T*U or L*L**T by DPPTRF.
+*
+* Arguments
+* =========
+*
+* ITYPE (input) INTEGER
+* = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
+* = 2 or 3: compute U*A*U**T or L**T*A*L.
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored and B is factored as
+* U**T*U;
+* = 'L': Lower triangle of A is stored and B is factored as
+* L*L**T.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* A, packed columnwise in a linear array. The j-th column of A
+* is stored in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
+*
+* On exit, if INFO = 0, the transformed matrix, stored in the
+* same format as A.
+*
+* BP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* The triangular factor from the Cholesky factorization of B,
+* stored in the same format as A, as returned by DPPTRF.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, HALF
+ PARAMETER ( ONE = 1.0D0, HALF = 0.5D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J, J1, J1J1, JJ, K, K1, K1K1, KK
+ DOUBLE PRECISION AJJ, AKK, BJJ, BKK, CT
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DSCAL, DSPMV, DSPR2, DTPMV, DTPSV,
+ $ XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
+ INFO = -1
+ ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSPGST', -INFO )
+ RETURN
+ END IF
+*
+ IF( ITYPE.EQ.1 ) THEN
+ IF( UPPER ) THEN
+*
+* Compute inv(U')*A*inv(U)
+*
+* J1 and JJ are the indices of A(1,j) and A(j,j)
+*
+ JJ = 0
+ DO 10 J = 1, N
+ J1 = JJ + 1
+ JJ = JJ + J
+*
+* Compute the j-th column of the upper triangle of A
+*
+ BJJ = BP( JJ )
+ CALL DTPSV( UPLO, 'Transpose', 'Nonunit', J, BP,
+ $ AP( J1 ), 1 )
+ CALL DSPMV( UPLO, J-1, -ONE, AP, BP( J1 ), 1, ONE,
+ $ AP( J1 ), 1 )
+ CALL DSCAL( J-1, ONE / BJJ, AP( J1 ), 1 )
+ AP( JJ ) = ( AP( JJ )-DDOT( J-1, AP( J1 ), 1, BP( J1 ),
+ $ 1 ) ) / BJJ
+ 10 CONTINUE
+ ELSE
+*
+* Compute inv(L)*A*inv(L')
+*
+* KK and K1K1 are the indices of A(k,k) and A(k+1,k+1)
+*
+ KK = 1
+ DO 20 K = 1, N
+ K1K1 = KK + N - K + 1
+*
+* Update the lower triangle of A(k:n,k:n)
+*
+ AKK = AP( KK )
+ BKK = BP( KK )
+ AKK = AKK / BKK**2
+ AP( KK ) = AKK
+ IF( K.LT.N ) THEN
+ CALL DSCAL( N-K, ONE / BKK, AP( KK+1 ), 1 )
+ CT = -HALF*AKK
+ CALL DAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
+ CALL DSPR2( UPLO, N-K, -ONE, AP( KK+1 ), 1,
+ $ BP( KK+1 ), 1, AP( K1K1 ) )
+ CALL DAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
+ CALL DTPSV( UPLO, 'No transpose', 'Non-unit', N-K,
+ $ BP( K1K1 ), AP( KK+1 ), 1 )
+ END IF
+ KK = K1K1
+ 20 CONTINUE
+ END IF
+ ELSE
+ IF( UPPER ) THEN
+*
+* Compute U*A*U'
+*
+* K1 and KK are the indices of A(1,k) and A(k,k)
+*
+ KK = 0
+ DO 30 K = 1, N
+ K1 = KK + 1
+ KK = KK + K
+*
+* Update the upper triangle of A(1:k,1:k)
+*
+ AKK = AP( KK )
+ BKK = BP( KK )
+ CALL DTPMV( UPLO, 'No transpose', 'Non-unit', K-1, BP,
+ $ AP( K1 ), 1 )
+ CT = HALF*AKK
+ CALL DAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
+ CALL DSPR2( UPLO, K-1, ONE, AP( K1 ), 1, BP( K1 ), 1,
+ $ AP )
+ CALL DAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
+ CALL DSCAL( K-1, BKK, AP( K1 ), 1 )
+ AP( KK ) = AKK*BKK**2
+ 30 CONTINUE
+ ELSE
+*
+* Compute L'*A*L
+*
+* JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1)
+*
+ JJ = 1
+ DO 40 J = 1, N
+ J1J1 = JJ + N - J + 1
+*
+* Compute the j-th column of the lower triangle of A
+*
+ AJJ = AP( JJ )
+ BJJ = BP( JJ )
+ AP( JJ ) = AJJ*BJJ + DDOT( N-J, AP( JJ+1 ), 1,
+ $ BP( JJ+1 ), 1 )
+ CALL DSCAL( N-J, BJJ, AP( JJ+1 ), 1 )
+ CALL DSPMV( UPLO, N-J, ONE, AP( J1J1 ), BP( JJ+1 ), 1,
+ $ ONE, AP( JJ+1 ), 1 )
+ CALL DTPMV( UPLO, 'Transpose', 'Non-unit', N-J+1,
+ $ BP( JJ ), AP( JJ ), 1 )
+ JJ = J1J1
+ 40 CONTINUE
+ END IF
+ END IF
+ RETURN
+*
+* End of DSPGST
+*
+ END
diff --git a/src/lib/lapack/dspgv.f b/src/lib/lapack/dspgv.f
new file mode 100644
index 00000000..737a1ee3
--- /dev/null
+++ b/src/lib/lapack/dspgv.f
@@ -0,0 +1,195 @@
+ SUBROUTINE DSPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
+ $ INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBZ, UPLO
+ INTEGER INFO, ITYPE, LDZ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSPGV computes all the eigenvalues and, optionally, the eigenvectors
+* of a real generalized symmetric-definite eigenproblem, of the form
+* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
+* Here A and B are assumed to be symmetric, stored in packed format,
+* and B is also positive definite.
+*
+* Arguments
+* =========
+*
+* ITYPE (input) INTEGER
+* Specifies the problem type to be solved:
+* = 1: A*x = (lambda)*B*x
+* = 2: A*B*x = (lambda)*x
+* = 3: B*A*x = (lambda)*x
+*
+* JOBZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only;
+* = 'V': Compute eigenvalues and eigenvectors.
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangles of A and B are stored;
+* = 'L': Lower triangles of A and B are stored.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* AP (input/output) DOUBLE PRECISION array, dimension
+* (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* A, packed columnwise in a linear array. The j-th column of A
+* is stored in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
+*
+* On exit, the contents of AP are destroyed.
+*
+* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* B, packed columnwise in a linear array. The j-th column of B
+* is stored in the array BP as follows:
+* if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
+* if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
+*
+* On exit, the triangular factor U or L from the Cholesky
+* factorization B = U**T*U or B = L*L**T, in the same storage
+* format as B.
+*
+* W (output) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, the eigenvalues in ascending order.
+*
+* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
+* If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
+* eigenvectors. The eigenvectors are normalized as follows:
+* if ITYPE = 1 or 2, Z**T*B*Z = I;
+* if ITYPE = 3, Z**T*inv(B)*Z = I.
+* If JOBZ = 'N', then Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1, and if
+* JOBZ = 'V', LDZ >= max(1,N).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: DPPTRF or DSPEV returned an error code:
+* <= N: if INFO = i, DSPEV failed to converge;
+* i off-diagonal elements of an intermediate
+* tridiagonal form did not converge to zero.
+* > N: if INFO = n + i, for 1 <= i <= n, then the leading
+* minor of order i of B is not positive definite.
+* The factorization of B could not be completed and
+* no eigenvalues or eigenvectors were computed.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL UPPER, WANTZ
+ CHARACTER TRANS
+ INTEGER J, NEIG
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DPPTRF, DSPEV, DSPGST, DTPMV, DTPSV, XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ WANTZ = LSAME( JOBZ, 'V' )
+ UPPER = LSAME( UPLO, 'U' )
+*
+ INFO = 0
+ IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
+ INFO = -1
+ ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSPGV ', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Form a Cholesky factorization of B.
+*
+ CALL DPPTRF( UPLO, N, BP, INFO )
+ IF( INFO.NE.0 ) THEN
+ INFO = N + INFO
+ RETURN
+ END IF
+*
+* Transform problem to standard eigenvalue problem and solve.
+*
+ CALL DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
+ CALL DSPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, INFO )
+*
+ IF( WANTZ ) THEN
+*
+* Backtransform eigenvectors to the original problem.
+*
+ NEIG = N
+ IF( INFO.GT.0 )
+ $ NEIG = INFO - 1
+ IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
+*
+* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
+* backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
+*
+ IF( UPPER ) THEN
+ TRANS = 'N'
+ ELSE
+ TRANS = 'T'
+ END IF
+*
+ DO 10 J = 1, NEIG
+ CALL DTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
+ $ 1 )
+ 10 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.3 ) THEN
+*
+* For B*A*x=(lambda)*x;
+* backtransform eigenvectors: x = L*y or U'*y
+*
+ IF( UPPER ) THEN
+ TRANS = 'T'
+ ELSE
+ TRANS = 'N'
+ END IF
+*
+ DO 20 J = 1, NEIG
+ CALL DTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
+ $ 1 )
+ 20 CONTINUE
+ END IF
+ END IF
+ RETURN
+*
+* End of DSPGV
+*
+ END
diff --git a/src/lib/lapack/dsptrd.f b/src/lib/lapack/dsptrd.f
new file mode 100644
index 00000000..6d3390e3
--- /dev/null
+++ b/src/lib/lapack/dsptrd.f
@@ -0,0 +1,228 @@
+ SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AP( * ), D( * ), E( * ), TAU( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSPTRD reduces a real symmetric matrix A stored in packed form to
+* symmetric tridiagonal form T by an orthogonal similarity
+* transformation: Q**T * A * Q = T.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* A, packed columnwise in a linear array. The j-th column of A
+* is stored in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
+* On exit, if UPLO = 'U', the diagonal and first superdiagonal
+* of A are overwritten by the corresponding elements of the
+* tridiagonal matrix T, and the elements above the first
+* superdiagonal, with the array TAU, represent the orthogonal
+* matrix Q as a product of elementary reflectors; if UPLO
+* = 'L', the diagonal and first subdiagonal of A are over-
+* written by the corresponding elements of the tridiagonal
+* matrix T, and the elements below the first subdiagonal, with
+* the array TAU, represent the orthogonal matrix Q as a product
+* of elementary reflectors. See Further Details.
+*
+* D (output) DOUBLE PRECISION array, dimension (N)
+* The diagonal elements of the tridiagonal matrix T:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* The off-diagonal elements of the tridiagonal matrix T:
+* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n-1) . . . H(2) H(1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
+* overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(n-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
+* overwriting A(i+2:n,i), and tau is stored in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO, HALF
+ PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0,
+ $ HALF = 1.0D0 / 2.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, I1, I1I1, II
+ DOUBLE PRECISION ALPHA, TAUI
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DLARFG, DSPMV, DSPR2, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSPTRD', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Reduce the upper triangle of A.
+* I1 is the index in AP of A(1,I+1).
+*
+ I1 = N*( N-1 ) / 2 + 1
+ DO 10 I = N - 1, 1, -1
+*
+* Generate elementary reflector H(i) = I - tau * v * v'
+* to annihilate A(1:i-1,i+1)
+*
+ CALL DLARFG( I, AP( I1+I-1 ), AP( I1 ), 1, TAUI )
+ E( I ) = AP( I1+I-1 )
+*
+ IF( TAUI.NE.ZERO ) THEN
+*
+* Apply H(i) from both sides to A(1:i,1:i)
+*
+ AP( I1+I-1 ) = ONE
+*
+* Compute y := tau * A * v storing y in TAU(1:i)
+*
+ CALL DSPMV( UPLO, I, TAUI, AP, AP( I1 ), 1, ZERO, TAU,
+ $ 1 )
+*
+* Compute w := y - 1/2 * tau * (y'*v) * v
+*
+ ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, AP( I1 ), 1 )
+ CALL DAXPY( I, ALPHA, AP( I1 ), 1, TAU, 1 )
+*
+* Apply the transformation as a rank-2 update:
+* A := A - v * w' - w * v'
+*
+ CALL DSPR2( UPLO, I, -ONE, AP( I1 ), 1, TAU, 1, AP )
+*
+ AP( I1+I-1 ) = E( I )
+ END IF
+ D( I+1 ) = AP( I1+I )
+ TAU( I ) = TAUI
+ I1 = I1 - I
+ 10 CONTINUE
+ D( 1 ) = AP( 1 )
+ ELSE
+*
+* Reduce the lower triangle of A. II is the index in AP of
+* A(i,i) and I1I1 is the index of A(i+1,i+1).
+*
+ II = 1
+ DO 20 I = 1, N - 1
+ I1I1 = II + N - I + 1
+*
+* Generate elementary reflector H(i) = I - tau * v * v'
+* to annihilate A(i+2:n,i)
+*
+ CALL DLARFG( N-I, AP( II+1 ), AP( II+2 ), 1, TAUI )
+ E( I ) = AP( II+1 )
+*
+ IF( TAUI.NE.ZERO ) THEN
+*
+* Apply H(i) from both sides to A(i+1:n,i+1:n)
+*
+ AP( II+1 ) = ONE
+*
+* Compute y := tau * A * v storing y in TAU(i:n-1)
+*
+ CALL DSPMV( UPLO, N-I, TAUI, AP( I1I1 ), AP( II+1 ), 1,
+ $ ZERO, TAU( I ), 1 )
+*
+* Compute w := y - 1/2 * tau * (y'*v) * v
+*
+ ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, AP( II+1 ),
+ $ 1 )
+ CALL DAXPY( N-I, ALPHA, AP( II+1 ), 1, TAU( I ), 1 )
+*
+* Apply the transformation as a rank-2 update:
+* A := A - v * w' - w * v'
+*
+ CALL DSPR2( UPLO, N-I, -ONE, AP( II+1 ), 1, TAU( I ), 1,
+ $ AP( I1I1 ) )
+*
+ AP( II+1 ) = E( I )
+ END IF
+ D( I ) = AP( II )
+ TAU( I ) = TAUI
+ II = I1I1
+ 20 CONTINUE
+ D( N ) = AP( II )
+ END IF
+*
+ RETURN
+*
+* End of DSPTRD
+*
+ END
diff --git a/src/lib/lapack/dsptrf.f b/src/lib/lapack/dsptrf.f
new file mode 100644
index 00000000..8b8a9185
--- /dev/null
+++ b/src/lib/lapack/dsptrf.f
@@ -0,0 +1,547 @@
+ SUBROUTINE DSPTRF( UPLO, N, AP, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION AP( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSPTRF computes the factorization of a real symmetric matrix A stored
+* in packed format using the Bunch-Kaufman diagonal pivoting method:
+*
+* A = U*D*U**T or A = L*D*L**T
+*
+* where U (or L) is a product of permutation and unit upper (lower)
+* triangular matrices, and D is symmetric and block diagonal with
+* 1-by-1 and 2-by-2 diagonal blocks.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
+* On entry, the upper or lower triangle of the symmetric matrix
+* A, packed columnwise in a linear array. The j-th column of A
+* is stored in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
+*
+* On exit, the block diagonal matrix D and the multipliers used
+* to obtain the factor U or L, stored as a packed triangular
+* matrix overwriting A (see below for further details).
+*
+* IPIV (output) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D.
+* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
+* interchanged and D(k,k) is a 1-by-1 diagonal block.
+* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
+* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
+* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
+* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
+* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
+* has been completed, but the block diagonal matrix D is
+* exactly singular, and division by zero will occur if it
+* is used to solve a system of equations.
+*
+* Further Details
+* ===============
+*
+* 5-96 - Based on modifications by J. Lewis, Boeing Computer Services
+* Company
+*
+* If UPLO = 'U', then A = U*D*U', where
+* U = P(n)*U(n)* ... *P(k)U(k)* ...,
+* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
+* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
+* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
+* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
+* that if the diagonal block D(k) is of order s (s = 1 or 2), then
+*
+* ( I v 0 ) k-s
+* U(k) = ( 0 I 0 ) s
+* ( 0 0 I ) n-k
+* k-s s n-k
+*
+* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
+* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
+* and A(k,k), and v overwrites A(1:k-2,k-1:k).
+*
+* If UPLO = 'L', then A = L*D*L', where
+* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
+* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
+* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
+* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
+* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
+* that if the diagonal block D(k) is of order s (s = 1 or 2), then
+*
+* ( I 0 0 ) k-1
+* L(k) = ( 0 I 0 ) s
+* ( 0 v I ) n-k-s+1
+* k-1 s n-k-s+1
+*
+* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
+* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
+* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION EIGHT, SEVTEN
+ PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, IMAX, J, JMAX, K, KC, KK, KNC, KP, KPC,
+ $ KSTEP, KX, NPP
+ DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22, R1,
+ $ ROWMAX, T, WK, WKM1, WKP1
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ EXTERNAL LSAME, IDAMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSPR, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSPTRF', -INFO )
+ RETURN
+ END IF
+*
+* Initialize ALPHA for use in choosing pivot block size.
+*
+ ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
+*
+ IF( UPPER ) THEN
+*
+* Factorize A as U*D*U' using the upper triangle of A
+*
+* K is the main loop index, decreasing from N to 1 in steps of
+* 1 or 2
+*
+ K = N
+ KC = ( N-1 )*N / 2 + 1
+ 10 CONTINUE
+ KNC = KC
+*
+* If K < 1, exit from loop
+*
+ IF( K.LT.1 )
+ $ GO TO 110
+ KSTEP = 1
+*
+* Determine rows and columns to be interchanged and whether
+* a 1-by-1 or 2-by-2 pivot block will be used
+*
+ ABSAKK = ABS( AP( KC+K-1 ) )
+*
+* IMAX is the row-index of the largest off-diagonal element in
+* column K, and COLMAX is its absolute value
+*
+ IF( K.GT.1 ) THEN
+ IMAX = IDAMAX( K-1, AP( KC ), 1 )
+ COLMAX = ABS( AP( KC+IMAX-1 ) )
+ ELSE
+ COLMAX = ZERO
+ END IF
+*
+ IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
+*
+* Column K is zero: set INFO and continue
+*
+ IF( INFO.EQ.0 )
+ $ INFO = K
+ KP = K
+ ELSE
+ IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE
+*
+* JMAX is the column-index of the largest off-diagonal
+* element in row IMAX, and ROWMAX is its absolute value
+*
+ ROWMAX = ZERO
+ JMAX = IMAX
+ KX = IMAX*( IMAX+1 ) / 2 + IMAX
+ DO 20 J = IMAX + 1, K
+ IF( ABS( AP( KX ) ).GT.ROWMAX ) THEN
+ ROWMAX = ABS( AP( KX ) )
+ JMAX = J
+ END IF
+ KX = KX + J
+ 20 CONTINUE
+ KPC = ( IMAX-1 )*IMAX / 2 + 1
+ IF( IMAX.GT.1 ) THEN
+ JMAX = IDAMAX( IMAX-1, AP( KPC ), 1 )
+ ROWMAX = MAX( ROWMAX, ABS( AP( KPC+JMAX-1 ) ) )
+ END IF
+*
+ IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE IF( ABS( AP( KPC+IMAX-1 ) ).GE.ALPHA*ROWMAX ) THEN
+*
+* interchange rows and columns K and IMAX, use 1-by-1
+* pivot block
+*
+ KP = IMAX
+ ELSE
+*
+* interchange rows and columns K-1 and IMAX, use 2-by-2
+* pivot block
+*
+ KP = IMAX
+ KSTEP = 2
+ END IF
+ END IF
+*
+ KK = K - KSTEP + 1
+ IF( KSTEP.EQ.2 )
+ $ KNC = KNC - K + 1
+ IF( KP.NE.KK ) THEN
+*
+* Interchange rows and columns KK and KP in the leading
+* submatrix A(1:k,1:k)
+*
+ CALL DSWAP( KP-1, AP( KNC ), 1, AP( KPC ), 1 )
+ KX = KPC + KP - 1
+ DO 30 J = KP + 1, KK - 1
+ KX = KX + J - 1
+ T = AP( KNC+J-1 )
+ AP( KNC+J-1 ) = AP( KX )
+ AP( KX ) = T
+ 30 CONTINUE
+ T = AP( KNC+KK-1 )
+ AP( KNC+KK-1 ) = AP( KPC+KP-1 )
+ AP( KPC+KP-1 ) = T
+ IF( KSTEP.EQ.2 ) THEN
+ T = AP( KC+K-2 )
+ AP( KC+K-2 ) = AP( KC+KP-1 )
+ AP( KC+KP-1 ) = T
+ END IF
+ END IF
+*
+* Update the leading submatrix
+*
+ IF( KSTEP.EQ.1 ) THEN
+*
+* 1-by-1 pivot block D(k): column k now holds
+*
+* W(k) = U(k)*D(k)
+*
+* where U(k) is the k-th column of U
+*
+* Perform a rank-1 update of A(1:k-1,1:k-1) as
+*
+* A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)'
+*
+ R1 = ONE / AP( KC+K-1 )
+ CALL DSPR( UPLO, K-1, -R1, AP( KC ), 1, AP )
+*
+* Store U(k) in column k
+*
+ CALL DSCAL( K-1, R1, AP( KC ), 1 )
+ ELSE
+*
+* 2-by-2 pivot block D(k): columns k and k-1 now hold
+*
+* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
+*
+* where U(k) and U(k-1) are the k-th and (k-1)-th columns
+* of U
+*
+* Perform a rank-2 update of A(1:k-2,1:k-2) as
+*
+* A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )'
+* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )'
+*
+ IF( K.GT.2 ) THEN
+*
+ D12 = AP( K-1+( K-1 )*K / 2 )
+ D22 = AP( K-1+( K-2 )*( K-1 ) / 2 ) / D12
+ D11 = AP( K+( K-1 )*K / 2 ) / D12
+ T = ONE / ( D11*D22-ONE )
+ D12 = T / D12
+*
+ DO 50 J = K - 2, 1, -1
+ WKM1 = D12*( D11*AP( J+( K-2 )*( K-1 ) / 2 )-
+ $ AP( J+( K-1 )*K / 2 ) )
+ WK = D12*( D22*AP( J+( K-1 )*K / 2 )-
+ $ AP( J+( K-2 )*( K-1 ) / 2 ) )
+ DO 40 I = J, 1, -1
+ AP( I+( J-1 )*J / 2 ) = AP( I+( J-1 )*J / 2 ) -
+ $ AP( I+( K-1 )*K / 2 )*WK -
+ $ AP( I+( K-2 )*( K-1 ) / 2 )*WKM1
+ 40 CONTINUE
+ AP( J+( K-1 )*K / 2 ) = WK
+ AP( J+( K-2 )*( K-1 ) / 2 ) = WKM1
+ 50 CONTINUE
+*
+ END IF
+*
+ END IF
+ END IF
+*
+* Store details of the interchanges in IPIV
+*
+ IF( KSTEP.EQ.1 ) THEN
+ IPIV( K ) = KP
+ ELSE
+ IPIV( K ) = -KP
+ IPIV( K-1 ) = -KP
+ END IF
+*
+* Decrease K and return to the start of the main loop
+*
+ K = K - KSTEP
+ KC = KNC - K
+ GO TO 10
+*
+ ELSE
+*
+* Factorize A as L*D*L' using the lower triangle of A
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2
+*
+ K = 1
+ KC = 1
+ NPP = N*( N+1 ) / 2
+ 60 CONTINUE
+ KNC = KC
+*
+* If K > N, exit from loop
+*
+ IF( K.GT.N )
+ $ GO TO 110
+ KSTEP = 1
+*
+* Determine rows and columns to be interchanged and whether
+* a 1-by-1 or 2-by-2 pivot block will be used
+*
+ ABSAKK = ABS( AP( KC ) )
+*
+* IMAX is the row-index of the largest off-diagonal element in
+* column K, and COLMAX is its absolute value
+*
+ IF( K.LT.N ) THEN
+ IMAX = K + IDAMAX( N-K, AP( KC+1 ), 1 )
+ COLMAX = ABS( AP( KC+IMAX-K ) )
+ ELSE
+ COLMAX = ZERO
+ END IF
+*
+ IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
+*
+* Column K is zero: set INFO and continue
+*
+ IF( INFO.EQ.0 )
+ $ INFO = K
+ KP = K
+ ELSE
+ IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE
+*
+* JMAX is the column-index of the largest off-diagonal
+* element in row IMAX, and ROWMAX is its absolute value
+*
+ ROWMAX = ZERO
+ KX = KC + IMAX - K
+ DO 70 J = K, IMAX - 1
+ IF( ABS( AP( KX ) ).GT.ROWMAX ) THEN
+ ROWMAX = ABS( AP( KX ) )
+ JMAX = J
+ END IF
+ KX = KX + N - J
+ 70 CONTINUE
+ KPC = NPP - ( N-IMAX+1 )*( N-IMAX+2 ) / 2 + 1
+ IF( IMAX.LT.N ) THEN
+ JMAX = IMAX + IDAMAX( N-IMAX, AP( KPC+1 ), 1 )
+ ROWMAX = MAX( ROWMAX, ABS( AP( KPC+JMAX-IMAX ) ) )
+ END IF
+*
+ IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE IF( ABS( AP( KPC ) ).GE.ALPHA*ROWMAX ) THEN
+*
+* interchange rows and columns K and IMAX, use 1-by-1
+* pivot block
+*
+ KP = IMAX
+ ELSE
+*
+* interchange rows and columns K+1 and IMAX, use 2-by-2
+* pivot block
+*
+ KP = IMAX
+ KSTEP = 2
+ END IF
+ END IF
+*
+ KK = K + KSTEP - 1
+ IF( KSTEP.EQ.2 )
+ $ KNC = KNC + N - K + 1
+ IF( KP.NE.KK ) THEN
+*
+* Interchange rows and columns KK and KP in the trailing
+* submatrix A(k:n,k:n)
+*
+ IF( KP.LT.N )
+ $ CALL DSWAP( N-KP, AP( KNC+KP-KK+1 ), 1, AP( KPC+1 ),
+ $ 1 )
+ KX = KNC + KP - KK
+ DO 80 J = KK + 1, KP - 1
+ KX = KX + N - J + 1
+ T = AP( KNC+J-KK )
+ AP( KNC+J-KK ) = AP( KX )
+ AP( KX ) = T
+ 80 CONTINUE
+ T = AP( KNC )
+ AP( KNC ) = AP( KPC )
+ AP( KPC ) = T
+ IF( KSTEP.EQ.2 ) THEN
+ T = AP( KC+1 )
+ AP( KC+1 ) = AP( KC+KP-K )
+ AP( KC+KP-K ) = T
+ END IF
+ END IF
+*
+* Update the trailing submatrix
+*
+ IF( KSTEP.EQ.1 ) THEN
+*
+* 1-by-1 pivot block D(k): column k now holds
+*
+* W(k) = L(k)*D(k)
+*
+* where L(k) is the k-th column of L
+*
+ IF( K.LT.N ) THEN
+*
+* Perform a rank-1 update of A(k+1:n,k+1:n) as
+*
+* A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)'
+*
+ R1 = ONE / AP( KC )
+ CALL DSPR( UPLO, N-K, -R1, AP( KC+1 ), 1,
+ $ AP( KC+N-K+1 ) )
+*
+* Store L(k) in column K
+*
+ CALL DSCAL( N-K, R1, AP( KC+1 ), 1 )
+ END IF
+ ELSE
+*
+* 2-by-2 pivot block D(k): columns K and K+1 now hold
+*
+* ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
+*
+* where L(k) and L(k+1) are the k-th and (k+1)-th columns
+* of L
+*
+ IF( K.LT.N-1 ) THEN
+*
+* Perform a rank-2 update of A(k+2:n,k+2:n) as
+*
+* A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )'
+* = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )'
+*
+ D21 = AP( K+1+( K-1 )*( 2*N-K ) / 2 )
+ D11 = AP( K+1+K*( 2*N-K-1 ) / 2 ) / D21
+ D22 = AP( K+( K-1 )*( 2*N-K ) / 2 ) / D21
+ T = ONE / ( D11*D22-ONE )
+ D21 = T / D21
+*
+ DO 100 J = K + 2, N
+ WK = D21*( D11*AP( J+( K-1 )*( 2*N-K ) / 2 )-
+ $ AP( J+K*( 2*N-K-1 ) / 2 ) )
+ WKP1 = D21*( D22*AP( J+K*( 2*N-K-1 ) / 2 )-
+ $ AP( J+( K-1 )*( 2*N-K ) / 2 ) )
+*
+ DO 90 I = J, N
+ AP( I+( J-1 )*( 2*N-J ) / 2 ) = AP( I+( J-1 )*
+ $ ( 2*N-J ) / 2 ) - AP( I+( K-1 )*( 2*N-K ) /
+ $ 2 )*WK - AP( I+K*( 2*N-K-1 ) / 2 )*WKP1
+ 90 CONTINUE
+*
+ AP( J+( K-1 )*( 2*N-K ) / 2 ) = WK
+ AP( J+K*( 2*N-K-1 ) / 2 ) = WKP1
+*
+ 100 CONTINUE
+ END IF
+ END IF
+ END IF
+*
+* Store details of the interchanges in IPIV
+*
+ IF( KSTEP.EQ.1 ) THEN
+ IPIV( K ) = KP
+ ELSE
+ IPIV( K ) = -KP
+ IPIV( K+1 ) = -KP
+ END IF
+*
+* Increase K and return to the start of the main loop
+*
+ K = K + KSTEP
+ KC = KNC + N - K + 2
+ GO TO 60
+*
+ END IF
+*
+ 110 CONTINUE
+ RETURN
+*
+* End of DSPTRF
+*
+ END
diff --git a/src/lib/lapack/dsteqr.f b/src/lib/lapack/dsteqr.f
new file mode 100644
index 00000000..0afd7957
--- /dev/null
+++ b/src/lib/lapack/dsteqr.f
@@ -0,0 +1,500 @@
+ SUBROUTINE DSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPZ
+ INTEGER INFO, LDZ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSTEQR computes all eigenvalues and, optionally, eigenvectors of a
+* symmetric tridiagonal matrix using the implicit QL or QR method.
+* The eigenvectors of a full or band symmetric matrix can also be found
+* if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to
+* tridiagonal form.
+*
+* Arguments
+* =========
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only.
+* = 'V': Compute eigenvalues and eigenvectors of the original
+* symmetric matrix. On entry, Z must contain the
+* orthogonal matrix used to reduce the original matrix
+* to tridiagonal form.
+* = 'I': Compute eigenvalues and eigenvectors of the
+* tridiagonal matrix. Z is initialized to the identity
+* matrix.
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the diagonal elements of the tridiagonal matrix.
+* On exit, if INFO = 0, the eigenvalues in ascending order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N-1)
+* On entry, the (n-1) subdiagonal elements of the tridiagonal
+* matrix.
+* On exit, E has been destroyed.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
+* On entry, if COMPZ = 'V', then Z contains the orthogonal
+* matrix used in the reduction to tridiagonal form.
+* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
+* orthonormal eigenvectors of the original symmetric matrix,
+* and if COMPZ = 'I', Z contains the orthonormal eigenvectors
+* of the symmetric tridiagonal matrix.
+* If COMPZ = 'N', then Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1, and if
+* eigenvectors are desired, then LDZ >= max(1,N).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2))
+* If COMPZ = 'N', then WORK is not referenced.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: the algorithm has failed to find all the eigenvalues in
+* a total of 30*N iterations; if INFO = i, then i
+* elements of E have not converged to zero; on exit, D
+* and E contain the elements of a symmetric tridiagonal
+* matrix which is orthogonally similar to the original
+* matrix.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO, THREE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
+ $ THREE = 3.0D0 )
+ INTEGER MAXIT
+ PARAMETER ( MAXIT = 30 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ICOMPZ, II, ISCALE, J, JTOT, K, L, L1, LEND,
+ $ LENDM1, LENDP1, LENDSV, LM1, LSV, M, MM, MM1,
+ $ NM1, NMAXIT
+ DOUBLE PRECISION ANORM, B, C, EPS, EPS2, F, G, P, R, RT1, RT2,
+ $ S, SAFMAX, SAFMIN, SSFMAX, SSFMIN, TST
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, DLANST, DLAPY2
+ EXTERNAL LSAME, DLAMCH, DLANST, DLAPY2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAE2, DLAEV2, DLARTG, DLASCL, DLASET, DLASR,
+ $ DLASRT, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ICOMPZ = 0
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ICOMPZ = 2
+ ELSE
+ ICOMPZ = -1
+ END IF
+ IF( ICOMPZ.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1,
+ $ N ) ) ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSTEQR', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( N.EQ.1 ) THEN
+ IF( ICOMPZ.EQ.2 )
+ $ Z( 1, 1 ) = ONE
+ RETURN
+ END IF
+*
+* Determine the unit roundoff and over/underflow thresholds.
+*
+ EPS = DLAMCH( 'E' )
+ EPS2 = EPS**2
+ SAFMIN = DLAMCH( 'S' )
+ SAFMAX = ONE / SAFMIN
+ SSFMAX = SQRT( SAFMAX ) / THREE
+ SSFMIN = SQRT( SAFMIN ) / EPS2
+*
+* Compute the eigenvalues and eigenvectors of the tridiagonal
+* matrix.
+*
+ IF( ICOMPZ.EQ.2 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
+*
+ NMAXIT = N*MAXIT
+ JTOT = 0
+*
+* Determine where the matrix splits and choose QL or QR iteration
+* for each block, according to whether top or bottom diagonal
+* element is smaller.
+*
+ L1 = 1
+ NM1 = N - 1
+*
+ 10 CONTINUE
+ IF( L1.GT.N )
+ $ GO TO 160
+ IF( L1.GT.1 )
+ $ E( L1-1 ) = ZERO
+ IF( L1.LE.NM1 ) THEN
+ DO 20 M = L1, NM1
+ TST = ABS( E( M ) )
+ IF( TST.EQ.ZERO )
+ $ GO TO 30
+ IF( TST.LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+
+ $ 1 ) ) ) )*EPS ) THEN
+ E( M ) = ZERO
+ GO TO 30
+ END IF
+ 20 CONTINUE
+ END IF
+ M = N
+*
+ 30 CONTINUE
+ L = L1
+ LSV = L
+ LEND = M
+ LENDSV = LEND
+ L1 = M + 1
+ IF( LEND.EQ.L )
+ $ GO TO 10
+*
+* Scale submatrix in rows and columns L to LEND
+*
+ ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) )
+ ISCALE = 0
+ IF( ANORM.EQ.ZERO )
+ $ GO TO 10
+ IF( ANORM.GT.SSFMAX ) THEN
+ ISCALE = 1
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N,
+ $ INFO )
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N,
+ $ INFO )
+ ELSE IF( ANORM.LT.SSFMIN ) THEN
+ ISCALE = 2
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N,
+ $ INFO )
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N,
+ $ INFO )
+ END IF
+*
+* Choose between QL and QR iteration
+*
+ IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN
+ LEND = LSV
+ L = LENDSV
+ END IF
+*
+ IF( LEND.GT.L ) THEN
+*
+* QL Iteration
+*
+* Look for small subdiagonal element.
+*
+ 40 CONTINUE
+ IF( L.NE.LEND ) THEN
+ LENDM1 = LEND - 1
+ DO 50 M = L, LENDM1
+ TST = ABS( E( M ) )**2
+ IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M+1 ) )+
+ $ SAFMIN )GO TO 60
+ 50 CONTINUE
+ END IF
+*
+ M = LEND
+*
+ 60 CONTINUE
+ IF( M.LT.LEND )
+ $ E( M ) = ZERO
+ P = D( L )
+ IF( M.EQ.L )
+ $ GO TO 80
+*
+* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
+* to compute its eigensystem.
+*
+ IF( M.EQ.L+1 ) THEN
+ IF( ICOMPZ.GT.0 ) THEN
+ CALL DLAEV2( D( L ), E( L ), D( L+1 ), RT1, RT2, C, S )
+ WORK( L ) = C
+ WORK( N-1+L ) = S
+ CALL DLASR( 'R', 'V', 'B', N, 2, WORK( L ),
+ $ WORK( N-1+L ), Z( 1, L ), LDZ )
+ ELSE
+ CALL DLAE2( D( L ), E( L ), D( L+1 ), RT1, RT2 )
+ END IF
+ D( L ) = RT1
+ D( L+1 ) = RT2
+ E( L ) = ZERO
+ L = L + 2
+ IF( L.LE.LEND )
+ $ GO TO 40
+ GO TO 140
+ END IF
+*
+ IF( JTOT.EQ.NMAXIT )
+ $ GO TO 140
+ JTOT = JTOT + 1
+*
+* Form shift.
+*
+ G = ( D( L+1 )-P ) / ( TWO*E( L ) )
+ R = DLAPY2( G, ONE )
+ G = D( M ) - P + ( E( L ) / ( G+SIGN( R, G ) ) )
+*
+ S = ONE
+ C = ONE
+ P = ZERO
+*
+* Inner loop
+*
+ MM1 = M - 1
+ DO 70 I = MM1, L, -1
+ F = S*E( I )
+ B = C*E( I )
+ CALL DLARTG( G, F, C, S, R )
+ IF( I.NE.M-1 )
+ $ E( I+1 ) = R
+ G = D( I+1 ) - P
+ R = ( D( I )-G )*S + TWO*C*B
+ P = S*R
+ D( I+1 ) = G + P
+ G = C*R - B
+*
+* If eigenvectors are desired, then save rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ WORK( I ) = C
+ WORK( N-1+I ) = -S
+ END IF
+*
+ 70 CONTINUE
+*
+* If eigenvectors are desired, then apply saved rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ MM = M - L + 1
+ CALL DLASR( 'R', 'V', 'B', N, MM, WORK( L ), WORK( N-1+L ),
+ $ Z( 1, L ), LDZ )
+ END IF
+*
+ D( L ) = D( L ) - P
+ E( L ) = G
+ GO TO 40
+*
+* Eigenvalue found.
+*
+ 80 CONTINUE
+ D( L ) = P
+*
+ L = L + 1
+ IF( L.LE.LEND )
+ $ GO TO 40
+ GO TO 140
+*
+ ELSE
+*
+* QR Iteration
+*
+* Look for small superdiagonal element.
+*
+ 90 CONTINUE
+ IF( L.NE.LEND ) THEN
+ LENDP1 = LEND + 1
+ DO 100 M = L, LENDP1, -1
+ TST = ABS( E( M-1 ) )**2
+ IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M-1 ) )+
+ $ SAFMIN )GO TO 110
+ 100 CONTINUE
+ END IF
+*
+ M = LEND
+*
+ 110 CONTINUE
+ IF( M.GT.LEND )
+ $ E( M-1 ) = ZERO
+ P = D( L )
+ IF( M.EQ.L )
+ $ GO TO 130
+*
+* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
+* to compute its eigensystem.
+*
+ IF( M.EQ.L-1 ) THEN
+ IF( ICOMPZ.GT.0 ) THEN
+ CALL DLAEV2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2, C, S )
+ WORK( M ) = C
+ WORK( N-1+M ) = S
+ CALL DLASR( 'R', 'V', 'F', N, 2, WORK( M ),
+ $ WORK( N-1+M ), Z( 1, L-1 ), LDZ )
+ ELSE
+ CALL DLAE2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2 )
+ END IF
+ D( L-1 ) = RT1
+ D( L ) = RT2
+ E( L-1 ) = ZERO
+ L = L - 2
+ IF( L.GE.LEND )
+ $ GO TO 90
+ GO TO 140
+ END IF
+*
+ IF( JTOT.EQ.NMAXIT )
+ $ GO TO 140
+ JTOT = JTOT + 1
+*
+* Form shift.
+*
+ G = ( D( L-1 )-P ) / ( TWO*E( L-1 ) )
+ R = DLAPY2( G, ONE )
+ G = D( M ) - P + ( E( L-1 ) / ( G+SIGN( R, G ) ) )
+*
+ S = ONE
+ C = ONE
+ P = ZERO
+*
+* Inner loop
+*
+ LM1 = L - 1
+ DO 120 I = M, LM1
+ F = S*E( I )
+ B = C*E( I )
+ CALL DLARTG( G, F, C, S, R )
+ IF( I.NE.M )
+ $ E( I-1 ) = R
+ G = D( I ) - P
+ R = ( D( I+1 )-G )*S + TWO*C*B
+ P = S*R
+ D( I ) = G + P
+ G = C*R - B
+*
+* If eigenvectors are desired, then save rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ WORK( I ) = C
+ WORK( N-1+I ) = S
+ END IF
+*
+ 120 CONTINUE
+*
+* If eigenvectors are desired, then apply saved rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ MM = L - M + 1
+ CALL DLASR( 'R', 'V', 'F', N, MM, WORK( M ), WORK( N-1+M ),
+ $ Z( 1, M ), LDZ )
+ END IF
+*
+ D( L ) = D( L ) - P
+ E( LM1 ) = G
+ GO TO 90
+*
+* Eigenvalue found.
+*
+ 130 CONTINUE
+ D( L ) = P
+*
+ L = L - 1
+ IF( L.GE.LEND )
+ $ GO TO 90
+ GO TO 140
+*
+ END IF
+*
+* Undo scaling if necessary
+*
+ 140 CONTINUE
+ IF( ISCALE.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1,
+ $ D( LSV ), N, INFO )
+ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV, 1, E( LSV ),
+ $ N, INFO )
+ ELSE IF( ISCALE.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1,
+ $ D( LSV ), N, INFO )
+ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV, 1, E( LSV ),
+ $ N, INFO )
+ END IF
+*
+* Check for no convergence to an eigenvalue after a total
+* of N*MAXIT iterations.
+*
+ IF( JTOT.LT.NMAXIT )
+ $ GO TO 10
+ DO 150 I = 1, N - 1
+ IF( E( I ).NE.ZERO )
+ $ INFO = INFO + 1
+ 150 CONTINUE
+ GO TO 190
+*
+* Order eigenvalues and eigenvectors.
+*
+ 160 CONTINUE
+ IF( ICOMPZ.EQ.0 ) THEN
+*
+* Use Quick Sort
+*
+ CALL DLASRT( 'I', N, D, INFO )
+*
+ ELSE
+*
+* Use Selection Sort to minimize swaps of eigenvectors
+*
+ DO 180 II = 2, N
+ I = II - 1
+ K = I
+ P = D( I )
+ DO 170 J = II, N
+ IF( D( J ).LT.P ) THEN
+ K = J
+ P = D( J )
+ END IF
+ 170 CONTINUE
+ IF( K.NE.I ) THEN
+ D( K ) = D( I )
+ D( I ) = P
+ CALL DSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
+ END IF
+ 180 CONTINUE
+ END IF
+*
+ 190 CONTINUE
+ RETURN
+*
+* End of DSTEQR
+*
+ END
diff --git a/src/lib/lapack/dsterf.f b/src/lib/lapack/dsterf.f
new file mode 100644
index 00000000..c17ea23a
--- /dev/null
+++ b/src/lib/lapack/dsterf.f
@@ -0,0 +1,364 @@
+ SUBROUTINE DSTERF( N, D, E, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSTERF computes all eigenvalues of a symmetric tridiagonal matrix
+* using the Pal-Walker-Kahan variant of the QL or QR algorithm.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the n diagonal elements of the tridiagonal matrix.
+* On exit, if INFO = 0, the eigenvalues in ascending order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N-1)
+* On entry, the (n-1) subdiagonal elements of the tridiagonal
+* matrix.
+* On exit, E has been destroyed.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: the algorithm failed to find all of the eigenvalues in
+* a total of 30*N iterations; if INFO = i, then i
+* elements of E have not converged to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO, THREE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
+ $ THREE = 3.0D0 )
+ INTEGER MAXIT
+ PARAMETER ( MAXIT = 30 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ISCALE, JTOT, L, L1, LEND, LENDSV, LSV, M,
+ $ NMAXIT
+ DOUBLE PRECISION ALPHA, ANORM, BB, C, EPS, EPS2, GAMMA, OLDC,
+ $ OLDGAM, P, R, RT1, RT2, RTE, S, SAFMAX, SAFMIN,
+ $ SIGMA, SSFMAX, SSFMIN
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLANST, DLAPY2
+ EXTERNAL DLAMCH, DLANST, DLAPY2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAE2, DLASCL, DLASRT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ CALL XERBLA( 'DSTERF', -INFO )
+ RETURN
+ END IF
+ IF( N.LE.1 )
+ $ RETURN
+*
+* Determine the unit roundoff for this environment.
+*
+ EPS = DLAMCH( 'E' )
+ EPS2 = EPS**2
+ SAFMIN = DLAMCH( 'S' )
+ SAFMAX = ONE / SAFMIN
+ SSFMAX = SQRT( SAFMAX ) / THREE
+ SSFMIN = SQRT( SAFMIN ) / EPS2
+*
+* Compute the eigenvalues of the tridiagonal matrix.
+*
+ NMAXIT = N*MAXIT
+ SIGMA = ZERO
+ JTOT = 0
+*
+* Determine where the matrix splits and choose QL or QR iteration
+* for each block, according to whether top or bottom diagonal
+* element is smaller.
+*
+ L1 = 1
+*
+ 10 CONTINUE
+ IF( L1.GT.N )
+ $ GO TO 170
+ IF( L1.GT.1 )
+ $ E( L1-1 ) = ZERO
+ DO 20 M = L1, N - 1
+ IF( ABS( E( M ) ).LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+
+ $ 1 ) ) ) )*EPS ) THEN
+ E( M ) = ZERO
+ GO TO 30
+ END IF
+ 20 CONTINUE
+ M = N
+*
+ 30 CONTINUE
+ L = L1
+ LSV = L
+ LEND = M
+ LENDSV = LEND
+ L1 = M + 1
+ IF( LEND.EQ.L )
+ $ GO TO 10
+*
+* Scale submatrix in rows and columns L to LEND
+*
+ ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) )
+ ISCALE = 0
+ IF( ANORM.GT.SSFMAX ) THEN
+ ISCALE = 1
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N,
+ $ INFO )
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N,
+ $ INFO )
+ ELSE IF( ANORM.LT.SSFMIN ) THEN
+ ISCALE = 2
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N,
+ $ INFO )
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N,
+ $ INFO )
+ END IF
+*
+ DO 40 I = L, LEND - 1
+ E( I ) = E( I )**2
+ 40 CONTINUE
+*
+* Choose between QL and QR iteration
+*
+ IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN
+ LEND = LSV
+ L = LENDSV
+ END IF
+*
+ IF( LEND.GE.L ) THEN
+*
+* QL Iteration
+*
+* Look for small subdiagonal element.
+*
+ 50 CONTINUE
+ IF( L.NE.LEND ) THEN
+ DO 60 M = L, LEND - 1
+ IF( ABS( E( M ) ).LE.EPS2*ABS( D( M )*D( M+1 ) ) )
+ $ GO TO 70
+ 60 CONTINUE
+ END IF
+ M = LEND
+*
+ 70 CONTINUE
+ IF( M.LT.LEND )
+ $ E( M ) = ZERO
+ P = D( L )
+ IF( M.EQ.L )
+ $ GO TO 90
+*
+* If remaining matrix is 2 by 2, use DLAE2 to compute its
+* eigenvalues.
+*
+ IF( M.EQ.L+1 ) THEN
+ RTE = SQRT( E( L ) )
+ CALL DLAE2( D( L ), RTE, D( L+1 ), RT1, RT2 )
+ D( L ) = RT1
+ D( L+1 ) = RT2
+ E( L ) = ZERO
+ L = L + 2
+ IF( L.LE.LEND )
+ $ GO TO 50
+ GO TO 150
+ END IF
+*
+ IF( JTOT.EQ.NMAXIT )
+ $ GO TO 150
+ JTOT = JTOT + 1
+*
+* Form shift.
+*
+ RTE = SQRT( E( L ) )
+ SIGMA = ( D( L+1 )-P ) / ( TWO*RTE )
+ R = DLAPY2( SIGMA, ONE )
+ SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) )
+*
+ C = ONE
+ S = ZERO
+ GAMMA = D( M ) - SIGMA
+ P = GAMMA*GAMMA
+*
+* Inner loop
+*
+ DO 80 I = M - 1, L, -1
+ BB = E( I )
+ R = P + BB
+ IF( I.NE.M-1 )
+ $ E( I+1 ) = S*R
+ OLDC = C
+ C = P / R
+ S = BB / R
+ OLDGAM = GAMMA
+ ALPHA = D( I )
+ GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM
+ D( I+1 ) = OLDGAM + ( ALPHA-GAMMA )
+ IF( C.NE.ZERO ) THEN
+ P = ( GAMMA*GAMMA ) / C
+ ELSE
+ P = OLDC*BB
+ END IF
+ 80 CONTINUE
+*
+ E( L ) = S*P
+ D( L ) = SIGMA + GAMMA
+ GO TO 50
+*
+* Eigenvalue found.
+*
+ 90 CONTINUE
+ D( L ) = P
+*
+ L = L + 1
+ IF( L.LE.LEND )
+ $ GO TO 50
+ GO TO 150
+*
+ ELSE
+*
+* QR Iteration
+*
+* Look for small superdiagonal element.
+*
+ 100 CONTINUE
+ DO 110 M = L, LEND + 1, -1
+ IF( ABS( E( M-1 ) ).LE.EPS2*ABS( D( M )*D( M-1 ) ) )
+ $ GO TO 120
+ 110 CONTINUE
+ M = LEND
+*
+ 120 CONTINUE
+ IF( M.GT.LEND )
+ $ E( M-1 ) = ZERO
+ P = D( L )
+ IF( M.EQ.L )
+ $ GO TO 140
+*
+* If remaining matrix is 2 by 2, use DLAE2 to compute its
+* eigenvalues.
+*
+ IF( M.EQ.L-1 ) THEN
+ RTE = SQRT( E( L-1 ) )
+ CALL DLAE2( D( L ), RTE, D( L-1 ), RT1, RT2 )
+ D( L ) = RT1
+ D( L-1 ) = RT2
+ E( L-1 ) = ZERO
+ L = L - 2
+ IF( L.GE.LEND )
+ $ GO TO 100
+ GO TO 150
+ END IF
+*
+ IF( JTOT.EQ.NMAXIT )
+ $ GO TO 150
+ JTOT = JTOT + 1
+*
+* Form shift.
+*
+ RTE = SQRT( E( L-1 ) )
+ SIGMA = ( D( L-1 )-P ) / ( TWO*RTE )
+ R = DLAPY2( SIGMA, ONE )
+ SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) )
+*
+ C = ONE
+ S = ZERO
+ GAMMA = D( M ) - SIGMA
+ P = GAMMA*GAMMA
+*
+* Inner loop
+*
+ DO 130 I = M, L - 1
+ BB = E( I )
+ R = P + BB
+ IF( I.NE.M )
+ $ E( I-1 ) = S*R
+ OLDC = C
+ C = P / R
+ S = BB / R
+ OLDGAM = GAMMA
+ ALPHA = D( I+1 )
+ GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM
+ D( I ) = OLDGAM + ( ALPHA-GAMMA )
+ IF( C.NE.ZERO ) THEN
+ P = ( GAMMA*GAMMA ) / C
+ ELSE
+ P = OLDC*BB
+ END IF
+ 130 CONTINUE
+*
+ E( L-1 ) = S*P
+ D( L ) = SIGMA + GAMMA
+ GO TO 100
+*
+* Eigenvalue found.
+*
+ 140 CONTINUE
+ D( L ) = P
+*
+ L = L - 1
+ IF( L.GE.LEND )
+ $ GO TO 100
+ GO TO 150
+*
+ END IF
+*
+* Undo scaling if necessary
+*
+ 150 CONTINUE
+ IF( ISCALE.EQ.1 )
+ $ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1,
+ $ D( LSV ), N, INFO )
+ IF( ISCALE.EQ.2 )
+ $ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1,
+ $ D( LSV ), N, INFO )
+*
+* Check for no convergence to an eigenvalue after a total
+* of N*MAXIT iterations.
+*
+ IF( JTOT.LT.NMAXIT )
+ $ GO TO 10
+ DO 160 I = 1, N - 1
+ IF( E( I ).NE.ZERO )
+ $ INFO = INFO + 1
+ 160 CONTINUE
+ GO TO 180
+*
+* Sort eigenvalues in increasing order.
+*
+ 170 CONTINUE
+ CALL DLASRT( 'I', N, D, INFO )
+*
+ 180 CONTINUE
+ RETURN
+*
+* End of DSTERF
+*
+ END
diff --git a/src/lib/lapack/dsycon.f b/src/lib/lapack/dsycon.f
new file mode 100644
index 00000000..711b48ca
--- /dev/null
+++ b/src/lib/lapack/dsycon.f
@@ -0,0 +1,165 @@
+ SUBROUTINE DSYCON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
+ $ IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYCON estimates the reciprocal of the condition number (in the
+* 1-norm) of a real symmetric matrix A using the factorization
+* A = U*D*U**T or A = L*D*L**T computed by DSYTRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the details of the factorization are stored
+* as an upper or lower triangular matrix.
+* = 'U': Upper triangular, form is A = U*D*U**T;
+* = 'L': Lower triangular, form is A = L*D*L**T.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The block diagonal matrix D and the multipliers used to
+* obtain the factor U or L as computed by DSYTRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D
+* as determined by DSYTRF.
+*
+* ANORM (input) DOUBLE PRECISION
+* The 1-norm of the original matrix A.
+*
+* RCOND (output) DOUBLE PRECISION
+* The reciprocal of the condition number of the matrix A,
+* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
+* estimate of the 1-norm of inv(A) computed in this routine.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+*
+* IWORK (workspace) INTEGER array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, KASE
+ DOUBLE PRECISION AINVNM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DSYTRS, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( ANORM.LT.ZERO ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYCON', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ RCOND = ZERO
+ IF( N.EQ.0 ) THEN
+ RCOND = ONE
+ RETURN
+ ELSE IF( ANORM.LE.ZERO ) THEN
+ RETURN
+ END IF
+*
+* Check that the diagonal matrix D is nonsingular.
+*
+ IF( UPPER ) THEN
+*
+* Upper triangular storage: examine D from bottom to top
+*
+ DO 10 I = N, 1, -1
+ IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ ELSE
+*
+* Lower triangular storage: examine D from top to bottom.
+*
+ DO 20 I = 1, N
+ IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
+ $ RETURN
+ 20 CONTINUE
+ END IF
+*
+* Estimate the 1-norm of the inverse.
+*
+ KASE = 0
+ 30 CONTINUE
+ CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+*
+* Multiply by inv(L*D*L') or inv(U*D*U').
+*
+ CALL DSYTRS( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
+ GO TO 30
+ END IF
+*
+* Compute the estimate of the reciprocal condition number.
+*
+ IF( AINVNM.NE.ZERO )
+ $ RCOND = ( ONE / AINVNM ) / ANORM
+*
+ RETURN
+*
+* End of DSYCON
+*
+ END
diff --git a/src/lib/lapack/dsyev.f b/src/lib/lapack/dsyev.f
new file mode 100644
index 00000000..d73600a2
--- /dev/null
+++ b/src/lib/lapack/dsyev.f
@@ -0,0 +1,211 @@
+ SUBROUTINE DSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBZ, UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYEV computes all eigenvalues and, optionally, eigenvectors of a
+* real symmetric matrix A.
+*
+* Arguments
+* =========
+*
+* JOBZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only;
+* = 'V': Compute eigenvalues and eigenvectors.
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the
+* leading N-by-N upper triangular part of A contains the
+* upper triangular part of the matrix A. If UPLO = 'L',
+* the leading N-by-N lower triangular part of A contains
+* the lower triangular part of the matrix A.
+* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
+* orthonormal eigenvectors of the matrix A.
+* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
+* or the upper triangle (if UPLO='U') of A, including the
+* diagonal, is destroyed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* W (output) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, the eigenvalues in ascending order.
+*
+* 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 length of the array WORK. LWORK >= max(1,3*N-1).
+* For optimal efficiency, LWORK >= (NB+2)*N,
+* where NB is the blocksize for DSYTRD returned by ILAENV.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the algorithm failed to converge; i
+* off-diagonal elements of an intermediate tridiagonal
+* form did not converge to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LOWER, LQUERY, WANTZ
+ INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
+ $ LLWORK, LWKOPT, NB
+ DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
+ $ SMLNUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANSY
+ EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASCL, DORGTR, DSCAL, DSTEQR, DSTERF, DSYTRD,
+ $ XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ WANTZ = LSAME( JOBZ, 'V' )
+ LOWER = LSAME( UPLO, 'L' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ INFO = 0
+ IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
+ LWKOPT = MAX( 1, ( NB+2 )*N )
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, 3*N-1 ) .AND. .NOT.LQUERY )
+ $ INFO = -8
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYEV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+ IF( N.EQ.1 ) THEN
+ W( 1 ) = A( 1, 1 )
+ WORK( 1 ) = 2
+ IF( WANTZ )
+ $ A( 1, 1 ) = ONE
+ RETURN
+ END IF
+*
+* Get machine constants.
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ EPS = DLAMCH( 'Precision' )
+ SMLNUM = SAFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+ RMIN = SQRT( SMLNUM )
+ RMAX = SQRT( BIGNUM )
+*
+* Scale matrix to allowable range, if necessary.
+*
+ ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
+ ISCALE = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
+ ISCALE = 1
+ SIGMA = RMIN / ANRM
+ ELSE IF( ANRM.GT.RMAX ) THEN
+ ISCALE = 1
+ SIGMA = RMAX / ANRM
+ END IF
+ IF( ISCALE.EQ.1 )
+ $ CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
+*
+* Call DSYTRD to reduce symmetric matrix to tridiagonal form.
+*
+ INDE = 1
+ INDTAU = INDE + N
+ INDWRK = INDTAU + N
+ LLWORK = LWORK - INDWRK + 1
+ CALL DSYTRD( UPLO, N, A, LDA, W, WORK( INDE ), WORK( INDTAU ),
+ $ WORK( INDWRK ), LLWORK, IINFO )
+*
+* For eigenvalues only, call DSTERF. For eigenvectors, first call
+* DORGTR to generate the orthogonal matrix, then call DSTEQR.
+*
+ IF( .NOT.WANTZ ) THEN
+ CALL DSTERF( N, W, WORK( INDE ), INFO )
+ ELSE
+ CALL DORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
+ $ LLWORK, IINFO )
+ CALL DSTEQR( JOBZ, N, W, WORK( INDE ), A, LDA, WORK( INDTAU ),
+ $ INFO )
+ END IF
+*
+* If matrix was scaled, then rescale eigenvalues appropriately.
+*
+ IF( ISCALE.EQ.1 ) THEN
+ IF( INFO.EQ.0 ) THEN
+ IMAX = N
+ ELSE
+ IMAX = INFO - 1
+ END IF
+ CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
+ END IF
+*
+* Set WORK(1) to optimal workspace size.
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of DSYEV
+*
+ END
diff --git a/src/lib/lapack/dsysv.f b/src/lib/lapack/dsysv.f
new file mode 100644
index 00000000..add53850
--- /dev/null
+++ b/src/lib/lapack/dsysv.f
@@ -0,0 +1,174 @@
+ SUBROUTINE DSYSV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
+ $ LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LDB, LWORK, N, NRHS
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYSV computes the solution to a real system of linear equations
+* A * X = B,
+* where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
+* matrices.
+*
+* The diagonal pivoting method is used to factor A as
+* A = U * D * U**T, if UPLO = 'U', or
+* A = L * D * L**T, if UPLO = 'L',
+* where U (or L) is a product of permutation and unit upper (lower)
+* triangular matrices, and D is symmetric and block diagonal with
+* 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
+* used to solve the system of equations A * X = B.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The number of linear equations, i.e., the order of the
+* matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* N-by-N upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, if INFO = 0, the block diagonal matrix D and the
+* multipliers used to obtain the factor U or L from the
+* factorization A = U*D*U**T or A = L*D*L**T as computed by
+* DSYTRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (output) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D, as
+* determined by DSYTRF. If IPIV(k) > 0, then rows and columns
+* k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
+* diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
+* then rows and columns k-1 and -IPIV(k) were interchanged and
+* D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
+* IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
+* -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
+* diagonal block.
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the N-by-NRHS right hand side matrix B.
+* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The length of WORK. LWORK >= 1, and for best performance
+* LWORK >= max(1,N*NB), where NB is the optimal blocksize for
+* DSYTRF.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
+* has been completed, but the block diagonal matrix D is
+* exactly singular, so the solution could not be computed.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER LWKOPT, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSYTRF, DSYTRS, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
+ INFO = -10
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+ NB = ILAENV( 1, 'DSYTRF', UPLO, N, -1, -1, -1 )
+ LWKOPT = N*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYSV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Compute the factorization A = U*D*U' or A = L*D*L'.
+*
+ CALL DSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
+ IF( INFO.EQ.0 ) THEN
+*
+* Solve the system A*X = B, overwriting B with X.
+*
+ CALL DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
+*
+ END IF
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of DSYSV
+*
+ END
diff --git a/src/lib/lapack/dsytd2.f b/src/lib/lapack/dsytd2.f
new file mode 100644
index 00000000..c696818e
--- /dev/null
+++ b/src/lib/lapack/dsytd2.f
@@ -0,0 +1,248 @@
+ SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
+* form T by an orthogonal similarity transformation: Q' * A * Q = T.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is stored:
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* n-by-n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n-by-n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit, if UPLO = 'U', the diagonal and first superdiagonal
+* of A are overwritten by the corresponding elements of the
+* tridiagonal matrix T, and the elements above the first
+* superdiagonal, with the array TAU, represent the orthogonal
+* matrix Q as a product of elementary reflectors; if UPLO
+* = 'L', the diagonal and first subdiagonal of A are over-
+* written by the corresponding elements of the tridiagonal
+* matrix T, and the elements below the first subdiagonal, with
+* the array TAU, represent the orthogonal matrix Q as a product
+* of elementary reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* D (output) DOUBLE PRECISION array, dimension (N)
+* The diagonal elements of the tridiagonal matrix T:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* The off-diagonal elements of the tridiagonal matrix T:
+* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n-1) . . . H(2) H(1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
+* A(1:i-1,i+1), and tau in TAU(i).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(n-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
+* and tau in TAU(i).
+*
+* The contents of A on exit are illustrated by the following examples
+* with n = 5:
+*
+* if UPLO = 'U': if UPLO = 'L':
+*
+* ( d e v2 v3 v4 ) ( d )
+* ( d e v3 v4 ) ( e d )
+* ( d e v4 ) ( v1 e d )
+* ( d e ) ( v1 v2 e d )
+* ( d ) ( v1 v2 v3 e d )
+*
+* where d and e denote diagonal and off-diagonal elements of T, and vi
+* denotes an element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO, HALF
+ PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0,
+ $ HALF = 1.0D0 / 2.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I
+ DOUBLE PRECISION ALPHA, TAUI
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DLARFG, DSYMV, DSYR2, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTD2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Reduce the upper triangle of A
+*
+ DO 10 I = N - 1, 1, -1
+*
+* Generate elementary reflector H(i) = I - tau * v * v'
+* to annihilate A(1:i-1,i+1)
+*
+ CALL DLARFG( I, A( I, I+1 ), A( 1, I+1 ), 1, TAUI )
+ E( I ) = A( I, I+1 )
+*
+ IF( TAUI.NE.ZERO ) THEN
+*
+* Apply H(i) from both sides to A(1:i,1:i)
+*
+ A( I, I+1 ) = ONE
+*
+* Compute x := tau * A * v storing x in TAU(1:i)
+*
+ CALL DSYMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO,
+ $ TAU, 1 )
+*
+* Compute w := x - 1/2 * tau * (x'*v) * v
+*
+ ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, A( 1, I+1 ), 1 )
+ CALL DAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
+*
+* Apply the transformation as a rank-2 update:
+* A := A - v * w' - w * v'
+*
+ CALL DSYR2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A,
+ $ LDA )
+*
+ A( I, I+1 ) = E( I )
+ END IF
+ D( I+1 ) = A( I+1, I+1 )
+ TAU( I ) = TAUI
+ 10 CONTINUE
+ D( 1 ) = A( 1, 1 )
+ ELSE
+*
+* Reduce the lower triangle of A
+*
+ DO 20 I = 1, N - 1
+*
+* Generate elementary reflector H(i) = I - tau * v * v'
+* to annihilate A(i+2:n,i)
+*
+ CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
+ $ TAUI )
+ E( I ) = A( I+1, I )
+*
+ IF( TAUI.NE.ZERO ) THEN
+*
+* Apply H(i) from both sides to A(i+1:n,i+1:n)
+*
+ A( I+1, I ) = ONE
+*
+* Compute x := tau * A * v storing y in TAU(i:n-1)
+*
+ CALL DSYMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, TAU( I ), 1 )
+*
+* Compute w := x - 1/2 * tau * (x'*v) * v
+*
+ ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, A( I+1, I ),
+ $ 1 )
+ CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
+*
+* Apply the transformation as a rank-2 update:
+* A := A - v * w' - w * v'
+*
+ CALL DSYR2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1,
+ $ A( I+1, I+1 ), LDA )
+*
+ A( I+1, I ) = E( I )
+ END IF
+ D( I ) = A( I, I )
+ TAU( I ) = TAUI
+ 20 CONTINUE
+ D( N ) = A( N, N )
+ END IF
+*
+ RETURN
+*
+* End of DSYTD2
+*
+ END
diff --git a/src/lib/lapack/dsytf2.f b/src/lib/lapack/dsytf2.f
new file mode 100644
index 00000000..d5234625
--- /dev/null
+++ b/src/lib/lapack/dsytf2.f
@@ -0,0 +1,521 @@
+ SUBROUTINE DSYTF2( UPLO, N, A, LDA, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTF2 computes the factorization of a real symmetric matrix A using
+* the Bunch-Kaufman diagonal pivoting method:
+*
+* A = U*D*U' or A = L*D*L'
+*
+* where U (or L) is a product of permutation and unit upper (lower)
+* triangular matrices, U' is the transpose of U, and D is symmetric and
+* block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
+*
+* This is the unblocked version of the algorithm, calling Level 2 BLAS.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* symmetric matrix A is stored:
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* n-by-n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n-by-n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, the block diagonal matrix D and the multipliers used
+* to obtain the factor U or L (see below for further details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (output) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D.
+* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
+* interchanged and D(k,k) is a 1-by-1 diagonal block.
+* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
+* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
+* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
+* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
+* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
+* has been completed, but the block diagonal matrix D is
+* exactly singular, and division by zero will occur if it
+* is used to solve a system of equations.
+*
+* Further Details
+* ===============
+*
+* 09-29-06 - patch from
+* Bobby Cheng, MathWorks
+*
+* Replace l.204 and l.372
+* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
+* by
+* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
+*
+* 01-01-96 - Based on modifications by
+* J. Lewis, Boeing Computer Services Company
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+* 1-96 - Based on modifications by J. Lewis, Boeing Computer Services
+* Company
+*
+* If UPLO = 'U', then A = U*D*U', where
+* U = P(n)*U(n)* ... *P(k)U(k)* ...,
+* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
+* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
+* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
+* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
+* that if the diagonal block D(k) is of order s (s = 1 or 2), then
+*
+* ( I v 0 ) k-s
+* U(k) = ( 0 I 0 ) s
+* ( 0 0 I ) n-k
+* k-s s n-k
+*
+* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
+* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
+* and A(k,k), and v overwrites A(1:k-2,k-1:k).
+*
+* If UPLO = 'L', then A = L*D*L', where
+* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
+* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
+* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
+* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
+* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
+* that if the diagonal block D(k) is of order s (s = 1 or 2), then
+*
+* ( I 0 0 ) k-1
+* L(k) = ( 0 I 0 ) s
+* ( 0 v I ) n-k-s+1
+* k-1 s n-k-s+1
+*
+* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
+* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
+* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION EIGHT, SEVTEN
+ PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, IMAX, J, JMAX, K, KK, KP, KSTEP
+ DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22, R1,
+ $ ROWMAX, T, WK, WKM1, WKP1
+* ..
+* .. External Functions ..
+ LOGICAL LSAME, DISNAN
+ INTEGER IDAMAX
+ EXTERNAL LSAME, IDAMAX, DISNAN
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSWAP, DSYR, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTF2', -INFO )
+ RETURN
+ END IF
+*
+* Initialize ALPHA for use in choosing pivot block size.
+*
+ ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
+*
+ IF( UPPER ) THEN
+*
+* Factorize A as U*D*U' using the upper triangle of A
+*
+* K is the main loop index, decreasing from N to 1 in steps of
+* 1 or 2
+*
+ K = N
+ 10 CONTINUE
+*
+* If K < 1, exit from loop
+*
+ IF( K.LT.1 )
+ $ GO TO 70
+ KSTEP = 1
+*
+* Determine rows and columns to be interchanged and whether
+* a 1-by-1 or 2-by-2 pivot block will be used
+*
+ ABSAKK = ABS( A( K, K ) )
+*
+* IMAX is the row-index of the largest off-diagonal element in
+* column K, and COLMAX is its absolute value
+*
+ IF( K.GT.1 ) THEN
+ IMAX = IDAMAX( K-1, A( 1, K ), 1 )
+ COLMAX = ABS( A( IMAX, K ) )
+ ELSE
+ COLMAX = ZERO
+ END IF
+*
+ IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
+*
+* Column K is zero or contains a NaN: set INFO and continue
+*
+ IF( INFO.EQ.0 )
+ $ INFO = K
+ KP = K
+ ELSE
+ IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE
+*
+* JMAX is the column-index of the largest off-diagonal
+* element in row IMAX, and ROWMAX is its absolute value
+*
+ JMAX = IMAX + IDAMAX( K-IMAX, A( IMAX, IMAX+1 ), LDA )
+ ROWMAX = ABS( A( IMAX, JMAX ) )
+ IF( IMAX.GT.1 ) THEN
+ JMAX = IDAMAX( IMAX-1, A( 1, IMAX ), 1 )
+ ROWMAX = MAX( ROWMAX, ABS( A( JMAX, IMAX ) ) )
+ END IF
+*
+ IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE IF( ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX ) THEN
+*
+* interchange rows and columns K and IMAX, use 1-by-1
+* pivot block
+*
+ KP = IMAX
+ ELSE
+*
+* interchange rows and columns K-1 and IMAX, use 2-by-2
+* pivot block
+*
+ KP = IMAX
+ KSTEP = 2
+ END IF
+ END IF
+*
+ KK = K - KSTEP + 1
+ IF( KP.NE.KK ) THEN
+*
+* Interchange rows and columns KK and KP in the leading
+* submatrix A(1:k,1:k)
+*
+ CALL DSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
+ CALL DSWAP( KK-KP-1, A( KP+1, KK ), 1, A( KP, KP+1 ),
+ $ LDA )
+ T = A( KK, KK )
+ A( KK, KK ) = A( KP, KP )
+ A( KP, KP ) = T
+ IF( KSTEP.EQ.2 ) THEN
+ T = A( K-1, K )
+ A( K-1, K ) = A( KP, K )
+ A( KP, K ) = T
+ END IF
+ END IF
+*
+* Update the leading submatrix
+*
+ IF( KSTEP.EQ.1 ) THEN
+*
+* 1-by-1 pivot block D(k): column k now holds
+*
+* W(k) = U(k)*D(k)
+*
+* where U(k) is the k-th column of U
+*
+* Perform a rank-1 update of A(1:k-1,1:k-1) as
+*
+* A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)'
+*
+ R1 = ONE / A( K, K )
+ CALL DSYR( UPLO, K-1, -R1, A( 1, K ), 1, A, LDA )
+*
+* Store U(k) in column k
+*
+ CALL DSCAL( K-1, R1, A( 1, K ), 1 )
+ ELSE
+*
+* 2-by-2 pivot block D(k): columns k and k-1 now hold
+*
+* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
+*
+* where U(k) and U(k-1) are the k-th and (k-1)-th columns
+* of U
+*
+* Perform a rank-2 update of A(1:k-2,1:k-2) as
+*
+* A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )'
+* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )'
+*
+ IF( K.GT.2 ) THEN
+*
+ D12 = A( K-1, K )
+ D22 = A( K-1, K-1 ) / D12
+ D11 = A( K, K ) / D12
+ T = ONE / ( D11*D22-ONE )
+ D12 = T / D12
+*
+ DO 30 J = K - 2, 1, -1
+ WKM1 = D12*( D11*A( J, K-1 )-A( J, K ) )
+ WK = D12*( D22*A( J, K )-A( J, K-1 ) )
+ DO 20 I = J, 1, -1
+ A( I, J ) = A( I, J ) - A( I, K )*WK -
+ $ A( I, K-1 )*WKM1
+ 20 CONTINUE
+ A( J, K ) = WK
+ A( J, K-1 ) = WKM1
+ 30 CONTINUE
+*
+ END IF
+*
+ END IF
+ END IF
+*
+* Store details of the interchanges in IPIV
+*
+ IF( KSTEP.EQ.1 ) THEN
+ IPIV( K ) = KP
+ ELSE
+ IPIV( K ) = -KP
+ IPIV( K-1 ) = -KP
+ END IF
+*
+* Decrease K and return to the start of the main loop
+*
+ K = K - KSTEP
+ GO TO 10
+*
+ ELSE
+*
+* Factorize A as L*D*L' using the lower triangle of A
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2
+*
+ K = 1
+ 40 CONTINUE
+*
+* If K > N, exit from loop
+*
+ IF( K.GT.N )
+ $ GO TO 70
+ KSTEP = 1
+*
+* Determine rows and columns to be interchanged and whether
+* a 1-by-1 or 2-by-2 pivot block will be used
+*
+ ABSAKK = ABS( A( K, K ) )
+*
+* IMAX is the row-index of the largest off-diagonal element in
+* column K, and COLMAX is its absolute value
+*
+ IF( K.LT.N ) THEN
+ IMAX = K + IDAMAX( N-K, A( K+1, K ), 1 )
+ COLMAX = ABS( A( IMAX, K ) )
+ ELSE
+ COLMAX = ZERO
+ END IF
+*
+ IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
+*
+* Column K is zero or contains a NaN: set INFO and continue
+*
+ IF( INFO.EQ.0 )
+ $ INFO = K
+ KP = K
+ ELSE
+ IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE
+*
+* JMAX is the column-index of the largest off-diagonal
+* element in row IMAX, and ROWMAX is its absolute value
+*
+ JMAX = K - 1 + IDAMAX( IMAX-K, A( IMAX, K ), LDA )
+ ROWMAX = ABS( A( IMAX, JMAX ) )
+ IF( IMAX.LT.N ) THEN
+ JMAX = IMAX + IDAMAX( N-IMAX, A( IMAX+1, IMAX ), 1 )
+ ROWMAX = MAX( ROWMAX, ABS( A( JMAX, IMAX ) ) )
+ END IF
+*
+ IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
+*
+* no interchange, use 1-by-1 pivot block
+*
+ KP = K
+ ELSE IF( ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX ) THEN
+*
+* interchange rows and columns K and IMAX, use 1-by-1
+* pivot block
+*
+ KP = IMAX
+ ELSE
+*
+* interchange rows and columns K+1 and IMAX, use 2-by-2
+* pivot block
+*
+ KP = IMAX
+ KSTEP = 2
+ END IF
+ END IF
+*
+ KK = K + KSTEP - 1
+ IF( KP.NE.KK ) THEN
+*
+* Interchange rows and columns KK and KP in the trailing
+* submatrix A(k:n,k:n)
+*
+ IF( KP.LT.N )
+ $ CALL DSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
+ CALL DSWAP( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
+ $ LDA )
+ T = A( KK, KK )
+ A( KK, KK ) = A( KP, KP )
+ A( KP, KP ) = T
+ IF( KSTEP.EQ.2 ) THEN
+ T = A( K+1, K )
+ A( K+1, K ) = A( KP, K )
+ A( KP, K ) = T
+ END IF
+ END IF
+*
+* Update the trailing submatrix
+*
+ IF( KSTEP.EQ.1 ) THEN
+*
+* 1-by-1 pivot block D(k): column k now holds
+*
+* W(k) = L(k)*D(k)
+*
+* where L(k) is the k-th column of L
+*
+ IF( K.LT.N ) THEN
+*
+* Perform a rank-1 update of A(k+1:n,k+1:n) as
+*
+* A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)'
+*
+ D11 = ONE / A( K, K )
+ CALL DSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
+ $ A( K+1, K+1 ), LDA )
+*
+* Store L(k) in column K
+*
+ CALL DSCAL( N-K, D11, A( K+1, K ), 1 )
+ END IF
+ ELSE
+*
+* 2-by-2 pivot block D(k)
+*
+ IF( K.LT.N-1 ) THEN
+*
+* Perform a rank-2 update of A(k+2:n,k+2:n) as
+*
+* A := A - ( (A(k) A(k+1))*D(k)**(-1) ) * (A(k) A(k+1))'
+*
+* where L(k) and L(k+1) are the k-th and (k+1)-th
+* columns of L
+*
+ D21 = A( K+1, K )
+ D11 = A( K+1, K+1 ) / D21
+ D22 = A( K, K ) / D21
+ T = ONE / ( D11*D22-ONE )
+ D21 = T / D21
+*
+ DO 60 J = K + 2, N
+*
+ WK = D21*( D11*A( J, K )-A( J, K+1 ) )
+ WKP1 = D21*( D22*A( J, K+1 )-A( J, K ) )
+*
+ DO 50 I = J, N
+ A( I, J ) = A( I, J ) - A( I, K )*WK -
+ $ A( I, K+1 )*WKP1
+ 50 CONTINUE
+*
+ A( J, K ) = WK
+ A( J, K+1 ) = WKP1
+*
+ 60 CONTINUE
+ END IF
+ END IF
+ END IF
+*
+* Store details of the interchanges in IPIV
+*
+ IF( KSTEP.EQ.1 ) THEN
+ IPIV( K ) = KP
+ ELSE
+ IPIV( K ) = -KP
+ IPIV( K+1 ) = -KP
+ END IF
+*
+* Increase K and return to the start of the main loop
+*
+ K = K + KSTEP
+ GO TO 40
+*
+ END IF
+*
+ 70 CONTINUE
+*
+ RETURN
+*
+* End of DSYTF2
+*
+ END
diff --git a/src/lib/lapack/dsytrd.f b/src/lib/lapack/dsytrd.f
new file mode 100644
index 00000000..569ee35b
--- /dev/null
+++ b/src/lib/lapack/dsytrd.f
@@ -0,0 +1,294 @@
+ SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTRD reduces a real symmetric matrix A to real symmetric
+* tridiagonal form T by an orthogonal similarity transformation:
+* Q**T * A * Q = T.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* N-by-N upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit, if UPLO = 'U', the diagonal and first superdiagonal
+* of A are overwritten by the corresponding elements of the
+* tridiagonal matrix T, and the elements above the first
+* superdiagonal, with the array TAU, represent the orthogonal
+* matrix Q as a product of elementary reflectors; if UPLO
+* = 'L', the diagonal and first subdiagonal of A are over-
+* written by the corresponding elements of the tridiagonal
+* matrix T, and the elements below the first subdiagonal, with
+* the array TAU, represent the orthogonal matrix Q as a product
+* of elementary reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* D (output) DOUBLE PRECISION array, dimension (N)
+* The diagonal elements of the tridiagonal matrix T:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* The off-diagonal elements of the tridiagonal matrix T:
+* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
+*
+* TAU (output) DOUBLE PRECISION array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= 1.
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n-1) . . . H(2) H(1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
+* A(1:i-1,i+1), and tau in TAU(i).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(n-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real scalar, and v is a real vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
+* and tau in TAU(i).
+*
+* The contents of A on exit are illustrated by the following examples
+* with n = 5:
+*
+* if UPLO = 'U': if UPLO = 'L':
+*
+* ( d e v2 v3 v4 ) ( d )
+* ( d e v3 v4 ) ( e d )
+* ( d e v4 ) ( v1 e d )
+* ( d e ) ( v1 v2 e d )
+* ( d ) ( v1 v2 v3 e d )
+*
+* where d and e denote diagonal and off-diagonal elements of T, and vi
+* denotes an element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, UPPER
+ INTEGER I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLATRD, DSYR2K, DSYTD2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
+ INFO = -9
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size.
+*
+ NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTRD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NX = N
+ IWS = 1
+ IF( NB.GT.1 .AND. NB.LT.N ) THEN
+*
+* Determine when to cross over from blocked to unblocked code
+* (last block is always handled by unblocked code).
+*
+ NX = MAX( NB, ILAENV( 3, 'DSYTRD', UPLO, N, -1, -1, -1 ) )
+ IF( NX.LT.N ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: determine the
+* minimum value of NB, and reduce NB or force use of
+* unblocked code by setting NX = N.
+*
+ NB = MAX( LWORK / LDWORK, 1 )
+ NBMIN = ILAENV( 2, 'DSYTRD', UPLO, N, -1, -1, -1 )
+ IF( NB.LT.NBMIN )
+ $ NX = N
+ END IF
+ ELSE
+ NX = N
+ END IF
+ ELSE
+ NB = 1
+ END IF
+*
+ IF( UPPER ) THEN
+*
+* Reduce the upper triangle of A.
+* Columns 1:kk are handled by the unblocked method.
+*
+ KK = N - ( ( N-NX+NB-1 ) / NB )*NB
+ DO 20 I = N - NB + 1, KK + 1, -NB
+*
+* Reduce columns i:i+nb-1 to tridiagonal form and form the
+* matrix W which is needed to update the unreduced part of
+* the matrix
+*
+ CALL DLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
+ $ LDWORK )
+*
+* Update the unreduced submatrix A(1:i-1,1:i-1), using an
+* update of the form: A := A - V*W' - W*V'
+*
+ CALL DSYR2K( UPLO, 'No transpose', I-1, NB, -ONE, A( 1, I ),
+ $ LDA, WORK, LDWORK, ONE, A, LDA )
+*
+* Copy superdiagonal elements back into A, and diagonal
+* elements into D
+*
+ DO 10 J = I, I + NB - 1
+ A( J-1, J ) = E( J-1 )
+ D( J ) = A( J, J )
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Use unblocked code to reduce the last or only block
+*
+ CALL DSYTD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
+ ELSE
+*
+* Reduce the lower triangle of A
+*
+ DO 40 I = 1, N - NX, NB
+*
+* Reduce columns i:i+nb-1 to tridiagonal form and form the
+* matrix W which is needed to update the unreduced part of
+* the matrix
+*
+ CALL DLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
+ $ TAU( I ), WORK, LDWORK )
+*
+* Update the unreduced submatrix A(i+ib:n,i+ib:n), using
+* an update of the form: A := A - V*W' - W*V'
+*
+ CALL DSYR2K( UPLO, 'No transpose', N-I-NB+1, NB, -ONE,
+ $ A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
+ $ A( I+NB, I+NB ), LDA )
+*
+* Copy subdiagonal elements back into A, and diagonal
+* elements into D
+*
+ DO 30 J = I, I + NB - 1
+ A( J+1, J ) = E( J )
+ D( J ) = A( J, J )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Use unblocked code to reduce the last or only block
+*
+ CALL DSYTD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
+ $ TAU( I ), IINFO )
+ END IF
+*
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DSYTRD
+*
+ END
diff --git a/src/lib/lapack/dsytrf.f b/src/lib/lapack/dsytrf.f
new file mode 100644
index 00000000..43a31248
--- /dev/null
+++ b/src/lib/lapack/dsytrf.f
@@ -0,0 +1,287 @@
+ SUBROUTINE DSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTRF computes the factorization of a real symmetric matrix A using
+* the Bunch-Kaufman diagonal pivoting method. The form of the
+* factorization is
+*
+* A = U*D*U**T or A = L*D*L**T
+*
+* where U (or L) is a product of permutation and unit upper (lower)
+* triangular matrices, and D is symmetric and block diagonal with
+* 1-by-1 and 2-by-2 diagonal blocks.
+*
+* This is the blocked version of the algorithm, calling Level 3 BLAS.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the symmetric matrix A. If UPLO = 'U', the leading
+* N-by-N upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, the block diagonal matrix D and the multipliers used
+* to obtain the factor U or L (see below for further details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (output) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D.
+* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
+* interchanged and D(k,k) is a 1-by-1 diagonal block.
+* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
+* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
+* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
+* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
+* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
+*
+* 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 length of WORK. LWORK >=1. For best performance
+* LWORK >= N*NB, where NB is the block size returned by ILAENV.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
+* has been completed, but the block diagonal matrix D is
+* exactly singular, and division by zero will occur if it
+* is used to solve a system of equations.
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', then A = U*D*U', where
+* U = P(n)*U(n)* ... *P(k)U(k)* ...,
+* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
+* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
+* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
+* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
+* that if the diagonal block D(k) is of order s (s = 1 or 2), then
+*
+* ( I v 0 ) k-s
+* U(k) = ( 0 I 0 ) s
+* ( 0 0 I ) n-k
+* k-s s n-k
+*
+* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
+* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
+* and A(k,k), and v overwrites A(1:k-2,k-1:k).
+*
+* If UPLO = 'L', then A = L*D*L', where
+* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
+* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
+* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
+* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
+* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
+* that if the diagonal block D(k) is of order s (s = 1 or 2), then
+*
+* ( I 0 0 ) k-1
+* L(k) = ( 0 I 0 ) s
+* ( 0 v I ) n-k-s+1
+* k-1 s n-k-s+1
+*
+* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
+* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
+* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY, UPPER
+ INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASYF, DSYTF2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size
+*
+ NB = ILAENV( 1, 'DSYTRF', UPLO, N, -1, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTRF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = N
+ IF( NB.GT.1 .AND. NB.LT.N ) THEN
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = MAX( LWORK / LDWORK, 1 )
+ NBMIN = MAX( 2, ILAENV( 2, 'DSYTRF', UPLO, N, -1, -1, -1 ) )
+ END IF
+ ELSE
+ IWS = 1
+ END IF
+ IF( NB.LT.NBMIN )
+ $ NB = N
+*
+ IF( UPPER ) THEN
+*
+* Factorize A as U*D*U' using the upper triangle of A
+*
+* K is the main loop index, decreasing from N to 1 in steps of
+* KB, where KB is the number of columns factorized by DLASYF;
+* KB is either NB or NB-1, or K for the last block
+*
+ K = N
+ 10 CONTINUE
+*
+* If K < 1, exit from loop
+*
+ IF( K.LT.1 )
+ $ GO TO 40
+*
+ IF( K.GT.NB ) THEN
+*
+* Factorize columns k-kb+1:k of A and use blocked code to
+* update columns 1:k-kb
+*
+ CALL DLASYF( UPLO, K, NB, KB, A, LDA, IPIV, WORK, LDWORK,
+ $ IINFO )
+ ELSE
+*
+* Use unblocked code to factorize columns 1:k of A
+*
+ CALL DSYTF2( UPLO, K, A, LDA, IPIV, IINFO )
+ KB = K
+ END IF
+*
+* Set INFO on the first occurrence of a zero pivot
+*
+ IF( INFO.EQ.0 .AND. IINFO.GT.0 )
+ $ INFO = IINFO
+*
+* Decrease K and return to the start of the main loop
+*
+ K = K - KB
+ GO TO 10
+*
+ ELSE
+*
+* Factorize A as L*D*L' using the lower triangle of A
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* KB, where KB is the number of columns factorized by DLASYF;
+* KB is either NB or NB-1, or N-K+1 for the last block
+*
+ K = 1
+ 20 CONTINUE
+*
+* If K > N, exit from loop
+*
+ IF( K.GT.N )
+ $ GO TO 40
+*
+ IF( K.LE.N-NB ) THEN
+*
+* Factorize columns k:k+kb-1 of A and use blocked code to
+* update columns k+kb:n
+*
+ CALL DLASYF( UPLO, N-K+1, NB, KB, A( K, K ), LDA, IPIV( K ),
+ $ WORK, LDWORK, IINFO )
+ ELSE
+*
+* Use unblocked code to factorize columns k:n of A
+*
+ CALL DSYTF2( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ), IINFO )
+ KB = N - K + 1
+ END IF
+*
+* Set INFO on the first occurrence of a zero pivot
+*
+ IF( INFO.EQ.0 .AND. IINFO.GT.0 )
+ $ INFO = IINFO + K - 1
+*
+* Adjust IPIV
+*
+ DO 30 J = K, K + KB - 1
+ IF( IPIV( J ).GT.0 ) THEN
+ IPIV( J ) = IPIV( J ) + K - 1
+ ELSE
+ IPIV( J ) = IPIV( J ) - K + 1
+ END IF
+ 30 CONTINUE
+*
+* Increase K and return to the start of the main loop
+*
+ K = K + KB
+ GO TO 20
+*
+ END IF
+*
+ 40 CONTINUE
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of DSYTRF
+*
+ END
diff --git a/src/lib/lapack/dsytri.f b/src/lib/lapack/dsytri.f
new file mode 100644
index 00000000..361de9a3
--- /dev/null
+++ b/src/lib/lapack/dsytri.f
@@ -0,0 +1,312 @@
+ SUBROUTINE DSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTRI computes the inverse of a real symmetric indefinite matrix
+* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
+* DSYTRF.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the details of the factorization are stored
+* as an upper or lower triangular matrix.
+* = 'U': Upper triangular, form is A = U*D*U**T;
+* = 'L': Lower triangular, form is A = L*D*L**T.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the block diagonal matrix D and the multipliers
+* used to obtain the factor U or L as computed by DSYTRF.
+*
+* On exit, if INFO = 0, the (symmetric) inverse of the original
+* matrix. If UPLO = 'U', the upper triangular part of the
+* inverse is formed and the part of A below the diagonal is not
+* referenced; if UPLO = 'L' the lower triangular part of the
+* inverse is formed and the part of A above the diagonal is
+* not referenced.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D
+* as determined by DSYTRF.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
+* inverse could not be computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER K, KP, KSTEP
+ DOUBLE PRECISION AK, AKKP1, AKP1, D, T, TEMP
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT
+ EXTERNAL LSAME, DDOT
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DSWAP, DSYMV, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTRI', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Check that the diagonal matrix D is nonsingular.
+*
+ IF( UPPER ) THEN
+*
+* Upper triangular storage: examine D from bottom to top
+*
+ DO 10 INFO = N, 1, -1
+ IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ ELSE
+*
+* Lower triangular storage: examine D from top to bottom.
+*
+ DO 20 INFO = 1, N
+ IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 20 CONTINUE
+ END IF
+ INFO = 0
+*
+ IF( UPPER ) THEN
+*
+* Compute inv(A) from the factorization A = U*D*U'.
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = 1
+ 30 CONTINUE
+*
+* If K > N, exit from loop.
+*
+ IF( K.GT.N )
+ $ GO TO 40
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Invert the diagonal block.
+*
+ A( K, K ) = ONE / A( K, K )
+*
+* Compute column K of the inverse.
+*
+ IF( K.GT.1 ) THEN
+ CALL DCOPY( K-1, A( 1, K ), 1, WORK, 1 )
+ CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
+ $ A( 1, K ), 1 )
+ A( K, K ) = A( K, K ) - DDOT( K-1, WORK, 1, A( 1, K ),
+ $ 1 )
+ END IF
+ KSTEP = 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Invert the diagonal block.
+*
+ T = ABS( A( K, K+1 ) )
+ AK = A( K, K ) / T
+ AKP1 = A( K+1, K+1 ) / T
+ AKKP1 = A( K, K+1 ) / T
+ D = T*( AK*AKP1-ONE )
+ A( K, K ) = AKP1 / D
+ A( K+1, K+1 ) = AK / D
+ A( K, K+1 ) = -AKKP1 / D
+*
+* Compute columns K and K+1 of the inverse.
+*
+ IF( K.GT.1 ) THEN
+ CALL DCOPY( K-1, A( 1, K ), 1, WORK, 1 )
+ CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
+ $ A( 1, K ), 1 )
+ A( K, K ) = A( K, K ) - DDOT( K-1, WORK, 1, A( 1, K ),
+ $ 1 )
+ A( K, K+1 ) = A( K, K+1 ) -
+ $ DDOT( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
+ CALL DCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
+ CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
+ $ A( 1, K+1 ), 1 )
+ A( K+1, K+1 ) = A( K+1, K+1 ) -
+ $ DDOT( K-1, WORK, 1, A( 1, K+1 ), 1 )
+ END IF
+ KSTEP = 2
+ END IF
+*
+ KP = ABS( IPIV( K ) )
+ IF( KP.NE.K ) THEN
+*
+* Interchange rows and columns K and KP in the leading
+* submatrix A(1:k+1,1:k+1)
+*
+ CALL DSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
+ CALL DSWAP( K-KP-1, A( KP+1, K ), 1, A( KP, KP+1 ), LDA )
+ TEMP = A( K, K )
+ A( K, K ) = A( KP, KP )
+ A( KP, KP ) = TEMP
+ IF( KSTEP.EQ.2 ) THEN
+ TEMP = A( K, K+1 )
+ A( K, K+1 ) = A( KP, K+1 )
+ A( KP, K+1 ) = TEMP
+ END IF
+ END IF
+*
+ K = K + KSTEP
+ GO TO 30
+ 40 CONTINUE
+*
+ ELSE
+*
+* Compute inv(A) from the factorization A = L*D*L'.
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = N
+ 50 CONTINUE
+*
+* If K < 1, exit from loop.
+*
+ IF( K.LT.1 )
+ $ GO TO 60
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Invert the diagonal block.
+*
+ A( K, K ) = ONE / A( K, K )
+*
+* Compute column K of the inverse.
+*
+ IF( K.LT.N ) THEN
+ CALL DCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
+ CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
+ $ ZERO, A( K+1, K ), 1 )
+ A( K, K ) = A( K, K ) - DDOT( N-K, WORK, 1, A( K+1, K ),
+ $ 1 )
+ END IF
+ KSTEP = 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Invert the diagonal block.
+*
+ T = ABS( A( K, K-1 ) )
+ AK = A( K-1, K-1 ) / T
+ AKP1 = A( K, K ) / T
+ AKKP1 = A( K, K-1 ) / T
+ D = T*( AK*AKP1-ONE )
+ A( K-1, K-1 ) = AKP1 / D
+ A( K, K ) = AK / D
+ A( K, K-1 ) = -AKKP1 / D
+*
+* Compute columns K-1 and K of the inverse.
+*
+ IF( K.LT.N ) THEN
+ CALL DCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
+ CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
+ $ ZERO, A( K+1, K ), 1 )
+ A( K, K ) = A( K, K ) - DDOT( N-K, WORK, 1, A( K+1, K ),
+ $ 1 )
+ A( K, K-1 ) = A( K, K-1 ) -
+ $ DDOT( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
+ $ 1 )
+ CALL DCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
+ CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
+ $ ZERO, A( K+1, K-1 ), 1 )
+ A( K-1, K-1 ) = A( K-1, K-1 ) -
+ $ DDOT( N-K, WORK, 1, A( K+1, K-1 ), 1 )
+ END IF
+ KSTEP = 2
+ END IF
+*
+ KP = ABS( IPIV( K ) )
+ IF( KP.NE.K ) THEN
+*
+* Interchange rows and columns K and KP in the trailing
+* submatrix A(k-1:n,k-1:n)
+*
+ IF( KP.LT.N )
+ $ CALL DSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
+ CALL DSWAP( KP-K-1, A( K+1, K ), 1, A( KP, K+1 ), LDA )
+ TEMP = A( K, K )
+ A( K, K ) = A( KP, KP )
+ A( KP, KP ) = TEMP
+ IF( KSTEP.EQ.2 ) THEN
+ TEMP = A( K, K-1 )
+ A( K, K-1 ) = A( KP, K-1 )
+ A( KP, K-1 ) = TEMP
+ END IF
+ END IF
+*
+ K = K - KSTEP
+ GO TO 50
+ 60 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DSYTRI
+*
+ END
diff --git a/src/lib/lapack/dsytrs.f b/src/lib/lapack/dsytrs.f
new file mode 100644
index 00000000..163ed5b9
--- /dev/null
+++ b/src/lib/lapack/dsytrs.f
@@ -0,0 +1,369 @@
+ SUBROUTINE DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTRS solves a system of linear equations A*X = B with a real
+* symmetric matrix A using the factorization A = U*D*U**T or
+* A = L*D*L**T computed by DSYTRF.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the details of the factorization are stored
+* as an upper or lower triangular matrix.
+* = 'U': Upper triangular, form is A = U*D*U**T;
+* = 'L': Lower triangular, form is A = L*D*L**T.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The block diagonal matrix D and the multipliers used to
+* obtain the factor U or L as computed by DSYTRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D
+* as determined by DSYTRF.
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the right hand side matrix B.
+* On exit, the solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J, K, KP
+ DOUBLE PRECISION AK, AKM1, AKM1K, BK, BKM1, DENOM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DGER, DSCAL, DSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. NRHS.EQ.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Solve A*X = B, where A = U*D*U'.
+*
+* First solve U*D*X = B, overwriting B with X.
+*
+* K is the main loop index, decreasing from N to 1 in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = N
+ 10 CONTINUE
+*
+* If K < 1, exit from loop.
+*
+ IF( K.LT.1 )
+ $ GO TO 30
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Interchange rows K and IPIV(K).
+*
+ KP = IPIV( K )
+ IF( KP.NE.K )
+ $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
+*
+* Multiply by inv(U(K)), where U(K) is the transformation
+* stored in column K of A.
+*
+ CALL DGER( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
+ $ B( 1, 1 ), LDB )
+*
+* Multiply by the inverse of the diagonal block.
+*
+ CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
+ K = K - 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Interchange rows K-1 and -IPIV(K).
+*
+ KP = -IPIV( K )
+ IF( KP.NE.K-1 )
+ $ CALL DSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
+*
+* Multiply by inv(U(K)), where U(K) is the transformation
+* stored in columns K-1 and K of A.
+*
+ CALL DGER( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
+ $ B( 1, 1 ), LDB )
+ CALL DGER( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
+ $ LDB, B( 1, 1 ), LDB )
+*
+* Multiply by the inverse of the diagonal block.
+*
+ AKM1K = A( K-1, K )
+ AKM1 = A( K-1, K-1 ) / AKM1K
+ AK = A( K, K ) / AKM1K
+ DENOM = AKM1*AK - ONE
+ DO 20 J = 1, NRHS
+ BKM1 = B( K-1, J ) / AKM1K
+ BK = B( K, J ) / AKM1K
+ B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
+ B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
+ 20 CONTINUE
+ K = K - 2
+ END IF
+*
+ GO TO 10
+ 30 CONTINUE
+*
+* Next solve U'*X = B, overwriting B with X.
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = 1
+ 40 CONTINUE
+*
+* If K > N, exit from loop.
+*
+ IF( K.GT.N )
+ $ GO TO 50
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Multiply by inv(U'(K)), where U(K) is the transformation
+* stored in column K of A.
+*
+ CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, A( 1, K ),
+ $ 1, ONE, B( K, 1 ), LDB )
+*
+* Interchange rows K and IPIV(K).
+*
+ KP = IPIV( K )
+ IF( KP.NE.K )
+ $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
+ K = K + 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Multiply by inv(U'(K+1)), where U(K+1) is the transformation
+* stored in columns K and K+1 of A.
+*
+ CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, A( 1, K ),
+ $ 1, ONE, B( K, 1 ), LDB )
+ CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB,
+ $ A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
+*
+* Interchange rows K and -IPIV(K).
+*
+ KP = -IPIV( K )
+ IF( KP.NE.K )
+ $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
+ K = K + 2
+ END IF
+*
+ GO TO 40
+ 50 CONTINUE
+*
+ ELSE
+*
+* Solve A*X = B, where A = L*D*L'.
+*
+* First solve L*D*X = B, overwriting B with X.
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = 1
+ 60 CONTINUE
+*
+* If K > N, exit from loop.
+*
+ IF( K.GT.N )
+ $ GO TO 80
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Interchange rows K and IPIV(K).
+*
+ KP = IPIV( K )
+ IF( KP.NE.K )
+ $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
+*
+* Multiply by inv(L(K)), where L(K) is the transformation
+* stored in column K of A.
+*
+ IF( K.LT.N )
+ $ CALL DGER( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
+ $ LDB, B( K+1, 1 ), LDB )
+*
+* Multiply by the inverse of the diagonal block.
+*
+ CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
+ K = K + 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Interchange rows K+1 and -IPIV(K).
+*
+ KP = -IPIV( K )
+ IF( KP.NE.K+1 )
+ $ CALL DSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
+*
+* Multiply by inv(L(K)), where L(K) is the transformation
+* stored in columns K and K+1 of A.
+*
+ IF( K.LT.N-1 ) THEN
+ CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
+ $ LDB, B( K+2, 1 ), LDB )
+ CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
+ $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
+ END IF
+*
+* Multiply by the inverse of the diagonal block.
+*
+ AKM1K = A( K+1, K )
+ AKM1 = A( K, K ) / AKM1K
+ AK = A( K+1, K+1 ) / AKM1K
+ DENOM = AKM1*AK - ONE
+ DO 70 J = 1, NRHS
+ BKM1 = B( K, J ) / AKM1K
+ BK = B( K+1, J ) / AKM1K
+ B( K, J ) = ( AK*BKM1-BK ) / DENOM
+ B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
+ 70 CONTINUE
+ K = K + 2
+ END IF
+*
+ GO TO 60
+ 80 CONTINUE
+*
+* Next solve L'*X = B, overwriting B with X.
+*
+* K is the main loop index, decreasing from N to 1 in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = N
+ 90 CONTINUE
+*
+* If K < 1, exit from loop.
+*
+ IF( K.LT.1 )
+ $ GO TO 100
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Multiply by inv(L'(K)), where L(K) is the transformation
+* stored in column K of A.
+*
+ IF( K.LT.N )
+ $ CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
+ $ LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
+*
+* Interchange rows K and IPIV(K).
+*
+ KP = IPIV( K )
+ IF( KP.NE.K )
+ $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
+ K = K - 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Multiply by inv(L'(K-1)), where L(K-1) is the transformation
+* stored in columns K-1 and K of A.
+*
+ IF( K.LT.N ) THEN
+ CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
+ $ LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
+ CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
+ $ LDB, A( K+1, K-1 ), 1, ONE, B( K-1, 1 ),
+ $ LDB )
+ END IF
+*
+* Interchange rows K and -IPIV(K).
+*
+ KP = -IPIV( K )
+ IF( KP.NE.K )
+ $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
+ K = K - 2
+ END IF
+*
+ GO TO 90
+ 100 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DSYTRS
+*
+ END
diff --git a/src/lib/lapack/dtgevc.f b/src/lib/lapack/dtgevc.f
new file mode 100644
index 00000000..091c3f65
--- /dev/null
+++ b/src/lib/lapack/dtgevc.f
@@ -0,0 +1,1147 @@
+ SUBROUTINE DTGEVC( SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL,
+ $ LDVL, VR, LDVR, MM, M, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER HOWMNY, SIDE
+ INTEGER INFO, LDP, LDS, LDVL, LDVR, M, MM, N
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ DOUBLE PRECISION P( LDP, * ), S( LDS, * ), VL( LDVL, * ),
+ $ VR( LDVR, * ), WORK( * )
+* ..
+*
+*
+* Purpose
+* =======
+*
+* DTGEVC computes some or all of the right and/or left eigenvectors of
+* a pair of real matrices (S,P), where S is a quasi-triangular matrix
+* and P is upper triangular. Matrix pairs of this type are produced by
+* the generalized Schur factorization of a matrix pair (A,B):
+*
+* A = Q*S*Z**T, B = Q*P*Z**T
+*
+* as computed by DGGHRD + DHGEQZ.
+*
+* The right eigenvector x and the left eigenvector y of (S,P)
+* corresponding to an eigenvalue w are defined by:
+*
+* S*x = w*P*x, (y**H)*S = w*(y**H)*P,
+*
+* where y**H denotes the conjugate tranpose of y.
+* The eigenvalues are not input to this routine, but are computed
+* directly from the diagonal blocks of S and P.
+*
+* This routine returns the matrices X and/or Y of right and left
+* eigenvectors of (S,P), or the products Z*X and/or Q*Y,
+* where Z and Q are input matrices.
+* If Q and Z are the orthogonal factors from the generalized Schur
+* factorization of a matrix pair (A,B), then Z*X and Q*Y
+* are the matrices of right and left eigenvectors of (A,B).
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'R': compute right eigenvectors only;
+* = 'L': compute left eigenvectors only;
+* = 'B': compute both right and left eigenvectors.
+*
+* HOWMNY (input) CHARACTER*1
+* = 'A': compute all right and/or left eigenvectors;
+* = 'B': compute all right and/or left eigenvectors,
+* backtransformed by the matrices in VR and/or VL;
+* = 'S': compute selected right and/or left eigenvectors,
+* specified by the logical array SELECT.
+*
+* SELECT (input) LOGICAL array, dimension (N)
+* If HOWMNY='S', SELECT specifies the eigenvectors to be
+* computed. If w(j) is a real eigenvalue, the corresponding
+* real eigenvector is computed if SELECT(j) is .TRUE..
+* If w(j) and w(j+1) are the real and imaginary parts of a
+* complex eigenvalue, the corresponding complex eigenvector
+* is computed if either SELECT(j) or SELECT(j+1) is .TRUE.,
+* and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is
+* set to .FALSE..
+* Not referenced if HOWMNY = 'A' or 'B'.
+*
+* N (input) INTEGER
+* The order of the matrices S and P. N >= 0.
+*
+* S (input) DOUBLE PRECISION array, dimension (LDS,N)
+* The upper quasi-triangular matrix S from a generalized Schur
+* factorization, as computed by DHGEQZ.
+*
+* LDS (input) INTEGER
+* The leading dimension of array S. LDS >= max(1,N).
+*
+* P (input) DOUBLE PRECISION array, dimension (LDP,N)
+* The upper triangular matrix P from a generalized Schur
+* factorization, as computed by DHGEQZ.
+* 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks
+* of S must be in positive diagonal form.
+*
+* LDP (input) INTEGER
+* The leading dimension of array P. LDP >= max(1,N).
+*
+* VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM)
+* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
+* contain an N-by-N matrix Q (usually the orthogonal matrix Q
+* of left Schur vectors returned by DHGEQZ).
+* On exit, if SIDE = 'L' or 'B', VL contains:
+* if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P);
+* if HOWMNY = 'B', the matrix Q*Y;
+* if HOWMNY = 'S', the left eigenvectors of (S,P) specified by
+* SELECT, stored consecutively in the columns of
+* VL, in the same order as their eigenvalues.
+*
+* A complex eigenvector corresponding to a complex eigenvalue
+* is stored in two consecutive columns, the first holding the
+* real part, and the second the imaginary part.
+*
+* Not referenced if SIDE = 'R'.
+*
+* LDVL (input) INTEGER
+* The leading dimension of array VL. LDVL >= 1, and if
+* SIDE = 'L' or 'B', LDVL >= N.
+*
+* VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
+* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
+* contain an N-by-N matrix Z (usually the orthogonal matrix Z
+* of right Schur vectors returned by DHGEQZ).
+*
+* On exit, if SIDE = 'R' or 'B', VR contains:
+* if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P);
+* if HOWMNY = 'B' or 'b', the matrix Z*X;
+* if HOWMNY = 'S' or 's', the right eigenvectors of (S,P)
+* specified by SELECT, stored consecutively in the
+* columns of VR, in the same order as their
+* eigenvalues.
+*
+* A complex eigenvector corresponding to a complex eigenvalue
+* is stored in two consecutive columns, the first holding the
+* real part and the second the imaginary part.
+*
+* Not referenced if SIDE = 'L'.
+*
+* LDVR (input) INTEGER
+* The leading dimension of the array VR. LDVR >= 1, and if
+* SIDE = 'R' or 'B', LDVR >= N.
+*
+* MM (input) INTEGER
+* The number of columns in the arrays VL and/or VR. MM >= M.
+*
+* M (output) INTEGER
+* The number of columns in the arrays VL and/or VR actually
+* used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
+* is set to N. Each selected real eigenvector occupies one
+* column and each selected complex eigenvector occupies two
+* columns.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (6*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: the 2-by-2 block (INFO:INFO+1) does not have a complex
+* eigenvalue.
+*
+* Further Details
+* ===============
+*
+* Allocation of workspace:
+* ---------- -- ---------
+*
+* WORK( j ) = 1-norm of j-th column of A, above the diagonal
+* WORK( N+j ) = 1-norm of j-th column of B, above the diagonal
+* WORK( 2*N+1:3*N ) = real part of eigenvector
+* WORK( 3*N+1:4*N ) = imaginary part of eigenvector
+* WORK( 4*N+1:5*N ) = real part of back-transformed eigenvector
+* WORK( 5*N+1:6*N ) = imaginary part of back-transformed eigenvector
+*
+* Rowwise vs. columnwise solution methods:
+* ------- -- ---------- -------- -------
+*
+* Finding a generalized eigenvector consists basically of solving the
+* singular triangular system
+*
+* (A - w B) x = 0 (for right) or: (A - w B)**H y = 0 (for left)
+*
+* Consider finding the i-th right eigenvector (assume all eigenvalues
+* are real). The equation to be solved is:
+* n i
+* 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,. . .,1
+* k=j k=j
+*
+* where C = (A - w B) (The components v(i+1:n) are 0.)
+*
+* The "rowwise" method is:
+*
+* (1) v(i) := 1
+* for j = i-1,. . .,1:
+* i
+* (2) compute s = - sum C(j,k) v(k) and
+* k=j+1
+*
+* (3) v(j) := s / C(j,j)
+*
+* Step 2 is sometimes called the "dot product" step, since it is an
+* inner product between the j-th row and the portion of the eigenvector
+* that has been computed so far.
+*
+* The "columnwise" method consists basically in doing the sums
+* for all the rows in parallel. As each v(j) is computed, the
+* contribution of v(j) times the j-th column of C is added to the
+* partial sums. Since FORTRAN arrays are stored columnwise, this has
+* the advantage that at each step, the elements of C that are accessed
+* are adjacent to one another, whereas with the rowwise method, the
+* elements accessed at a step are spaced LDS (and LDP) words apart.
+*
+* When finding left eigenvectors, the matrix in question is the
+* transpose of the one in storage, so the rowwise method then
+* actually accesses columns of A and B at each step, and so is the
+* preferred method.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, SAFETY
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
+ $ SAFETY = 1.0D+2 )
+* ..
+* .. Local Scalars ..
+ LOGICAL COMPL, COMPR, IL2BY2, ILABAD, ILALL, ILBACK,
+ $ ILBBAD, ILCOMP, ILCPLX, LSA, LSB
+ INTEGER I, IBEG, IEIG, IEND, IHWMNY, IINFO, IM, ISIDE,
+ $ J, JA, JC, JE, JR, JW, NA, NW
+ DOUBLE PRECISION ACOEF, ACOEFA, ANORM, ASCALE, BCOEFA, BCOEFI,
+ $ BCOEFR, BIG, BIGNUM, BNORM, BSCALE, CIM2A,
+ $ CIM2B, CIMAGA, CIMAGB, CRE2A, CRE2B, CREALA,
+ $ CREALB, DMIN, SAFMIN, SALFAR, SBETA, SCALE,
+ $ SMALL, TEMP, TEMP2, TEMP2I, TEMP2R, ULP, XMAX,
+ $ XSCALE
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION BDIAG( 2 ), SUM( 2, 2 ), SUMS( 2, 2 ),
+ $ SUMP( 2, 2 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DLABAD, DLACPY, DLAG2, DLALN2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Decode and Test the input parameters
+*
+ IF( LSAME( HOWMNY, 'A' ) ) THEN
+ IHWMNY = 1
+ ILALL = .TRUE.
+ ILBACK = .FALSE.
+ ELSE IF( LSAME( HOWMNY, 'S' ) ) THEN
+ IHWMNY = 2
+ ILALL = .FALSE.
+ ILBACK = .FALSE.
+ ELSE IF( LSAME( HOWMNY, 'B' ) ) THEN
+ IHWMNY = 3
+ ILALL = .TRUE.
+ ILBACK = .TRUE.
+ ELSE
+ IHWMNY = -1
+ ILALL = .TRUE.
+ END IF
+*
+ IF( LSAME( SIDE, 'R' ) ) THEN
+ ISIDE = 1
+ COMPL = .FALSE.
+ COMPR = .TRUE.
+ ELSE IF( LSAME( SIDE, 'L' ) ) THEN
+ ISIDE = 2
+ COMPL = .TRUE.
+ COMPR = .FALSE.
+ ELSE IF( LSAME( SIDE, 'B' ) ) THEN
+ ISIDE = 3
+ COMPL = .TRUE.
+ COMPR = .TRUE.
+ ELSE
+ ISIDE = -1
+ END IF
+*
+ INFO = 0
+ IF( ISIDE.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( IHWMNY.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDS.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDP.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGEVC', -INFO )
+ RETURN
+ END IF
+*
+* Count the number of eigenvectors to be computed
+*
+ IF( .NOT.ILALL ) THEN
+ IM = 0
+ ILCPLX = .FALSE.
+ DO 10 J = 1, N
+ IF( ILCPLX ) THEN
+ ILCPLX = .FALSE.
+ GO TO 10
+ END IF
+ IF( J.LT.N ) THEN
+ IF( S( J+1, J ).NE.ZERO )
+ $ ILCPLX = .TRUE.
+ END IF
+ IF( ILCPLX ) THEN
+ IF( SELECT( J ) .OR. SELECT( J+1 ) )
+ $ IM = IM + 2
+ ELSE
+ IF( SELECT( J ) )
+ $ IM = IM + 1
+ END IF
+ 10 CONTINUE
+ ELSE
+ IM = N
+ END IF
+*
+* Check 2-by-2 diagonal blocks of A, B
+*
+ ILABAD = .FALSE.
+ ILBBAD = .FALSE.
+ DO 20 J = 1, N - 1
+ IF( S( J+1, J ).NE.ZERO ) THEN
+ IF( P( J, J ).EQ.ZERO .OR. P( J+1, J+1 ).EQ.ZERO .OR.
+ $ P( J, J+1 ).NE.ZERO )ILBBAD = .TRUE.
+ IF( J.LT.N-1 ) THEN
+ IF( S( J+2, J+1 ).NE.ZERO )
+ $ ILABAD = .TRUE.
+ END IF
+ END IF
+ 20 CONTINUE
+*
+ IF( ILABAD ) THEN
+ INFO = -5
+ ELSE IF( ILBBAD ) THEN
+ INFO = -7
+ ELSE IF( COMPL .AND. LDVL.LT.N .OR. LDVL.LT.1 ) THEN
+ INFO = -10
+ ELSE IF( COMPR .AND. LDVR.LT.N .OR. LDVR.LT.1 ) THEN
+ INFO = -12
+ ELSE IF( MM.LT.IM ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGEVC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ M = IM
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Machine Constants
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ BIG = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, BIG )
+ ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
+ SMALL = SAFMIN*N / ULP
+ BIG = ONE / SMALL
+ BIGNUM = ONE / ( SAFMIN*N )
+*
+* Compute the 1-norm of each column of the strictly upper triangular
+* part (i.e., excluding all elements belonging to the diagonal
+* blocks) of A and B to check for possible overflow in the
+* triangular solver.
+*
+ ANORM = ABS( S( 1, 1 ) )
+ IF( N.GT.1 )
+ $ ANORM = ANORM + ABS( S( 2, 1 ) )
+ BNORM = ABS( P( 1, 1 ) )
+ WORK( 1 ) = ZERO
+ WORK( N+1 ) = ZERO
+*
+ DO 50 J = 2, N
+ TEMP = ZERO
+ TEMP2 = ZERO
+ IF( S( J, J-1 ).EQ.ZERO ) THEN
+ IEND = J - 1
+ ELSE
+ IEND = J - 2
+ END IF
+ DO 30 I = 1, IEND
+ TEMP = TEMP + ABS( S( I, J ) )
+ TEMP2 = TEMP2 + ABS( P( I, J ) )
+ 30 CONTINUE
+ WORK( J ) = TEMP
+ WORK( N+J ) = TEMP2
+ DO 40 I = IEND + 1, MIN( J+1, N )
+ TEMP = TEMP + ABS( S( I, J ) )
+ TEMP2 = TEMP2 + ABS( P( I, J ) )
+ 40 CONTINUE
+ ANORM = MAX( ANORM, TEMP )
+ BNORM = MAX( BNORM, TEMP2 )
+ 50 CONTINUE
+*
+ ASCALE = ONE / MAX( ANORM, SAFMIN )
+ BSCALE = ONE / MAX( BNORM, SAFMIN )
+*
+* Left eigenvectors
+*
+ IF( COMPL ) THEN
+ IEIG = 0
+*
+* Main loop over eigenvalues
+*
+ ILCPLX = .FALSE.
+ DO 220 JE = 1, N
+*
+* Skip this iteration if (a) HOWMNY='S' and SELECT=.FALSE., or
+* (b) this would be the second of a complex pair.
+* Check for complex eigenvalue, so as to be sure of which
+* entry(-ies) of SELECT to look at.
+*
+ IF( ILCPLX ) THEN
+ ILCPLX = .FALSE.
+ GO TO 220
+ END IF
+ NW = 1
+ IF( JE.LT.N ) THEN
+ IF( S( JE+1, JE ).NE.ZERO ) THEN
+ ILCPLX = .TRUE.
+ NW = 2
+ END IF
+ END IF
+ IF( ILALL ) THEN
+ ILCOMP = .TRUE.
+ ELSE IF( ILCPLX ) THEN
+ ILCOMP = SELECT( JE ) .OR. SELECT( JE+1 )
+ ELSE
+ ILCOMP = SELECT( JE )
+ END IF
+ IF( .NOT.ILCOMP )
+ $ GO TO 220
+*
+* Decide if (a) singular pencil, (b) real eigenvalue, or
+* (c) complex eigenvalue.
+*
+ IF( .NOT.ILCPLX ) THEN
+ IF( ABS( S( JE, JE ) ).LE.SAFMIN .AND.
+ $ ABS( P( JE, JE ) ).LE.SAFMIN ) THEN
+*
+* Singular matrix pencil -- return unit eigenvector
+*
+ IEIG = IEIG + 1
+ DO 60 JR = 1, N
+ VL( JR, IEIG ) = ZERO
+ 60 CONTINUE
+ VL( IEIG, IEIG ) = ONE
+ GO TO 220
+ END IF
+ END IF
+*
+* Clear vector
+*
+ DO 70 JR = 1, NW*N
+ WORK( 2*N+JR ) = ZERO
+ 70 CONTINUE
+* T
+* Compute coefficients in ( a A - b B ) y = 0
+* a is ACOEF
+* b is BCOEFR + i*BCOEFI
+*
+ IF( .NOT.ILCPLX ) THEN
+*
+* Real eigenvalue
+*
+ TEMP = ONE / MAX( ABS( S( JE, JE ) )*ASCALE,
+ $ ABS( P( JE, JE ) )*BSCALE, SAFMIN )
+ SALFAR = ( TEMP*S( JE, JE ) )*ASCALE
+ SBETA = ( TEMP*P( JE, JE ) )*BSCALE
+ ACOEF = SBETA*ASCALE
+ BCOEFR = SALFAR*BSCALE
+ BCOEFI = ZERO
+*
+* Scale to avoid underflow
+*
+ SCALE = ONE
+ LSA = ABS( SBETA ).GE.SAFMIN .AND. ABS( ACOEF ).LT.SMALL
+ LSB = ABS( SALFAR ).GE.SAFMIN .AND. ABS( BCOEFR ).LT.
+ $ SMALL
+ IF( LSA )
+ $ SCALE = ( SMALL / ABS( SBETA ) )*MIN( ANORM, BIG )
+ IF( LSB )
+ $ SCALE = MAX( SCALE, ( SMALL / ABS( SALFAR ) )*
+ $ MIN( BNORM, BIG ) )
+ IF( LSA .OR. LSB ) THEN
+ SCALE = MIN( SCALE, ONE /
+ $ ( SAFMIN*MAX( ONE, ABS( ACOEF ),
+ $ ABS( BCOEFR ) ) ) )
+ IF( LSA ) THEN
+ ACOEF = ASCALE*( SCALE*SBETA )
+ ELSE
+ ACOEF = SCALE*ACOEF
+ END IF
+ IF( LSB ) THEN
+ BCOEFR = BSCALE*( SCALE*SALFAR )
+ ELSE
+ BCOEFR = SCALE*BCOEFR
+ END IF
+ END IF
+ ACOEFA = ABS( ACOEF )
+ BCOEFA = ABS( BCOEFR )
+*
+* First component is 1
+*
+ WORK( 2*N+JE ) = ONE
+ XMAX = ONE
+ ELSE
+*
+* Complex eigenvalue
+*
+ CALL DLAG2( S( JE, JE ), LDS, P( JE, JE ), LDP,
+ $ SAFMIN*SAFETY, ACOEF, TEMP, BCOEFR, TEMP2,
+ $ BCOEFI )
+ BCOEFI = -BCOEFI
+ IF( BCOEFI.EQ.ZERO ) THEN
+ INFO = JE
+ RETURN
+ END IF
+*
+* Scale to avoid over/underflow
+*
+ ACOEFA = ABS( ACOEF )
+ BCOEFA = ABS( BCOEFR ) + ABS( BCOEFI )
+ SCALE = ONE
+ IF( ACOEFA*ULP.LT.SAFMIN .AND. ACOEFA.GE.SAFMIN )
+ $ SCALE = ( SAFMIN / ULP ) / ACOEFA
+ IF( BCOEFA*ULP.LT.SAFMIN .AND. BCOEFA.GE.SAFMIN )
+ $ SCALE = MAX( SCALE, ( SAFMIN / ULP ) / BCOEFA )
+ IF( SAFMIN*ACOEFA.GT.ASCALE )
+ $ SCALE = ASCALE / ( SAFMIN*ACOEFA )
+ IF( SAFMIN*BCOEFA.GT.BSCALE )
+ $ SCALE = MIN( SCALE, BSCALE / ( SAFMIN*BCOEFA ) )
+ IF( SCALE.NE.ONE ) THEN
+ ACOEF = SCALE*ACOEF
+ ACOEFA = ABS( ACOEF )
+ BCOEFR = SCALE*BCOEFR
+ BCOEFI = SCALE*BCOEFI
+ BCOEFA = ABS( BCOEFR ) + ABS( BCOEFI )
+ END IF
+*
+* Compute first two components of eigenvector
+*
+ TEMP = ACOEF*S( JE+1, JE )
+ TEMP2R = ACOEF*S( JE, JE ) - BCOEFR*P( JE, JE )
+ TEMP2I = -BCOEFI*P( JE, JE )
+ IF( ABS( TEMP ).GT.ABS( TEMP2R )+ABS( TEMP2I ) ) THEN
+ WORK( 2*N+JE ) = ONE
+ WORK( 3*N+JE ) = ZERO
+ WORK( 2*N+JE+1 ) = -TEMP2R / TEMP
+ WORK( 3*N+JE+1 ) = -TEMP2I / TEMP
+ ELSE
+ WORK( 2*N+JE+1 ) = ONE
+ WORK( 3*N+JE+1 ) = ZERO
+ TEMP = ACOEF*S( JE, JE+1 )
+ WORK( 2*N+JE ) = ( BCOEFR*P( JE+1, JE+1 )-ACOEF*
+ $ S( JE+1, JE+1 ) ) / TEMP
+ WORK( 3*N+JE ) = BCOEFI*P( JE+1, JE+1 ) / TEMP
+ END IF
+ XMAX = MAX( ABS( WORK( 2*N+JE ) )+ABS( WORK( 3*N+JE ) ),
+ $ ABS( WORK( 2*N+JE+1 ) )+ABS( WORK( 3*N+JE+1 ) ) )
+ END IF
+*
+ DMIN = MAX( ULP*ACOEFA*ANORM, ULP*BCOEFA*BNORM, SAFMIN )
+*
+* T
+* Triangular solve of (a A - b B) y = 0
+*
+* T
+* (rowwise in (a A - b B) , or columnwise in (a A - b B) )
+*
+ IL2BY2 = .FALSE.
+*
+ DO 160 J = JE + NW, N
+ IF( IL2BY2 ) THEN
+ IL2BY2 = .FALSE.
+ GO TO 160
+ END IF
+*
+ NA = 1
+ BDIAG( 1 ) = P( J, J )
+ IF( J.LT.N ) THEN
+ IF( S( J+1, J ).NE.ZERO ) THEN
+ IL2BY2 = .TRUE.
+ BDIAG( 2 ) = P( J+1, J+1 )
+ NA = 2
+ END IF
+ END IF
+*
+* Check whether scaling is necessary for dot products
+*
+ XSCALE = ONE / MAX( ONE, XMAX )
+ TEMP = MAX( WORK( J ), WORK( N+J ),
+ $ ACOEFA*WORK( J )+BCOEFA*WORK( N+J ) )
+ IF( IL2BY2 )
+ $ TEMP = MAX( TEMP, WORK( J+1 ), WORK( N+J+1 ),
+ $ ACOEFA*WORK( J+1 )+BCOEFA*WORK( N+J+1 ) )
+ IF( TEMP.GT.BIGNUM*XSCALE ) THEN
+ DO 90 JW = 0, NW - 1
+ DO 80 JR = JE, J - 1
+ WORK( ( JW+2 )*N+JR ) = XSCALE*
+ $ WORK( ( JW+2 )*N+JR )
+ 80 CONTINUE
+ 90 CONTINUE
+ XMAX = XMAX*XSCALE
+ END IF
+*
+* Compute dot products
+*
+* j-1
+* SUM = sum conjg( a*S(k,j) - b*P(k,j) )*x(k)
+* k=je
+*
+* To reduce the op count, this is done as
+*
+* _ j-1 _ j-1
+* a*conjg( sum S(k,j)*x(k) ) - b*conjg( sum P(k,j)*x(k) )
+* k=je k=je
+*
+* which may cause underflow problems if A or B are close
+* to underflow. (E.g., less than SMALL.)
+*
+*
+* A series of compiler directives to defeat vectorization
+* for the next loop
+*
+*$PL$ CMCHAR=' '
+CDIR$ NEXTSCALAR
+C$DIR SCALAR
+CDIR$ NEXT SCALAR
+CVD$L NOVECTOR
+CDEC$ NOVECTOR
+CVD$ NOVECTOR
+*VDIR NOVECTOR
+*VOCL LOOP,SCALAR
+CIBM PREFER SCALAR
+*$PL$ CMCHAR='*'
+*
+ DO 120 JW = 1, NW
+*
+*$PL$ CMCHAR=' '
+CDIR$ NEXTSCALAR
+C$DIR SCALAR
+CDIR$ NEXT SCALAR
+CVD$L NOVECTOR
+CDEC$ NOVECTOR
+CVD$ NOVECTOR
+*VDIR NOVECTOR
+*VOCL LOOP,SCALAR
+CIBM PREFER SCALAR
+*$PL$ CMCHAR='*'
+*
+ DO 110 JA = 1, NA
+ SUMS( JA, JW ) = ZERO
+ SUMP( JA, JW ) = ZERO
+*
+ DO 100 JR = JE, J - 1
+ SUMS( JA, JW ) = SUMS( JA, JW ) +
+ $ S( JR, J+JA-1 )*
+ $ WORK( ( JW+1 )*N+JR )
+ SUMP( JA, JW ) = SUMP( JA, JW ) +
+ $ P( JR, J+JA-1 )*
+ $ WORK( ( JW+1 )*N+JR )
+ 100 CONTINUE
+ 110 CONTINUE
+ 120 CONTINUE
+*
+*$PL$ CMCHAR=' '
+CDIR$ NEXTSCALAR
+C$DIR SCALAR
+CDIR$ NEXT SCALAR
+CVD$L NOVECTOR
+CDEC$ NOVECTOR
+CVD$ NOVECTOR
+*VDIR NOVECTOR
+*VOCL LOOP,SCALAR
+CIBM PREFER SCALAR
+*$PL$ CMCHAR='*'
+*
+ DO 130 JA = 1, NA
+ IF( ILCPLX ) THEN
+ SUM( JA, 1 ) = -ACOEF*SUMS( JA, 1 ) +
+ $ BCOEFR*SUMP( JA, 1 ) -
+ $ BCOEFI*SUMP( JA, 2 )
+ SUM( JA, 2 ) = -ACOEF*SUMS( JA, 2 ) +
+ $ BCOEFR*SUMP( JA, 2 ) +
+ $ BCOEFI*SUMP( JA, 1 )
+ ELSE
+ SUM( JA, 1 ) = -ACOEF*SUMS( JA, 1 ) +
+ $ BCOEFR*SUMP( JA, 1 )
+ END IF
+ 130 CONTINUE
+*
+* T
+* Solve ( a A - b B ) y = SUM(,)
+* with scaling and perturbation of the denominator
+*
+ CALL DLALN2( .TRUE., NA, NW, DMIN, ACOEF, S( J, J ), LDS,
+ $ BDIAG( 1 ), BDIAG( 2 ), SUM, 2, BCOEFR,
+ $ BCOEFI, WORK( 2*N+J ), N, SCALE, TEMP,
+ $ IINFO )
+ IF( SCALE.LT.ONE ) THEN
+ DO 150 JW = 0, NW - 1
+ DO 140 JR = JE, J - 1
+ WORK( ( JW+2 )*N+JR ) = SCALE*
+ $ WORK( ( JW+2 )*N+JR )
+ 140 CONTINUE
+ 150 CONTINUE
+ XMAX = SCALE*XMAX
+ END IF
+ XMAX = MAX( XMAX, TEMP )
+ 160 CONTINUE
+*
+* Copy eigenvector to VL, back transforming if
+* HOWMNY='B'.
+*
+ IEIG = IEIG + 1
+ IF( ILBACK ) THEN
+ DO 170 JW = 0, NW - 1
+ CALL DGEMV( 'N', N, N+1-JE, ONE, VL( 1, JE ), LDVL,
+ $ WORK( ( JW+2 )*N+JE ), 1, ZERO,
+ $ WORK( ( JW+4 )*N+1 ), 1 )
+ 170 CONTINUE
+ CALL DLACPY( ' ', N, NW, WORK( 4*N+1 ), N, VL( 1, JE ),
+ $ LDVL )
+ IBEG = 1
+ ELSE
+ CALL DLACPY( ' ', N, NW, WORK( 2*N+1 ), N, VL( 1, IEIG ),
+ $ LDVL )
+ IBEG = JE
+ END IF
+*
+* Scale eigenvector
+*
+ XMAX = ZERO
+ IF( ILCPLX ) THEN
+ DO 180 J = IBEG, N
+ XMAX = MAX( XMAX, ABS( VL( J, IEIG ) )+
+ $ ABS( VL( J, IEIG+1 ) ) )
+ 180 CONTINUE
+ ELSE
+ DO 190 J = IBEG, N
+ XMAX = MAX( XMAX, ABS( VL( J, IEIG ) ) )
+ 190 CONTINUE
+ END IF
+*
+ IF( XMAX.GT.SAFMIN ) THEN
+ XSCALE = ONE / XMAX
+*
+ DO 210 JW = 0, NW - 1
+ DO 200 JR = IBEG, N
+ VL( JR, IEIG+JW ) = XSCALE*VL( JR, IEIG+JW )
+ 200 CONTINUE
+ 210 CONTINUE
+ END IF
+ IEIG = IEIG + NW - 1
+*
+ 220 CONTINUE
+ END IF
+*
+* Right eigenvectors
+*
+ IF( COMPR ) THEN
+ IEIG = IM + 1
+*
+* Main loop over eigenvalues
+*
+ ILCPLX = .FALSE.
+ DO 500 JE = N, 1, -1
+*
+* Skip this iteration if (a) HOWMNY='S' and SELECT=.FALSE., or
+* (b) this would be the second of a complex pair.
+* Check for complex eigenvalue, so as to be sure of which
+* entry(-ies) of SELECT to look at -- if complex, SELECT(JE)
+* or SELECT(JE-1).
+* If this is a complex pair, the 2-by-2 diagonal block
+* corresponding to the eigenvalue is in rows/columns JE-1:JE
+*
+ IF( ILCPLX ) THEN
+ ILCPLX = .FALSE.
+ GO TO 500
+ END IF
+ NW = 1
+ IF( JE.GT.1 ) THEN
+ IF( S( JE, JE-1 ).NE.ZERO ) THEN
+ ILCPLX = .TRUE.
+ NW = 2
+ END IF
+ END IF
+ IF( ILALL ) THEN
+ ILCOMP = .TRUE.
+ ELSE IF( ILCPLX ) THEN
+ ILCOMP = SELECT( JE ) .OR. SELECT( JE-1 )
+ ELSE
+ ILCOMP = SELECT( JE )
+ END IF
+ IF( .NOT.ILCOMP )
+ $ GO TO 500
+*
+* Decide if (a) singular pencil, (b) real eigenvalue, or
+* (c) complex eigenvalue.
+*
+ IF( .NOT.ILCPLX ) THEN
+ IF( ABS( S( JE, JE ) ).LE.SAFMIN .AND.
+ $ ABS( P( JE, JE ) ).LE.SAFMIN ) THEN
+*
+* Singular matrix pencil -- unit eigenvector
+*
+ IEIG = IEIG - 1
+ DO 230 JR = 1, N
+ VR( JR, IEIG ) = ZERO
+ 230 CONTINUE
+ VR( IEIG, IEIG ) = ONE
+ GO TO 500
+ END IF
+ END IF
+*
+* Clear vector
+*
+ DO 250 JW = 0, NW - 1
+ DO 240 JR = 1, N
+ WORK( ( JW+2 )*N+JR ) = ZERO
+ 240 CONTINUE
+ 250 CONTINUE
+*
+* Compute coefficients in ( a A - b B ) x = 0
+* a is ACOEF
+* b is BCOEFR + i*BCOEFI
+*
+ IF( .NOT.ILCPLX ) THEN
+*
+* Real eigenvalue
+*
+ TEMP = ONE / MAX( ABS( S( JE, JE ) )*ASCALE,
+ $ ABS( P( JE, JE ) )*BSCALE, SAFMIN )
+ SALFAR = ( TEMP*S( JE, JE ) )*ASCALE
+ SBETA = ( TEMP*P( JE, JE ) )*BSCALE
+ ACOEF = SBETA*ASCALE
+ BCOEFR = SALFAR*BSCALE
+ BCOEFI = ZERO
+*
+* Scale to avoid underflow
+*
+ SCALE = ONE
+ LSA = ABS( SBETA ).GE.SAFMIN .AND. ABS( ACOEF ).LT.SMALL
+ LSB = ABS( SALFAR ).GE.SAFMIN .AND. ABS( BCOEFR ).LT.
+ $ SMALL
+ IF( LSA )
+ $ SCALE = ( SMALL / ABS( SBETA ) )*MIN( ANORM, BIG )
+ IF( LSB )
+ $ SCALE = MAX( SCALE, ( SMALL / ABS( SALFAR ) )*
+ $ MIN( BNORM, BIG ) )
+ IF( LSA .OR. LSB ) THEN
+ SCALE = MIN( SCALE, ONE /
+ $ ( SAFMIN*MAX( ONE, ABS( ACOEF ),
+ $ ABS( BCOEFR ) ) ) )
+ IF( LSA ) THEN
+ ACOEF = ASCALE*( SCALE*SBETA )
+ ELSE
+ ACOEF = SCALE*ACOEF
+ END IF
+ IF( LSB ) THEN
+ BCOEFR = BSCALE*( SCALE*SALFAR )
+ ELSE
+ BCOEFR = SCALE*BCOEFR
+ END IF
+ END IF
+ ACOEFA = ABS( ACOEF )
+ BCOEFA = ABS( BCOEFR )
+*
+* First component is 1
+*
+ WORK( 2*N+JE ) = ONE
+ XMAX = ONE
+*
+* Compute contribution from column JE of A and B to sum
+* (See "Further Details", above.)
+*
+ DO 260 JR = 1, JE - 1
+ WORK( 2*N+JR ) = BCOEFR*P( JR, JE ) -
+ $ ACOEF*S( JR, JE )
+ 260 CONTINUE
+ ELSE
+*
+* Complex eigenvalue
+*
+ CALL DLAG2( S( JE-1, JE-1 ), LDS, P( JE-1, JE-1 ), LDP,
+ $ SAFMIN*SAFETY, ACOEF, TEMP, BCOEFR, TEMP2,
+ $ BCOEFI )
+ IF( BCOEFI.EQ.ZERO ) THEN
+ INFO = JE - 1
+ RETURN
+ END IF
+*
+* Scale to avoid over/underflow
+*
+ ACOEFA = ABS( ACOEF )
+ BCOEFA = ABS( BCOEFR ) + ABS( BCOEFI )
+ SCALE = ONE
+ IF( ACOEFA*ULP.LT.SAFMIN .AND. ACOEFA.GE.SAFMIN )
+ $ SCALE = ( SAFMIN / ULP ) / ACOEFA
+ IF( BCOEFA*ULP.LT.SAFMIN .AND. BCOEFA.GE.SAFMIN )
+ $ SCALE = MAX( SCALE, ( SAFMIN / ULP ) / BCOEFA )
+ IF( SAFMIN*ACOEFA.GT.ASCALE )
+ $ SCALE = ASCALE / ( SAFMIN*ACOEFA )
+ IF( SAFMIN*BCOEFA.GT.BSCALE )
+ $ SCALE = MIN( SCALE, BSCALE / ( SAFMIN*BCOEFA ) )
+ IF( SCALE.NE.ONE ) THEN
+ ACOEF = SCALE*ACOEF
+ ACOEFA = ABS( ACOEF )
+ BCOEFR = SCALE*BCOEFR
+ BCOEFI = SCALE*BCOEFI
+ BCOEFA = ABS( BCOEFR ) + ABS( BCOEFI )
+ END IF
+*
+* Compute first two components of eigenvector
+* and contribution to sums
+*
+ TEMP = ACOEF*S( JE, JE-1 )
+ TEMP2R = ACOEF*S( JE, JE ) - BCOEFR*P( JE, JE )
+ TEMP2I = -BCOEFI*P( JE, JE )
+ IF( ABS( TEMP ).GE.ABS( TEMP2R )+ABS( TEMP2I ) ) THEN
+ WORK( 2*N+JE ) = ONE
+ WORK( 3*N+JE ) = ZERO
+ WORK( 2*N+JE-1 ) = -TEMP2R / TEMP
+ WORK( 3*N+JE-1 ) = -TEMP2I / TEMP
+ ELSE
+ WORK( 2*N+JE-1 ) = ONE
+ WORK( 3*N+JE-1 ) = ZERO
+ TEMP = ACOEF*S( JE-1, JE )
+ WORK( 2*N+JE ) = ( BCOEFR*P( JE-1, JE-1 )-ACOEF*
+ $ S( JE-1, JE-1 ) ) / TEMP
+ WORK( 3*N+JE ) = BCOEFI*P( JE-1, JE-1 ) / TEMP
+ END IF
+*
+ XMAX = MAX( ABS( WORK( 2*N+JE ) )+ABS( WORK( 3*N+JE ) ),
+ $ ABS( WORK( 2*N+JE-1 ) )+ABS( WORK( 3*N+JE-1 ) ) )
+*
+* Compute contribution from columns JE and JE-1
+* of A and B to the sums.
+*
+ CREALA = ACOEF*WORK( 2*N+JE-1 )
+ CIMAGA = ACOEF*WORK( 3*N+JE-1 )
+ CREALB = BCOEFR*WORK( 2*N+JE-1 ) -
+ $ BCOEFI*WORK( 3*N+JE-1 )
+ CIMAGB = BCOEFI*WORK( 2*N+JE-1 ) +
+ $ BCOEFR*WORK( 3*N+JE-1 )
+ CRE2A = ACOEF*WORK( 2*N+JE )
+ CIM2A = ACOEF*WORK( 3*N+JE )
+ CRE2B = BCOEFR*WORK( 2*N+JE ) - BCOEFI*WORK( 3*N+JE )
+ CIM2B = BCOEFI*WORK( 2*N+JE ) + BCOEFR*WORK( 3*N+JE )
+ DO 270 JR = 1, JE - 2
+ WORK( 2*N+JR ) = -CREALA*S( JR, JE-1 ) +
+ $ CREALB*P( JR, JE-1 ) -
+ $ CRE2A*S( JR, JE ) + CRE2B*P( JR, JE )
+ WORK( 3*N+JR ) = -CIMAGA*S( JR, JE-1 ) +
+ $ CIMAGB*P( JR, JE-1 ) -
+ $ CIM2A*S( JR, JE ) + CIM2B*P( JR, JE )
+ 270 CONTINUE
+ END IF
+*
+ DMIN = MAX( ULP*ACOEFA*ANORM, ULP*BCOEFA*BNORM, SAFMIN )
+*
+* Columnwise triangular solve of (a A - b B) x = 0
+*
+ IL2BY2 = .FALSE.
+ DO 370 J = JE - NW, 1, -1
+*
+* If a 2-by-2 block, is in position j-1:j, wait until
+* next iteration to process it (when it will be j:j+1)
+*
+ IF( .NOT.IL2BY2 .AND. J.GT.1 ) THEN
+ IF( S( J, J-1 ).NE.ZERO ) THEN
+ IL2BY2 = .TRUE.
+ GO TO 370
+ END IF
+ END IF
+ BDIAG( 1 ) = P( J, J )
+ IF( IL2BY2 ) THEN
+ NA = 2
+ BDIAG( 2 ) = P( J+1, J+1 )
+ ELSE
+ NA = 1
+ END IF
+*
+* Compute x(j) (and x(j+1), if 2-by-2 block)
+*
+ CALL DLALN2( .FALSE., NA, NW, DMIN, ACOEF, S( J, J ),
+ $ LDS, BDIAG( 1 ), BDIAG( 2 ), WORK( 2*N+J ),
+ $ N, BCOEFR, BCOEFI, SUM, 2, SCALE, TEMP,
+ $ IINFO )
+ IF( SCALE.LT.ONE ) THEN
+*
+ DO 290 JW = 0, NW - 1
+ DO 280 JR = 1, JE
+ WORK( ( JW+2 )*N+JR ) = SCALE*
+ $ WORK( ( JW+2 )*N+JR )
+ 280 CONTINUE
+ 290 CONTINUE
+ END IF
+ XMAX = MAX( SCALE*XMAX, TEMP )
+*
+ DO 310 JW = 1, NW
+ DO 300 JA = 1, NA
+ WORK( ( JW+1 )*N+J+JA-1 ) = SUM( JA, JW )
+ 300 CONTINUE
+ 310 CONTINUE
+*
+* w = w + x(j)*(a S(*,j) - b P(*,j) ) with scaling
+*
+ IF( J.GT.1 ) THEN
+*
+* Check whether scaling is necessary for sum.
+*
+ XSCALE = ONE / MAX( ONE, XMAX )
+ TEMP = ACOEFA*WORK( J ) + BCOEFA*WORK( N+J )
+ IF( IL2BY2 )
+ $ TEMP = MAX( TEMP, ACOEFA*WORK( J+1 )+BCOEFA*
+ $ WORK( N+J+1 ) )
+ TEMP = MAX( TEMP, ACOEFA, BCOEFA )
+ IF( TEMP.GT.BIGNUM*XSCALE ) THEN
+*
+ DO 330 JW = 0, NW - 1
+ DO 320 JR = 1, JE
+ WORK( ( JW+2 )*N+JR ) = XSCALE*
+ $ WORK( ( JW+2 )*N+JR )
+ 320 CONTINUE
+ 330 CONTINUE
+ XMAX = XMAX*XSCALE
+ END IF
+*
+* Compute the contributions of the off-diagonals of
+* column j (and j+1, if 2-by-2 block) of A and B to the
+* sums.
+*
+*
+ DO 360 JA = 1, NA
+ IF( ILCPLX ) THEN
+ CREALA = ACOEF*WORK( 2*N+J+JA-1 )
+ CIMAGA = ACOEF*WORK( 3*N+J+JA-1 )
+ CREALB = BCOEFR*WORK( 2*N+J+JA-1 ) -
+ $ BCOEFI*WORK( 3*N+J+JA-1 )
+ CIMAGB = BCOEFI*WORK( 2*N+J+JA-1 ) +
+ $ BCOEFR*WORK( 3*N+J+JA-1 )
+ DO 340 JR = 1, J - 1
+ WORK( 2*N+JR ) = WORK( 2*N+JR ) -
+ $ CREALA*S( JR, J+JA-1 ) +
+ $ CREALB*P( JR, J+JA-1 )
+ WORK( 3*N+JR ) = WORK( 3*N+JR ) -
+ $ CIMAGA*S( JR, J+JA-1 ) +
+ $ CIMAGB*P( JR, J+JA-1 )
+ 340 CONTINUE
+ ELSE
+ CREALA = ACOEF*WORK( 2*N+J+JA-1 )
+ CREALB = BCOEFR*WORK( 2*N+J+JA-1 )
+ DO 350 JR = 1, J - 1
+ WORK( 2*N+JR ) = WORK( 2*N+JR ) -
+ $ CREALA*S( JR, J+JA-1 ) +
+ $ CREALB*P( JR, J+JA-1 )
+ 350 CONTINUE
+ END IF
+ 360 CONTINUE
+ END IF
+*
+ IL2BY2 = .FALSE.
+ 370 CONTINUE
+*
+* Copy eigenvector to VR, back transforming if
+* HOWMNY='B'.
+*
+ IEIG = IEIG - NW
+ IF( ILBACK ) THEN
+*
+ DO 410 JW = 0, NW - 1
+ DO 380 JR = 1, N
+ WORK( ( JW+4 )*N+JR ) = WORK( ( JW+2 )*N+1 )*
+ $ VR( JR, 1 )
+ 380 CONTINUE
+*
+* A series of compiler directives to defeat
+* vectorization for the next loop
+*
+*
+ DO 400 JC = 2, JE
+ DO 390 JR = 1, N
+ WORK( ( JW+4 )*N+JR ) = WORK( ( JW+4 )*N+JR ) +
+ $ WORK( ( JW+2 )*N+JC )*VR( JR, JC )
+ 390 CONTINUE
+ 400 CONTINUE
+ 410 CONTINUE
+*
+ DO 430 JW = 0, NW - 1
+ DO 420 JR = 1, N
+ VR( JR, IEIG+JW ) = WORK( ( JW+4 )*N+JR )
+ 420 CONTINUE
+ 430 CONTINUE
+*
+ IEND = N
+ ELSE
+ DO 450 JW = 0, NW - 1
+ DO 440 JR = 1, N
+ VR( JR, IEIG+JW ) = WORK( ( JW+2 )*N+JR )
+ 440 CONTINUE
+ 450 CONTINUE
+*
+ IEND = JE
+ END IF
+*
+* Scale eigenvector
+*
+ XMAX = ZERO
+ IF( ILCPLX ) THEN
+ DO 460 J = 1, IEND
+ XMAX = MAX( XMAX, ABS( VR( J, IEIG ) )+
+ $ ABS( VR( J, IEIG+1 ) ) )
+ 460 CONTINUE
+ ELSE
+ DO 470 J = 1, IEND
+ XMAX = MAX( XMAX, ABS( VR( J, IEIG ) ) )
+ 470 CONTINUE
+ END IF
+*
+ IF( XMAX.GT.SAFMIN ) THEN
+ XSCALE = ONE / XMAX
+ DO 490 JW = 0, NW - 1
+ DO 480 JR = 1, IEND
+ VR( JR, IEIG+JW ) = XSCALE*VR( JR, IEIG+JW )
+ 480 CONTINUE
+ 490 CONTINUE
+ END IF
+ 500 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DTGEVC
+*
+ END
diff --git a/src/lib/lapack/dtgex2.f b/src/lib/lapack/dtgex2.f
new file mode 100644
index 00000000..8351b7fd
--- /dev/null
+++ b/src/lib/lapack/dtgex2.f
@@ -0,0 +1,581 @@
+ SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, J1, N1, N2, WORK, LWORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ, WANTZ
+ INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
+ $ WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
+* of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
+* (A, B) by an orthogonal equivalence transformation.
+*
+* (A, B) must be in generalized real Schur canonical form (as returned
+* by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
+* diagonal blocks. B is upper triangular.
+*
+* Optionally, the matrices Q and Z of generalized Schur vectors are
+* updated.
+*
+* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
+* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
+*
+*
+* Arguments
+* =========
+*
+* WANTQ (input) LOGICAL
+* .TRUE. : update the left transformation matrix Q;
+* .FALSE.: do not update Q.
+*
+* WANTZ (input) LOGICAL
+* .TRUE. : update the right transformation matrix Z;
+* .FALSE.: do not update Z.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION arrays, dimensions (LDA,N)
+* On entry, the matrix A in the pair (A, B).
+* On exit, the updated matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION arrays, dimensions (LDB,N)
+* On entry, the matrix B in the pair (A, B).
+* On exit, the updated matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* Q (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
+* On exit, the updated matrix Q.
+* Not referenced if WANTQ = .FALSE..
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1.
+* If WANTQ = .TRUE., LDQ >= N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
+* On exit, the updated matrix Z.
+* Not referenced if WANTZ = .FALSE..
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1.
+* If WANTZ = .TRUE., LDZ >= N.
+*
+* J1 (input) INTEGER
+* The index to the first block (A11, B11). 1 <= J1 <= N.
+*
+* N1 (input) INTEGER
+* The order of the first block (A11, B11). N1 = 0, 1 or 2.
+*
+* N2 (input) INTEGER
+* The order of the second block (A22, B22). N2 = 0, 1 or 2.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )
+*
+* INFO (output) INTEGER
+* =0: Successful exit
+* >0: If INFO = 1, the transformed matrix (A, B) would be
+* too far from generalized Schur form; the blocks are
+* not swapped and (A, B) and (Q, Z) are unchanged.
+* The problem of swapping is too ill-conditioned.
+* <0: If INFO = -16: LWORK is too small. Appropriate value
+* for LWORK is returned in WORK(1).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* In the current code both weak and strong stability tests are
+* performed. The user can omit the strong stability test by changing
+* the internal logical parameter WANDS to .FALSE.. See ref. [2] for
+* details.
+*
+* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
+* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
+* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
+* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
+*
+* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
+* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
+* Estimation: Theory, Algorithms and Software,
+* Report UMINF - 94.04, Department of Computing Science, Umea
+* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
+* Note 87. To appear in Numerical Algorithms, 1996.
+*
+* =====================================================================
+* Replaced various illegal calls to DCOPY by calls to DLASET, or by DO
+* loops. Sven Hammarling, 1/5/02.
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION TEN
+ PARAMETER ( TEN = 1.0D+01 )
+ INTEGER LDST
+ PARAMETER ( LDST = 4 )
+ LOGICAL WANDS
+ PARAMETER ( WANDS = .TRUE. )
+* ..
+* .. Local Scalars ..
+ LOGICAL DTRONG, WEAK
+ INTEGER I, IDUM, LINFO, M
+ DOUBLE PRECISION BQRA21, BRQA21, DDUM, DNORM, DSCALE, DSUM, EPS,
+ $ F, G, SA, SB, SCALE, SMLNUM, SS, THRESH, WS
+* ..
+* .. Local Arrays ..
+ INTEGER IWORK( LDST )
+ DOUBLE PRECISION AI( 2 ), AR( 2 ), BE( 2 ), IR( LDST, LDST ),
+ $ IRCOP( LDST, LDST ), LI( LDST, LDST ),
+ $ LICOP( LDST, LDST ), S( LDST, LDST ),
+ $ SCPY( LDST, LDST ), T( LDST, LDST ),
+ $ TAUL( LDST ), TAUR( LDST ), TCPY( LDST, LDST )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DGEQR2, DGERQ2, DLACPY, DLAGV2, DLARTG,
+ $ DLASET, DLASSQ, DORG2R, DORGR2, DORM2R, DORMR2,
+ $ DROT, DSCAL, DTGSY2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.LE.1 .OR. N1.LE.0 .OR. N2.LE.0 )
+ $ RETURN
+ IF( N1.GT.N .OR. ( J1+N1 ).GT.N )
+ $ RETURN
+ M = N1 + N2
+ IF( LWORK.LT.MAX( 1, N*M, M*M*2 ) ) THEN
+ INFO = -16
+ WORK( 1 ) = MAX( 1, N*M, M*M*2 )
+ RETURN
+ END IF
+*
+ WEAK = .FALSE.
+ DTRONG = .FALSE.
+*
+* Make a local copy of selected block
+*
+ CALL DLASET( 'Full', LDST, LDST, ZERO, ZERO, LI, LDST )
+ CALL DLASET( 'Full', LDST, LDST, ZERO, ZERO, IR, LDST )
+ CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, S, LDST )
+ CALL DLACPY( 'Full', M, M, B( J1, J1 ), LDB, T, LDST )
+*
+* Compute threshold for testing acceptance of swapping.
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ DSCALE = ZERO
+ DSUM = ONE
+ CALL DLACPY( 'Full', M, M, S, LDST, WORK, M )
+ CALL DLASSQ( M*M, WORK, 1, DSCALE, DSUM )
+ CALL DLACPY( 'Full', M, M, T, LDST, WORK, M )
+ CALL DLASSQ( M*M, WORK, 1, DSCALE, DSUM )
+ DNORM = DSCALE*SQRT( DSUM )
+ THRESH = MAX( TEN*EPS*DNORM, SMLNUM )
+*
+ IF( M.EQ.2 ) THEN
+*
+* CASE 1: Swap 1-by-1 and 1-by-1 blocks.
+*
+* Compute orthogonal QL and RQ that swap 1-by-1 and 1-by-1 blocks
+* using Givens rotations and perform the swap tentatively.
+*
+ F = S( 2, 2 )*T( 1, 1 ) - T( 2, 2 )*S( 1, 1 )
+ G = S( 2, 2 )*T( 1, 2 ) - T( 2, 2 )*S( 1, 2 )
+ SB = ABS( T( 2, 2 ) )
+ SA = ABS( S( 2, 2 ) )
+ CALL DLARTG( F, G, IR( 1, 2 ), IR( 1, 1 ), DDUM )
+ IR( 2, 1 ) = -IR( 1, 2 )
+ IR( 2, 2 ) = IR( 1, 1 )
+ CALL DROT( 2, S( 1, 1 ), 1, S( 1, 2 ), 1, IR( 1, 1 ),
+ $ IR( 2, 1 ) )
+ CALL DROT( 2, T( 1, 1 ), 1, T( 1, 2 ), 1, IR( 1, 1 ),
+ $ IR( 2, 1 ) )
+ IF( SA.GE.SB ) THEN
+ CALL DLARTG( S( 1, 1 ), S( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
+ $ DDUM )
+ ELSE
+ CALL DLARTG( T( 1, 1 ), T( 2, 1 ), LI( 1, 1 ), LI( 2, 1 ),
+ $ DDUM )
+ END IF
+ CALL DROT( 2, S( 1, 1 ), LDST, S( 2, 1 ), LDST, LI( 1, 1 ),
+ $ LI( 2, 1 ) )
+ CALL DROT( 2, T( 1, 1 ), LDST, T( 2, 1 ), LDST, LI( 1, 1 ),
+ $ LI( 2, 1 ) )
+ LI( 2, 2 ) = LI( 1, 1 )
+ LI( 1, 2 ) = -LI( 2, 1 )
+*
+* Weak stability test:
+* |S21| + |T21| <= O(EPS * F-norm((S, T)))
+*
+ WS = ABS( S( 2, 1 ) ) + ABS( T( 2, 1 ) )
+ WEAK = WS.LE.THRESH
+ IF( .NOT.WEAK )
+ $ GO TO 70
+*
+ IF( WANDS ) THEN
+*
+* Strong stability test:
+* F-norm((A-QL'*S*QR, B-QL'*T*QR)) <= O(EPS*F-norm((A,B)))
+*
+ CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
+ $ M )
+ CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
+ $ WORK, M )
+ CALL DGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
+ $ WORK( M*M+1 ), M )
+ DSCALE = ZERO
+ DSUM = ONE
+ CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
+*
+ CALL DLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
+ $ M )
+ CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
+ $ WORK, M )
+ CALL DGEMM( 'N', 'T', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
+ $ WORK( M*M+1 ), M )
+ CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
+ SS = DSCALE*SQRT( DSUM )
+ DTRONG = SS.LE.THRESH
+ IF( .NOT.DTRONG )
+ $ GO TO 70
+ END IF
+*
+* Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
+* (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
+*
+ CALL DROT( J1+1, A( 1, J1 ), 1, A( 1, J1+1 ), 1, IR( 1, 1 ),
+ $ IR( 2, 1 ) )
+ CALL DROT( J1+1, B( 1, J1 ), 1, B( 1, J1+1 ), 1, IR( 1, 1 ),
+ $ IR( 2, 1 ) )
+ CALL DROT( N-J1+1, A( J1, J1 ), LDA, A( J1+1, J1 ), LDA,
+ $ LI( 1, 1 ), LI( 2, 1 ) )
+ CALL DROT( N-J1+1, B( J1, J1 ), LDB, B( J1+1, J1 ), LDB,
+ $ LI( 1, 1 ), LI( 2, 1 ) )
+*
+* Set N1-by-N2 (2,1) - blocks to ZERO.
+*
+ A( J1+1, J1 ) = ZERO
+ B( J1+1, J1 ) = ZERO
+*
+* Accumulate transformations into Q and Z if requested.
+*
+ IF( WANTZ )
+ $ CALL DROT( N, Z( 1, J1 ), 1, Z( 1, J1+1 ), 1, IR( 1, 1 ),
+ $ IR( 2, 1 ) )
+ IF( WANTQ )
+ $ CALL DROT( N, Q( 1, J1 ), 1, Q( 1, J1+1 ), 1, LI( 1, 1 ),
+ $ LI( 2, 1 ) )
+*
+* Exit with INFO = 0 if swap was successfully performed.
+*
+ RETURN
+*
+ ELSE
+*
+* CASE 2: Swap 1-by-1 and 2-by-2 blocks, or 2-by-2
+* and 2-by-2 blocks.
+*
+* Solve the generalized Sylvester equation
+* S11 * R - L * S22 = SCALE * S12
+* T11 * R - L * T22 = SCALE * T12
+* for R and L. Solutions in LI and IR.
+*
+ CALL DLACPY( 'Full', N1, N2, T( 1, N1+1 ), LDST, LI, LDST )
+ CALL DLACPY( 'Full', N1, N2, S( 1, N1+1 ), LDST,
+ $ IR( N2+1, N1+1 ), LDST )
+ CALL DTGSY2( 'N', 0, N1, N2, S, LDST, S( N1+1, N1+1 ), LDST,
+ $ IR( N2+1, N1+1 ), LDST, T, LDST, T( N1+1, N1+1 ),
+ $ LDST, LI, LDST, SCALE, DSUM, DSCALE, IWORK, IDUM,
+ $ LINFO )
+*
+* Compute orthogonal matrix QL:
+*
+* QL' * LI = [ TL ]
+* [ 0 ]
+* where
+* LI = [ -L ]
+* [ SCALE * identity(N2) ]
+*
+ DO 10 I = 1, N2
+ CALL DSCAL( N1, -ONE, LI( 1, I ), 1 )
+ LI( N1+I, I ) = SCALE
+ 10 CONTINUE
+ CALL DGEQR2( M, N2, LI, LDST, TAUL, WORK, LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+ CALL DORG2R( M, M, N2, LI, LDST, TAUL, WORK, LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+*
+* Compute orthogonal matrix RQ:
+*
+* IR * RQ' = [ 0 TR],
+*
+* where IR = [ SCALE * identity(N1), R ]
+*
+ DO 20 I = 1, N1
+ IR( N2+I, I ) = SCALE
+ 20 CONTINUE
+ CALL DGERQ2( N1, M, IR( N2+1, 1 ), LDST, TAUR, WORK, LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+ CALL DORGR2( M, M, N1, IR, LDST, TAUR, WORK, LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+*
+* Perform the swapping tentatively:
+*
+ CALL DGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
+ $ WORK, M )
+ CALL DGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, S,
+ $ LDST )
+ CALL DGEMM( 'T', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
+ $ WORK, M )
+ CALL DGEMM( 'N', 'T', M, M, M, ONE, WORK, M, IR, LDST, ZERO, T,
+ $ LDST )
+ CALL DLACPY( 'F', M, M, S, LDST, SCPY, LDST )
+ CALL DLACPY( 'F', M, M, T, LDST, TCPY, LDST )
+ CALL DLACPY( 'F', M, M, IR, LDST, IRCOP, LDST )
+ CALL DLACPY( 'F', M, M, LI, LDST, LICOP, LDST )
+*
+* Triangularize the B-part by an RQ factorization.
+* Apply transformation (from left) to A-part, giving S.
+*
+ CALL DGERQ2( M, M, T, LDST, TAUR, WORK, LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+ CALL DORMR2( 'R', 'T', M, M, M, T, LDST, TAUR, S, LDST, WORK,
+ $ LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+ CALL DORMR2( 'L', 'N', M, M, M, T, LDST, TAUR, IR, LDST, WORK,
+ $ LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+*
+* Compute F-norm(S21) in BRQA21. (T21 is 0.)
+*
+ DSCALE = ZERO
+ DSUM = ONE
+ DO 30 I = 1, N2
+ CALL DLASSQ( N1, S( N2+1, I ), 1, DSCALE, DSUM )
+ 30 CONTINUE
+ BRQA21 = DSCALE*SQRT( DSUM )
+*
+* Triangularize the B-part by a QR factorization.
+* Apply transformation (from right) to A-part, giving S.
+*
+ CALL DGEQR2( M, M, TCPY, LDST, TAUL, WORK, LINFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+ CALL DORM2R( 'L', 'T', M, M, M, TCPY, LDST, TAUL, SCPY, LDST,
+ $ WORK, INFO )
+ CALL DORM2R( 'R', 'N', M, M, M, TCPY, LDST, TAUL, LICOP, LDST,
+ $ WORK, INFO )
+ IF( LINFO.NE.0 )
+ $ GO TO 70
+*
+* Compute F-norm(S21) in BQRA21. (T21 is 0.)
+*
+ DSCALE = ZERO
+ DSUM = ONE
+ DO 40 I = 1, N2
+ CALL DLASSQ( N1, SCPY( N2+1, I ), 1, DSCALE, DSUM )
+ 40 CONTINUE
+ BQRA21 = DSCALE*SQRT( DSUM )
+*
+* Decide which method to use.
+* Weak stability test:
+* F-norm(S21) <= O(EPS * F-norm((S, T)))
+*
+ IF( BQRA21.LE.BRQA21 .AND. BQRA21.LE.THRESH ) THEN
+ CALL DLACPY( 'F', M, M, SCPY, LDST, S, LDST )
+ CALL DLACPY( 'F', M, M, TCPY, LDST, T, LDST )
+ CALL DLACPY( 'F', M, M, IRCOP, LDST, IR, LDST )
+ CALL DLACPY( 'F', M, M, LICOP, LDST, LI, LDST )
+ ELSE IF( BRQA21.GE.THRESH ) THEN
+ GO TO 70
+ END IF
+*
+* Set lower triangle of B-part to zero
+*
+ CALL DLASET( 'Lower', M-1, M-1, ZERO, ZERO, T(2,1), LDST )
+*
+ IF( WANDS ) THEN
+*
+* Strong stability test:
+* F-norm((A-QL*S*QR', B-QL*T*QR')) <= O(EPS*F-norm((A,B)))
+*
+ CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ),
+ $ M )
+ CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, S, LDST, ZERO,
+ $ WORK, M )
+ CALL DGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
+ $ WORK( M*M+1 ), M )
+ DSCALE = ZERO
+ DSUM = ONE
+ CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
+*
+ CALL DLACPY( 'Full', M, M, B( J1, J1 ), LDB, WORK( M*M+1 ),
+ $ M )
+ CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, T, LDST, ZERO,
+ $ WORK, M )
+ CALL DGEMM( 'N', 'N', M, M, M, -ONE, WORK, M, IR, LDST, ONE,
+ $ WORK( M*M+1 ), M )
+ CALL DLASSQ( M*M, WORK( M*M+1 ), 1, DSCALE, DSUM )
+ SS = DSCALE*SQRT( DSUM )
+ DTRONG = ( SS.LE.THRESH )
+ IF( .NOT.DTRONG )
+ $ GO TO 70
+*
+ END IF
+*
+* If the swap is accepted ("weakly" and "strongly"), apply the
+* transformations and set N1-by-N2 (2,1)-block to zero.
+*
+ CALL DLASET( 'Full', N1, N2, ZERO, ZERO, S(N2+1,1), LDST )
+*
+* copy back M-by-M diagonal block starting at index J1 of (A, B)
+*
+ CALL DLACPY( 'F', M, M, S, LDST, A( J1, J1 ), LDA )
+ CALL DLACPY( 'F', M, M, T, LDST, B( J1, J1 ), LDB )
+ CALL DLASET( 'Full', LDST, LDST, ZERO, ZERO, T, LDST )
+*
+* Standardize existing 2-by-2 blocks.
+*
+ DO 50 I = 1, M*M
+ WORK(I) = ZERO
+ 50 CONTINUE
+ WORK( 1 ) = ONE
+ T( 1, 1 ) = ONE
+ IDUM = LWORK - M*M - 2
+ IF( N2.GT.1 ) THEN
+ CALL DLAGV2( A( J1, J1 ), LDA, B( J1, J1 ), LDB, AR, AI, BE,
+ $ WORK( 1 ), WORK( 2 ), T( 1, 1 ), T( 2, 1 ) )
+ WORK( M+1 ) = -WORK( 2 )
+ WORK( M+2 ) = WORK( 1 )
+ T( N2, N2 ) = T( 1, 1 )
+ T( 1, 2 ) = -T( 2, 1 )
+ END IF
+ WORK( M*M ) = ONE
+ T( M, M ) = ONE
+*
+ IF( N1.GT.1 ) THEN
+ CALL DLAGV2( A( J1+N2, J1+N2 ), LDA, B( J1+N2, J1+N2 ), LDB,
+ $ TAUR, TAUL, WORK( M*M+1 ), WORK( N2*M+N2+1 ),
+ $ WORK( N2*M+N2+2 ), T( N2+1, N2+1 ),
+ $ T( M, M-1 ) )
+ WORK( M*M ) = WORK( N2*M+N2+1 )
+ WORK( M*M-1 ) = -WORK( N2*M+N2+2 )
+ T( M, M ) = T( N2+1, N2+1 )
+ T( M-1, M ) = -T( M, M-1 )
+ END IF
+ CALL DGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, A( J1, J1+N2 ),
+ $ LDA, ZERO, WORK( M*M+1 ), N2 )
+ CALL DLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, A( J1, J1+N2 ),
+ $ LDA )
+ CALL DGEMM( 'T', 'N', N2, N1, N2, ONE, WORK, M, B( J1, J1+N2 ),
+ $ LDB, ZERO, WORK( M*M+1 ), N2 )
+ CALL DLACPY( 'Full', N2, N1, WORK( M*M+1 ), N2, B( J1, J1+N2 ),
+ $ LDB )
+ CALL DGEMM( 'N', 'N', M, M, M, ONE, LI, LDST, WORK, M, ZERO,
+ $ WORK( M*M+1 ), M )
+ CALL DLACPY( 'Full', M, M, WORK( M*M+1 ), M, LI, LDST )
+ CALL DGEMM( 'N', 'N', N2, N1, N1, ONE, A( J1, J1+N2 ), LDA,
+ $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
+ CALL DLACPY( 'Full', N2, N1, WORK, N2, A( J1, J1+N2 ), LDA )
+ CALL DGEMM( 'N', 'N', N2, N1, N1, ONE, B( J1, J1+N2 ), LDB,
+ $ T( N2+1, N2+1 ), LDST, ZERO, WORK, N2 )
+ CALL DLACPY( 'Full', N2, N1, WORK, N2, B( J1, J1+N2 ), LDB )
+ CALL DGEMM( 'T', 'N', M, M, M, ONE, IR, LDST, T, LDST, ZERO,
+ $ WORK, M )
+ CALL DLACPY( 'Full', M, M, WORK, M, IR, LDST )
+*
+* Accumulate transformations into Q and Z if requested.
+*
+ IF( WANTQ ) THEN
+ CALL DGEMM( 'N', 'N', N, M, M, ONE, Q( 1, J1 ), LDQ, LI,
+ $ LDST, ZERO, WORK, N )
+ CALL DLACPY( 'Full', N, M, WORK, N, Q( 1, J1 ), LDQ )
+*
+ END IF
+*
+ IF( WANTZ ) THEN
+ CALL DGEMM( 'N', 'N', N, M, M, ONE, Z( 1, J1 ), LDZ, IR,
+ $ LDST, ZERO, WORK, N )
+ CALL DLACPY( 'Full', N, M, WORK, N, Z( 1, J1 ), LDZ )
+*
+ END IF
+*
+* Update (A(J1:J1+M-1, M+J1:N), B(J1:J1+M-1, M+J1:N)) and
+* (A(1:J1-1, J1:J1+M), B(1:J1-1, J1:J1+M)).
+*
+ I = J1 + M
+ IF( I.LE.N ) THEN
+ CALL DGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
+ $ A( J1, I ), LDA, ZERO, WORK, M )
+ CALL DLACPY( 'Full', M, N-I+1, WORK, M, A( J1, I ), LDA )
+ CALL DGEMM( 'T', 'N', M, N-I+1, M, ONE, LI, LDST,
+ $ B( J1, I ), LDA, ZERO, WORK, M )
+ CALL DLACPY( 'Full', M, N-I+1, WORK, M, B( J1, I ), LDB )
+ END IF
+ I = J1 - 1
+ IF( I.GT.0 ) THEN
+ CALL DGEMM( 'N', 'N', I, M, M, ONE, A( 1, J1 ), LDA, IR,
+ $ LDST, ZERO, WORK, I )
+ CALL DLACPY( 'Full', I, M, WORK, I, A( 1, J1 ), LDA )
+ CALL DGEMM( 'N', 'N', I, M, M, ONE, B( 1, J1 ), LDB, IR,
+ $ LDST, ZERO, WORK, I )
+ CALL DLACPY( 'Full', I, M, WORK, I, B( 1, J1 ), LDB )
+ END IF
+*
+* Exit with INFO = 0 if swap was successfully performed.
+*
+ RETURN
+*
+ END IF
+*
+* Exit with INFO = 1 if swap was rejected.
+*
+ 70 CONTINUE
+*
+ INFO = 1
+ RETURN
+*
+* End of DTGEX2
+*
+ END
diff --git a/src/lib/lapack/dtgexc.f b/src/lib/lapack/dtgexc.f
new file mode 100644
index 00000000..bafefea2
--- /dev/null
+++ b/src/lib/lapack/dtgexc.f
@@ -0,0 +1,440 @@
+ SUBROUTINE DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, IFST, ILST, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ, WANTZ
+ INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
+ $ WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTGEXC reorders the generalized real Schur decomposition of a real
+* matrix pair (A,B) using an orthogonal equivalence transformation
+*
+* (A, B) = Q * (A, B) * Z',
+*
+* so that the diagonal block of (A, B) with row index IFST is moved
+* to row ILST.
+*
+* (A, B) must be in generalized real Schur canonical form (as returned
+* by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
+* diagonal blocks. B is upper triangular.
+*
+* Optionally, the matrices Q and Z of generalized Schur vectors are
+* updated.
+*
+* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
+* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
+*
+*
+* Arguments
+* =========
+*
+* WANTQ (input) LOGICAL
+* .TRUE. : update the left transformation matrix Q;
+* .FALSE.: do not update Q.
+*
+* WANTZ (input) LOGICAL
+* .TRUE. : update the right transformation matrix Z;
+* .FALSE.: do not update Z.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the matrix A in generalized real Schur canonical
+* form.
+* On exit, the updated matrix A, again in generalized
+* real Schur canonical form.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
+* On entry, the matrix B in generalized real Schur canonical
+* form (A,B).
+* On exit, the updated matrix B, again in generalized
+* real Schur canonical form (A,B).
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* Q (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
+* On exit, the updated matrix Q.
+* If WANTQ = .FALSE., Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1.
+* If WANTQ = .TRUE., LDQ >= N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* On entry, if WANTZ = .TRUE., the orthogonal matrix Z.
+* On exit, the updated matrix Z.
+* If WANTZ = .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1.
+* If WANTZ = .TRUE., LDZ >= N.
+*
+* IFST (input/output) INTEGER
+* ILST (input/output) INTEGER
+* Specify the reordering of the diagonal blocks of (A, B).
+* The block with row index IFST is moved to row ILST, by a
+* sequence of swapping between adjacent blocks.
+* On exit, if IFST pointed on entry to the second row of
+* a 2-by-2 block, it is changed to point to the first row;
+* ILST always points to the first row of the block in its
+* final position (which may differ from its input value by
+* +1 or -1). 1 <= IFST, ILST <= N.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* =0: successful exit.
+* <0: if INFO = -i, the i-th argument had an illegal value.
+* =1: The transformed matrix pair (A, B) would be too far
+* from generalized Schur form; the problem is ill-
+* conditioned. (A, B) may have been partially reordered,
+* and ILST points to the first row of the current
+* position of the block being moved.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
+* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
+* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
+* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER HERE, LWMIN, NBF, NBL, NBNEXT
+* ..
+* .. External Subroutines ..
+ EXTERNAL DTGEX2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input arguments.
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. ( LDQ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -9
+ ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. ( LDZ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -11
+ ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
+ INFO = -12
+ ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
+ INFO = -13
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.LE.1 ) THEN
+ LWMIN = 1
+ ELSE
+ LWMIN = 4*N + 16
+ END IF
+ WORK(1) = LWMIN
+*
+ IF (LWORK.LT.LWMIN .AND. .NOT.LQUERY) THEN
+ INFO = -15
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGEXC', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+* Determine the first row of the specified block and find out
+* if it is 1-by-1 or 2-by-2.
+*
+ IF( IFST.GT.1 ) THEN
+ IF( A( IFST, IFST-1 ).NE.ZERO )
+ $ IFST = IFST - 1
+ END IF
+ NBF = 1
+ IF( IFST.LT.N ) THEN
+ IF( A( IFST+1, IFST ).NE.ZERO )
+ $ NBF = 2
+ END IF
+*
+* Determine the first row of the final block
+* and find out if it is 1-by-1 or 2-by-2.
+*
+ IF( ILST.GT.1 ) THEN
+ IF( A( ILST, ILST-1 ).NE.ZERO )
+ $ ILST = ILST - 1
+ END IF
+ NBL = 1
+ IF( ILST.LT.N ) THEN
+ IF( A( ILST+1, ILST ).NE.ZERO )
+ $ NBL = 2
+ END IF
+ IF( IFST.EQ.ILST )
+ $ RETURN
+*
+ IF( IFST.LT.ILST ) THEN
+*
+* Update ILST.
+*
+ IF( NBF.EQ.2 .AND. NBL.EQ.1 )
+ $ ILST = ILST - 1
+ IF( NBF.EQ.1 .AND. NBL.EQ.2 )
+ $ ILST = ILST + 1
+*
+ HERE = IFST
+*
+ 10 CONTINUE
+*
+* Swap with next one below.
+*
+ IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
+*
+* Current block either 1-by-1 or 2-by-2.
+*
+ NBNEXT = 1
+ IF( HERE+NBF+1.LE.N ) THEN
+ IF( A( HERE+NBF+1, HERE+NBF ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, HERE, NBF, NBNEXT, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + NBNEXT
+*
+* Test if 2-by-2 block breaks into two 1-by-1 blocks.
+*
+ IF( NBF.EQ.2 ) THEN
+ IF( A( HERE+1, HERE ).EQ.ZERO )
+ $ NBF = 3
+ END IF
+*
+ ELSE
+*
+* Current block consists of two 1-by-1 blocks, each of which
+* must be swapped individually.
+*
+ NBNEXT = 1
+ IF( HERE+3.LE.N ) THEN
+ IF( A( HERE+3, HERE+2 ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, HERE+1, 1, NBNEXT, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ IF( NBNEXT.EQ.1 ) THEN
+*
+* Swap two 1-by-1 blocks.
+*
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, HERE, 1, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + 1
+*
+ ELSE
+*
+* Recompute NBNEXT in case of 2-by-2 split.
+*
+ IF( A( HERE+2, HERE+1 ).EQ.ZERO )
+ $ NBNEXT = 1
+ IF( NBNEXT.EQ.2 ) THEN
+*
+* 2-by-2 block did not split.
+*
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, HERE, 1, NBNEXT, WORK, LWORK,
+ $ INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + 2
+ ELSE
+*
+* 2-by-2 block did split.
+*
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + 1
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + 1
+ END IF
+*
+ END IF
+ END IF
+ IF( HERE.LT.ILST )
+ $ GO TO 10
+ ELSE
+ HERE = IFST
+*
+ 20 CONTINUE
+*
+* Swap with next one below.
+*
+ IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
+*
+* Current block either 1-by-1 or 2-by-2.
+*
+ NBNEXT = 1
+ IF( HERE.GE.3 ) THEN
+ IF( A( HERE-1, HERE-2 ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, HERE-NBNEXT, NBNEXT, NBF, WORK, LWORK,
+ $ INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - NBNEXT
+*
+* Test if 2-by-2 block breaks into two 1-by-1 blocks.
+*
+ IF( NBF.EQ.2 ) THEN
+ IF( A( HERE+1, HERE ).EQ.ZERO )
+ $ NBF = 3
+ END IF
+*
+ ELSE
+*
+* Current block consists of two 1-by-1 blocks, each of which
+* must be swapped individually.
+*
+ NBNEXT = 1
+ IF( HERE.GE.3 ) THEN
+ IF( A( HERE-1, HERE-2 ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, HERE-NBNEXT, NBNEXT, 1, WORK, LWORK,
+ $ INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ IF( NBNEXT.EQ.1 ) THEN
+*
+* Swap two 1-by-1 blocks.
+*
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, HERE, NBNEXT, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - 1
+ ELSE
+*
+* Recompute NBNEXT in case of 2-by-2 split.
+*
+ IF( A( HERE, HERE-1 ).EQ.ZERO )
+ $ NBNEXT = 1
+ IF( NBNEXT.EQ.2 ) THEN
+*
+* 2-by-2 block did not split.
+*
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, HERE-1, 2, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - 2
+ ELSE
+*
+* 2-by-2 block did split.
+*
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - 1
+ CALL DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, HERE, 1, 1, WORK, LWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - 1
+ END IF
+ END IF
+ END IF
+ IF( HERE.GT.ILST )
+ $ GO TO 20
+ END IF
+ ILST = HERE
+ WORK( 1 ) = LWMIN
+ RETURN
+*
+* End of DTGEXC
+*
+ END
diff --git a/src/lib/lapack/dtgsen.f b/src/lib/lapack/dtgsen.f
new file mode 100644
index 00000000..917a7b0f
--- /dev/null
+++ b/src/lib/lapack/dtgsen.f
@@ -0,0 +1,723 @@
+ SUBROUTINE DTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
+ $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL,
+ $ PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ, WANTZ
+ INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
+ $ M, N
+ DOUBLE PRECISION PL, PR
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
+ $ B( LDB, * ), BETA( * ), DIF( * ), Q( LDQ, * ),
+ $ WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTGSEN reorders the generalized real Schur decomposition of a real
+* matrix pair (A, B) (in terms of an orthonormal equivalence trans-
+* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
+* appears in the leading diagonal blocks of the upper quasi-triangular
+* matrix A and the upper triangular B. The leading columns of Q and
+* Z form orthonormal bases of the corresponding left and right eigen-
+* spaces (deflating subspaces). (A, B) must be in generalized real
+* Schur canonical form (as returned by DGGES), i.e. A is block upper
+* triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper
+* triangular.
+*
+* DTGSEN also computes the generalized eigenvalues
+*
+* w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j)
+*
+* of the reordered matrix pair (A, B).
+*
+* Optionally, DTGSEN computes the estimates of reciprocal condition
+* numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
+* (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
+* between the matrix pairs (A11, B11) and (A22,B22) that correspond to
+* the selected cluster and the eigenvalues outside the cluster, resp.,
+* and norms of "projections" onto left and right eigenspaces w.r.t.
+* the selected cluster in the (1,1)-block.
+*
+* Arguments
+* =========
+*
+* IJOB (input) INTEGER
+* Specifies whether condition numbers are required for the
+* cluster of eigenvalues (PL and PR) or the deflating subspaces
+* (Difu and Difl):
+* =0: Only reorder w.r.t. SELECT. No extras.
+* =1: Reciprocal of norms of "projections" onto left and right
+* eigenspaces w.r.t. the selected cluster (PL and PR).
+* =2: Upper bounds on Difu and Difl. F-norm-based estimate
+* (DIF(1:2)).
+* =3: Estimate of Difu and Difl. 1-norm-based estimate
+* (DIF(1:2)).
+* About 5 times as expensive as IJOB = 2.
+* =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
+* version to get it all.
+* =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
+*
+* WANTQ (input) LOGICAL
+* .TRUE. : update the left transformation matrix Q;
+* .FALSE.: do not update Q.
+*
+* WANTZ (input) LOGICAL
+* .TRUE. : update the right transformation matrix Z;
+* .FALSE.: do not update Z.
+*
+* SELECT (input) LOGICAL array, dimension (N)
+* SELECT specifies the eigenvalues in the selected cluster.
+* To select a real eigenvalue w(j), SELECT(j) must be set to
+* .TRUE.. To select a complex conjugate pair of eigenvalues
+* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
+* either SELECT(j) or SELECT(j+1) or both must be set to
+* .TRUE.; a complex conjugate pair of eigenvalues must be
+* either both included in the cluster or both excluded.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension(LDA,N)
+* On entry, the upper quasi-triangular matrix A, with (A, B) in
+* generalized real Schur canonical form.
+* On exit, A is overwritten by the reordered matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension(LDB,N)
+* On entry, the upper triangular matrix B, with (A, B) in
+* generalized real Schur canonical form.
+* On exit, B is overwritten by the reordered matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
+* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
+* BETA (output) DOUBLE PRECISION array, dimension (N)
+* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
+* be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
+* and BETA(j),j=1,...,N are the diagonals of the complex Schur
+* form (S,T) that would result if the 2-by-2 diagonal blocks of
+* the real generalized Schur form of (A,B) were further reduced
+* to triangular form using complex unitary transformations.
+* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
+* positive, then the j-th and (j+1)-st eigenvalues are a
+* complex conjugate pair, with ALPHAI(j+1) negative.
+*
+* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
+* On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
+* On exit, Q has been postmultiplied by the left orthogonal
+* transformation matrix which reorder (A, B); The leading M
+* columns of Q form orthonormal bases for the specified pair of
+* left eigenspaces (deflating subspaces).
+* If WANTQ = .FALSE., Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1;
+* and if WANTQ = .TRUE., LDQ >= N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
+* On exit, Z has been postmultiplied by the left orthogonal
+* transformation matrix which reorder (A, B); The leading M
+* columns of Z form orthonormal bases for the specified pair of
+* left eigenspaces (deflating subspaces).
+* If WANTZ = .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1;
+* If WANTZ = .TRUE., LDZ >= N.
+*
+* M (output) INTEGER
+* The dimension of the specified pair of left and right eigen-
+* spaces (deflating subspaces). 0 <= M <= N.
+*
+* PL (output) DOUBLE PRECISION
+* PR (output) DOUBLE PRECISION
+* If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
+* reciprocal of the norm of "projections" onto left and right
+* eigenspaces with respect to the selected cluster.
+* 0 < PL, PR <= 1.
+* If M = 0 or M = N, PL = PR = 1.
+* If IJOB = 0, 2 or 3, PL and PR are not referenced.
+*
+* DIF (output) DOUBLE PRECISION array, dimension (2).
+* If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
+* If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
+* Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
+* estimates of Difu and Difl.
+* If M = 0 or N, DIF(1:2) = F-norm([A, B]).
+* If IJOB = 0 or 1, DIF is not referenced.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* IF IJOB = 0, WORK is not referenced. Otherwise,
+* on exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= 4*N+16.
+* If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).
+* If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
+* IF IJOB = 0, IWORK is not referenced. Otherwise,
+* on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
+*
+* LIWORK (input) INTEGER
+* The dimension of the array IWORK. LIWORK >= 1.
+* If IJOB = 1, 2 or 4, LIWORK >= N+6.
+* If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).
+*
+* If LIWORK = -1, then a workspace query is assumed; the
+* routine only calculates the optimal size of the IWORK array,
+* returns this value as the first entry of the IWORK array, and
+* no error message related to LIWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* =0: Successful exit.
+* <0: If INFO = -i, the i-th argument had an illegal value.
+* =1: Reordering of (A, B) failed because the transformed
+* matrix pair (A, B) would be too far from generalized
+* Schur form; the problem is very ill-conditioned.
+* (A, B) may have been partially reordered.
+* If requested, 0 is returned in DIF(*), PL and PR.
+*
+* Further Details
+* ===============
+*
+* DTGSEN first collects the selected eigenvalues by computing
+* orthogonal U and W that move them to the top left corner of (A, B).
+* In other words, the selected eigenvalues are the eigenvalues of
+* (A11, B11) in:
+*
+* U'*(A, B)*W = (A11 A12) (B11 B12) n1
+* ( 0 A22),( 0 B22) n2
+* n1 n2 n1 n2
+*
+* where N = n1+n2 and U' means the transpose of U. The first n1 columns
+* of U and W span the specified pair of left and right eigenspaces
+* (deflating subspaces) of (A, B).
+*
+* If (A, B) has been obtained from the generalized real Schur
+* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
+* reordered generalized real Schur form of (C, D) is given by
+*
+* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
+*
+* and the first n1 columns of Q*U and Z*W span the corresponding
+* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
+*
+* Note that if the selected eigenvalue is sufficiently ill-conditioned,
+* then its value may differ significantly from its value before
+* reordering.
+*
+* The reciprocal condition numbers of the left and right eigenspaces
+* spanned by the first n1 columns of U and W (or Q*U and Z*W) may
+* be returned in DIF(1:2), corresponding to Difu and Difl, resp.
+*
+* The Difu and Difl are defined as:
+*
+* Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
+* and
+* Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
+*
+* where sigma-min(Zu) is the smallest singular value of the
+* (2*n1*n2)-by-(2*n1*n2) matrix
+*
+* Zu = [ kron(In2, A11) -kron(A22', In1) ]
+* [ kron(In2, B11) -kron(B22', In1) ].
+*
+* Here, Inx is the identity matrix of size nx and A22' is the
+* transpose of A22. kron(X, Y) is the Kronecker product between
+* the matrices X and Y.
+*
+* When DIF(2) is small, small changes in (A, B) can cause large changes
+* in the deflating subspace. An approximate (asymptotic) bound on the
+* maximum angular error in the computed deflating subspaces is
+*
+* EPS * norm((A, B)) / DIF(2),
+*
+* where EPS is the machine precision.
+*
+* The reciprocal norm of the projectors on the left and right
+* eigenspaces associated with (A11, B11) may be returned in PL and PR.
+* They are computed as follows. First we compute L and R so that
+* P*(A, B)*Q is block diagonal, where
+*
+* P = ( I -L ) n1 Q = ( I R ) n1
+* ( 0 I ) n2 and ( 0 I ) n2
+* n1 n2 n1 n2
+*
+* and (L, R) is the solution to the generalized Sylvester equation
+*
+* A11*R - L*A22 = -A12
+* B11*R - L*B22 = -B12
+*
+* Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
+* An approximate (asymptotic) bound on the average absolute error of
+* the selected eigenvalues is
+*
+* EPS * norm((A, B)) / PL.
+*
+* There are also global error bounds which valid for perturbations up
+* to a certain restriction: A lower bound (x) on the smallest
+* F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
+* coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
+* (i.e. (A + E, B + F), is
+*
+* x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
+*
+* An approximate bound on x can be computed from DIF(1:2), PL and PR.
+*
+* If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
+* (L', R') and unperturbed (L, R) left and right deflating subspaces
+* associated with the selected cluster in the (1,1)-blocks can be
+* bounded as
+*
+* max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
+* max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
+*
+* See LAPACK User's Guide section 4.11 or the following references
+* for more information.
+*
+* Note that if the default method for computing the Frobenius-norm-
+* based estimate DIF is not wanted (see DLATDF), then the parameter
+* IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF
+* (IJOB = 2 will be used)). See DTGSYL for more details.
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* References
+* ==========
+*
+* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
+* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
+* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
+* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
+*
+* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
+* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
+* Estimation: Theory, Algorithms and Software,
+* Report UMINF - 94.04, Department of Computing Science, Umea
+* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
+* Note 87. To appear in Numerical Algorithms, 1996.
+*
+* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
+* for Solving the Generalized Sylvester Equation and Estimating the
+* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
+* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
+* 1996.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER IDIFJB
+ PARAMETER ( IDIFJB = 3 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, PAIR, SWAP, WANTD, WANTD1, WANTD2,
+ $ WANTP
+ INTEGER I, IERR, IJB, K, KASE, KK, KS, LIWMIN, LWMIN,
+ $ MN2, N1, N2
+ DOUBLE PRECISION DSCALE, DSUM, EPS, RDSCAL, SMLNUM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DLACPY, DLAG2, DLASSQ, DTGEXC, DTGSYL,
+ $ XERBLA
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
+*
+ IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -14
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -16
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGSEN', -INFO )
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ IERR = 0
+*
+ WANTP = IJOB.EQ.1 .OR. IJOB.GE.4
+ WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4
+ WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5
+ WANTD = WANTD1 .OR. WANTD2
+*
+* Set M to the dimension of the specified pair of deflating
+* subspaces.
+*
+ M = 0
+ PAIR = .FALSE.
+ DO 10 K = 1, N
+ IF( PAIR ) THEN
+ PAIR = .FALSE.
+ ELSE
+ IF( K.LT.N ) THEN
+ IF( A( K+1, K ).EQ.ZERO ) THEN
+ IF( SELECT( K ) )
+ $ M = M + 1
+ ELSE
+ PAIR = .TRUE.
+ IF( SELECT( K ) .OR. SELECT( K+1 ) )
+ $ M = M + 2
+ END IF
+ ELSE
+ IF( SELECT( N ) )
+ $ M = M + 1
+ END IF
+ END IF
+ 10 CONTINUE
+*
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
+ LWMIN = MAX( 1, 4*N+16, 2*M*( N-M ) )
+ LIWMIN = MAX( 1, N+6 )
+ ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN
+ LWMIN = MAX( 1, 4*N+16, 4*M*( N-M ) )
+ LIWMIN = MAX( 1, 2*M*( N-M ), N+6 )
+ ELSE
+ LWMIN = MAX( 1, 4*N+16 )
+ LIWMIN = 1
+ END IF
+*
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -22
+ ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -24
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGSEN', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( M.EQ.N .OR. M.EQ.0 ) THEN
+ IF( WANTP ) THEN
+ PL = ONE
+ PR = ONE
+ END IF
+ IF( WANTD ) THEN
+ DSCALE = ZERO
+ DSUM = ONE
+ DO 20 I = 1, N
+ CALL DLASSQ( N, A( 1, I ), 1, DSCALE, DSUM )
+ CALL DLASSQ( N, B( 1, I ), 1, DSCALE, DSUM )
+ 20 CONTINUE
+ DIF( 1 ) = DSCALE*SQRT( DSUM )
+ DIF( 2 ) = DIF( 1 )
+ END IF
+ GO TO 60
+ END IF
+*
+* Collect the selected blocks at the top-left corner of (A, B).
+*
+ KS = 0
+ PAIR = .FALSE.
+ DO 30 K = 1, N
+ IF( PAIR ) THEN
+ PAIR = .FALSE.
+ ELSE
+*
+ SWAP = SELECT( K )
+ IF( K.LT.N ) THEN
+ IF( A( K+1, K ).NE.ZERO ) THEN
+ PAIR = .TRUE.
+ SWAP = SWAP .OR. SELECT( K+1 )
+ END IF
+ END IF
+*
+ IF( SWAP ) THEN
+ KS = KS + 1
+*
+* Swap the K-th block to position KS.
+* Perform the reordering of diagonal blocks in (A, B)
+* by orthogonal transformation matrices and update
+* Q and Z accordingly (if requested):
+*
+ KK = K
+ IF( K.NE.KS )
+ $ CALL DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ,
+ $ Z, LDZ, KK, KS, WORK, LWORK, IERR )
+*
+ IF( IERR.GT.0 ) THEN
+*
+* Swap is rejected: exit.
+*
+ INFO = 1
+ IF( WANTP ) THEN
+ PL = ZERO
+ PR = ZERO
+ END IF
+ IF( WANTD ) THEN
+ DIF( 1 ) = ZERO
+ DIF( 2 ) = ZERO
+ END IF
+ GO TO 60
+ END IF
+*
+ IF( PAIR )
+ $ KS = KS + 1
+ END IF
+ END IF
+ 30 CONTINUE
+ IF( WANTP ) THEN
+*
+* Solve generalized Sylvester equation for R and L
+* and compute PL and PR.
+*
+ N1 = M
+ N2 = N - M
+ I = N1 + 1
+ IJB = 0
+ CALL DLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 )
+ CALL DLACPY( 'Full', N1, N2, B( 1, I ), LDB, WORK( N1*N2+1 ),
+ $ N1 )
+ CALL DTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
+ $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ), N1,
+ $ DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
+ $ LWORK-2*N1*N2, IWORK, IERR )
+*
+* Estimate the reciprocal of norms of "projections" onto left
+* and right eigenspaces.
+*
+ RDSCAL = ZERO
+ DSUM = ONE
+ CALL DLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM )
+ PL = RDSCAL*SQRT( DSUM )
+ IF( PL.EQ.ZERO ) THEN
+ PL = ONE
+ ELSE
+ PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) )
+ END IF
+ RDSCAL = ZERO
+ DSUM = ONE
+ CALL DLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM )
+ PR = RDSCAL*SQRT( DSUM )
+ IF( PR.EQ.ZERO ) THEN
+ PR = ONE
+ ELSE
+ PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) )
+ END IF
+ END IF
+*
+ IF( WANTD ) THEN
+*
+* Compute estimates of Difu and Difl.
+*
+ IF( WANTD1 ) THEN
+ N1 = M
+ N2 = N - M
+ I = N1 + 1
+ IJB = IDIFJB
+*
+* Frobenius norm-based Difu-estimate.
+*
+ CALL DTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
+ $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ),
+ $ N1, DSCALE, DIF( 1 ), WORK( 2*N1*N2+1 ),
+ $ LWORK-2*N1*N2, IWORK, IERR )
+*
+* Frobenius norm-based Difl-estimate.
+*
+ CALL DTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA, WORK,
+ $ N2, B( I, I ), LDB, B, LDB, WORK( N1*N2+1 ),
+ $ N2, DSCALE, DIF( 2 ), WORK( 2*N1*N2+1 ),
+ $ LWORK-2*N1*N2, IWORK, IERR )
+ ELSE
+*
+*
+* Compute 1-norm-based estimates of Difu and Difl using
+* reversed communication with DLACN2. In each step a
+* generalized Sylvester equation or a transposed variant
+* is solved.
+*
+ KASE = 0
+ N1 = M
+ N2 = N - M
+ I = N1 + 1
+ IJB = 0
+ MN2 = 2*N1*N2
+*
+* 1-norm-based estimate of Difu.
+*
+ 40 CONTINUE
+ CALL DLACN2( MN2, WORK( MN2+1 ), WORK, IWORK, DIF( 1 ),
+ $ KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve generalized Sylvester equation.
+*
+ CALL DTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA,
+ $ WORK, N1, B, LDB, B( I, I ), LDB,
+ $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
+ $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ ELSE
+*
+* Solve the transposed variant.
+*
+ CALL DTGSYL( 'T', IJB, N1, N2, A, LDA, A( I, I ), LDA,
+ $ WORK, N1, B, LDB, B( I, I ), LDB,
+ $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
+ $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ END IF
+ GO TO 40
+ END IF
+ DIF( 1 ) = DSCALE / DIF( 1 )
+*
+* 1-norm-based estimate of Difl.
+*
+ 50 CONTINUE
+ CALL DLACN2( MN2, WORK( MN2+1 ), WORK, IWORK, DIF( 2 ),
+ $ KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve generalized Sylvester equation.
+*
+ CALL DTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA,
+ $ WORK, N2, B( I, I ), LDB, B, LDB,
+ $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
+ $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ ELSE
+*
+* Solve the transposed variant.
+*
+ CALL DTGSYL( 'T', IJB, N2, N1, A( I, I ), LDA, A, LDA,
+ $ WORK, N2, B( I, I ), LDB, B, LDB,
+ $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
+ $ WORK( 2*N1*N2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ END IF
+ GO TO 50
+ END IF
+ DIF( 2 ) = DSCALE / DIF( 2 )
+*
+ END IF
+ END IF
+*
+ 60 CONTINUE
+*
+* Compute generalized eigenvalues of reordered pair (A, B) and
+* normalize the generalized Schur form.
+*
+ PAIR = .FALSE.
+ DO 80 K = 1, N
+ IF( PAIR ) THEN
+ PAIR = .FALSE.
+ ELSE
+*
+ IF( K.LT.N ) THEN
+ IF( A( K+1, K ).NE.ZERO ) THEN
+ PAIR = .TRUE.
+ END IF
+ END IF
+*
+ IF( PAIR ) THEN
+*
+* Compute the eigenvalue(s) at position K.
+*
+ WORK( 1 ) = A( K, K )
+ WORK( 2 ) = A( K+1, K )
+ WORK( 3 ) = A( K, K+1 )
+ WORK( 4 ) = A( K+1, K+1 )
+ WORK( 5 ) = B( K, K )
+ WORK( 6 ) = B( K+1, K )
+ WORK( 7 ) = B( K, K+1 )
+ WORK( 8 ) = B( K+1, K+1 )
+ CALL DLAG2( WORK, 2, WORK( 5 ), 2, SMLNUM*EPS, BETA( K ),
+ $ BETA( K+1 ), ALPHAR( K ), ALPHAR( K+1 ),
+ $ ALPHAI( K ) )
+ ALPHAI( K+1 ) = -ALPHAI( K )
+*
+ ELSE
+*
+ IF( SIGN( ONE, B( K, K ) ).LT.ZERO ) THEN
+*
+* If B(K,K) is negative, make it positive
+*
+ DO 70 I = 1, N
+ A( K, I ) = -A( K, I )
+ B( K, I ) = -B( K, I )
+ Q( I, K ) = -Q( I, K )
+ 70 CONTINUE
+ END IF
+*
+ ALPHAR( K ) = A( K, K )
+ ALPHAI( K ) = ZERO
+ BETA( K ) = B( K, K )
+*
+ END IF
+ END IF
+ 80 CONTINUE
+*
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ RETURN
+*
+* End of DTGSEN
+*
+ END
diff --git a/src/lib/lapack/dtgsy2.f b/src/lib/lapack/dtgsy2.f
new file mode 100644
index 00000000..3ebc912f
--- /dev/null
+++ b/src/lib/lapack/dtgsy2.f
@@ -0,0 +1,956 @@
+ SUBROUTINE DTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL,
+ $ IWORK, PQ, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N,
+ $ PQ
+ DOUBLE PRECISION RDSCAL, RDSUM, SCALE
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ),
+ $ D( LDD, * ), E( LDE, * ), F( LDF, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTGSY2 solves the generalized Sylvester equation:
+*
+* A * R - L * B = scale * C (1)
+* D * R - L * E = scale * F,
+*
+* using Level 1 and 2 BLAS. where R and L are unknown M-by-N matrices,
+* (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
+* N-by-N and M-by-N, respectively, with real entries. (A, D) and (B, E)
+* must be in generalized Schur canonical form, i.e. A, B are upper
+* quasi triangular and D, E are upper triangular. The solution (R, L)
+* overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor
+* chosen to avoid overflow.
+*
+* In matrix notation solving equation (1) corresponds to solve
+* Z*x = scale*b, where Z is defined as
+*
+* Z = [ kron(In, A) -kron(B', Im) ] (2)
+* [ kron(In, D) -kron(E', Im) ],
+*
+* Ik is the identity matrix of size k and X' is the transpose of X.
+* kron(X, Y) is the Kronecker product between the matrices X and Y.
+* In the process of solving (1), we solve a number of such systems
+* where Dim(In), Dim(In) = 1 or 2.
+*
+* If TRANS = 'T', solve the transposed system Z'*y = scale*b for y,
+* which is equivalent to solve for R and L in
+*
+* A' * R + D' * L = scale * C (3)
+* R * B' + L * E' = scale * -F
+*
+* This case is used to compute an estimate of Dif[(A, D), (B, E)] =
+* sigma_min(Z) using reverse communicaton with DLACON.
+*
+* DTGSY2 also (IJOB >= 1) contributes to the computation in STGSYL
+* of an upper bound on the separation between to matrix pairs. Then
+* the input (A, D), (B, E) are sub-pencils of the matrix pair in
+* DTGSYL. See STGSYL for details.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* = 'N', solve the generalized Sylvester equation (1).
+* = 'T': solve the 'transposed' system (3).
+*
+* IJOB (input) INTEGER
+* Specifies what kind of functionality to be performed.
+* = 0: solve (1) only.
+* = 1: A contribution from this subsystem to a Frobenius
+* norm-based estimate of the separation between two matrix
+* pairs is computed. (look ahead strategy is used).
+* = 2: A contribution from this subsystem to a Frobenius
+* norm-based estimate of the separation between two matrix
+* pairs is computed. (DGECON on sub-systems is used.)
+* Not referenced if TRANS = 'T'.
+*
+* M (input) INTEGER
+* On entry, M specifies the order of A and D, and the row
+* dimension of C, F, R and L.
+*
+* N (input) INTEGER
+* On entry, N specifies the order of B and E, and the column
+* dimension of C, F, R and L.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA, M)
+* On entry, A contains an upper quasi triangular matrix.
+*
+* LDA (input) INTEGER
+* The leading dimension of the matrix A. LDA >= max(1, M).
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB, N)
+* On entry, B contains an upper quasi triangular matrix.
+*
+* LDB (input) INTEGER
+* The leading dimension of the matrix B. LDB >= max(1, N).
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
+* On entry, C contains the right-hand-side of the first matrix
+* equation in (1).
+* On exit, if IJOB = 0, C has been overwritten by the
+* solution R.
+*
+* LDC (input) INTEGER
+* The leading dimension of the matrix C. LDC >= max(1, M).
+*
+* D (input) DOUBLE PRECISION array, dimension (LDD, M)
+* On entry, D contains an upper triangular matrix.
+*
+* LDD (input) INTEGER
+* The leading dimension of the matrix D. LDD >= max(1, M).
+*
+* E (input) DOUBLE PRECISION array, dimension (LDE, N)
+* On entry, E contains an upper triangular matrix.
+*
+* LDE (input) INTEGER
+* The leading dimension of the matrix E. LDE >= max(1, N).
+*
+* F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
+* On entry, F contains the right-hand-side of the second matrix
+* equation in (1).
+* On exit, if IJOB = 0, F has been overwritten by the
+* solution L.
+*
+* LDF (input) INTEGER
+* The leading dimension of the matrix F. LDF >= max(1, M).
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
+* R and L (C and F on entry) will hold the solutions to a
+* slightly perturbed system but the input matrices A, B, D and
+* E have not been changed. If SCALE = 0, R and L will hold the
+* solutions to the homogeneous system with C = F = 0. Normally,
+* SCALE = 1.
+*
+* RDSUM (input/output) DOUBLE PRECISION
+* On entry, the sum of squares of computed contributions to
+* the Dif-estimate under computation by DTGSYL, where the
+* scaling factor RDSCAL (see below) has been factored out.
+* On exit, the corresponding sum of squares updated with the
+* contributions from the current sub-system.
+* If TRANS = 'T' RDSUM is not touched.
+* NOTE: RDSUM only makes sense when DTGSY2 is called by STGSYL.
+*
+* RDSCAL (input/output) DOUBLE PRECISION
+* On entry, scaling factor used to prevent overflow in RDSUM.
+* On exit, RDSCAL is updated w.r.t. the current contributions
+* in RDSUM.
+* If TRANS = 'T', RDSCAL is not touched.
+* NOTE: RDSCAL only makes sense when DTGSY2 is called by
+* DTGSYL.
+*
+* IWORK (workspace) INTEGER array, dimension (M+N+2)
+*
+* PQ (output) INTEGER
+* On exit, the number of subsystems (of size 2-by-2, 4-by-4 and
+* 8-by-8) solved by this routine.
+*
+* INFO (output) INTEGER
+* On exit, if INFO is set to
+* =0: Successful exit
+* <0: If INFO = -i, the i-th argument had an illegal value.
+* >0: The matrix pairs (A, D) and (B, E) have common or very
+* close eigenvalues.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+* Replaced various illegal calls to DCOPY by calls to DLASET.
+* Sven Hammarling, 27/5/02.
+*
+* .. Parameters ..
+ INTEGER LDZ
+ PARAMETER ( LDZ = 8 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN
+ INTEGER I, IE, IERR, II, IS, ISP1, J, JE, JJ, JS, JSP1,
+ $ K, MB, NB, P, Q, ZDIM
+ DOUBLE PRECISION ALPHA, SCALOC
+* ..
+* .. Local Arrays ..
+ INTEGER IPIV( LDZ ), JPIV( LDZ )
+ DOUBLE PRECISION RHS( LDZ ), Z( LDZ, LDZ )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMM, DGEMV, DGER, DGESC2,
+ $ DGETC2, DLASET, DLATDF, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input parameters
+*
+ INFO = 0
+ IERR = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -1
+ ELSE IF( NOTRAN ) THEN
+ IF( ( IJOB.LT.0 ) .OR. ( IJOB.GT.2 ) ) THEN
+ INFO = -2
+ END IF
+ END IF
+ IF( INFO.EQ.0 ) THEN
+ IF( M.LE.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LE.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
+ INFO = -12
+ ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
+ INFO = -14
+ ELSE IF( LDF.LT.MAX( 1, M ) ) THEN
+ INFO = -16
+ END IF
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGSY2', -INFO )
+ RETURN
+ END IF
+*
+* Determine block structure of A
+*
+ PQ = 0
+ P = 0
+ I = 1
+ 10 CONTINUE
+ IF( I.GT.M )
+ $ GO TO 20
+ P = P + 1
+ IWORK( P ) = I
+ IF( I.EQ.M )
+ $ GO TO 20
+ IF( A( I+1, I ).NE.ZERO ) THEN
+ I = I + 2
+ ELSE
+ I = I + 1
+ END IF
+ GO TO 10
+ 20 CONTINUE
+ IWORK( P+1 ) = M + 1
+*
+* Determine block structure of B
+*
+ Q = P + 1
+ J = 1
+ 30 CONTINUE
+ IF( J.GT.N )
+ $ GO TO 40
+ Q = Q + 1
+ IWORK( Q ) = J
+ IF( J.EQ.N )
+ $ GO TO 40
+ IF( B( J+1, J ).NE.ZERO ) THEN
+ J = J + 2
+ ELSE
+ J = J + 1
+ END IF
+ GO TO 30
+ 40 CONTINUE
+ IWORK( Q+1 ) = N + 1
+ PQ = P*( Q-P-1 )
+*
+ IF( NOTRAN ) THEN
+*
+* Solve (I, J) - subsystem
+* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
+* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
+* for I = P, P - 1, ..., 1; J = 1, 2, ..., Q
+*
+ SCALE = ONE
+ SCALOC = ONE
+ DO 120 J = P + 2, Q
+ JS = IWORK( J )
+ JSP1 = JS + 1
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ DO 110 I = P, 1, -1
+*
+ IS = IWORK( I )
+ ISP1 = IS + 1
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ ZDIM = MB*NB*2
+*
+ IF( ( MB.EQ.1 ) .AND. ( NB.EQ.1 ) ) THEN
+*
+* Build a 2-by-2 system Z * x = RHS
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = D( IS, IS )
+ Z( 1, 2 ) = -B( JS, JS )
+ Z( 2, 2 ) = -E( JS, JS )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( IS, JS )
+ RHS( 2 ) = F( IS, JS )
+*
+* Solve Z * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+*
+ IF( IJOB.EQ.0 ) THEN
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV,
+ $ SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 50 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 50 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ ELSE
+ CALL DLATDF( IJOB, ZDIM, Z, LDZ, RHS, RDSUM,
+ $ RDSCAL, IPIV, JPIV )
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( IS, JS ) = RHS( 1 )
+ F( IS, JS ) = RHS( 2 )
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( I.GT.1 ) THEN
+ ALPHA = -RHS( 1 )
+ CALL DAXPY( IS-1, ALPHA, A( 1, IS ), 1, C( 1, JS ),
+ $ 1 )
+ CALL DAXPY( IS-1, ALPHA, D( 1, IS ), 1, F( 1, JS ),
+ $ 1 )
+ END IF
+ IF( J.LT.Q ) THEN
+ CALL DAXPY( N-JE, RHS( 2 ), B( JS, JE+1 ), LDB,
+ $ C( IS, JE+1 ), LDC )
+ CALL DAXPY( N-JE, RHS( 2 ), E( JS, JE+1 ), LDE,
+ $ F( IS, JE+1 ), LDF )
+ END IF
+*
+ ELSE IF( ( MB.EQ.1 ) .AND. ( NB.EQ.2 ) ) THEN
+*
+* Build a 4-by-4 system Z * x = RHS
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = ZERO
+ Z( 3, 1 ) = D( IS, IS )
+ Z( 4, 1 ) = ZERO
+*
+ Z( 1, 2 ) = ZERO
+ Z( 2, 2 ) = A( IS, IS )
+ Z( 3, 2 ) = ZERO
+ Z( 4, 2 ) = D( IS, IS )
+*
+ Z( 1, 3 ) = -B( JS, JS )
+ Z( 2, 3 ) = -B( JS, JSP1 )
+ Z( 3, 3 ) = -E( JS, JS )
+ Z( 4, 3 ) = -E( JS, JSP1 )
+*
+ Z( 1, 4 ) = -B( JSP1, JS )
+ Z( 2, 4 ) = -B( JSP1, JSP1 )
+ Z( 3, 4 ) = ZERO
+ Z( 4, 4 ) = -E( JSP1, JSP1 )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( IS, JS )
+ RHS( 2 ) = C( IS, JSP1 )
+ RHS( 3 ) = F( IS, JS )
+ RHS( 4 ) = F( IS, JSP1 )
+*
+* Solve Z * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+*
+ IF( IJOB.EQ.0 ) THEN
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV,
+ $ SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 60 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 60 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ ELSE
+ CALL DLATDF( IJOB, ZDIM, Z, LDZ, RHS, RDSUM,
+ $ RDSCAL, IPIV, JPIV )
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( IS, JS ) = RHS( 1 )
+ C( IS, JSP1 ) = RHS( 2 )
+ F( IS, JS ) = RHS( 3 )
+ F( IS, JSP1 ) = RHS( 4 )
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( I.GT.1 ) THEN
+ CALL DGER( IS-1, NB, -ONE, A( 1, IS ), 1, RHS( 1 ),
+ $ 1, C( 1, JS ), LDC )
+ CALL DGER( IS-1, NB, -ONE, D( 1, IS ), 1, RHS( 1 ),
+ $ 1, F( 1, JS ), LDF )
+ END IF
+ IF( J.LT.Q ) THEN
+ CALL DAXPY( N-JE, RHS( 3 ), B( JS, JE+1 ), LDB,
+ $ C( IS, JE+1 ), LDC )
+ CALL DAXPY( N-JE, RHS( 3 ), E( JS, JE+1 ), LDE,
+ $ F( IS, JE+1 ), LDF )
+ CALL DAXPY( N-JE, RHS( 4 ), B( JSP1, JE+1 ), LDB,
+ $ C( IS, JE+1 ), LDC )
+ CALL DAXPY( N-JE, RHS( 4 ), E( JSP1, JE+1 ), LDE,
+ $ F( IS, JE+1 ), LDF )
+ END IF
+*
+ ELSE IF( ( MB.EQ.2 ) .AND. ( NB.EQ.1 ) ) THEN
+*
+* Build a 4-by-4 system Z * x = RHS
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = A( ISP1, IS )
+ Z( 3, 1 ) = D( IS, IS )
+ Z( 4, 1 ) = ZERO
+*
+ Z( 1, 2 ) = A( IS, ISP1 )
+ Z( 2, 2 ) = A( ISP1, ISP1 )
+ Z( 3, 2 ) = D( IS, ISP1 )
+ Z( 4, 2 ) = D( ISP1, ISP1 )
+*
+ Z( 1, 3 ) = -B( JS, JS )
+ Z( 2, 3 ) = ZERO
+ Z( 3, 3 ) = -E( JS, JS )
+ Z( 4, 3 ) = ZERO
+*
+ Z( 1, 4 ) = ZERO
+ Z( 2, 4 ) = -B( JS, JS )
+ Z( 3, 4 ) = ZERO
+ Z( 4, 4 ) = -E( JS, JS )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( IS, JS )
+ RHS( 2 ) = C( ISP1, JS )
+ RHS( 3 ) = F( IS, JS )
+ RHS( 4 ) = F( ISP1, JS )
+*
+* Solve Z * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+ IF( IJOB.EQ.0 ) THEN
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV,
+ $ SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 70 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 70 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ ELSE
+ CALL DLATDF( IJOB, ZDIM, Z, LDZ, RHS, RDSUM,
+ $ RDSCAL, IPIV, JPIV )
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( IS, JS ) = RHS( 1 )
+ C( ISP1, JS ) = RHS( 2 )
+ F( IS, JS ) = RHS( 3 )
+ F( ISP1, JS ) = RHS( 4 )
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( I.GT.1 ) THEN
+ CALL DGEMV( 'N', IS-1, MB, -ONE, A( 1, IS ), LDA,
+ $ RHS( 1 ), 1, ONE, C( 1, JS ), 1 )
+ CALL DGEMV( 'N', IS-1, MB, -ONE, D( 1, IS ), LDD,
+ $ RHS( 1 ), 1, ONE, F( 1, JS ), 1 )
+ END IF
+ IF( J.LT.Q ) THEN
+ CALL DGER( MB, N-JE, ONE, RHS( 3 ), 1,
+ $ B( JS, JE+1 ), LDB, C( IS, JE+1 ), LDC )
+ CALL DGER( MB, N-JE, ONE, RHS( 3 ), 1,
+ $ E( JS, JE+1 ), LDB, F( IS, JE+1 ), LDC )
+ END IF
+*
+ ELSE IF( ( MB.EQ.2 ) .AND. ( NB.EQ.2 ) ) THEN
+*
+* Build an 8-by-8 system Z * x = RHS
+*
+ CALL DLASET( 'F', LDZ, LDZ, ZERO, ZERO, Z, LDZ )
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = A( ISP1, IS )
+ Z( 5, 1 ) = D( IS, IS )
+*
+ Z( 1, 2 ) = A( IS, ISP1 )
+ Z( 2, 2 ) = A( ISP1, ISP1 )
+ Z( 5, 2 ) = D( IS, ISP1 )
+ Z( 6, 2 ) = D( ISP1, ISP1 )
+*
+ Z( 3, 3 ) = A( IS, IS )
+ Z( 4, 3 ) = A( ISP1, IS )
+ Z( 7, 3 ) = D( IS, IS )
+*
+ Z( 3, 4 ) = A( IS, ISP1 )
+ Z( 4, 4 ) = A( ISP1, ISP1 )
+ Z( 7, 4 ) = D( IS, ISP1 )
+ Z( 8, 4 ) = D( ISP1, ISP1 )
+*
+ Z( 1, 5 ) = -B( JS, JS )
+ Z( 3, 5 ) = -B( JS, JSP1 )
+ Z( 5, 5 ) = -E( JS, JS )
+ Z( 7, 5 ) = -E( JS, JSP1 )
+*
+ Z( 2, 6 ) = -B( JS, JS )
+ Z( 4, 6 ) = -B( JS, JSP1 )
+ Z( 6, 6 ) = -E( JS, JS )
+ Z( 8, 6 ) = -E( JS, JSP1 )
+*
+ Z( 1, 7 ) = -B( JSP1, JS )
+ Z( 3, 7 ) = -B( JSP1, JSP1 )
+ Z( 7, 7 ) = -E( JSP1, JSP1 )
+*
+ Z( 2, 8 ) = -B( JSP1, JS )
+ Z( 4, 8 ) = -B( JSP1, JSP1 )
+ Z( 8, 8 ) = -E( JSP1, JSP1 )
+*
+* Set up right hand side(s)
+*
+ K = 1
+ II = MB*NB + 1
+ DO 80 JJ = 0, NB - 1
+ CALL DCOPY( MB, C( IS, JS+JJ ), 1, RHS( K ), 1 )
+ CALL DCOPY( MB, F( IS, JS+JJ ), 1, RHS( II ), 1 )
+ K = K + MB
+ II = II + MB
+ 80 CONTINUE
+*
+* Solve Z * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+ IF( IJOB.EQ.0 ) THEN
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV,
+ $ SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 90 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 90 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ ELSE
+ CALL DLATDF( IJOB, ZDIM, Z, LDZ, RHS, RDSUM,
+ $ RDSCAL, IPIV, JPIV )
+ END IF
+*
+* Unpack solution vector(s)
+*
+ K = 1
+ II = MB*NB + 1
+ DO 100 JJ = 0, NB - 1
+ CALL DCOPY( MB, RHS( K ), 1, C( IS, JS+JJ ), 1 )
+ CALL DCOPY( MB, RHS( II ), 1, F( IS, JS+JJ ), 1 )
+ K = K + MB
+ II = II + MB
+ 100 CONTINUE
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( I.GT.1 ) THEN
+ CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE,
+ $ A( 1, IS ), LDA, RHS( 1 ), MB, ONE,
+ $ C( 1, JS ), LDC )
+ CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE,
+ $ D( 1, IS ), LDD, RHS( 1 ), MB, ONE,
+ $ F( 1, JS ), LDF )
+ END IF
+ IF( J.LT.Q ) THEN
+ K = MB*NB + 1
+ CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE, RHS( K ),
+ $ MB, B( JS, JE+1 ), LDB, ONE,
+ $ C( IS, JE+1 ), LDC )
+ CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE, RHS( K ),
+ $ MB, E( JS, JE+1 ), LDE, ONE,
+ $ F( IS, JE+1 ), LDF )
+ END IF
+*
+ END IF
+*
+ 110 CONTINUE
+ 120 CONTINUE
+ ELSE
+*
+* Solve (I, J) - subsystem
+* A(I, I)' * R(I, J) + D(I, I)' * L(J, J) = C(I, J)
+* R(I, I) * B(J, J) + L(I, J) * E(J, J) = -F(I, J)
+* for I = 1, 2, ..., P, J = Q, Q - 1, ..., 1
+*
+ SCALE = ONE
+ SCALOC = ONE
+ DO 200 I = 1, P
+*
+ IS = IWORK( I )
+ ISP1 = IS + 1
+ IE = ( I+1 ) - 1
+ MB = IE - IS + 1
+ DO 190 J = Q, P + 2, -1
+*
+ JS = IWORK( J )
+ JSP1 = JS + 1
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ ZDIM = MB*NB*2
+ IF( ( MB.EQ.1 ) .AND. ( NB.EQ.1 ) ) THEN
+*
+* Build a 2-by-2 system Z' * x = RHS
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = -B( JS, JS )
+ Z( 1, 2 ) = D( IS, IS )
+ Z( 2, 2 ) = -E( JS, JS )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( IS, JS )
+ RHS( 2 ) = F( IS, JS )
+*
+* Solve Z' * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+*
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 130 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 130 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( IS, JS ) = RHS( 1 )
+ F( IS, JS ) = RHS( 2 )
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( J.GT.P+2 ) THEN
+ ALPHA = RHS( 1 )
+ CALL DAXPY( JS-1, ALPHA, B( 1, JS ), 1, F( IS, 1 ),
+ $ LDF )
+ ALPHA = RHS( 2 )
+ CALL DAXPY( JS-1, ALPHA, E( 1, JS ), 1, F( IS, 1 ),
+ $ LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ ALPHA = -RHS( 1 )
+ CALL DAXPY( M-IE, ALPHA, A( IS, IE+1 ), LDA,
+ $ C( IE+1, JS ), 1 )
+ ALPHA = -RHS( 2 )
+ CALL DAXPY( M-IE, ALPHA, D( IS, IE+1 ), LDD,
+ $ C( IE+1, JS ), 1 )
+ END IF
+*
+ ELSE IF( ( MB.EQ.1 ) .AND. ( NB.EQ.2 ) ) THEN
+*
+* Build a 4-by-4 system Z' * x = RHS
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = ZERO
+ Z( 3, 1 ) = -B( JS, JS )
+ Z( 4, 1 ) = -B( JSP1, JS )
+*
+ Z( 1, 2 ) = ZERO
+ Z( 2, 2 ) = A( IS, IS )
+ Z( 3, 2 ) = -B( JS, JSP1 )
+ Z( 4, 2 ) = -B( JSP1, JSP1 )
+*
+ Z( 1, 3 ) = D( IS, IS )
+ Z( 2, 3 ) = ZERO
+ Z( 3, 3 ) = -E( JS, JS )
+ Z( 4, 3 ) = ZERO
+*
+ Z( 1, 4 ) = ZERO
+ Z( 2, 4 ) = D( IS, IS )
+ Z( 3, 4 ) = -E( JS, JSP1 )
+ Z( 4, 4 ) = -E( JSP1, JSP1 )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( IS, JS )
+ RHS( 2 ) = C( IS, JSP1 )
+ RHS( 3 ) = F( IS, JS )
+ RHS( 4 ) = F( IS, JSP1 )
+*
+* Solve Z' * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 140 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 140 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( IS, JS ) = RHS( 1 )
+ C( IS, JSP1 ) = RHS( 2 )
+ F( IS, JS ) = RHS( 3 )
+ F( IS, JSP1 ) = RHS( 4 )
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( J.GT.P+2 ) THEN
+ CALL DAXPY( JS-1, RHS( 1 ), B( 1, JS ), 1,
+ $ F( IS, 1 ), LDF )
+ CALL DAXPY( JS-1, RHS( 2 ), B( 1, JSP1 ), 1,
+ $ F( IS, 1 ), LDF )
+ CALL DAXPY( JS-1, RHS( 3 ), E( 1, JS ), 1,
+ $ F( IS, 1 ), LDF )
+ CALL DAXPY( JS-1, RHS( 4 ), E( 1, JSP1 ), 1,
+ $ F( IS, 1 ), LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ CALL DGER( M-IE, NB, -ONE, A( IS, IE+1 ), LDA,
+ $ RHS( 1 ), 1, C( IE+1, JS ), LDC )
+ CALL DGER( M-IE, NB, -ONE, D( IS, IE+1 ), LDD,
+ $ RHS( 3 ), 1, C( IE+1, JS ), LDC )
+ END IF
+*
+ ELSE IF( ( MB.EQ.2 ) .AND. ( NB.EQ.1 ) ) THEN
+*
+* Build a 4-by-4 system Z' * x = RHS
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = A( IS, ISP1 )
+ Z( 3, 1 ) = -B( JS, JS )
+ Z( 4, 1 ) = ZERO
+*
+ Z( 1, 2 ) = A( ISP1, IS )
+ Z( 2, 2 ) = A( ISP1, ISP1 )
+ Z( 3, 2 ) = ZERO
+ Z( 4, 2 ) = -B( JS, JS )
+*
+ Z( 1, 3 ) = D( IS, IS )
+ Z( 2, 3 ) = D( IS, ISP1 )
+ Z( 3, 3 ) = -E( JS, JS )
+ Z( 4, 3 ) = ZERO
+*
+ Z( 1, 4 ) = ZERO
+ Z( 2, 4 ) = D( ISP1, ISP1 )
+ Z( 3, 4 ) = ZERO
+ Z( 4, 4 ) = -E( JS, JS )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( IS, JS )
+ RHS( 2 ) = C( ISP1, JS )
+ RHS( 3 ) = F( IS, JS )
+ RHS( 4 ) = F( ISP1, JS )
+*
+* Solve Z' * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+*
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 150 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 150 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( IS, JS ) = RHS( 1 )
+ C( ISP1, JS ) = RHS( 2 )
+ F( IS, JS ) = RHS( 3 )
+ F( ISP1, JS ) = RHS( 4 )
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( J.GT.P+2 ) THEN
+ CALL DGER( MB, JS-1, ONE, RHS( 1 ), 1, B( 1, JS ),
+ $ 1, F( IS, 1 ), LDF )
+ CALL DGER( MB, JS-1, ONE, RHS( 3 ), 1, E( 1, JS ),
+ $ 1, F( IS, 1 ), LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ CALL DGEMV( 'T', MB, M-IE, -ONE, A( IS, IE+1 ),
+ $ LDA, RHS( 1 ), 1, ONE, C( IE+1, JS ),
+ $ 1 )
+ CALL DGEMV( 'T', MB, M-IE, -ONE, D( IS, IE+1 ),
+ $ LDD, RHS( 3 ), 1, ONE, C( IE+1, JS ),
+ $ 1 )
+ END IF
+*
+ ELSE IF( ( MB.EQ.2 ) .AND. ( NB.EQ.2 ) ) THEN
+*
+* Build an 8-by-8 system Z' * x = RHS
+*
+ CALL DLASET( 'F', LDZ, LDZ, ZERO, ZERO, Z, LDZ )
+*
+ Z( 1, 1 ) = A( IS, IS )
+ Z( 2, 1 ) = A( IS, ISP1 )
+ Z( 5, 1 ) = -B( JS, JS )
+ Z( 7, 1 ) = -B( JSP1, JS )
+*
+ Z( 1, 2 ) = A( ISP1, IS )
+ Z( 2, 2 ) = A( ISP1, ISP1 )
+ Z( 6, 2 ) = -B( JS, JS )
+ Z( 8, 2 ) = -B( JSP1, JS )
+*
+ Z( 3, 3 ) = A( IS, IS )
+ Z( 4, 3 ) = A( IS, ISP1 )
+ Z( 5, 3 ) = -B( JS, JSP1 )
+ Z( 7, 3 ) = -B( JSP1, JSP1 )
+*
+ Z( 3, 4 ) = A( ISP1, IS )
+ Z( 4, 4 ) = A( ISP1, ISP1 )
+ Z( 6, 4 ) = -B( JS, JSP1 )
+ Z( 8, 4 ) = -B( JSP1, JSP1 )
+*
+ Z( 1, 5 ) = D( IS, IS )
+ Z( 2, 5 ) = D( IS, ISP1 )
+ Z( 5, 5 ) = -E( JS, JS )
+*
+ Z( 2, 6 ) = D( ISP1, ISP1 )
+ Z( 6, 6 ) = -E( JS, JS )
+*
+ Z( 3, 7 ) = D( IS, IS )
+ Z( 4, 7 ) = D( IS, ISP1 )
+ Z( 5, 7 ) = -E( JS, JSP1 )
+ Z( 7, 7 ) = -E( JSP1, JSP1 )
+*
+ Z( 4, 8 ) = D( ISP1, ISP1 )
+ Z( 6, 8 ) = -E( JS, JSP1 )
+ Z( 8, 8 ) = -E( JSP1, JSP1 )
+*
+* Set up right hand side(s)
+*
+ K = 1
+ II = MB*NB + 1
+ DO 160 JJ = 0, NB - 1
+ CALL DCOPY( MB, C( IS, JS+JJ ), 1, RHS( K ), 1 )
+ CALL DCOPY( MB, F( IS, JS+JJ ), 1, RHS( II ), 1 )
+ K = K + MB
+ II = II + MB
+ 160 CONTINUE
+*
+*
+* Solve Z' * x = RHS
+*
+ CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+*
+ CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 170 K = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 170 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Unpack solution vector(s)
+*
+ K = 1
+ II = MB*NB + 1
+ DO 180 JJ = 0, NB - 1
+ CALL DCOPY( MB, RHS( K ), 1, C( IS, JS+JJ ), 1 )
+ CALL DCOPY( MB, RHS( II ), 1, F( IS, JS+JJ ), 1 )
+ K = K + MB
+ II = II + MB
+ 180 CONTINUE
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( J.GT.P+2 ) THEN
+ CALL DGEMM( 'N', 'T', MB, JS-1, NB, ONE,
+ $ C( IS, JS ), LDC, B( 1, JS ), LDB, ONE,
+ $ F( IS, 1 ), LDF )
+ CALL DGEMM( 'N', 'T', MB, JS-1, NB, ONE,
+ $ F( IS, JS ), LDF, E( 1, JS ), LDE, ONE,
+ $ F( IS, 1 ), LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ CALL DGEMM( 'T', 'N', M-IE, NB, MB, -ONE,
+ $ A( IS, IE+1 ), LDA, C( IS, JS ), LDC,
+ $ ONE, C( IE+1, JS ), LDC )
+ CALL DGEMM( 'T', 'N', M-IE, NB, MB, -ONE,
+ $ D( IS, IE+1 ), LDD, F( IS, JS ), LDF,
+ $ ONE, C( IE+1, JS ), LDC )
+ END IF
+*
+ END IF
+*
+ 190 CONTINUE
+ 200 CONTINUE
+*
+ END IF
+ RETURN
+*
+* End of DTGSY2
+*
+ END
diff --git a/src/lib/lapack/dtgsyl.f b/src/lib/lapack/dtgsyl.f
new file mode 100644
index 00000000..01866717
--- /dev/null
+++ b/src/lib/lapack/dtgsyl.f
@@ -0,0 +1,556 @@
+ SUBROUTINE DTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK,
+ $ IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF,
+ $ LWORK, M, N
+ DOUBLE PRECISION DIF, SCALE
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ),
+ $ D( LDD, * ), E( LDE, * ), F( LDF, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTGSYL solves the generalized Sylvester equation:
+*
+* A * R - L * B = scale * C (1)
+* D * R - L * E = scale * F
+*
+* where R and L are unknown m-by-n matrices, (A, D), (B, E) and
+* (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
+* respectively, with real entries. (A, D) and (B, E) must be in
+* generalized (real) Schur canonical form, i.e. A, B are upper quasi
+* triangular and D, E are upper triangular.
+*
+* The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
+* scaling factor chosen to avoid overflow.
+*
+* In matrix notation (1) is equivalent to solve Zx = scale b, where
+* Z is defined as
+*
+* Z = [ kron(In, A) -kron(B', Im) ] (2)
+* [ kron(In, D) -kron(E', Im) ].
+*
+* Here Ik is the identity matrix of size k and X' is the transpose of
+* X. kron(X, Y) is the Kronecker product between the matrices X and Y.
+*
+* If TRANS = 'T', DTGSYL solves the transposed system Z'*y = scale*b,
+* which is equivalent to solve for R and L in
+*
+* A' * R + D' * L = scale * C (3)
+* R * B' + L * E' = scale * (-F)
+*
+* This case (TRANS = 'T') is used to compute an one-norm-based estimate
+* of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
+* and (B,E), using DLACON.
+*
+* If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate
+* of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
+* reciprocal of the smallest singular value of Z. See [1-2] for more
+* information.
+*
+* This is a level 3 BLAS algorithm.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* = 'N', solve the generalized Sylvester equation (1).
+* = 'T', solve the 'transposed' system (3).
+*
+* IJOB (input) INTEGER
+* Specifies what kind of functionality to be performed.
+* =0: solve (1) only.
+* =1: The functionality of 0 and 3.
+* =2: The functionality of 0 and 4.
+* =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
+* (look ahead strategy IJOB = 1 is used).
+* =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
+* ( DGECON on sub-systems is used ).
+* Not referenced if TRANS = 'T'.
+*
+* M (input) INTEGER
+* The order of the matrices A and D, and the row dimension of
+* the matrices C, F, R and L.
+*
+* N (input) INTEGER
+* The order of the matrices B and E, and the column dimension
+* of the matrices C, F, R and L.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA, M)
+* The upper quasi triangular matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, M).
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB, N)
+* The upper quasi triangular matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1, N).
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
+* On entry, C contains the right-hand-side of the first matrix
+* equation in (1) or (3).
+* On exit, if IJOB = 0, 1 or 2, C has been overwritten by
+* the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
+* the solution achieved during the computation of the
+* Dif-estimate.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1, M).
+*
+* D (input) DOUBLE PRECISION array, dimension (LDD, M)
+* The upper triangular matrix D.
+*
+* LDD (input) INTEGER
+* The leading dimension of the array D. LDD >= max(1, M).
+*
+* E (input) DOUBLE PRECISION array, dimension (LDE, N)
+* The upper triangular matrix E.
+*
+* LDE (input) INTEGER
+* The leading dimension of the array E. LDE >= max(1, N).
+*
+* F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
+* On entry, F contains the right-hand-side of the second matrix
+* equation in (1) or (3).
+* On exit, if IJOB = 0, 1 or 2, F has been overwritten by
+* the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
+* the solution achieved during the computation of the
+* Dif-estimate.
+*
+* LDF (input) INTEGER
+* The leading dimension of the array F. LDF >= max(1, M).
+*
+* DIF (output) DOUBLE PRECISION
+* On exit DIF is the reciprocal of a lower bound of the
+* reciprocal of the Dif-function, i.e. DIF is an upper bound of
+* Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2).
+* IF IJOB = 0 or TRANS = 'T', DIF is not touched.
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit SCALE is the scaling factor in (1) or (3).
+* If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
+* to a slightly perturbed system but the input matrices A, B, D
+* and E have not been changed. If SCALE = 0, C and F hold the
+* solutions R and L, respectively, to the homogeneous system
+* with C = F = 0. Normally, SCALE = 1.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK > = 1.
+* If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*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.
+*
+* IWORK (workspace) INTEGER array, dimension (M+N+6)
+*
+* INFO (output) INTEGER
+* =0: successful exit
+* <0: If INFO = -i, the i-th argument had an illegal value.
+* >0: (A, D) and (B, E) have common or close eigenvalues.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
+* for Solving the Generalized Sylvester Equation and Estimating the
+* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
+* Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
+* No 1, 1996.
+*
+* [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
+* Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
+* Appl., 15(4):1045-1060, 1994
+*
+* [3] B. Kagstrom and L. Westin, Generalized Schur Methods with
+* Condition Estimators for Solving the Generalized Sylvester
+* Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
+* July 1989, pp 745-751.
+*
+* =====================================================================
+* Replaced various illegal calls to DCOPY by calls to DLASET.
+* Sven Hammarling, 1/5/02.
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, NOTRAN
+ INTEGER I, IE, IFUNC, IROUND, IS, ISOLVE, J, JE, JS, K,
+ $ LINFO, LWMIN, MB, NB, P, PPQQ, PQ, Q
+ DOUBLE PRECISION DSCALE, DSUM, SCALE2, SCALOC
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DLACPY, DLASET, DSCAL, DTGSY2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input parameters
+*
+ INFO = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -1
+ ELSE IF( NOTRAN ) THEN
+ IF( ( IJOB.LT.0 ) .OR. ( IJOB.GT.4 ) ) THEN
+ INFO = -2
+ END IF
+ END IF
+ IF( INFO.EQ.0 ) THEN
+ IF( M.LE.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LE.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
+ INFO = -12
+ ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
+ INFO = -14
+ ELSE IF( LDF.LT.MAX( 1, M ) ) THEN
+ INFO = -16
+ END IF
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( NOTRAN ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.2 ) THEN
+ LWMIN = MAX( 1, 2*M*N )
+ ELSE
+ LWMIN = 1
+ END IF
+ ELSE
+ LWMIN = 1
+ END IF
+ WORK( 1 ) = LWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -20
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGSYL', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ SCALE = 1
+ IF( NOTRAN ) THEN
+ IF( IJOB.NE.0 ) THEN
+ DIF = 0
+ END IF
+ END IF
+ RETURN
+ END IF
+*
+* Determine optimal block sizes MB and NB
+*
+ MB = ILAENV( 2, 'DTGSYL', TRANS, M, N, -1, -1 )
+ NB = ILAENV( 5, 'DTGSYL', TRANS, M, N, -1, -1 )
+*
+ ISOLVE = 1
+ IFUNC = 0
+ IF( NOTRAN ) THEN
+ IF( IJOB.GE.3 ) THEN
+ IFUNC = IJOB - 2
+ CALL DLASET( 'F', M, N, ZERO, ZERO, C, LDC )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, F, LDF )
+ ELSE IF( IJOB.GE.1 ) THEN
+ ISOLVE = 2
+ END IF
+ END IF
+*
+ IF( ( MB.LE.1 .AND. NB.LE.1 ) .OR. ( MB.GE.M .AND. NB.GE.N ) )
+ $ THEN
+*
+ DO 30 IROUND = 1, ISOLVE
+*
+* Use unblocked Level 2 solver
+*
+ DSCALE = ZERO
+ DSUM = ONE
+ PQ = 0
+ CALL DTGSY2( TRANS, IFUNC, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, DSUM, DSCALE,
+ $ IWORK, PQ, INFO )
+ IF( DSCALE.NE.ZERO ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.3 ) THEN
+ DIF = SQRT( DBLE( 2*M*N ) ) / ( DSCALE*SQRT( DSUM ) )
+ ELSE
+ DIF = SQRT( DBLE( PQ ) ) / ( DSCALE*SQRT( DSUM ) )
+ END IF
+ END IF
+*
+ IF( ISOLVE.EQ.2 .AND. IROUND.EQ.1 ) THEN
+ IF( NOTRAN ) THEN
+ IFUNC = IJOB
+ END IF
+ SCALE2 = SCALE
+ CALL DLACPY( 'F', M, N, C, LDC, WORK, M )
+ CALL DLACPY( 'F', M, N, F, LDF, WORK( M*N+1 ), M )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, C, LDC )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, F, LDF )
+ ELSE IF( ISOLVE.EQ.2 .AND. IROUND.EQ.2 ) THEN
+ CALL DLACPY( 'F', M, N, WORK, M, C, LDC )
+ CALL DLACPY( 'F', M, N, WORK( M*N+1 ), M, F, LDF )
+ SCALE = SCALE2
+ END IF
+ 30 CONTINUE
+*
+ RETURN
+ END IF
+*
+* Determine block structure of A
+*
+ P = 0
+ I = 1
+ 40 CONTINUE
+ IF( I.GT.M )
+ $ GO TO 50
+ P = P + 1
+ IWORK( P ) = I
+ I = I + MB
+ IF( I.GE.M )
+ $ GO TO 50
+ IF( A( I, I-1 ).NE.ZERO )
+ $ I = I + 1
+ GO TO 40
+ 50 CONTINUE
+*
+ IWORK( P+1 ) = M + 1
+ IF( IWORK( P ).EQ.IWORK( P+1 ) )
+ $ P = P - 1
+*
+* Determine block structure of B
+*
+ Q = P + 1
+ J = 1
+ 60 CONTINUE
+ IF( J.GT.N )
+ $ GO TO 70
+ Q = Q + 1
+ IWORK( Q ) = J
+ J = J + NB
+ IF( J.GE.N )
+ $ GO TO 70
+ IF( B( J, J-1 ).NE.ZERO )
+ $ J = J + 1
+ GO TO 60
+ 70 CONTINUE
+*
+ IWORK( Q+1 ) = N + 1
+ IF( IWORK( Q ).EQ.IWORK( Q+1 ) )
+ $ Q = Q - 1
+*
+ IF( NOTRAN ) THEN
+*
+ DO 150 IROUND = 1, ISOLVE
+*
+* Solve (I, J)-subsystem
+* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
+* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
+* for I = P, P - 1,..., 1; J = 1, 2,..., Q
+*
+ DSCALE = ZERO
+ DSUM = ONE
+ PQ = 0
+ SCALE = ONE
+ DO 130 J = P + 2, Q
+ JS = IWORK( J )
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ DO 120 I = P, 1, -1
+ IS = IWORK( I )
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ PPQQ = 0
+ CALL DTGSY2( TRANS, IFUNC, MB, NB, A( IS, IS ), LDA,
+ $ B( JS, JS ), LDB, C( IS, JS ), LDC,
+ $ D( IS, IS ), LDD, E( JS, JS ), LDE,
+ $ F( IS, JS ), LDF, SCALOC, DSUM, DSCALE,
+ $ IWORK( Q+2 ), PPQQ, LINFO )
+ IF( LINFO.GT.0 )
+ $ INFO = LINFO
+*
+ PQ = PQ + PPQQ
+ IF( SCALOC.NE.ONE ) THEN
+ DO 80 K = 1, JS - 1
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 80 CONTINUE
+ DO 90 K = JS, JE
+ CALL DSCAL( IS-1, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( IS-1, SCALOC, F( 1, K ), 1 )
+ 90 CONTINUE
+ DO 100 K = JS, JE
+ CALL DSCAL( M-IE, SCALOC, C( IE+1, K ), 1 )
+ CALL DSCAL( M-IE, SCALOC, F( IE+1, K ), 1 )
+ 100 CONTINUE
+ DO 110 K = JE + 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 110 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( I.GT.1 ) THEN
+ CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE,
+ $ A( 1, IS ), LDA, C( IS, JS ), LDC, ONE,
+ $ C( 1, JS ), LDC )
+ CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE,
+ $ D( 1, IS ), LDD, C( IS, JS ), LDC, ONE,
+ $ F( 1, JS ), LDF )
+ END IF
+ IF( J.LT.Q ) THEN
+ CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE,
+ $ F( IS, JS ), LDF, B( JS, JE+1 ), LDB,
+ $ ONE, C( IS, JE+1 ), LDC )
+ CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE,
+ $ F( IS, JS ), LDF, E( JS, JE+1 ), LDE,
+ $ ONE, F( IS, JE+1 ), LDF )
+ END IF
+ 120 CONTINUE
+ 130 CONTINUE
+ IF( DSCALE.NE.ZERO ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.3 ) THEN
+ DIF = SQRT( DBLE( 2*M*N ) ) / ( DSCALE*SQRT( DSUM ) )
+ ELSE
+ DIF = SQRT( DBLE( PQ ) ) / ( DSCALE*SQRT( DSUM ) )
+ END IF
+ END IF
+ IF( ISOLVE.EQ.2 .AND. IROUND.EQ.1 ) THEN
+ IF( NOTRAN ) THEN
+ IFUNC = IJOB
+ END IF
+ SCALE2 = SCALE
+ CALL DLACPY( 'F', M, N, C, LDC, WORK, M )
+ CALL DLACPY( 'F', M, N, F, LDF, WORK( M*N+1 ), M )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, C, LDC )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, F, LDF )
+ ELSE IF( ISOLVE.EQ.2 .AND. IROUND.EQ.2 ) THEN
+ CALL DLACPY( 'F', M, N, WORK, M, C, LDC )
+ CALL DLACPY( 'F', M, N, WORK( M*N+1 ), M, F, LDF )
+ SCALE = SCALE2
+ END IF
+ 150 CONTINUE
+*
+ ELSE
+*
+* Solve transposed (I, J)-subsystem
+* A(I, I)' * R(I, J) + D(I, I)' * L(I, J) = C(I, J)
+* R(I, J) * B(J, J)' + L(I, J) * E(J, J)' = -F(I, J)
+* for I = 1,2,..., P; J = Q, Q-1,..., 1
+*
+ SCALE = ONE
+ DO 210 I = 1, P
+ IS = IWORK( I )
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ DO 200 J = Q, P + 2, -1
+ JS = IWORK( J )
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ CALL DTGSY2( TRANS, IFUNC, MB, NB, A( IS, IS ), LDA,
+ $ B( JS, JS ), LDB, C( IS, JS ), LDC,
+ $ D( IS, IS ), LDD, E( JS, JS ), LDE,
+ $ F( IS, JS ), LDF, SCALOC, DSUM, DSCALE,
+ $ IWORK( Q+2 ), PPQQ, LINFO )
+ IF( LINFO.GT.0 )
+ $ INFO = LINFO
+ IF( SCALOC.NE.ONE ) THEN
+ DO 160 K = 1, JS - 1
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 160 CONTINUE
+ DO 170 K = JS, JE
+ CALL DSCAL( IS-1, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( IS-1, SCALOC, F( 1, K ), 1 )
+ 170 CONTINUE
+ DO 180 K = JS, JE
+ CALL DSCAL( M-IE, SCALOC, C( IE+1, K ), 1 )
+ CALL DSCAL( M-IE, SCALOC, F( IE+1, K ), 1 )
+ 180 CONTINUE
+ DO 190 K = JE + 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 190 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Substitute R(I, J) and L(I, J) into remaining equation.
+*
+ IF( J.GT.P+2 ) THEN
+ CALL DGEMM( 'N', 'T', MB, JS-1, NB, ONE, C( IS, JS ),
+ $ LDC, B( 1, JS ), LDB, ONE, F( IS, 1 ),
+ $ LDF )
+ CALL DGEMM( 'N', 'T', MB, JS-1, NB, ONE, F( IS, JS ),
+ $ LDF, E( 1, JS ), LDE, ONE, F( IS, 1 ),
+ $ LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ CALL DGEMM( 'T', 'N', M-IE, NB, MB, -ONE,
+ $ A( IS, IE+1 ), LDA, C( IS, JS ), LDC, ONE,
+ $ C( IE+1, JS ), LDC )
+ CALL DGEMM( 'T', 'N', M-IE, NB, MB, -ONE,
+ $ D( IS, IE+1 ), LDD, F( IS, JS ), LDF, ONE,
+ $ C( IE+1, JS ), LDC )
+ END IF
+ 200 CONTINUE
+ 210 CONTINUE
+*
+ END IF
+*
+ WORK( 1 ) = LWMIN
+*
+ RETURN
+*
+* End of DTGSYL
+*
+ END
diff --git a/src/lib/lapack/dtrcon.f b/src/lib/lapack/dtrcon.f
new file mode 100644
index 00000000..23da5927
--- /dev/null
+++ b/src/lib/lapack/dtrcon.f
@@ -0,0 +1,197 @@
+ SUBROUTINE DTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK,
+ $ IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, NORM, UPLO
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTRCON estimates the reciprocal of the condition number of a
+* triangular matrix A, in either the 1-norm or the infinity-norm.
+*
+* The norm of A is computed and an estimate is obtained for
+* norm(inv(A)), then the reciprocal of the condition number is
+* computed as
+* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies whether the 1-norm condition number or the
+* infinity-norm condition number is required:
+* = '1' or 'O': 1-norm;
+* = 'I': Infinity-norm.
+*
+* UPLO (input) CHARACTER*1
+* = 'U': A is upper triangular;
+* = 'L': A is lower triangular.
+*
+* DIAG (input) CHARACTER*1
+* = 'N': A is non-unit triangular;
+* = 'U': A is unit triangular.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The triangular matrix A. If UPLO = 'U', the leading N-by-N
+* upper triangular part of the array A contains the upper
+* triangular matrix, and the strictly lower triangular part of
+* A is not referenced. If UPLO = 'L', the leading N-by-N lower
+* triangular part of the array A contains the lower triangular
+* matrix, and the strictly upper triangular part of A is not
+* referenced. If DIAG = 'U', the diagonal elements of A are
+* also not referenced and are assumed to be 1.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* RCOND (output) DOUBLE PRECISION
+* The reciprocal of the condition number of the matrix A,
+* computed as RCOND = 1/(norm(A) * norm(inv(A))).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* IWORK (workspace) INTEGER array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOUNIT, ONENRM, UPPER
+ CHARACTER NORMIN
+ INTEGER IX, KASE, KASE1
+ DOUBLE PRECISION AINVNM, ANORM, SCALE, SMLNUM, XNORM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DLANTR
+ EXTERNAL LSAME, IDAMAX, DLAMCH, DLANTR
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
+ NOUNIT = LSAME( DIAG, 'N' )
+*
+ IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTRCON', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ RCOND = ONE
+ RETURN
+ END IF
+*
+ RCOND = ZERO
+ SMLNUM = DLAMCH( 'Safe minimum' )*DBLE( MAX( 1, N ) )
+*
+* Compute the norm of the triangular matrix A.
+*
+ ANORM = DLANTR( NORM, UPLO, DIAG, N, N, A, LDA, WORK )
+*
+* Continue only if ANORM > 0.
+*
+ IF( ANORM.GT.ZERO ) THEN
+*
+* Estimate the norm of the inverse of A.
+*
+ AINVNM = ZERO
+ NORMIN = 'N'
+ IF( ONENRM ) THEN
+ KASE1 = 1
+ ELSE
+ KASE1 = 2
+ END IF
+ KASE = 0
+ 10 CONTINUE
+ CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.KASE1 ) THEN
+*
+* Multiply by inv(A).
+*
+ CALL DLATRS( UPLO, 'No transpose', DIAG, NORMIN, N, A,
+ $ LDA, WORK, SCALE, WORK( 2*N+1 ), INFO )
+ ELSE
+*
+* Multiply by inv(A').
+*
+ CALL DLATRS( UPLO, 'Transpose', DIAG, NORMIN, N, A, LDA,
+ $ WORK, SCALE, WORK( 2*N+1 ), INFO )
+ END IF
+ NORMIN = 'Y'
+*
+* Multiply by 1/SCALE if doing so will not cause overflow.
+*
+ IF( SCALE.NE.ONE ) THEN
+ IX = IDAMAX( N, WORK, 1 )
+ XNORM = ABS( WORK( IX ) )
+ IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
+ $ GO TO 20
+ CALL DRSCL( N, SCALE, WORK, 1 )
+ END IF
+ GO TO 10
+ END IF
+*
+* Compute the estimate of the reciprocal condition number.
+*
+ IF( AINVNM.NE.ZERO )
+ $ RCOND = ( ONE / ANORM ) / AINVNM
+ END IF
+*
+ 20 CONTINUE
+ RETURN
+*
+* End of DTRCON
+*
+ END
diff --git a/src/lib/lapack/dtrevc.f b/src/lib/lapack/dtrevc.f
new file mode 100644
index 00000000..a0215f02
--- /dev/null
+++ b/src/lib/lapack/dtrevc.f
@@ -0,0 +1,980 @@
+ SUBROUTINE DTREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
+ $ LDVR, MM, M, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER HOWMNY, SIDE
+ INTEGER INFO, LDT, LDVL, LDVR, M, MM, N
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ DOUBLE PRECISION T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTREVC computes some or all of the right and/or left eigenvectors of
+* a real upper quasi-triangular matrix T.
+* Matrices of this type are produced by the Schur factorization of
+* a real general matrix: A = Q*T*Q**T, as computed by DHSEQR.
+*
+* The right eigenvector x and the left eigenvector y of T corresponding
+* to an eigenvalue w are defined by:
+*
+* T*x = w*x, (y**H)*T = w*(y**H)
+*
+* where y**H denotes the conjugate transpose of y.
+* The eigenvalues are not input to this routine, but are read directly
+* from the diagonal blocks of T.
+*
+* This routine returns the matrices X and/or Y of right and left
+* eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
+* input matrix. If Q is the orthogonal factor that reduces a matrix
+* A to Schur form T, then Q*X and Q*Y are the matrices of right and
+* left eigenvectors of A.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'R': compute right eigenvectors only;
+* = 'L': compute left eigenvectors only;
+* = 'B': compute both right and left eigenvectors.
+*
+* HOWMNY (input) CHARACTER*1
+* = 'A': compute all right and/or left eigenvectors;
+* = 'B': compute all right and/or left eigenvectors,
+* backtransformed by the matrices in VR and/or VL;
+* = 'S': compute selected right and/or left eigenvectors,
+* as indicated by the logical array SELECT.
+*
+* SELECT (input/output) LOGICAL array, dimension (N)
+* If HOWMNY = 'S', SELECT specifies the eigenvectors to be
+* computed.
+* If w(j) is a real eigenvalue, the corresponding real
+* eigenvector is computed if SELECT(j) is .TRUE..
+* If w(j) and w(j+1) are the real and imaginary parts of a
+* complex eigenvalue, the corresponding complex eigenvector is
+* computed if either SELECT(j) or SELECT(j+1) is .TRUE., and
+* on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to
+* .FALSE..
+* Not referenced if HOWMNY = 'A' or 'B'.
+*
+* 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/output) DOUBLE PRECISION array, dimension (LDVL,MM)
+* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
+* contain an N-by-N matrix Q (usually the orthogonal matrix Q
+* of Schur vectors returned by DHSEQR).
+* On exit, if SIDE = 'L' or 'B', VL contains:
+* if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
+* if HOWMNY = 'B', the matrix Q*Y;
+* if HOWMNY = 'S', the left eigenvectors of T specified by
+* SELECT, stored consecutively in the columns
+* of VL, in the same order as their
+* eigenvalues.
+* A complex eigenvector corresponding to a complex eigenvalue
+* is stored in two consecutive columns, the first holding the
+* real part, and the second the imaginary part.
+* Not referenced if SIDE = 'R'.
+*
+* LDVL (input) INTEGER
+* The leading dimension of the array VL. LDVL >= 1, and if
+* SIDE = 'L' or 'B', LDVL >= N.
+*
+* VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
+* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
+* contain an N-by-N matrix Q (usually the orthogonal matrix Q
+* of Schur vectors returned by DHSEQR).
+* On exit, if SIDE = 'R' or 'B', VR contains:
+* if HOWMNY = 'A', the matrix X of right eigenvectors of T;
+* if HOWMNY = 'B', the matrix Q*X;
+* if HOWMNY = 'S', the right eigenvectors of T specified by
+* SELECT, stored consecutively in the columns
+* of VR, in the same order as their
+* eigenvalues.
+* A complex eigenvector corresponding to a complex eigenvalue
+* is stored in two consecutive columns, the first holding the
+* real part and the second the imaginary part.
+* Not referenced if SIDE = 'L'.
+*
+* LDVR (input) INTEGER
+* The leading dimension of the array VR. LDVR >= 1, and if
+* SIDE = 'R' or 'B', LDVR >= N.
+*
+* MM (input) INTEGER
+* The number of columns in the arrays VL and/or VR. MM >= M.
+*
+* M (output) INTEGER
+* The number of columns in the arrays VL and/or VR actually
+* used to store the eigenvectors.
+* If HOWMNY = 'A' or 'B', M is set to N.
+* Each selected real eigenvector occupies one column and each
+* selected complex eigenvector occupies two columns.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The algorithm used in this program is basically backward (forward)
+* substitution, with scaling to make the the code robust against
+* possible overflow.
+*
+* Each eigenvector is normalized so that the element of largest
+* magnitude has magnitude 1; here the magnitude of a complex number
+* (x,y) is taken to be |x| + |y|.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ALLV, BOTHV, LEFTV, OVER, PAIR, RIGHTV, SOMEV
+ INTEGER I, IERR, II, IP, IS, J, J1, J2, JNXT, K, KI, N2
+ DOUBLE PRECISION BETA, BIGNUM, EMAX, OVFL, REC, REMAX, SCALE,
+ $ SMIN, SMLNUM, ULP, UNFL, VCRIT, VMAX, WI, WR,
+ $ XNORM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX
+ DOUBLE PRECISION DDOT, DLAMCH
+ EXTERNAL LSAME, IDAMAX, DDOT, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMV, DLALN2, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION X( 2, 2 )
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters
+*
+ BOTHV = LSAME( SIDE, 'B' )
+ RIGHTV = LSAME( SIDE, 'R' ) .OR. BOTHV
+ LEFTV = LSAME( SIDE, 'L' ) .OR. BOTHV
+*
+ ALLV = LSAME( HOWMNY, 'A' )
+ OVER = LSAME( HOWMNY, 'B' )
+ SOMEV = LSAME( HOWMNY, 'S' )
+*
+ INFO = 0
+ IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
+ INFO = -1
+ ELSE IF( .NOT.ALLV .AND. .NOT.OVER .AND. .NOT.SOMEV ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDVL.LT.1 .OR. ( LEFTV .AND. LDVL.LT.N ) ) THEN
+ INFO = -8
+ ELSE IF( LDVR.LT.1 .OR. ( RIGHTV .AND. LDVR.LT.N ) ) THEN
+ INFO = -10
+ ELSE
+*
+* Set M to the number of columns required to store the selected
+* eigenvectors, standardize the array SELECT if necessary, and
+* test MM.
+*
+ IF( SOMEV ) THEN
+ M = 0
+ PAIR = .FALSE.
+ DO 10 J = 1, N
+ IF( PAIR ) THEN
+ PAIR = .FALSE.
+ SELECT( J ) = .FALSE.
+ ELSE
+ IF( J.LT.N ) THEN
+ IF( T( J+1, J ).EQ.ZERO ) THEN
+ IF( SELECT( J ) )
+ $ M = M + 1
+ ELSE
+ PAIR = .TRUE.
+ IF( SELECT( J ) .OR. SELECT( J+1 ) ) THEN
+ SELECT( J ) = .TRUE.
+ M = M + 2
+ END IF
+ END IF
+ ELSE
+ IF( SELECT( N ) )
+ $ M = M + 1
+ END IF
+ END IF
+ 10 CONTINUE
+ ELSE
+ M = N
+ END IF
+*
+ IF( MM.LT.M ) THEN
+ INFO = -11
+ END IF
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTREVC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Set the constants to control overflow.
+*
+ UNFL = DLAMCH( 'Safe minimum' )
+ OVFL = ONE / UNFL
+ CALL DLABAD( UNFL, OVFL )
+ ULP = DLAMCH( 'Precision' )
+ SMLNUM = UNFL*( N / ULP )
+ BIGNUM = ( ONE-ULP ) / SMLNUM
+*
+* Compute 1-norm of each column of strictly upper triangular
+* part of T to control overflow in triangular solver.
+*
+ WORK( 1 ) = ZERO
+ DO 30 J = 2, N
+ WORK( J ) = ZERO
+ DO 20 I = 1, J - 1
+ WORK( J ) = WORK( J ) + ABS( T( I, J ) )
+ 20 CONTINUE
+ 30 CONTINUE
+*
+* Index IP is used to specify the real or complex eigenvalue:
+* IP = 0, real eigenvalue,
+* 1, first of conjugate complex pair: (wr,wi)
+* -1, second of conjugate complex pair: (wr,wi)
+*
+ N2 = 2*N
+*
+ IF( RIGHTV ) THEN
+*
+* Compute right eigenvectors.
+*
+ IP = 0
+ IS = M
+ DO 140 KI = N, 1, -1
+*
+ IF( IP.EQ.1 )
+ $ GO TO 130
+ IF( KI.EQ.1 )
+ $ GO TO 40
+ IF( T( KI, KI-1 ).EQ.ZERO )
+ $ GO TO 40
+ IP = -1
+*
+ 40 CONTINUE
+ IF( SOMEV ) THEN
+ IF( IP.EQ.0 ) THEN
+ IF( .NOT.SELECT( KI ) )
+ $ GO TO 130
+ ELSE
+ IF( .NOT.SELECT( KI-1 ) )
+ $ GO TO 130
+ END IF
+ END IF
+*
+* Compute the KI-th eigenvalue (WR,WI).
+*
+ WR = T( KI, KI )
+ WI = ZERO
+ IF( IP.NE.0 )
+ $ WI = SQRT( ABS( T( KI, KI-1 ) ) )*
+ $ SQRT( ABS( T( KI-1, KI ) ) )
+ SMIN = MAX( ULP*( ABS( WR )+ABS( WI ) ), SMLNUM )
+*
+ IF( IP.EQ.0 ) THEN
+*
+* Real right eigenvector
+*
+ WORK( KI+N ) = ONE
+*
+* Form right-hand side
+*
+ DO 50 K = 1, KI - 1
+ WORK( K+N ) = -T( K, KI )
+ 50 CONTINUE
+*
+* Solve the upper quasi-triangular system:
+* (T(1:KI-1,1:KI-1) - WR)*X = SCALE*WORK.
+*
+ JNXT = KI - 1
+ DO 60 J = KI - 1, 1, -1
+ IF( J.GT.JNXT )
+ $ GO TO 60
+ J1 = J
+ J2 = J
+ JNXT = J - 1
+ IF( J.GT.1 ) THEN
+ IF( T( J, J-1 ).NE.ZERO ) THEN
+ J1 = J - 1
+ JNXT = J - 2
+ END IF
+ END IF
+*
+ IF( J1.EQ.J2 ) THEN
+*
+* 1-by-1 diagonal block
+*
+ CALL DLALN2( .FALSE., 1, 1, SMIN, ONE, T( J, J ),
+ $ LDT, ONE, ONE, WORK( J+N ), N, WR,
+ $ ZERO, X, 2, SCALE, XNORM, IERR )
+*
+* Scale X(1,1) to avoid overflow when updating
+* the right-hand side.
+*
+ IF( XNORM.GT.ONE ) THEN
+ IF( WORK( J ).GT.BIGNUM / XNORM ) THEN
+ X( 1, 1 ) = X( 1, 1 ) / XNORM
+ SCALE = SCALE / XNORM
+ END IF
+ END IF
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE )
+ $ CALL DSCAL( KI, SCALE, WORK( 1+N ), 1 )
+ WORK( J+N ) = X( 1, 1 )
+*
+* Update right-hand side
+*
+ CALL DAXPY( J-1, -X( 1, 1 ), T( 1, J ), 1,
+ $ WORK( 1+N ), 1 )
+*
+ ELSE
+*
+* 2-by-2 diagonal block
+*
+ CALL DLALN2( .FALSE., 2, 1, SMIN, ONE,
+ $ T( J-1, J-1 ), LDT, ONE, ONE,
+ $ WORK( J-1+N ), N, WR, ZERO, X, 2,
+ $ SCALE, XNORM, IERR )
+*
+* Scale X(1,1) and X(2,1) to avoid overflow when
+* updating the right-hand side.
+*
+ IF( XNORM.GT.ONE ) THEN
+ BETA = MAX( WORK( J-1 ), WORK( J ) )
+ IF( BETA.GT.BIGNUM / XNORM ) THEN
+ X( 1, 1 ) = X( 1, 1 ) / XNORM
+ X( 2, 1 ) = X( 2, 1 ) / XNORM
+ SCALE = SCALE / XNORM
+ END IF
+ END IF
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE )
+ $ CALL DSCAL( KI, SCALE, WORK( 1+N ), 1 )
+ WORK( J-1+N ) = X( 1, 1 )
+ WORK( J+N ) = X( 2, 1 )
+*
+* Update right-hand side
+*
+ CALL DAXPY( J-2, -X( 1, 1 ), T( 1, J-1 ), 1,
+ $ WORK( 1+N ), 1 )
+ CALL DAXPY( J-2, -X( 2, 1 ), T( 1, J ), 1,
+ $ WORK( 1+N ), 1 )
+ END IF
+ 60 CONTINUE
+*
+* Copy the vector x or Q*x to VR and normalize.
+*
+ IF( .NOT.OVER ) THEN
+ CALL DCOPY( KI, WORK( 1+N ), 1, VR( 1, IS ), 1 )
+*
+ II = IDAMAX( KI, VR( 1, IS ), 1 )
+ REMAX = ONE / ABS( VR( II, IS ) )
+ CALL DSCAL( KI, REMAX, VR( 1, IS ), 1 )
+*
+ DO 70 K = KI + 1, N
+ VR( K, IS ) = ZERO
+ 70 CONTINUE
+ ELSE
+ IF( KI.GT.1 )
+ $ CALL DGEMV( 'N', N, KI-1, ONE, VR, LDVR,
+ $ WORK( 1+N ), 1, WORK( KI+N ),
+ $ VR( 1, KI ), 1 )
+*
+ II = IDAMAX( N, VR( 1, KI ), 1 )
+ REMAX = ONE / ABS( VR( II, KI ) )
+ CALL DSCAL( N, REMAX, VR( 1, KI ), 1 )
+ END IF
+*
+ ELSE
+*
+* Complex right eigenvector.
+*
+* Initial solve
+* [ (T(KI-1,KI-1) T(KI-1,KI) ) - (WR + I* WI)]*X = 0.
+* [ (T(KI,KI-1) T(KI,KI) ) ]
+*
+ IF( ABS( T( KI-1, KI ) ).GE.ABS( T( KI, KI-1 ) ) ) THEN
+ WORK( KI-1+N ) = ONE
+ WORK( KI+N2 ) = WI / T( KI-1, KI )
+ ELSE
+ WORK( KI-1+N ) = -WI / T( KI, KI-1 )
+ WORK( KI+N2 ) = ONE
+ END IF
+ WORK( KI+N ) = ZERO
+ WORK( KI-1+N2 ) = ZERO
+*
+* Form right-hand side
+*
+ DO 80 K = 1, KI - 2
+ WORK( K+N ) = -WORK( KI-1+N )*T( K, KI-1 )
+ WORK( K+N2 ) = -WORK( KI+N2 )*T( K, KI )
+ 80 CONTINUE
+*
+* Solve upper quasi-triangular system:
+* (T(1:KI-2,1:KI-2) - (WR+i*WI))*X = SCALE*(WORK+i*WORK2)
+*
+ JNXT = KI - 2
+ DO 90 J = KI - 2, 1, -1
+ IF( J.GT.JNXT )
+ $ GO TO 90
+ J1 = J
+ J2 = J
+ JNXT = J - 1
+ IF( J.GT.1 ) THEN
+ IF( T( J, J-1 ).NE.ZERO ) THEN
+ J1 = J - 1
+ JNXT = J - 2
+ END IF
+ END IF
+*
+ IF( J1.EQ.J2 ) THEN
+*
+* 1-by-1 diagonal block
+*
+ CALL DLALN2( .FALSE., 1, 2, SMIN, ONE, T( J, J ),
+ $ LDT, ONE, ONE, WORK( J+N ), N, WR, WI,
+ $ X, 2, SCALE, XNORM, IERR )
+*
+* Scale X(1,1) and X(1,2) to avoid overflow when
+* updating the right-hand side.
+*
+ IF( XNORM.GT.ONE ) THEN
+ IF( WORK( J ).GT.BIGNUM / XNORM ) THEN
+ X( 1, 1 ) = X( 1, 1 ) / XNORM
+ X( 1, 2 ) = X( 1, 2 ) / XNORM
+ SCALE = SCALE / XNORM
+ END IF
+ END IF
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE ) THEN
+ CALL DSCAL( KI, SCALE, WORK( 1+N ), 1 )
+ CALL DSCAL( KI, SCALE, WORK( 1+N2 ), 1 )
+ END IF
+ WORK( J+N ) = X( 1, 1 )
+ WORK( J+N2 ) = X( 1, 2 )
+*
+* Update the right-hand side
+*
+ CALL DAXPY( J-1, -X( 1, 1 ), T( 1, J ), 1,
+ $ WORK( 1+N ), 1 )
+ CALL DAXPY( J-1, -X( 1, 2 ), T( 1, J ), 1,
+ $ WORK( 1+N2 ), 1 )
+*
+ ELSE
+*
+* 2-by-2 diagonal block
+*
+ CALL DLALN2( .FALSE., 2, 2, SMIN, ONE,
+ $ T( J-1, J-1 ), LDT, ONE, ONE,
+ $ WORK( J-1+N ), N, WR, WI, X, 2, SCALE,
+ $ XNORM, IERR )
+*
+* Scale X to avoid overflow when updating
+* the right-hand side.
+*
+ IF( XNORM.GT.ONE ) THEN
+ BETA = MAX( WORK( J-1 ), WORK( J ) )
+ IF( BETA.GT.BIGNUM / XNORM ) THEN
+ REC = ONE / XNORM
+ X( 1, 1 ) = X( 1, 1 )*REC
+ X( 1, 2 ) = X( 1, 2 )*REC
+ X( 2, 1 ) = X( 2, 1 )*REC
+ X( 2, 2 ) = X( 2, 2 )*REC
+ SCALE = SCALE*REC
+ END IF
+ END IF
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE ) THEN
+ CALL DSCAL( KI, SCALE, WORK( 1+N ), 1 )
+ CALL DSCAL( KI, SCALE, WORK( 1+N2 ), 1 )
+ END IF
+ WORK( J-1+N ) = X( 1, 1 )
+ WORK( J+N ) = X( 2, 1 )
+ WORK( J-1+N2 ) = X( 1, 2 )
+ WORK( J+N2 ) = X( 2, 2 )
+*
+* Update the right-hand side
+*
+ CALL DAXPY( J-2, -X( 1, 1 ), T( 1, J-1 ), 1,
+ $ WORK( 1+N ), 1 )
+ CALL DAXPY( J-2, -X( 2, 1 ), T( 1, J ), 1,
+ $ WORK( 1+N ), 1 )
+ CALL DAXPY( J-2, -X( 1, 2 ), T( 1, J-1 ), 1,
+ $ WORK( 1+N2 ), 1 )
+ CALL DAXPY( J-2, -X( 2, 2 ), T( 1, J ), 1,
+ $ WORK( 1+N2 ), 1 )
+ END IF
+ 90 CONTINUE
+*
+* Copy the vector x or Q*x to VR and normalize.
+*
+ IF( .NOT.OVER ) THEN
+ CALL DCOPY( KI, WORK( 1+N ), 1, VR( 1, IS-1 ), 1 )
+ CALL DCOPY( KI, WORK( 1+N2 ), 1, VR( 1, IS ), 1 )
+*
+ EMAX = ZERO
+ DO 100 K = 1, KI
+ EMAX = MAX( EMAX, ABS( VR( K, IS-1 ) )+
+ $ ABS( VR( K, IS ) ) )
+ 100 CONTINUE
+*
+ REMAX = ONE / EMAX
+ CALL DSCAL( KI, REMAX, VR( 1, IS-1 ), 1 )
+ CALL DSCAL( KI, REMAX, VR( 1, IS ), 1 )
+*
+ DO 110 K = KI + 1, N
+ VR( K, IS-1 ) = ZERO
+ VR( K, IS ) = ZERO
+ 110 CONTINUE
+*
+ ELSE
+*
+ IF( KI.GT.2 ) THEN
+ CALL DGEMV( 'N', N, KI-2, ONE, VR, LDVR,
+ $ WORK( 1+N ), 1, WORK( KI-1+N ),
+ $ VR( 1, KI-1 ), 1 )
+ CALL DGEMV( 'N', N, KI-2, ONE, VR, LDVR,
+ $ WORK( 1+N2 ), 1, WORK( KI+N2 ),
+ $ VR( 1, KI ), 1 )
+ ELSE
+ CALL DSCAL( N, WORK( KI-1+N ), VR( 1, KI-1 ), 1 )
+ CALL DSCAL( N, WORK( KI+N2 ), VR( 1, KI ), 1 )
+ END IF
+*
+ EMAX = ZERO
+ DO 120 K = 1, N
+ EMAX = MAX( EMAX, ABS( VR( K, KI-1 ) )+
+ $ ABS( VR( K, KI ) ) )
+ 120 CONTINUE
+ REMAX = ONE / EMAX
+ CALL DSCAL( N, REMAX, VR( 1, KI-1 ), 1 )
+ CALL DSCAL( N, REMAX, VR( 1, KI ), 1 )
+ END IF
+ END IF
+*
+ IS = IS - 1
+ IF( IP.NE.0 )
+ $ IS = IS - 1
+ 130 CONTINUE
+ IF( IP.EQ.1 )
+ $ IP = 0
+ IF( IP.EQ.-1 )
+ $ IP = 1
+ 140 CONTINUE
+ END IF
+*
+ IF( LEFTV ) THEN
+*
+* Compute left eigenvectors.
+*
+ IP = 0
+ IS = 1
+ DO 260 KI = 1, N
+*
+ IF( IP.EQ.-1 )
+ $ GO TO 250
+ IF( KI.EQ.N )
+ $ GO TO 150
+ IF( T( KI+1, KI ).EQ.ZERO )
+ $ GO TO 150
+ IP = 1
+*
+ 150 CONTINUE
+ IF( SOMEV ) THEN
+ IF( .NOT.SELECT( KI ) )
+ $ GO TO 250
+ END IF
+*
+* Compute the KI-th eigenvalue (WR,WI).
+*
+ WR = T( KI, KI )
+ WI = ZERO
+ IF( IP.NE.0 )
+ $ WI = SQRT( ABS( T( KI, KI+1 ) ) )*
+ $ SQRT( ABS( T( KI+1, KI ) ) )
+ SMIN = MAX( ULP*( ABS( WR )+ABS( WI ) ), SMLNUM )
+*
+ IF( IP.EQ.0 ) THEN
+*
+* Real left eigenvector.
+*
+ WORK( KI+N ) = ONE
+*
+* Form right-hand side
+*
+ DO 160 K = KI + 1, N
+ WORK( K+N ) = -T( KI, K )
+ 160 CONTINUE
+*
+* Solve the quasi-triangular system:
+* (T(KI+1:N,KI+1:N) - WR)'*X = SCALE*WORK
+*
+ VMAX = ONE
+ VCRIT = BIGNUM
+*
+ JNXT = KI + 1
+ DO 170 J = KI + 1, N
+ IF( J.LT.JNXT )
+ $ GO TO 170
+ J1 = J
+ J2 = J
+ JNXT = J + 1
+ IF( J.LT.N ) THEN
+ IF( T( J+1, J ).NE.ZERO ) THEN
+ J2 = J + 1
+ JNXT = J + 2
+ END IF
+ END IF
+*
+ IF( J1.EQ.J2 ) THEN
+*
+* 1-by-1 diagonal block
+*
+* Scale if necessary to avoid overflow when forming
+* the right-hand side.
+*
+ IF( WORK( J ).GT.VCRIT ) THEN
+ REC = ONE / VMAX
+ CALL DSCAL( N-KI+1, REC, WORK( KI+N ), 1 )
+ VMAX = ONE
+ VCRIT = BIGNUM
+ END IF
+*
+ WORK( J+N ) = WORK( J+N ) -
+ $ DDOT( J-KI-1, T( KI+1, J ), 1,
+ $ WORK( KI+1+N ), 1 )
+*
+* Solve (T(J,J)-WR)'*X = WORK
+*
+ CALL DLALN2( .FALSE., 1, 1, SMIN, ONE, T( J, J ),
+ $ LDT, ONE, ONE, WORK( J+N ), N, WR,
+ $ ZERO, X, 2, SCALE, XNORM, IERR )
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE )
+ $ CALL DSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 )
+ WORK( J+N ) = X( 1, 1 )
+ VMAX = MAX( ABS( WORK( J+N ) ), VMAX )
+ VCRIT = BIGNUM / VMAX
+*
+ ELSE
+*
+* 2-by-2 diagonal block
+*
+* Scale if necessary to avoid overflow when forming
+* the right-hand side.
+*
+ BETA = MAX( WORK( J ), WORK( J+1 ) )
+ IF( BETA.GT.VCRIT ) THEN
+ REC = ONE / VMAX
+ CALL DSCAL( N-KI+1, REC, WORK( KI+N ), 1 )
+ VMAX = ONE
+ VCRIT = BIGNUM
+ END IF
+*
+ WORK( J+N ) = WORK( J+N ) -
+ $ DDOT( J-KI-1, T( KI+1, J ), 1,
+ $ WORK( KI+1+N ), 1 )
+*
+ WORK( J+1+N ) = WORK( J+1+N ) -
+ $ DDOT( J-KI-1, T( KI+1, J+1 ), 1,
+ $ WORK( KI+1+N ), 1 )
+*
+* Solve
+* [T(J,J)-WR T(J,J+1) ]'* X = SCALE*( WORK1 )
+* [T(J+1,J) T(J+1,J+1)-WR] ( WORK2 )
+*
+ CALL DLALN2( .TRUE., 2, 1, SMIN, ONE, T( J, J ),
+ $ LDT, ONE, ONE, WORK( J+N ), N, WR,
+ $ ZERO, X, 2, SCALE, XNORM, IERR )
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE )
+ $ CALL DSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 )
+ WORK( J+N ) = X( 1, 1 )
+ WORK( J+1+N ) = X( 2, 1 )
+*
+ VMAX = MAX( ABS( WORK( J+N ) ),
+ $ ABS( WORK( J+1+N ) ), VMAX )
+ VCRIT = BIGNUM / VMAX
+*
+ END IF
+ 170 CONTINUE
+*
+* Copy the vector x or Q*x to VL and normalize.
+*
+ IF( .NOT.OVER ) THEN
+ CALL DCOPY( N-KI+1, WORK( KI+N ), 1, VL( KI, IS ), 1 )
+*
+ II = IDAMAX( N-KI+1, VL( KI, IS ), 1 ) + KI - 1
+ REMAX = ONE / ABS( VL( II, IS ) )
+ CALL DSCAL( N-KI+1, REMAX, VL( KI, IS ), 1 )
+*
+ DO 180 K = 1, KI - 1
+ VL( K, IS ) = ZERO
+ 180 CONTINUE
+*
+ ELSE
+*
+ IF( KI.LT.N )
+ $ CALL DGEMV( 'N', N, N-KI, ONE, VL( 1, KI+1 ), LDVL,
+ $ WORK( KI+1+N ), 1, WORK( KI+N ),
+ $ VL( 1, KI ), 1 )
+*
+ II = IDAMAX( N, VL( 1, KI ), 1 )
+ REMAX = ONE / ABS( VL( II, KI ) )
+ CALL DSCAL( N, REMAX, VL( 1, KI ), 1 )
+*
+ END IF
+*
+ ELSE
+*
+* Complex left eigenvector.
+*
+* Initial solve:
+* ((T(KI,KI) T(KI,KI+1) )' - (WR - I* WI))*X = 0.
+* ((T(KI+1,KI) T(KI+1,KI+1)) )
+*
+ IF( ABS( T( KI, KI+1 ) ).GE.ABS( T( KI+1, KI ) ) ) THEN
+ WORK( KI+N ) = WI / T( KI, KI+1 )
+ WORK( KI+1+N2 ) = ONE
+ ELSE
+ WORK( KI+N ) = ONE
+ WORK( KI+1+N2 ) = -WI / T( KI+1, KI )
+ END IF
+ WORK( KI+1+N ) = ZERO
+ WORK( KI+N2 ) = ZERO
+*
+* Form right-hand side
+*
+ DO 190 K = KI + 2, N
+ WORK( K+N ) = -WORK( KI+N )*T( KI, K )
+ WORK( K+N2 ) = -WORK( KI+1+N2 )*T( KI+1, K )
+ 190 CONTINUE
+*
+* Solve complex quasi-triangular system:
+* ( T(KI+2,N:KI+2,N) - (WR-i*WI) )*X = WORK1+i*WORK2
+*
+ VMAX = ONE
+ VCRIT = BIGNUM
+*
+ JNXT = KI + 2
+ DO 200 J = KI + 2, N
+ IF( J.LT.JNXT )
+ $ GO TO 200
+ J1 = J
+ J2 = J
+ JNXT = J + 1
+ IF( J.LT.N ) THEN
+ IF( T( J+1, J ).NE.ZERO ) THEN
+ J2 = J + 1
+ JNXT = J + 2
+ END IF
+ END IF
+*
+ IF( J1.EQ.J2 ) THEN
+*
+* 1-by-1 diagonal block
+*
+* Scale if necessary to avoid overflow when
+* forming the right-hand side elements.
+*
+ IF( WORK( J ).GT.VCRIT ) THEN
+ REC = ONE / VMAX
+ CALL DSCAL( N-KI+1, REC, WORK( KI+N ), 1 )
+ CALL DSCAL( N-KI+1, REC, WORK( KI+N2 ), 1 )
+ VMAX = ONE
+ VCRIT = BIGNUM
+ END IF
+*
+ WORK( J+N ) = WORK( J+N ) -
+ $ DDOT( J-KI-2, T( KI+2, J ), 1,
+ $ WORK( KI+2+N ), 1 )
+ WORK( J+N2 ) = WORK( J+N2 ) -
+ $ DDOT( J-KI-2, T( KI+2, J ), 1,
+ $ WORK( KI+2+N2 ), 1 )
+*
+* Solve (T(J,J)-(WR-i*WI))*(X11+i*X12)= WK+I*WK2
+*
+ CALL DLALN2( .FALSE., 1, 2, SMIN, ONE, T( J, J ),
+ $ LDT, ONE, ONE, WORK( J+N ), N, WR,
+ $ -WI, X, 2, SCALE, XNORM, IERR )
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE ) THEN
+ CALL DSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 )
+ CALL DSCAL( N-KI+1, SCALE, WORK( KI+N2 ), 1 )
+ END IF
+ WORK( J+N ) = X( 1, 1 )
+ WORK( J+N2 ) = X( 1, 2 )
+ VMAX = MAX( ABS( WORK( J+N ) ),
+ $ ABS( WORK( J+N2 ) ), VMAX )
+ VCRIT = BIGNUM / VMAX
+*
+ ELSE
+*
+* 2-by-2 diagonal block
+*
+* Scale if necessary to avoid overflow when forming
+* the right-hand side elements.
+*
+ BETA = MAX( WORK( J ), WORK( J+1 ) )
+ IF( BETA.GT.VCRIT ) THEN
+ REC = ONE / VMAX
+ CALL DSCAL( N-KI+1, REC, WORK( KI+N ), 1 )
+ CALL DSCAL( N-KI+1, REC, WORK( KI+N2 ), 1 )
+ VMAX = ONE
+ VCRIT = BIGNUM
+ END IF
+*
+ WORK( J+N ) = WORK( J+N ) -
+ $ DDOT( J-KI-2, T( KI+2, J ), 1,
+ $ WORK( KI+2+N ), 1 )
+*
+ WORK( J+N2 ) = WORK( J+N2 ) -
+ $ DDOT( J-KI-2, T( KI+2, J ), 1,
+ $ WORK( KI+2+N2 ), 1 )
+*
+ WORK( J+1+N ) = WORK( J+1+N ) -
+ $ DDOT( J-KI-2, T( KI+2, J+1 ), 1,
+ $ WORK( KI+2+N ), 1 )
+*
+ WORK( J+1+N2 ) = WORK( J+1+N2 ) -
+ $ DDOT( J-KI-2, T( KI+2, J+1 ), 1,
+ $ WORK( KI+2+N2 ), 1 )
+*
+* Solve 2-by-2 complex linear equation
+* ([T(j,j) T(j,j+1) ]'-(wr-i*wi)*I)*X = SCALE*B
+* ([T(j+1,j) T(j+1,j+1)] )
+*
+ CALL DLALN2( .TRUE., 2, 2, SMIN, ONE, T( J, J ),
+ $ LDT, ONE, ONE, WORK( J+N ), N, WR,
+ $ -WI, X, 2, SCALE, XNORM, IERR )
+*
+* Scale if necessary
+*
+ IF( SCALE.NE.ONE ) THEN
+ CALL DSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 )
+ CALL DSCAL( N-KI+1, SCALE, WORK( KI+N2 ), 1 )
+ END IF
+ WORK( J+N ) = X( 1, 1 )
+ WORK( J+N2 ) = X( 1, 2 )
+ WORK( J+1+N ) = X( 2, 1 )
+ WORK( J+1+N2 ) = X( 2, 2 )
+ VMAX = MAX( ABS( X( 1, 1 ) ), ABS( X( 1, 2 ) ),
+ $ ABS( X( 2, 1 ) ), ABS( X( 2, 2 ) ), VMAX )
+ VCRIT = BIGNUM / VMAX
+*
+ END IF
+ 200 CONTINUE
+*
+* Copy the vector x or Q*x to VL and normalize.
+*
+ IF( .NOT.OVER ) THEN
+ CALL DCOPY( N-KI+1, WORK( KI+N ), 1, VL( KI, IS ), 1 )
+ CALL DCOPY( N-KI+1, WORK( KI+N2 ), 1, VL( KI, IS+1 ),
+ $ 1 )
+*
+ EMAX = ZERO
+ DO 220 K = KI, N
+ EMAX = MAX( EMAX, ABS( VL( K, IS ) )+
+ $ ABS( VL( K, IS+1 ) ) )
+ 220 CONTINUE
+ REMAX = ONE / EMAX
+ CALL DSCAL( N-KI+1, REMAX, VL( KI, IS ), 1 )
+ CALL DSCAL( N-KI+1, REMAX, VL( KI, IS+1 ), 1 )
+*
+ DO 230 K = 1, KI - 1
+ VL( K, IS ) = ZERO
+ VL( K, IS+1 ) = ZERO
+ 230 CONTINUE
+ ELSE
+ IF( KI.LT.N-1 ) THEN
+ CALL DGEMV( 'N', N, N-KI-1, ONE, VL( 1, KI+2 ),
+ $ LDVL, WORK( KI+2+N ), 1, WORK( KI+N ),
+ $ VL( 1, KI ), 1 )
+ CALL DGEMV( 'N', N, N-KI-1, ONE, VL( 1, KI+2 ),
+ $ LDVL, WORK( KI+2+N2 ), 1,
+ $ WORK( KI+1+N2 ), VL( 1, KI+1 ), 1 )
+ ELSE
+ CALL DSCAL( N, WORK( KI+N ), VL( 1, KI ), 1 )
+ CALL DSCAL( N, WORK( KI+1+N2 ), VL( 1, KI+1 ), 1 )
+ END IF
+*
+ EMAX = ZERO
+ DO 240 K = 1, N
+ EMAX = MAX( EMAX, ABS( VL( K, KI ) )+
+ $ ABS( VL( K, KI+1 ) ) )
+ 240 CONTINUE
+ REMAX = ONE / EMAX
+ CALL DSCAL( N, REMAX, VL( 1, KI ), 1 )
+ CALL DSCAL( N, REMAX, VL( 1, KI+1 ), 1 )
+*
+ END IF
+*
+ END IF
+*
+ IS = IS + 1
+ IF( IP.NE.0 )
+ $ IS = IS + 1
+ 250 CONTINUE
+ IF( IP.EQ.-1 )
+ $ IP = 0
+ IF( IP.EQ.1 )
+ $ IP = -1
+*
+ 260 CONTINUE
+*
+ END IF
+*
+ RETURN
+*
+* End of DTREVC
+*
+ END
diff --git a/src/lib/lapack/dtrexc.f b/src/lib/lapack/dtrexc.f
new file mode 100644
index 00000000..db9be753
--- /dev/null
+++ b/src/lib/lapack/dtrexc.f
@@ -0,0 +1,345 @@
+ SUBROUTINE DTREXC( COMPQ, N, T, LDT, Q, LDQ, IFST, ILST, WORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ
+ INTEGER IFST, ILST, INFO, LDQ, LDT, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Q( LDQ, * ), T( LDT, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTREXC reorders the real Schur factorization of a real matrix
+* A = Q*T*Q**T, so that the diagonal block of T with row index IFST is
+* moved to row ILST.
+*
+* The real Schur form T is reordered by an orthogonal similarity
+* transformation Z**T*T*Z, and optionally the matrix Q of Schur vectors
+* is updated by postmultiplying it with Z.
+*
+* 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
+* =========
+*
+* COMPQ (input) CHARACTER*1
+* = 'V': update the matrix Q of Schur vectors;
+* = 'N': do not update Q.
+*
+* 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
+* Schur canonical form.
+* On exit, the reordered upper quasi-triangular matrix, again
+* in Schur canonical form.
+*
+* 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 Z which reorders T.
+* If COMPQ = 'N', Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= max(1,N).
+*
+* IFST (input/output) INTEGER
+* ILST (input/output) INTEGER
+* Specify the reordering of the diagonal blocks of T.
+* The block with row index IFST is moved to row ILST, by a
+* sequence of transpositions between adjacent blocks.
+* On exit, if IFST pointed on entry to the second row of a
+* 2-by-2 block, it is changed to point to the first row; ILST
+* always points to the first row of the block in its final
+* position (which may differ from its input value by +1 or -1).
+* 1 <= IFST <= N; 1 <= ILST <= N.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* = 1: two adjacent blocks were too close to swap (the problem
+* is very ill-conditioned); T may have been partially
+* reordered, and ILST points to the first row of the
+* current position of the block being moved.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL WANTQ
+ INTEGER HERE, NBF, NBL, NBNEXT
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAEXC, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input arguments.
+*
+ INFO = 0
+ WANTQ = LSAME( COMPQ, 'V' )
+ IF( .NOT.WANTQ .AND. .NOT.LSAME( COMPQ, 'N' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -6
+ ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
+ INFO = -7
+ ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTREXC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+* Determine the first row of specified block
+* and find out it is 1 by 1 or 2 by 2.
+*
+ IF( IFST.GT.1 ) THEN
+ IF( T( IFST, IFST-1 ).NE.ZERO )
+ $ IFST = IFST - 1
+ END IF
+ NBF = 1
+ IF( IFST.LT.N ) THEN
+ IF( T( IFST+1, IFST ).NE.ZERO )
+ $ NBF = 2
+ END IF
+*
+* Determine the first row of the final block
+* and find out it is 1 by 1 or 2 by 2.
+*
+ IF( ILST.GT.1 ) THEN
+ IF( T( ILST, ILST-1 ).NE.ZERO )
+ $ ILST = ILST - 1
+ END IF
+ NBL = 1
+ IF( ILST.LT.N ) THEN
+ IF( T( ILST+1, ILST ).NE.ZERO )
+ $ NBL = 2
+ END IF
+*
+ IF( IFST.EQ.ILST )
+ $ RETURN
+*
+ IF( IFST.LT.ILST ) THEN
+*
+* Update ILST
+*
+ IF( NBF.EQ.2 .AND. NBL.EQ.1 )
+ $ ILST = ILST - 1
+ IF( NBF.EQ.1 .AND. NBL.EQ.2 )
+ $ ILST = ILST + 1
+*
+ HERE = IFST
+*
+ 10 CONTINUE
+*
+* Swap block with next one below
+*
+ IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
+*
+* Current block either 1 by 1 or 2 by 2
+*
+ NBNEXT = 1
+ IF( HERE+NBF+1.LE.N ) THEN
+ IF( T( HERE+NBF+1, HERE+NBF ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE, NBF, NBNEXT,
+ $ WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + NBNEXT
+*
+* Test if 2 by 2 block breaks into two 1 by 1 blocks
+*
+ IF( NBF.EQ.2 ) THEN
+ IF( T( HERE+1, HERE ).EQ.ZERO )
+ $ NBF = 3
+ END IF
+*
+ ELSE
+*
+* Current block consists of two 1 by 1 blocks each of which
+* must be swapped individually
+*
+ NBNEXT = 1
+ IF( HERE+3.LE.N ) THEN
+ IF( T( HERE+3, HERE+2 ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE+1, 1, NBNEXT,
+ $ WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ IF( NBNEXT.EQ.1 ) THEN
+*
+* Swap two 1 by 1 blocks, no problems possible
+*
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE, 1, NBNEXT,
+ $ WORK, INFO )
+ HERE = HERE + 1
+ ELSE
+*
+* Recompute NBNEXT in case 2 by 2 split
+*
+ IF( T( HERE+2, HERE+1 ).EQ.ZERO )
+ $ NBNEXT = 1
+ IF( NBNEXT.EQ.2 ) THEN
+*
+* 2 by 2 Block did not split
+*
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE, 1,
+ $ NBNEXT, WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + 2
+ ELSE
+*
+* 2 by 2 Block did split
+*
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE, 1, 1,
+ $ WORK, INFO )
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE+1, 1, 1,
+ $ WORK, INFO )
+ HERE = HERE + 2
+ END IF
+ END IF
+ END IF
+ IF( HERE.LT.ILST )
+ $ GO TO 10
+*
+ ELSE
+*
+ HERE = IFST
+ 20 CONTINUE
+*
+* Swap block with next one above
+*
+ IF( NBF.EQ.1 .OR. NBF.EQ.2 ) THEN
+*
+* Current block either 1 by 1 or 2 by 2
+*
+ NBNEXT = 1
+ IF( HERE.GE.3 ) THEN
+ IF( T( HERE-1, HERE-2 ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE-NBNEXT, NBNEXT,
+ $ NBF, WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - NBNEXT
+*
+* Test if 2 by 2 block breaks into two 1 by 1 blocks
+*
+ IF( NBF.EQ.2 ) THEN
+ IF( T( HERE+1, HERE ).EQ.ZERO )
+ $ NBF = 3
+ END IF
+*
+ ELSE
+*
+* Current block consists of two 1 by 1 blocks each of which
+* must be swapped individually
+*
+ NBNEXT = 1
+ IF( HERE.GE.3 ) THEN
+ IF( T( HERE-1, HERE-2 ).NE.ZERO )
+ $ NBNEXT = 2
+ END IF
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE-NBNEXT, NBNEXT,
+ $ 1, WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ IF( NBNEXT.EQ.1 ) THEN
+*
+* Swap two 1 by 1 blocks, no problems possible
+*
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE, NBNEXT, 1,
+ $ WORK, INFO )
+ HERE = HERE - 1
+ ELSE
+*
+* Recompute NBNEXT in case 2 by 2 split
+*
+ IF( T( HERE, HERE-1 ).EQ.ZERO )
+ $ NBNEXT = 1
+ IF( NBNEXT.EQ.2 ) THEN
+*
+* 2 by 2 Block did not split
+*
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE-1, 2, 1,
+ $ WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - 2
+ ELSE
+*
+* 2 by 2 Block did split
+*
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE, 1, 1,
+ $ WORK, INFO )
+ CALL DLAEXC( WANTQ, N, T, LDT, Q, LDQ, HERE-1, 1, 1,
+ $ WORK, INFO )
+ HERE = HERE - 2
+ END IF
+ END IF
+ END IF
+ IF( HERE.GT.ILST )
+ $ GO TO 20
+ END IF
+ ILST = HERE
+*
+ RETURN
+*
+* End of DTREXC
+*
+ END
diff --git a/src/lib/lapack/dtrsen.f b/src/lib/lapack/dtrsen.f
new file mode 100644
index 00000000..1d3ab03a
--- /dev/null
+++ b/src/lib/lapack/dtrsen.f
@@ -0,0 +1,459 @@
+ SUBROUTINE DTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, WR, WI,
+ $ M, S, SEP, WORK, LWORK, IWORK, LIWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, JOB
+ INTEGER INFO, LDQ, LDT, LIWORK, LWORK, M, N
+ DOUBLE PRECISION S, SEP
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ INTEGER IWORK( * )
+ DOUBLE PRECISION Q( LDQ, * ), T( LDT, * ), WI( * ), WORK( * ),
+ $ WR( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTRSEN reorders the real Schur factorization of a real 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 real eigenvalue w(j), SELECT(j) must be set to
+* .TRUE.. To select a complex conjugate pair of eigenvalues
+* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
+* either SELECT(j) or SELECT(j+1) or both must be set to
+* .TRUE.; a complex conjugate pair of eigenvalues must be
+* either both included in the cluster or both excluded.
+*
+* N (input) INTEGER
+* The order of the 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 real 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 real Schur factorization of a matrix
+* A = Q*T*Q', then the reordered real 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, PAIR, SWAP, WANTBH, WANTQ, WANTS,
+ $ WANTSP
+ INTEGER IERR, K, KASE, KK, KS, LIWMIN, LWMIN, N1, N2,
+ $ NN
+ DOUBLE PRECISION EST, RNORM, SCALE
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLANGE
+ EXTERNAL LSAME, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DLACPY, DTREXC, DTRSYL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters
+*
+ WANTBH = LSAME( JOB, 'B' )
+ WANTS = LSAME( JOB, 'E' ) .OR. WANTBH
+ WANTSP = LSAME( JOB, 'V' ) .OR. WANTBH
+ WANTQ = LSAME( COMPQ, 'V' )
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.WANTS .AND. .NOT.WANTSP )
+ $ THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( COMPQ, 'N' ) .AND. .NOT.WANTQ ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -8
+ ELSE
+*
+* Set M to the dimension of the specified invariant subspace,
+* and test LWORK and LIWORK.
+*
+ M = 0
+ PAIR = .FALSE.
+ DO 10 K = 1, N
+ IF( PAIR ) THEN
+ PAIR = .FALSE.
+ ELSE
+ IF( K.LT.N ) THEN
+ IF( T( K+1, K ).EQ.ZERO ) THEN
+ IF( SELECT( K ) )
+ $ M = M + 1
+ ELSE
+ PAIR = .TRUE.
+ IF( SELECT( K ) .OR. SELECT( K+1 ) )
+ $ M = M + 2
+ END IF
+ ELSE
+ IF( SELECT( N ) )
+ $ M = M + 1
+ END IF
+ END IF
+ 10 CONTINUE
+*
+ N1 = M
+ N2 = N - M
+ NN = N1*N2
+*
+ IF( WANTSP ) THEN
+ LWMIN = MAX( 1, 2*NN )
+ LIWMIN = MAX( 1, NN )
+ ELSE IF( LSAME( JOB, 'N' ) ) THEN
+ LWMIN = MAX( 1, N )
+ LIWMIN = 1
+ ELSE IF( LSAME( JOB, 'E' ) ) THEN
+ LWMIN = MAX( 1, NN )
+ LIWMIN = 1
+ END IF
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -15
+ ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -17
+ END IF
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTRSEN', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( M.EQ.N .OR. M.EQ.0 ) THEN
+ IF( WANTS )
+ $ S = ONE
+ IF( WANTSP )
+ $ SEP = DLANGE( '1', N, N, T, LDT, WORK )
+ GO TO 40
+ END IF
+*
+* Collect the selected blocks at the top-left corner of T.
+*
+ KS = 0
+ PAIR = .FALSE.
+ DO 20 K = 1, N
+ IF( PAIR ) THEN
+ PAIR = .FALSE.
+ ELSE
+ SWAP = SELECT( K )
+ IF( K.LT.N ) THEN
+ IF( T( K+1, K ).NE.ZERO ) THEN
+ PAIR = .TRUE.
+ SWAP = SWAP .OR. SELECT( K+1 )
+ END IF
+ END IF
+ IF( SWAP ) THEN
+ KS = KS + 1
+*
+* Swap the K-th block to position KS.
+*
+ IERR = 0
+ KK = K
+ IF( K.NE.KS )
+ $ CALL DTREXC( COMPQ, N, T, LDT, Q, LDQ, KK, KS, WORK,
+ $ IERR )
+ IF( IERR.EQ.1 .OR. IERR.EQ.2 ) THEN
+*
+* Blocks too close to swap: exit.
+*
+ INFO = 1
+ IF( WANTS )
+ $ S = ZERO
+ IF( WANTSP )
+ $ SEP = ZERO
+ GO TO 40
+ END IF
+ IF( PAIR )
+ $ KS = KS + 1
+ END IF
+ END IF
+ 20 CONTINUE
+*
+ IF( WANTS ) THEN
+*
+* Solve Sylvester equation for R:
+*
+* T11*R - R*T22 = scale*T12
+*
+ CALL DLACPY( 'F', N1, N2, T( 1, N1+1 ), LDT, WORK, N1 )
+ CALL DTRSYL( 'N', 'N', -1, N1, N2, T, LDT, T( N1+1, N1+1 ),
+ $ LDT, WORK, N1, SCALE, IERR )
+*
+* Estimate the reciprocal of the condition number of the cluster
+* of eigenvalues.
+*
+ RNORM = DLANGE( 'F', N1, N2, WORK, N1, WORK )
+ IF( RNORM.EQ.ZERO ) THEN
+ S = ONE
+ ELSE
+ S = SCALE / ( SQRT( SCALE*SCALE / RNORM+RNORM )*
+ $ SQRT( RNORM ) )
+ END IF
+ END IF
+*
+ IF( WANTSP ) THEN
+*
+* Estimate sep(T11,T22).
+*
+ EST = ZERO
+ KASE = 0
+ 30 CONTINUE
+ CALL DLACN2( NN, WORK( NN+1 ), WORK, IWORK, EST, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve T11*R - R*T22 = scale*X.
+*
+ CALL DTRSYL( 'N', 'N', -1, N1, N2, T, LDT,
+ $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE,
+ $ IERR )
+ ELSE
+*
+* Solve T11'*R - R*T22' = scale*X.
+*
+ CALL DTRSYL( 'T', 'T', -1, N1, N2, T, LDT,
+ $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE,
+ $ IERR )
+ END IF
+ GO TO 30
+ END IF
+*
+ SEP = SCALE / EST
+ END IF
+*
+ 40 CONTINUE
+*
+* Store the output eigenvalues in WR and WI.
+*
+ DO 50 K = 1, N
+ WR( K ) = T( K, K )
+ WI( K ) = ZERO
+ 50 CONTINUE
+ DO 60 K = 1, N - 1
+ IF( T( K+1, K ).NE.ZERO ) THEN
+ WI( K ) = SQRT( ABS( T( K, K+1 ) ) )*
+ $ SQRT( ABS( T( K+1, K ) ) )
+ WI( K+1 ) = -WI( K )
+ END IF
+ 60 CONTINUE
+*
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ RETURN
+*
+* End of DTRSEN
+*
+ END
diff --git a/src/lib/lapack/dtrsyl.f b/src/lib/lapack/dtrsyl.f
new file mode 100644
index 00000000..4c6c28e5
--- /dev/null
+++ b/src/lib/lapack/dtrsyl.f
@@ -0,0 +1,913 @@
+ SUBROUTINE DTRSYL( TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C,
+ $ LDC, SCALE, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANA, TRANB
+ INTEGER INFO, ISGN, LDA, LDB, LDC, M, N
+ DOUBLE PRECISION SCALE
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTRSYL solves the real Sylvester matrix equation:
+*
+* op(A)*X + X*op(B) = scale*C or
+* op(A)*X - X*op(B) = scale*C,
+*
+* where op(A) = A or A**T, and A and B are both upper quasi-
+* triangular. A is M-by-M and B is N-by-N; the right hand side C and
+* the solution X are M-by-N; and scale is an output scale factor, set
+* <= 1 to avoid overflow in X.
+*
+* A and B 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
+* =========
+*
+* TRANA (input) CHARACTER*1
+* Specifies the option op(A):
+* = 'N': op(A) = A (No transpose)
+* = 'T': op(A) = A**T (Transpose)
+* = 'C': op(A) = A**H (Conjugate transpose = Transpose)
+*
+* TRANB (input) CHARACTER*1
+* Specifies the option op(B):
+* = 'N': op(B) = B (No transpose)
+* = 'T': op(B) = B**T (Transpose)
+* = 'C': op(B) = B**H (Conjugate transpose = Transpose)
+*
+* ISGN (input) INTEGER
+* Specifies the sign in the equation:
+* = +1: solve op(A)*X + X*op(B) = scale*C
+* = -1: solve op(A)*X - X*op(B) = scale*C
+*
+* M (input) INTEGER
+* The order of the matrix A, and the number of rows in the
+* matrices X and C. M >= 0.
+*
+* N (input) INTEGER
+* The order of the matrix B, and the number of columns in the
+* matrices X and C. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,M)
+* The upper quasi-triangular matrix A, in Schur canonical form.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB,N)
+* The upper quasi-triangular matrix B, in Schur canonical form.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
+* On entry, the M-by-N right hand side matrix C.
+* On exit, C is overwritten by the solution matrix X.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M)
+*
+* SCALE (output) DOUBLE PRECISION
+* The scale factor, scale, set <= 1 to avoid overflow in X.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* = 1: A and B have common or very close eigenvalues; perturbed
+* values were used to solve the equation (but the matrices
+* A and B are unchanged).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRNA, NOTRNB
+ INTEGER IERR, J, K, K1, K2, KNEXT, L, L1, L2, LNEXT
+ DOUBLE PRECISION A11, BIGNUM, DA11, DB, EPS, SCALOC, SGN, SMIN,
+ $ SMLNUM, SUML, SUMR, XNORM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION DUM( 1 ), VEC( 2, 2 ), X( 2, 2 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DDOT, DLAMCH, DLANGE
+ EXTERNAL LSAME, DDOT, DLAMCH, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, DLALN2, DLASY2, DSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Decode and Test input parameters
+*
+ NOTRNA = LSAME( TRANA, 'N' )
+ NOTRNB = LSAME( TRANB, 'N' )
+*
+ INFO = 0
+ IF( .NOT.NOTRNA .AND. .NOT.LSAME( TRANA, 'T' ) .AND. .NOT.
+ $ LSAME( TRANA, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRNB .AND. .NOT.LSAME( TRANB, 'T' ) .AND. .NOT.
+ $ LSAME( TRANB, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( ISGN.NE.1 .AND. ISGN.NE.-1 ) THEN
+ INFO = -3
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTRSYL', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Set constants to control overflow
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SMLNUM*DBLE( M*N ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+ SMIN = MAX( SMLNUM, EPS*DLANGE( 'M', M, M, A, LDA, DUM ),
+ $ EPS*DLANGE( 'M', N, N, B, LDB, DUM ) )
+*
+ SCALE = ONE
+ SGN = ISGN
+*
+ IF( NOTRNA .AND. NOTRNB ) THEN
+*
+* Solve A*X + ISGN*X*B = scale*C.
+*
+* The (K,L)th block of X is determined starting from
+* bottom-left corner column by column by
+*
+* A(K,K)*X(K,L) + ISGN*X(K,L)*B(L,L) = C(K,L) - R(K,L)
+*
+* Where
+* M L-1
+* R(K,L) = SUM [A(K,I)*X(I,L)] + ISGN*SUM [X(K,J)*B(J,L)].
+* I=K+1 J=1
+*
+* Start column loop (index = L)
+* L1 (L2) : column index of the first (first) row of X(K,L).
+*
+ LNEXT = 1
+ DO 60 L = 1, N
+ IF( L.LT.LNEXT )
+ $ GO TO 60
+ IF( L.EQ.N ) THEN
+ L1 = L
+ L2 = L
+ ELSE
+ IF( B( L+1, L ).NE.ZERO ) THEN
+ L1 = L
+ L2 = L + 1
+ LNEXT = L + 2
+ ELSE
+ L1 = L
+ L2 = L
+ LNEXT = L + 1
+ END IF
+ END IF
+*
+* Start row loop (index = K)
+* K1 (K2): row index of the first (last) row of X(K,L).
+*
+ KNEXT = M
+ DO 50 K = M, 1, -1
+ IF( K.GT.KNEXT )
+ $ GO TO 50
+ IF( K.EQ.1 ) THEN
+ K1 = K
+ K2 = K
+ ELSE
+ IF( A( K, K-1 ).NE.ZERO ) THEN
+ K1 = K - 1
+ K2 = K
+ KNEXT = K - 2
+ ELSE
+ K1 = K
+ K2 = K
+ KNEXT = K - 1
+ END IF
+ END IF
+*
+ IF( L1.EQ.L2 .AND. K1.EQ.K2 ) THEN
+ SUML = DDOT( M-K1, A( K1, MIN( K1+1, M ) ), LDA,
+ $ C( MIN( K1+1, M ), L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+ SCALOC = ONE
+*
+ A11 = A( K1, K1 ) + SGN*B( L1, L1 )
+ DA11 = ABS( A11 )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( VEC( 1, 1 ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+ X( 1, 1 ) = ( VEC( 1, 1 )*SCALOC ) / A11
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 10 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 10 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+*
+ ELSE IF( L1.EQ.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( M-K2, A( K1, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K2, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K2, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLALN2( .FALSE., 2, 1, SMIN, ONE, A( K1, K1 ),
+ $ LDA, ONE, ONE, VEC, 2, -SGN*B( L1, L1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 20 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 20 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K2, L1 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.EQ.K2 ) THEN
+*
+ SUML = DDOT( M-K1, A( K1, MIN( K1+1, M ) ), LDA,
+ $ C( MIN( K1+1, M ), L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = SGN*( C( K1, L1 )-( SUML+SGN*SUMR ) )
+*
+ SUML = DDOT( M-K1, A( K1, MIN( K1+1, M ) ), LDA,
+ $ C( MIN( K1+1, M ), L2 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L2 ), 1 )
+ VEC( 2, 1 ) = SGN*( C( K1, L2 )-( SUML+SGN*SUMR ) )
+*
+ CALL DLALN2( .TRUE., 2, 1, SMIN, ONE, B( L1, L1 ),
+ $ LDB, ONE, ONE, VEC, 2, -SGN*A( K1, K1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 30 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 30 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( M-K2, A( K1, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K1, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L2 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L2 ), 1 )
+ VEC( 1, 2 ) = C( K1, L2 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K2, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K2, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K2, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L2 ), 1 )
+ SUMR = DDOT( L1-1, C( K2, 1 ), LDC, B( 1, L2 ), 1 )
+ VEC( 2, 2 ) = C( K2, L2 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLASY2( .FALSE., .FALSE., ISGN, 2, 2,
+ $ A( K1, K1 ), LDA, B( L1, L1 ), LDB, VEC,
+ $ 2, SCALOC, X, 2, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 40 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 40 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 1, 2 )
+ C( K2, L1 ) = X( 2, 1 )
+ C( K2, L2 ) = X( 2, 2 )
+ END IF
+*
+ 50 CONTINUE
+*
+ 60 CONTINUE
+*
+ ELSE IF( .NOT.NOTRNA .AND. NOTRNB ) THEN
+*
+* Solve A' *X + ISGN*X*B = scale*C.
+*
+* The (K,L)th block of X is determined starting from
+* upper-left corner column by column by
+*
+* A(K,K)'*X(K,L) + ISGN*X(K,L)*B(L,L) = C(K,L) - R(K,L)
+*
+* Where
+* K-1 L-1
+* R(K,L) = SUM [A(I,K)'*X(I,L)] +ISGN*SUM [X(K,J)*B(J,L)]
+* I=1 J=1
+*
+* Start column loop (index = L)
+* L1 (L2): column index of the first (last) row of X(K,L)
+*
+ LNEXT = 1
+ DO 120 L = 1, N
+ IF( L.LT.LNEXT )
+ $ GO TO 120
+ IF( L.EQ.N ) THEN
+ L1 = L
+ L2 = L
+ ELSE
+ IF( B( L+1, L ).NE.ZERO ) THEN
+ L1 = L
+ L2 = L + 1
+ LNEXT = L + 2
+ ELSE
+ L1 = L
+ L2 = L
+ LNEXT = L + 1
+ END IF
+ END IF
+*
+* Start row loop (index = K)
+* K1 (K2): row index of the first (last) row of X(K,L)
+*
+ KNEXT = 1
+ DO 110 K = 1, M
+ IF( K.LT.KNEXT )
+ $ GO TO 110
+ IF( K.EQ.M ) THEN
+ K1 = K
+ K2 = K
+ ELSE
+ IF( A( K+1, K ).NE.ZERO ) THEN
+ K1 = K
+ K2 = K + 1
+ KNEXT = K + 2
+ ELSE
+ K1 = K
+ K2 = K
+ KNEXT = K + 1
+ END IF
+ END IF
+*
+ IF( L1.EQ.L2 .AND. K1.EQ.K2 ) THEN
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+ SCALOC = ONE
+*
+ A11 = A( K1, K1 ) + SGN*B( L1, L1 )
+ DA11 = ABS( A11 )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( VEC( 1, 1 ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+ X( 1, 1 ) = ( VEC( 1, 1 )*SCALOC ) / A11
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 70 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 70 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+*
+ ELSE IF( L1.EQ.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K2 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K2, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLALN2( .TRUE., 2, 1, SMIN, ONE, A( K1, K1 ),
+ $ LDA, ONE, ONE, VEC, 2, -SGN*B( L1, L1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 80 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 80 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K2, L1 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.EQ.K2 ) THEN
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = SGN*( C( K1, L1 )-( SUML+SGN*SUMR ) )
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L2 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L2 ), 1 )
+ VEC( 2, 1 ) = SGN*( C( K1, L2 )-( SUML+SGN*SUMR ) )
+*
+ CALL DLALN2( .TRUE., 2, 1, SMIN, ONE, B( L1, L1 ),
+ $ LDB, ONE, ONE, VEC, 2, -SGN*A( K1, K1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 90 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 90 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L2 ), 1 )
+ SUMR = DDOT( L1-1, C( K1, 1 ), LDC, B( 1, L2 ), 1 )
+ VEC( 1, 2 ) = C( K1, L2 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K2 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( L1-1, C( K2, 1 ), LDC, B( 1, L1 ), 1 )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K2 ), 1, C( 1, L2 ), 1 )
+ SUMR = DDOT( L1-1, C( K2, 1 ), LDC, B( 1, L2 ), 1 )
+ VEC( 2, 2 ) = C( K2, L2 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLASY2( .TRUE., .FALSE., ISGN, 2, 2, A( K1, K1 ),
+ $ LDA, B( L1, L1 ), LDB, VEC, 2, SCALOC, X,
+ $ 2, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 100 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 100 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 1, 2 )
+ C( K2, L1 ) = X( 2, 1 )
+ C( K2, L2 ) = X( 2, 2 )
+ END IF
+*
+ 110 CONTINUE
+ 120 CONTINUE
+*
+ ELSE IF( .NOT.NOTRNA .AND. .NOT.NOTRNB ) THEN
+*
+* Solve A'*X + ISGN*X*B' = scale*C.
+*
+* The (K,L)th block of X is determined starting from
+* top-right corner column by column by
+*
+* A(K,K)'*X(K,L) + ISGN*X(K,L)*B(L,L)' = C(K,L) - R(K,L)
+*
+* Where
+* K-1 N
+* R(K,L) = SUM [A(I,K)'*X(I,L)] + ISGN*SUM [X(K,J)*B(L,J)'].
+* I=1 J=L+1
+*
+* Start column loop (index = L)
+* L1 (L2): column index of the first (last) row of X(K,L)
+*
+ LNEXT = N
+ DO 180 L = N, 1, -1
+ IF( L.GT.LNEXT )
+ $ GO TO 180
+ IF( L.EQ.1 ) THEN
+ L1 = L
+ L2 = L
+ ELSE
+ IF( B( L, L-1 ).NE.ZERO ) THEN
+ L1 = L - 1
+ L2 = L
+ LNEXT = L - 2
+ ELSE
+ L1 = L
+ L2 = L
+ LNEXT = L - 1
+ END IF
+ END IF
+*
+* Start row loop (index = K)
+* K1 (K2): row index of the first (last) row of X(K,L)
+*
+ KNEXT = 1
+ DO 170 K = 1, M
+ IF( K.LT.KNEXT )
+ $ GO TO 170
+ IF( K.EQ.M ) THEN
+ K1 = K
+ K2 = K
+ ELSE
+ IF( A( K+1, K ).NE.ZERO ) THEN
+ K1 = K
+ K2 = K + 1
+ KNEXT = K + 2
+ ELSE
+ K1 = K
+ K2 = K
+ KNEXT = K + 1
+ END IF
+ END IF
+*
+ IF( L1.EQ.L2 .AND. K1.EQ.K2 ) THEN
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( N-L1, C( K1, MIN( L1+1, N ) ), LDC,
+ $ B( L1, MIN( L1+1, N ) ), LDB )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+ SCALOC = ONE
+*
+ A11 = A( K1, K1 ) + SGN*B( L1, L1 )
+ DA11 = ABS( A11 )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( VEC( 1, 1 ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+ X( 1, 1 ) = ( VEC( 1, 1 )*SCALOC ) / A11
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 130 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 130 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+*
+ ELSE IF( L1.EQ.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K2 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K2, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLALN2( .TRUE., 2, 1, SMIN, ONE, A( K1, K1 ),
+ $ LDA, ONE, ONE, VEC, 2, -SGN*B( L1, L1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 140 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 140 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K2, L1 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.EQ.K2 ) THEN
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 1 ) = SGN*( C( K1, L1 )-( SUML+SGN*SUMR ) )
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L2 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L2, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 1 ) = SGN*( C( K1, L2 )-( SUML+SGN*SUMR ) )
+*
+ CALL DLALN2( .FALSE., 2, 1, SMIN, ONE, B( L1, L1 ),
+ $ LDB, ONE, ONE, VEC, 2, -SGN*A( K1, K1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 150 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 150 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K1 ), 1, C( 1, L2 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L2, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 2 ) = C( K1, L2 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K2 ), 1, C( 1, L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K2, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( K1-1, A( 1, K2 ), 1, C( 1, L2 ), 1 )
+ SUMR = DDOT( N-L2, C( K2, MIN( L2+1, N ) ), LDC,
+ $ B( L2, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 2 ) = C( K2, L2 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLASY2( .TRUE., .TRUE., ISGN, 2, 2, A( K1, K1 ),
+ $ LDA, B( L1, L1 ), LDB, VEC, 2, SCALOC, X,
+ $ 2, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 160 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 160 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 1, 2 )
+ C( K2, L1 ) = X( 2, 1 )
+ C( K2, L2 ) = X( 2, 2 )
+ END IF
+*
+ 170 CONTINUE
+ 180 CONTINUE
+*
+ ELSE IF( NOTRNA .AND. .NOT.NOTRNB ) THEN
+*
+* Solve A*X + ISGN*X*B' = scale*C.
+*
+* The (K,L)th block of X is determined starting from
+* bottom-right corner column by column by
+*
+* A(K,K)*X(K,L) + ISGN*X(K,L)*B(L,L)' = C(K,L) - R(K,L)
+*
+* Where
+* M N
+* R(K,L) = SUM [A(K,I)*X(I,L)] + ISGN*SUM [X(K,J)*B(L,J)'].
+* I=K+1 J=L+1
+*
+* Start column loop (index = L)
+* L1 (L2): column index of the first (last) row of X(K,L)
+*
+ LNEXT = N
+ DO 240 L = N, 1, -1
+ IF( L.GT.LNEXT )
+ $ GO TO 240
+ IF( L.EQ.1 ) THEN
+ L1 = L
+ L2 = L
+ ELSE
+ IF( B( L, L-1 ).NE.ZERO ) THEN
+ L1 = L - 1
+ L2 = L
+ LNEXT = L - 2
+ ELSE
+ L1 = L
+ L2 = L
+ LNEXT = L - 1
+ END IF
+ END IF
+*
+* Start row loop (index = K)
+* K1 (K2): row index of the first (last) row of X(K,L)
+*
+ KNEXT = M
+ DO 230 K = M, 1, -1
+ IF( K.GT.KNEXT )
+ $ GO TO 230
+ IF( K.EQ.1 ) THEN
+ K1 = K
+ K2 = K
+ ELSE
+ IF( A( K, K-1 ).NE.ZERO ) THEN
+ K1 = K - 1
+ K2 = K
+ KNEXT = K - 2
+ ELSE
+ K1 = K
+ K2 = K
+ KNEXT = K - 1
+ END IF
+ END IF
+*
+ IF( L1.EQ.L2 .AND. K1.EQ.K2 ) THEN
+ SUML = DDOT( M-K1, A( K1, MIN( K1+1, M ) ), LDA,
+ $ C( MIN( K1+1, M ), L1 ), 1 )
+ SUMR = DDOT( N-L1, C( K1, MIN( L1+1, N ) ), LDC,
+ $ B( L1, MIN( L1+1, N ) ), LDB )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+ SCALOC = ONE
+*
+ A11 = A( K1, K1 ) + SGN*B( L1, L1 )
+ DA11 = ABS( A11 )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( VEC( 1, 1 ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+ X( 1, 1 ) = ( VEC( 1, 1 )*SCALOC ) / A11
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 190 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 190 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+*
+ ELSE IF( L1.EQ.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( M-K2, A( K1, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K2, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K2, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLALN2( .FALSE., 2, 1, SMIN, ONE, A( K1, K1 ),
+ $ LDA, ONE, ONE, VEC, 2, -SGN*B( L1, L1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 200 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 200 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K2, L1 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.EQ.K2 ) THEN
+*
+ SUML = DDOT( M-K1, A( K1, MIN( K1+1, M ) ), LDA,
+ $ C( MIN( K1+1, M ), L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 1 ) = SGN*( C( K1, L1 )-( SUML+SGN*SUMR ) )
+*
+ SUML = DDOT( M-K1, A( K1, MIN( K1+1, M ) ), LDA,
+ $ C( MIN( K1+1, M ), L2 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L2, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 1 ) = SGN*( C( K1, L2 )-( SUML+SGN*SUMR ) )
+*
+ CALL DLALN2( .FALSE., 2, 1, SMIN, ONE, B( L1, L1 ),
+ $ LDB, ONE, ONE, VEC, 2, -SGN*A( K1, K1 ),
+ $ ZERO, X, 2, SCALOC, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 210 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 210 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 2, 1 )
+*
+ ELSE IF( L1.NE.L2 .AND. K1.NE.K2 ) THEN
+*
+ SUML = DDOT( M-K2, A( K1, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 1 ) = C( K1, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K1, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L2 ), 1 )
+ SUMR = DDOT( N-L2, C( K1, MIN( L2+1, N ) ), LDC,
+ $ B( L2, MIN( L2+1, N ) ), LDB )
+ VEC( 1, 2 ) = C( K1, L2 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K2, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L1 ), 1 )
+ SUMR = DDOT( N-L2, C( K2, MIN( L2+1, N ) ), LDC,
+ $ B( L1, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 1 ) = C( K2, L1 ) - ( SUML+SGN*SUMR )
+*
+ SUML = DDOT( M-K2, A( K2, MIN( K2+1, M ) ), LDA,
+ $ C( MIN( K2+1, M ), L2 ), 1 )
+ SUMR = DDOT( N-L2, C( K2, MIN( L2+1, N ) ), LDC,
+ $ B( L2, MIN( L2+1, N ) ), LDB )
+ VEC( 2, 2 ) = C( K2, L2 ) - ( SUML+SGN*SUMR )
+*
+ CALL DLASY2( .FALSE., .TRUE., ISGN, 2, 2, A( K1, K1 ),
+ $ LDA, B( L1, L1 ), LDB, VEC, 2, SCALOC, X,
+ $ 2, XNORM, IERR )
+ IF( IERR.NE.0 )
+ $ INFO = 1
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 220 J = 1, N
+ CALL DSCAL( M, SCALOC, C( 1, J ), 1 )
+ 220 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K1, L1 ) = X( 1, 1 )
+ C( K1, L2 ) = X( 1, 2 )
+ C( K2, L1 ) = X( 2, 1 )
+ C( K2, L2 ) = X( 2, 2 )
+ END IF
+*
+ 230 CONTINUE
+ 240 CONTINUE
+*
+ END IF
+*
+ RETURN
+*
+* End of DTRSYL
+*
+ END
diff --git a/src/lib/lapack/dtrti2.f b/src/lib/lapack/dtrti2.f
new file mode 100644
index 00000000..e7ae764d
--- /dev/null
+++ b/src/lib/lapack/dtrti2.f
@@ -0,0 +1,146 @@
+ SUBROUTINE DTRTI2( UPLO, DIAG, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTRTI2 computes the inverse of a real upper or lower triangular
+* matrix.
+*
+* This is the Level 2 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the matrix A is upper or lower triangular.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* DIAG (input) CHARACTER*1
+* Specifies whether or not the matrix A is unit triangular.
+* = 'N': Non-unit triangular
+* = 'U': Unit triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the triangular matrix A. If UPLO = 'U', the
+* leading n by n upper triangular part of the array A contains
+* the upper triangular matrix, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n by n lower triangular part of the array A contains
+* the lower triangular matrix, and the strictly upper
+* triangular part of A is not referenced. If DIAG = 'U', the
+* diagonal elements of A are also not referenced and are
+* assumed to be 1.
+*
+* On exit, the (triangular) inverse of the original matrix, in
+* the same storage format.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOUNIT, UPPER
+ INTEGER J
+ DOUBLE PRECISION AJJ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DTRMV, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ NOUNIT = LSAME( DIAG, 'N' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTRTI2', -INFO )
+ RETURN
+ END IF
+*
+ IF( UPPER ) THEN
+*
+* Compute inverse of upper triangular matrix.
+*
+ DO 10 J = 1, N
+ IF( NOUNIT ) THEN
+ A( J, J ) = ONE / A( J, J )
+ AJJ = -A( J, J )
+ ELSE
+ AJJ = -ONE
+ END IF
+*
+* Compute elements 1:j-1 of j-th column.
+*
+ CALL DTRMV( 'Upper', 'No transpose', DIAG, J-1, A, LDA,
+ $ A( 1, J ), 1 )
+ CALL DSCAL( J-1, AJJ, A( 1, J ), 1 )
+ 10 CONTINUE
+ ELSE
+*
+* Compute inverse of lower triangular matrix.
+*
+ DO 20 J = N, 1, -1
+ IF( NOUNIT ) THEN
+ A( J, J ) = ONE / A( J, J )
+ AJJ = -A( J, J )
+ ELSE
+ AJJ = -ONE
+ END IF
+ IF( J.LT.N ) THEN
+*
+* Compute elements j+1:n of j-th column.
+*
+ CALL DTRMV( 'Lower', 'No transpose', DIAG, N-J,
+ $ A( J+1, J+1 ), LDA, A( J+1, J ), 1 )
+ CALL DSCAL( N-J, AJJ, A( J+1, J ), 1 )
+ END IF
+ 20 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DTRTI2
+*
+ END
diff --git a/src/lib/lapack/dtrtri.f b/src/lib/lapack/dtrtri.f
new file mode 100644
index 00000000..375813c6
--- /dev/null
+++ b/src/lib/lapack/dtrtri.f
@@ -0,0 +1,176 @@
+ SUBROUTINE DTRTRI( UPLO, DIAG, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTRTRI computes the inverse of a real upper or lower triangular
+* matrix A.
+*
+* This is the Level 3 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': A is upper triangular;
+* = 'L': A is lower triangular.
+*
+* DIAG (input) CHARACTER*1
+* = 'N': A is non-unit triangular;
+* = 'U': A is unit triangular.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the triangular matrix A. If UPLO = 'U', the
+* leading N-by-N upper triangular part of the array A contains
+* the upper triangular matrix, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of the array A contains
+* the lower triangular matrix, and the strictly upper
+* triangular part of A is not referenced. If DIAG = 'U', the
+* diagonal elements of A are also not referenced and are
+* assumed to be 1.
+* On exit, the (triangular) inverse of the original matrix, in
+* the same storage format.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, A(i,i) is exactly zero. The triangular
+* matrix is singular and its inverse can not be computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOUNIT, UPPER
+ INTEGER J, JB, NB, NN
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DTRMM, DTRSM, DTRTI2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ NOUNIT = LSAME( DIAG, 'N' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTRTRI', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Check for singularity if non-unit.
+*
+ IF( NOUNIT ) THEN
+ DO 10 INFO = 1, N
+ IF( A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ INFO = 0
+ END IF
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'DTRTRI', UPLO // DIAG, N, -1, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.N ) THEN
+*
+* Use unblocked code
+*
+ CALL DTRTI2( UPLO, DIAG, N, A, LDA, INFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( UPPER ) THEN
+*
+* Compute inverse of upper triangular matrix
+*
+ DO 20 J = 1, N, NB
+ JB = MIN( NB, N-J+1 )
+*
+* Compute rows 1:j-1 of current block column
+*
+ CALL DTRMM( 'Left', 'Upper', 'No transpose', DIAG, J-1,
+ $ JB, ONE, A, LDA, A( 1, J ), LDA )
+ CALL DTRSM( 'Right', 'Upper', 'No transpose', DIAG, J-1,
+ $ JB, -ONE, A( J, J ), LDA, A( 1, J ), LDA )
+*
+* Compute inverse of current diagonal block
+*
+ CALL DTRTI2( 'Upper', DIAG, JB, A( J, J ), LDA, INFO )
+ 20 CONTINUE
+ ELSE
+*
+* Compute inverse of lower triangular matrix
+*
+ NN = ( ( N-1 ) / NB )*NB + 1
+ DO 30 J = NN, 1, -NB
+ JB = MIN( NB, N-J+1 )
+ IF( J+JB.LE.N ) THEN
+*
+* Compute rows j+jb:n of current block column
+*
+ CALL DTRMM( 'Left', 'Lower', 'No transpose', DIAG,
+ $ N-J-JB+1, JB, ONE, A( J+JB, J+JB ), LDA,
+ $ A( J+JB, J ), LDA )
+ CALL DTRSM( 'Right', 'Lower', 'No transpose', DIAG,
+ $ N-J-JB+1, JB, -ONE, A( J, J ), LDA,
+ $ A( J+JB, J ), LDA )
+ END IF
+*
+* Compute inverse of current diagonal block
+*
+ CALL DTRTI2( 'Lower', DIAG, JB, A( J, J ), LDA, INFO )
+ 30 CONTINUE
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DTRTRI
+*
+ END
diff --git a/src/lib/lapack/dtrtrs.f b/src/lib/lapack/dtrtrs.f
new file mode 100644
index 00000000..139ea6d4
--- /dev/null
+++ b/src/lib/lapack/dtrtrs.f
@@ -0,0 +1,147 @@
+ SUBROUTINE DTRTRS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, TRANS, UPLO
+ INTEGER INFO, LDA, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTRTRS solves a triangular system of the form
+*
+* A * X = B or A**T * X = B,
+*
+* where A is a triangular matrix of order N, and B is an N-by-NRHS
+* matrix. A check is made to verify that A is nonsingular.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': A is upper triangular;
+* = 'L': A is lower triangular.
+*
+* TRANS (input) CHARACTER*1
+* Specifies the form of the system of equations:
+* = 'N': A * X = B (No transpose)
+* = 'T': A**T * X = B (Transpose)
+* = 'C': A**H * X = B (Conjugate transpose = Transpose)
+*
+* DIAG (input) CHARACTER*1
+* = 'N': A is non-unit triangular;
+* = 'U': A is unit triangular.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The triangular matrix A. If UPLO = 'U', the leading N-by-N
+* upper triangular part of the array A contains the upper
+* triangular matrix, and the strictly lower triangular part of
+* A is not referenced. If UPLO = 'L', the leading N-by-N lower
+* triangular part of the array A contains the lower triangular
+* matrix, and the strictly upper triangular part of A is not
+* referenced. If DIAG = 'U', the diagonal elements of A are
+* also not referenced and are assumed to be 1.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+* On entry, the right hand side matrix B.
+* On exit, if INFO = 0, the solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the i-th diagonal element of A is zero,
+* indicating that the matrix is singular and the solutions
+* X have not been computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOUNIT
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DTRSM, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ NOUNIT = LSAME( DIAG, 'N' )
+ IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( TRANS, 'N' ) .AND. .NOT.
+ $ LSAME( TRANS, 'T' ) .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTRTRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Check for singularity.
+*
+ IF( NOUNIT ) THEN
+ DO 10 INFO = 1, N
+ IF( A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ END IF
+ INFO = 0
+*
+* Solve A * x = b or A' * x = b.
+*
+ CALL DTRSM( 'Left', UPLO, TRANS, DIAG, N, NRHS, ONE, A, LDA, B,
+ $ LDB )
+*
+ RETURN
+*
+* End of DTRTRS
+*
+ END
diff --git a/src/lib/lapack/dtzrqf.f b/src/lib/lapack/dtzrqf.f
new file mode 100644
index 00000000..5555df38
--- /dev/null
+++ b/src/lib/lapack/dtzrqf.f
@@ -0,0 +1,164 @@
+ SUBROUTINE DTZRQF( M, N, A, LDA, TAU, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * )
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is deprecated and has been replaced by routine DTZRZF.
+*
+* DTZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A
+* to upper triangular form by means of orthogonal transformations.
+*
+* The upper trapezoidal matrix A is factored as
+*
+* A = ( R 0 ) * Z,
+*
+* where Z is an N-by-N orthogonal matrix and R is an M-by-M upper
+* triangular matrix.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= M.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the leading M-by-N upper trapezoidal part of the
+* array A must contain the matrix to be factorized.
+* On exit, the leading M-by-M upper triangular part of A
+* contains the upper triangular matrix R, and elements M+1 to
+* N of the first M rows of A, with the array TAU, represent the
+* orthogonal matrix Z as a product of M elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (M)
+* The scalar factors of the elementary reflectors.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The factorization is obtained by Householder's method. The kth
+* transformation matrix, Z( k ), which is used to introduce zeros into
+* the ( m - k + 1 )th row of A, is given in the form
+*
+* Z( k ) = ( I 0 ),
+* ( 0 T( k ) )
+*
+* where
+*
+* T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ),
+* ( 0 )
+* ( z( k ) )
+*
+* tau is a scalar and z( k ) is an ( n - m ) element vector.
+* tau and z( k ) are chosen to annihilate the elements of the kth row
+* of X.
+*
+* The scalar tau is returned in the kth element of TAU and the vector
+* u( k ) in the kth row of A, such that the elements of z( k ) are
+* in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in
+* the upper triangular part of A.
+*
+* Z is given by
+*
+* Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K, M1
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DCOPY, DGEMV, DGER, DLARFG, XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTZRQF', -INFO )
+ RETURN
+ END IF
+*
+* Perform the factorization.
+*
+ IF( M.EQ.0 )
+ $ RETURN
+ IF( M.EQ.N ) THEN
+ DO 10 I = 1, N
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ ELSE
+ M1 = MIN( M+1, N )
+ DO 20 K = M, 1, -1
+*
+* Use a Householder reflection to zero the kth row of A.
+* First set up the reflection.
+*
+ CALL DLARFG( N-M+1, A( K, K ), A( K, M1 ), LDA, TAU( K ) )
+*
+ IF( ( TAU( K ).NE.ZERO ) .AND. ( K.GT.1 ) ) THEN
+*
+* We now perform the operation A := A*P( k ).
+*
+* Use the first ( k - 1 ) elements of TAU to store a( k ),
+* where a( k ) consists of the first ( k - 1 ) elements of
+* the kth column of A. Also let B denote the first
+* ( k - 1 ) rows of the last ( n - m ) columns of A.
+*
+ CALL DCOPY( K-1, A( 1, K ), 1, TAU, 1 )
+*
+* Form w = a( k ) + B*z( k ) in TAU.
+*
+ CALL DGEMV( 'No transpose', K-1, N-M, ONE, A( 1, M1 ),
+ $ LDA, A( K, M1 ), LDA, ONE, TAU, 1 )
+*
+* Now form a( k ) := a( k ) - tau*w
+* and B := B - tau*w*z( k )'.
+*
+ CALL DAXPY( K-1, -TAU( K ), TAU, 1, A( 1, K ), 1 )
+ CALL DGER( K-1, N-M, -TAU( K ), TAU, 1, A( K, M1 ), LDA,
+ $ A( 1, M1 ), LDA )
+ END IF
+ 20 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of DTZRQF
+*
+ END
diff --git a/src/lib/lapack/dtzrzf.f b/src/lib/lapack/dtzrzf.f
new file mode 100644
index 00000000..378eefe1
--- /dev/null
+++ b/src/lib/lapack/dtzrzf.f
@@ -0,0 +1,244 @@
+ SUBROUTINE DTZRZF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A
+* to upper triangular form by means of orthogonal transformations.
+*
+* The upper trapezoidal matrix A is factored as
+*
+* A = ( R 0 ) * Z,
+*
+* where Z is an N-by-N orthogonal matrix and R is an M-by-M upper
+* triangular matrix.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= M.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the leading M-by-N upper trapezoidal part of the
+* array A must contain the matrix to be factorized.
+* On exit, the leading M-by-M upper triangular part of A
+* contains the upper triangular matrix R, and elements M+1 to
+* N of the first M rows of A, with the array TAU, represent the
+* orthogonal matrix Z as a product of M elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (M)
+* The scalar factors of the elementary reflectors.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,M).
+* For optimum performance LWORK >= M*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* The factorization is obtained by Householder's method. The kth
+* transformation matrix, Z( k ), which is used to introduce zeros into
+* the ( m - k + 1 )th row of A, is given in the form
+*
+* Z( k ) = ( I 0 ),
+* ( 0 T( k ) )
+*
+* where
+*
+* T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ),
+* ( 0 )
+* ( z( k ) )
+*
+* tau is a scalar and z( k ) is an ( n - m ) element vector.
+* tau and z( k ) are chosen to annihilate the elements of the kth row
+* of X.
+*
+* The scalar tau is returned in the kth element of TAU and the vector
+* u( k ) in the kth row of A, such that the elements of z( k ) are
+* in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in
+* the upper triangular part of A.
+*
+* Z is given by
+*
+* Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IWS, KI, KK, LDWORK, LWKOPT, M1, MU, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARZB, DLARZT, DLATRZ, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.EQ.0 .OR. M.EQ.N ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* Determine the block size.
+*
+ NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
+ LWKOPT = M*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTZRZF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 ) THEN
+ RETURN
+ ELSE IF( M.EQ.N ) THEN
+ DO 10 I = 1, N
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 1
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.M ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.M ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'DGERQF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.M .AND. NX.LT.M ) THEN
+*
+* Use blocked code initially.
+* The last kk rows are handled by the block method.
+*
+ M1 = MIN( M+1, N )
+ KI = ( ( M-NX-1 ) / NB )*NB
+ KK = MIN( M, KI+NB )
+*
+ DO 20 I = M - KK + KI + 1, M - KK + 1, -NB
+ IB = MIN( M-I+1, NB )
+*
+* Compute the TZ factorization of the current block
+* A(i:i+ib-1,i:n)
+*
+ CALL DLATRZ( IB, N-I+1, N-M, A( I, I ), LDA, TAU( I ),
+ $ WORK )
+ IF( I.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL DLARZT( 'Backward', 'Rowwise', N-M, IB, A( I, M1 ),
+ $ LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(1:i-1,i:n) from the right
+*
+ CALL DLARZB( 'Right', 'No transpose', 'Backward',
+ $ 'Rowwise', I-1, N-I+1, IB, N-M, A( I, M1 ),
+ $ LDA, WORK, LDWORK, A( 1, I ), LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+ 20 CONTINUE
+ MU = I + NB - 1
+ ELSE
+ MU = M
+ END IF
+*
+* Use unblocked code to factor the last or only block
+*
+ IF( MU.GT.0 )
+ $ CALL DLATRZ( MU, N, N-M, A, LDA, TAU, WORK )
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of DTZRZF
+*
+ END
diff --git a/src/lib/lapack/dzsum1.f b/src/lib/lapack/dzsum1.f
new file mode 100644
index 00000000..0b6c60e7
--- /dev/null
+++ b/src/lib/lapack/dzsum1.f
@@ -0,0 +1,81 @@
+ DOUBLE PRECISION FUNCTION DZSUM1( N, CX, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 CX( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DZSUM1 takes the sum of the absolute values of a complex
+* vector and returns a double precision result.
+*
+* Based on DZASUM from the Level 1 BLAS.
+* The change is to use the 'genuine' absolute value.
+*
+* Contributed by Nick Higham for use with ZLACON.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of elements in the vector CX.
+*
+* CX (input) COMPLEX*16 array, dimension (N)
+* The vector whose elements will be summed.
+*
+* INCX (input) INTEGER
+* The spacing between successive values of CX. INCX > 0.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, NINCX
+ DOUBLE PRECISION STEMP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+*
+ DZSUM1 = 0.0D0
+ STEMP = 0.0D0
+ IF( N.LE.0 )
+ $ RETURN
+ IF( INCX.EQ.1 )
+ $ GO TO 20
+*
+* CODE FOR INCREMENT NOT EQUAL TO 1
+*
+ NINCX = N*INCX
+ DO 10 I = 1, NINCX, INCX
+*
+* NEXT LINE MODIFIED.
+*
+ STEMP = STEMP + ABS( CX( I ) )
+ 10 CONTINUE
+ DZSUM1 = STEMP
+ RETURN
+*
+* CODE FOR INCREMENT EQUAL TO 1
+*
+ 20 CONTINUE
+ DO 30 I = 1, N
+*
+* NEXT LINE MODIFIED.
+*
+ STEMP = STEMP + ABS( CX( I ) )
+ 30 CONTINUE
+ DZSUM1 = STEMP
+ RETURN
+*
+* End of DZSUM1
+*
+ END
diff --git a/src/lib/lapack/ieeeck.f b/src/lib/lapack/ieeeck.f
new file mode 100644
index 00000000..ac4aff85
--- /dev/null
+++ b/src/lib/lapack/ieeeck.f
@@ -0,0 +1,147 @@
+ INTEGER FUNCTION IEEECK( ISPEC, ZERO, ONE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER ISPEC
+ REAL ONE, ZERO
+* ..
+*
+* Purpose
+* =======
+*
+* IEEECK is called from the ILAENV to verify that Infinity and
+* possibly NaN arithmetic is safe (i.e. will not trap).
+*
+* Arguments
+* =========
+*
+* ISPEC (input) INTEGER
+* Specifies whether to test just for inifinity arithmetic
+* or whether to test for infinity and NaN arithmetic.
+* = 0: Verify infinity arithmetic only.
+* = 1: Verify infinity and NaN arithmetic.
+*
+* ZERO (input) REAL
+* Must contain the value 0.0
+* This is passed to prevent the compiler from optimizing
+* away this code.
+*
+* ONE (input) REAL
+* Must contain the value 1.0
+* This is passed to prevent the compiler from optimizing
+* away this code.
+*
+* RETURN VALUE: INTEGER
+* = 0: Arithmetic failed to produce the correct answers
+* = 1: Arithmetic produced the correct answers
+*
+* .. Local Scalars ..
+ REAL NAN1, NAN2, NAN3, NAN4, NAN5, NAN6, NEGINF,
+ $ NEGZRO, NEWZRO, POSINF
+* ..
+* .. Executable Statements ..
+ IEEECK = 1
+*
+ POSINF = ONE / ZERO
+ IF( POSINF.LE.ONE ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ NEGINF = -ONE / ZERO
+ IF( NEGINF.GE.ZERO ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ NEGZRO = ONE / ( NEGINF+ONE )
+ IF( NEGZRO.NE.ZERO ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ NEGINF = ONE / NEGZRO
+ IF( NEGINF.GE.ZERO ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ NEWZRO = NEGZRO + ZERO
+ IF( NEWZRO.NE.ZERO ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ POSINF = ONE / NEWZRO
+ IF( POSINF.LE.ONE ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ NEGINF = NEGINF*POSINF
+ IF( NEGINF.GE.ZERO ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ POSINF = POSINF*POSINF
+ IF( POSINF.LE.ONE ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+*
+*
+*
+* Return if we were only asked to check infinity arithmetic
+*
+ IF( ISPEC.EQ.0 )
+ $ RETURN
+*
+ NAN1 = POSINF + NEGINF
+*
+ NAN2 = POSINF / NEGINF
+*
+ NAN3 = POSINF / POSINF
+*
+ NAN4 = POSINF*ZERO
+*
+ NAN5 = NEGINF*NEGZRO
+*
+ NAN6 = NAN5*0.0
+*
+ IF( NAN1.EQ.NAN1 ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ IF( NAN2.EQ.NAN2 ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ IF( NAN3.EQ.NAN3 ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ IF( NAN4.EQ.NAN4 ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ IF( NAN5.EQ.NAN5 ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ IF( NAN6.EQ.NAN6 ) THEN
+ IEEECK = 0
+ RETURN
+ END IF
+*
+ RETURN
+ END
diff --git a/src/lib/lapack/ilaenv.f b/src/lib/lapack/ilaenv.f
new file mode 100644
index 00000000..c375031b
--- /dev/null
+++ b/src/lib/lapack/ilaenv.f
@@ -0,0 +1,552 @@
+ INTEGER FUNCTION ILAENV( ISPEC, NAME, OPTS, N1, N2, N3, N4 )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER*( * ) NAME, OPTS
+ INTEGER ISPEC, N1, N2, N3, N4
+* ..
+*
+* Purpose
+* =======
+*
+* ILAENV is called from the LAPACK routines to choose problem-dependent
+* parameters for the local environment. See ISPEC for a description of
+* the parameters.
+*
+* This version provides a set of parameters which should give good,
+* but not optimal, performance on many of the currently available
+* computers. Users are encouraged to modify this subroutine to set
+* the tuning parameters for their particular machine using the option
+* and problem size information in the arguments.
+*
+* This routine will not function correctly if it is converted to all
+* lower case. Converting it to all upper case is allowed.
+*
+* Arguments
+* =========
+*
+* ISPEC (input) INTEGER
+* Specifies the parameter to be returned as the value of
+* ILAENV.
+* = 1: the optimal blocksize; if this value is 1, an unblocked
+* algorithm will give the best performance.
+* = 2: the minimum block size for which the block routine
+* should be used; if the usable block size is less than
+* this value, an unblocked routine should be used.
+* = 3: the crossover point (in a block routine, for N less
+* than this value, an unblocked routine should be used)
+* = 4: the number of shifts, used in the nonsymmetric
+* eigenvalue routines (DEPRECATED)
+* = 5: the minimum column dimension for blocking to be used;
+* rectangular blocks must have dimension at least k by m,
+* where k is given by ILAENV(2,...) and m by ILAENV(5,...)
+* = 6: the crossover point for the SVD (when reducing an m by n
+* matrix to bidiagonal form, if max(m,n)/min(m,n) exceeds
+* this value, a QR factorization is used first to reduce
+* the matrix to a triangular form.)
+* = 7: the number of processors
+* = 8: the crossover point for the multishift QR method
+* for nonsymmetric eigenvalue problems (DEPRECATED)
+* = 9: maximum size of the subproblems at the bottom of the
+* computation tree in the divide-and-conquer algorithm
+* (used by xGELSD and xGESDD)
+* =10: ieee NaN arithmetic can be trusted not to trap
+* =11: infinity arithmetic can be trusted not to trap
+* 12 <= ISPEC <= 16:
+* xHSEQR or one of its subroutines,
+* see IPARMQ for detailed explanation
+*
+* NAME (input) CHARACTER*(*)
+* The name of the calling subroutine, in either upper case or
+* lower case.
+*
+* OPTS (input) CHARACTER*(*)
+* The character options to the subroutine NAME, concatenated
+* into a single character string. For example, UPLO = 'U',
+* TRANS = 'T', and DIAG = 'N' for a triangular routine would
+* be specified as OPTS = 'UTN'.
+*
+* N1 (input) INTEGER
+* N2 (input) INTEGER
+* N3 (input) INTEGER
+* N4 (input) INTEGER
+* Problem dimensions for the subroutine NAME; these may not all
+* be required.
+*
+* (ILAENV) (output) INTEGER
+* >= 0: the value of the parameter specified by ISPEC
+* < 0: if ILAENV = -k, the k-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The following conventions have been used when calling ILAENV from the
+* LAPACK routines:
+* 1) OPTS is a concatenation of all of the character options to
+* subroutine NAME, in the same order that they appear in the
+* argument list for NAME, even if they are not used in determining
+* the value of the parameter specified by ISPEC.
+* 2) The problem dimensions N1, N2, N3, N4 are specified in the order
+* that they appear in the argument list for NAME. N1 is used
+* first, N2 second, and so on, and unused problem dimensions are
+* passed a value of -1.
+* 3) The parameter value returned by ILAENV is checked for validity in
+* the calling subroutine. For example, ILAENV is used to retrieve
+* the optimal blocksize for STRTRI as follows:
+*
+* NB = ILAENV( 1, 'STRTRI', UPLO // DIAG, N, -1, -1, -1 )
+* IF( NB.LE.1 ) NB = MAX( 1, N )
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, IC, IZ, NB, NBMIN, NX
+ LOGICAL CNAME, SNAME
+ CHARACTER C1*1, C2*2, C4*2, C3*3, SUBNAM*6
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC CHAR, ICHAR, INT, MIN, REAL
+* ..
+* .. External Functions ..
+ INTEGER IEEECK, IPARMQ
+ EXTERNAL IEEECK, IPARMQ
+* ..
+* .. Executable Statements ..
+*
+ GO TO ( 10, 10, 10, 80, 90, 100, 110, 120,
+ $ 130, 140, 150, 160, 160, 160, 160, 160 )ISPEC
+*
+* Invalid value for ISPEC
+*
+ ILAENV = -1
+ RETURN
+*
+ 10 CONTINUE
+*
+* Convert NAME to upper case if the first character is lower case.
+*
+ ILAENV = 1
+ SUBNAM = NAME
+ IC = ICHAR( SUBNAM( 1: 1 ) )
+ IZ = ICHAR( 'Z' )
+ IF( IZ.EQ.90 .OR. IZ.EQ.122 ) THEN
+*
+* ASCII character set
+*
+ IF( IC.GE.97 .AND. IC.LE.122 ) THEN
+ SUBNAM( 1: 1 ) = CHAR( IC-32 )
+ DO 20 I = 2, 6
+ IC = ICHAR( SUBNAM( I: I ) )
+ IF( IC.GE.97 .AND. IC.LE.122 )
+ $ SUBNAM( I: I ) = CHAR( IC-32 )
+ 20 CONTINUE
+ END IF
+*
+ ELSE IF( IZ.EQ.233 .OR. IZ.EQ.169 ) THEN
+*
+* EBCDIC character set
+*
+ IF( ( IC.GE.129 .AND. IC.LE.137 ) .OR.
+ $ ( IC.GE.145 .AND. IC.LE.153 ) .OR.
+ $ ( IC.GE.162 .AND. IC.LE.169 ) ) THEN
+ SUBNAM( 1: 1 ) = CHAR( IC+64 )
+ DO 30 I = 2, 6
+ IC = ICHAR( SUBNAM( I: I ) )
+ IF( ( IC.GE.129 .AND. IC.LE.137 ) .OR.
+ $ ( IC.GE.145 .AND. IC.LE.153 ) .OR.
+ $ ( IC.GE.162 .AND. IC.LE.169 ) )SUBNAM( I:
+ $ I ) = CHAR( IC+64 )
+ 30 CONTINUE
+ END IF
+*
+ ELSE IF( IZ.EQ.218 .OR. IZ.EQ.250 ) THEN
+*
+* Prime machines: ASCII+128
+*
+ IF( IC.GE.225 .AND. IC.LE.250 ) THEN
+ SUBNAM( 1: 1 ) = CHAR( IC-32 )
+ DO 40 I = 2, 6
+ IC = ICHAR( SUBNAM( I: I ) )
+ IF( IC.GE.225 .AND. IC.LE.250 )
+ $ SUBNAM( I: I ) = CHAR( IC-32 )
+ 40 CONTINUE
+ END IF
+ END IF
+*
+ C1 = SUBNAM( 1: 1 )
+ SNAME = C1.EQ.'S' .OR. C1.EQ.'D'
+ CNAME = C1.EQ.'C' .OR. C1.EQ.'Z'
+ IF( .NOT.( CNAME .OR. SNAME ) )
+ $ RETURN
+ C2 = SUBNAM( 2: 3 )
+ C3 = SUBNAM( 4: 6 )
+ C4 = C3( 2: 3 )
+*
+ GO TO ( 50, 60, 70 )ISPEC
+*
+ 50 CONTINUE
+*
+* ISPEC = 1: block size
+*
+* In these examples, separate code is provided for setting NB for
+* real and complex. We assume that NB will take the same value in
+* single or double precision.
+*
+ NB = 1
+*
+ IF( C2.EQ.'GE' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ IF( SNAME ) THEN
+ NB = 64
+ ELSE
+ NB = 64
+ END IF
+ ELSE IF( C3.EQ.'QRF' .OR. C3.EQ.'RQF' .OR. C3.EQ.'LQF' .OR.
+ $ C3.EQ.'QLF' ) THEN
+ IF( SNAME ) THEN
+ NB = 32
+ ELSE
+ NB = 32
+ END IF
+ ELSE IF( C3.EQ.'HRD' ) THEN
+ IF( SNAME ) THEN
+ NB = 32
+ ELSE
+ NB = 32
+ END IF
+ ELSE IF( C3.EQ.'BRD' ) THEN
+ IF( SNAME ) THEN
+ NB = 32
+ ELSE
+ NB = 32
+ END IF
+ ELSE IF( C3.EQ.'TRI' ) THEN
+ IF( SNAME ) THEN
+ NB = 64
+ ELSE
+ NB = 64
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'PO' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ IF( SNAME ) THEN
+ NB = 64
+ ELSE
+ NB = 64
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'SY' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ IF( SNAME ) THEN
+ NB = 64
+ ELSE
+ NB = 64
+ END IF
+ ELSE IF( SNAME .AND. C3.EQ.'TRD' ) THEN
+ NB = 32
+ ELSE IF( SNAME .AND. C3.EQ.'GST' ) THEN
+ NB = 64
+ END IF
+ ELSE IF( CNAME .AND. C2.EQ.'HE' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ NB = 64
+ ELSE IF( C3.EQ.'TRD' ) THEN
+ NB = 32
+ ELSE IF( C3.EQ.'GST' ) THEN
+ NB = 64
+ END IF
+ ELSE IF( SNAME .AND. C2.EQ.'OR' ) THEN
+ IF( C3( 1: 1 ).EQ.'G' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NB = 32
+ END IF
+ ELSE IF( C3( 1: 1 ).EQ.'M' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NB = 32
+ END IF
+ END IF
+ ELSE IF( CNAME .AND. C2.EQ.'UN' ) THEN
+ IF( C3( 1: 1 ).EQ.'G' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NB = 32
+ END IF
+ ELSE IF( C3( 1: 1 ).EQ.'M' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NB = 32
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'GB' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ IF( SNAME ) THEN
+ IF( N4.LE.64 ) THEN
+ NB = 1
+ ELSE
+ NB = 32
+ END IF
+ ELSE
+ IF( N4.LE.64 ) THEN
+ NB = 1
+ ELSE
+ NB = 32
+ END IF
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'PB' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ IF( SNAME ) THEN
+ IF( N2.LE.64 ) THEN
+ NB = 1
+ ELSE
+ NB = 32
+ END IF
+ ELSE
+ IF( N2.LE.64 ) THEN
+ NB = 1
+ ELSE
+ NB = 32
+ END IF
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'TR' ) THEN
+ IF( C3.EQ.'TRI' ) THEN
+ IF( SNAME ) THEN
+ NB = 64
+ ELSE
+ NB = 64
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'LA' ) THEN
+ IF( C3.EQ.'UUM' ) THEN
+ IF( SNAME ) THEN
+ NB = 64
+ ELSE
+ NB = 64
+ END IF
+ END IF
+ ELSE IF( SNAME .AND. C2.EQ.'ST' ) THEN
+ IF( C3.EQ.'EBZ' ) THEN
+ NB = 1
+ END IF
+ END IF
+ ILAENV = NB
+ RETURN
+*
+ 60 CONTINUE
+*
+* ISPEC = 2: minimum block size
+*
+ NBMIN = 2
+ IF( C2.EQ.'GE' ) THEN
+ IF( C3.EQ.'QRF' .OR. C3.EQ.'RQF' .OR. C3.EQ.'LQF' .OR. C3.EQ.
+ $ 'QLF' ) THEN
+ IF( SNAME ) THEN
+ NBMIN = 2
+ ELSE
+ NBMIN = 2
+ END IF
+ ELSE IF( C3.EQ.'HRD' ) THEN
+ IF( SNAME ) THEN
+ NBMIN = 2
+ ELSE
+ NBMIN = 2
+ END IF
+ ELSE IF( C3.EQ.'BRD' ) THEN
+ IF( SNAME ) THEN
+ NBMIN = 2
+ ELSE
+ NBMIN = 2
+ END IF
+ ELSE IF( C3.EQ.'TRI' ) THEN
+ IF( SNAME ) THEN
+ NBMIN = 2
+ ELSE
+ NBMIN = 2
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'SY' ) THEN
+ IF( C3.EQ.'TRF' ) THEN
+ IF( SNAME ) THEN
+ NBMIN = 8
+ ELSE
+ NBMIN = 8
+ END IF
+ ELSE IF( SNAME .AND. C3.EQ.'TRD' ) THEN
+ NBMIN = 2
+ END IF
+ ELSE IF( CNAME .AND. C2.EQ.'HE' ) THEN
+ IF( C3.EQ.'TRD' ) THEN
+ NBMIN = 2
+ END IF
+ ELSE IF( SNAME .AND. C2.EQ.'OR' ) THEN
+ IF( C3( 1: 1 ).EQ.'G' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NBMIN = 2
+ END IF
+ ELSE IF( C3( 1: 1 ).EQ.'M' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NBMIN = 2
+ END IF
+ END IF
+ ELSE IF( CNAME .AND. C2.EQ.'UN' ) THEN
+ IF( C3( 1: 1 ).EQ.'G' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NBMIN = 2
+ END IF
+ ELSE IF( C3( 1: 1 ).EQ.'M' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NBMIN = 2
+ END IF
+ END IF
+ END IF
+ ILAENV = NBMIN
+ RETURN
+*
+ 70 CONTINUE
+*
+* ISPEC = 3: crossover point
+*
+ NX = 0
+ IF( C2.EQ.'GE' ) THEN
+ IF( C3.EQ.'QRF' .OR. C3.EQ.'RQF' .OR. C3.EQ.'LQF' .OR. C3.EQ.
+ $ 'QLF' ) THEN
+ IF( SNAME ) THEN
+ NX = 128
+ ELSE
+ NX = 128
+ END IF
+ ELSE IF( C3.EQ.'HRD' ) THEN
+ IF( SNAME ) THEN
+ NX = 128
+ ELSE
+ NX = 128
+ END IF
+ ELSE IF( C3.EQ.'BRD' ) THEN
+ IF( SNAME ) THEN
+ NX = 128
+ ELSE
+ NX = 128
+ END IF
+ END IF
+ ELSE IF( C2.EQ.'SY' ) THEN
+ IF( SNAME .AND. C3.EQ.'TRD' ) THEN
+ NX = 32
+ END IF
+ ELSE IF( CNAME .AND. C2.EQ.'HE' ) THEN
+ IF( C3.EQ.'TRD' ) THEN
+ NX = 32
+ END IF
+ ELSE IF( SNAME .AND. C2.EQ.'OR' ) THEN
+ IF( C3( 1: 1 ).EQ.'G' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NX = 128
+ END IF
+ END IF
+ ELSE IF( CNAME .AND. C2.EQ.'UN' ) THEN
+ IF( C3( 1: 1 ).EQ.'G' ) THEN
+ IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. C4.EQ.
+ $ 'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. C4.EQ.'BR' )
+ $ THEN
+ NX = 128
+ END IF
+ END IF
+ END IF
+ ILAENV = NX
+ RETURN
+*
+ 80 CONTINUE
+*
+* ISPEC = 4: number of shifts (used by xHSEQR)
+*
+ ILAENV = 6
+ RETURN
+*
+ 90 CONTINUE
+*
+* ISPEC = 5: minimum column dimension (not used)
+*
+ ILAENV = 2
+ RETURN
+*
+ 100 CONTINUE
+*
+* ISPEC = 6: crossover point for SVD (used by xGELSS and xGESVD)
+*
+ ILAENV = INT( REAL( MIN( N1, N2 ) )*1.6E0 )
+ RETURN
+*
+ 110 CONTINUE
+*
+* ISPEC = 7: number of processors (not used)
+*
+ ILAENV = 1
+ RETURN
+*
+ 120 CONTINUE
+*
+* ISPEC = 8: crossover point for multishift (used by xHSEQR)
+*
+ ILAENV = 50
+ RETURN
+*
+ 130 CONTINUE
+*
+* ISPEC = 9: maximum size of the subproblems at the bottom of the
+* computation tree in the divide-and-conquer algorithm
+* (used by xGELSD and xGESDD)
+*
+ ILAENV = 25
+ RETURN
+*
+ 140 CONTINUE
+*
+* ISPEC = 10: ieee NaN arithmetic can be trusted not to trap
+*
+* ILAENV = 0
+ ILAENV = 1
+ IF( ILAENV.EQ.1 ) THEN
+ ILAENV = IEEECK( 0, 0.0, 1.0 )
+ END IF
+ RETURN
+*
+ 150 CONTINUE
+*
+* ISPEC = 11: infinity arithmetic can be trusted not to trap
+*
+* ILAENV = 0
+ ILAENV = 1
+ IF( ILAENV.EQ.1 ) THEN
+ ILAENV = IEEECK( 1, 0.0, 1.0 )
+ END IF
+ RETURN
+*
+ 160 CONTINUE
+*
+* 12 <= ISPEC <= 16: xHSEQR or one of its subroutines.
+*
+ ILAENV = IPARMQ( ISPEC, NAME, OPTS, N1, N2, N3, N4 )
+ RETURN
+*
+* End of ILAENV
+*
+ END
diff --git a/src/lib/lapack/iparmq.f b/src/lib/lapack/iparmq.f
new file mode 100644
index 00000000..d9d0af36
--- /dev/null
+++ b/src/lib/lapack/iparmq.f
@@ -0,0 +1,253 @@
+ INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, ISPEC, LWORK, N
+ CHARACTER NAME*( * ), OPTS*( * )
+*
+* Purpose
+* =======
+*
+* This program sets problem and machine dependent parameters
+* useful for xHSEQR and its subroutines. It is called whenever
+* ILAENV is called with 12 <= ISPEC <= 16
+*
+* Arguments
+* =========
+*
+* ISPEC (input) integer scalar
+* ISPEC specifies which tunable parameter IPARMQ should
+* return.
+*
+* ISPEC=12: (INMIN) Matrices of order nmin or less
+* are sent directly to xLAHQR, the implicit
+* double shift QR algorithm. NMIN must be
+* at least 11.
+*
+* ISPEC=13: (INWIN) Size of the deflation window.
+* This is best set greater than or equal to
+* the number of simultaneous shifts NS.
+* Larger matrices benefit from larger deflation
+* windows.
+*
+* ISPEC=14: (INIBL) Determines when to stop nibbling and
+* invest in an (expensive) multi-shift QR sweep.
+* If the aggressive early deflation subroutine
+* finds LD converged eigenvalues from an order
+* NW deflation window and LD.GT.(NW*NIBBLE)/100,
+* then the next QR sweep is skipped and early
+* deflation is applied immediately to the
+* remaining active diagonal block. Setting
+* IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a
+* multi-shift QR sweep whenever early deflation
+* finds a converged eigenvalue. Setting
+* IPARMQ(ISPEC=14) greater than or equal to 100
+* prevents TTQRE from skipping a multi-shift
+* QR sweep.
+*
+* ISPEC=15: (NSHFTS) The number of simultaneous shifts in
+* a multi-shift QR iteration.
+*
+* ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the
+* following meanings.
+* 0: During the multi-shift QR sweep,
+* xLAQR5 does not accumulate reflections and
+* does not use matrix-matrix multiply to
+* update the far-from-diagonal matrix
+* entries.
+* 1: During the multi-shift QR sweep,
+* xLAQR5 and/or xLAQRaccumulates reflections and uses
+* matrix-matrix multiply to update the
+* far-from-diagonal matrix entries.
+* 2: During the multi-shift QR sweep.
+* xLAQR5 accumulates reflections and takes
+* advantage of 2-by-2 block structure during
+* matrix-matrix multiplies.
+* (If xTRMM is slower than xGEMM, then
+* IPARMQ(ISPEC=16)=1 may be more efficient than
+* IPARMQ(ISPEC=16)=2 despite the greater level of
+* arithmetic work implied by the latter choice.)
+*
+* NAME (input) character string
+* Name of the calling subroutine
+*
+* OPTS (input) character string
+* This is a concatenation of the string arguments to
+* TTQRE.
+*
+* N (input) integer scalar
+* N is the order of the Hessenberg matrix H.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular
+* in rows and columns 1:ILO-1 and IHI+1:N.
+*
+* LWORK (input) integer scalar
+* The amount of workspace available.
+*
+* Further Details
+* ===============
+*
+* Little is known about how best to choose these parameters.
+* It is possible to use different values of the parameters
+* for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR.
+*
+* It is probably best to choose different parameters for
+* different matrices and different parameters at different
+* times during the iteration, but this has not been
+* implemented --- yet.
+*
+*
+* The best choices of most of the parameters depend
+* in an ill-understood way on the relative execution
+* rate of xLAQR3 and xLAQR5 and on the nature of each
+* particular eigenvalue problem. Experiment may be the
+* only practical way to determine which choices are most
+* effective.
+*
+* Following is a list of default values supplied by IPARMQ.
+* These defaults may be adjusted in order to attain better
+* performance in any particular computational environment.
+*
+* IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point.
+* Default: 75. (Must be at least 11.)
+*
+* IPARMQ(ISPEC=13) Recommended deflation window size.
+* This depends on ILO, IHI and NS, the
+* number of simultaneous shifts returned
+* by IPARMQ(ISPEC=15). The default for
+* (IHI-ILO+1).LE.500 is NS. The default
+* for (IHI-ILO+1).GT.500 is 3*NS/2.
+*
+* IPARMQ(ISPEC=14) Nibble crossover point. Default: 14.
+*
+* IPARMQ(ISPEC=15) Number of simultaneous shifts, NS.
+* a multi-shift QR iteration.
+*
+* If IHI-ILO+1 is ...
+*
+* greater than ...but less ... the
+* or equal to ... than default is
+*
+* 0 30 NS = 2+
+* 30 60 NS = 4+
+* 60 150 NS = 10
+* 150 590 NS = **
+* 590 3000 NS = 64
+* 3000 6000 NS = 128
+* 6000 infinity NS = 256
+*
+* (+) By default matrices of this order are
+* passed to the implicit double shift routine
+* xLAHQR. See IPARMQ(ISPEC=12) above. These
+* values of NS are used only in case of a rare
+* xLAHQR failure.
+*
+* (**) The asterisks (**) indicate an ad-hoc
+* function increasing from 10 to 64.
+*
+* IPARMQ(ISPEC=16) Select structured matrix multiply.
+* (See ISPEC=16 above for details.)
+* Default: 3.
+*
+* ================================================================
+* .. Parameters ..
+ INTEGER INMIN, INWIN, INIBL, ISHFTS, IACC22
+ PARAMETER ( INMIN = 12, INWIN = 13, INIBL = 14,
+ $ ISHFTS = 15, IACC22 = 16 )
+ INTEGER NMIN, K22MIN, KACMIN, NIBBLE, KNWSWP
+ PARAMETER ( NMIN = 75, K22MIN = 14, KACMIN = 14,
+ $ NIBBLE = 14, KNWSWP = 500 )
+ REAL TWO
+ PARAMETER ( TWO = 2.0 )
+* ..
+* .. Local Scalars ..
+ INTEGER NH, NS
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC LOG, MAX, MOD, NINT, REAL
+* ..
+* .. Executable Statements ..
+ IF( ( ISPEC.EQ.ISHFTS ) .OR. ( ISPEC.EQ.INWIN ) .OR.
+ $ ( ISPEC.EQ.IACC22 ) ) THEN
+*
+* ==== Set the number simultaneous shifts ====
+*
+ NH = IHI - ILO + 1
+ NS = 2
+ IF( NH.GE.30 )
+ $ NS = 4
+ IF( NH.GE.60 )
+ $ NS = 10
+ IF( NH.GE.150 )
+ $ NS = MAX( 10, NH / NINT( LOG( REAL( NH ) ) / LOG( TWO ) ) )
+ IF( NH.GE.590 )
+ $ NS = 64
+ IF( NH.GE.3000 )
+ $ NS = 128
+ IF( NH.GE.6000 )
+ $ NS = 256
+ NS = MAX( 2, NS-MOD( NS, 2 ) )
+ END IF
+*
+ IF( ISPEC.EQ.INMIN ) THEN
+*
+*
+* ===== Matrices of order smaller than NMIN get sent
+* . to xLAHQR, the classic double shift algorithm.
+* . This must be at least 11. ====
+*
+ IPARMQ = NMIN
+*
+ ELSE IF( ISPEC.EQ.INIBL ) THEN
+*
+* ==== INIBL: skip a multi-shift qr iteration and
+* . whenever aggressive early deflation finds
+* . at least (NIBBLE*(window size)/100) deflations. ====
+*
+ IPARMQ = NIBBLE
+*
+ ELSE IF( ISPEC.EQ.ISHFTS ) THEN
+*
+* ==== NSHFTS: The number of simultaneous shifts =====
+*
+ IPARMQ = NS
+*
+ ELSE IF( ISPEC.EQ.INWIN ) THEN
+*
+* ==== NW: deflation window size. ====
+*
+ IF( NH.LE.KNWSWP ) THEN
+ IPARMQ = NS
+ ELSE
+ IPARMQ = 3*NS / 2
+ END IF
+*
+ ELSE IF( ISPEC.EQ.IACC22 ) THEN
+*
+* ==== IACC22: Whether to accumulate reflections
+* . before updating the far-from-diagonal elements
+* . and whether to use 2-by-2 block structure while
+* . doing it. A small amount of work could be saved
+* . by making this choice dependent also upon the
+* . NH=IHI-ILO+1.
+*
+ IPARMQ = 0
+ IF( NS.GE.KACMIN )
+ $ IPARMQ = 1
+ IF( NS.GE.K22MIN )
+ $ IPARMQ = 2
+*
+ ELSE
+* ===== invalid value of ispec =====
+ IPARMQ = -1
+*
+ END IF
+*
+* ==== End of IPARMQ ====
+*
+ END
diff --git a/src/lib/lapack/izmax1.f b/src/lib/lapack/izmax1.f
new file mode 100644
index 00000000..7ebffee3
--- /dev/null
+++ b/src/lib/lapack/izmax1.f
@@ -0,0 +1,95 @@
+ INTEGER FUNCTION IZMAX1( N, CX, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 CX( * )
+* ..
+*
+* Purpose
+* =======
+*
+* IZMAX1 finds the index of the element whose real part has maximum
+* absolute value.
+*
+* Based on IZAMAX from Level 1 BLAS.
+* The change is to use the 'genuine' absolute value.
+*
+* Contributed by Nick Higham for use with ZLACON.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of elements in the vector CX.
+*
+* CX (input) COMPLEX*16 array, dimension (N)
+* The vector whose elements will be summed.
+*
+* INCX (input) INTEGER
+* The spacing between successive values of CX. INCX >= 1.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, IX
+ DOUBLE PRECISION SMAX
+ COMPLEX*16 ZDUM
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+*
+* NEXT LINE IS THE ONLY MODIFICATION.
+ CABS1( ZDUM ) = ABS( ZDUM )
+* ..
+* .. Executable Statements ..
+*
+ IZMAX1 = 0
+ IF( N.LT.1 )
+ $ RETURN
+ IZMAX1 = 1
+ IF( N.EQ.1 )
+ $ RETURN
+ IF( INCX.EQ.1 )
+ $ GO TO 30
+*
+* CODE FOR INCREMENT NOT EQUAL TO 1
+*
+ IX = 1
+ SMAX = CABS1( CX( 1 ) )
+ IX = IX + INCX
+ DO 20 I = 2, N
+ IF( CABS1( CX( IX ) ).LE.SMAX )
+ $ GO TO 10
+ IZMAX1 = I
+ SMAX = CABS1( CX( IX ) )
+ 10 CONTINUE
+ IX = IX + INCX
+ 20 CONTINUE
+ RETURN
+*
+* CODE FOR INCREMENT EQUAL TO 1
+*
+ 30 CONTINUE
+ SMAX = CABS1( CX( 1 ) )
+ DO 40 I = 2, N
+ IF( CABS1( CX( I ) ).LE.SMAX )
+ $ GO TO 40
+ IZMAX1 = I
+ SMAX = CABS1( CX( I ) )
+ 40 CONTINUE
+ RETURN
+*
+* End of IZMAX1
+*
+ END
diff --git a/src/lib/lapack/lsame.f b/src/lib/lapack/lsame.f
new file mode 100644
index 00000000..bf25d86f
--- /dev/null
+++ b/src/lib/lapack/lsame.f
@@ -0,0 +1,87 @@
+ LOGICAL FUNCTION LSAME( CA, CB )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* September 30, 1994
+*
+* .. Scalar Arguments ..
+ CHARACTER CA, CB
+* ..
+*
+* Purpose
+* =======
+*
+* LSAME returns .TRUE. if CA is the same letter as CB regardless of
+* case.
+*
+* Arguments
+* =========
+*
+* CA (input) CHARACTER*1
+* CB (input) CHARACTER*1
+* CA and CB specify the single characters to be compared.
+*
+* =====================================================================
+*
+* .. Intrinsic Functions ..
+ INTRINSIC ICHAR
+* ..
+* .. Local Scalars ..
+ INTEGER INTA, INTB, ZCODE
+* ..
+* .. Executable Statements ..
+*
+* Test if the characters are equal
+*
+ LSAME = CA.EQ.CB
+ IF( LSAME )
+ $ RETURN
+*
+* Now test for equivalence if both characters are alphabetic.
+*
+ ZCODE = ICHAR( 'Z' )
+*
+* Use 'Z' rather than 'A' so that ASCII can be detected on Prime
+* machines, on which ICHAR returns a value with bit 8 set.
+* ICHAR('A') on Prime machines returns 193 which is the same as
+* ICHAR('A') on an EBCDIC machine.
+*
+ INTA = ICHAR( CA )
+ INTB = ICHAR( CB )
+*
+ IF( ZCODE.EQ.90 .OR. ZCODE.EQ.122 ) THEN
+*
+* ASCII is assumed - ZCODE is the ASCII code of either lower or
+* upper case 'Z'.
+*
+ IF( INTA.GE.97 .AND. INTA.LE.122 ) INTA = INTA - 32
+ IF( INTB.GE.97 .AND. INTB.LE.122 ) INTB = INTB - 32
+*
+ ELSE IF( ZCODE.EQ.233 .OR. ZCODE.EQ.169 ) THEN
+*
+* EBCDIC is assumed - ZCODE is the EBCDIC code of either lower or
+* upper case 'Z'.
+*
+ IF( INTA.GE.129 .AND. INTA.LE.137 .OR.
+ $ INTA.GE.145 .AND. INTA.LE.153 .OR.
+ $ INTA.GE.162 .AND. INTA.LE.169 ) INTA = INTA + 64
+ IF( INTB.GE.129 .AND. INTB.LE.137 .OR.
+ $ INTB.GE.145 .AND. INTB.LE.153 .OR.
+ $ INTB.GE.162 .AND. INTB.LE.169 ) INTB = INTB + 64
+*
+ ELSE IF( ZCODE.EQ.218 .OR. ZCODE.EQ.250 ) THEN
+*
+* ASCII is assumed, on Prime machines - ZCODE is the ASCII code
+* plus 128 of either lower or upper case 'Z'.
+*
+ IF( INTA.GE.225 .AND. INTA.LE.250 ) INTA = INTA - 32
+ IF( INTB.GE.225 .AND. INTB.LE.250 ) INTB = INTB - 32
+ END IF
+ LSAME = INTA.EQ.INTB
+*
+* RETURN
+*
+* End of LSAME
+*
+ END
diff --git a/src/lib/lapack/slamch.f b/src/lib/lapack/slamch.f
new file mode 100644
index 00000000..afb4d368
--- /dev/null
+++ b/src/lib/lapack/slamch.f
@@ -0,0 +1,857 @@
+ REAL FUNCTION SLAMCH( CMACH )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ CHARACTER CMACH
+* ..
+*
+* Purpose
+* =======
+*
+* SLAMCH determines single precision machine parameters.
+*
+* Arguments
+* =========
+*
+* CMACH (input) CHARACTER*1
+* Specifies the value to be returned by SLAMCH:
+* = 'E' or 'e', SLAMCH := eps
+* = 'S' or 's , SLAMCH := sfmin
+* = 'B' or 'b', SLAMCH := base
+* = 'P' or 'p', SLAMCH := eps*base
+* = 'N' or 'n', SLAMCH := t
+* = 'R' or 'r', SLAMCH := rnd
+* = 'M' or 'm', SLAMCH := emin
+* = 'U' or 'u', SLAMCH := rmin
+* = 'L' or 'l', SLAMCH := emax
+* = 'O' or 'o', SLAMCH := rmax
+*
+* where
+*
+* eps = relative machine precision
+* sfmin = safe minimum, such that 1/sfmin does not overflow
+* base = base of the machine
+* prec = eps*base
+* t = number of (base) digits in the mantissa
+* rnd = 1.0 when rounding occurs in addition, 0.0 otherwise
+* emin = minimum exponent before (gradual) underflow
+* rmin = underflow threshold - base**(emin-1)
+* emax = largest exponent before overflow
+* rmax = overflow threshold - (base**emax)*(1-eps)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ONE, ZERO
+ PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL FIRST, LRND
+ INTEGER BETA, IMAX, IMIN, IT
+ REAL BASE, EMAX, EMIN, EPS, PREC, RMACH, RMAX, RMIN,
+ $ RND, SFMIN, SMALL, T
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL SLAMC2
+* ..
+* .. Save statement ..
+ SAVE FIRST, EPS, SFMIN, BASE, T, RND, EMIN, RMIN,
+ $ EMAX, RMAX, PREC
+* ..
+* .. Data statements ..
+ DATA FIRST / .TRUE. /
+* ..
+* .. Executable Statements ..
+*
+ IF( FIRST ) THEN
+ FIRST = .FALSE.
+ CALL SLAMC2( BETA, IT, LRND, EPS, IMIN, RMIN, IMAX, RMAX )
+ BASE = BETA
+ T = IT
+ IF( LRND ) THEN
+ RND = ONE
+ EPS = ( BASE**( 1-IT ) ) / 2
+ ELSE
+ RND = ZERO
+ EPS = BASE**( 1-IT )
+ END IF
+ PREC = EPS*BASE
+ EMIN = IMIN
+ EMAX = IMAX
+ SFMIN = RMIN
+ SMALL = ONE / RMAX
+ IF( SMALL.GE.SFMIN ) THEN
+*
+* Use SMALL plus a bit, to avoid the possibility of rounding
+* causing overflow when computing 1/sfmin.
+*
+ SFMIN = SMALL*( ONE+EPS )
+ END IF
+ END IF
+*
+ IF( LSAME( CMACH, 'E' ) ) THEN
+ RMACH = EPS
+ ELSE IF( LSAME( CMACH, 'S' ) ) THEN
+ RMACH = SFMIN
+ ELSE IF( LSAME( CMACH, 'B' ) ) THEN
+ RMACH = BASE
+ ELSE IF( LSAME( CMACH, 'P' ) ) THEN
+ RMACH = PREC
+ ELSE IF( LSAME( CMACH, 'N' ) ) THEN
+ RMACH = T
+ ELSE IF( LSAME( CMACH, 'R' ) ) THEN
+ RMACH = RND
+ ELSE IF( LSAME( CMACH, 'M' ) ) THEN
+ RMACH = EMIN
+ ELSE IF( LSAME( CMACH, 'U' ) ) THEN
+ RMACH = RMIN
+ ELSE IF( LSAME( CMACH, 'L' ) ) THEN
+ RMACH = EMAX
+ ELSE IF( LSAME( CMACH, 'O' ) ) THEN
+ RMACH = RMAX
+ END IF
+*
+ SLAMCH = RMACH
+ RETURN
+*
+* End of SLAMCH
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE SLAMC1( BETA, T, RND, IEEE1 )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE1, RND
+ INTEGER BETA, T
+* ..
+*
+* Purpose
+* =======
+*
+* SLAMC1 determines the machine parameters given by BETA, T, RND, and
+* IEEE1.
+*
+* Arguments
+* =========
+*
+* BETA (output) INTEGER
+* The base of the machine.
+*
+* T (output) INTEGER
+* The number of ( BETA ) digits in the mantissa.
+*
+* RND (output) LOGICAL
+* Specifies whether proper rounding ( RND = .TRUE. ) or
+* chopping ( RND = .FALSE. ) occurs in addition. This may not
+* be a reliable guide to the way in which the machine performs
+* its arithmetic.
+*
+* IEEE1 (output) LOGICAL
+* Specifies whether rounding appears to be done in the IEEE
+* 'round to nearest' style.
+*
+* Further Details
+* ===============
+*
+* The routine is based on the routine ENVRON by Malcolm and
+* incorporates suggestions by Gentleman and Marovich. See
+*
+* Malcolm M. A. (1972) Algorithms to reveal properties of
+* floating-point arithmetic. Comms. of the ACM, 15, 949-951.
+*
+* Gentleman W. M. and Marovich S. B. (1974) More on algorithms
+* that reveal properties of floating point arithmetic units.
+* Comms. of the ACM, 17, 276-277.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL FIRST, LIEEE1, LRND
+ INTEGER LBETA, LT
+ REAL A, B, C, F, ONE, QTR, SAVEC, T1, T2
+* ..
+* .. External Functions ..
+ REAL SLAMC3
+ EXTERNAL SLAMC3
+* ..
+* .. Save statement ..
+ SAVE FIRST, LIEEE1, LBETA, LRND, LT
+* ..
+* .. Data statements ..
+ DATA FIRST / .TRUE. /
+* ..
+* .. Executable Statements ..
+*
+ IF( FIRST ) THEN
+ FIRST = .FALSE.
+ ONE = 1
+*
+* LBETA, LIEEE1, LT and LRND are the local values of BETA,
+* IEEE1, T and RND.
+*
+* Throughout this routine we use the function SLAMC3 to ensure
+* that relevant values are stored and not held in registers, or
+* are not affected by optimizers.
+*
+* Compute a = 2.0**m with the smallest positive integer m such
+* that
+*
+* fl( a + 1.0 ) = a.
+*
+ A = 1
+ C = 1
+*
+*+ WHILE( C.EQ.ONE )LOOP
+ 10 CONTINUE
+ IF( C.EQ.ONE ) THEN
+ A = 2*A
+ C = SLAMC3( A, ONE )
+ C = SLAMC3( C, -A )
+ GO TO 10
+ END IF
+*+ END WHILE
+*
+* Now compute b = 2.0**m with the smallest positive integer m
+* such that
+*
+* fl( a + b ) .gt. a.
+*
+ B = 1
+ C = SLAMC3( A, B )
+*
+*+ WHILE( C.EQ.A )LOOP
+ 20 CONTINUE
+ IF( C.EQ.A ) THEN
+ B = 2*B
+ C = SLAMC3( A, B )
+ GO TO 20
+ END IF
+*+ END WHILE
+*
+* Now compute the base. a and c are neighbouring floating point
+* numbers in the interval ( beta**t, beta**( t + 1 ) ) and so
+* their difference is beta. Adding 0.25 to c is to ensure that it
+* is truncated to beta and not ( beta - 1 ).
+*
+ QTR = ONE / 4
+ SAVEC = C
+ C = SLAMC3( C, -A )
+ LBETA = C + QTR
+*
+* Now determine whether rounding or chopping occurs, by adding a
+* bit less than beta/2 and a bit more than beta/2 to a.
+*
+ B = LBETA
+ F = SLAMC3( B / 2, -B / 100 )
+ C = SLAMC3( F, A )
+ IF( C.EQ.A ) THEN
+ LRND = .TRUE.
+ ELSE
+ LRND = .FALSE.
+ END IF
+ F = SLAMC3( B / 2, B / 100 )
+ C = SLAMC3( F, A )
+ IF( ( LRND ) .AND. ( C.EQ.A ) )
+ $ LRND = .FALSE.
+*
+* Try and decide whether rounding is done in the IEEE 'round to
+* nearest' style. B/2 is half a unit in the last place of the two
+* numbers A and SAVEC. Furthermore, A is even, i.e. has last bit
+* zero, and SAVEC is odd. Thus adding B/2 to A should not change
+* A, but adding B/2 to SAVEC should change SAVEC.
+*
+ T1 = SLAMC3( B / 2, A )
+ T2 = SLAMC3( B / 2, SAVEC )
+ LIEEE1 = ( T1.EQ.A ) .AND. ( T2.GT.SAVEC ) .AND. LRND
+*
+* Now find the mantissa, t. It should be the integer part of
+* log to the base beta of a, however it is safer to determine t
+* by powering. So we find t as the smallest positive integer for
+* which
+*
+* fl( beta**t + 1.0 ) = 1.0.
+*
+ LT = 0
+ A = 1
+ C = 1
+*
+*+ WHILE( C.EQ.ONE )LOOP
+ 30 CONTINUE
+ IF( C.EQ.ONE ) THEN
+ LT = LT + 1
+ A = A*LBETA
+ C = SLAMC3( A, ONE )
+ C = SLAMC3( C, -A )
+ GO TO 30
+ END IF
+*+ END WHILE
+*
+ END IF
+*
+ BETA = LBETA
+ T = LT
+ RND = LRND
+ IEEE1 = LIEEE1
+ RETURN
+*
+* End of SLAMC1
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE SLAMC2( BETA, T, RND, EPS, EMIN, RMIN, EMAX, RMAX )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL RND
+ INTEGER BETA, EMAX, EMIN, T
+ REAL EPS, RMAX, RMIN
+* ..
+*
+* Purpose
+* =======
+*
+* SLAMC2 determines the machine parameters specified in its argument
+* list.
+*
+* Arguments
+* =========
+*
+* BETA (output) INTEGER
+* The base of the machine.
+*
+* T (output) INTEGER
+* The number of ( BETA ) digits in the mantissa.
+*
+* RND (output) LOGICAL
+* Specifies whether proper rounding ( RND = .TRUE. ) or
+* chopping ( RND = .FALSE. ) occurs in addition. This may not
+* be a reliable guide to the way in which the machine performs
+* its arithmetic.
+*
+* EPS (output) REAL
+* The smallest positive number such that
+*
+* fl( 1.0 - EPS ) .LT. 1.0,
+*
+* where fl denotes the computed value.
+*
+* EMIN (output) INTEGER
+* The minimum exponent before (gradual) underflow occurs.
+*
+* RMIN (output) REAL
+* The smallest normalized number for the machine, given by
+* BASE**( EMIN - 1 ), where BASE is the floating point value
+* of BETA.
+*
+* EMAX (output) INTEGER
+* The maximum exponent before overflow occurs.
+*
+* RMAX (output) REAL
+* The largest positive number for the machine, given by
+* BASE**EMAX * ( 1 - EPS ), where BASE is the floating point
+* value of BETA.
+*
+* Further Details
+* ===============
+*
+* The computation of EPS is based on a routine PARANOIA by
+* W. Kahan of the University of California at Berkeley.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL FIRST, IEEE, IWARN, LIEEE1, LRND
+ INTEGER GNMIN, GPMIN, I, LBETA, LEMAX, LEMIN, LT,
+ $ NGNMIN, NGPMIN
+ REAL A, B, C, HALF, LEPS, LRMAX, LRMIN, ONE, RBASE,
+ $ SIXTH, SMALL, THIRD, TWO, ZERO
+* ..
+* .. External Functions ..
+ REAL SLAMC3
+ EXTERNAL SLAMC3
+* ..
+* .. External Subroutines ..
+ EXTERNAL SLAMC1, SLAMC4, SLAMC5
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Save statement ..
+ SAVE FIRST, IWARN, LBETA, LEMAX, LEMIN, LEPS, LRMAX,
+ $ LRMIN, LT
+* ..
+* .. Data statements ..
+ DATA FIRST / .TRUE. / , IWARN / .FALSE. /
+* ..
+* .. Executable Statements ..
+*
+ IF( FIRST ) THEN
+ FIRST = .FALSE.
+ ZERO = 0
+ ONE = 1
+ TWO = 2
+*
+* LBETA, LT, LRND, LEPS, LEMIN and LRMIN are the local values of
+* BETA, T, RND, EPS, EMIN and RMIN.
+*
+* Throughout this routine we use the function SLAMC3 to ensure
+* that relevant values are stored and not held in registers, or
+* are not affected by optimizers.
+*
+* SLAMC1 returns the parameters LBETA, LT, LRND and LIEEE1.
+*
+ CALL SLAMC1( LBETA, LT, LRND, LIEEE1 )
+*
+* Start to find EPS.
+*
+ B = LBETA
+ A = B**( -LT )
+ LEPS = A
+*
+* Try some tricks to see whether or not this is the correct EPS.
+*
+ B = TWO / 3
+ HALF = ONE / 2
+ SIXTH = SLAMC3( B, -HALF )
+ THIRD = SLAMC3( SIXTH, SIXTH )
+ B = SLAMC3( THIRD, -HALF )
+ B = SLAMC3( B, SIXTH )
+ B = ABS( B )
+ IF( B.LT.LEPS )
+ $ B = LEPS
+*
+ LEPS = 1
+*
+*+ WHILE( ( LEPS.GT.B ).AND.( B.GT.ZERO ) )LOOP
+ 10 CONTINUE
+ IF( ( LEPS.GT.B ) .AND. ( B.GT.ZERO ) ) THEN
+ LEPS = B
+ C = SLAMC3( HALF*LEPS, ( TWO**5 )*( LEPS**2 ) )
+ C = SLAMC3( HALF, -C )
+ B = SLAMC3( HALF, C )
+ C = SLAMC3( HALF, -B )
+ B = SLAMC3( HALF, C )
+ GO TO 10
+ END IF
+*+ END WHILE
+*
+ IF( A.LT.LEPS )
+ $ LEPS = A
+*
+* Computation of EPS complete.
+*
+* Now find EMIN. Let A = + or - 1, and + or - (1 + BASE**(-3)).
+* Keep dividing A by BETA until (gradual) underflow occurs. This
+* is detected when we cannot recover the previous A.
+*
+ RBASE = ONE / LBETA
+ SMALL = ONE
+ DO 20 I = 1, 3
+ SMALL = SLAMC3( SMALL*RBASE, ZERO )
+ 20 CONTINUE
+ A = SLAMC3( ONE, SMALL )
+ CALL SLAMC4( NGPMIN, ONE, LBETA )
+ CALL SLAMC4( NGNMIN, -ONE, LBETA )
+ CALL SLAMC4( GPMIN, A, LBETA )
+ CALL SLAMC4( GNMIN, -A, LBETA )
+ IEEE = .FALSE.
+*
+ IF( ( NGPMIN.EQ.NGNMIN ) .AND. ( GPMIN.EQ.GNMIN ) ) THEN
+ IF( NGPMIN.EQ.GPMIN ) THEN
+ LEMIN = NGPMIN
+* ( Non twos-complement machines, no gradual underflow;
+* e.g., VAX )
+ ELSE IF( ( GPMIN-NGPMIN ).EQ.3 ) THEN
+ LEMIN = NGPMIN - 1 + LT
+ IEEE = .TRUE.
+* ( Non twos-complement machines, with gradual underflow;
+* e.g., IEEE standard followers )
+ ELSE
+ LEMIN = MIN( NGPMIN, GPMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+*
+ ELSE IF( ( NGPMIN.EQ.GPMIN ) .AND. ( NGNMIN.EQ.GNMIN ) ) THEN
+ IF( ABS( NGPMIN-NGNMIN ).EQ.1 ) THEN
+ LEMIN = MAX( NGPMIN, NGNMIN )
+* ( Twos-complement machines, no gradual underflow;
+* e.g., CYBER 205 )
+ ELSE
+ LEMIN = MIN( NGPMIN, NGNMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+*
+ ELSE IF( ( ABS( NGPMIN-NGNMIN ).EQ.1 ) .AND.
+ $ ( GPMIN.EQ.GNMIN ) ) THEN
+ IF( ( GPMIN-MIN( NGPMIN, NGNMIN ) ).EQ.3 ) THEN
+ LEMIN = MAX( NGPMIN, NGNMIN ) - 1 + LT
+* ( Twos-complement machines with gradual underflow;
+* no known machine )
+ ELSE
+ LEMIN = MIN( NGPMIN, NGNMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+*
+ ELSE
+ LEMIN = MIN( NGPMIN, NGNMIN, GPMIN, GNMIN )
+* ( A guess; no known machine )
+ IWARN = .TRUE.
+ END IF
+***
+* Comment out this if block if EMIN is ok
+ IF( IWARN ) THEN
+ FIRST = .TRUE.
+ WRITE( 6, FMT = 9999 )LEMIN
+ END IF
+***
+*
+* Assume IEEE arithmetic if we found denormalised numbers above,
+* or if arithmetic seems to round in the IEEE style, determined
+* in routine SLAMC1. A true IEEE machine should have both things
+* true; however, faulty machines may have one or the other.
+*
+ IEEE = IEEE .OR. LIEEE1
+*
+* Compute RMIN by successive division by BETA. We could compute
+* RMIN as BASE**( EMIN - 1 ), but some machines underflow during
+* this computation.
+*
+ LRMIN = 1
+ DO 30 I = 1, 1 - LEMIN
+ LRMIN = SLAMC3( LRMIN*RBASE, ZERO )
+ 30 CONTINUE
+*
+* Finally, call SLAMC5 to compute EMAX and RMAX.
+*
+ CALL SLAMC5( LBETA, LT, LEMIN, IEEE, LEMAX, LRMAX )
+ END IF
+*
+ BETA = LBETA
+ T = LT
+ RND = LRND
+ EPS = LEPS
+ EMIN = LEMIN
+ RMIN = LRMIN
+ EMAX = LEMAX
+ RMAX = LRMAX
+*
+ RETURN
+*
+ 9999 FORMAT( / / ' WARNING. The value EMIN may be incorrect:-',
+ $ ' EMIN = ', I8, /
+ $ ' If, after inspection, the value EMIN looks',
+ $ ' acceptable please comment out ',
+ $ / ' the IF block as marked within the code of routine',
+ $ ' SLAMC2,', / ' otherwise supply EMIN explicitly.', / )
+*
+* End of SLAMC2
+*
+ END
+*
+************************************************************************
+*
+ REAL FUNCTION SLAMC3( A, B )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ REAL A, B
+* ..
+*
+* Purpose
+* =======
+*
+* SLAMC3 is intended to force A and B to be stored prior to doing
+* the addition of A and B , for use in situations where optimizers
+* might hold one of these in a register.
+*
+* Arguments
+* =========
+*
+* A, B (input) REAL
+* The values A and B.
+*
+* =====================================================================
+*
+* .. Executable Statements ..
+*
+ SLAMC3 = A + B
+*
+ RETURN
+*
+* End of SLAMC3
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE SLAMC4( EMIN, START, BASE )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ INTEGER BASE, EMIN
+ REAL START
+* ..
+*
+* Purpose
+* =======
+*
+* SLAMC4 is a service routine for SLAMC2.
+*
+* Arguments
+* =========
+*
+* EMIN (output) EMIN
+* The minimum exponent before (gradual) underflow, computed by
+* setting A = START and dividing by BASE until the previous A
+* can not be recovered.
+*
+* START (input) REAL
+* The starting point for determining EMIN.
+*
+* BASE (input) INTEGER
+* The base of the machine.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I
+ REAL A, B1, B2, C1, C2, D1, D2, ONE, RBASE, ZERO
+* ..
+* .. External Functions ..
+ REAL SLAMC3
+ EXTERNAL SLAMC3
+* ..
+* .. Executable Statements ..
+*
+ A = START
+ ONE = 1
+ RBASE = ONE / BASE
+ ZERO = 0
+ EMIN = 1
+ B1 = SLAMC3( A*RBASE, ZERO )
+ C1 = A
+ C2 = A
+ D1 = A
+ D2 = A
+*+ WHILE( ( C1.EQ.A ).AND.( C2.EQ.A ).AND.
+* $ ( D1.EQ.A ).AND.( D2.EQ.A ) )LOOP
+ 10 CONTINUE
+ IF( ( C1.EQ.A ) .AND. ( C2.EQ.A ) .AND. ( D1.EQ.A ) .AND.
+ $ ( D2.EQ.A ) ) THEN
+ EMIN = EMIN - 1
+ A = B1
+ B1 = SLAMC3( A / BASE, ZERO )
+ C1 = SLAMC3( B1*BASE, ZERO )
+ D1 = ZERO
+ DO 20 I = 1, BASE
+ D1 = D1 + B1
+ 20 CONTINUE
+ B2 = SLAMC3( A*RBASE, ZERO )
+ C2 = SLAMC3( B2 / RBASE, ZERO )
+ D2 = ZERO
+ DO 30 I = 1, BASE
+ D2 = D2 + B2
+ 30 CONTINUE
+ GO TO 10
+ END IF
+*+ END WHILE
+*
+ RETURN
+*
+* End of SLAMC4
+*
+ END
+*
+************************************************************************
+*
+ SUBROUTINE SLAMC5( BETA, P, EMIN, IEEE, EMAX, RMAX )
+*
+* -- LAPACK auxiliary routine (version 3.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL IEEE
+ INTEGER BETA, EMAX, EMIN, P
+ REAL RMAX
+* ..
+*
+* Purpose
+* =======
+*
+* SLAMC5 attempts to compute RMAX, the largest machine floating-point
+* number, without overflow. It assumes that EMAX + abs(EMIN) sum
+* approximately to a power of 2. It will fail on machines where this
+* assumption does not hold, for example, the Cyber 205 (EMIN = -28625,
+* EMAX = 28718). It will also fail if the value supplied for EMIN is
+* too large (i.e. too close to zero), probably with overflow.
+*
+* Arguments
+* =========
+*
+* BETA (input) INTEGER
+* The base of floating-point arithmetic.
+*
+* P (input) INTEGER
+* The number of base BETA digits in the mantissa of a
+* floating-point value.
+*
+* EMIN (input) INTEGER
+* The minimum exponent before (gradual) underflow.
+*
+* IEEE (input) LOGICAL
+* A logical flag specifying whether or not the arithmetic
+* system is thought to comply with the IEEE standard.
+*
+* EMAX (output) INTEGER
+* The largest exponent before overflow
+*
+* RMAX (output) REAL
+* The largest machine floating-point number.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ZERO, ONE
+ PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
+* ..
+* .. Local Scalars ..
+ INTEGER EXBITS, EXPSUM, I, LEXP, NBITS, TRY, UEXP
+ REAL OLDY, RECBAS, Y, Z
+* ..
+* .. External Functions ..
+ REAL SLAMC3
+ EXTERNAL SLAMC3
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MOD
+* ..
+* .. Executable Statements ..
+*
+* First compute LEXP and UEXP, two powers of 2 that bound
+* abs(EMIN). We then assume that EMAX + abs(EMIN) will sum
+* approximately to the bound that is closest to abs(EMIN).
+* (EMAX is the exponent of the required number RMAX).
+*
+ LEXP = 1
+ EXBITS = 1
+ 10 CONTINUE
+ TRY = LEXP*2
+ IF( TRY.LE.( -EMIN ) ) THEN
+ LEXP = TRY
+ EXBITS = EXBITS + 1
+ GO TO 10
+ END IF
+ IF( LEXP.EQ.-EMIN ) THEN
+ UEXP = LEXP
+ ELSE
+ UEXP = TRY
+ EXBITS = EXBITS + 1
+ END IF
+*
+* Now -LEXP is less than or equal to EMIN, and -UEXP is greater
+* than or equal to EMIN. EXBITS is the number of bits needed to
+* store the exponent.
+*
+ IF( ( UEXP+EMIN ).GT.( -LEXP-EMIN ) ) THEN
+ EXPSUM = 2*LEXP
+ ELSE
+ EXPSUM = 2*UEXP
+ END IF
+*
+* EXPSUM is the exponent range, approximately equal to
+* EMAX - EMIN + 1 .
+*
+ EMAX = EXPSUM + EMIN - 1
+ NBITS = 1 + EXBITS + P
+*
+* NBITS is the total number of bits needed to store a
+* floating-point number.
+*
+ IF( ( MOD( NBITS, 2 ).EQ.1 ) .AND. ( BETA.EQ.2 ) ) THEN
+*
+* Either there are an odd number of bits used to store a
+* floating-point number, which is unlikely, or some bits are
+* not used in the representation of numbers, which is possible,
+* (e.g. Cray machines) or the mantissa has an implicit bit,
+* (e.g. IEEE machines, Dec Vax machines), which is perhaps the
+* most likely. We have to assume the last alternative.
+* If this is true, then we need to reduce EMAX by one because
+* there must be some way of representing zero in an implicit-bit
+* system. On machines like Cray, we are reducing EMAX by one
+* unnecessarily.
+*
+ EMAX = EMAX - 1
+ END IF
+*
+ IF( IEEE ) THEN
+*
+* Assume we are on an IEEE machine which reserves one exponent
+* for infinity and NaN.
+*
+ EMAX = EMAX - 1
+ END IF
+*
+* Now create RMAX, the largest machine number, which should
+* be equal to (1.0 - BETA**(-P)) * BETA**EMAX .
+*
+* First compute 1.0 - BETA**(-P), being careful that the
+* result is less than 1.0 .
+*
+ RECBAS = ONE / BETA
+ Z = BETA - ONE
+ Y = ZERO
+ DO 20 I = 1, P
+ Z = Z*RECBAS
+ IF( Y.LT.ONE )
+ $ OLDY = Y
+ Y = SLAMC3( Y, Z )
+ 20 CONTINUE
+ IF( Y.GE.ONE )
+ $ Y = OLDY
+*
+* Now multiply by BETA**EMAX to get RMAX.
+*
+ DO 30 I = 1, EMAX
+ Y = SLAMC3( Y*BETA, ZERO )
+ 30 CONTINUE
+*
+ RMAX = Y
+ RETURN
+*
+* End of SLAMC5
+*
+ END
diff --git a/src/lib/lapack/xerbla.f b/src/lib/lapack/xerbla.f
new file mode 100644
index 00000000..c8c9231b
--- /dev/null
+++ b/src/lib/lapack/xerbla.f
@@ -0,0 +1,45 @@
+ SUBROUTINE XERBLA( SRNAME, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER*6 SRNAME
+ INTEGER INFO
+* ..
+*
+* Purpose
+* =======
+*
+* XERBLA is an error handler for the LAPACK routines.
+* It is called by an LAPACK routine if an input parameter has an
+* invalid value. A message is printed and execution stops.
+*
+* Installers may consider modifying the STOP statement in order to
+* call system-specific exception-handling facilities.
+*
+* Arguments
+* =========
+*
+* SRNAME (input) CHARACTER*6
+* The name of the routine which called XERBLA.
+*
+* INFO (input) INTEGER
+* The position of the invalid parameter in the parameter list
+* of the calling routine.
+*
+* =====================================================================
+*
+* .. Executable Statements ..
+*
+ WRITE( *, FMT = 9999 )SRNAME, INFO
+*
+ STOP
+*
+ 9999 FORMAT( ' ** On entry to ', A6, ' parameter number ', I2, ' had ',
+ $ 'an illegal value' )
+*
+* End of XERBLA
+*
+ END
diff --git a/src/lib/lapack/zbdsqr.f b/src/lib/lapack/zbdsqr.f
new file mode 100644
index 00000000..f9086be5
--- /dev/null
+++ b/src/lib/lapack/zbdsqr.f
@@ -0,0 +1,742 @@
+ SUBROUTINE ZBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
+ $ LDU, C, LDC, RWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * ), RWORK( * )
+ COMPLEX*16 C( LDC, * ), U( LDU, * ), VT( LDVT, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZBDSQR computes the singular values and, optionally, the right and/or
+* left singular vectors from the singular value decomposition (SVD) of
+* a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
+* zero-shift QR algorithm. The SVD of B has the form
+*
+* B = Q * S * P**H
+*
+* where S is the diagonal matrix of singular values, Q is an orthogonal
+* matrix of left singular vectors, and P is an orthogonal matrix of
+* right singular vectors. If left singular vectors are requested, this
+* subroutine actually returns U*Q instead of Q, and, if right singular
+* vectors are requested, this subroutine returns P**H*VT instead of
+* P**H, for given complex input matrices U and VT. When U and VT are
+* the unitary matrices that reduce a general matrix A to bidiagonal
+* form: A = U*B*VT, as computed by ZGEBRD, then
+*
+* A = (U*Q) * S * (P**H*VT)
+*
+* is the SVD of A. Optionally, the subroutine may also compute Q**H*C
+* for a given complex input matrix C.
+*
+* See "Computing Small Singular Values of Bidiagonal Matrices With
+* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
+* LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11,
+* no. 5, pp. 873-912, Sept 1990) and
+* "Accurate singular values and differential qd algorithms," by
+* B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics
+* Department, University of California at Berkeley, July 1992
+* for a detailed description of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': B is upper bidiagonal;
+* = 'L': B is lower bidiagonal.
+*
+* N (input) INTEGER
+* The order of the matrix B. N >= 0.
+*
+* NCVT (input) INTEGER
+* The number of columns of the matrix VT. NCVT >= 0.
+*
+* NRU (input) INTEGER
+* The number of rows of the matrix U. NRU >= 0.
+*
+* NCC (input) INTEGER
+* The number of columns of the matrix C. NCC >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the n diagonal elements of the bidiagonal matrix B.
+* On exit, if INFO=0, the singular values of B in decreasing
+* order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N-1)
+* On entry, the N-1 offdiagonal elements of the bidiagonal
+* matrix B.
+* On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
+* will contain the diagonal and superdiagonal elements of a
+* bidiagonal matrix orthogonally equivalent to the one given
+* as input.
+*
+* VT (input/output) COMPLEX*16 array, dimension (LDVT, NCVT)
+* On entry, an N-by-NCVT matrix VT.
+* On exit, VT is overwritten by P**H * VT.
+* Not referenced if NCVT = 0.
+*
+* LDVT (input) INTEGER
+* The leading dimension of the array VT.
+* LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
+*
+* U (input/output) COMPLEX*16 array, dimension (LDU, N)
+* On entry, an NRU-by-N matrix U.
+* On exit, U is overwritten by U * Q.
+* Not referenced if NRU = 0.
+*
+* LDU (input) INTEGER
+* The leading dimension of the array U. LDU >= max(1,NRU).
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC, NCC)
+* On entry, an N-by-NCC matrix C.
+* On exit, C is overwritten by Q**H * C.
+* Not referenced if NCC = 0.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C.
+* LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+* if NCVT = NRU = NCC = 0, (max(1, 4*N-4)) otherwise
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: If INFO = -i, the i-th argument had an illegal value
+* > 0: the algorithm did not converge; D and E contain the
+* elements of a bidiagonal matrix which is orthogonally
+* similar to the input matrix B; if INFO = i, i
+* elements of E have not converged to zero.
+*
+* Internal Parameters
+* ===================
+*
+* TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8)))
+* TOLMUL controls the convergence criterion of the QR loop.
+* If it is positive, TOLMUL*EPS is the desired relative
+* precision in the computed singular values.
+* If it is negative, abs(TOLMUL*EPS*sigma_max) is the
+* desired absolute accuracy in the computed singular
+* values (corresponds to relative accuracy
+* abs(TOLMUL*EPS) in the largest singular value.
+* abs(TOLMUL) should be between 1 and 1/EPS, and preferably
+* between 10 (for fast convergence) and .1/EPS
+* (for there to be some accuracy in the results).
+* Default is to lose at either one eighth or 2 of the
+* available decimal digits in each computed singular value
+* (whichever is smaller).
+*
+* MAXITR INTEGER, default = 6
+* MAXITR controls the maximum number of passes of the
+* algorithm through its inner loop. The algorithms stops
+* (and so fails to converge) if the number of passes
+* through the inner loop exceeds MAXITR*N**2.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION NEGONE
+ PARAMETER ( NEGONE = -1.0D0 )
+ DOUBLE PRECISION HNDRTH
+ PARAMETER ( HNDRTH = 0.01D0 )
+ DOUBLE PRECISION TEN
+ PARAMETER ( TEN = 10.0D0 )
+ DOUBLE PRECISION HNDRD
+ PARAMETER ( HNDRD = 100.0D0 )
+ DOUBLE PRECISION MEIGTH
+ PARAMETER ( MEIGTH = -0.125D0 )
+ INTEGER MAXITR
+ PARAMETER ( MAXITR = 6 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LOWER, ROTATE
+ INTEGER I, IDIR, ISUB, ITER, J, LL, LLL, M, MAXIT, NM1,
+ $ NM12, NM13, OLDLL, OLDM
+ DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
+ $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
+ $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA,
+ $ SN, THRESH, TOL, TOLMUL, UNFL
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARTG, DLAS2, DLASQ1, DLASV2, XERBLA, ZDROT,
+ $ ZDSCAL, ZLASR, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ LOWER = LSAME( UPLO, 'L' )
+ IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NCVT.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( NRU.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( NCC.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
+ $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
+ INFO = -9
+ ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
+ INFO = -11
+ ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
+ $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZBDSQR', -INFO )
+ RETURN
+ END IF
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( N.EQ.1 )
+ $ GO TO 160
+*
+* ROTATE is true if any singular vectors desired, false otherwise
+*
+ ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
+*
+* If no singular vectors desired, use qd algorithm
+*
+ IF( .NOT.ROTATE ) THEN
+ CALL DLASQ1( N, D, E, RWORK, INFO )
+ RETURN
+ END IF
+*
+ NM1 = N - 1
+ NM12 = NM1 + NM1
+ NM13 = NM12 + NM1
+ IDIR = 0
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'Epsilon' )
+ UNFL = DLAMCH( 'Safe minimum' )
+*
+* If matrix lower bidiagonal, rotate to be upper bidiagonal
+* by applying Givens rotations on the left
+*
+ IF( LOWER ) THEN
+ DO 10 I = 1, N - 1
+ CALL DLARTG( D( I ), E( I ), CS, SN, R )
+ D( I ) = R
+ E( I ) = SN*D( I+1 )
+ D( I+1 ) = CS*D( I+1 )
+ RWORK( I ) = CS
+ RWORK( NM1+I ) = SN
+ 10 CONTINUE
+*
+* Update singular vectors if desired
+*
+ IF( NRU.GT.0 )
+ $ CALL ZLASR( 'R', 'V', 'F', NRU, N, RWORK( 1 ), RWORK( N ),
+ $ U, LDU )
+ IF( NCC.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'F', N, NCC, RWORK( 1 ), RWORK( N ),
+ $ C, LDC )
+ END IF
+*
+* Compute singular values to relative accuracy TOL
+* (By setting TOL to be negative, algorithm will compute
+* singular values to absolute accuracy ABS(TOL)*norm(input matrix))
+*
+ TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )
+ TOL = TOLMUL*EPS
+*
+* Compute approximate maximum, minimum singular values
+*
+ SMAX = ZERO
+ DO 20 I = 1, N
+ SMAX = MAX( SMAX, ABS( D( I ) ) )
+ 20 CONTINUE
+ DO 30 I = 1, N - 1
+ SMAX = MAX( SMAX, ABS( E( I ) ) )
+ 30 CONTINUE
+ SMINL = ZERO
+ IF( TOL.GE.ZERO ) THEN
+*
+* Relative accuracy desired
+*
+ SMINOA = ABS( D( 1 ) )
+ IF( SMINOA.EQ.ZERO )
+ $ GO TO 50
+ MU = SMINOA
+ DO 40 I = 2, N
+ MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
+ SMINOA = MIN( SMINOA, MU )
+ IF( SMINOA.EQ.ZERO )
+ $ GO TO 50
+ 40 CONTINUE
+ 50 CONTINUE
+ SMINOA = SMINOA / SQRT( DBLE( N ) )
+ THRESH = MAX( TOL*SMINOA, MAXITR*N*N*UNFL )
+ ELSE
+*
+* Absolute accuracy desired
+*
+ THRESH = MAX( ABS( TOL )*SMAX, MAXITR*N*N*UNFL )
+ END IF
+*
+* Prepare for main iteration loop for the singular values
+* (MAXIT is the maximum number of passes through the inner
+* loop permitted before nonconvergence signalled.)
+*
+ MAXIT = MAXITR*N*N
+ ITER = 0
+ OLDLL = -1
+ OLDM = -1
+*
+* M points to last element of unconverged part of matrix
+*
+ M = N
+*
+* Begin main iteration loop
+*
+ 60 CONTINUE
+*
+* Check for convergence or exceeding iteration count
+*
+ IF( M.LE.1 )
+ $ GO TO 160
+ IF( ITER.GT.MAXIT )
+ $ GO TO 200
+*
+* Find diagonal block of matrix to work on
+*
+ IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH )
+ $ D( M ) = ZERO
+ SMAX = ABS( D( M ) )
+ SMIN = SMAX
+ DO 70 LLL = 1, M - 1
+ LL = M - LLL
+ ABSS = ABS( D( LL ) )
+ ABSE = ABS( E( LL ) )
+ IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH )
+ $ D( LL ) = ZERO
+ IF( ABSE.LE.THRESH )
+ $ GO TO 80
+ SMIN = MIN( SMIN, ABSS )
+ SMAX = MAX( SMAX, ABSS, ABSE )
+ 70 CONTINUE
+ LL = 0
+ GO TO 90
+ 80 CONTINUE
+ E( LL ) = ZERO
+*
+* Matrix splits since E(LL) = 0
+*
+ IF( LL.EQ.M-1 ) THEN
+*
+* Convergence of bottom singular value, return to top of loop
+*
+ M = M - 1
+ GO TO 60
+ END IF
+ 90 CONTINUE
+ LL = LL + 1
+*
+* E(LL) through E(M-1) are nonzero, E(LL-1) is zero
+*
+ IF( LL.EQ.M-1 ) THEN
+*
+* 2 by 2 block, handle separately
+*
+ CALL DLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR,
+ $ COSR, SINL, COSL )
+ D( M-1 ) = SIGMX
+ E( M-1 ) = ZERO
+ D( M ) = SIGMN
+*
+* Compute singular vectors, if desired
+*
+ IF( NCVT.GT.0 )
+ $ CALL ZDROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT,
+ $ COSR, SINR )
+ IF( NRU.GT.0 )
+ $ CALL ZDROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
+ IF( NCC.GT.0 )
+ $ CALL ZDROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
+ $ SINL )
+ M = M - 2
+ GO TO 60
+ END IF
+*
+* If working on new submatrix, choose shift direction
+* (from larger end diagonal element towards smaller)
+*
+ IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
+ IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
+*
+* Chase bulge from top (big end) to bottom (small end)
+*
+ IDIR = 1
+ ELSE
+*
+* Chase bulge from bottom (big end) to top (small end)
+*
+ IDIR = 2
+ END IF
+ END IF
+*
+* Apply convergence tests
+*
+ IF( IDIR.EQ.1 ) THEN
+*
+* Run convergence test in forward direction
+* First apply standard test to bottom of matrix
+*
+ IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
+ $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
+ E( M-1 ) = ZERO
+ GO TO 60
+ END IF
+*
+ IF( TOL.GE.ZERO ) THEN
+*
+* If relative accuracy desired,
+* apply convergence criterion forward
+*
+ MU = ABS( D( LL ) )
+ SMINL = MU
+ DO 100 LLL = LL, M - 1
+ IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
+ E( LLL ) = ZERO
+ GO TO 60
+ END IF
+ MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
+ SMINL = MIN( SMINL, MU )
+ 100 CONTINUE
+ END IF
+*
+ ELSE
+*
+* Run convergence test in backward direction
+* First apply standard test to top of matrix
+*
+ IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
+ $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
+ E( LL ) = ZERO
+ GO TO 60
+ END IF
+*
+ IF( TOL.GE.ZERO ) THEN
+*
+* If relative accuracy desired,
+* apply convergence criterion backward
+*
+ MU = ABS( D( M ) )
+ SMINL = MU
+ DO 110 LLL = M - 1, LL, -1
+ IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
+ E( LLL ) = ZERO
+ GO TO 60
+ END IF
+ MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
+ SMINL = MIN( SMINL, MU )
+ 110 CONTINUE
+ END IF
+ END IF
+ OLDLL = LL
+ OLDM = M
+*
+* Compute shift. First, test if shifting would ruin relative
+* accuracy, and if so set the shift to zero.
+*
+ IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
+ $ MAX( EPS, HNDRTH*TOL ) ) THEN
+*
+* Use a zero shift to avoid loss of relative accuracy
+*
+ SHIFT = ZERO
+ ELSE
+*
+* Compute the shift from 2-by-2 block at end of matrix
+*
+ IF( IDIR.EQ.1 ) THEN
+ SLL = ABS( D( LL ) )
+ CALL DLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
+ ELSE
+ SLL = ABS( D( M ) )
+ CALL DLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
+ END IF
+*
+* Test if shift negligible, and if so set to zero
+*
+ IF( SLL.GT.ZERO ) THEN
+ IF( ( SHIFT / SLL )**2.LT.EPS )
+ $ SHIFT = ZERO
+ END IF
+ END IF
+*
+* Increment iteration count
+*
+ ITER = ITER + M - LL
+*
+* If SHIFT = 0, do simplified QR iteration
+*
+ IF( SHIFT.EQ.ZERO ) THEN
+ IF( IDIR.EQ.1 ) THEN
+*
+* Chase bulge from top to bottom
+* Save cosines and sines for later singular vector updates
+*
+ CS = ONE
+ OLDCS = ONE
+ DO 120 I = LL, M - 1
+ CALL DLARTG( D( I )*CS, E( I ), CS, SN, R )
+ IF( I.GT.LL )
+ $ E( I-1 ) = OLDSN*R
+ CALL DLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
+ RWORK( I-LL+1 ) = CS
+ RWORK( I-LL+1+NM1 ) = SN
+ RWORK( I-LL+1+NM12 ) = OLDCS
+ RWORK( I-LL+1+NM13 ) = OLDSN
+ 120 CONTINUE
+ H = D( M )*CS
+ D( M ) = H*OLDCS
+ E( M-1 ) = H*OLDSN
+*
+* Update singular vectors
+*
+ IF( NCVT.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCVT, RWORK( 1 ),
+ $ RWORK( N ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL ZLASR( 'R', 'V', 'F', NRU, M-LL+1, RWORK( NM12+1 ),
+ $ RWORK( NM13+1 ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCC, RWORK( NM12+1 ),
+ $ RWORK( NM13+1 ), C( LL, 1 ), LDC )
+*
+* Test convergence
+*
+ IF( ABS( E( M-1 ) ).LE.THRESH )
+ $ E( M-1 ) = ZERO
+*
+ ELSE
+*
+* Chase bulge from bottom to top
+* Save cosines and sines for later singular vector updates
+*
+ CS = ONE
+ OLDCS = ONE
+ DO 130 I = M, LL + 1, -1
+ CALL DLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
+ IF( I.LT.M )
+ $ E( I ) = OLDSN*R
+ CALL DLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
+ RWORK( I-LL ) = CS
+ RWORK( I-LL+NM1 ) = -SN
+ RWORK( I-LL+NM12 ) = OLDCS
+ RWORK( I-LL+NM13 ) = -OLDSN
+ 130 CONTINUE
+ H = D( LL )*CS
+ D( LL ) = H*OLDCS
+ E( LL ) = H*OLDSN
+*
+* Update singular vectors
+*
+ IF( NCVT.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCVT, RWORK( NM12+1 ),
+ $ RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL ZLASR( 'R', 'V', 'B', NRU, M-LL+1, RWORK( 1 ),
+ $ RWORK( N ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCC, RWORK( 1 ),
+ $ RWORK( N ), C( LL, 1 ), LDC )
+*
+* Test convergence
+*
+ IF( ABS( E( LL ) ).LE.THRESH )
+ $ E( LL ) = ZERO
+ END IF
+ ELSE
+*
+* Use nonzero shift
+*
+ IF( IDIR.EQ.1 ) THEN
+*
+* Chase bulge from top to bottom
+* Save cosines and sines for later singular vector updates
+*
+ F = ( ABS( D( LL ) )-SHIFT )*
+ $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
+ G = E( LL )
+ DO 140 I = LL, M - 1
+ CALL DLARTG( F, G, COSR, SINR, R )
+ IF( I.GT.LL )
+ $ E( I-1 ) = R
+ F = COSR*D( I ) + SINR*E( I )
+ E( I ) = COSR*E( I ) - SINR*D( I )
+ G = SINR*D( I+1 )
+ D( I+1 ) = COSR*D( I+1 )
+ CALL DLARTG( F, G, COSL, SINL, R )
+ D( I ) = R
+ F = COSL*E( I ) + SINL*D( I+1 )
+ D( I+1 ) = COSL*D( I+1 ) - SINL*E( I )
+ IF( I.LT.M-1 ) THEN
+ G = SINL*E( I+1 )
+ E( I+1 ) = COSL*E( I+1 )
+ END IF
+ RWORK( I-LL+1 ) = COSR
+ RWORK( I-LL+1+NM1 ) = SINR
+ RWORK( I-LL+1+NM12 ) = COSL
+ RWORK( I-LL+1+NM13 ) = SINL
+ 140 CONTINUE
+ E( M-1 ) = F
+*
+* Update singular vectors
+*
+ IF( NCVT.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCVT, RWORK( 1 ),
+ $ RWORK( N ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL ZLASR( 'R', 'V', 'F', NRU, M-LL+1, RWORK( NM12+1 ),
+ $ RWORK( NM13+1 ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCC, RWORK( NM12+1 ),
+ $ RWORK( NM13+1 ), C( LL, 1 ), LDC )
+*
+* Test convergence
+*
+ IF( ABS( E( M-1 ) ).LE.THRESH )
+ $ E( M-1 ) = ZERO
+*
+ ELSE
+*
+* Chase bulge from bottom to top
+* Save cosines and sines for later singular vector updates
+*
+ F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
+ $ D( M ) )
+ G = E( M-1 )
+ DO 150 I = M, LL + 1, -1
+ CALL DLARTG( F, G, COSR, SINR, R )
+ IF( I.LT.M )
+ $ E( I ) = R
+ F = COSR*D( I ) + SINR*E( I-1 )
+ E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
+ G = SINR*D( I-1 )
+ D( I-1 ) = COSR*D( I-1 )
+ CALL DLARTG( F, G, COSL, SINL, R )
+ D( I ) = R
+ F = COSL*E( I-1 ) + SINL*D( I-1 )
+ D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
+ IF( I.GT.LL+1 ) THEN
+ G = SINL*E( I-2 )
+ E( I-2 ) = COSL*E( I-2 )
+ END IF
+ RWORK( I-LL ) = COSR
+ RWORK( I-LL+NM1 ) = -SINR
+ RWORK( I-LL+NM12 ) = COSL
+ RWORK( I-LL+NM13 ) = -SINL
+ 150 CONTINUE
+ E( LL ) = F
+*
+* Test convergence
+*
+ IF( ABS( E( LL ) ).LE.THRESH )
+ $ E( LL ) = ZERO
+*
+* Update singular vectors if desired
+*
+ IF( NCVT.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCVT, RWORK( NM12+1 ),
+ $ RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL ZLASR( 'R', 'V', 'B', NRU, M-LL+1, RWORK( 1 ),
+ $ RWORK( N ), U( 1, LL ), LDU )
+ IF( NCC.GT.0 )
+ $ CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCC, RWORK( 1 ),
+ $ RWORK( N ), C( LL, 1 ), LDC )
+ END IF
+ END IF
+*
+* QR iteration finished, go back and check convergence
+*
+ GO TO 60
+*
+* All singular values converged, so make them positive
+*
+ 160 CONTINUE
+ DO 170 I = 1, N
+ IF( D( I ).LT.ZERO ) THEN
+ D( I ) = -D( I )
+*
+* Change sign of singular vectors, if desired
+*
+ IF( NCVT.GT.0 )
+ $ CALL ZDSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
+ END IF
+ 170 CONTINUE
+*
+* Sort the singular values into decreasing order (insertion sort on
+* singular values, but only one transposition per singular vector)
+*
+ DO 190 I = 1, N - 1
+*
+* Scan for smallest D(I)
+*
+ ISUB = 1
+ SMIN = D( 1 )
+ DO 180 J = 2, N + 1 - I
+ IF( D( J ).LE.SMIN ) THEN
+ ISUB = J
+ SMIN = D( J )
+ END IF
+ 180 CONTINUE
+ IF( ISUB.NE.N+1-I ) THEN
+*
+* Swap singular values and vectors
+*
+ D( ISUB ) = D( N+1-I )
+ D( N+1-I ) = SMIN
+ IF( NCVT.GT.0 )
+ $ CALL ZSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
+ $ LDVT )
+ IF( NRU.GT.0 )
+ $ CALL ZSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
+ IF( NCC.GT.0 )
+ $ CALL ZSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
+ END IF
+ 190 CONTINUE
+ GO TO 220
+*
+* Maximum number of iterations exceeded, failure to converge
+*
+ 200 CONTINUE
+ INFO = 0
+ DO 210 I = 1, N - 1
+ IF( E( I ).NE.ZERO )
+ $ INFO = INFO + 1
+ 210 CONTINUE
+ 220 CONTINUE
+ RETURN
+*
+* End of ZBDSQR
+*
+ END
diff --git a/src/lib/lapack/zdrot.f b/src/lib/lapack/zdrot.f
new file mode 100644
index 00000000..3b946e99
--- /dev/null
+++ b/src/lib/lapack/zdrot.f
@@ -0,0 +1,96 @@
+ SUBROUTINE ZDROT( N, CX, INCX, CY, INCY, C, S )
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, INCY, N
+ DOUBLE PRECISION C, S
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 CX( * ), CY( * )
+* ..
+*
+* Purpose
+* =======
+*
+* Applies a plane rotation, where the cos and sin (c and s) are real
+* and the vectors cx and cy are complex.
+* jack dongarra, linpack, 3/11/78.
+*
+* Arguments
+* ==========
+*
+* N (input) INTEGER
+* On entry, N specifies the order of the vectors cx and cy.
+* N must be at least zero.
+* Unchanged on exit.
+*
+* CX (input) COMPLEX*16 array, dimension at least
+* ( 1 + ( N - 1 )*abs( INCX ) ).
+* Before entry, the incremented array CX must contain the n
+* element vector cx. On exit, CX is overwritten by the updated
+* vector cx.
+*
+* INCX (input) INTEGER
+* On entry, INCX specifies the increment for the elements of
+* CX. INCX must not be zero.
+* Unchanged on exit.
+*
+* CY (input) COMPLEX*16 array, dimension at least
+* ( 1 + ( N - 1 )*abs( INCY ) ).
+* Before entry, the incremented array CY must contain the n
+* element vector cy. On exit, CY is overwritten by the updated
+* vector cy.
+*
+* INCY (input) INTEGER
+* On entry, INCY specifies the increment for the elements of
+* CY. INCY must not be zero.
+* Unchanged on exit.
+*
+* C (input) DOUBLE PRECISION
+* On entry, C specifies the cosine, cos.
+* Unchanged on exit.
+*
+* S (input) DOUBLE PRECISION
+* On entry, S specifies the sine, sin.
+* Unchanged on exit.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, IX, IY
+ COMPLEX*16 CTEMP
+* ..
+* .. Executable Statements ..
+*
+ IF( N.LE.0 )
+ $ RETURN
+ IF( INCX.EQ.1 .AND. INCY.EQ.1 )
+ $ GO TO 20
+*
+* code for unequal increments or equal increments not equal
+* to 1
+*
+ IX = 1
+ IY = 1
+ IF( INCX.LT.0 )
+ $ IX = ( -N+1 )*INCX + 1
+ IF( INCY.LT.0 )
+ $ IY = ( -N+1 )*INCY + 1
+ DO 10 I = 1, N
+ CTEMP = C*CX( IX ) + S*CY( IY )
+ CY( IY ) = C*CY( IY ) - S*CX( IX )
+ CX( IX ) = CTEMP
+ IX = IX + INCX
+ IY = IY + INCY
+ 10 CONTINUE
+ RETURN
+*
+* code for both increments equal to 1
+*
+ 20 CONTINUE
+ DO 30 I = 1, N
+ CTEMP = C*CX( I ) + S*CY( I )
+ CY( I ) = C*CY( I ) - S*CX( I )
+ CX( I ) = CTEMP
+ 30 CONTINUE
+ RETURN
+ END
diff --git a/src/lib/lapack/zdrscl.f b/src/lib/lapack/zdrscl.f
new file mode 100644
index 00000000..11686d0b
--- /dev/null
+++ b/src/lib/lapack/zdrscl.f
@@ -0,0 +1,114 @@
+ SUBROUTINE ZDRSCL( N, SA, SX, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+ DOUBLE PRECISION SA
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 SX( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZDRSCL multiplies an n-element complex vector x by the real scalar
+* 1/a. This is done without overflow or underflow as long as
+* the final result x/a does not overflow or underflow.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of components of the vector x.
+*
+* SA (input) DOUBLE PRECISION
+* The scalar a which is used to divide each component of x.
+* SA must be >= 0, or the subroutine will divide by zero.
+*
+* SX (input/output) COMPLEX*16 array, dimension
+* (1+(N-1)*abs(INCX))
+* The n-element vector x.
+*
+* INCX (input) INTEGER
+* The increment between successive values of the vector SX.
+* > 0: SX(1) = X(1) and SX(1+(i-1)*INCX) = x(i), 1< i<= n
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL DONE
+ DOUBLE PRECISION BIGNUM, CDEN, CDEN1, CNUM, CNUM1, MUL, SMLNUM
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, ZDSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Initialize the denominator to SA and the numerator to 1.
+*
+ CDEN = SA
+ CNUM = ONE
+*
+ 10 CONTINUE
+ CDEN1 = CDEN*SMLNUM
+ CNUM1 = CNUM / BIGNUM
+ IF( ABS( CDEN1 ).GT.ABS( CNUM ) .AND. CNUM.NE.ZERO ) THEN
+*
+* Pre-multiply X by SMLNUM if CDEN is large compared to CNUM.
+*
+ MUL = SMLNUM
+ DONE = .FALSE.
+ CDEN = CDEN1
+ ELSE IF( ABS( CNUM1 ).GT.ABS( CDEN ) ) THEN
+*
+* Pre-multiply X by BIGNUM if CDEN is small compared to CNUM.
+*
+ MUL = BIGNUM
+ DONE = .FALSE.
+ CNUM = CNUM1
+ ELSE
+*
+* Multiply X by CNUM / CDEN and return.
+*
+ MUL = CNUM / CDEN
+ DONE = .TRUE.
+ END IF
+*
+* Scale the vector X by MUL
+*
+ CALL ZDSCAL( N, MUL, SX, INCX )
+*
+ IF( .NOT.DONE )
+ $ GO TO 10
+*
+ RETURN
+*
+* End of ZDRSCL
+*
+ END
diff --git a/src/lib/lapack/zgebak.f b/src/lib/lapack/zgebak.f
new file mode 100644
index 00000000..1023601d
--- /dev/null
+++ b/src/lib/lapack/zgebak.f
@@ -0,0 +1,189 @@
+ SUBROUTINE ZGEBAK( JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB, SIDE
+ INTEGER IHI, ILO, INFO, LDV, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION SCALE( * )
+ COMPLEX*16 V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEBAK forms the right or left eigenvectors of a complex general
+* matrix by backward transformation on the computed eigenvectors of the
+* balanced matrix output by ZGEBAL.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the type of backward transformation required:
+* = 'N', do nothing, return immediately;
+* = 'P', do backward transformation for permutation only;
+* = 'S', do backward transformation for scaling only;
+* = 'B', do backward transformations for both permutation and
+* scaling.
+* JOB must be the same as the argument JOB supplied to ZGEBAL.
+*
+* SIDE (input) CHARACTER*1
+* = 'R': V contains right eigenvectors;
+* = 'L': V contains left eigenvectors.
+*
+* N (input) INTEGER
+* The number of rows of the matrix V. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* The integers ILO and IHI determined by ZGEBAL.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* SCALE (input) DOUBLE PRECISION array, dimension (N)
+* Details of the permutation and scaling factors, as returned
+* by ZGEBAL.
+*
+* M (input) INTEGER
+* The number of columns of the matrix V. M >= 0.
+*
+* V (input/output) COMPLEX*16 array, dimension (LDV,M)
+* On entry, the matrix of right or left eigenvectors to be
+* transformed, as returned by ZHSEIN or ZTREVC.
+* On exit, V is overwritten by the transformed eigenvectors.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V. LDV >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFTV, RIGHTV
+ INTEGER I, II, K
+ DOUBLE PRECISION S
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZDSCAL, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Decode and Test the input parameters
+*
+ RIGHTV = LSAME( SIDE, 'R' )
+ LEFTV = LSAME( SIDE, 'L' )
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -5
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -7
+ ELSE IF( LDV.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEBAK', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( M.EQ.0 )
+ $ RETURN
+ IF( LSAME( JOB, 'N' ) )
+ $ RETURN
+*
+ IF( ILO.EQ.IHI )
+ $ GO TO 30
+*
+* Backward balance
+*
+ IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN
+*
+ IF( RIGHTV ) THEN
+ DO 10 I = ILO, IHI
+ S = SCALE( I )
+ CALL ZDSCAL( M, S, V( I, 1 ), LDV )
+ 10 CONTINUE
+ END IF
+*
+ IF( LEFTV ) THEN
+ DO 20 I = ILO, IHI
+ S = ONE / SCALE( I )
+ CALL ZDSCAL( M, S, V( I, 1 ), LDV )
+ 20 CONTINUE
+ END IF
+*
+ END IF
+*
+* Backward permutation
+*
+* For I = ILO-1 step -1 until 1,
+* IHI+1 step 1 until N do --
+*
+ 30 CONTINUE
+ IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN
+ IF( RIGHTV ) THEN
+ DO 40 II = 1, N
+ I = II
+ IF( I.GE.ILO .AND. I.LE.IHI )
+ $ GO TO 40
+ IF( I.LT.ILO )
+ $ I = ILO - II
+ K = SCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 40
+ CALL ZSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 40 CONTINUE
+ END IF
+*
+ IF( LEFTV ) THEN
+ DO 50 II = 1, N
+ I = II
+ IF( I.GE.ILO .AND. I.LE.IHI )
+ $ GO TO 50
+ IF( I.LT.ILO )
+ $ I = ILO - II
+ K = SCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 50
+ CALL ZSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 50 CONTINUE
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of ZGEBAK
+*
+ END
diff --git a/src/lib/lapack/zgebal.f b/src/lib/lapack/zgebal.f
new file mode 100644
index 00000000..67ac2e14
--- /dev/null
+++ b/src/lib/lapack/zgebal.f
@@ -0,0 +1,330 @@
+ SUBROUTINE ZGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB
+ INTEGER IHI, ILO, INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION SCALE( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEBAL balances a general complex matrix A. This involves, first,
+* permuting A by a similarity transformation to isolate eigenvalues
+* in the first 1 to ILO-1 and last IHI+1 to N elements on the
+* diagonal; and second, applying a diagonal similarity transformation
+* to rows and columns ILO to IHI to make the rows and columns as
+* close in norm as possible. Both steps are optional.
+*
+* Balancing may reduce the 1-norm of the matrix, and improve the
+* accuracy of the computed eigenvalues and/or eigenvectors.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the operations to be performed on A:
+* = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0
+* for i = 1,...,N;
+* = 'P': permute only;
+* = 'S': scale only;
+* = 'B': both permute and scale.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the input matrix A.
+* On exit, A is overwritten by the balanced matrix.
+* If JOB = 'N', A is not referenced.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* ILO (output) INTEGER
+* IHI (output) INTEGER
+* ILO and IHI are set to integers such that on exit
+* A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
+* If JOB = 'N' or 'S', ILO = 1 and IHI = N.
+*
+* SCALE (output) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and scaling factors applied to
+* A. If P(j) is the index of the row and column interchanged
+* with row and column j and D(j) is the scaling factor
+* applied to row and column j, then
+* SCALE(j) = P(j) for j = 1,...,ILO-1
+* = D(j) for j = ILO,...,IHI
+* = P(j) for j = IHI+1,...,N.
+* The order in which the interchanges are made is N to IHI+1,
+* then 1 to ILO-1.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The permutations consist of row and column interchanges which put
+* the matrix in the form
+*
+* ( T1 X Y )
+* P A P = ( 0 B Z )
+* ( 0 0 T2 )
+*
+* where T1 and T2 are upper triangular matrices whose eigenvalues lie
+* along the diagonal. The column indices ILO and IHI mark the starting
+* and ending columns of the submatrix B. Balancing consists of applying
+* a diagonal similarity transformation inv(D) * B * D to make the
+* 1-norms of each row of B and its corresponding column nearly equal.
+* The output matrix is
+*
+* ( T1 X*D Y )
+* ( 0 inv(D)*B*D inv(D)*Z ).
+* ( 0 0 T2 )
+*
+* Information about the permutations P and the diagonal matrix D is
+* returned in the vector SCALE.
+*
+* This subroutine is based on the EISPACK routine CBAL.
+*
+* Modified by Tzu-Yi Chen, Computer Science Division, University of
+* California at Berkeley, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION SCLFAC
+ PARAMETER ( SCLFAC = 2.0D+0 )
+ DOUBLE PRECISION FACTOR
+ PARAMETER ( FACTOR = 0.95D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOCONV
+ INTEGER I, ICA, IEXC, IRA, J, K, L, M
+ DOUBLE PRECISION C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1,
+ $ SFMIN2
+ COMPLEX*16 CDUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IZAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, IZAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZDSCAL, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEBAL', -INFO )
+ RETURN
+ END IF
+*
+ K = 1
+ L = N
+*
+ IF( N.EQ.0 )
+ $ GO TO 210
+*
+ IF( LSAME( JOB, 'N' ) ) THEN
+ DO 10 I = 1, N
+ SCALE( I ) = ONE
+ 10 CONTINUE
+ GO TO 210
+ END IF
+*
+ IF( LSAME( JOB, 'S' ) )
+ $ GO TO 120
+*
+* Permutation to isolate eigenvalues if possible
+*
+ GO TO 50
+*
+* Row and column exchange.
+*
+ 20 CONTINUE
+ SCALE( M ) = J
+ IF( J.EQ.M )
+ $ GO TO 30
+*
+ CALL ZSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
+ CALL ZSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA )
+*
+ 30 CONTINUE
+ GO TO ( 40, 80 )IEXC
+*
+* Search for rows isolating an eigenvalue and push them down.
+*
+ 40 CONTINUE
+ IF( L.EQ.1 )
+ $ GO TO 210
+ L = L - 1
+*
+ 50 CONTINUE
+ DO 70 J = L, 1, -1
+*
+ DO 60 I = 1, L
+ IF( I.EQ.J )
+ $ GO TO 60
+ IF( DBLE( A( J, I ) ).NE.ZERO .OR. DIMAG( A( J, I ) ).NE.
+ $ ZERO )GO TO 70
+ 60 CONTINUE
+*
+ M = L
+ IEXC = 1
+ GO TO 20
+ 70 CONTINUE
+*
+ GO TO 90
+*
+* Search for columns isolating an eigenvalue and push them left.
+*
+ 80 CONTINUE
+ K = K + 1
+*
+ 90 CONTINUE
+ DO 110 J = K, L
+*
+ DO 100 I = K, L
+ IF( I.EQ.J )
+ $ GO TO 100
+ IF( DBLE( A( I, J ) ).NE.ZERO .OR. DIMAG( A( I, J ) ).NE.
+ $ ZERO )GO TO 110
+ 100 CONTINUE
+*
+ M = K
+ IEXC = 2
+ GO TO 20
+ 110 CONTINUE
+*
+ 120 CONTINUE
+ DO 130 I = K, L
+ SCALE( I ) = ONE
+ 130 CONTINUE
+*
+ IF( LSAME( JOB, 'P' ) )
+ $ GO TO 210
+*
+* Balance the submatrix in rows K to L.
+*
+* Iterative loop for norm reduction
+*
+ SFMIN1 = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ SFMAX1 = ONE / SFMIN1
+ SFMIN2 = SFMIN1*SCLFAC
+ SFMAX2 = ONE / SFMIN2
+ 140 CONTINUE
+ NOCONV = .FALSE.
+*
+ DO 200 I = K, L
+ C = ZERO
+ R = ZERO
+*
+ DO 150 J = K, L
+ IF( J.EQ.I )
+ $ GO TO 150
+ C = C + CABS1( A( J, I ) )
+ R = R + CABS1( A( I, J ) )
+ 150 CONTINUE
+ ICA = IZAMAX( L, A( 1, I ), 1 )
+ CA = ABS( A( ICA, I ) )
+ IRA = IZAMAX( N-K+1, A( I, K ), LDA )
+ RA = ABS( A( I, IRA+K-1 ) )
+*
+* Guard against zero C or R due to underflow.
+*
+ IF( C.EQ.ZERO .OR. R.EQ.ZERO )
+ $ GO TO 200
+ G = R / SCLFAC
+ F = ONE
+ S = C + R
+ 160 CONTINUE
+ IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR.
+ $ MIN( R, G, RA ).LE.SFMIN2 )GO TO 170
+ F = F*SCLFAC
+ C = C*SCLFAC
+ CA = CA*SCLFAC
+ R = R / SCLFAC
+ G = G / SCLFAC
+ RA = RA / SCLFAC
+ GO TO 160
+*
+ 170 CONTINUE
+ G = C / SCLFAC
+ 180 CONTINUE
+ IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR.
+ $ MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190
+ F = F / SCLFAC
+ C = C / SCLFAC
+ G = G / SCLFAC
+ CA = CA / SCLFAC
+ R = R*SCLFAC
+ RA = RA*SCLFAC
+ GO TO 180
+*
+* Now balance.
+*
+ 190 CONTINUE
+ IF( ( C+R ).GE.FACTOR*S )
+ $ GO TO 200
+ IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
+ IF( F*SCALE( I ).LE.SFMIN1 )
+ $ GO TO 200
+ END IF
+ IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
+ IF( SCALE( I ).GE.SFMAX1 / F )
+ $ GO TO 200
+ END IF
+ G = ONE / F
+ SCALE( I ) = SCALE( I )*F
+ NOCONV = .TRUE.
+*
+ CALL ZDSCAL( N-K+1, G, A( I, K ), LDA )
+ CALL ZDSCAL( L, F, A( 1, I ), 1 )
+*
+ 200 CONTINUE
+*
+ IF( NOCONV )
+ $ GO TO 140
+*
+ 210 CONTINUE
+ ILO = K
+ IHI = L
+*
+ RETURN
+*
+* End of ZGEBAL
+*
+ END
diff --git a/src/lib/lapack/zgebd2.f b/src/lib/lapack/zgebd2.f
new file mode 100644
index 00000000..5ba52e87
--- /dev/null
+++ b/src/lib/lapack/zgebd2.f
@@ -0,0 +1,250 @@
+ SUBROUTINE ZGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+ COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEBD2 reduces a complex general m by n matrix A to upper or lower
+* real bidiagonal form B by a unitary transformation: Q' * A * P = B.
+*
+* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the m by n general matrix to be reduced.
+* On exit,
+* if m >= n, the diagonal and the first superdiagonal are
+* overwritten with the upper bidiagonal matrix B; the
+* elements below the diagonal, with the array TAUQ, represent
+* the unitary matrix Q as a product of elementary
+* reflectors, and the elements above the first superdiagonal,
+* with the array TAUP, represent the unitary matrix P as
+* a product of elementary reflectors;
+* if m < n, the diagonal and the first subdiagonal are
+* overwritten with the lower bidiagonal matrix B; the
+* elements below the first subdiagonal, with the array TAUQ,
+* represent the unitary matrix Q as a product of
+* elementary reflectors, and the elements above the diagonal,
+* with the array TAUP, represent the unitary matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The diagonal elements of the bidiagonal matrix B:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
+* The off-diagonal elements of the bidiagonal matrix B:
+* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
+* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
+*
+* TAUQ (output) COMPLEX*16 array dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the unitary matrix Q. See Further Details.
+*
+* TAUP (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the unitary matrix P. See Further Details.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (max(M,N))
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* If m >= n,
+*
+* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are complex scalars, and v and u are complex
+* vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
+* A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
+* A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* If m < n,
+*
+* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are complex scalars, v and u are complex vectors;
+* v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
+* u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
+* tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The contents of A on exit are illustrated by the following examples:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
+* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
+* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
+* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
+* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
+* ( v1 v2 v3 v4 v5 )
+*
+* where d and e denote diagonal and off-diagonal elements of B, vi
+* denotes an element of the vector defining H(i), and ui an element of
+* the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACGV, ZLARF, ZLARFG
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.LT.0 ) THEN
+ CALL XERBLA( 'ZGEBD2', -INFO )
+ RETURN
+ END IF
+*
+ IF( M.GE.N ) THEN
+*
+* Reduce to upper bidiagonal form
+*
+ DO 10 I = 1, N
+*
+* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
+*
+ ALPHA = A( I, I )
+ CALL ZLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
+ $ TAUQ( I ) )
+ D( I ) = ALPHA
+ A( I, I ) = ONE
+*
+* Apply H(i)' to A(i:m,i+1:n) from the left
+*
+ IF( I.LT.N )
+ $ CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
+ $ DCONJG( TAUQ( I ) ), A( I, I+1 ), LDA, WORK )
+ A( I, I ) = D( I )
+*
+ IF( I.LT.N ) THEN
+*
+* Generate elementary reflector G(i) to annihilate
+* A(i,i+2:n)
+*
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ ALPHA = A( I, I+1 )
+ CALL ZLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ), LDA,
+ $ TAUP( I ) )
+ E( I ) = ALPHA
+ A( I, I+1 ) = ONE
+*
+* Apply G(i) to A(i+1:m,i+1:n) from the right
+*
+ CALL ZLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
+ $ TAUP( I ), A( I+1, I+1 ), LDA, WORK )
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ A( I, I+1 ) = E( I )
+ ELSE
+ TAUP( I ) = ZERO
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Reduce to lower bidiagonal form
+*
+ DO 20 I = 1, M
+*
+* Generate elementary reflector G(i) to annihilate A(i,i+1:n)
+*
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+ ALPHA = A( I, I )
+ CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
+ $ TAUP( I ) )
+ D( I ) = ALPHA
+ A( I, I ) = ONE
+*
+* Apply G(i) to A(i+1:m,i:n) from the right
+*
+ IF( I.LT.M )
+ $ CALL ZLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
+ $ TAUP( I ), A( I+1, I ), LDA, WORK )
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+ A( I, I ) = D( I )
+*
+ IF( I.LT.M ) THEN
+*
+* Generate elementary reflector H(i) to annihilate
+* A(i+2:m,i)
+*
+ ALPHA = A( I+1, I )
+ CALL ZLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
+ $ TAUQ( I ) )
+ E( I ) = ALPHA
+ A( I+1, I ) = ONE
+*
+* Apply H(i)' to A(i+1:m,i+1:n) from the left
+*
+ CALL ZLARF( 'Left', M-I, N-I, A( I+1, I ), 1,
+ $ DCONJG( TAUQ( I ) ), A( I+1, I+1 ), LDA,
+ $ WORK )
+ A( I+1, I ) = E( I )
+ ELSE
+ TAUQ( I ) = ZERO
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZGEBD2
+*
+ END
diff --git a/src/lib/lapack/zgebrd.f b/src/lib/lapack/zgebrd.f
new file mode 100644
index 00000000..4f97bd7e
--- /dev/null
+++ b/src/lib/lapack/zgebrd.f
@@ -0,0 +1,268 @@
+ SUBROUTINE ZGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+ COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEBRD reduces a general complex M-by-N matrix A to upper or lower
+* bidiagonal form B by a unitary transformation: Q**H * A * P = B.
+*
+* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N general matrix to be reduced.
+* On exit,
+* if m >= n, the diagonal and the first superdiagonal are
+* overwritten with the upper bidiagonal matrix B; the
+* elements below the diagonal, with the array TAUQ, represent
+* the unitary matrix Q as a product of elementary
+* reflectors, and the elements above the first superdiagonal,
+* with the array TAUP, represent the unitary matrix P as
+* a product of elementary reflectors;
+* if m < n, the diagonal and the first subdiagonal are
+* overwritten with the lower bidiagonal matrix B; the
+* elements below the first subdiagonal, with the array TAUQ,
+* represent the unitary matrix Q as a product of
+* elementary reflectors, and the elements above the diagonal,
+* with the array TAUP, represent the unitary matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The diagonal elements of the bidiagonal matrix B:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
+* The off-diagonal elements of the bidiagonal matrix B:
+* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
+* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
+*
+* TAUQ (output) COMPLEX*16 array dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the unitary matrix Q. See Further Details.
+*
+* TAUP (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors which
+* represent the unitary matrix P. See Further Details.
+*
+* 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 length of the array WORK. LWORK >= max(1,M,N).
+* For optimum performance LWORK >= (M+N)*NB, where NB
+* is the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* If m >= n,
+*
+* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are complex scalars, and v and u are complex
+* vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
+* A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
+* A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* If m < n,
+*
+* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are complex scalars, and v and u are complex
+* vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in
+* A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in
+* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The contents of A on exit are illustrated by the following examples:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
+* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
+* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
+* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
+* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
+* ( v1 v2 v3 v4 v5 )
+*
+* where d and e denote diagonal and off-diagonal elements of B, vi
+* denotes an element of the vector defining H(i), and ui an element of
+* the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
+ $ NBMIN, NX
+ DOUBLE PRECISION WS
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEBD2, ZGEMM, ZLABRD
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ NB = MAX( 1, ILAENV( 1, 'ZGEBRD', ' ', M, N, -1, -1 ) )
+ LWKOPT = ( M+N )*NB
+ WORK( 1 ) = DBLE( LWKOPT )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.LT.0 ) THEN
+ CALL XERBLA( 'ZGEBRD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ MINMN = MIN( M, N )
+ IF( MINMN.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ WS = MAX( M, N )
+ LDWRKX = M
+ LDWRKY = N
+*
+ IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
+*
+* Set the crossover point NX.
+*
+ NX = MAX( NB, ILAENV( 3, 'ZGEBRD', ' ', M, N, -1, -1 ) )
+*
+* Determine when to switch from blocked to unblocked code.
+*
+ IF( NX.LT.MINMN ) THEN
+ WS = ( M+N )*NB
+ IF( LWORK.LT.WS ) THEN
+*
+* Not enough work space for the optimal NB, consider using
+* a smaller block size.
+*
+ NBMIN = ILAENV( 2, 'ZGEBRD', ' ', M, N, -1, -1 )
+ IF( LWORK.GE.( M+N )*NBMIN ) THEN
+ NB = LWORK / ( M+N )
+ ELSE
+ NB = 1
+ NX = MINMN
+ END IF
+ END IF
+ END IF
+ ELSE
+ NX = MINMN
+ END IF
+*
+ DO 30 I = 1, MINMN - NX, NB
+*
+* Reduce rows and columns i:i+ib-1 to bidiagonal form and return
+* the matrices X and Y which are needed to update the unreduced
+* part of the matrix
+*
+ CALL ZLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
+ $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
+ $ WORK( LDWRKX*NB+1 ), LDWRKY )
+*
+* Update the trailing submatrix A(i+ib:m,i+ib:n), using
+* an update of the form A := A - V*Y' - X*U'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', M-I-NB+1,
+ $ N-I-NB+1, NB, -ONE, A( I+NB, I ), LDA,
+ $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
+ $ A( I+NB, I+NB ), LDA )
+ CALL ZGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
+ $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
+ $ ONE, A( I+NB, I+NB ), LDA )
+*
+* Copy diagonal and off-diagonal elements of B back into A
+*
+ IF( M.GE.N ) THEN
+ DO 10 J = I, I + NB - 1
+ A( J, J ) = D( J )
+ A( J, J+1 ) = E( J )
+ 10 CONTINUE
+ ELSE
+ DO 20 J = I, I + NB - 1
+ A( J, J ) = D( J )
+ A( J+1, J ) = E( J )
+ 20 CONTINUE
+ END IF
+ 30 CONTINUE
+*
+* Use unblocked code to reduce the remainder of the matrix
+*
+ CALL ZGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
+ $ TAUQ( I ), TAUP( I ), WORK, IINFO )
+ WORK( 1 ) = WS
+ RETURN
+*
+* End of ZGEBRD
+*
+ END
diff --git a/src/lib/lapack/zgecon.f b/src/lib/lapack/zgecon.f
new file mode 100644
index 00000000..cfaaca35
--- /dev/null
+++ b/src/lib/lapack/zgecon.f
@@ -0,0 +1,193 @@
+ SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGECON estimates the reciprocal of the condition number of a general
+* complex matrix A, in either the 1-norm or the infinity-norm, using
+* the LU factorization computed by ZGETRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as
+* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies whether the 1-norm condition number or the
+* infinity-norm condition number is required:
+* = '1' or 'O': 1-norm;
+* = 'I': Infinity-norm.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The factors L and U from the factorization A = P*L*U
+* as computed by ZGETRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* ANORM (input) DOUBLE PRECISION
+* If NORM = '1' or 'O', the 1-norm of the original matrix A.
+* If NORM = 'I', the infinity-norm of the original matrix A.
+*
+* RCOND (output) DOUBLE PRECISION
+* The reciprocal of the condition number of the matrix A,
+* computed as RCOND = 1/(norm(A) * norm(inv(A))).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (2*N)
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ONENRM
+ CHARACTER NORMIN
+ INTEGER IX, KASE, KASE1
+ DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
+ COMPLEX*16 ZDUM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IZAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, IZAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATRS
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG, MAX
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
+ IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( ANORM.LT.ZERO ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGECON', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ RCOND = ZERO
+ IF( N.EQ.0 ) THEN
+ RCOND = ONE
+ RETURN
+ ELSE IF( ANORM.EQ.ZERO ) THEN
+ RETURN
+ END IF
+*
+ SMLNUM = DLAMCH( 'Safe minimum' )
+*
+* Estimate the norm of inv(A).
+*
+ AINVNM = ZERO
+ NORMIN = 'N'
+ IF( ONENRM ) THEN
+ KASE1 = 1
+ ELSE
+ KASE1 = 2
+ END IF
+ KASE = 0
+ 10 CONTINUE
+ CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.KASE1 ) THEN
+*
+* Multiply by inv(L).
+*
+ CALL ZLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
+ $ LDA, WORK, SL, RWORK, INFO )
+*
+* Multiply by inv(U).
+*
+ CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+ $ A, LDA, WORK, SU, RWORK( N+1 ), INFO )
+ ELSE
+*
+* Multiply by inv(U').
+*
+ CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
+ $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ),
+ $ INFO )
+*
+* Multiply by inv(L').
+*
+ CALL ZLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN,
+ $ N, A, LDA, WORK, SL, RWORK, INFO )
+ END IF
+*
+* Divide X by 1/(SL*SU) if doing so will not cause overflow.
+*
+ SCALE = SL*SU
+ NORMIN = 'Y'
+ IF( SCALE.NE.ONE ) THEN
+ IX = IZAMAX( N, WORK, 1 )
+ IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+ $ GO TO 20
+ CALL ZDRSCL( N, SCALE, WORK, 1 )
+ END IF
+ GO TO 10
+ END IF
+*
+* Compute the estimate of the reciprocal condition number.
+*
+ IF( AINVNM.NE.ZERO )
+ $ RCOND = ( ONE / AINVNM ) / ANORM
+*
+ 20 CONTINUE
+ RETURN
+*
+* End of ZGECON
+*
+ END
diff --git a/src/lib/lapack/zgees.f b/src/lib/lapack/zgees.f
new file mode 100644
index 00000000..ade5f9f2
--- /dev/null
+++ b/src/lib/lapack/zgees.f
@@ -0,0 +1,324 @@
+ SUBROUTINE ZGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, W, VS,
+ $ LDVS, WORK, LWORK, RWORK, BWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVS, SORT
+ INTEGER INFO, LDA, LDVS, LWORK, N, SDIM
+* ..
+* .. Array Arguments ..
+ LOGICAL BWORK( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), VS( LDVS, * ), W( * ), WORK( * )
+* ..
+* .. Function Arguments ..
+ LOGICAL SELECT
+ EXTERNAL SELECT
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEES computes for an N-by-N complex nonsymmetric matrix A, the
+* eigenvalues, the Schur form T, and, optionally, the matrix of Schur
+* vectors Z. This gives the Schur factorization A = Z*T*(Z**H).
+*
+* Optionally, it also orders the eigenvalues on the diagonal of the
+* Schur form so that selected eigenvalues are at the top left.
+* The leading columns of Z then form an orthonormal basis for the
+* invariant subspace corresponding to the selected eigenvalues.
+*
+* A complex matrix is in Schur form if it is upper triangular.
+*
+* Arguments
+* =========
+*
+* JOBVS (input) CHARACTER*1
+* = 'N': Schur vectors are not computed;
+* = 'V': Schur vectors are computed.
+*
+* SORT (input) CHARACTER*1
+* Specifies whether or not to order the eigenvalues on the
+* diagonal of the Schur form.
+* = 'N': Eigenvalues are not ordered:
+* = 'S': Eigenvalues are ordered (see SELECT).
+*
+* SELECT (external procedure) LOGICAL FUNCTION of one COMPLEX*16 argument
+* SELECT must be declared EXTERNAL in the calling subroutine.
+* If SORT = 'S', SELECT is used to select eigenvalues to order
+* to the top left of the Schur form.
+* IF SORT = 'N', SELECT is not referenced.
+* The eigenvalue W(j) is selected if SELECT(W(j)) is true.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the N-by-N matrix A.
+* On exit, A has been overwritten by its Schur form T.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* SDIM (output) INTEGER
+* If SORT = 'N', SDIM = 0.
+* If SORT = 'S', SDIM = number of eigenvalues for which
+* SELECT is true.
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* W contains the computed eigenvalues, in the same order that
+* they appear on the diagonal of the output Schur form T.
+*
+* VS (output) COMPLEX*16 array, dimension (LDVS,N)
+* If JOBVS = 'V', VS contains the unitary matrix Z of Schur
+* vectors.
+* If JOBVS = 'N', VS is not referenced.
+*
+* LDVS (input) INTEGER
+* The leading dimension of the array VS. LDVS >= 1; if
+* JOBVS = 'V', LDVS >= 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) DOUBLE PRECISION array, dimension (N)
+*
+* BWORK (workspace) LOGICAL array, dimension (N)
+* Not referenced if SORT = 'N'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = i, and i is
+* <= N: the QR algorithm failed to compute all the
+* eigenvalues; elements 1:ILO-1 and i+1:N of W
+* contain those eigenvalues which have converged;
+* if JOBVS = 'V', VS contains the matrix which
+* reduces A to its partially converged Schur form.
+* = N+1: the eigenvalues could not be reordered because
+* some eigenvalues were too close to separate (the
+* problem is very ill-conditioned);
+* = N+2: after reordering, roundoff changed values of
+* some complex eigenvalues so that leading
+* eigenvalues in the Schur form no longer satisfy
+* SELECT = .TRUE.. This could also be caused by
+* underflow due to scaling.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, SCALEA, WANTST, WANTVS
+ INTEGER HSWORK, I, IBAL, ICOND, IERR, IEVAL, IHI, ILO,
+ $ ITAU, IWRK, MAXWRK, MINWRK
+ DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, S, SEP, SMLNUM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZCOPY, ZGEBAK, ZGEBAL, ZGEHRD,
+ $ ZHSEQR, ZLACPY, ZLASCL, ZTRSEN, ZUNGHR
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ WANTVS = LSAME( JOBVS, 'V' )
+ WANTST = LSAME( SORT, 'S' )
+ IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN
+ INFO = -10
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* CWorkspace refers to complex workspace, and RWorkspace to real
+* workspace. NB refers to the optimal block size for the
+* immediately following subroutine, as returned by ILAENV.
+* HSWORK refers to the workspace preferred by ZHSEQR, as
+* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
+* the worst case.)
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ ELSE
+ MAXWRK = N + N*ILAENV( 1, 'ZGEHRD', ' ', N, 1, N, 0 )
+ MINWRK = 2*N
+*
+ CALL ZHSEQR( 'S', JOBVS, N, 1, N, A, LDA, W, VS, LDVS,
+ $ WORK, -1, IEVAL )
+ HSWORK = WORK( 1 )
+*
+ IF( .NOT.WANTVS ) THEN
+ MAXWRK = MAX( MAXWRK, HSWORK )
+ ELSE
+ MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'ZUNGHR',
+ $ ' ', N, 1, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, HSWORK )
+ END IF
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEES ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ SDIM = 0
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', N, N, A, LDA, DUM )
+ SCALEA = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = SMLNUM
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = BIGNUM
+ END IF
+ IF( SCALEA )
+ $ CALL ZLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
+*
+* Permute the matrix to make it more nearly triangular
+* (CWorkspace: none)
+* (RWorkspace: need N)
+*
+ IBAL = 1
+ CALL ZGEBAL( 'P', N, A, LDA, ILO, IHI, RWORK( IBAL ), IERR )
+*
+* Reduce to upper Hessenberg form
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: none)
+*
+ ITAU = 1
+ IWRK = N + ITAU
+ CALL ZGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+ IF( WANTVS ) THEN
+*
+* Copy Householder vectors to VS
+*
+ CALL ZLACPY( 'L', N, N, A, LDA, VS, LDVS )
+*
+* Generate unitary matrix in VS
+* (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
+* (RWorkspace: none)
+*
+ CALL ZUNGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+ END IF
+*
+ SDIM = 0
+*
+* Perform QR iteration, accumulating Schur vectors in VS if desired
+* (CWorkspace: need 1, prefer HSWORK (see comments) )
+* (RWorkspace: none)
+*
+ IWRK = ITAU
+ CALL ZHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, W, VS, LDVS,
+ $ WORK( IWRK ), LWORK-IWRK+1, IEVAL )
+ IF( IEVAL.GT.0 )
+ $ INFO = IEVAL
+*
+* Sort eigenvalues if desired
+*
+ IF( WANTST .AND. INFO.EQ.0 ) THEN
+ IF( SCALEA )
+ $ CALL ZLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, W, N, IERR )
+ DO 10 I = 1, N
+ BWORK( I ) = SELECT( W( I ) )
+ 10 CONTINUE
+*
+* Reorder eigenvalues and transform Schur vectors
+* (CWorkspace: none)
+* (RWorkspace: none)
+*
+ CALL ZTRSEN( 'N', JOBVS, BWORK, N, A, LDA, VS, LDVS, W, SDIM,
+ $ S, SEP, WORK( IWRK ), LWORK-IWRK+1, ICOND )
+ END IF
+*
+ IF( WANTVS ) THEN
+*
+* Undo balancing
+* (CWorkspace: none)
+* (RWorkspace: need N)
+*
+ CALL ZGEBAK( 'P', 'R', N, ILO, IHI, RWORK( IBAL ), N, VS, LDVS,
+ $ IERR )
+ END IF
+*
+ IF( SCALEA ) THEN
+*
+* Undo scaling for the Schur form of A
+*
+ CALL ZLASCL( 'U', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR )
+ CALL ZCOPY( N, A, LDA+1, W, 1 )
+ END IF
+*
+ WORK( 1 ) = MAXWRK
+ RETURN
+*
+* End of ZGEES
+*
+ END
diff --git a/src/lib/lapack/zgeev.f b/src/lib/lapack/zgeev.f
new file mode 100644
index 00000000..0fa66307
--- /dev/null
+++ b/src/lib/lapack/zgeev.f
@@ -0,0 +1,396 @@
+ SUBROUTINE ZGEEV( JOBVL, JOBVR, N, A, LDA, W, VL, LDVL, VR, LDVR,
+ $ WORK, LWORK, RWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVL, JOBVR
+ INTEGER INFO, LDA, LDVL, LDVR, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ),
+ $ W( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the
+* eigenvalues and, optionally, the left and/or right eigenvectors.
+*
+* The right eigenvector v(j) of A satisfies
+* A * v(j) = lambda(j) * v(j)
+* where lambda(j) is its eigenvalue.
+* The left eigenvector u(j) of A satisfies
+* u(j)**H * A = lambda(j) * u(j)**H
+* where u(j)**H denotes the conjugate transpose of u(j).
+*
+* The computed eigenvectors are normalized to have Euclidean norm
+* equal to 1 and largest component real.
+*
+* Arguments
+* =========
+*
+* JOBVL (input) CHARACTER*1
+* = 'N': left eigenvectors of A are not computed;
+* = 'V': left eigenvectors of are computed.
+*
+* JOBVR (input) CHARACTER*1
+* = 'N': right eigenvectors of A are not computed;
+* = 'V': right eigenvectors of A are computed.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the N-by-N matrix A.
+* On exit, A has been overwritten.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* W contains the computed eigenvalues.
+*
+* VL (output) COMPLEX*16 array, dimension (LDVL,N)
+* If JOBVL = 'V', the left eigenvectors u(j) are stored one
+* after another in the columns of VL, in the same order
+* as their eigenvalues.
+* If JOBVL = 'N', VL is not referenced.
+* u(j) = VL(:,j), the j-th column of VL.
+*
+* LDVL (input) INTEGER
+* The leading dimension of the array VL. LDVL >= 1; if
+* JOBVL = 'V', LDVL >= N.
+*
+* VR (output) COMPLEX*16 array, dimension (LDVR,N)
+* If JOBVR = 'V', the right eigenvectors v(j) are stored one
+* after another in the columns of VR, in the same order
+* as their eigenvalues.
+* If JOBVR = 'N', VR is not referenced.
+* v(j) = VR(:,j), the j-th column of VR.
+*
+* LDVR (input) INTEGER
+* The leading dimension of the array VR. LDVR >= 1; if
+* JOBVR = 'V', LDVR >= N.
+*
+* WORK (workspace/output) COMPLEX*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) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = i, the QR algorithm failed to compute all the
+* eigenvalues, and no eigenvectors have been computed;
+* elements and i+1:N of W contain eigenvalues which have
+* converged.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, SCALEA, WANTVL, WANTVR
+ CHARACTER SIDE
+ INTEGER HSWORK, I, IBAL, IERR, IHI, ILO, IRWORK, ITAU,
+ $ IWRK, K, MAXWRK, MINWRK, NOUT
+ DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, SCL, SMLNUM
+ COMPLEX*16 TMP
+* ..
+* .. Local Arrays ..
+ LOGICAL SELECT( 1 )
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZDSCAL, ZGEBAK, ZGEBAL, ZGEHRD,
+ $ ZHSEQR, ZLACPY, ZLASCL, ZSCAL, ZTREVC, ZUNGHR
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX, ILAENV
+ DOUBLE PRECISION DLAMCH, DZNRM2, ZLANGE
+ EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DZNRM2, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ WANTVL = LSAME( JOBVL, 'V' )
+ WANTVR = LSAME( JOBVR, 'V' )
+ IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN
+ INFO = -8
+ ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN
+ INFO = -10
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* CWorkspace refers to complex workspace, and RWorkspace to real
+* workspace. NB refers to the optimal block size for the
+* immediately following subroutine, as returned by ILAENV.
+* HSWORK refers to the workspace preferred by ZHSEQR, as
+* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
+* the worst case.)
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ ELSE
+ MAXWRK = N + N*ILAENV( 1, 'ZGEHRD', ' ', N, 1, N, 0 )
+ MINWRK = 2*N
+ IF( WANTVL ) THEN
+ MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'ZUNGHR',
+ $ ' ', N, 1, N, -1 ) )
+ CALL ZHSEQR( 'S', 'V', N, 1, N, A, LDA, W, VL, LDVL,
+ $ WORK, -1, INFO )
+ ELSE IF( WANTVR ) THEN
+ MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'ZUNGHR',
+ $ ' ', N, 1, N, -1 ) )
+ CALL ZHSEQR( 'S', 'V', N, 1, N, A, LDA, W, VR, LDVR,
+ $ WORK, -1, INFO )
+ ELSE
+ CALL ZHSEQR( 'E', 'N', N, 1, N, A, LDA, W, VR, LDVR,
+ $ WORK, -1, INFO )
+ END IF
+ HSWORK = WORK( 1 )
+ MAXWRK = MAX( MAXWRK, HSWORK, MINWRK )
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEEV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', N, N, A, LDA, DUM )
+ SCALEA = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = SMLNUM
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ SCALEA = .TRUE.
+ CSCALE = BIGNUM
+ END IF
+ IF( SCALEA )
+ $ CALL ZLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
+*
+* Balance the matrix
+* (CWorkspace: none)
+* (RWorkspace: need N)
+*
+ IBAL = 1
+ CALL ZGEBAL( 'B', N, A, LDA, ILO, IHI, RWORK( IBAL ), IERR )
+*
+* Reduce to upper Hessenberg form
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: none)
+*
+ ITAU = 1
+ IWRK = ITAU + N
+ CALL ZGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+ IF( WANTVL ) THEN
+*
+* Want left eigenvectors
+* Copy Householder vectors to VL
+*
+ SIDE = 'L'
+ CALL ZLACPY( 'L', N, N, A, LDA, VL, LDVL )
+*
+* Generate unitary matrix in VL
+* (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
+* (RWorkspace: none)
+*
+ CALL ZUNGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+* Perform QR iteration, accumulating Schur vectors in VL
+* (CWorkspace: need 1, prefer HSWORK (see comments) )
+* (RWorkspace: none)
+*
+ IWRK = ITAU
+ CALL ZHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, W, VL, LDVL,
+ $ WORK( IWRK ), LWORK-IWRK+1, INFO )
+*
+ IF( WANTVR ) THEN
+*
+* Want left and right eigenvectors
+* Copy Schur vectors to VR
+*
+ SIDE = 'B'
+ CALL ZLACPY( 'F', N, N, VL, LDVL, VR, LDVR )
+ END IF
+*
+ ELSE IF( WANTVR ) THEN
+*
+* Want right eigenvectors
+* Copy Householder vectors to VR
+*
+ SIDE = 'R'
+ CALL ZLACPY( 'L', N, N, A, LDA, VR, LDVR )
+*
+* Generate unitary matrix in VR
+* (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
+* (RWorkspace: none)
+*
+ CALL ZUNGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
+ $ LWORK-IWRK+1, IERR )
+*
+* Perform QR iteration, accumulating Schur vectors in VR
+* (CWorkspace: need 1, prefer HSWORK (see comments) )
+* (RWorkspace: none)
+*
+ IWRK = ITAU
+ CALL ZHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, W, VR, LDVR,
+ $ WORK( IWRK ), LWORK-IWRK+1, INFO )
+*
+ ELSE
+*
+* Compute eigenvalues only
+* (CWorkspace: need 1, prefer HSWORK (see comments) )
+* (RWorkspace: none)
+*
+ IWRK = ITAU
+ CALL ZHSEQR( 'E', 'N', N, ILO, IHI, A, LDA, W, VR, LDVR,
+ $ WORK( IWRK ), LWORK-IWRK+1, INFO )
+ END IF
+*
+* If INFO > 0 from ZHSEQR, then quit
+*
+ IF( INFO.GT.0 )
+ $ GO TO 50
+*
+ IF( WANTVL .OR. WANTVR ) THEN
+*
+* Compute left and/or right eigenvectors
+* (CWorkspace: need 2*N)
+* (RWorkspace: need 2*N)
+*
+ IRWORK = IBAL + N
+ CALL ZTREVC( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
+ $ N, NOUT, WORK( IWRK ), RWORK( IRWORK ), IERR )
+ END IF
+*
+ IF( WANTVL ) THEN
+*
+* Undo balancing of left eigenvectors
+* (CWorkspace: none)
+* (RWorkspace: need N)
+*
+ CALL ZGEBAK( 'B', 'L', N, ILO, IHI, RWORK( IBAL ), N, VL, LDVL,
+ $ IERR )
+*
+* Normalize left eigenvectors and make largest component real
+*
+ DO 20 I = 1, N
+ SCL = ONE / DZNRM2( N, VL( 1, I ), 1 )
+ CALL ZDSCAL( N, SCL, VL( 1, I ), 1 )
+ DO 10 K = 1, N
+ RWORK( IRWORK+K-1 ) = DBLE( VL( K, I ) )**2 +
+ $ DIMAG( VL( K, I ) )**2
+ 10 CONTINUE
+ K = IDAMAX( N, RWORK( IRWORK ), 1 )
+ TMP = DCONJG( VL( K, I ) ) / SQRT( RWORK( IRWORK+K-1 ) )
+ CALL ZSCAL( N, TMP, VL( 1, I ), 1 )
+ VL( K, I ) = DCMPLX( DBLE( VL( K, I ) ), ZERO )
+ 20 CONTINUE
+ END IF
+*
+ IF( WANTVR ) THEN
+*
+* Undo balancing of right eigenvectors
+* (CWorkspace: none)
+* (RWorkspace: need N)
+*
+ CALL ZGEBAK( 'B', 'R', N, ILO, IHI, RWORK( IBAL ), N, VR, LDVR,
+ $ IERR )
+*
+* Normalize right eigenvectors and make largest component real
+*
+ DO 40 I = 1, N
+ SCL = ONE / DZNRM2( N, VR( 1, I ), 1 )
+ CALL ZDSCAL( N, SCL, VR( 1, I ), 1 )
+ DO 30 K = 1, N
+ RWORK( IRWORK+K-1 ) = DBLE( VR( K, I ) )**2 +
+ $ DIMAG( VR( K, I ) )**2
+ 30 CONTINUE
+ K = IDAMAX( N, RWORK( IRWORK ), 1 )
+ TMP = DCONJG( VR( K, I ) ) / SQRT( RWORK( IRWORK+K-1 ) )
+ CALL ZSCAL( N, TMP, VR( 1, I ), 1 )
+ VR( K, I ) = DCMPLX( DBLE( VR( K, I ) ), ZERO )
+ 40 CONTINUE
+ END IF
+*
+* Undo scaling if necessary
+*
+ 50 CONTINUE
+ IF( SCALEA ) THEN
+ CALL ZLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, W( INFO+1 ),
+ $ MAX( N-INFO, 1 ), IERR )
+ IF( INFO.GT.0 ) THEN
+ CALL ZLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, W, N, IERR )
+ END IF
+ END IF
+*
+ WORK( 1 ) = MAXWRK
+ RETURN
+*
+* End of ZGEEV
+*
+ END
diff --git a/src/lib/lapack/zgehd2.f b/src/lib/lapack/zgehd2.f
new file mode 100644
index 00000000..c73f4200
--- /dev/null
+++ b/src/lib/lapack/zgehd2.f
@@ -0,0 +1,148 @@
+ SUBROUTINE ZGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEHD2 reduces a complex general matrix A to upper Hessenberg form H
+* by a unitary similarity transformation: Q' * A * Q = H .
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that A is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
+* set by a previous call to ZGEBAL; otherwise they should be
+* set to 1 and N respectively. See Further Details.
+* 1 <= ILO <= IHI <= max(1,N).
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the n by n general matrix to be reduced.
+* On exit, the upper triangle and the first subdiagonal of A
+* are overwritten with the upper Hessenberg matrix H, and the
+* elements below the first subdiagonal, with the array TAU,
+* represent the unitary matrix Q as a product of elementary
+* reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) COMPLEX*16 array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of (ihi-ilo) elementary
+* reflectors
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
+* exit in A(i+2:ihi,i), and tau in TAU(i).
+*
+* The contents of A are illustrated by the following example, with
+* n = 7, ilo = 2 and ihi = 6:
+*
+* on entry, on exit,
+*
+* ( a a a a a a a ) ( a a h h h h a )
+* ( a a a a a a ) ( a h h h h a )
+* ( a a a a a a ) ( h h h h h h )
+* ( a a a a a a ) ( v2 h h h h h )
+* ( a a a a a a ) ( v2 v3 h h h h )
+* ( a a a a a a ) ( v2 v3 v4 h h h )
+* ( a ) ( a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARF, ZLARFG
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -2
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEHD2', -INFO )
+ RETURN
+ END IF
+*
+ DO 10 I = ILO, IHI - 1
+*
+* Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
+*
+ ALPHA = A( I+1, I )
+ CALL ZLARFG( IHI-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAU( I ) )
+ A( I+1, I ) = ONE
+*
+* Apply H(i) to A(1:ihi,i+1:ihi) from the right
+*
+ CALL ZLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
+ $ A( 1, I+1 ), LDA, WORK )
+*
+* Apply H(i)' to A(i+1:ihi,i+1:n) from the left
+*
+ CALL ZLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1,
+ $ DCONJG( TAU( I ) ), A( I+1, I+1 ), LDA, WORK )
+*
+ A( I+1, I ) = ALPHA
+ 10 CONTINUE
+*
+ RETURN
+*
+* End of ZGEHD2
+*
+ END
diff --git a/src/lib/lapack/zgehrd.f b/src/lib/lapack/zgehrd.f
new file mode 100644
index 00000000..83c1aa32
--- /dev/null
+++ b/src/lib/lapack/zgehrd.f
@@ -0,0 +1,273 @@
+ SUBROUTINE ZGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEHRD reduces a complex general matrix A to upper Hessenberg form H by
+* an unitary similarity transformation: Q' * A * Q = H .
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that A is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
+* set by a previous call to ZGEBAL; otherwise they should be
+* set to 1 and N respectively. See Further Details.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the N-by-N general matrix to be reduced.
+* On exit, the upper triangle and the first subdiagonal of A
+* are overwritten with the upper Hessenberg matrix H, and the
+* elements below the first subdiagonal, with the array TAU,
+* represent the unitary matrix Q as a product of elementary
+* reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) COMPLEX*16 array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
+* zero.
+*
+* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The length of the array WORK. LWORK >= max(1,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of (ihi-ilo) elementary
+* reflectors
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
+* exit in A(i+2:ihi,i), and tau in TAU(i).
+*
+* The contents of A are illustrated by the following example, with
+* n = 7, ilo = 2 and ihi = 6:
+*
+* on entry, on exit,
+*
+* ( a a a a a a a ) ( a a h h h h a )
+* ( a a a a a a ) ( a h h h h a )
+* ( a a a a a a ) ( h h h h h h )
+* ( a a a a a a ) ( v2 h h h h h )
+* ( a a a a a a ) ( v2 v3 h h h h )
+* ( a a a a a a ) ( v2 v3 v4 h h h )
+* ( a ) ( a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* This file is a slight modification of LAPACK-3.0's ZGEHRD
+* subroutine incorporating improvements proposed by Quintana-Orti and
+* Van de Geijn (2005).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, LDWORK, LWKOPT, NB,
+ $ NBMIN, NH, NX
+ COMPLEX*16 EI
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 T( LDT, NBMAX )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZGEHD2, ZGEMM, ZLAHR2, ZLARFB, ZTRMM,
+ $ XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ NB = MIN( NBMAX, ILAENV( 1, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -2
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEHRD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Set elements 1:ILO-1 and IHI:N-1 of TAU to zero
+*
+ DO 10 I = 1, ILO - 1
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ DO 20 I = MAX( 1, IHI ), N - 1
+ TAU( I ) = ZERO
+ 20 CONTINUE
+*
+* Quick return if possible
+*
+ NH = IHI - ILO + 1
+ IF( NH.LE.1 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+* Determine the block size
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
+ NBMIN = 2
+ IWS = 1
+ IF( NB.GT.1 .AND. NB.LT.NH ) THEN
+*
+* Determine when to cross over from blocked to unblocked code
+* (last block is always handled by unblocked code)
+*
+ NX = MAX( NB, ILAENV( 3, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
+ IF( NX.LT.NH ) THEN
+*
+* Determine if workspace is large enough for blocked code
+*
+ IWS = N*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: determine the
+* minimum value of NB, and reduce NB or force use of
+* unblocked code
+*
+ NBMIN = MAX( 2, ILAENV( 2, 'ZGEHRD', ' ', N, ILO, IHI,
+ $ -1 ) )
+ IF( LWORK.GE.N*NBMIN ) THEN
+ NB = LWORK / N
+ ELSE
+ NB = 1
+ END IF
+ END IF
+ END IF
+ END IF
+ LDWORK = N
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
+*
+* Use unblocked code below
+*
+ I = ILO
+*
+ ELSE
+*
+* Use blocked code
+*
+ DO 40 I = ILO, IHI - 1 - NX, NB
+ IB = MIN( NB, IHI-I )
+*
+* Reduce columns i:i+ib-1 to Hessenberg form, returning the
+* matrices V and T of the block reflector H = I - V*T*V'
+* which performs the reduction, and also the matrix Y = A*V*T
+*
+ CALL ZLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ), T, LDT,
+ $ WORK, LDWORK )
+*
+* Apply the block reflector H to A(1:ihi,i+ib:ihi) from the
+* right, computing A := A - Y * V'. V(i+ib,ib-1) must be set
+* to 1
+*
+ EI = A( I+IB, I+IB-1 )
+ A( I+IB, I+IB-1 ) = ONE
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose',
+ $ IHI, IHI-I-IB+1,
+ $ IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE,
+ $ A( 1, I+IB ), LDA )
+ A( I+IB, I+IB-1 ) = EI
+*
+* Apply the block reflector H to A(1:i,i+1:i+ib-1) from the
+* right
+*
+ CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
+ $ 'Unit', I, IB-1,
+ $ ONE, A( I+1, I ), LDA, WORK, LDWORK )
+ DO 30 J = 0, IB-2
+ CALL ZAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1,
+ $ A( 1, I+J+1 ), 1 )
+ 30 CONTINUE
+*
+* Apply the block reflector H to A(i+1:ihi,i+ib:n) from the
+* left
+*
+ CALL ZLARFB( 'Left', 'Conjugate transpose', 'Forward',
+ $ 'Columnwise',
+ $ IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA, T, LDT,
+ $ A( I+1, I+IB ), LDA, WORK, LDWORK )
+ 40 CONTINUE
+ END IF
+*
+* Use unblocked code to reduce the rest of the matrix
+*
+ CALL ZGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO )
+ WORK( 1 ) = IWS
+*
+ RETURN
+*
+* End of ZGEHRD
+*
+ END
diff --git a/src/lib/lapack/zgelq2.f b/src/lib/lapack/zgelq2.f
new file mode 100644
index 00000000..dc387af0
--- /dev/null
+++ b/src/lib/lapack/zgelq2.f
@@ -0,0 +1,123 @@
+ SUBROUTINE ZGELQ2( M, N, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGELQ2 computes an LQ factorization of a complex m by n matrix A:
+* A = L * Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, the elements on and below the diagonal of the array
+* contain the m by min(m,n) lower trapezoidal matrix L (L is
+* lower triangular if m <= n); the elements above the diagonal,
+* with the array TAU, represent the unitary matrix Q as a
+* product of elementary reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (M)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(k)' . . . H(2)' H(1)', where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in
+* A(i,i+1:n), and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACGV, ZLARF, ZLARFG
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGELQ2', -INFO )
+ RETURN
+ END IF
+*
+ K = MIN( M, N )
+*
+ DO 10 I = 1, K
+*
+* Generate elementary reflector H(i) to annihilate A(i,i+1:n)
+*
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+ ALPHA = A( I, I )
+ CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
+ $ TAU( I ) )
+ IF( I.LT.M ) THEN
+*
+* Apply H(i) to A(i+1:m,i:n) from the right
+*
+ A( I, I ) = ONE
+ CALL ZLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, TAU( I ),
+ $ A( I+1, I ), LDA, WORK )
+ END IF
+ A( I, I ) = ALPHA
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+ 10 CONTINUE
+ RETURN
+*
+* End of ZGELQ2
+*
+ END
diff --git a/src/lib/lapack/zgelqf.f b/src/lib/lapack/zgelqf.f
new file mode 100644
index 00000000..5dac50dc
--- /dev/null
+++ b/src/lib/lapack/zgelqf.f
@@ -0,0 +1,195 @@
+ SUBROUTINE ZGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGELQF computes an LQ factorization of a complex M-by-N matrix A:
+* A = L * Q.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the elements on and below the diagonal of the array
+* contain the m-by-min(m,n) lower trapezoidal matrix L (L is
+* lower triangular if m <= n); the elements above the diagonal,
+* with the array TAU, represent the unitary matrix Q as a
+* product of elementary reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* 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,M).
+* For optimum performance LWORK >= M*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(k)' . . . H(2)' H(1)', where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in
+* A(i,i+1:n), and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGELQ2, ZLARFB, ZLARFT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ LWKOPT = M*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGELQF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ K = MIN( M, N )
+ IF( K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'ZGELQF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZGELQF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code initially
+*
+ DO 10 I = 1, K - NX, NB
+ IB = MIN( K-I+1, NB )
+*
+* Compute the LQ factorization of the current block
+* A(i:i+ib-1,i:n)
+*
+ CALL ZGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+ IF( I+IB.LE.M ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL ZLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(i+ib:m,i:n) from the right
+*
+ CALL ZLARFB( 'Right', 'No transpose', 'Forward',
+ $ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ),
+ $ LDA, WORK, LDWORK, A( I+IB, I ), LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+ 10 CONTINUE
+ ELSE
+ I = 1
+ END IF
+*
+* Use unblocked code to factor the last or only block.
+*
+ IF( I.LE.K )
+ $ CALL ZGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZGELQF
+*
+ END
diff --git a/src/lib/lapack/zgelsy.f b/src/lib/lapack/zgelsy.f
new file mode 100644
index 00000000..684cf2c2
--- /dev/null
+++ b/src/lib/lapack/zgelsy.f
@@ -0,0 +1,385 @@
+ SUBROUTINE ZGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
+ $ WORK, LWORK, RWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGELSY computes the minimum-norm solution to a complex linear least
+* squares problem:
+* minimize || A * X - B ||
+* using a complete orthogonal factorization of A. A is an M-by-N
+* matrix which may be rank-deficient.
+*
+* Several right hand side vectors b and solution vectors x can be
+* handled in a single call; they are stored as the columns of the
+* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
+* matrix X.
+*
+* The routine first computes a QR factorization with column pivoting:
+* A * P = Q * [ R11 R12 ]
+* [ 0 R22 ]
+* with R11 defined as the largest leading submatrix whose estimated
+* condition number is less than 1/RCOND. The order of R11, RANK,
+* is the effective rank of A.
+*
+* Then, R22 is considered to be negligible, and R12 is annihilated
+* by unitary transformations from the right, arriving at the
+* complete orthogonal factorization:
+* A * P = Q * [ T11 0 ] * Z
+* [ 0 0 ]
+* The minimum-norm solution is then
+* X = P * Z' [ inv(T11)*Q1'*B ]
+* [ 0 ]
+* where Q1 consists of the first RANK columns of Q.
+*
+* This routine is basically identical to the original xGELSX except
+* three differences:
+* o The permutation of matrix B (the right hand side) is faster and
+* more simple.
+* o The call to the subroutine xGEQPF has been substituted by the
+* the call to the subroutine xGEQP3. This subroutine is a Blas-3
+* version of the QR factorization with column pivoting.
+* o Matrix B (the right hand side) is updated with Blas-3.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of
+* columns of matrices B and X. NRHS >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, A has been overwritten by details of its
+* complete orthogonal factorization.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
+* On entry, the M-by-NRHS right hand side matrix B.
+* On exit, the N-by-NRHS solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,M,N).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
+* to the front of AP, otherwise column i is a free column.
+* On exit, if JPVT(i) = k, then the i-th column of A*P
+* was the k-th column of A.
+*
+* RCOND (input) DOUBLE PRECISION
+* RCOND is used to determine the effective rank of A, which
+* is defined as the order of the largest leading triangular
+* submatrix R11 in the QR factorization with pivoting of A,
+* whose estimated condition number < 1/RCOND.
+*
+* RANK (output) INTEGER
+* The effective rank of A, i.e., the order of the submatrix
+* R11. This is the same as the order of the submatrix T11
+* in the complete orthogonal factorization of A.
+*
+* WORK (workspace/output) COMPLEX*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.
+* The unblocked strategy requires that:
+* LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )
+* where MN = min(M,N).
+* The block algorithm requires that:
+* LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )
+* where NB is an upper bound on the blocksize returned
+* by ILAENV for the routines ZGEQP3, ZTZRZF, CTZRQF, ZUNMQR,
+* and ZUNMRZ.
+*
+* 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) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+* E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER IMAX, IMIN
+ PARAMETER ( IMAX = 1, IMIN = 2 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, LWKOPT, MN,
+ $ NB, NB1, NB2, NB3, NB4
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, SMAX, SMAXPR, SMIN, SMINPR,
+ $ SMLNUM, WSIZE
+ COMPLEX*16 C1, C2, S1, S2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZCOPY, ZGEQP3, ZLAIC1, ZLASCL,
+ $ ZLASET, ZTRSM, ZTZRZF, ZUNMQR, ZUNMRZ
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL ILAENV, DLAMCH, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M, N )
+ ISMIN = MN + 1
+ ISMAX = 2*MN + 1
+*
+* Test the input arguments.
+*
+ INFO = 0
+ NB1 = ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ NB2 = ILAENV( 1, 'ZGERQF', ' ', M, N, -1, -1 )
+ NB3 = ILAENV( 1, 'ZUNMQR', ' ', M, N, NRHS, -1 )
+ NB4 = ILAENV( 1, 'ZUNMRQ', ' ', M, N, NRHS, -1 )
+ NB = MAX( NB1, NB2, NB3, NB4 )
+ LWKOPT = MAX( 1, MN+2*N+NB*( N+1 ), 2*MN+NB*NRHS )
+ WORK( 1 ) = DCMPLX( LWKOPT )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
+ INFO = -7
+ ELSE IF( LWORK.LT.( MN+MAX( 2*MN, N+1, MN+NRHS ) ) .AND. .NOT.
+ $ LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGELSY', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( MIN( M, N, NRHS ).EQ.0 ) THEN
+ RANK = 0
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A, B if max entries outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
+ IASCL = 1
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
+ IASCL = 2
+ ELSE IF( ANRM.EQ.ZERO ) THEN
+*
+* Matrix all zero. Return zero solution.
+*
+ CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
+ RANK = 0
+ GO TO 70
+ END IF
+*
+ BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 1
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 2
+ END IF
+*
+* Compute QR factorization with column pivoting of A:
+* A * P = Q * R
+*
+ CALL ZGEQP3( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ),
+ $ LWORK-MN, RWORK, INFO )
+ WSIZE = MN + DBLE( WORK( MN+1 ) )
+*
+* complex workspace: MN+NB*(N+1). real workspace 2*N.
+* Details of Householder rotations stored in WORK(1:MN).
+*
+* Determine RANK using incremental condition estimation
+*
+ WORK( ISMIN ) = CONE
+ WORK( ISMAX ) = CONE
+ SMAX = ABS( A( 1, 1 ) )
+ SMIN = SMAX
+ IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
+ RANK = 0
+ CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
+ GO TO 70
+ ELSE
+ RANK = 1
+ END IF
+*
+ 10 CONTINUE
+ IF( RANK.LT.MN ) THEN
+ I = RANK + 1
+ CALL ZLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
+ $ A( I, I ), SMINPR, S1, C1 )
+ CALL ZLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
+ $ A( I, I ), SMAXPR, S2, C2 )
+*
+ IF( SMAXPR*RCOND.LE.SMINPR ) THEN
+ DO 20 I = 1, RANK
+ WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
+ WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
+ 20 CONTINUE
+ WORK( ISMIN+RANK ) = C1
+ WORK( ISMAX+RANK ) = C2
+ SMIN = SMINPR
+ SMAX = SMAXPR
+ RANK = RANK + 1
+ GO TO 10
+ END IF
+ END IF
+*
+* complex workspace: 3*MN.
+*
+* Logically partition R = [ R11 R12 ]
+* [ 0 R22 ]
+* where R11 = R(1:RANK,1:RANK)
+*
+* [R11,R12] = [ T11, 0 ] * Y
+*
+ IF( RANK.LT.N )
+ $ CALL ZTZRZF( RANK, N, A, LDA, WORK( MN+1 ), WORK( 2*MN+1 ),
+ $ LWORK-2*MN, INFO )
+*
+* complex workspace: 2*MN.
+* Details of Householder rotations stored in WORK(MN+1:2*MN)
+*
+* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS)
+*
+ CALL ZUNMQR( 'Left', 'Conjugate transpose', M, NRHS, MN, A, LDA,
+ $ WORK( 1 ), B, LDB, WORK( 2*MN+1 ), LWORK-2*MN, INFO )
+ WSIZE = MAX( WSIZE, 2*MN+DBLE( WORK( 2*MN+1 ) ) )
+*
+* complex workspace: 2*MN+NB*NRHS.
+*
+* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
+*
+ CALL ZTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
+ $ NRHS, CONE, A, LDA, B, LDB )
+*
+ DO 40 J = 1, NRHS
+ DO 30 I = RANK + 1, N
+ B( I, J ) = CZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
+*
+ IF( RANK.LT.N ) THEN
+ CALL ZUNMRZ( 'Left', 'Conjugate transpose', N, NRHS, RANK,
+ $ N-RANK, A, LDA, WORK( MN+1 ), B, LDB,
+ $ WORK( 2*MN+1 ), LWORK-2*MN, INFO )
+ END IF
+*
+* complex workspace: 2*MN+NRHS.
+*
+* B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
+*
+ DO 60 J = 1, NRHS
+ DO 50 I = 1, N
+ WORK( JPVT( I ) ) = B( I, J )
+ 50 CONTINUE
+ CALL ZCOPY( N, WORK( 1 ), 1, B( 1, J ), 1 )
+ 60 CONTINUE
+*
+* complex workspace: N.
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL ZLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL ZLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
+ END IF
+*
+ 70 CONTINUE
+ WORK( 1 ) = DCMPLX( LWKOPT )
+*
+ RETURN
+*
+* End of ZGELSY
+*
+ END
diff --git a/src/lib/lapack/zgeqp3.f b/src/lib/lapack/zgeqp3.f
new file mode 100644
index 00000000..32bf3367
--- /dev/null
+++ b/src/lib/lapack/zgeqp3.f
@@ -0,0 +1,293 @@
+ SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEQP3 computes a QR factorization with column pivoting of a
+* matrix A: A*P = Q*R using Level 3 BLAS.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the upper triangle of the array contains the
+* min(M,N)-by-N upper trapezoidal matrix R; the elements below
+* the diagonal, together with the array TAU, represent the
+* unitary matrix Q as a product of min(M,N) elementary
+* reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(J).ne.0, the J-th column of A is permuted
+* to the front of A*P (a leading column); if JPVT(J)=0,
+* the J-th column of A is a free column.
+* On exit, if JPVT(J)=K, then the J-th column of A*P was the
+* the K-th column of A.
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors.
+*
+* 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 >= N+1.
+* For optimal performance LWORK >= ( N+1 )*NB, where NB
+* is the optimal blocksize.
+*
+* 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) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a real/complex scalar, and v is a real/complex vector
+* with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
+* A(i+1:m,i), and tau in TAU(i).
+*
+* Based on contributions by
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* X. Sun, Computer Science Dept., Duke University, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER INB, INBMIN, IXOVER
+ PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
+ $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEQRF, ZLAQP2, ZLAQPS, ZSWAP, ZUNMQR
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DZNRM2
+ EXTERNAL ILAENV, DZNRM2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC INT, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test input arguments
+* ====================
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ MINMN = MIN( M, N )
+ IF( MINMN.EQ.0 ) THEN
+ IWS = 1
+ LWKOPT = 1
+ ELSE
+ IWS = N + 1
+ NB = ILAENV( INB, 'ZGEQRF', ' ', M, N, -1, -1 )
+ LWKOPT = ( N + 1 )*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEQP3', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( MINMN.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+* Move initial columns up front.
+*
+ NFXD = 1
+ DO 10 J = 1, N
+ IF( JPVT( J ).NE.0 ) THEN
+ IF( J.NE.NFXD ) THEN
+ CALL ZSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
+ JPVT( J ) = JPVT( NFXD )
+ JPVT( NFXD ) = J
+ ELSE
+ JPVT( J ) = J
+ END IF
+ NFXD = NFXD + 1
+ ELSE
+ JPVT( J ) = J
+ END IF
+ 10 CONTINUE
+ NFXD = NFXD - 1
+*
+* Factorize fixed columns
+* =======================
+*
+* Compute the QR factorization of fixed columns and update
+* remaining columns.
+*
+ IF( NFXD.GT.0 ) THEN
+ NA = MIN( M, NFXD )
+*CC CALL ZGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
+ CALL ZGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
+ IWS = MAX( IWS, INT( WORK( 1 ) ) )
+ IF( NA.LT.N ) THEN
+*CC CALL ZUNM2R( 'Left', 'Conjugate Transpose', M, N-NA,
+*CC $ NA, A, LDA, TAU, A( 1, NA+1 ), LDA, WORK,
+*CC $ INFO )
+ CALL ZUNMQR( 'Left', 'Conjugate Transpose', M, N-NA, NA, A,
+ $ LDA, TAU, A( 1, NA+1 ), LDA, WORK, LWORK,
+ $ INFO )
+ IWS = MAX( IWS, INT( WORK( 1 ) ) )
+ END IF
+ END IF
+*
+* Factorize free columns
+* ======================
+*
+ IF( NFXD.LT.MINMN ) THEN
+*
+ SM = M - NFXD
+ SN = N - NFXD
+ SMINMN = MINMN - NFXD
+*
+* Determine the block size.
+*
+ NB = ILAENV( INB, 'ZGEQRF', ' ', SM, SN, -1, -1 )
+ NBMIN = 2
+ NX = 0
+*
+ IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( IXOVER, 'ZGEQRF', ' ', SM, SN, -1,
+ $ -1 ) )
+*
+*
+ IF( NX.LT.SMINMN ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ MINWS = ( SN+1 )*NB
+ IWS = MAX( IWS, MINWS )
+ IF( LWORK.LT.MINWS ) THEN
+*
+* Not enough workspace to use optimal NB: Reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / ( SN+1 )
+ NBMIN = MAX( 2, ILAENV( INBMIN, 'ZGEQRF', ' ', SM, SN,
+ $ -1, -1 ) )
+*
+*
+ END IF
+ END IF
+ END IF
+*
+* Initialize partial column norms. The first N elements of work
+* store the exact column norms.
+*
+ DO 20 J = NFXD + 1, N
+ RWORK( J ) = DZNRM2( SM, A( NFXD+1, J ), 1 )
+ RWORK( N+J ) = RWORK( J )
+ 20 CONTINUE
+*
+ IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
+ $ ( NX.LT.SMINMN ) ) THEN
+*
+* Use blocked code initially.
+*
+ J = NFXD + 1
+*
+* Compute factorization: while loop.
+*
+*
+ TOPBMN = MINMN - NX
+ 30 CONTINUE
+ IF( J.LE.TOPBMN ) THEN
+ JB = MIN( NB, TOPBMN-J+1 )
+*
+* Factorize JB columns among columns J:N.
+*
+ CALL ZLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
+ $ JPVT( J ), TAU( J ), RWORK( J ),
+ $ RWORK( N+J ), WORK( 1 ), WORK( JB+1 ),
+ $ N-J+1 )
+*
+ J = J + FJB
+ GO TO 30
+ END IF
+ ELSE
+ J = NFXD + 1
+ END IF
+*
+* Use unblocked code to factor the last or only block.
+*
+*
+ IF( J.LE.MINMN )
+ $ CALL ZLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
+ $ TAU( J ), RWORK( J ), RWORK( N+J ), WORK( 1 ) )
+*
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZGEQP3
+*
+ END
diff --git a/src/lib/lapack/zgeqpf.f b/src/lib/lapack/zgeqpf.f
new file mode 100644
index 00000000..6d4f86f0
--- /dev/null
+++ b/src/lib/lapack/zgeqpf.f
@@ -0,0 +1,234 @@
+ SUBROUTINE ZGEQPF( M, N, A, LDA, JPVT, TAU, WORK, RWORK, INFO )
+*
+* -- LAPACK deprecated driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* This routine is deprecated and has been replaced by routine ZGEQP3.
+*
+* ZGEQPF computes a QR factorization with column pivoting of a
+* complex M-by-N matrix A: A*P = Q*R.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the upper triangle of the array contains the
+* min(M,N)-by-N upper triangular matrix R; the elements
+* below the diagonal, together with the array TAU,
+* represent the unitary matrix Q as a product of
+* min(m,n) elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
+* to the front of A*P (a leading column); if JPVT(i) = 0,
+* the i-th column of A is a free column.
+* On exit, if JPVT(i) = k, then the i-th column of A*P
+* was the k-th column of A.
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N)
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(n)
+*
+* Each H(i) has the form
+*
+* H = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i).
+*
+* The matrix P is represented in jpvt as follows: If
+* jpvt(j) = i
+* then the jth column of P is the ith canonical unit vector.
+*
+* Partial column norm updating strategy modified by
+* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
+* University of Zagreb, Croatia.
+* June 2006.
+* For more details see LAPACK Working Note 176.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ITEMP, J, MA, MN, PVT
+ DOUBLE PRECISION TEMP, TEMP2, TOL3Z
+ COMPLEX*16 AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEQR2, ZLARF, ZLARFG, ZSWAP, ZUNM2R
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DCMPLX, DCONJG, MAX, MIN, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DZNRM2
+ EXTERNAL IDAMAX, DLAMCH, DZNRM2
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEQPF', -INFO )
+ RETURN
+ END IF
+*
+ MN = MIN( M, N )
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Move initial columns up front
+*
+ ITEMP = 1
+ DO 10 I = 1, N
+ IF( JPVT( I ).NE.0 ) THEN
+ IF( I.NE.ITEMP ) THEN
+ CALL ZSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 )
+ JPVT( I ) = JPVT( ITEMP )
+ JPVT( ITEMP ) = I
+ ELSE
+ JPVT( I ) = I
+ END IF
+ ITEMP = ITEMP + 1
+ ELSE
+ JPVT( I ) = I
+ END IF
+ 10 CONTINUE
+ ITEMP = ITEMP - 1
+*
+* Compute the QR factorization and update remaining columns
+*
+ IF( ITEMP.GT.0 ) THEN
+ MA = MIN( ITEMP, M )
+ CALL ZGEQR2( M, MA, A, LDA, TAU, WORK, INFO )
+ IF( MA.LT.N ) THEN
+ CALL ZUNM2R( 'Left', 'Conjugate transpose', M, N-MA, MA, A,
+ $ LDA, TAU, A( 1, MA+1 ), LDA, WORK, INFO )
+ END IF
+ END IF
+*
+ IF( ITEMP.LT.MN ) THEN
+*
+* Initialize partial column norms. The first n elements of
+* work store the exact column norms.
+*
+ DO 20 I = ITEMP + 1, N
+ RWORK( I ) = DZNRM2( M-ITEMP, A( ITEMP+1, I ), 1 )
+ RWORK( N+I ) = RWORK( I )
+ 20 CONTINUE
+*
+* Compute factorization
+*
+ DO 40 I = ITEMP + 1, MN
+*
+* Determine ith pivot column and swap if necessary
+*
+ PVT = ( I-1 ) + IDAMAX( N-I+1, RWORK( I ), 1 )
+*
+ IF( PVT.NE.I ) THEN
+ CALL ZSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( I )
+ JPVT( I ) = ITEMP
+ RWORK( PVT ) = RWORK( I )
+ RWORK( N+PVT ) = RWORK( N+I )
+ END IF
+*
+* Generate elementary reflector H(i)
+*
+ AII = A( I, I )
+ CALL ZLARFG( M-I+1, AII, A( MIN( I+1, M ), I ), 1,
+ $ TAU( I ) )
+ A( I, I ) = AII
+*
+ IF( I.LT.N ) THEN
+*
+* Apply H(i) to A(i:m,i+1:n) from the left
+*
+ AII = A( I, I )
+ A( I, I ) = DCMPLX( ONE )
+ CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
+ $ DCONJG( TAU( I ) ), A( I, I+1 ), LDA, WORK )
+ A( I, I ) = AII
+ END IF
+*
+* Update partial column norms
+*
+ DO 30 J = I + 1, N
+ IF( RWORK( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ABS( A( I, J ) ) / RWORK( J )
+ TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
+ TEMP2 = TEMP*( RWORK( J ) / RWORK( N+J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ IF( M-I.GT.0 ) THEN
+ RWORK( J ) = DZNRM2( M-I, A( I+1, J ), 1 )
+ RWORK( N+J ) = RWORK( J )
+ ELSE
+ RWORK( J ) = ZERO
+ RWORK( N+J ) = ZERO
+ END IF
+ ELSE
+ RWORK( J ) = RWORK( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 30 CONTINUE
+*
+ 40 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZGEQPF
+*
+ END
diff --git a/src/lib/lapack/zgeqr2.f b/src/lib/lapack/zgeqr2.f
new file mode 100644
index 00000000..962ab588
--- /dev/null
+++ b/src/lib/lapack/zgeqr2.f
@@ -0,0 +1,121 @@
+ SUBROUTINE ZGEQR2( M, N, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEQR2 computes a QR factorization of a complex m by n matrix A:
+* A = Q * R.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, the elements on and above the diagonal of the array
+* contain the min(m,n) by n upper trapezoidal matrix R (R is
+* upper triangular if m >= n); the elements below the diagonal,
+* with the array TAU, represent the unitary matrix Q as a
+* product of elementary reflectors (see Further Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
+* and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, K
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARF, ZLARFG
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEQR2', -INFO )
+ RETURN
+ END IF
+*
+ K = MIN( M, N )
+*
+ DO 10 I = 1, K
+*
+* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
+*
+ CALL ZLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
+ $ TAU( I ) )
+ IF( I.LT.N ) THEN
+*
+* Apply H(i)' to A(i:m,i+1:n) from the left
+*
+ ALPHA = A( I, I )
+ A( I, I ) = ONE
+ CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
+ $ DCONJG( TAU( I ) ), A( I, I+1 ), LDA, WORK )
+ A( I, I ) = ALPHA
+ END IF
+ 10 CONTINUE
+ RETURN
+*
+* End of ZGEQR2
+*
+ END
diff --git a/src/lib/lapack/zgeqrf.f b/src/lib/lapack/zgeqrf.f
new file mode 100644
index 00000000..d11c9245
--- /dev/null
+++ b/src/lib/lapack/zgeqrf.f
@@ -0,0 +1,196 @@
+ SUBROUTINE ZGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGEQRF computes a QR factorization of a complex M-by-N matrix A:
+* A = Q * R.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the elements on and above the diagonal of the array
+* contain the min(M,N)-by-N upper trapezoidal matrix R (R is
+* upper triangular if m >= n); the elements below the diagonal,
+* with the array TAU, represent the unitary matrix Q as a
+* product of min(m,n) elementary reflectors (see Further
+* Details).
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* 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,N).
+* For optimum performance LWORK >= N*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k), where k = min(m,n).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
+* and tau in TAU(i).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEQR2, ZLARFB, ZLARFT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGEQRF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ K = MIN( M, N )
+ IF( K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'ZGEQRF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZGEQRF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code initially
+*
+ DO 10 I = 1, K - NX, NB
+ IB = MIN( K-I+1, NB )
+*
+* Compute the QR factorization of the current block
+* A(i:m,i:i+ib-1)
+*
+ CALL ZGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+ IF( I+IB.LE.N ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, IB,
+ $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H' to A(i:m,i+ib:n) from the left
+*
+ CALL ZLARFB( 'Left', 'Conjugate transpose', 'Forward',
+ $ 'Columnwise', M-I+1, N-I-IB+1, IB,
+ $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
+ $ LDA, WORK( IB+1 ), LDWORK )
+ END IF
+ 10 CONTINUE
+ ELSE
+ I = 1
+ END IF
+*
+* Use unblocked code to factor the last or only block.
+*
+ IF( I.LE.K )
+ $ CALL ZGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZGEQRF
+*
+ END
diff --git a/src/lib/lapack/zgesc2.f b/src/lib/lapack/zgesc2.f
new file mode 100644
index 00000000..d4d51337
--- /dev/null
+++ b/src/lib/lapack/zgesc2.f
@@ -0,0 +1,133 @@
+ SUBROUTINE ZGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, N
+ DOUBLE PRECISION SCALE
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ COMPLEX*16 A( LDA, * ), RHS( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGESC2 solves a system of linear equations
+*
+* A * X = scale* RHS
+*
+* with a general N-by-N matrix A using the LU factorization with
+* complete pivoting computed by ZGETC2.
+*
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of columns of the matrix A.
+*
+* A (input) COMPLEX*16 array, dimension (LDA, N)
+* On entry, the LU part of the factorization of the n-by-n
+* matrix A computed by ZGETC2: A = P * L * U * Q
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, N).
+*
+* RHS (input/output) COMPLEX*16 array, dimension N.
+* On entry, the right hand side vector b.
+* On exit, the solution vector X.
+*
+* IPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit, SCALE contains the scale factor. SCALE is chosen
+* 0 <= SCALE <= 1 to prevent owerflow in the solution.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION BIGNUM, EPS, SMLNUM
+ COMPLEX*16 TEMP
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLASWP, ZSCAL
+* ..
+* .. External Functions ..
+ INTEGER IZAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL IZAMAX, DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX
+* ..
+* .. Executable Statements ..
+*
+* Set constant to control overflow
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Apply permutations IPIV to RHS
+*
+ CALL ZLASWP( 1, RHS, LDA, 1, N-1, IPIV, 1 )
+*
+* Solve for L part
+*
+ DO 20 I = 1, N - 1
+ DO 10 J = I + 1, N
+ RHS( J ) = RHS( J ) - A( J, I )*RHS( I )
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Solve for U part
+*
+ SCALE = ONE
+*
+* Check for scaling
+*
+ I = IZAMAX( N, RHS, 1 )
+ IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN
+ TEMP = DCMPLX( ONE / TWO, ZERO ) / ABS( RHS( I ) )
+ CALL ZSCAL( N, TEMP, RHS( 1 ), 1 )
+ SCALE = SCALE*DBLE( TEMP )
+ END IF
+ DO 40 I = N, 1, -1
+ TEMP = DCMPLX( ONE, ZERO ) / A( I, I )
+ RHS( I ) = RHS( I )*TEMP
+ DO 30 J = I + 1, N
+ RHS( I ) = RHS( I ) - RHS( J )*( A( I, J )*TEMP )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Apply permutations JPIV to the solution (RHS)
+*
+ CALL ZLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 )
+ RETURN
+*
+* End of ZGESC2
+*
+ END
diff --git a/src/lib/lapack/zgesvd.f b/src/lib/lapack/zgesvd.f
new file mode 100644
index 00000000..7b238d8b
--- /dev/null
+++ b/src/lib/lapack/zgesvd.f
@@ -0,0 +1,3602 @@
+ SUBROUTINE ZGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT,
+ $ WORK, LWORK, RWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBU, JOBVT
+ INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION RWORK( * ), S( * )
+ COMPLEX*16 A( LDA, * ), U( LDU, * ), VT( LDVT, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGESVD computes the singular value decomposition (SVD) of a complex
+* M-by-N matrix A, optionally computing the left and/or right singular
+* vectors. The SVD is written
+*
+* A = U * SIGMA * conjugate-transpose(V)
+*
+* where SIGMA is an M-by-N matrix which is zero except for its
+* min(m,n) diagonal elements, U is an M-by-M unitary matrix, and
+* V is an N-by-N unitary matrix. The diagonal elements of SIGMA
+* are the singular values of A; they are real and non-negative, and
+* are returned in descending order. The first min(m,n) columns of
+* U and V are the left and right singular vectors of A.
+*
+* Note that the routine returns V**H, not V.
+*
+* Arguments
+* =========
+*
+* JOBU (input) CHARACTER*1
+* Specifies options for computing all or part of the matrix U:
+* = 'A': all M columns of U are returned in array U:
+* = 'S': the first min(m,n) columns of U (the left singular
+* vectors) are returned in the array U;
+* = 'O': the first min(m,n) columns of U (the left singular
+* vectors) are overwritten on the array A;
+* = 'N': no columns of U (no left singular vectors) are
+* computed.
+*
+* JOBVT (input) CHARACTER*1
+* Specifies options for computing all or part of the matrix
+* V**H:
+* = 'A': all N rows of V**H are returned in the array VT;
+* = 'S': the first min(m,n) rows of V**H (the right singular
+* vectors) are returned in the array VT;
+* = 'O': the first min(m,n) rows of V**H (the right singular
+* vectors) are overwritten on the array A;
+* = 'N': no rows of V**H (no right singular vectors) are
+* computed.
+*
+* JOBVT and JOBU cannot both be 'O'.
+*
+* M (input) INTEGER
+* The number of rows of the input matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the input matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit,
+* if JOBU = 'O', A is overwritten with the first min(m,n)
+* columns of U (the left singular vectors,
+* stored columnwise);
+* if JOBVT = 'O', A is overwritten with the first min(m,n)
+* rows of V**H (the right singular vectors,
+* stored rowwise);
+* if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A
+* are destroyed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* S (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The singular values of A, sorted so that S(i) >= S(i+1).
+*
+* U (output) COMPLEX*16 array, dimension (LDU,UCOL)
+* (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.
+* If JOBU = 'A', U contains the M-by-M unitary matrix U;
+* if JOBU = 'S', U contains the first min(m,n) columns of U
+* (the left singular vectors, stored columnwise);
+* if JOBU = 'N' or 'O', U is not referenced.
+*
+* LDU (input) INTEGER
+* The leading dimension of the array U. LDU >= 1; if
+* JOBU = 'S' or 'A', LDU >= M.
+*
+* VT (output) COMPLEX*16 array, dimension (LDVT,N)
+* If JOBVT = 'A', VT contains the N-by-N unitary matrix
+* V**H;
+* if JOBVT = 'S', VT contains the first min(m,n) rows of
+* V**H (the right singular vectors, stored rowwise);
+* if JOBVT = 'N' or 'O', VT is not referenced.
+*
+* LDVT (input) INTEGER
+* The leading dimension of the array VT. LDVT >= 1; if
+* JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,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*MIN(M,N)+MAX(M,N)).
+* For good performance, LWORK should generally be larger.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (5*min(M,N))
+* On exit, if INFO > 0, RWORK(1:MIN(M,N)-1) contains the
+* unconverged superdiagonal elements of an upper bidiagonal
+* matrix B whose diagonal is in S (not necessarily sorted).
+* B satisfies A = U * B * VT, so it has the same singular
+* values as A, and singular vectors related by U and VT.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if ZBDSQR did not converge, INFO specifies how many
+* superdiagonals of an intermediate bidiagonal form B
+* did not converge to zero. See the description of RWORK
+* above for details.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
+ $ CONE = ( 1.0D0, 0.0D0 ) )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WNTUA, WNTUAS, WNTUN, WNTUO, WNTUS,
+ $ WNTVA, WNTVAS, WNTVN, WNTVO, WNTVS
+ INTEGER BLK, CHUNK, I, IE, IERR, IR, IRWORK, ISCL,
+ $ ITAU, ITAUP, ITAUQ, IU, IWORK, LDWRKR, LDWRKU,
+ $ MAXWRK, MINMN, MINWRK, MNTHR, NCU, NCVT, NRU,
+ $ NRVT, WRKBL
+ DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION DUM( 1 )
+ COMPLEX*16 CDUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASCL, XERBLA, ZBDSQR, ZGEBRD, ZGELQF, ZGEMM,
+ $ ZGEQRF, ZLACPY, ZLASCL, ZLASET, ZUNGBR, ZUNGLQ,
+ $ ZUNGQR, ZUNMBR
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ MINMN = MIN( M, N )
+ WNTUA = LSAME( JOBU, 'A' )
+ WNTUS = LSAME( JOBU, 'S' )
+ WNTUAS = WNTUA .OR. WNTUS
+ WNTUO = LSAME( JOBU, 'O' )
+ WNTUN = LSAME( JOBU, 'N' )
+ WNTVA = LSAME( JOBVT, 'A' )
+ WNTVS = LSAME( JOBVT, 'S' )
+ WNTVAS = WNTVA .OR. WNTVS
+ WNTVO = LSAME( JOBVT, 'O' )
+ WNTVN = LSAME( JOBVT, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( .NOT.( WNTUA .OR. WNTUS .OR. WNTUO .OR. WNTUN ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.( WNTVA .OR. WNTVS .OR. WNTVO .OR. WNTVN ) .OR.
+ $ ( WNTVO .AND. WNTUO ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LDU.LT.1 .OR. ( WNTUAS .AND. LDU.LT.M ) ) THEN
+ INFO = -9
+ ELSE IF( LDVT.LT.1 .OR. ( WNTVA .AND. LDVT.LT.N ) .OR.
+ $ ( WNTVS .AND. LDVT.LT.MINMN ) ) THEN
+ INFO = -11
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* CWorkspace refers to complex workspace, and RWorkspace to
+* real workspace. NB refers to the optimal block size for the
+* immediately following subroutine, as returned by ILAENV.)
+*
+ IF( INFO.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ IF( M.GE.N .AND. MINMN.GT.0 ) THEN
+*
+* Space needed for ZBDSQR is BDSPAC = 5*N
+*
+ MNTHR = ILAENV( 6, 'ZGESVD', JOBU // JOBVT, M, N, 0, 0 )
+ IF( M.GE.MNTHR ) THEN
+ IF( WNTUN ) THEN
+*
+* Path 1 (M much larger than N, JOBU='N')
+*
+ MAXWRK = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1,
+ $ -1 )
+ MAXWRK = MAX( MAXWRK, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ IF( WNTVO .OR. WNTVAS )
+ $ MAXWRK = MAX( MAXWRK, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MINWRK = 3*N
+ ELSE IF( WNTUO .AND. WNTVN ) THEN
+*
+* Path 2 (M much larger than N, JOBU='O', JOBVT='N')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ MAXWRK = MAX( N*N+WRKBL, N*N+M*N )
+ MINWRK = 2*N + M
+ ELSE IF( WNTUO .AND. WNTVAS ) THEN
+*
+* Path 3 (M much larger than N, JOBU='O', JOBVT='S' or
+* 'A')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = MAX( N*N+WRKBL, N*N+M*N )
+ MINWRK = 2*N + M
+ ELSE IF( WNTUS .AND. WNTVN ) THEN
+*
+* Path 4 (M much larger than N, JOBU='S', JOBVT='N')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ MAXWRK = N*N + WRKBL
+ MINWRK = 2*N + M
+ ELSE IF( WNTUS .AND. WNTVO ) THEN
+*
+* Path 5 (M much larger than N, JOBU='S', JOBVT='O')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = 2*N*N + WRKBL
+ MINWRK = 2*N + M
+ ELSE IF( WNTUS .AND. WNTVAS ) THEN
+*
+* Path 6 (M much larger than N, JOBU='S', JOBVT='S' or
+* 'A')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = N*N + WRKBL
+ MINWRK = 2*N + M
+ ELSE IF( WNTUA .AND. WNTVN ) THEN
+*
+* Path 7 (M much larger than N, JOBU='A', JOBVT='N')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ M, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ MAXWRK = N*N + WRKBL
+ MINWRK = 2*N + M
+ ELSE IF( WNTUA .AND. WNTVO ) THEN
+*
+* Path 8 (M much larger than N, JOBU='A', JOBVT='O')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ M, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = 2*N*N + WRKBL
+ MINWRK = 2*N + M
+ ELSE IF( WNTUA .AND. WNTVAS ) THEN
+*
+* Path 9 (M much larger than N, JOBU='A', JOBVT='S' or
+* 'A')
+*
+ WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'ZUNGQR', ' ', M,
+ $ M, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+2*N*
+ $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', N, N, N, -1 ) )
+ WRKBL = MAX( WRKBL, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = N*N + WRKBL
+ MINWRK = 2*N + M
+ END IF
+ ELSE
+*
+* Path 10 (M at least N, but not much larger)
+*
+ MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
+ $ -1, -1 )
+ IF( WNTUS .OR. WNTUO )
+ $ MAXWRK = MAX( MAXWRK, 2*N+N*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, N, N, -1 ) )
+ IF( WNTUA )
+ $ MAXWRK = MAX( MAXWRK, 2*N+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
+ IF( .NOT.WNTVN )
+ $ MAXWRK = MAX( MAXWRK, 2*N+( N-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
+ MINWRK = 2*N + M
+ END IF
+ ELSE IF( MINMN.GT.0 ) THEN
+*
+* Space needed for ZBDSQR is BDSPAC = 5*M
+*
+ MNTHR = ILAENV( 6, 'ZGESVD', JOBU // JOBVT, M, N, 0, 0 )
+ IF( N.GE.MNTHR ) THEN
+ IF( WNTVN ) THEN
+*
+* Path 1t(N much larger than M, JOBVT='N')
+*
+ MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
+ $ -1 )
+ MAXWRK = MAX( MAXWRK, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ IF( WNTUO .OR. WNTUAS )
+ $ MAXWRK = MAX( MAXWRK, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MINWRK = 3*M
+ ELSE IF( WNTVO .AND. WNTUN ) THEN
+*
+* Path 2t(N much larger than M, JOBU='N', JOBVT='O')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ MAXWRK = MAX( M*M+WRKBL, M*M+M*N )
+ MINWRK = 2*M + N
+ ELSE IF( WNTVO .AND. WNTUAS ) THEN
+*
+* Path 3t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='O')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = MAX( M*M+WRKBL, M*M+M*N )
+ MINWRK = 2*M + N
+ ELSE IF( WNTVS .AND. WNTUN ) THEN
+*
+* Path 4t(N much larger than M, JOBU='N', JOBVT='S')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ MAXWRK = M*M + WRKBL
+ MINWRK = 2*M + N
+ ELSE IF( WNTVS .AND. WNTUO ) THEN
+*
+* Path 5t(N much larger than M, JOBU='O', JOBVT='S')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = 2*M*M + WRKBL
+ MINWRK = 2*M + N
+ ELSE IF( WNTVS .AND. WNTUAS ) THEN
+*
+* Path 6t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='S')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = M*M + WRKBL
+ MINWRK = 2*M + N
+ ELSE IF( WNTVA .AND. WNTUN ) THEN
+*
+* Path 7t(N much larger than M, JOBU='N', JOBVT='A')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'ZUNGLQ', ' ', N,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ MAXWRK = M*M + WRKBL
+ MINWRK = 2*M + N
+ ELSE IF( WNTVA .AND. WNTUO ) THEN
+*
+* Path 8t(N much larger than M, JOBU='O', JOBVT='A')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'ZUNGLQ', ' ', N,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = 2*M*M + WRKBL
+ MINWRK = 2*M + N
+ ELSE IF( WNTVA .AND. WNTUAS ) THEN
+*
+* Path 9t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='A')
+*
+ WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
+ WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'ZUNGLQ', ' ', N,
+ $ N, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+2*M*
+ $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, M, M, -1 ) )
+ WRKBL = MAX( WRKBL, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MAXWRK = M*M + WRKBL
+ MINWRK = 2*M + N
+ END IF
+ ELSE
+*
+* Path 10t(N greater than M, but not much larger)
+*
+ MAXWRK = 2*M + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
+ $ -1, -1 )
+ IF( WNTVS .OR. WNTVO )
+ $ MAXWRK = MAX( MAXWRK, 2*M+M*
+ $ ILAENV( 1, 'ZUNGBR', 'P', M, N, M, -1 ) )
+ IF( WNTVA )
+ $ MAXWRK = MAX( MAXWRK, 2*M+N*
+ $ ILAENV( 1, 'ZUNGBR', 'P', N, N, M, -1 ) )
+ IF( .NOT.WNTUN )
+ $ MAXWRK = MAX( MAXWRK, 2*M+( M-1 )*
+ $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, M, -1 ) )
+ MINWRK = 2*M + N
+ END IF
+ END IF
+ MAXWRK = MAX( MAXWRK, MINWRK )
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGESVD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', M, N, A, LDA, DUM )
+ ISCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ISCL = 1
+ CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ISCL = 1
+ CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
+ END IF
+*
+ IF( M.GE.N ) THEN
+*
+* A has at least as many rows as columns. If A has sufficiently
+* more rows than columns, first reduce using the QR
+* decomposition (if sufficient workspace available)
+*
+ IF( M.GE.MNTHR ) THEN
+*
+ IF( WNTUN ) THEN
+*
+* Path 1 (M much larger than N, JOBU='N')
+* No left singular vectors to be computed
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: need 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Zero out below R
+*
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
+ $ LDA )
+ IE = 1
+ ITAUQ = 1
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in A
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ NCVT = 0
+ IF( WNTVO .OR. WNTVAS ) THEN
+*
+* If right singular vectors desired, generate P'.
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ NCVT = N
+ END IF
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in A if desired
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, NCVT, 0, 0, S, RWORK( IE ), A, LDA,
+ $ CDUM, 1, CDUM, 1, RWORK( IRWORK ), INFO )
+*
+* If right singular vectors desired in VT, copy them there
+*
+ IF( WNTVAS )
+ $ CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
+*
+ ELSE IF( WNTUO .AND. WNTVN ) THEN
+*
+* Path 2 (M much larger than N, JOBU='O', JOBVT='N')
+* N left singular vectors to be overwritten on A and
+* no right singular vectors to be computed
+*
+ IF( LWORK.GE.N*N+3*N ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N )+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N, WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N )+N*N ) THEN
+*
+* WORK(IU) is LDA by N, WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is LDWRKU by N, WORK(IR) is N by N
+*
+ LDWRKU = ( LWORK-N*N ) / N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IR) and zero out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IR+1 ), LDWRKR )
+*
+* Generate Q in A
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing R
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* (RWorkspace: need 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR)
+* (CWorkspace: need N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, 0, N, 0, S, RWORK( IE ), CDUM, 1,
+ $ WORK( IR ), LDWRKR, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+ IU = ITAUQ
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IR), storing result in WORK(IU) and copying to A
+* (CWorkspace: need N*N+N, prefer N*N+M*N)
+* (RWorkspace: 0)
+*
+ DO 10 I = 1, M, LDWRKU
+ CHUNK = MIN( M-I+1, LDWRKU )
+ CALL ZGEMM( 'N', 'N', CHUNK, N, N, CONE, A( I, 1 ),
+ $ LDA, WORK( IR ), LDWRKR, CZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
+ $ A( I, 1 ), LDA )
+ 10 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ IE = 1
+ ITAUQ = 1
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize A
+* (CWorkspace: need 2*N+M, prefer 2*N+(M+N)*NB)
+* (RWorkspace: N)
+*
+ CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing A
+* (CWorkspace: need 3*N, prefer 2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A
+* (CWorkspace: need 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, 0, M, 0, S, RWORK( IE ), CDUM, 1,
+ $ A, LDA, CDUM, 1, RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUO .AND. WNTVAS ) THEN
+*
+* Path 3 (M much larger than N, JOBU='O', JOBVT='S' or 'A')
+* N left singular vectors to be overwritten on A and
+* N right singular vectors to be computed in VT
+*
+ IF( LWORK.GE.N*N+3*N ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N )+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N )+N*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is LDWRKU by N and WORK(IR) is N by N
+*
+ LDWRKU = ( LWORK-N*N ) / N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to VT, zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ VT( 2, 1 ), LDVT )
+*
+* Generate Q in A
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT, copying result to WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, VT, LDVT, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', N, N, VT, LDVT, WORK( IR ), LDWRKR )
+*
+* Generate left vectors bidiagonalizing R in WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing R in VT
+* (CWorkspace: need N*N+3*N-1, prefer N*N+2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR) and computing right
+* singular vectors of R in VT
+* (CWorkspace: need N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, N, 0, S, RWORK( IE ), VT,
+ $ LDVT, WORK( IR ), LDWRKR, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+ IU = ITAUQ
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IR), storing result in WORK(IU) and copying to A
+* (CWorkspace: need N*N+N, prefer N*N+M*N)
+* (RWorkspace: 0)
+*
+ DO 20 I = 1, M, LDWRKU
+ CHUNK = MIN( M-I+1, LDWRKU )
+ CALL ZGEMM( 'N', 'N', CHUNK, N, N, CONE, A( I, 1 ),
+ $ LDA, WORK( IR ), LDWRKR, CZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
+ $ A( I, 1 ), LDA )
+ 20 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to VT, zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ VT( 2, 1 ), LDVT )
+*
+* Generate Q in A
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: N)
+*
+ CALL ZGEBRD( N, N, VT, LDVT, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in A by left vectors bidiagonalizing R
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
+ $ WORK( ITAUQ ), A, LDA, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing R in VT
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, A, LDA, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUS ) THEN
+*
+ IF( WNTVN ) THEN
+*
+* Path 4 (M much larger than N, JOBU='S', JOBVT='N')
+* N left singular vectors to be computed in U and
+* no right singular vectors to be computed
+*
+ IF( LWORK.GE.N*N+3*N ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IR) is LDA by N
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is N by N
+*
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IR), zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IR+1 ), LDWRKR )
+*
+* Generate Q in A
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing R in WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR)
+* (CWorkspace: need N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, 0, N, 0, S, RWORK( IE ), CDUM,
+ $ 1, WORK( IR ), LDWRKR, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IR), storing result in U
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, N, CONE, A, LDA,
+ $ WORK( IR ), LDWRKR, CZERO, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ A( 2, 1 ), LDA )
+*
+* Bidiagonalize R in A
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left vectors bidiagonalizing R
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, 0, M, 0, S, RWORK( IE ), CDUM,
+ $ 1, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVO ) THEN
+*
+* Path 5 (M much larger than N, JOBU='S', JOBVT='O')
+* N left singular vectors to be computed in U and
+* N right singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*N*N+3*N ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+N )*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is N by N and WORK(IR) is N by N
+*
+ LDWRKU = N
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need 2*N*N+2*N, prefer 2*N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IU+1 ), LDWRKU )
+*
+* Generate Q in A
+* (CWorkspace: need 2*N*N+2*N, prefer 2*N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to
+* WORK(IR)
+* (CWorkspace: need 2*N*N+3*N,
+* prefer 2*N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', N, N, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need 2*N*N+3*N, prefer 2*N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in WORK(IR)
+* (CWorkspace: need 2*N*N+3*N-1,
+* prefer 2*N*N+2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in WORK(IR)
+* (CWorkspace: need 2*N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, N, 0, S, RWORK( IE ),
+ $ WORK( IR ), LDWRKR, WORK( IU ),
+ $ LDWRKU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IU), storing result in U
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, N, CONE, A, LDA,
+ $ WORK( IU ), LDWRKU, CZERO, U, LDU )
+*
+* Copy right singular vectors of R to A
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZLACPY( 'F', N, N, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ A( 2, 1 ), LDA )
+*
+* Bidiagonalize R in A
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left vectors bidiagonalizing R
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing R in A
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in A
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, M, 0, S, RWORK( IE ), A,
+ $ LDA, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVAS ) THEN
+*
+* Path 6 (M much larger than N, JOBU='S', JOBVT='S'
+* or 'A')
+* N left singular vectors to be computed in U and
+* N right singular vectors to be computed in VT
+*
+ IF( LWORK.GE.N*N+3*N ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is N by N
+*
+ LDWRKU = N
+ END IF
+ ITAU = IU + LDWRKU*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IU+1 ), LDWRKU )
+*
+* Generate Q in A
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to VT
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT,
+ $ LDVT )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (CWorkspace: need N*N+3*N-1,
+* prefer N*N+2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in VT
+* (CWorkspace: need N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, N, 0, S, RWORK( IE ), VT,
+ $ LDVT, WORK( IU ), LDWRKU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply Q in A by left singular vectors of R in
+* WORK(IU), storing result in U
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, N, CONE, A, LDA,
+ $ WORK( IU ), LDWRKU, CZERO, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, N, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to VT, zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ VT( 2, 1 ), LDVT )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, VT, LDVT, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in VT
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ END IF
+*
+ ELSE IF( WNTUA ) THEN
+*
+ IF( WNTVN ) THEN
+*
+* Path 7 (M much larger than N, JOBU='A', JOBVT='N')
+* M left singular vectors to be computed in U and
+* no right singular vectors to be computed
+*
+ IF( LWORK.GE.N*N+MAX( N+M, 3*N ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IR) is LDA by N
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is N by N
+*
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Copy R to WORK(IR), zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IR+1 ), LDWRKR )
+*
+* Generate Q in U
+* (CWorkspace: need N*N+N+M, prefer N*N+N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in WORK(IR)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IR)
+* (CWorkspace: need N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, 0, N, 0, S, RWORK( IE ), CDUM,
+ $ 1, WORK( IR ), LDWRKR, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply Q in U by left singular vectors of R in
+* WORK(IR), storing result in A
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, N, CONE, U, LDU,
+ $ WORK( IR ), LDWRKR, CZERO, A, LDA )
+*
+* Copy left singular vectors of A from A to U
+*
+ CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need N+M, prefer N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ A( 2, 1 ), LDA )
+*
+* Bidiagonalize R in A
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in A
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, 0, M, 0, S, RWORK( IE ), CDUM,
+ $ 1, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVO ) THEN
+*
+* Path 8 (M much larger than N, JOBU='A', JOBVT='O')
+* M left singular vectors to be computed in U and
+* N right singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*N*N+MAX( N+M, 3*N ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+N )*N ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is N by N
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ ELSE
+*
+* WORK(IU) is N by N and WORK(IR) is N by N
+*
+ LDWRKU = N
+ IR = IU + LDWRKU*N
+ LDWRKR = N
+ END IF
+ ITAU = IR + LDWRKR*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N*N+2*N, prefer 2*N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need 2*N*N+N+M, prefer 2*N*N+N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IU+1 ), LDWRKU )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to
+* WORK(IR)
+* (CWorkspace: need 2*N*N+3*N,
+* prefer 2*N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', N, N, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need 2*N*N+3*N, prefer 2*N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in WORK(IR)
+* (CWorkspace: need 2*N*N+3*N-1,
+* prefer 2*N*N+2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in WORK(IR)
+* (CWorkspace: need 2*N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, N, 0, S, RWORK( IE ),
+ $ WORK( IR ), LDWRKR, WORK( IU ),
+ $ LDWRKU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+* Multiply Q in U by left singular vectors of R in
+* WORK(IU), storing result in A
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, N, CONE, U, LDU,
+ $ WORK( IU ), LDWRKU, CZERO, A, LDA )
+*
+* Copy left singular vectors of A from A to U
+*
+ CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
+*
+* Copy right singular vectors of R from WORK(IR) to A
+*
+ CALL ZLACPY( 'F', N, N, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need N+M, prefer N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Zero out below R in A
+*
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ A( 2, 1 ), LDA )
+*
+* Bidiagonalize R in A
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in A
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in A
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in A
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, M, 0, S, RWORK( IE ), A,
+ $ LDA, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVAS ) THEN
+*
+* Path 9 (M much larger than N, JOBU='A', JOBVT='S'
+* or 'A')
+* M left singular vectors to be computed in U and
+* N right singular vectors to be computed in VT
+*
+ IF( LWORK.GE.N*N+MAX( N+M, 3*N ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*N ) THEN
+*
+* WORK(IU) is LDA by N
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is N by N
+*
+ LDWRKU = N
+ END IF
+ ITAU = IU + LDWRKU*N
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need N*N+N+M, prefer N*N+N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R to WORK(IU), zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ WORK( IU+1 ), LDWRKU )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in WORK(IU), copying result to VT
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT,
+ $ LDVT )
+*
+* Generate left bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (CWorkspace: need N*N+3*N-1,
+* prefer N*N+2*N+(N-1)*NB)
+* (RWorkspace: need 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of R in WORK(IU) and computing
+* right singular vectors of R in VT
+* (CWorkspace: need N*N)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, N, 0, S, RWORK( IE ), VT,
+ $ LDVT, WORK( IU ), LDWRKU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply Q in U by left singular vectors of R in
+* WORK(IU), storing result in A
+* (CWorkspace: need N*N)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, N, CONE, U, LDU,
+ $ WORK( IU ), LDWRKU, CZERO, A, LDA )
+*
+* Copy left singular vectors of A from A to U
+*
+ CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R, copying result to U
+* (CWorkspace: need 2*N, prefer N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+*
+* Generate Q in U
+* (CWorkspace: need N+M, prefer N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy R from A to VT, zeroing out below it
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ IF( N.GT.1 )
+ $ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO,
+ $ VT( 2, 1 ), LDVT )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in VT
+* (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( N, N, VT, LDVT, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply Q in U by left bidiagonalizing vectors
+* in VT
+* (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
+ $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in VT
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + N
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ END IF
+*
+ END IF
+*
+ ELSE
+*
+* M .LT. MNTHR
+*
+* Path 10 (M at least N, but not much larger)
+* Reduce to bidiagonal form without QR decomposition
+*
+ IE = 1
+ ITAUQ = 1
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize A
+* (CWorkspace: need 2*N+M, prefer 2*N+(M+N)*NB)
+* (RWorkspace: need N)
+*
+ CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ IF( WNTUAS ) THEN
+*
+* If left singular vectors desired in U, copy result to U
+* and generate left bidiagonalizing vectors in U
+* (CWorkspace: need 2*N+NCU, prefer 2*N+NCU*NB)
+* (RWorkspace: 0)
+*
+ CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
+ IF( WNTUS )
+ $ NCU = N
+ IF( WNTUA )
+ $ NCU = M
+ CALL ZUNGBR( 'Q', M, NCU, N, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVAS ) THEN
+*
+* If right singular vectors desired in VT, copy result to
+* VT and generate right bidiagonalizing vectors in VT
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
+ CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTUO ) THEN
+*
+* If left singular vectors desired in A, generate left
+* bidiagonalizing vectors in A
+* (CWorkspace: need 3*N, prefer 2*N+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVO ) THEN
+*
+* If right singular vectors desired in A, generate right
+* bidiagonalizing vectors in A
+* (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IRWORK = IE + N
+ IF( WNTUAS .OR. WNTUO )
+ $ NRU = M
+ IF( WNTUN )
+ $ NRU = 0
+ IF( WNTVAS .OR. WNTVO )
+ $ NCVT = N
+ IF( WNTVN )
+ $ NCVT = 0
+ IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, NCVT, NRU, 0, S, RWORK( IE ), VT,
+ $ LDVT, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+ ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in A
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, NCVT, NRU, 0, S, RWORK( IE ), A,
+ $ LDA, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+ ELSE
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in A and computing right singular
+* vectors in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', N, NCVT, NRU, 0, S, RWORK( IE ), VT,
+ $ LDVT, A, LDA, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+ END IF
+*
+ END IF
+*
+ ELSE
+*
+* A has more columns than rows. If A has sufficiently more
+* columns than rows, first reduce using the LQ decomposition (if
+* sufficient workspace available)
+*
+ IF( N.GE.MNTHR ) THEN
+*
+ IF( WNTVN ) THEN
+*
+* Path 1t(N much larger than M, JOBVT='N')
+* No right singular vectors to be computed
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Zero out above L
+*
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
+ $ LDA )
+ IE = 1
+ ITAUQ = 1
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in A
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ IF( WNTUO .OR. WNTUAS ) THEN
+*
+* If left singular vectors desired, generate Q
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IRWORK = IE + M
+ NRU = 0
+ IF( WNTUO .OR. WNTUAS )
+ $ NRU = M
+*
+* Perform bidiagonal QR iteration, computing left singular
+* vectors of A in A if desired
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, 0, NRU, 0, S, RWORK( IE ), CDUM, 1,
+ $ A, LDA, CDUM, 1, RWORK( IRWORK ), INFO )
+*
+* If left singular vectors desired in U, copy them there
+*
+ IF( WNTUAS )
+ $ CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
+*
+ ELSE IF( WNTVO .AND. WNTUN ) THEN
+*
+* Path 2t(N much larger than M, JOBU='N', JOBVT='O')
+* M right singular vectors to be overwritten on A and
+* no left singular vectors to be computed
+*
+ IF( LWORK.GE.M*M+3*M ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N )+LDA*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N )+M*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by CHUNK and WORK(IR) is M by M
+*
+ LDWRKU = M
+ CHUNK = ( LWORK-M*M ) / M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IR) and zero out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IR ), LDWRKR )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IR+LDWRKR ), LDWRKR )
+*
+* Generate Q in A
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IR)
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IR ), LDWRKR, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing L
+* (CWorkspace: need M*M+3*M-1, prefer M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of L in WORK(IR)
+* (CWorkspace: need M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, 0, 0, S, RWORK( IE ),
+ $ WORK( IR ), LDWRKR, CDUM, 1, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+ IU = ITAUQ
+*
+* Multiply right singular vectors of L in WORK(IR) by Q
+* in A, storing result in WORK(IU) and copying to A
+* (CWorkspace: need M*M+M, prefer M*M+M*N)
+* (RWorkspace: 0)
+*
+ DO 30 I = 1, N, CHUNK
+ BLK = MIN( N-I+1, CHUNK )
+ CALL ZGEMM( 'N', 'N', M, BLK, M, CONE, WORK( IR ),
+ $ LDWRKR, A( 1, I ), LDA, CZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL ZLACPY( 'F', M, BLK, WORK( IU ), LDWRKU,
+ $ A( 1, I ), LDA )
+ 30 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ IE = 1
+ ITAUQ = 1
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize A
+* (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing A
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in A
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'L', M, N, 0, 0, S, RWORK( IE ), A, LDA,
+ $ CDUM, 1, CDUM, 1, RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVO .AND. WNTUAS ) THEN
+*
+* Path 3t(N much larger than M, JOBU='S' or 'A', JOBVT='O')
+* M right singular vectors to be overwritten on A and
+* M left singular vectors to be computed in U
+*
+ IF( LWORK.GE.M*M+3*M ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.MAX( WRKBL, LDA*N )+LDA*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N )+M*M ) THEN
+*
+* WORK(IU) is LDA by N and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ CHUNK = N
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by CHUNK and WORK(IR) is M by M
+*
+ LDWRKU = M
+ CHUNK = ( LWORK-M*M ) / M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing about above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, U( 1, 2 ),
+ $ LDU )
+*
+* Generate Q in A
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U, copying result to WORK(IR)
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, U, LDU, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, M, U, LDU, WORK( IR ), LDWRKR )
+*
+* Generate right vectors bidiagonalizing L in WORK(IR)
+* (CWorkspace: need M*M+3*M-1, prefer M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing L in U
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in U, and computing right
+* singular vectors of L in WORK(IR)
+* (CWorkspace: need M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, M, 0, S, RWORK( IE ),
+ $ WORK( IR ), LDWRKR, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+ IU = ITAUQ
+*
+* Multiply right singular vectors of L in WORK(IR) by Q
+* in A, storing result in WORK(IU) and copying to A
+* (CWorkspace: need M*M+M, prefer M*M+M*N))
+* (RWorkspace: 0)
+*
+ DO 40 I = 1, N, CHUNK
+ BLK = MIN( N-I+1, CHUNK )
+ CALL ZGEMM( 'N', 'N', M, BLK, M, CONE, WORK( IR ),
+ $ LDWRKR, A( 1, I ), LDA, CZERO,
+ $ WORK( IU ), LDWRKU )
+ CALL ZLACPY( 'F', M, BLK, WORK( IU ), LDWRKU,
+ $ A( 1, I ), LDA )
+ 40 CONTINUE
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, U( 1, 2 ),
+ $ LDU )
+*
+* Generate Q in A
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, U, LDU, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right vectors bidiagonalizing L by Q in A
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, U, LDU,
+ $ WORK( ITAUP ), A, LDA, WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left vectors bidiagonalizing L in U
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in A
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, M, 0, S, RWORK( IE ), A, LDA,
+ $ U, LDU, CDUM, 1, RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTVS ) THEN
+*
+ IF( WNTUN ) THEN
+*
+* Path 4t(N much larger than M, JOBU='N', JOBVT='S')
+* M right singular vectors to be computed in VT and
+* no left singular vectors to be computed
+*
+ IF( LWORK.GE.M*M+3*M ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IR) is LDA by M
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is M by M
+*
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IR), zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IR+LDWRKR ), LDWRKR )
+*
+* Generate Q in A
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IR)
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IR ), LDWRKR, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right vectors bidiagonalizing L in
+* WORK(IR)
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of L in WORK(IR)
+* (CWorkspace: need M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, 0, 0, S, RWORK( IE ),
+ $ WORK( IR ), LDWRKR, CDUM, 1, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IR) by
+* Q in A, storing result in VT
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IR ),
+ $ LDWRKR, A, LDA, CZERO, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy result to VT
+*
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ A( 1, 2 ), LDA )
+*
+* Bidiagonalize L in A
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right vectors bidiagonalizing L by Q in VT
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, 0, 0, S, RWORK( IE ), VT,
+ $ LDVT, CDUM, 1, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUO ) THEN
+*
+* Path 5t(N much larger than M, JOBU='O', JOBVT='S')
+* M right singular vectors to be computed in VT and
+* M left singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*M*M+3*M ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+M )*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by M and WORK(IR) is M by M
+*
+ LDWRKU = M
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need 2*M*M+2*M, prefer 2*M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out below it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+*
+* Generate Q in A
+* (CWorkspace: need 2*M*M+2*M, prefer 2*M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to
+* WORK(IR)
+* (CWorkspace: need 2*M*M+3*M,
+* prefer 2*M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, M, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need 2*M*M+3*M-1,
+* prefer 2*M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in WORK(IR)
+* (CWorkspace: need 2*M*M+3*M, prefer 2*M*M+2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in WORK(IR) and computing
+* right singular vectors of L in WORK(IU)
+* (CWorkspace: need 2*M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, M, 0, S, RWORK( IE ),
+ $ WORK( IU ), LDWRKU, WORK( IR ),
+ $ LDWRKR, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in A, storing result in VT
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IU ),
+ $ LDWRKU, A, LDA, CZERO, VT, LDVT )
+*
+* Copy left singular vectors of L to A
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZLACPY( 'F', M, M, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ A( 1, 2 ), LDA )
+*
+* Bidiagonalize L in A
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right vectors bidiagonalizing L by Q in VT
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors of L in A
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, A, LDA, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUAS ) THEN
+*
+* Path 6t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='S')
+* M right singular vectors to be computed in VT and
+* M left singular vectors to be computed in U
+*
+ IF( LWORK.GE.M*M+3*M ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IU) is LDA by N
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is LDA by M
+*
+ LDWRKU = M
+ END IF
+ ITAU = IU + LDWRKU*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+*
+* Generate Q in A
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to U
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, M, WORK( IU ), LDWRKU, U,
+ $ LDU )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need M*M+3*M-1,
+* prefer M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in U and computing right
+* singular vectors of L in WORK(IU)
+* (CWorkspace: need M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, M, 0, S, RWORK( IE ),
+ $ WORK( IU ), LDWRKU, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in A, storing result in VT
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IU ),
+ $ LDWRKU, A, LDA, CZERO, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ U( 1, 2 ), LDU )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, U, LDU, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in U by Q
+* in VT
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, U, LDU,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ END IF
+*
+ ELSE IF( WNTVA ) THEN
+*
+ IF( WNTUN ) THEN
+*
+* Path 7t(N much larger than M, JOBU='N', JOBVT='A')
+* N right singular vectors to be computed in VT and
+* no left singular vectors to be computed
+*
+ IF( LWORK.GE.M*M+MAX( N+M, 3*M ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IR = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IR) is LDA by M
+*
+ LDWRKR = LDA
+ ELSE
+*
+* WORK(IR) is M by M
+*
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Copy L to WORK(IR), zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IR ),
+ $ LDWRKR )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IR+LDWRKR ), LDWRKR )
+*
+* Generate Q in VT
+* (CWorkspace: need M*M+M+N, prefer M*M+M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IR)
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IR ), LDWRKR, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate right bidiagonalizing vectors in WORK(IR)
+* (CWorkspace: need M*M+3*M-1,
+* prefer M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of L in WORK(IR)
+* (CWorkspace: need M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, 0, 0, S, RWORK( IE ),
+ $ WORK( IR ), LDWRKR, CDUM, 1, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IR) by
+* Q in VT, storing result in A
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IR ),
+ $ LDWRKR, VT, LDVT, CZERO, A, LDA )
+*
+* Copy right singular vectors of A from A to VT
+*
+ CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need M+N, prefer M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ A( 1, 2 ), LDA )
+*
+* Bidiagonalize L in A
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in A by Q
+* in VT
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, 0, 0, S, RWORK( IE ), VT,
+ $ LDVT, CDUM, 1, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUO ) THEN
+*
+* Path 8t(N much larger than M, JOBU='O', JOBVT='A')
+* N right singular vectors to be computed in VT and
+* M left singular vectors to be overwritten on A
+*
+ IF( LWORK.GE.2*M*M+MAX( N+M, 3*M ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+2*LDA*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is LDA by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = LDA
+ ELSE IF( LWORK.GE.WRKBL+( LDA+M )*M ) THEN
+*
+* WORK(IU) is LDA by M and WORK(IR) is M by M
+*
+ LDWRKU = LDA
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ ELSE
+*
+* WORK(IU) is M by M and WORK(IR) is M by M
+*
+ LDWRKU = M
+ IR = IU + LDWRKU*M
+ LDWRKR = M
+ END IF
+ ITAU = IR + LDWRKR*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need 2*M*M+2*M, prefer 2*M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need 2*M*M+M+N, prefer 2*M*M+M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to
+* WORK(IR)
+* (CWorkspace: need 2*M*M+3*M,
+* prefer 2*M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, M, WORK( IU ), LDWRKU,
+ $ WORK( IR ), LDWRKR )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need 2*M*M+3*M-1,
+* prefer 2*M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in WORK(IR)
+* (CWorkspace: need 2*M*M+3*M, prefer 2*M*M+2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, WORK( IR ), LDWRKR,
+ $ WORK( ITAUQ ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in WORK(IR) and computing
+* right singular vectors of L in WORK(IU)
+* (CWorkspace: need 2*M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, M, 0, S, RWORK( IE ),
+ $ WORK( IU ), LDWRKU, WORK( IR ),
+ $ LDWRKR, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in VT, storing result in A
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IU ),
+ $ LDWRKU, VT, LDVT, CZERO, A, LDA )
+*
+* Copy right singular vectors of A from A to VT
+*
+ CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
+*
+* Copy left singular vectors of A from WORK(IR) to A
+*
+ CALL ZLACPY( 'F', M, M, WORK( IR ), LDWRKR, A,
+ $ LDA )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need M+N, prefer M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Zero out above L in A
+*
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ A( 1, 2 ), LDA )
+*
+* Bidiagonalize L in A
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in A by Q
+* in VT
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, A, LDA,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in A
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in A and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, A, LDA, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ ELSE IF( WNTUAS ) THEN
+*
+* Path 9t(N much larger than M, JOBU='S' or 'A',
+* JOBVT='A')
+* N right singular vectors to be computed in VT and
+* M left singular vectors to be computed in U
+*
+ IF( LWORK.GE.M*M+MAX( N+M, 3*M ) ) THEN
+*
+* Sufficient workspace for a fast algorithm
+*
+ IU = 1
+ IF( LWORK.GE.WRKBL+LDA*M ) THEN
+*
+* WORK(IU) is LDA by M
+*
+ LDWRKU = LDA
+ ELSE
+*
+* WORK(IU) is M by M
+*
+ LDWRKU = M
+ END IF
+ ITAU = IU + LDWRKU*M
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need M*M+M+N, prefer M*M+M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to WORK(IU), zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, WORK( IU ),
+ $ LDWRKU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ WORK( IU+LDWRKU ), LDWRKU )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IU), copying result to U
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, WORK( IU ), LDWRKU, S,
+ $ RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'L', M, M, WORK( IU ), LDWRKU, U,
+ $ LDU )
+*
+* Generate right bidiagonalizing vectors in WORK(IU)
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
+ $ WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of L in U and computing right
+* singular vectors of L in WORK(IU)
+* (CWorkspace: need M*M)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, M, M, 0, S, RWORK( IE ),
+ $ WORK( IU ), LDWRKU, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+* Multiply right singular vectors of L in WORK(IU) by
+* Q in VT, storing result in A
+* (CWorkspace: need M*M)
+* (RWorkspace: 0)
+*
+ CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IU ),
+ $ LDWRKU, VT, LDVT, CZERO, A, LDA )
+*
+* Copy right singular vectors of A from A to VT
+*
+ CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
+*
+ ELSE
+*
+* Insufficient workspace for a fast algorithm
+*
+ ITAU = 1
+ IWORK = ITAU + M
+*
+* Compute A=L*Q, copying result to VT
+* (CWorkspace: need 2*M, prefer M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZGELQF( M, N, A, LDA, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+*
+* Generate Q in VT
+* (CWorkspace: need M+N, prefer M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Copy L to U, zeroing out above it
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
+ $ U( 1, 2 ), LDU )
+ IE = 1
+ ITAUQ = ITAU
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in U
+* (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
+* (RWorkspace: need M)
+*
+ CALL ZGEBRD( M, M, U, LDU, S, RWORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Multiply right bidiagonalizing vectors in U by Q
+* in VT
+* (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNMBR( 'P', 'L', 'C', M, N, M, U, LDU,
+ $ WORK( ITAUP ), VT, LDVT,
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+*
+* Generate left bidiagonalizing vectors in U
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ IRWORK = IE + M
+*
+* Perform bidiagonal QR iteration, computing left
+* singular vectors of A in U and computing right
+* singular vectors of A in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'U', M, N, M, 0, S, RWORK( IE ), VT,
+ $ LDVT, U, LDU, CDUM, 1,
+ $ RWORK( IRWORK ), INFO )
+*
+ END IF
+*
+ END IF
+*
+ END IF
+*
+ ELSE
+*
+* N .LT. MNTHR
+*
+* Path 10t(N greater than M, but not much larger)
+* Reduce to bidiagonal form without LQ decomposition
+*
+ IE = 1
+ ITAUQ = 1
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize A
+* (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
+* (RWorkspace: M)
+*
+ CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ IERR )
+ IF( WNTUAS ) THEN
+*
+* If left singular vectors desired in U, copy result to U
+* and generate left bidiagonalizing vectors in U
+* (CWorkspace: need 3*M-1, prefer 2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
+ CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVAS ) THEN
+*
+* If right singular vectors desired in VT, copy result to
+* VT and generate right bidiagonalizing vectors in VT
+* (CWorkspace: need 2*M+NRVT, prefer 2*M+NRVT*NB)
+* (RWorkspace: 0)
+*
+ CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
+ IF( WNTVA )
+ $ NRVT = N
+ IF( WNTVS )
+ $ NRVT = M
+ CALL ZUNGBR( 'P', NRVT, N, M, VT, LDVT, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTUO ) THEN
+*
+* If left singular vectors desired in A, generate left
+* bidiagonalizing vectors in A
+* (CWorkspace: need 3*M-1, prefer 2*M+(M-1)*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'Q', M, M, N, A, LDA, WORK( ITAUQ ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IF( WNTVO ) THEN
+*
+* If right singular vectors desired in A, generate right
+* bidiagonalizing vectors in A
+* (CWorkspace: need 3*M, prefer 2*M+M*NB)
+* (RWorkspace: 0)
+*
+ CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, IERR )
+ END IF
+ IRWORK = IE + M
+ IF( WNTUAS .OR. WNTUO )
+ $ NRU = M
+ IF( WNTUN )
+ $ NRU = 0
+ IF( WNTVAS .OR. WNTVO )
+ $ NCVT = N
+ IF( WNTVN )
+ $ NCVT = 0
+ IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'L', M, NCVT, NRU, 0, S, RWORK( IE ), VT,
+ $ LDVT, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+ ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in U and computing right singular
+* vectors in A
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'L', M, NCVT, NRU, 0, S, RWORK( IE ), A,
+ $ LDA, U, LDU, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+ ELSE
+*
+* Perform bidiagonal QR iteration, if desired, computing
+* left singular vectors in A and computing right singular
+* vectors in VT
+* (CWorkspace: 0)
+* (RWorkspace: need BDSPAC)
+*
+ CALL ZBDSQR( 'L', M, NCVT, NRU, 0, S, RWORK( IE ), VT,
+ $ LDVT, A, LDA, CDUM, 1, RWORK( IRWORK ),
+ $ INFO )
+ END IF
+*
+ END IF
+*
+ END IF
+*
+* Undo scaling if necessary
+*
+ IF( ISCL.EQ.1 ) THEN
+ IF( ANRM.GT.BIGNUM )
+ $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
+ $ IERR )
+ IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM )
+ $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1,
+ $ RWORK( IE ), MINMN, IERR )
+ IF( ANRM.LT.SMLNUM )
+ $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
+ $ IERR )
+ IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM )
+ $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1,
+ $ RWORK( IE ), MINMN, IERR )
+ END IF
+*
+* Return optimal workspace in WORK(1)
+*
+ WORK( 1 ) = MAXWRK
+*
+ RETURN
+*
+* End of ZGESVD
+*
+ END
diff --git a/src/lib/lapack/zgetc2.f b/src/lib/lapack/zgetc2.f
new file mode 100644
index 00000000..35ac376c
--- /dev/null
+++ b/src/lib/lapack/zgetc2.f
@@ -0,0 +1,145 @@
+ SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGETC2 computes an LU factorization, using complete pivoting, of the
+* n-by-n matrix A. The factorization has the form A = P * L * U * Q,
+* where P and Q are permutation matrices, L is lower triangular with
+* unit diagonal elements and U is upper triangular.
+*
+* This is a level 1 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA, N)
+* On entry, the n-by-n matrix to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U*Q; the unit diagonal elements of L are not stored.
+* If U(k, k) appears to be less than SMIN, U(k, k) is given the
+* value of SMIN, giving a nonsingular perturbed system.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, N).
+*
+* IPIV (output) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (output) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* > 0: if INFO = k, U(k, k) is likely to produce overflow if
+* one tries to solve for x in Ax = b. So U is perturbed
+* to avoid the overflow.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IP, IPV, J, JP, JPV
+ DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGERU, ZSWAP
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DCMPLX, MAX
+* ..
+* .. Executable Statements ..
+*
+* Set constants to control overflow
+*
+ INFO = 0
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Factorize A using complete pivoting.
+* Set pivots less than SMIN to SMIN
+*
+ DO 40 I = 1, N - 1
+*
+* Find max element in matrix A
+*
+ XMAX = ZERO
+ DO 20 IP = I, N
+ DO 10 JP = I, N
+ IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN
+ XMAX = ABS( A( IP, JP ) )
+ IPV = IP
+ JPV = JP
+ END IF
+ 10 CONTINUE
+ 20 CONTINUE
+ IF( I.EQ.1 )
+ $ SMIN = MAX( EPS*XMAX, SMLNUM )
+*
+* Swap rows
+*
+ IF( IPV.NE.I )
+ $ CALL ZSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
+ IPIV( I ) = IPV
+*
+* Swap columns
+*
+ IF( JPV.NE.I )
+ $ CALL ZSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 )
+ JPIV( I ) = JPV
+*
+* Check for singularity
+*
+ IF( ABS( A( I, I ) ).LT.SMIN ) THEN
+ INFO = I
+ A( I, I ) = DCMPLX( SMIN, ZERO )
+ END IF
+ DO 30 J = I + 1, N
+ A( J, I ) = A( J, I ) / A( I, I )
+ 30 CONTINUE
+ CALL ZGERU( N-I, N-I, -DCMPLX( ONE ), A( I+1, I ), 1,
+ $ A( I, I+1 ), LDA, A( I+1, I+1 ), LDA )
+ 40 CONTINUE
+*
+ IF( ABS( A( N, N ) ).LT.SMIN ) THEN
+ INFO = N
+ A( N, N ) = DCMPLX( SMIN, ZERO )
+ END IF
+ RETURN
+*
+* End of ZGETC2
+*
+ END
diff --git a/src/lib/lapack/zgetf2.f b/src/lib/lapack/zgetf2.f
new file mode 100644
index 00000000..a2dc1834
--- /dev/null
+++ b/src/lib/lapack/zgetf2.f
@@ -0,0 +1,148 @@
+ SUBROUTINE ZGETF2( M, N, A, LDA, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGETF2 computes an LU factorization of a general m-by-n matrix A
+* using partial pivoting with row interchanges.
+*
+* The factorization has the form
+* A = P * L * U
+* where P is a permutation matrix, L is lower triangular with unit
+* diagonal elements (lower trapezoidal if m > n), and U is upper
+* triangular (upper trapezoidal if m < n).
+*
+* This is the right-looking Level 2 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the m by n matrix to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U; the unit diagonal elements of L are not stored.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* IPIV (output) INTEGER array, dimension (min(M,N))
+* The pivot indices; for 1 <= i <= min(M,N), row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+* > 0: if INFO = k, U(k,k) is exactly zero. The factorization
+* has been completed, but the factor U is exactly
+* singular, and division by zero will occur if it is used
+* to solve a system of equations.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION SFMIN
+ INTEGER I, J, JP
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ INTEGER IZAMAX
+ EXTERNAL DLAMCH, IZAMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGERU, ZSCAL, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGETF2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Compute machine safe minimum
+*
+ SFMIN = DLAMCH('S')
+*
+ DO 10 J = 1, MIN( M, N )
+*
+* Find pivot and test for singularity.
+*
+ JP = J - 1 + IZAMAX( M-J+1, A( J, J ), 1 )
+ IPIV( J ) = JP
+ IF( A( JP, J ).NE.ZERO ) THEN
+*
+* Apply the interchange to columns 1:N.
+*
+ IF( JP.NE.J )
+ $ CALL ZSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
+*
+* Compute elements J+1:M of J-th column.
+*
+ IF( J.LT.M ) THEN
+ IF( ABS(A( J, J )) .GE. SFMIN ) THEN
+ CALL ZSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
+ ELSE
+ DO 20 I = 1, M-J
+ A( J+I, J ) = A( J+I, J ) / A( J, J )
+ 20 CONTINUE
+ END IF
+ END IF
+*
+ ELSE IF( INFO.EQ.0 ) THEN
+*
+ INFO = J
+ END IF
+*
+ IF( J.LT.MIN( M, N ) ) THEN
+*
+* Update trailing submatrix.
+*
+ CALL ZGERU( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ),
+ $ LDA, A( J+1, J+1 ), LDA )
+ END IF
+ 10 CONTINUE
+ RETURN
+*
+* End of ZGETF2
+*
+ END
diff --git a/src/lib/lapack/zgetrf.f b/src/lib/lapack/zgetrf.f
new file mode 100644
index 00000000..9c7bfbbf
--- /dev/null
+++ b/src/lib/lapack/zgetrf.f
@@ -0,0 +1,159 @@
+ SUBROUTINE ZGETRF( M, N, A, LDA, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGETRF computes an LU factorization of a general M-by-N matrix A
+* using partial pivoting with row interchanges.
+*
+* The factorization has the form
+* A = P * L * U
+* where P is a permutation matrix, L is lower triangular with unit
+* diagonal elements (lower trapezoidal if m > n), and U is upper
+* triangular (upper trapezoidal if m < n).
+*
+* This is the right-looking Level 3 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U; the unit diagonal elements of L are not stored.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* IPIV (output) INTEGER array, dimension (min(M,N))
+* The pivot indices; for 1 <= i <= min(M,N), row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
+* has been completed, but the factor U is exactly
+* singular, and division by zero will occur if it is used
+* to solve a system of equations.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IINFO, J, JB, NB
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEMM, ZGETF2, ZLASWP, ZTRSM
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGETRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'ZGETRF', ' ', M, N, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN
+*
+* Use unblocked code.
+*
+ CALL ZGETF2( M, N, A, LDA, IPIV, INFO )
+ ELSE
+*
+* Use blocked code.
+*
+ DO 20 J = 1, MIN( M, N ), NB
+ JB = MIN( MIN( M, N )-J+1, NB )
+*
+* Factor diagonal and subdiagonal blocks and test for exact
+* singularity.
+*
+ CALL ZGETF2( M-J+1, JB, A( J, J ), LDA, IPIV( J ), IINFO )
+*
+* Adjust INFO and the pivot indices.
+*
+ IF( INFO.EQ.0 .AND. IINFO.GT.0 )
+ $ INFO = IINFO + J - 1
+ DO 10 I = J, MIN( M, J+JB-1 )
+ IPIV( I ) = J - 1 + IPIV( I )
+ 10 CONTINUE
+*
+* Apply interchanges to columns 1:J-1.
+*
+ CALL ZLASWP( J-1, A, LDA, J, J+JB-1, IPIV, 1 )
+*
+ IF( J+JB.LE.N ) THEN
+*
+* Apply interchanges to columns J+JB:N.
+*
+ CALL ZLASWP( N-J-JB+1, A( 1, J+JB ), LDA, J, J+JB-1,
+ $ IPIV, 1 )
+*
+* Compute block row of U.
+*
+ CALL ZTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB,
+ $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ),
+ $ LDA )
+ IF( J+JB.LE.M ) THEN
+*
+* Update trailing submatrix.
+*
+ CALL ZGEMM( 'No transpose', 'No transpose', M-J-JB+1,
+ $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA,
+ $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ),
+ $ LDA )
+ END IF
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZGETRF
+*
+ END
diff --git a/src/lib/lapack/zgetri.f b/src/lib/lapack/zgetri.f
new file mode 100644
index 00000000..685518e6
--- /dev/null
+++ b/src/lib/lapack/zgetri.f
@@ -0,0 +1,193 @@
+ SUBROUTINE ZGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGETRI computes the inverse of a matrix using the LU factorization
+* computed by ZGETRF.
+*
+* This method inverts U and then computes inv(A) by solving the system
+* inv(A)*L = inv(U) for inv(A).
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the factors L and U from the factorization
+* A = P*L*U as computed by ZGETRF.
+* On exit, if INFO = 0, the inverse of the original matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* The pivot indices from ZGETRF; for 1<=i<=N, row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
+* On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= max(1,N).
+* For optimal performance LWORK >= N*NB, where NB is
+* the optimal blocksize returned by ILAENV.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
+* singular and its inverse could not be computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
+ $ NBMIN, NN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEMM, ZGEMV, ZSWAP, ZTRSM, ZTRTRI
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ NB = ILAENV( 1, 'ZGETRI', ' ', N, -1, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -3
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGETRI', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Form inv(U). If INFO > 0 from ZTRTRI, then U is singular,
+* and the inverse is not computed.
+*
+ CALL ZTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
+ IF( INFO.GT.0 )
+ $ RETURN
+*
+ NBMIN = 2
+ LDWORK = N
+ IF( NB.GT.1 .AND. NB.LT.N ) THEN
+ IWS = MAX( LDWORK*NB, 1 )
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZGETRI', ' ', N, -1, -1, -1 ) )
+ END IF
+ ELSE
+ IWS = N
+ END IF
+*
+* Solve the equation inv(A)*L = inv(U) for inv(A).
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
+*
+* Use unblocked code.
+*
+ DO 20 J = N, 1, -1
+*
+* Copy current column of L to WORK and replace with zeros.
+*
+ DO 10 I = J + 1, N
+ WORK( I ) = A( I, J )
+ A( I, J ) = ZERO
+ 10 CONTINUE
+*
+* Compute current column of inv(A).
+*
+ IF( J.LT.N )
+ $ CALL ZGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
+ $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
+ 20 CONTINUE
+ ELSE
+*
+* Use blocked code.
+*
+ NN = ( ( N-1 ) / NB )*NB + 1
+ DO 50 J = NN, 1, -NB
+ JB = MIN( NB, N-J+1 )
+*
+* Copy current block column of L to WORK and replace with
+* zeros.
+*
+ DO 40 JJ = J, J + JB - 1
+ DO 30 I = JJ + 1, N
+ WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
+ A( I, JJ ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Compute current block column of inv(A).
+*
+ IF( J+JB.LE.N )
+ $ CALL ZGEMM( 'No transpose', 'No transpose', N, JB,
+ $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
+ $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
+ CALL ZTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
+ $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
+ 50 CONTINUE
+ END IF
+*
+* Apply column interchanges.
+*
+ DO 60 J = N - 1, 1, -1
+ JP = IPIV( J )
+ IF( JP.NE.J )
+ $ CALL ZSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
+ 60 CONTINUE
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZGETRI
+*
+ END
diff --git a/src/lib/lapack/zgetrs.f b/src/lib/lapack/zgetrs.f
new file mode 100644
index 00000000..e32549cd
--- /dev/null
+++ b/src/lib/lapack/zgetrs.f
@@ -0,0 +1,149 @@
+ SUBROUTINE ZGETRS( TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER INFO, LDA, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGETRS solves a system of linear equations
+* A * X = B, A**T * X = B, or A**H * X = B
+* with a general N-by-N matrix A using the LU factorization computed
+* by ZGETRF.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* Specifies the form of the system of equations:
+* = 'N': A * X = B (No transpose)
+* = 'T': A**T * X = B (Transpose)
+* = 'C': A**H * X = B (Conjugate transpose)
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The factors L and U from the factorization A = P*L*U
+* as computed by ZGETRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* The pivot indices from ZGETRF; for 1<=i<=N, row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
+* On entry, the right hand side matrix B.
+* On exit, the solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLASWP, ZTRSM
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+ $ LSAME( TRANS, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGETRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. NRHS.EQ.0 )
+ $ RETURN
+*
+ IF( NOTRAN ) THEN
+*
+* Solve A * X = B.
+*
+* Apply row interchanges to the right hand sides.
+*
+ CALL ZLASWP( NRHS, B, LDB, 1, N, IPIV, 1 )
+*
+* Solve L*X = B, overwriting B with X.
+*
+ CALL ZTRSM( 'Left', 'Lower', 'No transpose', 'Unit', N, NRHS,
+ $ ONE, A, LDA, B, LDB )
+*
+* Solve U*X = B, overwriting B with X.
+*
+ CALL ZTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N,
+ $ NRHS, ONE, A, LDA, B, LDB )
+ ELSE
+*
+* Solve A**T * X = B or A**H * X = B.
+*
+* Solve U'*X = B, overwriting B with X.
+*
+ CALL ZTRSM( 'Left', 'Upper', TRANS, 'Non-unit', N, NRHS, ONE,
+ $ A, LDA, B, LDB )
+*
+* Solve L'*X = B, overwriting B with X.
+*
+ CALL ZTRSM( 'Left', 'Lower', TRANS, 'Unit', N, NRHS, ONE, A,
+ $ LDA, B, LDB )
+*
+* Apply row interchanges to the solution vectors.
+*
+ CALL ZLASWP( NRHS, B, LDB, 1, N, IPIV, -1 )
+ END IF
+*
+ RETURN
+*
+* End of ZGETRS
+*
+ END
diff --git a/src/lib/lapack/zggbak.f b/src/lib/lapack/zggbak.f
new file mode 100644
index 00000000..ad6dd032
--- /dev/null
+++ b/src/lib/lapack/zggbak.f
@@ -0,0 +1,220 @@
+ SUBROUTINE ZGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V,
+ $ LDV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB, SIDE
+ INTEGER IHI, ILO, INFO, LDV, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION LSCALE( * ), RSCALE( * )
+ COMPLEX*16 V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGGBAK forms the right or left eigenvectors of a complex generalized
+* eigenvalue problem A*x = lambda*B*x, by backward transformation on
+* the computed eigenvectors of the balanced pair of matrices output by
+* ZGGBAL.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the type of backward transformation required:
+* = 'N': do nothing, return immediately;
+* = 'P': do backward transformation for permutation only;
+* = 'S': do backward transformation for scaling only;
+* = 'B': do backward transformations for both permutation and
+* scaling.
+* JOB must be the same as the argument JOB supplied to ZGGBAL.
+*
+* SIDE (input) CHARACTER*1
+* = 'R': V contains right eigenvectors;
+* = 'L': V contains left eigenvectors.
+*
+* N (input) INTEGER
+* The number of rows of the matrix V. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* The integers ILO and IHI determined by ZGGBAL.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* LSCALE (input) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and/or scaling factors applied
+* to the left side of A and B, as returned by ZGGBAL.
+*
+* RSCALE (input) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and/or scaling factors applied
+* to the right side of A and B, as returned by ZGGBAL.
+*
+* M (input) INTEGER
+* The number of columns of the matrix V. M >= 0.
+*
+* V (input/output) COMPLEX*16 array, dimension (LDV,M)
+* On entry, the matrix of right or left eigenvectors to be
+* transformed, as returned by ZTGEVC.
+* On exit, V is overwritten by the transformed eigenvectors.
+*
+* LDV (input) INTEGER
+* The leading dimension of the matrix V. LDV >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* See R.C. Ward, Balancing the generalized eigenvalue problem,
+* SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LEFTV, RIGHTV
+ INTEGER I, K
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZDSCAL, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ RIGHTV = LSAME( SIDE, 'R' )
+ LEFTV = LSAME( SIDE, 'L' )
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -4
+ ELSE IF( N.EQ.0 .AND. IHI.EQ.0 .AND. ILO.NE.1 ) THEN
+ INFO = -4
+ ELSE IF( N.GT.0 .AND. ( IHI.LT.ILO .OR. IHI.GT.MAX( 1, N ) ) )
+ $ THEN
+ INFO = -5
+ ELSE IF( N.EQ.0 .AND. ILO.EQ.1 .AND. IHI.NE.0 ) THEN
+ INFO = -5
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -8
+ ELSE IF( LDV.LT.MAX( 1, N ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGGBAK', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( M.EQ.0 )
+ $ RETURN
+ IF( LSAME( JOB, 'N' ) )
+ $ RETURN
+*
+ IF( ILO.EQ.IHI )
+ $ GO TO 30
+*
+* Backward balance
+*
+ IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN
+*
+* Backward transformation on right eigenvectors
+*
+ IF( RIGHTV ) THEN
+ DO 10 I = ILO, IHI
+ CALL ZDSCAL( M, RSCALE( I ), V( I, 1 ), LDV )
+ 10 CONTINUE
+ END IF
+*
+* Backward transformation on left eigenvectors
+*
+ IF( LEFTV ) THEN
+ DO 20 I = ILO, IHI
+ CALL ZDSCAL( M, LSCALE( I ), V( I, 1 ), LDV )
+ 20 CONTINUE
+ END IF
+ END IF
+*
+* Backward permutation
+*
+ 30 CONTINUE
+ IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN
+*
+* Backward permutation on right eigenvectors
+*
+ IF( RIGHTV ) THEN
+ IF( ILO.EQ.1 )
+ $ GO TO 50
+ DO 40 I = ILO - 1, 1, -1
+ K = RSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 40
+ CALL ZSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 40 CONTINUE
+*
+ 50 CONTINUE
+ IF( IHI.EQ.N )
+ $ GO TO 70
+ DO 60 I = IHI + 1, N
+ K = RSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 60
+ CALL ZSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 60 CONTINUE
+ END IF
+*
+* Backward permutation on left eigenvectors
+*
+ 70 CONTINUE
+ IF( LEFTV ) THEN
+ IF( ILO.EQ.1 )
+ $ GO TO 90
+ DO 80 I = ILO - 1, 1, -1
+ K = LSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 80
+ CALL ZSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 80 CONTINUE
+*
+ 90 CONTINUE
+ IF( IHI.EQ.N )
+ $ GO TO 110
+ DO 100 I = IHI + 1, N
+ K = LSCALE( I )
+ IF( K.EQ.I )
+ $ GO TO 100
+ CALL ZSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV )
+ 100 CONTINUE
+ END IF
+ END IF
+*
+ 110 CONTINUE
+*
+ RETURN
+*
+* End of ZGGBAK
+*
+ END
diff --git a/src/lib/lapack/zggbal.f b/src/lib/lapack/zggbal.f
new file mode 100644
index 00000000..b75ae456
--- /dev/null
+++ b/src/lib/lapack/zggbal.f
@@ -0,0 +1,482 @@
+ SUBROUTINE ZGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE,
+ $ RSCALE, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOB
+ INTEGER IHI, ILO, INFO, LDA, LDB, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION LSCALE( * ), RSCALE( * ), WORK( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGGBAL balances a pair of general complex matrices (A,B). This
+* involves, first, permuting A and B by similarity transformations to
+* isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N
+* elements on the diagonal; and second, applying a diagonal similarity
+* transformation to rows and columns ILO to IHI to make the rows
+* and columns as close in norm as possible. Both steps are optional.
+*
+* Balancing may reduce the 1-norm of the matrices, and improve the
+* accuracy of the computed eigenvalues and/or eigenvectors in the
+* generalized eigenvalue problem A*x = lambda*B*x.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* Specifies the operations to be performed on A and B:
+* = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0
+* and RSCALE(I) = 1.0 for i=1,...,N;
+* = 'P': permute only;
+* = 'S': scale only;
+* = 'B': both permute and scale.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the input matrix A.
+* On exit, A is overwritten by the balanced matrix.
+* If JOB = 'N', A is not referenced.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) COMPLEX*16 array, dimension (LDB,N)
+* On entry, the input matrix B.
+* On exit, B is overwritten by the balanced matrix.
+* If JOB = 'N', B is not referenced.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* ILO (output) INTEGER
+* IHI (output) INTEGER
+* ILO and IHI are set to integers such that on exit
+* A(i,j) = 0 and B(i,j) = 0 if i > j and
+* j = 1,...,ILO-1 or i = IHI+1,...,N.
+* If JOB = '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 P(j) is the index of the
+* row interchanged with row j, and D(j) is the scaling factor
+* applied to row j, then
+* LSCALE(j) = P(j) for J = 1,...,ILO-1
+* = D(j) for J = ILO,...,IHI
+* = P(j) for J = IHI+1,...,N.
+* The order in which the interchanges are made is N to IHI+1,
+* then 1 to ILO-1.
+*
+* RSCALE (output) DOUBLE PRECISION array, dimension (N)
+* Details of the permutations and scaling factors applied
+* to the right side of A and B. If P(j) is the index of the
+* column interchanged with column j, and D(j) is the scaling
+* factor applied to column j, then
+* RSCALE(j) = P(j) for J = 1,...,ILO-1
+* = D(j) for J = ILO,...,IHI
+* = P(j) for J = IHI+1,...,N.
+* The order in which the interchanges are made is N to IHI+1,
+* then 1 to ILO-1.
+*
+* WORK (workspace) REAL array, dimension (lwork)
+* lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and
+* at least 1 when JOB = 'N' or 'P'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* See R.C. WARD, Balancing the generalized eigenvalue problem,
+* SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, HALF, ONE
+ PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION THREE, SCLFAC
+ PARAMETER ( THREE = 3.0D+0, SCLFAC = 1.0D+1 )
+ COMPLEX*16 CZERO
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ICAB, IFLOW, IP1, IR, IRAB, IT, J, JC, JP1,
+ $ K, KOUNT, L, LCAB, LM1, LRAB, LSFMAX, LSFMIN,
+ $ M, NR, NRP2
+ DOUBLE PRECISION ALPHA, BASL, BETA, CAB, CMAX, COEF, COEF2,
+ $ COEF5, COR, EW, EWC, GAMMA, PGAMMA, RAB, SFMAX,
+ $ SFMIN, SUM, T, TA, TB, TC
+ COMPLEX*16 CDUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IZAMAX
+ DOUBLE PRECISION DDOT, DLAMCH
+ EXTERNAL LSAME, IZAMAX, DDOT, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DAXPY, DSCAL, XERBLA, ZDSCAL, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG, INT, LOG10, MAX, MIN, SIGN
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
+ $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGGBAL', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ ILO = 1
+ IHI = N
+ RETURN
+ END IF
+*
+ IF( N.EQ.1 ) THEN
+ ILO = 1
+ IHI = N
+ LSCALE( 1 ) = ONE
+ RSCALE( 1 ) = ONE
+ RETURN
+ END IF
+*
+ IF( LSAME( JOB, 'N' ) ) THEN
+ ILO = 1
+ IHI = N
+ DO 10 I = 1, N
+ LSCALE( I ) = ONE
+ RSCALE( I ) = ONE
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ K = 1
+ L = N
+ IF( LSAME( JOB, 'S' ) )
+ $ GO TO 190
+*
+ GO TO 30
+*
+* Permute the matrices A and B to isolate the eigenvalues.
+*
+* Find row with one nonzero in columns 1 through L
+*
+ 20 CONTINUE
+ L = LM1
+ IF( L.NE.1 )
+ $ GO TO 30
+*
+ RSCALE( 1 ) = 1
+ LSCALE( 1 ) = 1
+ GO TO 190
+*
+ 30 CONTINUE
+ LM1 = L - 1
+ DO 80 I = L, 1, -1
+ DO 40 J = 1, LM1
+ JP1 = J + 1
+ IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO )
+ $ GO TO 50
+ 40 CONTINUE
+ J = L
+ GO TO 70
+*
+ 50 CONTINUE
+ DO 60 J = JP1, L
+ IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO )
+ $ GO TO 80
+ 60 CONTINUE
+ J = JP1 - 1
+*
+ 70 CONTINUE
+ M = L
+ IFLOW = 1
+ GO TO 160
+ 80 CONTINUE
+ GO TO 100
+*
+* Find column with one nonzero in rows K through N
+*
+ 90 CONTINUE
+ K = K + 1
+*
+ 100 CONTINUE
+ DO 150 J = K, L
+ DO 110 I = K, LM1
+ IP1 = I + 1
+ IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO )
+ $ GO TO 120
+ 110 CONTINUE
+ I = L
+ GO TO 140
+ 120 CONTINUE
+ DO 130 I = IP1, L
+ IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO )
+ $ GO TO 150
+ 130 CONTINUE
+ I = IP1 - 1
+ 140 CONTINUE
+ M = K
+ IFLOW = 2
+ GO TO 160
+ 150 CONTINUE
+ GO TO 190
+*
+* Permute rows M and I
+*
+ 160 CONTINUE
+ LSCALE( M ) = I
+ IF( I.EQ.M )
+ $ GO TO 170
+ CALL ZSWAP( N-K+1, A( I, K ), LDA, A( M, K ), LDA )
+ CALL ZSWAP( N-K+1, B( I, K ), LDB, B( M, K ), LDB )
+*
+* Permute columns M and J
+*
+ 170 CONTINUE
+ RSCALE( M ) = J
+ IF( J.EQ.M )
+ $ GO TO 180
+ CALL ZSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
+ CALL ZSWAP( L, B( 1, J ), 1, B( 1, M ), 1 )
+*
+ 180 CONTINUE
+ GO TO ( 20, 90 )IFLOW
+*
+ 190 CONTINUE
+ ILO = K
+ IHI = L
+*
+ IF( LSAME( JOB, 'P' ) ) THEN
+ DO 195 I = ILO, IHI
+ LSCALE( I ) = ONE
+ RSCALE( I ) = ONE
+ 195 CONTINUE
+ RETURN
+ END IF
+*
+ IF( ILO.EQ.IHI )
+ $ RETURN
+*
+* Balance the submatrix in rows ILO to IHI.
+*
+ NR = IHI - ILO + 1
+ DO 200 I = ILO, IHI
+ RSCALE( I ) = ZERO
+ LSCALE( I ) = ZERO
+*
+ WORK( I ) = ZERO
+ WORK( I+N ) = ZERO
+ WORK( I+2*N ) = ZERO
+ WORK( I+3*N ) = ZERO
+ WORK( I+4*N ) = ZERO
+ WORK( I+5*N ) = ZERO
+ 200 CONTINUE
+*
+* Compute right side vector in resulting linear equations
+*
+ BASL = LOG10( SCLFAC )
+ DO 240 I = ILO, IHI
+ DO 230 J = ILO, IHI
+ IF( A( I, J ).EQ.CZERO ) THEN
+ TA = ZERO
+ GO TO 210
+ END IF
+ TA = LOG10( CABS1( A( I, J ) ) ) / BASL
+*
+ 210 CONTINUE
+ IF( B( I, J ).EQ.CZERO ) THEN
+ TB = ZERO
+ GO TO 220
+ END IF
+ TB = LOG10( CABS1( B( I, J ) ) ) / BASL
+*
+ 220 CONTINUE
+ WORK( I+4*N ) = WORK( I+4*N ) - TA - TB
+ WORK( J+5*N ) = WORK( J+5*N ) - TA - TB
+ 230 CONTINUE
+ 240 CONTINUE
+*
+ COEF = ONE / DBLE( 2*NR )
+ COEF2 = COEF*COEF
+ COEF5 = HALF*COEF2
+ NRP2 = NR + 2
+ BETA = ZERO
+ IT = 1
+*
+* Start generalized conjugate gradient iteration
+*
+ 250 CONTINUE
+*
+ GAMMA = DDOT( NR, WORK( ILO+4*N ), 1, WORK( ILO+4*N ), 1 ) +
+ $ DDOT( NR, WORK( ILO+5*N ), 1, WORK( ILO+5*N ), 1 )
+*
+ EW = ZERO
+ EWC = ZERO
+ DO 260 I = ILO, IHI
+ EW = EW + WORK( I+4*N )
+ EWC = EWC + WORK( I+5*N )
+ 260 CONTINUE
+*
+ GAMMA = COEF*GAMMA - COEF2*( EW**2+EWC**2 ) - COEF5*( EW-EWC )**2
+ IF( GAMMA.EQ.ZERO )
+ $ GO TO 350
+ IF( IT.NE.1 )
+ $ BETA = GAMMA / PGAMMA
+ T = COEF5*( EWC-THREE*EW )
+ TC = COEF5*( EW-THREE*EWC )
+*
+ CALL DSCAL( NR, BETA, WORK( ILO ), 1 )
+ CALL DSCAL( NR, BETA, WORK( ILO+N ), 1 )
+*
+ CALL DAXPY( NR, COEF, WORK( ILO+4*N ), 1, WORK( ILO+N ), 1 )
+ CALL DAXPY( NR, COEF, WORK( ILO+5*N ), 1, WORK( ILO ), 1 )
+*
+ DO 270 I = ILO, IHI
+ WORK( I ) = WORK( I ) + TC
+ WORK( I+N ) = WORK( I+N ) + T
+ 270 CONTINUE
+*
+* Apply matrix to vector
+*
+ DO 300 I = ILO, IHI
+ KOUNT = 0
+ SUM = ZERO
+ DO 290 J = ILO, IHI
+ IF( A( I, J ).EQ.CZERO )
+ $ GO TO 280
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( J )
+ 280 CONTINUE
+ IF( B( I, J ).EQ.CZERO )
+ $ GO TO 290
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( J )
+ 290 CONTINUE
+ WORK( I+2*N ) = DBLE( KOUNT )*WORK( I+N ) + SUM
+ 300 CONTINUE
+*
+ DO 330 J = ILO, IHI
+ KOUNT = 0
+ SUM = ZERO
+ DO 320 I = ILO, IHI
+ IF( A( I, J ).EQ.CZERO )
+ $ GO TO 310
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( I+N )
+ 310 CONTINUE
+ IF( B( I, J ).EQ.CZERO )
+ $ GO TO 320
+ KOUNT = KOUNT + 1
+ SUM = SUM + WORK( I+N )
+ 320 CONTINUE
+ WORK( J+3*N ) = DBLE( KOUNT )*WORK( J ) + SUM
+ 330 CONTINUE
+*
+ SUM = DDOT( NR, WORK( ILO+N ), 1, WORK( ILO+2*N ), 1 ) +
+ $ DDOT( NR, WORK( ILO ), 1, WORK( ILO+3*N ), 1 )
+ ALPHA = GAMMA / SUM
+*
+* Determine correction to current iteration
+*
+ CMAX = ZERO
+ DO 340 I = ILO, IHI
+ COR = ALPHA*WORK( I+N )
+ IF( ABS( COR ).GT.CMAX )
+ $ CMAX = ABS( COR )
+ LSCALE( I ) = LSCALE( I ) + COR
+ COR = ALPHA*WORK( I )
+ IF( ABS( COR ).GT.CMAX )
+ $ CMAX = ABS( COR )
+ RSCALE( I ) = RSCALE( I ) + COR
+ 340 CONTINUE
+ IF( CMAX.LT.HALF )
+ $ GO TO 350
+*
+ CALL DAXPY( NR, -ALPHA, WORK( ILO+2*N ), 1, WORK( ILO+4*N ), 1 )
+ CALL DAXPY( NR, -ALPHA, WORK( ILO+3*N ), 1, WORK( ILO+5*N ), 1 )
+*
+ PGAMMA = GAMMA
+ IT = IT + 1
+ IF( IT.LE.NRP2 )
+ $ GO TO 250
+*
+* End generalized conjugate gradient iteration
+*
+ 350 CONTINUE
+ SFMIN = DLAMCH( 'S' )
+ SFMAX = ONE / SFMIN
+ LSFMIN = INT( LOG10( SFMIN ) / BASL+ONE )
+ LSFMAX = INT( LOG10( SFMAX ) / BASL )
+ DO 360 I = ILO, IHI
+ IRAB = IZAMAX( N-ILO+1, A( I, ILO ), LDA )
+ RAB = ABS( A( I, IRAB+ILO-1 ) )
+ IRAB = IZAMAX( N-ILO+1, B( I, ILO ), LDB )
+ RAB = MAX( RAB, ABS( B( I, IRAB+ILO-1 ) ) )
+ LRAB = INT( LOG10( RAB+SFMIN ) / BASL+ONE )
+ IR = LSCALE( I ) + SIGN( HALF, LSCALE( I ) )
+ IR = MIN( MAX( IR, LSFMIN ), LSFMAX, LSFMAX-LRAB )
+ LSCALE( I ) = SCLFAC**IR
+ ICAB = IZAMAX( IHI, A( 1, I ), 1 )
+ CAB = ABS( A( ICAB, I ) )
+ ICAB = IZAMAX( IHI, B( 1, I ), 1 )
+ CAB = MAX( CAB, ABS( B( ICAB, I ) ) )
+ LCAB = INT( LOG10( CAB+SFMIN ) / BASL+ONE )
+ JC = RSCALE( I ) + SIGN( HALF, RSCALE( I ) )
+ JC = MIN( MAX( JC, LSFMIN ), LSFMAX, LSFMAX-LCAB )
+ RSCALE( I ) = SCLFAC**JC
+ 360 CONTINUE
+*
+* Row scaling of matrices A and B
+*
+ DO 370 I = ILO, IHI
+ CALL ZDSCAL( N-ILO+1, LSCALE( I ), A( I, ILO ), LDA )
+ CALL ZDSCAL( N-ILO+1, LSCALE( I ), B( I, ILO ), LDB )
+ 370 CONTINUE
+*
+* Column scaling of matrices A and B
+*
+ DO 380 J = ILO, IHI
+ CALL ZDSCAL( IHI, RSCALE( J ), A( 1, J ), 1 )
+ CALL ZDSCAL( IHI, RSCALE( J ), B( 1, J ), 1 )
+ 380 CONTINUE
+*
+ RETURN
+*
+* End of ZGGBAL
+*
+ END
diff --git a/src/lib/lapack/zgges.f b/src/lib/lapack/zgges.f
new file mode 100644
index 00000000..c1499003
--- /dev/null
+++ b/src/lib/lapack/zgges.f
@@ -0,0 +1,477 @@
+ SUBROUTINE ZGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
+ $ SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK,
+ $ LWORK, RWORK, BWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVSL, JOBVSR, SORT
+ INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
+* ..
+* .. Array Arguments ..
+ LOGICAL BWORK( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
+ $ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
+ $ WORK( * )
+* ..
+* .. Function Arguments ..
+ LOGICAL SELCTG
+ EXTERNAL SELCTG
+* ..
+*
+* Purpose
+* =======
+*
+* ZGGES computes for a pair of N-by-N complex nonsymmetric matrices
+* (A,B), the generalized eigenvalues, the generalized complex Schur
+* form (S, T), and optionally left and/or right Schur vectors (VSL
+* and VSR). This gives the generalized Schur factorization
+*
+* (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
+*
+* where (VSR)**H is the conjugate-transpose of VSR.
+*
+* Optionally, it also orders the eigenvalues so that a selected cluster
+* of eigenvalues appears in the leading diagonal blocks of the upper
+* triangular matrix S and the upper triangular matrix T. The leading
+* columns of VSL and VSR then form an unitary basis for the
+* corresponding left and right eigenspaces (deflating subspaces).
+*
+* (If only the generalized eigenvalues are needed, use the driver
+* ZGGEV instead, which is faster.)
+*
+* A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
+* or a ratio alpha/beta = w, such that A - w*B is singular. It is
+* usually represented as the pair (alpha,beta), as there is a
+* reasonable interpretation for beta=0, and even for both being zero.
+*
+* A pair of matrices (S,T) is in generalized complex Schur form if S
+* and T are upper triangular and, in addition, the diagonal elements
+* of T are non-negative real numbers.
+*
+* Arguments
+* =========
+*
+* JOBVSL (input) CHARACTER*1
+* = 'N': do not compute the left Schur vectors;
+* = 'V': compute the left Schur vectors.
+*
+* JOBVSR (input) CHARACTER*1
+* = 'N': do not compute the right Schur vectors;
+* = 'V': compute the right Schur vectors.
+*
+* SORT (input) CHARACTER*1
+* Specifies whether or not to order the eigenvalues on the
+* diagonal of the generalized Schur form.
+* = 'N': Eigenvalues are not ordered;
+* = 'S': Eigenvalues are ordered (see SELCTG).
+*
+* SELCTG (external procedure) LOGICAL FUNCTION of two COMPLEX*16 arguments
+* SELCTG must be declared EXTERNAL in the calling subroutine.
+* If SORT = 'N', SELCTG is not referenced.
+* If SORT = 'S', SELCTG is used to select eigenvalues to sort
+* to the top left of the Schur form.
+* An eigenvalue ALPHA(j)/BETA(j) is selected if
+* SELCTG(ALPHA(j),BETA(j)) is true.
+*
+* Note that a selected complex eigenvalue may no longer satisfy
+* SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
+* ordering may change the value of complex eigenvalues
+* (especially if the eigenvalue is ill-conditioned), in this
+* case INFO is set to N+2 (See INFO below).
+*
+* N (input) INTEGER
+* The order of the matrices A, B, VSL, and VSR. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA, N)
+* On entry, the first of the pair of matrices.
+* On exit, A has been overwritten by its generalized Schur
+* form S.
+*
+* LDA (input) INTEGER
+* The leading dimension of A. LDA >= max(1,N).
+*
+* B (input/output) COMPLEX*16 array, dimension (LDB, N)
+* On entry, the second of the pair of matrices.
+* On exit, B has been overwritten by its generalized Schur
+* form T.
+*
+* LDB (input) INTEGER
+* The leading dimension of B. LDB >= max(1,N).
+*
+* SDIM (output) INTEGER
+* If SORT = 'N', SDIM = 0.
+* If SORT = 'S', SDIM = number of eigenvalues (after sorting)
+* for which SELCTG is true.
+*
+* ALPHA (output) COMPLEX*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. ALPHA(j), j=1,...,N and BETA(j),
+* j=1,...,N are the diagonals of the complex Schur form (A,B)
+* output by ZGGES. The BETA(j) will be non-negative real.
+*
+* Note: the quotients ALPHA(j)/BETA(j) may easily over- or
+* underflow, and BETA(j) may even be zero. Thus, the user
+* should avoid naively computing the ratio alpha/beta.
+* However, ALPHA will be always less than and usually
+* comparable with norm(A) in magnitude, and BETA always less
+* than and usually comparable with norm(B).
+*
+* VSL (output) COMPLEX*16 array, dimension (LDVSL,N)
+* If JOBVSL = 'V', VSL will contain the left Schur vectors.
+* Not referenced if JOBVSL = 'N'.
+*
+* LDVSL (input) INTEGER
+* The leading dimension of the matrix VSL. LDVSL >= 1, and
+* if JOBVSL = 'V', LDVSL >= N.
+*
+* VSR (output) COMPLEX*16 array, dimension (LDVSR,N)
+* If JOBVSR = 'V', VSR will contain the right Schur vectors.
+* Not referenced if JOBVSR = 'N'.
+*
+* LDVSR (input) INTEGER
+* The leading dimension of the matrix VSR. LDVSR >= 1, and
+* if JOBVSR = 'V', LDVSR >= N.
+*
+* WORK (workspace/output) COMPLEX*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) DOUBLE PRECISION array, dimension (8*N)
+*
+* BWORK (workspace) LOGICAL array, dimension (N)
+* Not referenced if SORT = 'N'.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* =1,...,N:
+* The QZ iteration failed. (A,B) are not in Schur
+* form, but ALPHA(j) and BETA(j) should be correct for
+* j=INFO+1,...,N.
+* > N: =N+1: other than QZ iteration failed in ZHGEQZ
+* =N+2: after reordering, roundoff changed values of
+* some complex eigenvalues so that leading
+* eigenvalues in the Generalized Schur form no
+* longer satisfy SELCTG=.TRUE. This could also
+* be caused due to scaling.
+* =N+3: reordering falied in ZTGSEN.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
+ $ CONE = ( 1.0D0, 0.0D0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
+ $ LQUERY, WANTST
+ INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
+ $ ILO, IRIGHT, IROWS, IRWRK, ITAU, IWRK, LWKMIN,
+ $ LWKOPT
+ DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
+ $ PVSR, SMLNUM
+* ..
+* .. Local Arrays ..
+ INTEGER IDUM( 1 )
+ DOUBLE PRECISION DIF( 2 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD,
+ $ ZHGEQZ, ZLACPY, ZLASCL, ZLASET, ZTGSEN, ZUNGQR,
+ $ ZUNMQR
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode the input arguments
+*
+ IF( LSAME( JOBVSL, 'N' ) ) THEN
+ IJOBVL = 1
+ ILVSL = .FALSE.
+ ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
+ IJOBVL = 2
+ ILVSL = .TRUE.
+ ELSE
+ IJOBVL = -1
+ ILVSL = .FALSE.
+ END IF
+*
+ IF( LSAME( JOBVSR, 'N' ) ) THEN
+ IJOBVR = 1
+ ILVSR = .FALSE.
+ ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
+ IJOBVR = 2
+ ILVSR = .TRUE.
+ ELSE
+ IJOBVR = -1
+ ILVSR = .FALSE.
+ END IF
+*
+ WANTST = LSAME( SORT, 'S' )
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( IJOBVL.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( IJOBVR.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
+ INFO = -14
+ ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
+ INFO = -16
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* NB refers to the optimal block size for the immediately
+* following subroutine, as returned by ILAENV.)
+*
+ IF( INFO.EQ.0 ) THEN
+ LWKMIN = MAX( 1, 2*N )
+ LWKOPT = MAX( 1, N + N*ILAENV( 1, 'ZGEQRF', ' ', N, 1, N, 0 ) )
+ LWKOPT = MAX( LWKOPT, N +
+ $ N*ILAENV( 1, 'ZUNMQR', ' ', N, 1, N, -1 ) )
+ IF( ILVSL ) THEN
+ LWKOPT = MAX( LWKOPT, N +
+ $ N*ILAENV( 1, 'ZUNGQR', ' ', N, 1, N, -1 ) )
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
+ $ INFO = -18
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGGES ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ SDIM = 0
+ RETURN
+ END IF
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
+ ILASCL = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ANRMTO = SMLNUM
+ ILASCL = .TRUE.
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ANRMTO = BIGNUM
+ ILASCL = .TRUE.
+ END IF
+*
+ IF( ILASCL )
+ $ CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
+ ILBSCL = .FALSE.
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+ BNRMTO = SMLNUM
+ ILBSCL = .TRUE.
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+ BNRMTO = BIGNUM
+ ILBSCL = .TRUE.
+ END IF
+*
+ IF( ILBSCL )
+ $ CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
+*
+* Permute the matrix to make it more nearly triangular
+* (Real Workspace: need 6*N)
+*
+ ILEFT = 1
+ IRIGHT = N + 1
+ IRWRK = IRIGHT + N
+ CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
+ $ RWORK( IRIGHT ), RWORK( IRWRK ), IERR )
+*
+* Reduce B to triangular form (QR decomposition of B)
+* (Complex Workspace: need N, prefer N*NB)
+*
+ IROWS = IHI + 1 - ILO
+ ICOLS = N + 1 - ILO
+ ITAU = 1
+ IWRK = ITAU + IROWS
+ CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
+ $ WORK( IWRK ), LWORK+1-IWRK, IERR )
+*
+* Apply the orthogonal transformation to matrix A
+* (Complex Workspace: need N, prefer N*NB)
+*
+ CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
+ $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
+ $ LWORK+1-IWRK, IERR )
+*
+* Initialize VSL
+* (Complex Workspace: need N, prefer N*NB)
+*
+ IF( ILVSL ) THEN
+ CALL ZLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
+ IF( IROWS.GT.1 ) THEN
+ CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
+ $ VSL( ILO+1, ILO ), LDVSL )
+ END IF
+ CALL ZUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
+ $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
+ END IF
+*
+* Initialize VSR
+*
+ IF( ILVSR )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
+*
+* Reduce to generalized Hessenberg form
+* (Workspace: none needed)
+*
+ CALL ZGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
+ $ LDVSL, VSR, LDVSR, IERR )
+*
+ SDIM = 0
+*
+* Perform QZ algorithm, computing Schur vectors if desired
+* (Complex Workspace: need N)
+* (Real Workspace: need N)
+*
+ IWRK = ITAU
+ CALL ZHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
+ $ ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWRK ),
+ $ LWORK+1-IWRK, RWORK( IRWRK ), IERR )
+ IF( IERR.NE.0 ) THEN
+ IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
+ INFO = IERR
+ ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
+ INFO = IERR - N
+ ELSE
+ INFO = N + 1
+ END IF
+ GO TO 30
+ END IF
+*
+* Sort eigenvalues ALPHA/BETA if desired
+* (Workspace: none needed)
+*
+ IF( WANTST ) THEN
+*
+* Undo scaling on eigenvalues before selecting
+*
+ IF( ILASCL )
+ $ CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, 1, ALPHA, N, IERR )
+ IF( ILBSCL )
+ $ CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, 1, BETA, N, IERR )
+*
+* Select eigenvalues
+*
+ DO 10 I = 1, N
+ BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
+ 10 CONTINUE
+*
+ CALL ZTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHA,
+ $ BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL, PVSR,
+ $ DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1, IERR )
+ IF( IERR.EQ.1 )
+ $ INFO = N + 3
+*
+ END IF
+*
+* Apply back-permutation to VSL and VSR
+* (Workspace: none needed)
+*
+ IF( ILVSL )
+ $ CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
+ $ RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
+ IF( ILVSR )
+ $ CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
+ $ RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
+*
+* Undo scaling
+*
+ IF( ILASCL ) THEN
+ CALL ZLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
+ CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
+ END IF
+*
+ IF( ILBSCL ) THEN
+ CALL ZLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
+ CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
+ END IF
+*
+ IF( WANTST ) THEN
+*
+* Check if reordering is correct
+*
+ LASTSL = .TRUE.
+ SDIM = 0
+ DO 20 I = 1, N
+ CURSL = SELCTG( ALPHA( I ), BETA( I ) )
+ IF( CURSL )
+ $ SDIM = SDIM + 1
+ IF( CURSL .AND. .NOT.LASTSL )
+ $ INFO = N + 2
+ LASTSL = CURSL
+ 20 CONTINUE
+*
+ END IF
+*
+ 30 CONTINUE
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of ZGGES
+*
+ END
diff --git a/src/lib/lapack/zggev.f b/src/lib/lapack/zggev.f
new file mode 100644
index 00000000..94fb3dc2
--- /dev/null
+++ b/src/lib/lapack/zggev.f
@@ -0,0 +1,454 @@
+ SUBROUTINE ZGGEV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA,
+ $ VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBVL, JOBVR
+ INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
+ $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
+ $ WORK( * )
+* ..
+*
+* 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
+ $ CONE = ( 1.0D0, 0.0D0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILASCL, ILBSCL, ILV, ILVL, ILVR, LQUERY
+ CHARACTER CHTEMP
+ INTEGER ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT, ILO,
+ $ IN, IRIGHT, IROWS, IRWRK, ITAU, IWRK, JC, JR,
+ $ LWKMIN, LWKOPT
+ DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
+ $ SMLNUM, TEMP
+ COMPLEX*16 X
+* ..
+* .. Local Arrays ..
+ LOGICAL LDUMMA( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD,
+ $ ZHGEQZ, ZLACPY, ZLASCL, ZLASET, ZTGEVC, ZUNGQR,
+ $ ZUNMQR
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG, MAX, SQRT
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION ABS1
+* ..
+* .. Statement Function definitions ..
+ ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
+* ..
+* .. Executable Statements ..
+*
+* Decode the input arguments
+*
+ IF( LSAME( JOBVL, 'N' ) ) THEN
+ IJOBVL = 1
+ ILVL = .FALSE.
+ ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
+ IJOBVL = 2
+ ILVL = .TRUE.
+ ELSE
+ IJOBVL = -1
+ ILVL = .FALSE.
+ END IF
+*
+ IF( LSAME( JOBVR, 'N' ) ) THEN
+ IJOBVR = 1
+ ILVR = .FALSE.
+ ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
+ IJOBVR = 2
+ ILVR = .TRUE.
+ ELSE
+ IJOBVR = -1
+ ILVR = .FALSE.
+ END IF
+ ILV = ILVL .OR. ILVR
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( IJOBVL.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( IJOBVR.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
+ INFO = -11
+ ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
+ INFO = -13
+ END IF
+*
+* 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.EQ.0 ) THEN
+ LWKMIN = MAX( 1, 2*N )
+ LWKOPT = MAX( 1, N + N*ILAENV( 1, 'ZGEQRF', ' ', N, 1, N, 0 ) )
+ LWKOPT = MAX( LWKOPT, N +
+ $ N*ILAENV( 1, 'ZUNMQR', ' ', N, 1, N, 0 ) )
+ IF( ILVL ) THEN
+ LWKOPT = MAX( LWKOPT, N +
+ $ N*ILAENV( 1, 'ZUNGQR', ' ', N, 1, N, -1 ) )
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
+ $ INFO = -15
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGGEV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Get machine constants
+*
+ EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SQRT( SMLNUM ) / EPS
+ BIGNUM = ONE / SMLNUM
+*
+* Scale A if max element outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
+ ILASCL = .FALSE.
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+ ANRMTO = SMLNUM
+ ILASCL = .TRUE.
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+ ANRMTO = BIGNUM
+ ILASCL = .TRUE.
+ END IF
+ IF( ILASCL )
+ $ CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
+ ILBSCL = .FALSE.
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+ BNRMTO = SMLNUM
+ ILBSCL = .TRUE.
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+ BNRMTO = BIGNUM
+ ILBSCL = .TRUE.
+ END IF
+ IF( ILBSCL )
+ $ CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, 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
+ CALL ZGGBAL( 'P', N, A, LDA, B, 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 ) THEN
+ ICOLS = N + 1 - ILO
+ ELSE
+ ICOLS = IROWS
+ END IF
+ ITAU = 1
+ IWRK = ITAU + IROWS
+ CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
+ $ WORK( IWRK ), LWORK+1-IWRK, IERR )
+*
+* Apply the orthogonal transformation to matrix A
+* (Complex Workspace: need N, prefer N*NB)
+*
+ CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
+ $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
+ $ LWORK+1-IWRK, IERR )
+*
+* Initialize VL
+* (Complex Workspace: need N, prefer N*NB)
+*
+ IF( ILVL ) THEN
+ CALL ZLASET( 'Full', N, N, CZERO, CONE, VL, LDVL )
+ IF( IROWS.GT.1 ) THEN
+ CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
+ $ VL( ILO+1, ILO ), LDVL )
+ END IF
+ CALL ZUNGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
+ $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
+ END IF
+*
+* Initialize VR
+*
+ IF( ILVR )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, VR, LDVR )
+*
+* Reduce to generalized Hessenberg form
+*
+ IF( ILV ) THEN
+*
+* Eigenvectors requested -- work on whole matrix.
+*
+ CALL ZGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
+ $ LDVL, VR, LDVR, IERR )
+ ELSE
+ CALL ZGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
+ $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IERR )
+ END IF
+*
+* 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 ) THEN
+ CHTEMP = 'S'
+ ELSE
+ CHTEMP = 'E'
+ END IF
+ CALL ZHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
+ $ ALPHA, BETA, VL, LDVL, VR, LDVR, WORK( IWRK ),
+ $ LWORK+1-IWRK, RWORK( IRWRK ), IERR )
+ IF( IERR.NE.0 ) THEN
+ IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
+ INFO = IERR
+ ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
+ INFO = IERR - N
+ ELSE
+ INFO = N + 1
+ END IF
+ GO TO 70
+ END IF
+*
+* Compute Eigenvectors
+* (Real Workspace: need 2*N)
+* (Complex Workspace: need 2*N)
+*
+ IF( ILV ) THEN
+ IF( ILVL ) THEN
+ IF( ILVR ) THEN
+ CHTEMP = 'B'
+ ELSE
+ CHTEMP = 'L'
+ END IF
+ ELSE
+ CHTEMP = 'R'
+ END IF
+*
+ CALL ZTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
+ $ VR, LDVR, N, IN, WORK( IWRK ), RWORK( IRWRK ),
+ $ IERR )
+ IF( IERR.NE.0 ) THEN
+ INFO = N + 2
+ GO TO 70
+ END IF
+*
+* Undo balancing on VL and VR and normalization
+* (Workspace: none needed)
+*
+ IF( ILVL ) THEN
+ CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
+ $ RWORK( IRIGHT ), N, VL, LDVL, IERR )
+ DO 30 JC = 1, N
+ TEMP = ZERO
+ DO 10 JR = 1, N
+ TEMP = MAX( TEMP, ABS1( VL( JR, JC ) ) )
+ 10 CONTINUE
+ IF( TEMP.LT.SMLNUM )
+ $ GO TO 30
+ TEMP = ONE / TEMP
+ DO 20 JR = 1, N
+ VL( JR, JC ) = VL( JR, JC )*TEMP
+ 20 CONTINUE
+ 30 CONTINUE
+ END IF
+ IF( ILVR ) THEN
+ CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
+ $ RWORK( IRIGHT ), N, VR, LDVR, IERR )
+ DO 60 JC = 1, N
+ TEMP = ZERO
+ DO 40 JR = 1, N
+ TEMP = MAX( TEMP, ABS1( VR( JR, JC ) ) )
+ 40 CONTINUE
+ IF( TEMP.LT.SMLNUM )
+ $ GO TO 60
+ TEMP = ONE / TEMP
+ DO 50 JR = 1, N
+ VR( JR, JC ) = VR( JR, JC )*TEMP
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+ END IF
+*
+* Undo scaling if necessary
+*
+ IF( ILASCL )
+ $ CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
+*
+ IF( ILBSCL )
+ $ CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
+*
+ 70 CONTINUE
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of ZGGEV
+*
+ END
diff --git a/src/lib/lapack/zgghrd.f b/src/lib/lapack/zgghrd.f
new file mode 100644
index 00000000..652c09d7
--- /dev/null
+++ b/src/lib/lapack/zgghrd.f
@@ -0,0 +1,264 @@
+ SUBROUTINE ZGGHRD( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
+ $ LDQ, Z, LDZ, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, COMPZ
+ INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGGHRD reduces a pair of complex matrices (A,B) to generalized upper
+* Hessenberg form using unitary transformations, where A is a
+* general matrix and B is upper triangular. The form of the
+* generalized eigenvalue problem is
+* A*x = lambda*B*x,
+* and B is typically made upper triangular by computing its QR
+* factorization and moving the unitary matrix Q to the left side
+* of the equation.
+*
+* This subroutine simultaneously reduces A to a Hessenberg matrix H:
+* Q**H*A*Z = H
+* and transforms B to another upper triangular matrix T:
+* Q**H*B*Z = T
+* in order to reduce the problem to its standard form
+* H*y = lambda*T*y
+* where y = Z**H*x.
+*
+* The unitary matrices Q and Z are determined as products of Givens
+* rotations. They may either be formed explicitly, or they may be
+* postmultiplied into input matrices Q1 and Z1, so that
+* Q1 * A * Z1**H = (Q1*Q) * H * (Z1*Z)**H
+* Q1 * B * Z1**H = (Q1*Q) * T * (Z1*Z)**H
+* If Q1 is the unitary matrix from the QR factorization of B in the
+* original equation A*x = lambda*B*x, then ZGGHRD reduces the original
+* problem to generalized Hessenberg form.
+*
+* Arguments
+* =========
+*
+* COMPQ (input) CHARACTER*1
+* = 'N': do not compute Q;
+* = 'I': Q is initialized to the unit matrix, and the
+* unitary matrix Q is returned;
+* = 'V': Q must contain a unitary matrix Q1 on entry,
+* and the product Q1*Q is returned.
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': do not compute Q;
+* = 'I': Q is initialized to the unit matrix, and the
+* unitary matrix Q is returned;
+* = 'V': Q must contain a unitary matrix Q1 on entry,
+* and the product Q1*Q is returned.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI mark the rows and columns of A which are to be
+* reduced. It is assumed that A is already upper triangular
+* in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
+* normally set by a previous call to ZGGBAL; otherwise they
+* should be set to 1 and N respectively.
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA, N)
+* On entry, the N-by-N general matrix to be reduced.
+* On exit, the upper triangle and the first subdiagonal of A
+* are overwritten with the upper Hessenberg matrix H, and the
+* rest is set to zero.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) COMPLEX*16 array, dimension (LDB, N)
+* On entry, the N-by-N upper triangular matrix B.
+* On exit, the upper triangular matrix T = Q**H B Z. The
+* elements below the diagonal are set to zero.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* Q (input/output) COMPLEX*16 array, dimension (LDQ, N)
+* On entry, if COMPQ = 'V', the unitary matrix Q1, typically
+* from the QR factorization of B.
+* On exit, if COMPQ='I', the unitary matrix Q, and if
+* COMPQ = 'V', the product Q1*Q.
+* Not referenced if COMPQ='N'.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q.
+* LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ, N)
+* On entry, if COMPZ = 'V', the unitary matrix Z1.
+* On exit, if COMPZ='I', the unitary matrix Z, and if
+* COMPZ = 'V', the product Z1*Z.
+* Not referenced if COMPZ='N'.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z.
+* LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* This routine reduces A to Hessenberg and B to triangular form by
+* an unblocked reduction, as described in _Matrix_Computations_,
+* by Golub and van Loan (Johns Hopkins Press).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 CONE, CZERO
+ PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ),
+ $ CZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILQ, ILZ
+ INTEGER ICOMPQ, ICOMPZ, JCOL, JROW
+ DOUBLE PRECISION C
+ COMPLEX*16 CTEMP, S
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARTG, ZLASET, ZROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode COMPQ
+*
+ IF( LSAME( COMPQ, 'N' ) ) THEN
+ ILQ = .FALSE.
+ ICOMPQ = 1
+ ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 2
+ ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 3
+ ELSE
+ ICOMPQ = 0
+ END IF
+*
+* Decode COMPZ
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ILZ = .FALSE.
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 2
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 3
+ ELSE
+ ICOMPZ = 0
+ END IF
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( ICOMPQ.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( ICOMPZ.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -4
+ ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( ( ILQ .AND. LDQ.LT.N ) .OR. LDQ.LT.1 ) THEN
+ INFO = -11
+ ELSE IF( ( ILZ .AND. LDZ.LT.N ) .OR. LDZ.LT.1 ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGGHRD', -INFO )
+ RETURN
+ END IF
+*
+* Initialize Q and Z if desired.
+*
+ IF( ICOMPQ.EQ.3 )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
+ IF( ICOMPZ.EQ.3 )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+* Zero out lower triangle of B
+*
+ DO 20 JCOL = 1, N - 1
+ DO 10 JROW = JCOL + 1, N
+ B( JROW, JCOL ) = CZERO
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Reduce A and B
+*
+ DO 40 JCOL = ILO, IHI - 2
+*
+ DO 30 JROW = IHI, JCOL + 2, -1
+*
+* Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL)
+*
+ CTEMP = A( JROW-1, JCOL )
+ CALL ZLARTG( CTEMP, A( JROW, JCOL ), C, S,
+ $ A( JROW-1, JCOL ) )
+ A( JROW, JCOL ) = CZERO
+ CALL ZROT( N-JCOL, A( JROW-1, JCOL+1 ), LDA,
+ $ A( JROW, JCOL+1 ), LDA, C, S )
+ CALL ZROT( N+2-JROW, B( JROW-1, JROW-1 ), LDB,
+ $ B( JROW, JROW-1 ), LDB, C, S )
+ IF( ILQ )
+ $ CALL ZROT( N, Q( 1, JROW-1 ), 1, Q( 1, JROW ), 1, C,
+ $ DCONJG( S ) )
+*
+* Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1)
+*
+ CTEMP = B( JROW, JROW )
+ CALL ZLARTG( CTEMP, B( JROW, JROW-1 ), C, S,
+ $ B( JROW, JROW ) )
+ B( JROW, JROW-1 ) = CZERO
+ CALL ZROT( IHI, A( 1, JROW ), 1, A( 1, JROW-1 ), 1, C, S )
+ CALL ZROT( JROW-1, B( 1, JROW ), 1, B( 1, JROW-1 ), 1, C,
+ $ S )
+ IF( ILZ )
+ $ CALL ZROT( N, Z( 1, JROW ), 1, Z( 1, JROW-1 ), 1, C, S )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+ RETURN
+*
+* End of ZGGHRD
+*
+ END
diff --git a/src/lib/lapack/zheev.f b/src/lib/lapack/zheev.f
new file mode 100644
index 00000000..324d1612
--- /dev/null
+++ b/src/lib/lapack/zheev.f
@@ -0,0 +1,218 @@
+ SUBROUTINE ZHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
+ $ INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBZ, UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION RWORK( * ), W( * )
+ COMPLEX*16 A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZHEEV computes all eigenvalues and, optionally, eigenvectors of a
+* complex Hermitian matrix A.
+*
+* Arguments
+* =========
+*
+* JOBZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only;
+* = 'V': Compute eigenvalues and eigenvectors.
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA, N)
+* On entry, the Hermitian matrix A. If UPLO = 'U', the
+* leading N-by-N upper triangular part of A contains the
+* upper triangular part of the matrix A. If UPLO = 'L',
+* the leading N-by-N lower triangular part of A contains
+* the lower triangular part of the matrix A.
+* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
+* orthonormal eigenvectors of the matrix A.
+* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
+* or the upper triangle (if UPLO='U') of A, including the
+* diagonal, is destroyed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* W (output) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, the eigenvalues in ascending order.
+*
+* 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 length of the array WORK. LWORK >= max(1,2*N-1).
+* For optimal efficiency, LWORK >= (NB+1)*N,
+* where NB is the blocksize for ZHETRD returned by ILAENV.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2))
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the algorithm failed to converge; i
+* off-diagonal elements of an intermediate tridiagonal
+* form did not converge to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+ COMPLEX*16 CONE
+ PARAMETER ( CONE = ( 1.0D0, 0.0D0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LOWER, LQUERY, WANTZ
+ INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
+ $ LLWORK, LWKOPT, NB
+ DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
+ $ SMLNUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANHE
+ EXTERNAL LSAME, ILAENV, DLAMCH, ZLANHE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSTERF, XERBLA, ZHETRD, ZLASCL, ZSTEQR,
+ $ ZUNGTR
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ WANTZ = LSAME( JOBZ, 'V' )
+ LOWER = LSAME( UPLO, 'L' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ INFO = 0
+ IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
+ LWKOPT = MAX( 1, ( NB+1 )*N )
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, 2*N-1 ) .AND. .NOT.LQUERY )
+ $ INFO = -8
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZHEEV ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+ IF( N.EQ.1 ) THEN
+ W( 1 ) = A( 1, 1 )
+ WORK( 1 ) = 1
+ IF( WANTZ )
+ $ A( 1, 1 ) = CONE
+ RETURN
+ END IF
+*
+* Get machine constants.
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ EPS = DLAMCH( 'Precision' )
+ SMLNUM = SAFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+ RMIN = SQRT( SMLNUM )
+ RMAX = SQRT( BIGNUM )
+*
+* Scale matrix to allowable range, if necessary.
+*
+ ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK )
+ ISCALE = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
+ ISCALE = 1
+ SIGMA = RMIN / ANRM
+ ELSE IF( ANRM.GT.RMAX ) THEN
+ ISCALE = 1
+ SIGMA = RMAX / ANRM
+ END IF
+ IF( ISCALE.EQ.1 )
+ $ CALL ZLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
+*
+* Call ZHETRD to reduce Hermitian matrix to tridiagonal form.
+*
+ INDE = 1
+ INDTAU = 1
+ INDWRK = INDTAU + N
+ LLWORK = LWORK - INDWRK + 1
+ CALL ZHETRD( UPLO, N, A, LDA, W, RWORK( INDE ), WORK( INDTAU ),
+ $ WORK( INDWRK ), LLWORK, IINFO )
+*
+* For eigenvalues only, call DSTERF. For eigenvectors, first call
+* ZUNGTR to generate the unitary matrix, then call ZSTEQR.
+*
+ IF( .NOT.WANTZ ) THEN
+ CALL DSTERF( N, W, RWORK( INDE ), INFO )
+ ELSE
+ CALL ZUNGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
+ $ LLWORK, IINFO )
+ INDWRK = INDE + N
+ CALL ZSTEQR( JOBZ, N, W, RWORK( INDE ), A, LDA,
+ $ RWORK( INDWRK ), INFO )
+ END IF
+*
+* If matrix was scaled, then rescale eigenvalues appropriately.
+*
+ IF( ISCALE.EQ.1 ) THEN
+ IF( INFO.EQ.0 ) THEN
+ IMAX = N
+ ELSE
+ IMAX = INFO - 1
+ END IF
+ CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
+ END IF
+*
+* Set WORK(1) to optimal complex workspace size.
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of ZHEEV
+*
+ END
diff --git a/src/lib/lapack/zhetd2.f b/src/lib/lapack/zhetd2.f
new file mode 100644
index 00000000..24b0a1df
--- /dev/null
+++ b/src/lib/lapack/zhetd2.f
@@ -0,0 +1,258 @@
+ SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+ COMPLEX*16 A( LDA, * ), TAU( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZHETD2 reduces a complex Hermitian matrix A to real symmetric
+* tridiagonal form T by a unitary similarity transformation:
+* Q' * A * Q = T.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* Hermitian matrix A is stored:
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
+* n-by-n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n-by-n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit, if UPLO = 'U', the diagonal and first superdiagonal
+* of A are overwritten by the corresponding elements of the
+* tridiagonal matrix T, and the elements above the first
+* superdiagonal, with the array TAU, represent the unitary
+* matrix Q as a product of elementary reflectors; if UPLO
+* = 'L', the diagonal and first subdiagonal of A are over-
+* written by the corresponding elements of the tridiagonal
+* matrix T, and the elements below the first subdiagonal, with
+* the array TAU, represent the unitary matrix Q as a product
+* of elementary reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* D (output) DOUBLE PRECISION array, dimension (N)
+* The diagonal elements of the tridiagonal matrix T:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* The off-diagonal elements of the tridiagonal matrix T:
+* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
+*
+* TAU (output) COMPLEX*16 array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n-1) . . . H(2) H(1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
+* A(1:i-1,i+1), and tau in TAU(i).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(n-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
+* and tau in TAU(i).
+*
+* The contents of A on exit are illustrated by the following examples
+* with n = 5:
+*
+* if UPLO = 'U': if UPLO = 'L':
+*
+* ( d e v2 v3 v4 ) ( d )
+* ( d e v3 v4 ) ( e d )
+* ( d e v4 ) ( v1 e d )
+* ( d e ) ( v1 v2 e d )
+* ( d ) ( v1 v2 v3 e d )
+*
+* where d and e denote diagonal and off-diagonal elements of T, and vi
+* denotes an element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO, HALF
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ HALF = ( 0.5D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I
+ COMPLEX*16 ALPHA, TAUI
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZAXPY, ZHEMV, ZHER2, ZLARFG
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ COMPLEX*16 ZDOTC
+ EXTERNAL LSAME, ZDOTC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZHETD2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Reduce the upper triangle of A
+*
+ A( N, N ) = DBLE( A( N, N ) )
+ DO 10 I = N - 1, 1, -1
+*
+* Generate elementary reflector H(i) = I - tau * v * v'
+* to annihilate A(1:i-1,i+1)
+*
+ ALPHA = A( I, I+1 )
+ CALL ZLARFG( I, ALPHA, A( 1, I+1 ), 1, TAUI )
+ E( I ) = ALPHA
+*
+ IF( TAUI.NE.ZERO ) THEN
+*
+* Apply H(i) from both sides to A(1:i,1:i)
+*
+ A( I, I+1 ) = ONE
+*
+* Compute x := tau * A * v storing x in TAU(1:i)
+*
+ CALL ZHEMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO,
+ $ TAU, 1 )
+*
+* Compute w := x - 1/2 * tau * (x'*v) * v
+*
+ ALPHA = -HALF*TAUI*ZDOTC( I, TAU, 1, A( 1, I+1 ), 1 )
+ CALL ZAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
+*
+* Apply the transformation as a rank-2 update:
+* A := A - v * w' - w * v'
+*
+ CALL ZHER2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A,
+ $ LDA )
+*
+ ELSE
+ A( I, I ) = DBLE( A( I, I ) )
+ END IF
+ A( I, I+1 ) = E( I )
+ D( I+1 ) = A( I+1, I+1 )
+ TAU( I ) = TAUI
+ 10 CONTINUE
+ D( 1 ) = A( 1, 1 )
+ ELSE
+*
+* Reduce the lower triangle of A
+*
+ A( 1, 1 ) = DBLE( A( 1, 1 ) )
+ DO 20 I = 1, N - 1
+*
+* Generate elementary reflector H(i) = I - tau * v * v'
+* to annihilate A(i+2:n,i)
+*
+ ALPHA = A( I+1, I )
+ CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAUI )
+ E( I ) = ALPHA
+*
+ IF( TAUI.NE.ZERO ) THEN
+*
+* Apply H(i) from both sides to A(i+1:n,i+1:n)
+*
+ A( I+1, I ) = ONE
+*
+* Compute x := tau * A * v storing y in TAU(i:n-1)
+*
+ CALL ZHEMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, TAU( I ), 1 )
+*
+* Compute w := x - 1/2 * tau * (x'*v) * v
+*
+ ALPHA = -HALF*TAUI*ZDOTC( N-I, TAU( I ), 1, A( I+1, I ),
+ $ 1 )
+ CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
+*
+* Apply the transformation as a rank-2 update:
+* A := A - v * w' - w * v'
+*
+ CALL ZHER2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1,
+ $ A( I+1, I+1 ), LDA )
+*
+ ELSE
+ A( I+1, I+1 ) = DBLE( A( I+1, I+1 ) )
+ END IF
+ A( I+1, I ) = E( I )
+ D( I ) = A( I, I )
+ TAU( I ) = TAUI
+ 20 CONTINUE
+ D( N ) = A( N, N )
+ END IF
+*
+ RETURN
+*
+* End of ZHETD2
+*
+ END
diff --git a/src/lib/lapack/zhetrd.f b/src/lib/lapack/zhetrd.f
new file mode 100644
index 00000000..fb0cd0b2
--- /dev/null
+++ b/src/lib/lapack/zhetrd.f
@@ -0,0 +1,296 @@
+ SUBROUTINE ZHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZHETRD reduces a complex Hermitian matrix A to real symmetric
+* tridiagonal form T by a unitary similarity transformation:
+* Q**H * A * Q = T.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
+* N-by-N upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit, if UPLO = 'U', the diagonal and first superdiagonal
+* of A are overwritten by the corresponding elements of the
+* tridiagonal matrix T, and the elements above the first
+* superdiagonal, with the array TAU, represent the unitary
+* matrix Q as a product of elementary reflectors; if UPLO
+* = 'L', the diagonal and first subdiagonal of A are over-
+* written by the corresponding elements of the tridiagonal
+* matrix T, and the elements below the first subdiagonal, with
+* the array TAU, represent the unitary matrix Q as a product
+* of elementary reflectors. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* D (output) DOUBLE PRECISION array, dimension (N)
+* The diagonal elements of the tridiagonal matrix T:
+* D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* The off-diagonal elements of the tridiagonal matrix T:
+* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
+*
+* TAU (output) COMPLEX*16 array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* 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 >= 1.
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n-1) . . . H(2) H(1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
+* A(1:i-1,i+1), and tau in TAU(i).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(n-1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
+* and tau in TAU(i).
+*
+* The contents of A on exit are illustrated by the following examples
+* with n = 5:
+*
+* if UPLO = 'U': if UPLO = 'L':
+*
+* ( d e v2 v3 v4 ) ( d )
+* ( d e v3 v4 ) ( e d )
+* ( d e v4 ) ( v1 e d )
+* ( d e ) ( v1 v2 e d )
+* ( d ) ( v1 v2 v3 e d )
+*
+* where d and e denote diagonal and off-diagonal elements of T, and vi
+* denotes an element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+ COMPLEX*16 CONE
+ PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, UPPER
+ INTEGER I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZHER2K, ZHETD2, ZLATRD
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
+ INFO = -9
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size.
+*
+ NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZHETRD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NX = N
+ IWS = 1
+ IF( NB.GT.1 .AND. NB.LT.N ) THEN
+*
+* Determine when to cross over from blocked to unblocked code
+* (last block is always handled by unblocked code).
+*
+ NX = MAX( NB, ILAENV( 3, 'ZHETRD', UPLO, N, -1, -1, -1 ) )
+ IF( NX.LT.N ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: determine the
+* minimum value of NB, and reduce NB or force use of
+* unblocked code by setting NX = N.
+*
+ NB = MAX( LWORK / LDWORK, 1 )
+ NBMIN = ILAENV( 2, 'ZHETRD', UPLO, N, -1, -1, -1 )
+ IF( NB.LT.NBMIN )
+ $ NX = N
+ END IF
+ ELSE
+ NX = N
+ END IF
+ ELSE
+ NB = 1
+ END IF
+*
+ IF( UPPER ) THEN
+*
+* Reduce the upper triangle of A.
+* Columns 1:kk are handled by the unblocked method.
+*
+ KK = N - ( ( N-NX+NB-1 ) / NB )*NB
+ DO 20 I = N - NB + 1, KK + 1, -NB
+*
+* Reduce columns i:i+nb-1 to tridiagonal form and form the
+* matrix W which is needed to update the unreduced part of
+* the matrix
+*
+ CALL ZLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
+ $ LDWORK )
+*
+* Update the unreduced submatrix A(1:i-1,1:i-1), using an
+* update of the form: A := A - V*W' - W*V'
+*
+ CALL ZHER2K( UPLO, 'No transpose', I-1, NB, -CONE,
+ $ A( 1, I ), LDA, WORK, LDWORK, ONE, A, LDA )
+*
+* Copy superdiagonal elements back into A, and diagonal
+* elements into D
+*
+ DO 10 J = I, I + NB - 1
+ A( J-1, J ) = E( J-1 )
+ D( J ) = A( J, J )
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Use unblocked code to reduce the last or only block
+*
+ CALL ZHETD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
+ ELSE
+*
+* Reduce the lower triangle of A
+*
+ DO 40 I = 1, N - NX, NB
+*
+* Reduce columns i:i+nb-1 to tridiagonal form and form the
+* matrix W which is needed to update the unreduced part of
+* the matrix
+*
+ CALL ZLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
+ $ TAU( I ), WORK, LDWORK )
+*
+* Update the unreduced submatrix A(i+nb:n,i+nb:n), using
+* an update of the form: A := A - V*W' - W*V'
+*
+ CALL ZHER2K( UPLO, 'No transpose', N-I-NB+1, NB, -CONE,
+ $ A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
+ $ A( I+NB, I+NB ), LDA )
+*
+* Copy subdiagonal elements back into A, and diagonal
+* elements into D
+*
+ DO 30 J = I, I + NB - 1
+ A( J+1, J ) = E( J )
+ D( J ) = A( J, J )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Use unblocked code to reduce the last or only block
+*
+ CALL ZHETD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
+ $ TAU( I ), IINFO )
+ END IF
+*
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZHETRD
+*
+ END
diff --git a/src/lib/lapack/zhgeqz.f b/src/lib/lapack/zhgeqz.f
new file mode 100644
index 00000000..6a9403bd
--- /dev/null
+++ b/src/lib/lapack/zhgeqz.f
@@ -0,0 +1,759 @@
+ SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
+ $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
+ $ RWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, COMPZ, JOB
+ INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ),
+ $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
+* where H is an upper Hessenberg matrix and T is upper triangular,
+* using the single-shift QZ method.
+* Matrix pairs of this type are produced by the reduction to
+* generalized upper Hessenberg form of a complex matrix pair (A,B):
+*
+* A = Q1*H*Z1**H, B = Q1*T*Z1**H,
+*
+* as computed by ZGGHRD.
+*
+* If JOB='S', then the Hessenberg-triangular pair (H,T) is
+* also reduced to generalized Schur form,
+*
+* H = Q*S*Z**H, T = Q*P*Z**H,
+*
+* where Q and Z are unitary matrices and S and P are upper triangular.
+*
+* Optionally, the unitary matrix Q from the generalized Schur
+* factorization may be postmultiplied into an input matrix Q1, and the
+* unitary matrix Z may be postmultiplied into an input matrix Z1.
+* If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced
+* the matrix pair (A,B) to generalized Hessenberg form, then the output
+* matrices Q1*Q and Z1*Z are the unitary factors from the generalized
+* Schur factorization of (A,B):
+*
+* A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
+*
+* To avoid overflow, eigenvalues of the matrix pair (H,T)
+* (equivalently, of (A,B)) are computed as a pair of complex values
+* (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
+* eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
+* A*x = lambda*B*x
+* and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
+* alternate form of the GNEP
+* mu*A*y = B*y.
+* The values of alpha and beta for the i-th eigenvalue can be read
+* directly from the generalized Schur form: alpha = S(i,i),
+* beta = P(i,i).
+*
+* Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
+* Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
+* pp. 241--256.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* = 'E': Compute eigenvalues only;
+* = 'S': Computer eigenvalues and the Schur form.
+*
+* COMPQ (input) CHARACTER*1
+* = 'N': Left Schur vectors (Q) are not computed;
+* = 'I': Q is initialized to the unit matrix and the matrix Q
+* of left Schur vectors of (H,T) is returned;
+* = 'V': Q must contain a unitary matrix Q1 on entry and
+* the product Q1*Q is returned.
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': Right Schur vectors (Z) are not computed;
+* = 'I': Q is initialized to the unit matrix and the matrix Z
+* of right Schur vectors of (H,T) is returned;
+* = 'V': Z must contain a unitary matrix Z1 on entry and
+* the product Z1*Z is returned.
+*
+* N (input) INTEGER
+* The order of the matrices H, T, Q, and Z. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI mark the rows and columns of H which are in
+* Hessenberg form. It is assumed that A is already upper
+* triangular in rows and columns 1:ILO-1 and IHI+1:N.
+* If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
+*
+* H (input/output) COMPLEX*16 array, dimension (LDH, N)
+* On entry, the N-by-N upper Hessenberg matrix H.
+* On exit, if JOB = 'S', H contains the upper triangular
+* matrix S from the generalized Schur factorization.
+* If JOB = 'E', the diagonal of H matches that of S, but
+* the rest of H is unspecified.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH >= max( 1, N ).
+*
+* T (input/output) COMPLEX*16 array, dimension (LDT, N)
+* On entry, the N-by-N upper triangular matrix T.
+* On exit, if JOB = 'S', T contains the upper triangular
+* matrix P from the generalized Schur factorization.
+* If JOB = 'E', the diagonal of T matches that of P, but
+* the rest of T is unspecified.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= max( 1, N ).
+*
+* ALPHA (output) COMPLEX*16 array, dimension (N)
+* The complex scalars alpha that define the eigenvalues of
+* GNEP. ALPHA(i) = S(i,i) in the generalized Schur
+* factorization.
+*
+* BETA (output) COMPLEX*16 array, dimension (N)
+* The real non-negative scalars beta that define the
+* eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
+* Schur factorization.
+*
+* 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.
+*
+* Q (input/output) COMPLEX*16 array, dimension (LDQ, N)
+* On entry, if COMPZ = 'V', the unitary matrix Q1 used in the
+* reduction of (A,B) to generalized Hessenberg form.
+* On exit, if COMPZ = 'I', the unitary matrix of left Schur
+* vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
+* left Schur vectors of (A,B).
+* Not referenced if COMPZ = 'N'.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1.
+* If COMPQ='V' or 'I', then LDQ >= N.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ, N)
+* On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
+* reduction of (A,B) to generalized Hessenberg form.
+* On exit, if COMPZ = 'I', the unitary matrix of right Schur
+* vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
+* right Schur vectors of (A,B).
+* Not referenced if COMPZ = 'N'.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1.
+* If COMPZ='V' or 'I', then LDZ >= 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,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) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* = 1,...,N: the QZ iteration did not converge. (H,T) is not
+* in Schur form, but ALPHA(i) and BETA(i),
+* i=INFO+1,...,N should be correct.
+* = N+1,...,2*N: the shift calculation failed. (H,T) is not
+* in Schur form, but ALPHA(i) and BETA(i),
+* i=INFO-N+1,...,N should be correct.
+*
+* Further Details
+* ===============
+*
+* We assume that complex ABS works as long as its value is less than
+* overflow.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION HALF
+ PARAMETER ( HALF = 0.5D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
+ INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
+ $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
+ $ JR, MAXIT
+ DOUBLE PRECISION ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
+ $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
+ COMPLEX*16 ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
+ $ CTEMP3, ESHIFT, RTDISC, S, SHIFT, SIGNBC, T1,
+ $ U12, X
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, ZLANHS
+ EXTERNAL LSAME, DLAMCH, ZLANHS
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARTG, ZLASET, ZROT, ZSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN,
+ $ SQRT
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION ABS1
+* ..
+* .. Statement Function definitions ..
+ ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
+* ..
+* .. Executable Statements ..
+*
+* Decode JOB, COMPQ, COMPZ
+*
+ IF( LSAME( JOB, 'E' ) ) THEN
+ ILSCHR = .FALSE.
+ ISCHUR = 1
+ ELSE IF( LSAME( JOB, 'S' ) ) THEN
+ ILSCHR = .TRUE.
+ ISCHUR = 2
+ ELSE
+ ISCHUR = 0
+ END IF
+*
+ IF( LSAME( COMPQ, 'N' ) ) THEN
+ ILQ = .FALSE.
+ ICOMPQ = 1
+ ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 2
+ ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 3
+ ELSE
+ ICOMPQ = 0
+ END IF
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ILZ = .FALSE.
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 2
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 3
+ ELSE
+ ICOMPZ = 0
+ END IF
+*
+* Check Argument Values
+*
+ INFO = 0
+ WORK( 1 ) = MAX( 1, N )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( ISCHUR.EQ.0 ) THEN
+ INFO = -1
+ ELSE IF( ICOMPQ.EQ.0 ) THEN
+ INFO = -2
+ ELSE IF( ICOMPZ.EQ.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -5
+ ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
+ INFO = -6
+ ELSE IF( LDH.LT.N ) THEN
+ INFO = -8
+ ELSE IF( LDT.LT.N ) THEN
+ INFO = -10
+ ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -14
+ ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -16
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -18
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZHGEQZ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+* WORK( 1 ) = CMPLX( 1 )
+ IF( N.LE.0 ) THEN
+ WORK( 1 ) = DCMPLX( 1 )
+ RETURN
+ END IF
+*
+* Initialize Q and Z
+*
+ IF( ICOMPQ.EQ.3 )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
+ IF( ICOMPZ.EQ.3 )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
+*
+* Machine Constants
+*
+ IN = IHI + 1 - ILO
+ SAFMIN = DLAMCH( 'S' )
+ ULP = DLAMCH( 'E' )*DLAMCH( 'B' )
+ ANORM = ZLANHS( 'F', IN, H( ILO, ILO ), LDH, RWORK )
+ BNORM = ZLANHS( 'F', IN, T( ILO, ILO ), LDT, RWORK )
+ ATOL = MAX( SAFMIN, ULP*ANORM )
+ BTOL = MAX( SAFMIN, ULP*BNORM )
+ ASCALE = ONE / MAX( SAFMIN, ANORM )
+ BSCALE = ONE / MAX( SAFMIN, BNORM )
+*
+*
+* Set Eigenvalues IHI+1:N
+*
+ DO 10 J = IHI + 1, N
+ ABSB = ABS( T( J, J ) )
+ IF( ABSB.GT.SAFMIN ) THEN
+ SIGNBC = DCONJG( T( J, J ) / ABSB )
+ T( J, J ) = ABSB
+ IF( ILSCHR ) THEN
+ CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 )
+ CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 )
+ ELSE
+ H( J, J ) = H( J, J )*SIGNBC
+ END IF
+ IF( ILZ )
+ $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )
+ ELSE
+ T( J, J ) = CZERO
+ END IF
+ ALPHA( J ) = H( J, J )
+ BETA( J ) = T( J, J )
+ 10 CONTINUE
+*
+* If IHI < ILO, skip QZ steps
+*
+ IF( IHI.LT.ILO )
+ $ GO TO 190
+*
+* MAIN QZ ITERATION LOOP
+*
+* Initialize dynamic indices
+*
+* Eigenvalues ILAST+1:N have been found.
+* Column operations modify rows IFRSTM:whatever
+* Row operations modify columns whatever:ILASTM
+*
+* If only eigenvalues are being computed, then
+* IFRSTM is the row of the last splitting row above row ILAST;
+* this is always at least ILO.
+* IITER counts iterations since the last eigenvalue was found,
+* to tell when to use an extraordinary shift.
+* MAXIT is the maximum number of QZ sweeps allowed.
+*
+ ILAST = IHI
+ IF( ILSCHR ) THEN
+ IFRSTM = 1
+ ILASTM = N
+ ELSE
+ IFRSTM = ILO
+ ILASTM = IHI
+ END IF
+ IITER = 0
+ ESHIFT = CZERO
+ MAXIT = 30*( IHI-ILO+1 )
+*
+ DO 170 JITER = 1, MAXIT
+*
+* Check for too many iterations.
+*
+ IF( JITER.GT.MAXIT )
+ $ GO TO 180
+*
+* Split the matrix if possible.
+*
+* Two tests:
+* 1: H(j,j-1)=0 or j=ILO
+* 2: T(j,j)=0
+*
+* Special case: j=ILAST
+*
+ IF( ILAST.EQ.ILO ) THEN
+ GO TO 60
+ ELSE
+ IF( ABS1( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
+ H( ILAST, ILAST-1 ) = CZERO
+ GO TO 60
+ END IF
+ END IF
+*
+ IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
+ T( ILAST, ILAST ) = CZERO
+ GO TO 50
+ END IF
+*
+* General case: j<ILAST
+*
+ DO 40 J = ILAST - 1, ILO, -1
+*
+* Test 1: for H(j,j-1)=0 or j=ILO
+*
+ IF( J.EQ.ILO ) THEN
+ ILAZRO = .TRUE.
+ ELSE
+ IF( ABS1( H( J, J-1 ) ).LE.ATOL ) THEN
+ H( J, J-1 ) = CZERO
+ ILAZRO = .TRUE.
+ ELSE
+ ILAZRO = .FALSE.
+ END IF
+ END IF
+*
+* Test 2: for T(j,j)=0
+*
+ IF( ABS( T( J, J ) ).LT.BTOL ) THEN
+ T( J, J ) = CZERO
+*
+* Test 1a: Check for 2 consecutive small subdiagonals in A
+*
+ ILAZR2 = .FALSE.
+ IF( .NOT.ILAZRO ) THEN
+ IF( ABS1( H( J, J-1 ) )*( ASCALE*ABS1( H( J+1,
+ $ J ) ) ).LE.ABS1( H( J, J ) )*( ASCALE*ATOL ) )
+ $ ILAZR2 = .TRUE.
+ END IF
+*
+* If both tests pass (1 & 2), i.e., the leading diagonal
+* element of B in the block is zero, split a 1x1 block off
+* at the top. (I.e., at the J-th row/column) The leading
+* diagonal element of the remainder can also be zero, so
+* this may have to be done repeatedly.
+*
+ IF( ILAZRO .OR. ILAZR2 ) THEN
+ DO 20 JCH = J, ILAST - 1
+ CTEMP = H( JCH, JCH )
+ CALL ZLARTG( CTEMP, H( JCH+1, JCH ), C, S,
+ $ H( JCH, JCH ) )
+ H( JCH+1, JCH ) = CZERO
+ CALL ZROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
+ $ H( JCH+1, JCH+1 ), LDH, C, S )
+ CALL ZROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
+ $ T( JCH+1, JCH+1 ), LDT, C, S )
+ IF( ILQ )
+ $ CALL ZROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
+ $ C, DCONJG( S ) )
+ IF( ILAZR2 )
+ $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
+ ILAZR2 = .FALSE.
+ IF( ABS1( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
+ IF( JCH+1.GE.ILAST ) THEN
+ GO TO 60
+ ELSE
+ IFIRST = JCH + 1
+ GO TO 70
+ END IF
+ END IF
+ T( JCH+1, JCH+1 ) = CZERO
+ 20 CONTINUE
+ GO TO 50
+ ELSE
+*
+* Only test 2 passed -- chase the zero to T(ILAST,ILAST)
+* Then process as in the case T(ILAST,ILAST)=0
+*
+ DO 30 JCH = J, ILAST - 1
+ CTEMP = T( JCH, JCH+1 )
+ CALL ZLARTG( CTEMP, T( JCH+1, JCH+1 ), C, S,
+ $ T( JCH, JCH+1 ) )
+ T( JCH+1, JCH+1 ) = CZERO
+ IF( JCH.LT.ILASTM-1 )
+ $ CALL ZROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT,
+ $ T( JCH+1, JCH+2 ), LDT, C, S )
+ CALL ZROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
+ $ H( JCH+1, JCH-1 ), LDH, C, S )
+ IF( ILQ )
+ $ CALL ZROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
+ $ C, DCONJG( S ) )
+ CTEMP = H( JCH+1, JCH )
+ CALL ZLARTG( CTEMP, H( JCH+1, JCH-1 ), C, S,
+ $ H( JCH+1, JCH ) )
+ H( JCH+1, JCH-1 ) = CZERO
+ CALL ZROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
+ $ H( IFRSTM, JCH-1 ), 1, C, S )
+ CALL ZROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
+ $ T( IFRSTM, JCH-1 ), 1, C, S )
+ IF( ILZ )
+ $ CALL ZROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
+ $ C, S )
+ 30 CONTINUE
+ GO TO 50
+ END IF
+ ELSE IF( ILAZRO ) THEN
+*
+* Only test 1 passed -- work on J:ILAST
+*
+ IFIRST = J
+ GO TO 70
+ END IF
+*
+* Neither test passed -- try next J
+*
+ 40 CONTINUE
+*
+* (Drop-through is "impossible")
+*
+ INFO = 2*N + 1
+ GO TO 210
+*
+* T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
+* 1x1 block.
+*
+ 50 CONTINUE
+ CTEMP = H( ILAST, ILAST )
+ CALL ZLARTG( CTEMP, H( ILAST, ILAST-1 ), C, S,
+ $ H( ILAST, ILAST ) )
+ H( ILAST, ILAST-1 ) = CZERO
+ CALL ZROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
+ $ H( IFRSTM, ILAST-1 ), 1, C, S )
+ CALL ZROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
+ $ T( IFRSTM, ILAST-1 ), 1, C, S )
+ IF( ILZ )
+ $ CALL ZROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
+*
+* H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
+*
+ 60 CONTINUE
+ ABSB = ABS( T( ILAST, ILAST ) )
+ IF( ABSB.GT.SAFMIN ) THEN
+ SIGNBC = DCONJG( T( ILAST, ILAST ) / ABSB )
+ T( ILAST, ILAST ) = ABSB
+ IF( ILSCHR ) THEN
+ CALL ZSCAL( ILAST-IFRSTM, SIGNBC, T( IFRSTM, ILAST ), 1 )
+ CALL ZSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM, ILAST ),
+ $ 1 )
+ ELSE
+ H( ILAST, ILAST ) = H( ILAST, ILAST )*SIGNBC
+ END IF
+ IF( ILZ )
+ $ CALL ZSCAL( N, SIGNBC, Z( 1, ILAST ), 1 )
+ ELSE
+ T( ILAST, ILAST ) = CZERO
+ END IF
+ ALPHA( ILAST ) = H( ILAST, ILAST )
+ BETA( ILAST ) = T( ILAST, ILAST )
+*
+* Go to next block -- exit if finished.
+*
+ ILAST = ILAST - 1
+ IF( ILAST.LT.ILO )
+ $ GO TO 190
+*
+* Reset counters
+*
+ IITER = 0
+ ESHIFT = CZERO
+ IF( .NOT.ILSCHR ) THEN
+ ILASTM = ILAST
+ IF( IFRSTM.GT.ILAST )
+ $ IFRSTM = ILO
+ END IF
+ GO TO 160
+*
+* QZ step
+*
+* This iteration only involves rows/columns IFIRST:ILAST. We
+* assume IFIRST < ILAST, and that the diagonal of B is non-zero.
+*
+ 70 CONTINUE
+ IITER = IITER + 1
+ IF( .NOT.ILSCHR ) THEN
+ IFRSTM = IFIRST
+ END IF
+*
+* Compute the Shift.
+*
+* At this point, IFIRST < ILAST, and the diagonal elements of
+* T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
+* magnitude)
+*
+ IF( ( IITER / 10 )*10.NE.IITER ) THEN
+*
+* The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
+* the bottom-right 2x2 block of A inv(B) which is nearest to
+* the bottom-right element.
+*
+* We factor B as U*D, where U has unit diagonals, and
+* compute (A*inv(D))*inv(U).
+*
+ U12 = ( BSCALE*T( ILAST-1, ILAST ) ) /
+ $ ( BSCALE*T( ILAST, ILAST ) )
+ AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
+ $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
+ AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
+ $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
+ AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
+ $ ( BSCALE*T( ILAST, ILAST ) )
+ AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
+ $ ( BSCALE*T( ILAST, ILAST ) )
+ ABI22 = AD22 - U12*AD21
+*
+ T1 = HALF*( AD11+ABI22 )
+ RTDISC = SQRT( T1**2+AD12*AD21-AD11*AD22 )
+ TEMP = DBLE( T1-ABI22 )*DBLE( RTDISC ) +
+ $ DIMAG( T1-ABI22 )*DIMAG( RTDISC )
+ IF( TEMP.LE.ZERO ) THEN
+ SHIFT = T1 + RTDISC
+ ELSE
+ SHIFT = T1 - RTDISC
+ END IF
+ ELSE
+*
+* Exceptional shift. Chosen for no particularly good reason.
+*
+ ESHIFT = ESHIFT + DCONJG( ( ASCALE*H( ILAST-1, ILAST ) ) /
+ $ ( BSCALE*T( ILAST-1, ILAST-1 ) ) )
+ SHIFT = ESHIFT
+ END IF
+*
+* Now check for two consecutive small subdiagonals.
+*
+ DO 80 J = ILAST - 1, IFIRST + 1, -1
+ ISTART = J
+ CTEMP = ASCALE*H( J, J ) - SHIFT*( BSCALE*T( J, J ) )
+ TEMP = ABS1( CTEMP )
+ TEMP2 = ASCALE*ABS1( H( J+1, J ) )
+ TEMPR = MAX( TEMP, TEMP2 )
+ IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
+ TEMP = TEMP / TEMPR
+ TEMP2 = TEMP2 / TEMPR
+ END IF
+ IF( ABS1( H( J, J-1 ) )*TEMP2.LE.TEMP*ATOL )
+ $ GO TO 90
+ 80 CONTINUE
+*
+ ISTART = IFIRST
+ CTEMP = ASCALE*H( IFIRST, IFIRST ) -
+ $ SHIFT*( BSCALE*T( IFIRST, IFIRST ) )
+ 90 CONTINUE
+*
+* Do an implicit-shift QZ sweep.
+*
+* Initial Q
+*
+ CTEMP2 = ASCALE*H( ISTART+1, ISTART )
+ CALL ZLARTG( CTEMP, CTEMP2, C, S, CTEMP3 )
+*
+* Sweep
+*
+ DO 150 J = ISTART, ILAST - 1
+ IF( J.GT.ISTART ) THEN
+ CTEMP = H( J, J-1 )
+ CALL ZLARTG( CTEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
+ H( J+1, J-1 ) = CZERO
+ END IF
+*
+ DO 100 JC = J, ILASTM
+ CTEMP = C*H( J, JC ) + S*H( J+1, JC )
+ H( J+1, JC ) = -DCONJG( S )*H( J, JC ) + C*H( J+1, JC )
+ H( J, JC ) = CTEMP
+ CTEMP2 = C*T( J, JC ) + S*T( J+1, JC )
+ T( J+1, JC ) = -DCONJG( S )*T( J, JC ) + C*T( J+1, JC )
+ T( J, JC ) = CTEMP2
+ 100 CONTINUE
+ IF( ILQ ) THEN
+ DO 110 JR = 1, N
+ CTEMP = C*Q( JR, J ) + DCONJG( S )*Q( JR, J+1 )
+ Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
+ Q( JR, J ) = CTEMP
+ 110 CONTINUE
+ END IF
+*
+ CTEMP = T( J+1, J+1 )
+ CALL ZLARTG( CTEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
+ T( J+1, J ) = CZERO
+*
+ DO 120 JR = IFRSTM, MIN( J+2, ILAST )
+ CTEMP = C*H( JR, J+1 ) + S*H( JR, J )
+ H( JR, J ) = -DCONJG( S )*H( JR, J+1 ) + C*H( JR, J )
+ H( JR, J+1 ) = CTEMP
+ 120 CONTINUE
+ DO 130 JR = IFRSTM, J
+ CTEMP = C*T( JR, J+1 ) + S*T( JR, J )
+ T( JR, J ) = -DCONJG( S )*T( JR, J+1 ) + C*T( JR, J )
+ T( JR, J+1 ) = CTEMP
+ 130 CONTINUE
+ IF( ILZ ) THEN
+ DO 140 JR = 1, N
+ CTEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
+ Z( JR, J ) = -DCONJG( S )*Z( JR, J+1 ) + C*Z( JR, J )
+ Z( JR, J+1 ) = CTEMP
+ 140 CONTINUE
+ END IF
+ 150 CONTINUE
+*
+ 160 CONTINUE
+*
+ 170 CONTINUE
+*
+* Drop-through = non-convergence
+*
+ 180 CONTINUE
+ INFO = ILAST
+ GO TO 210
+*
+* Successful completion of all QZ steps
+*
+ 190 CONTINUE
+*
+* Set Eigenvalues 1:ILO-1
+*
+ DO 200 J = 1, ILO - 1
+ ABSB = ABS( T( J, J ) )
+ IF( ABSB.GT.SAFMIN ) THEN
+ SIGNBC = DCONJG( T( J, J ) / ABSB )
+ T( J, J ) = ABSB
+ IF( ILSCHR ) THEN
+ CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 )
+ CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 )
+ ELSE
+ H( J, J ) = H( J, J )*SIGNBC
+ END IF
+ IF( ILZ )
+ $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )
+ ELSE
+ T( J, J ) = CZERO
+ END IF
+ ALPHA( J ) = H( J, J )
+ BETA( J ) = T( J, J )
+ 200 CONTINUE
+*
+* Normal Termination
+*
+ INFO = 0
+*
+* Exit (other than argument error) -- return optimal workspace size
+*
+ 210 CONTINUE
+ WORK( 1 ) = DCMPLX( N )
+ RETURN
+*
+* End of ZHGEQZ
+*
+ END
diff --git a/src/lib/lapack/zhseqr.f b/src/lib/lapack/zhseqr.f
new file mode 100644
index 00000000..fb721dad
--- /dev/null
+++ b/src/lib/lapack/zhseqr.f
@@ -0,0 +1,395 @@
+ SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
+ CHARACTER COMPZ, JOB
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
+* ..
+* Purpose
+* =======
+*
+* ZHSEQR computes the eigenvalues of a Hessenberg matrix H
+* and, optionally, the matrices T and Z from the Schur decomposition
+* H = Z T Z**H, where T is an upper triangular matrix (the
+* Schur form), and Z is the unitary matrix of Schur vectors.
+*
+* Optionally Z may be postmultiplied into an input unitary
+* matrix Q so that this routine can give the Schur factorization
+* of a matrix A which has been reduced to the Hessenberg form H
+* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
+*
+* Arguments
+* =========
+*
+* JOB (input) CHARACTER*1
+* = 'E': compute eigenvalues only;
+* = 'S': compute eigenvalues and the Schur form T.
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': no Schur vectors are computed;
+* = 'I': Z is initialized to the unit matrix and the matrix Z
+* of Schur vectors of H is returned;
+* = 'V': Z must contain an unitary matrix Q on entry, and
+* the product Q*Z is returned.
+*
+* N (input) INTEGER
+* The order of the matrix H. N .GE. 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
+* set by a previous call to ZGEBAL, and then passed to ZGEHRD
+* when the matrix output by ZGEBAL is reduced to Hessenberg
+* form. Otherwise ILO and IHI should be set to 1 and N
+* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
+* If N = 0, then ILO = 1 and IHI = 0.
+*
+* H (input/output) COMPLEX*16 array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO = 0 and JOB = 'S', H contains the upper
+* triangular matrix T from the Schur decomposition (the
+* Schur form). If INFO = 0 and JOB = 'E', the contents of
+* H are unspecified on exit. (The output value of H when
+* INFO.GT.0 is given under the description of INFO below.)
+*
+* Unlike earlier versions of ZHSEQR, this subroutine may
+* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
+* or j = IHI+1, IHI+2, ... N.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH .GE. max(1,N).
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* The computed eigenvalues. If JOB = 'S', the eigenvalues are
+* stored in the same order as on the diagonal of the Schur
+* form returned in H, with W(i) = H(i,i).
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* If COMPZ = 'N', Z is not referenced.
+* If COMPZ = 'I', on entry Z need not be set and on exit,
+* if INFO = 0, Z contains the unitary matrix Z of the Schur
+* vectors of H. If COMPZ = 'V', on entry Z must contain an
+* N-by-N matrix Q, which is assumed to be equal to the unit
+* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
+* if INFO = 0, Z contains Q*Z.
+* Normally Q is the unitary matrix generated by ZUNGHR
+* after the call to ZGEHRD which formed the Hessenberg matrix
+* H. (The output value of Z when INFO.GT.0 is given under
+* the description of INFO below.)
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. if COMPZ = 'I' or
+* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
+*
+* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)
+* On exit, if INFO = 0, WORK(1) returns an estimate of
+* the optimal value for LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK .GE. max(1,N)
+* is sufficient, but LWORK typically as large as 6*N may
+* be required for optimal performance. A workspace query
+* to determine the optimal workspace size is recommended.
+*
+* If LWORK = -1, then ZHSEQR does a workspace query.
+* In this case, ZHSEQR checks the input parameters and
+* estimates the optimal workspace size for the given
+* values of N, ILO and IHI. The estimate is returned
+* in WORK(1). No error message related to LWORK is
+* issued by XERBLA. Neither H nor Z are accessed.
+*
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .LT. 0: if INFO = -i, the i-th argument had an illegal
+* value
+* .GT. 0: if INFO = i, ZHSEQR failed to compute all of
+* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
+* and WI contain those eigenvalues which have been
+* successfully computed. (Failures are rare.)
+*
+* If INFO .GT. 0 and JOB = 'E', then on exit, the
+* remaining unconverged eigenvalues are the eigen-
+* values of the upper Hessenberg matrix rows and
+* columns ILO through INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and JOB = 'S', then on exit
+*
+* (*) (initial value of H)*U = U*(final value of H)
+*
+* where U is a unitary matrix. The final
+* value of H is upper Hessenberg and triangular in
+* rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and COMPZ = 'V', then on exit
+*
+* (final value of Z) = (initial value of Z)*U
+*
+* where U is the unitary matrix in (*) (regard-
+* less of the value of JOB.)
+*
+* If INFO .GT. 0 and COMPZ = 'I', then on exit
+* (final value of Z) = U
+* where U is the unitary matrix in (*) (regard-
+* less of the value of JOB.)
+*
+* If INFO .GT. 0 and COMPZ = 'N', then Z is not
+* accessed.
+*
+* ================================================================
+* Default values supplied by
+* ILAENV(ISPEC,'ZHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
+* It is suggested that these defaults be adjusted in order
+* to attain best performance in each particular
+* computational environment.
+*
+* ISPEC=1: The ZLAHQR vs ZLAQR0 crossover point.
+* Default: 75. (Must be at least 11.)
+*
+* ISPEC=2: Recommended deflation window size.
+* This depends on ILO, IHI and NS. NS is the
+* number of simultaneous shifts returned
+* by ILAENV(ISPEC=4). (See ISPEC=4 below.)
+* The default for (IHI-ILO+1).LE.500 is NS.
+* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
+*
+* ISPEC=3: Nibble crossover point. (See ILAENV for
+* details.) Default: 14% of deflation window
+* size.
+*
+* ISPEC=4: Number of simultaneous shifts, NS, in
+* a multi-shift QR iteration.
+*
+* If IHI-ILO+1 is ...
+*
+* greater than ...but less ... the
+* or equal to ... than default is
+*
+* 1 30 NS - 2(+)
+* 30 60 NS - 4(+)
+* 60 150 NS = 10(+)
+* 150 590 NS = **
+* 590 3000 NS = 64
+* 3000 6000 NS = 128
+* 6000 infinity NS = 256
+*
+* (+) By default some or all matrices of this order
+* are passed to the implicit double shift routine
+* ZLAHQR and NS is ignored. See ISPEC=1 above
+* and comments in IPARM for details.
+*
+* The asterisks (**) indicate an ad-hoc
+* function of N increasing from 10 to 64.
+*
+* ISPEC=5: Select structured matrix multiply.
+* (See ILAENV for details.) Default: 3.
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+* References:
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
+* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
+* 929--947, 2002.
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
+* of Matrix Analysis, volume 23, pages 948--973, 2002.
+*
+* ================================================================
+* .. Parameters ..
+*
+* ==== Matrices of order NTINY or smaller must be processed by
+* . ZLAHQR because of insufficient subdiagonal scratch space.
+* . (This is a hard limit.) ====
+*
+* ==== NL allocates some local workspace to help small matrices
+* . through a rare ZLAHQR failure. NL .GT. NTINY = 11 is
+* . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom-
+* . mended. (The default value of NMIN is 75.) Using NL = 49
+* . allows up to six simultaneous shifts and a 16-by-16
+* . deflation window. ====
+*
+ INTEGER NTINY
+ PARAMETER ( NTINY = 11 )
+ INTEGER NL
+ PARAMETER ( NL = 49 )
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION RZERO
+ PARAMETER ( RZERO = 0.0d0 )
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 HL( NL, NL ), WORKL( NL )
+* ..
+* .. Local Scalars ..
+ INTEGER KBOT, NMIN
+ LOGICAL INITZ, LQUERY, WANTT, WANTZ
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ LOGICAL LSAME
+ EXTERNAL ILAENV, LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZCOPY, ZLACPY, ZLAHQR, ZLAQR0, ZLASET
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, DCMPLX, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* ==== Decode and check the input parameters. ====
+*
+ WANTT = LSAME( JOB, 'S' )
+ INITZ = LSAME( COMPZ, 'I' )
+ WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
+ WORK( 1 ) = DCMPLX( DBLE( MAX( 1, N ) ), RZERO )
+ LQUERY = LWORK.EQ.-1
+*
+ INFO = 0
+ IF( .NOT.LSAME( JOB, 'E' ) .AND. .NOT.WANTT ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -5
+ ELSE IF( LDH.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -10
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+*
+* ==== Quick return in case of invalid argument. ====
+*
+ CALL XERBLA( 'ZHSEQR', -INFO )
+ RETURN
+*
+ ELSE IF( N.EQ.0 ) THEN
+*
+* ==== Quick return in case N = 0; nothing to do. ====
+*
+ RETURN
+*
+ ELSE IF( LQUERY ) THEN
+*
+* ==== Quick return in case of a workspace query ====
+*
+ CALL ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI, Z,
+ $ LDZ, WORK, LWORK, INFO )
+* ==== Ensure reported workspace size is backward-compatible with
+* . previous LAPACK versions. ====
+ WORK( 1 ) = DCMPLX( MAX( DBLE( WORK( 1 ) ), DBLE( MAX( 1,
+ $ N ) ) ), RZERO )
+ RETURN
+*
+ ELSE
+*
+* ==== copy eigenvalues isolated by ZGEBAL ====
+*
+ IF( ILO.GT.1 )
+ $ CALL ZCOPY( ILO-1, H, LDH+1, W, 1 )
+ IF( IHI.LT.N )
+ $ CALL ZCOPY( N-IHI, H( IHI+1, IHI+1 ), LDH+1, W( IHI+1 ), 1 )
+*
+* ==== Initialize Z, if requested ====
+*
+ IF( INITZ )
+ $ CALL ZLASET( 'A', N, N, ZERO, ONE, Z, LDZ )
+*
+* ==== Quick return if possible ====
+*
+ IF( ILO.EQ.IHI ) THEN
+ W( ILO ) = H( ILO, ILO )
+ RETURN
+ END IF
+*
+* ==== ZLAHQR/ZLAQR0 crossover point ====
+*
+ NMIN = ILAENV( 1, 'ZHSEQR', JOB( : 1 ) // COMPZ( : 1 ), N, ILO,
+ $ IHI, LWORK )
+ NMIN = MAX( NTINY, NMIN )
+*
+* ==== ZLAQR0 for big matrices; ZLAHQR for small ones ====
+*
+ IF( N.GT.NMIN ) THEN
+ CALL ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
+ $ Z, LDZ, WORK, LWORK, INFO )
+ ELSE
+*
+* ==== Small matrix ====
+*
+ CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
+ $ Z, LDZ, INFO )
+*
+ IF( INFO.GT.0 ) THEN
+*
+* ==== A rare ZLAHQR failure! ZLAQR0 sometimes succeeds
+* . when ZLAHQR fails. ====
+*
+ KBOT = INFO
+*
+ IF( N.GE.NL ) THEN
+*
+* ==== Larger matrices have enough subdiagonal scratch
+* . space to call ZLAQR0 directly. ====
+*
+ CALL ZLAQR0( WANTT, WANTZ, N, ILO, KBOT, H, LDH, W,
+ $ ILO, IHI, Z, LDZ, WORK, LWORK, INFO )
+*
+ ELSE
+*
+* ==== Tiny matrices don't have enough subdiagonal
+* . scratch space to benefit from ZLAQR0. Hence,
+* . tiny matrices must be copied into a larger
+* . array before calling ZLAQR0. ====
+*
+ CALL ZLACPY( 'A', N, N, H, LDH, HL, NL )
+ HL( N+1, N ) = ZERO
+ CALL ZLASET( 'A', NL, NL-N, ZERO, ZERO, HL( 1, N+1 ),
+ $ NL )
+ CALL ZLAQR0( WANTT, WANTZ, NL, ILO, KBOT, HL, NL, W,
+ $ ILO, IHI, Z, LDZ, WORKL, NL, INFO )
+ IF( WANTT .OR. INFO.NE.0 )
+ $ CALL ZLACPY( 'A', N, N, HL, NL, H, LDH )
+ END IF
+ END IF
+ END IF
+*
+* ==== Clear out the trash, if necessary. ====
+*
+ IF( ( WANTT .OR. INFO.NE.0 ) .AND. N.GT.2 )
+ $ CALL ZLASET( 'L', N-2, N-2, ZERO, ZERO, H( 3, 1 ), LDH )
+*
+* ==== Ensure reported workspace size is backward-compatible with
+* . previous LAPACK versions. ====
+*
+ WORK( 1 ) = DCMPLX( MAX( DBLE( MAX( 1, N ) ),
+ $ DBLE( WORK( 1 ) ) ), RZERO )
+ END IF
+*
+* ==== End of ZHSEQR ====
+*
+ END
diff --git a/src/lib/lapack/zlabrd.f b/src/lib/lapack/zlabrd.f
new file mode 100644
index 00000000..fb482c84
--- /dev/null
+++ b/src/lib/lapack/zlabrd.f
@@ -0,0 +1,328 @@
+ SUBROUTINE ZLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
+ $ LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, LDX, LDY, M, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * )
+ COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), X( LDX, * ),
+ $ Y( LDY, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLABRD reduces the first NB rows and columns of a complex general
+* m by n matrix A to upper or lower real bidiagonal form by a unitary
+* transformation Q' * A * P, and returns the matrices X and Y which
+* are needed to apply the transformation to the unreduced part of A.
+*
+* If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
+* bidiagonal form.
+*
+* This is an auxiliary routine called by ZGEBRD
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A.
+*
+* NB (input) INTEGER
+* The number of leading rows and columns of A to be reduced.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the m by n general matrix to be reduced.
+* On exit, the first NB rows and columns of the matrix are
+* overwritten; the rest of the array is unchanged.
+* If m >= n, elements on and below the diagonal in the first NB
+* columns, with the array TAUQ, represent the unitary
+* matrix Q as a product of elementary reflectors; and
+* elements above the diagonal in the first NB rows, with the
+* array TAUP, represent the unitary matrix P as a product
+* of elementary reflectors.
+* If m < n, elements below the diagonal in the first NB
+* columns, with the array TAUQ, represent the unitary
+* matrix Q as a product of elementary reflectors, and
+* elements on and above the diagonal in the first NB rows,
+* with the array TAUP, represent the unitary matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (NB)
+* The diagonal elements of the first NB rows and columns of
+* the reduced matrix. D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (NB)
+* The off-diagonal elements of the first NB rows and columns of
+* the reduced matrix.
+*
+* TAUQ (output) COMPLEX*16 array dimension (NB)
+* The scalar factors of the elementary reflectors which
+* represent the unitary matrix Q. See Further Details.
+*
+* TAUP (output) COMPLEX*16 array, dimension (NB)
+* The scalar factors of the elementary reflectors which
+* represent the unitary matrix P. See Further Details.
+*
+* X (output) COMPLEX*16 array, dimension (LDX,NB)
+* The m-by-nb matrix X required to update the unreduced part
+* of A.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X. LDX >= max(1,M).
+*
+* Y (output) COMPLEX*16 array, dimension (LDY,NB)
+* The n-by-nb matrix Y required to update the unreduced part
+* of A.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= max(1,N).
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are complex scalars, and v and u are complex
+* vectors.
+*
+* If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
+* A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
+* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
+* A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
+* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The elements of the vectors v and u together form the m-by-nb matrix
+* V and the nb-by-n matrix U' which are needed, with X and Y, to apply
+* the transformation to the unreduced part of the matrix, using a block
+* update of the form: A := A - V*Y' - X*U'.
+*
+* The contents of A on exit are illustrated by the following examples
+* with nb = 2:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
+* ( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
+* ( v1 v2 a a a ) ( v1 1 a a a a )
+* ( v1 v2 a a a ) ( v1 v2 a a a a )
+* ( v1 v2 a a a ) ( v1 v2 a a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix which is unchanged,
+* vi denotes an element of the vector defining H(i), and ui an element
+* of the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGEMV, ZLACGV, ZLARFG, ZSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+ IF( M.GE.N ) THEN
+*
+* Reduce to upper bidiagonal form
+*
+ DO 10 I = 1, NB
+*
+* Update A(i:m,i)
+*
+ CALL ZLACGV( I-1, Y( I, 1 ), LDY )
+ CALL ZGEMV( 'No transpose', M-I+1, I-1, -ONE, A( I, 1 ),
+ $ LDA, Y( I, 1 ), LDY, ONE, A( I, I ), 1 )
+ CALL ZLACGV( I-1, Y( I, 1 ), LDY )
+ CALL ZGEMV( 'No transpose', M-I+1, I-1, -ONE, X( I, 1 ),
+ $ LDX, A( 1, I ), 1, ONE, A( I, I ), 1 )
+*
+* Generate reflection Q(i) to annihilate A(i+1:m,i)
+*
+ ALPHA = A( I, I )
+ CALL ZLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
+ $ TAUQ( I ) )
+ D( I ) = ALPHA
+ IF( I.LT.N ) THEN
+ A( I, I ) = ONE
+*
+* Compute Y(i+1:n,i)
+*
+ CALL ZGEMV( 'Conjugate transpose', M-I+1, N-I, ONE,
+ $ A( I, I+1 ), LDA, A( I, I ), 1, ZERO,
+ $ Y( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', M-I+1, I-1, ONE,
+ $ A( I, 1 ), LDA, A( I, I ), 1, ZERO,
+ $ Y( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
+ $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', M-I+1, I-1, ONE,
+ $ X( I, 1 ), LDX, A( I, I ), 1, ZERO,
+ $ Y( 1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', I-1, N-I, -ONE,
+ $ A( 1, I+1 ), LDA, Y( 1, I ), 1, ONE,
+ $ Y( I+1, I ), 1 )
+ CALL ZSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
+*
+* Update A(i,i+1:n)
+*
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ CALL ZLACGV( I, A( I, 1 ), LDA )
+ CALL ZGEMV( 'No transpose', N-I, I, -ONE, Y( I+1, 1 ),
+ $ LDY, A( I, 1 ), LDA, ONE, A( I, I+1 ), LDA )
+ CALL ZLACGV( I, A( I, 1 ), LDA )
+ CALL ZLACGV( I-1, X( I, 1 ), LDX )
+ CALL ZGEMV( 'Conjugate transpose', I-1, N-I, -ONE,
+ $ A( 1, I+1 ), LDA, X( I, 1 ), LDX, ONE,
+ $ A( I, I+1 ), LDA )
+ CALL ZLACGV( I-1, X( I, 1 ), LDX )
+*
+* Generate reflection P(i) to annihilate A(i,i+2:n)
+*
+ ALPHA = A( I, I+1 )
+ CALL ZLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ), LDA,
+ $ TAUP( I ) )
+ E( I ) = ALPHA
+ A( I, I+1 ) = ONE
+*
+* Compute X(i+1:m,i)
+*
+ CALL ZGEMV( 'No transpose', M-I, N-I, ONE, A( I+1, I+1 ),
+ $ LDA, A( I, I+1 ), LDA, ZERO, X( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', N-I, I, ONE,
+ $ Y( I+1, 1 ), LDY, A( I, I+1 ), LDA, ZERO,
+ $ X( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', M-I, I, -ONE, A( I+1, 1 ),
+ $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL ZGEMV( 'No transpose', I-1, N-I, ONE, A( 1, I+1 ),
+ $ LDA, A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
+ $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL ZSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Reduce to lower bidiagonal form
+*
+ DO 20 I = 1, NB
+*
+* Update A(i,i:n)
+*
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+ CALL ZLACGV( I-1, A( I, 1 ), LDA )
+ CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, Y( I, 1 ),
+ $ LDY, A( I, 1 ), LDA, ONE, A( I, I ), LDA )
+ CALL ZLACGV( I-1, A( I, 1 ), LDA )
+ CALL ZLACGV( I-1, X( I, 1 ), LDX )
+ CALL ZGEMV( 'Conjugate transpose', I-1, N-I+1, -ONE,
+ $ A( 1, I ), LDA, X( I, 1 ), LDX, ONE, A( I, I ),
+ $ LDA )
+ CALL ZLACGV( I-1, X( I, 1 ), LDX )
+*
+* Generate reflection P(i) to annihilate A(i,i+1:n)
+*
+ ALPHA = A( I, I )
+ CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
+ $ TAUP( I ) )
+ D( I ) = ALPHA
+ IF( I.LT.M ) THEN
+ A( I, I ) = ONE
+*
+* Compute X(i+1:m,i)
+*
+ CALL ZGEMV( 'No transpose', M-I, N-I+1, ONE, A( I+1, I ),
+ $ LDA, A( I, I ), LDA, ZERO, X( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', N-I+1, I-1, ONE,
+ $ Y( I, 1 ), LDY, A( I, I ), LDA, ZERO,
+ $ X( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL ZGEMV( 'No transpose', I-1, N-I+1, ONE, A( 1, I ),
+ $ LDA, A( I, I ), LDA, ZERO, X( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
+ $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL ZSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+*
+* Update A(i+1:m,i)
+*
+ CALL ZLACGV( I-1, Y( I, 1 ), LDY )
+ CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, Y( I, 1 ), LDY, ONE, A( I+1, I ), 1 )
+ CALL ZLACGV( I-1, Y( I, 1 ), LDY )
+ CALL ZGEMV( 'No transpose', M-I, I, -ONE, X( I+1, 1 ),
+ $ LDX, A( 1, I ), 1, ONE, A( I+1, I ), 1 )
+*
+* Generate reflection Q(i) to annihilate A(i+2:m,i)
+*
+ ALPHA = A( I+1, I )
+ CALL ZLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
+ $ TAUQ( I ) )
+ E( I ) = ALPHA
+ A( I+1, I ) = ONE
+*
+* Compute Y(i+1:n,i)
+*
+ CALL ZGEMV( 'Conjugate transpose', M-I, N-I, ONE,
+ $ A( I+1, I+1 ), LDA, A( I+1, I ), 1, ZERO,
+ $ Y( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', M-I, I-1, ONE,
+ $ A( I+1, 1 ), LDA, A( I+1, I ), 1, ZERO,
+ $ Y( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
+ $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', M-I, I, ONE,
+ $ X( I+1, 1 ), LDX, A( I+1, I ), 1, ZERO,
+ $ Y( 1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', I, N-I, -ONE,
+ $ A( 1, I+1 ), LDA, Y( 1, I ), 1, ONE,
+ $ Y( I+1, I ), 1 )
+ CALL ZSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
+ ELSE
+ CALL ZLACGV( N-I+1, A( I, I ), LDA )
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZLABRD
+*
+ END
diff --git a/src/lib/lapack/zlacgv.f b/src/lib/lapack/zlacgv.f
new file mode 100644
index 00000000..0033e306
--- /dev/null
+++ b/src/lib/lapack/zlacgv.f
@@ -0,0 +1,60 @@
+ SUBROUTINE ZLACGV( N, X, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLACGV conjugates a complex vector of length N.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The length of the vector X. N >= 0.
+*
+* X (input/output) COMPLEX*16 array, dimension
+* (1+(N-1)*abs(INCX))
+* On entry, the vector of length N to be conjugated.
+* On exit, X is overwritten with conjg(X).
+*
+* INCX (input) INTEGER
+* The spacing between successive elements of X.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, IOFF
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG
+* ..
+* .. Executable Statements ..
+*
+ IF( INCX.EQ.1 ) THEN
+ DO 10 I = 1, N
+ X( I ) = DCONJG( X( I ) )
+ 10 CONTINUE
+ ELSE
+ IOFF = 1
+ IF( INCX.LT.0 )
+ $ IOFF = 1 - ( N-1 )*INCX
+ DO 20 I = 1, N
+ X( IOFF ) = DCONJG( X( IOFF ) )
+ IOFF = IOFF + INCX
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZLACGV
+*
+ END
diff --git a/src/lib/lapack/zlacn2.f b/src/lib/lapack/zlacn2.f
new file mode 100644
index 00000000..99f7ae35
--- /dev/null
+++ b/src/lib/lapack/zlacn2.f
@@ -0,0 +1,221 @@
+ SUBROUTINE ZLACN2( N, V, X, EST, KASE, ISAVE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KASE, N
+ DOUBLE PRECISION EST
+* ..
+* .. Array Arguments ..
+ INTEGER ISAVE( 3 )
+ COMPLEX*16 V( * ), X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLACN2 estimates the 1-norm of a square, complex matrix A.
+* Reverse communication is used for evaluating matrix-vector products.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 1.
+*
+* V (workspace) COMPLEX*16 array, dimension (N)
+* On the final return, V = A*W, where EST = norm(V)/norm(W)
+* (W is not returned).
+*
+* X (input/output) COMPLEX*16 array, dimension (N)
+* On an intermediate return, X should be overwritten by
+* A * X, if KASE=1,
+* A' * X, if KASE=2,
+* where A' is the conjugate transpose of A, and ZLACN2 must be
+* re-called with all the other parameters unchanged.
+*
+* EST (input/output) DOUBLE PRECISION
+* On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
+* unchanged from the previous call to ZLACN2.
+* On exit, EST is an estimate (a lower bound) for norm(A).
+*
+* KASE (input/output) INTEGER
+* On the initial call to ZLACN2, KASE should be 0.
+* On an intermediate return, KASE will be 1 or 2, indicating
+* whether X should be overwritten by A * X or A' * X.
+* On the final return from ZLACN2, KASE will again be 0.
+*
+* ISAVE (input/output) INTEGER array, dimension (3)
+* ISAVE is used to save variables between calls to ZLACN2
+*
+* Further Details
+* ======= =======
+*
+* Contributed by Nick Higham, University of Manchester.
+* Originally named CONEST, dated March 16, 1988.
+*
+* Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
+* a real or complex matrix, with applications to condition estimation",
+* ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
+*
+* Last modified: April, 1999
+*
+* This is a thread safe version of ZLACON, which uses the array ISAVE
+* in place of a SAVE statement, as follows:
+*
+* ZLACON ZLACN2
+* JUMP ISAVE(1)
+* J ISAVE(2)
+* ITER ISAVE(3)
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 5 )
+ DOUBLE PRECISION ONE, TWO
+ PARAMETER ( ONE = 1.0D0, TWO = 2.0D0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
+ $ CONE = ( 1.0D0, 0.0D0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, JLAST
+ DOUBLE PRECISION ABSXI, ALTSGN, ESTOLD, SAFMIN, TEMP
+* ..
+* .. External Functions ..
+ INTEGER IZMAX1
+ DOUBLE PRECISION DLAMCH, DZSUM1
+ EXTERNAL IZMAX1, DLAMCH, DZSUM1
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZCOPY
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DIMAG
+* ..
+* .. Executable Statements ..
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ IF( KASE.EQ.0 ) THEN
+ DO 10 I = 1, N
+ X( I ) = DCMPLX( ONE / DBLE( N ) )
+ 10 CONTINUE
+ KASE = 1
+ ISAVE( 1 ) = 1
+ RETURN
+ END IF
+*
+ GO TO ( 20, 40, 70, 90, 120 )ISAVE( 1 )
+*
+* ................ ENTRY (ISAVE( 1 ) = 1)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 20 CONTINUE
+ IF( N.EQ.1 ) THEN
+ V( 1 ) = X( 1 )
+ EST = ABS( V( 1 ) )
+* ... QUIT
+ GO TO 130
+ END IF
+ EST = DZSUM1( N, X, 1 )
+*
+ DO 30 I = 1, N
+ ABSXI = ABS( X( I ) )
+ IF( ABSXI.GT.SAFMIN ) THEN
+ X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
+ $ DIMAG( X( I ) ) / ABSXI )
+ ELSE
+ X( I ) = CONE
+ END IF
+ 30 CONTINUE
+ KASE = 2
+ ISAVE( 1 ) = 2
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 2)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
+*
+ 40 CONTINUE
+ ISAVE( 2 ) = IZMAX1( N, X, 1 )
+ ISAVE( 3 ) = 2
+*
+* MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
+*
+ 50 CONTINUE
+ DO 60 I = 1, N
+ X( I ) = CZERO
+ 60 CONTINUE
+ X( ISAVE( 2 ) ) = CONE
+ KASE = 1
+ ISAVE( 1 ) = 3
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 3)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 70 CONTINUE
+ CALL ZCOPY( N, X, 1, V, 1 )
+ ESTOLD = EST
+ EST = DZSUM1( N, V, 1 )
+*
+* TEST FOR CYCLING.
+ IF( EST.LE.ESTOLD )
+ $ GO TO 100
+*
+ DO 80 I = 1, N
+ ABSXI = ABS( X( I ) )
+ IF( ABSXI.GT.SAFMIN ) THEN
+ X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
+ $ DIMAG( X( I ) ) / ABSXI )
+ ELSE
+ X( I ) = CONE
+ END IF
+ 80 CONTINUE
+ KASE = 2
+ ISAVE( 1 ) = 4
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 4)
+* X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
+*
+ 90 CONTINUE
+ JLAST = ISAVE( 2 )
+ ISAVE( 2 ) = IZMAX1( N, X, 1 )
+ IF( ( ABS( X( JLAST ) ).NE.ABS( X( ISAVE( 2 ) ) ) ) .AND.
+ $ ( ISAVE( 3 ).LT.ITMAX ) ) THEN
+ ISAVE( 3 ) = ISAVE( 3 ) + 1
+ GO TO 50
+ END IF
+*
+* ITERATION COMPLETE. FINAL STAGE.
+*
+ 100 CONTINUE
+ ALTSGN = ONE
+ DO 110 I = 1, N
+ X( I ) = DCMPLX( ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) ) )
+ ALTSGN = -ALTSGN
+ 110 CONTINUE
+ KASE = 1
+ ISAVE( 1 ) = 5
+ RETURN
+*
+* ................ ENTRY (ISAVE( 1 ) = 5)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 120 CONTINUE
+ TEMP = TWO*( DZSUM1( N, X, 1 ) / DBLE( 3*N ) )
+ IF( TEMP.GT.EST ) THEN
+ CALL ZCOPY( N, X, 1, V, 1 )
+ EST = TEMP
+ END IF
+*
+ 130 CONTINUE
+ KASE = 0
+ RETURN
+*
+* End of ZLACN2
+*
+ END
diff --git a/src/lib/lapack/zlacon.f b/src/lib/lapack/zlacon.f
new file mode 100644
index 00000000..5773ef92
--- /dev/null
+++ b/src/lib/lapack/zlacon.f
@@ -0,0 +1,212 @@
+ SUBROUTINE ZLACON( N, V, X, EST, KASE )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KASE, N
+ DOUBLE PRECISION EST
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 V( N ), X( N )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLACON estimates the 1-norm of a square, complex matrix A.
+* Reverse communication is used for evaluating matrix-vector products.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 1.
+*
+* V (workspace) COMPLEX*16 array, dimension (N)
+* On the final return, V = A*W, where EST = norm(V)/norm(W)
+* (W is not returned).
+*
+* X (input/output) COMPLEX*16 array, dimension (N)
+* On an intermediate return, X should be overwritten by
+* A * X, if KASE=1,
+* A' * X, if KASE=2,
+* where A' is the conjugate transpose of A, and ZLACON must be
+* re-called with all the other parameters unchanged.
+*
+* EST (input/output) DOUBLE PRECISION
+* On entry with KASE = 1 or 2 and JUMP = 3, EST should be
+* unchanged from the previous call to ZLACON.
+* On exit, EST is an estimate (a lower bound) for norm(A).
+*
+* KASE (input/output) INTEGER
+* On the initial call to ZLACON, KASE should be 0.
+* On an intermediate return, KASE will be 1 or 2, indicating
+* whether X should be overwritten by A * X or A' * X.
+* On the final return from ZLACON, KASE will again be 0.
+*
+* Further Details
+* ======= =======
+*
+* Contributed by Nick Higham, University of Manchester.
+* Originally named CONEST, dated March 16, 1988.
+*
+* Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
+* a real or complex matrix, with applications to condition estimation",
+* ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
+*
+* Last modified: April, 1999
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 5 )
+ DOUBLE PRECISION ONE, TWO
+ PARAMETER ( ONE = 1.0D0, TWO = 2.0D0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
+ $ CONE = ( 1.0D0, 0.0D0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ITER, J, JLAST, JUMP
+ DOUBLE PRECISION ABSXI, ALTSGN, ESTOLD, SAFMIN, TEMP
+* ..
+* .. External Functions ..
+ INTEGER IZMAX1
+ DOUBLE PRECISION DLAMCH, DZSUM1
+ EXTERNAL IZMAX1, DLAMCH, DZSUM1
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZCOPY
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DIMAG
+* ..
+* .. Save statement ..
+ SAVE
+* ..
+* .. Executable Statements ..
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ IF( KASE.EQ.0 ) THEN
+ DO 10 I = 1, N
+ X( I ) = DCMPLX( ONE / DBLE( N ) )
+ 10 CONTINUE
+ KASE = 1
+ JUMP = 1
+ RETURN
+ END IF
+*
+ GO TO ( 20, 40, 70, 90, 120 )JUMP
+*
+* ................ ENTRY (JUMP = 1)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 20 CONTINUE
+ IF( N.EQ.1 ) THEN
+ V( 1 ) = X( 1 )
+ EST = ABS( V( 1 ) )
+* ... QUIT
+ GO TO 130
+ END IF
+ EST = DZSUM1( N, X, 1 )
+*
+ DO 30 I = 1, N
+ ABSXI = ABS( X( I ) )
+ IF( ABSXI.GT.SAFMIN ) THEN
+ X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
+ $ DIMAG( X( I ) ) / ABSXI )
+ ELSE
+ X( I ) = CONE
+ END IF
+ 30 CONTINUE
+ KASE = 2
+ JUMP = 2
+ RETURN
+*
+* ................ ENTRY (JUMP = 2)
+* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
+*
+ 40 CONTINUE
+ J = IZMAX1( N, X, 1 )
+ ITER = 2
+*
+* MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
+*
+ 50 CONTINUE
+ DO 60 I = 1, N
+ X( I ) = CZERO
+ 60 CONTINUE
+ X( J ) = CONE
+ KASE = 1
+ JUMP = 3
+ RETURN
+*
+* ................ ENTRY (JUMP = 3)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 70 CONTINUE
+ CALL ZCOPY( N, X, 1, V, 1 )
+ ESTOLD = EST
+ EST = DZSUM1( N, V, 1 )
+*
+* TEST FOR CYCLING.
+ IF( EST.LE.ESTOLD )
+ $ GO TO 100
+*
+ DO 80 I = 1, N
+ ABSXI = ABS( X( I ) )
+ IF( ABSXI.GT.SAFMIN ) THEN
+ X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
+ $ DIMAG( X( I ) ) / ABSXI )
+ ELSE
+ X( I ) = CONE
+ END IF
+ 80 CONTINUE
+ KASE = 2
+ JUMP = 4
+ RETURN
+*
+* ................ ENTRY (JUMP = 4)
+* X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
+*
+ 90 CONTINUE
+ JLAST = J
+ J = IZMAX1( N, X, 1 )
+ IF( ( ABS( X( JLAST ) ).NE.ABS( X( J ) ) ) .AND.
+ $ ( ITER.LT.ITMAX ) ) THEN
+ ITER = ITER + 1
+ GO TO 50
+ END IF
+*
+* ITERATION COMPLETE. FINAL STAGE.
+*
+ 100 CONTINUE
+ ALTSGN = ONE
+ DO 110 I = 1, N
+ X( I ) = DCMPLX( ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) ) )
+ ALTSGN = -ALTSGN
+ 110 CONTINUE
+ KASE = 1
+ JUMP = 5
+ RETURN
+*
+* ................ ENTRY (JUMP = 5)
+* X HAS BEEN OVERWRITTEN BY A*X.
+*
+ 120 CONTINUE
+ TEMP = TWO*( DZSUM1( N, X, 1 ) / DBLE( 3*N ) )
+ IF( TEMP.GT.EST ) THEN
+ CALL ZCOPY( N, X, 1, V, 1 )
+ EST = TEMP
+ END IF
+*
+ 130 CONTINUE
+ KASE = 0
+ RETURN
+*
+* End of ZLACON
+*
+ END
diff --git a/src/lib/lapack/zlacpy.f b/src/lib/lapack/zlacpy.f
new file mode 100644
index 00000000..8878311a
--- /dev/null
+++ b/src/lib/lapack/zlacpy.f
@@ -0,0 +1,90 @@
+ SUBROUTINE ZLACPY( UPLO, M, N, A, LDA, B, LDB )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDA, LDB, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLACPY copies all or part of a two-dimensional matrix A to another
+* matrix B.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies the part of the matrix A to be copied to B.
+* = 'U': Upper triangular part
+* = 'L': Lower triangular part
+* Otherwise: All of the matrix A
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The m by n matrix A. If UPLO = 'U', only the upper trapezium
+* is accessed; if UPLO = 'L', only the lower trapezium is
+* accessed.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (output) COMPLEX*16 array, dimension (LDB,N)
+* On exit, B = A in the locations specified by UPLO.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,M).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 20 J = 1, N
+ DO 10 I = 1, MIN( J, M )
+ B( I, J ) = A( I, J )
+ 10 CONTINUE
+ 20 CONTINUE
+*
+ ELSE IF( LSAME( UPLO, 'L' ) ) THEN
+ DO 40 J = 1, N
+ DO 30 I = J, M
+ B( I, J ) = A( I, J )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+ ELSE
+ DO 60 J = 1, N
+ DO 50 I = 1, M
+ B( I, J ) = A( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZLACPY
+*
+ END
diff --git a/src/lib/lapack/zladiv.f b/src/lib/lapack/zladiv.f
new file mode 100644
index 00000000..4a12055e
--- /dev/null
+++ b/src/lib/lapack/zladiv.f
@@ -0,0 +1,46 @@
+ COMPLEX*16 FUNCTION ZLADIV( X, Y )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ COMPLEX*16 X, Y
+* ..
+*
+* Purpose
+* =======
+*
+* ZLADIV := X / Y, where X and Y are complex. The computation of X / Y
+* will not overflow on an intermediary step unless the results
+* overflows.
+*
+* Arguments
+* =========
+*
+* X (input) COMPLEX*16
+* Y (input) COMPLEX*16
+* The complex scalars X and Y.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ DOUBLE PRECISION ZI, ZR
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLADIV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, DCMPLX, DIMAG
+* ..
+* .. Executable Statements ..
+*
+ CALL DLADIV( DBLE( X ), DIMAG( X ), DBLE( Y ), DIMAG( Y ), ZR,
+ $ ZI )
+ ZLADIV = DCMPLX( ZR, ZI )
+*
+ RETURN
+*
+* End of ZLADIV
+*
+ END
diff --git a/src/lib/lapack/zlahqr.f b/src/lib/lapack/zlahqr.f
new file mode 100644
index 00000000..9ce9be19
--- /dev/null
+++ b/src/lib/lapack/zlahqr.f
@@ -0,0 +1,470 @@
+ SUBROUTINE ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
+ $ IHIZ, Z, LDZ, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), W( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAHQR is an auxiliary routine called by CHSEQR to update the
+* eigenvalues and Schur decomposition already computed by CHSEQR, by
+* dealing with the Hessenberg submatrix in rows and columns ILO to
+* IHI.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* N (input) INTEGER
+* The order of the matrix H. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows and
+* columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1).
+* ZLAHQR works primarily with the Hessenberg submatrix in rows
+* and columns ILO to IHI, but applies transformations to all of
+* H if WANTT is .TRUE..
+* 1 <= ILO <= max(1,IHI); IHI <= N.
+*
+* H (input/output) COMPLEX*16 array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO is zero and if WANTT is .TRUE., then H
+* is upper triangular in rows and columns ILO:IHI. If INFO
+* is zero and if WANTT is .FALSE., then the contents of H
+* are unspecified on exit. The output state of H in case
+* INF is positive is below under the description of INFO.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH >= max(1,N).
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* The computed eigenvalues ILO to IHI are stored in the
+* corresponding elements of W. If WANTT is .TRUE., the
+* eigenvalues are stored in the same order as on the diagonal
+* of the Schur form returned in H, with W(i) = H(i,i).
+*
+* ILOZ (input) INTEGER
+* IHIZ (input) INTEGER
+* Specify the rows of Z to which transformations must be
+* applied if WANTZ is .TRUE..
+* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* If WANTZ is .TRUE., on entry Z must contain the current
+* matrix Z of transformations accumulated by CHSEQR, and on
+* exit Z has been updated; transformations are applied only to
+* the submatrix Z(ILOZ:IHIZ,ILO:IHI).
+* If WANTZ is .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .GT. 0: if INFO = i, ZLAHQR failed to compute all the
+* eigenvalues ILO to IHI in a total of 30 iterations
+* per eigenvalue; elements i+1:ihi of W contain
+* those eigenvalues which have been successfully
+* computed.
+*
+* If INFO .GT. 0 and WANTT is .FALSE., then on exit,
+* the remaining unconverged eigenvalues are the
+* eigenvalues of the upper Hessenberg matrix
+* rows and columns ILO thorugh INFO of the final,
+* output value of H.
+*
+* If INFO .GT. 0 and WANTT is .TRUE., then on exit
+* (*) (initial value of H)*U = U*(final value of H)
+* where U is an orthognal matrix. The final
+* value of H is upper Hessenberg and triangular in
+* rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and WANTZ is .TRUE., then on exit
+* (final value of Z) = (initial value of Z)*U
+* where U is the orthogonal matrix in (*)
+* (regardless of the value of WANTT.)
+*
+* Further Details
+* ===============
+*
+* 02-96 Based on modifications by
+* David Day, Sandia National Laboratory, USA
+*
+* 12-04 Further modifications by
+* Ralph Byers, University of Kansas, USA
+*
+* This is a modified version of ZLAHQR from LAPACK version 3.0.
+* It is (1) more robust against overflow and underflow and
+* (2) adopts the more conservative Ahues & Tisseur stopping
+* criterion (LAWN 122, 1997).
+*
+* =========================================================
+*
+* .. Parameters ..
+ INTEGER ITMAX
+ PARAMETER ( ITMAX = 30 )
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION RZERO, RONE, HALF
+ PARAMETER ( RZERO = 0.0d0, RONE = 1.0d0, HALF = 0.5d0 )
+ DOUBLE PRECISION DAT1
+ PARAMETER ( DAT1 = 3.0d0 / 4.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 CDUM, H11, H11S, H22, SC, SUM, T, T1, TEMP, U,
+ $ V2, X, Y
+ DOUBLE PRECISION AA, AB, BA, BB, H10, H21, RTEMP, S, SAFMAX,
+ $ SAFMIN, SMLNUM, SX, T2, TST, ULP
+ INTEGER I, I1, I2, ITS, J, JHI, JLO, K, L, M, NH, NZ
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 V( 2 )
+* ..
+* .. External Functions ..
+ COMPLEX*16 ZLADIV
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL ZLADIV, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, ZCOPY, ZLARFG, ZSCAL
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( ILO.EQ.IHI ) THEN
+ W( ILO ) = H( ILO, ILO )
+ RETURN
+ END IF
+*
+* ==== clear out the trash ====
+ DO 10 J = ILO, IHI - 3
+ H( J+2, J ) = ZERO
+ H( J+3, J ) = ZERO
+ 10 CONTINUE
+ IF( ILO.LE.IHI-2 )
+ $ H( IHI, IHI-2 ) = ZERO
+* ==== ensure that subdiagonal entries are real ====
+ DO 20 I = ILO + 1, IHI
+ IF( DIMAG( H( I, I-1 ) ).NE.RZERO ) THEN
+* ==== The following redundant normalization
+* . avoids problems with both gradual and
+* . sudden underflow in ABS(H(I,I-1)) ====
+ SC = H( I, I-1 ) / CABS1( H( I, I-1 ) )
+ SC = DCONJG( SC ) / ABS( SC )
+ H( I, I-1 ) = ABS( H( I, I-1 ) )
+ IF( WANTT ) THEN
+ JLO = 1
+ JHI = N
+ ELSE
+ JLO = ILO
+ JHI = IHI
+ END IF
+ CALL ZSCAL( JHI-I+1, SC, H( I, I ), LDH )
+ CALL ZSCAL( MIN( JHI, I+1 )-JLO+1, DCONJG( SC ),
+ $ H( JLO, I ), 1 )
+ IF( WANTZ )
+ $ CALL ZSCAL( IHIZ-ILOZ+1, DCONJG( SC ), Z( ILOZ, I ), 1 )
+ END IF
+ 20 CONTINUE
+*
+ NH = IHI - ILO + 1
+ NZ = IHIZ - ILOZ + 1
+*
+* Set machine-dependent constants for the stopping criterion.
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = RONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( NH ) / ULP )
+*
+* I1 and I2 are the indices of the first row and last column of H
+* to which transformations must be applied. If eigenvalues only are
+* being computed, I1 and I2 are set inside the main loop.
+*
+ IF( WANTT ) THEN
+ I1 = 1
+ I2 = N
+ END IF
+*
+* The main loop begins here. I is the loop index and decreases from
+* IHI to ILO in steps of 1. Each iteration of the loop works
+* with the active submatrix in rows and columns L to I.
+* Eigenvalues I+1 to IHI have already converged. Either L = ILO, or
+* H(L,L-1) is negligible so that the matrix splits.
+*
+ I = IHI
+ 30 CONTINUE
+ IF( I.LT.ILO )
+ $ GO TO 150
+*
+* Perform QR iterations on rows and columns ILO to I until a
+* submatrix of order 1 splits off at the bottom because a
+* subdiagonal element has become negligible.
+*
+ L = ILO
+ DO 130 ITS = 0, ITMAX
+*
+* Look for a single small subdiagonal element.
+*
+ DO 40 K = I, L + 1, -1
+ IF( CABS1( H( K, K-1 ) ).LE.SMLNUM )
+ $ GO TO 50
+ TST = CABS1( H( K-1, K-1 ) ) + CABS1( H( K, K ) )
+ IF( TST.EQ.ZERO ) THEN
+ IF( K-2.GE.ILO )
+ $ TST = TST + ABS( DBLE( H( K-1, K-2 ) ) )
+ IF( K+1.LE.IHI )
+ $ TST = TST + ABS( DBLE( H( K+1, K ) ) )
+ END IF
+* ==== The following is a conservative small subdiagonal
+* . deflation criterion due to Ahues & Tisseur (LAWN 122,
+* . 1997). It has better mathematical foundation and
+* . improves accuracy in some examples. ====
+ IF( ABS( DBLE( H( K, K-1 ) ) ).LE.ULP*TST ) THEN
+ AB = MAX( CABS1( H( K, K-1 ) ), CABS1( H( K-1, K ) ) )
+ BA = MIN( CABS1( H( K, K-1 ) ), CABS1( H( K-1, K ) ) )
+ AA = MAX( CABS1( H( K, K ) ),
+ $ CABS1( H( K-1, K-1 )-H( K, K ) ) )
+ BB = MIN( CABS1( H( K, K ) ),
+ $ CABS1( H( K-1, K-1 )-H( K, K ) ) )
+ S = AA + AB
+ IF( BA*( AB / S ).LE.MAX( SMLNUM,
+ $ ULP*( BB*( AA / S ) ) ) )GO TO 50
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+ L = K
+ IF( L.GT.ILO ) THEN
+*
+* H(L,L-1) is negligible
+*
+ H( L, L-1 ) = ZERO
+ END IF
+*
+* Exit from loop if a submatrix of order 1 has split off.
+*
+ IF( L.GE.I )
+ $ GO TO 140
+*
+* Now the active submatrix is in rows and columns L to I. If
+* eigenvalues only are being computed, only the active submatrix
+* need be transformed.
+*
+ IF( .NOT.WANTT ) THEN
+ I1 = L
+ I2 = I
+ END IF
+*
+ IF( ITS.EQ.10 .OR. ITS.EQ.20 ) THEN
+*
+* Exceptional shift.
+*
+ S = DAT1*ABS( DBLE( H( I, I-1 ) ) )
+ T = S + H( I, I )
+ ELSE
+*
+* Wilkinson's shift.
+*
+ T = H( I, I )
+ U = SQRT( H( I-1, I ) )*SQRT( H( I, I-1 ) )
+ S = CABS1( U )
+ IF( S.NE.RZERO ) THEN
+ X = HALF*( H( I-1, I-1 )-T )
+ SX = CABS1( X )
+ S = MAX( S, CABS1( X ) )
+ Y = S*SQRT( ( X / S )**2+( U / S )**2 )
+ IF( SX.GT.RZERO ) THEN
+ IF( DBLE( X / SX )*DBLE( Y )+DIMAG( X / SX )*
+ $ DIMAG( Y ).LT.RZERO )Y = -Y
+ END IF
+ T = T - U*ZLADIV( U, ( X+Y ) )
+ END IF
+ END IF
+*
+* Look for two consecutive small subdiagonal elements.
+*
+ DO 60 M = I - 1, L + 1, -1
+*
+* Determine the effect of starting the single-shift QR
+* iteration at row M, and see if this would make H(M,M-1)
+* negligible.
+*
+ H11 = H( M, M )
+ H22 = H( M+1, M+1 )
+ H11S = H11 - T
+ H21 = H( M+1, M )
+ S = CABS1( H11S ) + ABS( H21 )
+ H11S = H11S / S
+ H21 = H21 / S
+ V( 1 ) = H11S
+ V( 2 ) = H21
+ H10 = H( M, M-1 )
+ IF( ABS( H10 )*ABS( H21 ).LE.ULP*
+ $ ( CABS1( H11S )*( CABS1( H11 )+CABS1( H22 ) ) ) )
+ $ GO TO 70
+ 60 CONTINUE
+ H11 = H( L, L )
+ H22 = H( L+1, L+1 )
+ H11S = H11 - T
+ H21 = H( L+1, L )
+ S = CABS1( H11S ) + ABS( H21 )
+ H11S = H11S / S
+ H21 = H21 / S
+ V( 1 ) = H11S
+ V( 2 ) = H21
+ 70 CONTINUE
+*
+* Single-shift QR step
+*
+ DO 120 K = M, I - 1
+*
+* The first iteration of this loop determines a reflection G
+* from the vector V and applies it from left and right to H,
+* thus creating a nonzero bulge below the subdiagonal.
+*
+* Each subsequent iteration determines a reflection G to
+* restore the Hessenberg form in the (K-1)th column, and thus
+* chases the bulge one step toward the bottom of the active
+* submatrix.
+*
+* V(2) is always real before the call to ZLARFG, and hence
+* after the call T2 ( = T1*V(2) ) is also real.
+*
+ IF( K.GT.M )
+ $ CALL ZCOPY( 2, H( K, K-1 ), 1, V, 1 )
+ CALL ZLARFG( 2, V( 1 ), V( 2 ), 1, T1 )
+ IF( K.GT.M ) THEN
+ H( K, K-1 ) = V( 1 )
+ H( K+1, K-1 ) = ZERO
+ END IF
+ V2 = V( 2 )
+ T2 = DBLE( T1*V2 )
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 80 J = K, I2
+ SUM = DCONJG( T1 )*H( K, J ) + T2*H( K+1, J )
+ H( K, J ) = H( K, J ) - SUM
+ H( K+1, J ) = H( K+1, J ) - SUM*V2
+ 80 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+2,I).
+*
+ DO 90 J = I1, MIN( K+2, I )
+ SUM = T1*H( J, K ) + T2*H( J, K+1 )
+ H( J, K ) = H( J, K ) - SUM
+ H( J, K+1 ) = H( J, K+1 ) - SUM*DCONJG( V2 )
+ 90 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 100 J = ILOZ, IHIZ
+ SUM = T1*Z( J, K ) + T2*Z( J, K+1 )
+ Z( J, K ) = Z( J, K ) - SUM
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*DCONJG( V2 )
+ 100 CONTINUE
+ END IF
+*
+ IF( K.EQ.M .AND. M.GT.L ) THEN
+*
+* If the QR step was started at row M > L because two
+* consecutive small subdiagonals were found, then extra
+* scaling must be performed to ensure that H(M,M-1) remains
+* real.
+*
+ TEMP = ONE - T1
+ TEMP = TEMP / ABS( TEMP )
+ H( M+1, M ) = H( M+1, M )*DCONJG( TEMP )
+ IF( M+2.LE.I )
+ $ H( M+2, M+1 ) = H( M+2, M+1 )*TEMP
+ DO 110 J = M, I
+ IF( J.NE.M+1 ) THEN
+ IF( I2.GT.J )
+ $ CALL ZSCAL( I2-J, TEMP, H( J, J+1 ), LDH )
+ CALL ZSCAL( J-I1, DCONJG( TEMP ), H( I1, J ), 1 )
+ IF( WANTZ ) THEN
+ CALL ZSCAL( NZ, DCONJG( TEMP ), Z( ILOZ, J ),
+ $ 1 )
+ END IF
+ END IF
+ 110 CONTINUE
+ END IF
+ 120 CONTINUE
+*
+* Ensure that H(I,I-1) is real.
+*
+ TEMP = H( I, I-1 )
+ IF( DIMAG( TEMP ).NE.RZERO ) THEN
+ RTEMP = ABS( TEMP )
+ H( I, I-1 ) = RTEMP
+ TEMP = TEMP / RTEMP
+ IF( I2.GT.I )
+ $ CALL ZSCAL( I2-I, DCONJG( TEMP ), H( I, I+1 ), LDH )
+ CALL ZSCAL( I-I1, TEMP, H( I1, I ), 1 )
+ IF( WANTZ ) THEN
+ CALL ZSCAL( NZ, TEMP, Z( ILOZ, I ), 1 )
+ END IF
+ END IF
+*
+ 130 CONTINUE
+*
+* Failure to converge in remaining number of iterations
+*
+ INFO = I
+ RETURN
+*
+ 140 CONTINUE
+*
+* H(I,I-1) is negligible: one eigenvalue has converged.
+*
+ W( I ) = H( I, I )
+*
+* return to start of the main loop with new value of I.
+*
+ I = L - 1
+ GO TO 30
+*
+ 150 CONTINUE
+ RETURN
+*
+* End of ZLAHQR
+*
+ END
diff --git a/src/lib/lapack/zlahr2.f b/src/lib/lapack/zlahr2.f
new file mode 100644
index 00000000..f3cb5515
--- /dev/null
+++ b/src/lib/lapack/zlahr2.f
@@ -0,0 +1,240 @@
+ SUBROUTINE ZLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER K, LDA, LDT, LDY, N, NB
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), T( LDT, NB ), TAU( NB ),
+ $ Y( LDY, NB )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAHR2 reduces the first NB columns of A complex general n-BY-(n-k+1)
+* matrix A so that elements below the k-th subdiagonal are zero. The
+* reduction is performed by an unitary similarity transformation
+* Q' * A * Q. The routine returns the matrices V and T which determine
+* Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
+*
+* This is an auxiliary routine called by ZGEHRD.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* K (input) INTEGER
+* The offset for the reduction. Elements below the k-th
+* subdiagonal in the first NB columns are reduced to zero.
+* K < N.
+*
+* NB (input) INTEGER
+* The number of columns to be reduced.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N-K+1)
+* On entry, the n-by-(n-k+1) general matrix A.
+* On exit, the elements on and above the k-th subdiagonal in
+* the first NB columns are overwritten with the corresponding
+* elements of the reduced matrix; the elements below the k-th
+* subdiagonal, with the array TAU, represent the matrix Q as a
+* product of elementary reflectors. The other columns of A are
+* unchanged. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) COMPLEX*16 array, dimension (NB)
+* The scalar factors of the elementary reflectors. See Further
+* Details.
+*
+* T (output) COMPLEX*16 array, dimension (LDT,NB)
+* The upper triangular matrix T.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= NB.
+*
+* Y (output) COMPLEX*16 array, dimension (LDY,NB)
+* The n-by-nb matrix Y.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= N.
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of nb elementary reflectors
+*
+* Q = H(1) H(2) . . . H(nb).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
+* A(i+k+1:n,i), and tau in TAU(i).
+*
+* The elements of the vectors v together form the (n-k+1)-by-nb matrix
+* V which is needed, with T and Y, to apply the transformation to the
+* unreduced part of the matrix, using an update of the form:
+* A := (I - V*T*V') * (A - Y*V').
+*
+* The contents of A on exit are illustrated by the following example
+* with n = 7, k = 3 and nb = 2:
+*
+* ( a a a a a )
+* ( a a a a a )
+* ( a a a a a )
+* ( h h a a a )
+* ( v1 h a a a )
+* ( v1 v2 a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* This file is a slight modification of LAPACK-3.0's ZLAHRD
+* incorporating improvements proposed by Quintana-Orti and Van de
+* Gejin. Note that the entries of A(1:K,2:NB) differ from those
+* returned by the original LAPACK routine. This function is
+* not backward compatible with LAPACK3.0.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 EI
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZCOPY, ZGEMM, ZGEMV, ZLACPY,
+ $ ZLARFG, ZSCAL, ZTRMM, ZTRMV, ZLACGV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ DO 10 I = 1, NB
+ IF( I.GT.1 ) THEN
+*
+* Update A(K+1:N,I)
+*
+* Update I-th column of A - Y * V'
+*
+ CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
+ CALL ZGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
+ $ A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
+ CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
+*
+* Apply I - V * T' * V' to this column (call it b) from the
+* left, using the last column of T as workspace
+*
+* Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
+* ( V2 ) ( b2 )
+*
+* where V1 is unit lower triangular
+*
+* w := V1' * b1
+*
+ CALL ZCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
+ CALL ZTRMV( 'Lower', 'Conjugate transpose', 'UNIT',
+ $ I-1, A( K+1, 1 ),
+ $ LDA, T( 1, NB ), 1 )
+*
+* w := w + V2'*b2
+*
+ CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1,
+ $ ONE, A( K+I, 1 ),
+ $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
+*
+* w := T'*w
+*
+ CALL ZTRMV( 'Upper', 'Conjugate transpose', 'NON-UNIT',
+ $ I-1, T, LDT,
+ $ T( 1, NB ), 1 )
+*
+* b2 := b2 - V2*w
+*
+ CALL ZGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE,
+ $ A( K+I, 1 ),
+ $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
+*
+* b1 := b1 - V1*w
+*
+ CALL ZTRMV( 'Lower', 'NO TRANSPOSE',
+ $ 'UNIT', I-1,
+ $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
+ CALL ZAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
+*
+ A( K+I-1, I-1 ) = EI
+ END IF
+*
+* Generate the elementary reflector H(I) to annihilate
+* A(K+I+1:N,I)
+*
+ CALL ZLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
+ $ TAU( I ) )
+ EI = A( K+I, I )
+ A( K+I, I ) = ONE
+*
+* Compute Y(K+1:N,I)
+*
+ CALL ZGEMV( 'NO TRANSPOSE', N-K, N-K-I+1,
+ $ ONE, A( K+1, I+1 ),
+ $ LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1,
+ $ ONE, A( K+I, 1 ), LDA,
+ $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
+ CALL ZGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE,
+ $ Y( K+1, 1 ), LDY,
+ $ T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
+ CALL ZSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
+*
+* Compute T(1:I,I)
+*
+ CALL ZSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
+ CALL ZTRMV( 'Upper', 'No Transpose', 'NON-UNIT',
+ $ I-1, T, LDT,
+ $ T( 1, I ), 1 )
+ T( I, I ) = TAU( I )
+*
+ 10 CONTINUE
+ A( K+NB, NB ) = EI
+*
+* Compute Y(1:K,1:NB)
+*
+ CALL ZLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
+ CALL ZTRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE',
+ $ 'UNIT', K, NB,
+ $ ONE, A( K+1, 1 ), LDA, Y, LDY )
+ IF( N.GT.K+NB )
+ $ CALL ZGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K,
+ $ NB, N-K-NB, ONE,
+ $ A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
+ $ LDY )
+ CALL ZTRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE',
+ $ 'NON-UNIT', K, NB,
+ $ ONE, T, LDT, Y, LDY )
+*
+ RETURN
+*
+* End of ZLAHR2
+*
+ END
diff --git a/src/lib/lapack/zlahrd.f b/src/lib/lapack/zlahrd.f
new file mode 100644
index 00000000..e7eb9de9
--- /dev/null
+++ b/src/lib/lapack/zlahrd.f
@@ -0,0 +1,213 @@
+ SUBROUTINE ZLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER K, LDA, LDT, LDY, N, NB
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), T( LDT, NB ), TAU( NB ),
+ $ Y( LDY, NB )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAHRD reduces the first NB columns of a complex general n-by-(n-k+1)
+* matrix A so that elements below the k-th subdiagonal are zero. The
+* reduction is performed by a unitary similarity transformation
+* Q' * A * Q. The routine returns the matrices V and T which determine
+* Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
+*
+* This is an OBSOLETE auxiliary routine.
+* This routine will be 'deprecated' in a future release.
+* Please use the new routine ZLAHR2 instead.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* K (input) INTEGER
+* The offset for the reduction. Elements below the k-th
+* subdiagonal in the first NB columns are reduced to zero.
+*
+* NB (input) INTEGER
+* The number of columns to be reduced.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N-K+1)
+* On entry, the n-by-(n-k+1) general matrix A.
+* On exit, the elements on and above the k-th subdiagonal in
+* the first NB columns are overwritten with the corresponding
+* elements of the reduced matrix; the elements below the k-th
+* subdiagonal, with the array TAU, represent the matrix Q as a
+* product of elementary reflectors. The other columns of A are
+* unchanged. See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) COMPLEX*16 array, dimension (NB)
+* The scalar factors of the elementary reflectors. See Further
+* Details.
+*
+* T (output) COMPLEX*16 array, dimension (LDT,NB)
+* The upper triangular matrix T.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= NB.
+*
+* Y (output) COMPLEX*16 array, dimension (LDY,NB)
+* The n-by-nb matrix Y.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= max(1,N).
+*
+* Further Details
+* ===============
+*
+* The matrix Q is represented as a product of nb elementary reflectors
+*
+* Q = H(1) H(2) . . . H(nb).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
+* A(i+k+1:n,i), and tau in TAU(i).
+*
+* The elements of the vectors v together form the (n-k+1)-by-nb matrix
+* V which is needed, with T and Y, to apply the transformation to the
+* unreduced part of the matrix, using an update of the form:
+* A := (I - V*T*V') * (A - Y*V').
+*
+* The contents of A on exit are illustrated by the following example
+* with n = 7, k = 3 and nb = 2:
+*
+* ( a h a a a )
+* ( a h a a a )
+* ( a h a a a )
+* ( h h a a a )
+* ( v1 h a a a )
+* ( v1 v2 a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix A, h denotes a
+* modified element of the upper Hessenberg matrix H, and vi denotes an
+* element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 EI
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZCOPY, ZGEMV, ZLACGV, ZLARFG, ZSCAL,
+ $ ZTRMV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ DO 10 I = 1, NB
+ IF( I.GT.1 ) THEN
+*
+* Update A(1:n,i)
+*
+* Compute i-th column of A - Y * V'
+*
+ CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
+ CALL ZGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
+ $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
+ CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
+*
+* Apply I - V * T' * V' to this column (call it b) from the
+* left, using the last column of T as workspace
+*
+* Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
+* ( V2 ) ( b2 )
+*
+* where V1 is unit lower triangular
+*
+* w := V1' * b1
+*
+ CALL ZCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
+ CALL ZTRMV( 'Lower', 'Conjugate transpose', 'Unit', I-1,
+ $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
+*
+* w := w + V2'*b2
+*
+ CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
+ $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ONE,
+ $ T( 1, NB ), 1 )
+*
+* w := T'*w
+*
+ CALL ZTRMV( 'Upper', 'Conjugate transpose', 'Non-unit', I-1,
+ $ T, LDT, T( 1, NB ), 1 )
+*
+* b2 := b2 - V2*w
+*
+ CALL ZGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
+ $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
+*
+* b1 := b1 - V1*w
+*
+ CALL ZTRMV( 'Lower', 'No transpose', 'Unit', I-1,
+ $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
+ CALL ZAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
+*
+ A( K+I-1, I-1 ) = EI
+ END IF
+*
+* Generate the elementary reflector H(i) to annihilate
+* A(k+i+1:n,i)
+*
+ EI = A( K+I, I )
+ CALL ZLARFG( N-K-I+1, EI, A( MIN( K+I+1, N ), I ), 1,
+ $ TAU( I ) )
+ A( K+I, I ) = ONE
+*
+* Compute Y(1:n,i)
+*
+ CALL ZGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
+ $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
+ $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ZERO, T( 1, I ),
+ $ 1 )
+ CALL ZGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
+ $ ONE, Y( 1, I ), 1 )
+ CALL ZSCAL( N, TAU( I ), Y( 1, I ), 1 )
+*
+* Compute T(1:i,i)
+*
+ CALL ZSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
+ CALL ZTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
+ $ T( 1, I ), 1 )
+ T( I, I ) = TAU( I )
+*
+ 10 CONTINUE
+ A( K+NB, NB ) = EI
+*
+ RETURN
+*
+* End of ZLAHRD
+*
+ END
diff --git a/src/lib/lapack/zlaic1.f b/src/lib/lapack/zlaic1.f
new file mode 100644
index 00000000..589f0889
--- /dev/null
+++ b/src/lib/lapack/zlaic1.f
@@ -0,0 +1,295 @@
+ SUBROUTINE ZLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER J, JOB
+ DOUBLE PRECISION SEST, SESTPR
+ COMPLEX*16 C, GAMMA, S
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 W( J ), X( J )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAIC1 applies one step of incremental condition estimation in
+* its simplest version:
+*
+* Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
+* lower triangular matrix L, such that
+* twonorm(L*x) = sest
+* Then ZLAIC1 computes sestpr, s, c such that
+* the vector
+* [ s*x ]
+* xhat = [ c ]
+* is an approximate singular vector of
+* [ L 0 ]
+* Lhat = [ w' gamma ]
+* in the sense that
+* twonorm(Lhat*xhat) = sestpr.
+*
+* Depending on JOB, an estimate for the largest or smallest singular
+* value is computed.
+*
+* Note that [s c]' and sestpr**2 is an eigenpair of the system
+*
+* diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ]
+* [ conjg(gamma) ]
+*
+* where alpha = conjg(x)'*w.
+*
+* Arguments
+* =========
+*
+* JOB (input) INTEGER
+* = 1: an estimate for the largest singular value is computed.
+* = 2: an estimate for the smallest singular value is computed.
+*
+* J (input) INTEGER
+* Length of X and W
+*
+* X (input) COMPLEX*16 array, dimension (J)
+* The j-vector x.
+*
+* SEST (input) DOUBLE PRECISION
+* Estimated singular value of j by j matrix L
+*
+* W (input) COMPLEX*16 array, dimension (J)
+* The j-vector w.
+*
+* GAMMA (input) COMPLEX*16
+* The diagonal element gamma.
+*
+* SESTPR (output) DOUBLE PRECISION
+* Estimated singular value of (j+1) by (j+1) matrix Lhat.
+*
+* S (output) COMPLEX*16
+* Sine needed in forming xhat.
+*
+* C (output) COMPLEX*16
+* Cosine needed in forming xhat.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
+ DOUBLE PRECISION HALF, FOUR
+ PARAMETER ( HALF = 0.5D0, FOUR = 4.0D0 )
+* ..
+* .. Local Scalars ..
+ DOUBLE PRECISION ABSALP, ABSEST, ABSGAM, B, EPS, NORMA, S1, S2,
+ $ SCL, T, TEST, TMP, ZETA1, ZETA2
+ COMPLEX*16 ALPHA, COSINE, SINE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DCONJG, MAX, SQRT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ COMPLEX*16 ZDOTC
+ EXTERNAL DLAMCH, ZDOTC
+* ..
+* .. Executable Statements ..
+*
+ EPS = DLAMCH( 'Epsilon' )
+ ALPHA = ZDOTC( J, X, 1, W, 1 )
+*
+ ABSALP = ABS( ALPHA )
+ ABSGAM = ABS( GAMMA )
+ ABSEST = ABS( SEST )
+*
+ IF( JOB.EQ.1 ) THEN
+*
+* Estimating largest singular value
+*
+* special cases
+*
+ IF( SEST.EQ.ZERO ) THEN
+ S1 = MAX( ABSGAM, ABSALP )
+ IF( S1.EQ.ZERO ) THEN
+ S = ZERO
+ C = ONE
+ SESTPR = ZERO
+ ELSE
+ S = ALPHA / S1
+ C = GAMMA / S1
+ TMP = SQRT( S*DCONJG( S )+C*DCONJG( C ) )
+ S = S / TMP
+ C = C / TMP
+ SESTPR = S1*TMP
+ END IF
+ RETURN
+ ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN
+ S = ONE
+ C = ZERO
+ TMP = MAX( ABSEST, ABSALP )
+ S1 = ABSEST / TMP
+ S2 = ABSALP / TMP
+ SESTPR = TMP*SQRT( S1*S1+S2*S2 )
+ RETURN
+ ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN
+ S1 = ABSGAM
+ S2 = ABSEST
+ IF( S1.LE.S2 ) THEN
+ S = ONE
+ C = ZERO
+ SESTPR = S2
+ ELSE
+ S = ZERO
+ C = ONE
+ SESTPR = S1
+ END IF
+ RETURN
+ ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN
+ S1 = ABSGAM
+ S2 = ABSALP
+ IF( S1.LE.S2 ) THEN
+ TMP = S1 / S2
+ SCL = SQRT( ONE+TMP*TMP )
+ SESTPR = S2*SCL
+ S = ( ALPHA / S2 ) / SCL
+ C = ( GAMMA / S2 ) / SCL
+ ELSE
+ TMP = S2 / S1
+ SCL = SQRT( ONE+TMP*TMP )
+ SESTPR = S1*SCL
+ S = ( ALPHA / S1 ) / SCL
+ C = ( GAMMA / S1 ) / SCL
+ END IF
+ RETURN
+ ELSE
+*
+* normal case
+*
+ ZETA1 = ABSALP / ABSEST
+ ZETA2 = ABSGAM / ABSEST
+*
+ B = ( ONE-ZETA1*ZETA1-ZETA2*ZETA2 )*HALF
+ C = ZETA1*ZETA1
+ IF( B.GT.ZERO ) THEN
+ T = C / ( B+SQRT( B*B+C ) )
+ ELSE
+ T = SQRT( B*B+C ) - B
+ END IF
+*
+ SINE = -( ALPHA / ABSEST ) / T
+ COSINE = -( GAMMA / ABSEST ) / ( ONE+T )
+ TMP = SQRT( SINE*DCONJG( SINE )+COSINE*DCONJG( COSINE ) )
+ S = SINE / TMP
+ C = COSINE / TMP
+ SESTPR = SQRT( T+ONE )*ABSEST
+ RETURN
+ END IF
+*
+ ELSE IF( JOB.EQ.2 ) THEN
+*
+* Estimating smallest singular value
+*
+* special cases
+*
+ IF( SEST.EQ.ZERO ) THEN
+ SESTPR = ZERO
+ IF( MAX( ABSGAM, ABSALP ).EQ.ZERO ) THEN
+ SINE = ONE
+ COSINE = ZERO
+ ELSE
+ SINE = -DCONJG( GAMMA )
+ COSINE = DCONJG( ALPHA )
+ END IF
+ S1 = MAX( ABS( SINE ), ABS( COSINE ) )
+ S = SINE / S1
+ C = COSINE / S1
+ TMP = SQRT( S*DCONJG( S )+C*DCONJG( C ) )
+ S = S / TMP
+ C = C / TMP
+ RETURN
+ ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN
+ S = ZERO
+ C = ONE
+ SESTPR = ABSGAM
+ RETURN
+ ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN
+ S1 = ABSGAM
+ S2 = ABSEST
+ IF( S1.LE.S2 ) THEN
+ S = ZERO
+ C = ONE
+ SESTPR = S1
+ ELSE
+ S = ONE
+ C = ZERO
+ SESTPR = S2
+ END IF
+ RETURN
+ ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN
+ S1 = ABSGAM
+ S2 = ABSALP
+ IF( S1.LE.S2 ) THEN
+ TMP = S1 / S2
+ SCL = SQRT( ONE+TMP*TMP )
+ SESTPR = ABSEST*( TMP / SCL )
+ S = -( DCONJG( GAMMA ) / S2 ) / SCL
+ C = ( DCONJG( ALPHA ) / S2 ) / SCL
+ ELSE
+ TMP = S2 / S1
+ SCL = SQRT( ONE+TMP*TMP )
+ SESTPR = ABSEST / SCL
+ S = -( DCONJG( GAMMA ) / S1 ) / SCL
+ C = ( DCONJG( ALPHA ) / S1 ) / SCL
+ END IF
+ RETURN
+ ELSE
+*
+* normal case
+*
+ ZETA1 = ABSALP / ABSEST
+ ZETA2 = ABSGAM / ABSEST
+*
+ NORMA = MAX( ONE+ZETA1*ZETA1+ZETA1*ZETA2,
+ $ ZETA1*ZETA2+ZETA2*ZETA2 )
+*
+* See if root is closer to zero or to ONE
+*
+ TEST = ONE + TWO*( ZETA1-ZETA2 )*( ZETA1+ZETA2 )
+ IF( TEST.GE.ZERO ) THEN
+*
+* root is close to zero, compute directly
+*
+ B = ( ZETA1*ZETA1+ZETA2*ZETA2+ONE )*HALF
+ C = ZETA2*ZETA2
+ T = C / ( B+SQRT( ABS( B*B-C ) ) )
+ SINE = ( ALPHA / ABSEST ) / ( ONE-T )
+ COSINE = -( GAMMA / ABSEST ) / T
+ SESTPR = SQRT( T+FOUR*EPS*EPS*NORMA )*ABSEST
+ ELSE
+*
+* root is closer to ONE, shift by that amount
+*
+ B = ( ZETA2*ZETA2+ZETA1*ZETA1-ONE )*HALF
+ C = ZETA1*ZETA1
+ IF( B.GE.ZERO ) THEN
+ T = -C / ( B+SQRT( B*B+C ) )
+ ELSE
+ T = B - SQRT( B*B+C )
+ END IF
+ SINE = -( ALPHA / ABSEST ) / T
+ COSINE = -( GAMMA / ABSEST ) / ( ONE+T )
+ SESTPR = SQRT( ONE+T+FOUR*EPS*EPS*NORMA )*ABSEST
+ END IF
+ TMP = SQRT( SINE*DCONJG( SINE )+COSINE*DCONJG( COSINE ) )
+ S = SINE / TMP
+ C = COSINE / TMP
+ RETURN
+*
+ END IF
+ END IF
+ RETURN
+*
+* End of ZLAIC1
+*
+ END
diff --git a/src/lib/lapack/zlange.f b/src/lib/lapack/zlange.f
new file mode 100644
index 00000000..36cecbdc
--- /dev/null
+++ b/src/lib/lapack/zlange.f
@@ -0,0 +1,145 @@
+ DOUBLE PRECISION FUNCTION ZLANGE( NORM, M, N, A, LDA, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION WORK( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLANGE returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* complex matrix A.
+*
+* Description
+* ===========
+*
+* ZLANGE returns the value
+*
+* ZLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in ZLANGE as described
+* above.
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0. When M = 0,
+* ZLANGE is set to zero.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0. When N = 0,
+* ZLANGE is set to zero.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The m by n matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(M,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= M when NORM = 'I'; otherwise, WORK is not
+* referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION SCALE, SUM, VALUE
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLASSQ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( MIN( M, N ).EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ DO 20 J = 1, N
+ DO 10 I = 1, M
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
+*
+* Find norm1(A).
+*
+ VALUE = ZERO
+ DO 40 J = 1, N
+ SUM = ZERO
+ DO 30 I = 1, M
+ SUM = SUM + ABS( A( I, J ) )
+ 30 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 40 CONTINUE
+ ELSE IF( LSAME( NORM, 'I' ) ) THEN
+*
+* Find normI(A).
+*
+ DO 50 I = 1, M
+ WORK( I ) = ZERO
+ 50 CONTINUE
+ DO 70 J = 1, N
+ DO 60 I = 1, M
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 60 CONTINUE
+ 70 CONTINUE
+ VALUE = ZERO
+ DO 80 I = 1, M
+ VALUE = MAX( VALUE, WORK( I ) )
+ 80 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ DO 90 J = 1, N
+ CALL ZLASSQ( M, A( 1, J ), 1, SCALE, SUM )
+ 90 CONTINUE
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ ZLANGE = VALUE
+ RETURN
+*
+* End of ZLANGE
+*
+ END
diff --git a/src/lib/lapack/zlanhe.f b/src/lib/lapack/zlanhe.f
new file mode 100644
index 00000000..86e57fcd
--- /dev/null
+++ b/src/lib/lapack/zlanhe.f
@@ -0,0 +1,187 @@
+ DOUBLE PRECISION FUNCTION ZLANHE( NORM, UPLO, N, A, LDA, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM, UPLO
+ INTEGER LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION WORK( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLANHE returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* complex hermitian matrix A.
+*
+* Description
+* ===========
+*
+* ZLANHE returns the value
+*
+* ZLANHE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in ZLANHE as described
+* above.
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* hermitian matrix A is to be referenced.
+* = 'U': Upper triangular part of A is referenced
+* = 'L': Lower triangular part of A is referenced
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0. When N = 0, ZLANHE is
+* set to zero.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The hermitian matrix A. If UPLO = 'U', the leading n by n
+* upper triangular part of A contains the upper triangular part
+* of the matrix A, and the strictly lower triangular part of A
+* is not referenced. If UPLO = 'L', the leading n by n lower
+* triangular part of A contains the lower triangular part of
+* the matrix A, and the strictly upper triangular part of A is
+* not referenced. Note that the imaginary parts of the diagonal
+* elements need not be set and are assumed to be zero.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(N,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise,
+* WORK is not referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLASSQ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( N.EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 20 J = 1, N
+ DO 10 I = 1, J - 1
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ VALUE = MAX( VALUE, ABS( DBLE( A( J, J ) ) ) )
+ 20 CONTINUE
+ ELSE
+ DO 40 J = 1, N
+ VALUE = MAX( VALUE, ABS( DBLE( A( J, J ) ) ) )
+ DO 30 I = J + 1, N
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 30 CONTINUE
+ 40 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'I' ) ) .OR. ( LSAME( NORM, 'O' ) ) .OR.
+ $ ( NORM.EQ.'1' ) ) THEN
+*
+* Find normI(A) ( = norm1(A), since A is hermitian).
+*
+ VALUE = ZERO
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 60 J = 1, N
+ SUM = ZERO
+ DO 50 I = 1, J - 1
+ ABSA = ABS( A( I, J ) )
+ SUM = SUM + ABSA
+ WORK( I ) = WORK( I ) + ABSA
+ 50 CONTINUE
+ WORK( J ) = SUM + ABS( DBLE( A( J, J ) ) )
+ 60 CONTINUE
+ DO 70 I = 1, N
+ VALUE = MAX( VALUE, WORK( I ) )
+ 70 CONTINUE
+ ELSE
+ DO 80 I = 1, N
+ WORK( I ) = ZERO
+ 80 CONTINUE
+ DO 100 J = 1, N
+ SUM = WORK( J ) + ABS( DBLE( A( J, J ) ) )
+ DO 90 I = J + 1, N
+ ABSA = ABS( A( I, J ) )
+ SUM = SUM + ABSA
+ WORK( I ) = WORK( I ) + ABSA
+ 90 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 100 CONTINUE
+ END IF
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ IF( LSAME( UPLO, 'U' ) ) THEN
+ DO 110 J = 2, N
+ CALL ZLASSQ( J-1, A( 1, J ), 1, SCALE, SUM )
+ 110 CONTINUE
+ ELSE
+ DO 120 J = 1, N - 1
+ CALL ZLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM )
+ 120 CONTINUE
+ END IF
+ SUM = 2*SUM
+ DO 130 I = 1, N
+ IF( DBLE( A( I, I ) ).NE.ZERO ) THEN
+ ABSA = ABS( DBLE( A( I, I ) ) )
+ IF( SCALE.LT.ABSA ) THEN
+ SUM = ONE + SUM*( SCALE / ABSA )**2
+ SCALE = ABSA
+ ELSE
+ SUM = SUM + ( ABSA / SCALE )**2
+ END IF
+ END IF
+ 130 CONTINUE
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ ZLANHE = VALUE
+ RETURN
+*
+* End of ZLANHE
+*
+ END
diff --git a/src/lib/lapack/zlanhs.f b/src/lib/lapack/zlanhs.f
new file mode 100644
index 00000000..d7b187a5
--- /dev/null
+++ b/src/lib/lapack/zlanhs.f
@@ -0,0 +1,142 @@
+ DOUBLE PRECISION FUNCTION ZLANHS( NORM, N, A, LDA, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER LDA, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION WORK( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLANHS returns the value of the one norm, or the Frobenius norm, or
+* the infinity norm, or the element of largest absolute value of a
+* Hessenberg matrix A.
+*
+* Description
+* ===========
+*
+* ZLANHS returns the value
+*
+* ZLANHS = ( max(abs(A(i,j))), NORM = 'M' or 'm'
+* (
+* ( norm1(A), NORM = '1', 'O' or 'o'
+* (
+* ( normI(A), NORM = 'I' or 'i'
+* (
+* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
+*
+* where norm1 denotes the one norm of a matrix (maximum column sum),
+* normI denotes the infinity norm of a matrix (maximum row sum) and
+* normF denotes the Frobenius norm of a matrix (square root of sum of
+* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies the value to be returned in ZLANHS as described
+* above.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0. When N = 0, ZLANHS is
+* set to zero.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The n by n upper Hessenberg matrix A; the part of A below the
+* first sub-diagonal is not referenced.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(N,1).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
+* where LWORK >= N when NORM = 'I'; otherwise, WORK is not
+* referenced.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ DOUBLE PRECISION SCALE, SUM, VALUE
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLASSQ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( N.EQ.0 ) THEN
+ VALUE = ZERO
+ ELSE IF( LSAME( NORM, 'M' ) ) THEN
+*
+* Find max(abs(A(i,j))).
+*
+ VALUE = ZERO
+ DO 20 J = 1, N
+ DO 10 I = 1, MIN( N, J+1 )
+ VALUE = MAX( VALUE, ABS( A( I, J ) ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
+*
+* Find norm1(A).
+*
+ VALUE = ZERO
+ DO 40 J = 1, N
+ SUM = ZERO
+ DO 30 I = 1, MIN( N, J+1 )
+ SUM = SUM + ABS( A( I, J ) )
+ 30 CONTINUE
+ VALUE = MAX( VALUE, SUM )
+ 40 CONTINUE
+ ELSE IF( LSAME( NORM, 'I' ) ) THEN
+*
+* Find normI(A).
+*
+ DO 50 I = 1, N
+ WORK( I ) = ZERO
+ 50 CONTINUE
+ DO 70 J = 1, N
+ DO 60 I = 1, MIN( N, J+1 )
+ WORK( I ) = WORK( I ) + ABS( A( I, J ) )
+ 60 CONTINUE
+ 70 CONTINUE
+ VALUE = ZERO
+ DO 80 I = 1, N
+ VALUE = MAX( VALUE, WORK( I ) )
+ 80 CONTINUE
+ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
+*
+* Find normF(A).
+*
+ SCALE = ZERO
+ SUM = ONE
+ DO 90 J = 1, N
+ CALL ZLASSQ( MIN( N, J+1 ), A( 1, J ), 1, SCALE, SUM )
+ 90 CONTINUE
+ VALUE = SCALE*SQRT( SUM )
+ END IF
+*
+ ZLANHS = VALUE
+ RETURN
+*
+* End of ZLANHS
+*
+ END
diff --git a/src/lib/lapack/zlaqp2.f b/src/lib/lapack/zlaqp2.f
new file mode 100644
index 00000000..46f6d95c
--- /dev/null
+++ b/src/lib/lapack/zlaqp2.f
@@ -0,0 +1,179 @@
+ SUBROUTINE ZLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
+ $ WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, M, N, OFFSET
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION VN1( * ), VN2( * )
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAQP2 computes a QR factorization with column pivoting of
+* the block A(OFFSET+1:M,1:N).
+* The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* OFFSET (input) INTEGER
+* The number of rows of the matrix A that must be pivoted
+* but no factorized. OFFSET >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, the upper triangle of block A(OFFSET+1:M,1:N) is
+* the triangular factor obtained; the elements in block
+* A(OFFSET+1:M,1:N) below the diagonal, together with the
+* array TAU, represent the orthogonal matrix Q as a product of
+* elementary reflectors. Block A(1:OFFSET,1:N) has been
+* accordingly pivoted, but no factorized.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
+* to the front of A*P (a leading column); if JPVT(i) = 0,
+* the i-th column of A is a free column.
+* On exit, if JPVT(i) = k, then the i-th column of A*P
+* was the k-th column of A.
+*
+* TAU (output) COMPLEX*16 array, dimension (min(M,N))
+* The scalar factors of the elementary reflectors.
+*
+* VN1 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the partial column norms.
+*
+* VN2 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the exact column norms.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N)
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* X. Sun, Computer Science Dept., Duke University, USA
+*
+* Partial column norm updating strategy modified by
+* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
+* University of Zagreb, Croatia.
+* June 2006.
+* For more details see LAPACK Working Note 176.
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ COMPLEX*16 CONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ITEMP, J, MN, OFFPI, PVT
+ DOUBLE PRECISION TEMP, TEMP2, TOL3Z
+ COMPLEX*16 AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLARF, ZLARFG, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DCONJG, MAX, MIN, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DZNRM2
+ EXTERNAL IDAMAX, DLAMCH, DZNRM2
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M-OFFSET, N )
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Compute factorization.
+*
+ DO 20 I = 1, MN
+*
+ OFFPI = OFFSET + I
+*
+* Determine ith pivot column and swap if necessary.
+*
+ PVT = ( I-1 ) + IDAMAX( N-I+1, VN1( I ), 1 )
+*
+ IF( PVT.NE.I ) THEN
+ CALL ZSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( I )
+ JPVT( I ) = ITEMP
+ VN1( PVT ) = VN1( I )
+ VN2( PVT ) = VN2( I )
+ END IF
+*
+* Generate elementary reflector H(i).
+*
+ IF( OFFPI.LT.M ) THEN
+ CALL ZLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
+ $ TAU( I ) )
+ ELSE
+ CALL ZLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
+ END IF
+*
+ IF( I.LT.N ) THEN
+*
+* Apply H(i)' to A(offset+i:m,i+1:n) from the left.
+*
+ AII = A( OFFPI, I )
+ A( OFFPI, I ) = CONE
+ CALL ZLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1,
+ $ DCONJG( TAU( I ) ), A( OFFPI, I+1 ), LDA,
+ $ WORK( 1 ) )
+ A( OFFPI, I ) = AII
+ END IF
+*
+* Update partial column norms.
+*
+ DO 10 J = I + 1, N
+ IF( VN1( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2
+ TEMP = MAX( TEMP, ZERO )
+ TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ IF( OFFPI.LT.M ) THEN
+ VN1( J ) = DZNRM2( M-OFFPI, A( OFFPI+1, J ), 1 )
+ VN2( J ) = VN1( J )
+ ELSE
+ VN1( J ) = ZERO
+ VN2( J ) = ZERO
+ END IF
+ ELSE
+ VN1( J ) = VN1( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 10 CONTINUE
+*
+ 20 CONTINUE
+*
+ RETURN
+*
+* End of ZLAQP2
+*
+ END
diff --git a/src/lib/lapack/zlaqps.f b/src/lib/lapack/zlaqps.f
new file mode 100644
index 00000000..40414503
--- /dev/null
+++ b/src/lib/lapack/zlaqps.f
@@ -0,0 +1,266 @@
+ SUBROUTINE ZLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
+ $ VN2, AUXV, F, LDF )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KB, LDA, LDF, M, N, NB, OFFSET
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION VN1( * ), VN2( * )
+ COMPLEX*16 A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAQPS computes a step of QR factorization with column pivoting
+* of a complex M-by-N matrix A by using Blas-3. It tries to factorize
+* NB columns from A starting from the row OFFSET+1, and updates all
+* of the matrix with Blas-3 xGEMM.
+*
+* In some cases, due to catastrophic cancellations, it cannot
+* factorize NB columns. Hence, the actual number of factorized
+* columns is returned in KB.
+*
+* Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0
+*
+* OFFSET (input) INTEGER
+* The number of rows of A that have been factorized in
+* previous steps.
+*
+* NB (input) INTEGER
+* The number of columns to factorize.
+*
+* KB (output) INTEGER
+* The number of columns actually factorized.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the M-by-N matrix A.
+* On exit, block A(OFFSET+1:M,1:KB) is the triangular
+* factor obtained and block A(1:OFFSET,1:N) has been
+* accordingly pivoted, but no factorized.
+* The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
+* been updated.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* JPVT (input/output) INTEGER array, dimension (N)
+* JPVT(I) = K <==> Column K of the full matrix A has been
+* permuted into position I in AP.
+*
+* TAU (output) COMPLEX*16 array, dimension (KB)
+* The scalar factors of the elementary reflectors.
+*
+* VN1 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the partial column norms.
+*
+* VN2 (input/output) DOUBLE PRECISION array, dimension (N)
+* The vector with the exact column norms.
+*
+* AUXV (input/output) COMPLEX*16 array, dimension (NB)
+* Auxiliar vector.
+*
+* F (input/output) COMPLEX*16 array, dimension (LDF,NB)
+* Matrix F' = L*Y'*A.
+*
+* LDF (input) INTEGER
+* The leading dimension of the array F. LDF >= max(1,N).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* X. Sun, Computer Science Dept., Duke University, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
+ $ CZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
+ DOUBLE PRECISION TEMP, TEMP2, TOL3Z
+ COMPLEX*16 AKK
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGEMM, ZGEMV, ZLARFG, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCONJG, MAX, MIN, NINT, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DZNRM2
+ EXTERNAL IDAMAX, DLAMCH, DZNRM2
+* ..
+* .. Executable Statements ..
+*
+ LASTRK = MIN( M, N+OFFSET )
+ LSTICC = 0
+ K = 0
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Beginning of while loop.
+*
+ 10 CONTINUE
+ IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
+ K = K + 1
+ RK = OFFSET + K
+*
+* Determine ith pivot column and swap if necessary
+*
+ PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
+ IF( PVT.NE.K ) THEN
+ CALL ZSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
+ CALL ZSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( K )
+ JPVT( K ) = ITEMP
+ VN1( PVT ) = VN1( K )
+ VN2( PVT ) = VN2( K )
+ END IF
+*
+* Apply previous Householder reflectors to column K:
+* A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
+*
+ IF( K.GT.1 ) THEN
+ DO 20 J = 1, K - 1
+ F( K, J ) = DCONJG( F( K, J ) )
+ 20 CONTINUE
+ CALL ZGEMV( 'No transpose', M-RK+1, K-1, -CONE, A( RK, 1 ),
+ $ LDA, F( K, 1 ), LDF, CONE, A( RK, K ), 1 )
+ DO 30 J = 1, K - 1
+ F( K, J ) = DCONJG( F( K, J ) )
+ 30 CONTINUE
+ END IF
+*
+* Generate elementary reflector H(k).
+*
+ IF( RK.LT.M ) THEN
+ CALL ZLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
+ ELSE
+ CALL ZLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
+ END IF
+*
+ AKK = A( RK, K )
+ A( RK, K ) = CONE
+*
+* Compute Kth column of F:
+*
+* Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K).
+*
+ IF( K.LT.N ) THEN
+ CALL ZGEMV( 'Conjugate transpose', M-RK+1, N-K, TAU( K ),
+ $ A( RK, K+1 ), LDA, A( RK, K ), 1, CZERO,
+ $ F( K+1, K ), 1 )
+ END IF
+*
+* Padding F(1:K,K) with zeros.
+*
+ DO 40 J = 1, K
+ F( J, K ) = CZERO
+ 40 CONTINUE
+*
+* Incremental updating of F:
+* F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'
+* *A(RK:M,K).
+*
+ IF( K.GT.1 ) THEN
+ CALL ZGEMV( 'Conjugate transpose', M-RK+1, K-1, -TAU( K ),
+ $ A( RK, 1 ), LDA, A( RK, K ), 1, CZERO,
+ $ AUXV( 1 ), 1 )
+*
+ CALL ZGEMV( 'No transpose', N, K-1, CONE, F( 1, 1 ), LDF,
+ $ AUXV( 1 ), 1, CONE, F( 1, K ), 1 )
+ END IF
+*
+* Update the current row of A:
+* A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'.
+*
+ IF( K.LT.N ) THEN
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', 1, N-K,
+ $ K, -CONE, A( RK, 1 ), LDA, F( K+1, 1 ), LDF,
+ $ CONE, A( RK, K+1 ), LDA )
+ END IF
+*
+* Update partial column norms.
+*
+ IF( RK.LT.LASTRK ) THEN
+ DO 50 J = K + 1, N
+ IF( VN1( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ABS( A( RK, J ) ) / VN1( J )
+ TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
+ TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ VN2( J ) = DBLE( LSTICC )
+ LSTICC = J
+ ELSE
+ VN1( J ) = VN1( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 50 CONTINUE
+ END IF
+*
+ A( RK, K ) = AKK
+*
+* End of while loop.
+*
+ GO TO 10
+ END IF
+ KB = K
+ RK = OFFSET + KB
+*
+* Apply the block reflector to the rest of the matrix:
+* A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) -
+* A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)'.
+*
+ IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', M-RK, N-KB,
+ $ KB, -CONE, A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF,
+ $ CONE, A( RK+1, KB+1 ), LDA )
+ END IF
+*
+* Recomputation of difficult columns.
+*
+ 60 CONTINUE
+ IF( LSTICC.GT.0 ) THEN
+ ITEMP = NINT( VN2( LSTICC ) )
+ VN1( LSTICC ) = DZNRM2( M-RK, A( RK+1, LSTICC ), 1 )
+*
+* NOTE: The computation of VN1( LSTICC ) relies on the fact that
+* SNRM2 does not fail on vectors with norm below the value of
+* SQRT(DLAMCH('S'))
+*
+ VN2( LSTICC ) = VN1( LSTICC )
+ LSTICC = ITEMP
+ GO TO 60
+ END IF
+*
+ RETURN
+*
+* End of ZLAQPS
+*
+ END
diff --git a/src/lib/lapack/zlaqr0.f b/src/lib/lapack/zlaqr0.f
new file mode 100644
index 00000000..2a35a725
--- /dev/null
+++ b/src/lib/lapack/zlaqr0.f
@@ -0,0 +1,601 @@
+ SUBROUTINE ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
+ $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLAQR0 computes the eigenvalues of a Hessenberg matrix H
+* and, optionally, the matrices T and Z from the Schur decomposition
+* H = Z T Z**H, where T is an upper triangular matrix (the
+* Schur form), and Z is the unitary matrix of Schur vectors.
+*
+* Optionally Z may be postmultiplied into an input unitary
+* matrix Q so that this routine can give the Schur factorization
+* of a matrix A which has been reduced to the Hessenberg form H
+* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* N (input) INTEGER
+* The order of the matrix H. N .GE. 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
+* H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
+* previous call to ZGEBAL, and then passed to ZGEHRD when the
+* matrix output by ZGEBAL is reduced to Hessenberg form.
+* Otherwise, ILO and IHI should be set to 1 and N,
+* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
+* If N = 0, then ILO = 1 and IHI = 0.
+*
+* H (input/output) COMPLEX*16 array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO = 0 and WANTT is .TRUE., then H
+* contains the upper triangular matrix T from the Schur
+* decomposition (the Schur form). If INFO = 0 and WANT is
+* .FALSE., then the contents of H are unspecified on exit.
+* (The output value of H when INFO.GT.0 is given under the
+* description of INFO below.)
+*
+* This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
+* j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH .GE. max(1,N).
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
+* in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
+* stored in the same order as on the diagonal of the Schur
+* form returned in H, with W(i) = H(i,i).
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,IHI)
+* If WANTZ is .FALSE., then Z is not referenced.
+* If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
+* replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
+* orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
+* (The output value of Z when INFO.GT.0 is given under
+* the description of INFO below.)
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. if WANTZ is .TRUE.
+* then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
+*
+* WORK (workspace/output) COMPLEX*16 array, dimension LWORK
+* On exit, if LWORK = -1, WORK(1) returns an estimate of
+* the optimal value for LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK .GE. max(1,N)
+* is sufficient, but LWORK typically as large as 6*N may
+* be required for optimal performance. A workspace query
+* to determine the optimal workspace size is recommended.
+*
+* If LWORK = -1, then ZLAQR0 does a workspace query.
+* In this case, ZLAQR0 checks the input parameters and
+* estimates the optimal workspace size for the given
+* values of N, ILO and IHI. The estimate is returned
+* in WORK(1). No error message related to LWORK is
+* issued by XERBLA. Neither H nor Z are accessed.
+*
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .GT. 0: if INFO = i, ZLAQR0 failed to compute all of
+* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
+* and WI contain those eigenvalues which have been
+* successfully computed. (Failures are rare.)
+*
+* If INFO .GT. 0 and WANT is .FALSE., then on exit,
+* the remaining unconverged eigenvalues are the eigen-
+* values of the upper Hessenberg matrix rows and
+* columns ILO through INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and WANTT is .TRUE., then on exit
+*
+* (*) (initial value of H)*U = U*(final value of H)
+*
+* where U is a unitary matrix. The final
+* value of H is upper Hessenberg and triangular in
+* rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and WANTZ is .TRUE., then on exit
+*
+* (final value of Z(ILO:IHI,ILOZ:IHIZ)
+* = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
+*
+* where U is the unitary matrix in (*) (regard-
+* less of the value of WANTT.)
+*
+* If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
+* accessed.
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+* References:
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
+* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
+* 929--947, 2002.
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
+* of Matrix Analysis, volume 23, pages 948--973, 2002.
+*
+* ================================================================
+* .. Parameters ..
+*
+* ==== Matrices of order NTINY or smaller must be processed by
+* . ZLAHQR because of insufficient subdiagonal scratch space.
+* . (This is a hard limit.) ====
+*
+* ==== Exceptional deflation windows: try to cure rare
+* . slow convergence by increasing the size of the
+* . deflation window after KEXNW iterations. =====
+*
+* ==== Exceptional shifts: try to cure rare slow convergence
+* . with ad-hoc exceptional shifts every KEXSH iterations.
+* . The constants WILK1 and WILK2 are used to form the
+* . exceptional shifts. ====
+*
+ INTEGER NTINY
+ PARAMETER ( NTINY = 11 )
+ INTEGER KEXNW, KEXSH
+ PARAMETER ( KEXNW = 5, KEXSH = 6 )
+ DOUBLE PRECISION WILK1
+ PARAMETER ( WILK1 = 0.75d0 )
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
+ DOUBLE PRECISION S
+ INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
+ $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
+ $ LWKOPT, NDFL, NH, NHO, NIBBLE, NMIN, NS, NSMAX,
+ $ NSR, NVE, NW, NWMAX, NWR
+ LOGICAL NWINC, SORTED
+ CHARACTER JBCMPZ*2
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 ZDUM( 1, 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLACPY, ZLAHQR, ZLAQR3, ZLAQR4, ZLAQR5
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, MAX, MIN, MOD,
+ $ SQRT
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+ INFO = 0
+*
+* ==== Quick return for N = 0: nothing to do. ====
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = ONE
+ RETURN
+ END IF
+*
+* ==== Set up job flags for ILAENV. ====
+*
+ IF( WANTT ) THEN
+ JBCMPZ( 1: 1 ) = 'S'
+ ELSE
+ JBCMPZ( 1: 1 ) = 'E'
+ END IF
+ IF( WANTZ ) THEN
+ JBCMPZ( 2: 2 ) = 'V'
+ ELSE
+ JBCMPZ( 2: 2 ) = 'N'
+ END IF
+*
+* ==== Tiny matrices must use ZLAHQR. ====
+*
+ IF( N.LE.NTINY ) THEN
+*
+* ==== Estimate optimal workspace. ====
+*
+ LWKOPT = 1
+ IF( LWORK.NE.-1 )
+ $ CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
+ $ IHIZ, Z, LDZ, INFO )
+ ELSE
+*
+* ==== Use small bulge multi-shift QR with aggressive early
+* . deflation on larger-than-tiny matrices. ====
+*
+* ==== Hope for the best. ====
+*
+ INFO = 0
+*
+* ==== NWR = recommended deflation window size. At this
+* . point, N .GT. NTINY = 11, so there is enough
+* . subdiagonal workspace for NWR.GE.2 as required.
+* . (In fact, there is enough subdiagonal space for
+* . NWR.GE.3.) ====
+*
+ NWR = ILAENV( 13, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NWR = MAX( 2, NWR )
+ NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
+ NW = NWR
+*
+* ==== NSR = recommended number of simultaneous shifts.
+* . At this point N .GT. NTINY = 11, so there is at
+* . enough subdiagonal workspace for NSR to be even
+* . and greater than or equal to two as required. ====
+*
+ NSR = ILAENV( 15, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
+ NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
+*
+* ==== Estimate optimal workspace ====
+*
+* ==== Workspace query call to ZLAQR3 ====
+*
+ CALL ZLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
+ $ LDH, WORK, -1 )
+*
+* ==== Optimal workspace = MAX(ZLAQR5, ZLAQR3) ====
+*
+ LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+ RETURN
+ END IF
+*
+* ==== ZLAHQR/ZLAQR0 crossover point ====
+*
+ NMIN = ILAENV( 12, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NMIN = MAX( NTINY, NMIN )
+*
+* ==== Nibble crossover point ====
+*
+ NIBBLE = ILAENV( 14, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ NIBBLE = MAX( 0, NIBBLE )
+*
+* ==== Accumulate reflections during ttswp? Use block
+* . 2-by-2 structure during matrix-matrix multiply? ====
+*
+ KACC22 = ILAENV( 16, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
+ KACC22 = MAX( 0, KACC22 )
+ KACC22 = MIN( 2, KACC22 )
+*
+* ==== NWMAX = the largest possible deflation window for
+* . which there is sufficient workspace. ====
+*
+ NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
+*
+* ==== NSMAX = the Largest number of simultaneous shifts
+* . for which there is sufficient workspace. ====
+*
+ NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
+ NSMAX = NSMAX - MOD( NSMAX, 2 )
+*
+* ==== NDFL: an iteration count restarted at deflation. ====
+*
+ NDFL = 1
+*
+* ==== ITMAX = iteration limit ====
+*
+ ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
+*
+* ==== Last row and column in the active block ====
+*
+ KBOT = IHI
+*
+* ==== Main Loop ====
+*
+ DO 70 IT = 1, ITMAX
+*
+* ==== Done when KBOT falls below ILO ====
+*
+ IF( KBOT.LT.ILO )
+ $ GO TO 80
+*
+* ==== Locate active block ====
+*
+ DO 10 K = KBOT, ILO + 1, -1
+ IF( H( K, K-1 ).EQ.ZERO )
+ $ GO TO 20
+ 10 CONTINUE
+ K = ILO
+ 20 CONTINUE
+ KTOP = K
+*
+* ==== Select deflation window size ====
+*
+ NH = KBOT - KTOP + 1
+ IF( NDFL.LT.KEXNW .OR. NH.LT.NW ) THEN
+*
+* ==== Typical deflation window. If possible and
+* . advisable, nibble the entire active block.
+* . If not, use size NWR or NWR+1 depending upon
+* . which has the smaller corresponding subdiagonal
+* . entry (a heuristic). ====
+*
+ NWINC = .TRUE.
+ IF( NH.LE.MIN( NMIN, NWMAX ) ) THEN
+ NW = NH
+ ELSE
+ NW = MIN( NWR, NH, NWMAX )
+ IF( NW.LT.NWMAX ) THEN
+ IF( NW.GE.NH-1 ) THEN
+ NW = NH
+ ELSE
+ KWTOP = KBOT - NW + 1
+ IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
+ $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
+ END IF
+ END IF
+ END IF
+ ELSE
+*
+* ==== Exceptional deflation window. If there have
+* . been no deflations in KEXNW or more iterations,
+* . then vary the deflation window size. At first,
+* . because, larger windows are, in general, more
+* . powerful than smaller ones, rapidly increase the
+* . window up to the maximum reasonable and possible.
+* . Then maybe try a slightly smaller window. ====
+*
+ IF( NWINC .AND. NW.LT.MIN( NWMAX, NH ) ) THEN
+ NW = MIN( NWMAX, NH, 2*NW )
+ ELSE
+ NWINC = .FALSE.
+ IF( NW.EQ.NH .AND. NH.GT.2 )
+ $ NW = NH - 1
+ END IF
+ END IF
+*
+* ==== Aggressive early deflation:
+* . split workspace under the subdiagonal into
+* . - an nw-by-nw work array V in the lower
+* . left-hand-corner,
+* . - an NW-by-at-least-NW-but-more-is-better
+* . (NW-by-NHO) horizontal work array along
+* . the bottom edge,
+* . - an at-least-NW-but-more-is-better (NHV-by-NW)
+* . vertical work array along the left-hand-edge.
+* . ====
+*
+ KV = N - NW + 1
+ KT = NW + 1
+ NHO = ( N-NW-1 ) - KT + 1
+ KWV = NW + 2
+ NVE = ( N-NW ) - KWV + 1
+*
+* ==== Aggressive early deflation ====
+*
+ CALL ZLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
+ $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
+ $ LWORK )
+*
+* ==== Adjust KBOT accounting for new deflations. ====
+*
+ KBOT = KBOT - LD
+*
+* ==== KS points to the shifts. ====
+*
+ KS = KBOT - LS + 1
+*
+* ==== Skip an expensive QR sweep if there is a (partly
+* . heuristic) reason to expect that many eigenvalues
+* . will deflate without it. Here, the QR sweep is
+* . skipped if many eigenvalues have just been deflated
+* . or if the remaining active block is small.
+*
+ IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
+ $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
+*
+* ==== NS = nominal number of simultaneous shifts.
+* . This may be lowered (slightly) if ZLAQR3
+* . did not provide that many shifts. ====
+*
+ NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
+ NS = NS - MOD( NS, 2 )
+*
+* ==== If there have been no deflations
+* . in a multiple of KEXSH iterations,
+* . then try exceptional shifts.
+* . Otherwise use shifts provided by
+* . ZLAQR3 above or from the eigenvalues
+* . of a trailing principal submatrix. ====
+*
+ IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
+ KS = KBOT - NS + 1
+ DO 30 I = KBOT, KS + 1, -2
+ W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
+ W( I-1 ) = W( I )
+ 30 CONTINUE
+ ELSE
+*
+* ==== Got NS/2 or fewer shifts? Use ZLAQR4 or
+* . ZLAHQR on a trailing principal submatrix to
+* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
+* . there is enough space below the subdiagonal
+* . to fit an NS-by-NS scratch array.) ====
+*
+ IF( KBOT-KS+1.LE.NS / 2 ) THEN
+ KS = KBOT - NS + 1
+ KT = N - NS + 1
+ CALL ZLACPY( 'A', NS, NS, H( KS, KS ), LDH,
+ $ H( KT, 1 ), LDH )
+ IF( NS.GT.NMIN ) THEN
+ CALL ZLAQR4( .false., .false., NS, 1, NS,
+ $ H( KT, 1 ), LDH, W( KS ), 1, 1,
+ $ ZDUM, 1, WORK, LWORK, INF )
+ ELSE
+ CALL ZLAHQR( .false., .false., NS, 1, NS,
+ $ H( KT, 1 ), LDH, W( KS ), 1, 1,
+ $ ZDUM, 1, INF )
+ END IF
+ KS = KS + INF
+*
+* ==== In case of a rare QR failure use
+* . eigenvalues of the trailing 2-by-2
+* . principal submatrix. Scale to avoid
+* . overflows, underflows and subnormals.
+* . (The scale factor S can not be zero,
+* . because H(KBOT,KBOT-1) is nonzero.) ====
+*
+ IF( KS.GE.KBOT ) THEN
+ S = CABS1( H( KBOT-1, KBOT-1 ) ) +
+ $ CABS1( H( KBOT, KBOT-1 ) ) +
+ $ CABS1( H( KBOT-1, KBOT ) ) +
+ $ CABS1( H( KBOT, KBOT ) )
+ AA = H( KBOT-1, KBOT-1 ) / S
+ CC = H( KBOT, KBOT-1 ) / S
+ BB = H( KBOT-1, KBOT ) / S
+ DD = H( KBOT, KBOT ) / S
+ TR2 = ( AA+DD ) / TWO
+ DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
+ RTDISC = SQRT( -DET )
+ W( KBOT-1 ) = ( TR2+RTDISC )*S
+ W( KBOT ) = ( TR2-RTDISC )*S
+*
+ KS = KBOT - 1
+ END IF
+ END IF
+*
+ IF( KBOT-KS+1.GT.NS ) THEN
+*
+* ==== Sort the shifts (Helps a little) ====
+*
+ SORTED = .false.
+ DO 50 K = KBOT, KS + 1, -1
+ IF( SORTED )
+ $ GO TO 60
+ SORTED = .true.
+ DO 40 I = KS, K - 1
+ IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
+ $ THEN
+ SORTED = .false.
+ SWAP = W( I )
+ W( I ) = W( I+1 )
+ W( I+1 ) = SWAP
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+ END IF
+*
+* ==== If there are only two shifts, then use
+* . only one. ====
+*
+ IF( KBOT-KS+1.EQ.2 ) THEN
+ IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
+ $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
+ W( KBOT-1 ) = W( KBOT )
+ ELSE
+ W( KBOT ) = W( KBOT-1 )
+ END IF
+ END IF
+*
+* ==== Use up to NS of the the smallest magnatiude
+* . shifts. If there aren't NS shifts available,
+* . then use them all, possibly dropping one to
+* . make the number of shifts even. ====
+*
+ NS = MIN( NS, KBOT-KS+1 )
+ NS = NS - MOD( NS, 2 )
+ KS = KBOT - NS + 1
+*
+* ==== Small-bulge multi-shift QR sweep:
+* . split workspace under the subdiagonal into
+* . - a KDU-by-KDU work array U in the lower
+* . left-hand-corner,
+* . - a KDU-by-at-least-KDU-but-more-is-better
+* . (KDU-by-NHo) horizontal work array WH along
+* . the bottom edge,
+* . - and an at-least-KDU-but-more-is-better-by-KDU
+* . (NVE-by-KDU) vertical work WV arrow along
+* . the left-hand-edge. ====
+*
+ KDU = 3*NS - 3
+ KU = N - KDU + 1
+ KWH = KDU + 1
+ NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
+ KWV = KDU + 4
+ NVE = N - KDU - KWV + 1
+*
+* ==== Small-bulge multi-shift QR sweep ====
+*
+ CALL ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
+ $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
+ $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
+ $ NHO, H( KU, KWH ), LDH )
+ END IF
+*
+* ==== Note progress (or the lack of it). ====
+*
+ IF( LD.GT.0 ) THEN
+ NDFL = 1
+ ELSE
+ NDFL = NDFL + 1
+ END IF
+*
+* ==== End of main loop ====
+ 70 CONTINUE
+*
+* ==== Iteration limit exceeded. Set INFO to show where
+* . the problem occurred and exit. ====
+*
+ INFO = KBOT
+ 80 CONTINUE
+ END IF
+*
+* ==== Return the optimal value of LWORK. ====
+*
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+*
+* ==== End of ZLAQR0 ====
+*
+ END
diff --git a/src/lib/lapack/zlaqr1.f b/src/lib/lapack/zlaqr1.f
new file mode 100644
index 00000000..b8c1c3d4
--- /dev/null
+++ b/src/lib/lapack/zlaqr1.f
@@ -0,0 +1,97 @@
+ SUBROUTINE ZLAQR1( N, H, LDH, S1, S2, V )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ COMPLEX*16 S1, S2
+ INTEGER LDH, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), V( * )
+* ..
+*
+* Given a 2-by-2 or 3-by-3 matrix H, ZLAQR1 sets v to a
+* scalar multiple of the first column of the product
+*
+* (*) K = (H - s1*I)*(H - s2*I)
+*
+* scaling to avoid overflows and most underflows.
+*
+* This is useful for starting double implicit shift bulges
+* in the QR algorithm.
+*
+*
+* N (input) integer
+* Order of the matrix H. N must be either 2 or 3.
+*
+* H (input) COMPLEX*16 array of dimension (LDH,N)
+* The 2-by-2 or 3-by-3 matrix H in (*).
+*
+* LDH (input) integer
+* The leading dimension of H as declared in
+* the calling procedure. LDH.GE.N
+*
+* S1 (input) COMPLEX*16
+* S2 S1 and S2 are the shifts defining K in (*) above.
+*
+* V (output) COMPLEX*16 array of dimension N
+* A scalar multiple of the first column of the
+* matrix K in (*).
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ) )
+ DOUBLE PRECISION RZERO
+ PARAMETER ( RZERO = 0.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 CDUM
+ DOUBLE PRECISION H21S, H31S, S
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+ IF( N.EQ.2 ) THEN
+ S = CABS1( H( 1, 1 )-S2 ) + CABS1( H( 2, 1 ) )
+ IF( S.EQ.RZERO ) THEN
+ V( 1 ) = ZERO
+ V( 2 ) = ZERO
+ ELSE
+ H21S = H( 2, 1 ) / S
+ V( 1 ) = H21S*H( 1, 2 ) + ( H( 1, 1 )-S1 )*
+ $ ( ( H( 1, 1 )-S2 ) / S )
+ V( 2 ) = H21S*( H( 1, 1 )+H( 2, 2 )-S1-S2 )
+ END IF
+ ELSE
+ S = CABS1( H( 1, 1 )-S2 ) + CABS1( H( 2, 1 ) ) +
+ $ CABS1( H( 3, 1 ) )
+ IF( S.EQ.ZERO ) THEN
+ V( 1 ) = ZERO
+ V( 2 ) = ZERO
+ V( 3 ) = ZERO
+ ELSE
+ H21S = H( 2, 1 ) / S
+ H31S = H( 3, 1 ) / S
+ V( 1 ) = ( H( 1, 1 )-S1 )*( ( H( 1, 1 )-S2 ) / S ) +
+ $ H( 1, 2 )*H21S + H( 1, 3 )*H31S
+ V( 2 ) = H21S*( H( 1, 1 )+H( 2, 2 )-S1-S2 ) + H( 2, 3 )*H31S
+ V( 3 ) = H31S*( H( 1, 1 )+H( 3, 3 )-S1-S2 ) + H21S*H( 3, 2 )
+ END IF
+ END IF
+ END
diff --git a/src/lib/lapack/zlaqr2.f b/src/lib/lapack/zlaqr2.f
new file mode 100644
index 00000000..0add51ae
--- /dev/null
+++ b/src/lib/lapack/zlaqr2.f
@@ -0,0 +1,437 @@
+ SUBROUTINE ZLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
+ $ NV, WV, LDWV, WORK, LWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
+ $ LDZ, LWORK, N, ND, NH, NS, NV, NW
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
+ $ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
+* ..
+*
+* This subroutine is identical to ZLAQR3 except that it avoids
+* recursion by calling ZLAHQR instead of ZLAQR4.
+*
+*
+* ******************************************************************
+* Aggressive early deflation:
+*
+* This subroutine accepts as input an upper Hessenberg matrix
+* H and performs an unitary 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 unitary 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 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 unitary matrix Z is updated so
+* so that the unitary 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 unitary 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) COMPLEX*16 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 a unitary
+* 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) COMPLEX*16 array, dimension (LDZ,IHI)
+* IF WANTZ is .TRUE., then on output, the unitary
+* 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.
+*
+* SH (output) COMPLEX*16 array, dimension KBOT
+* On output, approximate eigenvalues that may
+* be used for shifts are stored in SH(KBOT-ND-NS+1)
+* through SR(KBOT-ND). Converged eigenvalues are
+* stored in SH(KBOT-ND+1) through SH(KBOT).
+*
+* V (workspace) COMPLEX*16 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) COMPLEX*16 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) COMPLEX*16 array, dimension (LDWV,NW)
+*
+* LDWV (input) integer
+* The leading dimension of W just as declared in the
+* calling subroutine. NW .LE. LDV
+*
+* WORK (workspace) COMPLEX*16 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; ZLAQR2
+* 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 ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION RZERO, RONE
+ PARAMETER ( RZERO = 0.0d0, RONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 BETA, CDUM, S, TAU
+ DOUBLE PRECISION FOO, SAFMAX, SAFMIN, SMLNUM, ULP
+ INTEGER I, IFST, ILST, INFO, INFQR, J, JW, KCOL, KLN,
+ $ KNT, KROW, KWTOP, LTOP, LWK1, LWK2, LWKOPT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, ZCOPY, ZGEHRD, ZGEMM, ZLACPY, ZLAHQR,
+ $ ZLARF, ZLARFG, ZLASET, ZTREXC, ZUNGHR
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, INT, MAX, MIN
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* ==== Estimate optimal workspace. ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ IF( JW.LE.2 ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* ==== Workspace query call to ZGEHRD ====
+*
+ CALL ZGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK1 = INT( WORK( 1 ) )
+*
+* ==== Workspace query call to ZUNGHR ====
+*
+ CALL ZUNGHR( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK2 = INT( WORK( 1 ) )
+*
+* ==== Optimal workspace ====
+*
+ LWKOPT = JW + MAX( LWK1, LWK2 )
+ END IF
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+ RETURN
+ END IF
+*
+* ==== Nothing to do ...
+* ... for an empty active block ... ====
+ NS = 0
+ ND = 0
+ IF( KTOP.GT.KBOT )
+ $ RETURN
+* ... nor for an empty deflation window. ====
+ IF( NW.LT.1 )
+ $ RETURN
+*
+* ==== Machine constants ====
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = RONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( N ) / ULP )
+*
+* ==== Setup deflation window ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ KWTOP = KBOT - JW + 1
+ IF( KWTOP.EQ.KTOP ) THEN
+ S = ZERO
+ ELSE
+ S = H( KWTOP, KWTOP-1 )
+ END IF
+*
+ IF( KBOT.EQ.KWTOP ) THEN
+*
+* ==== 1-by-1 deflation window: not much to do ====
+*
+ SH( KWTOP ) = H( KWTOP, KWTOP )
+ NS = 1
+ ND = 0
+ IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
+ $ KWTOP ) ) ) ) THEN
+ NS = 0
+ ND = 1
+ IF( KWTOP.GT.KTOP )
+ $ H( KWTOP, KWTOP-1 ) = ZERO
+ END IF
+ RETURN
+ END IF
+*
+* ==== 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.) ====
+*
+ CALL ZLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
+ CALL ZCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
+*
+ CALL ZLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
+ CALL ZLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
+ $ JW, V, LDV, INFQR )
+*
+* ==== Deflation detection loop ====
+*
+ NS = JW
+ ILST = INFQR + 1
+ DO 10 KNT = INFQR + 1, JW
+*
+* ==== Small spike tip deflation test ====
+*
+ FOO = CABS1( T( NS, NS ) )
+ IF( FOO.EQ.RZERO )
+ $ FOO = CABS1( S )
+ IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
+ $ THEN
+*
+* ==== One more converged eigenvalue ====
+*
+ NS = NS - 1
+ ELSE
+*
+* ==== One undflatable eigenvalue. Move it up out of the
+* . way. (ZTREXC can not fail in this case.) ====
+*
+ IFST = NS
+ CALL ZTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
+ ILST = ILST + 1
+ END IF
+ 10 CONTINUE
+*
+* ==== Return to Hessenberg form ====
+*
+ IF( NS.EQ.0 )
+ $ S = ZERO
+*
+ IF( NS.LT.JW ) THEN
+*
+* ==== sorting the diagonal of T improves accuracy for
+* . graded matrices. ====
+*
+ DO 30 I = INFQR + 1, NS
+ IFST = I
+ DO 20 J = I + 1, NS
+ IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
+ $ IFST = J
+ 20 CONTINUE
+ ILST = I
+ IF( IFST.NE.ILST )
+ $ CALL ZTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
+ 30 CONTINUE
+ END IF
+*
+* ==== Restore shift/eigenvalue array from T ====
+*
+ DO 40 I = INFQR + 1, JW
+ SH( KWTOP+I-1 ) = T( I, I )
+ 40 CONTINUE
+*
+*
+ IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
+ IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
+*
+* ==== Reflect spike back into lower triangle ====
+*
+ CALL ZCOPY( NS, V, LDV, WORK, 1 )
+ DO 50 I = 1, NS
+ WORK( I ) = DCONJG( WORK( I ) )
+ 50 CONTINUE
+ BETA = WORK( 1 )
+ CALL ZLARFG( NS, BETA, WORK( 2 ), 1, TAU )
+ WORK( 1 ) = ONE
+*
+ CALL ZLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
+*
+ CALL ZLARF( 'L', NS, JW, WORK, 1, DCONJG( TAU ), T, LDT,
+ $ WORK( JW+1 ) )
+ CALL ZLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
+ $ WORK( JW+1 ) )
+ CALL ZLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
+ $ WORK( JW+1 ) )
+*
+ CALL ZGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ END IF
+*
+* ==== Copy updated reduced window into place ====
+*
+ IF( KWTOP.GT.1 )
+ $ H( KWTOP, KWTOP-1 ) = S*DCONJG( V( 1, 1 ) )
+ CALL ZLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
+ CALL ZCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
+ $ LDH+1 )
+*
+* ==== Accumulate orthogonal matrix in order update
+* . H and Z, if requested. (A modified version
+* . of ZUNGHR that accumulates block Householder
+* . transformations into V directly might be
+* . marginally more efficient than the following.) ====
+*
+ IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
+ CALL ZUNGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ CALL ZGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
+ $ WV, LDWV )
+ CALL ZLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
+ END IF
+*
+* ==== Update vertical slab in H ====
+*
+ IF( WANTT ) THEN
+ LTOP = 1
+ ELSE
+ LTOP = KTOP
+ END IF
+ DO 60 KROW = LTOP, KWTOP - 1, NV
+ KLN = MIN( NV, KWTOP-KROW )
+ CALL ZGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
+ $ LDH, V, LDV, ZERO, WV, LDWV )
+ CALL ZLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
+ 60 CONTINUE
+*
+* ==== Update horizontal slab in H ====
+*
+ IF( WANTT ) THEN
+ DO 70 KCOL = KBOT + 1, N, NH
+ KLN = MIN( NH, N-KCOL+1 )
+ CALL ZGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
+ $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
+ CALL ZLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
+ $ LDH )
+ 70 CONTINUE
+ END IF
+*
+* ==== Update vertical slab in Z ====
+*
+ IF( WANTZ ) THEN
+ DO 80 KROW = ILOZ, IHIZ, NV
+ KLN = MIN( NV, IHIZ-KROW+1 )
+ CALL ZGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
+ $ LDZ, V, LDV, ZERO, WV, LDWV )
+ CALL ZLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
+ $ LDZ )
+ 80 CONTINUE
+ END IF
+ END IF
+*
+* ==== 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 = NS - INFQR
+*
+* ==== Return optimal workspace. ====
+*
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+*
+* ==== End of ZLAQR2 ====
+*
+ END
diff --git a/src/lib/lapack/zlaqr3.f b/src/lib/lapack/zlaqr3.f
new file mode 100644
index 00000000..e9bf393a
--- /dev/null
+++ b/src/lib/lapack/zlaqr3.f
@@ -0,0 +1,448 @@
+ SUBROUTINE ZLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
+ $ NV, WV, LDWV, WORK, LWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
+ $ LDZ, LWORK, N, ND, NH, NS, NV, NW
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
+ $ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
+* ..
+*
+* ******************************************************************
+* Aggressive early deflation:
+*
+* This subroutine accepts as input an upper Hessenberg matrix
+* H and performs an unitary 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 unitary 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 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 unitary matrix Z is updated so
+* so that the unitary 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 unitary 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) COMPLEX*16 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 a unitary
+* 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) COMPLEX*16 array, dimension (LDZ,IHI)
+* IF WANTZ is .TRUE., then on output, the unitary
+* 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.
+*
+* SH (output) COMPLEX*16 array, dimension KBOT
+* On output, approximate eigenvalues that may
+* be used for shifts are stored in SH(KBOT-ND-NS+1)
+* through SR(KBOT-ND). Converged eigenvalues are
+* stored in SH(KBOT-ND+1) through SH(KBOT).
+*
+* V (workspace) COMPLEX*16 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) COMPLEX*16 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) COMPLEX*16 array, dimension (LDWV,NW)
+*
+* LDWV (input) integer
+* The leading dimension of W just as declared in the
+* calling subroutine. NW .LE. LDV
+*
+* WORK (workspace) COMPLEX*16 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; ZLAQR3
+* 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 ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION RZERO, RONE
+ PARAMETER ( RZERO = 0.0d0, RONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 BETA, CDUM, S, TAU
+ DOUBLE PRECISION FOO, SAFMAX, SAFMIN, SMLNUM, ULP
+ INTEGER I, IFST, ILST, INFO, INFQR, J, JW, KCOL, KLN,
+ $ KNT, KROW, KWTOP, LTOP, LWK1, LWK2, LWK3,
+ $ LWKOPT, NMIN
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ INTEGER ILAENV
+ EXTERNAL DLAMCH, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, ZCOPY, ZGEHRD, ZGEMM, ZLACPY, ZLAHQR,
+ $ ZLAQR4, ZLARF, ZLARFG, ZLASET, ZTREXC, ZUNGHR
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, INT, MAX, MIN
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* ==== Estimate optimal workspace. ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ IF( JW.LE.2 ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* ==== Workspace query call to ZGEHRD ====
+*
+ CALL ZGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK1 = INT( WORK( 1 ) )
+*
+* ==== Workspace query call to ZUNGHR ====
+*
+ CALL ZUNGHR( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
+ LWK2 = INT( WORK( 1 ) )
+*
+* ==== Workspace query call to ZLAQR4 ====
+*
+ CALL ZLAQR4( .true., .true., JW, 1, JW, T, LDT, SH, 1, JW, V,
+ $ LDV, WORK, -1, INFQR )
+ LWK3 = INT( WORK( 1 ) )
+*
+* ==== Optimal workspace ====
+*
+ LWKOPT = MAX( JW+MAX( LWK1, LWK2 ), LWK3 )
+ END IF
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+ RETURN
+ END IF
+*
+* ==== Nothing to do ...
+* ... for an empty active block ... ====
+ NS = 0
+ ND = 0
+ IF( KTOP.GT.KBOT )
+ $ RETURN
+* ... nor for an empty deflation window. ====
+ IF( NW.LT.1 )
+ $ RETURN
+*
+* ==== Machine constants ====
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = RONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( N ) / ULP )
+*
+* ==== Setup deflation window ====
+*
+ JW = MIN( NW, KBOT-KTOP+1 )
+ KWTOP = KBOT - JW + 1
+ IF( KWTOP.EQ.KTOP ) THEN
+ S = ZERO
+ ELSE
+ S = H( KWTOP, KWTOP-1 )
+ END IF
+*
+ IF( KBOT.EQ.KWTOP ) THEN
+*
+* ==== 1-by-1 deflation window: not much to do ====
+*
+ SH( KWTOP ) = H( KWTOP, KWTOP )
+ NS = 1
+ ND = 0
+ IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
+ $ KWTOP ) ) ) ) THEN
+
+ NS = 0
+ ND = 1
+ IF( KWTOP.GT.KTOP )
+ $ H( KWTOP, KWTOP-1 ) = ZERO
+ END IF
+ RETURN
+ END IF
+*
+* ==== 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.) ====
+*
+ CALL ZLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
+ CALL ZCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
+*
+ CALL ZLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
+ NMIN = ILAENV( 12, 'ZLAQR3', 'SV', JW, 1, JW, LWORK )
+ IF( JW.GT.NMIN ) THEN
+ CALL ZLAQR4( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
+ $ JW, V, LDV, WORK, LWORK, INFQR )
+ ELSE
+ CALL ZLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
+ $ JW, V, LDV, INFQR )
+ END IF
+*
+* ==== Deflation detection loop ====
+*
+ NS = JW
+ ILST = INFQR + 1
+ DO 10 KNT = INFQR + 1, JW
+*
+* ==== Small spike tip deflation test ====
+*
+ FOO = CABS1( T( NS, NS ) )
+ IF( FOO.EQ.RZERO )
+ $ FOO = CABS1( S )
+ IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
+ $ THEN
+*
+* ==== One more converged eigenvalue ====
+*
+ NS = NS - 1
+ ELSE
+*
+* ==== One undflatable eigenvalue. Move it up out of the
+* . way. (ZTREXC can not fail in this case.) ====
+*
+ IFST = NS
+ CALL ZTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
+ ILST = ILST + 1
+ END IF
+ 10 CONTINUE
+*
+* ==== Return to Hessenberg form ====
+*
+ IF( NS.EQ.0 )
+ $ S = ZERO
+*
+ IF( NS.LT.JW ) THEN
+*
+* ==== sorting the diagonal of T improves accuracy for
+* . graded matrices. ====
+*
+ DO 30 I = INFQR + 1, NS
+ IFST = I
+ DO 20 J = I + 1, NS
+ IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
+ $ IFST = J
+ 20 CONTINUE
+ ILST = I
+ IF( IFST.NE.ILST )
+ $ CALL ZTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
+ 30 CONTINUE
+ END IF
+*
+* ==== Restore shift/eigenvalue array from T ====
+*
+ DO 40 I = INFQR + 1, JW
+ SH( KWTOP+I-1 ) = T( I, I )
+ 40 CONTINUE
+*
+*
+ IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
+ IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
+*
+* ==== Reflect spike back into lower triangle ====
+*
+ CALL ZCOPY( NS, V, LDV, WORK, 1 )
+ DO 50 I = 1, NS
+ WORK( I ) = DCONJG( WORK( I ) )
+ 50 CONTINUE
+ BETA = WORK( 1 )
+ CALL ZLARFG( NS, BETA, WORK( 2 ), 1, TAU )
+ WORK( 1 ) = ONE
+*
+ CALL ZLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
+*
+ CALL ZLARF( 'L', NS, JW, WORK, 1, DCONJG( TAU ), T, LDT,
+ $ WORK( JW+1 ) )
+ CALL ZLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
+ $ WORK( JW+1 ) )
+ CALL ZLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
+ $ WORK( JW+1 ) )
+*
+ CALL ZGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ END IF
+*
+* ==== Copy updated reduced window into place ====
+*
+ IF( KWTOP.GT.1 )
+ $ H( KWTOP, KWTOP-1 ) = S*DCONJG( V( 1, 1 ) )
+ CALL ZLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
+ CALL ZCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
+ $ LDH+1 )
+*
+* ==== Accumulate orthogonal matrix in order update
+* . H and Z, if requested. (A modified version
+* . of ZUNGHR that accumulates block Householder
+* . transformations into V directly might be
+* . marginally more efficient than the following.) ====
+*
+ IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
+ CALL ZUNGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
+ $ LWORK-JW, INFO )
+ CALL ZGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
+ $ WV, LDWV )
+ CALL ZLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
+ END IF
+*
+* ==== Update vertical slab in H ====
+*
+ IF( WANTT ) THEN
+ LTOP = 1
+ ELSE
+ LTOP = KTOP
+ END IF
+ DO 60 KROW = LTOP, KWTOP - 1, NV
+ KLN = MIN( NV, KWTOP-KROW )
+ CALL ZGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
+ $ LDH, V, LDV, ZERO, WV, LDWV )
+ CALL ZLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
+ 60 CONTINUE
+*
+* ==== Update horizontal slab in H ====
+*
+ IF( WANTT ) THEN
+ DO 70 KCOL = KBOT + 1, N, NH
+ KLN = MIN( NH, N-KCOL+1 )
+ CALL ZGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
+ $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
+ CALL ZLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
+ $ LDH )
+ 70 CONTINUE
+ END IF
+*
+* ==== Update vertical slab in Z ====
+*
+ IF( WANTZ ) THEN
+ DO 80 KROW = ILOZ, IHIZ, NV
+ KLN = MIN( NV, IHIZ-KROW+1 )
+ CALL ZGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
+ $ LDZ, V, LDV, ZERO, WV, LDWV )
+ CALL ZLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
+ $ LDZ )
+ 80 CONTINUE
+ END IF
+ END IF
+*
+* ==== 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 = NS - INFQR
+*
+* ==== Return optimal workspace. ====
+*
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+*
+* ==== End of ZLAQR3 ====
+*
+ END
diff --git a/src/lib/lapack/zlaqr4.f b/src/lib/lapack/zlaqr4.f
new file mode 100644
index 00000000..eef7f00a
--- /dev/null
+++ b/src/lib/lapack/zlaqr4.f
@@ -0,0 +1,602 @@
+ SUBROUTINE ZLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
+ $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* This subroutine implements one level of recursion for ZLAQR0.
+* It is a complete implementation of the small bulge multi-shift
+* QR algorithm. It may be called by ZLAQR0 and, for large enough
+* deflation window size, it may be called by ZLAQR3. This
+* subroutine is identical to ZLAQR0 except that it calls ZLAQR2
+* instead of ZLAQR3.
+*
+* Purpose
+* =======
+*
+* ZLAQR4 computes the eigenvalues of a Hessenberg matrix H
+* and, optionally, the matrices T and Z from the Schur decomposition
+* H = Z T Z**H, where T is an upper triangular matrix (the
+* Schur form), and Z is the unitary matrix of Schur vectors.
+*
+* Optionally Z may be postmultiplied into an input unitary
+* matrix Q so that this routine can give the Schur factorization
+* of a matrix A which has been reduced to the Hessenberg form H
+* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* N (input) INTEGER
+* The order of the matrix H. N .GE. 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* It is assumed that H is already upper triangular in rows
+* and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
+* H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
+* previous call to ZGEBAL, and then passed to ZGEHRD when the
+* matrix output by ZGEBAL is reduced to Hessenberg form.
+* Otherwise, ILO and IHI should be set to 1 and N,
+* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
+* If N = 0, then ILO = 1 and IHI = 0.
+*
+* H (input/output) COMPLEX*16 array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if INFO = 0 and WANTT is .TRUE., then H
+* contains the upper triangular matrix T from the Schur
+* decomposition (the Schur form). If INFO = 0 and WANT is
+* .FALSE., then the contents of H are unspecified on exit.
+* (The output value of H when INFO.GT.0 is given under the
+* description of INFO below.)
+*
+* This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
+* j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH .GE. max(1,N).
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
+* in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
+* stored in the same order as on the diagonal of the Schur
+* form returned in H, with W(i) = H(i,i).
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,IHI)
+* If WANTZ is .FALSE., then Z is not referenced.
+* If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
+* replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
+* orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
+* (The output value of Z when INFO.GT.0 is given under
+* the description of INFO below.)
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. if WANTZ is .TRUE.
+* then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
+*
+* WORK (workspace/output) COMPLEX*16 array, dimension LWORK
+* On exit, if LWORK = -1, WORK(1) returns an estimate of
+* the optimal value for LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK .GE. max(1,N)
+* is sufficient, but LWORK typically as large as 6*N may
+* be required for optimal performance. A workspace query
+* to determine the optimal workspace size is recommended.
+*
+* If LWORK = -1, then ZLAQR4 does a workspace query.
+* In this case, ZLAQR4 checks the input parameters and
+* estimates the optimal workspace size for the given
+* values of N, ILO and IHI. The estimate is returned
+* in WORK(1). No error message related to LWORK is
+* issued by XERBLA. Neither H nor Z are accessed.
+*
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* .GT. 0: if INFO = i, ZLAQR4 failed to compute all of
+* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
+* and WI contain those eigenvalues which have been
+* successfully computed. (Failures are rare.)
+*
+* If INFO .GT. 0 and WANT is .FALSE., then on exit,
+* the remaining unconverged eigenvalues are the eigen-
+* values of the upper Hessenberg matrix rows and
+* columns ILO through INFO of the final, output
+* value of H.
+*
+* If INFO .GT. 0 and WANTT is .TRUE., then on exit
+*
+* (*) (initial value of H)*U = U*(final value of H)
+*
+* where U is a unitary matrix. The final
+* value of H is upper Hessenberg and triangular in
+* rows and columns INFO+1 through IHI.
+*
+* If INFO .GT. 0 and WANTZ is .TRUE., then on exit
+*
+* (final value of Z(ILO:IHI,ILOZ:IHIZ)
+* = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
+*
+* where U is the unitary matrix in (*) (regard-
+* less of the value of WANTT.)
+*
+* If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
+* accessed.
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ================================================================
+* References:
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
+* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
+* 929--947, 2002.
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
+* of Matrix Analysis, volume 23, pages 948--973, 2002.
+*
+* ================================================================
+* .. Parameters ..
+*
+* ==== Matrices of order NTINY or smaller must be processed by
+* . ZLAHQR because of insufficient subdiagonal scratch space.
+* . (This is a hard limit.) ====
+*
+* ==== Exceptional deflation windows: try to cure rare
+* . slow convergence by increasing the size of the
+* . deflation window after KEXNW iterations. =====
+*
+* ==== Exceptional shifts: try to cure rare slow convergence
+* . with ad-hoc exceptional shifts every KEXSH iterations.
+* . The constants WILK1 and WILK2 are used to form the
+* . exceptional shifts. ====
+*
+ INTEGER NTINY
+ PARAMETER ( NTINY = 11 )
+ INTEGER KEXNW, KEXSH
+ PARAMETER ( KEXNW = 5, KEXSH = 6 )
+ DOUBLE PRECISION WILK1
+ PARAMETER ( WILK1 = 0.75d0 )
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
+ DOUBLE PRECISION S
+ INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
+ $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
+ $ LWKOPT, NDFL, NH, NHO, NIBBLE, NMIN, NS, NSMAX,
+ $ NSR, NVE, NW, NWMAX, NWR
+ LOGICAL NWINC, SORTED
+ CHARACTER JBCMPZ*2
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 ZDUM( 1, 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLACPY, ZLAHQR, ZLAQR2, ZLAQR5
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, MAX, MIN, MOD,
+ $ SQRT
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+ INFO = 0
+*
+* ==== Quick return for N = 0: nothing to do. ====
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = ONE
+ RETURN
+ END IF
+*
+* ==== Set up job flags for ILAENV. ====
+*
+ IF( WANTT ) THEN
+ JBCMPZ( 1: 1 ) = 'S'
+ ELSE
+ JBCMPZ( 1: 1 ) = 'E'
+ END IF
+ IF( WANTZ ) THEN
+ JBCMPZ( 2: 2 ) = 'V'
+ ELSE
+ JBCMPZ( 2: 2 ) = 'N'
+ END IF
+*
+* ==== Tiny matrices must use ZLAHQR. ====
+*
+ IF( N.LE.NTINY ) THEN
+*
+* ==== Estimate optimal workspace. ====
+*
+ LWKOPT = 1
+ IF( LWORK.NE.-1 )
+ $ CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
+ $ IHIZ, Z, LDZ, INFO )
+ ELSE
+*
+* ==== Use small bulge multi-shift QR with aggressive early
+* . deflation on larger-than-tiny matrices. ====
+*
+* ==== Hope for the best. ====
+*
+ INFO = 0
+*
+* ==== NWR = recommended deflation window size. At this
+* . point, N .GT. NTINY = 11, so there is enough
+* . subdiagonal workspace for NWR.GE.2 as required.
+* . (In fact, there is enough subdiagonal space for
+* . NWR.GE.3.) ====
+*
+ NWR = ILAENV( 13, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NWR = MAX( 2, NWR )
+ NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
+ NW = NWR
+*
+* ==== NSR = recommended number of simultaneous shifts.
+* . At this point N .GT. NTINY = 11, so there is at
+* . enough subdiagonal workspace for NSR to be even
+* . and greater than or equal to two as required. ====
+*
+ NSR = ILAENV( 15, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
+ NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
+*
+* ==== Estimate optimal workspace ====
+*
+* ==== Workspace query call to ZLAQR2 ====
+*
+ CALL ZLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
+ $ LDH, WORK, -1 )
+*
+* ==== Optimal workspace = MAX(ZLAQR5, ZLAQR2) ====
+*
+ LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
+*
+* ==== Quick return in case of workspace query. ====
+*
+ IF( LWORK.EQ.-1 ) THEN
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+ RETURN
+ END IF
+*
+* ==== ZLAHQR/ZLAQR0 crossover point ====
+*
+ NMIN = ILAENV( 12, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NMIN = MAX( NTINY, NMIN )
+*
+* ==== Nibble crossover point ====
+*
+ NIBBLE = ILAENV( 14, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ NIBBLE = MAX( 0, NIBBLE )
+*
+* ==== Accumulate reflections during ttswp? Use block
+* . 2-by-2 structure during matrix-matrix multiply? ====
+*
+ KACC22 = ILAENV( 16, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
+ KACC22 = MAX( 0, KACC22 )
+ KACC22 = MIN( 2, KACC22 )
+*
+* ==== NWMAX = the largest possible deflation window for
+* . which there is sufficient workspace. ====
+*
+ NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
+*
+* ==== NSMAX = the Largest number of simultaneous shifts
+* . for which there is sufficient workspace. ====
+*
+ NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
+ NSMAX = NSMAX - MOD( NSMAX, 2 )
+*
+* ==== NDFL: an iteration count restarted at deflation. ====
+*
+ NDFL = 1
+*
+* ==== ITMAX = iteration limit ====
+*
+ ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
+*
+* ==== Last row and column in the active block ====
+*
+ KBOT = IHI
+*
+* ==== Main Loop ====
+*
+ DO 70 IT = 1, ITMAX
+*
+* ==== Done when KBOT falls below ILO ====
+*
+ IF( KBOT.LT.ILO )
+ $ GO TO 80
+*
+* ==== Locate active block ====
+*
+ DO 10 K = KBOT, ILO + 1, -1
+ IF( H( K, K-1 ).EQ.ZERO )
+ $ GO TO 20
+ 10 CONTINUE
+ K = ILO
+ 20 CONTINUE
+ KTOP = K
+*
+* ==== Select deflation window size ====
+*
+ NH = KBOT - KTOP + 1
+ IF( NDFL.LT.KEXNW .OR. NH.LT.NW ) THEN
+*
+* ==== Typical deflation window. If possible and
+* . advisable, nibble the entire active block.
+* . If not, use size NWR or NWR+1 depending upon
+* . which has the smaller corresponding subdiagonal
+* . entry (a heuristic). ====
+*
+ NWINC = .TRUE.
+ IF( NH.LE.MIN( NMIN, NWMAX ) ) THEN
+ NW = NH
+ ELSE
+ NW = MIN( NWR, NH, NWMAX )
+ IF( NW.LT.NWMAX ) THEN
+ IF( NW.GE.NH-1 ) THEN
+ NW = NH
+ ELSE
+ KWTOP = KBOT - NW + 1
+ IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
+ $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
+ END IF
+ END IF
+ END IF
+ ELSE
+*
+* ==== Exceptional deflation window. If there have
+* . been no deflations in KEXNW or more iterations,
+* . then vary the deflation window size. At first,
+* . because, larger windows are, in general, more
+* . powerful than smaller ones, rapidly increase the
+* . window up to the maximum reasonable and possible.
+* . Then maybe try a slightly smaller window. ====
+*
+ IF( NWINC .AND. NW.LT.MIN( NWMAX, NH ) ) THEN
+ NW = MIN( NWMAX, NH, 2*NW )
+ ELSE
+ NWINC = .FALSE.
+ IF( NW.EQ.NH .AND. NH.GT.2 )
+ $ NW = NH - 1
+ END IF
+ END IF
+*
+* ==== Aggressive early deflation:
+* . split workspace under the subdiagonal into
+* . - an nw-by-nw work array V in the lower
+* . left-hand-corner,
+* . - an NW-by-at-least-NW-but-more-is-better
+* . (NW-by-NHO) horizontal work array along
+* . the bottom edge,
+* . - an at-least-NW-but-more-is-better (NHV-by-NW)
+* . vertical work array along the left-hand-edge.
+* . ====
+*
+ KV = N - NW + 1
+ KT = NW + 1
+ NHO = ( N-NW-1 ) - KT + 1
+ KWV = NW + 2
+ NVE = ( N-NW ) - KWV + 1
+*
+* ==== Aggressive early deflation ====
+*
+ CALL ZLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
+ $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
+ $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
+ $ LWORK )
+*
+* ==== Adjust KBOT accounting for new deflations. ====
+*
+ KBOT = KBOT - LD
+*
+* ==== KS points to the shifts. ====
+*
+ KS = KBOT - LS + 1
+*
+* ==== Skip an expensive QR sweep if there is a (partly
+* . heuristic) reason to expect that many eigenvalues
+* . will deflate without it. Here, the QR sweep is
+* . skipped if many eigenvalues have just been deflated
+* . or if the remaining active block is small.
+*
+ IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
+ $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
+*
+* ==== NS = nominal number of simultaneous shifts.
+* . This may be lowered (slightly) if ZLAQR2
+* . did not provide that many shifts. ====
+*
+ NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
+ NS = NS - MOD( NS, 2 )
+*
+* ==== If there have been no deflations
+* . in a multiple of KEXSH iterations,
+* . then try exceptional shifts.
+* . Otherwise use shifts provided by
+* . ZLAQR2 above or from the eigenvalues
+* . of a trailing principal submatrix. ====
+*
+ IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
+ KS = KBOT - NS + 1
+ DO 30 I = KBOT, KS + 1, -2
+ W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
+ W( I-1 ) = W( I )
+ 30 CONTINUE
+ ELSE
+*
+* ==== Got NS/2 or fewer shifts? Use ZLAHQR
+* . on a trailing principal submatrix to
+* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
+* . there is enough space below the subdiagonal
+* . to fit an NS-by-NS scratch array.) ====
+*
+ IF( KBOT-KS+1.LE.NS / 2 ) THEN
+ KS = KBOT - NS + 1
+ KT = N - NS + 1
+ CALL ZLACPY( 'A', NS, NS, H( KS, KS ), LDH,
+ $ H( KT, 1 ), LDH )
+ CALL ZLAHQR( .false., .false., NS, 1, NS,
+ $ H( KT, 1 ), LDH, W( KS ), 1, 1, ZDUM,
+ $ 1, INF )
+ KS = KS + INF
+*
+* ==== In case of a rare QR failure use
+* . eigenvalues of the trailing 2-by-2
+* . principal submatrix. Scale to avoid
+* . overflows, underflows and subnormals.
+* . (The scale factor S can not be zero,
+* . because H(KBOT,KBOT-1) is nonzero.) ====
+*
+ IF( KS.GE.KBOT ) THEN
+ S = CABS1( H( KBOT-1, KBOT-1 ) ) +
+ $ CABS1( H( KBOT, KBOT-1 ) ) +
+ $ CABS1( H( KBOT-1, KBOT ) ) +
+ $ CABS1( H( KBOT, KBOT ) )
+ AA = H( KBOT-1, KBOT-1 ) / S
+ CC = H( KBOT, KBOT-1 ) / S
+ BB = H( KBOT-1, KBOT ) / S
+ DD = H( KBOT, KBOT ) / S
+ TR2 = ( AA+DD ) / TWO
+ DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
+ RTDISC = SQRT( -DET )
+ W( KBOT-1 ) = ( TR2+RTDISC )*S
+ W( KBOT ) = ( TR2-RTDISC )*S
+*
+ KS = KBOT - 1
+ END IF
+ END IF
+*
+ IF( KBOT-KS+1.GT.NS ) THEN
+*
+* ==== Sort the shifts (Helps a little) ====
+*
+ SORTED = .false.
+ DO 50 K = KBOT, KS + 1, -1
+ IF( SORTED )
+ $ GO TO 60
+ SORTED = .true.
+ DO 40 I = KS, K - 1
+ IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
+ $ THEN
+ SORTED = .false.
+ SWAP = W( I )
+ W( I ) = W( I+1 )
+ W( I+1 ) = SWAP
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+ END IF
+*
+* ==== If there are only two shifts, then use
+* . only one. ====
+*
+ IF( KBOT-KS+1.EQ.2 ) THEN
+ IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
+ $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
+ W( KBOT-1 ) = W( KBOT )
+ ELSE
+ W( KBOT ) = W( KBOT-1 )
+ END IF
+ END IF
+*
+* ==== Use up to NS of the the smallest magnatiude
+* . shifts. If there aren't NS shifts available,
+* . then use them all, possibly dropping one to
+* . make the number of shifts even. ====
+*
+ NS = MIN( NS, KBOT-KS+1 )
+ NS = NS - MOD( NS, 2 )
+ KS = KBOT - NS + 1
+*
+* ==== Small-bulge multi-shift QR sweep:
+* . split workspace under the subdiagonal into
+* . - a KDU-by-KDU work array U in the lower
+* . left-hand-corner,
+* . - a KDU-by-at-least-KDU-but-more-is-better
+* . (KDU-by-NHo) horizontal work array WH along
+* . the bottom edge,
+* . - and an at-least-KDU-but-more-is-better-by-KDU
+* . (NVE-by-KDU) vertical work WV arrow along
+* . the left-hand-edge. ====
+*
+ KDU = 3*NS - 3
+ KU = N - KDU + 1
+ KWH = KDU + 1
+ NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
+ KWV = KDU + 4
+ NVE = N - KDU - KWV + 1
+*
+* ==== Small-bulge multi-shift QR sweep ====
+*
+ CALL ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
+ $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
+ $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
+ $ NHO, H( KU, KWH ), LDH )
+ END IF
+*
+* ==== Note progress (or the lack of it). ====
+*
+ IF( LD.GT.0 ) THEN
+ NDFL = 1
+ ELSE
+ NDFL = NDFL + 1
+ END IF
+*
+* ==== End of main loop ====
+ 70 CONTINUE
+*
+* ==== Iteration limit exceeded. Set INFO to show where
+* . the problem occurred and exit. ====
+*
+ INFO = KBOT
+ 80 CONTINUE
+ END IF
+*
+* ==== Return the optimal value of LWORK. ====
+*
+ WORK( 1 ) = DCMPLX( LWKOPT, 0 )
+*
+* ==== End of ZLAQR4 ====
+*
+ END
diff --git a/src/lib/lapack/zlaqr5.f b/src/lib/lapack/zlaqr5.f
new file mode 100644
index 00000000..fa8de7bb
--- /dev/null
+++ b/src/lib/lapack/zlaqr5.f
@@ -0,0 +1,809 @@
+ SUBROUTINE ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S,
+ $ H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
+ $ WV, LDWV, NH, WH, LDWH )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
+ $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
+ LOGICAL WANTT, WANTZ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
+ $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
+* ..
+*
+* This auxiliary subroutine called by ZLAQR0 performs a
+* single small-bulge multi-shift QR sweep.
+*
+* WANTT (input) logical scalar
+* WANTT = .true. if the triangular Schur factor
+* is being computed. WANTT is set to .false. otherwise.
+*
+* WANTZ (input) logical scalar
+* WANTZ = .true. if the unitary Schur factor is being
+* computed. WANTZ is set to .false. otherwise.
+*
+* KACC22 (input) integer with value 0, 1, or 2.
+* Specifies the computation mode of far-from-diagonal
+* orthogonal updates.
+* = 0: ZLAQR5 does not accumulate reflections and does not
+* use matrix-matrix multiply to update far-from-diagonal
+* matrix entries.
+* = 1: ZLAQR5 accumulates reflections and uses matrix-matrix
+* multiply to update the far-from-diagonal matrix entries.
+* = 2: ZLAQR5 accumulates reflections, uses matrix-matrix
+* multiply to update the far-from-diagonal matrix entries,
+* and takes advantage of 2-by-2 block structure during
+* matrix multiplies.
+*
+* N (input) integer scalar
+* N is the order of the Hessenberg matrix H upon which this
+* subroutine operates.
+*
+* KTOP (input) integer scalar
+* KBOT (input) integer scalar
+* These are the first and last rows and columns of an
+* isolated diagonal block upon which the QR sweep is to be
+* applied. It is assumed without a check that
+* either KTOP = 1 or H(KTOP,KTOP-1) = 0
+* and
+* either KBOT = N or H(KBOT+1,KBOT) = 0.
+*
+* NSHFTS (input) integer scalar
+* NSHFTS gives the number of simultaneous shifts. NSHFTS
+* must be positive and even.
+*
+* S (input) COMPLEX*16 array of size (NSHFTS)
+* S contains the shifts of origin that define the multi-
+* shift QR sweep.
+*
+* H (input/output) COMPLEX*16 array of size (LDH,N)
+* On input H contains a Hessenberg matrix. On output a
+* multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
+* to the isolated diagonal block in rows and columns KTOP
+* through KBOT.
+*
+* LDH (input) integer scalar
+* LDH is the leading dimension of H just as declared in the
+* calling procedure. LDH.GE.MAX(1,N).
+*
+* 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) COMPLEX*16 array of size (LDZ,IHI)
+* If WANTZ = .TRUE., then the QR Sweep unitary
+* similarity transformation is accumulated into
+* Z(ILOZ:IHIZ,ILO:IHI) from the right.
+* If WANTZ = .FALSE., then Z is unreferenced.
+*
+* LDZ (input) integer scalar
+* LDA is the leading dimension of Z just as declared in
+* the calling procedure. LDZ.GE.N.
+*
+* V (workspace) COMPLEX*16 array of size (LDV,NSHFTS/2)
+*
+* LDV (input) integer scalar
+* LDV is the leading dimension of V as declared in the
+* calling procedure. LDV.GE.3.
+*
+* U (workspace) COMPLEX*16 array of size
+* (LDU,3*NSHFTS-3)
+*
+* LDU (input) integer scalar
+* LDU is the leading dimension of U just as declared in the
+* in the calling subroutine. LDU.GE.3*NSHFTS-3.
+*
+* NH (input) integer scalar
+* NH is the number of columns in array WH available for
+* workspace. NH.GE.1.
+*
+* WH (workspace) COMPLEX*16 array of size (LDWH,NH)
+*
+* LDWH (input) integer scalar
+* Leading dimension of WH just as declared in the
+* calling procedure. LDWH.GE.3*NSHFTS-3.
+*
+* NV (input) integer scalar
+* NV is the number of rows in WV agailable for workspace.
+* NV.GE.1.
+*
+* WV (workspace) COMPLEX*16 array of size
+* (LDWV,3*NSHFTS-3)
+*
+* LDWV (input) integer scalar
+* LDWV is the leading dimension of WV as declared in the
+* in the calling subroutine. LDWV.GE.NV.
+*
+* ================================================================
+* Based on contributions by
+* Karen Braman and Ralph Byers, Department of Mathematics,
+* University of Kansas, USA
+*
+* ============================================================
+* Reference:
+*
+* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
+* Algorithm Part I: Maintaining Well Focused Shifts, and
+* Level 3 Performance, SIAM Journal of Matrix Analysis,
+* volume 23, pages 929--947, 2002.
+*
+* ============================================================
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
+ $ ONE = ( 1.0d0, 0.0d0 ) )
+ DOUBLE PRECISION RZERO, RONE
+ PARAMETER ( RZERO = 0.0d0, RONE = 1.0d0 )
+* ..
+* .. Local Scalars ..
+ COMPLEX*16 ALPHA, BETA, CDUM, REFSUM
+ DOUBLE PRECISION H11, H12, H21, H22, SAFMAX, SAFMIN, SCL,
+ $ SMLNUM, TST1, TST2, ULP
+ INTEGER I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN,
+ $ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS,
+ $ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL,
+ $ NS, NU
+ LOGICAL ACCUM, BLK22, BMP22
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+*
+ INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, MOD
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 VT( 3 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, ZGEMM, ZLACPY, ZLAQR1, ZLARFG, ZLASET,
+ $ ZTRMM
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* ==== If there are no shifts, then there is nothing to do. ====
+*
+ IF( NSHFTS.LT.2 )
+ $ RETURN
+*
+* ==== If the active block is empty or 1-by-1, then there
+* . is nothing to do. ====
+*
+ IF( KTOP.GE.KBOT )
+ $ RETURN
+*
+* ==== NSHFTS is supposed to be even, but if is odd,
+* . then simply reduce it by one. ====
+*
+ NS = NSHFTS - MOD( NSHFTS, 2 )
+*
+* ==== Machine constants for deflation ====
+*
+ SAFMIN = DLAMCH( 'SAFE MINIMUM' )
+ SAFMAX = RONE / SAFMIN
+ CALL DLABAD( SAFMIN, SAFMAX )
+ ULP = DLAMCH( 'PRECISION' )
+ SMLNUM = SAFMIN*( DBLE( N ) / ULP )
+*
+* ==== Use accumulated reflections to update far-from-diagonal
+* . entries ? ====
+*
+ ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 )
+*
+* ==== If so, exploit the 2-by-2 block structure? ====
+*
+ BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 )
+*
+* ==== clear trash ====
+*
+ IF( KTOP+2.LE.KBOT )
+ $ H( KTOP+2, KTOP ) = ZERO
+*
+* ==== NBMPS = number of 2-shift bulges in the chain ====
+*
+ NBMPS = NS / 2
+*
+* ==== KDU = width of slab ====
+*
+ KDU = 6*NBMPS - 3
+*
+* ==== Create and chase chains of NBMPS bulges ====
+*
+ DO 210 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2
+ NDCOL = INCOL + KDU
+ IF( ACCUM )
+ $ CALL ZLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU )
+*
+* ==== Near-the-diagonal bulge chase. The following loop
+* . performs the near-the-diagonal part of a small bulge
+* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal
+* . chunk extends from column INCOL to column NDCOL
+* . (including both column INCOL and column NDCOL). The
+* . following loop chases a 3*NBMPS column long chain of
+* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL
+* . may be less than KTOP and and NDCOL may be greater than
+* . KBOT indicating phantom columns from which to chase
+* . bulges before they are actually introduced or to which
+* . to chase bulges beyond column KBOT.) ====
+*
+ DO 140 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 )
+*
+* ==== Bulges number MTOP to MBOT are active double implicit
+* . shift bulges. There may or may not also be small
+* . 2-by-2 bulge, if there is room. The inactive bulges
+* . (if any) must wait until the active bulges have moved
+* . down the diagonal to make room. The phantom matrix
+* . paradigm described above helps keep track. ====
+*
+ MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 )
+ MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 )
+ M22 = MBOT + 1
+ BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ.
+ $ ( KBOT-2 )
+*
+* ==== Generate reflections to chase the chain right
+* . one column. (The minimum value of K is KTOP-1.) ====
+*
+ DO 10 M = MTOP, MBOT
+ K = KRCOL + 3*( M-1 )
+ IF( K.EQ.KTOP-1 ) THEN
+ CALL ZLAQR1( 3, H( KTOP, KTOP ), LDH, S( 2*M-1 ),
+ $ S( 2*M ), V( 1, M ) )
+ ALPHA = V( 1, M )
+ CALL ZLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
+ ELSE
+ BETA = H( K+1, K )
+ V( 2, M ) = H( K+2, K )
+ V( 3, M ) = H( K+3, K )
+ CALL ZLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
+*
+* ==== A Bulge may collapse because of vigilant
+* . deflation or destructive underflow. (The
+* . initial bulge is always collapsed.) Use
+* . the two-small-subdiagonals trick to try
+* . to get it started again. If V(2,M).NE.0 and
+* . V(3,M) = H(K+3,K+1) = H(K+3,K+2) = 0, then
+* . this bulge is collapsing into a zero
+* . subdiagonal. It will be restarted next
+* . trip through the loop.)
+*
+ IF( V( 1, M ).NE.ZERO .AND.
+ $ ( V( 3, M ).NE.ZERO .OR. ( H( K+3,
+ $ K+1 ).EQ.ZERO .AND. H( K+3, K+2 ).EQ.ZERO ) ) )
+ $ THEN
+*
+* ==== Typical case: not collapsed (yet). ====
+*
+ H( K+1, K ) = BETA
+ H( K+2, K ) = ZERO
+ H( K+3, K ) = ZERO
+ ELSE
+*
+* ==== Atypical case: collapsed. Attempt to
+* . reintroduce ignoring H(K+1,K). If the
+* . fill resulting from the new reflector
+* . is too large, then abandon it.
+* . Otherwise, use the new one. ====
+*
+ CALL ZLAQR1( 3, H( K+1, K+1 ), LDH, S( 2*M-1 ),
+ $ S( 2*M ), VT )
+ SCL = CABS1( VT( 1 ) ) + CABS1( VT( 2 ) ) +
+ $ CABS1( VT( 3 ) )
+ IF( SCL.NE.RZERO ) THEN
+ VT( 1 ) = VT( 1 ) / SCL
+ VT( 2 ) = VT( 2 ) / SCL
+ VT( 3 ) = VT( 3 ) / SCL
+ END IF
+*
+* ==== The following is the traditional and
+* . conservative two-small-subdiagonals
+* . test. ====
+* .
+ IF( CABS1( H( K+1, K ) )*
+ $ ( CABS1( VT( 2 ) )+CABS1( VT( 3 ) ) ).GT.ULP*
+ $ CABS1( VT( 1 ) )*( CABS1( H( K,
+ $ K ) )+CABS1( H( K+1, K+1 ) )+CABS1( H( K+2,
+ $ K+2 ) ) ) ) THEN
+*
+* ==== Starting a new bulge here would
+* . create non-negligible fill. If
+* . the old reflector is diagonal (only
+* . possible with underflows), then
+* . change it to I. Otherwise, use
+* . it with trepidation. ====
+*
+ IF( V( 2, M ).EQ.ZERO .AND. V( 3, M ).EQ.ZERO )
+ $ THEN
+ V( 1, M ) = ZERO
+ ELSE
+ H( K+1, K ) = BETA
+ H( K+2, K ) = ZERO
+ H( K+3, K ) = ZERO
+ END IF
+ ELSE
+*
+* ==== Stating a new bulge here would
+* . create only negligible fill.
+* . Replace the old reflector with
+* . the new one. ====
+*
+ ALPHA = VT( 1 )
+ CALL ZLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
+ REFSUM = H( K+1, K ) +
+ $ H( K+2, K )*DCONJG( VT( 2 ) ) +
+ $ H( K+3, K )*DCONJG( VT( 3 ) )
+ H( K+1, K ) = H( K+1, K ) -
+ $ DCONJG( VT( 1 ) )*REFSUM
+ H( K+2, K ) = ZERO
+ H( K+3, K ) = ZERO
+ V( 1, M ) = VT( 1 )
+ V( 2, M ) = VT( 2 )
+ V( 3, M ) = VT( 3 )
+ END IF
+ END IF
+ END IF
+ 10 CONTINUE
+*
+* ==== Generate a 2-by-2 reflection, if needed. ====
+*
+ K = KRCOL + 3*( M22-1 )
+ IF( BMP22 ) THEN
+ IF( K.EQ.KTOP-1 ) THEN
+ CALL ZLAQR1( 2, H( K+1, K+1 ), LDH, S( 2*M22-1 ),
+ $ S( 2*M22 ), V( 1, M22 ) )
+ BETA = V( 1, M22 )
+ CALL ZLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
+ ELSE
+ BETA = H( K+1, K )
+ V( 2, M22 ) = H( K+2, K )
+ CALL ZLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
+ H( K+1, K ) = BETA
+ H( K+2, K ) = ZERO
+ END IF
+ ELSE
+*
+* ==== Initialize V(1,M22) here to avoid possible undefined
+* . variable problems later. ====
+*
+ V( 1, M22 ) = ZERO
+ END IF
+*
+* ==== Multiply H by reflections from the left ====
+*
+ IF( ACCUM ) THEN
+ JBOT = MIN( NDCOL, KBOT )
+ ELSE IF( WANTT ) THEN
+ JBOT = N
+ ELSE
+ JBOT = KBOT
+ END IF
+ DO 30 J = MAX( KTOP, KRCOL ), JBOT
+ MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 )
+ DO 20 M = MTOP, MEND
+ K = KRCOL + 3*( M-1 )
+ REFSUM = DCONJG( V( 1, M ) )*
+ $ ( H( K+1, J )+DCONJG( V( 2, M ) )*
+ $ H( K+2, J )+DCONJG( V( 3, M ) )*H( K+3, J ) )
+ H( K+1, J ) = H( K+1, J ) - REFSUM
+ H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
+ H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
+ 20 CONTINUE
+ 30 CONTINUE
+ IF( BMP22 ) THEN
+ K = KRCOL + 3*( M22-1 )
+ DO 40 J = MAX( K+1, KTOP ), JBOT
+ REFSUM = DCONJG( V( 1, M22 ) )*
+ $ ( H( K+1, J )+DCONJG( V( 2, M22 ) )*
+ $ H( K+2, J ) )
+ H( K+1, J ) = H( K+1, J ) - REFSUM
+ H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
+ 40 CONTINUE
+ END IF
+*
+* ==== Multiply H by reflections from the right.
+* . Delay filling in the last row until the
+* . vigilant deflation check is complete. ====
+*
+ IF( ACCUM ) THEN
+ JTOP = MAX( KTOP, INCOL )
+ ELSE IF( WANTT ) THEN
+ JTOP = 1
+ ELSE
+ JTOP = KTOP
+ END IF
+ DO 80 M = MTOP, MBOT
+ IF( V( 1, M ).NE.ZERO ) THEN
+ K = KRCOL + 3*( M-1 )
+ DO 50 J = JTOP, MIN( KBOT, K+3 )
+ REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
+ $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
+ H( J, K+1 ) = H( J, K+1 ) - REFSUM
+ H( J, K+2 ) = H( J, K+2 ) -
+ $ REFSUM*DCONJG( V( 2, M ) )
+ H( J, K+3 ) = H( J, K+3 ) -
+ $ REFSUM*DCONJG( V( 3, M ) )
+ 50 CONTINUE
+*
+ IF( ACCUM ) THEN
+*
+* ==== Accumulate U. (If necessary, update Z later
+* . with with an efficient matrix-matrix
+* . multiply.) ====
+*
+ KMS = K - INCOL
+ DO 60 J = MAX( 1, KTOP-INCOL ), KDU
+ REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
+ $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
+ U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
+ U( J, KMS+2 ) = U( J, KMS+2 ) -
+ $ REFSUM*DCONJG( V( 2, M ) )
+ U( J, KMS+3 ) = U( J, KMS+3 ) -
+ $ REFSUM*DCONJG( V( 3, M ) )
+ 60 CONTINUE
+ ELSE IF( WANTZ ) THEN
+*
+* ==== U is not accumulated, so update Z
+* . now by multiplying by reflections
+* . from the right. ====
+*
+ DO 70 J = ILOZ, IHIZ
+ REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
+ $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
+ Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
+ Z( J, K+2 ) = Z( J, K+2 ) -
+ $ REFSUM*DCONJG( V( 2, M ) )
+ Z( J, K+3 ) = Z( J, K+3 ) -
+ $ REFSUM*DCONJG( V( 3, M ) )
+ 70 CONTINUE
+ END IF
+ END IF
+ 80 CONTINUE
+*
+* ==== Special case: 2-by-2 reflection (if needed) ====
+*
+ K = KRCOL + 3*( M22-1 )
+ IF( BMP22 .AND. ( V( 1, M22 ).NE.ZERO ) ) THEN
+ DO 90 J = JTOP, MIN( KBOT, K+3 )
+ REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
+ $ H( J, K+2 ) )
+ H( J, K+1 ) = H( J, K+1 ) - REFSUM
+ H( J, K+2 ) = H( J, K+2 ) -
+ $ REFSUM*DCONJG( V( 2, M22 ) )
+ 90 CONTINUE
+*
+ IF( ACCUM ) THEN
+ KMS = K - INCOL
+ DO 100 J = MAX( 1, KTOP-INCOL ), KDU
+ REFSUM = V( 1, M22 )*( U( J, KMS+1 )+V( 2, M22 )*
+ $ U( J, KMS+2 ) )
+ U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
+ U( J, KMS+2 ) = U( J, KMS+2 ) -
+ $ REFSUM*DCONJG( V( 2, M22 ) )
+ 100 CONTINUE
+ ELSE IF( WANTZ ) THEN
+ DO 110 J = ILOZ, IHIZ
+ REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
+ $ Z( J, K+2 ) )
+ Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
+ Z( J, K+2 ) = Z( J, K+2 ) -
+ $ REFSUM*DCONJG( V( 2, M22 ) )
+ 110 CONTINUE
+ END IF
+ END IF
+*
+* ==== Vigilant deflation check ====
+*
+ MSTART = MTOP
+ IF( KRCOL+3*( MSTART-1 ).LT.KTOP )
+ $ MSTART = MSTART + 1
+ MEND = MBOT
+ IF( BMP22 )
+ $ MEND = MEND + 1
+ IF( KRCOL.EQ.KBOT-2 )
+ $ MEND = MEND + 1
+ DO 120 M = MSTART, MEND
+ K = MIN( KBOT-1, KRCOL+3*( M-1 ) )
+*
+* ==== The following convergence test requires that
+* . the tradition small-compared-to-nearby-diagonals
+* . criterion and the Ahues & Tisseur (LAWN 122, 1997)
+* . criteria both be satisfied. The latter improves
+* . accuracy in some examples. Falling back on an
+* . alternate convergence criterion when TST1 or TST2
+* . is zero (as done here) is traditional but probably
+* . unnecessary. ====
+*
+ IF( H( K+1, K ).NE.ZERO ) THEN
+ TST1 = CABS1( H( K, K ) ) + CABS1( H( K+1, K+1 ) )
+ IF( TST1.EQ.RZERO ) THEN
+ IF( K.GE.KTOP+1 )
+ $ TST1 = TST1 + CABS1( H( K, K-1 ) )
+ IF( K.GE.KTOP+2 )
+ $ TST1 = TST1 + CABS1( H( K, K-2 ) )
+ IF( K.GE.KTOP+3 )
+ $ TST1 = TST1 + CABS1( H( K, K-3 ) )
+ IF( K.LE.KBOT-2 )
+ $ TST1 = TST1 + CABS1( H( K+2, K+1 ) )
+ IF( K.LE.KBOT-3 )
+ $ TST1 = TST1 + CABS1( H( K+3, K+1 ) )
+ IF( K.LE.KBOT-4 )
+ $ TST1 = TST1 + CABS1( H( K+4, K+1 ) )
+ END IF
+ IF( CABS1( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) )
+ $ THEN
+ H12 = MAX( CABS1( H( K+1, K ) ),
+ $ CABS1( H( K, K+1 ) ) )
+ H21 = MIN( CABS1( H( K+1, K ) ),
+ $ CABS1( H( K, K+1 ) ) )
+ H11 = MAX( CABS1( H( K+1, K+1 ) ),
+ $ CABS1( H( K, K )-H( K+1, K+1 ) ) )
+ H22 = MIN( CABS1( H( K+1, K+1 ) ),
+ $ CABS1( H( K, K )-H( K+1, K+1 ) ) )
+ SCL = H11 + H12
+ TST2 = H22*( H11 / SCL )
+*
+ IF( TST2.EQ.RZERO .OR. H21*( H12 / SCL ).LE.
+ $ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO
+ END IF
+ END IF
+ 120 CONTINUE
+*
+* ==== Fill in the last row of each bulge. ====
+*
+ MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 )
+ DO 130 M = MTOP, MEND
+ K = KRCOL + 3*( M-1 )
+ REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 )
+ H( K+4, K+1 ) = -REFSUM
+ H( K+4, K+2 ) = -REFSUM*DCONJG( V( 2, M ) )
+ H( K+4, K+3 ) = H( K+4, K+3 ) -
+ $ REFSUM*DCONJG( V( 3, M ) )
+ 130 CONTINUE
+*
+* ==== End of near-the-diagonal bulge chase. ====
+*
+ 140 CONTINUE
+*
+* ==== Use U (if accumulated) to update far-from-diagonal
+* . entries in H. If required, use U to update Z as
+* . well. ====
+*
+ IF( ACCUM ) THEN
+ IF( WANTT ) THEN
+ JTOP = 1
+ JBOT = N
+ ELSE
+ JTOP = KTOP
+ JBOT = KBOT
+ END IF
+ IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR.
+ $ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN
+*
+* ==== Updates not exploiting the 2-by-2 block
+* . structure of U. K1 and NU keep track of
+* . the location and size of U in the special
+* . cases of introducing bulges and chasing
+* . bulges off the bottom. In these special
+* . cases and in case the number of shifts
+* . is NS = 2, there is no 2-by-2 block
+* . structure to exploit. ====
+*
+ K1 = MAX( 1, KTOP-INCOL )
+ NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1
+*
+* ==== Horizontal Multiply ====
+*
+ DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
+ JLEN = MIN( NH, JBOT-JCOL+1 )
+ CALL ZGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ),
+ $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH,
+ $ LDWH )
+ CALL ZLACPY( 'ALL', NU, JLEN, WH, LDWH,
+ $ H( INCOL+K1, JCOL ), LDH )
+ 150 CONTINUE
+*
+* ==== Vertical multiply ====
+*
+ DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV
+ JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW )
+ CALL ZGEMM( 'N', 'N', JLEN, NU, NU, ONE,
+ $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ),
+ $ LDU, ZERO, WV, LDWV )
+ CALL ZLACPY( 'ALL', JLEN, NU, WV, LDWV,
+ $ H( JROW, INCOL+K1 ), LDH )
+ 160 CONTINUE
+*
+* ==== Z multiply (also vertical) ====
+*
+ IF( WANTZ ) THEN
+ DO 170 JROW = ILOZ, IHIZ, NV
+ JLEN = MIN( NV, IHIZ-JROW+1 )
+ CALL ZGEMM( 'N', 'N', JLEN, NU, NU, ONE,
+ $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ),
+ $ LDU, ZERO, WV, LDWV )
+ CALL ZLACPY( 'ALL', JLEN, NU, WV, LDWV,
+ $ Z( JROW, INCOL+K1 ), LDZ )
+ 170 CONTINUE
+ END IF
+ ELSE
+*
+* ==== Updates exploiting U's 2-by-2 block structure.
+* . (I2, I4, J2, J4 are the last rows and columns
+* . of the blocks.) ====
+*
+ I2 = ( KDU+1 ) / 2
+ I4 = KDU
+ J2 = I4 - I2
+ J4 = KDU
+*
+* ==== KZS and KNZ deal with the band of zeros
+* . along the diagonal of one of the triangular
+* . blocks. ====
+*
+ KZS = ( J4-J2 ) - ( NS+1 )
+ KNZ = NS + 1
+*
+* ==== Horizontal multiply ====
+*
+ DO 180 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
+ JLEN = MIN( NH, JBOT-JCOL+1 )
+*
+* ==== Copy bottom of H to top+KZS of scratch ====
+* (The first KZS rows get multiplied by zero.) ====
+*
+ CALL ZLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ),
+ $ LDH, WH( KZS+1, 1 ), LDWH )
+*
+* ==== Multiply by U21' ====
+*
+ CALL ZLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH )
+ CALL ZTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE,
+ $ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ),
+ $ LDWH )
+*
+* ==== Multiply top of H by U11' ====
+*
+ CALL ZGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU,
+ $ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH )
+*
+* ==== Copy top of H bottom of WH ====
+*
+ CALL ZLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH,
+ $ WH( I2+1, 1 ), LDWH )
+*
+* ==== Multiply by U21' ====
+*
+ CALL ZTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE,
+ $ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH )
+*
+* ==== Multiply by U22 ====
+*
+ CALL ZGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE,
+ $ U( J2+1, I2+1 ), LDU,
+ $ H( INCOL+1+J2, JCOL ), LDH, ONE,
+ $ WH( I2+1, 1 ), LDWH )
+*
+* ==== Copy it back ====
+*
+ CALL ZLACPY( 'ALL', KDU, JLEN, WH, LDWH,
+ $ H( INCOL+1, JCOL ), LDH )
+ 180 CONTINUE
+*
+* ==== Vertical multiply ====
+*
+ DO 190 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV
+ JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW )
+*
+* ==== Copy right of H to scratch (the first KZS
+* . columns get multiplied by zero) ====
+*
+ CALL ZLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ),
+ $ LDH, WV( 1, 1+KZS ), LDWV )
+*
+* ==== Multiply by U21 ====
+*
+ CALL ZLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV )
+ CALL ZTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
+ $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
+ $ LDWV )
+*
+* ==== Multiply by U11 ====
+*
+ CALL ZGEMM( 'N', 'N', JLEN, I2, J2, ONE,
+ $ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV,
+ $ LDWV )
+*
+* ==== Copy left of H to right of scratch ====
+*
+ CALL ZLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH,
+ $ WV( 1, 1+I2 ), LDWV )
+*
+* ==== Multiply by U21 ====
+*
+ CALL ZTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
+ $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV )
+*
+* ==== Multiply by U22 ====
+*
+ CALL ZGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
+ $ H( JROW, INCOL+1+J2 ), LDH,
+ $ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ),
+ $ LDWV )
+*
+* ==== Copy it back ====
+*
+ CALL ZLACPY( 'ALL', JLEN, KDU, WV, LDWV,
+ $ H( JROW, INCOL+1 ), LDH )
+ 190 CONTINUE
+*
+* ==== Multiply Z (also vertical) ====
+*
+ IF( WANTZ ) THEN
+ DO 200 JROW = ILOZ, IHIZ, NV
+ JLEN = MIN( NV, IHIZ-JROW+1 )
+*
+* ==== Copy right of Z to left of scratch (first
+* . KZS columns get multiplied by zero) ====
+*
+ CALL ZLACPY( 'ALL', JLEN, KNZ,
+ $ Z( JROW, INCOL+1+J2 ), LDZ,
+ $ WV( 1, 1+KZS ), LDWV )
+*
+* ==== Multiply by U12 ====
+*
+ CALL ZLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV,
+ $ LDWV )
+ CALL ZTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
+ $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
+ $ LDWV )
+*
+* ==== Multiply by U11 ====
+*
+ CALL ZGEMM( 'N', 'N', JLEN, I2, J2, ONE,
+ $ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE,
+ $ WV, LDWV )
+*
+* ==== Copy left of Z to right of scratch ====
+*
+ CALL ZLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ),
+ $ LDZ, WV( 1, 1+I2 ), LDWV )
+*
+* ==== Multiply by U21 ====
+*
+ CALL ZTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
+ $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ),
+ $ LDWV )
+*
+* ==== Multiply by U22 ====
+*
+ CALL ZGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
+ $ Z( JROW, INCOL+1+J2 ), LDZ,
+ $ U( J2+1, I2+1 ), LDU, ONE,
+ $ WV( 1, 1+I2 ), LDWV )
+*
+* ==== Copy the result back to Z ====
+*
+ CALL ZLACPY( 'ALL', JLEN, KDU, WV, LDWV,
+ $ Z( JROW, INCOL+1 ), LDZ )
+ 200 CONTINUE
+ END IF
+ END IF
+ END IF
+ 210 CONTINUE
+*
+* ==== End of ZLAQR5 ====
+*
+ END
diff --git a/src/lib/lapack/zlarf.f b/src/lib/lapack/zlarf.f
new file mode 100644
index 00000000..d5233c8c
--- /dev/null
+++ b/src/lib/lapack/zlarf.f
@@ -0,0 +1,120 @@
+ SUBROUTINE ZLARF( SIDE, M, N, V, INCV, TAU, C, LDC, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER INCV, LDC, M, N
+ COMPLEX*16 TAU
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 C( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARF applies a complex elementary reflector H to a complex M-by-N
+* matrix C, from either the left or the right. H is represented in the
+* form
+*
+* H = I - tau * v * v'
+*
+* where tau is a complex scalar and v is a complex vector.
+*
+* If tau = 0, then H is taken to be the unit matrix.
+*
+* To apply H' (the conjugate transpose of H), supply conjg(tau) instead
+* tau.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form H * C
+* = 'R': form C * H
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* V (input) COMPLEX*16 array, dimension
+* (1 + (M-1)*abs(INCV)) if SIDE = 'L'
+* or (1 + (N-1)*abs(INCV)) if SIDE = 'R'
+* The vector v in the representation of H. V is not used if
+* TAU = 0.
+*
+* INCV (input) INTEGER
+* The increment between elements of v. INCV <> 0.
+*
+* TAU (input) COMPLEX*16
+* The value tau in the representation of H.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by the matrix H * C if SIDE = 'L',
+* or C * H if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension
+* (N) if SIDE = 'L'
+* or (M) if SIDE = 'R'
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGEMV, ZGERC
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w := C' * v
+*
+ CALL ZGEMV( 'Conjugate transpose', M, N, ONE, C, LDC, V,
+ $ INCV, ZERO, WORK, 1 )
+*
+* C := C - v * w'
+*
+ CALL ZGERC( M, N, -TAU, V, INCV, WORK, 1, C, LDC )
+ END IF
+ ELSE
+*
+* Form C * H
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w := C * v
+*
+ CALL ZGEMV( 'No transpose', M, N, ONE, C, LDC, V, INCV,
+ $ ZERO, WORK, 1 )
+*
+* C := C - w * v'
+*
+ CALL ZGERC( M, N, -TAU, WORK, 1, V, INCV, C, LDC )
+ END IF
+ END IF
+ RETURN
+*
+* End of ZLARF
+*
+ END
diff --git a/src/lib/lapack/zlarfb.f b/src/lib/lapack/zlarfb.f
new file mode 100644
index 00000000..af93ea58
--- /dev/null
+++ b/src/lib/lapack/zlarfb.f
@@ -0,0 +1,608 @@
+ SUBROUTINE ZLARFB( SIDE, TRANS, DIRECT, STOREV, M, N, K, V, LDV,
+ $ T, LDT, C, LDC, WORK, LDWORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, SIDE, STOREV, TRANS
+ INTEGER K, LDC, LDT, LDV, LDWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 C( LDC, * ), T( LDT, * ), V( LDV, * ),
+ $ WORK( LDWORK, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARFB applies a complex block reflector H or its transpose H' to a
+* complex M-by-N matrix C, from either the left or the right.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply H or H' from the Left
+* = 'R': apply H or H' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply H (No transpose)
+* = 'C': apply H' (Conjugate transpose)
+*
+* DIRECT (input) CHARACTER*1
+* Indicates how H is formed from a product of elementary
+* reflectors
+* = 'F': H = H(1) H(2) . . . H(k) (Forward)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Indicates how the vectors which define the elementary
+* reflectors are stored:
+* = 'C': Columnwise
+* = 'R': Rowwise
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* K (input) INTEGER
+* The order of the matrix T (= the number of elementary
+* reflectors whose product defines the block reflector).
+*
+* V (input) COMPLEX*16 array, dimension
+* (LDV,K) if STOREV = 'C'
+* (LDV,M) if STOREV = 'R' and SIDE = 'L'
+* (LDV,N) if STOREV = 'R' and SIDE = 'R'
+* The matrix V. See further details.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C' and SIDE = 'L', LDV >= max(1,M);
+* if STOREV = 'C' and SIDE = 'R', LDV >= max(1,N);
+* if STOREV = 'R', LDV >= K.
+*
+* T (input) COMPLEX*16 array, dimension (LDT,K)
+* The triangular K-by-K matrix T in the representation of the
+* block reflector.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by H*C or H'*C or C*H or C*H'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (LDWORK,K)
+*
+* LDWORK (input) INTEGER
+* The leading dimension of the array WORK.
+* If SIDE = 'L', LDWORK >= max(1,N);
+* if SIDE = 'R', LDWORK >= max(1,M).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ CHARACTER TRANST
+ INTEGER I, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZCOPY, ZGEMM, ZLACGV, ZTRMM
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+ IF( LSAME( TRANS, 'N' ) ) THEN
+ TRANST = 'C'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ IF( LSAME( STOREV, 'C' ) ) THEN
+*
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+*
+* Let V = ( V1 ) (first K rows)
+* ( V2 )
+* where V1 is unit lower triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V = (C1'*V1 + C2'*V2) (stored in WORK)
+*
+* W := C1'
+*
+ DO 10 J = 1, K
+ CALL ZCOPY( N, C( J, 1 ), LDC, WORK( 1, J ), 1 )
+ CALL ZLACGV( N, WORK( 1, J ), 1 )
+ 10 CONTINUE
+*
+* W := W * V1
+*
+ CALL ZTRMM( 'Right', 'Lower', 'No transpose', 'Unit', N,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C2'*V2
+*
+ CALL ZGEMM( 'Conjugate transpose', 'No transpose', N,
+ $ K, M-K, ONE, C( K+1, 1 ), LDC,
+ $ V( K+1, 1 ), LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL ZTRMM( 'Right', 'Upper', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C2 := C2 - V2 * W'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose',
+ $ M-K, N, K, -ONE, V( K+1, 1 ), LDV, WORK,
+ $ LDWORK, ONE, C( K+1, 1 ), LDC )
+ END IF
+*
+* W := W * V1'
+*
+ CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
+ $ 'Unit', N, K, ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W'
+*
+ DO 30 J = 1, K
+ DO 20 I = 1, N
+ C( J, I ) = C( J, I ) - DCONJG( WORK( I, J ) )
+ 20 CONTINUE
+ 30 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V = (C1*V1 + C2*V2) (stored in WORK)
+*
+* W := C1
+*
+ DO 40 J = 1, K
+ CALL ZCOPY( M, C( 1, J ), 1, WORK( 1, J ), 1 )
+ 40 CONTINUE
+*
+* W := W * V1
+*
+ CALL ZTRMM( 'Right', 'Lower', 'No transpose', 'Unit', M,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C2 * V2
+*
+ CALL ZGEMM( 'No transpose', 'No transpose', M, K, N-K,
+ $ ONE, C( 1, K+1 ), LDC, V( K+1, 1 ), LDV,
+ $ ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL ZTRMM( 'Right', 'Upper', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V'
+*
+ IF( N.GT.K ) THEN
+*
+* C2 := C2 - W * V2'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', M,
+ $ N-K, K, -ONE, WORK, LDWORK, V( K+1, 1 ),
+ $ LDV, ONE, C( 1, K+1 ), LDC )
+ END IF
+*
+* W := W * V1'
+*
+ CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
+ $ 'Unit', M, K, ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W
+*
+ DO 60 J = 1, K
+ DO 50 I = 1, M
+ C( I, J ) = C( I, J ) - WORK( I, J )
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+*
+ ELSE
+*
+* Let V = ( V1 )
+* ( V2 ) (last K rows)
+* where V2 is unit upper triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V = (C1'*V1 + C2'*V2) (stored in WORK)
+*
+* W := C2'
+*
+ DO 70 J = 1, K
+ CALL ZCOPY( N, C( M-K+J, 1 ), LDC, WORK( 1, J ), 1 )
+ CALL ZLACGV( N, WORK( 1, J ), 1 )
+ 70 CONTINUE
+*
+* W := W * V2
+*
+ CALL ZTRMM( 'Right', 'Upper', 'No transpose', 'Unit', N,
+ $ K, ONE, V( M-K+1, 1 ), LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C1'*V1
+*
+ CALL ZGEMM( 'Conjugate transpose', 'No transpose', N,
+ $ K, M-K, ONE, C, LDC, V, LDV, ONE, WORK,
+ $ LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL ZTRMM( 'Right', 'Lower', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C1 := C1 - V1 * W'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose',
+ $ M-K, N, K, -ONE, V, LDV, WORK, LDWORK,
+ $ ONE, C, LDC )
+ END IF
+*
+* W := W * V2'
+*
+ CALL ZTRMM( 'Right', 'Upper', 'Conjugate transpose',
+ $ 'Unit', N, K, ONE, V( M-K+1, 1 ), LDV, WORK,
+ $ LDWORK )
+*
+* C2 := C2 - W'
+*
+ DO 90 J = 1, K
+ DO 80 I = 1, N
+ C( M-K+J, I ) = C( M-K+J, I ) -
+ $ DCONJG( WORK( I, J ) )
+ 80 CONTINUE
+ 90 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V = (C1*V1 + C2*V2) (stored in WORK)
+*
+* W := C2
+*
+ DO 100 J = 1, K
+ CALL ZCOPY( M, C( 1, N-K+J ), 1, WORK( 1, J ), 1 )
+ 100 CONTINUE
+*
+* W := W * V2
+*
+ CALL ZTRMM( 'Right', 'Upper', 'No transpose', 'Unit', M,
+ $ K, ONE, V( N-K+1, 1 ), LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C1 * V1
+*
+ CALL ZGEMM( 'No transpose', 'No transpose', M, K, N-K,
+ $ ONE, C, LDC, V, LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL ZTRMM( 'Right', 'Lower', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V'
+*
+ IF( N.GT.K ) THEN
+*
+* C1 := C1 - W * V1'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', M,
+ $ N-K, K, -ONE, WORK, LDWORK, V, LDV, ONE,
+ $ C, LDC )
+ END IF
+*
+* W := W * V2'
+*
+ CALL ZTRMM( 'Right', 'Upper', 'Conjugate transpose',
+ $ 'Unit', M, K, ONE, V( N-K+1, 1 ), LDV, WORK,
+ $ LDWORK )
+*
+* C2 := C2 - W
+*
+ DO 120 J = 1, K
+ DO 110 I = 1, M
+ C( I, N-K+J ) = C( I, N-K+J ) - WORK( I, J )
+ 110 CONTINUE
+ 120 CONTINUE
+ END IF
+ END IF
+*
+ ELSE IF( LSAME( STOREV, 'R' ) ) THEN
+*
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+*
+* Let V = ( V1 V2 ) (V1: first K columns)
+* where V1 is unit upper triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V' = (C1'*V1' + C2'*V2') (stored in WORK)
+*
+* W := C1'
+*
+ DO 130 J = 1, K
+ CALL ZCOPY( N, C( J, 1 ), LDC, WORK( 1, J ), 1 )
+ CALL ZLACGV( N, WORK( 1, J ), 1 )
+ 130 CONTINUE
+*
+* W := W * V1'
+*
+ CALL ZTRMM( 'Right', 'Upper', 'Conjugate transpose',
+ $ 'Unit', N, K, ONE, V, LDV, WORK, LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C2'*V2'
+*
+ CALL ZGEMM( 'Conjugate transpose',
+ $ 'Conjugate transpose', N, K, M-K, ONE,
+ $ C( K+1, 1 ), LDC, V( 1, K+1 ), LDV, ONE,
+ $ WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL ZTRMM( 'Right', 'Upper', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V' * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C2 := C2 - V2' * W'
+*
+ CALL ZGEMM( 'Conjugate transpose',
+ $ 'Conjugate transpose', M-K, N, K, -ONE,
+ $ V( 1, K+1 ), LDV, WORK, LDWORK, ONE,
+ $ C( K+1, 1 ), LDC )
+ END IF
+*
+* W := W * V1
+*
+ CALL ZTRMM( 'Right', 'Upper', 'No transpose', 'Unit', N,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W'
+*
+ DO 150 J = 1, K
+ DO 140 I = 1, N
+ C( J, I ) = C( J, I ) - DCONJG( WORK( I, J ) )
+ 140 CONTINUE
+ 150 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V' = (C1*V1' + C2*V2') (stored in WORK)
+*
+* W := C1
+*
+ DO 160 J = 1, K
+ CALL ZCOPY( M, C( 1, J ), 1, WORK( 1, J ), 1 )
+ 160 CONTINUE
+*
+* W := W * V1'
+*
+ CALL ZTRMM( 'Right', 'Upper', 'Conjugate transpose',
+ $ 'Unit', M, K, ONE, V, LDV, WORK, LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C2 * V2'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', M,
+ $ K, N-K, ONE, C( 1, K+1 ), LDC,
+ $ V( 1, K+1 ), LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL ZTRMM( 'Right', 'Upper', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V
+*
+ IF( N.GT.K ) THEN
+*
+* C2 := C2 - W * V2
+*
+ CALL ZGEMM( 'No transpose', 'No transpose', M, N-K, K,
+ $ -ONE, WORK, LDWORK, V( 1, K+1 ), LDV, ONE,
+ $ C( 1, K+1 ), LDC )
+ END IF
+*
+* W := W * V1
+*
+ CALL ZTRMM( 'Right', 'Upper', 'No transpose', 'Unit', M,
+ $ K, ONE, V, LDV, WORK, LDWORK )
+*
+* C1 := C1 - W
+*
+ DO 180 J = 1, K
+ DO 170 I = 1, M
+ C( I, J ) = C( I, J ) - WORK( I, J )
+ 170 CONTINUE
+ 180 CONTINUE
+*
+ END IF
+*
+ ELSE
+*
+* Let V = ( V1 V2 ) (V2: last K columns)
+* where V2 is unit lower triangular.
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C where C = ( C1 )
+* ( C2 )
+*
+* W := C' * V' = (C1'*V1' + C2'*V2') (stored in WORK)
+*
+* W := C2'
+*
+ DO 190 J = 1, K
+ CALL ZCOPY( N, C( M-K+J, 1 ), LDC, WORK( 1, J ), 1 )
+ CALL ZLACGV( N, WORK( 1, J ), 1 )
+ 190 CONTINUE
+*
+* W := W * V2'
+*
+ CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
+ $ 'Unit', N, K, ONE, V( 1, M-K+1 ), LDV, WORK,
+ $ LDWORK )
+ IF( M.GT.K ) THEN
+*
+* W := W + C1'*V1'
+*
+ CALL ZGEMM( 'Conjugate transpose',
+ $ 'Conjugate transpose', N, K, M-K, ONE, C,
+ $ LDC, V, LDV, ONE, WORK, LDWORK )
+ END IF
+*
+* W := W * T' or W * T
+*
+ CALL ZTRMM( 'Right', 'Lower', TRANST, 'Non-unit', N, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - V' * W'
+*
+ IF( M.GT.K ) THEN
+*
+* C1 := C1 - V1' * W'
+*
+ CALL ZGEMM( 'Conjugate transpose',
+ $ 'Conjugate transpose', M-K, N, K, -ONE, V,
+ $ LDV, WORK, LDWORK, ONE, C, LDC )
+ END IF
+*
+* W := W * V2
+*
+ CALL ZTRMM( 'Right', 'Lower', 'No transpose', 'Unit', N,
+ $ K, ONE, V( 1, M-K+1 ), LDV, WORK, LDWORK )
+*
+* C2 := C2 - W'
+*
+ DO 210 J = 1, K
+ DO 200 I = 1, N
+ C( M-K+J, I ) = C( M-K+J, I ) -
+ $ DCONJG( WORK( I, J ) )
+ 200 CONTINUE
+ 210 CONTINUE
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H' where C = ( C1 C2 )
+*
+* W := C * V' = (C1*V1' + C2*V2') (stored in WORK)
+*
+* W := C2
+*
+ DO 220 J = 1, K
+ CALL ZCOPY( M, C( 1, N-K+J ), 1, WORK( 1, J ), 1 )
+ 220 CONTINUE
+*
+* W := W * V2'
+*
+ CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
+ $ 'Unit', M, K, ONE, V( 1, N-K+1 ), LDV, WORK,
+ $ LDWORK )
+ IF( N.GT.K ) THEN
+*
+* W := W + C1 * V1'
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose', M,
+ $ K, N-K, ONE, C, LDC, V, LDV, ONE, WORK,
+ $ LDWORK )
+ END IF
+*
+* W := W * T or W * T'
+*
+ CALL ZTRMM( 'Right', 'Lower', TRANS, 'Non-unit', M, K,
+ $ ONE, T, LDT, WORK, LDWORK )
+*
+* C := C - W * V
+*
+ IF( N.GT.K ) THEN
+*
+* C1 := C1 - W * V1
+*
+ CALL ZGEMM( 'No transpose', 'No transpose', M, N-K, K,
+ $ -ONE, WORK, LDWORK, V, LDV, ONE, C, LDC )
+ END IF
+*
+* W := W * V2
+*
+ CALL ZTRMM( 'Right', 'Lower', 'No transpose', 'Unit', M,
+ $ K, ONE, V( 1, N-K+1 ), LDV, WORK, LDWORK )
+*
+* C1 := C1 - W
+*
+ DO 240 J = 1, K
+ DO 230 I = 1, M
+ C( I, N-K+J ) = C( I, N-K+J ) - WORK( I, J )
+ 230 CONTINUE
+ 240 CONTINUE
+*
+ END IF
+*
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of ZLARFB
+*
+ END
diff --git a/src/lib/lapack/zlarfg.f b/src/lib/lapack/zlarfg.f
new file mode 100644
index 00000000..d024f928
--- /dev/null
+++ b/src/lib/lapack/zlarfg.f
@@ -0,0 +1,145 @@
+ SUBROUTINE ZLARFG( N, ALPHA, X, INCX, TAU )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+ COMPLEX*16 ALPHA, TAU
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARFG generates a complex elementary reflector H of order n, such
+* that
+*
+* H' * ( alpha ) = ( beta ), H' * H = I.
+* ( x ) ( 0 )
+*
+* where alpha and beta are scalars, with beta real, and x is an
+* (n-1)-element complex vector. H is represented in the form
+*
+* H = I - tau * ( 1 ) * ( 1 v' ) ,
+* ( v )
+*
+* where tau is a complex scalar and v is a complex (n-1)-element
+* vector. Note that H is not hermitian.
+*
+* If the elements of x are all zero and alpha is real, then tau = 0
+* and H is taken to be the unit matrix.
+*
+* Otherwise 1 <= real(tau) <= 2 and abs(tau-1) <= 1 .
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the elementary reflector.
+*
+* ALPHA (input/output) COMPLEX*16
+* On entry, the value alpha.
+* On exit, it is overwritten with the value beta.
+*
+* X (input/output) COMPLEX*16 array, dimension
+* (1+(N-2)*abs(INCX))
+* On entry, the vector x.
+* On exit, it is overwritten with the vector v.
+*
+* INCX (input) INTEGER
+* The increment between elements of X. INCX > 0.
+*
+* TAU (output) COMPLEX*16
+* The value tau.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER J, KNT
+ DOUBLE PRECISION ALPHI, ALPHR, BETA, RSAFMN, SAFMIN, XNORM
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLAPY3, DZNRM2
+ COMPLEX*16 ZLADIV
+ EXTERNAL DLAMCH, DLAPY3, DZNRM2, ZLADIV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DIMAG, SIGN
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZDSCAL, ZSCAL
+* ..
+* .. Executable Statements ..
+*
+ IF( N.LE.0 ) THEN
+ TAU = ZERO
+ RETURN
+ END IF
+*
+ XNORM = DZNRM2( N-1, X, INCX )
+ ALPHR = DBLE( ALPHA )
+ ALPHI = DIMAG( ALPHA )
+*
+ IF( XNORM.EQ.ZERO .AND. ALPHI.EQ.ZERO ) THEN
+*
+* H = I
+*
+ TAU = ZERO
+ ELSE
+*
+* general case
+*
+ BETA = -SIGN( DLAPY3( ALPHR, ALPHI, XNORM ), ALPHR )
+ SAFMIN = DLAMCH( 'S' ) / DLAMCH( 'E' )
+ RSAFMN = ONE / SAFMIN
+*
+ IF( ABS( BETA ).LT.SAFMIN ) THEN
+*
+* XNORM, BETA may be inaccurate; scale X and recompute them
+*
+ KNT = 0
+ 10 CONTINUE
+ KNT = KNT + 1
+ CALL ZDSCAL( N-1, RSAFMN, X, INCX )
+ BETA = BETA*RSAFMN
+ ALPHI = ALPHI*RSAFMN
+ ALPHR = ALPHR*RSAFMN
+ IF( ABS( BETA ).LT.SAFMIN )
+ $ GO TO 10
+*
+* New BETA is at most 1, at least SAFMIN
+*
+ XNORM = DZNRM2( N-1, X, INCX )
+ ALPHA = DCMPLX( ALPHR, ALPHI )
+ BETA = -SIGN( DLAPY3( ALPHR, ALPHI, XNORM ), ALPHR )
+ TAU = DCMPLX( ( BETA-ALPHR ) / BETA, -ALPHI / BETA )
+ ALPHA = ZLADIV( DCMPLX( ONE ), ALPHA-BETA )
+ CALL ZSCAL( N-1, ALPHA, X, INCX )
+*
+* If ALPHA is subnormal, it may lose relative accuracy
+*
+ ALPHA = BETA
+ DO 20 J = 1, KNT
+ ALPHA = ALPHA*SAFMIN
+ 20 CONTINUE
+ ELSE
+ TAU = DCMPLX( ( BETA-ALPHR ) / BETA, -ALPHI / BETA )
+ ALPHA = ZLADIV( DCMPLX( ONE ), ALPHA-BETA )
+ CALL ZSCAL( N-1, ALPHA, X, INCX )
+ ALPHA = BETA
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of ZLARFG
+*
+ END
diff --git a/src/lib/lapack/zlarft.f b/src/lib/lapack/zlarft.f
new file mode 100644
index 00000000..412265e3
--- /dev/null
+++ b/src/lib/lapack/zlarft.f
@@ -0,0 +1,224 @@
+ SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, STOREV
+ INTEGER K, LDT, LDV, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 T( LDT, * ), TAU( * ), V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARFT forms the triangular factor T of a complex block reflector H
+* of order n, which is defined as a product of k elementary reflectors.
+*
+* If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
+*
+* If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
+*
+* If STOREV = 'C', the vector which defines the elementary reflector
+* H(i) is stored in the i-th column of the array V, and
+*
+* H = I - V * T * V'
+*
+* If STOREV = 'R', the vector which defines the elementary reflector
+* H(i) is stored in the i-th row of the array V, and
+*
+* H = I - V' * T * V
+*
+* Arguments
+* =========
+*
+* DIRECT (input) CHARACTER*1
+* Specifies the order in which the elementary reflectors are
+* multiplied to form the block reflector:
+* = 'F': H = H(1) H(2) . . . H(k) (Forward)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Specifies how the vectors which define the elementary
+* reflectors are stored (see also Further Details):
+* = 'C': columnwise
+* = 'R': rowwise
+*
+* N (input) INTEGER
+* The order of the block reflector H. N >= 0.
+*
+* K (input) INTEGER
+* The order of the triangular factor T (= the number of
+* elementary reflectors). K >= 1.
+*
+* V (input/output) COMPLEX*16 array, dimension
+* (LDV,K) if STOREV = 'C'
+* (LDV,N) if STOREV = 'R'
+* The matrix V. See further details.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i).
+*
+* T (output) COMPLEX*16 array, dimension (LDT,K)
+* The k by k triangular factor T of the block reflector.
+* If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
+* lower triangular. The rest of the array is not used.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* Further Details
+* ===============
+*
+* The shape of the matrix V and the storage of the vectors which define
+* the H(i) is best illustrated by the following example with n = 5 and
+* k = 3. The elements equal to 1 are not stored; the corresponding
+* array elements are modified but restored on exit. The rest of the
+* array is not used.
+*
+* DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
+*
+* V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
+* ( v1 1 ) ( 1 v2 v2 v2 )
+* ( v1 v2 1 ) ( 1 v3 v3 )
+* ( v1 v2 v3 )
+* ( v1 v2 v3 )
+*
+* DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
+*
+* V = ( v1 v2 v3 ) V = ( v1 v1 1 )
+* ( v1 v2 v3 ) ( v2 v2 v2 1 )
+* ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
+* ( 1 v3 )
+* ( 1 )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ COMPLEX*16 VII
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGEMV, ZLACGV, ZTRMV
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 20 I = 1, K
+ IF( TAU( I ).EQ.ZERO ) THEN
+*
+* H(i) = I
+*
+ DO 10 J = 1, I
+ T( J, I ) = ZERO
+ 10 CONTINUE
+ ELSE
+*
+* general case
+*
+ VII = V( I, I )
+ V( I, I ) = ONE
+ IF( LSAME( STOREV, 'C' ) ) THEN
+*
+* T(1:i-1,i) := - tau(i) * V(i:n,1:i-1)' * V(i:n,i)
+*
+ CALL ZGEMV( 'Conjugate transpose', N-I+1, I-1,
+ $ -TAU( I ), V( I, 1 ), LDV, V( I, I ), 1,
+ $ ZERO, T( 1, I ), 1 )
+ ELSE
+*
+* T(1:i-1,i) := - tau(i) * V(1:i-1,i:n) * V(i,i:n)'
+*
+ IF( I.LT.N )
+ $ CALL ZLACGV( N-I, V( I, I+1 ), LDV )
+ CALL ZGEMV( 'No transpose', I-1, N-I+1, -TAU( I ),
+ $ V( 1, I ), LDV, V( I, I ), LDV, ZERO,
+ $ T( 1, I ), 1 )
+ IF( I.LT.N )
+ $ CALL ZLACGV( N-I, V( I, I+1 ), LDV )
+ END IF
+ V( I, I ) = VII
+*
+* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
+*
+ CALL ZTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T,
+ $ LDT, T( 1, I ), 1 )
+ T( I, I ) = TAU( I )
+ END IF
+ 20 CONTINUE
+ ELSE
+ DO 40 I = K, 1, -1
+ IF( TAU( I ).EQ.ZERO ) THEN
+*
+* H(i) = I
+*
+ DO 30 J = I, K
+ T( J, I ) = ZERO
+ 30 CONTINUE
+ ELSE
+*
+* general case
+*
+ IF( I.LT.K ) THEN
+ IF( LSAME( STOREV, 'C' ) ) THEN
+ VII = V( N-K+I, I )
+ V( N-K+I, I ) = ONE
+*
+* T(i+1:k,i) :=
+* - tau(i) * V(1:n-k+i,i+1:k)' * V(1:n-k+i,i)
+*
+ CALL ZGEMV( 'Conjugate transpose', N-K+I, K-I,
+ $ -TAU( I ), V( 1, I+1 ), LDV, V( 1, I ),
+ $ 1, ZERO, T( I+1, I ), 1 )
+ V( N-K+I, I ) = VII
+ ELSE
+ VII = V( I, N-K+I )
+ V( I, N-K+I ) = ONE
+*
+* T(i+1:k,i) :=
+* - tau(i) * V(i+1:k,1:n-k+i) * V(i,1:n-k+i)'
+*
+ CALL ZLACGV( N-K+I-1, V( I, 1 ), LDV )
+ CALL ZGEMV( 'No transpose', K-I, N-K+I, -TAU( I ),
+ $ V( I+1, 1 ), LDV, V( I, 1 ), LDV, ZERO,
+ $ T( I+1, I ), 1 )
+ CALL ZLACGV( N-K+I-1, V( I, 1 ), LDV )
+ V( I, N-K+I ) = VII
+ END IF
+*
+* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
+*
+ CALL ZTRMV( 'Lower', 'No transpose', 'Non-unit', K-I,
+ $ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
+ END IF
+ T( I, I ) = TAU( I )
+ END IF
+ 40 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZLARFT
+*
+ END
diff --git a/src/lib/lapack/zlarfx.f b/src/lib/lapack/zlarfx.f
new file mode 100644
index 00000000..327b9d03
--- /dev/null
+++ b/src/lib/lapack/zlarfx.f
@@ -0,0 +1,641 @@
+ SUBROUTINE ZLARFX( SIDE, M, N, V, TAU, C, LDC, WORK )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER LDC, M, N
+ COMPLEX*16 TAU
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 C( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARFX applies a complex elementary reflector H to a complex m by n
+* matrix C, from either the left or the right. H is represented in the
+* form
+*
+* H = I - tau * v * v'
+*
+* where tau is a complex scalar and v is a complex vector.
+*
+* If tau = 0, then H is taken to be the unit matrix
+*
+* This version uses inline code if H has order < 11.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form H * C
+* = 'R': form C * H
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* V (input) COMPLEX*16 array, dimension (M) if SIDE = 'L'
+* or (N) if SIDE = 'R'
+* The vector v in the representation of H.
+*
+* TAU (input) COMPLEX*16
+* The value tau in the representation of H.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the m by n matrix C.
+* On exit, C is overwritten by the matrix H * C if SIDE = 'L',
+* or C * H if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDA >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N) if SIDE = 'L'
+* or (M) if SIDE = 'R'
+* WORK is not referenced if H has order < 11.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER J
+ COMPLEX*16 SUM, T1, T10, T2, T3, T4, T5, T6, T7, T8, T9,
+ $ V1, V10, V2, V3, V4, V5, V6, V7, V8, V9
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGEMV, ZGERC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG
+* ..
+* .. Executable Statements ..
+*
+ IF( TAU.EQ.ZERO )
+ $ RETURN
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C, where H has order m.
+*
+ GO TO ( 10, 30, 50, 70, 90, 110, 130, 150,
+ $ 170, 190 )M
+*
+* Code for general M
+*
+* w := C'*v
+*
+ CALL ZGEMV( 'Conjugate transpose', M, N, ONE, C, LDC, V, 1,
+ $ ZERO, WORK, 1 )
+*
+* C := C - tau * v * w'
+*
+ CALL ZGERC( M, N, -TAU, V, 1, WORK, 1, C, LDC )
+ GO TO 410
+ 10 CONTINUE
+*
+* Special code for 1 x 1 Householder
+*
+ T1 = ONE - TAU*V( 1 )*DCONJG( V( 1 ) )
+ DO 20 J = 1, N
+ C( 1, J ) = T1*C( 1, J )
+ 20 CONTINUE
+ GO TO 410
+ 30 CONTINUE
+*
+* Special code for 2 x 2 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ DO 40 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ 40 CONTINUE
+ GO TO 410
+ 50 CONTINUE
+*
+* Special code for 3 x 3 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ DO 60 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ 60 CONTINUE
+ GO TO 410
+ 70 CONTINUE
+*
+* Special code for 4 x 4 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ DO 80 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ 80 CONTINUE
+ GO TO 410
+ 90 CONTINUE
+*
+* Special code for 5 x 5 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ V5 = DCONJG( V( 5 ) )
+ T5 = TAU*DCONJG( V5 )
+ DO 100 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ 100 CONTINUE
+ GO TO 410
+ 110 CONTINUE
+*
+* Special code for 6 x 6 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ V5 = DCONJG( V( 5 ) )
+ T5 = TAU*DCONJG( V5 )
+ V6 = DCONJG( V( 6 ) )
+ T6 = TAU*DCONJG( V6 )
+ DO 120 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ 120 CONTINUE
+ GO TO 410
+ 130 CONTINUE
+*
+* Special code for 7 x 7 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ V5 = DCONJG( V( 5 ) )
+ T5 = TAU*DCONJG( V5 )
+ V6 = DCONJG( V( 6 ) )
+ T6 = TAU*DCONJG( V6 )
+ V7 = DCONJG( V( 7 ) )
+ T7 = TAU*DCONJG( V7 )
+ DO 140 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ 140 CONTINUE
+ GO TO 410
+ 150 CONTINUE
+*
+* Special code for 8 x 8 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ V5 = DCONJG( V( 5 ) )
+ T5 = TAU*DCONJG( V5 )
+ V6 = DCONJG( V( 6 ) )
+ T6 = TAU*DCONJG( V6 )
+ V7 = DCONJG( V( 7 ) )
+ T7 = TAU*DCONJG( V7 )
+ V8 = DCONJG( V( 8 ) )
+ T8 = TAU*DCONJG( V8 )
+ DO 160 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J ) + V8*C( 8, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ C( 8, J ) = C( 8, J ) - SUM*T8
+ 160 CONTINUE
+ GO TO 410
+ 170 CONTINUE
+*
+* Special code for 9 x 9 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ V5 = DCONJG( V( 5 ) )
+ T5 = TAU*DCONJG( V5 )
+ V6 = DCONJG( V( 6 ) )
+ T6 = TAU*DCONJG( V6 )
+ V7 = DCONJG( V( 7 ) )
+ T7 = TAU*DCONJG( V7 )
+ V8 = DCONJG( V( 8 ) )
+ T8 = TAU*DCONJG( V8 )
+ V9 = DCONJG( V( 9 ) )
+ T9 = TAU*DCONJG( V9 )
+ DO 180 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J ) + V8*C( 8, J ) + V9*C( 9, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ C( 8, J ) = C( 8, J ) - SUM*T8
+ C( 9, J ) = C( 9, J ) - SUM*T9
+ 180 CONTINUE
+ GO TO 410
+ 190 CONTINUE
+*
+* Special code for 10 x 10 Householder
+*
+ V1 = DCONJG( V( 1 ) )
+ T1 = TAU*DCONJG( V1 )
+ V2 = DCONJG( V( 2 ) )
+ T2 = TAU*DCONJG( V2 )
+ V3 = DCONJG( V( 3 ) )
+ T3 = TAU*DCONJG( V3 )
+ V4 = DCONJG( V( 4 ) )
+ T4 = TAU*DCONJG( V4 )
+ V5 = DCONJG( V( 5 ) )
+ T5 = TAU*DCONJG( V5 )
+ V6 = DCONJG( V( 6 ) )
+ T6 = TAU*DCONJG( V6 )
+ V7 = DCONJG( V( 7 ) )
+ T7 = TAU*DCONJG( V7 )
+ V8 = DCONJG( V( 8 ) )
+ T8 = TAU*DCONJG( V8 )
+ V9 = DCONJG( V( 9 ) )
+ T9 = TAU*DCONJG( V9 )
+ V10 = DCONJG( V( 10 ) )
+ T10 = TAU*DCONJG( V10 )
+ DO 200 J = 1, N
+ SUM = V1*C( 1, J ) + V2*C( 2, J ) + V3*C( 3, J ) +
+ $ V4*C( 4, J ) + V5*C( 5, J ) + V6*C( 6, J ) +
+ $ V7*C( 7, J ) + V8*C( 8, J ) + V9*C( 9, J ) +
+ $ V10*C( 10, J )
+ C( 1, J ) = C( 1, J ) - SUM*T1
+ C( 2, J ) = C( 2, J ) - SUM*T2
+ C( 3, J ) = C( 3, J ) - SUM*T3
+ C( 4, J ) = C( 4, J ) - SUM*T4
+ C( 5, J ) = C( 5, J ) - SUM*T5
+ C( 6, J ) = C( 6, J ) - SUM*T6
+ C( 7, J ) = C( 7, J ) - SUM*T7
+ C( 8, J ) = C( 8, J ) - SUM*T8
+ C( 9, J ) = C( 9, J ) - SUM*T9
+ C( 10, J ) = C( 10, J ) - SUM*T10
+ 200 CONTINUE
+ GO TO 410
+ ELSE
+*
+* Form C * H, where H has order n.
+*
+ GO TO ( 210, 230, 250, 270, 290, 310, 330, 350,
+ $ 370, 390 )N
+*
+* Code for general N
+*
+* w := C * v
+*
+ CALL ZGEMV( 'No transpose', M, N, ONE, C, LDC, V, 1, ZERO,
+ $ WORK, 1 )
+*
+* C := C - tau * w * v'
+*
+ CALL ZGERC( M, N, -TAU, WORK, 1, V, 1, C, LDC )
+ GO TO 410
+ 210 CONTINUE
+*
+* Special code for 1 x 1 Householder
+*
+ T1 = ONE - TAU*V( 1 )*DCONJG( V( 1 ) )
+ DO 220 J = 1, M
+ C( J, 1 ) = T1*C( J, 1 )
+ 220 CONTINUE
+ GO TO 410
+ 230 CONTINUE
+*
+* Special code for 2 x 2 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ DO 240 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ 240 CONTINUE
+ GO TO 410
+ 250 CONTINUE
+*
+* Special code for 3 x 3 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ DO 260 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ 260 CONTINUE
+ GO TO 410
+ 270 CONTINUE
+*
+* Special code for 4 x 4 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ DO 280 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ 280 CONTINUE
+ GO TO 410
+ 290 CONTINUE
+*
+* Special code for 5 x 5 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ V5 = V( 5 )
+ T5 = TAU*DCONJG( V5 )
+ DO 300 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ 300 CONTINUE
+ GO TO 410
+ 310 CONTINUE
+*
+* Special code for 6 x 6 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ V5 = V( 5 )
+ T5 = TAU*DCONJG( V5 )
+ V6 = V( 6 )
+ T6 = TAU*DCONJG( V6 )
+ DO 320 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ 320 CONTINUE
+ GO TO 410
+ 330 CONTINUE
+*
+* Special code for 7 x 7 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ V5 = V( 5 )
+ T5 = TAU*DCONJG( V5 )
+ V6 = V( 6 )
+ T6 = TAU*DCONJG( V6 )
+ V7 = V( 7 )
+ T7 = TAU*DCONJG( V7 )
+ DO 340 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ 340 CONTINUE
+ GO TO 410
+ 350 CONTINUE
+*
+* Special code for 8 x 8 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ V5 = V( 5 )
+ T5 = TAU*DCONJG( V5 )
+ V6 = V( 6 )
+ T6 = TAU*DCONJG( V6 )
+ V7 = V( 7 )
+ T7 = TAU*DCONJG( V7 )
+ V8 = V( 8 )
+ T8 = TAU*DCONJG( V8 )
+ DO 360 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 ) + V8*C( J, 8 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ C( J, 8 ) = C( J, 8 ) - SUM*T8
+ 360 CONTINUE
+ GO TO 410
+ 370 CONTINUE
+*
+* Special code for 9 x 9 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ V5 = V( 5 )
+ T5 = TAU*DCONJG( V5 )
+ V6 = V( 6 )
+ T6 = TAU*DCONJG( V6 )
+ V7 = V( 7 )
+ T7 = TAU*DCONJG( V7 )
+ V8 = V( 8 )
+ T8 = TAU*DCONJG( V8 )
+ V9 = V( 9 )
+ T9 = TAU*DCONJG( V9 )
+ DO 380 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 ) + V8*C( J, 8 ) + V9*C( J, 9 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ C( J, 8 ) = C( J, 8 ) - SUM*T8
+ C( J, 9 ) = C( J, 9 ) - SUM*T9
+ 380 CONTINUE
+ GO TO 410
+ 390 CONTINUE
+*
+* Special code for 10 x 10 Householder
+*
+ V1 = V( 1 )
+ T1 = TAU*DCONJG( V1 )
+ V2 = V( 2 )
+ T2 = TAU*DCONJG( V2 )
+ V3 = V( 3 )
+ T3 = TAU*DCONJG( V3 )
+ V4 = V( 4 )
+ T4 = TAU*DCONJG( V4 )
+ V5 = V( 5 )
+ T5 = TAU*DCONJG( V5 )
+ V6 = V( 6 )
+ T6 = TAU*DCONJG( V6 )
+ V7 = V( 7 )
+ T7 = TAU*DCONJG( V7 )
+ V8 = V( 8 )
+ T8 = TAU*DCONJG( V8 )
+ V9 = V( 9 )
+ T9 = TAU*DCONJG( V9 )
+ V10 = V( 10 )
+ T10 = TAU*DCONJG( V10 )
+ DO 400 J = 1, M
+ SUM = V1*C( J, 1 ) + V2*C( J, 2 ) + V3*C( J, 3 ) +
+ $ V4*C( J, 4 ) + V5*C( J, 5 ) + V6*C( J, 6 ) +
+ $ V7*C( J, 7 ) + V8*C( J, 8 ) + V9*C( J, 9 ) +
+ $ V10*C( J, 10 )
+ C( J, 1 ) = C( J, 1 ) - SUM*T1
+ C( J, 2 ) = C( J, 2 ) - SUM*T2
+ C( J, 3 ) = C( J, 3 ) - SUM*T3
+ C( J, 4 ) = C( J, 4 ) - SUM*T4
+ C( J, 5 ) = C( J, 5 ) - SUM*T5
+ C( J, 6 ) = C( J, 6 ) - SUM*T6
+ C( J, 7 ) = C( J, 7 ) - SUM*T7
+ C( J, 8 ) = C( J, 8 ) - SUM*T8
+ C( J, 9 ) = C( J, 9 ) - SUM*T9
+ C( J, 10 ) = C( J, 10 ) - SUM*T10
+ 400 CONTINUE
+ GO TO 410
+ END IF
+ 410 CONTINUE
+ RETURN
+*
+* End of ZLARFX
+*
+ END
diff --git a/src/lib/lapack/zlartg.f b/src/lib/lapack/zlartg.f
new file mode 100644
index 00000000..6d3a850e
--- /dev/null
+++ b/src/lib/lapack/zlartg.f
@@ -0,0 +1,195 @@
+ SUBROUTINE ZLARTG( F, G, CS, SN, R )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION CS
+ COMPLEX*16 F, G, R, SN
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARTG generates a plane rotation so that
+*
+* [ CS SN ] [ F ] [ R ]
+* [ __ ] . [ ] = [ ] where CS**2 + |SN|**2 = 1.
+* [ -SN CS ] [ G ] [ 0 ]
+*
+* This is a faster version of the BLAS1 routine ZROTG, except for
+* the following differences:
+* F and G are unchanged on return.
+* If G=0, then CS=1 and SN=0.
+* If F=0, then CS=0 and SN is chosen so that R is real.
+*
+* Arguments
+* =========
+*
+* F (input) COMPLEX*16
+* The first component of vector to be rotated.
+*
+* G (input) COMPLEX*16
+* The second component of vector to be rotated.
+*
+* CS (output) DOUBLE PRECISION
+* The cosine of the rotation.
+*
+* SN (output) COMPLEX*16
+* The sine of the rotation.
+*
+* R (output) COMPLEX*16
+* The nonzero component of the rotated vector.
+*
+* Further Details
+* ======= =======
+*
+* 3-5-96 - Modified with a new algorithm by W. Kahan and J. Demmel
+*
+* This version has a few statements commented out for thread safety
+* (machine parameters are computed on each entry). 10 feb 03, SJH.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION TWO, ONE, ZERO
+ PARAMETER ( TWO = 2.0D+0, ONE = 1.0D+0, ZERO = 0.0D+0 )
+ COMPLEX*16 CZERO
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+* LOGICAL FIRST
+ INTEGER COUNT, I
+ DOUBLE PRECISION D, DI, DR, EPS, F2, F2S, G2, G2S, SAFMIN,
+ $ SAFMN2, SAFMX2, SCALE
+ COMPLEX*16 FF, FS, GS
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLAPY2
+ EXTERNAL DLAMCH, DLAPY2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, INT, LOG,
+ $ MAX, SQRT
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION ABS1, ABSSQ
+* ..
+* .. Save statement ..
+* SAVE FIRST, SAFMX2, SAFMIN, SAFMN2
+* ..
+* .. Data statements ..
+* DATA FIRST / .TRUE. /
+* ..
+* .. Statement Function definitions ..
+ ABS1( FF ) = MAX( ABS( DBLE( FF ) ), ABS( DIMAG( FF ) ) )
+ ABSSQ( FF ) = DBLE( FF )**2 + DIMAG( FF )**2
+* ..
+* .. Executable Statements ..
+*
+* IF( FIRST ) THEN
+ SAFMIN = DLAMCH( 'S' )
+ EPS = DLAMCH( 'E' )
+ SAFMN2 = DLAMCH( 'B' )**INT( LOG( SAFMIN / EPS ) /
+ $ LOG( DLAMCH( 'B' ) ) / TWO )
+ SAFMX2 = ONE / SAFMN2
+* FIRST = .FALSE.
+* END IF
+ SCALE = MAX( ABS1( F ), ABS1( G ) )
+ FS = F
+ GS = G
+ COUNT = 0
+ IF( SCALE.GE.SAFMX2 ) THEN
+ 10 CONTINUE
+ COUNT = COUNT + 1
+ FS = FS*SAFMN2
+ GS = GS*SAFMN2
+ SCALE = SCALE*SAFMN2
+ IF( SCALE.GE.SAFMX2 )
+ $ GO TO 10
+ ELSE IF( SCALE.LE.SAFMN2 ) THEN
+ IF( G.EQ.CZERO ) THEN
+ CS = ONE
+ SN = CZERO
+ R = F
+ RETURN
+ END IF
+ 20 CONTINUE
+ COUNT = COUNT - 1
+ FS = FS*SAFMX2
+ GS = GS*SAFMX2
+ SCALE = SCALE*SAFMX2
+ IF( SCALE.LE.SAFMN2 )
+ $ GO TO 20
+ END IF
+ F2 = ABSSQ( FS )
+ G2 = ABSSQ( GS )
+ IF( F2.LE.MAX( G2, ONE )*SAFMIN ) THEN
+*
+* This is a rare case: F is very small.
+*
+ IF( F.EQ.CZERO ) THEN
+ CS = ZERO
+ R = DLAPY2( DBLE( G ), DIMAG( G ) )
+* Do complex/real division explicitly with two real divisions
+ D = DLAPY2( DBLE( GS ), DIMAG( GS ) )
+ SN = DCMPLX( DBLE( GS ) / D, -DIMAG( GS ) / D )
+ RETURN
+ END IF
+ F2S = DLAPY2( DBLE( FS ), DIMAG( FS ) )
+* G2 and G2S are accurate
+* G2 is at least SAFMIN, and G2S is at least SAFMN2
+ G2S = SQRT( G2 )
+* Error in CS from underflow in F2S is at most
+* UNFL / SAFMN2 .lt. sqrt(UNFL*EPS) .lt. EPS
+* If MAX(G2,ONE)=G2, then F2 .lt. G2*SAFMIN,
+* and so CS .lt. sqrt(SAFMIN)
+* If MAX(G2,ONE)=ONE, then F2 .lt. SAFMIN
+* and so CS .lt. sqrt(SAFMIN)/SAFMN2 = sqrt(EPS)
+* Therefore, CS = F2S/G2S / sqrt( 1 + (F2S/G2S)**2 ) = F2S/G2S
+ CS = F2S / G2S
+* Make sure abs(FF) = 1
+* Do complex/real division explicitly with 2 real divisions
+ IF( ABS1( F ).GT.ONE ) THEN
+ D = DLAPY2( DBLE( F ), DIMAG( F ) )
+ FF = DCMPLX( DBLE( F ) / D, DIMAG( F ) / D )
+ ELSE
+ DR = SAFMX2*DBLE( F )
+ DI = SAFMX2*DIMAG( F )
+ D = DLAPY2( DR, DI )
+ FF = DCMPLX( DR / D, DI / D )
+ END IF
+ SN = FF*DCMPLX( DBLE( GS ) / G2S, -DIMAG( GS ) / G2S )
+ R = CS*F + SN*G
+ ELSE
+*
+* This is the most common case.
+* Neither F2 nor F2/G2 are less than SAFMIN
+* F2S cannot overflow, and it is accurate
+*
+ F2S = SQRT( ONE+G2 / F2 )
+* Do the F2S(real)*FS(complex) multiply with two real multiplies
+ R = DCMPLX( F2S*DBLE( FS ), F2S*DIMAG( FS ) )
+ CS = ONE / F2S
+ D = F2 + G2
+* Do complex/real division explicitly with two real divisions
+ SN = DCMPLX( DBLE( R ) / D, DIMAG( R ) / D )
+ SN = SN*DCONJG( GS )
+ IF( COUNT.NE.0 ) THEN
+ IF( COUNT.GT.0 ) THEN
+ DO 30 I = 1, COUNT
+ R = R*SAFMX2
+ 30 CONTINUE
+ ELSE
+ DO 40 I = 1, -COUNT
+ R = R*SAFMN2
+ 40 CONTINUE
+ END IF
+ END IF
+ END IF
+ RETURN
+*
+* End of ZLARTG
+*
+ END
diff --git a/src/lib/lapack/zlarz.f b/src/lib/lapack/zlarz.f
new file mode 100644
index 00000000..18124672
--- /dev/null
+++ b/src/lib/lapack/zlarz.f
@@ -0,0 +1,157 @@
+ SUBROUTINE ZLARZ( SIDE, M, N, L, V, INCV, TAU, C, LDC, WORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE
+ INTEGER INCV, L, LDC, M, N
+ COMPLEX*16 TAU
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 C( LDC, * ), V( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARZ applies a complex elementary reflector H to a complex
+* M-by-N matrix C, from either the left or the right. H is represented
+* in the form
+*
+* H = I - tau * v * v'
+*
+* where tau is a complex scalar and v is a complex vector.
+*
+* If tau = 0, then H is taken to be the unit matrix.
+*
+* To apply H' (the conjugate transpose of H), supply conjg(tau) instead
+* tau.
+*
+* H is a product of k elementary reflectors as returned by ZTZRZF.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': form H * C
+* = 'R': form C * H
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* L (input) INTEGER
+* The number of entries of the vector V containing
+* the meaningful part of the Householder vectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* V (input) COMPLEX*16 array, dimension (1+(L-1)*abs(INCV))
+* The vector v in the representation of H as returned by
+* ZTZRZF. V is not used if TAU = 0.
+*
+* INCV (input) INTEGER
+* The increment between elements of v. INCV <> 0.
+*
+* TAU (input) COMPLEX*16
+* The value tau in the representation of H.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by the matrix H * C if SIDE = 'L',
+* or C * H if SIDE = 'R'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension
+* (N) if SIDE = 'L'
+* or (M) if SIDE = 'R'
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZCOPY, ZGEMV, ZGERC, ZGERU, ZLACGV
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w( 1:n ) = conjg( C( 1, 1:n ) )
+*
+ CALL ZCOPY( N, C, LDC, WORK, 1 )
+ CALL ZLACGV( N, WORK, 1 )
+*
+* w( 1:n ) = conjg( w( 1:n ) + C( m-l+1:m, 1:n )' * v( 1:l ) )
+*
+ CALL ZGEMV( 'Conjugate transpose', L, N, ONE, C( M-L+1, 1 ),
+ $ LDC, V, INCV, ONE, WORK, 1 )
+ CALL ZLACGV( N, WORK, 1 )
+*
+* C( 1, 1:n ) = C( 1, 1:n ) - tau * w( 1:n )
+*
+ CALL ZAXPY( N, -TAU, WORK, 1, C, LDC )
+*
+* C( m-l+1:m, 1:n ) = C( m-l+1:m, 1:n ) - ...
+* tau * v( 1:l ) * conjg( w( 1:n )' )
+*
+ CALL ZGERU( L, N, -TAU, V, INCV, WORK, 1, C( M-L+1, 1 ),
+ $ LDC )
+ END IF
+*
+ ELSE
+*
+* Form C * H
+*
+ IF( TAU.NE.ZERO ) THEN
+*
+* w( 1:m ) = C( 1:m, 1 )
+*
+ CALL ZCOPY( M, C, 1, WORK, 1 )
+*
+* w( 1:m ) = w( 1:m ) + C( 1:m, n-l+1:n, 1:n ) * v( 1:l )
+*
+ CALL ZGEMV( 'No transpose', M, L, ONE, C( 1, N-L+1 ), LDC,
+ $ V, INCV, ONE, WORK, 1 )
+*
+* C( 1:m, 1 ) = C( 1:m, 1 ) - tau * w( 1:m )
+*
+ CALL ZAXPY( M, -TAU, WORK, 1, C, 1 )
+*
+* C( 1:m, n-l+1:n ) = C( 1:m, n-l+1:n ) - ...
+* tau * w( 1:m ) * v( 1:l )'
+*
+ CALL ZGERC( M, L, -TAU, WORK, 1, V, INCV, C( 1, N-L+1 ),
+ $ LDC )
+*
+ END IF
+*
+ END IF
+*
+ RETURN
+*
+* End of ZLARZ
+*
+ END
diff --git a/src/lib/lapack/zlarzb.f b/src/lib/lapack/zlarzb.f
new file mode 100644
index 00000000..05d2a0e3
--- /dev/null
+++ b/src/lib/lapack/zlarzb.f
@@ -0,0 +1,234 @@
+ SUBROUTINE ZLARZB( SIDE, TRANS, DIRECT, STOREV, M, N, K, L, V,
+ $ LDV, T, LDT, C, LDC, WORK, LDWORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, SIDE, STOREV, TRANS
+ INTEGER K, L, LDC, LDT, LDV, LDWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 C( LDC, * ), T( LDT, * ), V( LDV, * ),
+ $ WORK( LDWORK, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARZB applies a complex block reflector H or its transpose H**H
+* to a complex distributed M-by-N C from the left or the right.
+*
+* Currently, only STOREV = 'R' and DIRECT = 'B' are supported.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply H or H' from the Left
+* = 'R': apply H or H' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply H (No transpose)
+* = 'C': apply H' (Conjugate transpose)
+*
+* DIRECT (input) CHARACTER*1
+* Indicates how H is formed from a product of elementary
+* reflectors
+* = 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Indicates how the vectors which define the elementary
+* reflectors are stored:
+* = 'C': Columnwise (not supported yet)
+* = 'R': Rowwise
+*
+* M (input) INTEGER
+* The number of rows of the matrix C.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C.
+*
+* K (input) INTEGER
+* The order of the matrix T (= the number of elementary
+* reflectors whose product defines the block reflector).
+*
+* L (input) INTEGER
+* The number of columns of the matrix V containing the
+* meaningful part of the Householder reflectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* V (input) COMPLEX*16 array, dimension (LDV,NV).
+* If STOREV = 'C', NV = K; if STOREV = 'R', NV = L.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C', LDV >= L; if STOREV = 'R', LDV >= K.
+*
+* T (input) COMPLEX*16 array, dimension (LDT,K)
+* The triangular K-by-K matrix T in the representation of the
+* block reflector.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by H*C or H'*C or C*H or C*H'.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension (LDWORK,K)
+*
+* LDWORK (input) INTEGER
+* The leading dimension of the array WORK.
+* If SIDE = 'L', LDWORK >= max(1,N);
+* if SIDE = 'R', LDWORK >= max(1,M).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ CHARACTER TRANST
+ INTEGER I, INFO, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZCOPY, ZGEMM, ZLACGV, ZTRMM
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+* Check for currently supported options
+*
+ INFO = 0
+ IF( .NOT.LSAME( DIRECT, 'B' ) ) THEN
+ INFO = -3
+ ELSE IF( .NOT.LSAME( STOREV, 'R' ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZLARZB', -INFO )
+ RETURN
+ END IF
+*
+ IF( LSAME( TRANS, 'N' ) ) THEN
+ TRANST = 'C'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form H * C or H' * C
+*
+* W( 1:n, 1:k ) = conjg( C( 1:k, 1:n )' )
+*
+ DO 10 J = 1, K
+ CALL ZCOPY( N, C( J, 1 ), LDC, WORK( 1, J ), 1 )
+ 10 CONTINUE
+*
+* W( 1:n, 1:k ) = W( 1:n, 1:k ) + ...
+* conjg( C( m-l+1:m, 1:n )' ) * V( 1:k, 1:l )'
+*
+ IF( L.GT.0 )
+ $ CALL ZGEMM( 'Transpose', 'Conjugate transpose', N, K, L,
+ $ ONE, C( M-L+1, 1 ), LDC, V, LDV, ONE, WORK,
+ $ LDWORK )
+*
+* W( 1:n, 1:k ) = W( 1:n, 1:k ) * T' or W( 1:m, 1:k ) * T
+*
+ CALL ZTRMM( 'Right', 'Lower', TRANST, 'Non-unit', N, K, ONE, T,
+ $ LDT, WORK, LDWORK )
+*
+* C( 1:k, 1:n ) = C( 1:k, 1:n ) - conjg( W( 1:n, 1:k )' )
+*
+ DO 30 J = 1, N
+ DO 20 I = 1, K
+ C( I, J ) = C( I, J ) - WORK( J, I )
+ 20 CONTINUE
+ 30 CONTINUE
+*
+* C( m-l+1:m, 1:n ) = C( m-l+1:m, 1:n ) - ...
+* conjg( V( 1:k, 1:l )' ) * conjg( W( 1:n, 1:k )' )
+*
+ IF( L.GT.0 )
+ $ CALL ZGEMM( 'Transpose', 'Transpose', L, N, K, -ONE, V, LDV,
+ $ WORK, LDWORK, ONE, C( M-L+1, 1 ), LDC )
+*
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form C * H or C * H'
+*
+* W( 1:m, 1:k ) = C( 1:m, 1:k )
+*
+ DO 40 J = 1, K
+ CALL ZCOPY( M, C( 1, J ), 1, WORK( 1, J ), 1 )
+ 40 CONTINUE
+*
+* W( 1:m, 1:k ) = W( 1:m, 1:k ) + ...
+* C( 1:m, n-l+1:n ) * conjg( V( 1:k, 1:l )' )
+*
+ IF( L.GT.0 )
+ $ CALL ZGEMM( 'No transpose', 'Transpose', M, K, L, ONE,
+ $ C( 1, N-L+1 ), LDC, V, LDV, ONE, WORK, LDWORK )
+*
+* W( 1:m, 1:k ) = W( 1:m, 1:k ) * conjg( T ) or
+* W( 1:m, 1:k ) * conjg( T' )
+*
+ DO 50 J = 1, K
+ CALL ZLACGV( K-J+1, T( J, J ), 1 )
+ 50 CONTINUE
+ CALL ZTRMM( 'Right', 'Lower', TRANS, 'Non-unit', M, K, ONE, T,
+ $ LDT, WORK, LDWORK )
+ DO 60 J = 1, K
+ CALL ZLACGV( K-J+1, T( J, J ), 1 )
+ 60 CONTINUE
+*
+* C( 1:m, 1:k ) = C( 1:m, 1:k ) - W( 1:m, 1:k )
+*
+ DO 80 J = 1, K
+ DO 70 I = 1, M
+ C( I, J ) = C( I, J ) - WORK( I, J )
+ 70 CONTINUE
+ 80 CONTINUE
+*
+* C( 1:m, n-l+1:n ) = C( 1:m, n-l+1:n ) - ...
+* W( 1:m, 1:k ) * conjg( V( 1:k, 1:l ) )
+*
+ DO 90 J = 1, L
+ CALL ZLACGV( K, V( 1, J ), 1 )
+ 90 CONTINUE
+ IF( L.GT.0 )
+ $ CALL ZGEMM( 'No transpose', 'No transpose', M, L, K, -ONE,
+ $ WORK, LDWORK, V, LDV, ONE, C( 1, N-L+1 ), LDC )
+ DO 100 J = 1, L
+ CALL ZLACGV( K, V( 1, J ), 1 )
+ 100 CONTINUE
+*
+ END IF
+*
+ RETURN
+*
+* End of ZLARZB
+*
+ END
diff --git a/src/lib/lapack/zlarzt.f b/src/lib/lapack/zlarzt.f
new file mode 100644
index 00000000..9242ed36
--- /dev/null
+++ b/src/lib/lapack/zlarzt.f
@@ -0,0 +1,186 @@
+ SUBROUTINE ZLARZT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, STOREV
+ INTEGER K, LDT, LDV, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 T( LDT, * ), TAU( * ), V( LDV, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLARZT forms the triangular factor T of a complex block reflector
+* H of order > n, which is defined as a product of k elementary
+* reflectors.
+*
+* If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
+*
+* If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
+*
+* If STOREV = 'C', the vector which defines the elementary reflector
+* H(i) is stored in the i-th column of the array V, and
+*
+* H = I - V * T * V'
+*
+* If STOREV = 'R', the vector which defines the elementary reflector
+* H(i) is stored in the i-th row of the array V, and
+*
+* H = I - V' * T * V
+*
+* Currently, only STOREV = 'R' and DIRECT = 'B' are supported.
+*
+* Arguments
+* =========
+*
+* DIRECT (input) CHARACTER*1
+* Specifies the order in which the elementary reflectors are
+* multiplied to form the block reflector:
+* = 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet)
+* = 'B': H = H(k) . . . H(2) H(1) (Backward)
+*
+* STOREV (input) CHARACTER*1
+* Specifies how the vectors which define the elementary
+* reflectors are stored (see also Further Details):
+* = 'C': columnwise (not supported yet)
+* = 'R': rowwise
+*
+* N (input) INTEGER
+* The order of the block reflector H. N >= 0.
+*
+* K (input) INTEGER
+* The order of the triangular factor T (= the number of
+* elementary reflectors). K >= 1.
+*
+* V (input/output) COMPLEX*16 array, dimension
+* (LDV,K) if STOREV = 'C'
+* (LDV,N) if STOREV = 'R'
+* The matrix V. See further details.
+*
+* LDV (input) INTEGER
+* The leading dimension of the array V.
+* If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i).
+*
+* T (output) COMPLEX*16 array, dimension (LDT,K)
+* The k by k triangular factor T of the block reflector.
+* If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
+* lower triangular. The rest of the array is not used.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= K.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* The shape of the matrix V and the storage of the vectors which define
+* the H(i) is best illustrated by the following example with n = 5 and
+* k = 3. The elements equal to 1 are not stored; the corresponding
+* array elements are modified but restored on exit. The rest of the
+* array is not used.
+*
+* DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
+*
+* ______V_____
+* ( v1 v2 v3 ) / \
+* ( v1 v2 v3 ) ( v1 v1 v1 v1 v1 . . . . 1 )
+* V = ( v1 v2 v3 ) ( v2 v2 v2 v2 v2 . . . 1 )
+* ( v1 v2 v3 ) ( v3 v3 v3 v3 v3 . . 1 )
+* ( v1 v2 v3 )
+* . . .
+* . . .
+* 1 . .
+* 1 .
+* 1
+*
+* DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
+*
+* ______V_____
+* 1 / \
+* . 1 ( 1 . . . . v1 v1 v1 v1 v1 )
+* . . 1 ( . 1 . . . v2 v2 v2 v2 v2 )
+* . . . ( . . 1 . . v3 v3 v3 v3 v3 )
+* . . .
+* ( v1 v2 v3 )
+* ( v1 v2 v3 )
+* V = ( v1 v2 v3 )
+* ( v1 v2 v3 )
+* ( v1 v2 v3 )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEMV, ZLACGV, ZTRMV
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Executable Statements ..
+*
+* Check for currently supported options
+*
+ INFO = 0
+ IF( .NOT.LSAME( DIRECT, 'B' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( STOREV, 'R' ) ) THEN
+ INFO = -2
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZLARZT', -INFO )
+ RETURN
+ END IF
+*
+ DO 20 I = K, 1, -1
+ IF( TAU( I ).EQ.ZERO ) THEN
+*
+* H(i) = I
+*
+ DO 10 J = I, K
+ T( J, I ) = ZERO
+ 10 CONTINUE
+ ELSE
+*
+* general case
+*
+ IF( I.LT.K ) THEN
+*
+* T(i+1:k,i) = - tau(i) * V(i+1:k,1:n) * V(i,1:n)'
+*
+ CALL ZLACGV( N, V( I, 1 ), LDV )
+ CALL ZGEMV( 'No transpose', K-I, N, -TAU( I ),
+ $ V( I+1, 1 ), LDV, V( I, 1 ), LDV, ZERO,
+ $ T( I+1, I ), 1 )
+ CALL ZLACGV( N, V( I, 1 ), LDV )
+*
+* T(i+1:k,i) = T(i+1:k,i+1:k) * T(i+1:k,i)
+*
+ CALL ZTRMV( 'Lower', 'No transpose', 'Non-unit', K-I,
+ $ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
+ END IF
+ T( I, I ) = TAU( I )
+ END IF
+ 20 CONTINUE
+ RETURN
+*
+* End of ZLARZT
+*
+ END
diff --git a/src/lib/lapack/zlascl.f b/src/lib/lapack/zlascl.f
new file mode 100644
index 00000000..36bb2445
--- /dev/null
+++ b/src/lib/lapack/zlascl.f
@@ -0,0 +1,267 @@
+ SUBROUTINE ZLASCL( TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TYPE
+ INTEGER INFO, KL, KU, LDA, M, N
+ DOUBLE PRECISION CFROM, CTO
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLASCL multiplies the M by N complex matrix A by the real scalar
+* CTO/CFROM. This is done without over/underflow as long as the final
+* result CTO*A(I,J)/CFROM does not over/underflow. TYPE specifies that
+* A may be full, upper triangular, lower triangular, upper Hessenberg,
+* or banded.
+*
+* Arguments
+* =========
+*
+* TYPE (input) CHARACTER*1
+* TYPE indices the storage type of the input matrix.
+* = 'G': A is a full matrix.
+* = 'L': A is a lower triangular matrix.
+* = 'U': A is an upper triangular matrix.
+* = 'H': A is an upper Hessenberg matrix.
+* = 'B': A is a symmetric band matrix with lower bandwidth KL
+* and upper bandwidth KU and with the only the lower
+* half stored.
+* = 'Q': A is a symmetric band matrix with lower bandwidth KL
+* and upper bandwidth KU and with the only the upper
+* half stored.
+* = 'Z': A is a band matrix with lower bandwidth KL and upper
+* bandwidth KU.
+*
+* KL (input) INTEGER
+* The lower bandwidth of A. Referenced only if TYPE = 'B',
+* 'Q' or 'Z'.
+*
+* KU (input) INTEGER
+* The upper bandwidth of A. Referenced only if TYPE = 'B',
+* 'Q' or 'Z'.
+*
+* CFROM (input) DOUBLE PRECISION
+* CTO (input) DOUBLE PRECISION
+* The matrix A is multiplied by CTO/CFROM. A(I,J) is computed
+* without over/underflow if the final result CTO*A(I,J)/CFROM
+* can be represented without over/underflow. CFROM must be
+* nonzero.
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* The matrix to be multiplied by CTO/CFROM. See TYPE for the
+* storage type.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* INFO (output) INTEGER
+* 0 - successful exit
+* <0 - if INFO = -i, the i-th argument had an illegal value.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL DONE
+ INTEGER I, ITYPE, J, K1, K2, K3, K4
+ DOUBLE PRECISION BIGNUM, CFROM1, CFROMC, CTO1, CTOC, MUL, SMLNUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+*
+ IF( LSAME( TYPE, 'G' ) ) THEN
+ ITYPE = 0
+ ELSE IF( LSAME( TYPE, 'L' ) ) THEN
+ ITYPE = 1
+ ELSE IF( LSAME( TYPE, 'U' ) ) THEN
+ ITYPE = 2
+ ELSE IF( LSAME( TYPE, 'H' ) ) THEN
+ ITYPE = 3
+ ELSE IF( LSAME( TYPE, 'B' ) ) THEN
+ ITYPE = 4
+ ELSE IF( LSAME( TYPE, 'Q' ) ) THEN
+ ITYPE = 5
+ ELSE IF( LSAME( TYPE, 'Z' ) ) THEN
+ ITYPE = 6
+ ELSE
+ ITYPE = -1
+ END IF
+*
+ IF( ITYPE.EQ.-1 ) THEN
+ INFO = -1
+ ELSE IF( CFROM.EQ.ZERO ) THEN
+ INFO = -4
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -6
+ ELSE IF( N.LT.0 .OR. ( ITYPE.EQ.4 .AND. N.NE.M ) .OR.
+ $ ( ITYPE.EQ.5 .AND. N.NE.M ) ) THEN
+ INFO = -7
+ ELSE IF( ITYPE.LE.3 .AND. LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -9
+ ELSE IF( ITYPE.GE.4 ) THEN
+ IF( KL.LT.0 .OR. KL.GT.MAX( M-1, 0 ) ) THEN
+ INFO = -2
+ ELSE IF( KU.LT.0 .OR. KU.GT.MAX( N-1, 0 ) .OR.
+ $ ( ( ITYPE.EQ.4 .OR. ITYPE.EQ.5 ) .AND. KL.NE.KU ) )
+ $ THEN
+ INFO = -3
+ ELSE IF( ( ITYPE.EQ.4 .AND. LDA.LT.KL+1 ) .OR.
+ $ ( ITYPE.EQ.5 .AND. LDA.LT.KU+1 ) .OR.
+ $ ( ITYPE.EQ.6 .AND. LDA.LT.2*KL+KU+1 ) ) THEN
+ INFO = -9
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZLASCL', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 .OR. M.EQ.0 )
+ $ RETURN
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+*
+ CFROMC = CFROM
+ CTOC = CTO
+*
+ 10 CONTINUE
+ CFROM1 = CFROMC*SMLNUM
+ CTO1 = CTOC / BIGNUM
+ IF( ABS( CFROM1 ).GT.ABS( CTOC ) .AND. CTOC.NE.ZERO ) THEN
+ MUL = SMLNUM
+ DONE = .FALSE.
+ CFROMC = CFROM1
+ ELSE IF( ABS( CTO1 ).GT.ABS( CFROMC ) ) THEN
+ MUL = BIGNUM
+ DONE = .FALSE.
+ CTOC = CTO1
+ ELSE
+ MUL = CTOC / CFROMC
+ DONE = .TRUE.
+ END IF
+*
+ IF( ITYPE.EQ.0 ) THEN
+*
+* Full matrix
+*
+ DO 30 J = 1, N
+ DO 20 I = 1, M
+ A( I, J ) = A( I, J )*MUL
+ 20 CONTINUE
+ 30 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.1 ) THEN
+*
+* Lower triangular matrix
+*
+ DO 50 J = 1, N
+ DO 40 I = J, M
+ A( I, J ) = A( I, J )*MUL
+ 40 CONTINUE
+ 50 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.2 ) THEN
+*
+* Upper triangular matrix
+*
+ DO 70 J = 1, N
+ DO 60 I = 1, MIN( J, M )
+ A( I, J ) = A( I, J )*MUL
+ 60 CONTINUE
+ 70 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.3 ) THEN
+*
+* Upper Hessenberg matrix
+*
+ DO 90 J = 1, N
+ DO 80 I = 1, MIN( J+1, M )
+ A( I, J ) = A( I, J )*MUL
+ 80 CONTINUE
+ 90 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.4 ) THEN
+*
+* Lower half of a symmetric band matrix
+*
+ K3 = KL + 1
+ K4 = N + 1
+ DO 110 J = 1, N
+ DO 100 I = 1, MIN( K3, K4-J )
+ A( I, J ) = A( I, J )*MUL
+ 100 CONTINUE
+ 110 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.5 ) THEN
+*
+* Upper half of a symmetric band matrix
+*
+ K1 = KU + 2
+ K3 = KU + 1
+ DO 130 J = 1, N
+ DO 120 I = MAX( K1-J, 1 ), K3
+ A( I, J ) = A( I, J )*MUL
+ 120 CONTINUE
+ 130 CONTINUE
+*
+ ELSE IF( ITYPE.EQ.6 ) THEN
+*
+* Band matrix
+*
+ K1 = KL + KU + 2
+ K2 = KL + 1
+ K3 = 2*KL + KU + 1
+ K4 = KL + KU + 1 + M
+ DO 150 J = 1, N
+ DO 140 I = MAX( K1-J, K2 ), MIN( K3, K4-J )
+ A( I, J ) = A( I, J )*MUL
+ 140 CONTINUE
+ 150 CONTINUE
+*
+ END IF
+*
+ IF( .NOT.DONE )
+ $ GO TO 10
+*
+ RETURN
+*
+* End of ZLASCL
+*
+ END
diff --git a/src/lib/lapack/zlaset.f b/src/lib/lapack/zlaset.f
new file mode 100644
index 00000000..88fc21b2
--- /dev/null
+++ b/src/lib/lapack/zlaset.f
@@ -0,0 +1,114 @@
+ SUBROUTINE ZLASET( UPLO, M, N, ALPHA, BETA, A, LDA )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDA, M, N
+ COMPLEX*16 ALPHA, BETA
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLASET initializes a 2-D array A to BETA on the diagonal and
+* ALPHA on the offdiagonals.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies the part of the matrix A to be set.
+* = 'U': Upper triangular part is set. The lower triangle
+* is unchanged.
+* = 'L': Lower triangular part is set. The upper triangle
+* is unchanged.
+* Otherwise: All of the matrix A is set.
+*
+* M (input) INTEGER
+* On entry, M specifies the number of rows of A.
+*
+* N (input) INTEGER
+* On entry, N specifies the number of columns of A.
+*
+* ALPHA (input) COMPLEX*16
+* All the offdiagonal array elements are set to ALPHA.
+*
+* BETA (input) COMPLEX*16
+* All the diagonal array elements are set to BETA.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the m by n matrix A.
+* On exit, A(i,j) = ALPHA, 1 <= i <= m, 1 <= j <= n, i.ne.j;
+* A(i,i) = BETA , 1 <= i <= min(m,n)
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, J
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+*
+* Set the diagonal to BETA and the strictly upper triangular
+* part of the array to ALPHA.
+*
+ DO 20 J = 2, N
+ DO 10 I = 1, MIN( J-1, M )
+ A( I, J ) = ALPHA
+ 10 CONTINUE
+ 20 CONTINUE
+ DO 30 I = 1, MIN( N, M )
+ A( I, I ) = BETA
+ 30 CONTINUE
+*
+ ELSE IF( LSAME( UPLO, 'L' ) ) THEN
+*
+* Set the diagonal to BETA and the strictly lower triangular
+* part of the array to ALPHA.
+*
+ DO 50 J = 1, MIN( M, N )
+ DO 40 I = J + 1, M
+ A( I, J ) = ALPHA
+ 40 CONTINUE
+ 50 CONTINUE
+ DO 60 I = 1, MIN( N, M )
+ A( I, I ) = BETA
+ 60 CONTINUE
+*
+ ELSE
+*
+* Set the array to BETA on the diagonal and ALPHA on the
+* offdiagonal.
+*
+ DO 80 J = 1, N
+ DO 70 I = 1, M
+ A( I, J ) = ALPHA
+ 70 CONTINUE
+ 80 CONTINUE
+ DO 90 I = 1, MIN( M, N )
+ A( I, I ) = BETA
+ 90 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZLASET
+*
+ END
diff --git a/src/lib/lapack/zlasr.f b/src/lib/lapack/zlasr.f
new file mode 100644
index 00000000..507a20c4
--- /dev/null
+++ b/src/lib/lapack/zlasr.f
@@ -0,0 +1,363 @@
+ SUBROUTINE ZLASR( SIDE, PIVOT, DIRECT, M, N, C, S, A, LDA )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIRECT, PIVOT, SIDE
+ INTEGER LDA, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( * ), S( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLASR applies a sequence of real plane rotations to a complex matrix
+* A, from either the left or the right.
+*
+* When SIDE = 'L', the transformation takes the form
+*
+* A := P*A
+*
+* and when SIDE = 'R', the transformation takes the form
+*
+* A := A*P**T
+*
+* where P is an orthogonal matrix consisting of a sequence of z plane
+* rotations, with z = M when SIDE = 'L' and z = N when SIDE = 'R',
+* and P**T is the transpose of P.
+*
+* When DIRECT = 'F' (Forward sequence), then
+*
+* P = P(z-1) * ... * P(2) * P(1)
+*
+* and when DIRECT = 'B' (Backward sequence), then
+*
+* P = P(1) * P(2) * ... * P(z-1)
+*
+* where P(k) is a plane rotation matrix defined by the 2-by-2 rotation
+*
+* R(k) = ( c(k) s(k) )
+* = ( -s(k) c(k) ).
+*
+* When PIVOT = 'V' (Variable pivot), the rotation is performed
+* for the plane (k,k+1), i.e., P(k) has the form
+*
+* P(k) = ( 1 )
+* ( ... )
+* ( 1 )
+* ( c(k) s(k) )
+* ( -s(k) c(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+*
+* where R(k) appears as a rank-2 modification to the identity matrix in
+* rows and columns k and k+1.
+*
+* When PIVOT = 'T' (Top pivot), the rotation is performed for the
+* plane (1,k+1), so P(k) has the form
+*
+* P(k) = ( c(k) s(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+* ( -s(k) c(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+*
+* where R(k) appears in rows and columns 1 and k+1.
+*
+* Similarly, when PIVOT = 'B' (Bottom pivot), the rotation is
+* performed for the plane (k,z), giving P(k) the form
+*
+* P(k) = ( 1 )
+* ( ... )
+* ( 1 )
+* ( c(k) s(k) )
+* ( 1 )
+* ( ... )
+* ( 1 )
+* ( -s(k) c(k) )
+*
+* where R(k) appears in rows and columns k and z. The rotations are
+* performed without ever forming P(k) explicitly.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* Specifies whether the plane rotation matrix P is applied to
+* A on the left or the right.
+* = 'L': Left, compute A := P*A
+* = 'R': Right, compute A:= A*P**T
+*
+* PIVOT (input) CHARACTER*1
+* Specifies the plane for which P(k) is a plane rotation
+* matrix.
+* = 'V': Variable pivot, the plane (k,k+1)
+* = 'T': Top pivot, the plane (1,k+1)
+* = 'B': Bottom pivot, the plane (k,z)
+*
+* DIRECT (input) CHARACTER*1
+* Specifies whether P is a forward or backward sequence of
+* plane rotations.
+* = 'F': Forward, P = P(z-1)*...*P(2)*P(1)
+* = 'B': Backward, P = P(1)*P(2)*...*P(z-1)
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. If m <= 1, an immediate
+* return is effected.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. If n <= 1, an
+* immediate return is effected.
+*
+* C (input) DOUBLE PRECISION array, dimension
+* (M-1) if SIDE = 'L'
+* (N-1) if SIDE = 'R'
+* The cosines c(k) of the plane rotations.
+*
+* S (input) DOUBLE PRECISION array, dimension
+* (M-1) if SIDE = 'L'
+* (N-1) if SIDE = 'R'
+* The sines s(k) of the plane rotations. The 2-by-2 plane
+* rotation part of the matrix P(k), R(k), has the form
+* R(k) = ( c(k) s(k) )
+* ( -s(k) c(k) ).
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* The M-by-N matrix A. On exit, A is overwritten by P*A if
+* SIDE = 'R' or by A*P**T if SIDE = 'L'.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J
+ DOUBLE PRECISION CTEMP, STEMP
+ COMPLEX*16 TEMP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters
+*
+ INFO = 0
+ IF( .NOT.( LSAME( SIDE, 'L' ) .OR. LSAME( SIDE, 'R' ) ) ) THEN
+ INFO = 1
+ ELSE IF( .NOT.( LSAME( PIVOT, 'V' ) .OR. LSAME( PIVOT,
+ $ 'T' ) .OR. LSAME( PIVOT, 'B' ) ) ) THEN
+ INFO = 2
+ ELSE IF( .NOT.( LSAME( DIRECT, 'F' ) .OR. LSAME( DIRECT, 'B' ) ) )
+ $ THEN
+ INFO = 3
+ ELSE IF( M.LT.0 ) THEN
+ INFO = 4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = 5
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = 9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZLASR ', INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( ( M.EQ.0 ) .OR. ( N.EQ.0 ) )
+ $ RETURN
+ IF( LSAME( SIDE, 'L' ) ) THEN
+*
+* Form P * A
+*
+ IF( LSAME( PIVOT, 'V' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 20 J = 1, M - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 10 I = 1, N
+ TEMP = A( J+1, I )
+ A( J+1, I ) = CTEMP*TEMP - STEMP*A( J, I )
+ A( J, I ) = STEMP*TEMP + CTEMP*A( J, I )
+ 10 CONTINUE
+ END IF
+ 20 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 40 J = M - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 30 I = 1, N
+ TEMP = A( J+1, I )
+ A( J+1, I ) = CTEMP*TEMP - STEMP*A( J, I )
+ A( J, I ) = STEMP*TEMP + CTEMP*A( J, I )
+ 30 CONTINUE
+ END IF
+ 40 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'T' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 60 J = 2, M
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 50 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = CTEMP*TEMP - STEMP*A( 1, I )
+ A( 1, I ) = STEMP*TEMP + CTEMP*A( 1, I )
+ 50 CONTINUE
+ END IF
+ 60 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 80 J = M, 2, -1
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 70 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = CTEMP*TEMP - STEMP*A( 1, I )
+ A( 1, I ) = STEMP*TEMP + CTEMP*A( 1, I )
+ 70 CONTINUE
+ END IF
+ 80 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'B' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 100 J = 1, M - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 90 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = STEMP*A( M, I ) + CTEMP*TEMP
+ A( M, I ) = CTEMP*A( M, I ) - STEMP*TEMP
+ 90 CONTINUE
+ END IF
+ 100 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 120 J = M - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 110 I = 1, N
+ TEMP = A( J, I )
+ A( J, I ) = STEMP*A( M, I ) + CTEMP*TEMP
+ A( M, I ) = CTEMP*A( M, I ) - STEMP*TEMP
+ 110 CONTINUE
+ END IF
+ 120 CONTINUE
+ END IF
+ END IF
+ ELSE IF( LSAME( SIDE, 'R' ) ) THEN
+*
+* Form A * P'
+*
+ IF( LSAME( PIVOT, 'V' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 140 J = 1, N - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 130 I = 1, M
+ TEMP = A( I, J+1 )
+ A( I, J+1 ) = CTEMP*TEMP - STEMP*A( I, J )
+ A( I, J ) = STEMP*TEMP + CTEMP*A( I, J )
+ 130 CONTINUE
+ END IF
+ 140 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 160 J = N - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 150 I = 1, M
+ TEMP = A( I, J+1 )
+ A( I, J+1 ) = CTEMP*TEMP - STEMP*A( I, J )
+ A( I, J ) = STEMP*TEMP + CTEMP*A( I, J )
+ 150 CONTINUE
+ END IF
+ 160 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'T' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 180 J = 2, N
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 170 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = CTEMP*TEMP - STEMP*A( I, 1 )
+ A( I, 1 ) = STEMP*TEMP + CTEMP*A( I, 1 )
+ 170 CONTINUE
+ END IF
+ 180 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 200 J = N, 2, -1
+ CTEMP = C( J-1 )
+ STEMP = S( J-1 )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 190 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = CTEMP*TEMP - STEMP*A( I, 1 )
+ A( I, 1 ) = STEMP*TEMP + CTEMP*A( I, 1 )
+ 190 CONTINUE
+ END IF
+ 200 CONTINUE
+ END IF
+ ELSE IF( LSAME( PIVOT, 'B' ) ) THEN
+ IF( LSAME( DIRECT, 'F' ) ) THEN
+ DO 220 J = 1, N - 1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 210 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = STEMP*A( I, N ) + CTEMP*TEMP
+ A( I, N ) = CTEMP*A( I, N ) - STEMP*TEMP
+ 210 CONTINUE
+ END IF
+ 220 CONTINUE
+ ELSE IF( LSAME( DIRECT, 'B' ) ) THEN
+ DO 240 J = N - 1, 1, -1
+ CTEMP = C( J )
+ STEMP = S( J )
+ IF( ( CTEMP.NE.ONE ) .OR. ( STEMP.NE.ZERO ) ) THEN
+ DO 230 I = 1, M
+ TEMP = A( I, J )
+ A( I, J ) = STEMP*A( I, N ) + CTEMP*TEMP
+ A( I, N ) = CTEMP*A( I, N ) - STEMP*TEMP
+ 230 CONTINUE
+ END IF
+ 240 CONTINUE
+ END IF
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of ZLASR
+*
+ END
diff --git a/src/lib/lapack/zlassq.f b/src/lib/lapack/zlassq.f
new file mode 100644
index 00000000..a209984b
--- /dev/null
+++ b/src/lib/lapack/zlassq.f
@@ -0,0 +1,101 @@
+ SUBROUTINE ZLASSQ( N, X, INCX, SCALE, SUMSQ )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, N
+ DOUBLE PRECISION SCALE, SUMSQ
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLASSQ returns the values scl and ssq such that
+*
+* ( scl**2 )*ssq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq,
+*
+* where x( i ) = abs( X( 1 + ( i - 1 )*INCX ) ). The value of sumsq is
+* assumed to be at least unity and the value of ssq will then satisfy
+*
+* 1.0 .le. ssq .le. ( sumsq + 2*n ).
+*
+* scale is assumed to be non-negative and scl returns the value
+*
+* scl = max( scale, abs( real( x( i ) ) ), abs( aimag( x( i ) ) ) ),
+* i
+*
+* scale and sumsq must be supplied in SCALE and SUMSQ respectively.
+* SCALE and SUMSQ are overwritten by scl and ssq respectively.
+*
+* The routine makes only one pass through the vector X.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of elements to be used from the vector X.
+*
+* X (input) COMPLEX*16 array, dimension (N)
+* The vector x as described above.
+* x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
+*
+* INCX (input) INTEGER
+* The increment between successive values of the vector X.
+* INCX > 0.
+*
+* SCALE (input/output) DOUBLE PRECISION
+* On entry, the value scale in the equation above.
+* On exit, SCALE is overwritten with the value scl .
+*
+* SUMSQ (input/output) DOUBLE PRECISION
+* On entry, the value sumsq in the equation above.
+* On exit, SUMSQ is overwritten with the value ssq .
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER IX
+ DOUBLE PRECISION TEMP1
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG
+* ..
+* .. Executable Statements ..
+*
+ IF( N.GT.0 ) THEN
+ DO 10 IX = 1, 1 + ( N-1 )*INCX, INCX
+ IF( DBLE( X( IX ) ).NE.ZERO ) THEN
+ TEMP1 = ABS( DBLE( X( IX ) ) )
+ IF( SCALE.LT.TEMP1 ) THEN
+ SUMSQ = 1 + SUMSQ*( SCALE / TEMP1 )**2
+ SCALE = TEMP1
+ ELSE
+ SUMSQ = SUMSQ + ( TEMP1 / SCALE )**2
+ END IF
+ END IF
+ IF( DIMAG( X( IX ) ).NE.ZERO ) THEN
+ TEMP1 = ABS( DIMAG( X( IX ) ) )
+ IF( SCALE.LT.TEMP1 ) THEN
+ SUMSQ = 1 + SUMSQ*( SCALE / TEMP1 )**2
+ SCALE = TEMP1
+ ELSE
+ SUMSQ = SUMSQ + ( TEMP1 / SCALE )**2
+ END IF
+ END IF
+ 10 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZLASSQ
+*
+ END
diff --git a/src/lib/lapack/zlaswp.f b/src/lib/lapack/zlaswp.f
new file mode 100644
index 00000000..8b07e48b
--- /dev/null
+++ b/src/lib/lapack/zlaswp.f
@@ -0,0 +1,119 @@
+ SUBROUTINE ZLASWP( N, A, LDA, K1, K2, IPIV, INCX )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, K1, K2, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLASWP performs a series of row interchanges on the matrix A.
+* One row interchange is initiated for each of rows K1 through K2 of A.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of columns of the matrix A.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the matrix of column dimension N to which the row
+* interchanges will be applied.
+* On exit, the permuted matrix.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+*
+* K1 (input) INTEGER
+* The first element of IPIV for which a row interchange will
+* be done.
+*
+* K2 (input) INTEGER
+* The last element of IPIV for which a row interchange will
+* be done.
+*
+* IPIV (input) INTEGER array, dimension (K2*abs(INCX))
+* The vector of pivot indices. Only the elements in positions
+* K1 through K2 of IPIV are accessed.
+* IPIV(K) = L implies rows K and L are to be interchanged.
+*
+* INCX (input) INTEGER
+* The increment between successive values of IPIV. If IPIV
+* is negative, the pivots are applied in reverse order.
+*
+* Further Details
+* ===============
+*
+* Modified by
+* R. C. Whaley, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, I1, I2, INC, IP, IX, IX0, J, K, N32
+ COMPLEX*16 TEMP
+* ..
+* .. Executable Statements ..
+*
+* Interchange row I with row IPIV(I) for each of rows K1 through K2.
+*
+ IF( INCX.GT.0 ) THEN
+ IX0 = K1
+ I1 = K1
+ I2 = K2
+ INC = 1
+ ELSE IF( INCX.LT.0 ) THEN
+ IX0 = 1 + ( 1-K2 )*INCX
+ I1 = K2
+ I2 = K1
+ INC = -1
+ ELSE
+ RETURN
+ END IF
+*
+ N32 = ( N / 32 )*32
+ IF( N32.NE.0 ) THEN
+ DO 30 J = 1, N32, 32
+ IX = IX0
+ DO 20 I = I1, I2, INC
+ IP = IPIV( IX )
+ IF( IP.NE.I ) THEN
+ DO 10 K = J, J + 31
+ TEMP = A( I, K )
+ A( I, K ) = A( IP, K )
+ A( IP, K ) = TEMP
+ 10 CONTINUE
+ END IF
+ IX = IX + INCX
+ 20 CONTINUE
+ 30 CONTINUE
+ END IF
+ IF( N32.NE.N ) THEN
+ N32 = N32 + 1
+ IX = IX0
+ DO 50 I = I1, I2, INC
+ IP = IPIV( IX )
+ IF( IP.NE.I ) THEN
+ DO 40 K = N32, N
+ TEMP = A( I, K )
+ A( I, K ) = A( IP, K )
+ A( IP, K ) = TEMP
+ 40 CONTINUE
+ END IF
+ IX = IX + INCX
+ 50 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZLASWP
+*
+ END
diff --git a/src/lib/lapack/zlatdf.f b/src/lib/lapack/zlatdf.f
new file mode 100644
index 00000000..d637b8f1
--- /dev/null
+++ b/src/lib/lapack/zlatdf.f
@@ -0,0 +1,241 @@
+ SUBROUTINE ZLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
+ $ JPIV )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IJOB, LDZ, N
+ DOUBLE PRECISION RDSCAL, RDSUM
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ COMPLEX*16 RHS( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLATDF computes the contribution to the reciprocal Dif-estimate
+* by solving for x in Z * x = b, where b is chosen such that the norm
+* of x is as large as possible. It is assumed that LU decomposition
+* of Z has been computed by ZGETC2. On entry RHS = f holds the
+* contribution from earlier solved sub-systems, and on return RHS = x.
+*
+* The factorization of Z returned by ZGETC2 has the form
+* Z = P * L * U * Q, where P and Q are permutation matrices. L is lower
+* triangular with unit diagonal elements and U is upper triangular.
+*
+* Arguments
+* =========
+*
+* IJOB (input) INTEGER
+* IJOB = 2: First compute an approximative null-vector e
+* of Z using ZGECON, e is normalized and solve for
+* Zx = +-e - f with the sign giving the greater value of
+* 2-norm(x). About 5 times as expensive as Default.
+* IJOB .ne. 2: Local look ahead strategy where
+* all entries of the r.h.s. b is choosen as either +1 or
+* -1. Default.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Z.
+*
+* Z (input) DOUBLE PRECISION array, dimension (LDZ, N)
+* On entry, the LU part of the factorization of the n-by-n
+* matrix Z computed by ZGETC2: Z = P * L * U * Q
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDA >= max(1, N).
+*
+* RHS (input/output) DOUBLE PRECISION array, dimension (N).
+* On entry, RHS contains contributions from other subsystems.
+* On exit, RHS contains the solution of the subsystem with
+* entries according to the value of IJOB (see above).
+*
+* RDSUM (input/output) DOUBLE PRECISION
+* On entry, the sum of squares of computed contributions to
+* the Dif-estimate under computation by ZTGSYL, where the
+* scaling factor RDSCAL (see below) has been factored out.
+* On exit, the corresponding sum of squares updated with the
+* contributions from the current sub-system.
+* If TRANS = 'T' RDSUM is not touched.
+* NOTE: RDSUM only makes sense when ZTGSY2 is called by CTGSYL.
+*
+* RDSCAL (input/output) DOUBLE PRECISION
+* On entry, scaling factor used to prevent overflow in RDSUM.
+* On exit, RDSCAL is updated w.r.t. the current contributions
+* in RDSUM.
+* If TRANS = 'T', RDSCAL is not touched.
+* NOTE: RDSCAL only makes sense when ZTGSY2 is called by
+* ZTGSYL.
+*
+* IPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* This routine is a further developed implementation of algorithm
+* BSOLVE in [1] using complete pivoting in the LU factorization.
+*
+* [1] Bo Kagstrom and Lars Westin,
+* Generalized Schur Methods with Condition Estimators for
+* Solving the Generalized Sylvester Equation, IEEE Transactions
+* on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751.
+*
+* [2] Peter Poromaa,
+* On Efficient and Robust Estimators for the Separation
+* between two Regular Matrix Pairs with Applications in
+* Condition Estimation. Report UMINF-95.05, Department of
+* Computing Science, Umea University, S-901 87 Umea, Sweden,
+* 1995.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER MAXDIM
+ PARAMETER ( MAXDIM = 2 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CONE
+ PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J, K
+ DOUBLE PRECISION RTEMP, SCALE, SMINU, SPLUS
+ COMPLEX*16 BM, BP, PMONE, TEMP
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION RWORK( MAXDIM )
+ COMPLEX*16 WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZCOPY, ZGECON, ZGESC2, ZLASSQ, ZLASWP,
+ $ ZSCAL
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DZASUM
+ COMPLEX*16 ZDOTC
+ EXTERNAL DZASUM, ZDOTC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( IJOB.NE.2 ) THEN
+*
+* Apply permutations IPIV to RHS
+*
+ CALL ZLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 )
+*
+* Solve for L-part choosing RHS either to +1 or -1.
+*
+ PMONE = -CONE
+ DO 10 J = 1, N - 1
+ BP = RHS( J ) + CONE
+ BM = RHS( J ) - CONE
+ SPLUS = ONE
+*
+* Lockahead for L- part RHS(1:N-1) = +-1
+* SPLUS and SMIN computed more efficiently than in BSOLVE[1].
+*
+ SPLUS = SPLUS + DBLE( ZDOTC( N-J, Z( J+1, J ), 1, Z( J+1,
+ $ J ), 1 ) )
+ SMINU = DBLE( ZDOTC( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 ) )
+ SPLUS = SPLUS*DBLE( RHS( J ) )
+ IF( SPLUS.GT.SMINU ) THEN
+ RHS( J ) = BP
+ ELSE IF( SMINU.GT.SPLUS ) THEN
+ RHS( J ) = BM
+ ELSE
+*
+* In this case the updating sums are equal and we can
+* choose RHS(J) +1 or -1. The first time this happens we
+* choose -1, thereafter +1. This is a simple way to get
+* good estimates of matrices like Byers well-known example
+* (see [1]). (Not done in BSOLVE.)
+*
+ RHS( J ) = RHS( J ) + PMONE
+ PMONE = CONE
+ END IF
+*
+* Compute the remaining r.h.s.
+*
+ TEMP = -RHS( J )
+ CALL ZAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 )
+ 10 CONTINUE
+*
+* Solve for U- part, lockahead for RHS(N) = +-1. This is not done
+* In BSOLVE and will hopefully give us a better estimate because
+* any ill-conditioning of the original matrix is transfered to U
+* and not to L. U(N, N) is an approximation to sigma_min(LU).
+*
+ CALL ZCOPY( N-1, RHS, 1, WORK, 1 )
+ WORK( N ) = RHS( N ) + CONE
+ RHS( N ) = RHS( N ) - CONE
+ SPLUS = ZERO
+ SMINU = ZERO
+ DO 30 I = N, 1, -1
+ TEMP = CONE / Z( I, I )
+ WORK( I ) = WORK( I )*TEMP
+ RHS( I ) = RHS( I )*TEMP
+ DO 20 K = I + 1, N
+ WORK( I ) = WORK( I ) - WORK( K )*( Z( I, K )*TEMP )
+ RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP )
+ 20 CONTINUE
+ SPLUS = SPLUS + ABS( WORK( I ) )
+ SMINU = SMINU + ABS( RHS( I ) )
+ 30 CONTINUE
+ IF( SPLUS.GT.SMINU )
+ $ CALL ZCOPY( N, WORK, 1, RHS, 1 )
+*
+* Apply the permutations JPIV to the computed solution (RHS)
+*
+ CALL ZLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 )
+*
+* Compute the sum of squares
+*
+ CALL ZLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+ RETURN
+ END IF
+*
+* ENTRY IJOB = 2
+*
+* Compute approximate nullvector XM of Z
+*
+ CALL ZGECON( 'I', N, Z, LDZ, ONE, RTEMP, WORK, RWORK, INFO )
+ CALL ZCOPY( N, WORK( N+1 ), 1, XM, 1 )
+*
+* Compute RHS
+*
+ CALL ZLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 )
+ TEMP = CONE / SQRT( ZDOTC( N, XM, 1, XM, 1 ) )
+ CALL ZSCAL( N, TEMP, XM, 1 )
+ CALL ZCOPY( N, XM, 1, XP, 1 )
+ CALL ZAXPY( N, CONE, RHS, 1, XP, 1 )
+ CALL ZAXPY( N, -CONE, XM, 1, RHS, 1 )
+ CALL ZGESC2( N, Z, LDZ, RHS, IPIV, JPIV, SCALE )
+ CALL ZGESC2( N, Z, LDZ, XP, IPIV, JPIV, SCALE )
+ IF( DZASUM( N, XP, 1 ).GT.DZASUM( N, RHS, 1 ) )
+ $ CALL ZCOPY( N, XP, 1, RHS, 1 )
+*
+* Compute the sum of squares
+*
+ CALL ZLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+ RETURN
+*
+* End of ZLATDF
+*
+ END
diff --git a/src/lib/lapack/zlatrd.f b/src/lib/lapack/zlatrd.f
new file mode 100644
index 00000000..5fef7b5c
--- /dev/null
+++ b/src/lib/lapack/zlatrd.f
@@ -0,0 +1,279 @@
+ SUBROUTINE ZLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDA, LDW, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION E( * )
+ COMPLEX*16 A( LDA, * ), TAU( * ), W( LDW, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLATRD reduces NB rows and columns of a complex Hermitian matrix A to
+* Hermitian tridiagonal form by a unitary similarity
+* transformation Q' * A * Q, and returns the matrices V and W which are
+* needed to apply the transformation to the unreduced part of A.
+*
+* If UPLO = 'U', ZLATRD reduces the last NB rows and columns of a
+* matrix, of which the upper triangle is supplied;
+* if UPLO = 'L', ZLATRD reduces the first NB rows and columns of a
+* matrix, of which the lower triangle is supplied.
+*
+* This is an auxiliary routine called by ZHETRD.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* Hermitian matrix A is stored:
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* NB (input) INTEGER
+* The number of rows and columns to be reduced.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
+* n-by-n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n-by-n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+* On exit:
+* if UPLO = 'U', the last NB columns have been reduced to
+* tridiagonal form, with the diagonal elements overwriting
+* the diagonal elements of A; the elements above the diagonal
+* with the array TAU, represent the unitary matrix Q as a
+* product of elementary reflectors;
+* if UPLO = 'L', the first NB columns have been reduced to
+* tridiagonal form, with the diagonal elements overwriting
+* the diagonal elements of A; the elements below the diagonal
+* with the array TAU, represent the unitary matrix Q as a
+* product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* E (output) DOUBLE PRECISION array, dimension (N-1)
+* If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
+* elements of the last NB columns of the reduced matrix;
+* if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
+* the first NB columns of the reduced matrix.
+*
+* TAU (output) COMPLEX*16 array, dimension (N-1)
+* The scalar factors of the elementary reflectors, stored in
+* TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
+* See Further Details.
+*
+* W (output) COMPLEX*16 array, dimension (LDW,NB)
+* The n-by-nb matrix W required to update the unreduced part
+* of A.
+*
+* LDW (input) INTEGER
+* The leading dimension of the array W. LDW >= max(1,N).
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(n) H(n-1) . . . H(n-nb+1).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
+* and tau in TAU(i-1).
+*
+* If UPLO = 'L', the matrix Q is represented as a product of elementary
+* reflectors
+*
+* Q = H(1) H(2) . . . H(nb).
+*
+* Each H(i) has the form
+*
+* H(i) = I - tau * v * v'
+*
+* where tau is a complex scalar, and v is a complex vector with
+* v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
+* and tau in TAU(i).
+*
+* The elements of the vectors v together form the n-by-nb matrix V
+* which is needed, with W, to apply the transformation to the unreduced
+* part of the matrix, using a Hermitian rank-2k update of the form:
+* A := A - V*W' - W*V'.
+*
+* The contents of A on exit are illustrated by the following examples
+* with n = 5 and nb = 2:
+*
+* if UPLO = 'U': if UPLO = 'L':
+*
+* ( a a a v4 v5 ) ( d )
+* ( a a v4 v5 ) ( 1 d )
+* ( a 1 v5 ) ( v1 1 a )
+* ( d 1 ) ( v1 v2 a a )
+* ( d ) ( v1 v2 a a a )
+*
+* where d denotes a diagonal element of the reduced matrix, a denotes
+* an element of the original matrix that is unchanged, and vi denotes
+* an element of the vector defining H(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE, HALF
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ),
+ $ HALF = ( 0.5D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IW
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZGEMV, ZHEMV, ZLACGV, ZLARFG, ZSCAL
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ COMPLEX*16 ZDOTC
+ EXTERNAL LSAME, ZDOTC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+*
+* Reduce last NB columns of upper triangle
+*
+ DO 10 I = N, N - NB + 1, -1
+ IW = I - N + NB
+ IF( I.LT.N ) THEN
+*
+* Update A(1:i,i)
+*
+ A( I, I ) = DBLE( A( I, I ) )
+ CALL ZLACGV( N-I, W( I, IW+1 ), LDW )
+ CALL ZGEMV( 'No transpose', I, N-I, -ONE, A( 1, I+1 ),
+ $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 )
+ CALL ZLACGV( N-I, W( I, IW+1 ), LDW )
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ CALL ZGEMV( 'No transpose', I, N-I, -ONE, W( 1, IW+1 ),
+ $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 )
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ A( I, I ) = DBLE( A( I, I ) )
+ END IF
+ IF( I.GT.1 ) THEN
+*
+* Generate elementary reflector H(i) to annihilate
+* A(1:i-2,i)
+*
+ ALPHA = A( I-1, I )
+ CALL ZLARFG( I-1, ALPHA, A( 1, I ), 1, TAU( I-1 ) )
+ E( I-1 ) = ALPHA
+ A( I-1, I ) = ONE
+*
+* Compute W(1:i-1,i)
+*
+ CALL ZHEMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1,
+ $ ZERO, W( 1, IW ), 1 )
+ IF( I.LT.N ) THEN
+ CALL ZGEMV( 'Conjugate transpose', I-1, N-I, ONE,
+ $ W( 1, IW+1 ), LDW, A( 1, I ), 1, ZERO,
+ $ W( I+1, IW ), 1 )
+ CALL ZGEMV( 'No transpose', I-1, N-I, -ONE,
+ $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE,
+ $ W( 1, IW ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', I-1, N-I, ONE,
+ $ A( 1, I+1 ), LDA, A( 1, I ), 1, ZERO,
+ $ W( I+1, IW ), 1 )
+ CALL ZGEMV( 'No transpose', I-1, N-I, -ONE,
+ $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE,
+ $ W( 1, IW ), 1 )
+ END IF
+ CALL ZSCAL( I-1, TAU( I-1 ), W( 1, IW ), 1 )
+ ALPHA = -HALF*TAU( I-1 )*ZDOTC( I-1, W( 1, IW ), 1,
+ $ A( 1, I ), 1 )
+ CALL ZAXPY( I-1, ALPHA, A( 1, I ), 1, W( 1, IW ), 1 )
+ END IF
+*
+ 10 CONTINUE
+ ELSE
+*
+* Reduce first NB columns of lower triangle
+*
+ DO 20 I = 1, NB
+*
+* Update A(i:n,i)
+*
+ A( I, I ) = DBLE( A( I, I ) )
+ CALL ZLACGV( I-1, W( I, 1 ), LDW )
+ CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, A( I, 1 ),
+ $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 )
+ CALL ZLACGV( I-1, W( I, 1 ), LDW )
+ CALL ZLACGV( I-1, A( I, 1 ), LDA )
+ CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, W( I, 1 ),
+ $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 )
+ CALL ZLACGV( I-1, A( I, 1 ), LDA )
+ A( I, I ) = DBLE( A( I, I ) )
+ IF( I.LT.N ) THEN
+*
+* Generate elementary reflector H(i) to annihilate
+* A(i+2:n,i)
+*
+ ALPHA = A( I+1, I )
+ CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1,
+ $ TAU( I ) )
+ E( I ) = ALPHA
+ A( I+1, I ) = ONE
+*
+* Compute W(i+1:n,i)
+*
+ CALL ZHEMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, W( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', N-I, I-1, ONE,
+ $ W( I+1, 1 ), LDW, A( I+1, I ), 1, ZERO,
+ $ W( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
+ CALL ZGEMV( 'Conjugate transpose', N-I, I-1, ONE,
+ $ A( I+1, 1 ), LDA, A( I+1, I ), 1, ZERO,
+ $ W( 1, I ), 1 )
+ CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, W( I+1, 1 ),
+ $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
+ CALL ZSCAL( N-I, TAU( I ), W( I+1, I ), 1 )
+ ALPHA = -HALF*TAU( I )*ZDOTC( N-I, W( I+1, I ), 1,
+ $ A( I+1, I ), 1 )
+ CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, W( I+1, I ), 1 )
+ END IF
+*
+ 20 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZLATRD
+*
+ END
diff --git a/src/lib/lapack/zlatrs.f b/src/lib/lapack/zlatrs.f
new file mode 100644
index 00000000..7466096c
--- /dev/null
+++ b/src/lib/lapack/zlatrs.f
@@ -0,0 +1,879 @@
+ SUBROUTINE ZLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,
+ $ CNORM, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, NORMIN, TRANS, UPLO
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION SCALE
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION CNORM( * )
+ COMPLEX*16 A( LDA, * ), X( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLATRS solves one of the triangular systems
+*
+* A * x = s*b, A**T * x = s*b, or A**H * x = s*b,
+*
+* with scaling to prevent overflow. Here A is an upper or lower
+* triangular matrix, A**T denotes the transpose of A, A**H denotes the
+* conjugate transpose of A, x and b are n-element vectors, and s is a
+* scaling factor, usually less than or equal to 1, chosen so that the
+* components of x will be less than the overflow threshold. If the
+* unscaled problem will not cause overflow, the Level 2 BLAS routine
+* ZTRSV is called. If the matrix A is singular (A(j,j) = 0 for some j),
+* then s is set to 0 and a non-trivial solution to A*x = 0 is returned.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the matrix A is upper or lower triangular.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* TRANS (input) CHARACTER*1
+* Specifies the operation applied to A.
+* = 'N': Solve A * x = s*b (No transpose)
+* = 'T': Solve A**T * x = s*b (Transpose)
+* = 'C': Solve A**H * x = s*b (Conjugate transpose)
+*
+* DIAG (input) CHARACTER*1
+* Specifies whether or not the matrix A is unit triangular.
+* = 'N': Non-unit triangular
+* = 'U': Unit triangular
+*
+* NORMIN (input) CHARACTER*1
+* Specifies whether CNORM has been set or not.
+* = 'Y': CNORM contains the column norms on entry
+* = 'N': CNORM is not set on entry. On exit, the norms will
+* be computed and stored in CNORM.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,N)
+* The triangular matrix A. If UPLO = 'U', the leading n by n
+* upper triangular part of the array A contains the upper
+* triangular matrix, and the strictly lower triangular part of
+* A is not referenced. If UPLO = 'L', the leading n by n lower
+* triangular part of the array A contains the lower triangular
+* matrix, and the strictly upper triangular part of A is not
+* referenced. If DIAG = 'U', the diagonal elements of A are
+* also not referenced and are assumed to be 1.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max (1,N).
+*
+* X (input/output) COMPLEX*16 array, dimension (N)
+* On entry, the right hand side b of the triangular system.
+* On exit, X is overwritten by the solution vector x.
+*
+* SCALE (output) DOUBLE PRECISION
+* The scaling factor s for the triangular system
+* A * x = s*b, A**T * x = s*b, or A**H * x = s*b.
+* If SCALE = 0, the matrix A is singular or badly scaled, and
+* the vector x is an exact or approximate solution to A*x = 0.
+*
+* CNORM (input or output) DOUBLE PRECISION array, dimension (N)
+*
+* If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
+* contains the norm of the off-diagonal part of the j-th column
+* of A. If TRANS = 'N', CNORM(j) must be greater than or equal
+* to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
+* must be greater than or equal to the 1-norm.
+*
+* If NORMIN = 'N', CNORM is an output argument and CNORM(j)
+* returns the 1-norm of the offdiagonal part of the j-th column
+* of A.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+*
+* Further Details
+* ======= =======
+*
+* A rough bound on x is computed; if that is less than overflow, ZTRSV
+* is called, otherwise, specific code is used which checks for possible
+* overflow or divide-by-zero at every operation.
+*
+* A columnwise scheme is used for solving A*x = b. The basic algorithm
+* if A is lower triangular is
+*
+* x[1:n] := b[1:n]
+* for j = 1, ..., n
+* x(j) := x(j) / A(j,j)
+* x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
+* end
+*
+* Define bounds on the components of x after j iterations of the loop:
+* M(j) = bound on x[1:j]
+* G(j) = bound on x[j+1:n]
+* Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.
+*
+* Then for iteration j+1 we have
+* M(j+1) <= G(j) / | A(j+1,j+1) |
+* G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
+* <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )
+*
+* where CNORM(j+1) is greater than or equal to the infinity-norm of
+* column j+1 of A, not counting the diagonal. Hence
+*
+* G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
+* 1<=i<=j
+* and
+*
+* |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
+* 1<=i< j
+*
+* Since |x(j)| <= M(j), we use the Level 2 BLAS routine ZTRSV if the
+* reciprocal of the largest M(j), j=1,..,n, is larger than
+* max(underflow, 1/overflow).
+*
+* The bound on x(j) is also used to determine when a step in the
+* columnwise method can be performed without fear of overflow. If
+* the computed bound is greater than a large constant, x is scaled to
+* prevent overflow, but if the bound overflows, x is set to 0, x(j) to
+* 1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
+*
+* Similarly, a row-wise scheme is used to solve A**T *x = b or
+* A**H *x = b. The basic algorithm for A upper triangular is
+*
+* for j = 1, ..., n
+* x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
+* end
+*
+* We simultaneously compute two bounds
+* G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
+* M(j) = bound on x(i), 1<=i<=j
+*
+* The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
+* add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
+* Then the bound on x(j) is
+*
+* M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
+*
+* <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
+* 1<=i<=j
+*
+* and we can safely call ZTRSV if 1/M(n) and 1/G(n) are both greater
+* than max(underflow, 1/overflow).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, HALF, ONE, TWO
+ PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0,
+ $ TWO = 2.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN, NOUNIT, UPPER
+ INTEGER I, IMAX, J, JFIRST, JINC, JLAST
+ DOUBLE PRECISION BIGNUM, GROW, REC, SMLNUM, TJJ, TMAX, TSCAL,
+ $ XBND, XJ, XMAX
+ COMPLEX*16 CSUMJ, TJJS, USCAL, ZDUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IDAMAX, IZAMAX
+ DOUBLE PRECISION DLAMCH, DZASUM
+ COMPLEX*16 ZDOTC, ZDOTU, ZLADIV
+ EXTERNAL LSAME, IDAMAX, IZAMAX, DLAMCH, DZASUM, ZDOTC,
+ $ ZDOTU, ZLADIV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, XERBLA, ZAXPY, ZDSCAL, ZTRSV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1, CABS2
+* ..
+* .. Statement Function definitions ..
+ CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
+ CABS2( ZDUM ) = ABS( DBLE( ZDUM ) / 2.D0 ) +
+ $ ABS( DIMAG( ZDUM ) / 2.D0 )
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ NOUNIT = LSAME( DIAG, 'N' )
+*
+* Test the input parameters.
+*
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+ $ LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -3
+ ELSE IF( .NOT.LSAME( NORMIN, 'Y' ) .AND. .NOT.
+ $ LSAME( NORMIN, 'N' ) ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZLATRS', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Determine machine dependent parameters to control overflow.
+*
+ SMLNUM = DLAMCH( 'Safe minimum' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SMLNUM / DLAMCH( 'Precision' )
+ BIGNUM = ONE / SMLNUM
+ SCALE = ONE
+*
+ IF( LSAME( NORMIN, 'N' ) ) THEN
+*
+* Compute the 1-norm of each column, not including the diagonal.
+*
+ IF( UPPER ) THEN
+*
+* A is upper triangular.
+*
+ DO 10 J = 1, N
+ CNORM( J ) = DZASUM( J-1, A( 1, J ), 1 )
+ 10 CONTINUE
+ ELSE
+*
+* A is lower triangular.
+*
+ DO 20 J = 1, N - 1
+ CNORM( J ) = DZASUM( N-J, A( J+1, J ), 1 )
+ 20 CONTINUE
+ CNORM( N ) = ZERO
+ END IF
+ END IF
+*
+* Scale the column norms by TSCAL if the maximum element in CNORM is
+* greater than BIGNUM/2.
+*
+ IMAX = IDAMAX( N, CNORM, 1 )
+ TMAX = CNORM( IMAX )
+ IF( TMAX.LE.BIGNUM*HALF ) THEN
+ TSCAL = ONE
+ ELSE
+ TSCAL = HALF / ( SMLNUM*TMAX )
+ CALL DSCAL( N, TSCAL, CNORM, 1 )
+ END IF
+*
+* Compute a bound on the computed solution vector to see if the
+* Level 2 BLAS routine ZTRSV can be used.
+*
+ XMAX = ZERO
+ DO 30 J = 1, N
+ XMAX = MAX( XMAX, CABS2( X( J ) ) )
+ 30 CONTINUE
+ XBND = XMAX
+*
+ IF( NOTRAN ) THEN
+*
+* Compute the growth in A * x = b.
+*
+ IF( UPPER ) THEN
+ JFIRST = N
+ JLAST = 1
+ JINC = -1
+ ELSE
+ JFIRST = 1
+ JLAST = N
+ JINC = 1
+ END IF
+*
+ IF( TSCAL.NE.ONE ) THEN
+ GROW = ZERO
+ GO TO 60
+ END IF
+*
+ IF( NOUNIT ) THEN
+*
+* A is non-unit triangular.
+*
+* Compute GROW = 1/G(j) and XBND = 1/M(j).
+* Initially, G(0) = max{x(i), i=1,...,n}.
+*
+ GROW = HALF / MAX( XBND, SMLNUM )
+ XBND = GROW
+ DO 40 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 60
+*
+ TJJS = A( J, J )
+ TJJ = CABS1( TJJS )
+*
+ IF( TJJ.GE.SMLNUM ) THEN
+*
+* M(j) = G(j-1) / abs(A(j,j))
+*
+ XBND = MIN( XBND, MIN( ONE, TJJ )*GROW )
+ ELSE
+*
+* M(j) could overflow, set XBND to 0.
+*
+ XBND = ZERO
+ END IF
+*
+ IF( TJJ+CNORM( J ).GE.SMLNUM ) THEN
+*
+* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) )
+*
+ GROW = GROW*( TJJ / ( TJJ+CNORM( J ) ) )
+ ELSE
+*
+* G(j) could overflow, set GROW to 0.
+*
+ GROW = ZERO
+ END IF
+ 40 CONTINUE
+ GROW = XBND
+ ELSE
+*
+* A is unit triangular.
+*
+* Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}.
+*
+ GROW = MIN( ONE, HALF / MAX( XBND, SMLNUM ) )
+ DO 50 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 60
+*
+* G(j) = G(j-1)*( 1 + CNORM(j) )
+*
+ GROW = GROW*( ONE / ( ONE+CNORM( J ) ) )
+ 50 CONTINUE
+ END IF
+ 60 CONTINUE
+*
+ ELSE
+*
+* Compute the growth in A**T * x = b or A**H * x = b.
+*
+ IF( UPPER ) THEN
+ JFIRST = 1
+ JLAST = N
+ JINC = 1
+ ELSE
+ JFIRST = N
+ JLAST = 1
+ JINC = -1
+ END IF
+*
+ IF( TSCAL.NE.ONE ) THEN
+ GROW = ZERO
+ GO TO 90
+ END IF
+*
+ IF( NOUNIT ) THEN
+*
+* A is non-unit triangular.
+*
+* Compute GROW = 1/G(j) and XBND = 1/M(j).
+* Initially, M(0) = max{x(i), i=1,...,n}.
+*
+ GROW = HALF / MAX( XBND, SMLNUM )
+ XBND = GROW
+ DO 70 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 90
+*
+* G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) )
+*
+ XJ = ONE + CNORM( J )
+ GROW = MIN( GROW, XBND / XJ )
+*
+ TJJS = A( J, J )
+ TJJ = CABS1( TJJS )
+*
+ IF( TJJ.GE.SMLNUM ) THEN
+*
+* M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j))
+*
+ IF( XJ.GT.TJJ )
+ $ XBND = XBND*( TJJ / XJ )
+ ELSE
+*
+* M(j) could overflow, set XBND to 0.
+*
+ XBND = ZERO
+ END IF
+ 70 CONTINUE
+ GROW = MIN( GROW, XBND )
+ ELSE
+*
+* A is unit triangular.
+*
+* Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}.
+*
+ GROW = MIN( ONE, HALF / MAX( XBND, SMLNUM ) )
+ DO 80 J = JFIRST, JLAST, JINC
+*
+* Exit the loop if the growth factor is too small.
+*
+ IF( GROW.LE.SMLNUM )
+ $ GO TO 90
+*
+* G(j) = ( 1 + CNORM(j) )*G(j-1)
+*
+ XJ = ONE + CNORM( J )
+ GROW = GROW / XJ
+ 80 CONTINUE
+ END IF
+ 90 CONTINUE
+ END IF
+*
+ IF( ( GROW*TSCAL ).GT.SMLNUM ) THEN
+*
+* Use the Level 2 BLAS solve if the reciprocal of the bound on
+* elements of X is not too small.
+*
+ CALL ZTRSV( UPLO, TRANS, DIAG, N, A, LDA, X, 1 )
+ ELSE
+*
+* Use a Level 1 BLAS solve, scaling intermediate results.
+*
+ IF( XMAX.GT.BIGNUM*HALF ) THEN
+*
+* Scale X so that its components are less than or equal to
+* BIGNUM in absolute value.
+*
+ SCALE = ( BIGNUM*HALF ) / XMAX
+ CALL ZDSCAL( N, SCALE, X, 1 )
+ XMAX = BIGNUM
+ ELSE
+ XMAX = XMAX*TWO
+ END IF
+*
+ IF( NOTRAN ) THEN
+*
+* Solve A * x = b
+*
+ DO 120 J = JFIRST, JLAST, JINC
+*
+* Compute x(j) = b(j) / A(j,j), scaling x if necessary.
+*
+ XJ = CABS1( X( J ) )
+ IF( NOUNIT ) THEN
+ TJJS = A( J, J )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ IF( TSCAL.EQ.ONE )
+ $ GO TO 110
+ END IF
+ TJJ = CABS1( TJJS )
+ IF( TJJ.GT.SMLNUM ) THEN
+*
+* abs(A(j,j)) > SMLNUM:
+*
+ IF( TJJ.LT.ONE ) THEN
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by 1/b(j).
+*
+ REC = ONE / XJ
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+ X( J ) = ZLADIV( X( J ), TJJS )
+ XJ = CABS1( X( J ) )
+ ELSE IF( TJJ.GT.ZERO ) THEN
+*
+* 0 < abs(A(j,j)) <= SMLNUM:
+*
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM
+* to avoid overflow when dividing by A(j,j).
+*
+ REC = ( TJJ*BIGNUM ) / XJ
+ IF( CNORM( J ).GT.ONE ) THEN
+*
+* Scale by 1/CNORM(j) to avoid overflow when
+* multiplying x(j) times column j.
+*
+ REC = REC / CNORM( J )
+ END IF
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ X( J ) = ZLADIV( X( J ), TJJS )
+ XJ = CABS1( X( J ) )
+ ELSE
+*
+* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and
+* scale = 0, and compute a solution to A*x = 0.
+*
+ DO 100 I = 1, N
+ X( I ) = ZERO
+ 100 CONTINUE
+ X( J ) = ONE
+ XJ = ONE
+ SCALE = ZERO
+ XMAX = ZERO
+ END IF
+ 110 CONTINUE
+*
+* Scale x if necessary to avoid overflow when adding a
+* multiple of column j of A.
+*
+ IF( XJ.GT.ONE ) THEN
+ REC = ONE / XJ
+ IF( CNORM( J ).GT.( BIGNUM-XMAX )*REC ) THEN
+*
+* Scale x by 1/(2*abs(x(j))).
+*
+ REC = REC*HALF
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ END IF
+ ELSE IF( XJ*CNORM( J ).GT.( BIGNUM-XMAX ) ) THEN
+*
+* Scale x by 1/2.
+*
+ CALL ZDSCAL( N, HALF, X, 1 )
+ SCALE = SCALE*HALF
+ END IF
+*
+ IF( UPPER ) THEN
+ IF( J.GT.1 ) THEN
+*
+* Compute the update
+* x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j)
+*
+ CALL ZAXPY( J-1, -X( J )*TSCAL, A( 1, J ), 1, X,
+ $ 1 )
+ I = IZAMAX( J-1, X, 1 )
+ XMAX = CABS1( X( I ) )
+ END IF
+ ELSE
+ IF( J.LT.N ) THEN
+*
+* Compute the update
+* x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j)
+*
+ CALL ZAXPY( N-J, -X( J )*TSCAL, A( J+1, J ), 1,
+ $ X( J+1 ), 1 )
+ I = J + IZAMAX( N-J, X( J+1 ), 1 )
+ XMAX = CABS1( X( I ) )
+ END IF
+ END IF
+ 120 CONTINUE
+*
+ ELSE IF( LSAME( TRANS, 'T' ) ) THEN
+*
+* Solve A**T * x = b
+*
+ DO 170 J = JFIRST, JLAST, JINC
+*
+* Compute x(j) = b(j) - sum A(k,j)*x(k).
+* k<>j
+*
+ XJ = CABS1( X( J ) )
+ USCAL = TSCAL
+ REC = ONE / MAX( XMAX, ONE )
+ IF( CNORM( J ).GT.( BIGNUM-XJ )*REC ) THEN
+*
+* If x(j) could overflow, scale x by 1/(2*XMAX).
+*
+ REC = REC*HALF
+ IF( NOUNIT ) THEN
+ TJJS = A( J, J )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ END IF
+ TJJ = CABS1( TJJS )
+ IF( TJJ.GT.ONE ) THEN
+*
+* Divide by A(j,j) when scaling x if A(j,j) > 1.
+*
+ REC = MIN( ONE, REC*TJJ )
+ USCAL = ZLADIV( USCAL, TJJS )
+ END IF
+ IF( REC.LT.ONE ) THEN
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+*
+ CSUMJ = ZERO
+ IF( USCAL.EQ.DCMPLX( ONE ) ) THEN
+*
+* If the scaling needed for A in the dot product is 1,
+* call ZDOTU to perform the dot product.
+*
+ IF( UPPER ) THEN
+ CSUMJ = ZDOTU( J-1, A( 1, J ), 1, X, 1 )
+ ELSE IF( J.LT.N ) THEN
+ CSUMJ = ZDOTU( N-J, A( J+1, J ), 1, X( J+1 ), 1 )
+ END IF
+ ELSE
+*
+* Otherwise, use in-line code for the dot product.
+*
+ IF( UPPER ) THEN
+ DO 130 I = 1, J - 1
+ CSUMJ = CSUMJ + ( A( I, J )*USCAL )*X( I )
+ 130 CONTINUE
+ ELSE IF( J.LT.N ) THEN
+ DO 140 I = J + 1, N
+ CSUMJ = CSUMJ + ( A( I, J )*USCAL )*X( I )
+ 140 CONTINUE
+ END IF
+ END IF
+*
+ IF( USCAL.EQ.DCMPLX( TSCAL ) ) THEN
+*
+* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j)
+* was not used to scale the dotproduct.
+*
+ X( J ) = X( J ) - CSUMJ
+ XJ = CABS1( X( J ) )
+ IF( NOUNIT ) THEN
+ TJJS = A( J, J )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ IF( TSCAL.EQ.ONE )
+ $ GO TO 160
+ END IF
+*
+* Compute x(j) = x(j) / A(j,j), scaling if necessary.
+*
+ TJJ = CABS1( TJJS )
+ IF( TJJ.GT.SMLNUM ) THEN
+*
+* abs(A(j,j)) > SMLNUM:
+*
+ IF( TJJ.LT.ONE ) THEN
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale X by 1/abs(x(j)).
+*
+ REC = ONE / XJ
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+ X( J ) = ZLADIV( X( J ), TJJS )
+ ELSE IF( TJJ.GT.ZERO ) THEN
+*
+* 0 < abs(A(j,j)) <= SMLNUM:
+*
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM.
+*
+ REC = ( TJJ*BIGNUM ) / XJ
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ X( J ) = ZLADIV( X( J ), TJJS )
+ ELSE
+*
+* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and
+* scale = 0 and compute a solution to A**T *x = 0.
+*
+ DO 150 I = 1, N
+ X( I ) = ZERO
+ 150 CONTINUE
+ X( J ) = ONE
+ SCALE = ZERO
+ XMAX = ZERO
+ END IF
+ 160 CONTINUE
+ ELSE
+*
+* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot
+* product has already been divided by 1/A(j,j).
+*
+ X( J ) = ZLADIV( X( J ), TJJS ) - CSUMJ
+ END IF
+ XMAX = MAX( XMAX, CABS1( X( J ) ) )
+ 170 CONTINUE
+*
+ ELSE
+*
+* Solve A**H * x = b
+*
+ DO 220 J = JFIRST, JLAST, JINC
+*
+* Compute x(j) = b(j) - sum A(k,j)*x(k).
+* k<>j
+*
+ XJ = CABS1( X( J ) )
+ USCAL = TSCAL
+ REC = ONE / MAX( XMAX, ONE )
+ IF( CNORM( J ).GT.( BIGNUM-XJ )*REC ) THEN
+*
+* If x(j) could overflow, scale x by 1/(2*XMAX).
+*
+ REC = REC*HALF
+ IF( NOUNIT ) THEN
+ TJJS = DCONJG( A( J, J ) )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ END IF
+ TJJ = CABS1( TJJS )
+ IF( TJJ.GT.ONE ) THEN
+*
+* Divide by A(j,j) when scaling x if A(j,j) > 1.
+*
+ REC = MIN( ONE, REC*TJJ )
+ USCAL = ZLADIV( USCAL, TJJS )
+ END IF
+ IF( REC.LT.ONE ) THEN
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+*
+ CSUMJ = ZERO
+ IF( USCAL.EQ.DCMPLX( ONE ) ) THEN
+*
+* If the scaling needed for A in the dot product is 1,
+* call ZDOTC to perform the dot product.
+*
+ IF( UPPER ) THEN
+ CSUMJ = ZDOTC( J-1, A( 1, J ), 1, X, 1 )
+ ELSE IF( J.LT.N ) THEN
+ CSUMJ = ZDOTC( N-J, A( J+1, J ), 1, X( J+1 ), 1 )
+ END IF
+ ELSE
+*
+* Otherwise, use in-line code for the dot product.
+*
+ IF( UPPER ) THEN
+ DO 180 I = 1, J - 1
+ CSUMJ = CSUMJ + ( DCONJG( A( I, J ) )*USCAL )*
+ $ X( I )
+ 180 CONTINUE
+ ELSE IF( J.LT.N ) THEN
+ DO 190 I = J + 1, N
+ CSUMJ = CSUMJ + ( DCONJG( A( I, J ) )*USCAL )*
+ $ X( I )
+ 190 CONTINUE
+ END IF
+ END IF
+*
+ IF( USCAL.EQ.DCMPLX( TSCAL ) ) THEN
+*
+* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j)
+* was not used to scale the dotproduct.
+*
+ X( J ) = X( J ) - CSUMJ
+ XJ = CABS1( X( J ) )
+ IF( NOUNIT ) THEN
+ TJJS = DCONJG( A( J, J ) )*TSCAL
+ ELSE
+ TJJS = TSCAL
+ IF( TSCAL.EQ.ONE )
+ $ GO TO 210
+ END IF
+*
+* Compute x(j) = x(j) / A(j,j), scaling if necessary.
+*
+ TJJ = CABS1( TJJS )
+ IF( TJJ.GT.SMLNUM ) THEN
+*
+* abs(A(j,j)) > SMLNUM:
+*
+ IF( TJJ.LT.ONE ) THEN
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale X by 1/abs(x(j)).
+*
+ REC = ONE / XJ
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ END IF
+ X( J ) = ZLADIV( X( J ), TJJS )
+ ELSE IF( TJJ.GT.ZERO ) THEN
+*
+* 0 < abs(A(j,j)) <= SMLNUM:
+*
+ IF( XJ.GT.TJJ*BIGNUM ) THEN
+*
+* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM.
+*
+ REC = ( TJJ*BIGNUM ) / XJ
+ CALL ZDSCAL( N, REC, X, 1 )
+ SCALE = SCALE*REC
+ XMAX = XMAX*REC
+ END IF
+ X( J ) = ZLADIV( X( J ), TJJS )
+ ELSE
+*
+* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and
+* scale = 0 and compute a solution to A**H *x = 0.
+*
+ DO 200 I = 1, N
+ X( I ) = ZERO
+ 200 CONTINUE
+ X( J ) = ONE
+ SCALE = ZERO
+ XMAX = ZERO
+ END IF
+ 210 CONTINUE
+ ELSE
+*
+* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot
+* product has already been divided by 1/A(j,j).
+*
+ X( J ) = ZLADIV( X( J ), TJJS ) - CSUMJ
+ END IF
+ XMAX = MAX( XMAX, CABS1( X( J ) ) )
+ 220 CONTINUE
+ END IF
+ SCALE = SCALE / TSCAL
+ END IF
+*
+* Scale the column norms by 1/TSCAL for return.
+*
+ IF( TSCAL.NE.ONE ) THEN
+ CALL DSCAL( N, ONE / TSCAL, CNORM, 1 )
+ END IF
+*
+ RETURN
+*
+* End of ZLATRS
+*
+ END
diff --git a/src/lib/lapack/zlatrz.f b/src/lib/lapack/zlatrz.f
new file mode 100644
index 00000000..c1c7aab3
--- /dev/null
+++ b/src/lib/lapack/zlatrz.f
@@ -0,0 +1,133 @@
+ SUBROUTINE ZLATRZ( M, N, L, A, LDA, TAU, WORK )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER L, LDA, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLATRZ factors the M-by-(M+L) complex upper trapezoidal matrix
+* [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z by means
+* of unitary transformations, where Z is an (M+L)-by-(M+L) unitary
+* matrix and, R and A1 are M-by-M upper triangular matrices.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* L (input) INTEGER
+* The number of columns of the matrix A containing the
+* meaningful part of the Householder vectors. N-M >= L >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the leading M-by-N upper trapezoidal part of the
+* array A must contain the matrix to be factorized.
+* On exit, the leading M-by-M upper triangular part of A
+* contains the upper triangular matrix R, and elements N-L+1 to
+* N of the first M rows of A, with the array TAU, represent the
+* unitary matrix Z as a product of M elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) COMPLEX*16 array, dimension (M)
+* The scalar factors of the elementary reflectors.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (M)
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* The factorization is obtained by Householder's method. The kth
+* transformation matrix, Z( k ), which is used to introduce zeros into
+* the ( m - k + 1 )th row of A, is given in the form
+*
+* Z( k ) = ( I 0 ),
+* ( 0 T( k ) )
+*
+* where
+*
+* T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ),
+* ( 0 )
+* ( z( k ) )
+*
+* tau is a scalar and z( k ) is an l element vector. tau and z( k )
+* are chosen to annihilate the elements of the kth row of A2.
+*
+* The scalar tau is returned in the kth element of TAU and the vector
+* u( k ) in the kth row of A2, such that the elements of z( k ) are
+* in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in
+* the upper triangular part of A1.
+*
+* Z is given by
+*
+* Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 ALPHA
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLACGV, ZLARFG, ZLARZ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 ) THEN
+ RETURN
+ ELSE IF( M.EQ.N ) THEN
+ DO 10 I = 1, N
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ DO 20 I = M, 1, -1
+*
+* Generate elementary reflector H(i) to annihilate
+* [ A(i,i) A(i,n-l+1:n) ]
+*
+ CALL ZLACGV( L, A( I, N-L+1 ), LDA )
+ ALPHA = DCONJG( A( I, I ) )
+ CALL ZLARFG( L+1, ALPHA, A( I, N-L+1 ), LDA, TAU( I ) )
+ TAU( I ) = DCONJG( TAU( I ) )
+*
+* Apply H(i) to A(1:i-1,i:n) from the right
+*
+ CALL ZLARZ( 'Right', I-1, N-I+1, L, A( I, N-L+1 ), LDA,
+ $ DCONJG( TAU( I ) ), A( 1, I ), LDA, WORK )
+ A( I, I ) = DCONJG( ALPHA )
+*
+ 20 CONTINUE
+*
+ RETURN
+*
+* End of ZLATRZ
+*
+ END
diff --git a/src/lib/lapack/zpotf2.f b/src/lib/lapack/zpotf2.f
new file mode 100644
index 00000000..ca9df447
--- /dev/null
+++ b/src/lib/lapack/zpotf2.f
@@ -0,0 +1,174 @@
+ SUBROUTINE ZPOTF2( UPLO, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZPOTF2 computes the Cholesky factorization of a complex Hermitian
+* positive definite matrix A.
+*
+* The factorization has the form
+* A = U' * U , if UPLO = 'U', or
+* A = L * L', if UPLO = 'L',
+* where U is an upper triangular matrix and L is lower triangular.
+*
+* This is the unblocked version of the algorithm, calling Level 2 BLAS.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* Hermitian matrix A is stored.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
+* n by n upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n by n lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, if INFO = 0, the factor U or L from the Cholesky
+* factorization A = U'*U or A = L*L'.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+* > 0: if INFO = k, the leading minor of order k is not
+* positive definite, and the factorization could not be
+* completed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+ COMPLEX*16 CONE
+ PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J
+ DOUBLE PRECISION AJJ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ COMPLEX*16 ZDOTC
+ EXTERNAL LSAME, ZDOTC
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZDSCAL, ZGEMV, ZLACGV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZPOTF2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( UPPER ) THEN
+*
+* Compute the Cholesky factorization A = U'*U.
+*
+ DO 10 J = 1, N
+*
+* Compute U(J,J) and test for non-positive-definiteness.
+*
+ AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( 1, J ), 1,
+ $ A( 1, J ), 1 )
+ IF( AJJ.LE.ZERO ) THEN
+ A( J, J ) = AJJ
+ GO TO 30
+ END IF
+ AJJ = SQRT( AJJ )
+ A( J, J ) = AJJ
+*
+* Compute elements J+1:N of row J.
+*
+ IF( J.LT.N ) THEN
+ CALL ZLACGV( J-1, A( 1, J ), 1 )
+ CALL ZGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ),
+ $ LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
+ CALL ZLACGV( J-1, A( 1, J ), 1 )
+ CALL ZDSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Compute the Cholesky factorization A = L*L'.
+*
+ DO 20 J = 1, N
+*
+* Compute L(J,J) and test for non-positive-definiteness.
+*
+ AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( J, 1 ), LDA,
+ $ A( J, 1 ), LDA )
+ IF( AJJ.LE.ZERO ) THEN
+ A( J, J ) = AJJ
+ GO TO 30
+ END IF
+ AJJ = SQRT( AJJ )
+ A( J, J ) = AJJ
+*
+* Compute elements J+1:N of column J.
+*
+ IF( J.LT.N ) THEN
+ CALL ZLACGV( J-1, A( J, 1 ), LDA )
+ CALL ZGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ),
+ $ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
+ CALL ZLACGV( J-1, A( J, 1 ), LDA )
+ CALL ZDSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
+ END IF
+ 20 CONTINUE
+ END IF
+ GO TO 40
+*
+ 30 CONTINUE
+ INFO = J
+*
+ 40 CONTINUE
+ RETURN
+*
+* End of ZPOTF2
+*
+ END
diff --git a/src/lib/lapack/zpotrf.f b/src/lib/lapack/zpotrf.f
new file mode 100644
index 00000000..86772608
--- /dev/null
+++ b/src/lib/lapack/zpotrf.f
@@ -0,0 +1,186 @@
+ SUBROUTINE ZPOTRF( UPLO, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZPOTRF computes the Cholesky factorization of a complex Hermitian
+* positive definite matrix A.
+*
+* The factorization has the form
+* A = U**H * U, if UPLO = 'U', or
+* A = L * L**H, if UPLO = 'L',
+* where U is an upper triangular matrix and L is lower triangular.
+*
+* This is the block version of the algorithm, calling Level 3 BLAS.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
+* N-by-N upper triangular part of A contains the upper
+* triangular part of the matrix A, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of A contains the lower
+* triangular part of the matrix A, and the strictly upper
+* triangular part of A is not referenced.
+*
+* On exit, if INFO = 0, the factor U or L from the Cholesky
+* factorization A = U**H*U or A = L*L**H.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the leading minor of order i is not
+* positive definite, and the factorization could not be
+* completed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ COMPLEX*16 CONE
+ PARAMETER ( ONE = 1.0D+0, CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J, JB, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEMM, ZHERK, ZPOTF2, ZTRSM
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZPOTRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'ZPOTRF', UPLO, N, -1, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.N ) THEN
+*
+* Use unblocked code.
+*
+ CALL ZPOTF2( UPLO, N, A, LDA, INFO )
+ ELSE
+*
+* Use blocked code.
+*
+ IF( UPPER ) THEN
+*
+* Compute the Cholesky factorization A = U'*U.
+*
+ DO 10 J = 1, N, NB
+*
+* Update and factorize the current diagonal block and test
+* for non-positive-definiteness.
+*
+ JB = MIN( NB, N-J+1 )
+ CALL ZHERK( 'Upper', 'Conjugate transpose', JB, J-1,
+ $ -ONE, A( 1, J ), LDA, ONE, A( J, J ), LDA )
+ CALL ZPOTF2( 'Upper', JB, A( J, J ), LDA, INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 30
+ IF( J+JB.LE.N ) THEN
+*
+* Compute the current block row.
+*
+ CALL ZGEMM( 'Conjugate transpose', 'No transpose', JB,
+ $ N-J-JB+1, J-1, -CONE, A( 1, J ), LDA,
+ $ A( 1, J+JB ), LDA, CONE, A( J, J+JB ),
+ $ LDA )
+ CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
+ $ 'Non-unit', JB, N-J-JB+1, CONE, A( J, J ),
+ $ LDA, A( J, J+JB ), LDA )
+ END IF
+ 10 CONTINUE
+*
+ ELSE
+*
+* Compute the Cholesky factorization A = L*L'.
+*
+ DO 20 J = 1, N, NB
+*
+* Update and factorize the current diagonal block and test
+* for non-positive-definiteness.
+*
+ JB = MIN( NB, N-J+1 )
+ CALL ZHERK( 'Lower', 'No transpose', JB, J-1, -ONE,
+ $ A( J, 1 ), LDA, ONE, A( J, J ), LDA )
+ CALL ZPOTF2( 'Lower', JB, A( J, J ), LDA, INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 30
+ IF( J+JB.LE.N ) THEN
+*
+* Compute the current block column.
+*
+ CALL ZGEMM( 'No transpose', 'Conjugate transpose',
+ $ N-J-JB+1, JB, J-1, -CONE, A( J+JB, 1 ),
+ $ LDA, A( J, 1 ), LDA, CONE, A( J+JB, J ),
+ $ LDA )
+ CALL ZTRSM( 'Right', 'Lower', 'Conjugate transpose',
+ $ 'Non-unit', N-J-JB+1, JB, CONE, A( J, J ),
+ $ LDA, A( J+JB, J ), LDA )
+ END IF
+ 20 CONTINUE
+ END IF
+ END IF
+ GO TO 40
+*
+ 30 CONTINUE
+ INFO = INFO + J - 1
+*
+ 40 CONTINUE
+ RETURN
+*
+* End of ZPOTRF
+*
+ END
diff --git a/src/lib/lapack/zrot.f b/src/lib/lapack/zrot.f
new file mode 100644
index 00000000..9c548e23
--- /dev/null
+++ b/src/lib/lapack/zrot.f
@@ -0,0 +1,91 @@
+ SUBROUTINE ZROT( N, CX, INCX, CY, INCY, C, S )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INCX, INCY, N
+ DOUBLE PRECISION C
+ COMPLEX*16 S
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 CX( * ), CY( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZROT applies a plane rotation, where the cos (C) is real and the
+* sin (S) is complex, and the vectors CX and CY are complex.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of elements in the vectors CX and CY.
+*
+* CX (input/output) COMPLEX*16 array, dimension (N)
+* On input, the vector X.
+* On output, CX is overwritten with C*X + S*Y.
+*
+* INCX (input) INTEGER
+* The increment between successive values of CY. INCX <> 0.
+*
+* CY (input/output) COMPLEX*16 array, dimension (N)
+* On input, the vector Y.
+* On output, CY is overwritten with -CONJG(S)*X + C*Y.
+*
+* INCY (input) INTEGER
+* The increment between successive values of CY. INCX <> 0.
+*
+* C (input) DOUBLE PRECISION
+* S (input) COMPLEX*16
+* C and S define a rotation
+* [ C S ]
+* [ -conjg(S) C ]
+* where C*C + S*CONJG(S) = 1.0.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, IX, IY
+ COMPLEX*16 STEMP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG
+* ..
+* .. Executable Statements ..
+*
+ IF( N.LE.0 )
+ $ RETURN
+ IF( INCX.EQ.1 .AND. INCY.EQ.1 )
+ $ GO TO 20
+*
+* Code for unequal increments or equal increments not equal to 1
+*
+ IX = 1
+ IY = 1
+ IF( INCX.LT.0 )
+ $ IX = ( -N+1 )*INCX + 1
+ IF( INCY.LT.0 )
+ $ IY = ( -N+1 )*INCY + 1
+ DO 10 I = 1, N
+ STEMP = C*CX( IX ) + S*CY( IY )
+ CY( IY ) = C*CY( IY ) - DCONJG( S )*CX( IX )
+ CX( IX ) = STEMP
+ IX = IX + INCX
+ IY = IY + INCY
+ 10 CONTINUE
+ RETURN
+*
+* Code for both increments equal to 1
+*
+ 20 CONTINUE
+ DO 30 I = 1, N
+ STEMP = C*CX( I ) + S*CY( I )
+ CY( I ) = C*CY( I ) - DCONJG( S )*CX( I )
+ CX( I ) = STEMP
+ 30 CONTINUE
+ RETURN
+ END
diff --git a/src/lib/lapack/zsteqr.f b/src/lib/lapack/zsteqr.f
new file mode 100644
index 00000000..a72fdd96
--- /dev/null
+++ b/src/lib/lapack/zsteqr.f
@@ -0,0 +1,503 @@
+ SUBROUTINE ZSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPZ
+ INTEGER INFO, LDZ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), E( * ), WORK( * )
+ COMPLEX*16 Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZSTEQR computes all eigenvalues and, optionally, eigenvectors of a
+* symmetric tridiagonal matrix using the implicit QL or QR method.
+* The eigenvectors of a full or band complex Hermitian matrix can also
+* be found if ZHETRD or ZHPTRD or ZHBTRD has been used to reduce this
+* matrix to tridiagonal form.
+*
+* Arguments
+* =========
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only.
+* = 'V': Compute eigenvalues and eigenvectors of the original
+* Hermitian matrix. On entry, Z must contain the
+* unitary matrix used to reduce the original matrix
+* to tridiagonal form.
+* = 'I': Compute eigenvalues and eigenvectors of the
+* tridiagonal matrix. Z is initialized to the identity
+* matrix.
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the diagonal elements of the tridiagonal matrix.
+* On exit, if INFO = 0, the eigenvalues in ascending order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N-1)
+* On entry, the (n-1) subdiagonal elements of the tridiagonal
+* matrix.
+* On exit, E has been destroyed.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ, N)
+* On entry, if COMPZ = 'V', then Z contains the unitary
+* matrix used in the reduction to tridiagonal form.
+* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
+* orthonormal eigenvectors of the original Hermitian matrix,
+* and if COMPZ = 'I', Z contains the orthonormal eigenvectors
+* of the symmetric tridiagonal matrix.
+* If COMPZ = 'N', then Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1, and if
+* eigenvectors are desired, then LDZ >= max(1,N).
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2))
+* If COMPZ = 'N', then WORK is not referenced.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: the algorithm has failed to find all the eigenvalues in
+* a total of 30*N iterations; if INFO = i, then i
+* elements of E have not converged to zero; on exit, D
+* and E contain the elements of a symmetric tridiagonal
+* matrix which is unitarily similar to the original
+* matrix.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE, TWO, THREE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
+ $ THREE = 3.0D0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
+ $ CONE = ( 1.0D0, 0.0D0 ) )
+ INTEGER MAXIT
+ PARAMETER ( MAXIT = 30 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, ICOMPZ, II, ISCALE, J, JTOT, K, L, L1, LEND,
+ $ LENDM1, LENDP1, LENDSV, LM1, LSV, M, MM, MM1,
+ $ NM1, NMAXIT
+ DOUBLE PRECISION ANORM, B, C, EPS, EPS2, F, G, P, R, RT1, RT2,
+ $ S, SAFMAX, SAFMIN, SSFMAX, SSFMIN, TST
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, DLANST, DLAPY2
+ EXTERNAL LSAME, DLAMCH, DLANST, DLAPY2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLAE2, DLAEV2, DLARTG, DLASCL, DLASRT, XERBLA,
+ $ ZLASET, ZLASR, ZSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ICOMPZ = 0
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ICOMPZ = 2
+ ELSE
+ ICOMPZ = -1
+ END IF
+ IF( ICOMPZ.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1,
+ $ N ) ) ) THEN
+ INFO = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZSTEQR', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( N.EQ.1 ) THEN
+ IF( ICOMPZ.EQ.2 )
+ $ Z( 1, 1 ) = CONE
+ RETURN
+ END IF
+*
+* Determine the unit roundoff and over/underflow thresholds.
+*
+ EPS = DLAMCH( 'E' )
+ EPS2 = EPS**2
+ SAFMIN = DLAMCH( 'S' )
+ SAFMAX = ONE / SAFMIN
+ SSFMAX = SQRT( SAFMAX ) / THREE
+ SSFMIN = SQRT( SAFMIN ) / EPS2
+*
+* Compute the eigenvalues and eigenvectors of the tridiagonal
+* matrix.
+*
+ IF( ICOMPZ.EQ.2 )
+ $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
+*
+ NMAXIT = N*MAXIT
+ JTOT = 0
+*
+* Determine where the matrix splits and choose QL or QR iteration
+* for each block, according to whether top or bottom diagonal
+* element is smaller.
+*
+ L1 = 1
+ NM1 = N - 1
+*
+ 10 CONTINUE
+ IF( L1.GT.N )
+ $ GO TO 160
+ IF( L1.GT.1 )
+ $ E( L1-1 ) = ZERO
+ IF( L1.LE.NM1 ) THEN
+ DO 20 M = L1, NM1
+ TST = ABS( E( M ) )
+ IF( TST.EQ.ZERO )
+ $ GO TO 30
+ IF( TST.LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+
+ $ 1 ) ) ) )*EPS ) THEN
+ E( M ) = ZERO
+ GO TO 30
+ END IF
+ 20 CONTINUE
+ END IF
+ M = N
+*
+ 30 CONTINUE
+ L = L1
+ LSV = L
+ LEND = M
+ LENDSV = LEND
+ L1 = M + 1
+ IF( LEND.EQ.L )
+ $ GO TO 10
+*
+* Scale submatrix in rows and columns L to LEND
+*
+ ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) )
+ ISCALE = 0
+ IF( ANORM.EQ.ZERO )
+ $ GO TO 10
+ IF( ANORM.GT.SSFMAX ) THEN
+ ISCALE = 1
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N,
+ $ INFO )
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N,
+ $ INFO )
+ ELSE IF( ANORM.LT.SSFMIN ) THEN
+ ISCALE = 2
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N,
+ $ INFO )
+ CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N,
+ $ INFO )
+ END IF
+*
+* Choose between QL and QR iteration
+*
+ IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN
+ LEND = LSV
+ L = LENDSV
+ END IF
+*
+ IF( LEND.GT.L ) THEN
+*
+* QL Iteration
+*
+* Look for small subdiagonal element.
+*
+ 40 CONTINUE
+ IF( L.NE.LEND ) THEN
+ LENDM1 = LEND - 1
+ DO 50 M = L, LENDM1
+ TST = ABS( E( M ) )**2
+ IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M+1 ) )+
+ $ SAFMIN )GO TO 60
+ 50 CONTINUE
+ END IF
+*
+ M = LEND
+*
+ 60 CONTINUE
+ IF( M.LT.LEND )
+ $ E( M ) = ZERO
+ P = D( L )
+ IF( M.EQ.L )
+ $ GO TO 80
+*
+* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
+* to compute its eigensystem.
+*
+ IF( M.EQ.L+1 ) THEN
+ IF( ICOMPZ.GT.0 ) THEN
+ CALL DLAEV2( D( L ), E( L ), D( L+1 ), RT1, RT2, C, S )
+ WORK( L ) = C
+ WORK( N-1+L ) = S
+ CALL ZLASR( 'R', 'V', 'B', N, 2, WORK( L ),
+ $ WORK( N-1+L ), Z( 1, L ), LDZ )
+ ELSE
+ CALL DLAE2( D( L ), E( L ), D( L+1 ), RT1, RT2 )
+ END IF
+ D( L ) = RT1
+ D( L+1 ) = RT2
+ E( L ) = ZERO
+ L = L + 2
+ IF( L.LE.LEND )
+ $ GO TO 40
+ GO TO 140
+ END IF
+*
+ IF( JTOT.EQ.NMAXIT )
+ $ GO TO 140
+ JTOT = JTOT + 1
+*
+* Form shift.
+*
+ G = ( D( L+1 )-P ) / ( TWO*E( L ) )
+ R = DLAPY2( G, ONE )
+ G = D( M ) - P + ( E( L ) / ( G+SIGN( R, G ) ) )
+*
+ S = ONE
+ C = ONE
+ P = ZERO
+*
+* Inner loop
+*
+ MM1 = M - 1
+ DO 70 I = MM1, L, -1
+ F = S*E( I )
+ B = C*E( I )
+ CALL DLARTG( G, F, C, S, R )
+ IF( I.NE.M-1 )
+ $ E( I+1 ) = R
+ G = D( I+1 ) - P
+ R = ( D( I )-G )*S + TWO*C*B
+ P = S*R
+ D( I+1 ) = G + P
+ G = C*R - B
+*
+* If eigenvectors are desired, then save rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ WORK( I ) = C
+ WORK( N-1+I ) = -S
+ END IF
+*
+ 70 CONTINUE
+*
+* If eigenvectors are desired, then apply saved rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ MM = M - L + 1
+ CALL ZLASR( 'R', 'V', 'B', N, MM, WORK( L ), WORK( N-1+L ),
+ $ Z( 1, L ), LDZ )
+ END IF
+*
+ D( L ) = D( L ) - P
+ E( L ) = G
+ GO TO 40
+*
+* Eigenvalue found.
+*
+ 80 CONTINUE
+ D( L ) = P
+*
+ L = L + 1
+ IF( L.LE.LEND )
+ $ GO TO 40
+ GO TO 140
+*
+ ELSE
+*
+* QR Iteration
+*
+* Look for small superdiagonal element.
+*
+ 90 CONTINUE
+ IF( L.NE.LEND ) THEN
+ LENDP1 = LEND + 1
+ DO 100 M = L, LENDP1, -1
+ TST = ABS( E( M-1 ) )**2
+ IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M-1 ) )+
+ $ SAFMIN )GO TO 110
+ 100 CONTINUE
+ END IF
+*
+ M = LEND
+*
+ 110 CONTINUE
+ IF( M.GT.LEND )
+ $ E( M-1 ) = ZERO
+ P = D( L )
+ IF( M.EQ.L )
+ $ GO TO 130
+*
+* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
+* to compute its eigensystem.
+*
+ IF( M.EQ.L-1 ) THEN
+ IF( ICOMPZ.GT.0 ) THEN
+ CALL DLAEV2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2, C, S )
+ WORK( M ) = C
+ WORK( N-1+M ) = S
+ CALL ZLASR( 'R', 'V', 'F', N, 2, WORK( M ),
+ $ WORK( N-1+M ), Z( 1, L-1 ), LDZ )
+ ELSE
+ CALL DLAE2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2 )
+ END IF
+ D( L-1 ) = RT1
+ D( L ) = RT2
+ E( L-1 ) = ZERO
+ L = L - 2
+ IF( L.GE.LEND )
+ $ GO TO 90
+ GO TO 140
+ END IF
+*
+ IF( JTOT.EQ.NMAXIT )
+ $ GO TO 140
+ JTOT = JTOT + 1
+*
+* Form shift.
+*
+ G = ( D( L-1 )-P ) / ( TWO*E( L-1 ) )
+ R = DLAPY2( G, ONE )
+ G = D( M ) - P + ( E( L-1 ) / ( G+SIGN( R, G ) ) )
+*
+ S = ONE
+ C = ONE
+ P = ZERO
+*
+* Inner loop
+*
+ LM1 = L - 1
+ DO 120 I = M, LM1
+ F = S*E( I )
+ B = C*E( I )
+ CALL DLARTG( G, F, C, S, R )
+ IF( I.NE.M )
+ $ E( I-1 ) = R
+ G = D( I ) - P
+ R = ( D( I+1 )-G )*S + TWO*C*B
+ P = S*R
+ D( I ) = G + P
+ G = C*R - B
+*
+* If eigenvectors are desired, then save rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ WORK( I ) = C
+ WORK( N-1+I ) = S
+ END IF
+*
+ 120 CONTINUE
+*
+* If eigenvectors are desired, then apply saved rotations.
+*
+ IF( ICOMPZ.GT.0 ) THEN
+ MM = L - M + 1
+ CALL ZLASR( 'R', 'V', 'F', N, MM, WORK( M ), WORK( N-1+M ),
+ $ Z( 1, M ), LDZ )
+ END IF
+*
+ D( L ) = D( L ) - P
+ E( LM1 ) = G
+ GO TO 90
+*
+* Eigenvalue found.
+*
+ 130 CONTINUE
+ D( L ) = P
+*
+ L = L - 1
+ IF( L.GE.LEND )
+ $ GO TO 90
+ GO TO 140
+*
+ END IF
+*
+* Undo scaling if necessary
+*
+ 140 CONTINUE
+ IF( ISCALE.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1,
+ $ D( LSV ), N, INFO )
+ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV, 1, E( LSV ),
+ $ N, INFO )
+ ELSE IF( ISCALE.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1,
+ $ D( LSV ), N, INFO )
+ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV, 1, E( LSV ),
+ $ N, INFO )
+ END IF
+*
+* Check for no convergence to an eigenvalue after a total
+* of N*MAXIT iterations.
+*
+ IF( JTOT.EQ.NMAXIT ) THEN
+ DO 150 I = 1, N - 1
+ IF( E( I ).NE.ZERO )
+ $ INFO = INFO + 1
+ 150 CONTINUE
+ RETURN
+ END IF
+ GO TO 10
+*
+* Order eigenvalues and eigenvectors.
+*
+ 160 CONTINUE
+ IF( ICOMPZ.EQ.0 ) THEN
+*
+* Use Quick Sort
+*
+ CALL DLASRT( 'I', N, D, INFO )
+*
+ ELSE
+*
+* Use Selection Sort to minimize swaps of eigenvectors
+*
+ DO 180 II = 2, N
+ I = II - 1
+ K = I
+ P = D( I )
+ DO 170 J = II, N
+ IF( D( J ).LT.P ) THEN
+ K = J
+ P = D( J )
+ END IF
+ 170 CONTINUE
+ IF( K.NE.I ) THEN
+ D( K ) = D( I )
+ D( I ) = P
+ CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
+ END IF
+ 180 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZSTEQR
+*
+ END
diff --git a/src/lib/lapack/ztgevc.f b/src/lib/lapack/ztgevc.f
new file mode 100644
index 00000000..b8da962d
--- /dev/null
+++ b/src/lib/lapack/ztgevc.f
@@ -0,0 +1,633 @@
+ SUBROUTINE ZTGEVC( SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL,
+ $ LDVL, VR, LDVR, MM, M, WORK, RWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER HOWMNY, SIDE
+ INTEGER INFO, LDP, LDS, LDVL, LDVR, M, MM, N
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 P( LDP, * ), S( LDS, * ), VL( LDVL, * ),
+ $ VR( LDVR, * ), WORK( * )
+* ..
+*
+*
+* Purpose
+* =======
+*
+* ZTGEVC computes some or all of the right and/or left eigenvectors of
+* a pair of complex matrices (S,P), where S and P are upper triangular.
+* Matrix pairs of this type are produced by the generalized Schur
+* factorization of a complex matrix pair (A,B):
+*
+* A = Q*S*Z**H, B = Q*P*Z**H
+*
+* as computed by ZGGHRD + ZHGEQZ.
+*
+* The right eigenvector x and the left eigenvector y of (S,P)
+* corresponding to an eigenvalue w are defined by:
+*
+* S*x = w*P*x, (y**H)*S = w*(y**H)*P,
+*
+* where y**H denotes the conjugate tranpose of y.
+* The eigenvalues are not input to this routine, but are computed
+* directly from the diagonal elements of S and P.
+*
+* This routine returns the matrices X and/or Y of right and left
+* eigenvectors of (S,P), or the products Z*X and/or Q*Y,
+* where Z and Q are input matrices.
+* If Q and Z are the unitary factors from the generalized Schur
+* factorization of a matrix pair (A,B), then Z*X and Q*Y
+* are the matrices of right and left eigenvectors of (A,B).
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'R': compute right eigenvectors only;
+* = 'L': compute left eigenvectors only;
+* = 'B': compute both right and left eigenvectors.
+*
+* HOWMNY (input) CHARACTER*1
+* = 'A': compute all right and/or left eigenvectors;
+* = 'B': compute all right and/or left eigenvectors,
+* backtransformed by the matrices in VR and/or VL;
+* = 'S': compute selected right and/or left eigenvectors,
+* specified by the logical array SELECT.
+*
+* SELECT (input) LOGICAL array, dimension (N)
+* If HOWMNY='S', SELECT specifies the eigenvectors to be
+* computed. The eigenvector corresponding to the j-th
+* eigenvalue is computed if SELECT(j) = .TRUE..
+* Not referenced if HOWMNY = 'A' or 'B'.
+*
+* N (input) INTEGER
+* The order of the matrices S and P. N >= 0.
+*
+* S (input) COMPLEX*16 array, dimension (LDS,N)
+* The upper triangular matrix S from a generalized Schur
+* factorization, as computed by ZHGEQZ.
+*
+* LDS (input) INTEGER
+* The leading dimension of array S. LDS >= max(1,N).
+*
+* P (input) COMPLEX*16 array, dimension (LDP,N)
+* The upper triangular matrix P from a generalized Schur
+* factorization, as computed by ZHGEQZ. P must have real
+* diagonal elements.
+*
+* LDP (input) INTEGER
+* The leading dimension of array P. LDP >= max(1,N).
+*
+* VL (input/output) COMPLEX*16 array, dimension (LDVL,MM)
+* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
+* contain an N-by-N matrix Q (usually the unitary matrix Q
+* of left Schur vectors returned by ZHGEQZ).
+* On exit, if SIDE = 'L' or 'B', VL contains:
+* if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P);
+* if HOWMNY = 'B', the matrix Q*Y;
+* if HOWMNY = 'S', the left eigenvectors of (S,P) specified by
+* SELECT, stored consecutively in the columns of
+* VL, in the same order as their eigenvalues.
+* Not referenced if SIDE = 'R'.
+*
+* LDVL (input) INTEGER
+* The leading dimension of array VL. LDVL >= 1, and if
+* SIDE = 'L' or 'l' or 'B' or 'b', LDVL >= N.
+*
+* VR (input/output) COMPLEX*16 array, dimension (LDVR,MM)
+* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
+* contain an N-by-N matrix Q (usually the unitary matrix Z
+* of right Schur vectors returned by ZHGEQZ).
+* On exit, if SIDE = 'R' or 'B', VR contains:
+* if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P);
+* if HOWMNY = 'B', the matrix Z*X;
+* if HOWMNY = 'S', the right eigenvectors of (S,P) specified by
+* SELECT, stored consecutively in the columns of
+* VR, in the same order as their eigenvalues.
+* Not referenced if SIDE = 'L'.
+*
+* LDVR (input) INTEGER
+* The leading dimension of the array VR. LDVR >= 1, and if
+* SIDE = 'R' or 'B', LDVR >= N.
+*
+* MM (input) INTEGER
+* The number of columns in the arrays VL and/or VR. MM >= M.
+*
+* M (output) INTEGER
+* The number of columns in the arrays VL and/or VR actually
+* used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
+* is set to N. Each selected eigenvector occupies one column.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (2*N)
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL COMPL, COMPR, ILALL, ILBACK, ILBBAD, ILCOMP,
+ $ LSA, LSB
+ INTEGER I, IBEG, IEIG, IEND, IHWMNY, IM, ISIDE, ISRC,
+ $ J, JE, JR
+ DOUBLE PRECISION ACOEFA, ACOEFF, ANORM, ASCALE, BCOEFA, BIG,
+ $ BIGNUM, BNORM, BSCALE, DMIN, SAFMIN, SBETA,
+ $ SCALE, SMALL, TEMP, ULP, XMAX
+ COMPLEX*16 BCOEFF, CA, CB, D, SALPHA, SUM, SUMA, SUMB, X
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH
+ COMPLEX*16 ZLADIV
+ EXTERNAL LSAME, DLAMCH, ZLADIV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZGEMV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION ABS1
+* ..
+* .. Statement Function definitions ..
+ ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
+* ..
+* .. Executable Statements ..
+*
+* Decode and Test the input parameters
+*
+ IF( LSAME( HOWMNY, 'A' ) ) THEN
+ IHWMNY = 1
+ ILALL = .TRUE.
+ ILBACK = .FALSE.
+ ELSE IF( LSAME( HOWMNY, 'S' ) ) THEN
+ IHWMNY = 2
+ ILALL = .FALSE.
+ ILBACK = .FALSE.
+ ELSE IF( LSAME( HOWMNY, 'B' ) ) THEN
+ IHWMNY = 3
+ ILALL = .TRUE.
+ ILBACK = .TRUE.
+ ELSE
+ IHWMNY = -1
+ END IF
+*
+ IF( LSAME( SIDE, 'R' ) ) THEN
+ ISIDE = 1
+ COMPL = .FALSE.
+ COMPR = .TRUE.
+ ELSE IF( LSAME( SIDE, 'L' ) ) THEN
+ ISIDE = 2
+ COMPL = .TRUE.
+ COMPR = .FALSE.
+ ELSE IF( LSAME( SIDE, 'B' ) ) THEN
+ ISIDE = 3
+ COMPL = .TRUE.
+ COMPR = .TRUE.
+ ELSE
+ ISIDE = -1
+ END IF
+*
+ INFO = 0
+ IF( ISIDE.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( IHWMNY.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDS.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDP.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGEVC', -INFO )
+ RETURN
+ END IF
+*
+* Count the number of eigenvectors
+*
+ IF( .NOT.ILALL ) THEN
+ IM = 0
+ DO 10 J = 1, N
+ IF( SELECT( J ) )
+ $ IM = IM + 1
+ 10 CONTINUE
+ ELSE
+ IM = N
+ END IF
+*
+* Check diagonal of B
+*
+ ILBBAD = .FALSE.
+ DO 20 J = 1, N
+ IF( DIMAG( P( J, J ) ).NE.ZERO )
+ $ ILBBAD = .TRUE.
+ 20 CONTINUE
+*
+ IF( ILBBAD ) THEN
+ INFO = -7
+ ELSE IF( COMPL .AND. LDVL.LT.N .OR. LDVL.LT.1 ) THEN
+ INFO = -10
+ ELSE IF( COMPR .AND. LDVR.LT.N .OR. LDVR.LT.1 ) THEN
+ INFO = -12
+ ELSE IF( MM.LT.IM ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGEVC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ M = IM
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Machine Constants
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ BIG = ONE / SAFMIN
+ CALL DLABAD( SAFMIN, BIG )
+ ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
+ SMALL = SAFMIN*N / ULP
+ BIG = ONE / SMALL
+ BIGNUM = ONE / ( SAFMIN*N )
+*
+* Compute the 1-norm of each column of the strictly upper triangular
+* part of A and B to check for possible overflow in the triangular
+* solver.
+*
+ ANORM = ABS1( S( 1, 1 ) )
+ BNORM = ABS1( P( 1, 1 ) )
+ RWORK( 1 ) = ZERO
+ RWORK( N+1 ) = ZERO
+ DO 40 J = 2, N
+ RWORK( J ) = ZERO
+ RWORK( N+J ) = ZERO
+ DO 30 I = 1, J - 1
+ RWORK( J ) = RWORK( J ) + ABS1( S( I, J ) )
+ RWORK( N+J ) = RWORK( N+J ) + ABS1( P( I, J ) )
+ 30 CONTINUE
+ ANORM = MAX( ANORM, RWORK( J )+ABS1( S( J, J ) ) )
+ BNORM = MAX( BNORM, RWORK( N+J )+ABS1( P( J, J ) ) )
+ 40 CONTINUE
+*
+ ASCALE = ONE / MAX( ANORM, SAFMIN )
+ BSCALE = ONE / MAX( BNORM, SAFMIN )
+*
+* Left eigenvectors
+*
+ IF( COMPL ) THEN
+ IEIG = 0
+*
+* Main loop over eigenvalues
+*
+ DO 140 JE = 1, N
+ IF( ILALL ) THEN
+ ILCOMP = .TRUE.
+ ELSE
+ ILCOMP = SELECT( JE )
+ END IF
+ IF( ILCOMP ) THEN
+ IEIG = IEIG + 1
+*
+ IF( ABS1( S( JE, JE ) ).LE.SAFMIN .AND.
+ $ ABS( DBLE( P( JE, JE ) ) ).LE.SAFMIN ) THEN
+*
+* Singular matrix pencil -- return unit eigenvector
+*
+ DO 50 JR = 1, N
+ VL( JR, IEIG ) = CZERO
+ 50 CONTINUE
+ VL( IEIG, IEIG ) = CONE
+ GO TO 140
+ END IF
+*
+* Non-singular eigenvalue:
+* Compute coefficients a and b in
+* H
+* y ( a A - b B ) = 0
+*
+ TEMP = ONE / MAX( ABS1( S( JE, JE ) )*ASCALE,
+ $ ABS( DBLE( P( JE, JE ) ) )*BSCALE, SAFMIN )
+ SALPHA = ( TEMP*S( JE, JE ) )*ASCALE
+ SBETA = ( TEMP*DBLE( P( JE, JE ) ) )*BSCALE
+ ACOEFF = SBETA*ASCALE
+ BCOEFF = SALPHA*BSCALE
+*
+* Scale to avoid underflow
+*
+ LSA = ABS( SBETA ).GE.SAFMIN .AND. ABS( ACOEFF ).LT.SMALL
+ LSB = ABS1( SALPHA ).GE.SAFMIN .AND. ABS1( BCOEFF ).LT.
+ $ SMALL
+*
+ SCALE = ONE
+ IF( LSA )
+ $ SCALE = ( SMALL / ABS( SBETA ) )*MIN( ANORM, BIG )
+ IF( LSB )
+ $ SCALE = MAX( SCALE, ( SMALL / ABS1( SALPHA ) )*
+ $ MIN( BNORM, BIG ) )
+ IF( LSA .OR. LSB ) THEN
+ SCALE = MIN( SCALE, ONE /
+ $ ( SAFMIN*MAX( ONE, ABS( ACOEFF ),
+ $ ABS1( BCOEFF ) ) ) )
+ IF( LSA ) THEN
+ ACOEFF = ASCALE*( SCALE*SBETA )
+ ELSE
+ ACOEFF = SCALE*ACOEFF
+ END IF
+ IF( LSB ) THEN
+ BCOEFF = BSCALE*( SCALE*SALPHA )
+ ELSE
+ BCOEFF = SCALE*BCOEFF
+ END IF
+ END IF
+*
+ ACOEFA = ABS( ACOEFF )
+ BCOEFA = ABS1( BCOEFF )
+ XMAX = ONE
+ DO 60 JR = 1, N
+ WORK( JR ) = CZERO
+ 60 CONTINUE
+ WORK( JE ) = CONE
+ DMIN = MAX( ULP*ACOEFA*ANORM, ULP*BCOEFA*BNORM, SAFMIN )
+*
+* H
+* Triangular solve of (a A - b B) y = 0
+*
+* H
+* (rowwise in (a A - b B) , or columnwise in a A - b B)
+*
+ DO 100 J = JE + 1, N
+*
+* Compute
+* j-1
+* SUM = sum conjg( a*S(k,j) - b*P(k,j) )*x(k)
+* k=je
+* (Scale if necessary)
+*
+ TEMP = ONE / XMAX
+ IF( ACOEFA*RWORK( J )+BCOEFA*RWORK( N+J ).GT.BIGNUM*
+ $ TEMP ) THEN
+ DO 70 JR = JE, J - 1
+ WORK( JR ) = TEMP*WORK( JR )
+ 70 CONTINUE
+ XMAX = ONE
+ END IF
+ SUMA = CZERO
+ SUMB = CZERO
+*
+ DO 80 JR = JE, J - 1
+ SUMA = SUMA + DCONJG( S( JR, J ) )*WORK( JR )
+ SUMB = SUMB + DCONJG( P( JR, J ) )*WORK( JR )
+ 80 CONTINUE
+ SUM = ACOEFF*SUMA - DCONJG( BCOEFF )*SUMB
+*
+* Form x(j) = - SUM / conjg( a*S(j,j) - b*P(j,j) )
+*
+* with scaling and perturbation of the denominator
+*
+ D = DCONJG( ACOEFF*S( J, J )-BCOEFF*P( J, J ) )
+ IF( ABS1( D ).LE.DMIN )
+ $ D = DCMPLX( DMIN )
+*
+ IF( ABS1( D ).LT.ONE ) THEN
+ IF( ABS1( SUM ).GE.BIGNUM*ABS1( D ) ) THEN
+ TEMP = ONE / ABS1( SUM )
+ DO 90 JR = JE, J - 1
+ WORK( JR ) = TEMP*WORK( JR )
+ 90 CONTINUE
+ XMAX = TEMP*XMAX
+ SUM = TEMP*SUM
+ END IF
+ END IF
+ WORK( J ) = ZLADIV( -SUM, D )
+ XMAX = MAX( XMAX, ABS1( WORK( J ) ) )
+ 100 CONTINUE
+*
+* Back transform eigenvector if HOWMNY='B'.
+*
+ IF( ILBACK ) THEN
+ CALL ZGEMV( 'N', N, N+1-JE, CONE, VL( 1, JE ), LDVL,
+ $ WORK( JE ), 1, CZERO, WORK( N+1 ), 1 )
+ ISRC = 2
+ IBEG = 1
+ ELSE
+ ISRC = 1
+ IBEG = JE
+ END IF
+*
+* Copy and scale eigenvector into column of VL
+*
+ XMAX = ZERO
+ DO 110 JR = IBEG, N
+ XMAX = MAX( XMAX, ABS1( WORK( ( ISRC-1 )*N+JR ) ) )
+ 110 CONTINUE
+*
+ IF( XMAX.GT.SAFMIN ) THEN
+ TEMP = ONE / XMAX
+ DO 120 JR = IBEG, N
+ VL( JR, IEIG ) = TEMP*WORK( ( ISRC-1 )*N+JR )
+ 120 CONTINUE
+ ELSE
+ IBEG = N + 1
+ END IF
+*
+ DO 130 JR = 1, IBEG - 1
+ VL( JR, IEIG ) = CZERO
+ 130 CONTINUE
+*
+ END IF
+ 140 CONTINUE
+ END IF
+*
+* Right eigenvectors
+*
+ IF( COMPR ) THEN
+ IEIG = IM + 1
+*
+* Main loop over eigenvalues
+*
+ DO 250 JE = N, 1, -1
+ IF( ILALL ) THEN
+ ILCOMP = .TRUE.
+ ELSE
+ ILCOMP = SELECT( JE )
+ END IF
+ IF( ILCOMP ) THEN
+ IEIG = IEIG - 1
+*
+ IF( ABS1( S( JE, JE ) ).LE.SAFMIN .AND.
+ $ ABS( DBLE( P( JE, JE ) ) ).LE.SAFMIN ) THEN
+*
+* Singular matrix pencil -- return unit eigenvector
+*
+ DO 150 JR = 1, N
+ VR( JR, IEIG ) = CZERO
+ 150 CONTINUE
+ VR( IEIG, IEIG ) = CONE
+ GO TO 250
+ END IF
+*
+* Non-singular eigenvalue:
+* Compute coefficients a and b in
+*
+* ( a A - b B ) x = 0
+*
+ TEMP = ONE / MAX( ABS1( S( JE, JE ) )*ASCALE,
+ $ ABS( DBLE( P( JE, JE ) ) )*BSCALE, SAFMIN )
+ SALPHA = ( TEMP*S( JE, JE ) )*ASCALE
+ SBETA = ( TEMP*DBLE( P( JE, JE ) ) )*BSCALE
+ ACOEFF = SBETA*ASCALE
+ BCOEFF = SALPHA*BSCALE
+*
+* Scale to avoid underflow
+*
+ LSA = ABS( SBETA ).GE.SAFMIN .AND. ABS( ACOEFF ).LT.SMALL
+ LSB = ABS1( SALPHA ).GE.SAFMIN .AND. ABS1( BCOEFF ).LT.
+ $ SMALL
+*
+ SCALE = ONE
+ IF( LSA )
+ $ SCALE = ( SMALL / ABS( SBETA ) )*MIN( ANORM, BIG )
+ IF( LSB )
+ $ SCALE = MAX( SCALE, ( SMALL / ABS1( SALPHA ) )*
+ $ MIN( BNORM, BIG ) )
+ IF( LSA .OR. LSB ) THEN
+ SCALE = MIN( SCALE, ONE /
+ $ ( SAFMIN*MAX( ONE, ABS( ACOEFF ),
+ $ ABS1( BCOEFF ) ) ) )
+ IF( LSA ) THEN
+ ACOEFF = ASCALE*( SCALE*SBETA )
+ ELSE
+ ACOEFF = SCALE*ACOEFF
+ END IF
+ IF( LSB ) THEN
+ BCOEFF = BSCALE*( SCALE*SALPHA )
+ ELSE
+ BCOEFF = SCALE*BCOEFF
+ END IF
+ END IF
+*
+ ACOEFA = ABS( ACOEFF )
+ BCOEFA = ABS1( BCOEFF )
+ XMAX = ONE
+ DO 160 JR = 1, N
+ WORK( JR ) = CZERO
+ 160 CONTINUE
+ WORK( JE ) = CONE
+ DMIN = MAX( ULP*ACOEFA*ANORM, ULP*BCOEFA*BNORM, SAFMIN )
+*
+* Triangular solve of (a A - b B) x = 0 (columnwise)
+*
+* WORK(1:j-1) contains sums w,
+* WORK(j+1:JE) contains x
+*
+ DO 170 JR = 1, JE - 1
+ WORK( JR ) = ACOEFF*S( JR, JE ) - BCOEFF*P( JR, JE )
+ 170 CONTINUE
+ WORK( JE ) = CONE
+*
+ DO 210 J = JE - 1, 1, -1
+*
+* Form x(j) := - w(j) / d
+* with scaling and perturbation of the denominator
+*
+ D = ACOEFF*S( J, J ) - BCOEFF*P( J, J )
+ IF( ABS1( D ).LE.DMIN )
+ $ D = DCMPLX( DMIN )
+*
+ IF( ABS1( D ).LT.ONE ) THEN
+ IF( ABS1( WORK( J ) ).GE.BIGNUM*ABS1( D ) ) THEN
+ TEMP = ONE / ABS1( WORK( J ) )
+ DO 180 JR = 1, JE
+ WORK( JR ) = TEMP*WORK( JR )
+ 180 CONTINUE
+ END IF
+ END IF
+*
+ WORK( J ) = ZLADIV( -WORK( J ), D )
+*
+ IF( J.GT.1 ) THEN
+*
+* w = w + x(j)*(a S(*,j) - b P(*,j) ) with scaling
+*
+ IF( ABS1( WORK( J ) ).GT.ONE ) THEN
+ TEMP = ONE / ABS1( WORK( J ) )
+ IF( ACOEFA*RWORK( J )+BCOEFA*RWORK( N+J ).GE.
+ $ BIGNUM*TEMP ) THEN
+ DO 190 JR = 1, JE
+ WORK( JR ) = TEMP*WORK( JR )
+ 190 CONTINUE
+ END IF
+ END IF
+*
+ CA = ACOEFF*WORK( J )
+ CB = BCOEFF*WORK( J )
+ DO 200 JR = 1, J - 1
+ WORK( JR ) = WORK( JR ) + CA*S( JR, J ) -
+ $ CB*P( JR, J )
+ 200 CONTINUE
+ END IF
+ 210 CONTINUE
+*
+* Back transform eigenvector if HOWMNY='B'.
+*
+ IF( ILBACK ) THEN
+ CALL ZGEMV( 'N', N, JE, CONE, VR, LDVR, WORK, 1,
+ $ CZERO, WORK( N+1 ), 1 )
+ ISRC = 2
+ IEND = N
+ ELSE
+ ISRC = 1
+ IEND = JE
+ END IF
+*
+* Copy and scale eigenvector into column of VR
+*
+ XMAX = ZERO
+ DO 220 JR = 1, IEND
+ XMAX = MAX( XMAX, ABS1( WORK( ( ISRC-1 )*N+JR ) ) )
+ 220 CONTINUE
+*
+ IF( XMAX.GT.SAFMIN ) THEN
+ TEMP = ONE / XMAX
+ DO 230 JR = 1, IEND
+ VR( JR, IEIG ) = TEMP*WORK( ( ISRC-1 )*N+JR )
+ 230 CONTINUE
+ ELSE
+ IEND = 0
+ END IF
+*
+ DO 240 JR = IEND + 1, N
+ VR( JR, IEIG ) = CZERO
+ 240 CONTINUE
+*
+ END IF
+ 250 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZTGEVC
+*
+ END
diff --git a/src/lib/lapack/ztgex2.f b/src/lib/lapack/ztgex2.f
new file mode 100644
index 00000000..a0c42aad
--- /dev/null
+++ b/src/lib/lapack/ztgex2.f
@@ -0,0 +1,265 @@
+ SUBROUTINE ZTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, J1, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ, WANTZ
+ INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
+* in an upper triangular matrix pair (A, B) by an unitary equivalence
+* transformation.
+*
+* (A, B) must be in generalized Schur canonical form, that is, A and
+* B are both upper triangular.
+*
+* Optionally, the matrices Q and Z of generalized Schur vectors are
+* updated.
+*
+* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
+* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
+*
+*
+* Arguments
+* =========
+*
+* WANTQ (input) LOGICAL
+* .TRUE. : update the left transformation matrix Q;
+* .FALSE.: do not update Q.
+*
+* WANTZ (input) LOGICAL
+* .TRUE. : update the right transformation matrix Z;
+* .FALSE.: do not update Z.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) COMPLEX*16 arrays, dimensions (LDA,N)
+* On entry, the matrix A in the pair (A, B).
+* On exit, the updated matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) COMPLEX*16 arrays, dimensions (LDB,N)
+* On entry, the matrix B in the pair (A, B).
+* On exit, the updated matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* Q (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
+* the updated matrix Q.
+* Not referenced if WANTQ = .FALSE..
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1;
+* If WANTQ = .TRUE., LDQ >= N.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
+* the updated matrix Z.
+* Not referenced if WANTZ = .FALSE..
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1;
+* If WANTZ = .TRUE., LDZ >= N.
+*
+* J1 (input) INTEGER
+* The index to the first block (A11, B11).
+*
+* INFO (output) INTEGER
+* =0: Successful exit.
+* =1: The transformed matrix pair (A, B) would be too far
+* from generalized Schur form; the problem is ill-
+* conditioned.
+*
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* In the current code both weak and strong stability tests are
+* performed. The user can omit the strong stability test by changing
+* the internal logical parameter WANDS to .FALSE.. See ref. [2] for
+* details.
+*
+* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
+* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
+* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
+* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
+*
+* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
+* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
+* Estimation: Theory, Algorithms and Software, Report UMINF-94.04,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, 1994. Also as LAPACK Working Note 87. To appear in
+* Numerical Algorithms, 1996.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+ DOUBLE PRECISION TEN
+ PARAMETER ( TEN = 10.0D+0 )
+ INTEGER LDST
+ PARAMETER ( LDST = 2 )
+ LOGICAL WANDS
+ PARAMETER ( WANDS = .TRUE. )
+* ..
+* .. Local Scalars ..
+ LOGICAL DTRONG, WEAK
+ INTEGER I, M
+ DOUBLE PRECISION CQ, CZ, EPS, SA, SB, SCALE, SMLNUM, SS, SUM,
+ $ THRESH, WS
+ COMPLEX*16 CDUM, F, G, SQ, SZ
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 S( LDST, LDST ), T( LDST, LDST ), WORK( 8 )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZLACPY, ZLARTG, ZLASSQ, ZROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCONJG, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+ M = LDST
+ WEAK = .FALSE.
+ DTRONG = .FALSE.
+*
+* Make a local copy of selected block in (A, B)
+*
+ CALL ZLACPY( 'Full', M, M, A( J1, J1 ), LDA, S, LDST )
+ CALL ZLACPY( 'Full', M, M, B( J1, J1 ), LDB, T, LDST )
+*
+* Compute the threshold for testing the acceptance of swapping.
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ SCALE = DBLE( CZERO )
+ SUM = DBLE( CONE )
+ CALL ZLACPY( 'Full', M, M, S, LDST, WORK, M )
+ CALL ZLACPY( 'Full', M, M, T, LDST, WORK( M*M+1 ), M )
+ CALL ZLASSQ( 2*M*M, WORK, 1, SCALE, SUM )
+ SA = SCALE*SQRT( SUM )
+ THRESH = MAX( TEN*EPS*SA, SMLNUM )
+*
+* Compute unitary QL and RQ that swap 1-by-1 and 1-by-1 blocks
+* using Givens rotations and perform the swap tentatively.
+*
+ F = S( 2, 2 )*T( 1, 1 ) - T( 2, 2 )*S( 1, 1 )
+ G = S( 2, 2 )*T( 1, 2 ) - T( 2, 2 )*S( 1, 2 )
+ SA = ABS( S( 2, 2 ) )
+ SB = ABS( T( 2, 2 ) )
+ CALL ZLARTG( G, F, CZ, SZ, CDUM )
+ SZ = -SZ
+ CALL ZROT( 2, S( 1, 1 ), 1, S( 1, 2 ), 1, CZ, DCONJG( SZ ) )
+ CALL ZROT( 2, T( 1, 1 ), 1, T( 1, 2 ), 1, CZ, DCONJG( SZ ) )
+ IF( SA.GE.SB ) THEN
+ CALL ZLARTG( S( 1, 1 ), S( 2, 1 ), CQ, SQ, CDUM )
+ ELSE
+ CALL ZLARTG( T( 1, 1 ), T( 2, 1 ), CQ, SQ, CDUM )
+ END IF
+ CALL ZROT( 2, S( 1, 1 ), LDST, S( 2, 1 ), LDST, CQ, SQ )
+ CALL ZROT( 2, T( 1, 1 ), LDST, T( 2, 1 ), LDST, CQ, SQ )
+*
+* Weak stability test: |S21| + |T21| <= O(EPS F-norm((S, T)))
+*
+ WS = ABS( S( 2, 1 ) ) + ABS( T( 2, 1 ) )
+ WEAK = WS.LE.THRESH
+ IF( .NOT.WEAK )
+ $ GO TO 20
+*
+ IF( WANDS ) THEN
+*
+* Strong stability test:
+* F-norm((A-QL'*S*QR, B-QL'*T*QR)) <= O(EPS*F-norm((A, B)))
+*
+ CALL ZLACPY( 'Full', M, M, S, LDST, WORK, M )
+ CALL ZLACPY( 'Full', M, M, T, LDST, WORK( M*M+1 ), M )
+ CALL ZROT( 2, WORK, 1, WORK( 3 ), 1, CZ, -DCONJG( SZ ) )
+ CALL ZROT( 2, WORK( 5 ), 1, WORK( 7 ), 1, CZ, -DCONJG( SZ ) )
+ CALL ZROT( 2, WORK, 2, WORK( 2 ), 2, CQ, -SQ )
+ CALL ZROT( 2, WORK( 5 ), 2, WORK( 6 ), 2, CQ, -SQ )
+ DO 10 I = 1, 2
+ WORK( I ) = WORK( I ) - A( J1+I-1, J1 )
+ WORK( I+2 ) = WORK( I+2 ) - A( J1+I-1, J1+1 )
+ WORK( I+4 ) = WORK( I+4 ) - B( J1+I-1, J1 )
+ WORK( I+6 ) = WORK( I+6 ) - B( J1+I-1, J1+1 )
+ 10 CONTINUE
+ SCALE = DBLE( CZERO )
+ SUM = DBLE( CONE )
+ CALL ZLASSQ( 2*M*M, WORK, 1, SCALE, SUM )
+ SS = SCALE*SQRT( SUM )
+ DTRONG = SS.LE.THRESH
+ IF( .NOT.DTRONG )
+ $ GO TO 20
+ END IF
+*
+* If the swap is accepted ("weakly" and "strongly"), apply the
+* equivalence transformations to the original matrix pair (A,B)
+*
+ CALL ZROT( J1+1, A( 1, J1 ), 1, A( 1, J1+1 ), 1, CZ,
+ $ DCONJG( SZ ) )
+ CALL ZROT( J1+1, B( 1, J1 ), 1, B( 1, J1+1 ), 1, CZ,
+ $ DCONJG( SZ ) )
+ CALL ZROT( N-J1+1, A( J1, J1 ), LDA, A( J1+1, J1 ), LDA, CQ, SQ )
+ CALL ZROT( N-J1+1, B( J1, J1 ), LDB, B( J1+1, J1 ), LDB, CQ, SQ )
+*
+* Set N1 by N2 (2,1) blocks to 0
+*
+ A( J1+1, J1 ) = CZERO
+ B( J1+1, J1 ) = CZERO
+*
+* Accumulate transformations into Q and Z if requested.
+*
+ IF( WANTZ )
+ $ CALL ZROT( N, Z( 1, J1 ), 1, Z( 1, J1+1 ), 1, CZ,
+ $ DCONJG( SZ ) )
+ IF( WANTQ )
+ $ CALL ZROT( N, Q( 1, J1 ), 1, Q( 1, J1+1 ), 1, CQ,
+ $ DCONJG( SQ ) )
+*
+* Exit with INFO = 0 if swap was successfully performed.
+*
+ RETURN
+*
+* Exit with INFO = 1 if swap was rejected.
+*
+ 20 CONTINUE
+ INFO = 1
+ RETURN
+*
+* End of ZTGEX2
+*
+ END
diff --git a/src/lib/lapack/ztgexc.f b/src/lib/lapack/ztgexc.f
new file mode 100644
index 00000000..0f57939c
--- /dev/null
+++ b/src/lib/lapack/ztgexc.f
@@ -0,0 +1,206 @@
+ SUBROUTINE ZTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, IFST, ILST, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ, WANTZ
+ INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
+ $ Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTGEXC reorders the generalized Schur decomposition of a complex
+* matrix pair (A,B), using an unitary equivalence transformation
+* (A, B) := Q * (A, B) * Z', so that the diagonal block of (A, B) with
+* row index IFST is moved to row ILST.
+*
+* (A, B) must be in generalized Schur canonical form, that is, A and
+* B are both upper triangular.
+*
+* Optionally, the matrices Q and Z of generalized Schur vectors are
+* updated.
+*
+* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
+* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
+*
+* Arguments
+* =========
+*
+* WANTQ (input) LOGICAL
+* .TRUE. : update the left transformation matrix Q;
+* .FALSE.: do not update Q.
+*
+* WANTZ (input) LOGICAL
+* .TRUE. : update the right transformation matrix Z;
+* .FALSE.: do not update Z.
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the upper triangular matrix A in the pair (A, B).
+* On exit, the updated matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) COMPLEX*16 array, dimension (LDB,N)
+* On entry, the upper triangular matrix B in the pair (A, B).
+* On exit, the updated matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* Q (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* On entry, if WANTQ = .TRUE., the unitary matrix Q.
+* On exit, the updated matrix Q.
+* If WANTQ = .FALSE., Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1;
+* If WANTQ = .TRUE., LDQ >= N.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* On entry, if WANTZ = .TRUE., the unitary matrix Z.
+* On exit, the updated matrix Z.
+* If WANTZ = .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1;
+* If WANTZ = .TRUE., LDZ >= N.
+*
+* IFST (input) INTEGER
+* ILST (input/output) INTEGER
+* Specify the reordering of the diagonal blocks of (A, B).
+* The block with row index IFST is moved to row ILST, by a
+* sequence of swapping between adjacent blocks.
+*
+* INFO (output) INTEGER
+* =0: Successful exit.
+* <0: if INFO = -i, the i-th argument had an illegal value.
+* =1: The transformed matrix pair (A, B) would be too far
+* from generalized Schur form; the problem is ill-
+* conditioned. (A, B) may have been partially reordered,
+* and ILST points to the first row of the current
+* position of the block being moved.
+*
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
+* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
+* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
+* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
+*
+* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
+* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
+* Estimation: Theory, Algorithms and Software, Report
+* UMINF - 94.04, Department of Computing Science, Umea University,
+* S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
+* To appear in Numerical Algorithms, 1996.
+*
+* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
+* for Solving the Generalized Sylvester Equation and Estimating the
+* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, December 1993, Revised April 1994, Also as LAPACK working
+* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
+* 1996.
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER HERE
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZTGEX2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input arguments.
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. ( LDQ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -9
+ ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. ( LDZ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -11
+ ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
+ INFO = -12
+ ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGEXC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+ IF( IFST.EQ.ILST )
+ $ RETURN
+*
+ IF( IFST.LT.ILST ) THEN
+*
+ HERE = IFST
+*
+ 10 CONTINUE
+*
+* Swap with next one below
+*
+ CALL ZTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ,
+ $ HERE, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE + 1
+ IF( HERE.LT.ILST )
+ $ GO TO 10
+ HERE = HERE - 1
+ ELSE
+ HERE = IFST - 1
+*
+ 20 CONTINUE
+*
+* Swap with next one above
+*
+ CALL ZTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ,
+ $ HERE, INFO )
+ IF( INFO.NE.0 ) THEN
+ ILST = HERE
+ RETURN
+ END IF
+ HERE = HERE - 1
+ IF( HERE.GE.ILST )
+ $ GO TO 20
+ HERE = HERE + 1
+ END IF
+ ILST = HERE
+ RETURN
+*
+* End of ZTGEXC
+*
+ END
diff --git a/src/lib/lapack/ztgsen.f b/src/lib/lapack/ztgsen.f
new file mode 100644
index 00000000..71ee4cd0
--- /dev/null
+++ b/src/lib/lapack/ztgsen.f
@@ -0,0 +1,652 @@
+ SUBROUTINE ZTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB,
+ $ ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF,
+ $ WORK, LWORK, IWORK, LIWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTQ, WANTZ
+ INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
+ $ M, N
+ DOUBLE PRECISION PL, PR
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ INTEGER IWORK( * )
+ DOUBLE PRECISION DIF( * )
+ COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
+ $ BETA( * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTGSEN reorders the generalized Schur decomposition of a complex
+* matrix pair (A, B) (in terms of an unitary equivalence trans-
+* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
+* appears in the leading diagonal blocks of the pair (A,B). The leading
+* columns of Q and Z form unitary bases of the corresponding left and
+* right eigenspaces (deflating subspaces). (A, B) must be in
+* generalized Schur canonical form, that is, A and B are both upper
+* triangular.
+*
+* ZTGSEN also computes the generalized eigenvalues
+*
+* w(j)= ALPHA(j) / BETA(j)
+*
+* of the reordered matrix pair (A, B).
+*
+* Optionally, the routine computes estimates of reciprocal condition
+* numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
+* (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
+* between the matrix pairs (A11, B11) and (A22,B22) that correspond to
+* the selected cluster and the eigenvalues outside the cluster, resp.,
+* and norms of "projections" onto left and right eigenspaces w.r.t.
+* the selected cluster in the (1,1)-block.
+*
+*
+* Arguments
+* =========
+*
+* IJOB (input) integer
+* Specifies whether condition numbers are required for the
+* cluster of eigenvalues (PL and PR) or the deflating subspaces
+* (Difu and Difl):
+* =0: Only reorder w.r.t. SELECT. No extras.
+* =1: Reciprocal of norms of "projections" onto left and right
+* eigenspaces w.r.t. the selected cluster (PL and PR).
+* =2: Upper bounds on Difu and Difl. F-norm-based estimate
+* (DIF(1:2)).
+* =3: Estimate of Difu and Difl. 1-norm-based estimate
+* (DIF(1:2)).
+* About 5 times as expensive as IJOB = 2.
+* =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
+* version to get it all.
+* =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
+*
+* WANTQ (input) LOGICAL
+* .TRUE. : update the left transformation matrix Q;
+* .FALSE.: do not update Q.
+*
+* WANTZ (input) LOGICAL
+* .TRUE. : update the right transformation matrix Z;
+* .FALSE.: do not update Z.
+*
+* SELECT (input) LOGICAL array, dimension (N)
+* SELECT specifies the eigenvalues in the selected cluster. To
+* select an eigenvalue w(j), SELECT(j) must be set to
+* .TRUE..
+*
+* N (input) INTEGER
+* The order of the matrices A and B. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension(LDA,N)
+* On entry, the upper triangular matrix A, in generalized
+* Schur canonical form.
+* On exit, A is overwritten by the reordered matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* B (input/output) COMPLEX*16 array, dimension(LDB,N)
+* On entry, the upper triangular matrix B, in generalized
+* Schur canonical form.
+* On exit, B is overwritten by the reordered matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* ALPHA (output) COMPLEX*16 array, dimension (N)
+* BETA (output) COMPLEX*16 array, dimension (N)
+* The diagonal elements of A and B, respectively,
+* when the pair (A,B) has been reduced to generalized Schur
+* form. ALPHA(i)/BETA(i) i=1,...,N are the generalized
+* eigenvalues.
+*
+* Q (input/output) COMPLEX*16 array, dimension (LDQ,N)
+* On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
+* On exit, Q has been postmultiplied by the left unitary
+* transformation matrix which reorder (A, B); The leading M
+* columns of Q form orthonormal bases for the specified pair of
+* left eigenspaces (deflating subspaces).
+* If WANTQ = .FALSE., Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= 1.
+* If WANTQ = .TRUE., LDQ >= N.
+*
+* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
+* On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
+* On exit, Z has been postmultiplied by the left unitary
+* transformation matrix which reorder (A, B); The leading M
+* columns of Z form orthonormal bases for the specified pair of
+* left eigenspaces (deflating subspaces).
+* If WANTZ = .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1.
+* If WANTZ = .TRUE., LDZ >= N.
+*
+* M (output) INTEGER
+* The dimension of the specified pair of left and right
+* eigenspaces, (deflating subspaces) 0 <= M <= N.
+*
+* PL (output) DOUBLE PRECISION
+* PR (output) DOUBLE PRECISION
+* If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
+* reciprocal of the norm of "projections" onto left and right
+* eigenspace with respect to the selected cluster.
+* 0 < PL, PR <= 1.
+* If M = 0 or M = N, PL = PR = 1.
+* If IJOB = 0, 2 or 3 PL, PR are not referenced.
+*
+* DIF (output) DOUBLE PRECISION array, dimension (2).
+* If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
+* If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
+* Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
+* estimates of Difu and Difl, computed using reversed
+* communication with ZLACN2.
+* If M = 0 or N, DIF(1:2) = F-norm([A, B]).
+* If IJOB = 0 or 1, DIF is not referenced.
+*
+* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
+* IF IJOB = 0, WORK is not referenced. Otherwise,
+* on exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK >= 1
+* If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M)
+* If IJOB = 3 or 5, LWORK >= 4*M*(N-M)
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
+* IF IJOB = 0, IWORK is not referenced. Otherwise,
+* on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
+*
+* LIWORK (input) INTEGER
+* The dimension of the array IWORK. LIWORK >= 1.
+* If IJOB = 1, 2 or 4, LIWORK >= N+2;
+* If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*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 (A, B) failed because the transformed
+* matrix pair (A, B) would be too far from generalized
+* Schur form; the problem is very ill-conditioned.
+* (A, B) may have been partially reordered.
+* If requested, 0 is returned in DIF(*), PL and PR.
+*
+*
+* Further Details
+* ===============
+*
+* ZTGSEN first collects the selected eigenvalues by computing unitary
+* U and W that move them to the top left corner of (A, B). In other
+* words, the selected eigenvalues are the eigenvalues of (A11, B11) in
+*
+* U'*(A, B)*W = (A11 A12) (B11 B12) n1
+* ( 0 A22),( 0 B22) n2
+* n1 n2 n1 n2
+*
+* where N = n1+n2 and U' means the conjugate transpose of U. The first
+* n1 columns of U and W span the specified pair of left and right
+* eigenspaces (deflating subspaces) of (A, B).
+*
+* If (A, B) has been obtained from the generalized real Schur
+* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
+* reordered generalized Schur form of (C, D) is given by
+*
+* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
+*
+* and the first n1 columns of Q*U and Z*W span the corresponding
+* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
+*
+* Note that if the selected eigenvalue is sufficiently ill-conditioned,
+* then its value may differ significantly from its value before
+* reordering.
+*
+* The reciprocal condition numbers of the left and right eigenspaces
+* spanned by the first n1 columns of U and W (or Q*U and Z*W) may
+* be returned in DIF(1:2), corresponding to Difu and Difl, resp.
+*
+* The Difu and Difl are defined as:
+*
+* Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
+* and
+* Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
+*
+* where sigma-min(Zu) is the smallest singular value of the
+* (2*n1*n2)-by-(2*n1*n2) matrix
+*
+* Zu = [ kron(In2, A11) -kron(A22', In1) ]
+* [ kron(In2, B11) -kron(B22', In1) ].
+*
+* Here, Inx is the identity matrix of size nx and A22' is the
+* transpose of A22. kron(X, Y) is the Kronecker product between
+* the matrices X and Y.
+*
+* When DIF(2) is small, small changes in (A, B) can cause large changes
+* in the deflating subspace. An approximate (asymptotic) bound on the
+* maximum angular error in the computed deflating subspaces is
+*
+* EPS * norm((A, B)) / DIF(2),
+*
+* where EPS is the machine precision.
+*
+* The reciprocal norm of the projectors on the left and right
+* eigenspaces associated with (A11, B11) may be returned in PL and PR.
+* They are computed as follows. First we compute L and R so that
+* P*(A, B)*Q is block diagonal, where
+*
+* P = ( I -L ) n1 Q = ( I R ) n1
+* ( 0 I ) n2 and ( 0 I ) n2
+* n1 n2 n1 n2
+*
+* and (L, R) is the solution to the generalized Sylvester equation
+*
+* A11*R - L*A22 = -A12
+* B11*R - L*B22 = -B12
+*
+* Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
+* An approximate (asymptotic) bound on the average absolute error of
+* the selected eigenvalues is
+*
+* EPS * norm((A, B)) / PL.
+*
+* There are also global error bounds which valid for perturbations up
+* to a certain restriction: A lower bound (x) on the smallest
+* F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
+* coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
+* (i.e. (A + E, B + F), is
+*
+* x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
+*
+* An approximate bound on x can be computed from DIF(1:2), PL and PR.
+*
+* If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
+* (L', R') and unperturbed (L, R) left and right deflating subspaces
+* associated with the selected cluster in the (1,1)-blocks can be
+* bounded as
+*
+* max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
+* max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
+*
+* See LAPACK User's Guide section 4.11 or the following references
+* for more information.
+*
+* Note that if the default method for computing the Frobenius-norm-
+* based estimate DIF is not wanted (see ZLATDF), then the parameter
+* IDIFJB (see below) should be changed from 3 to 4 (routine ZLATDF
+* (IJOB = 2 will be used)). See ZTGSYL for more details.
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* References
+* ==========
+*
+* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
+* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
+* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
+* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
+*
+* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
+* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
+* Estimation: Theory, Algorithms and Software, Report
+* UMINF - 94.04, Department of Computing Science, Umea University,
+* S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
+* To appear in Numerical Algorithms, 1996.
+*
+* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
+* for Solving the Generalized Sylvester Equation and Estimating the
+* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, December 1993, Revised April 1994, Also as LAPACK working
+* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
+* 1996.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER IDIFJB
+ PARAMETER ( IDIFJB = 3 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, SWAP, WANTD, WANTD1, WANTD2, WANTP
+ INTEGER I, IERR, IJB, K, KASE, KS, LIWMIN, LWMIN, MN2,
+ $ N1, N2
+ DOUBLE PRECISION DSCALE, DSUM, RDSCAL, SAFMIN
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACN2, ZLACPY, ZLASSQ, ZSCAL, ZTGEXC,
+ $ ZTGSYL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DCMPLX, DCONJG, MAX, SQRT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
+*
+ IF( IJOB.LT.0 .OR. IJOB.GT.5 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -13
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -15
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGSEN', -INFO )
+ RETURN
+ END IF
+*
+ IERR = 0
+*
+ WANTP = IJOB.EQ.1 .OR. IJOB.GE.4
+ WANTD1 = IJOB.EQ.2 .OR. IJOB.EQ.4
+ WANTD2 = IJOB.EQ.3 .OR. IJOB.EQ.5
+ WANTD = WANTD1 .OR. WANTD2
+*
+* Set M to the dimension of the specified pair of deflating
+* subspaces.
+*
+ M = 0
+ DO 10 K = 1, N
+ ALPHA( K ) = A( K, K )
+ BETA( K ) = B( K, K )
+ IF( K.LT.N ) THEN
+ IF( SELECT( K ) )
+ $ M = M + 1
+ ELSE
+ IF( SELECT( N ) )
+ $ M = M + 1
+ END IF
+ 10 CONTINUE
+*
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
+ LWMIN = MAX( 1, 2*M*( N-M ) )
+ LIWMIN = MAX( 1, N+2 )
+ ELSE IF( IJOB.EQ.3 .OR. IJOB.EQ.5 ) THEN
+ LWMIN = MAX( 1, 4*M*( N-M ) )
+ LIWMIN = MAX( 1, 2*M*( N-M ), N+2 )
+ ELSE
+ LWMIN = 1
+ LIWMIN = 1
+ END IF
+*
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -21
+ ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -23
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGSEN', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( M.EQ.N .OR. M.EQ.0 ) THEN
+ IF( WANTP ) THEN
+ PL = ONE
+ PR = ONE
+ END IF
+ IF( WANTD ) THEN
+ DSCALE = ZERO
+ DSUM = ONE
+ DO 20 I = 1, N
+ CALL ZLASSQ( N, A( 1, I ), 1, DSCALE, DSUM )
+ CALL ZLASSQ( N, B( 1, I ), 1, DSCALE, DSUM )
+ 20 CONTINUE
+ DIF( 1 ) = DSCALE*SQRT( DSUM )
+ DIF( 2 ) = DIF( 1 )
+ END IF
+ GO TO 70
+ END IF
+*
+* Get machine constant
+*
+ SAFMIN = DLAMCH( 'S' )
+*
+* Collect the selected blocks at the top-left corner of (A, B).
+*
+ KS = 0
+ DO 30 K = 1, N
+ SWAP = SELECT( K )
+ IF( SWAP ) THEN
+ KS = KS + 1
+*
+* Swap the K-th block to position KS. Compute unitary Q
+* and Z that will swap adjacent diagonal blocks in (A, B).
+*
+ IF( K.NE.KS )
+ $ CALL ZTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
+ $ LDZ, K, KS, IERR )
+*
+ IF( IERR.GT.0 ) THEN
+*
+* Swap is rejected: exit.
+*
+ INFO = 1
+ IF( WANTP ) THEN
+ PL = ZERO
+ PR = ZERO
+ END IF
+ IF( WANTD ) THEN
+ DIF( 1 ) = ZERO
+ DIF( 2 ) = ZERO
+ END IF
+ GO TO 70
+ END IF
+ END IF
+ 30 CONTINUE
+ IF( WANTP ) THEN
+*
+* Solve generalized Sylvester equation for R and L:
+* A11 * R - L * A22 = A12
+* B11 * R - L * B22 = B12
+*
+ N1 = M
+ N2 = N - M
+ I = N1 + 1
+ CALL ZLACPY( 'Full', N1, N2, A( 1, I ), LDA, WORK, N1 )
+ CALL ZLACPY( 'Full', N1, N2, B( 1, I ), LDB, WORK( N1*N2+1 ),
+ $ N1 )
+ IJB = 0
+ CALL ZTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
+ $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ), N1,
+ $ DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
+ $ LWORK-2*N1*N2, IWORK, IERR )
+*
+* Estimate the reciprocal of norms of "projections" onto
+* left and right eigenspaces
+*
+ RDSCAL = ZERO
+ DSUM = ONE
+ CALL ZLASSQ( N1*N2, WORK, 1, RDSCAL, DSUM )
+ PL = RDSCAL*SQRT( DSUM )
+ IF( PL.EQ.ZERO ) THEN
+ PL = ONE
+ ELSE
+ PL = DSCALE / ( SQRT( DSCALE*DSCALE / PL+PL )*SQRT( PL ) )
+ END IF
+ RDSCAL = ZERO
+ DSUM = ONE
+ CALL ZLASSQ( N1*N2, WORK( N1*N2+1 ), 1, RDSCAL, DSUM )
+ PR = RDSCAL*SQRT( DSUM )
+ IF( PR.EQ.ZERO ) THEN
+ PR = ONE
+ ELSE
+ PR = DSCALE / ( SQRT( DSCALE*DSCALE / PR+PR )*SQRT( PR ) )
+ END IF
+ END IF
+ IF( WANTD ) THEN
+*
+* Compute estimates Difu and Difl.
+*
+ IF( WANTD1 ) THEN
+ N1 = M
+ N2 = N - M
+ I = N1 + 1
+ IJB = IDIFJB
+*
+* Frobenius norm-based Difu estimate.
+*
+ CALL ZTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA, WORK,
+ $ N1, B, LDB, B( I, I ), LDB, WORK( N1*N2+1 ),
+ $ N1, DSCALE, DIF( 1 ), WORK( N1*N2*2+1 ),
+ $ LWORK-2*N1*N2, IWORK, IERR )
+*
+* Frobenius norm-based Difl estimate.
+*
+ CALL ZTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA, WORK,
+ $ N2, B( I, I ), LDB, B, LDB, WORK( N1*N2+1 ),
+ $ N2, DSCALE, DIF( 2 ), WORK( N1*N2*2+1 ),
+ $ LWORK-2*N1*N2, IWORK, IERR )
+ ELSE
+*
+* Compute 1-norm-based estimates of Difu and Difl using
+* reversed communication with ZLACN2. In each step a
+* generalized Sylvester equation or a transposed variant
+* is solved.
+*
+ KASE = 0
+ N1 = M
+ N2 = N - M
+ I = N1 + 1
+ IJB = 0
+ MN2 = 2*N1*N2
+*
+* 1-norm-based estimate of Difu.
+*
+ 40 CONTINUE
+ CALL ZLACN2( MN2, WORK( MN2+1 ), WORK, DIF( 1 ), KASE,
+ $ ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve generalized Sylvester equation
+*
+ CALL ZTGSYL( 'N', IJB, N1, N2, A, LDA, A( I, I ), LDA,
+ $ WORK, N1, B, LDB, B( I, I ), LDB,
+ $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
+ $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ ELSE
+*
+* Solve the transposed variant.
+*
+ CALL ZTGSYL( 'C', IJB, N1, N2, A, LDA, A( I, I ), LDA,
+ $ WORK, N1, B, LDB, B( I, I ), LDB,
+ $ WORK( N1*N2+1 ), N1, DSCALE, DIF( 1 ),
+ $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ END IF
+ GO TO 40
+ END IF
+ DIF( 1 ) = DSCALE / DIF( 1 )
+*
+* 1-norm-based estimate of Difl.
+*
+ 50 CONTINUE
+ CALL ZLACN2( MN2, WORK( MN2+1 ), WORK, DIF( 2 ), KASE,
+ $ ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve generalized Sylvester equation
+*
+ CALL ZTGSYL( 'N', IJB, N2, N1, A( I, I ), LDA, A, LDA,
+ $ WORK, N2, B( I, I ), LDB, B, LDB,
+ $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
+ $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ ELSE
+*
+* Solve the transposed variant.
+*
+ CALL ZTGSYL( 'C', IJB, N2, N1, A( I, I ), LDA, A, LDA,
+ $ WORK, N2, B, LDB, B( I, I ), LDB,
+ $ WORK( N1*N2+1 ), N2, DSCALE, DIF( 2 ),
+ $ WORK( N1*N2*2+1 ), LWORK-2*N1*N2, IWORK,
+ $ IERR )
+ END IF
+ GO TO 50
+ END IF
+ DIF( 2 ) = DSCALE / DIF( 2 )
+ END IF
+ END IF
+*
+* If B(K,K) is complex, make it real and positive (normalization
+* of the generalized Schur form) and Store the generalized
+* eigenvalues of reordered pair (A, B)
+*
+ DO 60 K = 1, N
+ DSCALE = ABS( B( K, K ) )
+ IF( DSCALE.GT.SAFMIN ) THEN
+ WORK( 1 ) = DCONJG( B( K, K ) / DSCALE )
+ WORK( 2 ) = B( K, K ) / DSCALE
+ B( K, K ) = DSCALE
+ CALL ZSCAL( N-K, WORK( 1 ), B( K, K+1 ), LDB )
+ CALL ZSCAL( N-K+1, WORK( 1 ), A( K, K ), LDA )
+ IF( WANTQ )
+ $ CALL ZSCAL( N, WORK( 2 ), Q( 1, K ), 1 )
+ ELSE
+ B( K, K ) = DCMPLX( ZERO, ZERO )
+ END IF
+*
+ ALPHA( K ) = A( K, K )
+ BETA( K ) = B( K, K )
+*
+ 60 CONTINUE
+*
+ 70 CONTINUE
+*
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ RETURN
+*
+* End of ZTGSEN
+*
+ END
diff --git a/src/lib/lapack/ztgsy2.f b/src/lib/lapack/ztgsy2.f
new file mode 100644
index 00000000..82ec5eb1
--- /dev/null
+++ b/src/lib/lapack/ztgsy2.f
@@ -0,0 +1,361 @@
+ SUBROUTINE ZTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL,
+ $ INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N
+ DOUBLE PRECISION RDSCAL, RDSUM, SCALE
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), C( LDC, * ),
+ $ D( LDD, * ), E( LDE, * ), F( LDF, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTGSY2 solves the generalized Sylvester equation
+*
+* A * R - L * B = scale * C (1)
+* D * R - L * E = scale * F
+*
+* using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices,
+* (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
+* N-by-N and M-by-N, respectively. A, B, D and E are upper triangular
+* (i.e., (A,D) and (B,E) in generalized Schur form).
+*
+* The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
+* scaling factor chosen to avoid overflow.
+*
+* In matrix notation solving equation (1) corresponds to solve
+* Zx = scale * b, where Z is defined as
+*
+* Z = [ kron(In, A) -kron(B', Im) ] (2)
+* [ kron(In, D) -kron(E', Im) ],
+*
+* Ik is the identity matrix of size k and X' is the transpose of X.
+* kron(X, Y) is the Kronecker product between the matrices X and Y.
+*
+* If TRANS = 'C', y in the conjugate transposed system Z'y = scale*b
+* is solved for, which is equivalent to solve for R and L in
+*
+* A' * R + D' * L = scale * C (3)
+* R * B' + L * E' = scale * -F
+*
+* This case is used to compute an estimate of Dif[(A, D), (B, E)] =
+* = sigma_min(Z) using reverse communicaton with ZLACON.
+*
+* ZTGSY2 also (IJOB >= 1) contributes to the computation in ZTGSYL
+* of an upper bound on the separation between to matrix pairs. Then
+* the input (A, D), (B, E) are sub-pencils of two matrix pairs in
+* ZTGSYL.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* = 'N', solve the generalized Sylvester equation (1).
+* = 'T': solve the 'transposed' system (3).
+*
+* IJOB (input) INTEGER
+* Specifies what kind of functionality to be performed.
+* =0: solve (1) only.
+* =1: A contribution from this subsystem to a Frobenius
+* norm-based estimate of the separation between two matrix
+* pairs is computed. (look ahead strategy is used).
+* =2: A contribution from this subsystem to a Frobenius
+* norm-based estimate of the separation between two matrix
+* pairs is computed. (DGECON on sub-systems is used.)
+* Not referenced if TRANS = 'T'.
+*
+* M (input) INTEGER
+* On entry, M specifies the order of A and D, and the row
+* dimension of C, F, R and L.
+*
+* N (input) INTEGER
+* On entry, N specifies the order of B and E, and the column
+* dimension of C, F, R and L.
+*
+* A (input) COMPLEX*16 array, dimension (LDA, M)
+* On entry, A contains an upper triangular matrix.
+*
+* LDA (input) INTEGER
+* The leading dimension of the matrix A. LDA >= max(1, M).
+*
+* B (input) COMPLEX*16 array, dimension (LDB, N)
+* On entry, B contains an upper triangular matrix.
+*
+* LDB (input) INTEGER
+* The leading dimension of the matrix B. LDB >= max(1, N).
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC, N)
+* On entry, C contains the right-hand-side of the first matrix
+* equation in (1).
+* On exit, if IJOB = 0, C has been overwritten by the solution
+* R.
+*
+* LDC (input) INTEGER
+* The leading dimension of the matrix C. LDC >= max(1, M).
+*
+* D (input) COMPLEX*16 array, dimension (LDD, M)
+* On entry, D contains an upper triangular matrix.
+*
+* LDD (input) INTEGER
+* The leading dimension of the matrix D. LDD >= max(1, M).
+*
+* E (input) COMPLEX*16 array, dimension (LDE, N)
+* On entry, E contains an upper triangular matrix.
+*
+* LDE (input) INTEGER
+* The leading dimension of the matrix E. LDE >= max(1, N).
+*
+* F (input/output) COMPLEX*16 array, dimension (LDF, N)
+* On entry, F contains the right-hand-side of the second matrix
+* equation in (1).
+* On exit, if IJOB = 0, F has been overwritten by the solution
+* L.
+*
+* LDF (input) INTEGER
+* The leading dimension of the matrix F. LDF >= max(1, M).
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
+* R and L (C and F on entry) will hold the solutions to a
+* slightly perturbed system but the input matrices A, B, D and
+* E have not been changed. If SCALE = 0, R and L will hold the
+* solutions to the homogeneous system with C = F = 0.
+* Normally, SCALE = 1.
+*
+* RDSUM (input/output) DOUBLE PRECISION
+* On entry, the sum of squares of computed contributions to
+* the Dif-estimate under computation by ZTGSYL, where the
+* scaling factor RDSCAL (see below) has been factored out.
+* On exit, the corresponding sum of squares updated with the
+* contributions from the current sub-system.
+* If TRANS = 'T' RDSUM is not touched.
+* NOTE: RDSUM only makes sense when ZTGSY2 is called by
+* ZTGSYL.
+*
+* RDSCAL (input/output) DOUBLE PRECISION
+* On entry, scaling factor used to prevent overflow in RDSUM.
+* On exit, RDSCAL is updated w.r.t. the current contributions
+* in RDSUM.
+* If TRANS = 'T', RDSCAL is not touched.
+* NOTE: RDSCAL only makes sense when ZTGSY2 is called by
+* ZTGSYL.
+*
+* INFO (output) INTEGER
+* On exit, if INFO is set to
+* =0: Successful exit
+* <0: If INFO = -i, input argument number i is illegal.
+* >0: The matrix pairs (A, D) and (B, E) have common or very
+* close eigenvalues.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ INTEGER LDZ
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, LDZ = 2 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRAN
+ INTEGER I, IERR, J, K
+ DOUBLE PRECISION SCALOC
+ COMPLEX*16 ALPHA
+* ..
+* .. Local Arrays ..
+ INTEGER IPIV( LDZ ), JPIV( LDZ )
+ COMPLEX*16 RHS( LDZ ), Z( LDZ, LDZ )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZAXPY, ZGESC2, ZGETC2, ZLATDF, ZSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCMPLX, DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input parameters
+*
+ INFO = 0
+ IERR = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( NOTRAN ) THEN
+ IF( ( IJOB.LT.0 ) .OR. ( IJOB.GT.2 ) ) THEN
+ INFO = -2
+ END IF
+ END IF
+ IF( INFO.EQ.0 ) THEN
+ IF( M.LE.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LE.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
+ INFO = -12
+ ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
+ INFO = -14
+ ELSE IF( LDF.LT.MAX( 1, M ) ) THEN
+ INFO = -16
+ END IF
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGSY2', -INFO )
+ RETURN
+ END IF
+*
+ IF( NOTRAN ) THEN
+*
+* Solve (I, J) - system
+* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
+* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
+* for I = M, M - 1, ..., 1; J = 1, 2, ..., N
+*
+ SCALE = ONE
+ SCALOC = ONE
+ DO 30 J = 1, N
+ DO 20 I = M, 1, -1
+*
+* Build 2 by 2 system
+*
+ Z( 1, 1 ) = A( I, I )
+ Z( 2, 1 ) = D( I, I )
+ Z( 1, 2 ) = -B( J, J )
+ Z( 2, 2 ) = -E( J, J )
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( I, J )
+ RHS( 2 ) = F( I, J )
+*
+* Solve Z * x = RHS
+*
+ CALL ZGETC2( LDZ, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+ IF( IJOB.EQ.0 ) THEN
+ CALL ZGESC2( LDZ, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 10 K = 1, N
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
+ $ C( 1, K ), 1 )
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
+ $ F( 1, K ), 1 )
+ 10 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ ELSE
+ CALL ZLATDF( IJOB, LDZ, Z, LDZ, RHS, RDSUM, RDSCAL,
+ $ IPIV, JPIV )
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( I, J ) = RHS( 1 )
+ F( I, J ) = RHS( 2 )
+*
+* Substitute R(I, J) and L(I, J) into remaining equation.
+*
+ IF( I.GT.1 ) THEN
+ ALPHA = -RHS( 1 )
+ CALL ZAXPY( I-1, ALPHA, A( 1, I ), 1, C( 1, J ), 1 )
+ CALL ZAXPY( I-1, ALPHA, D( 1, I ), 1, F( 1, J ), 1 )
+ END IF
+ IF( J.LT.N ) THEN
+ CALL ZAXPY( N-J, RHS( 2 ), B( J, J+1 ), LDB,
+ $ C( I, J+1 ), LDC )
+ CALL ZAXPY( N-J, RHS( 2 ), E( J, J+1 ), LDE,
+ $ F( I, J+1 ), LDF )
+ END IF
+*
+ 20 CONTINUE
+ 30 CONTINUE
+ ELSE
+*
+* Solve transposed (I, J) - system:
+* A(I, I)' * R(I, J) + D(I, I)' * L(J, J) = C(I, J)
+* R(I, I) * B(J, J) + L(I, J) * E(J, J) = -F(I, J)
+* for I = 1, 2, ..., M, J = N, N - 1, ..., 1
+*
+ SCALE = ONE
+ SCALOC = ONE
+ DO 80 I = 1, M
+ DO 70 J = N, 1, -1
+*
+* Build 2 by 2 system Z'
+*
+ Z( 1, 1 ) = DCONJG( A( I, I ) )
+ Z( 2, 1 ) = -DCONJG( B( J, J ) )
+ Z( 1, 2 ) = DCONJG( D( I, I ) )
+ Z( 2, 2 ) = -DCONJG( E( J, J ) )
+*
+*
+* Set up right hand side(s)
+*
+ RHS( 1 ) = C( I, J )
+ RHS( 2 ) = F( I, J )
+*
+* Solve Z' * x = RHS
+*
+ CALL ZGETC2( LDZ, Z, LDZ, IPIV, JPIV, IERR )
+ IF( IERR.GT.0 )
+ $ INFO = IERR
+ CALL ZGESC2( LDZ, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
+ IF( SCALOC.NE.ONE ) THEN
+ DO 40 K = 1, N
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), C( 1, K ),
+ $ 1 )
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), F( 1, K ),
+ $ 1 )
+ 40 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Unpack solution vector(s)
+*
+ C( I, J ) = RHS( 1 )
+ F( I, J ) = RHS( 2 )
+*
+* Substitute R(I, J) and L(I, J) into remaining equation.
+*
+ DO 50 K = 1, J - 1
+ F( I, K ) = F( I, K ) + RHS( 1 )*DCONJG( B( K, J ) ) +
+ $ RHS( 2 )*DCONJG( E( K, J ) )
+ 50 CONTINUE
+ DO 60 K = I + 1, M
+ C( K, J ) = C( K, J ) - DCONJG( A( I, K ) )*RHS( 1 ) -
+ $ DCONJG( D( I, K ) )*RHS( 2 )
+ 60 CONTINUE
+*
+ 70 CONTINUE
+ 80 CONTINUE
+ END IF
+ RETURN
+*
+* End of ZTGSY2
+*
+ END
diff --git a/src/lib/lapack/ztgsyl.f b/src/lib/lapack/ztgsyl.f
new file mode 100644
index 00000000..af808a31
--- /dev/null
+++ b/src/lib/lapack/ztgsyl.f
@@ -0,0 +1,575 @@
+ SUBROUTINE ZTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK,
+ $ IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF,
+ $ LWORK, M, N
+ DOUBLE PRECISION DIF, SCALE
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), C( LDC, * ),
+ $ D( LDD, * ), E( LDE, * ), F( LDF, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTGSYL solves the generalized Sylvester equation:
+*
+* A * R - L * B = scale * C (1)
+* D * R - L * E = scale * F
+*
+* where R and L are unknown m-by-n matrices, (A, D), (B, E) and
+* (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
+* respectively, with complex entries. A, B, D and E are upper
+* triangular (i.e., (A,D) and (B,E) in generalized Schur form).
+*
+* The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1
+* is an output scaling factor chosen to avoid overflow.
+*
+* In matrix notation (1) is equivalent to solve Zx = scale*b, where Z
+* is defined as
+*
+* Z = [ kron(In, A) -kron(B', Im) ] (2)
+* [ kron(In, D) -kron(E', Im) ],
+*
+* Here Ix is the identity matrix of size x and X' is the conjugate
+* transpose of X. Kron(X, Y) is the Kronecker product between the
+* matrices X and Y.
+*
+* If TRANS = 'C', y in the conjugate transposed system Z'*y = scale*b
+* is solved for, which is equivalent to solve for R and L in
+*
+* A' * R + D' * L = scale * C (3)
+* R * B' + L * E' = scale * -F
+*
+* This case (TRANS = 'C') is used to compute an one-norm-based estimate
+* of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
+* and (B,E), using ZLACON.
+*
+* If IJOB >= 1, ZTGSYL computes a Frobenius norm-based estimate of
+* Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
+* reciprocal of the smallest singular value of Z.
+*
+* This is a level-3 BLAS algorithm.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* = 'N': solve the generalized sylvester equation (1).
+* = 'C': solve the "conjugate transposed" system (3).
+*
+* IJOB (input) INTEGER
+* Specifies what kind of functionality to be performed.
+* =0: solve (1) only.
+* =1: The functionality of 0 and 3.
+* =2: The functionality of 0 and 4.
+* =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
+* (look ahead strategy is used).
+* =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
+* (ZGECON on sub-systems is used).
+* Not referenced if TRANS = 'C'.
+*
+* M (input) INTEGER
+* The order of the matrices A and D, and the row dimension of
+* the matrices C, F, R and L.
+*
+* N (input) INTEGER
+* The order of the matrices B and E, and the column dimension
+* of the matrices C, F, R and L.
+*
+* A (input) COMPLEX*16 array, dimension (LDA, M)
+* The upper triangular matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, M).
+*
+* B (input) COMPLEX*16 array, dimension (LDB, N)
+* The upper triangular matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1, N).
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC, N)
+* On entry, C contains the right-hand-side of the first matrix
+* equation in (1) or (3).
+* On exit, if IJOB = 0, 1 or 2, C has been overwritten by
+* the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
+* the solution achieved during the computation of the
+* Dif-estimate.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1, M).
+*
+* D (input) COMPLEX*16 array, dimension (LDD, M)
+* The upper triangular matrix D.
+*
+* LDD (input) INTEGER
+* The leading dimension of the array D. LDD >= max(1, M).
+*
+* E (input) COMPLEX*16 array, dimension (LDE, N)
+* The upper triangular matrix E.
+*
+* LDE (input) INTEGER
+* The leading dimension of the array E. LDE >= max(1, N).
+*
+* F (input/output) COMPLEX*16 array, dimension (LDF, N)
+* On entry, F contains the right-hand-side of the second matrix
+* equation in (1) or (3).
+* On exit, if IJOB = 0, 1 or 2, F has been overwritten by
+* the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
+* the solution achieved during the computation of the
+* Dif-estimate.
+*
+* LDF (input) INTEGER
+* The leading dimension of the array F. LDF >= max(1, M).
+*
+* DIF (output) DOUBLE PRECISION
+* On exit DIF is the reciprocal of a lower bound of the
+* reciprocal of the Dif-function, i.e. DIF is an upper bound of
+* Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2).
+* IF IJOB = 0 or TRANS = 'C', DIF is not referenced.
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit SCALE is the scaling factor in (1) or (3).
+* If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
+* to a slightly perturbed system but the input matrices A, B,
+* D and E have not been changed. If SCALE = 0, R and L will
+* hold the solutions to the homogenious system with C = F = 0.
+*
+* 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 > = 1.
+* If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*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.
+*
+* IWORK (workspace) INTEGER array, dimension (M+N+2)
+* If IJOB = 0, IWORK is not referenced.
+*
+* INFO (output) INTEGER
+* =0: successful exit
+* <0: If INFO = -i, the i-th argument had an illegal value.
+* >0: (A, D) and (B, E) have common or very close
+* eigenvalues.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
+* for Solving the Generalized Sylvester Equation and Estimating the
+* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
+* Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
+* No 1, 1996.
+*
+* [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
+* Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
+* Appl., 15(4):1045-1060, 1994.
+*
+* [3] B. Kagstrom and L. Westin, Generalized Schur Methods with
+* Condition Estimators for Solving the Generalized Sylvester
+* Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
+* July 1989, pp 745-751.
+*
+* =====================================================================
+* Replaced various illegal calls to CCOPY by calls to CLASET.
+* Sven Hammarling, 1/5/02.
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CZERO
+ PARAMETER ( CZERO = (0.0D+0, 0.0D+0) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, NOTRAN
+ INTEGER I, IE, IFUNC, IROUND, IS, ISOLVE, J, JE, JS, K,
+ $ LINFO, LWMIN, MB, NB, P, PQ, Q
+ DOUBLE PRECISION DSCALE, DSUM, SCALE2, SCALOC
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEMM, ZLACPY, ZLASET, ZSCAL, ZTGSY2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, DCMPLX, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input parameters
+*
+ INFO = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( NOTRAN ) THEN
+ IF( ( IJOB.LT.0 ) .OR. ( IJOB.GT.4 ) ) THEN
+ INFO = -2
+ END IF
+ END IF
+ IF( INFO.EQ.0 ) THEN
+ IF( M.LE.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LE.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
+ INFO = -12
+ ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
+ INFO = -14
+ ELSE IF( LDF.LT.MAX( 1, M ) ) THEN
+ INFO = -16
+ END IF
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( NOTRAN ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.2 ) THEN
+ LWMIN = MAX( 1, 2*M*N )
+ ELSE
+ LWMIN = 1
+ END IF
+ ELSE
+ LWMIN = 1
+ END IF
+ WORK( 1 ) = LWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -20
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTGSYL', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ SCALE = 1
+ IF( NOTRAN ) THEN
+ IF( IJOB.NE.0 ) THEN
+ DIF = 0
+ END IF
+ END IF
+ RETURN
+ END IF
+*
+* Determine optimal block sizes MB and NB
+*
+ MB = ILAENV( 2, 'ZTGSYL', TRANS, M, N, -1, -1 )
+ NB = ILAENV( 5, 'ZTGSYL', TRANS, M, N, -1, -1 )
+*
+ ISOLVE = 1
+ IFUNC = 0
+ IF( NOTRAN ) THEN
+ IF( IJOB.GE.3 ) THEN
+ IFUNC = IJOB - 2
+ CALL ZLASET( 'F', M, N, CZERO, CZERO, C, LDC )
+ CALL ZLASET( 'F', M, N, CZERO, CZERO, F, LDF )
+ ELSE IF( IJOB.GE.1 .AND. NOTRAN ) THEN
+ ISOLVE = 2
+ END IF
+ END IF
+*
+ IF( ( MB.LE.1 .AND. NB.LE.1 ) .OR. ( MB.GE.M .AND. NB.GE.N ) )
+ $ THEN
+*
+* Use unblocked Level 2 solver
+*
+ DO 30 IROUND = 1, ISOLVE
+*
+ SCALE = ONE
+ DSCALE = ZERO
+ DSUM = ONE
+ PQ = M*N
+ CALL ZTGSY2( TRANS, IFUNC, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, DSUM, DSCALE,
+ $ INFO )
+ IF( DSCALE.NE.ZERO ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.3 ) THEN
+ DIF = SQRT( DBLE( 2*M*N ) ) / ( DSCALE*SQRT( DSUM ) )
+ ELSE
+ DIF = SQRT( DBLE( PQ ) ) / ( DSCALE*SQRT( DSUM ) )
+ END IF
+ END IF
+ IF( ISOLVE.EQ.2 .AND. IROUND.EQ.1 ) THEN
+ IF( NOTRAN ) THEN
+ IFUNC = IJOB
+ END IF
+ SCALE2 = SCALE
+ CALL ZLACPY( 'F', M, N, C, LDC, WORK, M )
+ CALL ZLACPY( 'F', M, N, F, LDF, WORK( M*N+1 ), M )
+ CALL ZLASET( 'F', M, N, CZERO, CZERO, C, LDC )
+ CALL ZLASET( 'F', M, N, CZERO, CZERO, F, LDF )
+ ELSE IF( ISOLVE.EQ.2 .AND. IROUND.EQ.2 ) THEN
+ CALL ZLACPY( 'F', M, N, WORK, M, C, LDC )
+ CALL ZLACPY( 'F', M, N, WORK( M*N+1 ), M, F, LDF )
+ SCALE = SCALE2
+ END IF
+ 30 CONTINUE
+*
+ RETURN
+*
+ END IF
+*
+* Determine block structure of A
+*
+ P = 0
+ I = 1
+ 40 CONTINUE
+ IF( I.GT.M )
+ $ GO TO 50
+ P = P + 1
+ IWORK( P ) = I
+ I = I + MB
+ IF( I.GE.M )
+ $ GO TO 50
+ GO TO 40
+ 50 CONTINUE
+ IWORK( P+1 ) = M + 1
+ IF( IWORK( P ).EQ.IWORK( P+1 ) )
+ $ P = P - 1
+*
+* Determine block structure of B
+*
+ Q = P + 1
+ J = 1
+ 60 CONTINUE
+ IF( J.GT.N )
+ $ GO TO 70
+*
+ Q = Q + 1
+ IWORK( Q ) = J
+ J = J + NB
+ IF( J.GE.N )
+ $ GO TO 70
+ GO TO 60
+*
+ 70 CONTINUE
+ IWORK( Q+1 ) = N + 1
+ IF( IWORK( Q ).EQ.IWORK( Q+1 ) )
+ $ Q = Q - 1
+*
+ IF( NOTRAN ) THEN
+ DO 150 IROUND = 1, ISOLVE
+*
+* Solve (I, J) - subsystem
+* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
+* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
+* for I = P, P - 1, ..., 1; J = 1, 2, ..., Q
+*
+ PQ = 0
+ SCALE = ONE
+ DSCALE = ZERO
+ DSUM = ONE
+ DO 130 J = P + 2, Q
+ JS = IWORK( J )
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ DO 120 I = P, 1, -1
+ IS = IWORK( I )
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ CALL ZTGSY2( TRANS, IFUNC, MB, NB, A( IS, IS ), LDA,
+ $ B( JS, JS ), LDB, C( IS, JS ), LDC,
+ $ D( IS, IS ), LDD, E( JS, JS ), LDE,
+ $ F( IS, JS ), LDF, SCALOC, DSUM, DSCALE,
+ $ LINFO )
+ IF( LINFO.GT.0 )
+ $ INFO = LINFO
+ PQ = PQ + MB*NB
+ IF( SCALOC.NE.ONE ) THEN
+ DO 80 K = 1, JS - 1
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
+ $ C( 1, K ), 1 )
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
+ $ F( 1, K ), 1 )
+ 80 CONTINUE
+ DO 90 K = JS, JE
+ CALL ZSCAL( IS-1, DCMPLX( SCALOC, ZERO ),
+ $ C( 1, K ), 1 )
+ CALL ZSCAL( IS-1, DCMPLX( SCALOC, ZERO ),
+ $ F( 1, K ), 1 )
+ 90 CONTINUE
+ DO 100 K = JS, JE
+ CALL ZSCAL( M-IE, DCMPLX( SCALOC, ZERO ),
+ $ C( IE+1, K ), 1 )
+ CALL ZSCAL( M-IE, DCMPLX( SCALOC, ZERO ),
+ $ F( IE+1, K ), 1 )
+ 100 CONTINUE
+ DO 110 K = JE + 1, N
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
+ $ C( 1, K ), 1 )
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
+ $ F( 1, K ), 1 )
+ 110 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Substitute R(I,J) and L(I,J) into remaining equation.
+*
+ IF( I.GT.1 ) THEN
+ CALL ZGEMM( 'N', 'N', IS-1, NB, MB,
+ $ DCMPLX( -ONE, ZERO ), A( 1, IS ), LDA,
+ $ C( IS, JS ), LDC, DCMPLX( ONE, ZERO ),
+ $ C( 1, JS ), LDC )
+ CALL ZGEMM( 'N', 'N', IS-1, NB, MB,
+ $ DCMPLX( -ONE, ZERO ), D( 1, IS ), LDD,
+ $ C( IS, JS ), LDC, DCMPLX( ONE, ZERO ),
+ $ F( 1, JS ), LDF )
+ END IF
+ IF( J.LT.Q ) THEN
+ CALL ZGEMM( 'N', 'N', MB, N-JE, NB,
+ $ DCMPLX( ONE, ZERO ), F( IS, JS ), LDF,
+ $ B( JS, JE+1 ), LDB,
+ $ DCMPLX( ONE, ZERO ), C( IS, JE+1 ),
+ $ LDC )
+ CALL ZGEMM( 'N', 'N', MB, N-JE, NB,
+ $ DCMPLX( ONE, ZERO ), F( IS, JS ), LDF,
+ $ E( JS, JE+1 ), LDE,
+ $ DCMPLX( ONE, ZERO ), F( IS, JE+1 ),
+ $ LDF )
+ END IF
+ 120 CONTINUE
+ 130 CONTINUE
+ IF( DSCALE.NE.ZERO ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.3 ) THEN
+ DIF = SQRT( DBLE( 2*M*N ) ) / ( DSCALE*SQRT( DSUM ) )
+ ELSE
+ DIF = SQRT( DBLE( PQ ) ) / ( DSCALE*SQRT( DSUM ) )
+ END IF
+ END IF
+ IF( ISOLVE.EQ.2 .AND. IROUND.EQ.1 ) THEN
+ IF( NOTRAN ) THEN
+ IFUNC = IJOB
+ END IF
+ SCALE2 = SCALE
+ CALL ZLACPY( 'F', M, N, C, LDC, WORK, M )
+ CALL ZLACPY( 'F', M, N, F, LDF, WORK( M*N+1 ), M )
+ CALL ZLASET( 'F', M, N, CZERO, CZERO, C, LDC )
+ CALL ZLASET( 'F', M, N, CZERO, CZERO, F, LDF )
+ ELSE IF( ISOLVE.EQ.2 .AND. IROUND.EQ.2 ) THEN
+ CALL ZLACPY( 'F', M, N, WORK, M, C, LDC )
+ CALL ZLACPY( 'F', M, N, WORK( M*N+1 ), M, F, LDF )
+ SCALE = SCALE2
+ END IF
+ 150 CONTINUE
+ ELSE
+*
+* Solve transposed (I, J)-subsystem
+* A(I, I)' * R(I, J) + D(I, I)' * L(I, J) = C(I, J)
+* R(I, J) * B(J, J) + L(I, J) * E(J, J) = -F(I, J)
+* for I = 1,2,..., P; J = Q, Q-1,..., 1
+*
+ SCALE = ONE
+ DO 210 I = 1, P
+ IS = IWORK( I )
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ DO 200 J = Q, P + 2, -1
+ JS = IWORK( J )
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ CALL ZTGSY2( TRANS, IFUNC, MB, NB, A( IS, IS ), LDA,
+ $ B( JS, JS ), LDB, C( IS, JS ), LDC,
+ $ D( IS, IS ), LDD, E( JS, JS ), LDE,
+ $ F( IS, JS ), LDF, SCALOC, DSUM, DSCALE,
+ $ LINFO )
+ IF( LINFO.GT.0 )
+ $ INFO = LINFO
+ IF( SCALOC.NE.ONE ) THEN
+ DO 160 K = 1, JS - 1
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), C( 1, K ),
+ $ 1 )
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), F( 1, K ),
+ $ 1 )
+ 160 CONTINUE
+ DO 170 K = JS, JE
+ CALL ZSCAL( IS-1, DCMPLX( SCALOC, ZERO ),
+ $ C( 1, K ), 1 )
+ CALL ZSCAL( IS-1, DCMPLX( SCALOC, ZERO ),
+ $ F( 1, K ), 1 )
+ 170 CONTINUE
+ DO 180 K = JS, JE
+ CALL ZSCAL( M-IE, DCMPLX( SCALOC, ZERO ),
+ $ C( IE+1, K ), 1 )
+ CALL ZSCAL( M-IE, DCMPLX( SCALOC, ZERO ),
+ $ F( IE+1, K ), 1 )
+ 180 CONTINUE
+ DO 190 K = JE + 1, N
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), C( 1, K ),
+ $ 1 )
+ CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), F( 1, K ),
+ $ 1 )
+ 190 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Substitute R(I,J) and L(I,J) into remaining equation.
+*
+ IF( J.GT.P+2 ) THEN
+ CALL ZGEMM( 'N', 'C', MB, JS-1, NB,
+ $ DCMPLX( ONE, ZERO ), C( IS, JS ), LDC,
+ $ B( 1, JS ), LDB, DCMPLX( ONE, ZERO ),
+ $ F( IS, 1 ), LDF )
+ CALL ZGEMM( 'N', 'C', MB, JS-1, NB,
+ $ DCMPLX( ONE, ZERO ), F( IS, JS ), LDF,
+ $ E( 1, JS ), LDE, DCMPLX( ONE, ZERO ),
+ $ F( IS, 1 ), LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ CALL ZGEMM( 'C', 'N', M-IE, NB, MB,
+ $ DCMPLX( -ONE, ZERO ), A( IS, IE+1 ), LDA,
+ $ C( IS, JS ), LDC, DCMPLX( ONE, ZERO ),
+ $ C( IE+1, JS ), LDC )
+ CALL ZGEMM( 'C', 'N', M-IE, NB, MB,
+ $ DCMPLX( -ONE, ZERO ), D( IS, IE+1 ), LDD,
+ $ F( IS, JS ), LDF, DCMPLX( ONE, ZERO ),
+ $ C( IE+1, JS ), LDC )
+ END IF
+ 200 CONTINUE
+ 210 CONTINUE
+ END IF
+*
+ WORK( 1 ) = LWMIN
+*
+ RETURN
+*
+* End of ZTGSYL
+*
+ END
diff --git a/src/lib/lapack/ztrevc.f b/src/lib/lapack/ztrevc.f
new file mode 100644
index 00000000..21142f42
--- /dev/null
+++ b/src/lib/lapack/ztrevc.f
@@ -0,0 +1,386 @@
+ SUBROUTINE ZTREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
+ $ LDVR, MM, M, WORK, RWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER HOWMNY, SIDE
+ INTEGER INFO, LDT, LDVL, LDVR, M, MM, N
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTREVC computes some or all of the right and/or left eigenvectors of
+* a complex upper triangular matrix T.
+* Matrices of this type are produced by the Schur factorization of
+* a complex general matrix: A = Q*T*Q**H, as computed by ZHSEQR.
+*
+* The right eigenvector x and the left eigenvector y of T corresponding
+* to an eigenvalue w are defined by:
+*
+* T*x = w*x, (y**H)*T = w*(y**H)
+*
+* where y**H denotes the conjugate transpose of the vector y.
+* The eigenvalues are not input to this routine, but are read directly
+* from the diagonal of T.
+*
+* This routine returns the matrices X and/or Y of right and left
+* eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
+* input matrix. If Q is the unitary factor that reduces a matrix A to
+* Schur form T, then Q*X and Q*Y are the matrices of right and left
+* eigenvectors of A.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'R': compute right eigenvectors only;
+* = 'L': compute left eigenvectors only;
+* = 'B': compute both right and left eigenvectors.
+*
+* HOWMNY (input) CHARACTER*1
+* = 'A': compute all right and/or left eigenvectors;
+* = 'B': compute all right and/or left eigenvectors,
+* backtransformed using the matrices supplied in
+* VR and/or VL;
+* = 'S': compute selected right and/or left eigenvectors,
+* as indicated by the logical array SELECT.
+*
+* SELECT (input) LOGICAL array, dimension (N)
+* If HOWMNY = 'S', SELECT specifies the eigenvectors to be
+* computed.
+* The eigenvector corresponding to the j-th eigenvalue is
+* computed if SELECT(j) = .TRUE..
+* Not referenced if HOWMNY = 'A' or 'B'.
+*
+* N (input) INTEGER
+* The order of the matrix T. N >= 0.
+*
+* T (input/output) COMPLEX*16 array, dimension (LDT,N)
+* The upper triangular matrix T. T is modified, but restored
+* on exit.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= max(1,N).
+*
+* VL (input/output) COMPLEX*16 array, dimension (LDVL,MM)
+* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
+* contain an N-by-N matrix Q (usually the unitary matrix Q of
+* Schur vectors returned by ZHSEQR).
+* On exit, if SIDE = 'L' or 'B', VL contains:
+* if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
+* if HOWMNY = 'B', the matrix Q*Y;
+* if HOWMNY = 'S', the left eigenvectors of T specified by
+* SELECT, stored consecutively in the columns
+* of VL, in the same order as their
+* eigenvalues.
+* Not referenced if SIDE = 'R'.
+*
+* LDVL (input) INTEGER
+* The leading dimension of the array VL. LDVL >= 1, and if
+* SIDE = 'L' or 'B', LDVL >= N.
+*
+* VR (input/output) COMPLEX*16 array, dimension (LDVR,MM)
+* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
+* contain an N-by-N matrix Q (usually the unitary matrix Q of
+* Schur vectors returned by ZHSEQR).
+* On exit, if SIDE = 'R' or 'B', VR contains:
+* if HOWMNY = 'A', the matrix X of right eigenvectors of T;
+* if HOWMNY = 'B', the matrix Q*X;
+* if HOWMNY = 'S', the right eigenvectors of T specified by
+* SELECT, stored consecutively in the columns
+* of VR, in the same order as their
+* eigenvalues.
+* Not referenced if SIDE = 'L'.
+*
+* LDVR (input) INTEGER
+* The leading dimension of the array VR. LDVR >= 1, and if
+* SIDE = 'R' or 'B'; LDVR >= N.
+*
+* MM (input) INTEGER
+* The number of columns in the arrays VL and/or VR. MM >= M.
+*
+* M (output) INTEGER
+* The number of columns in the arrays VL and/or VR actually
+* used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
+* is set to N. Each selected eigenvector occupies one
+* column.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (2*N)
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* The algorithm used in this program is basically backward (forward)
+* substitution, with scaling to make the the code robust against
+* possible overflow.
+*
+* Each eigenvector is normalized so that the element of largest
+* magnitude has magnitude 1; here the magnitude of a complex number
+* (x,y) is taken to be |x| + |y|.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CMZERO, CMONE
+ PARAMETER ( CMZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CMONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL ALLV, BOTHV, LEFTV, OVER, RIGHTV, SOMEV
+ INTEGER I, II, IS, J, K, KI
+ DOUBLE PRECISION OVFL, REMAX, SCALE, SMIN, SMLNUM, ULP, UNFL
+ COMPLEX*16 CDUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IZAMAX
+ DOUBLE PRECISION DLAMCH, DZASUM
+ EXTERNAL LSAME, IZAMAX, DLAMCH, DZASUM
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZCOPY, ZDSCAL, ZGEMV, ZLATRS
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters
+*
+ BOTHV = LSAME( SIDE, 'B' )
+ RIGHTV = LSAME( SIDE, 'R' ) .OR. BOTHV
+ LEFTV = LSAME( SIDE, 'L' ) .OR. BOTHV
+*
+ ALLV = LSAME( HOWMNY, 'A' )
+ OVER = LSAME( HOWMNY, 'B' )
+ SOMEV = LSAME( HOWMNY, 'S' )
+*
+* Set M to the number of columns required to store the selected
+* eigenvectors.
+*
+ IF( SOMEV ) THEN
+ M = 0
+ DO 10 J = 1, N
+ IF( SELECT( J ) )
+ $ M = M + 1
+ 10 CONTINUE
+ ELSE
+ M = N
+ END IF
+*
+ INFO = 0
+ IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN
+ INFO = -1
+ ELSE IF( .NOT.ALLV .AND. .NOT.OVER .AND. .NOT.SOMEV ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDVL.LT.1 .OR. ( LEFTV .AND. LDVL.LT.N ) ) THEN
+ INFO = -8
+ ELSE IF( LDVR.LT.1 .OR. ( RIGHTV .AND. LDVR.LT.N ) ) THEN
+ INFO = -10
+ ELSE IF( MM.LT.M ) THEN
+ INFO = -11
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTREVC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible.
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Set the constants to control overflow.
+*
+ UNFL = DLAMCH( 'Safe minimum' )
+ OVFL = ONE / UNFL
+ CALL DLABAD( UNFL, OVFL )
+ ULP = DLAMCH( 'Precision' )
+ SMLNUM = UNFL*( N / ULP )
+*
+* Store the diagonal elements of T in working array WORK.
+*
+ DO 20 I = 1, N
+ WORK( I+N ) = T( I, I )
+ 20 CONTINUE
+*
+* Compute 1-norm of each column of strictly upper triangular
+* part of T to control overflow in triangular solver.
+*
+ RWORK( 1 ) = ZERO
+ DO 30 J = 2, N
+ RWORK( J ) = DZASUM( J-1, T( 1, J ), 1 )
+ 30 CONTINUE
+*
+ IF( RIGHTV ) THEN
+*
+* Compute right eigenvectors.
+*
+ IS = M
+ DO 80 KI = N, 1, -1
+*
+ IF( SOMEV ) THEN
+ IF( .NOT.SELECT( KI ) )
+ $ GO TO 80
+ END IF
+ SMIN = MAX( ULP*( CABS1( T( KI, KI ) ) ), SMLNUM )
+*
+ WORK( 1 ) = CMONE
+*
+* Form right-hand side.
+*
+ DO 40 K = 1, KI - 1
+ WORK( K ) = -T( K, KI )
+ 40 CONTINUE
+*
+* Solve the triangular system:
+* (T(1:KI-1,1:KI-1) - T(KI,KI))*X = SCALE*WORK.
+*
+ DO 50 K = 1, KI - 1
+ T( K, K ) = T( K, K ) - T( KI, KI )
+ IF( CABS1( T( K, K ) ).LT.SMIN )
+ $ T( K, K ) = SMIN
+ 50 CONTINUE
+*
+ IF( KI.GT.1 ) THEN
+ CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', 'Y',
+ $ KI-1, T, LDT, WORK( 1 ), SCALE, RWORK,
+ $ INFO )
+ WORK( KI ) = SCALE
+ END IF
+*
+* Copy the vector x or Q*x to VR and normalize.
+*
+ IF( .NOT.OVER ) THEN
+ CALL ZCOPY( KI, WORK( 1 ), 1, VR( 1, IS ), 1 )
+*
+ II = IZAMAX( KI, VR( 1, IS ), 1 )
+ REMAX = ONE / CABS1( VR( II, IS ) )
+ CALL ZDSCAL( KI, REMAX, VR( 1, IS ), 1 )
+*
+ DO 60 K = KI + 1, N
+ VR( K, IS ) = CMZERO
+ 60 CONTINUE
+ ELSE
+ IF( KI.GT.1 )
+ $ CALL ZGEMV( 'N', N, KI-1, CMONE, VR, LDVR, WORK( 1 ),
+ $ 1, DCMPLX( SCALE ), VR( 1, KI ), 1 )
+*
+ II = IZAMAX( N, VR( 1, KI ), 1 )
+ REMAX = ONE / CABS1( VR( II, KI ) )
+ CALL ZDSCAL( N, REMAX, VR( 1, KI ), 1 )
+ END IF
+*
+* Set back the original diagonal elements of T.
+*
+ DO 70 K = 1, KI - 1
+ T( K, K ) = WORK( K+N )
+ 70 CONTINUE
+*
+ IS = IS - 1
+ 80 CONTINUE
+ END IF
+*
+ IF( LEFTV ) THEN
+*
+* Compute left eigenvectors.
+*
+ IS = 1
+ DO 130 KI = 1, N
+*
+ IF( SOMEV ) THEN
+ IF( .NOT.SELECT( KI ) )
+ $ GO TO 130
+ END IF
+ SMIN = MAX( ULP*( CABS1( T( KI, KI ) ) ), SMLNUM )
+*
+ WORK( N ) = CMONE
+*
+* Form right-hand side.
+*
+ DO 90 K = KI + 1, N
+ WORK( K ) = -DCONJG( T( KI, K ) )
+ 90 CONTINUE
+*
+* Solve the triangular system:
+* (T(KI+1:N,KI+1:N) - T(KI,KI))'*X = SCALE*WORK.
+*
+ DO 100 K = KI + 1, N
+ T( K, K ) = T( K, K ) - T( KI, KI )
+ IF( CABS1( T( K, K ) ).LT.SMIN )
+ $ T( K, K ) = SMIN
+ 100 CONTINUE
+*
+ IF( KI.LT.N ) THEN
+ CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
+ $ 'Y', N-KI, T( KI+1, KI+1 ), LDT,
+ $ WORK( KI+1 ), SCALE, RWORK, INFO )
+ WORK( KI ) = SCALE
+ END IF
+*
+* Copy the vector x or Q*x to VL and normalize.
+*
+ IF( .NOT.OVER ) THEN
+ CALL ZCOPY( N-KI+1, WORK( KI ), 1, VL( KI, IS ), 1 )
+*
+ II = IZAMAX( N-KI+1, VL( KI, IS ), 1 ) + KI - 1
+ REMAX = ONE / CABS1( VL( II, IS ) )
+ CALL ZDSCAL( N-KI+1, REMAX, VL( KI, IS ), 1 )
+*
+ DO 110 K = 1, KI - 1
+ VL( K, IS ) = CMZERO
+ 110 CONTINUE
+ ELSE
+ IF( KI.LT.N )
+ $ CALL ZGEMV( 'N', N, N-KI, CMONE, VL( 1, KI+1 ), LDVL,
+ $ WORK( KI+1 ), 1, DCMPLX( SCALE ),
+ $ VL( 1, KI ), 1 )
+*
+ II = IZAMAX( N, VL( 1, KI ), 1 )
+ REMAX = ONE / CABS1( VL( II, KI ) )
+ CALL ZDSCAL( N, REMAX, VL( 1, KI ), 1 )
+ END IF
+*
+* Set back the original diagonal elements of T.
+*
+ DO 120 K = KI + 1, N
+ T( K, K ) = WORK( K+N )
+ 120 CONTINUE
+*
+ IS = IS + 1
+ 130 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZTREVC
+*
+ END
diff --git a/src/lib/lapack/ztrexc.f b/src/lib/lapack/ztrexc.f
new file mode 100644
index 00000000..69313696
--- /dev/null
+++ b/src/lib/lapack/ztrexc.f
@@ -0,0 +1,162 @@
+ SUBROUTINE ZTREXC( COMPQ, N, T, LDT, Q, LDQ, IFST, ILST, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ
+ INTEGER IFST, ILST, INFO, LDQ, LDT, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 Q( LDQ, * ), T( LDT, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTREXC reorders the Schur factorization of a complex matrix
+* A = Q*T*Q**H, so that the diagonal element of T with row index IFST
+* is moved to row ILST.
+*
+* The Schur form T is reordered by a unitary similarity transformation
+* Z**H*T*Z, and optionally the matrix Q of Schur vectors is updated by
+* postmultplying it with Z.
+*
+* Arguments
+* =========
+*
+* COMPQ (input) CHARACTER*1
+* = 'V': update the matrix Q of Schur vectors;
+* = 'N': do not update Q.
+*
+* N (input) INTEGER
+* The order of the matrix T. N >= 0.
+*
+* T (input/output) COMPLEX*16 array, dimension (LDT,N)
+* On entry, the upper triangular matrix T.
+* On exit, the reordered upper triangular matrix.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= max(1,N).
+*
+* Q (input/output) COMPLEX*16 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
+* unitary transformation matrix Z which reorders T.
+* If COMPQ = 'N', Q is not referenced.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q. LDQ >= max(1,N).
+*
+* IFST (input) INTEGER
+* ILST (input) INTEGER
+* Specify the reordering of the diagonal elements of T:
+* The element with row index IFST is moved to row ILST by a
+* sequence of transpositions between adjacent elements.
+* 1 <= IFST <= N; 1 <= ILST <= N.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL WANTQ
+ INTEGER K, M1, M2, M3
+ DOUBLE PRECISION CS
+ COMPLEX*16 SN, T11, T22, TEMP
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARTG, ZROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters.
+*
+ INFO = 0
+ WANTQ = LSAME( COMPQ, 'V' )
+ IF( .NOT.LSAME( COMPQ, 'N' ) .AND. .NOT.WANTQ ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -6
+ ELSE IF( IFST.LT.1 .OR. IFST.GT.N ) THEN
+ INFO = -7
+ ELSE IF( ILST.LT.1 .OR. ILST.GT.N ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTREXC', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.1 .OR. IFST.EQ.ILST )
+ $ RETURN
+*
+ IF( IFST.LT.ILST ) THEN
+*
+* Move the IFST-th diagonal element forward down the diagonal.
+*
+ M1 = 0
+ M2 = -1
+ M3 = 1
+ ELSE
+*
+* Move the IFST-th diagonal element backward up the diagonal.
+*
+ M1 = -1
+ M2 = 0
+ M3 = -1
+ END IF
+*
+ DO 10 K = IFST + M1, ILST + M2, M3
+*
+* Interchange the k-th and (k+1)-th diagonal elements.
+*
+ T11 = T( K, K )
+ T22 = T( K+1, K+1 )
+*
+* Determine the transformation to perform the interchange.
+*
+ CALL ZLARTG( T( K, K+1 ), T22-T11, CS, SN, TEMP )
+*
+* Apply transformation to the matrix T.
+*
+ IF( K+2.LE.N )
+ $ CALL ZROT( N-K-1, T( K, K+2 ), LDT, T( K+1, K+2 ), LDT, CS,
+ $ SN )
+ CALL ZROT( K-1, T( 1, K ), 1, T( 1, K+1 ), 1, CS,
+ $ DCONJG( SN ) )
+*
+ T( K, K ) = T22
+ T( K+1, K+1 ) = T11
+*
+ IF( WANTQ ) THEN
+*
+* Accumulate transformation in the matrix Q.
+*
+ CALL ZROT( N, Q( 1, K ), 1, Q( 1, K+1 ), 1, CS,
+ $ DCONJG( SN ) )
+ END IF
+*
+ 10 CONTINUE
+*
+ RETURN
+*
+* End of ZTREXC
+*
+ END
diff --git a/src/lib/lapack/ztrsen.f b/src/lib/lapack/ztrsen.f
new file mode 100644
index 00000000..a07a22f6
--- /dev/null
+++ b/src/lib/lapack/ztrsen.f
@@ -0,0 +1,359 @@
+ SUBROUTINE ZTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S,
+ $ SEP, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, JOB
+ INTEGER INFO, LDQ, LDT, LWORK, M, N
+ DOUBLE PRECISION S, SEP
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ COMPLEX*16 Q( LDQ, * ), T( LDT, * ), W( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTRSEN reorders the Schur factorization of a complex matrix
+* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in
+* the leading positions on the diagonal of the upper 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.
+*
+* 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 the j-th eigenvalue, SELECT(j) must be set to .TRUE..
+*
+* N (input) INTEGER
+* The order of the matrix T. N >= 0.
+*
+* T (input/output) COMPLEX*16 array, dimension (LDT,N)
+* On entry, the upper triangular matrix T.
+* On exit, T is overwritten by the reordered matrix T, with the
+* selected eigenvalues as the leading diagonal elements.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= max(1,N).
+*
+* Q (input/output) COMPLEX*16 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
+* unitary 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.
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* The reordered eigenvalues of T, in the same order as they
+* appear on the diagonal of T.
+*
+* 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) 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.
+* If JOB = 'N', LWORK >= 1;
+* 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.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* ZTRSEN first collects the selected eigenvalues by computing a unitary
+* 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 conjugate transpose of Z. The first
+* n1 columns of Z span the specified invariant subspace of T.
+*
+* If T has been obtained from the Schur factorization of a matrix
+* A = Q*T*Q', then the reordered 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WANTBH, WANTQ, WANTS, WANTSP
+ INTEGER IERR, K, KASE, KS, LWMIN, N1, N2, NN
+ DOUBLE PRECISION EST, RNORM, SCALE
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+ DOUBLE PRECISION RWORK( 1 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION ZLANGE
+ EXTERNAL LSAME, ZLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACN2, ZLACPY, ZTREXC, ZTRSYL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters.
+*
+ WANTBH = LSAME( JOB, 'B' )
+ WANTS = LSAME( JOB, 'E' ) .OR. WANTBH
+ WANTSP = LSAME( JOB, 'V' ) .OR. WANTBH
+ WANTQ = LSAME( COMPQ, 'V' )
+*
+* Set M to the number of selected eigenvalues.
+*
+ M = 0
+ DO 10 K = 1, N
+ IF( SELECT( K ) )
+ $ M = M + 1
+ 10 CONTINUE
+*
+ N1 = M
+ N2 = N - M
+ NN = N1*N2
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( WANTSP ) THEN
+ LWMIN = MAX( 1, 2*NN )
+ ELSE IF( LSAME( JOB, 'N' ) ) THEN
+ LWMIN = 1
+ ELSE IF( LSAME( JOB, 'E' ) ) THEN
+ LWMIN = MAX( 1, NN )
+ END IF
+*
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.WANTS .AND. .NOT.WANTSP )
+ $ THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( COMPQ, 'N' ) .AND. .NOT.WANTQ ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -8
+ ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -14
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ WORK( 1 ) = LWMIN
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTRSEN', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.N .OR. M.EQ.0 ) THEN
+ IF( WANTS )
+ $ S = ONE
+ IF( WANTSP )
+ $ SEP = ZLANGE( '1', N, N, T, LDT, RWORK )
+ GO TO 40
+ END IF
+*
+* Collect the selected eigenvalues at the top left corner of T.
+*
+ KS = 0
+ DO 20 K = 1, N
+ IF( SELECT( K ) ) THEN
+ KS = KS + 1
+*
+* Swap the K-th eigenvalue to position KS.
+*
+ IF( K.NE.KS )
+ $ CALL ZTREXC( COMPQ, N, T, LDT, Q, LDQ, K, KS, IERR )
+ END IF
+ 20 CONTINUE
+*
+ IF( WANTS ) THEN
+*
+* Solve the Sylvester equation for R:
+*
+* T11*R - R*T22 = scale*T12
+*
+ CALL ZLACPY( 'F', N1, N2, T( 1, N1+1 ), LDT, WORK, N1 )
+ CALL ZTRSYL( 'N', 'N', -1, N1, N2, T, LDT, T( N1+1, N1+1 ),
+ $ LDT, WORK, N1, SCALE, IERR )
+*
+* Estimate the reciprocal of the condition number of the cluster
+* of eigenvalues.
+*
+ RNORM = ZLANGE( 'F', N1, N2, WORK, N1, RWORK )
+ IF( RNORM.EQ.ZERO ) THEN
+ S = ONE
+ ELSE
+ S = SCALE / ( SQRT( SCALE*SCALE / RNORM+RNORM )*
+ $ SQRT( RNORM ) )
+ END IF
+ END IF
+*
+ IF( WANTSP ) THEN
+*
+* Estimate sep(T11,T22).
+*
+ EST = ZERO
+ KASE = 0
+ 30 CONTINUE
+ CALL ZLACN2( NN, WORK( NN+1 ), WORK, EST, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve T11*R - R*T22 = scale*X.
+*
+ CALL ZTRSYL( 'N', 'N', -1, N1, N2, T, LDT,
+ $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE,
+ $ IERR )
+ ELSE
+*
+* Solve T11'*R - R*T22' = scale*X.
+*
+ CALL ZTRSYL( 'C', 'C', -1, N1, N2, T, LDT,
+ $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE,
+ $ IERR )
+ END IF
+ GO TO 30
+ END IF
+*
+ SEP = SCALE / EST
+ END IF
+*
+ 40 CONTINUE
+*
+* Copy reordered eigenvalues to W.
+*
+ DO 50 K = 1, N
+ W( K ) = T( K, K )
+ 50 CONTINUE
+*
+ WORK( 1 ) = LWMIN
+*
+ RETURN
+*
+* End of ZTRSEN
+*
+ END
diff --git a/src/lib/lapack/ztrsyl.f b/src/lib/lapack/ztrsyl.f
new file mode 100644
index 00000000..d2e0ecc7
--- /dev/null
+++ b/src/lib/lapack/ztrsyl.f
@@ -0,0 +1,365 @@
+ SUBROUTINE ZTRSYL( TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C,
+ $ LDC, SCALE, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANA, TRANB
+ INTEGER INFO, ISGN, LDA, LDB, LDC, M, N
+ DOUBLE PRECISION SCALE
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), C( LDC, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTRSYL solves the complex Sylvester matrix equation:
+*
+* op(A)*X + X*op(B) = scale*C or
+* op(A)*X - X*op(B) = scale*C,
+*
+* where op(A) = A or A**H, and A and B are both upper triangular. A is
+* M-by-M and B is N-by-N; the right hand side C and the solution X are
+* M-by-N; and scale is an output scale factor, set <= 1 to avoid
+* overflow in X.
+*
+* Arguments
+* =========
+*
+* TRANA (input) CHARACTER*1
+* Specifies the option op(A):
+* = 'N': op(A) = A (No transpose)
+* = 'C': op(A) = A**H (Conjugate transpose)
+*
+* TRANB (input) CHARACTER*1
+* Specifies the option op(B):
+* = 'N': op(B) = B (No transpose)
+* = 'C': op(B) = B**H (Conjugate transpose)
+*
+* ISGN (input) INTEGER
+* Specifies the sign in the equation:
+* = +1: solve op(A)*X + X*op(B) = scale*C
+* = -1: solve op(A)*X - X*op(B) = scale*C
+*
+* M (input) INTEGER
+* The order of the matrix A, and the number of rows in the
+* matrices X and C. M >= 0.
+*
+* N (input) INTEGER
+* The order of the matrix B, and the number of columns in the
+* matrices X and C. N >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,M)
+* The upper triangular matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* B (input) COMPLEX*16 array, dimension (LDB,N)
+* The upper triangular matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N right hand side matrix C.
+* On exit, C is overwritten by the solution matrix X.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M)
+*
+* SCALE (output) DOUBLE PRECISION
+* The scale factor, scale, set <= 1 to avoid overflow in X.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* = 1: A and B have common or very close eigenvalues; perturbed
+* values were used to solve the equation (but the matrices
+* A and B are unchanged).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOTRNA, NOTRNB
+ INTEGER J, K, L
+ DOUBLE PRECISION BIGNUM, DA11, DB, EPS, SCALOC, SGN, SMIN,
+ $ SMLNUM
+ COMPLEX*16 A11, SUML, SUMR, VEC, X11
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION DUM( 1 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ COMPLEX*16 ZDOTC, ZDOTU, ZLADIV
+ EXTERNAL LSAME, DLAMCH, ZLANGE, ZDOTC, ZDOTU, ZLADIV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZDSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Decode and Test input parameters
+*
+ NOTRNA = LSAME( TRANA, 'N' )
+ NOTRNB = LSAME( TRANB, 'N' )
+*
+ INFO = 0
+ IF( .NOT.NOTRNA .AND. .NOT.LSAME( TRANA, 'C' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRNB .AND. .NOT.LSAME( TRANB, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( ISGN.NE.1 .AND. ISGN.NE.-1 ) THEN
+ INFO = -3
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTRSYL', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Set constants to control overflow
+*
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+ SMLNUM = SMLNUM*DBLE( M*N ) / EPS
+ BIGNUM = ONE / SMLNUM
+ SMIN = MAX( SMLNUM, EPS*ZLANGE( 'M', M, M, A, LDA, DUM ),
+ $ EPS*ZLANGE( 'M', N, N, B, LDB, DUM ) )
+ SCALE = ONE
+ SGN = ISGN
+*
+ IF( NOTRNA .AND. NOTRNB ) THEN
+*
+* Solve A*X + ISGN*X*B = scale*C.
+*
+* The (K,L)th block of X is determined starting from
+* bottom-left corner column by column by
+*
+* A(K,K)*X(K,L) + ISGN*X(K,L)*B(L,L) = C(K,L) - R(K,L)
+*
+* Where
+* M L-1
+* R(K,L) = SUM [A(K,I)*X(I,L)] +ISGN*SUM [X(K,J)*B(J,L)].
+* I=K+1 J=1
+*
+ DO 30 L = 1, N
+ DO 20 K = M, 1, -1
+*
+ SUML = ZDOTU( M-K, A( K, MIN( K+1, M ) ), LDA,
+ $ C( MIN( K+1, M ), L ), 1 )
+ SUMR = ZDOTU( L-1, C( K, 1 ), LDC, B( 1, L ), 1 )
+ VEC = C( K, L ) - ( SUML+SGN*SUMR )
+*
+ SCALOC = ONE
+ A11 = A( K, K ) + SGN*B( L, L )
+ DA11 = ABS( DBLE( A11 ) ) + ABS( DIMAG( A11 ) )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( DBLE( VEC ) ) + ABS( DIMAG( VEC ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+ X11 = ZLADIV( VEC*DCMPLX( SCALOC ), A11 )
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 10 J = 1, N
+ CALL ZDSCAL( M, SCALOC, C( 1, J ), 1 )
+ 10 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K, L ) = X11
+*
+ 20 CONTINUE
+ 30 CONTINUE
+*
+ ELSE IF( .NOT.NOTRNA .AND. NOTRNB ) THEN
+*
+* Solve A' *X + ISGN*X*B = scale*C.
+*
+* The (K,L)th block of X is determined starting from
+* upper-left corner column by column by
+*
+* A'(K,K)*X(K,L) + ISGN*X(K,L)*B(L,L) = C(K,L) - R(K,L)
+*
+* Where
+* K-1 L-1
+* R(K,L) = SUM [A'(I,K)*X(I,L)] + ISGN*SUM [X(K,J)*B(J,L)]
+* I=1 J=1
+*
+ DO 60 L = 1, N
+ DO 50 K = 1, M
+*
+ SUML = ZDOTC( K-1, A( 1, K ), 1, C( 1, L ), 1 )
+ SUMR = ZDOTU( L-1, C( K, 1 ), LDC, B( 1, L ), 1 )
+ VEC = C( K, L ) - ( SUML+SGN*SUMR )
+*
+ SCALOC = ONE
+ A11 = DCONJG( A( K, K ) ) + SGN*B( L, L )
+ DA11 = ABS( DBLE( A11 ) ) + ABS( DIMAG( A11 ) )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( DBLE( VEC ) ) + ABS( DIMAG( VEC ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+*
+ X11 = ZLADIV( VEC*DCMPLX( SCALOC ), A11 )
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 40 J = 1, N
+ CALL ZDSCAL( M, SCALOC, C( 1, J ), 1 )
+ 40 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K, L ) = X11
+*
+ 50 CONTINUE
+ 60 CONTINUE
+*
+ ELSE IF( .NOT.NOTRNA .AND. .NOT.NOTRNB ) THEN
+*
+* Solve A'*X + ISGN*X*B' = C.
+*
+* The (K,L)th block of X is determined starting from
+* upper-right corner column by column by
+*
+* A'(K,K)*X(K,L) + ISGN*X(K,L)*B'(L,L) = C(K,L) - R(K,L)
+*
+* Where
+* K-1
+* R(K,L) = SUM [A'(I,K)*X(I,L)] +
+* I=1
+* N
+* ISGN*SUM [X(K,J)*B'(L,J)].
+* J=L+1
+*
+ DO 90 L = N, 1, -1
+ DO 80 K = 1, M
+*
+ SUML = ZDOTC( K-1, A( 1, K ), 1, C( 1, L ), 1 )
+ SUMR = ZDOTC( N-L, C( K, MIN( L+1, N ) ), LDC,
+ $ B( L, MIN( L+1, N ) ), LDB )
+ VEC = C( K, L ) - ( SUML+SGN*DCONJG( SUMR ) )
+*
+ SCALOC = ONE
+ A11 = DCONJG( A( K, K )+SGN*B( L, L ) )
+ DA11 = ABS( DBLE( A11 ) ) + ABS( DIMAG( A11 ) )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( DBLE( VEC ) ) + ABS( DIMAG( VEC ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+*
+ X11 = ZLADIV( VEC*DCMPLX( SCALOC ), A11 )
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 70 J = 1, N
+ CALL ZDSCAL( M, SCALOC, C( 1, J ), 1 )
+ 70 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K, L ) = X11
+*
+ 80 CONTINUE
+ 90 CONTINUE
+*
+ ELSE IF( NOTRNA .AND. .NOT.NOTRNB ) THEN
+*
+* Solve A*X + ISGN*X*B' = C.
+*
+* The (K,L)th block of X is determined starting from
+* bottom-left corner column by column by
+*
+* A(K,K)*X(K,L) + ISGN*X(K,L)*B'(L,L) = C(K,L) - R(K,L)
+*
+* Where
+* M N
+* R(K,L) = SUM [A(K,I)*X(I,L)] + ISGN*SUM [X(K,J)*B'(L,J)]
+* I=K+1 J=L+1
+*
+ DO 120 L = N, 1, -1
+ DO 110 K = M, 1, -1
+*
+ SUML = ZDOTU( M-K, A( K, MIN( K+1, M ) ), LDA,
+ $ C( MIN( K+1, M ), L ), 1 )
+ SUMR = ZDOTC( N-L, C( K, MIN( L+1, N ) ), LDC,
+ $ B( L, MIN( L+1, N ) ), LDB )
+ VEC = C( K, L ) - ( SUML+SGN*DCONJG( SUMR ) )
+*
+ SCALOC = ONE
+ A11 = A( K, K ) + SGN*DCONJG( B( L, L ) )
+ DA11 = ABS( DBLE( A11 ) ) + ABS( DIMAG( A11 ) )
+ IF( DA11.LE.SMIN ) THEN
+ A11 = SMIN
+ DA11 = SMIN
+ INFO = 1
+ END IF
+ DB = ABS( DBLE( VEC ) ) + ABS( DIMAG( VEC ) )
+ IF( DA11.LT.ONE .AND. DB.GT.ONE ) THEN
+ IF( DB.GT.BIGNUM*DA11 )
+ $ SCALOC = ONE / DB
+ END IF
+*
+ X11 = ZLADIV( VEC*DCMPLX( SCALOC ), A11 )
+*
+ IF( SCALOC.NE.ONE ) THEN
+ DO 100 J = 1, N
+ CALL ZDSCAL( M, SCALOC, C( 1, J ), 1 )
+ 100 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+ C( K, L ) = X11
+*
+ 110 CONTINUE
+ 120 CONTINUE
+*
+ END IF
+*
+ RETURN
+*
+* End of ZTRSYL
+*
+ END
diff --git a/src/lib/lapack/ztrti2.f b/src/lib/lapack/ztrti2.f
new file mode 100644
index 00000000..73c7bbc3
--- /dev/null
+++ b/src/lib/lapack/ztrti2.f
@@ -0,0 +1,146 @@
+ SUBROUTINE ZTRTI2( UPLO, DIAG, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTRTI2 computes the inverse of a complex upper or lower triangular
+* matrix.
+*
+* This is the Level 2 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the matrix A is upper or lower triangular.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* DIAG (input) CHARACTER*1
+* Specifies whether or not the matrix A is unit triangular.
+* = 'N': Non-unit triangular
+* = 'U': Unit triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the triangular matrix A. If UPLO = 'U', the
+* leading n by n upper triangular part of the array A contains
+* the upper triangular matrix, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading n by n lower triangular part of the array A contains
+* the lower triangular matrix, and the strictly upper
+* triangular part of A is not referenced. If DIAG = 'U', the
+* diagonal elements of A are also not referenced and are
+* assumed to be 1.
+*
+* On exit, the (triangular) inverse of the original matrix, in
+* the same storage format.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -k, the k-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOUNIT, UPPER
+ INTEGER J
+ COMPLEX*16 AJJ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZSCAL, ZTRMV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ NOUNIT = LSAME( DIAG, 'N' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTRTI2', -INFO )
+ RETURN
+ END IF
+*
+ IF( UPPER ) THEN
+*
+* Compute inverse of upper triangular matrix.
+*
+ DO 10 J = 1, N
+ IF( NOUNIT ) THEN
+ A( J, J ) = ONE / A( J, J )
+ AJJ = -A( J, J )
+ ELSE
+ AJJ = -ONE
+ END IF
+*
+* Compute elements 1:j-1 of j-th column.
+*
+ CALL ZTRMV( 'Upper', 'No transpose', DIAG, J-1, A, LDA,
+ $ A( 1, J ), 1 )
+ CALL ZSCAL( J-1, AJJ, A( 1, J ), 1 )
+ 10 CONTINUE
+ ELSE
+*
+* Compute inverse of lower triangular matrix.
+*
+ DO 20 J = N, 1, -1
+ IF( NOUNIT ) THEN
+ A( J, J ) = ONE / A( J, J )
+ AJJ = -A( J, J )
+ ELSE
+ AJJ = -ONE
+ END IF
+ IF( J.LT.N ) THEN
+*
+* Compute elements j+1:n of j-th column.
+*
+ CALL ZTRMV( 'Lower', 'No transpose', DIAG, N-J,
+ $ A( J+1, J+1 ), LDA, A( J+1, J ), 1 )
+ CALL ZSCAL( N-J, AJJ, A( J+1, J ), 1 )
+ END IF
+ 20 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of ZTRTI2
+*
+ END
diff --git a/src/lib/lapack/ztrtri.f b/src/lib/lapack/ztrtri.f
new file mode 100644
index 00000000..7caa9771
--- /dev/null
+++ b/src/lib/lapack/ztrtri.f
@@ -0,0 +1,177 @@
+ SUBROUTINE ZTRTRI( UPLO, DIAG, N, A, LDA, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER DIAG, UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTRTRI computes the inverse of a complex upper or lower triangular
+* matrix A.
+*
+* This is the Level 3 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': A is upper triangular;
+* = 'L': A is lower triangular.
+*
+* DIAG (input) CHARACTER*1
+* = 'N': A is non-unit triangular;
+* = 'U': A is unit triangular.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the triangular matrix A. If UPLO = 'U', the
+* leading N-by-N upper triangular part of the array A contains
+* the upper triangular matrix, and the strictly lower
+* triangular part of A is not referenced. If UPLO = 'L', the
+* leading N-by-N lower triangular part of the array A contains
+* the lower triangular matrix, and the strictly upper
+* triangular part of A is not referenced. If DIAG = 'U', the
+* diagonal elements of A are also not referenced and are
+* assumed to be 1.
+* On exit, the (triangular) inverse of the original matrix, in
+* the same storage format.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, A(i,i) is exactly zero. The triangular
+* matrix is singular and its inverse can not be computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL NOUNIT, UPPER
+ INTEGER J, JB, NB, NN
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZTRMM, ZTRSM, ZTRTI2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ NOUNIT = LSAME( DIAG, 'N' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTRTRI', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Check for singularity if non-unit.
+*
+ IF( NOUNIT ) THEN
+ DO 10 INFO = 1, N
+ IF( A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ INFO = 0
+ END IF
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'ZTRTRI', UPLO // DIAG, N, -1, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.N ) THEN
+*
+* Use unblocked code
+*
+ CALL ZTRTI2( UPLO, DIAG, N, A, LDA, INFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( UPPER ) THEN
+*
+* Compute inverse of upper triangular matrix
+*
+ DO 20 J = 1, N, NB
+ JB = MIN( NB, N-J+1 )
+*
+* Compute rows 1:j-1 of current block column
+*
+ CALL ZTRMM( 'Left', 'Upper', 'No transpose', DIAG, J-1,
+ $ JB, ONE, A, LDA, A( 1, J ), LDA )
+ CALL ZTRSM( 'Right', 'Upper', 'No transpose', DIAG, J-1,
+ $ JB, -ONE, A( J, J ), LDA, A( 1, J ), LDA )
+*
+* Compute inverse of current diagonal block
+*
+ CALL ZTRTI2( 'Upper', DIAG, JB, A( J, J ), LDA, INFO )
+ 20 CONTINUE
+ ELSE
+*
+* Compute inverse of lower triangular matrix
+*
+ NN = ( ( N-1 ) / NB )*NB + 1
+ DO 30 J = NN, 1, -NB
+ JB = MIN( NB, N-J+1 )
+ IF( J+JB.LE.N ) THEN
+*
+* Compute rows j+jb:n of current block column
+*
+ CALL ZTRMM( 'Left', 'Lower', 'No transpose', DIAG,
+ $ N-J-JB+1, JB, ONE, A( J+JB, J+JB ), LDA,
+ $ A( J+JB, J ), LDA )
+ CALL ZTRSM( 'Right', 'Lower', 'No transpose', DIAG,
+ $ N-J-JB+1, JB, -ONE, A( J, J ), LDA,
+ $ A( J+JB, J ), LDA )
+ END IF
+*
+* Compute inverse of current diagonal block
+*
+ CALL ZTRTI2( 'Lower', DIAG, JB, A( J, J ), LDA, INFO )
+ 30 CONTINUE
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of ZTRTRI
+*
+ END
diff --git a/src/lib/lapack/ztzrzf.f b/src/lib/lapack/ztzrzf.f
new file mode 100644
index 00000000..5c9c6543
--- /dev/null
+++ b/src/lib/lapack/ztzrzf.f
@@ -0,0 +1,244 @@
+ SUBROUTINE ZTZRZF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZTZRZF reduces the M-by-N ( M<=N ) complex upper trapezoidal matrix A
+* to upper triangular form by means of unitary transformations.
+*
+* The upper trapezoidal matrix A is factored as
+*
+* A = ( R 0 ) * Z,
+*
+* where Z is an N-by-N unitary matrix and R is an M-by-M upper
+* triangular matrix.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= M.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the leading M-by-N upper trapezoidal part of the
+* array A must contain the matrix to be factorized.
+* On exit, the leading M-by-M upper triangular part of A
+* contains the upper triangular matrix R, and elements M+1 to
+* N of the first M rows of A, with the array TAU, represent the
+* unitary matrix Z as a product of M elementary reflectors.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* TAU (output) COMPLEX*16 array, dimension (M)
+* The scalar factors of the elementary reflectors.
+*
+* 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,M).
+* For optimum performance LWORK >= M*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* The factorization is obtained by Householder's method. The kth
+* transformation matrix, Z( k ), which is used to introduce zeros into
+* the ( m - k + 1 )th row of A, is given in the form
+*
+* Z( k ) = ( I 0 ),
+* ( 0 T( k ) )
+*
+* where
+*
+* T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ),
+* ( 0 )
+* ( z( k ) )
+*
+* tau is a scalar and z( k ) is an ( n - m ) element vector.
+* tau and z( k ) are chosen to annihilate the elements of the kth row
+* of X.
+*
+* The scalar tau is returned in the kth element of TAU and the vector
+* u( k ) in the kth row of A, such that the elements of z( k ) are
+* in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in
+* the upper triangular part of A.
+*
+* Z is given by
+*
+* Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IWS, KI, KK, LDWORK, LWKOPT, M1, MU, NB,
+ $ NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARZB, ZLARZT, ZLATRZ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.EQ.0 .OR. M.EQ.N ) THEN
+ LWKOPT = 1
+ ELSE
+*
+* Determine the block size.
+*
+ NB = ILAENV( 1, 'ZGERQF', ' ', M, N, -1, -1 )
+ LWKOPT = M*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTZRZF', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 ) THEN
+ RETURN
+ ELSE IF( M.EQ.N ) THEN
+ DO 10 I = 1, N
+ TAU( I ) = ZERO
+ 10 CONTINUE
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 1
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.M ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'ZGERQF', ' ', M, N, -1, -1 ) )
+ IF( NX.LT.M ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZGERQF', ' ', M, N, -1,
+ $ -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.M .AND. NX.LT.M ) THEN
+*
+* Use blocked code initially.
+* The last kk rows are handled by the block method.
+*
+ M1 = MIN( M+1, N )
+ KI = ( ( M-NX-1 ) / NB )*NB
+ KK = MIN( M, KI+NB )
+*
+ DO 20 I = M - KK + KI + 1, M - KK + 1, -NB
+ IB = MIN( M-I+1, NB )
+*
+* Compute the TZ factorization of the current block
+* A(i:i+ib-1,i:n)
+*
+ CALL ZLATRZ( IB, N-I+1, N-M, A( I, I ), LDA, TAU( I ),
+ $ WORK )
+ IF( I.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL ZLARZT( 'Backward', 'Rowwise', N-M, IB, A( I, M1 ),
+ $ LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(1:i-1,i:n) from the right
+*
+ CALL ZLARZB( 'Right', 'No transpose', 'Backward',
+ $ 'Rowwise', I-1, N-I+1, IB, N-M, A( I, M1 ),
+ $ LDA, WORK, LDWORK, A( 1, I ), LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+ 20 CONTINUE
+ MU = I + NB - 1
+ ELSE
+ MU = M
+ END IF
+*
+* Use unblocked code to factor the last or only block
+*
+ IF( MU.GT.0 )
+ $ CALL ZLATRZ( MU, N, N-M, A, LDA, TAU, WORK )
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of ZTZRZF
+*
+ END
diff --git a/src/lib/lapack/zung2l.f b/src/lib/lapack/zung2l.f
new file mode 100644
index 00000000..29178b90
--- /dev/null
+++ b/src/lib/lapack/zung2l.f
@@ -0,0 +1,128 @@
+ SUBROUTINE ZUNG2L( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNG2L generates an m by n complex matrix Q with orthonormal columns,
+* which is defined as the last n columns of a product of k elementary
+* reflectors of order m
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by ZGEQLF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the (n-k+i)-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by ZGEQLF in the last k columns of its array
+* argument A.
+* On exit, the m-by-n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEQLF.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, II, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARF, ZSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNG2L', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+* Initialise columns 1:n-k to columns of the unit matrix
+*
+ DO 20 J = 1, N - K
+ DO 10 L = 1, M
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ A( M-N+J, J ) = ONE
+ 20 CONTINUE
+*
+ DO 40 I = 1, K
+ II = N - K + I
+*
+* Apply H(i) to A(1:m-k+i,1:n-k+i) from the left
+*
+ A( M-N+II, II ) = ONE
+ CALL ZLARF( 'Left', M-N+II, II-1, A( 1, II ), 1, TAU( I ), A,
+ $ LDA, WORK )
+ CALL ZSCAL( M-N+II-1, -TAU( I ), A( 1, II ), 1 )
+ A( M-N+II, II ) = ONE - TAU( I )
+*
+* Set A(m-k+i+1:m,n-k+i) to zero
+*
+ DO 30 L = M - N + II + 1, M
+ A( L, II ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of ZUNG2L
+*
+ END
diff --git a/src/lib/lapack/zung2r.f b/src/lib/lapack/zung2r.f
new file mode 100644
index 00000000..cd89f26e
--- /dev/null
+++ b/src/lib/lapack/zung2r.f
@@ -0,0 +1,130 @@
+ SUBROUTINE ZUNG2R( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNG2R generates an m by n complex matrix Q with orthonormal columns,
+* which is defined as the first n columns of a product of k elementary
+* reflectors of order m
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by ZGEQRF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the i-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by ZGEQRF in the first k columns of its array
+* argument A.
+* On exit, the m by n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEQRF.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARF, ZSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNG2R', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 )
+ $ RETURN
+*
+* Initialise columns k+1:n to columns of the unit matrix
+*
+ DO 20 J = K + 1, N
+ DO 10 L = 1, M
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ A( J, J ) = ONE
+ 20 CONTINUE
+*
+ DO 40 I = K, 1, -1
+*
+* Apply H(i) to A(i:m,i:n) from the left
+*
+ IF( I.LT.N ) THEN
+ A( I, I ) = ONE
+ CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
+ $ A( I, I+1 ), LDA, WORK )
+ END IF
+ IF( I.LT.M )
+ $ CALL ZSCAL( M-I, -TAU( I ), A( I+1, I ), 1 )
+ A( I, I ) = ONE - TAU( I )
+*
+* Set A(1:i-1,i) to zero
+*
+ DO 30 L = 1, I - 1
+ A( L, I ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of ZUNG2R
+*
+ END
diff --git a/src/lib/lapack/zungbr.f b/src/lib/lapack/zungbr.f
new file mode 100644
index 00000000..94f74820
--- /dev/null
+++ b/src/lib/lapack/zungbr.f
@@ -0,0 +1,245 @@
+ SUBROUTINE ZUNGBR( VECT, M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER VECT
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGBR generates one of the complex unitary matrices Q or P**H
+* determined by ZGEBRD when reducing a complex matrix A to bidiagonal
+* form: A = Q * B * P**H. Q and P**H are defined as products of
+* elementary reflectors H(i) or G(i) respectively.
+*
+* If VECT = 'Q', A is assumed to have been an M-by-K matrix, and Q
+* is of order M:
+* if m >= k, Q = H(1) H(2) . . . H(k) and ZUNGBR returns the first n
+* columns of Q, where m >= n >= k;
+* if m < k, Q = H(1) H(2) . . . H(m-1) and ZUNGBR returns Q as an
+* M-by-M matrix.
+*
+* If VECT = 'P', A is assumed to have been a K-by-N matrix, and P**H
+* is of order N:
+* if k < n, P**H = G(k) . . . G(2) G(1) and ZUNGBR returns the first m
+* rows of P**H, where n >= m >= k;
+* if k >= n, P**H = G(n-1) . . . G(2) G(1) and ZUNGBR returns P**H as
+* an N-by-N matrix.
+*
+* Arguments
+* =========
+*
+* VECT (input) CHARACTER*1
+* Specifies whether the matrix Q or the matrix P**H is
+* required, as defined in the transformation applied by ZGEBRD:
+* = 'Q': generate Q;
+* = 'P': generate P**H.
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q or P**H to be returned.
+* M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q or P**H to be returned.
+* N >= 0.
+* If VECT = 'Q', M >= N >= min(M,K);
+* if VECT = 'P', N >= M >= min(N,K).
+*
+* K (input) INTEGER
+* If VECT = 'Q', the number of columns in the original M-by-K
+* matrix reduced by ZGEBRD.
+* If VECT = 'P', the number of rows in the original K-by-N
+* matrix reduced by ZGEBRD.
+* K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the vectors which define the elementary reflectors,
+* as returned by ZGEBRD.
+* On exit, the M-by-N matrix Q or P**H.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= M.
+*
+* TAU (input) COMPLEX*16 array, dimension
+* (min(M,K)) if VECT = 'Q'
+* (min(N,K)) if VECT = 'P'
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i) or G(i), which determines Q or P**H, as
+* returned by ZGEBRD in its array argument TAUQ or TAUP.
+*
+* 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,min(M,N)).
+* For optimum performance LWORK >= min(M,N)*NB, where NB
+* is the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WANTQ
+ INTEGER I, IINFO, J, LWKOPT, MN, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZUNGLQ, ZUNGQR
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ WANTQ = LSAME( VECT, 'Q' )
+ MN = MIN( M, N )
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( .NOT.WANTQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
+ INFO = -1
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 .OR. ( WANTQ .AND. ( N.GT.M .OR. N.LT.MIN( M,
+ $ K ) ) ) .OR. ( .NOT.WANTQ .AND. ( M.GT.N .OR. M.LT.
+ $ MIN( N, K ) ) ) ) THEN
+ INFO = -3
+ ELSE IF( K.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LWORK.LT.MAX( 1, MN ) .AND. .NOT.LQUERY ) THEN
+ INFO = -9
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( WANTQ ) THEN
+ NB = ILAENV( 1, 'ZUNGQR', ' ', M, N, K, -1 )
+ ELSE
+ NB = ILAENV( 1, 'ZUNGLQ', ' ', M, N, K, -1 )
+ END IF
+ LWKOPT = MAX( 1, MN )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGBR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ IF( WANTQ ) THEN
+*
+* Form Q, determined by a call to ZGEBRD to reduce an m-by-k
+* matrix
+*
+ IF( M.GE.K ) THEN
+*
+* If m >= k, assume m >= n >= k
+*
+ CALL ZUNGQR( M, N, K, A, LDA, TAU, WORK, LWORK, IINFO )
+*
+ ELSE
+*
+* If m < k, assume m = n
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the right, and set the first row and column of Q
+* to those of the unit matrix
+*
+ DO 20 J = M, 2, -1
+ A( 1, J ) = ZERO
+ DO 10 I = J + 1, M
+ A( I, J ) = A( I, J-1 )
+ 10 CONTINUE
+ 20 CONTINUE
+ A( 1, 1 ) = ONE
+ DO 30 I = 2, M
+ A( I, 1 ) = ZERO
+ 30 CONTINUE
+ IF( M.GT.1 ) THEN
+*
+* Form Q(2:m,2:m)
+*
+ CALL ZUNGQR( M-1, M-1, M-1, A( 2, 2 ), LDA, TAU, WORK,
+ $ LWORK, IINFO )
+ END IF
+ END IF
+ ELSE
+*
+* Form P', determined by a call to ZGEBRD to reduce a k-by-n
+* matrix
+*
+ IF( K.LT.N ) THEN
+*
+* If k < n, assume k <= m <= n
+*
+ CALL ZUNGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, IINFO )
+*
+ ELSE
+*
+* If k >= n, assume m = n
+*
+* Shift the vectors which define the elementary reflectors one
+* row downward, and set the first row and column of P' to
+* those of the unit matrix
+*
+ A( 1, 1 ) = ONE
+ DO 40 I = 2, N
+ A( I, 1 ) = ZERO
+ 40 CONTINUE
+ DO 60 J = 2, N
+ DO 50 I = J - 1, 2, -1
+ A( I, J ) = A( I-1, J )
+ 50 CONTINUE
+ A( 1, J ) = ZERO
+ 60 CONTINUE
+ IF( N.GT.1 ) THEN
+*
+* Form P'(2:n,2:n)
+*
+ CALL ZUNGLQ( N-1, N-1, N-1, A( 2, 2 ), LDA, TAU, WORK,
+ $ LWORK, IINFO )
+ END IF
+ END IF
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZUNGBR
+*
+ END
diff --git a/src/lib/lapack/zunghr.f b/src/lib/lapack/zunghr.f
new file mode 100644
index 00000000..fcf32abf
--- /dev/null
+++ b/src/lib/lapack/zunghr.f
@@ -0,0 +1,165 @@
+ SUBROUTINE ZUNGHR( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGHR generates a complex unitary matrix Q which is defined as the
+* product of IHI-ILO elementary reflectors of order N, as returned by
+* ZGEHRD:
+*
+* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix Q. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) INTEGER
+* ILO and IHI must have the same values as in the previous call
+* of ZGEHRD. Q is equal to the unit matrix except in the
+* submatrix Q(ilo+1:ihi,ilo+1:ihi).
+* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the vectors which define the elementary reflectors,
+* as returned by ZGEHRD.
+* On exit, the N-by-N unitary matrix Q.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (input) COMPLEX*16 array, dimension (N-1)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEHRD.
+*
+* 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 >= IHI-ILO.
+* For optimum performance LWORK >= (IHI-ILO)*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IINFO, J, LWKOPT, NB, NH
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZUNGQR
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NH = IHI - ILO
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
+ INFO = -2
+ ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, NH ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ NB = ILAENV( 1, 'ZUNGQR', ' ', NH, NH, NH, -1 )
+ LWKOPT = MAX( 1, NH )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGHR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the right, and set the first ilo and the last n-ihi
+* rows and columns to those of the unit matrix
+*
+ DO 40 J = IHI, ILO + 1, -1
+ DO 10 I = 1, J - 1
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ DO 20 I = J + 1, IHI
+ A( I, J ) = A( I, J-1 )
+ 20 CONTINUE
+ DO 30 I = IHI + 1, N
+ A( I, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ DO 60 J = 1, ILO
+ DO 50 I = 1, N
+ A( I, J ) = ZERO
+ 50 CONTINUE
+ A( J, J ) = ONE
+ 60 CONTINUE
+ DO 80 J = IHI + 1, N
+ DO 70 I = 1, N
+ A( I, J ) = ZERO
+ 70 CONTINUE
+ A( J, J ) = ONE
+ 80 CONTINUE
+*
+ IF( NH.GT.0 ) THEN
+*
+* Generate Q(ilo+1:ihi,ilo+1:ihi)
+*
+ CALL ZUNGQR( NH, NH, NH, A( ILO+1, ILO+1 ), LDA, TAU( ILO ),
+ $ WORK, LWORK, IINFO )
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZUNGHR
+*
+ END
diff --git a/src/lib/lapack/zungl2.f b/src/lib/lapack/zungl2.f
new file mode 100644
index 00000000..502411b4
--- /dev/null
+++ b/src/lib/lapack/zungl2.f
@@ -0,0 +1,136 @@
+ SUBROUTINE ZUNGL2( M, N, K, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGL2 generates an m-by-n complex matrix Q with orthonormal rows,
+* which is defined as the first m rows of a product of k elementary
+* reflectors of order n
+*
+* Q = H(k)' . . . H(2)' H(1)'
+*
+* as returned by ZGELQF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. N >= M.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. M >= K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the i-th row must contain the vector which defines
+* the elementary reflector H(i), for i = 1,2,...,k, as returned
+* by ZGELQF in the first k rows of its array argument A.
+* On exit, the m by n matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGELQF.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (M)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE, ZERO
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
+ $ ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J, L
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACGV, ZLARF, ZSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGL2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.LE.0 )
+ $ RETURN
+*
+ IF( K.LT.M ) THEN
+*
+* Initialise rows k+1:m to rows of the unit matrix
+*
+ DO 20 J = 1, N
+ DO 10 L = K + 1, M
+ A( L, J ) = ZERO
+ 10 CONTINUE
+ IF( J.GT.K .AND. J.LE.M )
+ $ A( J, J ) = ONE
+ 20 CONTINUE
+ END IF
+*
+ DO 40 I = K, 1, -1
+*
+* Apply H(i)' to A(i:m,i:n) from the right
+*
+ IF( I.LT.N ) THEN
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ IF( I.LT.M ) THEN
+ A( I, I ) = ONE
+ CALL ZLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
+ $ DCONJG( TAU( I ) ), A( I+1, I ), LDA, WORK )
+ END IF
+ CALL ZSCAL( N-I, -TAU( I ), A( I, I+1 ), LDA )
+ CALL ZLACGV( N-I, A( I, I+1 ), LDA )
+ END IF
+ A( I, I ) = ONE - DCONJG( TAU( I ) )
+*
+* Set A(i,1:i-1) to zero
+*
+ DO 30 L = 1, I - 1
+ A( I, L ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ RETURN
+*
+* End of ZUNGL2
+*
+ END
diff --git a/src/lib/lapack/zunglq.f b/src/lib/lapack/zunglq.f
new file mode 100644
index 00000000..ab4a018f
--- /dev/null
+++ b/src/lib/lapack/zunglq.f
@@ -0,0 +1,215 @@
+ SUBROUTINE ZUNGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGLQ generates an M-by-N complex matrix Q with orthonormal rows,
+* which is defined as the first M rows of a product of K elementary
+* reflectors of order N
+*
+* Q = H(k)' . . . H(2)' H(1)'
+*
+* as returned by ZGELQF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. N >= M.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. M >= K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the i-th row must contain the vector which defines
+* the elementary reflector H(i), for i = 1,2,...,k, as returned
+* by ZGELQF in the first k rows of its array argument A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGELQF.
+*
+* 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,M).
+* For optimum performance LWORK >= M*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit;
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK,
+ $ LWKOPT, NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNGL2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'ZUNGLQ', ' ', M, N, K, -1 )
+ LWKOPT = MAX( 1, M )*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGLQ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.LE.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = M
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'ZUNGLQ', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = M
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZUNGLQ', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the last block.
+* The first kk rows are handled by the block method.
+*
+ KI = ( ( K-NX-1 ) / NB )*NB
+ KK = MIN( K, KI+NB )
+*
+* Set A(kk+1:m,1:kk) to zero.
+*
+ DO 20 J = 1, KK
+ DO 10 I = KK + 1, M
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the last or only block.
+*
+ IF( KK.LT.M )
+ $ CALL ZUNGL2( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA,
+ $ TAU( KK+1 ), WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = KI + 1, 1, -NB
+ IB = MIN( NB, K-I+1 )
+ IF( I+IB.LE.M ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL ZLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H' to A(i+ib:m,i:n) from the right
+*
+ CALL ZLARFB( 'Right', 'Conjugate transpose', 'Forward',
+ $ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ),
+ $ LDA, WORK, LDWORK, A( I+IB, I ), LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+*
+* Apply H' to columns i:n of current block
+*
+ CALL ZUNGL2( IB, N-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+* Set columns 1:i-1 of current block to zero
+*
+ DO 40 J = 1, I - 1
+ DO 30 L = I, I + IB - 1
+ A( L, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZUNGLQ
+*
+ END
diff --git a/src/lib/lapack/zungql.f b/src/lib/lapack/zungql.f
new file mode 100644
index 00000000..4232abea
--- /dev/null
+++ b/src/lib/lapack/zungql.f
@@ -0,0 +1,222 @@
+ SUBROUTINE ZUNGQL( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGQL generates an M-by-N complex matrix Q with orthonormal columns,
+* which is defined as the last N columns of a product of K elementary
+* reflectors of order M
+*
+* Q = H(k) . . . H(2) H(1)
+*
+* as returned by ZGEQLF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the (n-k+i)-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by ZGEQLF in the last k columns of its array
+* argument A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEQLF.
+*
+* 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,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, KK, L, LDWORK, LWKOPT,
+ $ NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNG2L
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( N.EQ.0 ) THEN
+ LWKOPT = 1
+ ELSE
+ NB = ILAENV( 1, 'ZUNGQL', ' ', M, N, K, -1 )
+ LWKOPT = N*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGQL', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 ) THEN
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'ZUNGQL', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZUNGQL', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the first block.
+* The last kk columns are handled by the block method.
+*
+ KK = MIN( K, ( ( K-NX+NB-1 ) / NB )*NB )
+*
+* Set A(m-kk+1:m,1:n-kk) to zero.
+*
+ DO 20 J = 1, N - KK
+ DO 10 I = M - KK + 1, M
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the first or only block.
+*
+ CALL ZUNG2L( M-KK, N-KK, K-KK, A, LDA, TAU, WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = K - KK + 1, K, NB
+ IB = MIN( NB, K-I+1 )
+ IF( N-K+I.GT.1 ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL ZLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB,
+ $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(1:m-k+i+ib-1,1:n-k+i-1) from the left
+*
+ CALL ZLARFB( 'Left', 'No transpose', 'Backward',
+ $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB,
+ $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA,
+ $ WORK( IB+1 ), LDWORK )
+ END IF
+*
+* Apply H to rows 1:m-k+i+ib-1 of current block
+*
+ CALL ZUNG2L( M-K+I+IB-1, IB, IB, A( 1, N-K+I ), LDA,
+ $ TAU( I ), WORK, IINFO )
+*
+* Set rows m-k+i+ib:m of current block to zero
+*
+ DO 40 J = N - K + I, N - K + I + IB - 1
+ DO 30 L = M - K + I + IB, M
+ A( L, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZUNGQL
+*
+ END
diff --git a/src/lib/lapack/zungqr.f b/src/lib/lapack/zungqr.f
new file mode 100644
index 00000000..bf5c6997
--- /dev/null
+++ b/src/lib/lapack/zungqr.f
@@ -0,0 +1,216 @@
+ SUBROUTINE ZUNGQR( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, K, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGQR generates an M-by-N complex matrix Q with orthonormal columns,
+* which is defined as the first N columns of a product of K elementary
+* reflectors of order M
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by ZGEQRF.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix Q. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix Q. M >= N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines the
+* matrix Q. N >= K >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the i-th column must contain the vector which
+* defines the elementary reflector H(i), for i = 1,2,...,k, as
+* returned by ZGEQRF in the first k columns of its array
+* argument A.
+* On exit, the M-by-N matrix Q.
+*
+* LDA (input) INTEGER
+* The first dimension of the array A. LDA >= max(1,M).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEQRF.
+*
+* 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,N).
+* For optimum performance LWORK >= N*NB, where NB is the
+* optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument has an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK,
+ $ LWKOPT, NB, NBMIN, NX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNG2R
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ NB = ILAENV( 1, 'ZUNGQR', ' ', M, N, K, -1 )
+ LWKOPT = MAX( 1, N )*NB
+ WORK( 1 ) = LWKOPT
+ LQUERY = ( LWORK.EQ.-1 )
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
+ INFO = -2
+ ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGQR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.LE.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ NX = 0
+ IWS = N
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+*
+* Determine when to cross over from blocked to unblocked code.
+*
+ NX = MAX( 0, ILAENV( 3, 'ZUNGQR', ' ', M, N, K, -1 ) )
+ IF( NX.LT.K ) THEN
+*
+* Determine if workspace is large enough for blocked code.
+*
+ LDWORK = N
+ IWS = LDWORK*NB
+ IF( LWORK.LT.IWS ) THEN
+*
+* Not enough workspace to use optimal NB: reduce NB and
+* determine the minimum value of NB.
+*
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZUNGQR', ' ', M, N, K, -1 ) )
+ END IF
+ END IF
+ END IF
+*
+ IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
+*
+* Use blocked code after the last block.
+* The first kk columns are handled by the block method.
+*
+ KI = ( ( K-NX-1 ) / NB )*NB
+ KK = MIN( K, KI+NB )
+*
+* Set A(1:kk,kk+1:n) to zero.
+*
+ DO 20 J = KK + 1, N
+ DO 10 I = 1, KK
+ A( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+ ELSE
+ KK = 0
+ END IF
+*
+* Use unblocked code for the last or only block.
+*
+ IF( KK.LT.N )
+ $ CALL ZUNG2R( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA,
+ $ TAU( KK+1 ), WORK, IINFO )
+*
+ IF( KK.GT.0 ) THEN
+*
+* Use blocked code
+*
+ DO 50 I = KI + 1, 1, -NB
+ IB = MIN( NB, K-I+1 )
+ IF( I+IB.LE.N ) THEN
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, IB,
+ $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
+*
+* Apply H to A(i:m,i+ib:n) from the left
+*
+ CALL ZLARFB( 'Left', 'No transpose', 'Forward',
+ $ 'Columnwise', M-I+1, N-I-IB+1, IB,
+ $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
+ $ LDA, WORK( IB+1 ), LDWORK )
+ END IF
+*
+* Apply H to rows i:m of current block
+*
+ CALL ZUNG2R( M-I+1, IB, IB, A( I, I ), LDA, TAU( I ), WORK,
+ $ IINFO )
+*
+* Set rows 1:i-1 of current block to zero
+*
+ DO 40 J = I, I + IB - 1
+ DO 30 L = 1, I - 1
+ A( L, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ END IF
+*
+ WORK( 1 ) = IWS
+ RETURN
+*
+* End of ZUNGQR
+*
+ END
diff --git a/src/lib/lapack/zungtr.f b/src/lib/lapack/zungtr.f
new file mode 100644
index 00000000..5de7c109
--- /dev/null
+++ b/src/lib/lapack/zungtr.f
@@ -0,0 +1,184 @@
+ SUBROUTINE ZUNGTR( UPLO, N, A, LDA, TAU, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNGTR generates a complex unitary matrix Q which is defined as the
+* product of n-1 elementary reflectors of order N, as returned by
+* ZHETRD:
+*
+* if UPLO = 'U', Q = H(n-1) . . . H(2) H(1),
+*
+* if UPLO = 'L', Q = H(1) H(2) . . . H(n-1).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A contains elementary reflectors
+* from ZHETRD;
+* = 'L': Lower triangle of A contains elementary reflectors
+* from ZHETRD.
+*
+* N (input) INTEGER
+* The order of the matrix Q. N >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* On entry, the vectors which define the elementary reflectors,
+* as returned by ZHETRD.
+* On exit, the N-by-N unitary matrix Q.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= N.
+*
+* TAU (input) COMPLEX*16 array, dimension (N-1)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZHETRD.
+*
+* 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 >= N-1.
+* For optimum performance LWORK >= (N-1)*NB, where NB is
+* the optimal blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ZERO, ONE
+ PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
+ $ ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, UPPER
+ INTEGER I, IINFO, J, LWKOPT, NB
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZUNGQL, ZUNGQR
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ ELSE IF( LWORK.LT.MAX( 1, N-1 ) .AND. .NOT.LQUERY ) THEN
+ INFO = -7
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( UPPER ) THEN
+ NB = ILAENV( 1, 'ZUNGQL', ' ', N-1, N-1, N-1, -1 )
+ ELSE
+ NB = ILAENV( 1, 'ZUNGQR', ' ', N-1, N-1, N-1, -1 )
+ END IF
+ LWKOPT = MAX( 1, N-1 )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNGTR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ IF( UPPER ) THEN
+*
+* Q was determined by a call to ZHETRD with UPLO = 'U'
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the left, and set the last row and column of Q to
+* those of the unit matrix
+*
+ DO 20 J = 1, N - 1
+ DO 10 I = 1, J - 1
+ A( I, J ) = A( I, J+1 )
+ 10 CONTINUE
+ A( N, J ) = ZERO
+ 20 CONTINUE
+ DO 30 I = 1, N - 1
+ A( I, N ) = ZERO
+ 30 CONTINUE
+ A( N, N ) = ONE
+*
+* Generate Q(1:n-1,1:n-1)
+*
+ CALL ZUNGQL( N-1, N-1, N-1, A, LDA, TAU, WORK, LWORK, IINFO )
+*
+ ELSE
+*
+* Q was determined by a call to ZHETRD with UPLO = 'L'.
+*
+* Shift the vectors which define the elementary reflectors one
+* column to the right, and set the first row and column of Q to
+* those of the unit matrix
+*
+ DO 50 J = N, 2, -1
+ A( 1, J ) = ZERO
+ DO 40 I = J + 1, N
+ A( I, J ) = A( I, J-1 )
+ 40 CONTINUE
+ 50 CONTINUE
+ A( 1, 1 ) = ONE
+ DO 60 I = 2, N
+ A( I, 1 ) = ZERO
+ 60 CONTINUE
+ IF( N.GT.1 ) THEN
+*
+* Generate Q(2:n,2:n)
+*
+ CALL ZUNGQR( N-1, N-1, N-1, A( 2, 2 ), LDA, TAU, WORK,
+ $ LWORK, IINFO )
+ END IF
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZUNGTR
+*
+ END
diff --git a/src/lib/lapack/zunm2r.f b/src/lib/lapack/zunm2r.f
new file mode 100644
index 00000000..7d4c067a
--- /dev/null
+++ b/src/lib/lapack/zunm2r.f
@@ -0,0 +1,201 @@
+ SUBROUTINE ZUNM2R( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNM2R overwrites the general complex m-by-n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'C', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'C',
+*
+* where Q is a complex unitary matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by ZGEQRF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'C': apply Q' (Conjugate transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,K)
+* The i-th column must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* ZGEQRF in the first k columns of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If SIDE = 'L', LDA >= max(1,M);
+* if SIDE = 'R', LDA >= max(1,N).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEQRF.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the m-by-n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, IC, JC, MI, NI, NQ
+ COMPLEX*16 AII, TAUI
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARF
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNM2R', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN .OR. .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) or H(i)' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H(i) or H(i)' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H(i) or H(i)'
+*
+ IF( NOTRAN ) THEN
+ TAUI = TAU( I )
+ ELSE
+ TAUI = DCONJG( TAU( I ) )
+ END IF
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL ZLARF( SIDE, MI, NI, A( I, I ), 1, TAUI, C( IC, JC ), LDC,
+ $ WORK )
+ A( I, I ) = AII
+ 10 CONTINUE
+ RETURN
+*
+* End of ZUNM2R
+*
+ END
diff --git a/src/lib/lapack/zunmbr.f b/src/lib/lapack/zunmbr.f
new file mode 100644
index 00000000..b32ce338
--- /dev/null
+++ b/src/lib/lapack/zunmbr.f
@@ -0,0 +1,288 @@
+ SUBROUTINE ZUNMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
+ $ LDC, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS, VECT
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* If VECT = 'Q', ZUNMBR overwrites the general complex M-by-N matrix C
+* with
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'C': Q**H * C C * Q**H
+*
+* If VECT = 'P', ZUNMBR overwrites the general complex M-by-N matrix C
+* with
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': P * C C * P
+* TRANS = 'C': P**H * C C * P**H
+*
+* Here Q and P**H are the unitary matrices determined by ZGEBRD when
+* reducing a complex matrix A to bidiagonal form: A = Q * B * P**H. Q
+* and P**H are defined as products of elementary reflectors H(i) and
+* G(i) respectively.
+*
+* Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the
+* order of the unitary matrix Q or P**H that is applied.
+*
+* If VECT = 'Q', A is assumed to have been an NQ-by-K matrix:
+* if nq >= k, Q = H(1) H(2) . . . H(k);
+* if nq < k, Q = H(1) H(2) . . . H(nq-1).
+*
+* If VECT = 'P', A is assumed to have been a K-by-NQ matrix:
+* if k < nq, P = G(1) G(2) . . . G(k);
+* if k >= nq, P = G(1) G(2) . . . G(nq-1).
+*
+* Arguments
+* =========
+*
+* VECT (input) CHARACTER*1
+* = 'Q': apply Q or Q**H;
+* = 'P': apply P or P**H.
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q, Q**H, P or P**H from the Left;
+* = 'R': apply Q, Q**H, P or P**H from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q or P;
+* = 'C': Conjugate transpose, apply Q**H or P**H.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* If VECT = 'Q', the number of columns in the original
+* matrix reduced by ZGEBRD.
+* If VECT = 'P', the number of rows in the original
+* matrix reduced by ZGEBRD.
+* K >= 0.
+*
+* A (input) COMPLEX*16 array, dimension
+* (LDA,min(nq,K)) if VECT = 'Q'
+* (LDA,nq) if VECT = 'P'
+* The vectors which define the elementary reflectors H(i) and
+* G(i), whose products determine the matrices Q and P, as
+* returned by ZGEBRD.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If VECT = 'Q', LDA >= max(1,nq);
+* if VECT = 'P', LDA >= max(1,min(nq,K)).
+*
+* TAU (input) COMPLEX*16 array, dimension (min(nq,K))
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i) or G(i) which determines Q or P, as returned
+* by ZGEBRD in the array argument TAUQ or TAUP.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q
+* or P*C or P**H*C or C*P or C*P**H.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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.
+* If SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M);
+* if N = 0 or M = 0, LWORK >= 1.
+* For optimum performance LWORK >= max(1,N*NB) if SIDE = 'L',
+* and LWORK >= max(1,M*NB) if SIDE = 'R', where NB is the
+* optimal blocksize. (NB = 0 if M = 0 or N = 0.)
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL APPLYQ, LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I1, I2, IINFO, LWKOPT, MI, NB, NI, NQ, NW
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZUNMLQ, ZUNMQR
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ APPLYQ = LSAME( VECT, 'Q' )
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q or P and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ NW = 0
+ END IF
+ IF( .NOT.APPLYQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -2
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -3
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( K.LT.0 ) THEN
+ INFO = -6
+ ELSE IF( ( APPLYQ .AND. LDA.LT.MAX( 1, NQ ) ) .OR.
+ $ ( .NOT.APPLYQ .AND. LDA.LT.MAX( 1, MIN( NQ, K ) ) ) )
+ $ THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( NW.GT.0 ) THEN
+ IF( APPLYQ ) THEN
+ IF( LEFT ) THEN
+ NB = ILAENV( 1, 'ZUNMQR', SIDE // TRANS, M-1, N, M-1,
+ $ -1 )
+ ELSE
+ NB = ILAENV( 1, 'ZUNMQR', SIDE // TRANS, M, N-1, N-1,
+ $ -1 )
+ END IF
+ ELSE
+ IF( LEFT ) THEN
+ NB = ILAENV( 1, 'ZUNMLQ', SIDE // TRANS, M-1, N, M-1,
+ $ -1 )
+ ELSE
+ NB = ILAENV( 1, 'ZUNMLQ', SIDE // TRANS, M, N-1, N-1,
+ $ -1 )
+ END IF
+ END IF
+ LWKOPT = MAX( 1, NW*NB )
+ ELSE
+ LWKOPT = 1
+ END IF
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNMBR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+ IF( APPLYQ ) THEN
+*
+* Apply Q
+*
+ IF( NQ.GE.K ) THEN
+*
+* Q was determined by a call to ZGEBRD with nq >= k
+*
+ CALL ZUNMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, IINFO )
+ ELSE IF( NQ.GT.1 ) THEN
+*
+* Q was determined by a call to ZGEBRD with nq < k
+*
+ IF( LEFT ) THEN
+ MI = M - 1
+ NI = N
+ I1 = 2
+ I2 = 1
+ ELSE
+ MI = M
+ NI = N - 1
+ I1 = 1
+ I2 = 2
+ END IF
+ CALL ZUNMQR( SIDE, TRANS, MI, NI, NQ-1, A( 2, 1 ), LDA, TAU,
+ $ C( I1, I2 ), LDC, WORK, LWORK, IINFO )
+ END IF
+ ELSE
+*
+* Apply P
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'C'
+ ELSE
+ TRANST = 'N'
+ END IF
+ IF( NQ.GT.K ) THEN
+*
+* P was determined by a call to ZGEBRD with nq > k
+*
+ CALL ZUNMLQ( SIDE, TRANST, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, IINFO )
+ ELSE IF( NQ.GT.1 ) THEN
+*
+* P was determined by a call to ZGEBRD with nq <= k
+*
+ IF( LEFT ) THEN
+ MI = M - 1
+ NI = N
+ I1 = 2
+ I2 = 1
+ ELSE
+ MI = M
+ NI = N - 1
+ I1 = 1
+ I2 = 2
+ END IF
+ CALL ZUNMLQ( SIDE, TRANST, MI, NI, NQ-1, A( 1, 2 ), LDA,
+ $ TAU, C( I1, I2 ), LDC, WORK, LWORK, IINFO )
+ END IF
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZUNMBR
+*
+ END
diff --git a/src/lib/lapack/zunml2.f b/src/lib/lapack/zunml2.f
new file mode 100644
index 00000000..cced4a77
--- /dev/null
+++ b/src/lib/lapack/zunml2.f
@@ -0,0 +1,205 @@
+ SUBROUTINE ZUNML2( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNML2 overwrites the general complex m-by-n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'C', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'C',
+*
+* where Q is a complex unitary matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(k)' . . . H(2)' H(1)'
+*
+* as returned by ZGELQF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'C': apply Q' (Conjugate transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) COMPLEX*16 array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* ZGELQF in the first k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGELQF.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the m-by-n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ COMPLEX*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, IC, JC, MI, NI, NQ
+ COMPLEX*16 AII, TAUI
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACGV, ZLARF
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNML2', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. NOTRAN .OR. .NOT.LEFT .AND. .NOT.NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) or H(i)' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H(i) or H(i)' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H(i) or H(i)'
+*
+ IF( NOTRAN ) THEN
+ TAUI = DCONJG( TAU( I ) )
+ ELSE
+ TAUI = TAU( I )
+ END IF
+ IF( I.LT.NQ )
+ $ CALL ZLACGV( NQ-I, A( I, I+1 ), LDA )
+ AII = A( I, I )
+ A( I, I ) = ONE
+ CALL ZLARF( SIDE, MI, NI, A( I, I ), LDA, TAUI, C( IC, JC ),
+ $ LDC, WORK )
+ A( I, I ) = AII
+ IF( I.LT.NQ )
+ $ CALL ZLACGV( NQ-I, A( I, I+1 ), LDA )
+ 10 CONTINUE
+ RETURN
+*
+* End of ZUNML2
+*
+ END
diff --git a/src/lib/lapack/zunmlq.f b/src/lib/lapack/zunmlq.f
new file mode 100644
index 00000000..b1708757
--- /dev/null
+++ b/src/lib/lapack/zunmlq.f
@@ -0,0 +1,267 @@
+ SUBROUTINE ZUNMLQ( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNMLQ overwrites the general complex M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'C': Q**H * C C * Q**H
+*
+* where Q is a complex unitary matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(k)' . . . H(2)' H(1)'
+*
+* as returned by ZGELQF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**H from the Left;
+* = 'R': apply Q or Q**H from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'C': Conjugate transpose, apply Q**H.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) COMPLEX*16 array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* ZGELQF in the first k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGELQF.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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.
+* If SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I, I1, I2, I3, IB, IC, IINFO, IWS, JC, LDWORK,
+ $ LWKOPT, MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNML2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size. NB may be at most NBMAX, where NBMAX
+* is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'ZUNMLQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ LWKOPT = MAX( 1, NW )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNMLQ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZUNMLQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL ZUNML2( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
+ $ IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. .NOT.NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'C'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL ZLARFT( 'Forward', 'Rowwise', NQ-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), T, LDT )
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H or H' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H or H'
+*
+ CALL ZLARFB( SIDE, TRANST, 'Forward', 'Rowwise', MI, NI, IB,
+ $ A( I, I ), LDA, T, LDT, C( IC, JC ), LDC, WORK,
+ $ LDWORK )
+ 10 CONTINUE
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZUNMLQ
+*
+ END
diff --git a/src/lib/lapack/zunmqr.f b/src/lib/lapack/zunmqr.f
new file mode 100644
index 00000000..f9b1e98f
--- /dev/null
+++ b/src/lib/lapack/zunmqr.f
@@ -0,0 +1,260 @@
+ SUBROUTINE ZUNMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNMQR overwrites the general complex M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'C': Q**H * C C * Q**H
+*
+* where Q is a complex unitary matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by ZGEQRF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**H from the Left;
+* = 'R': apply Q or Q**H from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'C': Conjugate transpose, apply Q**H.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* A (input) COMPLEX*16 array, dimension (LDA,K)
+* The i-th column must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* ZGEQRF in the first k columns of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A.
+* If SIDE = 'L', LDA >= max(1,M);
+* if SIDE = 'R', LDA >= max(1,N).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZGEQRF.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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.
+* If SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ INTEGER I, I1, I2, I3, IB, IC, IINFO, IWS, JC, LDWORK,
+ $ LWKOPT, MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNM2R
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = N
+ ELSE
+ NQ = N
+ NW = M
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
+ INFO = -7
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Determine the block size. NB may be at most NBMAX, where NBMAX
+* is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'ZUNMQR', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ LWKOPT = MAX( 1, NW )*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNMQR', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
+ WORK( 1 ) = 1
+ RETURN
+ END IF
+*
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZUNMQR', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL ZUNM2R( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
+ $ IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ ELSE
+ MI = M
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i) H(i+1) . . . H(i+ib-1)
+*
+ CALL ZLARFT( 'Forward', 'Columnwise', NQ-I+1, IB, A( I, I ),
+ $ LDA, TAU( I ), T, LDT )
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H or H' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H or H'
+*
+ CALL ZLARFB( SIDE, TRANS, 'Forward', 'Columnwise', MI, NI,
+ $ IB, A( I, I ), LDA, T, LDT, C( IC, JC ), LDC,
+ $ WORK, LDWORK )
+ 10 CONTINUE
+ END IF
+ WORK( 1 ) = LWKOPT
+ RETURN
+*
+* End of ZUNMQR
+*
+ END
diff --git a/src/lib/lapack/zunmr3.f b/src/lib/lapack/zunmr3.f
new file mode 100644
index 00000000..111c1c95
--- /dev/null
+++ b/src/lib/lapack/zunmr3.f
@@ -0,0 +1,212 @@
+ SUBROUTINE ZUNMR3( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC,
+ $ WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, L, LDA, LDC, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNMR3 overwrites the general complex m by n matrix C with
+*
+* Q * C if SIDE = 'L' and TRANS = 'N', or
+*
+* Q'* C if SIDE = 'L' and TRANS = 'C', or
+*
+* C * Q if SIDE = 'R' and TRANS = 'N', or
+*
+* C * Q' if SIDE = 'R' and TRANS = 'C',
+*
+* where Q is a complex unitary matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by ZTZRZF. Q is of order m if SIDE = 'L' and of order n
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q' from the Left
+* = 'R': apply Q or Q' from the Right
+*
+* TRANS (input) CHARACTER*1
+* = 'N': apply Q (No transpose)
+* = 'C': apply Q' (Conjugate transpose)
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* L (input) INTEGER
+* The number of columns of the matrix A containing
+* the meaningful part of the Householder reflectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* A (input) COMPLEX*16 array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* ZTZRZF in the last k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZTZRZF.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the m-by-n matrix C.
+* On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* WORK (workspace) COMPLEX*16 array, dimension
+* (N) if SIDE = 'L',
+* (M) if SIDE = 'R'
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ LOGICAL LEFT, NOTRAN
+ INTEGER I, I1, I2, I3, IC, JA, JC, MI, NI, NQ
+ COMPLEX*16 TAUI
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARZ
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DCONJG, MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+*
+* NQ is the order of Q
+*
+ IF( LEFT ) THEN
+ NQ = M
+ ELSE
+ NQ = N
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( L.LT.0 .OR. ( LEFT .AND. ( L.GT.M ) ) .OR.
+ $ ( .NOT.LEFT .AND. ( L.GT.N ) ) ) THEN
+ INFO = -6
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNMR3', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 )
+ $ RETURN
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN .OR. .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = 1
+ ELSE
+ I1 = K
+ I2 = 1
+ I3 = -1
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JA = M - L + 1
+ JC = 1
+ ELSE
+ MI = M
+ JA = N - L + 1
+ IC = 1
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IF( LEFT ) THEN
+*
+* H(i) or H(i)' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H(i) or H(i)' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H(i) or H(i)'
+*
+ IF( NOTRAN ) THEN
+ TAUI = TAU( I )
+ ELSE
+ TAUI = DCONJG( TAU( I ) )
+ END IF
+ CALL ZLARZ( SIDE, MI, NI, L, A( I, JA ), LDA, TAUI,
+ $ C( IC, JC ), LDC, WORK )
+*
+ 10 CONTINUE
+*
+ RETURN
+*
+* End of ZUNMR3
+*
+ END
diff --git a/src/lib/lapack/zunmrz.f b/src/lib/lapack/zunmrz.f
new file mode 100644
index 00000000..c7637050
--- /dev/null
+++ b/src/lib/lapack/zunmrz.f
@@ -0,0 +1,296 @@
+ SUBROUTINE ZUNMRZ( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC,
+ $ WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER SIDE, TRANS
+ INTEGER INFO, K, L, LDA, LDC, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZUNMRZ overwrites the general complex M-by-N matrix C with
+*
+* SIDE = 'L' SIDE = 'R'
+* TRANS = 'N': Q * C C * Q
+* TRANS = 'C': Q**H * C C * Q**H
+*
+* where Q is a complex unitary matrix defined as the product of k
+* elementary reflectors
+*
+* Q = H(1) H(2) . . . H(k)
+*
+* as returned by ZTZRZF. Q is of order M if SIDE = 'L' and of order N
+* if SIDE = 'R'.
+*
+* Arguments
+* =========
+*
+* SIDE (input) CHARACTER*1
+* = 'L': apply Q or Q**H from the Left;
+* = 'R': apply Q or Q**H from the Right.
+*
+* TRANS (input) CHARACTER*1
+* = 'N': No transpose, apply Q;
+* = 'C': Conjugate transpose, apply Q**H.
+*
+* M (input) INTEGER
+* The number of rows of the matrix C. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix C. N >= 0.
+*
+* K (input) INTEGER
+* The number of elementary reflectors whose product defines
+* the matrix Q.
+* If SIDE = 'L', M >= K >= 0;
+* if SIDE = 'R', N >= K >= 0.
+*
+* L (input) INTEGER
+* The number of columns of the matrix A containing
+* the meaningful part of the Householder reflectors.
+* If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
+*
+* A (input) COMPLEX*16 array, dimension
+* (LDA,M) if SIDE = 'L',
+* (LDA,N) if SIDE = 'R'
+* The i-th row must contain the vector which defines the
+* elementary reflector H(i), for i = 1,2,...,k, as returned by
+* ZTZRZF in the last k rows of its array argument A.
+* A is modified by the routine but restored on exit.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,K).
+*
+* TAU (input) COMPLEX*16 array, dimension (K)
+* TAU(i) must contain the scalar factor of the elementary
+* reflector H(i), as returned by ZTZRZF.
+*
+* C (input/output) COMPLEX*16 array, dimension (LDC,N)
+* On entry, the M-by-N matrix C.
+* On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1,M).
+*
+* 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.
+* If SIDE = 'L', LWORK >= max(1,N);
+* if SIDE = 'R', LWORK >= max(1,M).
+* For optimum performance LWORK >= N*NB if SIDE = 'L', and
+* LWORK >= M*NB if SIDE = 'R', where NB is the optimal
+* blocksize.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER NBMAX, LDT
+ PARAMETER ( NBMAX = 64, LDT = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LEFT, LQUERY, NOTRAN
+ CHARACTER TRANST
+ INTEGER I, I1, I2, I3, IB, IC, IINFO, IWS, JA, JC,
+ $ LDWORK, LWKOPT, MI, NB, NBMIN, NI, NQ, NW
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 T( LDT, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLARZB, ZLARZT, ZUNMR3
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ LEFT = LSAME( SIDE, 'L' )
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+* NQ is the order of Q and NW is the minimum dimension of WORK
+*
+ IF( LEFT ) THEN
+ NQ = M
+ NW = MAX( 1, N )
+ ELSE
+ NQ = N
+ NW = MAX( 1, M )
+ END IF
+ IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
+ INFO = -1
+ ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
+ INFO = -2
+ ELSE IF( M.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
+ INFO = -5
+ ELSE IF( L.LT.0 .OR. ( LEFT .AND. ( L.GT.M ) ) .OR.
+ $ ( .NOT.LEFT .AND. ( L.GT.N ) ) ) THEN
+ INFO = -6
+ ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -11
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ LWKOPT = 1
+*
+* Determine the block size. NB may be at most NBMAX, where
+* NBMAX is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'ZUNMRQ', SIDE // TRANS, M, N,
+ $ K, -1 ) )
+ LWKOPT = NW*NB
+ END IF
+ WORK( 1 ) = LWKOPT
+*
+ IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
+ INFO = -13
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZUNMRZ', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RETURN
+ END IF
+*
+* Determine the block size. NB may be at most NBMAX, where NBMAX
+* is used to define the local array T.
+*
+ NB = MIN( NBMAX, ILAENV( 1, 'ZUNMRQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ NBMIN = 2
+ LDWORK = NW
+ IF( NB.GT.1 .AND. NB.LT.K ) THEN
+ IWS = NW*NB
+ IF( LWORK.LT.IWS ) THEN
+ NB = LWORK / LDWORK
+ NBMIN = MAX( 2, ILAENV( 2, 'ZUNMRQ', SIDE // TRANS, M, N, K,
+ $ -1 ) )
+ END IF
+ ELSE
+ IWS = NW
+ END IF
+*
+ IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
+*
+* Use unblocked code
+*
+ CALL ZUNMR3( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC,
+ $ WORK, IINFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( ( LEFT .AND. .NOT.NOTRAN ) .OR.
+ $ ( .NOT.LEFT .AND. NOTRAN ) ) THEN
+ I1 = 1
+ I2 = K
+ I3 = NB
+ ELSE
+ I1 = ( ( K-1 ) / NB )*NB + 1
+ I2 = 1
+ I3 = -NB
+ END IF
+*
+ IF( LEFT ) THEN
+ NI = N
+ JC = 1
+ JA = M - L + 1
+ ELSE
+ MI = M
+ IC = 1
+ JA = N - L + 1
+ END IF
+*
+ IF( NOTRAN ) THEN
+ TRANST = 'C'
+ ELSE
+ TRANST = 'N'
+ END IF
+*
+ DO 10 I = I1, I2, I3
+ IB = MIN( NB, K-I+1 )
+*
+* Form the triangular factor of the block reflector
+* H = H(i+ib-1) . . . H(i+1) H(i)
+*
+ CALL ZLARZT( 'Backward', 'Rowwise', L, IB, A( I, JA ), LDA,
+ $ TAU( I ), T, LDT )
+*
+ IF( LEFT ) THEN
+*
+* H or H' is applied to C(i:m,1:n)
+*
+ MI = M - I + 1
+ IC = I
+ ELSE
+*
+* H or H' is applied to C(1:m,i:n)
+*
+ NI = N - I + 1
+ JC = I
+ END IF
+*
+* Apply H or H'
+*
+ CALL ZLARZB( SIDE, TRANST, 'Backward', 'Rowwise', MI, NI,
+ $ IB, L, A( I, JA ), LDA, T, LDT, C( IC, JC ),
+ $ LDC, WORK, LDWORK )
+ 10 CONTINUE
+*
+ END IF
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of ZUNMRZ
+*
+ END