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author | yash1112 | 2017-07-07 21:20:49 +0530 |
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committer | yash1112 | 2017-07-07 21:20:49 +0530 |
commit | 9e5793a7b05b23e6044a6d7a9ddd5db39ba375f0 (patch) | |
tree | f50d6e06d8fe6bc1a9053ef10d4b4d857800ab51 /2.3-1/src/fortran/lapack/zgges.f | |
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sci2c arduino updated
Diffstat (limited to '2.3-1/src/fortran/lapack/zgges.f')
-rw-r--r-- | 2.3-1/src/fortran/lapack/zgges.f | 477 |
1 files changed, 477 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/zgges.f b/2.3-1/src/fortran/lapack/zgges.f new file mode 100644 index 00000000..c1499003 --- /dev/null +++ b/2.3-1/src/fortran/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 |