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authorSandeep Gupta2017-06-18 23:55:40 +0530
committerSandeep Gupta2017-06-18 23:55:40 +0530
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+ 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