path: root/2.3-1/src/fortran/lapack/dgees.f

      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