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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 | 3f52712f806fbd80d66dfdcaff401e5cf94dcca4 (patch) | |
tree | a8333b8187cb44b505b9fe37fc9a7ac8a1711c10 /src/fortran/lapack/ztgevc.f | |
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sci2c arduino updated
Diffstat (limited to 'src/fortran/lapack/ztgevc.f')
-rw-r--r-- | src/fortran/lapack/ztgevc.f | 633 |
1 files changed, 633 insertions, 0 deletions
diff --git a/src/fortran/lapack/ztgevc.f b/src/fortran/lapack/ztgevc.f new file mode 100644 index 0000000..b8da962 --- /dev/null +++ b/src/fortran/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 |