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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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Moving lapack to right place
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- 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