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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dgeev.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
download | scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2 scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip |
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dgeev.f')
-rw-r--r-- | src/lib/lapack/dgeev.f | 423 |
1 files changed, 0 insertions, 423 deletions
diff --git a/src/lib/lapack/dgeev.f b/src/lib/lapack/dgeev.f deleted file mode 100644 index 50e08a9c..00000000 --- a/src/lib/lapack/dgeev.f +++ /dev/null @@ -1,423 +0,0 @@ - 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 |