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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 ZTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D,
- $ LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL,
- $ INFO )
-*
-* -- LAPACK auxiliary routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- CHARACTER TRANS
- INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N
- DOUBLE PRECISION RDSCAL, RDSUM, SCALE
-* ..
-* .. Array Arguments ..
- COMPLEX*16 A( LDA, * ), B( LDB, * ), C( LDC, * ),
- $ D( LDD, * ), E( LDE, * ), F( LDF, * )
-* ..
-*
-* Purpose
-* =======
-*
-* ZTGSY2 solves the generalized Sylvester equation
-*
-* A * R - L * B = scale * C (1)
-* D * R - L * E = scale * F
-*
-* using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices,
-* (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
-* N-by-N and M-by-N, respectively. A, B, D and E are upper triangular
-* (i.e., (A,D) and (B,E) in generalized Schur form).
-*
-* The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
-* scaling factor chosen to avoid overflow.
-*
-* In matrix notation solving equation (1) corresponds to solve
-* Zx = scale * b, where Z is defined as
-*
-* Z = [ kron(In, A) -kron(B', Im) ] (2)
-* [ kron(In, D) -kron(E', Im) ],
-*
-* Ik is the identity matrix of size k and X' is the transpose of X.
-* kron(X, Y) is the Kronecker product between the matrices X and Y.
-*
-* If TRANS = 'C', y in the conjugate transposed system Z'y = scale*b
-* is solved for, which is equivalent to solve for R and L in
-*
-* A' * R + D' * L = scale * C (3)
-* R * B' + L * E' = scale * -F
-*
-* This case is used to compute an estimate of Dif[(A, D), (B, E)] =
-* = sigma_min(Z) using reverse communicaton with ZLACON.
-*
-* ZTGSY2 also (IJOB >= 1) contributes to the computation in ZTGSYL
-* of an upper bound on the separation between to matrix pairs. Then
-* the input (A, D), (B, E) are sub-pencils of two matrix pairs in
-* ZTGSYL.
-*
-* Arguments
-* =========
-*
-* TRANS (input) CHARACTER*1
-* = 'N', solve the generalized Sylvester equation (1).
-* = 'T': solve the 'transposed' system (3).
-*
-* IJOB (input) INTEGER
-* Specifies what kind of functionality to be performed.
-* =0: solve (1) only.
-* =1: A contribution from this subsystem to a Frobenius
-* norm-based estimate of the separation between two matrix
-* pairs is computed. (look ahead strategy is used).
-* =2: A contribution from this subsystem to a Frobenius
-* norm-based estimate of the separation between two matrix
-* pairs is computed. (DGECON on sub-systems is used.)
-* Not referenced if TRANS = 'T'.
-*
-* M (input) INTEGER
-* On entry, M specifies the order of A and D, and the row
-* dimension of C, F, R and L.
-*
-* N (input) INTEGER
-* On entry, N specifies the order of B and E, and the column
-* dimension of C, F, R and L.
-*
-* A (input) COMPLEX*16 array, dimension (LDA, M)
-* On entry, A contains an upper triangular matrix.
-*
-* LDA (input) INTEGER
-* The leading dimension of the matrix A. LDA >= max(1, M).
-*
-* B (input) COMPLEX*16 array, dimension (LDB, N)
-* On entry, B contains an upper triangular matrix.
-*
-* LDB (input) INTEGER
-* The leading dimension of the matrix B. LDB >= max(1, N).
-*
-* C (input/output) COMPLEX*16 array, dimension (LDC, N)
-* On entry, C contains the right-hand-side of the first matrix
-* equation in (1).
-* On exit, if IJOB = 0, C has been overwritten by the solution
-* R.
-*
-* LDC (input) INTEGER
-* The leading dimension of the matrix C. LDC >= max(1, M).
-*
-* D (input) COMPLEX*16 array, dimension (LDD, M)
-* On entry, D contains an upper triangular matrix.
-*
-* LDD (input) INTEGER
-* The leading dimension of the matrix D. LDD >= max(1, M).
-*
-* E (input) COMPLEX*16 array, dimension (LDE, N)
-* On entry, E contains an upper triangular matrix.
-*
-* LDE (input) INTEGER
-* The leading dimension of the matrix E. LDE >= max(1, N).
-*
-* F (input/output) COMPLEX*16 array, dimension (LDF, N)
-* On entry, F contains the right-hand-side of the second matrix
-* equation in (1).
-* On exit, if IJOB = 0, F has been overwritten by the solution
-* L.
-*
-* LDF (input) INTEGER
-* The leading dimension of the matrix F. LDF >= max(1, M).
-*
-* SCALE (output) DOUBLE PRECISION
-* On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
-* R and L (C and F on entry) will hold the solutions to a
-* slightly perturbed system but the input matrices A, B, D and
-* E have not been changed. If SCALE = 0, R and L will hold the
-* solutions to the homogeneous system with C = F = 0.
-* Normally, SCALE = 1.
-*
-* RDSUM (input/output) DOUBLE PRECISION
-* On entry, the sum of squares of computed contributions to
-* the Dif-estimate under computation by ZTGSYL, where the
-* scaling factor RDSCAL (see below) has been factored out.
-* On exit, the corresponding sum of squares updated with the
-* contributions from the current sub-system.
-* If TRANS = 'T' RDSUM is not touched.
-* NOTE: RDSUM only makes sense when ZTGSY2 is called by
-* ZTGSYL.
-*
-* RDSCAL (input/output) DOUBLE PRECISION
-* On entry, scaling factor used to prevent overflow in RDSUM.
-* On exit, RDSCAL is updated w.r.t. the current contributions
-* in RDSUM.
-* If TRANS = 'T', RDSCAL is not touched.
-* NOTE: RDSCAL only makes sense when ZTGSY2 is called by
-* ZTGSYL.
-*
-* INFO (output) INTEGER
-* On exit, if INFO is set to
-* =0: Successful exit
-* <0: If INFO = -i, input argument number i is illegal.
-* >0: The matrix pairs (A, D) and (B, E) have common or very
-* close eigenvalues.
-*
-* Further Details
-* ===============
-*
-* Based on contributions by
-* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
-* Umea University, S-901 87 Umea, Sweden.
-*
-* =====================================================================
-*
-* .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- INTEGER LDZ
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, LDZ = 2 )
-* ..
-* .. Local Scalars ..
- LOGICAL NOTRAN
- INTEGER I, IERR, J, K
- DOUBLE PRECISION SCALOC
- COMPLEX*16 ALPHA
-* ..
-* .. Local Arrays ..
- INTEGER IPIV( LDZ ), JPIV( LDZ )
- COMPLEX*16 RHS( LDZ ), Z( LDZ, LDZ )
-* ..
-* .. External Functions ..
- LOGICAL LSAME
- EXTERNAL LSAME
-* ..
-* .. External Subroutines ..
- EXTERNAL XERBLA, ZAXPY, ZGESC2, ZGETC2, ZLATDF, ZSCAL
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC DCMPLX, DCONJG, MAX
-* ..
-* .. Executable Statements ..
-*
-* Decode and test input parameters
-*
- INFO = 0
- IERR = 0
- NOTRAN = LSAME( TRANS, 'N' )
- IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
- INFO = -1
- ELSE IF( NOTRAN ) THEN
- IF( ( IJOB.LT.0 ) .OR. ( IJOB.GT.2 ) ) THEN
- INFO = -2
- END IF
- END IF
- IF( INFO.EQ.0 ) THEN
- IF( M.LE.0 ) THEN
- INFO = -3
- ELSE IF( N.LE.0 ) THEN
- INFO = -4
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -5
- ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
- INFO = -8
- ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
- INFO = -10
- ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
- INFO = -12
- ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
- INFO = -14
- ELSE IF( LDF.LT.MAX( 1, M ) ) THEN
- INFO = -16
- END IF
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'ZTGSY2', -INFO )
- RETURN
- END IF
-*
- IF( NOTRAN ) THEN
-*
-* Solve (I, J) - system
-* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
-* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
-* for I = M, M - 1, ..., 1; J = 1, 2, ..., N
-*
- SCALE = ONE
- SCALOC = ONE
- DO 30 J = 1, N
- DO 20 I = M, 1, -1
-*
-* Build 2 by 2 system
-*
- Z( 1, 1 ) = A( I, I )
- Z( 2, 1 ) = D( I, I )
- Z( 1, 2 ) = -B( J, J )
- Z( 2, 2 ) = -E( J, J )
-*
-* Set up right hand side(s)
-*
- RHS( 1 ) = C( I, J )
- RHS( 2 ) = F( I, J )
-*
-* Solve Z * x = RHS
-*
- CALL ZGETC2( LDZ, Z, LDZ, IPIV, JPIV, IERR )
- IF( IERR.GT.0 )
- $ INFO = IERR
- IF( IJOB.EQ.0 ) THEN
- CALL ZGESC2( LDZ, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
- IF( SCALOC.NE.ONE ) THEN
- DO 10 K = 1, N
- CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
- $ C( 1, K ), 1 )
- CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ),
- $ F( 1, K ), 1 )
- 10 CONTINUE
- SCALE = SCALE*SCALOC
- END IF
- ELSE
- CALL ZLATDF( IJOB, LDZ, Z, LDZ, RHS, RDSUM, RDSCAL,
- $ IPIV, JPIV )
- END IF
-*
-* Unpack solution vector(s)
-*
- C( I, J ) = RHS( 1 )
- F( I, J ) = RHS( 2 )
-*
-* Substitute R(I, J) and L(I, J) into remaining equation.
-*
- IF( I.GT.1 ) THEN
- ALPHA = -RHS( 1 )
- CALL ZAXPY( I-1, ALPHA, A( 1, I ), 1, C( 1, J ), 1 )
- CALL ZAXPY( I-1, ALPHA, D( 1, I ), 1, F( 1, J ), 1 )
- END IF
- IF( J.LT.N ) THEN
- CALL ZAXPY( N-J, RHS( 2 ), B( J, J+1 ), LDB,
- $ C( I, J+1 ), LDC )
- CALL ZAXPY( N-J, RHS( 2 ), E( J, J+1 ), LDE,
- $ F( I, J+1 ), LDF )
- END IF
-*
- 20 CONTINUE
- 30 CONTINUE
- ELSE
-*
-* Solve transposed (I, J) - system:
-* A(I, I)' * R(I, J) + D(I, I)' * L(J, J) = C(I, J)
-* R(I, I) * B(J, J) + L(I, J) * E(J, J) = -F(I, J)
-* for I = 1, 2, ..., M, J = N, N - 1, ..., 1
-*
- SCALE = ONE
- SCALOC = ONE
- DO 80 I = 1, M
- DO 70 J = N, 1, -1
-*
-* Build 2 by 2 system Z'
-*
- Z( 1, 1 ) = DCONJG( A( I, I ) )
- Z( 2, 1 ) = -DCONJG( B( J, J ) )
- Z( 1, 2 ) = DCONJG( D( I, I ) )
- Z( 2, 2 ) = -DCONJG( E( J, J ) )
-*
-*
-* Set up right hand side(s)
-*
- RHS( 1 ) = C( I, J )
- RHS( 2 ) = F( I, J )
-*
-* Solve Z' * x = RHS
-*
- CALL ZGETC2( LDZ, Z, LDZ, IPIV, JPIV, IERR )
- IF( IERR.GT.0 )
- $ INFO = IERR
- CALL ZGESC2( LDZ, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
- IF( SCALOC.NE.ONE ) THEN
- DO 40 K = 1, N
- CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), C( 1, K ),
- $ 1 )
- CALL ZSCAL( M, DCMPLX( SCALOC, ZERO ), F( 1, K ),
- $ 1 )
- 40 CONTINUE
- SCALE = SCALE*SCALOC
- END IF
-*
-* Unpack solution vector(s)
-*
- C( I, J ) = RHS( 1 )
- F( I, J ) = RHS( 2 )
-*
-* Substitute R(I, J) and L(I, J) into remaining equation.
-*
- DO 50 K = 1, J - 1
- F( I, K ) = F( I, K ) + RHS( 1 )*DCONJG( B( K, J ) ) +
- $ RHS( 2 )*DCONJG( E( K, J ) )
- 50 CONTINUE
- DO 60 K = I + 1, M
- C( K, J ) = C( K, J ) - DCONJG( A( I, K ) )*RHS( 1 ) -
- $ DCONJG( D( I, K ) )*RHS( 2 )
- 60 CONTINUE
-*
- 70 CONTINUE
- 80 CONTINUE
- END IF
- RETURN
-*
-* End of ZTGSY2
-*
- END