#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static integer c__0 = 0; static integer c_n1 = -1; /* Subroutine */ int dgees_(char *jobvs, char *sort, L_fp select, integer *n, doublereal *a, integer *lda, integer *sdim, doublereal *wr, doublereal *wi, doublereal *vs, integer *ldvs, doublereal *work, integer *lwork, logical *bwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, vs_dim1, vs_offset, i__1, i__2, i__3; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer i__; doublereal s; integer i1, i2, ip, ihi, ilo; doublereal dum[1], eps, sep; integer ibal; doublereal anrm; integer idum[1], ierr, itau, iwrk, inxt, icond, ieval; extern logical lsame_(char *, char *); extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), dswap_(integer *, doublereal *, integer *, doublereal *, integer *); logical cursl; extern /* Subroutine */ int dlabad_(doublereal *, doublereal *), dgebak_( char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), dgebal_(char *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, integer *); logical lst2sl, scalea; extern doublereal dlamch_(char *); doublereal cscale; extern doublereal dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dgehrd_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *), dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); doublereal bignum; extern /* Subroutine */ int dorghr_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *), dhseqr_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *), dtrsen_(char *, char *, logical *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, integer *); logical lastsl; integer minwrk, maxwrk; doublereal smlnum; integer hswork; logical wantst, lquery, wantvs; /* -- LAPACK driver routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* .. Function Arguments .. */ /* .. */ /* 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 .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input arguments */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; --wr; --wi; vs_dim1 = *ldvs; vs_offset = 1 + vs_dim1; vs -= vs_offset; --work; --bwork; /* Function Body */ *info = 0; lquery = *lwork == -1; wantvs = lsame_(jobvs, "V"); wantst = lsame_(sort, "S"); if (! wantvs && ! lsame_(jobvs, "N")) { *info = -1; } else if (! wantst && ! lsame_(sort, "N")) { *info = -2; } else if (*n < 0) { *info = -4; } else if (*lda < max(1,*n)) { *info = -6; } else if (*ldvs < 1 || wantvs && *ldvs < *n) { *info = -11; } /* 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 == 0) { if (*n == 0) { minwrk = 1; maxwrk = 1; } else { maxwrk = (*n << 1) + *n * ilaenv_(&c__1, "DGEHRD", " ", n, &c__1, n, &c__0); minwrk = *n * 3; dhseqr_("S", jobvs, n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[1] , &vs[vs_offset], ldvs, &work[1], &c_n1, &ieval); hswork = (integer) work[1]; if (! wantvs) { /* Computing MAX */ i__1 = maxwrk, i__2 = *n + hswork; maxwrk = max(i__1,i__2); } else { /* Computing MAX */ i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, "DORGHR", " ", n, &c__1, n, &c_n1); maxwrk = max(i__1,i__2); /* Computing MAX */ i__1 = maxwrk, i__2 = *n + hswork; maxwrk = max(i__1,i__2); } } work[1] = (doublereal) maxwrk; if (*lwork < minwrk && ! lquery) { *info = -13; } } if (*info != 0) { i__1 = -(*info); xerbla_("DGEES ", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ if (*n == 0) { *sdim = 0; return 0; } /* Get machine constants */ eps = dlamch_("P"); smlnum = dlamch_("S"); bignum = 1. / smlnum; dlabad_(&smlnum, &bignum); smlnum = sqrt(smlnum) / eps; bignum = 1. / smlnum; /* Scale A if max element outside range [SMLNUM,BIGNUM] */ anrm = dlange_("M", n, n, &a[a_offset], lda, dum); scalea = FALSE_; if (anrm > 0. && anrm < smlnum) { scalea = TRUE_; cscale = smlnum; } else if (anrm > bignum) { scalea = TRUE_; cscale = bignum; } if (scalea) { dlascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, & ierr); } /* Permute the matrix to make it more nearly triangular */ /* (Workspace: need N) */ ibal = 1; dgebal_("P", n, &a[a_offset], 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; i__1 = *lwork - iwrk + 1; dgehrd_(n, &ilo, &ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, &ierr); if (wantvs) { /* Copy Householder vectors to VS */ dlacpy_("L", n, n, &a[a_offset], lda, &vs[vs_offset], ldvs) ; /* Generate orthogonal matrix in VS */ /* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */ i__1 = *lwork - iwrk + 1; dorghr_(n, &ilo, &ihi, &vs[vs_offset], ldvs, &work[itau], &work[iwrk], &i__1, &ierr); } *sdim = 0; /* Perform QR iteration, accumulating Schur vectors in VS if desired */ /* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */ iwrk = itau; i__1 = *lwork - iwrk + 1; dhseqr_("S", jobvs, n, &ilo, &ihi, &a[a_offset], lda, &wr[1], &wi[1], &vs[ vs_offset], ldvs, &work[iwrk], &i__1, &ieval); if (ieval > 0) { *info = ieval; } /* Sort eigenvalues if desired */ if (wantst && *info == 0) { if (scalea) { dlascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &wr[1], n, & ierr); dlascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &wi[1], n, & ierr); } i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { bwork[i__] = (*select)(&wr[i__], &wi[i__]); /* L10: */ } /* Reorder eigenvalues and transform Schur vectors */ /* (Workspace: none needed) */ i__1 = *lwork - iwrk + 1; dtrsen_("N", jobvs, &bwork[1], n, &a[a_offset], lda, &vs[vs_offset], ldvs, &wr[1], &wi[1], sdim, &s, &sep, &work[iwrk], &i__1, idum, &c__1, &icond); if (icond > 0) { *info = *n + icond; } } if (wantvs) { /* Undo balancing */ /* (Workspace: need N) */ dgebak_("P", "R", n, &ilo, &ihi, &work[ibal], n, &vs[vs_offset], ldvs, &ierr); } if (scalea) { /* Undo scaling for the Schur form of A */ dlascl_("H", &c__0, &c__0, &cscale, &anrm, n, n, &a[a_offset], lda, & ierr); i__1 = *lda + 1; dcopy_(n, &a[a_offset], &i__1, &wr[1], &c__1); if (cscale == smlnum) { /* If scaling back towards underflow, adjust WI if an */ /* offdiagonal element of a 2-by-2 block in the Schur form */ /* underflows. */ if (ieval > 0) { i1 = ieval + 1; i2 = ihi - 1; i__1 = ilo - 1; /* Computing MAX */ i__3 = ilo - 1; i__2 = max(i__3,1); dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[ 1], &i__2, &ierr); } else if (wantst) { i1 = 1; i2 = *n - 1; } else { i1 = ilo; i2 = ihi - 1; } inxt = i1 - 1; i__1 = i2; for (i__ = i1; i__ <= i__1; ++i__) { if (i__ < inxt) { goto L20; } if (wi[i__] == 0.) { inxt = i__ + 1; } else { if (a[i__ + 1 + i__ * a_dim1] == 0.) { wi[i__] = 0.; wi[i__ + 1] = 0.; } else if (a[i__ + 1 + i__ * a_dim1] != 0. && a[i__ + ( i__ + 1) * a_dim1] == 0.) { wi[i__] = 0.; wi[i__ + 1] = 0.; if (i__ > 1) { i__2 = i__ - 1; dswap_(&i__2, &a[i__ * a_dim1 + 1], &c__1, &a[( i__ + 1) * a_dim1 + 1], &c__1); } if (*n > i__ + 1) { i__2 = *n - i__ - 1; dswap_(&i__2, &a[i__ + (i__ + 2) * a_dim1], lda, & a[i__ + 1 + (i__ + 2) * a_dim1], lda); } if (wantvs) { dswap_(n, &vs[i__ * vs_dim1 + 1], &c__1, &vs[(i__ + 1) * vs_dim1 + 1], &c__1); } a[i__ + (i__ + 1) * a_dim1] = a[i__ + 1 + i__ * a_dim1]; a[i__ + 1 + i__ * a_dim1] = 0.; } inxt = i__ + 2; } L20: ; } } /* Undo scaling for the imaginary part of the eigenvalues */ i__1 = *n - ieval; /* Computing MAX */ i__3 = *n - ieval; i__2 = max(i__3,1); dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[ieval + 1], &i__2, &ierr); } if (wantst && *info == 0) { /* Check if reordering successful */ lastsl = TRUE_; lst2sl = TRUE_; *sdim = 0; ip = 0; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { cursl = (*select)(&wr[i__], &wi[i__]); if (wi[i__] == 0.) { if (cursl) { ++(*sdim); } ip = 0; if (cursl && ! lastsl) { *info = *n + 2; } } else { if (ip == 1) { /* Last eigenvalue of conjugate pair */ cursl = cursl || lastsl; lastsl = cursl; if (cursl) { *sdim += 2; } ip = -1; if (cursl && ! lst2sl) { *info = *n + 2; } } else { /* First eigenvalue of conjugate pair */ ip = 1; } } lst2sl = lastsl; lastsl = cursl; /* L30: */ } } work[1] = (doublereal) maxwrk; return 0; /* End of DGEES */ } /* dgees_ */