#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static doublecomplex c_b1 = {0.,0.}; static doublecomplex c_b2 = {1.,0.}; static integer c__1 = 1; static integer c__0 = 0; static integer c_n1 = -1; /* Subroutine */ int zgges_(char *jobvsl, char *jobvsr, char *sort, L_fp selctg, integer *n, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, integer *sdim, doublecomplex *alpha, doublecomplex * beta, doublecomplex *vsl, integer *ldvsl, doublecomplex *vsr, integer *ldvsr, doublecomplex *work, integer *lwork, doublereal *rwork, logical *bwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, vsl_dim1, vsl_offset, vsr_dim1, vsr_offset, i__1, i__2; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer i__; doublereal dif[2]; integer ihi, ilo; doublereal eps, anrm, bnrm; integer idum[1], ierr, itau, iwrk; doublereal pvsl, pvsr; extern logical lsame_(char *, char *); integer ileft, icols; logical cursl, ilvsl, ilvsr; integer irwrk, irows; extern /* Subroutine */ int dlabad_(doublereal *, doublereal *); extern doublereal dlamch_(char *); extern /* Subroutine */ int zggbak_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublecomplex *, integer *, integer *), zggbal_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer * , integer *, doublereal *, doublereal *, doublereal *, integer *); logical ilascl, ilbscl; extern /* Subroutine */ int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *); doublereal bignum; integer ijobvl, iright; extern /* Subroutine */ int zgghrd_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer * ), zlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublecomplex *, integer *, integer *); integer ijobvr; extern /* Subroutine */ int zgeqrf_(integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer * ); doublereal anrmto; integer lwkmin; logical lastsl; doublereal bnrmto; extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *), zlaset_(char *, integer *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *), zhgeqz_( char *, char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, integer *), ztgsen_(integer *, logical *, logical *, logical *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublecomplex *, integer *, integer *, integer *, integer *); doublereal smlnum; logical wantst, lquery; integer lwkopt; extern /* Subroutine */ int zungqr_(integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer *), zunmqr_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, integer *); /* -- 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 */ /* ======= */ /* ZGGES computes for a pair of N-by-N complex nonsymmetric matrices */ /* (A,B), the generalized eigenvalues, the generalized complex Schur */ /* form (S, T), and optionally left and/or right Schur vectors (VSL */ /* and VSR). This gives the generalized Schur factorization */ /* (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H ) */ /* where (VSR)**H is the conjugate-transpose of VSR. */ /* Optionally, it also orders the eigenvalues so that a selected cluster */ /* of eigenvalues appears in the leading diagonal blocks of the upper */ /* triangular matrix S and the upper triangular matrix T. The leading */ /* columns of VSL and VSR then form an unitary basis for the */ /* corresponding left and right eigenspaces (deflating subspaces). */ /* (If only the generalized eigenvalues are needed, use the driver */ /* ZGGEV instead, which is faster.) */ /* A generalized eigenvalue for a pair of matrices (A,B) is a scalar w */ /* or a ratio alpha/beta = w, such that A - w*B is singular. It is */ /* usually represented as the pair (alpha,beta), as there is a */ /* reasonable interpretation for beta=0, and even for both being zero. */ /* A pair of matrices (S,T) is in generalized complex Schur form if S */ /* and T are upper triangular and, in addition, the diagonal elements */ /* of T are non-negative real numbers. */ /* Arguments */ /* ========= */ /* JOBVSL (input) CHARACTER*1 */ /* = 'N': do not compute the left Schur vectors; */ /* = 'V': compute the left Schur vectors. */ /* JOBVSR (input) CHARACTER*1 */ /* = 'N': do not compute the right Schur vectors; */ /* = 'V': compute the right Schur vectors. */ /* SORT (input) CHARACTER*1 */ /* Specifies whether or not to order the eigenvalues on the */ /* diagonal of the generalized Schur form. */ /* = 'N': Eigenvalues are not ordered; */ /* = 'S': Eigenvalues are ordered (see SELCTG). */ /* SELCTG (external procedure) LOGICAL FUNCTION of two COMPLEX*16 arguments */ /* SELCTG must be declared EXTERNAL in the calling subroutine. */ /* If SORT = 'N', SELCTG is not referenced. */ /* If SORT = 'S', SELCTG is used to select eigenvalues to sort */ /* to the top left of the Schur form. */ /* An eigenvalue ALPHA(j)/BETA(j) is selected if */ /* SELCTG(ALPHA(j),BETA(j)) is true. */ /* Note that a selected complex eigenvalue may no longer satisfy */ /* SELCTG(ALPHA(j),BETA(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 matrices A, B, VSL, and VSR. N >= 0. */ /* A (input/output) COMPLEX*16 array, dimension (LDA, N) */ /* On entry, the first of the pair of matrices. */ /* On exit, A has been overwritten by its generalized Schur */ /* form S. */ /* LDA (input) INTEGER */ /* The leading dimension of A. LDA >= max(1,N). */ /* B (input/output) COMPLEX*16 array, dimension (LDB, N) */ /* On entry, the second of the pair of matrices. */ /* On exit, B has been overwritten by its generalized Schur */ /* form T. */ /* LDB (input) INTEGER */ /* The leading dimension of B. LDB >= max(1,N). */ /* SDIM (output) INTEGER */ /* If SORT = 'N', SDIM = 0. */ /* If SORT = 'S', SDIM = number of eigenvalues (after sorting) */ /* for which SELCTG is true. */ /* ALPHA (output) COMPLEX*16 array, dimension (N) */ /* BETA (output) COMPLEX*16 array, dimension (N) */ /* On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the */ /* generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j), */ /* j=1,...,N are the diagonals of the complex Schur form (A,B) */ /* output by ZGGES. The BETA(j) will be non-negative real. */ /* Note: the quotients ALPHA(j)/BETA(j) may easily over- or */ /* underflow, and BETA(j) may even be zero. Thus, the user */ /* should avoid naively computing the ratio alpha/beta. */ /* However, ALPHA will be always less than and usually */ /* comparable with norm(A) in magnitude, and BETA always less */ /* than and usually comparable with norm(B). */ /* VSL (output) COMPLEX*16 array, dimension (LDVSL,N) */ /* If JOBVSL = 'V', VSL will contain the left Schur vectors. */ /* Not referenced if JOBVSL = 'N'. */ /* LDVSL (input) INTEGER */ /* The leading dimension of the matrix VSL. LDVSL >= 1, and */ /* if JOBVSL = 'V', LDVSL >= N. */ /* VSR (output) COMPLEX*16 array, dimension (LDVSR,N) */ /* If JOBVSR = 'V', VSR will contain the right Schur vectors. */ /* Not referenced if JOBVSR = 'N'. */ /* LDVSR (input) INTEGER */ /* The leading dimension of the matrix VSR. LDVSR >= 1, and */ /* if JOBVSR = 'V', LDVSR >= N. */ /* WORK (workspace/output) COMPLEX*16 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(1,2*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. */ /* RWORK (workspace) DOUBLE PRECISION array, dimension (8*N) */ /* 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. */ /* =1,...,N: */ /* The QZ iteration failed. (A,B) are not in Schur */ /* form, but ALPHA(j) and BETA(j) should be correct for */ /* j=INFO+1,...,N. */ /* > N: =N+1: other than QZ iteration failed in ZHGEQZ */ /* =N+2: after reordering, roundoff changed values of */ /* some complex eigenvalues so that leading */ /* eigenvalues in the Generalized Schur form no */ /* longer satisfy SELCTG=.TRUE. This could also */ /* be caused due to scaling. */ /* =N+3: reordering falied in ZTGSEN. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Decode the input arguments */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --alpha; --beta; vsl_dim1 = *ldvsl; vsl_offset = 1 + vsl_dim1; vsl -= vsl_offset; vsr_dim1 = *ldvsr; vsr_offset = 1 + vsr_dim1; vsr -= vsr_offset; --work; --rwork; --bwork; /* Function Body */ if (lsame_(jobvsl, "N")) { ijobvl = 1; ilvsl = FALSE_; } else if (lsame_(jobvsl, "V")) { ijobvl = 2; ilvsl = TRUE_; } else { ijobvl = -1; ilvsl = FALSE_; } if (lsame_(jobvsr, "N")) { ijobvr = 1; ilvsr = FALSE_; } else if (lsame_(jobvsr, "V")) { ijobvr = 2; ilvsr = TRUE_; } else { ijobvr = -1; ilvsr = FALSE_; } wantst = lsame_(sort, "S"); /* Test the input arguments */ *info = 0; lquery = *lwork == -1; if (ijobvl <= 0) { *info = -1; } else if (ijobvr <= 0) { *info = -2; } else if (! wantst && ! lsame_(sort, "N")) { *info = -3; } else if (*n < 0) { *info = -5; } else if (*lda < max(1,*n)) { *info = -7; } else if (*ldb < max(1,*n)) { *info = -9; } else if (*ldvsl < 1 || ilvsl && *ldvsl < *n) { *info = -14; } else if (*ldvsr < 1 || ilvsr && *ldvsr < *n) { *info = -16; } /* 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.) */ if (*info == 0) { /* Computing MAX */ i__1 = 1, i__2 = *n << 1; lwkmin = max(i__1,i__2); /* Computing MAX */ i__1 = 1, i__2 = *n + *n * ilaenv_(&c__1, "ZGEQRF", " ", n, &c__1, n, &c__0); lwkopt = max(i__1,i__2); /* Computing MAX */ i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "ZUNMQR", " ", n, & c__1, n, &c_n1); lwkopt = max(i__1,i__2); if (ilvsl) { /* Computing MAX */ i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "ZUNGQR", " ", n, & c__1, n, &c_n1); lwkopt = max(i__1,i__2); } work[1].r = (doublereal) lwkopt, work[1].i = 0.; if (*lwork < lwkmin && ! lquery) { *info = -18; } } if (*info != 0) { i__1 = -(*info); xerbla_("ZGGES ", &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 = zlange_("M", n, n, &a[a_offset], lda, &rwork[1]); ilascl = FALSE_; if (anrm > 0. && anrm < smlnum) { anrmto = smlnum; ilascl = TRUE_; } else if (anrm > bignum) { anrmto = bignum; ilascl = TRUE_; } if (ilascl) { zlascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, & ierr); } /* Scale B if max element outside range [SMLNUM,BIGNUM] */ bnrm = zlange_("M", n, n, &b[b_offset], ldb, &rwork[1]); ilbscl = FALSE_; if (bnrm > 0. && bnrm < smlnum) { bnrmto = smlnum; ilbscl = TRUE_; } else if (bnrm > bignum) { bnrmto = bignum; ilbscl = TRUE_; } if (ilbscl) { zlascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, & ierr); } /* Permute the matrix to make it more nearly triangular */ /* (Real Workspace: need 6*N) */ ileft = 1; iright = *n + 1; irwrk = iright + *n; zggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[ ileft], &rwork[iright], &rwork[irwrk], &ierr); /* Reduce B to triangular form (QR decomposition of B) */ /* (Complex Workspace: need N, prefer N*NB) */ irows = ihi + 1 - ilo; icols = *n + 1 - ilo; itau = 1; iwrk = itau + irows; i__1 = *lwork + 1 - iwrk; zgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[ iwrk], &i__1, &ierr); /* Apply the orthogonal transformation to matrix A */ /* (Complex Workspace: need N, prefer N*NB) */ i__1 = *lwork + 1 - iwrk; zunmqr_("L", "C", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, & work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwrk], &i__1, & ierr); /* Initialize VSL */ /* (Complex Workspace: need N, prefer N*NB) */ if (ilvsl) { zlaset_("Full", n, n, &c_b1, &c_b2, &vsl[vsl_offset], ldvsl); if (irows > 1) { i__1 = irows - 1; i__2 = irows - 1; zlacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vsl[ ilo + 1 + ilo * vsl_dim1], ldvsl); } i__1 = *lwork + 1 - iwrk; zungqr_(&irows, &irows, &irows, &vsl[ilo + ilo * vsl_dim1], ldvsl, & work[itau], &work[iwrk], &i__1, &ierr); } /* Initialize VSR */ if (ilvsr) { zlaset_("Full", n, n, &c_b1, &c_b2, &vsr[vsr_offset], ldvsr); } /* Reduce to generalized Hessenberg form */ /* (Workspace: none needed) */ zgghrd_(jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], ldb, &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, &ierr); *sdim = 0; /* Perform QZ algorithm, computing Schur vectors if desired */ /* (Complex Workspace: need N) */ /* (Real Workspace: need N) */ iwrk = itau; i__1 = *lwork + 1 - iwrk; zhgeqz_("S", jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[ b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, & vsr[vsr_offset], ldvsr, &work[iwrk], &i__1, &rwork[irwrk], &ierr); if (ierr != 0) { if (ierr > 0 && ierr <= *n) { *info = ierr; } else if (ierr > *n && ierr <= *n << 1) { *info = ierr - *n; } else { *info = *n + 1; } goto L30; } /* Sort eigenvalues ALPHA/BETA if desired */ /* (Workspace: none needed) */ if (wantst) { /* Undo scaling on eigenvalues before selecting */ if (ilascl) { zlascl_("G", &c__0, &c__0, &anrm, &anrmto, n, &c__1, &alpha[1], n, &ierr); } if (ilbscl) { zlascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, &c__1, &beta[1], n, &ierr); } /* Select eigenvalues */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { bwork[i__] = (*selctg)(&alpha[i__], &beta[i__]); /* L10: */ } i__1 = *lwork - iwrk + 1; ztgsen_(&c__0, &ilvsl, &ilvsr, &bwork[1], n, &a[a_offset], lda, &b[ b_offset], ldb, &alpha[1], &beta[1], &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, sdim, &pvsl, &pvsr, dif, &work[iwrk], &i__1, idum, &c__1, &ierr); if (ierr == 1) { *info = *n + 3; } } /* Apply back-permutation to VSL and VSR */ /* (Workspace: none needed) */ if (ilvsl) { zggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, & vsl[vsl_offset], ldvsl, &ierr); } if (ilvsr) { zggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, & vsr[vsr_offset], ldvsr, &ierr); } /* Undo scaling */ if (ilascl) { zlascl_("U", &c__0, &c__0, &anrmto, &anrm, n, n, &a[a_offset], lda, & ierr); zlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, & ierr); } if (ilbscl) { zlascl_("U", &c__0, &c__0, &bnrmto, &bnrm, n, n, &b[b_offset], ldb, & ierr); zlascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, & ierr); } if (wantst) { /* Check if reordering is correct */ lastsl = TRUE_; *sdim = 0; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { cursl = (*selctg)(&alpha[i__], &beta[i__]); if (cursl) { ++(*sdim); } if (cursl && ! lastsl) { *info = *n + 2; } lastsl = cursl; /* L20: */ } } L30: work[1].r = (doublereal) lwkopt, work[1].i = 0.; return 0; /* End of ZGGES */ } /* zgges_ */