#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int zgeevx_(char *balanc, char *jobvl, char *jobvr, char * sense, integer *n, doublecomplex *a, integer *lda, doublecomplex *w, doublecomplex *vl, integer *ldvl, doublecomplex *vr, integer *ldvr, integer *ilo, integer *ihi, doublereal *scale, doublereal *abnrm, doublereal *rconde, doublereal *rcondv, doublecomplex *work, integer * lwork, doublereal *rwork, integer *info) { /* -- LAPACK driver routine (version 3.0) -- Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University June 30, 1999 Purpose ======= ZGEEVX computes for an N-by-N complex nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. Optionally also, it computes a balancing transformation to improve the conditioning of the eigenvalues and eigenvectors (ILO, IHI, SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues (RCONDE), and reciprocal condition numbers for the right eigenvectors (RCONDV). 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. Balancing a matrix means permuting the rows and columns to make it more nearly upper triangular, and applying a diagonal similarity transformation D * A * D**(-1), where D is a diagonal matrix, to make its rows and columns closer in norm and the condition numbers of its eigenvalues and eigenvectors smaller. The computed reciprocal condition numbers correspond to the balanced matrix. Permuting rows and columns will not change the condition numbers (in exact arithmetic) but diagonal scaling will. For further explanation of balancing, see section 4.10.2 of the LAPACK Users' Guide. Arguments ========= BALANC (input) CHARACTER*1 Indicates how the input matrix should be diagonally scaled and/or permuted to improve the conditioning of its eigenvalues. = 'N': Do not diagonally scale or permute; = 'P': Perform permutations to make the matrix more nearly upper triangular. Do not diagonally scale; = 'S': Diagonally scale the matrix, ie. replace A by D*A*D**(-1), where D is a diagonal matrix chosen to make the rows and columns of A more equal in norm. Do not permute; = 'B': Both diagonally scale and permute A. Computed reciprocal condition numbers will be for the matrix after balancing and/or permuting. Permuting does not change condition numbers (in exact arithmetic), but balancing does. JOBVL (input) CHARACTER*1 = 'N': left eigenvectors of A are not computed; = 'V': left eigenvectors of A are computed. If SENSE = 'E' or 'B', JOBVL must = 'V'. JOBVR (input) CHARACTER*1 = 'N': right eigenvectors of A are not computed; = 'V': right eigenvectors of A are computed. If SENSE = 'E' or 'B', JOBVR must = 'V'. SENSE (input) CHARACTER*1 Determines which reciprocal condition numbers are computed. = 'N': None are computed; = 'E': Computed for eigenvalues only; = 'V': Computed for right eigenvectors only; = 'B': Computed for eigenvalues and right eigenvectors. If SENSE = 'E' or 'B', both left and right eigenvectors must also be computed (JOBVL = 'V' and JOBVR = 'V'). N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N matrix A. On exit, A has been overwritten. If JOBVL = 'V' or JOBVR = 'V', A contains the Schur form of the balanced version of the matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). W (output) COMPLEX*16 array, dimension (N) W contains the computed eigenvalues. VL (output) COMPLEX*16 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. u(j) = VL(:,j), the j-th column of VL. LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) COMPLEX*16 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. v(j) = VR(:,j), the j-th column of VR. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V', LDVR >= N. ILO,IHI (output) INTEGER ILO and IHI are integer values determined when A was balanced. The balanced A(i,j) = 0 if I > J and J = 1,...,ILO-1 or I = IHI+1,...,N. SCALE (output) DOUBLE PRECISION array, dimension (N) Details of the permutations and scaling factors applied when balancing A. If P(j) is the index of the row and column interchanged with row and column j, and D(j) is the scaling factor applied to row and column j, then SCALE(J) = P(J), for J = 1,...,ILO-1 = D(J), for J = ILO,...,IHI = P(J) for J = IHI+1,...,N. The order in which the interchanges are made is N to IHI+1, then 1 to ILO-1. ABNRM (output) DOUBLE PRECISION The one-norm of the balanced matrix (the maximum of the sum of absolute values of elements of any column). RCONDE (output) DOUBLE PRECISION array, dimension (N) RCONDE(j) is the reciprocal condition number of the j-th eigenvalue. RCONDV (output) DOUBLE PRECISION array, dimension (N) RCONDV(j) is the reciprocal condition number of the j-th right eigenvector. WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SENSE = 'N' or 'E', LWORK >= max(1,2*N), and if SENSE = 'V' or 'B', LWORK >= N*N+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 (2*N) 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 or condition numbers have been computed; elements 1:ILO-1 and i+1:N of W contain eigenvalues which have converged. ===================================================================== Test the input arguments Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static integer c__0 = 0; static integer c__8 = 8; static integer c_n1 = -1; static integer c__4 = 4; /* System generated locals */ integer a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, i__2, i__3, i__4; doublereal d__1, d__2; doublecomplex z__1, z__2; /* Builtin functions */ double sqrt(doublereal), d_imag(doublecomplex *); void d_cnjg(doublecomplex *, doublecomplex *); /* Local variables */ static char side[1]; static integer maxb; static doublereal anrm; static integer ierr, itau, iwrk, nout, i__, k, icond; extern logical lsame_(char *, char *); extern /* Subroutine */ int zscal_(integer *, doublecomplex *, doublecomplex *, integer *), dlabad_(doublereal *, doublereal *); extern doublereal dznrm2_(integer *, doublecomplex *, integer *); static logical scalea; extern doublereal dlamch_(char *); static doublereal cscale; extern /* Subroutine */ int dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), zgebak_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublecomplex *, integer *, integer *), zgebal_(char *, integer *, doublecomplex *, integer *, integer *, integer *, doublereal *, integer *); extern integer idamax_(integer *, doublereal *, integer *); extern /* Subroutine */ int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static logical select[1]; extern /* Subroutine */ int zdscal_(integer *, doublereal *, doublecomplex *, integer *); static doublereal bignum; extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *); extern /* Subroutine */ int zgehrd_(integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer *), zlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublecomplex *, integer *, integer *), zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *); static integer minwrk, maxwrk; static logical wantvl, wntsnb; static integer hswork; static logical wntsne; static doublereal smlnum; extern /* Subroutine */ int zhseqr_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, integer *); static logical lquery, wantvr; extern /* Subroutine */ int ztrevc_(char *, char *, logical *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, doublecomplex *, doublereal *, integer *), ztrsna_(char *, char *, logical *, integer *, doublecomplex *, integer *, doublecomplex * , integer *, doublecomplex *, integer *, doublereal *, doublereal *, integer *, integer *, doublecomplex *, integer *, doublereal *, integer *), zunghr_(integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer *); static logical wntsnn, wntsnv; static char job[1]; static doublereal scl, dum[1], eps; static doublecomplex tmp; #define vl_subscr(a_1,a_2) (a_2)*vl_dim1 + a_1 #define vl_ref(a_1,a_2) vl[vl_subscr(a_1,a_2)] #define vr_subscr(a_1,a_2) (a_2)*vr_dim1 + a_1 #define vr_ref(a_1,a_2) vr[vr_subscr(a_1,a_2)] a_dim1 = *lda; a_offset = 1 + a_dim1 * 1; a -= a_offset; --w; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1 * 1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1 * 1; vr -= vr_offset; --scale; --rconde; --rcondv; --work; --rwork; /* Function Body */ *info = 0; lquery = *lwork == -1; wantvl = lsame_(jobvl, "V"); wantvr = lsame_(jobvr, "V"); wntsnn = lsame_(sense, "N"); wntsne = lsame_(sense, "E"); wntsnv = lsame_(sense, "V"); wntsnb = lsame_(sense, "B"); if (! (lsame_(balanc, "N") || lsame_(balanc, "S") || lsame_(balanc, "P") || lsame_(balanc, "B"))) { *info = -1; } else if (! wantvl && ! lsame_(jobvl, "N")) { *info = -2; } else if (! wantvr && ! lsame_(jobvr, "N")) { *info = -3; } else if (! (wntsnn || wntsne || wntsnb || wntsnv) || (wntsne || wntsnb) && ! (wantvl && wantvr)) { *info = -4; } else if (*n < 0) { *info = -5; } else if (*lda < max(1,*n)) { *info = -7; } else if (*ldvl < 1 || wantvl && *ldvl < *n) { *info = -10; } else if (*ldvr < 1 || wantvr && *ldvr < *n) { *info = -12; } /* 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. CWorkspace refers to complex workspace, and RWorkspace to real workspace. NB refers to the optimal block size for the immediately following subroutine, as returned by ILAENV. HSWORK refers to the workspace preferred by ZHSEQR, as calculated below. HSWORK is computed assuming ILO=1 and IHI=N, the worst case.) */ minwrk = 1; if (*info == 0 && (*lwork >= 1 || lquery)) { maxwrk = *n + *n * ilaenv_(&c__1, "ZGEHRD", " ", n, &c__1, n, &c__0, ( ftnlen)6, (ftnlen)1); if (! wantvl && ! wantvr) { /* Computing MAX */ i__1 = 1, i__2 = *n << 1; minwrk = max(i__1,i__2); if (! (wntsnn || wntsne)) { /* Computing MAX */ i__1 = minwrk, i__2 = *n * *n + (*n << 1); minwrk = max(i__1,i__2); } /* Computing MAX */ i__1 = ilaenv_(&c__8, "ZHSEQR", "SN", n, &c__1, n, &c_n1, (ftnlen) 6, (ftnlen)2); maxb = max(i__1,2); if (wntsnn) { /* Computing MIN Computing MAX */ i__3 = 2, i__4 = ilaenv_(&c__4, "ZHSEQR", "EN", n, &c__1, n, & c_n1, (ftnlen)6, (ftnlen)2); i__1 = min(maxb,*n), i__2 = max(i__3,i__4); k = min(i__1,i__2); } else { /* Computing MIN Computing MAX */ i__3 = 2, i__4 = ilaenv_(&c__4, "ZHSEQR", "SN", n, &c__1, n, & c_n1, (ftnlen)6, (ftnlen)2); i__1 = min(maxb,*n), i__2 = max(i__3,i__4); k = min(i__1,i__2); } /* Computing MAX */ i__1 = k * (k + 2), i__2 = *n << 1; hswork = max(i__1,i__2); /* Computing MAX */ i__1 = max(maxwrk,1); maxwrk = max(i__1,hswork); if (! (wntsnn || wntsne)) { /* Computing MAX */ i__1 = maxwrk, i__2 = *n * *n + (*n << 1); maxwrk = max(i__1,i__2); } } else { /* Computing MAX */ i__1 = 1, i__2 = *n << 1; minwrk = max(i__1,i__2); if (! (wntsnn || wntsne)) { /* Computing MAX */ i__1 = minwrk, i__2 = *n * *n + (*n << 1); minwrk = max(i__1,i__2); } /* Computing MAX */ i__1 = ilaenv_(&c__8, "ZHSEQR", "SN", n, &c__1, n, &c_n1, (ftnlen) 6, (ftnlen)2); maxb = max(i__1,2); /* Computing MIN Computing MAX */ i__3 = 2, i__4 = ilaenv_(&c__4, "ZHSEQR", "EN", n, &c__1, n, & c_n1, (ftnlen)6, (ftnlen)2); i__1 = min(maxb,*n), i__2 = max(i__3,i__4); k = min(i__1,i__2); /* Computing MAX */ i__1 = k * (k + 2), i__2 = *n << 1; hswork = max(i__1,i__2); /* Computing MAX */ i__1 = max(maxwrk,1); maxwrk = max(i__1,hswork); /* Computing MAX */ i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "ZUNGHR", " ", n, &c__1, n, &c_n1, (ftnlen)6, (ftnlen)1); maxwrk = max(i__1,i__2); if (! (wntsnn || wntsne)) { /* Computing MAX */ i__1 = maxwrk, i__2 = *n * *n + (*n << 1); maxwrk = max(i__1,i__2); } /* Computing MAX */ i__1 = maxwrk, i__2 = *n << 1, i__1 = max(i__1,i__2); maxwrk = max(i__1,1); } work[1].r = (doublereal) maxwrk, work[1].i = 0.; } if (*lwork < minwrk && ! lquery) { *info = -20; } if (*info != 0) { i__1 = -(*info); xerbla_("ZGEEVX", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ if (*n == 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] */ icond = 0; anrm = zlange_("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) { zlascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, & ierr); } /* Balance the matrix and compute ABNRM */ zgebal_(balanc, n, &a[a_offset], lda, ilo, ihi, &scale[1], &ierr); *abnrm = zlange_("1", n, n, &a[a_offset], lda, dum); if (scalea) { dum[0] = *abnrm; dlascl_("G", &c__0, &c__0, &cscale, &anrm, &c__1, &c__1, dum, &c__1, & ierr); *abnrm = dum[0]; } /* Reduce to upper Hessenberg form (CWorkspace: need 2*N, prefer N+N*NB) (RWorkspace: none) */ itau = 1; iwrk = itau + *n; i__1 = *lwork - iwrk + 1; zgehrd_(n, ilo, ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, & ierr); if (wantvl) { /* Want left eigenvectors Copy Householder vectors to VL */ *(unsigned char *)side = 'L'; zlacpy_("L", n, n, &a[a_offset], lda, &vl[vl_offset], ldvl) ; /* Generate unitary matrix in VL (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) (RWorkspace: none) */ i__1 = *lwork - iwrk + 1; zunghr_(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau], &work[iwrk], & i__1, &ierr); /* Perform QR iteration, accumulating Schur vectors in VL (CWorkspace: need 1, prefer HSWORK (see comments) ) (RWorkspace: none) */ iwrk = itau; i__1 = *lwork - iwrk + 1; zhseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &w[1], &vl[ vl_offset], ldvl, &work[iwrk], &i__1, info); if (wantvr) { /* Want left and right eigenvectors Copy Schur vectors to VR */ *(unsigned char *)side = 'B'; zlacpy_("F", n, n, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr); } } else if (wantvr) { /* Want right eigenvectors Copy Householder vectors to VR */ *(unsigned char *)side = 'R'; zlacpy_("L", n, n, &a[a_offset], lda, &vr[vr_offset], ldvr) ; /* Generate unitary matrix in VR (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) (RWorkspace: none) */ i__1 = *lwork - iwrk + 1; zunghr_(n, ilo, ihi, &vr[vr_offset], ldvr, &work[itau], &work[iwrk], & i__1, &ierr); /* Perform QR iteration, accumulating Schur vectors in VR (CWorkspace: need 1, prefer HSWORK (see comments) ) (RWorkspace: none) */ iwrk = itau; i__1 = *lwork - iwrk + 1; zhseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &w[1], &vr[ vr_offset], ldvr, &work[iwrk], &i__1, info); } else { /* Compute eigenvalues only If condition numbers desired, compute Schur form */ if (wntsnn) { *(unsigned char *)job = 'E'; } else { *(unsigned char *)job = 'S'; } /* (CWorkspace: need 1, prefer HSWORK (see comments) ) (RWorkspace: none) */ iwrk = itau; i__1 = *lwork - iwrk + 1; zhseqr_(job, "N", n, ilo, ihi, &a[a_offset], lda, &w[1], &vr[ vr_offset], ldvr, &work[iwrk], &i__1, info); } /* If INFO > 0 from ZHSEQR, then quit */ if (*info > 0) { goto L50; } if (wantvl || wantvr) { /* Compute left and/or right eigenvectors (CWorkspace: need 2*N) (RWorkspace: need N) */ ztrevc_(side, "B", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &nout, &work[iwrk], &rwork[1], & ierr); } /* Compute condition numbers if desired (CWorkspace: need N*N+2*N unless SENSE = 'E') (RWorkspace: need 2*N unless SENSE = 'E') */ if (! wntsnn) { ztrsna_(sense, "A", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &rconde[1], &rcondv[1], n, &nout, &work[iwrk], n, &rwork[1], &icond); } if (wantvl) { /* Undo balancing of left eigenvectors */ zgebak_(balanc, "L", n, ilo, ihi, &scale[1], n, &vl[vl_offset], ldvl, &ierr); /* Normalize left eigenvectors and make largest component real */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { scl = 1. / dznrm2_(n, &vl_ref(1, i__), &c__1); zdscal_(n, &scl, &vl_ref(1, i__), &c__1); i__2 = *n; for (k = 1; k <= i__2; ++k) { i__3 = vl_subscr(k, i__); /* Computing 2nd power */ d__1 = vl[i__3].r; /* Computing 2nd power */ d__2 = d_imag(&vl_ref(k, i__)); rwork[k] = d__1 * d__1 + d__2 * d__2; /* L10: */ } k = idamax_(n, &rwork[1], &c__1); d_cnjg(&z__2, &vl_ref(k, i__)); d__1 = sqrt(rwork[k]); z__1.r = z__2.r / d__1, z__1.i = z__2.i / d__1; tmp.r = z__1.r, tmp.i = z__1.i; zscal_(n, &tmp, &vl_ref(1, i__), &c__1); i__2 = vl_subscr(k, i__); i__3 = vl_subscr(k, i__); d__1 = vl[i__3].r; z__1.r = d__1, z__1.i = 0.; vl[i__2].r = z__1.r, vl[i__2].i = z__1.i; /* L20: */ } } if (wantvr) { /* Undo balancing of right eigenvectors */ zgebak_(balanc, "R", n, ilo, ihi, &scale[1], n, &vr[vr_offset], ldvr, &ierr); /* Normalize right eigenvectors and make largest component real */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { scl = 1. / dznrm2_(n, &vr_ref(1, i__), &c__1); zdscal_(n, &scl, &vr_ref(1, i__), &c__1); i__2 = *n; for (k = 1; k <= i__2; ++k) { i__3 = vr_subscr(k, i__); /* Computing 2nd power */ d__1 = vr[i__3].r; /* Computing 2nd power */ d__2 = d_imag(&vr_ref(k, i__)); rwork[k] = d__1 * d__1 + d__2 * d__2; /* L30: */ } k = idamax_(n, &rwork[1], &c__1); d_cnjg(&z__2, &vr_ref(k, i__)); d__1 = sqrt(rwork[k]); z__1.r = z__2.r / d__1, z__1.i = z__2.i / d__1; tmp.r = z__1.r, tmp.i = z__1.i; zscal_(n, &tmp, &vr_ref(1, i__), &c__1); i__2 = vr_subscr(k, i__); i__3 = vr_subscr(k, i__); d__1 = vr[i__3].r; z__1.r = d__1, z__1.i = 0.; vr[i__2].r = z__1.r, vr[i__2].i = z__1.i; /* L40: */ } } /* Undo scaling if necessary */ L50: if (scalea) { i__1 = *n - *info; /* Computing MAX */ i__3 = *n - *info; i__2 = max(i__3,1); zlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &w[*info + 1] , &i__2, &ierr); if (*info == 0) { if ((wntsnv || wntsnb) && icond == 0) { dlascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &rcondv[ 1], n, &ierr); } } else { i__1 = *ilo - 1; zlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &w[1], n, &ierr); } } work[1].r = (doublereal) maxwrk, work[1].i = 0.; return 0; /* End of ZGEEVX */ } /* zgeevx_ */ #undef vr_ref #undef vr_subscr #undef vl_ref #undef vl_subscr