#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; static real c_b36 = 0.f; static real c_b37 = 1.f; /* Subroutine */ int sggev_(char *jobvl, char *jobvr, integer *n, real *a, integer *lda, real *b, integer *ldb, real *alphar, real *alphai, real *beta, real *vl, integer *ldvl, real *vr, integer *ldvr, real *work, integer *lwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, i__2; real r__1, r__2, r__3, r__4; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer jc, in, jr, ihi, ilo; real eps; logical ilv; real anrm, bnrm; integer ierr, itau; real temp; logical ilvl, ilvr; integer iwrk; extern logical lsame_(char *, char *); integer ileft, icols, irows; extern /* Subroutine */ int slabad_(real *, real *), sggbak_(char *, char *, integer *, integer *, integer *, real *, real *, integer *, real *, integer *, integer *), sggbal_(char *, integer *, real *, integer *, real *, integer *, integer *, integer *, real *, real *, real *, integer *); logical ilascl, ilbscl; extern doublereal slamch_(char *), slange_(char *, integer *, integer *, real *, integer *, real *); extern /* Subroutine */ int xerbla_(char *, integer *), sgghrd_( char *, char *, integer *, integer *, integer *, real *, integer * , real *, integer *, real *, integer *, real *, integer *, integer *); logical ldumma[1]; char chtemp[1]; real bignum; extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); integer ijobvl, iright; extern /* Subroutine */ int sgeqrf_(integer *, integer *, real *, integer *, real *, real *, integer *, integer *); integer ijobvr; extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, integer *, real *, integer *), slaset_(char *, integer *, integer *, real *, real *, real *, integer *), stgevc_( char *, char *, logical *, integer *, real *, integer *, real *, integer *, real *, integer *, real *, integer *, integer *, integer *, real *, integer *); real anrmto, bnrmto; extern /* Subroutine */ int shgeqz_(char *, char *, char *, integer *, integer *, integer *, real *, integer *, real *, integer *, real * , real *, real *, real *, integer *, real *, integer *, real *, integer *, integer *); integer minwrk, maxwrk; real smlnum; extern /* Subroutine */ int sorgqr_(integer *, integer *, integer *, real *, integer *, real *, real *, integer *, integer *); logical lquery; extern /* Subroutine */ int sormqr_(char *, char *, integer *, integer *, integer *, real *, integer *, real *, real *, integer *, real *, integer *, integer *); /* -- LAPACK driver routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* SGGEV computes for a pair of N-by-N real nonsymmetric matrices (A,B) */ /* the generalized eigenvalues, and optionally, the left and/or right */ /* generalized eigenvectors. */ /* A generalized eigenvalue for a pair of matrices (A,B) is a scalar */ /* lambda or a ratio alpha/beta = lambda, such that A - lambda*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. */ /* The right eigenvector v(j) corresponding to the eigenvalue lambda(j) */ /* of (A,B) satisfies */ /* A * v(j) = lambda(j) * B * v(j). */ /* The left eigenvector u(j) corresponding to the eigenvalue lambda(j) */ /* of (A,B) satisfies */ /* u(j)**H * A = lambda(j) * u(j)**H * B . */ /* where u(j)**H is the conjugate-transpose of u(j). */ /* Arguments */ /* ========= */ /* JOBVL (input) CHARACTER*1 */ /* = 'N': do not compute the left generalized eigenvectors; */ /* = 'V': compute the left generalized eigenvectors. */ /* JOBVR (input) CHARACTER*1 */ /* = 'N': do not compute the right generalized eigenvectors; */ /* = 'V': compute the right generalized eigenvectors. */ /* N (input) INTEGER */ /* The order of the matrices A, B, VL, and VR. N >= 0. */ /* A (input/output) REAL array, dimension (LDA, N) */ /* On entry, the matrix A in the pair (A,B). */ /* On exit, A has been overwritten. */ /* LDA (input) INTEGER */ /* The leading dimension of A. LDA >= max(1,N). */ /* B (input/output) REAL array, dimension (LDB, N) */ /* On entry, the matrix B in the pair (A,B). */ /* On exit, B has been overwritten. */ /* LDB (input) INTEGER */ /* The leading dimension of B. LDB >= max(1,N). */ /* ALPHAR (output) REAL array, dimension (N) */ /* ALPHAI (output) REAL array, dimension (N) */ /* BETA (output) REAL array, dimension (N) */ /* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will */ /* be the generalized eigenvalues. If ALPHAI(j) is zero, then */ /* the j-th eigenvalue is real; if positive, then the j-th and */ /* (j+1)-st eigenvalues are a complex conjugate pair, with */ /* ALPHAI(j+1) negative. */ /* Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI will be always less */ /* than and usually comparable with norm(A) in magnitude, and */ /* BETA always less than and usually comparable with norm(B). */ /* VL (output) REAL 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 the j-th eigenvalue is real, then */ /* u(j) = VL(:,j), the j-th column of VL. If the j-th and */ /* (j+1)-th 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). */ /* Each eigenvector is scaled so the largest component has */ /* abs(real part)+abs(imag. part)=1. */ /* Not referenced if JOBVL = 'N'. */ /* LDVL (input) INTEGER */ /* The leading dimension of the matrix VL. LDVL >= 1, and */ /* if JOBVL = 'V', LDVL >= N. */ /* VR (output) REAL 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 the j-th eigenvalue is real, then */ /* v(j) = VR(:,j), the j-th column of VR. If the j-th and */ /* (j+1)-th 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). */ /* Each eigenvector is scaled so the largest component has */ /* abs(real part)+abs(imag. part)=1. */ /* Not referenced if JOBVR = 'N'. */ /* LDVR (input) INTEGER */ /* The leading dimension of the matrix VR. LDVR >= 1, and */ /* if JOBVR = 'V', LDVR >= N. */ /* WORK (workspace/output) REAL 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(1,8*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. */ /* = 1,...,N: */ /* The QZ iteration failed. No eigenvectors have been */ /* calculated, but ALPHAR(j), ALPHAI(j), and BETA(j) */ /* should be correct for j=INFO+1,...,N. */ /* > N: =N+1: other than QZ iteration failed in SHGEQZ. */ /* =N+2: error return from STGEVC. */ /* ===================================================================== */ /* .. 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; --alphar; --alphai; --beta; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1; vr -= vr_offset; --work; /* Function Body */ if (lsame_(jobvl, "N")) { ijobvl = 1; ilvl = FALSE_; } else if (lsame_(jobvl, "V")) { ijobvl = 2; ilvl = TRUE_; } else { ijobvl = -1; ilvl = FALSE_; } if (lsame_(jobvr, "N")) { ijobvr = 1; ilvr = FALSE_; } else if (lsame_(jobvr, "V")) { ijobvr = 2; ilvr = TRUE_; } else { ijobvr = -1; ilvr = FALSE_; } ilv = ilvl || ilvr; /* Test the input arguments */ *info = 0; lquery = *lwork == -1; if (ijobvl <= 0) { *info = -1; } else if (ijobvr <= 0) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*lda < max(1,*n)) { *info = -5; } else if (*ldb < max(1,*n)) { *info = -7; } else if (*ldvl < 1 || ilvl && *ldvl < *n) { *info = -12; } else if (*ldvr < 1 || ilvr && *ldvr < *n) { *info = -14; } /* 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. The workspace is */ /* computed assuming ILO = 1 and IHI = N, the worst case.) */ if (*info == 0) { /* Computing MAX */ i__1 = 1, i__2 = *n << 3; minwrk = max(i__1,i__2); /* Computing MAX */ i__1 = 1, i__2 = *n * (ilaenv_(&c__1, "SGEQRF", " ", n, &c__1, n, & c__0) + 7); maxwrk = max(i__1,i__2); /* Computing MAX */ i__1 = maxwrk, i__2 = *n * (ilaenv_(&c__1, "SORMQR", " ", n, &c__1, n, &c__0) + 7); maxwrk = max(i__1,i__2); if (ilvl) { /* Computing MAX */ i__1 = maxwrk, i__2 = *n * (ilaenv_(&c__1, "SORGQR", " ", n, & c__1, n, &c_n1) + 7); maxwrk = max(i__1,i__2); } work[1] = (real) maxwrk; if (*lwork < minwrk && ! lquery) { *info = -16; } } if (*info != 0) { i__1 = -(*info); xerbla_("SGGEV ", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Get machine constants */ eps = slamch_("P"); smlnum = slamch_("S"); bignum = 1.f / smlnum; slabad_(&smlnum, &bignum); smlnum = sqrt(smlnum) / eps; bignum = 1.f / smlnum; /* Scale A if max element outside range [SMLNUM,BIGNUM] */ anrm = slange_("M", n, n, &a[a_offset], lda, &work[1]); ilascl = FALSE_; if (anrm > 0.f && anrm < smlnum) { anrmto = smlnum; ilascl = TRUE_; } else if (anrm > bignum) { anrmto = bignum; ilascl = TRUE_; } if (ilascl) { slascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, & ierr); } /* Scale B if max element outside range [SMLNUM,BIGNUM] */ bnrm = slange_("M", n, n, &b[b_offset], ldb, &work[1]); ilbscl = FALSE_; if (bnrm > 0.f && bnrm < smlnum) { bnrmto = smlnum; ilbscl = TRUE_; } else if (bnrm > bignum) { bnrmto = bignum; ilbscl = TRUE_; } if (ilbscl) { slascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, & ierr); } /* Permute the matrices A, B to isolate eigenvalues if possible */ /* (Workspace: need 6*N) */ ileft = 1; iright = *n + 1; iwrk = iright + *n; sggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &work[ ileft], &work[iright], &work[iwrk], &ierr); /* Reduce B to triangular form (QR decomposition of B) */ /* (Workspace: need N, prefer N*NB) */ irows = ihi + 1 - ilo; if (ilv) { icols = *n + 1 - ilo; } else { icols = irows; } itau = iwrk; iwrk = itau + irows; i__1 = *lwork + 1 - iwrk; sgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[ iwrk], &i__1, &ierr); /* Apply the orthogonal transformation to matrix A */ /* (Workspace: need N, prefer N*NB) */ i__1 = *lwork + 1 - iwrk; sormqr_("L", "T", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, & work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwrk], &i__1, & ierr); /* Initialize VL */ /* (Workspace: need N, prefer N*NB) */ if (ilvl) { slaset_("Full", n, n, &c_b36, &c_b37, &vl[vl_offset], ldvl) ; if (irows > 1) { i__1 = irows - 1; i__2 = irows - 1; slacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[ ilo + 1 + ilo * vl_dim1], ldvl); } i__1 = *lwork + 1 - iwrk; sorgqr_(&irows, &irows, &irows, &vl[ilo + ilo * vl_dim1], ldvl, &work[ itau], &work[iwrk], &i__1, &ierr); } /* Initialize VR */ if (ilvr) { slaset_("Full", n, n, &c_b36, &c_b37, &vr[vr_offset], ldvr) ; } /* Reduce to generalized Hessenberg form */ /* (Workspace: none needed) */ if (ilv) { /* Eigenvectors requested -- work on whole matrix. */ sgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr); } else { sgghrd_("N", "N", &irows, &c__1, &irows, &a[ilo + ilo * a_dim1], lda, &b[ilo + ilo * b_dim1], ldb, &vl[vl_offset], ldvl, &vr[ vr_offset], ldvr, &ierr); } /* Perform QZ algorithm (Compute eigenvalues, and optionally, the */ /* Schur forms and Schur vectors) */ /* (Workspace: need N) */ iwrk = itau; if (ilv) { *(unsigned char *)chtemp = 'S'; } else { *(unsigned char *)chtemp = 'E'; } i__1 = *lwork + 1 - iwrk; shgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[ b_offset], ldb, &alphar[1], &alphai[1], &beta[1], &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &work[iwrk], &i__1, &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 L110; } /* Compute Eigenvectors */ /* (Workspace: need 6*N) */ if (ilv) { if (ilvl) { if (ilvr) { *(unsigned char *)chtemp = 'B'; } else { *(unsigned char *)chtemp = 'L'; } } else { *(unsigned char *)chtemp = 'R'; } stgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[ iwrk], &ierr); if (ierr != 0) { *info = *n + 2; goto L110; } /* Undo balancing on VL and VR and normalization */ /* (Workspace: none needed) */ if (ilvl) { sggbak_("P", "L", n, &ilo, &ihi, &work[ileft], &work[iright], n, & vl[vl_offset], ldvl, &ierr); i__1 = *n; for (jc = 1; jc <= i__1; ++jc) { if (alphai[jc] < 0.f) { goto L50; } temp = 0.f; if (alphai[jc] == 0.f) { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ r__2 = temp, r__3 = (r__1 = vl[jr + jc * vl_dim1], dabs(r__1)); temp = dmax(r__2,r__3); /* L10: */ } } else { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ r__3 = temp, r__4 = (r__1 = vl[jr + jc * vl_dim1], dabs(r__1)) + (r__2 = vl[jr + (jc + 1) * vl_dim1], dabs(r__2)); temp = dmax(r__3,r__4); /* L20: */ } } if (temp < smlnum) { goto L50; } temp = 1.f / temp; if (alphai[jc] == 0.f) { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { vl[jr + jc * vl_dim1] *= temp; /* L30: */ } } else { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { vl[jr + jc * vl_dim1] *= temp; vl[jr + (jc + 1) * vl_dim1] *= temp; /* L40: */ } } L50: ; } } if (ilvr) { sggbak_("P", "R", n, &ilo, &ihi, &work[ileft], &work[iright], n, & vr[vr_offset], ldvr, &ierr); i__1 = *n; for (jc = 1; jc <= i__1; ++jc) { if (alphai[jc] < 0.f) { goto L100; } temp = 0.f; if (alphai[jc] == 0.f) { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ r__2 = temp, r__3 = (r__1 = vr[jr + jc * vr_dim1], dabs(r__1)); temp = dmax(r__2,r__3); /* L60: */ } } else { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ r__3 = temp, r__4 = (r__1 = vr[jr + jc * vr_dim1], dabs(r__1)) + (r__2 = vr[jr + (jc + 1) * vr_dim1], dabs(r__2)); temp = dmax(r__3,r__4); /* L70: */ } } if (temp < smlnum) { goto L100; } temp = 1.f / temp; if (alphai[jc] == 0.f) { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { vr[jr + jc * vr_dim1] *= temp; /* L80: */ } } else { i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { vr[jr + jc * vr_dim1] *= temp; vr[jr + (jc + 1) * vr_dim1] *= temp; /* L90: */ } } L100: ; } } /* End of eigenvector calculation */ } /* Undo scaling if necessary */ if (ilascl) { slascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alphar[1], n, & ierr); slascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alphai[1], n, & ierr); } if (ilbscl) { slascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, & ierr); } L110: work[1] = (real) maxwrk; return 0; /* End of SGGEV */ } /* sggev_ */