#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int ctgex2_(logical *wantq, logical *wantz, integer *n, complex *a, integer *lda, complex *b, integer *ldb, complex *q, integer *ldq, complex *z__, integer *ldz, integer *j1, integer *info) { /* -- LAPACK auxiliary routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22) in an upper triangular matrix pair (A, B) by an unitary equivalence transformation. (A, B) must be in generalized Schur canonical form, that is, A and B are both upper triangular. Optionally, the matrices Q and Z of generalized Schur vectors are updated. Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)' Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)' Arguments ========= WANTQ (input) LOGICAL .TRUE. : update the left transformation matrix Q; .FALSE.: do not update Q. WANTZ (input) LOGICAL .TRUE. : update the right transformation matrix Z; .FALSE.: do not update Z. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) COMPLEX arrays, dimensions (LDA,N) On entry, the matrix A in the pair (A, B). On exit, the updated matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) COMPLEX arrays, dimensions (LDB,N) On entry, the matrix B in the pair (A, B). On exit, the updated matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). Q (input/output) COMPLEX array, dimension (LDZ,N) If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit, the updated matrix Q. Not referenced if WANTQ = .FALSE.. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1; If WANTQ = .TRUE., LDQ >= N. Z (input/output) COMPLEX array, dimension (LDZ,N) If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit, the updated matrix Z. Not referenced if WANTZ = .FALSE.. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1; If WANTZ = .TRUE., LDZ >= N. J1 (input) INTEGER The index to the first block (A11, B11). INFO (output) INTEGER =0: Successful exit. =1: The transformed matrix pair (A, B) would be too far from generalized Schur form; the problem is ill- conditioned. Further Details =============== Based on contributions by Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden. In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details. [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software, Report UMINF-94.04, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996. ===================================================================== Parameter adjustments */ /* Table of constant values */ static integer c__2 = 2; static integer c__1 = 1; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1, z_offset, i__1, i__2, i__3; real r__1; complex q__1, q__2, q__3; /* Builtin functions */ double sqrt(doublereal), c_abs(complex *); void r_cnjg(complex *, complex *); /* Local variables */ static complex f, g; static integer i__, m; static complex s[4] /* was [2][2] */, t[4] /* was [2][2] */; static real cq, sa, sb, cz; static complex sq; static real ss, ws; static complex sz; static real eps, sum; static logical weak; static complex cdum; extern /* Subroutine */ int crot_(integer *, complex *, integer *, complex *, integer *, real *, complex *); static complex work[8]; static real scale; extern doublereal slamch_(char *); extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex *, integer *, complex *, integer *), clartg_(complex *, complex *, real *, complex *, complex *), classq_(integer *, complex *, integer *, real *, real *); static real thresh, smlnum; static logical strong; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; q_dim1 = *ldq; q_offset = 1 + q_dim1; q -= q_offset; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; /* Function Body */ *info = 0; /* Quick return if possible */ if (*n <= 1) { return 0; } m = 2; weak = FALSE_; strong = FALSE_; /* Make a local copy of selected block in (A, B) */ clacpy_("Full", &m, &m, &a[*j1 + *j1 * a_dim1], lda, s, &c__2); clacpy_("Full", &m, &m, &b[*j1 + *j1 * b_dim1], ldb, t, &c__2); /* Compute the threshold for testing the acceptance of swapping. */ eps = slamch_("P"); smlnum = slamch_("S") / eps; scale = 0.f; sum = 1.f; clacpy_("Full", &m, &m, s, &c__2, work, &m); clacpy_("Full", &m, &m, t, &c__2, &work[m * m], &m); i__1 = (m << 1) * m; classq_(&i__1, work, &c__1, &scale, &sum); sa = scale * sqrt(sum); /* Computing MAX */ r__1 = eps * 10.f * sa; thresh = dmax(r__1,smlnum); /* Compute unitary QL and RQ that swap 1-by-1 and 1-by-1 blocks using Givens rotations and perform the swap tentatively. */ q__2.r = s[3].r * t[0].r - s[3].i * t[0].i, q__2.i = s[3].r * t[0].i + s[ 3].i * t[0].r; q__3.r = t[3].r * s[0].r - t[3].i * s[0].i, q__3.i = t[3].r * s[0].i + t[ 3].i * s[0].r; q__1.r = q__2.r - q__3.r, q__1.i = q__2.i - q__3.i; f.r = q__1.r, f.i = q__1.i; q__2.r = s[3].r * t[2].r - s[3].i * t[2].i, q__2.i = s[3].r * t[2].i + s[ 3].i * t[2].r; q__3.r = t[3].r * s[2].r - t[3].i * s[2].i, q__3.i = t[3].r * s[2].i + t[ 3].i * s[2].r; q__1.r = q__2.r - q__3.r, q__1.i = q__2.i - q__3.i; g.r = q__1.r, g.i = q__1.i; sa = c_abs(&s[3]); sb = c_abs(&t[3]); clartg_(&g, &f, &cz, &sz, &cdum); q__1.r = -sz.r, q__1.i = -sz.i; sz.r = q__1.r, sz.i = q__1.i; r_cnjg(&q__1, &sz); crot_(&c__2, s, &c__1, &s[2], &c__1, &cz, &q__1); r_cnjg(&q__1, &sz); crot_(&c__2, t, &c__1, &t[2], &c__1, &cz, &q__1); if (sa >= sb) { clartg_(s, &s[1], &cq, &sq, &cdum); } else { clartg_(t, &t[1], &cq, &sq, &cdum); } crot_(&c__2, s, &c__2, &s[1], &c__2, &cq, &sq); crot_(&c__2, t, &c__2, &t[1], &c__2, &cq, &sq); /* Weak stability test: |S21| + |T21| <= O(EPS F-norm((S, T))) */ ws = c_abs(&s[1]) + c_abs(&t[1]); weak = ws <= thresh; if (! weak) { goto L20; } if (TRUE_) { /* Strong stability test: F-norm((A-QL'*S*QR, B-QL'*T*QR)) <= O(EPS*F-norm((A, B))) */ clacpy_("Full", &m, &m, s, &c__2, work, &m); clacpy_("Full", &m, &m, t, &c__2, &work[m * m], &m); r_cnjg(&q__2, &sz); q__1.r = -q__2.r, q__1.i = -q__2.i; crot_(&c__2, work, &c__1, &work[2], &c__1, &cz, &q__1); r_cnjg(&q__2, &sz); q__1.r = -q__2.r, q__1.i = -q__2.i; crot_(&c__2, &work[4], &c__1, &work[6], &c__1, &cz, &q__1); q__1.r = -sq.r, q__1.i = -sq.i; crot_(&c__2, work, &c__2, &work[1], &c__2, &cq, &q__1); q__1.r = -sq.r, q__1.i = -sq.i; crot_(&c__2, &work[4], &c__2, &work[5], &c__2, &cq, &q__1); for (i__ = 1; i__ <= 2; ++i__) { i__1 = i__ - 1; i__2 = i__ - 1; i__3 = *j1 + i__ - 1 + *j1 * a_dim1; q__1.r = work[i__2].r - a[i__3].r, q__1.i = work[i__2].i - a[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; i__1 = i__ + 1; i__2 = i__ + 1; i__3 = *j1 + i__ - 1 + (*j1 + 1) * a_dim1; q__1.r = work[i__2].r - a[i__3].r, q__1.i = work[i__2].i - a[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; i__1 = i__ + 3; i__2 = i__ + 3; i__3 = *j1 + i__ - 1 + *j1 * b_dim1; q__1.r = work[i__2].r - b[i__3].r, q__1.i = work[i__2].i - b[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; i__1 = i__ + 5; i__2 = i__ + 5; i__3 = *j1 + i__ - 1 + (*j1 + 1) * b_dim1; q__1.r = work[i__2].r - b[i__3].r, q__1.i = work[i__2].i - b[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; /* L10: */ } scale = 0.f; sum = 1.f; i__1 = (m << 1) * m; classq_(&i__1, work, &c__1, &scale, &sum); ss = scale * sqrt(sum); strong = ss <= thresh; if (! strong) { goto L20; } } /* If the swap is accepted ("weakly" and "strongly"), apply the equivalence transformations to the original matrix pair (A,B) */ i__1 = *j1 + 1; r_cnjg(&q__1, &sz); crot_(&i__1, &a[*j1 * a_dim1 + 1], &c__1, &a[(*j1 + 1) * a_dim1 + 1], & c__1, &cz, &q__1); i__1 = *j1 + 1; r_cnjg(&q__1, &sz); crot_(&i__1, &b[*j1 * b_dim1 + 1], &c__1, &b[(*j1 + 1) * b_dim1 + 1], & c__1, &cz, &q__1); i__1 = *n - *j1 + 1; crot_(&i__1, &a[*j1 + *j1 * a_dim1], lda, &a[*j1 + 1 + *j1 * a_dim1], lda, &cq, &sq); i__1 = *n - *j1 + 1; crot_(&i__1, &b[*j1 + *j1 * b_dim1], ldb, &b[*j1 + 1 + *j1 * b_dim1], ldb, &cq, &sq); /* Set N1 by N2 (2,1) blocks to 0 */ i__1 = *j1 + 1 + *j1 * a_dim1; a[i__1].r = 0.f, a[i__1].i = 0.f; i__1 = *j1 + 1 + *j1 * b_dim1; b[i__1].r = 0.f, b[i__1].i = 0.f; /* Accumulate transformations into Q and Z if requested. */ if (*wantz) { r_cnjg(&q__1, &sz); crot_(n, &z__[*j1 * z_dim1 + 1], &c__1, &z__[(*j1 + 1) * z_dim1 + 1], &c__1, &cz, &q__1); } if (*wantq) { r_cnjg(&q__1, &sq); crot_(n, &q[*j1 * q_dim1 + 1], &c__1, &q[(*j1 + 1) * q_dim1 + 1], & c__1, &cq, &q__1); } /* Exit with INFO = 0 if swap was successfully performed. */ return 0; /* Exit with INFO = 1 if swap was rejected. */ L20: *info = 1; return 0; /* End of CTGEX2 */ } /* ctgex2_ */