#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int zggev_(char *jobvl, char *jobvr, integer *n, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, doublecomplex *alpha, doublecomplex *beta, doublecomplex *vl, integer *ldvl, doublecomplex *vr, integer *ldvr, doublecomplex *work, integer *lwork, doublereal *rwork, integer *info ) { /* -- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= ZGGEV computes for a pair of N-by-N complex 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 generalized eigenvector v(j) corresponding to the generalized eigenvalue lambda(j) of (A,B) satisfies A * v(j) = lambda(j) * B * v(j). The left generalized eigenvector u(j) corresponding to the generalized eigenvalues 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) COMPLEX*16 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) COMPLEX*16 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). 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. 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). VL (output) COMPLEX*16 array, dimension (LDVL,N) If JOBVL = 'V', the left generalized eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. 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) COMPLEX*16 array, dimension (LDVR,N) If JOBVR = 'V', the right generalized eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. 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) 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/output) DOUBLE PRECISION array, dimension (8*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. No eigenvectors have been calculated, but ALPHA(j) and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other then QZ iteration failed in DHGEQZ, =N+2: error return from DTGEVC. ===================================================================== Decode the input arguments Parameter adjustments */ /* 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; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, i__2, i__3, i__4; doublereal d__1, d__2, d__3, d__4; doublecomplex z__1; /* Builtin functions */ double sqrt(doublereal), d_imag(doublecomplex *); /* Local variables */ static integer jc, in, jr, ihi, ilo; static doublereal eps; static logical ilv; static doublereal anrm, bnrm; static integer ierr, itau; static doublereal temp; static logical ilvl, ilvr; static integer iwrk; extern logical lsame_(char *, char *); static integer ileft, icols, 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 *); static logical ilascl, ilbscl; extern /* Subroutine */ int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static logical ldumma[1]; static char chtemp[1]; static doublereal bignum; extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *); static 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 *); static integer ijobvr; extern /* Subroutine */ int zgeqrf_(integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *, integer * ); static doublereal anrmto; static integer lwkmin; static doublereal bnrmto; extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *), zlaset_(char *, integer *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *), ztgevc_( char *, char *, logical *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, doublecomplex *, doublereal *, integer *), zhgeqz_(char *, char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, integer *); static doublereal smlnum; static integer lwkopt; static logical lquery; 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 *); a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --alpha; --beta; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1; vr -= vr_offset; --work; --rwork; /* 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 = -11; } else if (*ldvr < 1 || ilvr && *ldvr < *n) { *info = -13; } /* 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 << 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, (ftnlen)6, (ftnlen)1); lwkopt = max(i__1,i__2); /* Computing MAX */ i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "ZUNMQR", " ", n, & c__1, n, &c__0, (ftnlen)6, (ftnlen)1); lwkopt = max(i__1,i__2); if (ilvl) { /* Computing MAX */ i__1 = lwkopt, i__2 = *n + *n * ilaenv_(&c__1, "ZUNGQR", " ", n, & c__1, n, &c_n1, (ftnlen)6, (ftnlen)1); lwkopt = max(i__1,i__2); } work[1].r = (doublereal) lwkopt, work[1].i = 0.; if (*lwork < lwkmin && ! lquery) { *info = -15; } } if (*info != 0) { i__1 = -(*info); xerbla_("ZGGEV ", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Get machine constants */ eps = dlamch_("E") * dlamch_("B"); 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 matrices A, B to isolate eigenvalues if possible (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; if (ilv) { icols = *n + 1 - ilo; } else { icols = irows; } 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 VL (Complex Workspace: need N, prefer N*NB) */ if (ilvl) { zlaset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl); if (irows > 1) { i__1 = irows - 1; i__2 = irows - 1; zlacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[ ilo + 1 + ilo * vl_dim1], ldvl); } i__1 = *lwork + 1 - iwrk; zungqr_(&irows, &irows, &irows, &vl[ilo + ilo * vl_dim1], ldvl, &work[ itau], &work[iwrk], &i__1, &ierr); } /* Initialize VR */ if (ilvr) { zlaset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr); } /* Reduce to generalized Hessenberg form */ if (ilv) { /* Eigenvectors requested -- work on whole matrix. */ zgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr); } else { zgghrd_("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 form and Schur vectors) (Complex Workspace: need N) (Real Workspace: need N) */ iwrk = itau; if (ilv) { *(unsigned char *)chtemp = 'S'; } else { *(unsigned char *)chtemp = 'E'; } i__1 = *lwork + 1 - iwrk; zhgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[ b_offset], ldb, &alpha[1], &beta[1], &vl[vl_offset], ldvl, &vr[ vr_offset], ldvr, &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 L70; } /* Compute Eigenvectors (Real Workspace: need 2*N) (Complex Workspace: need 2*N) */ if (ilv) { if (ilvl) { if (ilvr) { *(unsigned char *)chtemp = 'B'; } else { *(unsigned char *)chtemp = 'L'; } } else { *(unsigned char *)chtemp = 'R'; } ztgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[ iwrk], &rwork[irwrk], &ierr); if (ierr != 0) { *info = *n + 2; goto L70; } /* Undo balancing on VL and VR and normalization (Workspace: none needed) */ if (ilvl) { zggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &vl[vl_offset], ldvl, &ierr); i__1 = *n; for (jc = 1; jc <= i__1; ++jc) { temp = 0.; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ i__3 = jr + jc * vl_dim1; d__3 = temp, d__4 = (d__1 = vl[i__3].r, abs(d__1)) + ( d__2 = d_imag(&vl[jr + jc * vl_dim1]), abs(d__2)); temp = max(d__3,d__4); /* L10: */ } if (temp < smlnum) { goto L30; } temp = 1. / temp; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { i__3 = jr + jc * vl_dim1; i__4 = jr + jc * vl_dim1; z__1.r = temp * vl[i__4].r, z__1.i = temp * vl[i__4].i; vl[i__3].r = z__1.r, vl[i__3].i = z__1.i; /* L20: */ } L30: ; } } if (ilvr) { zggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &vr[vr_offset], ldvr, &ierr); i__1 = *n; for (jc = 1; jc <= i__1; ++jc) { temp = 0.; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ i__3 = jr + jc * vr_dim1; d__3 = temp, d__4 = (d__1 = vr[i__3].r, abs(d__1)) + ( d__2 = d_imag(&vr[jr + jc * vr_dim1]), abs(d__2)); temp = max(d__3,d__4); /* L40: */ } if (temp < smlnum) { goto L60; } temp = 1. / temp; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { i__3 = jr + jc * vr_dim1; i__4 = jr + jc * vr_dim1; z__1.r = temp * vr[i__4].r, z__1.i = temp * vr[i__4].i; vr[i__3].r = z__1.r, vr[i__3].i = z__1.i; /* L50: */ } L60: ; } } } /* Undo scaling if necessary */ if (ilascl) { zlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, & ierr); } if (ilbscl) { zlascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, & ierr); } L70: work[1].r = (doublereal) lwkopt, work[1].i = 0.; return 0; /* End of ZGGEV */ } /* zggev_ */