#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dgees_(char *jobvs, char *sort, L_fp select, integer *n, doublereal *a, integer *lda, integer *sdim, doublereal *wr, doublereal *wi, doublereal *vs, integer *ldvs, doublereal *work, integer *lwork, logical *bwork, 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 ======= DGEES computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real Schur form so that selected eigenvalues are at the top left. The leading columns of Z then form an orthonormal basis for the invariant subspace corresponding to the selected eigenvalues. A matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form [ a b ] [ c a ] where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). Arguments ========= JOBVS (input) CHARACTER*1 = 'N': Schur vectors are not computed; = 'V': Schur vectors are computed. SORT (input) CHARACTER*1 Specifies whether or not to order the eigenvalues on the diagonal of the Schur form. = 'N': Eigenvalues are not ordered; = 'S': Eigenvalues are ordered (see SELECT). SELECT (input) LOGICAL FUNCTION of two DOUBLE PRECISION arguments SELECT must be declared EXTERNAL in the calling subroutine. If SORT = 'S', SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORT = 'N', SELECT is not referenced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(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 matrix A. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N matrix A. On exit, A has been overwritten by its real Schur form T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). SDIM (output) INTEGER If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of eigenvalues (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.) WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first. VS (output) DOUBLE PRECISION array, dimension (LDVS,N) If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur vectors. If JOBVS = 'N', VS is not referenced. LDVS (input) INTEGER The leading dimension of the array VS. LDVS >= 1; if JOBVS = 'V', LDVS >= N. WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) contains the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*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. 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. > 0: if INFO = i, and i is <= N: the QR algorithm failed to compute all the eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI contain those eigenvalues which have converged; if JOBVS = 'V', VS contains the matrix which reduces A to its partially converged Schur form. = N+1: the eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned); = N+2: after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy SELECT=.TRUE. This could also be caused by underflow due to scaling. ===================================================================== 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, vs_dim1, vs_offset, i__1, i__2, i__3, i__4; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer ibal, maxb; static doublereal anrm; static integer idum[1], ierr, itau, iwrk, inxt, i__, k; static doublereal s; static integer icond, ieval; extern logical lsame_(char *, char *); extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), dswap_(integer *, doublereal *, integer *, doublereal *, integer *); static logical cursl; static integer i1, i2; extern /* Subroutine */ int dlabad_(doublereal *, doublereal *), dgebak_( char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), dgebal_(char *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, integer *); static logical lst2sl, scalea; static integer ip; static doublereal cscale; extern doublereal dlamch_(char *), dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dgehrd_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *), dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static doublereal bignum; extern /* Subroutine */ int dorghr_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *), dhseqr_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *), dtrsen_(char *, char *, logical *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, integer *); static logical lastsl; static integer minwrk, maxwrk; static doublereal smlnum; static integer hswork; static logical wantst, lquery, wantvs; static integer ihi, ilo; static doublereal dum[1], eps, sep; #define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1] #define vs_ref(a_1,a_2) vs[(a_2)*vs_dim1 + a_1] a_dim1 = *lda; a_offset = 1 + a_dim1 * 1; a -= a_offset; --wr; --wi; vs_dim1 = *ldvs; vs_offset = 1 + vs_dim1 * 1; vs -= vs_offset; --work; --bwork; /* Function Body */ *info = 0; lquery = *lwork == -1; wantvs = lsame_(jobvs, "V"); wantst = lsame_(sort, "S"); if (! wantvs && ! lsame_(jobvs, "N")) { *info = -1; } else if (! wantst && ! lsame_(sort, "N")) { *info = -2; } else if (*n < 0) { *info = -4; } else if (*lda < max(1,*n)) { *info = -6; } else if (*ldvs < 1 || wantvs && *ldvs < *n) { *info = -11; } /* 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. HSWORK refers to the workspace preferred by DHSEQR, 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 << 1) + *n * ilaenv_(&c__1, "DGEHRD", " ", n, &c__1, n, & c__0, (ftnlen)6, (ftnlen)1); /* Computing MAX */ i__1 = 1, i__2 = *n * 3; minwrk = max(i__1,i__2); if (! wantvs) { /* Computing MAX */ i__1 = ilaenv_(&c__8, "DHSEQR", "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, "DHSEQR", "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 = maxwrk, i__2 = *n + hswork, i__1 = max(i__1,i__2); maxwrk = max(i__1,1); } else { /* Computing MAX */ i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, "DOR" "GHR", " ", n, &c__1, n, &c_n1, (ftnlen)6, (ftnlen)1); maxwrk = max(i__1,i__2); /* Computing MAX */ i__1 = ilaenv_(&c__8, "DHSEQR", "EN", 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, "DHSEQR", "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 = maxwrk, i__2 = *n + hswork, i__1 = max(i__1,i__2); maxwrk = max(i__1,1); } work[1] = (doublereal) maxwrk; } if (*lwork < minwrk && ! lquery) { *info = -13; } if (*info != 0) { i__1 = -(*info); xerbla_("DGEES ", &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 = dlange_("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) { dlascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, & ierr); } /* Permute the matrix to make it more nearly triangular (Workspace: need N) */ ibal = 1; dgebal_("P", n, &a[a_offset], lda, &ilo, &ihi, &work[ibal], &ierr); /* Reduce to upper Hessenberg form (Workspace: need 3*N, prefer 2*N+N*NB) */ itau = *n + ibal; iwrk = *n + itau; i__1 = *lwork - iwrk + 1; dgehrd_(n, &ilo, &ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, &ierr); if (wantvs) { /* Copy Householder vectors to VS */ dlacpy_("L", n, n, &a[a_offset], lda, &vs[vs_offset], ldvs) ; /* Generate orthogonal matrix in VS (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */ i__1 = *lwork - iwrk + 1; dorghr_(n, &ilo, &ihi, &vs[vs_offset], ldvs, &work[itau], &work[iwrk], &i__1, &ierr); } *sdim = 0; /* Perform QR iteration, accumulating Schur vectors in VS if desired (Workspace: need N+1, prefer N+HSWORK (see comments) ) */ iwrk = itau; i__1 = *lwork - iwrk + 1; dhseqr_("S", jobvs, n, &ilo, &ihi, &a[a_offset], lda, &wr[1], &wi[1], &vs[ vs_offset], ldvs, &work[iwrk], &i__1, &ieval); if (ieval > 0) { *info = ieval; } /* Sort eigenvalues if desired */ if (wantst && *info == 0) { if (scalea) { dlascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &wr[1], n, & ierr); dlascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &wi[1], n, & ierr); } i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { bwork[i__] = (*select)(&wr[i__], &wi[i__]); /* L10: */ } /* Reorder eigenvalues and transform Schur vectors (Workspace: none needed) */ i__1 = *lwork - iwrk + 1; dtrsen_("N", jobvs, &bwork[1], n, &a[a_offset], lda, &vs[vs_offset], ldvs, &wr[1], &wi[1], sdim, &s, &sep, &work[iwrk], &i__1, idum, &c__1, &icond); if (icond > 0) { *info = *n + icond; } } if (wantvs) { /* Undo balancing (Workspace: need N) */ dgebak_("P", "R", n, &ilo, &ihi, &work[ibal], n, &vs[vs_offset], ldvs, &ierr); } if (scalea) { /* Undo scaling for the Schur form of A */ dlascl_("H", &c__0, &c__0, &cscale, &anrm, n, n, &a[a_offset], lda, & ierr); i__1 = *lda + 1; dcopy_(n, &a[a_offset], &i__1, &wr[1], &c__1); if (cscale == smlnum) { /* If scaling back towards underflow, adjust WI if an offdiagonal element of a 2-by-2 block in the Schur form underflows. */ if (ieval > 0) { i1 = ieval + 1; i2 = ihi - 1; i__1 = ilo - 1; /* Computing MAX */ i__3 = ilo - 1; i__2 = max(i__3,1); dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[ 1], &i__2, &ierr); } else if (wantst) { i1 = 1; i2 = *n - 1; } else { i1 = ilo; i2 = ihi - 1; } inxt = i1 - 1; i__1 = i2; for (i__ = i1; i__ <= i__1; ++i__) { if (i__ < inxt) { goto L20; } if (wi[i__] == 0.) { inxt = i__ + 1; } else { if (a_ref(i__ + 1, i__) == 0.) { wi[i__] = 0.; wi[i__ + 1] = 0.; } else if (a_ref(i__ + 1, i__) != 0. && a_ref(i__, i__ + 1) == 0.) { wi[i__] = 0.; wi[i__ + 1] = 0.; if (i__ > 1) { i__2 = i__ - 1; dswap_(&i__2, &a_ref(1, i__), &c__1, &a_ref(1, i__ + 1), &c__1); } if (*n > i__ + 1) { i__2 = *n - i__ - 1; dswap_(&i__2, &a_ref(i__, i__ + 2), lda, &a_ref( i__ + 1, i__ + 2), lda); } dswap_(n, &vs_ref(1, i__), &c__1, &vs_ref(1, i__ + 1), &c__1); a_ref(i__, i__ + 1) = a_ref(i__ + 1, i__); a_ref(i__ + 1, i__) = 0.; } inxt = i__ + 2; } L20: ; } } /* Undo scaling for the imaginary part of the eigenvalues */ i__1 = *n - ieval; /* Computing MAX */ i__3 = *n - ieval; i__2 = max(i__3,1); dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[ieval + 1], &i__2, &ierr); } if (wantst && *info == 0) { /* Check if reordering successful */ lastsl = TRUE_; lst2sl = TRUE_; *sdim = 0; ip = 0; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { cursl = (*select)(&wr[i__], &wi[i__]); if (wi[i__] == 0.) { if (cursl) { ++(*sdim); } ip = 0; if (cursl && ! lastsl) { *info = *n + 2; } } else { if (ip == 1) { /* Last eigenvalue of conjugate pair */ cursl = cursl || lastsl; lastsl = cursl; if (cursl) { *sdim += 2; } ip = -1; if (cursl && ! lst2sl) { *info = *n + 2; } } else { /* First eigenvalue of conjugate pair */ ip = 1; } } lst2sl = lastsl; lastsl = cursl; /* L30: */ } } work[1] = (doublereal) maxwrk; return 0; /* End of DGEES */ } /* dgees_ */ #undef vs_ref #undef a_ref