#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dgegs_(char *jobvsl, char *jobvsr, integer *n, doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal * alphar, doublereal *alphai, doublereal *beta, doublereal *vsl, integer *ldvsl, doublereal *vsr, integer *ldvsr, doublereal *work, integer *lwork, 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Institute, Argonne National Lab, and Rice University June 30, 1999 Purpose ======= This routine is deprecated and has been replaced by routine DGGES. DGEGS computes for a pair of N-by-N real nonsymmetric matrices A, B: the generalized eigenvalues (alphar +/- alphai*i, beta), the real Schur form (A, B), and optionally left and/or right Schur vectors (VSL and VSR). (If only the generalized eigenvalues are needed, use the driver DGEGV instead.) A generalized eigenvalue for a pair of matrices (A,B) is, roughly speaking, a scalar w or a ratio alpha/beta = w, such that A - w*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. A good beginning reference is the book, "Matrix Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press) The (generalized) Schur form of a pair of matrices is the result of multiplying both matrices on the left by one orthogonal matrix and both on the right by another orthogonal matrix, these two orthogonal matrices being chosen so as to bring the pair of matrices into (real) Schur form. A pair of matrices A, B is in generalized real Schur form if B is upper triangular with non-negative diagonal and A is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of A will be "standardized" by making the corresponding elements of B have the form: [ a 0 ] [ 0 b ] and the pair of corresponding 2-by-2 blocks in A and B will have a complex conjugate pair of generalized eigenvalues. The left and right Schur vectors are the columns of VSL and VSR, respectively, where VSL and VSR are the orthogonal matrices which reduce A and B to Schur form: Schur form of (A,B) = ( (VSL)**T A (VSR), (VSL)**T B (VSR) ) Arguments ========= JOBVSL (input) CHARACTER*1 = 'N': do not compute the left Schur vectors; = 'V': compute the left Schur vectors. JOBVSR (input) CHARACTER*1 = 'N': do not compute the right Schur vectors; = 'V': compute the right Schur vectors. N (input) INTEGER The order of the matrices A, B, VSL, and VSR. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA, N) On entry, the first of the pair of matrices whose generalized eigenvalues and (optionally) Schur vectors are to be computed. On exit, the generalized Schur form of A. Note: to avoid overflow, the Frobenius norm of the matrix A should be less than the overflow threshold. LDA (input) INTEGER The leading dimension of A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION array, dimension (LDB, N) On entry, the second of the pair of matrices whose generalized eigenvalues and (optionally) Schur vectors are to be computed. On exit, the generalized Schur form of B. Note: to avoid overflow, the Frobenius norm of the matrix B should be less than the overflow threshold. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i, j=1,...,N and BETA(j),j=1,...,N are the diagonals of the complex Schur form (A,B) that would result if the 2-by-2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2-by-2 complex unitary transformations. 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). VSL (output) DOUBLE PRECISION array, dimension (LDVSL,N) If JOBVSL = 'V', VSL will contain the left Schur vectors. (See "Purpose", above.) Not referenced if JOBVSL = 'N'. LDVSL (input) INTEGER The leading dimension of the matrix VSL. LDVSL >=1, and if JOBVSL = 'V', LDVSL >= N. VSR (output) DOUBLE PRECISION array, dimension (LDVSR,N) If JOBVSR = 'V', VSR will contain the right Schur vectors. (See "Purpose", above.) Not referenced if JOBVSR = 'N'. LDVSR (input) INTEGER The leading dimension of the matrix VSR. LDVSR >= 1, and if JOBVSR = 'V', LDVSR >= N. WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,4*N). For good performance, LWORK must generally be larger. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR The optimal LWORK is 2*N + N*(NB+1). 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. (A,B) are not in Schur form, but ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: errors that usually indicate LAPACK problems: =N+1: error return from DGGBAL =N+2: error return from DGEQRF =N+3: error return from DORMQR =N+4: error return from DORGQR =N+5: error return from DGGHRD =N+6: error return from DHGEQZ (other than failed iteration) =N+7: error return from DGGBAK (computing VSL) =N+8: error return from DGGBAK (computing VSR) =N+9: error return from DLASCL (various places) ===================================================================== Decode the input arguments Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static integer c_n1 = -1; static doublereal c_b36 = 0.; static doublereal c_b37 = 1.; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, vsl_dim1, vsl_offset, vsr_dim1, vsr_offset, i__1, i__2; /* Local variables */ static doublereal anrm, bnrm; static integer itau, lopt; extern logical lsame_(char *, char *); static integer ileft, iinfo, icols; static logical ilvsl; static integer iwork; static logical ilvsr; static integer irows; extern /* Subroutine */ int dggbak_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); static integer nb; extern /* Subroutine */ int dggbal_(char *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *); extern doublereal dlamch_(char *), dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dgghrd_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *); static logical ilascl, ilbscl; extern /* Subroutine */ int dgeqrf_(integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *); static doublereal safmin; extern /* Subroutine */ int dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static doublereal bignum; extern /* Subroutine */ int dhgeqz_(char *, char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, integer *); static integer ijobvl, iright, ijobvr; extern /* Subroutine */ int dorgqr_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *); static doublereal anrmto; static integer lwkmin, nb1, nb2, nb3; static doublereal bnrmto; extern /* Subroutine */ int dormqr_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); static doublereal smlnum; static integer lwkopt; static logical lquery; static integer ihi, ilo; static doublereal eps; #define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1] #define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1] #define vsl_ref(a_1,a_2) vsl[(a_2)*vsl_dim1 + a_1] a_dim1 = *lda; a_offset = 1 + a_dim1 * 1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1 * 1; b -= b_offset; --alphar; --alphai; --beta; vsl_dim1 = *ldvsl; vsl_offset = 1 + vsl_dim1 * 1; vsl -= vsl_offset; vsr_dim1 = *ldvsr; vsr_offset = 1 + vsr_dim1 * 1; vsr -= vsr_offset; --work; /* Function Body */ if (lsame_(jobvsl, "N")) { ijobvl = 1; ilvsl = FALSE_; } else if (lsame_(jobvsl, "V")) { ijobvl = 2; ilvsl = TRUE_; } else { ijobvl = -1; ilvsl = FALSE_; } if (lsame_(jobvsr, "N")) { ijobvr = 1; ilvsr = FALSE_; } else if (lsame_(jobvsr, "V")) { ijobvr = 2; ilvsr = TRUE_; } else { ijobvr = -1; ilvsr = FALSE_; } /* Test the input arguments Computing MAX */ i__1 = *n << 2; lwkmin = max(i__1,1); lwkopt = lwkmin; work[1] = (doublereal) lwkopt; lquery = *lwork == -1; *info = 0; 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 (*ldvsl < 1 || ilvsl && *ldvsl < *n) { *info = -12; } else if (*ldvsr < 1 || ilvsr && *ldvsr < *n) { *info = -14; } else if (*lwork < lwkmin && ! lquery) { *info = -16; } if (*info == 0) { nb1 = ilaenv_(&c__1, "DGEQRF", " ", n, n, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); nb2 = ilaenv_(&c__1, "DORMQR", " ", n, n, n, &c_n1, (ftnlen)6, ( ftnlen)1); nb3 = ilaenv_(&c__1, "DORGQR", " ", n, n, n, &c_n1, (ftnlen)6, ( ftnlen)1); /* Computing MAX */ i__1 = max(nb1,nb2); nb = max(i__1,nb3); lopt = (*n << 1) + *n * (nb + 1); work[1] = (doublereal) lopt; } if (*info != 0) { i__1 = -(*info); xerbla_("DGEGS ", &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"); safmin = dlamch_("S"); smlnum = *n * safmin / eps; bignum = 1. / smlnum; /* Scale A if max element outside range [SMLNUM,BIGNUM] */ anrm = dlange_("M", n, n, &a[a_offset], lda, &work[1]); ilascl = FALSE_; if (anrm > 0. && anrm < smlnum) { anrmto = smlnum; ilascl = TRUE_; } else if (anrm > bignum) { anrmto = bignum; ilascl = TRUE_; } if (ilascl) { dlascl_("G", &c_n1, &c_n1, &anrm, &anrmto, n, n, &a[a_offset], lda, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } } /* Scale B if max element outside range [SMLNUM,BIGNUM] */ bnrm = dlange_("M", n, n, &b[b_offset], ldb, &work[1]); ilbscl = FALSE_; if (bnrm > 0. && bnrm < smlnum) { bnrmto = smlnum; ilbscl = TRUE_; } else if (bnrm > bignum) { bnrmto = bignum; ilbscl = TRUE_; } if (ilbscl) { dlascl_("G", &c_n1, &c_n1, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } } /* Permute the matrix to make it more nearly triangular Workspace layout: (2*N words -- "work..." not actually used) left_permutation, right_permutation, work... */ ileft = 1; iright = *n + 1; iwork = iright + *n; dggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &work[ ileft], &work[iright], &work[iwork], &iinfo); if (iinfo != 0) { *info = *n + 1; goto L10; } /* Reduce B to triangular form, and initialize VSL and/or VSR Workspace layout: ("work..." must have at least N words) left_permutation, right_permutation, tau, work... */ irows = ihi + 1 - ilo; icols = *n + 1 - ilo; itau = iwork; iwork = itau + irows; i__1 = *lwork + 1 - iwork; dgeqrf_(&irows, &icols, &b_ref(ilo, ilo), ldb, &work[itau], &work[iwork], &i__1, &iinfo); if (iinfo >= 0) { /* Computing MAX */ i__1 = lwkopt, i__2 = (integer) work[iwork] + iwork - 1; lwkopt = max(i__1,i__2); } if (iinfo != 0) { *info = *n + 2; goto L10; } i__1 = *lwork + 1 - iwork; dormqr_("L", "T", &irows, &icols, &irows, &b_ref(ilo, ilo), ldb, &work[ itau], &a_ref(ilo, ilo), lda, &work[iwork], &i__1, &iinfo); if (iinfo >= 0) { /* Computing MAX */ i__1 = lwkopt, i__2 = (integer) work[iwork] + iwork - 1; lwkopt = max(i__1,i__2); } if (iinfo != 0) { *info = *n + 3; goto L10; } if (ilvsl) { dlaset_("Full", n, n, &c_b36, &c_b37, &vsl[vsl_offset], ldvsl); i__1 = irows - 1; i__2 = irows - 1; dlacpy_("L", &i__1, &i__2, &b_ref(ilo + 1, ilo), ldb, &vsl_ref(ilo + 1, ilo), ldvsl); i__1 = *lwork + 1 - iwork; dorgqr_(&irows, &irows, &irows, &vsl_ref(ilo, ilo), ldvsl, &work[itau] , &work[iwork], &i__1, &iinfo); if (iinfo >= 0) { /* Computing MAX */ i__1 = lwkopt, i__2 = (integer) work[iwork] + iwork - 1; lwkopt = max(i__1,i__2); } if (iinfo != 0) { *info = *n + 4; goto L10; } } if (ilvsr) { dlaset_("Full", n, n, &c_b36, &c_b37, &vsr[vsr_offset], ldvsr); } /* Reduce to generalized Hessenberg form */ dgghrd_(jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], ldb, &vsl[vsl_offset], ldvsl, &vsr[vsr_offset], ldvsr, &iinfo); if (iinfo != 0) { *info = *n + 5; goto L10; } /* Perform QZ algorithm, computing Schur vectors if desired Workspace layout: ("work..." must have at least 1 word) left_permutation, right_permutation, work... */ iwork = itau; i__1 = *lwork + 1 - iwork; dhgeqz_("S", jobvsl, jobvsr, n, &ilo, &ihi, &a[a_offset], lda, &b[ b_offset], ldb, &alphar[1], &alphai[1], &beta[1], &vsl[vsl_offset] , ldvsl, &vsr[vsr_offset], ldvsr, &work[iwork], &i__1, &iinfo); if (iinfo >= 0) { /* Computing MAX */ i__1 = lwkopt, i__2 = (integer) work[iwork] + iwork - 1; lwkopt = max(i__1,i__2); } if (iinfo != 0) { if (iinfo > 0 && iinfo <= *n) { *info = iinfo; } else if (iinfo > *n && iinfo <= *n << 1) { *info = iinfo - *n; } else { *info = *n + 6; } goto L10; } /* Apply permutation to VSL and VSR */ if (ilvsl) { dggbak_("P", "L", n, &ilo, &ihi, &work[ileft], &work[iright], n, &vsl[ vsl_offset], ldvsl, &iinfo); if (iinfo != 0) { *info = *n + 7; goto L10; } } if (ilvsr) { dggbak_("P", "R", n, &ilo, &ihi, &work[ileft], &work[iright], n, &vsr[ vsr_offset], ldvsr, &iinfo); if (iinfo != 0) { *info = *n + 8; goto L10; } } /* Undo scaling */ if (ilascl) { dlascl_("H", &c_n1, &c_n1, &anrmto, &anrm, n, n, &a[a_offset], lda, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } dlascl_("G", &c_n1, &c_n1, &anrmto, &anrm, n, &c__1, &alphar[1], n, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } dlascl_("G", &c_n1, &c_n1, &anrmto, &anrm, n, &c__1, &alphai[1], n, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } } if (ilbscl) { dlascl_("U", &c_n1, &c_n1, &bnrmto, &bnrm, n, n, &b[b_offset], ldb, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } dlascl_("G", &c_n1, &c_n1, &bnrmto, &bnrm, n, &c__1, &beta[1], n, & iinfo); if (iinfo != 0) { *info = *n + 9; return 0; } } L10: work[1] = (doublereal) lwkopt; return 0; /* End of DGEGS */ } /* dgegs_ */ #undef vsl_ref #undef b_ref #undef a_ref