SUBROUTINE SGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI, \$ VS, LDVS, WORK, LWORK, BWORK, 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 * 8-15-00: Improve consistency of WS calculations (eca) * * .. Scalar Arguments .. CHARACTER JOBVS, SORT INTEGER INFO, LDA, LDVS, LWORK, N, SDIM * .. * .. Array Arguments .. LOGICAL BWORK( * ) REAL A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), \$ WR( * ) * .. * .. Function Arguments .. LOGICAL SELECT EXTERNAL SELECT * .. * * Purpose * ======= * * SGEES 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 REAL 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) REAL 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) REAL array, dimension (N) * WI (output) REAL 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) REAL 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) REAL 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, a workspace query is assumed. The optimal * size for the WORK array is calculated and stored in WORK(1), * and no other work except argument checking is performed. * * 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. * * ===================================================================== * * .. Parameters .. INTEGER LQUERV PARAMETER ( LQUERV = -1 ) REAL ZERO, ONE PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 ) * .. * .. Local Scalars .. LOGICAL CURSL, LASTSL, LST2SL, SCALEA, WANTST, WANTVS INTEGER HSWORK, I, I1, I2, IBAL, ICOND, IERR, IEVAL, \$ IHI, ILO, INXT, IP, ITAU, IWRK, K, MAXB, \$ MAXWRK, MINWRK REAL ANRM, BIGNUM, CSCALE, EPS, S, SEP, SMLNUM * .. * .. Local Arrays .. INTEGER IDUM( 1 ) REAL DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL SCOPY, SGEBAK, SGEBAL, SGEHRD, SHSEQR, SLABAD, \$ SLACPY, SLASCL, SORGHR, SSWAP, STRSEN, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV REAL SLAMCH, SLANGE EXTERNAL LSAME, ILAENV, SLAMCH, SLANGE * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 WANTVS = LSAME( JOBVS, 'V' ) WANTST = LSAME( SORT, 'S' ) IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN INFO = -11 END IF * * 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 SHSEQR, as * calculated below. HSWORK is computed assuming ILO=1 and IHI=N, * the worst case.) * MINWRK = 1 IF( INFO.EQ.0 ) THEN MAXWRK = 2*N + N*ILAENV( 1, 'SGEHRD', ' ', N, 1, N, 0 ) MINWRK = MAX( 1, 3*N ) IF( .NOT.WANTVS ) THEN MAXB = MAX( ILAENV( 8, 'SHSEQR', 'SN', N, 1, N, -1 ), 2 ) K = MIN( MAXB, N, MAX( 2, ILAENV( 4, 'SHSEQR', 'SN', N, 1, \$ N, -1 ) ) ) HSWORK = MAX( K*( K+2 ), 2*N ) MAXWRK = MAX( MAXWRK, N+HSWORK, 1 ) ELSE MAXWRK = MAX( MAXWRK, 2*N+( N-1 )* \$ ILAENV( 1, 'SORGHR', ' ', N, 1, N, -1 ) ) MAXB = MAX( ILAENV( 8, 'SHSEQR', 'EN', N, 1, N, -1 ), 2 ) K = MIN( MAXB, N, MAX( 2, ILAENV( 4, 'SHSEQR', 'EN', N, 1, \$ N, -1 ) ) ) HSWORK = MAX( K*( K+2 ), 2*N ) MAXWRK = MAX( MAXWRK, N+HSWORK, 1 ) END IF WORK( 1 ) = MAXWRK IF( LWORK.LT.MINWRK .AND. LWORK.NE.LQUERV ) \$ INFO = -13 END IF * * Quick returns * IF( INFO.NE.0 ) THEN CALL XERBLA( 'SGEES ', -INFO ) RETURN END IF IF( LWORK.EQ.LQUERV ) RETURN IF( N.EQ.0 ) THEN SDIM = 0 RETURN END IF * * Get machine constants * EPS = SLAMCH( 'P' ) SMLNUM = SLAMCH( 'S' ) BIGNUM = ONE / SMLNUM CALL SLABAD( SMLNUM, BIGNUM ) SMLNUM = SQRT( SMLNUM ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = SLANGE( 'M', N, N, A, LDA, DUM ) SCALEA = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN SCALEA = .TRUE. CSCALE = SMLNUM ELSE IF( ANRM.GT.BIGNUM ) THEN SCALEA = .TRUE. CSCALE = BIGNUM END IF IF( SCALEA ) \$ CALL SLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR ) * * Permute the matrix to make it more nearly triangular * (Workspace: need N) * IBAL = 1 CALL SGEBAL( 'P', N, A, 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 CALL SGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), \$ LWORK-IWRK+1, IERR ) * IF( WANTVS ) THEN * * Copy Householder vectors to VS * CALL SLACPY( 'L', N, N, A, LDA, VS, LDVS ) * * Generate orthogonal matrix in VS * (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) * CALL SORGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ), \$ LWORK-IWRK+1, IERR ) END IF * SDIM = 0 * * Perform QR iteration, accumulating Schur vectors in VS if desired * (Workspace: need N+1, prefer N+HSWORK (see comments) ) * IWRK = ITAU CALL SHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, WR, WI, VS, LDVS, \$ WORK( IWRK ), LWORK-IWRK+1, IEVAL ) IF( IEVAL.GT.0 ) \$ INFO = IEVAL * * Sort eigenvalues if desired * IF( WANTST .AND. INFO.EQ.0 ) THEN IF( SCALEA ) THEN CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WR, N, IERR ) CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WI, N, IERR ) END IF DO 10 I = 1, N BWORK( I ) = SELECT( WR( I ), WI( I ) ) 10 CONTINUE * * Reorder eigenvalues and transform Schur vectors * (Workspace: none needed) * CALL STRSEN( 'N', JOBVS, BWORK, N, A, LDA, VS, LDVS, WR, WI, \$ SDIM, S, SEP, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1, \$ ICOND ) IF( ICOND.GT.0 ) \$ INFO = N + ICOND END IF * IF( WANTVS ) THEN * * Undo balancing * (Workspace: need N) * CALL SGEBAK( 'P', 'R', N, ILO, IHI, WORK( IBAL ), N, VS, LDVS, \$ IERR ) END IF * IF( SCALEA ) THEN * * Undo scaling for the Schur form of A * CALL SLASCL( 'H', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR ) CALL SCOPY( N, A, LDA+1, WR, 1 ) IF( CSCALE.EQ.SMLNUM ) THEN * * If scaling back towards underflow, adjust WI if an * offdiagonal element of a 2-by-2 block in the Schur form * underflows. * IF( IEVAL.GT.0 ) THEN I1 = IEVAL + 1 I2 = IHI - 1 CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, \$ MAX( ILO-1, 1 ), IERR ) ELSE IF( WANTST ) THEN I1 = 1 I2 = N - 1 ELSE I1 = ILO I2 = IHI - 1 END IF INXT = I1 - 1 DO 20 I = I1, I2 IF( I.LT.INXT ) \$ GO TO 20 IF( WI( I ).EQ.ZERO ) THEN INXT = I + 1 ELSE IF( A( I+1, I ).EQ.ZERO ) THEN WI( I ) = ZERO WI( I+1 ) = ZERO ELSE IF( A( I+1, I ).NE.ZERO .AND. A( I, I+1 ).EQ. \$ ZERO ) THEN WI( I ) = ZERO WI( I+1 ) = ZERO IF( I.GT.1 ) \$ CALL SSWAP( I-1, A( 1, I ), 1, A( 1, I+1 ), 1 ) IF( N.GT.I+1 ) \$ CALL SSWAP( N-I-1, A( I, I+2 ), LDA, \$ A( I+1, I+2 ), LDA ) CALL SSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 ) A( I, I+1 ) = A( I+1, I ) A( I+1, I ) = ZERO END IF INXT = I + 2 END IF 20 CONTINUE END IF * * Undo scaling for the imaginary part of the eigenvalues * CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, N-IEVAL, 1, \$ WI( IEVAL+1 ), MAX( N-IEVAL, 1 ), IERR ) END IF * IF( WANTST .AND. INFO.EQ.0 ) THEN * * Check if reordering successful * LASTSL = .TRUE. LST2SL = .TRUE. SDIM = 0 IP = 0 DO 30 I = 1, N CURSL = SELECT( WR( I ), WI( I ) ) IF( WI( I ).EQ.ZERO ) THEN IF( CURSL ) \$ SDIM = SDIM + 1 IP = 0 IF( CURSL .AND. .NOT.LASTSL ) \$ INFO = N + 2 ELSE IF( IP.EQ.1 ) THEN * * Last eigenvalue of conjugate pair * CURSL = CURSL .OR. LASTSL LASTSL = CURSL IF( CURSL ) \$ SDIM = SDIM + 2 IP = -1 IF( CURSL .AND. .NOT.LST2SL ) \$ INFO = N + 2 ELSE * * First eigenvalue of conjugate pair * IP = 1 END IF END IF LST2SL = LASTSL LASTSL = CURSL 30 CONTINUE END IF * WORK( 1 ) = MAXWRK RETURN * * End of SGEES * END