| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642 | /* dggev.f -- translated by f2c (version 20061008).   You must link the resulting object file with libf2c:	on Microsoft Windows system, link with libf2c.lib;	on Linux or Unix systems, link with .../path/to/libf2c.a -lm	or, if you install libf2c.a in a standard place, with -lf2c -lm	-- in that order, at the end of the command line, as in		cc *.o -lf2c -lm	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,		http://www.netlib.org/f2c/libf2c.zip*/#include "f2c.h"#include "blaswrap.h"/* Table of constant values */static integer c__1 = 1;static integer c__0 = 0;static integer c_n1 = -1;static doublereal c_b36 = 0.;static doublereal c_b37 = 1.;/* Subroutine */ int dggev_(char *jobvl, char *jobvr, integer *n, doublereal *	a, integer *lda, doublereal *b, integer *ldb, doublereal *alphar, 	doublereal *alphai, doublereal *beta, doublereal *vl, integer *ldvl, 	doublereal *vr, integer *ldvr, doublereal *work, integer *lwork, 	integer *info){    /* System generated locals */    integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, 	    vr_offset, i__1, i__2;    doublereal d__1, d__2, d__3, d__4;    /* Builtin functions */    double sqrt(doublereal);    /* Local variables */    integer jc, in, jr, ihi, ilo;    doublereal eps;    logical ilv;    doublereal anrm, bnrm;    integer ierr, itau;    doublereal temp;    logical ilvl, ilvr;    integer iwrk;    extern logical lsame_(char *, char *);    integer ileft, icols, irows;    extern /* Subroutine */ int dlabad_(doublereal *, doublereal *), dggbak_(	    char *, char *, integer *, integer *, integer *, doublereal *, 	    doublereal *, integer *, doublereal *, integer *, integer *), 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 *);    logical ilascl, ilbscl;    extern /* Subroutine */ int dgeqrf_(integer *, integer *, doublereal *, 	    integer *, doublereal *, doublereal *, integer *, integer *), 	    dlacpy_(char *, integer *, integer *, doublereal *, integer *, 	    doublereal *, integer *), dlaset_(char *, integer *, 	    integer *, doublereal *, doublereal *, doublereal *, integer *), dtgevc_(char *, char *, logical *, integer *, doublereal 	    *, integer *, doublereal *, integer *, doublereal *, integer *, 	    doublereal *, integer *, integer *, integer *, doublereal *, 	    integer *);    logical ldumma[1];    char chtemp[1];    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 *), xerbla_(char *, integer *);    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 	    integer *, integer *);    integer ijobvl, iright, ijobvr;    extern /* Subroutine */ int dorgqr_(integer *, integer *, integer *, 	    doublereal *, integer *, doublereal *, doublereal *, integer *, 	    integer *);    doublereal anrmto, bnrmto;    extern /* Subroutine */ int dormqr_(char *, char *, integer *, integer *, 	    integer *, doublereal *, integer *, doublereal *, doublereal *, 	    integer *, doublereal *, integer *, integer *);    integer minwrk, maxwrk;    doublereal smlnum;    logical lquery;/*  -- LAPACK driver routine (version 3.2) -- *//*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. *//*     November 2006 *//*     .. Scalar Arguments .. *//*     .. *//*     .. Array Arguments .. *//*     .. *//*  Purpose *//*  ======= *//*  DGGEV computes for a pair of N-by-N real 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 eigenvector v(j) corresponding to the eigenvalue lambda(j) *//*  of (A,B) satisfies *//*                   A * v(j) = lambda(j) * B * v(j). *//*  The left eigenvector u(j) corresponding to the eigenvalue 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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). *//*  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.  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). *//*  VL      (output) DOUBLE PRECISION array, dimension (LDVL,N) *//*          If JOBVL = 'V', the left eigenvectors u(j) are stored one *//*          after another in the columns of VL, in the same order as *//*          their eigenvalues. If the j-th eigenvalue is real, then *//*          u(j) = VL(:,j), the j-th column of VL. If the j-th and *//*          (j+1)-th eigenvalues form a complex conjugate pair, then *//*          u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). *//*          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) DOUBLE PRECISION array, dimension (LDVR,N) *//*          If JOBVR = 'V', the right eigenvectors v(j) are stored one *//*          after another in the columns of VR, in the same order as *//*          their eigenvalues. If the j-th eigenvalue is real, then *//*          v(j) = VR(:,j), the j-th column of VR. If the j-th and *//*          (j+1)-th eigenvalues form a complex conjugate pair, then *//*          v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). *//*          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) DOUBLE PRECISION 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(1,8*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. *//*  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 ALPHAR(j), ALPHAI(j), and BETA(j) *//*                should be correct for j=INFO+1,...,N. *//*          > N:  =N+1: other than QZ iteration failed in DHGEQZ. *//*                =N+2: error return from DTGEVC. *//*  ===================================================================== *//*     .. Parameters .. *//*     .. *//*     .. Local Scalars .. *//*     .. *//*     .. Local Arrays .. *//*     .. *//*     .. External Subroutines .. *//*     .. *//*     .. External Functions .. *//*     .. *//*     .. Intrinsic Functions .. *//*     .. *//*     .. Executable Statements .. *//*     Decode the input arguments */    /* Parameter adjustments */    a_dim1 = *lda;    a_offset = 1 + a_dim1;    a -= a_offset;    b_dim1 = *ldb;    b_offset = 1 + b_dim1;    b -= b_offset;    --alphar;    --alphai;    --beta;    vl_dim1 = *ldvl;    vl_offset = 1 + vl_dim1;    vl -= vl_offset;    vr_dim1 = *ldvr;    vr_offset = 1 + vr_dim1;    vr -= vr_offset;    --work;    /* 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 = -12;    } else if (*ldvr < 1 || ilvr && *ldvr < *n) {	*info = -14;    }/*     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 << 3;	minwrk = max(i__1,i__2);/* Computing MAX */	i__1 = 1, i__2 = *n * (ilaenv_(&c__1, "DGEQRF", " ", n, &c__1, n, &		c__0) + 7);	maxwrk = max(i__1,i__2);/* Computing MAX */	i__1 = maxwrk, i__2 = *n * (ilaenv_(&c__1, "DORMQR", " ", n, &c__1, n, 		 &c__0) + 7);	maxwrk = max(i__1,i__2);	if (ilvl) {/* Computing MAX */	    i__1 = maxwrk, i__2 = *n * (ilaenv_(&c__1, "DORGQR", " ", n, &		    c__1, n, &c_n1) + 7);	    maxwrk = max(i__1,i__2);	}	work[1] = (doublereal) maxwrk;	if (*lwork < minwrk && ! lquery) {	    *info = -16;	}    }    if (*info != 0) {	i__1 = -(*info);	xerbla_("DGGEV ", &i__1);	return 0;    } else if (lquery) {	return 0;    }/*     Quick return if possible */    if (*n == 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, &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__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, &		ierr);    }/*     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__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, &		ierr);    }/*     Permute the matrices A, B to isolate eigenvalues if possible *//*     (Workspace: need 6*N) */    ileft = 1;    iright = *n + 1;    iwrk = iright + *n;    dggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &work[	    ileft], &work[iright], &work[iwrk], &ierr);/*     Reduce B to triangular form (QR decomposition of B) *//*     (Workspace: need N, prefer N*NB) */    irows = ihi + 1 - ilo;    if (ilv) {	icols = *n + 1 - ilo;    } else {	icols = irows;    }    itau = iwrk;    iwrk = itau + irows;    i__1 = *lwork + 1 - iwrk;    dgeqrf_(&irows, &icols, &b[ilo + ilo * b_dim1], ldb, &work[itau], &work[	    iwrk], &i__1, &ierr);/*     Apply the orthogonal transformation to matrix A *//*     (Workspace: need N, prefer N*NB) */    i__1 = *lwork + 1 - iwrk;    dormqr_("L", "T", &irows, &icols, &irows, &b[ilo + ilo * b_dim1], ldb, &	    work[itau], &a[ilo + ilo * a_dim1], lda, &work[iwrk], &i__1, &	    ierr);/*     Initialize VL *//*     (Workspace: need N, prefer N*NB) */    if (ilvl) {	dlaset_("Full", n, n, &c_b36, &c_b37, &vl[vl_offset], ldvl)		;	if (irows > 1) {	    i__1 = irows - 1;	    i__2 = irows - 1;	    dlacpy_("L", &i__1, &i__2, &b[ilo + 1 + ilo * b_dim1], ldb, &vl[		    ilo + 1 + ilo * vl_dim1], ldvl);	}	i__1 = *lwork + 1 - iwrk;	dorgqr_(&irows, &irows, &irows, &vl[ilo + ilo * vl_dim1], ldvl, &work[		itau], &work[iwrk], &i__1, &ierr);    }/*     Initialize VR */    if (ilvr) {	dlaset_("Full", n, n, &c_b36, &c_b37, &vr[vr_offset], ldvr)		;    }/*     Reduce to generalized Hessenberg form *//*     (Workspace: none needed) */    if (ilv) {/*        Eigenvectors requested -- work on whole matrix. */	dgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], 		ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr);    } else {	dgghrd_("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 forms and Schur vectors) *//*     (Workspace: need N) */    iwrk = itau;    if (ilv) {	*(unsigned char *)chtemp = 'S';    } else {	*(unsigned char *)chtemp = 'E';    }    i__1 = *lwork + 1 - iwrk;    dhgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[	    b_offset], ldb, &alphar[1], &alphai[1], &beta[1], &vl[vl_offset], 	    ldvl, &vr[vr_offset], ldvr, &work[iwrk], &i__1, &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 L110;    }/*     Compute Eigenvectors *//*     (Workspace: need 6*N) */    if (ilv) {	if (ilvl) {	    if (ilvr) {		*(unsigned char *)chtemp = 'B';	    } else {		*(unsigned char *)chtemp = 'L';	    }	} else {	    *(unsigned char *)chtemp = 'R';	}	dtgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, 		&vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[		iwrk], &ierr);	if (ierr != 0) {	    *info = *n + 2;	    goto L110;	}/*        Undo balancing on VL and VR and normalization *//*        (Workspace: none needed) */	if (ilvl) {	    dggbak_("P", "L", n, &ilo, &ihi, &work[ileft], &work[iright], n, &		    vl[vl_offset], ldvl, &ierr);	    i__1 = *n;	    for (jc = 1; jc <= i__1; ++jc) {		if (alphai[jc] < 0.) {		    goto L50;		}		temp = 0.;		if (alphai[jc] == 0.) {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {/* Computing MAX */			d__2 = temp, d__3 = (d__1 = vl[jr + jc * vl_dim1], 				abs(d__1));			temp = max(d__2,d__3);/* L10: */		    }		} else {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {/* Computing MAX */			d__3 = temp, d__4 = (d__1 = vl[jr + jc * vl_dim1], 				abs(d__1)) + (d__2 = vl[jr + (jc + 1) * 				vl_dim1], abs(d__2));			temp = max(d__3,d__4);/* L20: */		    }		}		if (temp < smlnum) {		    goto L50;		}		temp = 1. / temp;		if (alphai[jc] == 0.) {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {			vl[jr + jc * vl_dim1] *= temp;/* L30: */		    }		} else {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {			vl[jr + jc * vl_dim1] *= temp;			vl[jr + (jc + 1) * vl_dim1] *= temp;/* L40: */		    }		}L50:		;	    }	}	if (ilvr) {	    dggbak_("P", "R", n, &ilo, &ihi, &work[ileft], &work[iright], n, &		    vr[vr_offset], ldvr, &ierr);	    i__1 = *n;	    for (jc = 1; jc <= i__1; ++jc) {		if (alphai[jc] < 0.) {		    goto L100;		}		temp = 0.;		if (alphai[jc] == 0.) {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {/* Computing MAX */			d__2 = temp, d__3 = (d__1 = vr[jr + jc * vr_dim1], 				abs(d__1));			temp = max(d__2,d__3);/* L60: */		    }		} else {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {/* Computing MAX */			d__3 = temp, d__4 = (d__1 = vr[jr + jc * vr_dim1], 				abs(d__1)) + (d__2 = vr[jr + (jc + 1) * 				vr_dim1], abs(d__2));			temp = max(d__3,d__4);/* L70: */		    }		}		if (temp < smlnum) {		    goto L100;		}		temp = 1. / temp;		if (alphai[jc] == 0.) {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {			vr[jr + jc * vr_dim1] *= temp;/* L80: */		    }		} else {		    i__2 = *n;		    for (jr = 1; jr <= i__2; ++jr) {			vr[jr + jc * vr_dim1] *= temp;			vr[jr + (jc + 1) * vr_dim1] *= temp;/* L90: */		    }		}L100:		;	    }	}/*        End of eigenvector calculation */    }/*     Undo scaling if necessary */    if (ilascl) {	dlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alphar[1], n, &		ierr);	dlascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alphai[1], n, &		ierr);    }    if (ilbscl) {	dlascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, &		ierr);    }L110:    work[1] = (doublereal) maxwrk;    return 0;/*     End of DGGEV */} /* dggev_ */
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