📄 lapacksubs.f
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SUBROUTINE SGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, $ LDVR, WORK, LWORK, INFO )** -- LAPACK driver routine (version 3.0) --* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,* Courant Institute, Argonne National Lab, and Rice University* December 8, 1999** .. Scalar Arguments .. CHARACTER JOBVL, JOBVR INTEGER INFO, LDA, LDVL, LDVR, LWORK, N* ..* .. Array Arguments .. REAL A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), $ WI( * ), WORK( * ), WR( * )* ..** Purpose* =======** SGEEV computes for an N-by-N real nonsymmetric matrix A, the* eigenvalues and, optionally, the left and/or right eigenvectors.** The right eigenvector v(j) of A satisfies* A * v(j) = lambda(j) * v(j)* where lambda(j) is its eigenvalue.* The left eigenvector u(j) of A satisfies* u(j)**H * A = lambda(j) * u(j)**H* where u(j)**H denotes the conjugate transpose of u(j).** The computed eigenvectors are normalized to have Euclidean norm* equal to 1 and largest component real.** Arguments* =========** JOBVL (input) CHARACTER*1* = 'N': left eigenvectors of A are not computed;* = 'V': left eigenvectors of A are computed.** JOBVR (input) CHARACTER*1* = 'N': right eigenvectors of A are not computed;* = 'V': right eigenvectors of A are computed.** 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.** LDA (input) INTEGER* The leading dimension of the array A. LDA >= max(1,N).** 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. Complex* conjugate pairs of eigenvalues appear consecutively* with the eigenvalue having the positive imaginary part* first.** VL (output) REAL 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 JOBVL = 'N', VL is not referenced.* 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)-st 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).** LDVL (input) INTEGER* The leading dimension of the array VL. LDVL >= 1; if* JOBVL = 'V', LDVL >= N.** VR (output) REAL 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 JOBVR = 'N', VR is not referenced.* 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)-st 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).** LDVR (input) INTEGER* The leading dimension of the array VR. LDVR >= 1; if* JOBVR = 'V', LDVR >= N.** WORK (workspace/output) REAL 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(1,3*N), and* if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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.* > 0: if INFO = i, the QR algorithm failed to compute all the* eigenvalues, and no eigenvectors have been computed;* elements i+1:N of WR and WI contain eigenvalues which* have converged.** =====================================================================** .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )* ..* .. Local Scalars .. LOGICAL LQUERY, SCALEA, WANTVL, WANTVR CHARACTER SIDE INTEGER HSWORK, I, IBAL, IERR, IHI, ILO, ITAU, IWRK, K, $ MAXB, MAXWRK, MINWRK, NOUT REAL ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM, $ SN* ..* .. Local Arrays .. LOGICAL SELECT( 1 ) REAL DUM( 1 )* ..* .. External Subroutines .. EXTERNAL SGEBAK, SGEBAL, SGEHRD, SHSEQR, SLABAD, SLACPY, $ SLARTG, SLASCL, SORGHR, SROT, SSCAL, STREVC, $ XERBLA* ..* .. External Functions .. LOGICAL LSAME INTEGER ILAENV, ISAMAX REAL SLAMCH, SLANGE, SLAPY2, SNRM2 EXTERNAL LSAME, ILAENV, ISAMAX, SLAMCH, SLANGE, SLAPY2, $ SNRM2* ..* .. Intrinsic Functions .. INTRINSIC MAX, MIN, SQRT* ..* .. Executable Statements ..** Test the input arguments* INFO = 0 LQUERY = ( LWORK.EQ.-1 ) WANTVL = LSAME( JOBVL, 'V' ) WANTVR = LSAME( JOBVR, 'V' ) IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN INFO = -9 ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.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 .AND. ( LWORK.GE.1 .OR. LQUERY ) ) THEN MAXWRK = 2*N + N*ILAENV( 1, 'SGEHRD', ' ', N, 1, N, 0 ) IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN MINWRK = MAX( 1, 3*N ) 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+1, N+HSWORK ) ELSE MINWRK = MAX( 1, 4*N ) MAXWRK = MAX( MAXWRK, 2*N+( N-1 )* $ ILAENV( 1, 'SORGHR', ' ', N, 1, N, -1 ) ) MAXB = MAX( ILAENV( 8, 'SHSEQR', 'SV', N, 1, N, -1 ), 2 ) K = MIN( MAXB, N, MAX( 2, ILAENV( 4, 'SHSEQR', 'SV', N, 1, $ N, -1 ) ) ) HSWORK = MAX( K*( K+2 ), 2*N ) MAXWRK = MAX( MAXWRK, N+1, N+HSWORK ) MAXWRK = MAX( MAXWRK, 4*N ) END IF WORK( 1 ) = MAXWRK END IF IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -13 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SGEEV ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF** Quick return if possible* IF( N.EQ.0 ) $ RETURN** 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 )** Balance the matrix* (Workspace: need N)* IBAL = 1 CALL SGEBAL( 'B', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR )** Reduce to upper Hessenberg form* (Workspace: need 3*N, prefer 2*N+N*NB)* ITAU = IBAL + N IWRK = ITAU + N CALL SGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR )* IF( WANTVL ) THEN** Want left eigenvectors* Copy Householder vectors to VL* SIDE = 'L' CALL SLACPY( 'L', N, N, A, LDA, VL, LDVL )** Generate orthogonal matrix in VL* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)* CALL SORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR )** Perform QR iteration, accumulating Schur vectors in VL* (Workspace: need N+1, prefer N+HSWORK (see comments) )* IWRK = ITAU CALL SHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL, $ WORK( IWRK ), LWORK-IWRK+1, INFO )* IF( WANTVR ) THEN** Want left and right eigenvectors* Copy Schur vectors to VR* SIDE = 'B' CALL SLACPY( 'F', N, N, VL, LDVL, VR, LDVR ) END IF* ELSE IF( WANTVR ) THEN** Want right eigenvectors* Copy Householder vectors to VR* SIDE = 'R' CALL SLACPY( 'L', N, N, A, LDA, VR, LDVR )** Generate orthogonal matrix in VR* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)* CALL SORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR )** Perform QR iteration, accumulating Schur vectors in VR* (Workspace: need N+1, prefer N+HSWORK (see comments) )* IWRK = ITAU CALL SHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO )* ELSE** Compute eigenvalues only* (Workspace: need N+1, prefer N+HSWORK (see comments) )* IWRK = ITAU CALL SHSEQR( 'E', 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) END IF** If INFO > 0 from SHSEQR, then quit* IF( INFO.GT.0 ) $ GO TO 50* IF( WANTVL .OR. WANTVR ) THEN** Compute left and/or right eigenvectors* (Workspace: need 4*N)* CALL STREVC( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR, $ N, NOUT, WORK( IWRK ), IERR ) END IF* IF( WANTVL ) THEN** Undo balancing of left eigenvectors* (Workspace: need N)* CALL SGEBAK( 'B', 'L', N, ILO, IHI, WORK( IBAL ), N, VL, LDVL, $ IERR )** Normalize left eigenvectors and make largest component real* DO 20 I = 1, N IF( WI( I ).EQ.ZERO ) THEN SCL = ONE / SNRM2( N, VL( 1, I ), 1 ) CALL SSCAL( N, SCL, VL( 1, I ), 1 ) ELSE IF( WI( I ).GT.ZERO ) THEN SCL = ONE / SLAPY2( SNRM2( N, VL( 1, I ), 1 ), $ SNRM2( N, VL( 1, I+1 ), 1 ) ) CALL SSCAL( N, SCL, VL( 1, I ), 1 ) CALL SSCAL( N, SCL, VL( 1, I+1 ), 1 ) DO 10 K = 1, N WORK( IWRK+K-1 ) = VL( K, I )**2 + VL( K, I+1 )**2 10 CONTINUE K = ISAMAX( N, WORK( IWRK ), 1 ) CALL SLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R ) CALL SROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN ) VL( K, I+1 ) = ZERO END IF 20 CONTINUE END IF* IF( WANTVR ) THEN** Undo balancing of right eigenvectors* (Workspace: need N)* CALL SGEBAK( 'B', 'R', N, ILO, IHI, WORK( IBAL ), N, VR, LDVR, $ IERR )** Normalize right eigenvectors and make largest component real* DO 40 I = 1, N IF( WI( I ).EQ.ZERO ) THEN SCL = ONE / SNRM2( N, VR( 1, I ), 1 ) CALL SSCAL( N, SCL, VR( 1, I ), 1 ) ELSE IF( WI( I ).GT.ZERO ) THEN SCL = ONE / SLAPY2( SNRM2( N, VR( 1, I ), 1 ), $ SNRM2( N, VR( 1, I+1 ), 1 ) ) CALL SSCAL( N, SCL, VR( 1, I ), 1 ) CALL SSCAL( N, SCL, VR( 1, I+1 ), 1 ) DO 30 K = 1, N WORK( IWRK+K-1 ) = VR( K, I )**2 + VR( K, I+1 )**2 30 CONTINUE K = ISAMAX( N, WORK( IWRK ), 1 ) CALL SLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R ) CALL SROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN ) VR( K, I+1 ) = ZERO END IF 40 CONTINUE END IF** Undo scaling if necessary* 50 CONTINUE IF( SCALEA ) THEN CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) IF( INFO.GT.0 ) THEN CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N, $ IERR ) CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N, $ IERR ) END IF END IF* WORK( 1 ) = MAXWRK RETURN** End of SGEEV* END INTEGER FUNCTION IEEECK( ISPEC, ZERO, ONE )** -- LAPACK auxiliary routine (version 3.0) --* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,* Courant Institute, Argonne National Lab, and Rice University* June 30, 1998** .. Scalar Arguments .. INTEGER ISPEC REAL ONE, ZERO* ..** Purpose* =======** IEEECK is called from the ILAENV to verify that Infinity and
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