shgeqz.f

计算矩阵的经典开源库．全世界都在用它．相信你也不能例外．

      SUBROUTINE SHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB,
     $                   ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK,
     $                   LWORK, INFO )
*
*  -- LAPACK routine (instrumented to count operations, version 3.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     June 30, 1999
*
*     .. Scalar Arguments ..
      CHARACTER          COMPQ, COMPZ, JOB
      INTEGER            IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
     $                   B( LDB, * ), BETA( * ), Q( LDQ, * ), WORK( * ),
     $                   Z( LDZ, * )
*     ..
*     ---------------------- Begin Timing Code -------------------------
*     Common block to return operation count and iteration count
*     ITCNT is initialized to 0, OPS is only incremented
*     OPST is used to accumulate small contributions to OPS
*     to avoid roundoff error
*     .. Common blocks ..
      COMMON             / LATIME / OPS, ITCNT
*     ..
*     .. Scalars in Common ..
      REAL               ITCNT, OPS
*     ..
*     ----------------------- End Timing Code --------------------------
*
*  Purpose
*  =======
*
*  SHGEQZ implements a single-/double-shift version of the QZ method for
*  finding the generalized eigenvalues
*
*  w(j)=(ALPHAR(j) + i*ALPHAI(j))/BETAR(j)   of the equation
*
*       det( A - w(i) B ) = 0
*
*  In addition, the pair A,B may be reduced to generalized Schur form:
*  B is upper triangular, and A is block upper triangular, where the
*  diagonal blocks are either 1-by-1 or 2-by-2, the 2-by-2 blocks having
*  complex generalized eigenvalues (see the description of the argument
*  JOB.)
*
*  If JOB='S', then the pair (A,B) is simultaneously reduced to Schur
*  form by applying one orthogonal tranformation (usually called Q) on
*  the left and another (usually called Z) on the right.  The 2-by-2
*  upper-triangular diagonal blocks of B corresponding to 2-by-2 blocks
*  of A will be reduced to positive diagonal matrices.  (I.e.,
*  if A(j+1,j) is non-zero, then B(j+1,j)=B(j,j+1)=0 and B(j,j) and
*  B(j+1,j+1) will be positive.)
*
*  If JOB='E', then at each iteration, the same transformations
*  are computed, but they are only applied to those parts of A and B
*  which are needed to compute ALPHAR, ALPHAI, and BETAR.
*
*  If JOB='S' and COMPQ and COMPZ are 'V' or 'I', then the orthogonal
*  transformations used to reduce (A,B) are accumulated into the arrays
*  Q and Z s.t.:
*
*       Q(in) A(in) Z(in)* = Q(out) A(out) Z(out)*
*       Q(in) B(in) Z(in)* = Q(out) B(out) Z(out)*
*
*  Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
*       Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
*       pp. 241--256.
*
*  Arguments
*  =========
*
*  JOB     (input) CHARACTER*1
*          = 'E': compute only ALPHAR, ALPHAI, and BETA.  A and B will
*                 not necessarily be put into generalized Schur form.
*          = 'S': put A and B into generalized Schur form, as well
*                 as computing ALPHAR, ALPHAI, and BETA.
*
*  COMPQ   (input) CHARACTER*1
*          = 'N': do not modify Q.
*          = 'V': multiply the array Q on the right by the transpose of
*                 the orthogonal tranformation that is applied to the
*                 left side of A and B to reduce them to Schur form.
*          = 'I': like COMPQ='V', except that Q will be initialized to
*                 the identity first.
*
*  COMPZ   (input) CHARACTER*1
*          = 'N': do not modify Z.
*          = 'V': multiply the array Z on the right by the orthogonal
*                 tranformation that is applied to the right side of
*                 A and B to reduce them to Schur form.
*          = 'I': like COMPZ='V', except that Z will be initialized to
*                 the identity first.
*
*  N       (input) INTEGER
*          The order of the matrices A, B, Q, and Z.  N >= 0.
*
*  ILO     (input) INTEGER
*  IHI     (input) INTEGER
*          It is assumed that A is already upper triangular in rows and
*          columns 1:ILO-1 and IHI+1:N.
*          1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
*
*  A       (input/output) REAL array, dimension (LDA, N)
*          On entry, the N-by-N upper Hessenberg matrix A.  Elements
*          below the subdiagonal must be zero.
*          If JOB='S', then on exit A and B will have been
*             simultaneously reduced to generalized Schur form.
*          If JOB='E', then on exit A will have been destroyed.
*             The diagonal blocks will be correct, but the off-diagonal
*             portion will be meaningless.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max( 1, N ).
*
*  B       (input/output) REAL array, dimension (LDB, N)
*          On entry, the N-by-N upper triangular matrix B.  Elements
*          below the diagonal must be zero.  2-by-2 blocks in B
*          corresponding to 2-by-2 blocks in A will be reduced to
*          positive diagonal form.  (I.e., if A(j+1,j) is non-zero,
*          then B(j+1,j)=B(j,j+1)=0 and B(j,j) and B(j+1,j+1) will be
*          positive.)
*          If JOB='S', then on exit A and B will have been
*             simultaneously reduced to Schur form.
*          If JOB='E', then on exit B will have been destroyed.
*             Elements corresponding to diagonal blocks of A will be
*             correct, but the off-diagonal portion will be meaningless.
*
*  LDB     (input) INTEGER
*          The leading dimension of the array B.  LDB >= max( 1, N ).
*
*  ALPHAR  (output) REAL array, dimension (N)
*          ALPHAR(1:N) will be set to real parts of the diagonal
*          elements of A that would result from reducing A and B to
*          Schur form and then further reducing them both to triangular
*          form using unitary transformations s.t. the diagonal of B
*          was non-negative real.  Thus, if A(j,j) is in a 1-by-1 block
*          (i.e., A(j+1,j)=A(j,j+1)=0), then ALPHAR(j)=A(j,j).
*          Note that the (real or complex) values
*          (ALPHAR(j) + i*ALPHAI(j))/BETA(j), j=1,...,N, are the
*          generalized eigenvalues of the matrix pencil A - wB.
*
*  ALPHAI  (output) REAL array, dimension (N)
*          ALPHAI(1:N) will be set to imaginary parts of the diagonal
*          elements of A that would result from reducing A and B to
*          Schur form and then further reducing them both to triangular
*          form using unitary transformations s.t. the diagonal of B
*          was non-negative real.  Thus, if A(j,j) is in a 1-by-1 block
*          (i.e., A(j+1,j)=A(j,j+1)=0), then ALPHAR(j)=0.
*          Note that the (real or complex) values
*          (ALPHAR(j) + i*ALPHAI(j))/BETA(j), j=1,...,N, are the
*          generalized eigenvalues of the matrix pencil A - wB.
*
*  BETA    (output) REAL array, dimension (N)
*          BETA(1:N) will be set to the (real) diagonal elements of B
*          that would result from reducing A and B to Schur form and
*          then further reducing them both to triangular form using
*          unitary transformations s.t. the diagonal of B was
*          non-negative real.  Thus, if A(j,j) is in a 1-by-1 block
*          (i.e., A(j+1,j)=A(j,j+1)=0), then BETA(j)=B(j,j).
*          Note that the (real or complex) values
*          (ALPHAR(j) + i*ALPHAI(j))/BETA(j), j=1,...,N, are the
*          generalized eigenvalues of the matrix pencil A - wB.
*          (Note that BETA(1:N) will always be non-negative, and no
*          BETAI is necessary.)
*
*  Q       (input/output) REAL array, dimension (LDQ, N)
*          If COMPQ='N', then Q will not be referenced.
*          If COMPQ='V' or 'I', then the transpose of the orthogonal
*             transformations which are applied to A and B on the left
*             will be applied to the array Q on the right.
*
*  LDQ     (input) INTEGER
*          The leading dimension of the array Q.  LDQ >= 1.
*          If COMPQ='V' or 'I', then LDQ >= N.
*
*  Z       (input/output) REAL array, dimension (LDZ, N)
*          If COMPZ='N', then Z will not be referenced.
*          If COMPZ='V' or 'I', then the orthogonal transformations
*             which are applied to A and B on the right will be applied
*             to the array Z on the right.
*
*  LDZ     (input) INTEGER
*          The leading dimension of the array Z.  LDZ >= 1.
*          If COMPZ='V' or 'I', then LDZ >= 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,N).
*
*          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 did not converge.  (A,B) is not
*                     in Schur form, but ALPHAR(i), ALPHAI(i), and
*                     BETA(i), i=INFO+1,...,N should be correct.
*          = N+1,...,2*N: the shift calculation failed.  (A,B) is not
*                     in Schur form, but ALPHAR(i), ALPHAI(i), and
*                     BETA(i), i=INFO-N+1,...,N should be correct.
*          > 2*N:     various "impossible" errors.
*
*  Further Details
*  ===============
*
*  Iteration counters:
*
*  JITER  -- counts iterations.
*  IITER  -- counts iterations run since ILAST was last
*            changed.  This is therefore reset only when a 1-by-1 or
*            2-by-2 block deflates off the bottom.
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               HALF, ZERO, ONE, SAFETY
      PARAMETER          ( HALF = 0.5E+0, ZERO = 0.0E+0, ONE = 1.0E+0,
     $                   SAFETY = 1.0E+2 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ILAZR2, ILAZRO, ILPIVT, ILQ, ILSCHR, ILZ,
     $                   LQUERY
      INTEGER            ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
     $                   ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
     $                   JR, MAXIT, NQ, NZ
      REAL               A11, A12, A1I, A1R, A21, A22, A2I, A2R, AD11,
     $                   AD11L, AD12, AD12L, AD21, AD21L, AD22, AD22L,
     $                   AD32L, AN, ANORM, ASCALE, ATOL, B11, B1A, B1I,
     $                   B1R, B22, B2A, B2I, B2R, BN, BNORM, BSCALE,
     $                   BTOL, C, C11I, C11R, C12, C21, C22I, C22R, CL,
     $                   CQ, CR, CZ, ESHIFT, OPST, S, S1, S1INV, S2,
     $                   SAFMAX, SAFMIN, SCALE, SL, SQI, SQR, SR, SZI,
     $                   SZR, T, TAU, TEMP, TEMP2, TEMPI, TEMPR, U1,
     $                   U12, U12L, U2, ULP, VS, W11, W12, W21, W22,
     $                   WABS, WI, WR, WR2
*     ..
*     .. Local Arrays ..
      REAL               V( 3 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      REAL               SLAMCH, SLANHS, SLAPY2, SLAPY3
      EXTERNAL           LSAME, SLAMCH, SLANHS, SLAPY2, SLAPY3
*     ..
*     .. External Subroutines ..
      EXTERNAL           SLAG2, SLARFG, SLARTG, SLASET, SLASV2, SROT,
     $                   XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, MIN, REAL, SQRT
*     ..
*     .. Executable Statements ..
*
*     Decode JOB, COMPQ, COMPZ
*
      IF( LSAME( JOB, 'E' ) ) THEN
         ILSCHR = .FALSE.
         ISCHUR = 1
      ELSE IF( LSAME( JOB, 'S' ) ) THEN
         ILSCHR = .TRUE.
         ISCHUR = 2
      ELSE
         ISCHUR = 0
      END IF
*
      IF( LSAME( COMPQ, 'N' ) ) THEN
         ILQ = .FALSE.
         ICOMPQ = 1
         NQ = 0
      ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
         ILQ = .TRUE.
         ICOMPQ = 2
         NQ = N
      ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
         ILQ = .TRUE.
         ICOMPQ = 3
         NQ = N
      ELSE
         ICOMPQ = 0
      END IF
*
      IF( LSAME( COMPZ, 'N' ) ) THEN
         ILZ = .FALSE.
         ICOMPZ = 1
         NZ = 0
      ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
         ILZ = .TRUE.
         ICOMPZ = 2
         NZ = N
      ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
         ILZ = .TRUE.
         ICOMPZ = 3
         NZ = N
      ELSE
         ICOMPZ = 0
      END IF
*
*     Check Argument Values
*
      INFO = 0
      WORK( 1 ) = MAX( 1, N )
      LQUERY = ( LWORK.EQ.-1 )
      IF( ISCHUR.EQ.0 ) THEN
         INFO = -1
      ELSE IF( ICOMPQ.EQ.0 ) THEN
         INFO = -2
      ELSE IF( ICOMPZ.EQ.0 ) THEN
         INFO = -3
      ELSE IF( N.LT.0 ) THEN
         INFO = -4
      ELSE IF( ILO.LT.1 ) THEN
         INFO = -5
      ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
         INFO = -6
      ELSE IF( LDA.LT.N ) THEN
         INFO = -8
      ELSE IF( LDB.LT.N ) THEN
         INFO = -10
      ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
         INFO = -15
      ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
         INFO = -17
      ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
         INFO = -19
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'SHGEQZ', -INFO )