ztrevc.c
来自「算断裂的」· C语言 代码 · 共 497 行
C
497 行
#include "f2c.h"
/* Subroutine */ int ztrevc_(char *side, char *howmny, logical *select,
integer *n, doublecomplex *t, integer *ldt, doublecomplex *vl,
integer *ldvl, doublecomplex *vr, integer *ldvr, integer *mm, integer
*m, doublecomplex *work, doublereal *rwork, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
ZTREVC computes some or all of the right and/or left eigenvectors of
a complex upper triangular matrix T.
The right eigenvector x and the left eigenvector y of T corresponding
to an eigenvalue w are defined by:
T*x = w*x, y'*T = w*y'
where y' denotes the conjugate transpose of the vector y.
If all eigenvectors are requested, the routine may either return the
matrices X and/or Y of right or left eigenvectors of T, or the
products Q*X and/or Q*Y, where Q is an input unitary
matrix. If T was obtained from the Schur factorization of an
original matrix A = Q*T*Q', then Q*X and Q*Y are the matrices of
right or left eigenvectors of A.
Arguments
=========
SIDE (input) CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
HOWMNY (input) CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors,
and backtransform them using the input matrices
supplied in VR and/or VL;
= 'S': compute selected right and/or left eigenvectors,
specified by the logical array SELECT.
SELECT (input) LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be
computed.
If HOWMNY = 'A' or 'B', SELECT is not referenced.
To select the eigenvector corresponding to the j-th
eigenvalue, SELECT(j) must be set to .TRUE..
N (input) INTEGER
The order of the matrix T. N >= 0.
T (input/output) COMPLEX*16 array, dimension (LDT,N)
The upper triangular matrix T. T is modified, but restored
on exit.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL (input/output) COMPLEX*16 array, dimension (LDVL,MM)
On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
contain an N-by-N matrix Q (usually the unitary matrix Q of
Schur vectors returned by ZHSEQR).
On exit, if SIDE = 'L' or 'B', VL contains:
if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
if HOWMNY = 'B', the matrix Q*Y;
if HOWMNY = 'S', the left eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VL, in the same order as their
eigenvalues.
If SIDE = 'R', VL is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= max(1,N) if
SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
VR (input/output) COMPLEX*16 array, dimension (LDVR,MM)
On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
contain an N-by-N matrix Q (usually the unitary matrix Q of
Schur vectors returned by ZHSEQR).
On exit, if SIDE = 'R' or 'B', VR contains:
if HOWMNY = 'A', the matrix X of right eigenvectors of T;
if HOWMNY = 'B', the matrix Q*X;
if HOWMNY = 'S', the right eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VR, in the same order as their
eigenvalues.
If SIDE = 'L', VR is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= max(1,N) if
SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
MM (input) INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M (output) INTEGER
The number of columns in the arrays VL and/or VR actually
used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
is set to N. Each selected eigenvector occupies one
column.
WORK (workspace) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
The algorithm used in this program is basically backward (forward)
substitution, with scaling to make the the code robust against
possible overflow.
Each eigenvector is normalized so that the element of largest
magnitude has magnitude 1; here the magnitude of a complex number
(x,y) is taken to be |x| + |y|.
=====================================================================
Decode and test the input parameters
Parameter adjustments
Function Body */
/* Table of constant values */
static doublecomplex c_b2 = {1.,0.};
static integer c__1 = 1;
/* System generated locals */
integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2, i__3, i__4, i__5;
doublereal d__1, d__2, d__3;
doublecomplex z__1, z__2;
/* Builtin functions */
double d_imag(doublecomplex *);
void d_cnjg(doublecomplex *, doublecomplex *);
/* Local variables */
static logical allv;
static doublereal unfl, ovfl, smin;
static logical over;
static integer i, j, k;
static doublereal scale;
extern logical lsame_(char *, char *);
static doublereal remax;
static logical leftv, bothv;
extern /* Subroutine */ int zgemv_(char *, integer *, integer *,
doublecomplex *, doublecomplex *, integer *, doublecomplex *,
integer *, doublecomplex *, doublecomplex *, integer *);
static logical somev;
extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *,
doublecomplex *, integer *), dlabad_(doublereal *, doublereal *);
static integer ii, ki;
extern doublereal dlamch_(char *);
static integer is;
extern /* Subroutine */ int xerbla_(char *, integer *), zdscal_(
integer *, doublereal *, doublecomplex *, integer *);
extern integer izamax_(integer *, doublecomplex *, integer *);
static logical rightv;
extern doublereal dzasum_(integer *, doublecomplex *, integer *);
static doublereal smlnum;
extern /* Subroutine */ int zlatrs_(char *, char *, char *, char *,
integer *, doublecomplex *, integer *, doublecomplex *,
doublereal *, doublereal *, integer *);
static doublereal ulp;
#define SELECT(I) select[(I)-1]
#define WORK(I) work[(I)-1]
#define RWORK(I) rwork[(I)-1]
#define T(I,J) t[(I)-1 + ((J)-1)* ( *ldt)]
#define VL(I,J) vl[(I)-1 + ((J)-1)* ( *ldvl)]
#define VR(I,J) vr[(I)-1 + ((J)-1)* ( *ldvr)]
bothv = lsame_(side, "B");
rightv = lsame_(side, "R") || bothv;
leftv = lsame_(side, "L") || bothv;
allv = lsame_(howmny, "A");
over = lsame_(howmny, "B") || lsame_(howmny, "O");
somev = lsame_(howmny, "S");
/* Set M to the number of columns required to store the selected
eigenvectors. */
if (somev) {
*m = 0;
i__1 = *n;
for (j = 1; j <= *n; ++j) {
if (SELECT(j)) {
++(*m);
}
/* L10: */
}
} else {
*m = *n;
}
*info = 0;
if (! rightv && ! leftv) {
*info = -1;
} else if (! allv && ! over && ! somev) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*ldt < max(1,*n)) {
*info = -6;
} else if (*ldvl < 1 || leftv && *ldvl < *n) {
*info = -8;
} else if (*ldvr < 1 || rightv && *ldvr < *n) {
*info = -10;
} else if (*mm < *m) {
*info = -11;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZTREVC", &i__1);
return 0;
}
/* Quick return if possible. */
if (*n == 0) {
return 0;
}
/* Set the constants to control overflow. */
unfl = dlamch_("Safe minimum");
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("Precision");
smlnum = unfl * (*n / ulp);
/* Store the diagonal elements of T in working array WORK. */
i__1 = *n;
for (i = 1; i <= *n; ++i) {
i__2 = i + *n;
i__3 = i + i * t_dim1;
WORK(i+*n).r = T(i,i).r, WORK(i+*n).i = T(i,i).i;
/* L20: */
}
/* Compute 1-norm of each column of strictly upper triangular
part of T to control overflow in triangular solver. */
RWORK(1) = 0.;
i__1 = *n;
for (j = 2; j <= *n; ++j) {
i__2 = j - 1;
RWORK(j) = dzasum_(&i__2, &T(1,j), &c__1);
/* L30: */
}
if (rightv) {
/* Compute right eigenvectors. */
is = *m;
for (ki = *n; ki >= 1; --ki) {
if (somev) {
if (! SELECT(ki)) {
goto L80;
}
}
/* Computing MAX */
i__1 = ki + ki * t_dim1;
d__3 = ulp * ((d__1 = T(ki,ki).r, abs(d__1)) + (d__2 = d_imag(&T(ki,ki)), abs(d__2)));
smin = max(d__3,smlnum);
WORK(1).r = 1., WORK(1).i = 0.;
/* Form right-hand side. */
i__1 = ki - 1;
for (k = 1; k <= ki-1; ++k) {
i__2 = k;
i__3 = k + ki * t_dim1;
z__1.r = -T(k,ki).r, z__1.i = -T(k,ki).i;
WORK(k).r = z__1.r, WORK(k).i = z__1.i;
/* L40: */
}
/* Solve the triangular system:
(T(1:KI-1,1:KI-1) - T(KI,KI))*X = SCALE*WORK. */
i__1 = ki - 1;
for (k = 1; k <= ki-1; ++k) {
i__2 = k + k * t_dim1;
i__3 = k + k * t_dim1;
i__4 = ki + ki * t_dim1;
z__1.r = T(k,k).r - T(ki,ki).r, z__1.i = T(k,k).i - T(ki,ki)
.i;
T(k,k).r = z__1.r, T(k,k).i = z__1.i;
i__2 = k + k * t_dim1;
if ((d__1 = T(k,k).r, abs(d__1)) + (d__2 = d_imag(&T(k,k)), abs(d__2)) < smin) {
i__3 = k + k * t_dim1;
T(k,k).r = smin, T(k,k).i = 0.;
}
/* L50: */
}
if (ki > 1) {
i__1 = ki - 1;
zlatrs_("Upper", "No transpose", "Non-unit", "Y", &i__1, &T(1,1), ldt, &WORK(1), &scale, &RWORK(1), info);
i__1 = ki;
WORK(ki).r = scale, WORK(ki).i = 0.;
}
/* Copy the vector x or Q*x to VR and normalize. */
if (! over) {
zcopy_(&ki, &WORK(1), &c__1, &VR(1,is), &c__1);
ii = izamax_(&ki, &VR(1,is), &c__1);
i__1 = ii + is * vr_dim1;
remax = 1. / ((d__1 = VR(ii,is).r, abs(d__1)) + (d__2 = d_imag(
&VR(ii,is)), abs(d__2)));
zdscal_(&ki, &remax, &VR(1,is), &c__1);
i__1 = *n;
for (k = ki + 1; k <= *n; ++k) {
i__2 = k + is * vr_dim1;
VR(k,is).r = 0., VR(k,is).i = 0.;
/* L60: */
}
} else {
if (ki > 1) {
i__1 = ki - 1;
z__1.r = scale, z__1.i = 0.;
zgemv_("N", n, &i__1, &c_b2, &VR(1,1), ldvr, &WORK(
1), &c__1, &z__1, &VR(1,ki), &c__1);
}
ii = izamax_(n, &VR(1,ki), &c__1);
i__1 = ii + ki * vr_dim1;
remax = 1. / ((d__1 = VR(ii,ki).r, abs(d__1)) + (d__2 = d_imag(
&VR(ii,ki)), abs(d__2)));
zdscal_(n, &remax, &VR(1,ki), &c__1);
}
/* Set back the original diagonal elements of T. */
i__1 = ki - 1;
for (k = 1; k <= ki-1; ++k) {
i__2 = k + k * t_dim1;
i__3 = k + *n;
T(k,k).r = WORK(k+*n).r, T(k,k).i = WORK(k+*n).i;
/* L70: */
}
--is;
L80:
;
}
}
if (leftv) {
/* Compute left eigenvectors. */
is = 1;
i__1 = *n;
for (ki = 1; ki <= *n; ++ki) {
if (somev) {
if (! SELECT(ki)) {
goto L130;
}
}
/* Computing MAX */
i__2 = ki + ki * t_dim1;
d__3 = ulp * ((d__1 = T(ki,ki).r, abs(d__1)) + (d__2 = d_imag(&T(ki,ki)), abs(d__2)));
smin = max(d__3,smlnum);
i__2 = *n;
WORK(*n).r = 1., WORK(*n).i = 0.;
/* Form right-hand side. */
i__2 = *n;
for (k = ki + 1; k <= *n; ++k) {
i__3 = k;
d_cnjg(&z__2, &T(ki,k));
z__1.r = -z__2.r, z__1.i = -z__2.i;
WORK(k).r = z__1.r, WORK(k).i = z__1.i;
/* L90: */
}
/* Solve the triangular system:
(T(KI+1:N,KI+1:N) - T(KI,KI))'*X = SCALE*WORK. */
i__2 = *n;
for (k = ki + 1; k <= *n; ++k) {
i__3 = k + k * t_dim1;
i__4 = k + k * t_dim1;
i__5 = ki + ki * t_dim1;
z__1.r = T(k,k).r - T(ki,ki).r, z__1.i = T(k,k).i - T(ki,ki)
.i;
T(k,k).r = z__1.r, T(k,k).i = z__1.i;
i__3 = k + k * t_dim1;
if ((d__1 = T(k,k).r, abs(d__1)) + (d__2 = d_imag(&T(k,k)), abs(d__2)) < smin) {
i__4 = k + k * t_dim1;
T(k,k).r = smin, T(k,k).i = 0.;
}
/* L100: */
}
if (ki < *n) {
i__2 = *n - ki;
zlatrs_("Upper", "Conjugate transpose", "Non-unit", "Y", &
i__2, &T(ki+1,ki+1), ldt, &WORK(ki +
1), &scale, &RWORK(1), info);
i__2 = ki;
WORK(ki).r = scale, WORK(ki).i = 0.;
}
/* Copy the vector x or Q*x to VL and normalize. */
if (! over) {
i__2 = *n - ki + 1;
zcopy_(&i__2, &WORK(ki), &c__1, &VL(ki,is), &c__1)
;
i__2 = *n - ki + 1;
ii = izamax_(&i__2, &VL(ki,is), &c__1) + ki - 1;
i__2 = ii + is * vl_dim1;
remax = 1. / ((d__1 = VL(ii,is).r, abs(d__1)) + (d__2 = d_imag(
&VL(ii,is)), abs(d__2)));
i__2 = *n - ki + 1;
zdscal_(&i__2, &remax, &VL(ki,is), &c__1);
i__2 = ki - 1;
for (k = 1; k <= ki-1; ++k) {
i__3 = k + is * vl_dim1;
VL(k,is).r = 0., VL(k,is).i = 0.;
/* L110: */
}
} else {
if (ki < *n) {
i__2 = *n - ki;
z__1.r = scale, z__1.i = 0.;
zgemv_("N", n, &i__2, &c_b2, &VL(1,ki+1),
ldvl, &WORK(ki + 1), &c__1, &z__1, &VL(1,ki), &c__1);
}
ii = izamax_(n, &VL(1,ki), &c__1);
i__2 = ii + ki * vl_dim1;
remax = 1. / ((d__1 = VL(ii,ki).r, abs(d__1)) + (d__2 = d_imag(
&VL(ii,ki)), abs(d__2)));
zdscal_(n, &remax, &VL(1,ki), &c__1);
}
/* Set back the original diagonal elements of T. */
i__2 = *n;
for (k = ki + 1; k <= *n; ++k) {
i__3 = k + k * t_dim1;
i__4 = k + *n;
T(k,k).r = WORK(k+*n).r, T(k,k).i = WORK(k+*n).i;
/* L120: */
}
++is;
L130:
;
}
}
return 0;
/* End of ZTREVC */
} /* ztrevc_ */
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