ztgevc.f

来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 634 行 · 第 1/2 页

      SUBROUTINE ZTGEVC( SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL,
     $                   LDVL, VR, LDVR, MM, M, WORK, RWORK, INFO )
*
*  -- LAPACK routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          HOWMNY, SIDE
      INTEGER            INFO, LDP, LDS, LDVL, LDVR, M, MM, N
*     ..
*     .. Array Arguments ..
      LOGICAL            SELECT( * )
      DOUBLE PRECISION   RWORK( * )
      COMPLEX*16         P( LDP, * ), S( LDS, * ), VL( LDVL, * ),
     $                   VR( LDVR, * ), WORK( * )
*     ..
*
*
*  Purpose
*  =======
*
*  ZTGEVC computes some or all of the right and/or left eigenvectors of
*  a pair of complex matrices (S,P), where S and P are upper triangular.
*  Matrix pairs of this type are produced by the generalized Schur
*  factorization of a complex matrix pair (A,B):
*  
*     A = Q*S*Z**H,  B = Q*P*Z**H
*  
*  as computed by ZGGHRD + ZHGEQZ.
*  
*  The right eigenvector x and the left eigenvector y of (S,P)
*  corresponding to an eigenvalue w are defined by:
*  
*     S*x = w*P*x,  (y**H)*S = w*(y**H)*P,
*  
*  where y**H denotes the conjugate tranpose of y.
*  The eigenvalues are not input to this routine, but are computed
*  directly from the diagonal elements of S and P.
*  
*  This routine returns the matrices X and/or Y of right and left
*  eigenvectors of (S,P), or the products Z*X and/or Q*Y,
*  where Z and Q are input matrices.
*  If Q and Z are the unitary factors from the generalized Schur
*  factorization of a matrix pair (A,B), then Z*X and Q*Y
*  are the matrices of right and left eigenvectors of (A,B).
*
*  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,
*                 backtransformed by the matrices 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.  The eigenvector corresponding to the j-th
*          eigenvalue is computed if SELECT(j) = .TRUE..
*          Not referenced if HOWMNY = 'A' or 'B'.
*
*  N       (input) INTEGER
*          The order of the matrices S and P.  N >= 0.
*
*  S       (input) COMPLEX*16 array, dimension (LDS,N)
*          The upper triangular matrix S from a generalized Schur
*          factorization, as computed by ZHGEQZ.
*
*  LDS     (input) INTEGER
*          The leading dimension of array S.  LDS >= max(1,N).
*
*  P       (input) COMPLEX*16 array, dimension (LDP,N)
*          The upper triangular matrix P from a generalized Schur
*          factorization, as computed by ZHGEQZ.  P must have real
*          diagonal elements.
*
*  LDP     (input) INTEGER
*          The leading dimension of array P.  LDP >= 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 left Schur vectors returned by ZHGEQZ).
*          On exit, if SIDE = 'L' or 'B', VL contains:
*          if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P);
*          if HOWMNY = 'B', the matrix Q*Y;
*          if HOWMNY = 'S', the left eigenvectors of (S,P) specified by
*                      SELECT, stored consecutively in the columns of
*                      VL, in the same order as their eigenvalues.
*          Not referenced if SIDE = 'R'.
*
*  LDVL    (input) INTEGER
*          The leading dimension of array VL.  LDVL >= 1, and if
*          SIDE = 'L' or 'l' or 'B' or 'b', LDVL >= N.
*
*  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 Z
*          of right Schur vectors returned by ZHGEQZ).
*          On exit, if SIDE = 'R' or 'B', VR contains:
*          if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P);
*          if HOWMNY = 'B', the matrix Z*X;
*          if HOWMNY = 'S', the right eigenvectors of (S,P) specified by
*                      SELECT, stored consecutively in the columns of
*                      VR, in the same order as their eigenvalues.
*          Not referenced if SIDE = 'L'.
*
*  LDVR    (input) INTEGER
*          The leading dimension of the array VR.  LDVR >= 1, and if
*          SIDE = 'R' or 'B', LDVR >= N.
*
*  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 (2*N)
*
*  INFO    (output) INTEGER
*          = 0:  successful exit.
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
      COMPLEX*16         CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ),
     $                   CONE = ( 1.0D+0, 0.0D+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            COMPL, COMPR, ILALL, ILBACK, ILBBAD, ILCOMP,
     $                   LSA, LSB
      INTEGER            I, IBEG, IEIG, IEND, IHWMNY, IM, ISIDE, ISRC,
     $                   J, JE, JR
      DOUBLE PRECISION   ACOEFA, ACOEFF, ANORM, ASCALE, BCOEFA, BIG,
     $                   BIGNUM, BNORM, BSCALE, DMIN, SAFMIN, SBETA,
     $                   SCALE, SMALL, TEMP, ULP, XMAX
      COMPLEX*16         BCOEFF, CA, CB, D, SALPHA, SUM, SUMA, SUMB, X
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH
      COMPLEX*16         ZLADIV
      EXTERNAL           LSAME, DLAMCH, ZLADIV
*     ..
*     .. External Subroutines ..
      EXTERNAL           DLABAD, XERBLA, ZGEMV
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN
*     ..
*     .. Statement Functions ..
      DOUBLE PRECISION   ABS1
*     ..
*     .. Statement Function definitions ..
      ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
*     ..
*     .. Executable Statements ..
*
*     Decode and Test the input parameters
*
      IF( LSAME( HOWMNY, 'A' ) ) THEN
         IHWMNY = 1
         ILALL = .TRUE.
         ILBACK = .FALSE.
      ELSE IF( LSAME( HOWMNY, 'S' ) ) THEN
         IHWMNY = 2
         ILALL = .FALSE.
         ILBACK = .FALSE.
      ELSE IF( LSAME( HOWMNY, 'B' ) ) THEN
         IHWMNY = 3
         ILALL = .TRUE.
         ILBACK = .TRUE.
      ELSE
         IHWMNY = -1
      END IF
*
      IF( LSAME( SIDE, 'R' ) ) THEN
         ISIDE = 1
         COMPL = .FALSE.
         COMPR = .TRUE.
      ELSE IF( LSAME( SIDE, 'L' ) ) THEN
         ISIDE = 2
         COMPL = .TRUE.
         COMPR = .FALSE.
      ELSE IF( LSAME( SIDE, 'B' ) ) THEN
         ISIDE = 3
         COMPL = .TRUE.
         COMPR = .TRUE.
      ELSE
         ISIDE = -1
      END IF
*
      INFO = 0
      IF( ISIDE.LT.0 ) THEN
         INFO = -1
      ELSE IF( IHWMNY.LT.0 ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -4
      ELSE IF( LDS.LT.MAX( 1, N ) ) THEN
         INFO = -6
      ELSE IF( LDP.LT.MAX( 1, N ) ) THEN
         INFO = -8
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZTGEVC', -INFO )
         RETURN
      END IF
*
*     Count the number of eigenvectors
*
      IF( .NOT.ILALL ) THEN
         IM = 0
         DO 10 J = 1, N
            IF( SELECT( J ) )
     $         IM = IM + 1
   10    CONTINUE
      ELSE
         IM = N
      END IF
*
*     Check diagonal of B
*
      ILBBAD = .FALSE.
      DO 20 J = 1, N
         IF( DIMAG( P( J, J ) ).NE.ZERO )
     $      ILBBAD = .TRUE.
   20 CONTINUE
*
      IF( ILBBAD ) THEN
         INFO = -7
      ELSE IF( COMPL .AND. LDVL.LT.N .OR. LDVL.LT.1 ) THEN
         INFO = -10
      ELSE IF( COMPR .AND. LDVR.LT.N .OR. LDVR.LT.1 ) THEN
         INFO = -12
      ELSE IF( MM.LT.IM ) THEN
         INFO = -13
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZTGEVC', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      M = IM
      IF( N.EQ.0 )
     $   RETURN
*
*     Machine Constants
*
      SAFMIN = DLAMCH( 'Safe minimum' )
      BIG = ONE / SAFMIN
      CALL DLABAD( SAFMIN, BIG )
      ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
      SMALL = SAFMIN*N / ULP
      BIG = ONE / SMALL
      BIGNUM = ONE / ( SAFMIN*N )
*
*     Compute the 1-norm of each column of the strictly upper triangular
*     part of A and B to check for possible overflow in the triangular
*     solver.
*
      ANORM = ABS1( S( 1, 1 ) )
      BNORM = ABS1( P( 1, 1 ) )
      RWORK( 1 ) = ZERO
      RWORK( N+1 ) = ZERO
      DO 40 J = 2, N
         RWORK( J ) = ZERO
         RWORK( N+J ) = ZERO
         DO 30 I = 1, J - 1
            RWORK( J ) = RWORK( J ) + ABS1( S( I, J ) )
            RWORK( N+J ) = RWORK( N+J ) + ABS1( P( I, J ) )
   30    CONTINUE
         ANORM = MAX( ANORM, RWORK( J )+ABS1( S( J, J ) ) )
         BNORM = MAX( BNORM, RWORK( N+J )+ABS1( P( J, J ) ) )
   40 CONTINUE
*
      ASCALE = ONE / MAX( ANORM, SAFMIN )
      BSCALE = ONE / MAX( BNORM, SAFMIN )
*
*     Left eigenvectors
*
      IF( COMPL ) THEN
         IEIG = 0
*
*        Main loop over eigenvalues
*
         DO 140 JE = 1, N
            IF( ILALL ) THEN
               ILCOMP = .TRUE.
            ELSE
               ILCOMP = SELECT( JE )
            END IF
            IF( ILCOMP ) THEN
               IEIG = IEIG + 1
*
               IF( ABS1( S( JE, JE ) ).LE.SAFMIN .AND.
     $             ABS( DBLE( P( JE, JE ) ) ).LE.SAFMIN ) THEN
*
*                 Singular matrix pencil -- return unit eigenvector
*