sggesx.f

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      SUBROUTINE SGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
     $                   B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
     $                   VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK,
     $                   LIWORK, BWORK, INFO )
*
*  -- LAPACK driver routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          JOBVSL, JOBVSR, SENSE, SORT
      INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
     $                   SDIM
*     ..
*     .. Array Arguments ..
      LOGICAL            BWORK( * )
      INTEGER            IWORK( * )
      REAL               A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
     $                   B( LDB, * ), BETA( * ), RCONDE( 2 ),
     $                   RCONDV( 2 ), VSL( LDVSL, * ), VSR( LDVSR, * ),
     $                   WORK( * )
*     ..
*     .. Function Arguments ..
      LOGICAL            SELCTG
      EXTERNAL           SELCTG
*     ..
*
*  Purpose
*  =======
*
*  SGGESX computes for a pair of N-by-N real nonsymmetric matrices
*  (A,B), the generalized eigenvalues, the real Schur form (S,T), and,
*  optionally, the left and/or right matrices of Schur vectors (VSL and
*  VSR).  This gives the generalized Schur factorization
*
*       (A,B) = ( (VSL) S (VSR)**T, (VSL) T (VSR)**T )
*
*  Optionally, it also orders the eigenvalues so that a selected cluster
*  of eigenvalues appears in the leading diagonal blocks of the upper
*  quasi-triangular matrix S and the upper triangular matrix T; computes
*  a reciprocal condition number for the average of the selected
*  eigenvalues (RCONDE); and computes a reciprocal condition number for
*  the right and left deflating subspaces corresponding to the selected
*  eigenvalues (RCONDV). The leading columns of VSL and VSR then form
*  an orthonormal basis for the corresponding left and right eigenspaces
*  (deflating subspaces).
*
*  A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
*  or a ratio alpha/beta = w, such that  A - w*B is singular.  It is
*  usually represented as the pair (alpha,beta), as there is a
*  reasonable interpretation for beta=0 or for both being zero.
*
*  A pair of matrices (S,T) is in generalized real Schur form if T is
*  upper triangular with non-negative diagonal and S is block upper
*  triangular with 1-by-1 and 2-by-2 blocks.  1-by-1 blocks correspond
*  to real generalized eigenvalues, while 2-by-2 blocks of S will be
*  "standardized" by making the corresponding elements of T have the
*  form:
*          [  a  0  ]
*          [  0  b  ]
*
*  and the pair of corresponding 2-by-2 blocks in S and T will have a
*  complex conjugate pair of generalized eigenvalues.
*
*
*  Arguments
*  =========
*
*  JOBVSL  (input) CHARACTER*1
*          = 'N':  do not compute the left Schur vectors;
*          = 'V':  compute the left Schur vectors.
*
*  JOBVSR  (input) CHARACTER*1
*          = 'N':  do not compute the right Schur vectors;
*          = 'V':  compute the right Schur vectors.
*
*  SORT    (input) CHARACTER*1
*          Specifies whether or not to order the eigenvalues on the
*          diagonal of the generalized Schur form.
*          = 'N':  Eigenvalues are not ordered;
*          = 'S':  Eigenvalues are ordered (see SELCTG).
*
*  SELCTG  (external procedure) LOGICAL FUNCTION of three REAL arguments
*          SELCTG must be declared EXTERNAL in the calling subroutine.
*          If SORT = 'N', SELCTG is not referenced.
*          If SORT = 'S', SELCTG is used to select eigenvalues to sort
*          to the top left of the Schur form.
*          An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
*          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
*          one of a complex conjugate pair of eigenvalues is selected,
*          then both complex eigenvalues are selected.
*          Note that a selected complex eigenvalue may no longer satisfy
*          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE. after ordering,
*          since ordering may change the value of complex eigenvalues
*          (especially if the eigenvalue is ill-conditioned), in this
*          case INFO is set to N+3.
*
*  SENSE   (input) CHARACTER*1
*          Determines which reciprocal condition numbers are computed.
*          = 'N' : None are computed;
*          = 'E' : Computed for average of selected eigenvalues only;
*          = 'V' : Computed for selected deflating subspaces only;
*          = 'B' : Computed for both.
*          If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
*
*  N       (input) INTEGER
*          The order of the matrices A, B, VSL, and VSR.  N >= 0.
*
*  A       (input/output) REAL array, dimension (LDA, N)
*          On entry, the first of the pair of matrices.
*          On exit, A has been overwritten by its generalized Schur
*          form S.
*
*  LDA     (input) INTEGER
*          The leading dimension of A.  LDA >= max(1,N).
*
*  B       (input/output) REAL array, dimension (LDB, N)
*          On entry, the second of the pair of matrices.
*          On exit, B has been overwritten by its generalized Schur
*          form T.
*
*  LDB     (input) INTEGER
*          The leading dimension of B.  LDB >= max(1,N).
*
*  SDIM    (output) INTEGER
*          If SORT = 'N', SDIM = 0.
*          If SORT = 'S', SDIM = number of eigenvalues (after sorting)
*          for which SELCTG is true.  (Complex conjugate pairs for which
*          SELCTG is true for either eigenvalue count as 2.)
*
*  ALPHAR  (output) REAL array, dimension (N)
*  ALPHAI  (output) REAL array, dimension (N)
*  BETA    (output) REAL array, dimension (N)
*          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
*          be the generalized eigenvalues.  ALPHAR(j) + ALPHAI(j)*i
*          and BETA(j),j=1,...,N  are the diagonals of the complex Schur
*          form (S,T) that would result if the 2-by-2 diagonal blocks of
*          the real Schur form of (A,B) were further reduced to
*          triangular form using 2-by-2 complex unitary transformations.
*          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.
*          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).
*
*  VSL     (output) REAL array, dimension (LDVSL,N)
*          If JOBVSL = 'V', VSL will contain the left Schur vectors.
*          Not referenced if JOBVSL = 'N'.
*
*  LDVSL   (input) INTEGER
*          The leading dimension of the matrix VSL. LDVSL >=1, and
*          if JOBVSL = 'V', LDVSL >= N.
*
*  VSR     (output) REAL array, dimension (LDVSR,N)
*          If JOBVSR = 'V', VSR will contain the right Schur vectors.
*          Not referenced if JOBVSR = 'N'.
*
*  LDVSR   (input) INTEGER
*          The leading dimension of the matrix VSR. LDVSR >= 1, and
*          if JOBVSR = 'V', LDVSR >= N.
*
*  RCONDE  (output) REAL array, dimension ( 2 )
*          If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
*          reciprocal condition numbers for the average of the selected
*          eigenvalues.
*          Not referenced if SENSE = 'N' or 'V'.
*
*  RCONDV  (output) REAL array, dimension ( 2 )
*          If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
*          reciprocal condition numbers for the selected deflating
*          subspaces.
*          Not referenced if SENSE = 'N' or 'E'.
*
*  WORK    (workspace/output) REAL 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.
*          If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
*          LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else
*          LWORK >= max( 8*N, 6*N+16 ).
*          Note that 2*SDIM*(N-SDIM) <= N*N/2.
*          Note also that an error is only returned if
*          LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B'
*          this may not be large enough.
*
*          If LWORK = -1, then a workspace query is assumed; the routine
*          only calculates the bound on the optimal size of the WORK
*          array and the minimum size of the IWORK array, returns these
*          values as the first entries of the WORK and IWORK arrays, and
*          no error message related to LWORK or LIWORK is issued by
*          XERBLA.
*
*  IWORK   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
*          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
*
*  LIWORK  (input) INTEGER
*          The dimension of the array IWORK.
*          If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
*          LIWORK >= N+6.
*
*          If LIWORK = -1, then a workspace query is assumed; the
*          routine only calculates the bound on the optimal size of the
*          WORK array and the minimum size of the IWORK array, returns
*          these values as the first entries of the WORK and IWORK
*          arrays, and no error message related to LWORK or LIWORK is
*          issued by XERBLA.
*
*  BWORK   (workspace) LOGICAL array, dimension (N)
*          Not referenced if SORT = 'N'.
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*          = 1,...,N:
*                The QZ iteration failed.  (A,B) are not in Schur
*                form, 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 SHGEQZ
*                =N+2: after reordering, roundoff changed values of
*                      some complex eigenvalues so that leading
*                      eigenvalues in the Generalized Schur form no
*                      longer satisfy SELCTG=.TRUE.  This could also
*                      be caused due to scaling.
*                =N+3: reordering failed in STGSEN.
*
*  Further details
*  ===============
*
*  An approximate (asymptotic) bound on the average absolute error of
*  the selected eigenvalues is
*
*       EPS * norm((A, B)) / RCONDE( 1 ).
*
*  An approximate (asymptotic) bound on the maximum angular error in
*  the computed deflating subspaces is
*
*       EPS * norm((A, B)) / RCONDV( 2 ).
*
*  See LAPACK User's Guide, section 4.11 for more information.
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
     $                   LQUERY, LST2SL, WANTSB, WANTSE, WANTSN, WANTST,
     $                   WANTSV
      INTEGER            I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
     $                   ILEFT, ILO, IP, IRIGHT, IROWS, ITAU, IWRK,
     $                   LIWMIN, LWRK, MAXWRK, MINWRK
      REAL               ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
     $                   PR, SAFMAX, SAFMIN, SMLNUM
*     ..
*     .. Local Arrays ..
      REAL               DIF( 2 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           SGEQRF, SGGBAK, SGGBAL, SGGHRD, SHGEQZ, SLABAD,
     $                   SLACPY, SLASCL, SLASET, SORGQR, SORMQR, STGSEN,
     $                   XERBLA
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      REAL               SLAMCH, SLANGE
      EXTERNAL           LSAME, ILAENV, SLAMCH, SLANGE
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, SQRT
*     ..
*     .. Executable Statements ..
*
*     Decode the input arguments
*
      IF( LSAME( JOBVSL, 'N' ) ) THEN
         IJOBVL = 1
         ILVSL = .FALSE.
      ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
         IJOBVL = 2
         ILVSL = .TRUE.
      ELSE
         IJOBVL = -1
         ILVSL = .FALSE.
      END IF
*
      IF( LSAME( JOBVSR, 'N' ) ) THEN
         IJOBVR = 1
         ILVSR = .FALSE.
      ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
         IJOBVR = 2
         ILVSR = .TRUE.
      ELSE
         IJOBVR = -1
         ILVSR = .FALSE.
      END IF
*
      WANTST = LSAME( SORT, 'S' )
      WANTSN = LSAME( SENSE, 'N' )
      WANTSE = LSAME( SENSE, 'E' )
      WANTSV = LSAME( SENSE, 'V' )
      WANTSB = LSAME( SENSE, 'B' )
      LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
      IF( WANTSN ) THEN
         IJOB = 0
      ELSE IF( WANTSE ) THEN
         IJOB = 1
      ELSE IF( WANTSV ) THEN
         IJOB = 2
      ELSE IF( WANTSB ) THEN
         IJOB = 4
      END IF
*
*     Test the input arguments
*
      INFO = 0
      IF( IJOBVL.LE.0 ) THEN
         INFO = -1
      ELSE IF( IJOBVR.LE.0 ) THEN
         INFO = -2
      ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
         INFO = -3
      ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR.
     $         ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN
         INFO = -5
      ELSE IF( N.LT.0 ) THEN
         INFO = -6
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -8
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -10