zggesx.f

来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 579 行 · 第 1/2 页

      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
      ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
         INFO = -15
      ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
         INFO = -17
      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.)
*
      IF( INFO.EQ.0 ) THEN
         IF( N.GT.0) THEN
            MINWRK = 2*N
            MAXWRK = N*(1 + ILAENV( 1, 'ZGEQRF', ' ', N, 1, N, 0 ) )
            MAXWRK = MAX( MAXWRK, N*( 1 +
     $                    ILAENV( 1, 'ZUNMQR', ' ', N, 1, N, -1 ) ) )
            IF( ILVSL ) THEN
               MAXWRK = MAX( MAXWRK, N*( 1 +
     $                       ILAENV( 1, 'ZUNGQR', ' ', N, 1, N, -1 ) ) )
            END IF
            LWRK = MAXWRK
            IF( IJOB.GE.1 )
     $         LWRK = MAX( LWRK, N*N/2 )
         ELSE
            MINWRK = 1
            MAXWRK = 1
            LWRK   = 1
         END IF
         WORK( 1 ) = LWRK
         IF( WANTSN .OR. N.EQ.0 ) THEN
            LIWMIN = 1
         ELSE
            LIWMIN = N + 2
         END IF
         IWORK( 1 ) = LIWMIN
*
         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
            INFO = -21
         ELSE IF( LIWORK.LT.LIWMIN  .AND. .NOT.LQUERY) THEN
            INFO = -24
         END IF
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZGGESX', -INFO )
         RETURN
      ELSE IF (LQUERY) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 ) THEN
         SDIM = 0
         RETURN
      END IF
*
*     Get machine constants
*
      EPS = DLAMCH( 'P' )
      SMLNUM = DLAMCH( 'S' )
      BIGNUM = ONE / SMLNUM
      CALL DLABAD( SMLNUM, BIGNUM )
      SMLNUM = SQRT( SMLNUM ) / EPS
      BIGNUM = ONE / SMLNUM
*
*     Scale A if max element outside range [SMLNUM,BIGNUM]
*
      ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
      ILASCL = .FALSE.
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
         ANRMTO = SMLNUM
         ILASCL = .TRUE.
      ELSE IF( ANRM.GT.BIGNUM ) THEN
         ANRMTO = BIGNUM
         ILASCL = .TRUE.
      END IF
      IF( ILASCL )
     $   CALL ZLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
*
*     Scale B if max element outside range [SMLNUM,BIGNUM]
*
      BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
      ILBSCL = .FALSE.
      IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
         BNRMTO = SMLNUM
         ILBSCL = .TRUE.
      ELSE IF( BNRM.GT.BIGNUM ) THEN
         BNRMTO = BIGNUM
         ILBSCL = .TRUE.
      END IF
      IF( ILBSCL )
     $   CALL ZLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
*
*     Permute the matrix to make it more nearly triangular
*     (Real Workspace: need 6*N)
*
      ILEFT = 1
      IRIGHT = N + 1
      IRWRK = IRIGHT + N
      CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
     $             RWORK( IRIGHT ), RWORK( IRWRK ), IERR )
*
*     Reduce B to triangular form (QR decomposition of B)
*     (Complex Workspace: need N, prefer N*NB)
*
      IROWS = IHI + 1 - ILO
      ICOLS = N + 1 - ILO
      ITAU = 1
      IWRK = ITAU + IROWS
      CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
     $             WORK( IWRK ), LWORK+1-IWRK, IERR )
*
*     Apply the unitary transformation to matrix A
*     (Complex Workspace: need N, prefer N*NB)
*
      CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
     $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
     $             LWORK+1-IWRK, IERR )
*
*     Initialize VSL
*     (Complex Workspace: need N, prefer N*NB)
*
      IF( ILVSL ) THEN
         CALL ZLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
         IF( IROWS.GT.1 ) THEN
            CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                   VSL( ILO+1, ILO ), LDVSL )
         END IF
         CALL ZUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
     $                WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
      END IF
*
*     Initialize VSR
*
      IF( ILVSR )
     $   CALL ZLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
*
*     Reduce to generalized Hessenberg form
*     (Workspace: none needed)
*
      CALL ZGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
     $             LDVSL, VSR, LDVSR, IERR )
*
      SDIM = 0
*
*     Perform QZ algorithm, computing Schur vectors if desired
*     (Complex Workspace: need N)
*     (Real Workspace:    need N)
*
      IWRK = ITAU
      CALL ZHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWRK ),
     $             LWORK+1-IWRK, RWORK( IRWRK ), IERR )
      IF( IERR.NE.0 ) THEN
         IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
            INFO = IERR
         ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
            INFO = IERR - N
         ELSE
            INFO = N + 1
         END IF
         GO TO 40
      END IF
*
*     Sort eigenvalues ALPHA/BETA and compute the reciprocal of
*     condition number(s)
*
      IF( WANTST ) THEN
*
*        Undo scaling on eigenvalues before SELCTGing
*
         IF( ILASCL )
     $      CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
         IF( ILBSCL )
     $      CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
*
*        Select eigenvalues
*
         DO 10 I = 1, N
            BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
   10    CONTINUE
*
*        Reorder eigenvalues, transform Generalized Schur vectors, and
*        compute reciprocal condition numbers
*        (Complex Workspace: If IJOB >= 1, need MAX(1, 2*SDIM*(N-SDIM))
*                            otherwise, need 1 )
*
         CALL ZTGSEN( IJOB, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
     $                ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PL, PR,
     $                DIF, WORK( IWRK ), LWORK-IWRK+1, IWORK, LIWORK,
     $                IERR )
*
         IF( IJOB.GE.1 )
     $      MAXWRK = MAX( MAXWRK, 2*SDIM*( N-SDIM ) )
         IF( IERR.EQ.-21 ) THEN
*
*            not enough complex workspace
*
            INFO = -21
         ELSE
            IF( IJOB.EQ.1 .OR. IJOB.EQ.4 ) THEN
               RCONDE( 1 ) = PL
               RCONDE( 2 ) = PR
            END IF
            IF( IJOB.EQ.2 .OR. IJOB.EQ.4 ) THEN
               RCONDV( 1 ) = DIF( 1 )
               RCONDV( 2 ) = DIF( 2 )
            END IF
            IF( IERR.EQ.1 )
     $         INFO = N + 3
         END IF
*
      END IF
*
*     Apply permutation to VSL and VSR
*     (Workspace: none needed)
*
      IF( ILVSL )
     $   CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
     $                RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
*
      IF( ILVSR )
     $   CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
     $                RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
*
*     Undo scaling
*
      IF( ILASCL ) THEN
         CALL ZLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
         CALL ZLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
      END IF
*
      IF( ILBSCL ) THEN
         CALL ZLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
         CALL ZLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
      END IF
*
      IF( WANTST ) THEN
*
*        Check if reordering is correct
*
         LASTSL = .TRUE.
         SDIM = 0
         DO 30 I = 1, N
            CURSL = SELCTG( ALPHA( I ), BETA( I ) )
            IF( CURSL )
     $         SDIM = SDIM + 1
            IF( CURSL .AND. .NOT.LASTSL )
     $         INFO = N + 2
            LASTSL = CURSL
   30    CONTINUE
*
      END IF
*
   40 CONTINUE
*
      WORK( 1 ) = MAXWRK
      IWORK( 1 ) = LIWMIN
*
      RETURN
*
*     End of ZGGESX
*
      END