cgges.f
来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 478 行 · 第 1/2 页
F
478 行
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( N.LT.0 ) THEN
INFO = -5
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -7
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
INFO = -14
ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
INFO = -16
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
LWKMIN = MAX( 1, 2*N )
LWKOPT = MAX( 1, N + N*ILAENV( 1, 'CGEQRF', ' ', N, 1, N, 0 ) )
LWKOPT = MAX( LWKOPT, N +
$ N*ILAENV( 1, 'CUNMQR', ' ', N, 1, N, -1 ) )
IF( ILVSL ) THEN
LWKOPT = MAX( LWKOPT, N +
$ N*ILAENV( 1, 'CUNGQR', ' ', N, 1, N, -1 ) )
END IF
WORK( 1 ) = LWKOPT
*
IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
$ INFO = -18
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CGGES ', -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 = SLAMCH( 'P' )
SMLNUM = SLAMCH( 'S' )
BIGNUM = ONE / SMLNUM
CALL SLABAD( SMLNUM, BIGNUM )
SMLNUM = SQRT( SMLNUM ) / EPS
BIGNUM = ONE / SMLNUM
*
* Scale A if max element outside range [SMLNUM,BIGNUM]
*
ANRM = CLANGE( '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 CLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
*
* Scale B if max element outside range [SMLNUM,BIGNUM]
*
BNRM = CLANGE( '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 CLASCL( '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 CGGBAL( '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 CGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
$ WORK( IWRK ), LWORK+1-IWRK, IERR )
*
* Apply the orthogonal transformation to matrix A
* (Complex Workspace: need N, prefer N*NB)
*
CALL CUNMQR( '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 CLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
IF( IROWS.GT.1 ) THEN
CALL CLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
$ VSL( ILO+1, ILO ), LDVSL )
END IF
CALL CUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
$ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
END IF
*
* Initialize VSR
*
IF( ILVSR )
$ CALL CLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
*
* Reduce to generalized Hessenberg form
* (Workspace: none needed)
*
CALL CGGHRD( 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 CHGEQZ( '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 30
END IF
*
* Sort eigenvalues ALPHA/BETA if desired
* (Workspace: none needed)
*
IF( WANTST ) THEN
*
* Undo scaling on eigenvalues before selecting
*
IF( ILASCL )
$ CALL CLASCL( 'G', 0, 0, ANRM, ANRMTO, N, 1, ALPHA, N, IERR )
IF( ILBSCL )
$ CALL CLASCL( 'G', 0, 0, BNRM, BNRMTO, N, 1, BETA, N, IERR )
*
* Select eigenvalues
*
DO 10 I = 1, N
BWORK( I ) = SELCTG( ALPHA( I ), BETA( I ) )
10 CONTINUE
*
CALL CTGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHA,
$ BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL, PVSR,
$ DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1, IERR )
IF( IERR.EQ.1 )
$ INFO = N + 3
*
END IF
*
* Apply back-permutation to VSL and VSR
* (Workspace: none needed)
*
IF( ILVSL )
$ CALL CGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ),
$ RWORK( IRIGHT ), N, VSL, LDVSL, IERR )
IF( ILVSR )
$ CALL CGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ),
$ RWORK( IRIGHT ), N, VSR, LDVSR, IERR )
*
* Undo scaling
*
IF( ILASCL ) THEN
CALL CLASCL( 'U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
CALL CLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
END IF
*
IF( ILBSCL ) THEN
CALL CLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
CALL CLASCL( '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 20 I = 1, N
CURSL = SELCTG( ALPHA( I ), BETA( I ) )
IF( CURSL )
$ SDIM = SDIM + 1
IF( CURSL .AND. .NOT.LASTSL )
$ INFO = N + 2
LASTSL = CURSL
20 CONTINUE
*
END IF
*
30 CONTINUE
*
WORK( 1 ) = LWKOPT
*
RETURN
*
* End of CGGES
*
END
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