dgegv.f

来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 666 行 · 第 1/2 页

      SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
     $                  BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
*
*  -- LAPACK driver routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          JOBVL, JOBVR
      INTEGER            INFO, LDA, LDB, LDVL, LDVR, LWORK, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
     $                   B( LDB, * ), BETA( * ), VL( LDVL, * ),
     $                   VR( LDVR, * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  This routine is deprecated and has been replaced by routine DGGEV.
*
*  DGEGV computes the eigenvalues and, optionally, the left and/or right
*  eigenvectors of a real matrix pair (A,B).
*  Given two square matrices A and B,
*  the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
*  eigenvalues lambda and corresponding (non-zero) eigenvectors x such
*  that
*
*     A*x = lambda*B*x.
*
*  An alternate form is to find the eigenvalues mu and corresponding
*  eigenvectors y such that
*
*     mu*A*y = B*y.
*
*  These two forms are equivalent with mu = 1/lambda and x = y if
*  neither lambda nor mu is zero.  In order to deal with the case that
*  lambda or mu is zero or small, two values alpha and beta are returned
*  for each eigenvalue, such that lambda = alpha/beta and
*  mu = beta/alpha.
*
*  The vectors x and y in the above equations are right eigenvectors of
*  the matrix pair (A,B).  Vectors u and v satisfying
*
*     u**H*A = lambda*u**H*B  or  mu*v**H*A = v**H*B
*
*  are left eigenvectors of (A,B).
*
*  Note: this routine performs "full balancing" on A and B -- see
*  "Further Details", below.
*
*  Arguments
*  =========
*
*  JOBVL   (input) CHARACTER*1
*          = 'N':  do not compute the left generalized eigenvectors;
*          = 'V':  compute the left generalized eigenvectors (returned
*                  in VL).
*
*  JOBVR   (input) CHARACTER*1
*          = 'N':  do not compute the right generalized eigenvectors;
*          = 'V':  compute the right generalized eigenvectors (returned
*                  in VR).
*
*  N       (input) INTEGER
*          The order of the matrices A, B, VL, and VR.  N >= 0.
*
*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)
*          On entry, the matrix A.
*          If JOBVL = 'V' or JOBVR = 'V', then on exit A
*          contains the real Schur form of A from the generalized Schur
*          factorization of the pair (A,B) after balancing.
*          If no eigenvectors were computed, then only the diagonal
*          blocks from the Schur form will be correct.  See DGGHRD and
*          DHGEQZ for details.
*
*  LDA     (input) INTEGER
*          The leading dimension of A.  LDA >= max(1,N).
*
*  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)
*          On entry, the matrix B.
*          If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the
*          upper triangular matrix obtained from B in the generalized
*          Schur factorization of the pair (A,B) after balancing.
*          If no eigenvectors were computed, then only those elements of
*          B corresponding to the diagonal blocks from the Schur form of
*          A will be correct.  See DGGHRD and DHGEQZ for details.
*
*  LDB     (input) INTEGER
*          The leading dimension of B.  LDB >= max(1,N).
*
*  ALPHAR  (output) DOUBLE PRECISION array, dimension (N)
*          The real parts of each scalar alpha defining an eigenvalue of
*          GNEP.
*
*  ALPHAI  (output) DOUBLE PRECISION array, dimension (N)
*          The imaginary parts of each scalar alpha defining an
*          eigenvalue of GNEP.  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) = -ALPHAI(j).
*
*  BETA    (output) DOUBLE PRECISION array, dimension (N)
*          The scalars beta that define the eigenvalues of GNEP.
*          
*          Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
*          beta = BETA(j) represent the j-th eigenvalue of the matrix
*          pair (A,B), in one of the forms lambda = alpha/beta or
*          mu = beta/alpha.  Since either lambda or mu may overflow,
*          they should not, in general, be computed.
*
*  VL      (output) DOUBLE PRECISION array, dimension (LDVL,N)
*          If JOBVL = 'V', the left eigenvectors u(j) are stored
*          in the columns of VL, in the same order as their eigenvalues.
*          If the j-th eigenvalue is real, then u(j) = VL(:,j).
*          If the j-th and (j+1)-st eigenvalues form a complex conjugate
*          pair, then
*             u(j) = VL(:,j) + i*VL(:,j+1)
*          and
*            u(j+1) = VL(:,j) - i*VL(:,j+1).
*
*          Each eigenvector is scaled so that its largest component has
*          abs(real part) + abs(imag. part) = 1, except for eigenvectors
*          corresponding to an eigenvalue with alpha = beta = 0, which
*          are set to zero.
*          Not referenced if JOBVL = 'N'.
*
*  LDVL    (input) INTEGER
*          The leading dimension of the matrix VL. LDVL >= 1, and
*          if JOBVL = 'V', LDVL >= N.
*
*  VR      (output) DOUBLE PRECISION array, dimension (LDVR,N)
*          If JOBVR = 'V', the right eigenvectors x(j) are stored
*          in the columns of VR, in the same order as their eigenvalues.
*          If the j-th eigenvalue is real, then x(j) = VR(:,j).
*          If the j-th and (j+1)-st eigenvalues form a complex conjugate
*          pair, then
*            x(j) = VR(:,j) + i*VR(:,j+1)
*          and
*            x(j+1) = VR(:,j) - i*VR(:,j+1).
*
*          Each eigenvector is scaled so that its largest component has
*          abs(real part) + abs(imag. part) = 1, except for eigenvalues
*          corresponding to an eigenvalue with alpha = beta = 0, which
*          are set to zero.
*          Not referenced if JOBVR = 'N'.
*
*  LDVR    (input) INTEGER
*          The leading dimension of the matrix VR. LDVR >= 1, and
*          if JOBVR = 'V', LDVR >= N.
*
*  WORK    (workspace/output) DOUBLE PRECISION 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.  LWORK >= max(1,8*N).
*          For good performance, LWORK must generally be larger.
*          To compute the optimal value of LWORK, call ILAENV to get
*          blocksizes (for DGEQRF, DORMQR, and DORGQR.)  Then compute:
*          NB  -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR;
*          The optimal LWORK is:
*              2*N + MAX( 6*N, N*(NB+1) ).
*
*          If LWORK = -1, then a workspace query is assumed; the routine
*          only calculates the optimal size of the WORK array, returns
*          this value as the first entry of the WORK array, and no error
*          message related to LWORK is issued by XERBLA.
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*          = 1,...,N:
*                The QZ iteration failed.  No eigenvectors have been
*                calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)
*                should be correct for j=INFO+1,...,N.
*          > N:  errors that usually indicate LAPACK problems:
*                =N+1: error return from DGGBAL
*                =N+2: error return from DGEQRF
*                =N+3: error return from DORMQR
*                =N+4: error return from DORGQR
*                =N+5: error return from DGGHRD
*                =N+6: error return from DHGEQZ (other than failed
*                                                iteration)
*                =N+7: error return from DTGEVC
*                =N+8: error return from DGGBAK (computing VL)
*                =N+9: error return from DGGBAK (computing VR)
*                =N+10: error return from DLASCL (various calls)
*
*  Further Details
*  ===============
*
*  Balancing
*  ---------
*
*  This driver calls DGGBAL to both permute and scale rows and columns
*  of A and B.  The permutations PL and PR are chosen so that PL*A*PR
*  and PL*B*R will be upper triangular except for the diagonal blocks
*  A(i:j,i:j) and B(i:j,i:j), with i and j as close together as
*  possible.  The diagonal scaling matrices DL and DR are chosen so
*  that the pair  DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to
*  one (except for the elements that start out zero.)
*
*  After the eigenvalues and eigenvectors of the balanced matrices
*  have been computed, DGGBAK transforms the eigenvectors back to what
*  they would have been (in perfect arithmetic) if they had not been
*  balanced.
*
*  Contents of A and B on Exit
*  -------- -- - --- - -- ----
*
*  If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or
*  both), then on exit the arrays A and B will contain the real Schur
*  form[*] of the "balanced" versions of A and B.  If no eigenvectors
*  are computed, then only the diagonal blocks will be correct.
*
*  [*] See DHGEQZ, DGEGS, or read the book "Matrix Computations",
*      by Golub & van Loan, pub. by Johns Hopkins U. Press.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ILIMIT, ILV, ILVL, ILVR, LQUERY
      CHARACTER          CHTEMP
      INTEGER            ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
     $                   IN, IRIGHT, IROWS, ITAU, IWORK, JC, JR, LOPT,
     $                   LWKMIN, LWKOPT, NB, NB1, NB2, NB3
      DOUBLE PRECISION   ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM,
     $                   BNRM1, BNRM2, EPS, ONEPLS, SAFMAX, SAFMIN,
     $                   SALFAI, SALFAR, SBETA, SCALE, TEMP
*     ..
*     .. Local Arrays ..
      LOGICAL            LDUMMA( 1 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY,
     $                   DLASCL, DLASET, DORGQR, DORMQR, DTGEVC, XERBLA
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      DOUBLE PRECISION   DLAMCH, DLANGE
      EXTERNAL           LSAME, ILAENV, DLAMCH, DLANGE
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, INT, MAX
*     ..
*     .. Executable Statements ..
*
*     Decode the input arguments
*
      IF( LSAME( JOBVL, 'N' ) ) THEN
         IJOBVL = 1
         ILVL = .FALSE.
      ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
         IJOBVL = 2
         ILVL = .TRUE.
      ELSE
         IJOBVL = -1
         ILVL = .FALSE.
      END IF
*
      IF( LSAME( JOBVR, 'N' ) ) THEN
         IJOBVR = 1
         ILVR = .FALSE.
      ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
         IJOBVR = 2
         ILVR = .TRUE.
      ELSE
         IJOBVR = -1
         ILVR = .FALSE.
      END IF
      ILV = ILVL .OR. ILVR
*
*     Test the input arguments
*
      LWKMIN = MAX( 8*N, 1 )
      LWKOPT = LWKMIN
      WORK( 1 ) = LWKOPT
      LQUERY = ( LWORK.EQ.-1 )
      INFO = 0
      IF( IJOBVL.LE.0 ) THEN
         INFO = -1
      ELSE IF( IJOBVR.LE.0 ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -5
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -7
      ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
         INFO = -12
      ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
         INFO = -14
      ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
         INFO = -16
      END IF
*
      IF( INFO.EQ.0 ) THEN
         NB1 = ILAENV( 1, 'DGEQRF', ' ', N, N, -1, -1 )
         NB2 = ILAENV( 1, 'DORMQR', ' ', N, N, N, -1 )
         NB3 = ILAENV( 1, 'DORGQR', ' ', N, N, N, -1 )
         NB = MAX( NB1, NB2, NB3 )
         LOPT = 2*N + MAX( 6*N, N*( NB+1 ) )
         WORK( 1 ) = LOPT
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGEGV ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
*     Get machine constants
*
      EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
      SAFMIN = DLAMCH( 'S' )
      SAFMIN = SAFMIN + SAFMIN
      SAFMAX = ONE / SAFMIN
      ONEPLS = ONE + ( 4*EPS )
*
*     Scale A