dgeev.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 448 行 · 第 1/3 页

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</span><span class="comment">*</span><span class="comment">        (Workspace: need N+1, prefer N+HSWORK (see comments) )
</span><span class="comment">*</span><span class="comment">
</span>         IWRK = ITAU
         CALL <a name="DHSEQR.285"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'S'</span>, <span class="string">'V'</span>, N, ILO, IHI, A, LDA, WR, WI, VL, LDVL,
     $                WORK( IWRK ), LWORK-IWRK+1, INFO )
<span class="comment">*</span><span class="comment">
</span>         IF( WANTVR ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Want left and right eigenvectors
</span><span class="comment">*</span><span class="comment">           Copy Schur vectors to VR
</span><span class="comment">*</span><span class="comment">
</span>            SIDE = <span class="string">'B'</span>
            CALL <a name="DLACPY.294"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>( <span class="string">'F'</span>, N, N, VL, LDVL, VR, LDVR )
         END IF
<span class="comment">*</span><span class="comment">
</span>      ELSE IF( WANTVR ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Want right eigenvectors
</span><span class="comment">*</span><span class="comment">        Copy Householder vectors to VR
</span><span class="comment">*</span><span class="comment">
</span>         SIDE = <span class="string">'R'</span>
         CALL <a name="DLACPY.303"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>( <span class="string">'L'</span>, N, N, A, LDA, VR, LDVR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Generate orthogonal matrix in VR
</span><span class="comment">*</span><span class="comment">        (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DORGHR.308"></a><a href="dorghr.f.html#DORGHR.1">DORGHR</a>( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ),
     $                LWORK-IWRK+1, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Perform QR iteration, accumulating Schur vectors in VR
</span><span class="comment">*</span><span class="comment">        (Workspace: need N+1, prefer N+HSWORK (see comments) )
</span><span class="comment">*</span><span class="comment">
</span>         IWRK = ITAU
         CALL <a name="DHSEQR.315"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'S'</span>, <span class="string">'V'</span>, N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
     $                WORK( IWRK ), LWORK-IWRK+1, INFO )
<span class="comment">*</span><span class="comment">
</span>      ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Compute eigenvalues only
</span><span class="comment">*</span><span class="comment">        (Workspace: need N+1, prefer N+HSWORK (see comments) )
</span><span class="comment">*</span><span class="comment">
</span>         IWRK = ITAU
         CALL <a name="DHSEQR.324"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'E'</span>, <span class="string">'N'</span>, N, ILO, IHI, A, LDA, WR, WI, VR, LDVR,
     $                WORK( IWRK ), LWORK-IWRK+1, INFO )
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     If INFO &gt; 0 from <a name="DHSEQR.328"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>, then quit
</span><span class="comment">*</span><span class="comment">
</span>      IF( INFO.GT.0 )
     $   GO TO 50
<span class="comment">*</span><span class="comment">
</span>      IF( WANTVL .OR. WANTVR ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Compute left and/or right eigenvectors
</span><span class="comment">*</span><span class="comment">        (Workspace: need 4*N)
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DTREVC.338"></a><a href="dtrevc.f.html#DTREVC.1">DTREVC</a>( SIDE, <span class="string">'B'</span>, SELECT, N, A, LDA, VL, LDVL, VR, LDVR,
     $                N, NOUT, WORK( IWRK ), IERR )
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( WANTVL ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Undo balancing of left eigenvectors
</span><span class="comment">*</span><span class="comment">        (Workspace: need N)
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DGEBAK.347"></a><a href="dgebak.f.html#DGEBAK.1">DGEBAK</a>( <span class="string">'B'</span>, <span class="string">'L'</span>, N, ILO, IHI, WORK( IBAL ), N, VL, LDVL,
     $                IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Normalize left eigenvectors and make largest component real
</span><span class="comment">*</span><span class="comment">
</span>         DO 20 I = 1, N
            IF( WI( I ).EQ.ZERO ) THEN
               SCL = ONE / DNRM2( N, VL( 1, I ), 1 )
               CALL DSCAL( N, SCL, VL( 1, I ), 1 )
            ELSE IF( WI( I ).GT.ZERO ) THEN
               SCL = ONE / <a name="DLAPY2.357"></a><a href="dlapy2.f.html#DLAPY2.1">DLAPY2</a>( DNRM2( N, VL( 1, I ), 1 ),
     $               DNRM2( N, VL( 1, I+1 ), 1 ) )
               CALL DSCAL( N, SCL, VL( 1, I ), 1 )
               CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 )
               DO 10 K = 1, N
                  WORK( IWRK+K-1 ) = VL( K, I )**2 + VL( K, I+1 )**2
   10          CONTINUE
               K = IDAMAX( N, WORK( IWRK ), 1 )
               CALL <a name="DLARTG.365"></a><a href="dlartg.f.html#DLARTG.1">DLARTG</a>( VL( K, I ), VL( K, I+1 ), CS, SN, R )
               CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN )
               VL( K, I+1 ) = ZERO
            END IF
   20    CONTINUE
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( WANTVR ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Undo balancing of right eigenvectors
</span><span class="comment">*</span><span class="comment">        (Workspace: need N)
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DGEBAK.377"></a><a href="dgebak.f.html#DGEBAK.1">DGEBAK</a>( <span class="string">'B'</span>, <span class="string">'R'</span>, N, ILO, IHI, WORK( IBAL ), N, VR, LDVR,
     $                IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Normalize right eigenvectors and make largest component real
</span><span class="comment">*</span><span class="comment">
</span>         DO 40 I = 1, N
            IF( WI( I ).EQ.ZERO ) THEN
               SCL = ONE / DNRM2( N, VR( 1, I ), 1 )
               CALL DSCAL( N, SCL, VR( 1, I ), 1 )
            ELSE IF( WI( I ).GT.ZERO ) THEN
               SCL = ONE / <a name="DLAPY2.387"></a><a href="dlapy2.f.html#DLAPY2.1">DLAPY2</a>( DNRM2( N, VR( 1, I ), 1 ),
     $               DNRM2( N, VR( 1, I+1 ), 1 ) )
               CALL DSCAL( N, SCL, VR( 1, I ), 1 )
               CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 )
               DO 30 K = 1, N
                  WORK( IWRK+K-1 ) = VR( K, I )**2 + VR( K, I+1 )**2
   30          CONTINUE
               K = IDAMAX( N, WORK( IWRK ), 1 )
               CALL <a name="DLARTG.395"></a><a href="dlartg.f.html#DLARTG.1">DLARTG</a>( VR( K, I ), VR( K, I+1 ), CS, SN, R )
               CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN )
               VR( K, I+1 ) = ZERO
            END IF
   40    CONTINUE
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Undo scaling if necessary
</span><span class="comment">*</span><span class="comment">
</span>   50 CONTINUE
      IF( SCALEA ) THEN
         CALL <a name="DLASCL.406"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ),
     $                MAX( N-INFO, 1 ), IERR )
         CALL <a name="DLASCL.408"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ),
     $                MAX( N-INFO, 1 ), IERR )
         IF( INFO.GT.0 ) THEN
            CALL <a name="DLASCL.411"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N,
     $                   IERR )
            CALL <a name="DLASCL.413"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N,
     $                   IERR )
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      WORK( 1 ) = MAXWRK
      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="DGEEV.421"></a><a href="dgeev.f.html#DGEEV.1">DGEEV</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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