cggev.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 479 行 · 第 1/3 页

</span><span class="comment">*</span><span class="comment">     Reduce B to triangular form (QR decomposition of B)
</span><span class="comment">*</span><span class="comment">     (Complex Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      IROWS = IHI + 1 - ILO
      IF( ILV ) THEN
         ICOLS = N + 1 - ILO
      ELSE
         ICOLS = IROWS
      END IF
      ITAU = 1
      IWRK = ITAU + IROWS
      CALL <a name="CGEQRF.313"></a><a href="cgeqrf.f.html#CGEQRF.1">CGEQRF</a>( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
     $             WORK( IWRK ), LWORK+1-IWRK, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Apply the orthogonal transformation to matrix A
</span><span class="comment">*</span><span class="comment">     (Complex Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="CUNMQR.319"></a><a href="cunmqr.f.html#CUNMQR.1">CUNMQR</a>( <span class="string">'L'</span>, <span class="string">'C'</span>, IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
     $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
     $             LWORK+1-IWRK, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Initialize VL
</span><span class="comment">*</span><span class="comment">     (Complex Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILVL ) THEN
         CALL <a name="CLASET.327"></a><a href="claset.f.html#CLASET.1">CLASET</a>( <span class="string">'Full'</span>, N, N, CZERO, CONE, VL, LDVL )
         IF( IROWS.GT.1 ) THEN
            CALL <a name="CLACPY.329"></a><a href="clacpy.f.html#CLACPY.1">CLACPY</a>( <span class="string">'L'</span>, IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                   VL( ILO+1, ILO ), LDVL )
         END IF
         CALL <a name="CUNGQR.332"></a><a href="cungqr.f.html#CUNGQR.1">CUNGQR</a>( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
     $                WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Initialize VR
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILVR )
     $   CALL <a name="CLASET.339"></a><a href="claset.f.html#CLASET.1">CLASET</a>( <span class="string">'Full'</span>, N, N, CZERO, CONE, VR, LDVR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Reduce to generalized Hessenberg form
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILV ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Eigenvectors requested -- work on whole matrix.
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="CGGHRD.347"></a><a href="cgghrd.f.html#CGGHRD.1">CGGHRD</a>( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
     $                LDVL, VR, LDVR, IERR )
      ELSE
         CALL <a name="CGGHRD.350"></a><a href="cgghrd.f.html#CGGHRD.1">CGGHRD</a>( <span class="string">'N'</span>, <span class="string">'N'</span>, IROWS, 1, IROWS, A( ILO, ILO ), LDA,
     $                B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IERR )
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Perform QZ algorithm (Compute eigenvalues, and optionally, the
</span><span class="comment">*</span><span class="comment">     Schur form and Schur vectors)
</span><span class="comment">*</span><span class="comment">     (Complex Workspace: need N)
</span><span class="comment">*</span><span class="comment">     (Real Workspace: need N)
</span><span class="comment">*</span><span class="comment">
</span>      IWRK = ITAU
      IF( ILV ) THEN
         CHTEMP = <span class="string">'S'</span>
      ELSE
         CHTEMP = <span class="string">'E'</span>
      END IF
      CALL <a name="CHGEQZ.365"></a><a href="chgeqz.f.html#CHGEQZ.1">CHGEQZ</a>( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHA, BETA, VL, LDVL, VR, LDVR, 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 70
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Compute Eigenvectors
</span><span class="comment">*</span><span class="comment">     (Real Workspace: need 2*N)
</span><span class="comment">*</span><span class="comment">     (Complex Workspace: need 2*N)
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILV ) THEN
         IF( ILVL ) THEN
            IF( ILVR ) THEN
               CHTEMP = <span class="string">'B'</span>
            ELSE
               CHTEMP = <span class="string">'L'</span>
            END IF
         ELSE
            CHTEMP = <span class="string">'R'</span>
         END IF
<span class="comment">*</span><span class="comment">
</span>         CALL <a name="CTGEVC.394"></a><a href="ctgevc.f.html#CTGEVC.1">CTGEVC</a>( CHTEMP, <span class="string">'B'</span>, LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
     $                VR, LDVR, N, IN, WORK( IWRK ), RWORK( IRWRK ),
     $                IERR )
         IF( IERR.NE.0 ) THEN
            INFO = N + 2
            GO TO 70
         END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Undo balancing on VL and VR and normalization
</span><span class="comment">*</span><span class="comment">        (Workspace: none needed)
</span><span class="comment">*</span><span class="comment">
</span>         IF( ILVL ) THEN
            CALL <a name="CGGBAK.406"></a><a href="cggbak.f.html#CGGBAK.1">CGGBAK</a>( <span class="string">'P'</span>, <span class="string">'L'</span>, N, ILO, IHI, RWORK( ILEFT ),
     $                   RWORK( IRIGHT ), N, VL, LDVL, IERR )
            DO 30 JC = 1, N
               TEMP = ZERO
               DO 10 JR = 1, N
                  TEMP = MAX( TEMP, ABS1( VL( JR, JC ) ) )
   10          CONTINUE
               IF( TEMP.LT.SMLNUM )
     $            GO TO 30
               TEMP = ONE / TEMP
               DO 20 JR = 1, N
                  VL( JR, JC ) = VL( JR, JC )*TEMP
   20          CONTINUE
   30       CONTINUE
         END IF
         IF( ILVR ) THEN
            CALL <a name="CGGBAK.422"></a><a href="cggbak.f.html#CGGBAK.1">CGGBAK</a>( <span class="string">'P'</span>, <span class="string">'R'</span>, N, ILO, IHI, RWORK( ILEFT ),
     $                   RWORK( IRIGHT ), N, VR, LDVR, IERR )
            DO 60 JC = 1, N
               TEMP = ZERO
               DO 40 JR = 1, N
                  TEMP = MAX( TEMP, ABS1( VR( JR, JC ) ) )
   40          CONTINUE
               IF( TEMP.LT.SMLNUM )
     $            GO TO 60
               TEMP = ONE / TEMP
               DO 50 JR = 1, N
                  VR( JR, JC ) = VR( JR, JC )*TEMP
   50          CONTINUE
   60       CONTINUE
         END IF
      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>      IF( ILASCL )
     $   CALL <a name="CLASCL.442"></a><a href="clascl.f.html#CLASCL.1">CLASCL</a>( <span class="string">'G'</span>, 0, 0, ANRMTO, ANRM, N, 1, ALPHA, N, IERR )
<span class="comment">*</span><span class="comment">
</span>      IF( ILBSCL )
     $   CALL <a name="CLASCL.445"></a><a href="clascl.f.html#CLASCL.1">CLASCL</a>( <span class="string">'G'</span>, 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
<span class="comment">*</span><span class="comment">
</span>   70 CONTINUE
      WORK( 1 ) = LWKOPT
<span class="comment">*</span><span class="comment">
</span>      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="CGGEV.452"></a><a href="cggev.f.html#CGGEV.1">CGGEV</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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