dggesx.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 701 行 · 第 1/4 页

      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 = -16
      ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
         INFO = -18
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Compute workspace
</span><span class="comment">*</span><span class="comment">      (Note: Comments in the code beginning &quot;Workspace:&quot; describe the
</span><span class="comment">*</span><span class="comment">       minimal amount of workspace needed at that point in the code,
</span><span class="comment">*</span><span class="comment">       as well as the preferred amount for good performance.
</span><span class="comment">*</span><span class="comment">       NB refers to the optimal block size for the immediately
</span><span class="comment">*</span><span class="comment">       following subroutine, as returned by <a name="ILAENV.351"></a><a href="hfy-index.html#ILAENV">ILAENV</a>.)
</span><span class="comment">*</span><span class="comment">
</span>      IF( INFO.EQ.0 ) THEN
         IF( N.GT.0) THEN
            MINWRK = MAX( 8*N, 6*N + 16 )
            MAXWRK = MINWRK - N +
     $               N*<a name="ILAENV.357"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DGEQRF.357"></a><a href="dgeqrf.f.html#DGEQRF.1">DGEQRF</a>'</span>, <span class="string">' '</span>, N, 1, N, 0 )
            MAXWRK = MAX( MAXWRK, MINWRK - N +
     $               N*<a name="ILAENV.359"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DORMQR.359"></a><a href="dormqr.f.html#DORMQR.1">DORMQR</a>'</span>, <span class="string">' '</span>, N, 1, N, -1 ) )
            IF( ILVSL ) THEN
               MAXWRK = MAX( MAXWRK, MINWRK - N +
     $                  N*<a name="ILAENV.362"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DORGQR.362"></a><a href="dorgqr.f.html#DORGQR.1">DORGQR</a>'</span>, <span class="string">' '</span>, 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 + 6
         END IF
         IWORK( 1 ) = LIWMIN
<span class="comment">*</span><span class="comment">
</span>         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
            INFO = -22
         ELSE IF( LIWORK.LT.LIWMIN  .AND. .NOT.LQUERY ) THEN
            INFO = -24
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.388"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DGGESX.388"></a><a href="dggesx.f.html#DGGESX.1">DGGESX</a>'</span>, -INFO )
         RETURN
      ELSE IF (LQUERY) THEN
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span>      IF( N.EQ.0 ) THEN
         SDIM = 0
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Get machine constants
</span><span class="comment">*</span><span class="comment">
</span>      EPS = <a name="DLAMCH.403"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'P'</span> )
      SAFMIN = <a name="DLAMCH.404"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'S'</span> )
      SAFMAX = ONE / SAFMIN
      CALL <a name="DLABAD.406"></a><a href="dlabad.f.html#DLABAD.1">DLABAD</a>( SAFMIN, SAFMAX )
      SMLNUM = SQRT( SAFMIN ) / EPS
      BIGNUM = ONE / SMLNUM
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Scale A if max element outside range [SMLNUM,BIGNUM]
</span><span class="comment">*</span><span class="comment">
</span>      ANRM = <a name="DLANGE.412"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>( <span class="string">'M'</span>, N, N, A, LDA, WORK )
      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 <a name="DLASCL.422"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Scale B if max element outside range [SMLNUM,BIGNUM]
</span><span class="comment">*</span><span class="comment">
</span>      BNRM = <a name="DLANGE.426"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>( <span class="string">'M'</span>, N, N, B, LDB, WORK )
      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 <a name="DLASCL.436"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Permute the matrix to make it more nearly triangular
</span><span class="comment">*</span><span class="comment">     (Workspace: need 6*N + 2*N for permutation parameters)
</span><span class="comment">*</span><span class="comment">
</span>      ILEFT = 1
      IRIGHT = N + 1
      IWRK = IRIGHT + N
      CALL <a name="DGGBAL.444"></a><a href="dggbal.f.html#DGGBAL.1">DGGBAL</a>( <span class="string">'P'</span>, N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
     $             WORK( IRIGHT ), WORK( IWRK ), IERR )
<span class="comment">*</span><span class="comment">
</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">     (Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      IROWS = IHI + 1 - ILO
      ICOLS = N + 1 - ILO
      ITAU = IWRK
      IWRK = ITAU + IROWS
      CALL <a name="DGEQRF.454"></a><a href="dgeqrf.f.html#DGEQRF.1">DGEQRF</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">     (Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="DORMQR.460"></a><a href="dormqr.f.html#DORMQR.1">DORMQR</a>( <span class="string">'L'</span>, <span class="string">'T'</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 VSL
</span><span class="comment">*</span><span class="comment">     (Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILVSL ) THEN
         CALL <a name="DLASET.468"></a><a href="dlaset.f.html#DLASET.1">DLASET</a>( <span class="string">'Full'</span>, N, N, ZERO, ONE, VSL, LDVSL )
         IF( IROWS.GT.1 ) THEN
            CALL <a name="DLACPY.470"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>( <span class="string">'L'</span>, IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                   VSL( ILO+1, ILO ), LDVSL )
         END IF
         CALL <a name="DORGQR.473"></a><a href="dorgqr.f.html#DORGQR.1">DORGQR</a>( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
     $                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 VSR
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILVSR )
     $   CALL <a name="DLASET.480"></a><a href="dlaset.f.html#DLASET.1">DLASET</a>( <span class="string">'Full'</span>, N, N, ZERO, ONE, VSR, LDVSR )
<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">     (Workspace: none needed)
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="DGGHRD.485"></a><a href="dgghrd.f.html#DGGHRD.1">DGGHRD</a>( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
     $             LDVSL, VSR, LDVSR, IERR )
<span class="comment">*</span><span class="comment">
</span>      SDIM = 0
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Perform QZ algorithm, computing Schur vectors if desired
</span><span class="comment">*</span><span class="comment">     (Workspace: need N)
</span><span class="comment">*</span><span class="comment">
</span>      IWRK = ITAU
      CALL <a name="DHGEQZ.494"></a><a href="dhgeqz.f.html#DHGEQZ.1">DHGEQZ</a>( <span class="string">'S'</span>, JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
     $             WORK( IWRK ), LWORK+1-IWRK, 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 60
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Sort eigenvalues ALPHA/BETA and compute the reciprocal of
</span><span class="comment">*</span><span class="comment">     condition number(s)