dggev.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 514 行 · 第 1/3 页
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<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Arrays ..
</span>      LOGICAL            LDUMMA( 1 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="DGEQRF.159"></a><a href="dgeqrf.f.html#DGEQRF.1">DGEQRF</a>, <a name="DGGBAK.159"></a><a href="dggbak.f.html#DGGBAK.1">DGGBAK</a>, <a name="DGGBAL.159"></a><a href="dggbal.f.html#DGGBAL.1">DGGBAL</a>, <a name="DGGHRD.159"></a><a href="dgghrd.f.html#DGGHRD.1">DGGHRD</a>, <a name="DHGEQZ.159"></a><a href="dhgeqz.f.html#DHGEQZ.1">DHGEQZ</a>, <a name="DLABAD.159"></a><a href="dlabad.f.html#DLABAD.1">DLABAD</a>,
     $                   <a name="DLACPY.160"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>,<a name="DLASCL.160"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>, <a name="DLASET.160"></a><a href="dlaset.f.html#DLASET.1">DLASET</a>, <a name="DORGQR.160"></a><a href="dorgqr.f.html#DORGQR.1">DORGQR</a>, <a name="DORMQR.160"></a><a href="dormqr.f.html#DORMQR.1">DORMQR</a>, <a name="DTGEVC.160"></a><a href="dtgevc.f.html#DTGEVC.1">DTGEVC</a>,
     $                   <a name="XERBLA.161"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      LOGICAL            <a name="LSAME.164"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
      INTEGER            <a name="ILAENV.165"></a><a href="hfy-index.html#ILAENV">ILAENV</a>
      DOUBLE PRECISION   <a name="DLAMCH.166"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>, <a name="DLANGE.166"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>
      EXTERNAL           <a name="LSAME.167"></a><a href="lsame.f.html#LSAME.1">LSAME</a>, <a name="ILAENV.167"></a><a href="hfy-index.html#ILAENV">ILAENV</a>, <a name="DLAMCH.167"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>, <a name="DLANGE.167"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          ABS, MAX, SQRT
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Decode the input arguments
</span><span class="comment">*</span><span class="comment">
</span>      IF( <a name="LSAME.176"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOBVL, <span class="string">'N'</span> ) ) THEN
         IJOBVL = 1
         ILVL = .FALSE.
      ELSE IF( <a name="LSAME.179"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOBVL, <span class="string">'V'</span> ) ) THEN
         IJOBVL = 2
         ILVL = .TRUE.
      ELSE
         IJOBVL = -1
         ILVL = .FALSE.
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( <a name="LSAME.187"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOBVR, <span class="string">'N'</span> ) ) THEN
         IJOBVR = 1
         ILVR = .FALSE.
      ELSE IF( <a name="LSAME.190"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOBVR, <span class="string">'V'</span> ) ) THEN
         IJOBVR = 2
         ILVR = .TRUE.
      ELSE
         IJOBVR = -1
         ILVR = .FALSE.
      END IF
      ILV = ILVL .OR. ILVR
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input arguments
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      LQUERY = ( LWORK.EQ.-1 )
      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
      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.224"></a><a href="hfy-index.html#ILAENV">ILAENV</a>. The workspace is
</span><span class="comment">*</span><span class="comment">       computed assuming ILO = 1 and IHI = N, the worst case.)
</span><span class="comment">*</span><span class="comment">
</span>      IF( INFO.EQ.0 ) THEN
         MINWRK = MAX( 1, 8*N )
         MAXWRK = MAX( 1, N*( 7 +
     $                 <a name="ILAENV.230"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DGEQRF.230"></a><a href="dgeqrf.f.html#DGEQRF.1">DGEQRF</a>'</span>, <span class="string">' '</span>, N, 1, N, 0 ) ) )
         MAXWRK = MAX( MAXWRK, N*( 7 +
     $                 <a name="ILAENV.232"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DORMQR.232"></a><a href="dormqr.f.html#DORMQR.1">DORMQR</a>'</span>, <span class="string">' '</span>, N, 1, N, 0 ) ) )
         IF( ILVL ) THEN
            MAXWRK = MAX( MAXWRK, N*( 7 +
     $                 <a name="ILAENV.235"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DORGQR.235"></a><a href="dorgqr.f.html#DORGQR.1">DORGQR</a>'</span>, <span class="string">' '</span>, N, 1, N, -1 ) ) )
         END IF
         WORK( 1 ) = MAXWRK
<span class="comment">*</span><span class="comment">
</span>         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
     $      INFO = -16
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.244"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DGGEV.244"></a><a href="dggev.f.html#DGGEV.1">DGGEV</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 )
     $   RETURN
<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.257"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'P'</span> )
      SMLNUM = <a name="DLAMCH.258"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'S'</span> )
      BIGNUM = ONE / SMLNUM
      CALL <a name="DLABAD.260"></a><a href="dlabad.f.html#DLABAD.1">DLABAD</a>( SMLNUM, BIGNUM )
      SMLNUM = SQRT( SMLNUM ) / 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.266"></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.276"></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.280"></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.290"></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 matrices A, B to isolate eigenvalues if possible
</span><span class="comment">*</span><span class="comment">     (Workspace: need 6*N)
</span><span class="comment">*</span><span class="comment">
</span>      ILEFT = 1
      IRIGHT = N + 1
      IWRK = IRIGHT + N
      CALL <a name="DGGBAL.298"></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
      IF( ILV ) THEN
         ICOLS = N + 1 - ILO
      ELSE
         ICOLS = IROWS
      END IF
      ITAU = IWRK
      IWRK = ITAU + IROWS
      CALL <a name="DGEQRF.312"></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.318"></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 VL
</span><span class="comment">*</span><span class="comment">     (Workspace: need N, prefer N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      IF( ILVL ) THEN
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