dgeevx.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 581 行 · 第 1/4 页

</span><span class="comment">*</span><span class="comment">       the worst case.)
</span><span class="comment">*</span><span class="comment">
</span>      IF( INFO.EQ.0 ) THEN
         IF( N.EQ.0 ) THEN
            MINWRK = 1
            MAXWRK = 1
         ELSE
            MAXWRK = N + N*<a name="ILAENV.281"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DGEHRD.281"></a><a href="dgehrd.f.html#DGEHRD.1">DGEHRD</a>'</span>, <span class="string">' '</span>, N, 1, N, 0 )
<span class="comment">*</span><span class="comment">
</span>            IF( WANTVL ) THEN
               CALL <a name="DHSEQR.284"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'S'</span>, <span class="string">'V'</span>, N, 1, N, A, LDA, WR, WI, VL, LDVL,
     $                WORK, -1, INFO )
            ELSE IF( WANTVR ) THEN
               CALL <a name="DHSEQR.287"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'S'</span>, <span class="string">'V'</span>, N, 1, N, A, LDA, WR, WI, VR, LDVR,
     $                WORK, -1, INFO )
            ELSE
               IF( WNTSNN ) THEN
                  CALL <a name="DHSEQR.291"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'E'</span>, <span class="string">'N'</span>, N, 1, N, A, LDA, WR, WI, VR,
     $                LDVR, WORK, -1, INFO )
               ELSE
                  CALL <a name="DHSEQR.294"></a><a href="dhseqr.f.html#DHSEQR.1">DHSEQR</a>( <span class="string">'S'</span>, <span class="string">'N'</span>, N, 1, N, A, LDA, WR, WI, VR,
     $                LDVR, WORK, -1, INFO )
               END IF
            END IF
            HSWORK = WORK( 1 )
<span class="comment">*</span><span class="comment">
</span>            IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN
               MINWRK = 2*N
               IF( .NOT.WNTSNN )
     $            MINWRK = MAX( MINWRK, N*N+6*N )
               MAXWRK = MAX( MAXWRK, HSWORK )
               IF( .NOT.WNTSNN )
     $            MAXWRK = MAX( MAXWRK, N*N + 6*N )
            ELSE
               MINWRK = 3*N
               IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
     $            MINWRK = MAX( MINWRK, N*N + 6*N )
               MAXWRK = MAX( MAXWRK, HSWORK )
               MAXWRK = MAX( MAXWRK, N + ( N - 1 )*<a name="ILAENV.312"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="DORGHR.312"></a><a href="dorghr.f.html#DORGHR.1">DORGHR</a>'</span>,
     $                       <span class="string">' '</span>, N, 1, N, -1 ) )
               IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) )
     $            MAXWRK = MAX( MAXWRK, N*N + 6*N )
               MAXWRK = MAX( MAXWRK, 3*N )
            END IF
            MAXWRK = MAX( MAXWRK, MINWRK )
         END IF
         WORK( 1 ) = MAXWRK
<span class="comment">*</span><span class="comment">
</span>         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
            INFO = -21
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.328"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DGEEVX.328"></a><a href="dgeevx.f.html#DGEEVX.1">DGEEVX</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.341"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'P'</span> )
      SMLNUM = <a name="DLAMCH.342"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'S'</span> )
      BIGNUM = ONE / SMLNUM
      CALL <a name="DLABAD.344"></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>      ICOND = 0
      ANRM = <a name="DLANGE.351"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>( <span class="string">'M'</span>, N, N, A, LDA, DUM )
      SCALEA = .FALSE.
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
         SCALEA = .TRUE.
         CSCALE = SMLNUM
      ELSE IF( ANRM.GT.BIGNUM ) THEN
         SCALEA = .TRUE.
         CSCALE = BIGNUM
      END IF
      IF( SCALEA )
     $   CALL <a name="DLASCL.361"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Balance the matrix and compute ABNRM
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="DGEBAL.365"></a><a href="dgebal.f.html#DGEBAL.1">DGEBAL</a>( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR )
      ABNRM = <a name="DLANGE.366"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>( <span class="string">'1'</span>, N, N, A, LDA, DUM )
      IF( SCALEA ) THEN
         DUM( 1 ) = ABNRM
         CALL <a name="DLASCL.369"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR )
         ABNRM = DUM( 1 )
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Reduce to upper Hessenberg form
</span><span class="comment">*</span><span class="comment">     (Workspace: need 2*N, prefer N+N*NB)
</span><span class="comment">*</span><span class="comment">
</span>      ITAU = 1
      IWRK = ITAU + N
      CALL <a name="DGEHRD.378"></a><a href="dgehrd.f.html#DGEHRD.1">DGEHRD</a>( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
     $             LWORK-IWRK+1, IERR )
<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">        Want left eigenvectors
</span><span class="comment">*</span><span class="comment">        Copy Householder vectors to VL
</span><span class="comment">*</span><span class="comment">
</span>         SIDE = <span class="string">'L'</span>
         CALL <a name="DLACPY.387"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>( <span class="string">'L'</span>, N, N, A, LDA, VL, LDVL )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Generate orthogonal matrix in VL
</span><span class="comment">*</span><span class="comment">        (Workspace: need 2*N-1, prefer N+(N-1)*NB)
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DORGHR.392"></a><a href="dorghr.f.html#DORGHR.1">DORGHR</a>( N, ILO, IHI, VL, LDVL, 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 VL
</span><span class="comment">*</span><span class="comment">        (Workspace: need 1, prefer HSWORK (see comments) )
</span><span class="comment">*</span><span class="comment">
</span>         IWRK = ITAU
         CALL <a name="DHSEQR.399"></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.408"></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.417"></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