dgegv.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 690 行 · 第 1/4 页

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      SAFMIN = <a name="DLAMCH.328"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>( <span class="string">'S'</span> )
      SAFMIN = SAFMIN + SAFMIN
      SAFMAX = ONE / SAFMIN
      ONEPLS = ONE + ( 4*EPS )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Scale A
</span><span class="comment">*</span><span class="comment">
</span>      ANRM = <a name="DLANGE.335"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>( <span class="string">'M'</span>, N, N, A, LDA, WORK )
      ANRM1 = ANRM
      ANRM2 = ONE
      IF( ANRM.LT.ONE ) THEN
         IF( SAFMAX*ANRM.LT.ONE ) THEN
            ANRM1 = SAFMIN
            ANRM2 = SAFMAX*ANRM
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( ANRM.GT.ZERO ) THEN
         CALL <a name="DLASCL.346"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, -1, -1, ANRM, ONE, N, N, A, LDA, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 10
            RETURN
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Scale B
</span><span class="comment">*</span><span class="comment">
</span>      BNRM = <a name="DLANGE.355"></a><a href="dlange.f.html#DLANGE.1">DLANGE</a>( <span class="string">'M'</span>, N, N, B, LDB, WORK )
      BNRM1 = BNRM
      BNRM2 = ONE
      IF( BNRM.LT.ONE ) THEN
         IF( SAFMAX*BNRM.LT.ONE ) THEN
            BNRM1 = SAFMIN
            BNRM2 = SAFMAX*BNRM
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( BNRM.GT.ZERO ) THEN
         CALL <a name="DLASCL.366"></a><a href="dlascl.f.html#DLASCL.1">DLASCL</a>( <span class="string">'G'</span>, -1, -1, BNRM, ONE, N, N, B, LDB, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 10
            RETURN
         END IF
      END IF
<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 layout:  (8*N words -- &quot;work&quot; requires 6*N words)
</span><span class="comment">*</span><span class="comment">        left_permutation, right_permutation, work...
</span><span class="comment">*</span><span class="comment">
</span>      ILEFT = 1
      IRIGHT = N + 1
      IWORK = IRIGHT + N
      CALL <a name="DGGBAL.380"></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( IWORK ), IINFO )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 1
         GO TO 120
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Reduce B to triangular form, and initialize VL and/or VR
</span><span class="comment">*</span><span class="comment">     Workspace layout:  (&quot;work...&quot; must have at least N words)
</span><span class="comment">*</span><span class="comment">        left_permutation, right_permutation, tau, work...
</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 = IWORK
      IWORK = ITAU + IROWS
      CALL <a name="DGEQRF.399"></a><a href="dgeqrf.f.html#DGEQRF.1">DGEQRF</a>( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
     $             WORK( IWORK ), LWORK+1-IWORK, IINFO )
      IF( IINFO.GE.0 )
     $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 2
         GO TO 120
      END IF
<span class="comment">*</span><span class="comment">
</span>      CALL <a name="DORMQR.408"></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( IWORK ),
     $             LWORK+1-IWORK, IINFO )
      IF( IINFO.GE.0 )
     $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 3
         GO TO 120
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( ILVL ) THEN
         CALL <a name="DLASET.419"></a><a href="dlaset.f.html#DLASET.1">DLASET</a>( <span class="string">'Full'</span>, N, N, ZERO, ONE, VL, LDVL )
         CALL <a name="DLACPY.420"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>( <span class="string">'L'</span>, IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                VL( ILO+1, ILO ), LDVL )
         CALL <a name="DORGQR.422"></a><a href="dorgqr.f.html#DORGQR.1">DORGQR</a>( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
     $                WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
     $                IINFO )
         IF( IINFO.GE.0 )
     $      LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 4
            GO TO 120
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( ILVR )
     $   CALL <a name="DLASET.434"></a><a href="dlaset.f.html#DLASET.1">DLASET</a>( <span class="string">'Full'</span>, N, N, ZERO, ONE, 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="DGGHRD.442"></a><a href="dgghrd.f.html#DGGHRD.1">DGGHRD</a>( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
     $                LDVL, VR, LDVR, IINFO )
      ELSE
         CALL <a name="DGGHRD.445"></a><a href="dgghrd.f.html#DGGHRD.1">DGGHRD</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, IINFO )
      END IF
      IF( IINFO.NE.0 ) THEN
         INFO = N + 5
         GO TO 120
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Perform QZ algorithm
</span><span class="comment">*</span><span class="comment">     Workspace layout:  (&quot;work...&quot; must have at least 1 word)
</span><span class="comment">*</span><span class="comment">        left_permutation, right_permutation, work...
</span><span class="comment">*</span><span class="comment">
</span>      IWORK = ITAU
      IF( ILV ) THEN
         CHTEMP = <span class="string">'S'</span>
      ELSE
         CHTEMP = <span class="string">'E'</span>
      END IF
      CALL <a name="DHGEQZ.463"></a><a href="dhgeqz.f.html#DHGEQZ.1">DHGEQZ</a>( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
     $             WORK( IWORK ), LWORK+1-IWORK, IINFO )
      IF( IINFO.GE.0 )
     $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
      IF( IINFO.NE.0 ) THEN
         IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
            INFO = IINFO
         ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN
            INFO = IINFO - N
         ELSE
            INFO = N + 6
         END IF
         GO TO 120
      END IF
<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">        Compute Eigenvectors  (<a name="DTGEVC.481"></a><a href="dtgevc.f.html#DTGEVC.1">DTGEVC</a> requires 6*N words of workspace)
</span><span class="comment">*</span><span class="comment">
</span>         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="DTGEVC.493"></a><a href="dtgevc.f.html#DTGEVC.1">DTGEVC</a>( CHTEMP, <span class="string">'B'</span>, LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
     $                VR, LDVR, N, IN, WORK( IWORK ), IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 7
            GO TO 120
         END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Undo balancing on VL and VR, rescale
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