SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI,
$ VS, LDVS, WORK, LWORK, BWORK, INFO )
*
* -- LAPACK driver routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER JOBVS, SORT
INTEGER INFO, LDA, LDVS, LWORK, N, SDIM
* ..
* .. Array Arguments ..
LOGICAL BWORK( * )
DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ),
$ WR( * )
* ..
* .. Function Arguments ..
LOGICAL SELECT
EXTERNAL SELECT
* ..
*
* Purpose
* =======
*
* DGEES computes for an N-by-N real nonsymmetric matrix A, the
* eigenvalues, the real Schur form T, and, optionally, the matrix of
* Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T).
*
* Optionally, it also orders the eigenvalues on the diagonal of the
* real Schur form so that selected eigenvalues are at the top left.
* The leading columns of Z then form an orthonormal basis for the
* invariant subspace corresponding to the selected eigenvalues.
*
* A matrix is in real Schur form if it is upper quasi-triangular with
* 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the
* form
* [ a b ]
* [ c a ]
*
* where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).
*
* Arguments
* =========
*
* JOBVS (input) CHARACTER*1
* = 'N': Schur vectors are not computed;
* = 'V': Schur vectors are computed.
*
* SORT (input) CHARACTER*1
* Specifies whether or not to order the eigenvalues on the
* diagonal of the Schur form.
* = 'N': Eigenvalues are not ordered;
* = 'S': Eigenvalues are ordered (see SELECT).
*
* SELECT (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments
* SELECT must be declared EXTERNAL in the calling subroutine.
* If SORT = 'S', SELECT is used to select eigenvalues to sort
* to the top left of the Schur form.
* If SORT = 'N', SELECT is not referenced.
* An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if
* SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex
* conjugate pair of eigenvalues is selected, then both complex
* eigenvalues are selected.
* Note that a selected complex eigenvalue may no longer
* satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since
* ordering may change the value of complex eigenvalues
* (especially if the eigenvalue is ill-conditioned); in this
* case INFO is set to N+2 (see INFO below).
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the N-by-N matrix A.
* On exit, A has been overwritten by its real Schur form T.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* SDIM (output) INTEGER
* If SORT = 'N', SDIM = 0.
* If SORT = 'S', SDIM = number of eigenvalues (after sorting)
* for which SELECT is true. (Complex conjugate
* pairs for which SELECT is true for either
* eigenvalue count as 2.)
*
* WR (output) DOUBLE PRECISION array, dimension (N)
* WI (output) DOUBLE PRECISION array, dimension (N)
* WR and WI contain the real and imaginary parts,
* respectively, of the computed eigenvalues in the same order
* that they appear on the diagonal of the output Schur form T.
* Complex conjugate pairs of eigenvalues will appear
* consecutively with the eigenvalue having the positive
* imaginary part first.
*
* VS (output) DOUBLE PRECISION array, dimension (LDVS,N)
* If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur
* vectors.
* If JOBVS = 'N', VS is not referenced.
*
* LDVS (input) INTEGER
* The leading dimension of the array VS. LDVS >= 1; if
* JOBVS = 'V', LDVS >= N.
*
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) contains the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,3*N).
* For good performance, LWORK must generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* BWORK (workspace) LOGICAL array, dimension (N)
* Not referenced if SORT = 'N'.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: if INFO = i, and i is
* <= N: the QR algorithm failed to compute all the
* eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI
* contain those eigenvalues which have converged; if
* JOBVS = 'V', VS contains the matrix which reduces A
* to its partially converged Schur form.
* = N+1: the eigenvalues could not be reordered because some
* eigenvalues were too close to separate (the problem
* is very ill-conditioned);
* = N+2: after reordering, roundoff changed values of some
* complex eigenvalues so that leading eigenvalues in
* the Schur form no longer satisfy SELECT=.TRUE. This
* could also be caused by underflow due to scaling.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
LOGICAL CURSL, LASTSL, LQUERY, LST2SL, SCALEA, WANTST,
$ WANTVS
INTEGER HSWORK, I, I1, I2, IBAL, ICOND, IERR, IEVAL,
$ IHI, ILO, INXT, IP, ITAU, IWRK, MAXWRK, MINWRK
DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, S, SEP, SMLNUM
* ..
* .. Local Arrays ..
INTEGER IDUM( 1 )
DOUBLE PRECISION DUM( 1 )
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLACPY,
$ DLABAD, DLASCL, DORGHR, DSWAP, DTRSEN, XERBLA
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV
DOUBLE PRECISION DLAMCH, DLANGE
EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, SQRT
* ..
* .. Executable Statements ..
*
* Test the input arguments
*
INFO = 0
LQUERY = ( LWORK.EQ.-1 )
WANTVS = LSAME( JOBVS, 'V' )
WANTST = LSAME( SORT, 'S' )
IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN
INFO = -1
ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN
INFO = -11
END IF
*
* Compute workspace
* (Note: Comments in the code beginning "Workspace:" describe the
* minimal amount of workspace needed at that point in the code,
* as well as the preferred amount for good performance.
* NB refers to the optimal block size for the immediately
* following subroutine, as returned by ILAENV.
* HSWORK refers to the workspace preferred by DHSEQR, as
* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
* the worst case.)
*
IF( INFO.EQ.0 ) THEN
IF( N.EQ.0 ) THEN
MINWRK = 1
MAXWRK = 1
ELSE
MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 )
MINWRK = 3*N
*
CALL DHSEQR( 'S', JOBVS, N, 1, N, A, LDA, WR, WI, VS, LDVS,
$ WORK, -1, IEVAL )
HSWORK = WORK( 1 )
*
IF( .NOT.WANTVS ) THEN
MAXWRK = MAX( MAXWRK, N + HSWORK )
ELSE
MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
$ 'DORGHR', ' ', N, 1, N, -1 ) )
MAXWRK = MAX( MAXWRK, N + HSWORK )
END IF
END IF
WORK( 1 ) = MAXWRK
*
IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
INFO = -13
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DGEES ', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 ) THEN
SDIM = 0
RETURN
END IF
*
* Get machine constants
*
EPS = DLAMCH( 'P' )
SMLNUM = DLAMCH( 'S' )
BIGNUM = ONE / SMLNUM
CALL DLABAD( SMLNUM, BIGNUM )
SMLNUM = SQRT( SMLNUM ) / EPS
BIGNUM = ONE / SMLNUM
*
* Scale A if max element outside range [SMLNUM,BIGNUM]
*
ANRM = DLANGE( 'M', 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 DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR )
*
* Permute the matrix to make it more nearly triangular
* (Workspace: need N)
*
IBAL = 1
CALL DGEBAL( 'P', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR )
*
* Reduce to upper Hessenberg form
* (Workspace: need 3*N, prefer 2*N+N*NB)
*
ITAU = N + IBAL
IWRK = N + ITAU
CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ),
$ LWORK-IWRK+1, IERR )
*
IF( WANTVS ) THEN
*
* Copy Householder vectors to VS
*
CALL DLACPY( 'L', N, N, A, LDA, VS, LDVS )
*
* Generate orthogonal matrix in VS
* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
*
CALL DORGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ),
$ LWORK-IWRK+1, IERR )
END IF
*
SDIM = 0
*
* Perform QR iteration, accumulating Schur vectors in VS if desired
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*
IWRK = ITAU
CALL DHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, WR, WI, VS, LDVS,
$ WORK( IWRK ), LWORK-IWRK+1, IEVAL )
IF( IEVAL.GT.0 )
$ INFO = IEVAL
*
* Sort eigenvalues if desired
*
IF( WANTST .AND. INFO.EQ.0 ) THEN
IF( SCALEA ) THEN
CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WR, N, IERR )
CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WI, N, IERR )
END IF
DO 10 I = 1, N
BWORK( I ) = SELECT( WR( I ), WI( I ) )
10 CONTINUE
*
* Reorder eigenvalues and transform Schur vectors
* (Workspace: none needed)
*
CALL DTRSEN( 'N', JOBVS, BWORK, N, A, LDA, VS, LDVS, WR, WI,
$ SDIM, S, SEP, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
$ ICOND )
IF( ICOND.GT.0 )
$ INFO = N + ICOND
END IF
*
IF( WANTVS ) THEN
*
* Undo balancing
* (Workspace: need N)
*
CALL DGEBAK( 'P', 'R', N, ILO, IHI, WORK( IBAL ), N, VS, LDVS,
$ IERR )
END IF
*
IF( SCALEA ) THEN
*
* Undo scaling for the Schur form of A
*
CALL DLASCL( 'H', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR )
CALL DCOPY( N, A, LDA+1, WR, 1 )
IF( CSCALE.EQ.SMLNUM ) THEN
*
* If scaling back towards underflow, adjust WI if an
* offdiagonal element of a 2-by-2 block in the Schur form
* underflows.
*
IF( IEVAL.GT.0 ) THEN
I1 = IEVAL + 1
I2 = IHI - 1
CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI,
$ MAX( ILO-1, 1 ), IERR )
ELSE IF( WANTST ) THEN
I1 = 1
I2 = N - 1
ELSE
I1 = ILO
I2 = IHI - 1
END IF
INXT = I1 - 1
DO 20 I = I1, I2
IF( I.LT.INXT )
$ GO TO 20
IF( WI( I ).EQ.ZERO ) THEN
INXT = I + 1
ELSE
IF( A( I+1, I ).EQ.ZERO ) THEN
WI( I ) = ZERO
WI( I+1 ) = ZERO
ELSE IF( A( I+1, I ).NE.ZERO .AND. A( I, I+1 ).EQ.
$ ZERO ) THEN
WI( I ) = ZERO
WI( I+1 ) = ZERO
IF( I.GT.1 )
$ CALL DSWAP( I-1, A( 1, I ), 1, A( 1, I+1 ), 1 )
IF( N.GT.I+1 )
$ CALL DSWAP( N-I-1, A( I, I+2 ), LDA,
$ A( I+1, I+2 ), LDA )
IF( WANTVS ) THEN
CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 )
END IF
A( I, I+1 ) = A( I+1, I )
A( I+1, I ) = ZERO
END IF
INXT = I + 2
END IF
20 CONTINUE
END IF
*
* Undo scaling for the imaginary part of the eigenvalues
*
CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-IEVAL, 1,
$ WI( IEVAL+1 ), MAX( N-IEVAL, 1 ), IERR )
END IF
*
IF( WANTST .AND. INFO.EQ.0 ) THEN
*
* Check if reordering successful
*
LASTSL = .TRUE.
LST2SL = .TRUE.
SDIM = 0
IP = 0
DO 30 I = 1, N
CURSL = SELECT( WR( I ), WI( I ) )
IF( WI( I ).EQ.ZERO ) THEN
IF( CURSL )
$ SDIM = SDIM + 1
IP = 0
IF( CURSL .AND. .NOT.LASTSL )
$ INFO = N + 2
ELSE
IF( IP.EQ.1 ) THEN
*
* Last eigenvalue of conjugate pair
*
CURSL = CURSL .OR. LASTSL
LASTSL = CURSL
IF( CURSL )
$ SDIM = SDIM + 2
IP = -1
IF( CURSL .AND. .NOT.LST2SL )
$ INFO = N + 2
ELSE
*
* First eigenvalue of conjugate pair
*
IP = 1
END IF
END IF
LST2SL = LASTSL
LASTSL = CURSL
30 CONTINUE
END IF
*
WORK( 1 ) = MAXWRK
RETURN
*
* End of DGEES
*
END