#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int sgeevx_(char *balanc, char *jobvl, char *jobvr, char * sense, integer *n, real *a, integer *lda, real *wr, real *wi, real * vl, integer *ldvl, real *vr, integer *ldvr, integer *ilo, integer * ihi, real *scale, real *abnrm, real *rconde, real *rcondv, real *work, integer *lwork, integer *iwork, integer *info) { /* -- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= SGEEVX computes for an N-by-N real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. Optionally also, it computes a balancing transformation to improve the conditioning of the eigenvalues and eigenvectors (ILO, IHI, SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues (RCONDE), and reciprocal condition numbers for the right eigenvectors (RCONDV). The right eigenvector v(j) of A satisfies A * v(j) = lambda(j) * v(j) where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies u(j)**H * A = lambda(j) * u(j)**H where u(j)**H denotes the conjugate transpose of u(j). The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real. Balancing a matrix means permuting the rows and columns to make it more nearly upper triangular, and applying a diagonal similarity transformation D * A * D**(-1), where D is a diagonal matrix, to make its rows and columns closer in norm and the condition numbers of its eigenvalues and eigenvectors smaller. The computed reciprocal condition numbers correspond to the balanced matrix. Permuting rows and columns will not change the condition numbers (in exact arithmetic) but diagonal scaling will. For further explanation of balancing, see section 4.10.2 of the LAPACK Users' Guide. Arguments ========= BALANC (input) CHARACTER*1 Indicates how the input matrix should be diagonally scaled and/or permuted to improve the conditioning of its eigenvalues. = 'N': Do not diagonally scale or permute; = 'P': Perform permutations to make the matrix more nearly upper triangular. Do not diagonally scale; = 'S': Diagonally scale the matrix, i.e. replace A by D*A*D**(-1), where D is a diagonal matrix chosen to make the rows and columns of A more equal in norm. Do not permute; = 'B': Both diagonally scale and permute A. Computed reciprocal condition numbers will be for the matrix after balancing and/or permuting. Permuting does not change condition numbers (in exact arithmetic), but balancing does. JOBVL (input) CHARACTER*1 = 'N': left eigenvectors of A are not computed; = 'V': left eigenvectors of A are computed. If SENSE = 'E' or 'B', JOBVL must = 'V'. JOBVR (input) CHARACTER*1 = 'N': right eigenvectors of A are not computed; = 'V': right eigenvectors of A are computed. If SENSE = 'E' or 'B', JOBVR must = 'V'. SENSE (input) CHARACTER*1 Determines which reciprocal condition numbers are computed. = 'N': None are computed; = 'E': Computed for eigenvalues only; = 'V': Computed for right eigenvectors only; = 'B': Computed for eigenvalues and right eigenvectors. If SENSE = 'E' or 'B', both left and right eigenvectors must also be computed (JOBVL = 'V' and JOBVR = 'V'). N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the N-by-N matrix A. On exit, A has been overwritten. If JOBVL = 'V' or JOBVR = 'V', A contains the real Schur form of the balanced version of the input matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first. VL (output) REAL array, dimension (LDVL,N) If JOBVL = 'V', the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If JOBVL = 'N', VL is not referenced. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) REAL array, dimension (LDVR,N) If JOBVR = 'V', the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If JOBVR = 'N', VR is not referenced. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1). LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if JOBVR = 'V', LDVR >= N. ILO (output) INTEGER IHI (output) INTEGER ILO and IHI are integer values determined when A was balanced. The balanced A(i,j) = 0 if I > J and J = 1,...,ILO-1 or I = IHI+1,...,N. SCALE (output) REAL array, dimension (N) Details of the permutations and scaling factors applied when balancing A. If P(j) is the index of the row and column interchanged with row and column j, and D(j) is the scaling factor applied to row and column j, then SCALE(J) = P(J), for J = 1,...,ILO-1 = D(J), for J = ILO,...,IHI = P(J) for J = IHI+1,...,N. The order in which the interchanges are made is N to IHI+1, then 1 to ILO-1. ABNRM (output) REAL The one-norm of the balanced matrix (the maximum of the sum of absolute values of elements of any column). RCONDE (output) REAL array, dimension (N) RCONDE(j) is the reciprocal condition number of the j-th eigenvalue. RCONDV (output) REAL array, dimension (N) RCONDV(j) is the reciprocal condition number of the j-th right eigenvector. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SENSE = 'N' or 'E', LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6). 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. IWORK (workspace) INTEGER array, dimension (2*N-2) If SENSE = 'N' or 'E', not referenced. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, the QR algorithm failed to compute all the eigenvalues, and no eigenvectors or condition numbers have been computed; elements 1:ILO-1 and i+1:N of WR and WI contain eigenvalues which have converged. ===================================================================== Test the input arguments Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static integer c__0 = 0; static integer c_n1 = -1; /* System generated locals */ integer a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, i__2, i__3; real r__1, r__2; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer i__, k; static real r__, cs, sn; static char job[1]; static real scl, dum[1], eps; static char side[1]; static real anrm; static integer ierr, itau, iwrk, nout; extern /* Subroutine */ int srot_(integer *, real *, integer *, real *, integer *, real *, real *); extern doublereal snrm2_(integer *, real *, integer *); static integer icond; extern logical lsame_(char *, char *); extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *); extern doublereal slapy2_(real *, real *); extern /* Subroutine */ int slabad_(real *, real *); static logical scalea; static real cscale; extern /* Subroutine */ int sgebak_(char *, char *, integer *, integer *, integer *, real *, integer *, real *, integer *, integer *), sgebal_(char *, integer *, real *, integer *, integer *, integer *, real *, integer *); extern doublereal slamch_(char *), slange_(char *, integer *, integer *, real *, integer *, real *); extern /* Subroutine */ int sgehrd_(integer *, integer *, integer *, real *, integer *, real *, real *, integer *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static logical select[1]; static real bignum; extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *); extern integer isamax_(integer *, real *, integer *); extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, integer *, real *, integer *), slartg_(real *, real *, real *, real *, real *), sorghr_(integer *, integer *, integer *, real *, integer *, real *, real *, integer *, integer *), shseqr_( char *, char *, integer *, integer *, integer *, real *, integer * , real *, real *, real *, integer *, real *, integer *, integer *), strevc_(char *, char *, logical *, integer *, real *, integer *, real *, integer *, real *, integer *, integer * , integer *, real *, integer *); static integer minwrk, maxwrk; extern /* Subroutine */ int strsna_(char *, char *, logical *, integer *, real *, integer *, real *, integer *, real *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *, integer *); static logical wantvl, wntsnb; static integer hswork; static logical wntsne; static real smlnum; static logical lquery, wantvr, wntsnn, wntsnv; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; --wr; --wi; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1; vr -= vr_offset; --scale; --rconde; --rcondv; --work; --iwork; /* Function Body */ *info = 0; lquery = *lwork == -1; wantvl = lsame_(jobvl, "V"); wantvr = lsame_(jobvr, "V"); wntsnn = lsame_(sense, "N"); wntsne = lsame_(sense, "E"); wntsnv = lsame_(sense, "V"); wntsnb = lsame_(sense, "B"); if (! (lsame_(balanc, "N") || lsame_(balanc, "S") || lsame_(balanc, "P") || lsame_(balanc, "B"))) { *info = -1; } else if (! wantvl && ! lsame_(jobvl, "N")) { *info = -2; } else if (! wantvr && ! lsame_(jobvr, "N")) { *info = -3; } else if (! (wntsnn || wntsne || wntsnb || wntsnv) || (wntsne || wntsnb) && ! (wantvl && wantvr)) { *info = -4; } else if (*n < 0) { *info = -5; } else if (*lda < max(1,*n)) { *info = -7; } else if (*ldvl < 1 || wantvl && *ldvl < *n) { *info = -11; } else if (*ldvr < 1 || wantvr && *ldvr < *n) { *info = -13; } /* 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 SHSEQR, as calculated below. HSWORK is computed assuming ILO=1 and IHI=N, the worst case.) */ if (*info == 0) { if (*n == 0) { minwrk = 1; maxwrk = 1; } else { maxwrk = *n + *n * ilaenv_(&c__1, "SGEHRD", " ", n, &c__1, n, & c__0, (ftnlen)6, (ftnlen)1); if (wantvl) { shseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[ 1], &vl[vl_offset], ldvl, &work[1], &c_n1, info); } else if (wantvr) { shseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[ 1], &vr[vr_offset], ldvr, &work[1], &c_n1, info); } else { if (wntsnn) { shseqr_("E", "N", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[1], &vr[vr_offset], ldvr, &work[1], &c_n1, info); } else { shseqr_("S", "N", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[1], &vr[vr_offset], ldvr, &work[1], &c_n1, info); } } hswork = work[1]; if (! wantvl && ! wantvr) { minwrk = *n << 1; if (! wntsnn) { /* Computing MAX */ i__1 = minwrk, i__2 = *n * *n + *n * 6; minwrk = max(i__1,i__2); } maxwrk = max(maxwrk,hswork); if (! wntsnn) { /* Computing MAX */ i__1 = maxwrk, i__2 = *n * *n + *n * 6; maxwrk = max(i__1,i__2); } } else { minwrk = *n * 3; if (! wntsnn && ! wntsne) { /* Computing MAX */ i__1 = minwrk, i__2 = *n * *n + *n * 6; minwrk = max(i__1,i__2); } maxwrk = max(maxwrk,hswork); /* Computing MAX */ i__1 = maxwrk, i__2 = *n + (*n - 1) * ilaenv_(&c__1, "SORGHR", " ", n, &c__1, n, &c_n1, (ftnlen)6, (ftnlen)1); maxwrk = max(i__1,i__2); if (! wntsnn && ! wntsne) { /* Computing MAX */ i__1 = maxwrk, i__2 = *n * *n + *n * 6; maxwrk = max(i__1,i__2); } /* Computing MAX */ i__1 = maxwrk, i__2 = *n * 3; maxwrk = max(i__1,i__2); } maxwrk = max(maxwrk,minwrk); } work[1] = (real) maxwrk; if (*lwork < minwrk && ! lquery) { *info = -21; } } if (*info != 0) { i__1 = -(*info); xerbla_("SGEEVX", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Get machine constants */ eps = slamch_("P"); smlnum = slamch_("S"); bignum = 1.f / smlnum; slabad_(&smlnum, &bignum); smlnum = sqrt(smlnum) / eps; bignum = 1.f / smlnum; /* Scale A if max element outside range [SMLNUM,BIGNUM] */ icond = 0; anrm = slange_("M", n, n, &a[a_offset], lda, dum); scalea = FALSE_; if (anrm > 0.f && anrm < smlnum) { scalea = TRUE_; cscale = smlnum; } else if (anrm > bignum) { scalea = TRUE_; cscale = bignum; } if (scalea) { slascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, & ierr); } /* Balance the matrix and compute ABNRM */ sgebal_(balanc, n, &a[a_offset], lda, ilo, ihi, &scale[1], &ierr); *abnrm = slange_("1", n, n, &a[a_offset], lda, dum); if (scalea) { dum[0] = *abnrm; slascl_("G", &c__0, &c__0, &cscale, &anrm, &c__1, &c__1, dum, &c__1, & ierr); *abnrm = dum[0]; } /* Reduce to upper Hessenberg form (Workspace: need 2*N, prefer N+N*NB) */ itau = 1; iwrk = itau + *n; i__1 = *lwork - iwrk + 1; sgehrd_(n, ilo, ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, & ierr); if (wantvl) { /* Want left eigenvectors Copy Householder vectors to VL */ *(unsigned char *)side = 'L'; slacpy_("L", n, n, &a[a_offset], lda, &vl[vl_offset], ldvl) ; /* Generate orthogonal matrix in VL (Workspace: need 2*N-1, prefer N+(N-1)*NB) */ i__1 = *lwork - iwrk + 1; sorghr_(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau], &work[iwrk], & i__1, &ierr); /* Perform QR iteration, accumulating Schur vectors in VL (Workspace: need 1, prefer HSWORK (see comments) ) */ iwrk = itau; i__1 = *lwork - iwrk + 1; shseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &wr[1], &wi[1], &vl[ vl_offset], ldvl, &work[iwrk], &i__1, info); if (wantvr) { /* Want left and right eigenvectors Copy Schur vectors to VR */ *(unsigned char *)side = 'B'; slacpy_("F", n, n, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr); } } else if (wantvr) { /* Want right eigenvectors Copy Householder vectors to VR */ *(unsigned char *)side = 'R'; slacpy_("L", n, n, &a[a_offset], lda, &vr[vr_offset], ldvr) ; /* Generate orthogonal matrix in VR (Workspace: need 2*N-1, prefer N+(N-1)*NB) */ i__1 = *lwork - iwrk + 1; sorghr_(n, ilo, ihi, &vr[vr_offset], ldvr, &work[itau], &work[iwrk], & i__1, &ierr); /* Perform QR iteration, accumulating Schur vectors in VR (Workspace: need 1, prefer HSWORK (see comments) ) */ iwrk = itau; i__1 = *lwork - iwrk + 1; shseqr_("S", "V", n, ilo, ihi, &a[a_offset], lda, &wr[1], &wi[1], &vr[ vr_offset], ldvr, &work[iwrk], &i__1, info); } else { /* Compute eigenvalues only If condition numbers desired, compute Schur form */ if (wntsnn) { *(unsigned char *)job = 'E'; } else { *(unsigned char *)job = 'S'; } /* (Workspace: need 1, prefer HSWORK (see comments) ) */ iwrk = itau; i__1 = *lwork - iwrk + 1; shseqr_(job, "N", n, ilo, ihi, &a[a_offset], lda, &wr[1], &wi[1], &vr[ vr_offset], ldvr, &work[iwrk], &i__1, info); } /* If INFO > 0 from SHSEQR, then quit */ if (*info > 0) { goto L50; } if (wantvl || wantvr) { /* Compute left and/or right eigenvectors (Workspace: need 3*N) */ strevc_(side, "B", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &nout, &work[iwrk], &ierr); } /* Compute condition numbers if desired (Workspace: need N*N+6*N unless SENSE = 'E') */ if (! wntsnn) { strsna_(sense, "A", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &rconde[1], &rcondv[1], n, &nout, &work[iwrk], n, &iwork[1], &icond); } if (wantvl) { /* Undo balancing of left eigenvectors */ sgebak_(balanc, "L", n, ilo, ihi, &scale[1], n, &vl[vl_offset], ldvl, &ierr); /* Normalize left eigenvectors and make largest component real */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if (wi[i__] == 0.f) { scl = 1.f / snrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1); sscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1); } else if (wi[i__] > 0.f) { r__1 = snrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1); r__2 = snrm2_(n, &vl[(i__ + 1) * vl_dim1 + 1], &c__1); scl = 1.f / slapy2_(&r__1, &r__2); sscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1); sscal_(n, &scl, &vl[(i__ + 1) * vl_dim1 + 1], &c__1); i__2 = *n; for (k = 1; k <= i__2; ++k) { /* Computing 2nd power */ r__1 = vl[k + i__ * vl_dim1]; /* Computing 2nd power */ r__2 = vl[k + (i__ + 1) * vl_dim1]; work[k] = r__1 * r__1 + r__2 * r__2; /* L10: */ } k = isamax_(n, &work[1], &c__1); slartg_(&vl[k + i__ * vl_dim1], &vl[k + (i__ + 1) * vl_dim1], &cs, &sn, &r__); srot_(n, &vl[i__ * vl_dim1 + 1], &c__1, &vl[(i__ + 1) * vl_dim1 + 1], &c__1, &cs, &sn); vl[k + (i__ + 1) * vl_dim1] = 0.f; } /* L20: */ } } if (wantvr) { /* Undo balancing of right eigenvectors */ sgebak_(balanc, "R", n, ilo, ihi, &scale[1], n, &vr[vr_offset], ldvr, &ierr); /* Normalize right eigenvectors and make largest component real */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if (wi[i__] == 0.f) { scl = 1.f / snrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1); sscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1); } else if (wi[i__] > 0.f) { r__1 = snrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1); r__2 = snrm2_(n, &vr[(i__ + 1) * vr_dim1 + 1], &c__1); scl = 1.f / slapy2_(&r__1, &r__2); sscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1); sscal_(n, &scl, &vr[(i__ + 1) * vr_dim1 + 1], &c__1); i__2 = *n; for (k = 1; k <= i__2; ++k) { /* Computing 2nd power */ r__1 = vr[k + i__ * vr_dim1]; /* Computing 2nd power */ r__2 = vr[k + (i__ + 1) * vr_dim1]; work[k] = r__1 * r__1 + r__2 * r__2; /* L30: */ } k = isamax_(n, &work[1], &c__1); slartg_(&vr[k + i__ * vr_dim1], &vr[k + (i__ + 1) * vr_dim1], &cs, &sn, &r__); srot_(n, &vr[i__ * vr_dim1 + 1], &c__1, &vr[(i__ + 1) * vr_dim1 + 1], &c__1, &cs, &sn); vr[k + (i__ + 1) * vr_dim1] = 0.f; } /* L40: */ } } /* Undo scaling if necessary */ L50: if (scalea) { i__1 = *n - *info; /* Computing MAX */ i__3 = *n - *info; i__2 = max(i__3,1); slascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wr[*info + 1], &i__2, &ierr); i__1 = *n - *info; /* Computing MAX */ i__3 = *n - *info; i__2 = max(i__3,1); slascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[*info + 1], &i__2, &ierr); if (*info == 0) { if ((wntsnv || wntsnb) && icond == 0) { slascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &rcondv[ 1], n, &ierr); } } else { i__1 = *ilo - 1; slascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wr[1], n, &ierr); i__1 = *ilo - 1; slascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[1], n, &ierr); } } work[1] = (real) maxwrk; return 0; /* End of SGEEVX */ } /* sgeevx_ */