221 SUBROUTINE dtgex2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z,
222 $ ldz, j1, n1, n2, work, lwork, info )
231 INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2
234 DOUBLE PRECISION A( lda, * ), B( ldb, * ), Q( ldq, * ),
235 $ work( * ), z( ldz, * )
243 DOUBLE PRECISION ZERO, ONE
244 parameter ( zero = 0.0d+0, one = 1.0d+0 )
245 DOUBLE PRECISION TWENTY
246 parameter ( twenty = 2.0d+01 )
248 parameter ( ldst = 4 )
250 parameter ( wands = .true. )
254 INTEGER I, IDUM, LINFO, M
255 DOUBLE PRECISION BQRA21, BRQA21, DDUM, DNORM, DSCALE, DSUM, EPS,
256 $ f, g, sa, sb, scale, smlnum, ss, thresh, ws
259 INTEGER IWORK( ldst )
260 DOUBLE PRECISION AI( 2 ), AR( 2 ), BE( 2 ), IR( ldst, ldst ),
261 $ ircop( ldst, ldst ), li( ldst, ldst ),
262 $ licop( ldst, ldst ), s( ldst, ldst ),
263 $ scpy( ldst, ldst ), t( ldst, ldst ),
264 $ taul( ldst ), taur( ldst ), tcpy( ldst, ldst )
267 DOUBLE PRECISION DLAMCH
276 INTRINSIC abs, max, sqrt
284 IF( n.LE.1 .OR. n1.LE.0 .OR. n2.LE.0 )
286 IF( n1.GT.n .OR. ( j1+n1 ).GT.n )
289 IF( lwork.LT.max( 1, n*m, m*m*2 ) )
THEN
291 work( 1 ) = max( 1, n*m, m*m*2 )
300 CALL dlaset(
'Full', ldst, ldst, zero, zero, li, ldst )
301 CALL dlaset(
'Full', ldst, ldst, zero, zero, ir, ldst )
302 CALL dlacpy(
'Full', m, m, a( j1, j1 ), lda, s, ldst )
303 CALL dlacpy(
'Full', m, m, b( j1, j1 ), ldb, t, ldst )
308 smlnum = dlamch(
'S' ) / eps
311 CALL dlacpy(
'Full', m, m, s, ldst, work, m )
312 CALL dlassq( m*m, work, 1, dscale, dsum )
313 CALL dlacpy(
'Full', m, m, t, ldst, work, m )
314 CALL dlassq( m*m, work, 1, dscale, dsum )
315 dnorm = dscale*sqrt( dsum )
325 thresh = max( twenty*eps*dnorm, smlnum )
334 f = s( 2, 2 )*t( 1, 1 ) - t( 2, 2 )*s( 1, 1 )
335 g = s( 2, 2 )*t( 1, 2 ) - t( 2, 2 )*s( 1, 2 )
336 sb = abs( t( 2, 2 ) )
337 sa = abs( s( 2, 2 ) )
338 CALL dlartg( f, g, ir( 1, 2 ), ir( 1, 1 ), ddum )
339 ir( 2, 1 ) = -ir( 1, 2 )
340 ir( 2, 2 ) = ir( 1, 1 )
341 CALL drot( 2, s( 1, 1 ), 1, s( 1, 2 ), 1, ir( 1, 1 ),
343 CALL drot( 2, t( 1, 1 ), 1, t( 1, 2 ), 1, ir( 1, 1 ),
346 CALL dlartg( s( 1, 1 ), s( 2, 1 ), li( 1, 1 ), li( 2, 1 ),
349 CALL dlartg( t( 1, 1 ), t( 2, 1 ), li( 1, 1 ), li( 2, 1 ),
352 CALL drot( 2, s( 1, 1 ), ldst, s( 2, 1 ), ldst, li( 1, 1 ),
354 CALL drot( 2, t( 1, 1 ), ldst, t( 2, 1 ), ldst, li( 1, 1 ),
356 li( 2, 2 ) = li( 1, 1 )
357 li( 1, 2 ) = -li( 2, 1 )
362 ws = abs( s( 2, 1 ) ) + abs( t( 2, 1 ) )
372 CALL dlacpy(
'Full', m, m, a( j1, j1 ), lda, work( m*m+1 ),
374 CALL dgemm(
'N',
'N', m, m, m, one, li, ldst, s, ldst, zero,
376 CALL dgemm(
'N',
'T', m, m, m, -one, work, m, ir, ldst, one,
380 CALL dlassq( m*m, work( m*m+1 ), 1, dscale, dsum )
382 CALL dlacpy(
'Full', m, m, b( j1, j1 ), ldb, work( m*m+1 ),
384 CALL dgemm(
'N',
'N', m, m, m, one, li, ldst, t, ldst, zero,
386 CALL dgemm(
'N',
'T', m, m, m, -one, work, m, ir, ldst, one,
388 CALL dlassq( m*m, work( m*m+1 ), 1, dscale, dsum )
389 ss = dscale*sqrt( dsum )
390 dtrong = ss.LE.thresh
398 CALL drot( j1+1, a( 1, j1 ), 1, a( 1, j1+1 ), 1, ir( 1, 1 ),
400 CALL drot( j1+1, b( 1, j1 ), 1, b( 1, j1+1 ), 1, ir( 1, 1 ),
402 CALL drot( n-j1+1, a( j1, j1 ), lda, a( j1+1, j1 ), lda,
403 $ li( 1, 1 ), li( 2, 1 ) )
404 CALL drot( n-j1+1, b( j1, j1 ), ldb, b( j1+1, j1 ), ldb,
405 $ li( 1, 1 ), li( 2, 1 ) )
415 $
CALL drot( n, z( 1, j1 ), 1, z( 1, j1+1 ), 1, ir( 1, 1 ),
418 $
CALL drot( n, q( 1, j1 ), 1, q( 1, j1+1 ), 1, li( 1, 1 ),
435 CALL dlacpy(
'Full', n1, n2, t( 1, n1+1 ), ldst, li, ldst )
436 CALL dlacpy(
'Full', n1, n2, s( 1, n1+1 ), ldst,
437 $ ir( n2+1, n1+1 ), ldst )
438 CALL dtgsy2(
'N', 0, n1, n2, s, ldst, s( n1+1, n1+1 ), ldst,
439 $ ir( n2+1, n1+1 ), ldst, t, ldst, t( n1+1, n1+1 ),
440 $ ldst, li, ldst, scale, dsum, dscale, iwork, idum,
452 CALL dscal( n1, -one, li( 1, i ), 1 )
453 li( n1+i, i ) = scale
455 CALL dgeqr2( m, n2, li, ldst, taul, work, linfo )
458 CALL dorg2r( m, m, n2, li, ldst, taul, work, linfo )
469 ir( n2+i, i ) = scale
471 CALL dgerq2( n1, m, ir( n2+1, 1 ), ldst, taur, work, linfo )
474 CALL dorgr2( m, m, n1, ir, ldst, taur, work, linfo )
480 CALL dgemm(
'T',
'N', m, m, m, one, li, ldst, s, ldst, zero,
482 CALL dgemm(
'N',
'T', m, m, m, one, work, m, ir, ldst, zero, s,
484 CALL dgemm(
'T',
'N', m, m, m, one, li, ldst, t, ldst, zero,
486 CALL dgemm(
'N',
'T', m, m, m, one, work, m, ir, ldst, zero, t,
488 CALL dlacpy(
'F', m, m, s, ldst, scpy, ldst )
489 CALL dlacpy(
'F', m, m, t, ldst, tcpy, ldst )
490 CALL dlacpy(
'F', m, m, ir, ldst, ircop, ldst )
491 CALL dlacpy(
'F', m, m, li, ldst, licop, ldst )
496 CALL dgerq2( m, m, t, ldst, taur, work, linfo )
499 CALL dormr2(
'R',
'T', m, m, m, t, ldst, taur, s, ldst, work,
503 CALL dormr2(
'L',
'N', m, m, m, t, ldst, taur, ir, ldst, work,
513 CALL dlassq( n1, s( n2+1, i ), 1, dscale, dsum )
515 brqa21 = dscale*sqrt( dsum )
520 CALL dgeqr2( m, m, tcpy, ldst, taul, work, linfo )
523 CALL dorm2r(
'L',
'T', m, m, m, tcpy, ldst, taul, scpy, ldst,
525 CALL dorm2r(
'R',
'N', m, m, m, tcpy, ldst, taul, licop, ldst,
535 CALL dlassq( n1, scpy( n2+1, i ), 1, dscale, dsum )
537 bqra21 = dscale*sqrt( dsum )
543 IF( bqra21.LE.brqa21 .AND. bqra21.LE.thresh )
THEN
544 CALL dlacpy(
'F', m, m, scpy, ldst, s, ldst )
545 CALL dlacpy(
'F', m, m, tcpy, ldst, t, ldst )
546 CALL dlacpy(
'F', m, m, ircop, ldst, ir, ldst )
547 CALL dlacpy(
'F', m, m, licop, ldst, li, ldst )
548 ELSE IF( brqa21.GE.thresh )
THEN
554 CALL dlaset(
'Lower', m-1, m-1, zero, zero, t(2,1), ldst )
561 CALL dlacpy(
'Full', m, m, a( j1, j1 ), lda, work( m*m+1 ),
563 CALL dgemm(
'N',
'N', m, m, m, one, li, ldst, s, ldst, zero,
565 CALL dgemm(
'N',
'N', m, m, m, -one, work, m, ir, ldst, one,
569 CALL dlassq( m*m, work( m*m+1 ), 1, dscale, dsum )
571 CALL dlacpy(
'Full', m, m, b( j1, j1 ), ldb, work( m*m+1 ),
573 CALL dgemm(
'N',
'N', m, m, m, one, li, ldst, t, ldst, zero,
575 CALL dgemm(
'N',
'N', m, m, m, -one, work, m, ir, ldst, one,
577 CALL dlassq( m*m, work( m*m+1 ), 1, dscale, dsum )
578 ss = dscale*sqrt( dsum )
579 dtrong = ( ss.LE.thresh )
588 CALL dlaset(
'Full', n1, n2, zero, zero, s(n2+1,1), ldst )
592 CALL dlacpy(
'F', m, m, s, ldst, a( j1, j1 ), lda )
593 CALL dlacpy(
'F', m, m, t, ldst, b( j1, j1 ), ldb )
594 CALL dlaset(
'Full', ldst, ldst, zero, zero, t, ldst )
598 CALL dlaset(
'Full', m, m, zero, zero, work, m )
601 idum = lwork - m*m - 2
603 CALL dlagv2( a( j1, j1 ), lda, b( j1, j1 ), ldb, ar, ai, be,
604 $ work( 1 ), work( 2 ), t( 1, 1 ), t( 2, 1 ) )
605 work( m+1 ) = -work( 2 )
606 work( m+2 ) = work( 1 )
607 t( n2, n2 ) = t( 1, 1 )
608 t( 1, 2 ) = -t( 2, 1 )
614 CALL dlagv2( a( j1+n2, j1+n2 ), lda, b( j1+n2, j1+n2 ), ldb,
615 $ taur, taul, work( m*m+1 ), work( n2*m+n2+1 ),
616 $ work( n2*m+n2+2 ), t( n2+1, n2+1 ),
618 work( m*m ) = work( n2*m+n2+1 )
619 work( m*m-1 ) = -work( n2*m+n2+2 )
620 t( m, m ) = t( n2+1, n2+1 )
621 t( m-1, m ) = -t( m, m-1 )
623 CALL dgemm(
'T',
'N', n2, n1, n2, one, work, m, a( j1, j1+n2 ),
624 $ lda, zero, work( m*m+1 ), n2 )
625 CALL dlacpy(
'Full', n2, n1, work( m*m+1 ), n2, a( j1, j1+n2 ),
627 CALL dgemm(
'T',
'N', n2, n1, n2, one, work, m, b( j1, j1+n2 ),
628 $ ldb, zero, work( m*m+1 ), n2 )
629 CALL dlacpy(
'Full', n2, n1, work( m*m+1 ), n2, b( j1, j1+n2 ),
631 CALL dgemm(
'N',
'N', m, m, m, one, li, ldst, work, m, zero,
633 CALL dlacpy(
'Full', m, m, work( m*m+1 ), m, li, ldst )
634 CALL dgemm(
'N',
'N', n2, n1, n1, one, a( j1, j1+n2 ), lda,
635 $ t( n2+1, n2+1 ), ldst, zero, work, n2 )
636 CALL dlacpy(
'Full', n2, n1, work, n2, a( j1, j1+n2 ), lda )
637 CALL dgemm(
'N',
'N', n2, n1, n1, one, b( j1, j1+n2 ), ldb,
638 $ t( n2+1, n2+1 ), ldst, zero, work, n2 )
639 CALL dlacpy(
'Full', n2, n1, work, n2, b( j1, j1+n2 ), ldb )
640 CALL dgemm(
'T',
'N', m, m, m, one, ir, ldst, t, ldst, zero,
642 CALL dlacpy(
'Full', m, m, work, m, ir, ldst )
647 CALL dgemm(
'N',
'N', n, m, m, one, q( 1, j1 ), ldq, li,
648 $ ldst, zero, work, n )
649 CALL dlacpy(
'Full', n, m, work, n, q( 1, j1 ), ldq )
654 CALL dgemm(
'N',
'N', n, m, m, one, z( 1, j1 ), ldz, ir,
655 $ ldst, zero, work, n )
656 CALL dlacpy(
'Full', n, m, work, n, z( 1, j1 ), ldz )
665 CALL dgemm(
'T',
'N', m, n-i+1, m, one, li, ldst,
666 $ a( j1, i ), lda, zero, work, m )
667 CALL dlacpy(
'Full', m, n-i+1, work, m, a( j1, i ), lda )
668 CALL dgemm(
'T',
'N', m, n-i+1, m, one, li, ldst,
669 $ b( j1, i ), ldb, zero, work, m )
670 CALL dlacpy(
'Full', m, n-i+1, work, m, b( j1, i ), ldb )
674 CALL dgemm(
'N',
'N', i, m, m, one, a( 1, j1 ), lda, ir,
675 $ ldst, zero, work, i )
676 CALL dlacpy(
'Full', i, m, work, i, a( 1, j1 ), lda )
677 CALL dgemm(
'N',
'N', i, m, m, one, b( 1, j1 ), ldb, ir,
678 $ ldst, zero, work, i )
679 CALL dlacpy(
'Full', i, m, work, i, b( 1, j1 ), ldb )
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values...
subroutine dgerq2(M, N, A, LDA, TAU, WORK, INFO)
DGERQ2 computes the RQ factorization of a general rectangular matrix using an unblocked algorithm...
subroutine dgeqr2(M, N, A, LDA, TAU, WORK, INFO)
DGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm...
subroutine dlacpy(UPLO, M, N, A, LDA, B, LDB)
DLACPY copies all or part of one two-dimensional array to another.
subroutine drot(N, DX, INCX, DY, INCY, C, S)
DROT
subroutine dtgex2(WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO)
DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equ...
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
subroutine dormr2(SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO)
DORMR2 multiplies a general matrix by the orthogonal matrix from a RQ factorization determined by sge...
subroutine dscal(N, DA, DX, INCX)
DSCAL
subroutine dorm2r(SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO)
DORM2R multiplies a general matrix by the orthogonal matrix from a QR factorization determined by sge...
subroutine dlassq(N, X, INCX, SCALE, SUMSQ)
DLASSQ updates a sum of squares represented in scaled form.
subroutine dorg2r(M, N, K, A, LDA, TAU, WORK, INFO)
DORG2R generates all or part of the orthogonal matrix Q from a QR factorization determined by sgeqrf ...
subroutine dlartg(F, G, CS, SN, R)
DLARTG generates a plane rotation with real cosine and real sine.
subroutine dlagv2(A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL, CSR, SNR)
DLAGV2 computes the Generalized Schur factorization of a real 2-by-2 matrix pencil (A...
subroutine dorgr2(M, N, K, A, LDA, TAU, WORK, INFO)
DORGR2 generates all or part of the orthogonal matrix Q from an RQ factorization determined by sgerqf...
subroutine dtgsy2(TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, IWORK, PQ, INFO)
DTGSY2 solves the generalized Sylvester equation (unblocked algorithm).