LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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sgges.f
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1*> \brief <b> SGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download SGGES + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgges.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgges.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgges.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE SGGES( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
20* SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
21* LDVSR, WORK, LWORK, BWORK, INFO )
22*
23* .. Scalar Arguments ..
24* CHARACTER JOBVSL, JOBVSR, SORT
25* INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
26* ..
27* .. Array Arguments ..
28* LOGICAL BWORK( * )
29* REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
30* $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
31* $ VSR( LDVSR, * ), WORK( * )
32* ..
33* .. Function Arguments ..
34* LOGICAL SELCTG
35* EXTERNAL SELCTG
36* ..
37*
38*
39*> \par Purpose:
40* =============
41*>
42*> \verbatim
43*>
44*> SGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B),
45*> the generalized eigenvalues, the generalized real Schur form (S,T),
46*> optionally, the left and/or right matrices of Schur vectors (VSL and
47*> VSR). This gives the generalized Schur factorization
48*>
49*> (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
50*>
51*> Optionally, it also orders the eigenvalues so that a selected cluster
52*> of eigenvalues appears in the leading diagonal blocks of the upper
53*> quasi-triangular matrix S and the upper triangular matrix T.The
54*> leading columns of VSL and VSR then form an orthonormal basis for the
55*> corresponding left and right eigenspaces (deflating subspaces).
56*>
57*> (If only the generalized eigenvalues are needed, use the driver
58*> SGGEV instead, which is faster.)
59*>
60*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
61*> or a ratio alpha/beta = w, such that A - w*B is singular. It is
62*> usually represented as the pair (alpha,beta), as there is a
63*> reasonable interpretation for beta=0 or both being zero.
64*>
65*> A pair of matrices (S,T) is in generalized real Schur form if T is
66*> upper triangular with non-negative diagonal and S is block upper
67*> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
68*> to real generalized eigenvalues, while 2-by-2 blocks of S will be
69*> "standardized" by making the corresponding elements of T have the
70*> form:
71*> [ a 0 ]
72*> [ 0 b ]
73*>
74*> and the pair of corresponding 2-by-2 blocks in S and T will have a
75*> complex conjugate pair of generalized eigenvalues.
76*>
77*> \endverbatim
78*
79* Arguments:
80* ==========
81*
82*> \param[in] JOBVSL
83*> \verbatim
84*> JOBVSL is CHARACTER*1
85*> = 'N': do not compute the left Schur vectors;
86*> = 'V': compute the left Schur vectors.
87*> \endverbatim
88*>
89*> \param[in] JOBVSR
90*> \verbatim
91*> JOBVSR is CHARACTER*1
92*> = 'N': do not compute the right Schur vectors;
93*> = 'V': compute the right Schur vectors.
94*> \endverbatim
95*>
96*> \param[in] SORT
97*> \verbatim
98*> SORT is CHARACTER*1
99*> Specifies whether or not to order the eigenvalues on the
100*> diagonal of the generalized Schur form.
101*> = 'N': Eigenvalues are not ordered;
102*> = 'S': Eigenvalues are ordered (see SELCTG);
103*> \endverbatim
104*>
105*> \param[in] SELCTG
106*> \verbatim
107*> SELCTG is a LOGICAL FUNCTION of three REAL arguments
108*> SELCTG must be declared EXTERNAL in the calling subroutine.
109*> If SORT = 'N', SELCTG is not referenced.
110*> If SORT = 'S', SELCTG is used to select eigenvalues to sort
111*> to the top left of the Schur form.
112*> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
113*> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
114*> one of a complex conjugate pair of eigenvalues is selected,
115*> then both complex eigenvalues are selected.
116*>
117*> Note that in the ill-conditioned case, a selected complex
118*> eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
119*> BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
120*> in this case.
121*> \endverbatim
122*>
123*> \param[in] N
124*> \verbatim
125*> N is INTEGER
126*> The order of the matrices A, B, VSL, and VSR. N >= 0.
127*> \endverbatim
128*>
129*> \param[in,out] A
130*> \verbatim
131*> A is REAL array, dimension (LDA, N)
132*> On entry, the first of the pair of matrices.
133*> On exit, A has been overwritten by its generalized Schur
134*> form S.
135*> \endverbatim
136*>
137*> \param[in] LDA
138*> \verbatim
139*> LDA is INTEGER
140*> The leading dimension of A. LDA >= max(1,N).
141*> \endverbatim
142*>
143*> \param[in,out] B
144*> \verbatim
145*> B is REAL array, dimension (LDB, N)
146*> On entry, the second of the pair of matrices.
147*> On exit, B has been overwritten by its generalized Schur
148*> form T.
149*> \endverbatim
150*>
151*> \param[in] LDB
152*> \verbatim
153*> LDB is INTEGER
154*> The leading dimension of B. LDB >= max(1,N).
155*> \endverbatim
156*>
157*> \param[out] SDIM
158*> \verbatim
159*> SDIM is INTEGER
160*> If SORT = 'N', SDIM = 0.
161*> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
162*> for which SELCTG is true. (Complex conjugate pairs for which
163*> SELCTG is true for either eigenvalue count as 2.)
164*> \endverbatim
165*>
166*> \param[out] ALPHAR
167*> \verbatim
168*> ALPHAR is REAL array, dimension (N)
169*> \endverbatim
170*>
171*> \param[out] ALPHAI
172*> \verbatim
173*> ALPHAI is REAL array, dimension (N)
174*> \endverbatim
175*>
176*> \param[out] BETA
177*> \verbatim
178*> BETA is REAL array, dimension (N)
179*> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
180*> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i,
181*> and BETA(j),j=1,...,N are the diagonals of the complex Schur
182*> form (S,T) that would result if the 2-by-2 diagonal blocks of
183*> the real Schur form of (A,B) were further reduced to
184*> triangular form using 2-by-2 complex unitary transformations.
185*> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
186*> positive, then the j-th and (j+1)-st eigenvalues are a
187*> complex conjugate pair, with ALPHAI(j+1) negative.
188*>
189*> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
190*> may easily over- or underflow, and BETA(j) may even be zero.
191*> Thus, the user should avoid naively computing the ratio.
192*> However, ALPHAR and ALPHAI will be always less than and
193*> usually comparable with norm(A) in magnitude, and BETA always
194*> less than and usually comparable with norm(B).
195*> \endverbatim
196*>
197*> \param[out] VSL
198*> \verbatim
199*> VSL is REAL array, dimension (LDVSL,N)
200*> If JOBVSL = 'V', VSL will contain the left Schur vectors.
201*> Not referenced if JOBVSL = 'N'.
202*> \endverbatim
203*>
204*> \param[in] LDVSL
205*> \verbatim
206*> LDVSL is INTEGER
207*> The leading dimension of the matrix VSL. LDVSL >=1, and
208*> if JOBVSL = 'V', LDVSL >= N.
209*> \endverbatim
210*>
211*> \param[out] VSR
212*> \verbatim
213*> VSR is REAL array, dimension (LDVSR,N)
214*> If JOBVSR = 'V', VSR will contain the right Schur vectors.
215*> Not referenced if JOBVSR = 'N'.
216*> \endverbatim
217*>
218*> \param[in] LDVSR
219*> \verbatim
220*> LDVSR is INTEGER
221*> The leading dimension of the matrix VSR. LDVSR >= 1, and
222*> if JOBVSR = 'V', LDVSR >= N.
223*> \endverbatim
224*>
225*> \param[out] WORK
226*> \verbatim
227*> WORK is REAL array, dimension (MAX(1,LWORK))
228*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
229*> \endverbatim
230*>
231*> \param[in] LWORK
232*> \verbatim
233*> LWORK is INTEGER
234*> The dimension of the array WORK.
235*> If N = 0, LWORK >= 1, else LWORK >= max(8*N,6*N+16).
236*> For good performance , LWORK must generally be larger.
237*>
238*> If LWORK = -1, then a workspace query is assumed; the routine
239*> only calculates the optimal size of the WORK array, returns
240*> this value as the first entry of the WORK array, and no error
241*> message related to LWORK is issued by XERBLA.
242*> \endverbatim
243*>
244*> \param[out] BWORK
245*> \verbatim
246*> BWORK is LOGICAL array, dimension (N)
247*> Not referenced if SORT = 'N'.
248*> \endverbatim
249*>
250*> \param[out] INFO
251*> \verbatim
252*> INFO is INTEGER
253*> = 0: successful exit
254*> < 0: if INFO = -i, the i-th argument had an illegal value.
255*> = 1,...,N:
256*> The QZ iteration failed. (A,B) are not in Schur
257*> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
258*> be correct for j=INFO+1,...,N.
259*> > N: =N+1: other than QZ iteration failed in SHGEQZ.
260*> =N+2: after reordering, roundoff changed values of
261*> some complex eigenvalues so that leading
262*> eigenvalues in the Generalized Schur form no
263*> longer satisfy SELCTG=.TRUE. This could also
264*> be caused due to scaling.
265*> =N+3: reordering failed in STGSEN.
266*> \endverbatim
267*
268* Authors:
269* ========
270*
271*> \author Univ. of Tennessee
272*> \author Univ. of California Berkeley
273*> \author Univ. of Colorado Denver
274*> \author NAG Ltd.
275*
276*> \ingroup gges
277*
278* =====================================================================
279 SUBROUTINE sgges( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
280 $ LDB,
281 $ SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
282 $ LDVSR, WORK, LWORK, BWORK, INFO )
283*
284* -- LAPACK driver routine --
285* -- LAPACK is a software package provided by Univ. of Tennessee, --
286* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
287*
288* .. Scalar Arguments ..
289 CHARACTER JOBVSL, JOBVSR, SORT
290 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
291* ..
292* .. Array Arguments ..
293 LOGICAL BWORK( * )
294 REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
295 $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
296 $ vsr( ldvsr, * ), work( * )
297* ..
298* .. Function Arguments ..
299 LOGICAL SELCTG
300 EXTERNAL SELCTG
301* ..
302*
303* =====================================================================
304*
305* .. Parameters ..
306 REAL ZERO, ONE
307 PARAMETER ( ZERO = 0.0e+0, one = 1.0e+0 )
308* ..
309* .. Local Scalars ..
310 LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
311 $ LQUERY, LST2SL, WANTST
312 INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
313 $ ilo, ip, iright, irows, itau, iwrk, maxwrk,
314 $ minwrk
315 REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
316 $ PVSR, SAFMAX, SAFMIN, SMLNUM
317* ..
318* .. Local Arrays ..
319 INTEGER IDUM( 1 )
320 REAL DIF( 2 )
321* ..
322* .. External Subroutines ..
323 EXTERNAL sgeqrf, sggbak, sggbal, sgghrd, shgeqz,
324 $ slacpy,
326* ..
327* .. External Functions ..
328 LOGICAL LSAME
329 INTEGER ILAENV
330 REAL SLAMCH, SLANGE, SROUNDUP_LWORK
331 EXTERNAL lsame, ilaenv, slamch, slange,
332 $ sroundup_lwork
333* ..
334* .. Intrinsic Functions ..
335 INTRINSIC abs, max, sqrt
336* ..
337* .. Executable Statements ..
338*
339* Decode the input arguments
340*
341 IF( lsame( jobvsl, 'N' ) ) THEN
342 ijobvl = 1
343 ilvsl = .false.
344 ELSE IF( lsame( jobvsl, 'V' ) ) THEN
345 ijobvl = 2
346 ilvsl = .true.
347 ELSE
348 ijobvl = -1
349 ilvsl = .false.
350 END IF
351*
352 IF( lsame( jobvsr, 'N' ) ) THEN
353 ijobvr = 1
354 ilvsr = .false.
355 ELSE IF( lsame( jobvsr, 'V' ) ) THEN
356 ijobvr = 2
357 ilvsr = .true.
358 ELSE
359 ijobvr = -1
360 ilvsr = .false.
361 END IF
362*
363 wantst = lsame( sort, 'S' )
364*
365* Test the input arguments
366*
367 info = 0
368 lquery = ( lwork.EQ.-1 )
369 IF( ijobvl.LE.0 ) THEN
370 info = -1
371 ELSE IF( ijobvr.LE.0 ) THEN
372 info = -2
373 ELSE IF( ( .NOT.wantst ) .AND.
374 $ ( .NOT.lsame( sort, 'N' ) ) ) THEN
375 info = -3
376 ELSE IF( n.LT.0 ) THEN
377 info = -5
378 ELSE IF( lda.LT.max( 1, n ) ) THEN
379 info = -7
380 ELSE IF( ldb.LT.max( 1, n ) ) THEN
381 info = -9
382 ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) ) THEN
383 info = -15
384 ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) ) THEN
385 info = -17
386 END IF
387*
388* Compute workspace
389* (Note: Comments in the code beginning "Workspace:" describe the
390* minimal amount of workspace needed at that point in the code,
391* as well as the preferred amount for good performance.
392* NB refers to the optimal block size for the immediately
393* following subroutine, as returned by ILAENV.)
394*
395 IF( info.EQ.0 ) THEN
396 IF( n.GT.0 )THEN
397 minwrk = max( 8*n, 6*n + 16 )
398 maxwrk = minwrk - n +
399 $ n*ilaenv( 1, 'SGEQRF', ' ', n, 1, n, 0 )
400 maxwrk = max( maxwrk, minwrk - n +
401 $ n*ilaenv( 1, 'SORMQR', ' ', n, 1, n, -1 ) )
402 IF( ilvsl ) THEN
403 maxwrk = max( maxwrk, minwrk - n +
404 $ n*ilaenv( 1, 'SORGQR', ' ', n, 1, n,
405 $ -1 ) )
406 END IF
407 ELSE
408 minwrk = 1
409 maxwrk = 1
410 END IF
411 work( 1 ) = sroundup_lwork(maxwrk)
412*
413 IF( lwork.LT.minwrk .AND. .NOT.lquery )
414 $ info = -19
415 END IF
416*
417 IF( info.NE.0 ) THEN
418 CALL xerbla( 'SGGES ', -info )
419 RETURN
420 ELSE IF( lquery ) THEN
421 RETURN
422 END IF
423*
424* Quick return if possible
425*
426 IF( n.EQ.0 ) THEN
427 sdim = 0
428 RETURN
429 END IF
430*
431* Get machine constants
432*
433 eps = slamch( 'P' )
434 safmin = slamch( 'S' )
435 safmax = one / safmin
436 smlnum = sqrt( safmin ) / eps
437 bignum = one / smlnum
438*
439* Scale A if max element outside range [SMLNUM,BIGNUM]
440*
441 anrm = slange( 'M', n, n, a, lda, work )
442 ilascl = .false.
443 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
444 anrmto = smlnum
445 ilascl = .true.
446 ELSE IF( anrm.GT.bignum ) THEN
447 anrmto = bignum
448 ilascl = .true.
449 END IF
450 IF( ilascl )
451 $ CALL slascl( 'G', 0, 0, anrm, anrmto, n, n, a, lda, ierr )
452*
453* Scale B if max element outside range [SMLNUM,BIGNUM]
454*
455 bnrm = slange( 'M', n, n, b, ldb, work )
456 ilbscl = .false.
457 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
458 bnrmto = smlnum
459 ilbscl = .true.
460 ELSE IF( bnrm.GT.bignum ) THEN
461 bnrmto = bignum
462 ilbscl = .true.
463 END IF
464 IF( ilbscl )
465 $ CALL slascl( 'G', 0, 0, bnrm, bnrmto, n, n, b, ldb, ierr )
466*
467* Permute the matrix to make it more nearly triangular
468* (Workspace: need 6*N + 2*N space for storing balancing factors)
469*
470 ileft = 1
471 iright = n + 1
472 iwrk = iright + n
473 CALL sggbal( 'P', n, a, lda, b, ldb, ilo, ihi, work( ileft ),
474 $ work( iright ), work( iwrk ), ierr )
475*
476* Reduce B to triangular form (QR decomposition of B)
477* (Workspace: need N, prefer N*NB)
478*
479 irows = ihi + 1 - ilo
480 icols = n + 1 - ilo
481 itau = iwrk
482 iwrk = itau + irows
483 CALL sgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
484 $ work( iwrk ), lwork+1-iwrk, ierr )
485*
486* Apply the orthogonal transformation to matrix A
487* (Workspace: need N, prefer N*NB)
488*
489 CALL sormqr( 'L', 'T', irows, icols, irows, b( ilo, ilo ), ldb,
490 $ work( itau ), a( ilo, ilo ), lda, work( iwrk ),
491 $ lwork+1-iwrk, ierr )
492*
493* Initialize VSL
494* (Workspace: need N, prefer N*NB)
495*
496 IF( ilvsl ) THEN
497 CALL slaset( 'Full', n, n, zero, one, vsl, ldvsl )
498 IF( irows.GT.1 ) THEN
499 CALL slacpy( 'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
500 $ vsl( ilo+1, ilo ), ldvsl )
501 END IF
502 CALL sorgqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
503 $ work( itau ), work( iwrk ), lwork+1-iwrk, ierr )
504 END IF
505*
506* Initialize VSR
507*
508 IF( ilvsr )
509 $ CALL slaset( 'Full', n, n, zero, one, vsr, ldvsr )
510*
511* Reduce to generalized Hessenberg form
512* (Workspace: none needed)
513*
514 CALL sgghrd( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
515 $ ldvsl, vsr, ldvsr, ierr )
516*
517* Perform QZ algorithm, computing Schur vectors if desired
518* (Workspace: need N)
519*
520 iwrk = itau
521 CALL shgeqz( 'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
522 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
523 $ work( iwrk ), lwork+1-iwrk, ierr )
524 IF( ierr.NE.0 ) THEN
525 IF( ierr.GT.0 .AND. ierr.LE.n ) THEN
526 info = ierr
527 ELSE IF( ierr.GT.n .AND. ierr.LE.2*n ) THEN
528 info = ierr - n
529 ELSE
530 info = n + 1
531 END IF
532 GO TO 40
533 END IF
534*
535* Sort eigenvalues ALPHA/BETA if desired
536* (Workspace: need 4*N+16 )
537*
538 sdim = 0
539 IF( wantst ) THEN
540*
541* Undo scaling on eigenvalues before SELCTGing
542*
543 IF( ilascl ) THEN
544 CALL slascl( 'G', 0, 0, anrmto, anrm, n, 1, alphar, n,
545 $ ierr )
546 CALL slascl( 'G', 0, 0, anrmto, anrm, n, 1, alphai, n,
547 $ ierr )
548 END IF
549 IF( ilbscl )
550 $ CALL slascl( 'G', 0, 0, bnrmto, bnrm, n, 1, beta, n,
551 $ ierr )
552*
553* Select eigenvalues
554*
555 DO 10 i = 1, n
556 bwork( i ) = selctg( alphar( i ), alphai( i ),
557 $ beta( i ) )
558 10 CONTINUE
559*
560 CALL stgsen( 0, ilvsl, ilvsr, bwork, n, a, lda, b, ldb,
561 $ alphar,
562 $ alphai, beta, vsl, ldvsl, vsr, ldvsr, sdim, pvsl,
563 $ pvsr, dif, work( iwrk ), lwork-iwrk+1, idum, 1,
564 $ ierr )
565 IF( ierr.EQ.1 )
566 $ info = n + 3
567*
568 END IF
569*
570* Apply back-permutation to VSL and VSR
571* (Workspace: none needed)
572*
573 IF( ilvsl )
574 $ CALL sggbak( 'P', 'L', n, ilo, ihi, work( ileft ),
575 $ work( iright ), n, vsl, ldvsl, ierr )
576*
577 IF( ilvsr )
578 $ CALL sggbak( 'P', 'R', n, ilo, ihi, work( ileft ),
579 $ work( iright ), n, vsr, ldvsr, ierr )
580*
581* Check if unscaling would cause over/underflow, if so, rescale
582* (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
583* B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
584*
585 IF( ilascl )THEN
586 DO 50 i = 1, n
587 IF( alphai( i ).NE.zero ) THEN
588 IF( ( alphar( i )/safmax ).GT.( anrmto/anrm ) .OR.
589 $ ( safmin/alphar( i ) ).GT.( anrm/anrmto ) ) THEN
590 work( 1 ) = abs( a( i, i )/alphar( i ) )
591 beta( i ) = beta( i )*work( 1 )
592 alphar( i ) = alphar( i )*work( 1 )
593 alphai( i ) = alphai( i )*work( 1 )
594 ELSE IF( ( alphai( i )/safmax ).GT.( anrmto/anrm ) .OR.
595 $ ( safmin/alphai( i ) ).GT.( anrm/anrmto ) ) THEN
596 work( 1 ) = abs( a( i, i+1 )/alphai( i ) )
597 beta( i ) = beta( i )*work( 1 )
598 alphar( i ) = alphar( i )*work( 1 )
599 alphai( i ) = alphai( i )*work( 1 )
600 END IF
601 END IF
602 50 CONTINUE
603 END IF
604*
605 IF( ilbscl )THEN
606 DO 60 i = 1, n
607 IF( alphai( i ).NE.zero ) THEN
608 IF( ( beta( i )/safmax ).GT.( bnrmto/bnrm ) .OR.
609 $ ( safmin/beta( i ) ).GT.( bnrm/bnrmto ) ) THEN
610 work( 1 ) = abs(b( i, i )/beta( i ))
611 beta( i ) = beta( i )*work( 1 )
612 alphar( i ) = alphar( i )*work( 1 )
613 alphai( i ) = alphai( i )*work( 1 )
614 END IF
615 END IF
616 60 CONTINUE
617 END IF
618*
619* Undo scaling
620*
621 IF( ilascl ) THEN
622 CALL slascl( 'H', 0, 0, anrmto, anrm, n, n, a, lda, ierr )
623 CALL slascl( 'G', 0, 0, anrmto, anrm, n, 1, alphar, n,
624 $ ierr )
625 CALL slascl( 'G', 0, 0, anrmto, anrm, n, 1, alphai, n,
626 $ ierr )
627 END IF
628*
629 IF( ilbscl ) THEN
630 CALL slascl( 'U', 0, 0, bnrmto, bnrm, n, n, b, ldb, ierr )
631 CALL slascl( 'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
632 END IF
633*
634 IF( wantst ) THEN
635*
636* Check if reordering is correct
637*
638 lastsl = .true.
639 lst2sl = .true.
640 sdim = 0
641 ip = 0
642 DO 30 i = 1, n
643 cursl = selctg( alphar( i ), alphai( i ), beta( i ) )
644 IF( alphai( i ).EQ.zero ) THEN
645 IF( cursl )
646 $ sdim = sdim + 1
647 ip = 0
648 IF( cursl .AND. .NOT.lastsl )
649 $ info = n + 2
650 ELSE
651 IF( ip.EQ.1 ) THEN
652*
653* Last eigenvalue of conjugate pair
654*
655 cursl = cursl .OR. lastsl
656 lastsl = cursl
657 IF( cursl )
658 $ sdim = sdim + 2
659 ip = -1
660 IF( cursl .AND. .NOT.lst2sl )
661 $ info = n + 2
662 ELSE
663*
664* First eigenvalue of conjugate pair
665*
666 ip = 1
667 END IF
668 END IF
669 lst2sl = lastsl
670 lastsl = cursl
671 30 CONTINUE
672*
673 END IF
674*
675 40 CONTINUE
676*
677 work( 1 ) = sroundup_lwork(maxwrk)
678*
679 RETURN
680*
681* End of SGGES
682*
683 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine sgeqrf(m, n, a, lda, tau, work, lwork, info)
SGEQRF
Definition sgeqrf.f:144
subroutine sggbak(job, side, n, ilo, ihi, lscale, rscale, m, v, ldv, info)
SGGBAK
Definition sggbak.f:146
subroutine sggbal(job, n, a, lda, b, ldb, ilo, ihi, lscale, rscale, work, info)
SGGBAL
Definition sggbal.f:175
subroutine sgges(jobvsl, jobvsr, sort, selctg, n, a, lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, work, lwork, bwork, info)
SGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE m...
Definition sgges.f:283
subroutine sgghrd(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
SGGHRD
Definition sgghrd.f:206
subroutine shgeqz(job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)
SHGEQZ
Definition shgeqz.f:303
subroutine slacpy(uplo, m, n, a, lda, b, ldb)
SLACPY copies all or part of one two-dimensional array to another.
Definition slacpy.f:101
subroutine slascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
SLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition slascl.f:142
subroutine slaset(uplo, m, n, alpha, beta, a, lda)
SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition slaset.f:108
subroutine stgsen(ijob, wantq, wantz, select, n, a, lda, b, ldb, alphar, alphai, beta, q, ldq, z, ldz, m, pl, pr, dif, work, lwork, iwork, liwork, info)
STGSEN
Definition stgsen.f:450
subroutine sorgqr(m, n, k, a, lda, tau, work, lwork, info)
SORGQR
Definition sorgqr.f:126
subroutine sormqr(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
SORMQR
Definition sormqr.f:166