LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ ztgsen()

subroutine ztgsen ( integer ijob,
logical wantq,
logical wantz,
logical, dimension( * ) select,
integer n,
complex*16, dimension( lda, * ) a,
integer lda,
complex*16, dimension( ldb, * ) b,
integer ldb,
complex*16, dimension( * ) alpha,
complex*16, dimension( * ) beta,
complex*16, dimension( ldq, * ) q,
integer ldq,
complex*16, dimension( ldz, * ) z,
integer ldz,
integer m,
double precision pl,
double precision pr,
double precision, dimension( * ) dif,
complex*16, dimension( * ) work,
integer lwork,
integer, dimension( * ) iwork,
integer liwork,
integer info )

ZTGSEN

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Purpose:
!> !> ZTGSEN reorders the generalized Schur decomposition of a complex !> matrix pair (A, B) (in terms of an unitary equivalence trans- !> formation Q**H * (A, B) * Z), so that a selected cluster of eigenvalues !> appears in the leading diagonal blocks of the pair (A,B). The leading !> columns of Q and Z form unitary bases of the corresponding left and !> right eigenspaces (deflating subspaces). (A, B) must be in !> generalized Schur canonical form, that is, A and B are both upper !> triangular. !> !> ZTGSEN also computes the generalized eigenvalues !> !> w(j)= ALPHA(j) / BETA(j) !> !> of the reordered matrix pair (A, B). !> !> Optionally, the routine computes estimates of reciprocal condition !> numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11), !> (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s) !> between the matrix pairs (A11, B11) and (A22,B22) that correspond to !> the selected cluster and the eigenvalues outside the cluster, resp., !> and norms of onto left and right eigenspaces w.r.t. !> the selected cluster in the (1,1)-block. !> !>
Parameters
[in]IJOB
!> IJOB is INTEGER !> Specifies whether condition numbers are required for the !> cluster of eigenvalues (PL and PR) or the deflating subspaces !> (Difu and Difl): !> =0: Only reorder w.r.t. SELECT. No extras. !> =1: Reciprocal of norms of onto left and right !> eigenspaces w.r.t. the selected cluster (PL and PR). !> =2: Upper bounds on Difu and Difl. F-norm-based estimate !> (DIF(1:2)). !> =3: Estimate of Difu and Difl. 1-norm-based estimate !> (DIF(1:2)). !> About 5 times as expensive as IJOB = 2. !> =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic !> version to get it all. !> =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above) !>
[in]WANTQ
!> WANTQ is LOGICAL !> .TRUE. : update the left transformation matrix Q; !> .FALSE.: do not update Q. !>
[in]WANTZ
!> WANTZ is LOGICAL !> .TRUE. : update the right transformation matrix Z; !> .FALSE.: do not update Z. !>
[in]SELECT
!> SELECT is LOGICAL array, dimension (N) !> SELECT specifies the eigenvalues in the selected cluster. To !> select an eigenvalue w(j), SELECT(j) must be set to !> .TRUE.. !>
[in]N
!> N is INTEGER !> The order of the matrices A and B. N >= 0. !>
[in,out]A
!> A is COMPLEX*16 array, dimension(LDA,N) !> On entry, the upper triangular matrix A, in generalized !> Schur canonical form. !> On exit, A is overwritten by the reordered matrix A. !>
[in]LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
[in,out]B
!> B is COMPLEX*16 array, dimension(LDB,N) !> On entry, the upper triangular matrix B, in generalized !> Schur canonical form. !> On exit, B is overwritten by the reordered matrix B. !>
[in]LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
[out]ALPHA
!> ALPHA is COMPLEX*16 array, dimension (N) !>
[out]BETA
!> BETA is COMPLEX*16 array, dimension (N) !> !> The diagonal elements of A and B, respectively, !> when the pair (A,B) has been reduced to generalized Schur !> form. ALPHA(i)/BETA(i) i=1,...,N are the generalized !> eigenvalues. !>
[in,out]Q
!> Q is COMPLEX*16 array, dimension (LDQ,N) !> On entry, if WANTQ = .TRUE., Q is an N-by-N matrix. !> On exit, Q has been postmultiplied by the left unitary !> transformation matrix which reorder (A, B); The leading M !> columns of Q form orthonormal bases for the specified pair of !> left eigenspaces (deflating subspaces). !> If WANTQ = .FALSE., Q is not referenced. !>
[in]LDQ
!> LDQ is INTEGER !> The leading dimension of the array Q. LDQ >= 1. !> If WANTQ = .TRUE., LDQ >= N. !>
[in,out]Z
!> Z is COMPLEX*16 array, dimension (LDZ,N) !> On entry, if WANTZ = .TRUE., Z is an N-by-N matrix. !> On exit, Z has been postmultiplied by the left unitary !> transformation matrix which reorder (A, B); The leading M !> columns of Z form orthonormal bases for the specified pair of !> left eigenspaces (deflating subspaces). !> If WANTZ = .FALSE., Z is not referenced. !>
[in]LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDZ >= 1. !> If WANTZ = .TRUE., LDZ >= N. !>
[out]M
!> M is INTEGER !> The dimension of the specified pair of left and right !> eigenspaces, (deflating subspaces) 0 <= M <= N. !>
[out]PL
!> PL is DOUBLE PRECISION !>
[out]PR
!> PR is DOUBLE PRECISION !> !> If IJOB = 1, 4 or 5, PL, PR are lower bounds on the !> reciprocal of the norm of onto left and right !> eigenspace with respect to the selected cluster. !> 0 < PL, PR <= 1. !> If M = 0 or M = N, PL = PR = 1. !> If IJOB = 0, 2 or 3 PL, PR are not referenced. !>
[out]DIF
!> DIF is DOUBLE PRECISION array, dimension (2). !> If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl. !> If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on !> Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based !> estimates of Difu and Difl, computed using reversed !> communication with ZLACN2. !> If M = 0 or N, DIF(1:2) = F-norm([A, B]). !> If IJOB = 0 or 1, DIF is not referenced. !>
[out]WORK
!> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !>
[in]LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= 1 !> If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M) !> If IJOB = 3 or 5, LWORK >= 4*M*(N-M) !> !> 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. !>
[out]IWORK
!> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. !>
[in]LIWORK
!> LIWORK is INTEGER !> The dimension of the array IWORK. LIWORK >= 1. !> If IJOB = 1, 2 or 4, LIWORK >= N+2; !> If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M)); !> !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the optimal size of the IWORK array, !> returns this value as the first entry of the IWORK array, and !> no error message related to LIWORK is issued by XERBLA. !>
[out]INFO
!> INFO is INTEGER !> =0: Successful exit. !> <0: If INFO = -i, the i-th argument had an illegal value. !> =1: Reordering of (A, B) failed because the transformed !> matrix pair (A, B) would be too far from generalized !> Schur form; the problem is very ill-conditioned. !> (A, B) may have been partially reordered. !> If requested, 0 is returned in DIF(*), PL and PR. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> ZTGSEN first collects the selected eigenvalues by computing unitary !> U and W that move them to the top left corner of (A, B). In other !> words, the selected eigenvalues are the eigenvalues of (A11, B11) in !> !> U**H*(A, B)*W = (A11 A12) (B11 B12) n1 !> ( 0 A22),( 0 B22) n2 !> n1 n2 n1 n2 !> !> where N = n1+n2 and U**H means the conjugate transpose of U. The first !> n1 columns of U and W span the specified pair of left and right !> eigenspaces (deflating subspaces) of (A, B). !> !> If (A, B) has been obtained from the generalized real Schur !> decomposition of a matrix pair (C, D) = Q*(A, B)*Z**H, then the !> reordered generalized Schur form of (C, D) is given by !> !> (C, D) = (Q*U)*(U**H *(A, B)*W)*(Z*W)**H, !> !> and the first n1 columns of Q*U and Z*W span the corresponding !> deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). !> !> Note that if the selected eigenvalue is sufficiently ill-conditioned, !> then its value may differ significantly from its value before !> reordering. !> !> The reciprocal condition numbers of the left and right eigenspaces !> spanned by the first n1 columns of U and W (or Q*U and Z*W) may !> be returned in DIF(1:2), corresponding to Difu and Difl, resp. !> !> The Difu and Difl are defined as: !> !> Difu[(A11, B11), (A22, B22)] = sigma-min( Zu ) !> and !> Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)], !> !> where sigma-min(Zu) is the smallest singular value of the !> (2*n1*n2)-by-(2*n1*n2) matrix !> !> Zu = [ kron(In2, A11) -kron(A22**H, In1) ] !> [ kron(In2, B11) -kron(B22**H, In1) ]. !> !> Here, Inx is the identity matrix of size nx and A22**H is the !> conjugate transpose of A22. kron(X, Y) is the Kronecker product between !> the matrices X and Y. !> !> When DIF(2) is small, small changes in (A, B) can cause large changes !> in the deflating subspace. An approximate (asymptotic) bound on the !> maximum angular error in the computed deflating subspaces is !> !> EPS * norm((A, B)) / DIF(2), !> !> where EPS is the machine precision. !> !> The reciprocal norm of the projectors on the left and right !> eigenspaces associated with (A11, B11) may be returned in PL and PR. !> They are computed as follows. First we compute L and R so that !> P*(A, B)*Q is block diagonal, where !> !> P = ( I -L ) n1 Q = ( I R ) n1 !> ( 0 I ) n2 and ( 0 I ) n2 !> n1 n2 n1 n2 !> !> and (L, R) is the solution to the generalized Sylvester equation !> !> A11*R - L*A22 = -A12 !> B11*R - L*B22 = -B12 !> !> Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2). !> An approximate (asymptotic) bound on the average absolute error of !> the selected eigenvalues is !> !> EPS * norm((A, B)) / PL. !> !> There are also global error bounds which valid for perturbations up !> to a certain restriction: A lower bound (x) on the smallest !> F-norm(E,F) for which an eigenvalue of (A11, B11) may move and !> coalesce with an eigenvalue of (A22, B22) under perturbation (E,F), !> (i.e. (A + E, B + F), is !> !> x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)). !> !> An approximate bound on x can be computed from DIF(1:2), PL and PR. !> !> If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed !> (L', R') and unperturbed (L, R) left and right deflating subspaces !> associated with the selected cluster in the (1,1)-blocks can be !> bounded as !> !> max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2)) !> max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2)) !> !> See LAPACK User's Guide section 4.11 or the following references !> for more information. !> !> Note that if the default method for computing the Frobenius-norm- !> based estimate DIF is not wanted (see ZLATDF), then the parameter !> IDIFJB (see below) should be changed from 3 to 4 (routine ZLATDF !> (IJOB = 2 will be used)). See ZTGSYL for more details. !>
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
References:
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software, Report UMINF - 94.04, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996.
[3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software for Solving the Generalized Sylvester Equation and Estimating the Separation between Regular Matrix Pairs, Report UMINF - 93.23, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, December 1993, Revised April 1994, Also as LAPACK working Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996.

Definition at line 428 of file ztgsen.f.

432*
433* -- LAPACK computational routine --
434* -- LAPACK is a software package provided by Univ. of Tennessee, --
435* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
436*
437* .. Scalar Arguments ..
438 LOGICAL WANTQ, WANTZ
439 INTEGER IJOB, INFO, LDA, LDB, LDQ, LDZ, LIWORK, LWORK,
440 $ M, N
441 DOUBLE PRECISION PL, PR
442* ..
443* .. Array Arguments ..
444 LOGICAL SELECT( * )
445 INTEGER IWORK( * )
446 DOUBLE PRECISION DIF( * )
447 COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ),
448 $ BETA( * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )
449* ..
450*
451* =====================================================================
452*
453* .. Parameters ..
454 INTEGER IDIFJB
455 parameter( idifjb = 3 )
456 DOUBLE PRECISION ZERO, ONE
457 parameter( zero = 0.0d+0, one = 1.0d+0 )
458* ..
459* .. Local Scalars ..
460 LOGICAL LQUERY, SWAP, WANTD, WANTD1, WANTD2, WANTP
461 INTEGER I, IERR, IJB, K, KASE, KS, LIWMIN, LWMIN, MN2,
462 $ N1, N2
463 DOUBLE PRECISION DSCALE, DSUM, RDSCAL, SAFMIN
464 COMPLEX*16 TEMP1, TEMP2
465* ..
466* .. Local Arrays ..
467 INTEGER ISAVE( 3 )
468* ..
469* .. External Subroutines ..
470 EXTERNAL xerbla, zlacn2, zlacpy, zlassq, zscal,
471 $ ztgexc,
472 $ ztgsyl
473* ..
474* .. Intrinsic Functions ..
475 INTRINSIC abs, dcmplx, dconjg, max, sqrt
476* ..
477* .. External Functions ..
478 DOUBLE PRECISION DLAMCH
479 EXTERNAL dlamch
480* ..
481* .. Executable Statements ..
482*
483* Decode and test the input parameters
484*
485 info = 0
486 lquery = ( lwork.EQ.-1 .OR. liwork.EQ.-1 )
487*
488 IF( ijob.LT.0 .OR. ijob.GT.5 ) THEN
489 info = -1
490 ELSE IF( n.LT.0 ) THEN
491 info = -5
492 ELSE IF( lda.LT.max( 1, n ) ) THEN
493 info = -7
494 ELSE IF( ldb.LT.max( 1, n ) ) THEN
495 info = -9
496 ELSE IF( ldq.LT.1 .OR. ( wantq .AND. ldq.LT.n ) ) THEN
497 info = -13
498 ELSE IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
499 info = -15
500 END IF
501*
502 IF( info.NE.0 ) THEN
503 CALL xerbla( 'ZTGSEN', -info )
504 RETURN
505 END IF
506*
507 ierr = 0
508*
509 wantp = ijob.EQ.1 .OR. ijob.GE.4
510 wantd1 = ijob.EQ.2 .OR. ijob.EQ.4
511 wantd2 = ijob.EQ.3 .OR. ijob.EQ.5
512 wantd = wantd1 .OR. wantd2
513*
514* Set M to the dimension of the specified pair of deflating
515* subspaces.
516*
517 m = 0
518 IF( .NOT.lquery .OR. ijob.NE.0 ) THEN
519 DO 10 k = 1, n
520 alpha( k ) = a( k, k )
521 beta( k ) = b( k, k )
522 IF( k.LT.n ) THEN
523 IF( SELECT( k ) )
524 $ m = m + 1
525 ELSE
526 IF( SELECT( n ) )
527 $ m = m + 1
528 END IF
529 10 CONTINUE
530 END IF
531*
532 IF( ijob.EQ.1 .OR. ijob.EQ.2 .OR. ijob.EQ.4 ) THEN
533 lwmin = max( 1, 2*m*( n-m ) )
534 liwmin = max( 1, n+2 )
535 ELSE IF( ijob.EQ.3 .OR. ijob.EQ.5 ) THEN
536 lwmin = max( 1, 4*m*( n-m ) )
537 liwmin = max( 1, 2*m*( n-m ), n+2 )
538 ELSE
539 lwmin = 1
540 liwmin = 1
541 END IF
542*
543 work( 1 ) = lwmin
544 iwork( 1 ) = liwmin
545*
546 IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
547 info = -21
548 ELSE IF( liwork.LT.liwmin .AND. .NOT.lquery ) THEN
549 info = -23
550 END IF
551*
552 IF( info.NE.0 ) THEN
553 CALL xerbla( 'ZTGSEN', -info )
554 RETURN
555 ELSE IF( lquery ) THEN
556 RETURN
557 END IF
558*
559* Quick return if possible.
560*
561 IF( m.EQ.n .OR. m.EQ.0 ) THEN
562 IF( wantp ) THEN
563 pl = one
564 pr = one
565 END IF
566 IF( wantd ) THEN
567 dscale = zero
568 dsum = one
569 DO 20 i = 1, n
570 CALL zlassq( n, a( 1, i ), 1, dscale, dsum )
571 CALL zlassq( n, b( 1, i ), 1, dscale, dsum )
572 20 CONTINUE
573 dif( 1 ) = dscale*sqrt( dsum )
574 dif( 2 ) = dif( 1 )
575 END IF
576 GO TO 70
577 END IF
578*
579* Get machine constant
580*
581 safmin = dlamch( 'S' )
582*
583* Collect the selected blocks at the top-left corner of (A, B).
584*
585 ks = 0
586 DO 30 k = 1, n
587 swap = SELECT( k )
588 IF( swap ) THEN
589 ks = ks + 1
590*
591* Swap the K-th block to position KS. Compute unitary Q
592* and Z that will swap adjacent diagonal blocks in (A, B).
593*
594 IF( k.NE.ks )
595 $ CALL ztgexc( wantq, wantz, n, a, lda, b, ldb, q, ldq,
596 $ z,
597 $ ldz, k, ks, ierr )
598*
599 IF( ierr.GT.0 ) THEN
600*
601* Swap is rejected: exit.
602*
603 info = 1
604 IF( wantp ) THEN
605 pl = zero
606 pr = zero
607 END IF
608 IF( wantd ) THEN
609 dif( 1 ) = zero
610 dif( 2 ) = zero
611 END IF
612 GO TO 70
613 END IF
614 END IF
615 30 CONTINUE
616 IF( wantp ) THEN
617*
618* Solve generalized Sylvester equation for R and L:
619* A11 * R - L * A22 = A12
620* B11 * R - L * B22 = B12
621*
622 n1 = m
623 n2 = n - m
624 i = n1 + 1
625 CALL zlacpy( 'Full', n1, n2, a( 1, i ), lda, work, n1 )
626 CALL zlacpy( 'Full', n1, n2, b( 1, i ), ldb,
627 $ work( n1*n2+1 ),
628 $ n1 )
629 ijb = 0
630 CALL ztgsyl( 'N', ijb, n1, n2, a, lda, a( i, i ), lda, work,
631 $ n1, b, ldb, b( i, i ), ldb, work( n1*n2+1 ), n1,
632 $ dscale, dif( 1 ), work( n1*n2*2+1 ),
633 $ lwork-2*n1*n2, iwork, ierr )
634*
635* Estimate the reciprocal of norms of "projections" onto
636* left and right eigenspaces
637*
638 rdscal = zero
639 dsum = one
640 CALL zlassq( n1*n2, work, 1, rdscal, dsum )
641 pl = rdscal*sqrt( dsum )
642 IF( pl.EQ.zero ) THEN
643 pl = one
644 ELSE
645 pl = dscale / ( sqrt( dscale*dscale / pl+pl )*sqrt( pl ) )
646 END IF
647 rdscal = zero
648 dsum = one
649 CALL zlassq( n1*n2, work( n1*n2+1 ), 1, rdscal, dsum )
650 pr = rdscal*sqrt( dsum )
651 IF( pr.EQ.zero ) THEN
652 pr = one
653 ELSE
654 pr = dscale / ( sqrt( dscale*dscale / pr+pr )*sqrt( pr ) )
655 END IF
656 END IF
657 IF( wantd ) THEN
658*
659* Compute estimates Difu and Difl.
660*
661 IF( wantd1 ) THEN
662 n1 = m
663 n2 = n - m
664 i = n1 + 1
665 ijb = idifjb
666*
667* Frobenius norm-based Difu estimate.
668*
669 CALL ztgsyl( 'N', ijb, n1, n2, a, lda, a( i, i ), lda,
670 $ work,
671 $ n1, b, ldb, b( i, i ), ldb, work( n1*n2+1 ),
672 $ n1, dscale, dif( 1 ), work( n1*n2*2+1 ),
673 $ lwork-2*n1*n2, iwork, ierr )
674*
675* Frobenius norm-based Difl estimate.
676*
677 CALL ztgsyl( 'N', ijb, n2, n1, a( i, i ), lda, a, lda,
678 $ work,
679 $ n2, b( i, i ), ldb, b, ldb, work( n1*n2+1 ),
680 $ n2, dscale, dif( 2 ), work( n1*n2*2+1 ),
681 $ lwork-2*n1*n2, iwork, ierr )
682 ELSE
683*
684* Compute 1-norm-based estimates of Difu and Difl using
685* reversed communication with ZLACN2. In each step a
686* generalized Sylvester equation or a transposed variant
687* is solved.
688*
689 kase = 0
690 n1 = m
691 n2 = n - m
692 i = n1 + 1
693 ijb = 0
694 mn2 = 2*n1*n2
695*
696* 1-norm-based estimate of Difu.
697*
698 40 CONTINUE
699 CALL zlacn2( mn2, work( mn2+1 ), work, dif( 1 ), kase,
700 $ isave )
701 IF( kase.NE.0 ) THEN
702 IF( kase.EQ.1 ) THEN
703*
704* Solve generalized Sylvester equation
705*
706 CALL ztgsyl( 'N', ijb, n1, n2, a, lda, a( i, i ),
707 $ lda,
708 $ work, n1, b, ldb, b( i, i ), ldb,
709 $ work( n1*n2+1 ), n1, dscale, dif( 1 ),
710 $ work( n1*n2*2+1 ), lwork-2*n1*n2, iwork,
711 $ ierr )
712 ELSE
713*
714* Solve the transposed variant.
715*
716 CALL ztgsyl( 'C', ijb, n1, n2, a, lda, a( i, i ),
717 $ lda,
718 $ work, n1, b, ldb, b( i, i ), ldb,
719 $ work( n1*n2+1 ), n1, dscale, dif( 1 ),
720 $ work( n1*n2*2+1 ), lwork-2*n1*n2, iwork,
721 $ ierr )
722 END IF
723 GO TO 40
724 END IF
725 dif( 1 ) = dscale / dif( 1 )
726*
727* 1-norm-based estimate of Difl.
728*
729 50 CONTINUE
730 CALL zlacn2( mn2, work( mn2+1 ), work, dif( 2 ), kase,
731 $ isave )
732 IF( kase.NE.0 ) THEN
733 IF( kase.EQ.1 ) THEN
734*
735* Solve generalized Sylvester equation
736*
737 CALL ztgsyl( 'N', ijb, n2, n1, a( i, i ), lda, a,
738 $ lda,
739 $ work, n2, b( i, i ), ldb, b, ldb,
740 $ work( n1*n2+1 ), n2, dscale, dif( 2 ),
741 $ work( n1*n2*2+1 ), lwork-2*n1*n2, iwork,
742 $ ierr )
743 ELSE
744*
745* Solve the transposed variant.
746*
747 CALL ztgsyl( 'C', ijb, n2, n1, a( i, i ), lda, a,
748 $ lda,
749 $ work, n2, b, ldb, b( i, i ), ldb,
750 $ work( n1*n2+1 ), n2, dscale, dif( 2 ),
751 $ work( n1*n2*2+1 ), lwork-2*n1*n2, iwork,
752 $ ierr )
753 END IF
754 GO TO 50
755 END IF
756 dif( 2 ) = dscale / dif( 2 )
757 END IF
758 END IF
759*
760* If B(K,K) is complex, make it real and positive (normalization
761* of the generalized Schur form) and Store the generalized
762* eigenvalues of reordered pair (A, B)
763*
764 DO 60 k = 1, n
765 dscale = abs( b( k, k ) )
766 IF( dscale.GT.safmin ) THEN
767 temp1 = dconjg( b( k, k ) / dscale )
768 temp2 = b( k, k ) / dscale
769 b( k, k ) = dscale
770 CALL zscal( n-k, temp1, b( k, k+1 ), ldb )
771 CALL zscal( n-k+1, temp1, a( k, k ), lda )
772 IF( wantq )
773 $ CALL zscal( n, temp2, q( 1, k ), 1 )
774 ELSE
775 b( k, k ) = dcmplx( zero, zero )
776 END IF
777*
778 alpha( k ) = a( k, k )
779 beta( k ) = b( k, k )
780*
781 60 CONTINUE
782*
783 70 CONTINUE
784*
785 work( 1 ) = lwmin
786 iwork( 1 ) = liwmin
787*
788 RETURN
789*
790* End of ZTGSEN
791*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine zlacn2(n, v, x, est, kase, isave)
ZLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition zlacn2.f:131
subroutine zlacpy(uplo, m, n, a, lda, b, ldb)
ZLACPY copies all or part of one two-dimensional array to another.
Definition zlacpy.f:101
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
subroutine zlassq(n, x, incx, scale, sumsq)
ZLASSQ updates a sum of squares represented in scaled form.
Definition zlassq.f90:122
subroutine zscal(n, za, zx, incx)
ZSCAL
Definition zscal.f:78
subroutine ztgexc(wantq, wantz, n, a, lda, b, ldb, q, ldq, z, ldz, ifst, ilst, info)
ZTGEXC
Definition ztgexc.f:198
subroutine ztgsyl(trans, ijob, m, n, a, lda, b, ldb, c, ldc, d, ldd, e, lde, f, ldf, scale, dif, work, lwork, iwork, info)
ZTGSYL
Definition ztgsyl.f:294
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