LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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cggesx.f
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1*> \brief <b> CGGESX 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*> \htmlonly
9*> Download CGGESX + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cggesx.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cggesx.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cggesx.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE CGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
22* B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR,
23* LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK,
24* IWORK, LIWORK, BWORK, INFO )
25*
26* .. Scalar Arguments ..
27* CHARACTER JOBVSL, JOBVSR, SENSE, SORT
28* INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
29* $ SDIM
30* ..
31* .. Array Arguments ..
32* LOGICAL BWORK( * )
33* INTEGER IWORK( * )
34* REAL RCONDE( 2 ), RCONDV( 2 ), RWORK( * )
35* COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
36* $ BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
37* $ WORK( * )
38* ..
39* .. Function Arguments ..
40* LOGICAL SELCTG
41* EXTERNAL SELCTG
42* ..
43*
44*
45*> \par Purpose:
46* =============
47*>
48*> \verbatim
49*>
50*> CGGESX computes for a pair of N-by-N complex nonsymmetric matrices
51*> (A,B), the generalized eigenvalues, the complex Schur form (S,T),
52*> and, optionally, the left and/or right matrices of Schur vectors (VSL
53*> and VSR). This gives the generalized Schur factorization
54*>
55*> (A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H )
56*>
57*> where (VSR)**H is the conjugate-transpose of VSR.
58*>
59*> Optionally, it also orders the eigenvalues so that a selected cluster
60*> of eigenvalues appears in the leading diagonal blocks of the upper
61*> triangular matrix S and the upper triangular matrix T; computes
62*> a reciprocal condition number for the average of the selected
63*> eigenvalues (RCONDE); and computes a reciprocal condition number for
64*> the right and left deflating subspaces corresponding to the selected
65*> eigenvalues (RCONDV). The leading columns of VSL and VSR then form
66*> an orthonormal basis for the corresponding left and right eigenspaces
67*> (deflating subspaces).
68*>
69*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
70*> or a ratio alpha/beta = w, such that A - w*B is singular. It is
71*> usually represented as the pair (alpha,beta), as there is a
72*> reasonable interpretation for beta=0 or for both being zero.
73*>
74*> A pair of matrices (S,T) is in generalized complex Schur form if T is
75*> upper triangular with non-negative diagonal and S is upper
76*> triangular.
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 two COMPLEX 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*> Note that a selected complex eigenvalue may no longer satisfy
113*> SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
114*> ordering may change the value of complex eigenvalues
115*> (especially if the eigenvalue is ill-conditioned), in this
116*> case INFO is set to N+3 see INFO below).
117*> \endverbatim
118*>
119*> \param[in] SENSE
120*> \verbatim
121*> SENSE is CHARACTER*1
122*> Determines which reciprocal condition numbers are computed.
123*> = 'N': None are computed;
124*> = 'E': Computed for average of selected eigenvalues only;
125*> = 'V': Computed for selected deflating subspaces only;
126*> = 'B': Computed for both.
127*> If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.
128*> \endverbatim
129*>
130*> \param[in] N
131*> \verbatim
132*> N is INTEGER
133*> The order of the matrices A, B, VSL, and VSR. N >= 0.
134*> \endverbatim
135*>
136*> \param[in,out] A
137*> \verbatim
138*> A is COMPLEX array, dimension (LDA, N)
139*> On entry, the first of the pair of matrices.
140*> On exit, A has been overwritten by its generalized Schur
141*> form S.
142*> \endverbatim
143*>
144*> \param[in] LDA
145*> \verbatim
146*> LDA is INTEGER
147*> The leading dimension of A. LDA >= max(1,N).
148*> \endverbatim
149*>
150*> \param[in,out] B
151*> \verbatim
152*> B is COMPLEX array, dimension (LDB, N)
153*> On entry, the second of the pair of matrices.
154*> On exit, B has been overwritten by its generalized Schur
155*> form T.
156*> \endverbatim
157*>
158*> \param[in] LDB
159*> \verbatim
160*> LDB is INTEGER
161*> The leading dimension of B. LDB >= max(1,N).
162*> \endverbatim
163*>
164*> \param[out] SDIM
165*> \verbatim
166*> SDIM is INTEGER
167*> If SORT = 'N', SDIM = 0.
168*> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
169*> for which SELCTG is true.
170*> \endverbatim
171*>
172*> \param[out] ALPHA
173*> \verbatim
174*> ALPHA is COMPLEX array, dimension (N)
175*> \endverbatim
176*>
177*> \param[out] BETA
178*> \verbatim
179*> BETA is COMPLEX array, dimension (N)
180*> On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
181*> generalized eigenvalues. ALPHA(j) and BETA(j),j=1,...,N are
182*> the diagonals of the complex Schur form (S,T). BETA(j) will
183*> be non-negative real.
184*>
185*> Note: the quotients ALPHA(j)/BETA(j) may easily over- or
186*> underflow, and BETA(j) may even be zero. Thus, the user
187*> should avoid naively computing the ratio alpha/beta.
188*> However, ALPHA will be always less than and usually
189*> comparable with norm(A) in magnitude, and BETA always less
190*> than and usually comparable with norm(B).
191*> \endverbatim
192*>
193*> \param[out] VSL
194*> \verbatim
195*> VSL is COMPLEX array, dimension (LDVSL,N)
196*> If JOBVSL = 'V', VSL will contain the left Schur vectors.
197*> Not referenced if JOBVSL = 'N'.
198*> \endverbatim
199*>
200*> \param[in] LDVSL
201*> \verbatim
202*> LDVSL is INTEGER
203*> The leading dimension of the matrix VSL. LDVSL >=1, and
204*> if JOBVSL = 'V', LDVSL >= N.
205*> \endverbatim
206*>
207*> \param[out] VSR
208*> \verbatim
209*> VSR is COMPLEX array, dimension (LDVSR,N)
210*> If JOBVSR = 'V', VSR will contain the right Schur vectors.
211*> Not referenced if JOBVSR = 'N'.
212*> \endverbatim
213*>
214*> \param[in] LDVSR
215*> \verbatim
216*> LDVSR is INTEGER
217*> The leading dimension of the matrix VSR. LDVSR >= 1, and
218*> if JOBVSR = 'V', LDVSR >= N.
219*> \endverbatim
220*>
221*> \param[out] RCONDE
222*> \verbatim
223*> RCONDE is REAL array, dimension ( 2 )
224*> If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
225*> reciprocal condition numbers for the average of the selected
226*> eigenvalues.
227*> Not referenced if SENSE = 'N' or 'V'.
228*> \endverbatim
229*>
230*> \param[out] RCONDV
231*> \verbatim
232*> RCONDV is REAL array, dimension ( 2 )
233*> If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
234*> reciprocal condition number for the selected deflating
235*> subspaces.
236*> Not referenced if SENSE = 'N' or 'E'.
237*> \endverbatim
238*>
239*> \param[out] WORK
240*> \verbatim
241*> WORK is COMPLEX array, dimension (MAX(1,LWORK))
242*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
243*> \endverbatim
244*>
245*> \param[in] LWORK
246*> \verbatim
247*> LWORK is INTEGER
248*> The dimension of the array WORK.
249*> If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',
250*> LWORK >= MAX(1,2*N,2*SDIM*(N-SDIM)), else
251*> LWORK >= MAX(1,2*N). Note that 2*SDIM*(N-SDIM) <= N*N/2.
252*> Note also that an error is only returned if
253*> LWORK < MAX(1,2*N), but if SENSE = 'E' or 'V' or 'B' this may
254*> not be large enough.
255*>
256*> If LWORK = -1, then a workspace query is assumed; the routine
257*> only calculates the bound on the optimal size of the WORK
258*> array and the minimum size of the IWORK array, returns these
259*> values as the first entries of the WORK and IWORK arrays, and
260*> no error message related to LWORK or LIWORK is issued by
261*> XERBLA.
262*> \endverbatim
263*>
264*> \param[out] RWORK
265*> \verbatim
266*> RWORK is REAL array, dimension ( 8*N )
267*> Real workspace.
268*> \endverbatim
269*>
270*> \param[out] IWORK
271*> \verbatim
272*> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
273*> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
274*> \endverbatim
275*>
276*> \param[in] LIWORK
277*> \verbatim
278*> LIWORK is INTEGER
279*> The dimension of the array WORK.
280*> If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise
281*> LIWORK >= N+2.
282*>
283*> If LIWORK = -1, then a workspace query is assumed; the
284*> routine only calculates the bound on the optimal size of the
285*> WORK array and the minimum size of the IWORK array, returns
286*> these values as the first entries of the WORK and IWORK
287*> arrays, and no error message related to LWORK or LIWORK is
288*> issued by XERBLA.
289*> \endverbatim
290*>
291*> \param[out] BWORK
292*> \verbatim
293*> BWORK is LOGICAL array, dimension (N)
294*> Not referenced if SORT = 'N'.
295*> \endverbatim
296*>
297*> \param[out] INFO
298*> \verbatim
299*> INFO is INTEGER
300*> = 0: successful exit
301*> < 0: if INFO = -i, the i-th argument had an illegal value.
302*> = 1,...,N:
303*> The QZ iteration failed. (A,B) are not in Schur
304*> form, but ALPHA(j) and BETA(j) should be correct for
305*> j=INFO+1,...,N.
306*> > N: =N+1: other than QZ iteration failed in CHGEQZ
307*> =N+2: after reordering, roundoff changed values of
308*> some complex eigenvalues so that leading
309*> eigenvalues in the Generalized Schur form no
310*> longer satisfy SELCTG=.TRUE. This could also
311*> be caused due to scaling.
312*> =N+3: reordering failed in CTGSEN.
313*> \endverbatim
314*
315* Authors:
316* ========
317*
318*> \author Univ. of Tennessee
319*> \author Univ. of California Berkeley
320*> \author Univ. of Colorado Denver
321*> \author NAG Ltd.
322*
323*> \ingroup complexGEeigen
324*
325* =====================================================================
326 SUBROUTINE cggesx( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA,
327 $ B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR,
328 $ LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK,
329 $ IWORK, LIWORK, BWORK, INFO )
330*
331* -- LAPACK driver routine --
332* -- LAPACK is a software package provided by Univ. of Tennessee, --
333* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
334*
335* .. Scalar Arguments ..
336 CHARACTER JOBVSL, JOBVSR, SENSE, SORT
337 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LIWORK, LWORK, N,
338 $ SDIM
339* ..
340* .. Array Arguments ..
341 LOGICAL BWORK( * )
342 INTEGER IWORK( * )
343 REAL RCONDE( 2 ), RCONDV( 2 ), RWORK( * )
344 COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
345 $ beta( * ), vsl( ldvsl, * ), vsr( ldvsr, * ),
346 $ work( * )
347* ..
348* .. Function Arguments ..
349 LOGICAL SELCTG
350 EXTERNAL SELCTG
351* ..
352*
353* =====================================================================
354*
355* .. Parameters ..
356 REAL ZERO, ONE
357 PARAMETER ( ZERO = 0.0e+0, one = 1.0e+0 )
358 COMPLEX CZERO, CONE
359 parameter( czero = ( 0.0e+0, 0.0e+0 ),
360 $ cone = ( 1.0e+0, 0.0e+0 ) )
361* ..
362* .. Local Scalars ..
363 LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
364 $ LQUERY, WANTSB, WANTSE, WANTSN, WANTST, WANTSV
365 INTEGER I, ICOLS, IERR, IHI, IJOB, IJOBVL, IJOBVR,
366 $ ileft, ilo, iright, irows, irwrk, itau, iwrk,
367 $ liwmin, lwrk, maxwrk, minwrk
368 REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PL,
369 $ PR, SMLNUM
370* ..
371* .. Local Arrays ..
372 REAL DIF( 2 )
373* ..
374* .. External Subroutines ..
375 EXTERNAL cgeqrf, cggbak, cggbal, cgghrd, chgeqz, clacpy,
377 $ xerbla
378* ..
379* .. External Functions ..
380 LOGICAL LSAME
381 INTEGER ILAENV
382 REAL CLANGE, SLAMCH
383 EXTERNAL lsame, ilaenv, clange, slamch
384* ..
385* .. Intrinsic Functions ..
386 INTRINSIC max, sqrt
387* ..
388* .. Executable Statements ..
389*
390* Decode the input arguments
391*
392 IF( lsame( jobvsl, 'N' ) ) THEN
393 ijobvl = 1
394 ilvsl = .false.
395 ELSE IF( lsame( jobvsl, 'V' ) ) THEN
396 ijobvl = 2
397 ilvsl = .true.
398 ELSE
399 ijobvl = -1
400 ilvsl = .false.
401 END IF
402*
403 IF( lsame( jobvsr, 'N' ) ) THEN
404 ijobvr = 1
405 ilvsr = .false.
406 ELSE IF( lsame( jobvsr, 'V' ) ) THEN
407 ijobvr = 2
408 ilvsr = .true.
409 ELSE
410 ijobvr = -1
411 ilvsr = .false.
412 END IF
413*
414 wantst = lsame( sort, 'S' )
415 wantsn = lsame( sense, 'N' )
416 wantse = lsame( sense, 'E' )
417 wantsv = lsame( sense, 'V' )
418 wantsb = lsame( sense, 'B' )
419 lquery = ( lwork.EQ.-1 .OR. liwork.EQ.-1 )
420 IF( wantsn ) THEN
421 ijob = 0
422 ELSE IF( wantse ) THEN
423 ijob = 1
424 ELSE IF( wantsv ) THEN
425 ijob = 2
426 ELSE IF( wantsb ) THEN
427 ijob = 4
428 END IF
429*
430* Test the input arguments
431*
432 info = 0
433 IF( ijobvl.LE.0 ) THEN
434 info = -1
435 ELSE IF( ijobvr.LE.0 ) THEN
436 info = -2
437 ELSE IF( ( .NOT.wantst ) .AND. ( .NOT.lsame( sort, 'N' ) ) ) THEN
438 info = -3
439 ELSE IF( .NOT.( wantsn .OR. wantse .OR. wantsv .OR. wantsb ) .OR.
440 $ ( .NOT.wantst .AND. .NOT.wantsn ) ) THEN
441 info = -5
442 ELSE IF( n.LT.0 ) THEN
443 info = -6
444 ELSE IF( lda.LT.max( 1, n ) ) THEN
445 info = -8
446 ELSE IF( ldb.LT.max( 1, n ) ) THEN
447 info = -10
448 ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) ) THEN
449 info = -15
450 ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) ) THEN
451 info = -17
452 END IF
453*
454* Compute workspace
455* (Note: Comments in the code beginning "Workspace:" describe the
456* minimal amount of workspace needed at that point in the code,
457* as well as the preferred amount for good performance.
458* NB refers to the optimal block size for the immediately
459* following subroutine, as returned by ILAENV.)
460*
461 IF( info.EQ.0 ) THEN
462 IF( n.GT.0) THEN
463 minwrk = 2*n
464 maxwrk = n*(1 + ilaenv( 1, 'CGEQRF', ' ', n, 1, n, 0 ) )
465 maxwrk = max( maxwrk, n*( 1 +
466 $ ilaenv( 1, 'CUNMQR', ' ', n, 1, n, -1 ) ) )
467 IF( ilvsl ) THEN
468 maxwrk = max( maxwrk, n*( 1 +
469 $ ilaenv( 1, 'CUNGQR', ' ', n, 1, n, -1 ) ) )
470 END IF
471 lwrk = maxwrk
472 IF( ijob.GE.1 )
473 $ lwrk = max( lwrk, n*n/2 )
474 ELSE
475 minwrk = 1
476 maxwrk = 1
477 lwrk = 1
478 END IF
479 work( 1 ) = lwrk
480 IF( wantsn .OR. n.EQ.0 ) THEN
481 liwmin = 1
482 ELSE
483 liwmin = n + 2
484 END IF
485 iwork( 1 ) = liwmin
486*
487 IF( lwork.LT.minwrk .AND. .NOT.lquery ) THEN
488 info = -21
489 ELSE IF( liwork.LT.liwmin .AND. .NOT.lquery) THEN
490 info = -24
491 END IF
492 END IF
493*
494 IF( info.NE.0 ) THEN
495 CALL xerbla( 'CGGESX', -info )
496 RETURN
497 ELSE IF (lquery) THEN
498 RETURN
499 END IF
500*
501* Quick return if possible
502*
503 IF( n.EQ.0 ) THEN
504 sdim = 0
505 RETURN
506 END IF
507*
508* Get machine constants
509*
510 eps = slamch( 'P' )
511 smlnum = slamch( 'S' )
512 bignum = one / smlnum
513 CALL slabad( smlnum, bignum )
514 smlnum = sqrt( smlnum ) / eps
515 bignum = one / smlnum
516*
517* Scale A if max element outside range [SMLNUM,BIGNUM]
518*
519 anrm = clange( 'M', n, n, a, lda, rwork )
520 ilascl = .false.
521 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
522 anrmto = smlnum
523 ilascl = .true.
524 ELSE IF( anrm.GT.bignum ) THEN
525 anrmto = bignum
526 ilascl = .true.
527 END IF
528 IF( ilascl )
529 $ CALL clascl( 'G', 0, 0, anrm, anrmto, n, n, a, lda, ierr )
530*
531* Scale B if max element outside range [SMLNUM,BIGNUM]
532*
533 bnrm = clange( 'M', n, n, b, ldb, rwork )
534 ilbscl = .false.
535 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
536 bnrmto = smlnum
537 ilbscl = .true.
538 ELSE IF( bnrm.GT.bignum ) THEN
539 bnrmto = bignum
540 ilbscl = .true.
541 END IF
542 IF( ilbscl )
543 $ CALL clascl( 'G', 0, 0, bnrm, bnrmto, n, n, b, ldb, ierr )
544*
545* Permute the matrix to make it more nearly triangular
546* (Real Workspace: need 6*N)
547*
548 ileft = 1
549 iright = n + 1
550 irwrk = iright + n
551 CALL cggbal( 'P', n, a, lda, b, ldb, ilo, ihi, rwork( ileft ),
552 $ rwork( iright ), rwork( irwrk ), ierr )
553*
554* Reduce B to triangular form (QR decomposition of B)
555* (Complex Workspace: need N, prefer N*NB)
556*
557 irows = ihi + 1 - ilo
558 icols = n + 1 - ilo
559 itau = 1
560 iwrk = itau + irows
561 CALL cgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
562 $ work( iwrk ), lwork+1-iwrk, ierr )
563*
564* Apply the unitary transformation to matrix A
565* (Complex Workspace: need N, prefer N*NB)
566*
567 CALL cunmqr( 'L', 'C', irows, icols, irows, b( ilo, ilo ), ldb,
568 $ work( itau ), a( ilo, ilo ), lda, work( iwrk ),
569 $ lwork+1-iwrk, ierr )
570*
571* Initialize VSL
572* (Complex Workspace: need N, prefer N*NB)
573*
574 IF( ilvsl ) THEN
575 CALL claset( 'Full', n, n, czero, cone, vsl, ldvsl )
576 IF( irows.GT.1 ) THEN
577 CALL clacpy( 'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
578 $ vsl( ilo+1, ilo ), ldvsl )
579 END IF
580 CALL cungqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
581 $ work( itau ), work( iwrk ), lwork+1-iwrk, ierr )
582 END IF
583*
584* Initialize VSR
585*
586 IF( ilvsr )
587 $ CALL claset( 'Full', n, n, czero, cone, vsr, ldvsr )
588*
589* Reduce to generalized Hessenberg form
590* (Workspace: none needed)
591*
592 CALL cgghrd( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
593 $ ldvsl, vsr, ldvsr, ierr )
594*
595 sdim = 0
596*
597* Perform QZ algorithm, computing Schur vectors if desired
598* (Complex Workspace: need N)
599* (Real Workspace: need N)
600*
601 iwrk = itau
602 CALL chgeqz( 'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
603 $ alpha, beta, vsl, ldvsl, vsr, ldvsr, work( iwrk ),
604 $ lwork+1-iwrk, rwork( irwrk ), ierr )
605 IF( ierr.NE.0 ) THEN
606 IF( ierr.GT.0 .AND. ierr.LE.n ) THEN
607 info = ierr
608 ELSE IF( ierr.GT.n .AND. ierr.LE.2*n ) THEN
609 info = ierr - n
610 ELSE
611 info = n + 1
612 END IF
613 GO TO 40
614 END IF
615*
616* Sort eigenvalues ALPHA/BETA and compute the reciprocal of
617* condition number(s)
618*
619 IF( wantst ) THEN
620*
621* Undo scaling on eigenvalues before SELCTGing
622*
623 IF( ilascl )
624 $ CALL clascl( 'G', 0, 0, anrmto, anrm, n, 1, alpha, n, ierr )
625 IF( ilbscl )
626 $ CALL clascl( 'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
627*
628* Select eigenvalues
629*
630 DO 10 i = 1, n
631 bwork( i ) = selctg( alpha( i ), beta( i ) )
632 10 CONTINUE
633*
634* Reorder eigenvalues, transform Generalized Schur vectors, and
635* compute reciprocal condition numbers
636* (Complex Workspace: If IJOB >= 1, need MAX(1, 2*SDIM*(N-SDIM))
637* otherwise, need 1 )
638*
639 CALL ctgsen( ijob, ilvsl, ilvsr, bwork, n, a, lda, b, ldb,
640 $ alpha, beta, vsl, ldvsl, vsr, ldvsr, sdim, pl, pr,
641 $ dif, work( iwrk ), lwork-iwrk+1, iwork, liwork,
642 $ ierr )
643*
644 IF( ijob.GE.1 )
645 $ maxwrk = max( maxwrk, 2*sdim*( n-sdim ) )
646 IF( ierr.EQ.-21 ) THEN
647*
648* not enough complex workspace
649*
650 info = -21
651 ELSE
652 IF( ijob.EQ.1 .OR. ijob.EQ.4 ) THEN
653 rconde( 1 ) = pl
654 rconde( 2 ) = pr
655 END IF
656 IF( ijob.EQ.2 .OR. ijob.EQ.4 ) THEN
657 rcondv( 1 ) = dif( 1 )
658 rcondv( 2 ) = dif( 2 )
659 END IF
660 IF( ierr.EQ.1 )
661 $ info = n + 3
662 END IF
663*
664 END IF
665*
666* Apply permutation to VSL and VSR
667* (Workspace: none needed)
668*
669 IF( ilvsl )
670 $ CALL cggbak( 'P', 'L', n, ilo, ihi, rwork( ileft ),
671 $ rwork( iright ), n, vsl, ldvsl, ierr )
672*
673 IF( ilvsr )
674 $ CALL cggbak( 'P', 'R', n, ilo, ihi, rwork( ileft ),
675 $ rwork( iright ), n, vsr, ldvsr, ierr )
676*
677* Undo scaling
678*
679 IF( ilascl ) THEN
680 CALL clascl( 'U', 0, 0, anrmto, anrm, n, n, a, lda, ierr )
681 CALL clascl( 'G', 0, 0, anrmto, anrm, n, 1, alpha, n, ierr )
682 END IF
683*
684 IF( ilbscl ) THEN
685 CALL clascl( 'U', 0, 0, bnrmto, bnrm, n, n, b, ldb, ierr )
686 CALL clascl( 'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
687 END IF
688*
689 IF( wantst ) THEN
690*
691* Check if reordering is correct
692*
693 lastsl = .true.
694 sdim = 0
695 DO 30 i = 1, n
696 cursl = selctg( alpha( i ), beta( i ) )
697 IF( cursl )
698 $ sdim = sdim + 1
699 IF( cursl .AND. .NOT.lastsl )
700 $ info = n + 2
701 lastsl = cursl
702 30 CONTINUE
703*
704 END IF
705*
706 40 CONTINUE
707*
708 work( 1 ) = maxwrk
709 iwork( 1 ) = liwmin
710*
711 RETURN
712*
713* End of CGGESX
714*
715 END
subroutine slabad(SMALL, LARGE)
SLABAD
Definition: slabad.f:74
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine cggbal(JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK, INFO)
CGGBAL
Definition: cggbal.f:177
subroutine cggbak(JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, LDV, INFO)
CGGBAK
Definition: cggbak.f:148
subroutine chgeqz(JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, INFO)
CHGEQZ
Definition: chgeqz.f:284
subroutine cgeqrf(M, N, A, LDA, TAU, WORK, LWORK, INFO)
CGEQRF
Definition: cgeqrf.f:146
subroutine cggesx(JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, RWORK, IWORK, LIWORK, BWORK, INFO)
CGGESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE ...
Definition: cggesx.f:330
subroutine claset(UPLO, M, N, ALPHA, BETA, A, LDA)
CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: claset.f:106
subroutine clascl(TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO)
CLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition: clascl.f:143
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:103
subroutine ctgsen(IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO)
CTGSEN
Definition: ctgsen.f:433
subroutine cunmqr(SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMQR
Definition: cunmqr.f:168
subroutine cgghrd(COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO)
CGGHRD
Definition: cgghrd.f:204
subroutine cungqr(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGQR
Definition: cungqr.f:128