LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ dgegs()

subroutine dgegs ( character  JOBVSL,
character  JOBVSR,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldb, * )  B,
integer  LDB,
double precision, dimension( * )  ALPHAR,
double precision, dimension( * )  ALPHAI,
double precision, dimension( * )  BETA,
double precision, dimension( ldvsl, * )  VSL,
integer  LDVSL,
double precision, dimension( ldvsr, * )  VSR,
integer  LDVSR,
double precision, dimension( * )  WORK,
integer  LWORK,
integer  INFO 
)

DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Download DGEGS + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 This routine is deprecated and has been replaced by routine DGGES.

 DGEGS computes the eigenvalues, real Schur form, and, optionally,
 left and or/right Schur vectors of a real matrix pair (A,B).
 Given two square matrices A and B, the generalized real Schur
 factorization has the form

   A = Q*S*Z**T,  B = Q*T*Z**T

 where Q and Z are orthogonal matrices, T is upper triangular, and S
 is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal
 blocks, the 2-by-2 blocks corresponding to complex conjugate pairs
 of eigenvalues of (A,B).  The columns of Q are the left Schur vectors
 and the columns of Z are the right Schur vectors.

 If only the eigenvalues of (A,B) are needed, the driver routine
 DGEGV should be used instead.  See DGEGV for a description of the
 eigenvalues of the generalized nonsymmetric eigenvalue problem
 (GNEP).
Parameters
[in]JOBVSL
          JOBVSL is CHARACTER*1
          = 'N':  do not compute the left Schur vectors;
          = 'V':  compute the left Schur vectors (returned in VSL).
[in]JOBVSR
          JOBVSR is CHARACTER*1
          = 'N':  do not compute the right Schur vectors;
          = 'V':  compute the right Schur vectors (returned in VSR).
[in]N
          N is INTEGER
          The order of the matrices A, B, VSL, and VSR.  N >= 0.
[in,out]A
          A is DOUBLE PRECISION array, dimension (LDA, N)
          On entry, the matrix A.
          On exit, the upper quasi-triangular matrix S from the
          generalized real Schur factorization.
[in]LDA
          LDA is INTEGER
          The leading dimension of A.  LDA >= max(1,N).
[in,out]B
          B is DOUBLE PRECISION array, dimension (LDB, N)
          On entry, the matrix B.
          On exit, the upper triangular matrix T from the generalized
          real Schur factorization.
[in]LDB
          LDB is INTEGER
          The leading dimension of B.  LDB >= max(1,N).
[out]ALPHAR
          ALPHAR is DOUBLE PRECISION array, dimension (N)
          The real parts of each scalar alpha defining an eigenvalue
          of GNEP.
[out]ALPHAI
          ALPHAI is DOUBLE PRECISION array, dimension (N)
          The imaginary parts of each scalar alpha defining an
          eigenvalue of GNEP.  If ALPHAI(j) is zero, then the j-th
          eigenvalue is real; if positive, then the j-th and (j+1)-st
          eigenvalues are a complex conjugate pair, with
          ALPHAI(j+1) = -ALPHAI(j).
[out]BETA
          BETA is DOUBLE PRECISION array, dimension (N)
          The scalars beta that define the eigenvalues of GNEP.
          Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
          beta = BETA(j) represent the j-th eigenvalue of the matrix
          pair (A,B), in one of the forms lambda = alpha/beta or
          mu = beta/alpha.  Since either lambda or mu may overflow,
          they should not, in general, be computed.
[out]VSL
          VSL is DOUBLE PRECISION array, dimension (LDVSL,N)
          If JOBVSL = 'V', the matrix of left Schur vectors Q.
          Not referenced if JOBVSL = 'N'.
[in]LDVSL
          LDVSL is INTEGER
          The leading dimension of the matrix VSL. LDVSL >=1, and
          if JOBVSL = 'V', LDVSL >= N.
[out]VSR
          VSR is DOUBLE PRECISION array, dimension (LDVSR,N)
          If JOBVSR = 'V', the matrix of right Schur vectors Z.
          Not referenced if JOBVSR = 'N'.
[in]LDVSR
          LDVSR is INTEGER
          The leading dimension of the matrix VSR. LDVSR >= 1, and
          if JOBVSR = 'V', LDVSR >= N.
[out]WORK
          WORK is DOUBLE PRECISION 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 >= max(1,4*N).
          For good performance, LWORK must generally be larger.
          To compute the optimal value of LWORK, call ILAENV to get
          blocksizes (for DGEQRF, DORMQR, and DORGQR.)  Then compute:
          NB  -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR
          The optimal LWORK is  2*N + N*(NB+1).

          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]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          = 1,...,N:
                The QZ iteration failed.  (A,B) are not in Schur
                form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
                be correct for j=INFO+1,...,N.
          > N:  errors that usually indicate LAPACK problems:
                =N+1: error return from DGGBAL
                =N+2: error return from DGEQRF
                =N+3: error return from DORMQR
                =N+4: error return from DORGQR
                =N+5: error return from DGGHRD
                =N+6: error return from DHGEQZ (other than failed
                                                iteration)
                =N+7: error return from DGGBAK (computing VSL)
                =N+8: error return from DGGBAK (computing VSR)
                =N+9: error return from DLASCL (various places)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 224 of file dgegs.f.

227*
228* -- LAPACK driver routine --
229* -- LAPACK is a software package provided by Univ. of Tennessee, --
230* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
231*
232* .. Scalar Arguments ..
233 CHARACTER JOBVSL, JOBVSR
234 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N
235* ..
236* .. Array Arguments ..
237 DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
238 $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
239 $ VSR( LDVSR, * ), WORK( * )
240* ..
241*
242* =====================================================================
243*
244* .. Parameters ..
245 DOUBLE PRECISION ZERO, ONE
246 parameter( zero = 0.0d0, one = 1.0d0 )
247* ..
248* .. Local Scalars ..
249 LOGICAL ILASCL, ILBSCL, ILVSL, ILVSR, LQUERY
250 INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
251 $ IRIGHT, IROWS, ITAU, IWORK, LOPT, LWKMIN,
252 $ LWKOPT, NB, NB1, NB2, NB3
253 DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
254 $ SAFMIN, SMLNUM
255* ..
256* .. External Subroutines ..
257 EXTERNAL dgeqrf, dggbak, dggbal, dgghrd, dhgeqz, dlacpy,
259* ..
260* .. External Functions ..
261 LOGICAL LSAME
262 INTEGER ILAENV
263 DOUBLE PRECISION DLAMCH, DLANGE
264 EXTERNAL lsame, ilaenv, dlamch, dlange
265* ..
266* .. Intrinsic Functions ..
267 INTRINSIC int, max
268* ..
269* .. Executable Statements ..
270*
271* Decode the input arguments
272*
273 IF( lsame( jobvsl, 'N' ) ) THEN
274 ijobvl = 1
275 ilvsl = .false.
276 ELSE IF( lsame( jobvsl, 'V' ) ) THEN
277 ijobvl = 2
278 ilvsl = .true.
279 ELSE
280 ijobvl = -1
281 ilvsl = .false.
282 END IF
283*
284 IF( lsame( jobvsr, 'N' ) ) THEN
285 ijobvr = 1
286 ilvsr = .false.
287 ELSE IF( lsame( jobvsr, 'V' ) ) THEN
288 ijobvr = 2
289 ilvsr = .true.
290 ELSE
291 ijobvr = -1
292 ilvsr = .false.
293 END IF
294*
295* Test the input arguments
296*
297 lwkmin = max( 4*n, 1 )
298 lwkopt = lwkmin
299 work( 1 ) = lwkopt
300 lquery = ( lwork.EQ.-1 )
301 info = 0
302 IF( ijobvl.LE.0 ) THEN
303 info = -1
304 ELSE IF( ijobvr.LE.0 ) THEN
305 info = -2
306 ELSE IF( n.LT.0 ) THEN
307 info = -3
308 ELSE IF( lda.LT.max( 1, n ) ) THEN
309 info = -5
310 ELSE IF( ldb.LT.max( 1, n ) ) THEN
311 info = -7
312 ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) ) THEN
313 info = -12
314 ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) ) THEN
315 info = -14
316 ELSE IF( lwork.LT.lwkmin .AND. .NOT.lquery ) THEN
317 info = -16
318 END IF
319*
320 IF( info.EQ.0 ) THEN
321 nb1 = ilaenv( 1, 'DGEQRF', ' ', n, n, -1, -1 )
322 nb2 = ilaenv( 1, 'DORMQR', ' ', n, n, n, -1 )
323 nb3 = ilaenv( 1, 'DORGQR', ' ', n, n, n, -1 )
324 nb = max( nb1, nb2, nb3 )
325 lopt = 2*n + n*( nb+1 )
326 work( 1 ) = lopt
327 END IF
328*
329 IF( info.NE.0 ) THEN
330 CALL xerbla( 'DGEGS ', -info )
331 RETURN
332 ELSE IF( lquery ) THEN
333 RETURN
334 END IF
335*
336* Quick return if possible
337*
338 IF( n.EQ.0 )
339 $ RETURN
340*
341* Get machine constants
342*
343 eps = dlamch( 'E' )*dlamch( 'B' )
344 safmin = dlamch( 'S' )
345 smlnum = n*safmin / eps
346 bignum = one / smlnum
347*
348* Scale A if max element outside range [SMLNUM,BIGNUM]
349*
350 anrm = dlange( 'M', n, n, a, lda, work )
351 ilascl = .false.
352 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
353 anrmto = smlnum
354 ilascl = .true.
355 ELSE IF( anrm.GT.bignum ) THEN
356 anrmto = bignum
357 ilascl = .true.
358 END IF
359*
360 IF( ilascl ) THEN
361 CALL dlascl( 'G', -1, -1, anrm, anrmto, n, n, a, lda, iinfo )
362 IF( iinfo.NE.0 ) THEN
363 info = n + 9
364 RETURN
365 END IF
366 END IF
367*
368* Scale B if max element outside range [SMLNUM,BIGNUM]
369*
370 bnrm = dlange( 'M', n, n, b, ldb, work )
371 ilbscl = .false.
372 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
373 bnrmto = smlnum
374 ilbscl = .true.
375 ELSE IF( bnrm.GT.bignum ) THEN
376 bnrmto = bignum
377 ilbscl = .true.
378 END IF
379*
380 IF( ilbscl ) THEN
381 CALL dlascl( 'G', -1, -1, bnrm, bnrmto, n, n, b, ldb, iinfo )
382 IF( iinfo.NE.0 ) THEN
383 info = n + 9
384 RETURN
385 END IF
386 END IF
387*
388* Permute the matrix to make it more nearly triangular
389* Workspace layout: (2*N words -- "work..." not actually used)
390* left_permutation, right_permutation, work...
391*
392 ileft = 1
393 iright = n + 1
394 iwork = iright + n
395 CALL dggbal( 'P', n, a, lda, b, ldb, ilo, ihi, work( ileft ),
396 $ work( iright ), work( iwork ), iinfo )
397 IF( iinfo.NE.0 ) THEN
398 info = n + 1
399 GO TO 10
400 END IF
401*
402* Reduce B to triangular form, and initialize VSL and/or VSR
403* Workspace layout: ("work..." must have at least N words)
404* left_permutation, right_permutation, tau, work...
405*
406 irows = ihi + 1 - ilo
407 icols = n + 1 - ilo
408 itau = iwork
409 iwork = itau + irows
410 CALL dgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
411 $ work( iwork ), lwork+1-iwork, iinfo )
412 IF( iinfo.GE.0 )
413 $ lwkopt = max( lwkopt, int( work( iwork ) )+iwork-1 )
414 IF( iinfo.NE.0 ) THEN
415 info = n + 2
416 GO TO 10
417 END IF
418*
419 CALL dormqr( 'L', 'T', irows, icols, irows, b( ilo, ilo ), ldb,
420 $ work( itau ), a( ilo, ilo ), lda, work( iwork ),
421 $ lwork+1-iwork, iinfo )
422 IF( iinfo.GE.0 )
423 $ lwkopt = max( lwkopt, int( work( iwork ) )+iwork-1 )
424 IF( iinfo.NE.0 ) THEN
425 info = n + 3
426 GO TO 10
427 END IF
428*
429 IF( ilvsl ) THEN
430 CALL dlaset( 'Full', n, n, zero, one, vsl, ldvsl )
431 CALL dlacpy( 'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
432 $ vsl( ilo+1, ilo ), ldvsl )
433 CALL dorgqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
434 $ work( itau ), work( iwork ), lwork+1-iwork,
435 $ iinfo )
436 IF( iinfo.GE.0 )
437 $ lwkopt = max( lwkopt, int( work( iwork ) )+iwork-1 )
438 IF( iinfo.NE.0 ) THEN
439 info = n + 4
440 GO TO 10
441 END IF
442 END IF
443*
444 IF( ilvsr )
445 $ CALL dlaset( 'Full', n, n, zero, one, vsr, ldvsr )
446*
447* Reduce to generalized Hessenberg form
448*
449 CALL dgghrd( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
450 $ ldvsl, vsr, ldvsr, iinfo )
451 IF( iinfo.NE.0 ) THEN
452 info = n + 5
453 GO TO 10
454 END IF
455*
456* Perform QZ algorithm, computing Schur vectors if desired
457* Workspace layout: ("work..." must have at least 1 word)
458* left_permutation, right_permutation, work...
459*
460 iwork = itau
461 CALL dhgeqz( 'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
462 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
463 $ work( iwork ), lwork+1-iwork, iinfo )
464 IF( iinfo.GE.0 )
465 $ lwkopt = max( lwkopt, int( work( iwork ) )+iwork-1 )
466 IF( iinfo.NE.0 ) THEN
467 IF( iinfo.GT.0 .AND. iinfo.LE.n ) THEN
468 info = iinfo
469 ELSE IF( iinfo.GT.n .AND. iinfo.LE.2*n ) THEN
470 info = iinfo - n
471 ELSE
472 info = n + 6
473 END IF
474 GO TO 10
475 END IF
476*
477* Apply permutation to VSL and VSR
478*
479 IF( ilvsl ) THEN
480 CALL dggbak( 'P', 'L', n, ilo, ihi, work( ileft ),
481 $ work( iright ), n, vsl, ldvsl, iinfo )
482 IF( iinfo.NE.0 ) THEN
483 info = n + 7
484 GO TO 10
485 END IF
486 END IF
487 IF( ilvsr ) THEN
488 CALL dggbak( 'P', 'R', n, ilo, ihi, work( ileft ),
489 $ work( iright ), n, vsr, ldvsr, iinfo )
490 IF( iinfo.NE.0 ) THEN
491 info = n + 8
492 GO TO 10
493 END IF
494 END IF
495*
496* Undo scaling
497*
498 IF( ilascl ) THEN
499 CALL dlascl( 'H', -1, -1, anrmto, anrm, n, n, a, lda, iinfo )
500 IF( iinfo.NE.0 ) THEN
501 info = n + 9
502 RETURN
503 END IF
504 CALL dlascl( 'G', -1, -1, anrmto, anrm, n, 1, alphar, n,
505 $ iinfo )
506 IF( iinfo.NE.0 ) THEN
507 info = n + 9
508 RETURN
509 END IF
510 CALL dlascl( 'G', -1, -1, anrmto, anrm, n, 1, alphai, n,
511 $ iinfo )
512 IF( iinfo.NE.0 ) THEN
513 info = n + 9
514 RETURN
515 END IF
516 END IF
517*
518 IF( ilbscl ) THEN
519 CALL dlascl( 'U', -1, -1, bnrmto, bnrm, n, n, b, ldb, iinfo )
520 IF( iinfo.NE.0 ) THEN
521 info = n + 9
522 RETURN
523 END IF
524 CALL dlascl( 'G', -1, -1, bnrmto, bnrm, n, 1, beta, n, iinfo )
525 IF( iinfo.NE.0 ) THEN
526 info = n + 9
527 RETURN
528 END IF
529 END IF
530*
531 10 CONTINUE
532 work( 1 ) = lwkopt
533*
534 RETURN
535*
536* End of DGEGS
537*
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
subroutine dlascl(TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO)
DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition: dlascl.f:143
subroutine dlacpy(UPLO, M, N, A, LDA, B, LDB)
DLACPY copies all or part of one two-dimensional array to another.
Definition: dlacpy.f:103
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.
Definition: dlaset.f:110
integer function ilaenv(ISPEC, NAME, OPTS, N1, N2, N3, N4)
ILAENV
Definition: ilaenv.f:162
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine dggbak(JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, LDV, INFO)
DGGBAK
Definition: dggbak.f:147
subroutine dggbal(JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK, INFO)
DGGBAL
Definition: dggbal.f:177
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: dlange.f:114
subroutine dhgeqz(JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO)
DHGEQZ
Definition: dhgeqz.f:304
subroutine dgeqrf(M, N, A, LDA, TAU, WORK, LWORK, INFO)
DGEQRF
Definition: dgeqrf.f:146
subroutine dorgqr(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
DORGQR
Definition: dorgqr.f:128
subroutine dgghrd(COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO)
DGGHRD
Definition: dgghrd.f:207
subroutine dormqr(SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
DORMQR
Definition: dormqr.f:167
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