1 *> \brief <b> SGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)</b>
3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
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21 * SUBROUTINE SGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
22 * $ LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
23 * $ VSR, LDVSR, WORK, LWORK, BWORK, INFO )
25 * .. Scalar Arguments ..
26 * CHARACTER JOBVSL, JOBVSR, SORT
27 * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
29 * .. Array Arguments ..
31 * REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
32 * $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
33 * $ VSR( LDVSR, * ), WORK( * )
35 * .. Function Arguments ..
46 *> SGGES3 computes for a pair of N-by-N real nonsymmetric matrices (A,B),
47 *> the generalized eigenvalues, the generalized real Schur form (S,T),
48 *> optionally, the left and/or right matrices of Schur vectors (VSL and
49 *> VSR). This gives the generalized Schur factorization
51 *> (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T )
53 *> Optionally, it also orders the eigenvalues so that a selected cluster
54 *> of eigenvalues appears in the leading diagonal blocks of the upper
55 *> quasi-triangular matrix S and the upper triangular matrix T.The
56 *> leading columns of VSL and VSR then form an orthonormal basis for the
57 *> corresponding left and right eigenspaces (deflating subspaces).
59 *> (If only the generalized eigenvalues are needed, use the driver
60 *> SGGEV instead, which is faster.)
62 *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
63 *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
64 *> usually represented as the pair (alpha,beta), as there is a
65 *> reasonable interpretation for beta=0 or both being zero.
67 *> A pair of matrices (S,T) is in generalized real Schur form if T is
68 *> upper triangular with non-negative diagonal and S is block upper
69 *> triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond
70 *> to real generalized eigenvalues, while 2-by-2 blocks of S will be
71 *> "standardized" by making the corresponding elements of T have the
76 *> and the pair of corresponding 2-by-2 blocks in S and T will have a
77 *> complex conjugate pair of generalized eigenvalues.
86 *> JOBVSL is CHARACTER*1
87 *> = 'N': do not compute the left Schur vectors;
88 *> = 'V': compute the left Schur vectors.
93 *> JOBVSR is CHARACTER*1
94 *> = 'N': do not compute the right Schur vectors;
95 *> = 'V': compute the right Schur vectors.
100 *> SORT is CHARACTER*1
101 *> Specifies whether or not to order the eigenvalues on the
102 *> diagonal of the generalized Schur form.
103 *> = 'N': Eigenvalues are not ordered;
104 *> = 'S': Eigenvalues are ordered (see SELCTG);
109 *> SELCTG is a LOGICAL FUNCTION of three REAL arguments
110 *> SELCTG must be declared EXTERNAL in the calling subroutine.
111 *> If SORT = 'N', SELCTG is not referenced.
112 *> If SORT = 'S', SELCTG is used to select eigenvalues to sort
113 *> to the top left of the Schur form.
114 *> An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if
115 *> SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either
116 *> one of a complex conjugate pair of eigenvalues is selected,
117 *> then both complex eigenvalues are selected.
119 *> Note that in the ill-conditioned case, a selected complex
120 *> eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j),
121 *> BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2
128 *> The order of the matrices A, B, VSL, and VSR. N >= 0.
133 *> A is REAL array, dimension (LDA, N)
134 *> On entry, the first of the pair of matrices.
135 *> On exit, A has been overwritten by its generalized Schur
142 *> The leading dimension of A. LDA >= max(1,N).
147 *> B is REAL array, dimension (LDB, N)
148 *> On entry, the second of the pair of matrices.
149 *> On exit, B has been overwritten by its generalized Schur
156 *> The leading dimension of B. LDB >= max(1,N).
162 *> If SORT = 'N', SDIM = 0.
163 *> If SORT = 'S', SDIM = number of eigenvalues (after sorting)
164 *> for which SELCTG is true. (Complex conjugate pairs for which
165 *> SELCTG is true for either eigenvalue count as 2.)
168 *> \param[out] ALPHAR
170 *> ALPHAR is REAL array, dimension (N)
173 *> \param[out] ALPHAI
175 *> ALPHAI is REAL array, dimension (N)
180 *> BETA is REAL array, dimension (N)
181 *> On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
182 *> be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i,
183 *> and BETA(j),j=1,...,N are the diagonals of the complex Schur
184 *> form (S,T) that would result if the 2-by-2 diagonal blocks of
185 *> the real Schur form of (A,B) were further reduced to
186 *> triangular form using 2-by-2 complex unitary transformations.
187 *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
188 *> positive, then the j-th and (j+1)-st eigenvalues are a
189 *> complex conjugate pair, with ALPHAI(j+1) negative.
191 *> Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
192 *> may easily over- or underflow, and BETA(j) may even be zero.
193 *> Thus, the user should avoid naively computing the ratio.
194 *> However, ALPHAR and ALPHAI will be always less than and
195 *> usually comparable with norm(A) in magnitude, and BETA always
196 *> less than and usually comparable with norm(B).
201 *> VSL is REAL array, dimension (LDVSL,N)
202 *> If JOBVSL = 'V', VSL will contain the left Schur vectors.
203 *> Not referenced if JOBVSL = 'N'.
209 *> The leading dimension of the matrix VSL. LDVSL >=1, and
210 *> if JOBVSL = 'V', LDVSL >= N.
215 *> VSR is REAL array, dimension (LDVSR,N)
216 *> If JOBVSR = 'V', VSR will contain the right Schur vectors.
217 *> Not referenced if JOBVSR = 'N'.
223 *> The leading dimension of the matrix VSR. LDVSR >= 1, and
224 *> if JOBVSR = 'V', LDVSR >= N.
229 *> WORK is REAL array, dimension (MAX(1,LWORK))
230 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
236 *> The dimension of the array WORK.
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.
246 *> BWORK is LOGICAL array, dimension (N)
247 *> Not referenced if SORT = 'N'.
253 *> = 0: successful exit
254 *> < 0: if INFO = -i, the i-th argument had an illegal value.
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.
271 *> \author Univ. of Tennessee
272 *> \author Univ. of California Berkeley
273 *> \author Univ. of Colorado Denver
276 *> \date January 2015
278 *> \ingroup realGEeigen
280 * =====================================================================
281 SUBROUTINE SGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
282 $ LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL,
283 $ VSR, LDVSR, WORK, LWORK, BWORK, INFO )
285 * -- LAPACK driver routine (version 3.6.0) --
286 * -- LAPACK is a software package provided by Univ. of Tennessee, --
287 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
290 * .. Scalar Arguments ..
291 CHARACTER JOBVSL, JOBVSR, SORT
292 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
294 * .. Array Arguments ..
296 REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
297 $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
298 $ VSR( LDVSR, * ), WORK( * )
300 * .. Function Arguments ..
305 * =====================================================================
309 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
311 * .. Local Scalars ..
312 LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
313 $ LQUERY, LST2SL, WANTST
314 INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
315 $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, LWKOPT
316 REAL ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
317 $ PVSR, SAFMAX, SAFMIN, SMLNUM
323 * .. External Subroutines ..
324 EXTERNAL SGEQRF, SGGBAK, SGGBAL, SGGHD3, SHGEQZ, SLABAD,
325 $ SLACPY, SLASCL, SLASET, SORGQR, SORMQR, STGSEN,
328 * .. External Functions ..
331 EXTERNAL LSAME, SLAMCH, SLANGE
333 * .. Intrinsic Functions ..
334 INTRINSIC ABS, MAX, SQRT
336 * .. Executable Statements ..
338 * Decode the input arguments
340 IF( LSAME( JOBVSL, 'N' ) ) THEN
343 ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
351 IF( LSAME( JOBVSR, 'N' ) ) THEN
354 ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
362 WANTST = LSAME( SORT, 'S' )
364 * Test the input arguments
367 LQUERY = ( LWORK.EQ.-1 )
368 IF( IJOBVL.LE.0 ) THEN
370 ELSE IF( IJOBVR.LE.0 ) THEN
372 ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN
374 ELSE IF( N.LT.0 ) THEN
376 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
378 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
380 ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
382 ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
384 ELSE IF( LWORK.LT.6*N+16 .AND. .NOT.LQUERY ) THEN
391 CALL SGEQRF( N, N, B, LDB, WORK, WORK, -1, IERR )
392 LWKOPT = MAX( 6*N+16, 3*N+INT( WORK( 1 ) ) )
393 CALL SORMQR( 'L', 'T', N, N, N, B, LDB, WORK, A, LDA, WORK,
395 LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
397 CALL SORGQR( N, N, N, VSL, LDVSL, WORK, WORK, -1, IERR )
398 LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
400 CALL SGGHD3( JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB, VSL,
401 $ LDVSL, VSR, LDVSR, WORK, -1, IERR )
402 LWKOPT = MAX( LWKOPT, 3*N+INT( WORK( 1 ) ) )
403 CALL SHGEQZ( 'S', JOBVSL, JOBVSR, N, 1, N, A, LDA, B, LDB,
404 $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
406 LWKOPT = MAX( LWKOPT, 2*N+INT( WORK( 1 ) ) )
408 CALL STGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB,
409 $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
410 $ SDIM, PVSL, PVSR, DIF, WORK, -1, IDUM, 1,
412 LWKOPT = MAX( LWKOPT, 2*N+INT( WORK( 1 ) ) )
418 CALL XERBLA( 'SGGES3 ', -INFO )
420 ELSE IF( LQUERY ) THEN
424 * Quick return if possible
431 * Get machine constants
434 SAFMIN = SLAMCH( 'S' )
435 SAFMAX = ONE / SAFMIN
436 CALL SLABAD( SAFMIN, SAFMAX )
437 SMLNUM = SQRT( SAFMIN ) / EPS
438 BIGNUM = ONE / SMLNUM
440 * Scale A if max element outside range [SMLNUM,BIGNUM]
442 ANRM = SLANGE( 'M', N, N, A, LDA, WORK )
444 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
447 ELSE IF( ANRM.GT.BIGNUM ) THEN
452 $ CALL SLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
454 * Scale B if max element outside range [SMLNUM,BIGNUM]
456 BNRM = SLANGE( 'M', N, N, B, LDB, WORK )
458 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
461 ELSE IF( BNRM.GT.BIGNUM ) THEN
466 $ CALL SLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
468 * Permute the matrix to make it more nearly triangular
473 CALL SGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
474 $ WORK( IRIGHT ), WORK( IWRK ), IERR )
476 * Reduce B to triangular form (QR decomposition of B)
478 IROWS = IHI + 1 - ILO
482 CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
483 $ WORK( IWRK ), LWORK+1-IWRK, IERR )
485 * Apply the orthogonal transformation to matrix A
487 CALL SORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
488 $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
489 $ LWORK+1-IWRK, IERR )
494 CALL SLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
495 IF( IROWS.GT.1 ) THEN
496 CALL SLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
497 $ VSL( ILO+1, ILO ), LDVSL )
499 CALL SORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
500 $ WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
506 $ CALL SLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
508 * Reduce to generalized Hessenberg form
510 CALL SGGHD3( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
511 $ LDVSL, VSR, LDVSR, WORK( IWRK ), LWORK+1-IWRK, IERR )
513 * Perform QZ algorithm, computing Schur vectors if desired
516 CALL SHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
517 $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
518 $ WORK( IWRK ), LWORK+1-IWRK, IERR )
520 IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
522 ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
530 * Sort eigenvalues ALPHA/BETA if desired
535 * Undo scaling on eigenvalues before SELCTGing
538 CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N,
540 CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N,
544 $ CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
549 BWORK( I ) = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
552 CALL STGSEN( 0, ILVSL, ILVSR, BWORK, N, A, LDA, B, LDB, ALPHAR,
553 $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, SDIM, PVSL,
554 $ PVSR, DIF, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1,
561 * Apply back-permutation to VSL and VSR
564 $ CALL SGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
565 $ WORK( IRIGHT ), N, VSL, LDVSL, IERR )
568 $ CALL SGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
569 $ WORK( IRIGHT ), N, VSR, LDVSR, IERR )
571 * Check if unscaling would cause over/underflow, if so, rescale
572 * (ALPHAR(I),ALPHAI(I),BETA(I)) so BETA(I) is on the order of
573 * B(I,I) and ALPHAR(I) and ALPHAI(I) are on the order of A(I,I)
577 IF( ALPHAI( I ).NE.ZERO ) THEN
578 IF( ( ALPHAR( I )/SAFMAX ).GT.( ANRMTO/ANRM ) .OR.
579 $ ( SAFMIN/ALPHAR( I ) ).GT.( ANRM/ANRMTO ) ) THEN
580 WORK( 1 ) = ABS( A( I, I )/ALPHAR( I ) )
581 BETA( I ) = BETA( I )*WORK( 1 )
582 ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
583 ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
584 ELSE IF( ( ALPHAI( I )/SAFMAX ).GT.( ANRMTO/ANRM ) .OR.
585 $ ( SAFMIN/ALPHAI( I ) ).GT.( ANRM/ANRMTO ) ) THEN
586 WORK( 1 ) = ABS( A( I, I+1 )/ALPHAI( I ) )
587 BETA( I ) = BETA( I )*WORK( 1 )
588 ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
589 ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
597 IF( ALPHAI( I ).NE.ZERO ) THEN
598 IF( ( BETA( I )/SAFMAX ).GT.( BNRMTO/BNRM ) .OR.
599 $ ( SAFMIN/BETA( I ) ).GT.( BNRM/BNRMTO ) ) THEN
600 WORK( 1 ) = ABS(B( I, I )/BETA( I ))
601 BETA( I ) = BETA( I )*WORK( 1 )
602 ALPHAR( I ) = ALPHAR( I )*WORK( 1 )
603 ALPHAI( I ) = ALPHAI( I )*WORK( 1 )
612 CALL SLASCL( 'H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR )
613 CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
614 CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
618 CALL SLASCL( 'U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR )
619 CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
624 * Check if reordering is correct
631 CURSL = SELCTG( ALPHAR( I ), ALPHAI( I ), BETA( I ) )
632 IF( ALPHAI( I ).EQ.ZERO ) THEN
636 IF( CURSL .AND. .NOT.LASTSL )
641 * Last eigenvalue of conjugate pair
643 CURSL = CURSL .OR. LASTSL
648 IF( CURSL .AND. .NOT.LST2SL )
652 * First eigenvalue of conjugate pair