14 typedef long long BLASLONG;
15 typedef unsigned long long BLASULONG;
17 typedef long BLASLONG;
18 typedef unsigned long BLASULONG;
22 typedef BLASLONG blasint;
24 #define blasabs(x) llabs(x)
26 #define blasabs(x) labs(x)
30 #define blasabs(x) abs(x)
33 typedef blasint integer;
35 typedef unsigned int uinteger;
36 typedef char *address;
37 typedef short int shortint;
39 typedef double doublereal;
40 typedef struct { real r, i; } complex;
41 typedef struct { doublereal r, i; } doublecomplex;
43 static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
44 static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
45 static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
46 static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
48 static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
49 static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
50 static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
51 static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
53 #define pCf(z) (*_pCf(z))
54 #define pCd(z) (*_pCd(z))
56 typedef short int shortlogical;
57 typedef char logical1;
58 typedef char integer1;
63 /* Extern is for use with -E */
74 /*external read, write*/
83 /*internal read, write*/
113 /*rewind, backspace, endfile*/
125 ftnint *inex; /*parameters in standard's order*/
151 union Multitype { /* for multiple entry points */
162 typedef union Multitype Multitype;
164 struct Vardesc { /* for Namelist */
170 typedef struct Vardesc Vardesc;
177 typedef struct Namelist Namelist;
179 #define abs(x) ((x) >= 0 ? (x) : -(x))
180 #define dabs(x) (fabs(x))
181 #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
182 #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
183 #define dmin(a,b) (f2cmin(a,b))
184 #define dmax(a,b) (f2cmax(a,b))
185 #define bit_test(a,b) ((a) >> (b) & 1)
186 #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
187 #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
189 #define abort_() { sig_die("Fortran abort routine called", 1); }
190 #define c_abs(z) (cabsf(Cf(z)))
191 #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
193 #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
194 #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
196 #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
197 #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
199 #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
200 #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
201 #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
202 //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
203 #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
204 #define d_abs(x) (fabs(*(x)))
205 #define d_acos(x) (acos(*(x)))
206 #define d_asin(x) (asin(*(x)))
207 #define d_atan(x) (atan(*(x)))
208 #define d_atn2(x, y) (atan2(*(x),*(y)))
209 #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
210 #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
211 #define d_cos(x) (cos(*(x)))
212 #define d_cosh(x) (cosh(*(x)))
213 #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
214 #define d_exp(x) (exp(*(x)))
215 #define d_imag(z) (cimag(Cd(z)))
216 #define r_imag(z) (cimagf(Cf(z)))
217 #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
218 #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
219 #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
220 #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
221 #define d_log(x) (log(*(x)))
222 #define d_mod(x, y) (fmod(*(x), *(y)))
223 #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
224 #define d_nint(x) u_nint(*(x))
225 #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
226 #define d_sign(a,b) u_sign(*(a),*(b))
227 #define r_sign(a,b) u_sign(*(a),*(b))
228 #define d_sin(x) (sin(*(x)))
229 #define d_sinh(x) (sinh(*(x)))
230 #define d_sqrt(x) (sqrt(*(x)))
231 #define d_tan(x) (tan(*(x)))
232 #define d_tanh(x) (tanh(*(x)))
233 #define i_abs(x) abs(*(x))
234 #define i_dnnt(x) ((integer)u_nint(*(x)))
235 #define i_len(s, n) (n)
236 #define i_nint(x) ((integer)u_nint(*(x)))
237 #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
238 #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
239 #define pow_si(B,E) spow_ui(*(B),*(E))
240 #define pow_ri(B,E) spow_ui(*(B),*(E))
241 #define pow_di(B,E) dpow_ui(*(B),*(E))
242 #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
243 #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
244 #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
245 #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
246 #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
247 #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
248 #define sig_die(s, kill) { exit(1); }
249 #define s_stop(s, n) {exit(0);}
250 static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
251 #define z_abs(z) (cabs(Cd(z)))
252 #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
253 #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
254 #define myexit_() break;
255 #define mycycle() continue;
256 #define myceiling(w) {ceil(w)}
257 #define myhuge(w) {HUGE_VAL}
258 //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
259 #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
261 /* procedure parameter types for -A and -C++ */
263 #define F2C_proc_par_types 1
265 typedef logical (*L_fp)(...);
267 typedef logical (*L_fp)();
270 static float spow_ui(float x, integer n) {
271 float pow=1.0; unsigned long int u;
273 if(n < 0) n = -n, x = 1/x;
282 static double dpow_ui(double x, integer n) {
283 double pow=1.0; unsigned long int u;
285 if(n < 0) n = -n, x = 1/x;
295 static _Fcomplex cpow_ui(complex x, integer n) {
296 complex pow={1.0,0.0}; unsigned long int u;
298 if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
300 if(u & 01) pow.r *= x.r, pow.i *= x.i;
301 if(u >>= 1) x.r *= x.r, x.i *= x.i;
305 _Fcomplex p={pow.r, pow.i};
309 static _Complex float cpow_ui(_Complex float x, integer n) {
310 _Complex float pow=1.0; unsigned long int u;
312 if(n < 0) n = -n, x = 1/x;
323 static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
324 _Dcomplex pow={1.0,0.0}; unsigned long int u;
326 if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
328 if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
329 if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
333 _Dcomplex p = {pow._Val[0], pow._Val[1]};
337 static _Complex double zpow_ui(_Complex double x, integer n) {
338 _Complex double pow=1.0; unsigned long int u;
340 if(n < 0) n = -n, x = 1/x;
350 static integer pow_ii(integer x, integer n) {
351 integer pow; unsigned long int u;
353 if (n == 0 || x == 1) pow = 1;
354 else if (x != -1) pow = x == 0 ? 1/x : 0;
357 if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
367 static integer dmaxloc_(double *w, integer s, integer e, integer *n)
369 double m; integer i, mi;
370 for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
371 if (w[i-1]>m) mi=i ,m=w[i-1];
374 static integer smaxloc_(float *w, integer s, integer e, integer *n)
376 float m; integer i, mi;
377 for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
378 if (w[i-1]>m) mi=i ,m=w[i-1];
381 static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
382 integer n = *n_, incx = *incx_, incy = *incy_, i;
384 _Fcomplex zdotc = {0.0, 0.0};
385 if (incx == 1 && incy == 1) {
386 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
387 zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
388 zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
391 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
392 zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
393 zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
399 _Complex float zdotc = 0.0;
400 if (incx == 1 && incy == 1) {
401 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
402 zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
405 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
406 zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
412 static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
413 integer n = *n_, incx = *incx_, incy = *incy_, i;
415 _Dcomplex zdotc = {0.0, 0.0};
416 if (incx == 1 && incy == 1) {
417 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
418 zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
419 zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
422 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
423 zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
424 zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
430 _Complex double zdotc = 0.0;
431 if (incx == 1 && incy == 1) {
432 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
433 zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
436 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
437 zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
443 static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
444 integer n = *n_, incx = *incx_, incy = *incy_, i;
446 _Fcomplex zdotc = {0.0, 0.0};
447 if (incx == 1 && incy == 1) {
448 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
449 zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
450 zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
453 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
454 zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
455 zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
461 _Complex float zdotc = 0.0;
462 if (incx == 1 && incy == 1) {
463 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
464 zdotc += Cf(&x[i]) * Cf(&y[i]);
467 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
468 zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
474 static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
475 integer n = *n_, incx = *incx_, incy = *incy_, i;
477 _Dcomplex zdotc = {0.0, 0.0};
478 if (incx == 1 && incy == 1) {
479 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
480 zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
481 zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
484 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
485 zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
486 zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
492 _Complex double zdotc = 0.0;
493 if (incx == 1 && incy == 1) {
494 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
495 zdotc += Cd(&x[i]) * Cd(&y[i]);
498 for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
499 zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
505 /* -- translated by f2c (version 20000121).
506 You must link the resulting object file with the libraries:
507 -lf2c -lm (in that order)
513 /* Table of constant values */
515 static integer c__1 = 1;
516 static doublereal c_b19 = 1.;
517 static doublereal c_b21 = 0.;
518 static integer c__2 = 2;
519 static logical c_false = FALSE_;
520 static integer c__3 = 3;
522 /* > \brief \b DTGSNA */
524 /* =========== DOCUMENTATION =========== */
526 /* Online html documentation available at */
527 /* http://www.netlib.org/lapack/explore-html/ */
530 /* > Download DTGSNA + dependencies */
531 /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgsna.
534 /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtgsna.
537 /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtgsna.
545 /* SUBROUTINE DTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, */
546 /* LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, */
549 /* CHARACTER HOWMNY, JOB */
550 /* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N */
551 /* LOGICAL SELECT( * ) */
552 /* INTEGER IWORK( * ) */
553 /* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), DIF( * ), S( * ), */
554 /* $ VL( LDVL, * ), VR( LDVR, * ), WORK( * ) */
557 /* > \par Purpose: */
562 /* > DTGSNA estimates reciprocal condition numbers for specified */
563 /* > eigenvalues and/or eigenvectors of a matrix pair (A, B) in */
564 /* > generalized real Schur canonical form (or of any matrix pair */
565 /* > (Q*A*Z**T, Q*B*Z**T) with orthogonal matrices Q and Z, where */
566 /* > Z**T denotes the transpose of Z. */
568 /* > (A, B) must be in generalized real Schur form (as returned by DGGES), */
569 /* > i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal */
570 /* > blocks. B is upper triangular. */
577 /* > \param[in] JOB */
579 /* > JOB is CHARACTER*1 */
580 /* > Specifies whether condition numbers are required for */
581 /* > eigenvalues (S) or eigenvectors (DIF): */
582 /* > = 'E': for eigenvalues only (S); */
583 /* > = 'V': for eigenvectors only (DIF); */
584 /* > = 'B': for both eigenvalues and eigenvectors (S and DIF). */
587 /* > \param[in] HOWMNY */
589 /* > HOWMNY is CHARACTER*1 */
590 /* > = 'A': compute condition numbers for all eigenpairs; */
591 /* > = 'S': compute condition numbers for selected eigenpairs */
592 /* > specified by the array SELECT. */
595 /* > \param[in] SELECT */
597 /* > SELECT is LOGICAL array, dimension (N) */
598 /* > If HOWMNY = 'S', SELECT specifies the eigenpairs for which */
599 /* > condition numbers are required. To select condition numbers */
600 /* > for the eigenpair corresponding to a real eigenvalue w(j), */
601 /* > SELECT(j) must be set to .TRUE.. To select condition numbers */
602 /* > corresponding to a complex conjugate pair of eigenvalues w(j) */
603 /* > and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be */
604 /* > set to .TRUE.. */
605 /* > If HOWMNY = 'A', SELECT is not referenced. */
611 /* > The order of the square matrix pair (A, B). N >= 0. */
616 /* > A is DOUBLE PRECISION array, dimension (LDA,N) */
617 /* > The upper quasi-triangular matrix A in the pair (A,B). */
620 /* > \param[in] LDA */
622 /* > LDA is INTEGER */
623 /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
628 /* > B is DOUBLE PRECISION array, dimension (LDB,N) */
629 /* > The upper triangular matrix B in the pair (A,B). */
632 /* > \param[in] LDB */
634 /* > LDB is INTEGER */
635 /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
638 /* > \param[in] VL */
640 /* > VL is DOUBLE PRECISION array, dimension (LDVL,M) */
641 /* > If JOB = 'E' or 'B', VL must contain left eigenvectors of */
642 /* > (A, B), corresponding to the eigenpairs specified by HOWMNY */
643 /* > and SELECT. The eigenvectors must be stored in consecutive */
644 /* > columns of VL, as returned by DTGEVC. */
645 /* > If JOB = 'V', VL is not referenced. */
648 /* > \param[in] LDVL */
650 /* > LDVL is INTEGER */
651 /* > The leading dimension of the array VL. LDVL >= 1. */
652 /* > If JOB = 'E' or 'B', LDVL >= N. */
655 /* > \param[in] VR */
657 /* > VR is DOUBLE PRECISION array, dimension (LDVR,M) */
658 /* > If JOB = 'E' or 'B', VR must contain right eigenvectors of */
659 /* > (A, B), corresponding to the eigenpairs specified by HOWMNY */
660 /* > and SELECT. The eigenvectors must be stored in consecutive */
661 /* > columns ov VR, as returned by DTGEVC. */
662 /* > If JOB = 'V', VR is not referenced. */
665 /* > \param[in] LDVR */
667 /* > LDVR is INTEGER */
668 /* > The leading dimension of the array VR. LDVR >= 1. */
669 /* > If JOB = 'E' or 'B', LDVR >= N. */
672 /* > \param[out] S */
674 /* > S is DOUBLE PRECISION array, dimension (MM) */
675 /* > If JOB = 'E' or 'B', the reciprocal condition numbers of the */
676 /* > selected eigenvalues, stored in consecutive elements of the */
677 /* > array. For a complex conjugate pair of eigenvalues two */
678 /* > consecutive elements of S are set to the same value. Thus */
679 /* > S(j), DIF(j), and the j-th columns of VL and VR all */
680 /* > correspond to the same eigenpair (but not in general the */
681 /* > j-th eigenpair, unless all eigenpairs are selected). */
682 /* > If JOB = 'V', S is not referenced. */
685 /* > \param[out] DIF */
687 /* > DIF is DOUBLE PRECISION array, dimension (MM) */
688 /* > If JOB = 'V' or 'B', the estimated reciprocal condition */
689 /* > numbers of the selected eigenvectors, stored in consecutive */
690 /* > elements of the array. For a complex eigenvector two */
691 /* > consecutive elements of DIF are set to the same value. If */
692 /* > the eigenvalues cannot be reordered to compute DIF(j), DIF(j) */
693 /* > is set to 0; this can only occur when the true value would be */
694 /* > very small anyway. */
695 /* > If JOB = 'E', DIF is not referenced. */
698 /* > \param[in] MM */
700 /* > MM is INTEGER */
701 /* > The number of elements in the arrays S and DIF. MM >= M. */
704 /* > \param[out] M */
707 /* > The number of elements of the arrays S and DIF used to store */
708 /* > the specified condition numbers; for each selected real */
709 /* > eigenvalue one element is used, and for each selected complex */
710 /* > conjugate pair of eigenvalues, two elements are used. */
711 /* > If HOWMNY = 'A', M is set to N. */
714 /* > \param[out] WORK */
716 /* > WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
717 /* > On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
720 /* > \param[in] LWORK */
722 /* > LWORK is INTEGER */
723 /* > The dimension of the array WORK. LWORK >= f2cmax(1,N). */
724 /* > If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16. */
726 /* > If LWORK = -1, then a workspace query is assumed; the routine */
727 /* > only calculates the optimal size of the WORK array, returns */
728 /* > this value as the first entry of the WORK array, and no error */
729 /* > message related to LWORK is issued by XERBLA. */
732 /* > \param[out] IWORK */
734 /* > IWORK is INTEGER array, dimension (N + 6) */
735 /* > If JOB = 'E', IWORK is not referenced. */
738 /* > \param[out] INFO */
740 /* > INFO is INTEGER */
741 /* > =0: Successful exit */
742 /* > <0: If INFO = -i, the i-th argument had an illegal value */
748 /* > \author Univ. of Tennessee */
749 /* > \author Univ. of California Berkeley */
750 /* > \author Univ. of Colorado Denver */
751 /* > \author NAG Ltd. */
753 /* > \date December 2016 */
755 /* > \ingroup doubleOTHERcomputational */
757 /* > \par Further Details: */
758 /* ===================== */
762 /* > The reciprocal of the condition number of a generalized eigenvalue */
763 /* > w = (a, b) is defined as */
765 /* > S(w) = (|u**TAv|**2 + |u**TBv|**2)**(1/2) / (norm(u)*norm(v)) */
767 /* > where u and v are the left and right eigenvectors of (A, B) */
768 /* > corresponding to w; |z| denotes the absolute value of the complex */
769 /* > number, and norm(u) denotes the 2-norm of the vector u. */
770 /* > The pair (a, b) corresponds to an eigenvalue w = a/b (= u**TAv/u**TBv) */
771 /* > of the matrix pair (A, B). If both a and b equal zero, then (A B) is */
772 /* > singular and S(I) = -1 is returned. */
774 /* > An approximate error bound on the chordal distance between the i-th */
775 /* > computed generalized eigenvalue w and the corresponding exact */
776 /* > eigenvalue lambda is */
778 /* > chord(w, lambda) <= EPS * norm(A, B) / S(I) */
780 /* > where EPS is the machine precision. */
782 /* > The reciprocal of the condition number DIF(i) of right eigenvector u */
783 /* > and left eigenvector v corresponding to the generalized eigenvalue w */
784 /* > is defined as follows: */
786 /* > a) If the i-th eigenvalue w = (a,b) is real */
788 /* > Suppose U and V are orthogonal transformations such that */
790 /* > U**T*(A, B)*V = (S, T) = ( a * ) ( b * ) 1 */
791 /* > ( 0 S22 ),( 0 T22 ) n-1 */
794 /* > Then the reciprocal condition number DIF(i) is */
796 /* > Difl((a, b), (S22, T22)) = sigma-f2cmin( Zl ), */
798 /* > where sigma-f2cmin(Zl) denotes the smallest singular value of the */
799 /* > 2(n-1)-by-2(n-1) matrix */
801 /* > Zl = [ kron(a, In-1) -kron(1, S22) ] */
802 /* > [ kron(b, In-1) -kron(1, T22) ] . */
804 /* > Here In-1 is the identity matrix of size n-1. kron(X, Y) is the */
805 /* > Kronecker product between the matrices X and Y. */
807 /* > Note that if the default method for computing DIF(i) is wanted */
808 /* > (see DLATDF), then the parameter DIFDRI (see below) should be */
809 /* > changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). */
810 /* > See DTGSYL for more details. */
812 /* > b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair, */
814 /* > Suppose U and V are orthogonal transformations such that */
816 /* > U**T*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2 */
817 /* > ( 0 S22 ),( 0 T22) n-2 */
820 /* > and (S11, T11) corresponds to the complex conjugate eigenvalue */
821 /* > pair (w, conjg(w)). There exist unitary matrices U1 and V1 such */
824 /* > U1**T*S11*V1 = ( s11 s12 ) and U1**T*T11*V1 = ( t11 t12 ) */
825 /* > ( 0 s22 ) ( 0 t22 ) */
827 /* > where the generalized eigenvalues w = s11/t11 and */
828 /* > conjg(w) = s22/t22. */
830 /* > Then the reciprocal condition number DIF(i) is bounded by */
832 /* > f2cmin( d1, f2cmax( 1, |real(s11)/real(s22)| )*d2 ) */
834 /* > where, d1 = Difl((s11, t11), (s22, t22)) = sigma-f2cmin(Z1), where */
835 /* > Z1 is the complex 2-by-2 matrix */
837 /* > Z1 = [ s11 -s22 ] */
838 /* > [ t11 -t22 ], */
840 /* > This is done by computing (using real arithmetic) the */
841 /* > roots of the characteristical polynomial det(Z1**T * Z1 - lambda I), */
842 /* > where Z1**T denotes the transpose of Z1 and det(X) denotes */
843 /* > the determinant of X. */
845 /* > and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an */
846 /* > upper bound on sigma-f2cmin(Z2), where Z2 is (2n-2)-by-(2n-2) */
848 /* > Z2 = [ kron(S11**T, In-2) -kron(I2, S22) ] */
849 /* > [ kron(T11**T, In-2) -kron(I2, T22) ] */
851 /* > Note that if the default method for computing DIF is wanted (see */
852 /* > DLATDF), then the parameter DIFDRI (see below) should be changed */
853 /* > from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL */
854 /* > for more details. */
856 /* > For each eigenvalue/vector specified by SELECT, DIF stores a */
857 /* > Frobenius norm-based estimate of Difl. */
859 /* > An approximate error bound for the i-th computed eigenvector VL(i) or */
860 /* > VR(i) is given by */
862 /* > EPS * norm(A, B) / DIF(i). */
864 /* > See ref. [2-3] for more details and further references. */
867 /* > \par Contributors: */
868 /* ================== */
870 /* > Bo Kagstrom and Peter Poromaa, Department of Computing Science, */
871 /* > Umea University, S-901 87 Umea, Sweden. */
873 /* > \par References: */
874 /* ================ */
878 /* > [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the */
879 /* > Generalized Real Schur Form of a Regular Matrix Pair (A, B), in */
880 /* > M.S. Moonen et al (eds), Linear Algebra for Large Scale and */
881 /* > Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. */
883 /* > [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified */
884 /* > Eigenvalues of a Regular Matrix Pair (A, B) and Condition */
885 /* > Estimation: Theory, Algorithms and Software, */
886 /* > Report UMINF - 94.04, Department of Computing Science, Umea */
887 /* > University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working */
888 /* > Note 87. To appear in Numerical Algorithms, 1996. */
890 /* > [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software */
891 /* > for Solving the Generalized Sylvester Equation and Estimating the */
892 /* > Separation between Regular Matrix Pairs, Report UMINF - 93.23, */
893 /* > Department of Computing Science, Umea University, S-901 87 Umea, */
894 /* > Sweden, December 1993, Revised April 1994, Also as LAPACK Working */
895 /* > Note 75. To appear in ACM Trans. on Math. Software, Vol 22, */
899 /* ===================================================================== */
900 /* Subroutine */ int dtgsna_(char *job, char *howmny, logical *select,
901 integer *n, doublereal *a, integer *lda, doublereal *b, integer *ldb,
902 doublereal *vl, integer *ldvl, doublereal *vr, integer *ldvr,
903 doublereal *s, doublereal *dif, integer *mm, integer *m, doublereal *
904 work, integer *lwork, integer *iwork, integer *info)
906 /* System generated locals */
907 integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1,
908 vr_offset, i__1, i__2;
909 doublereal d__1, d__2;
911 /* Local variables */
912 doublereal beta, cond;
913 extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
917 doublereal uhav, uhbv;
922 extern /* Subroutine */ int dlag2_(doublereal *, integer *, doublereal *,
923 integer *, doublereal *, doublereal *, doublereal *, doublereal *,
924 doublereal *, doublereal *);
925 extern doublereal dnrm2_(integer *, doublereal *, integer *);
926 doublereal root1, root2;
929 extern logical lsame_(char *, char *);
930 extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
931 doublereal *, doublereal *, integer *, doublereal *, integer *,
932 doublereal *, doublereal *, integer *);
933 doublereal uhavi, uhbvi, tmpii, c1, c2;
938 doublereal tmpri, dummy[1], tmprr;
939 extern doublereal dlapy2_(doublereal *, doublereal *);
940 doublereal dummy1[1];
941 extern doublereal dlamch_(char *);
946 extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
947 doublereal *, integer *, doublereal *, integer *),
948 xerbla_(char *, integer *, ftnlen), dtgexc_(logical *, logical *,
949 integer *, doublereal *, integer *, doublereal *, integer *,
950 doublereal *, integer *, doublereal *, integer *, integer *,
951 integer *, doublereal *, integer *, integer *);
952 logical wantbh, wantdf, somcon;
954 extern /* Subroutine */ int dtgsyl_(char *, integer *, integer *, integer
955 *, doublereal *, integer *, doublereal *, integer *, doublereal *,
956 integer *, doublereal *, integer *, doublereal *, integer *,
957 doublereal *, integer *, doublereal *, doublereal *, doublereal *,
958 integer *, integer *, integer *);
964 /* -- LAPACK computational routine (version 3.7.0) -- */
965 /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
966 /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
970 /* ===================================================================== */
973 /* Decode and test the input parameters */
975 /* Parameter adjustments */
978 a_offset = 1 + a_dim1 * 1;
981 b_offset = 1 + b_dim1 * 1;
984 vl_offset = 1 + vl_dim1 * 1;
987 vr_offset = 1 + vr_dim1 * 1;
995 wantbh = lsame_(job, "B");
996 wants = lsame_(job, "E") || wantbh;
997 wantdf = lsame_(job, "V") || wantbh;
999 somcon = lsame_(howmny, "S");
1002 lquery = *lwork == -1;
1004 if (! wants && ! wantdf) {
1006 } else if (! lsame_(howmny, "A") && ! somcon) {
1008 } else if (*n < 0) {
1010 } else if (*lda < f2cmax(1,*n)) {
1012 } else if (*ldb < f2cmax(1,*n)) {
1014 } else if (wants && *ldvl < *n) {
1016 } else if (wants && *ldvr < *n) {
1020 /* Set M to the number of eigenpairs for which condition numbers */
1021 /* are required, and test MM. */
1027 for (k = 1; k <= i__1; ++k) {
1032 if (a[k + 1 + k * a_dim1] == 0.) {
1038 if (select[k] || select[k + 1]) {
1056 } else if (lsame_(job, "V") || lsame_(job,
1058 lwmin = (*n << 1) * (*n + 2) + 16;
1062 work[1] = (doublereal) lwmin;
1066 } else if (*lwork < lwmin && ! lquery) {
1073 xerbla_("DTGSNA", &i__1, (ftnlen)6);
1075 } else if (lquery) {
1079 /* Quick return if possible */
1085 /* Get machine constants */
1088 smlnum = dlamch_("S") / eps;
1093 for (k = 1; k <= i__1; ++k) {
1095 /* Determine whether A(k,k) begins a 1-by-1 or 2-by-2 block. */
1102 pair = a[k + 1 + k * a_dim1] != 0.;
1106 /* Determine whether condition numbers are required for the k-th */
1111 if (! select[k] && ! select[k + 1]) {
1125 /* Compute the reciprocal condition number of the k-th */
1130 /* Complex eigenvalue pair. */
1132 d__1 = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
1133 d__2 = dnrm2_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1);
1134 rnrm = dlapy2_(&d__1, &d__2);
1135 d__1 = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
1136 d__2 = dnrm2_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1);
1137 lnrm = dlapy2_(&d__1, &d__2);
1138 dgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[ks * vr_dim1
1139 + 1], &c__1, &c_b21, &work[1], &c__1);
1140 tmprr = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
1142 tmpri = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
1144 dgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[(ks + 1) *
1145 vr_dim1 + 1], &c__1, &c_b21, &work[1], &c__1);
1146 tmpii = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
1148 tmpir = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
1150 uhav = tmprr + tmpii;
1151 uhavi = tmpir - tmpri;
1152 dgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[ks * vr_dim1
1153 + 1], &c__1, &c_b21, &work[1], &c__1);
1154 tmprr = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
1156 tmpri = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
1158 dgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[(ks + 1) *
1159 vr_dim1 + 1], &c__1, &c_b21, &work[1], &c__1);
1160 tmpii = ddot_(n, &work[1], &c__1, &vl[(ks + 1) * vl_dim1 + 1],
1162 tmpir = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &
1164 uhbv = tmprr + tmpii;
1165 uhbvi = tmpir - tmpri;
1166 uhav = dlapy2_(&uhav, &uhavi);
1167 uhbv = dlapy2_(&uhbv, &uhbvi);
1168 cond = dlapy2_(&uhav, &uhbv);
1169 s[ks] = cond / (rnrm * lnrm);
1174 /* Real eigenvalue. */
1176 rnrm = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
1177 lnrm = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
1178 dgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[ks * vr_dim1
1179 + 1], &c__1, &c_b21, &work[1], &c__1);
1180 uhav = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1)
1182 dgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[ks * vr_dim1
1183 + 1], &c__1, &c_b21, &work[1], &c__1);
1184 uhbv = ddot_(n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1)
1186 cond = dlapy2_(&uhav, &uhbv);
1190 s[ks] = cond / (rnrm * lnrm);
1197 dif[ks] = dlapy2_(&a[a_dim1 + 1], &b[b_dim1 + 1]);
1201 /* Estimate the reciprocal condition number of the k-th */
1205 /* Copy the 2-by 2 pencil beginning at (A(k,k), B(k, k)). */
1206 /* Compute the eigenvalue(s) at position K. */
1208 work[1] = a[k + k * a_dim1];
1209 work[2] = a[k + 1 + k * a_dim1];
1210 work[3] = a[k + (k + 1) * a_dim1];
1211 work[4] = a[k + 1 + (k + 1) * a_dim1];
1212 work[5] = b[k + k * b_dim1];
1213 work[6] = b[k + 1 + k * b_dim1];
1214 work[7] = b[k + (k + 1) * b_dim1];
1215 work[8] = b[k + 1 + (k + 1) * b_dim1];
1216 d__1 = smlnum * eps;
1217 dlag2_(&work[1], &c__2, &work[5], &c__2, &d__1, &beta, dummy1,
1218 &alphar, dummy, &alphai);
1220 c1 = (alphar * alphar + alphai * alphai + beta * beta) * 2.;
1221 c2 = beta * 4. * beta * alphai * alphai;
1222 root1 = c1 + sqrt(c1 * c1 - c2 * 4.);
1226 d__1 = sqrt(root1), d__2 = sqrt(root2);
1227 cond = f2cmin(d__1,d__2);
1230 /* Copy the matrix (A, B) to the array WORK and swap the */
1231 /* diagonal block beginning at A(k,k) to the (1,1) position. */
1233 dlacpy_("Full", n, n, &a[a_offset], lda, &work[1], n);
1234 dlacpy_("Full", n, n, &b[b_offset], ldb, &work[*n * *n + 1], n);
1238 i__2 = *lwork - (*n << 1) * *n;
1239 dtgexc_(&c_false, &c_false, n, &work[1], n, &work[*n * *n + 1], n,
1240 dummy, &c__1, dummy1, &c__1, &ifst, &ilst, &work[(*n * *
1241 n << 1) + 1], &i__2, &ierr);
1245 /* Ill-conditioned problem - swap rejected. */
1250 /* Reordering successful, solve generalized Sylvester */
1251 /* equation for R and L, */
1252 /* A22 * R - L * A11 = A12 */
1253 /* B22 * R - L * B11 = B12, */
1254 /* and compute estimate of Difl((A11,B11), (A22, B22)). */
1257 if (work[2] != 0.) {
1265 iz = (*n << 1) * *n + 1;
1266 i__2 = *lwork - (*n << 1) * *n;
1267 dtgsyl_("N", &c__3, &n2, &n1, &work[*n * n1 + n1 + 1], n,
1268 &work[1], n, &work[n1 + 1], n, &work[*n * n1 + n1
1269 + i__], n, &work[i__], n, &work[n1 + i__], n, &
1270 scale, &dif[ks], &work[iz + 1], &i__2, &iwork[1],
1275 d__1 = f2cmax(1.,alprqt) * dif[ks];
1276 dif[ks] = f2cmin(d__1,cond);
1281 dif[ks + 1] = dif[ks];
1291 work[1] = (doublereal) lwmin;