dggev3.f

Go to the documentation of this file.

*> \brief <b> DGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)</b>
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGGEV3 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dggev3.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dggev3.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dggev3.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DGGEV3( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR,
*      $                   ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK,
*      $                   INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBVL, JOBVR
*       INTEGER            INFO, LDA, LDB, LDVL, LDVR, LWORK, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
*      $                   B( LDB, * ), BETA( * ), VL( LDVL, * ),
*      $                   VR( LDVR, * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DGGEV3 computes for a pair of N-by-N real nonsymmetric matrices (A,B)
*> the generalized eigenvalues, and optionally, the left and/or right
*> generalized eigenvectors.
*>
*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar
*> lambda or a ratio alpha/beta = lambda, such that A - lambda*B is
*> singular. It is usually represented as the pair (alpha,beta), as
*> there is a reasonable interpretation for beta=0, and even for both
*> being zero.
*>
*> The right eigenvector v(j) corresponding to the eigenvalue lambda(j)
*> of (A,B) satisfies
*>
*>                  A * v(j) = lambda(j) * B * v(j).
*>
*> The left eigenvector u(j) corresponding to the eigenvalue lambda(j)
*> of (A,B) satisfies
*>
*>                  u(j)**H * A  = lambda(j) * u(j)**H * B .
*>
*> where u(j)**H is the conjugate-transpose of u(j).
*>
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] JOBVL
*> \verbatim
*>          JOBVL is CHARACTER*1
*>          = 'N':  do not compute the left generalized eigenvectors;
*>          = 'V':  compute the left generalized eigenvectors.
*> \endverbatim
*>
*> \param[in] JOBVR
*> \verbatim
*>          JOBVR is CHARACTER*1
*>          = 'N':  do not compute the right generalized eigenvectors;
*>          = 'V':  compute the right generalized eigenvectors.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrices A, B, VL, and VR.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is DOUBLE PRECISION array, dimension (LDA, N)
*>          On entry, the matrix A in the pair (A,B).
*>          On exit, A has been overwritten.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB, N)
*>          On entry, the matrix B in the pair (A,B).
*>          On exit, B has been overwritten.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] ALPHAR
*> \verbatim
*>          ALPHAR is DOUBLE PRECISION array, dimension (N)
*> \endverbatim
*>
*> \param[out] ALPHAI
*> \verbatim
*>          ALPHAI is DOUBLE PRECISION array, dimension (N)
*> \endverbatim
*>
*> \param[out] BETA
*> \verbatim
*>          BETA is DOUBLE PRECISION array, dimension (N)
*>          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
*>          be the generalized eigenvalues.  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) negative.
*>
*>          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
*>          may easily over- or underflow, and BETA(j) may even be zero.
*>          Thus, the user should avoid naively computing the ratio
*>          alpha/beta.  However, ALPHAR and ALPHAI will be always less
*>          than and usually comparable with norm(A) in magnitude, and
*>          BETA always less than and usually comparable with norm(B).
*> \endverbatim
*>
*> \param[out] VL
*> \verbatim
*>          VL is DOUBLE PRECISION array, dimension (LDVL,N)
*>          If JOBVL = 'V', the left eigenvectors u(j) are stored one
*>          after another in the columns of VL, in the same order as
*>          their eigenvalues. If the j-th eigenvalue is real, then
*>          u(j) = VL(:,j), the j-th column of VL. If the j-th and
*>          (j+1)-th eigenvalues form a complex conjugate pair, then
*>          u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).
*>          Each eigenvector is scaled so the largest component has
*>          abs(real part)+abs(imag. part)=1.
*>          Not referenced if JOBVL = 'N'.
*> \endverbatim
*>
*> \param[in] LDVL
*> \verbatim
*>          LDVL is INTEGER
*>          The leading dimension of the matrix VL. LDVL >= 1, and
*>          if JOBVL = 'V', LDVL >= N.
*> \endverbatim
*>
*> \param[out] VR
*> \verbatim
*>          VR is DOUBLE PRECISION array, dimension (LDVR,N)
*>          If JOBVR = 'V', the right eigenvectors v(j) are stored one
*>          after another in the columns of VR, in the same order as
*>          their eigenvalues. If the j-th eigenvalue is real, then
*>          v(j) = VR(:,j), the j-th column of VR. If the j-th and
*>          (j+1)-th eigenvalues form a complex conjugate pair, then
*>          v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).
*>          Each eigenvector is scaled so the largest component has
*>          abs(real part)+abs(imag. part)=1.
*>          Not referenced if JOBVR = 'N'.
*> \endverbatim
*>
*> \param[in] LDVR
*> \verbatim
*>          LDVR is INTEGER
*>          The leading dimension of the matrix VR. LDVR >= 1, and
*>          if JOBVR = 'V', LDVR >= N.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>
*>          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.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
*>          = 1,...,N:
*>                The QZ iteration failed.  No eigenvectors have been
*>                calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)
*>                should be correct for j=INFO+1,...,N.
*>          > N:  =N+1: other than QZ iteration failed in DLAQZ0.
*>                =N+2: error return from DTGEVC.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleGEeigen
*
*  =====================================================================
      SUBROUTINE dggev3( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR,
     $                   ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK,
     $                   INFO )
*
*  -- LAPACK driver routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          JOBVL, JOBVR
      INTEGER            INFO, LDA, LDB, LDVL, LDVR, LWORK, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
     $                   B( LDB, * ), BETA( * ), VL( LDVL, * ),
     $                   vr( ldvr, * ), work( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0d+0, one = 1.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ILASCL, ILBSCL, ILV, ILVL, ILVR, LQUERY
      CHARACTER          CHTEMP
      INTEGER            ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT, ILO,
     $                   in, iright, irows, itau, iwrk, jc, jr, lwkopt
      DOUBLE PRECISION   ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
     $                   SMLNUM, TEMP
*     ..
*     .. Local Arrays ..
      LOGICAL            LDUMMA( 1 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           dgeqrf, dggbak, dggbal, dgghd3, dlaqz0, dlabad,
     $                   dlacpy, dlascl, dlaset, dorgqr, dormqr, dtgevc,
     $                   xerbla
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, DLANGE
      EXTERNAL           lsame, dlamch, dlange
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, max, sqrt
*     ..
*     .. Executable Statements ..
*
*     Decode the input arguments
*
      IF( lsame( jobvl, 'N' ) ) THEN
         ijobvl = 1
         ilvl = .false.
      ELSE IF( lsame( jobvl, 'V' ) ) THEN
         ijobvl = 2
         ilvl = .true.
      ELSE
         ijobvl = -1
         ilvl = .false.
      END IF
*
      IF( lsame( jobvr, 'N' ) ) THEN
         ijobvr = 1
         ilvr = .false.
      ELSE IF( lsame( jobvr, 'V' ) ) THEN
         ijobvr = 2
         ilvr = .true.
      ELSE
         ijobvr = -1
         ilvr = .false.
      END IF
      ilv = ilvl .OR. ilvr
*
*     Test the input arguments
*
      info = 0
      lquery = ( lwork.EQ.-1 )
      IF( ijobvl.LE.0 ) THEN
         info = -1
      ELSE IF( ijobvr.LE.0 ) THEN
         info = -2
      ELSE IF( n.LT.0 ) THEN
         info = -3
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -5
      ELSE IF( ldb.LT.max( 1, n ) ) THEN
         info = -7
      ELSE IF( ldvl.LT.1 .OR. ( ilvl .AND. ldvl.LT.n ) ) THEN
         info = -12
      ELSE IF( ldvr.LT.1 .OR. ( ilvr .AND. ldvr.LT.n ) ) THEN
         info = -14
      ELSE IF( lwork.LT.max( 1, 8*n ) .AND. .NOT.lquery ) THEN
         info = -16
      END IF
*
*     Compute workspace
*
      IF( info.EQ.0 ) THEN
         CALL dgeqrf( n, n, b, ldb, work, work, -1, ierr )
         lwkopt = max(1, 8*n, 3*n+int( work( 1 ) ) )
         CALL dormqr( 'l', 't', N, N, N, B, LDB, WORK, A, LDA, WORK, -1,
     $                IERR )
         LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
         IF( ILVL ) THEN
            CALL DORGQR( N, N, N, VL, LDVL, WORK, WORK, -1, IERR )
            LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
         END IF
         IF( ILV ) THEN
            CALL DGGHD3( JOBVL, JOBVR, N, 1, N, A, LDA, B, LDB, VL,
     $                   LDVL, VR, LDVR, WORK, -1, IERR )
            LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
            CALL DLAQZ0( 's', JOBVL, JOBVR, N, 1, N, A, LDA, B, LDB,
     $                   ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
     $                   WORK, -1, 0, IERR )
            LWKOPT = MAX( LWKOPT, 2*N+INT( WORK ( 1 ) ) )
         ELSE
            CALL DGGHD3( 'n', 'n', N, 1, N, A, LDA, B, LDB, VL, LDVL,
     $                   VR, LDVR, WORK, -1, IERR )
            LWKOPT = MAX( LWKOPT, 3*N+INT( WORK ( 1 ) ) )
            CALL DLAQZ0( 'e', JOBVL, JOBVR, N, 1, N, A, LDA, B, LDB,
     $                   ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
     $                   WORK, -1, 0, IERR )
            LWKOPT = MAX( LWKOPT, 2*N+INT( WORK ( 1 ) ) )
         END IF
 
         WORK( 1 ) = LWKOPT
      END IF
*
.NE.      IF( INFO0 ) THEN
         CALL XERBLA( 'dggev3 ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
.EQ.      IF( N0 )
     $   RETURN
*
*     Get machine constants
*
      EPS = DLAMCH( 'p' )
      SMLNUM = DLAMCH( 's' )
      BIGNUM = ONE / SMLNUM
      CALL DLABAD( SMLNUM, BIGNUM )
      SMLNUM = SQRT( SMLNUM ) / EPS
      BIGNUM = ONE / SMLNUM
*
*     Scale A if max element outside range [SMLNUM,BIGNUM]
*
      ANRM = DLANGE( 'm', N, N, A, LDA, WORK )
      ILASCL = .FALSE.
.GT..AND..LT.      IF( ANRMZERO  ANRMSMLNUM ) THEN
         ANRMTO = SMLNUM
         ILASCL = .TRUE.
.GT.      ELSE IF( ANRMBIGNUM ) THEN
         ANRMTO = BIGNUM
         ILASCL = .TRUE.
      END IF
      IF( ILASCL )
     $   CALL DLASCL( 'g', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
*
*     Scale B if max element outside range [SMLNUM,BIGNUM]
*
      BNRM = DLANGE( 'm', N, N, B, LDB, WORK )
      ILBSCL = .FALSE.
.GT..AND..LT.      IF( BNRMZERO  BNRMSMLNUM ) THEN
         BNRMTO = SMLNUM
         ILBSCL = .TRUE.
.GT.      ELSE IF( BNRMBIGNUM ) THEN
         BNRMTO = BIGNUM
         ILBSCL = .TRUE.
      END IF
      IF( ILBSCL )
     $   CALL DLASCL( 'g', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
*
*     Permute the matrices A, B to isolate eigenvalues if possible
*
      ILEFT = 1
      IRIGHT = N + 1
      IWRK = IRIGHT + N
      CALL DGGBAL( 'p', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
     $             WORK( IRIGHT ), WORK( IWRK ), IERR )
*
*     Reduce B to triangular form (QR decomposition of B)
*
      IROWS = IHI + 1 - ILO
      IF( ILV ) THEN
         ICOLS = N + 1 - ILO
      ELSE
         ICOLS = IROWS
      END IF
      ITAU = IWRK
      IWRK = ITAU + IROWS
      CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
     $             WORK( IWRK ), LWORK+1-IWRK, IERR )
*
*     Apply the orthogonal transformation to matrix A
*
      CALL DORMQR( 'l', 't', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
     $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
     $             LWORK+1-IWRK, IERR )
*
*     Initialize VL
*
      IF( ILVL ) THEN
         CALL DLASET( 'full', N, N, ZERO, ONE, VL, LDVL )
.GT.         IF( IROWS1 ) THEN
            CALL DLACPY( 'l', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                   VL( ILO+1, ILO ), LDVL )
         END IF
         CALL DORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
     $                WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
      END IF
*
*     Initialize VR
*
      IF( ILVR )
     $   CALL DLASET( 'full', N, N, ZERO, ONE, VR, LDVR )
*
*     Reduce to generalized Hessenberg form
*
      IF( ILV ) THEN
*
*        Eigenvectors requested -- work on whole matrix.
*
         CALL DGGHD3( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
     $                LDVL, VR, LDVR, WORK( IWRK ), LWORK+1-IWRK, IERR )
      ELSE
         CALL DGGHD3( 'n', 'n', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
     $                B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR,
     $                WORK( IWRK ), LWORK+1-IWRK, IERR )
      END IF
*
*     Perform QZ algorithm (Compute eigenvalues, and optionally, the
*     Schur forms and Schur vectors)
*
      IWRK = ITAU
      IF( ILV ) THEN
         CHTEMP = 's'
      ELSE
         CHTEMP = 'e'
      END IF
      CALL DLAQZ0( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
     $             WORK( IWRK ), LWORK+1-IWRK, 0, IERR )
.NE.      IF( IERR0 ) THEN
.GT..AND..LE.         IF( IERR0  IERRN ) THEN
            INFO = IERR
.GT..AND..LE.         ELSE IF( IERRN  IERR2*N ) THEN
            INFO = IERR - N
         ELSE
            INFO = N + 1
         END IF
         GO TO 110
      END IF
*
*     Compute Eigenvectors
*
      IF( ILV ) THEN
         IF( ILVL ) THEN
            IF( ILVR ) THEN
               CHTEMP = 'b'
            ELSE
               CHTEMP = 'l'
            END IF
         ELSE
            CHTEMP = 'r'
         END IF
         CALL DTGEVC( CHTEMP, 'b', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
     $                VR, LDVR, N, IN, WORK( IWRK ), IERR )
.NE.         IF( IERR0 ) THEN
            INFO = N + 2
            GO TO 110
         END IF
*
*        Undo balancing on VL and VR and normalization
*
         IF( ILVL ) THEN
            CALL DGGBAK( 'p', 'l', N, ILO, IHI, WORK( ILEFT ),
     $                   WORK( IRIGHT ), N, VL, LDVL, IERR )
            DO 50 JC = 1, N
.LT.               IF( ALPHAI( JC )ZERO )
     $            GO TO 50
               TEMP = ZERO
.EQ.               IF( ALPHAI( JC )ZERO ) THEN
                  DO 10 JR = 1, N
                     TEMP = MAX( TEMP, ABS( VL( JR, JC ) ) )
   10             CONTINUE
               ELSE
                  DO 20 JR = 1, N
                     TEMP = MAX( TEMP, ABS( VL( JR, JC ) )+
     $                      ABS( VL( JR, JC+1 ) ) )
   20             CONTINUE
               END IF
.LT.               IF( TEMPSMLNUM )
     $            GO TO 50
               TEMP = ONE / TEMP
.EQ.               IF( ALPHAI( JC )ZERO ) THEN
                  DO 30 JR = 1, N
                     VL( JR, JC ) = VL( JR, JC )*TEMP
   30             CONTINUE
               ELSE
                  DO 40 JR = 1, N
                     VL( JR, JC ) = VL( JR, JC )*TEMP
                     VL( JR, JC+1 ) = VL( JR, JC+1 )*TEMP
   40             CONTINUE
               END IF
   50       CONTINUE
         END IF
         IF( ILVR ) THEN
            CALL DGGBAK( 'p', 'r', N, ILO, IHI, WORK( ILEFT ),
     $                   WORK( IRIGHT ), N, VR, LDVR, IERR )
            DO 100 JC = 1, N
.LT.               IF( ALPHAI( JC )ZERO )
     $            GO TO 100
               TEMP = ZERO
.EQ.               IF( ALPHAI( JC )ZERO ) THEN
                  DO 60 JR = 1, N
                     TEMP = MAX( TEMP, ABS( VR( JR, JC ) ) )
   60             CONTINUE
               ELSE
                  DO 70 JR = 1, N
                     TEMP = MAX( TEMP, ABS( VR( JR, JC ) )+
     $                      ABS( VR( JR, JC+1 ) ) )
   70             CONTINUE
               END IF
.LT.               IF( TEMPSMLNUM )
     $            GO TO 100
               TEMP = ONE / TEMP
.EQ.               IF( ALPHAI( JC )ZERO ) THEN
                  DO 80 JR = 1, N
                     VR( JR, JC ) = VR( JR, JC )*TEMP
   80             CONTINUE
               ELSE
                  DO 90 JR = 1, N
                     VR( JR, JC ) = VR( JR, JC )*TEMP
                     VR( JR, JC+1 ) = VR( JR, JC+1 )*TEMP
   90             CONTINUE
               END IF
  100       CONTINUE
         END IF
*
*        End of eigenvector calculation
*
      END IF
*
*     Undo scaling if necessary
*
  110 CONTINUE
*
      IF( ILASCL ) THEN
         CALL DLASCL( 'g', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
         CALL DLASCL( 'g', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
      END IF
*
      IF( ILBSCL ) THEN
         CALL DLASCL( 'g', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
      END IF
*
      WORK( 1 ) = LWKOPT
      RETURN
*
*     End of DGGEV3
*
      END