304 SUBROUTINE sgegv( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
305 $ BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
312 CHARACTER JOBVL, JOBVR
313 INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
316 REAL A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
317 $ b( ldb, * ), beta( * ), vl( ldvl, * ),
318 $ vr( ldvr, * ), work( * )
325 parameter( zero = 0.0e0, one = 1.0e0 )
328 LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY
330 INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
331 $ in, iright, irows, itau, iwork, jc, jr, lopt,
332 $ lwkmin, lwkopt, nb, nb1, nb2, nb3
333 REAL ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM,
334 $ bnrm1, bnrm2, eps, onepls, safmax, safmin,
335 $ salfai, salfar, sbeta, scale, temp
348 EXTERNAL ilaenv, lsame, slamch, slange
351 INTRINSIC abs, int,
max
357 IF( lsame( jobvl,
'N' ) )
THEN
360 ELSE IF( lsame( jobvl,
'V' ) )
THEN
368 IF( lsame( jobvr,
'N' ) )
THEN
371 ELSE IF( lsame( jobvr,
'V' ) )
THEN
382 lwkmin =
max( 8*n, 1 )
385 lquery = ( lwork.EQ.-1 )
387 IF( ijobvl.LE.0 )
THEN
389 ELSE IF( ijobvr.LE.0 )
THEN
391 ELSE IF( n.LT.0 )
THEN
393 ELSE IF( lda.LT.
max( 1, n ) )
THEN
395 ELSE IF( ldb.LT.
max( 1, n ) )
THEN
397 ELSE IF( ldvl.LT.1 .OR. ( ilvl .AND. ldvl.LT.n ) )
THEN
399 ELSE IF( ldvr.LT.1 .OR. ( ilvr .AND. ldvr.LT.n ) )
THEN
401 ELSE IF( lwork.LT.lwkmin .AND. .NOT.lquery )
THEN
406 nb1 = ilaenv( 1,
'SGEQRF',
' ', n, n, -1, -1 )
407 nb2 = ilaenv( 1,
'SORMQR',
' ', n, n, n, -1 )
408 nb3 = ilaenv( 1, '
sorgqr', ' ', N, N, N, -1 )
409 NB = MAX( NB1, NB2, NB3 )
410 LOPT = 2*N + MAX( 6*N, N*(NB+1) )
415 CALL XERBLA( 'sgegv ', -INFO )
417 ELSE IF( LQUERY ) THEN
428 EPS = SLAMCH( 'e
' )*SLAMCH( 'b
' )
429 SAFMIN = SLAMCH( 's
' )
430 SAFMIN = SAFMIN + SAFMIN
431 SAFMAX = ONE / SAFMIN
432 ONEPLS = ONE + ( 4*EPS )
436 ANRM = SLANGE( 'm
', N, N, A, LDA, WORK )
439.LT.
IF( ANRMONE ) THEN
440.LT.
IF( SAFMAX*ANRMONE ) THEN
446.GT.
IF( ANRMZERO ) THEN
447 CALL SLASCL( 'g
', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO )
448.NE.
IF( IINFO0 ) THEN
456 BNRM = SLANGE( 'm
', N, N, B, LDB, WORK )
459.LT.
IF( BNRMONE ) THEN
460.LT.
IF( SAFMAX*BNRMONE ) THEN
466.GT.
IF( BNRMZERO ) THEN
467 CALL SLASCL( 'g
', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO )
468.NE.
IF( IINFO0 ) THEN
481 CALL SGGBAL( 'p
', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
482 $ WORK( IRIGHT ), WORK( IWORK ), IINFO )
483.NE.
IF( IINFO0 ) THEN
492 IROWS = IHI + 1 - ILO
500 CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
501 $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
503 $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
504.NE.
IF( IINFO0 ) THEN
509 CALL SORMQR( 'l
', 't
', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
510 $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
511 $ LWORK+1-IWORK, IINFO )
513 $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
514.NE.
IF( IINFO0 ) THEN
520 CALL SLASET( 'full
', N, N, ZERO, ONE, VL, LDVL )
521 CALL SLACPY( 'l
', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
522 $ VL( ILO+1, ILO ), LDVL )
523 CALL SORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
524 $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
527 $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
528.NE.
IF( IINFO0 ) THEN
535 $ CALL SLASET( 'full
', N, N, ZERO, ONE, VR, LDVR )
543 CALL SGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
544 $ LDVL, VR, LDVR, IINFO )
546 CALL SGGHRD( 'n
', 'n
', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
547 $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IINFO )
549.NE.
IF( IINFO0 ) THEN
564 CALL SHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
565 $ ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
566 $ WORK( IWORK ), LWORK+1-IWORK, IINFO )
568 $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
569.NE.
IF( IINFO0 ) THEN
570.GT..AND..LE.
IF( IINFO0 IINFON ) THEN
572.GT..AND..LE.
ELSE IF( IINFON IINFO2*N ) THEN
594 CALL STGEVC( CHTEMP, 'b
', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
595 $ VR, LDVR, N, IN, WORK( IWORK ), IINFO )
596.NE.
IF( IINFO0 ) THEN
604 CALL SGGBAK( 'p
', 'l
', N, ILO, IHI, WORK( ILEFT ),
605 $ WORK( IRIGHT ), N, VL, LDVL, IINFO )
606.NE.
IF( IINFO0 ) THEN
611.LT.
IF( ALPHAI( JC )ZERO )
614.EQ.
IF( ALPHAI( JC )ZERO ) THEN
616 TEMP = MAX( TEMP, ABS( VL( JR, JC ) ) )
620 TEMP = MAX( TEMP, ABS( VL( JR, JC ) )+
621 $ ABS( VL( JR, JC+1 ) ) )
627.EQ.
IF( ALPHAI( JC )ZERO ) THEN
629 VL( JR, JC ) = VL( JR, JC )*TEMP
633 VL( JR, JC ) = VL( JR, JC )*TEMP
634 VL( JR, JC+1 ) = VL( JR, JC+1 )*TEMP
640 CALL SGGBAK( 'p
', 'r
', N, ILO, IHI, WORK( ILEFT ),
641 $ WORK( IRIGHT ), N, VR, LDVR, IINFO )
642.NE.
IF( IINFO0 ) THEN
647.LT.
IF( ALPHAI( JC )ZERO )
650.EQ.
IF( ALPHAI( JC )ZERO ) THEN
652 TEMP = MAX( TEMP, ABS( VR( JR, JC ) ) )
656 TEMP = MAX( TEMP, ABS( VR( JR, JC ) )+
657 $ ABS( VR( JR, JC+1 ) ) )
663.EQ.
IF( ALPHAI( JC )ZERO ) THEN
665 VR( JR, JC ) = VR( JR, JC )*TEMP
669 VR( JR, JC ) = VR( JR, JC )*TEMP
670 VR( JR, JC+1 ) = VR( JR, JC+1 )*TEMP
689 ABSAR = ABS( ALPHAR( JC ) )
690 ABSAI = ABS( ALPHAI( JC ) )
691 ABSB = ABS( BETA( JC ) )
692 SALFAR = ANRM*ALPHAR( JC )
693 SALFAI = ANRM*ALPHAI( JC )
694 SBETA = BNRM*BETA( JC )
700.LT..AND..GE.
IF( ABS( SALFAI )SAFMIN ABSAI
701 $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSB ) ) THEN
703 SCALE = ( ONEPLS*SAFMIN / ANRM1 ) /
704 $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAI )
706.EQ.
ELSE IF( SALFAIZERO ) THEN
711.LT..AND..GT.
IF( ALPHAI( JC )ZERO JC1 ) THEN
712 ALPHAI( JC-1 ) = ZERO
713.GT..AND..LT.
ELSE IF( ALPHAI( JC )ZERO JCN ) THEN
714 ALPHAI( JC+1 ) = ZERO
720.LT..AND..GE.
IF( ABS( SALFAR )SAFMIN ABSAR
721 $ MAX( SAFMIN, EPS*ABSAI, EPS*ABSB ) ) THEN
723 SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / ANRM1 ) /
724 $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAR ) )
729.LT..AND..GE.
IF( ABS( SBETA )SAFMIN ABSB
730 $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSAI ) ) THEN
732 SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / BNRM1 ) /
733 $ MAX( ONEPLS*SAFMIN, BNRM2*ABSB ) )
739 TEMP = ( SCALE*SAFMIN )*MAX( ABS( SALFAR ), ABS( SALFAI ),
742 $ SCALE = SCALE / TEMP
750 SALFAR = ( SCALE*ALPHAR( JC ) )*ANRM
751 SALFAI = ( SCALE*ALPHAI( JC ) )*ANRM
752 SBETA = ( SCALE*BETA( JC ) )*BNRM
754 ALPHAR( JC ) = SALFAR
755 ALPHAI( JC ) = SALFAI
subroutine slaset(uplo, m, n, alpha, beta, a, lda)
SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
subroutine slacpy(uplo, m, n, a, lda, b, ldb)
SLACPY copies all or part of one two-dimensional array to another.
subroutine slascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
SLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
subroutine xerbla(srname, info)
XERBLA
subroutine sggbak(job, side, n, ilo, ihi, lscale, rscale, m, v, ldv, info)
SGGBAK
subroutine sggbal(job, n, a, lda, b, ldb, ilo, ihi, lscale, rscale, work, info)
SGGBAL
subroutine sgeqrf(m, n, a, lda, tau, work, lwork, info)
SGEQRF
subroutine stgevc(side, howmny, select, n, s, lds, p, ldp, vl, ldvl, vr, ldvr, mm, m, work, info)
STGEVC
subroutine shgeqz(job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)
SHGEQZ
subroutine sgegv(jobvl, jobvr, n, a, lda, b, ldb, alphar, alphai, beta, vl, ldvl, vr, ldvr, work, lwork, info)
SGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
subroutine sgghrd(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
SGGHRD
subroutine sormqr(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
SORMQR
subroutine sorgqr(m, n, k, a, lda, tau, work, lwork, info)
SORGQR