path: root/SRC/sggev.f

      SUBROUTINE SGGEV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI,
     $                  BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )
*
*  -- LAPACK driver routine (version 3.2) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          JOBVL, JOBVR
      INTEGER            INFO, LDA, LDB, LDVL, LDVR, LWORK, N
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
     $                   B( LDB, * ), BETA( * ), VL( LDVL, * ),
     $                   VR( LDVR, * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  SGGEV 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).
*
*
*  Arguments
*  =========
*
*  JOBVL   (input) CHARACTER*1
*          = 'N':  do not compute the left generalized eigenvectors;
*          = 'V':  compute the left generalized eigenvectors.
*
*  JOBVR   (input) CHARACTER*1
*          = 'N':  do not compute the right generalized eigenvectors;
*          = 'V':  compute the right generalized eigenvectors.
*
*  N       (input) INTEGER
*          The order of the matrices A, B, VL, and VR.  N >= 0.
*
*  A       (input/output) REAL array, dimension (LDA, N)
*          On entry, the matrix A in the pair (A,B).
*          On exit, A has been overwritten.
*
*  LDA     (input) INTEGER
*          The leading dimension of A.  LDA >= max(1,N).
*
*  B       (input/output) REAL array, dimension (LDB, N)
*          On entry, the matrix B in the pair (A,B).
*          On exit, B has been overwritten.
*
*  LDB     (input) INTEGER
*          The leading dimension of B.  LDB >= max(1,N).
*
*  ALPHAR  (output) REAL array, dimension (N)
*  ALPHAI  (output) REAL array, dimension (N)
*  BETA    (output) REAL 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).
*
*  VL      (output) REAL 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'.
*
*  LDVL    (input) INTEGER
*          The leading dimension of the matrix VL. LDVL >= 1, and
*          if JOBVL = 'V', LDVL >= N.
*
*  VR      (output) REAL 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'.
*
*  LDVR    (input) INTEGER
*          The leading dimension of the matrix VR. LDVR >= 1, and
*          if JOBVR = 'V', LDVR >= N.
*
*  WORK    (workspace/output) REAL array, dimension (MAX(1,LWORK))
*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
*  LWORK   (input) INTEGER
*          The dimension of the array WORK.  LWORK >= max(1,8*N).
*          For good performance, LWORK must generally be larger.
*
*          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.
*
*  INFO    (output) 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 SHGEQZ.
*                =N+2: error return from STGEVC.
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+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, MAXWRK,
     $                   MINWRK
      REAL               ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
     $                   SMLNUM, TEMP
*     ..
*     .. Local Arrays ..
      LOGICAL            LDUMMA( 1 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           SGEQRF, SGGBAK, SGGBAL, SGGHRD, SHGEQZ, SLABAD,
     $                   SLACPY, SLASCL, SLASET, SORGQR, SORMQR, STGEVC,
     $                   XERBLA
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      REAL               SLAMCH, SLANGE
      EXTERNAL           LSAME, ILAENV, SLAMCH, SLANGE
*     ..
*     .. 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
      END IF
*
*     Compute workspace
*      (Note: Comments in the code beginning "Workspace:" describe the
*       minimal amount of workspace needed at that point in the code,
*       as well as the preferred amount for good performance.
*       NB refers to the optimal block size for the immediately
*       following subroutine, as returned by ILAENV. The workspace is
*       computed assuming ILO = 1 and IHI = N, the worst case.)
*
      IF( INFO.EQ.0 ) THEN
         MINWRK = MAX( 1, 8*N )
         MAXWRK = MAX( 1, N*( 7 +
     $                 ILAENV( 1, 'SGEQRF', ' ', N, 1, N, 0 ) ) )
         MAXWRK = MAX( MAXWRK, N*( 7 +
     $                 ILAENV( 1, 'SORMQR', ' ', N, 1, N, 0 ) ) )
         IF( ILVL ) THEN
            MAXWRK = MAX( MAXWRK, N*( 7 +
     $                 ILAENV( 1, 'SORGQR', ' ', N, 1, N, -1 ) ) )
         END IF
         WORK( 1 ) = MAXWRK
*
         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
     $      INFO = -16
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'SGGEV ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
*     Get machine constants
*
      EPS = SLAMCH( 'P' )
      SMLNUM = SLAMCH( 'S' )
      BIGNUM = ONE / SMLNUM
      CALL SLABAD( SMLNUM, BIGNUM )
      SMLNUM = SQRT( SMLNUM ) / EPS
      BIGNUM = ONE / SMLNUM
*
*     Scale A if max element outside range [SMLNUM,BIGNUM]
*
      ANRM = SLANGE( 'M', N, N, A, LDA, WORK )
      ILASCL = .FALSE.
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
         ANRMTO = SMLNUM
         ILASCL = .TRUE.
      ELSE IF( ANRM.GT.BIGNUM ) THEN
         ANRMTO = BIGNUM
         ILASCL = .TRUE.
      END IF
      IF( ILASCL )
     $   CALL SLASCL( 'G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR )
*
*     Scale B if max element outside range [SMLNUM,BIGNUM]
*
      BNRM = SLANGE( 'M', N, N, B, LDB, WORK )
      ILBSCL = .FALSE.
      IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
         BNRMTO = SMLNUM
         ILBSCL = .TRUE.
      ELSE IF( BNRM.GT.BIGNUM ) THEN
         BNRMTO = BIGNUM
         ILBSCL = .TRUE.
      END IF
      IF( ILBSCL )
     $   CALL SLASCL( 'G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR )
*
*     Permute the matrices A, B to isolate eigenvalues if possible
*     (Workspace: need 6*N)
*
      ILEFT = 1
      IRIGHT = N + 1
      IWRK = IRIGHT + N
      CALL SGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
     $             WORK( IRIGHT ), WORK( IWRK ), IERR )
*
*     Reduce B to triangular form (QR decomposition of B)
*     (Workspace: need N, prefer N*NB)
*
      IROWS = IHI + 1 - ILO
      IF( ILV ) THEN
         ICOLS = N + 1 - ILO
      ELSE
         ICOLS = IROWS
      END IF
      ITAU = IWRK
      IWRK = ITAU + IROWS
      CALL SGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
     $             WORK( IWRK ), LWORK+1-IWRK, IERR )
*
*     Apply the orthogonal transformation to matrix A
*     (Workspace: need N, prefer N*NB)
*
      CALL SORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
     $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWRK ),
     $             LWORK+1-IWRK, IERR )
*
*     Initialize VL
*     (Workspace: need N, prefer N*NB)
*
      IF( ILVL ) THEN
         CALL SLASET( 'Full', N, N, ZERO, ONE, VL, LDVL )
         IF( IROWS.GT.1 ) THEN
            CALL SLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                   VL( ILO+1, ILO ), LDVL )
         END IF
         CALL SORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL,
     $                WORK( ITAU ), WORK( IWRK ), LWORK+1-IWRK, IERR )
      END IF
*
*     Initialize VR
*
      IF( ILVR )
     $   CALL SLASET( 'Full', N, N, ZERO, ONE, VR, LDVR )
*
*     Reduce to generalized Hessenberg form
*     (Workspace: none needed)
*
      IF( ILV ) THEN
*
*        Eigenvectors requested -- work on whole matrix.
*
         CALL SGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
     $                LDVL, VR, LDVR, IERR )
      ELSE
         CALL SGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA,
     $                B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IERR )
      END IF
*
*     Perform QZ algorithm (Compute eigenvalues, and optionally, the
*     Schur forms and Schur vectors)
*     (Workspace: need N)
*
      IWRK = ITAU
      IF( ILV ) THEN
         CHTEMP = 'S'
      ELSE
         CHTEMP = 'E'
      END IF
      CALL SHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR,
     $             WORK( IWRK ), LWORK+1-IWRK, IERR )
      IF( IERR.NE.0 ) THEN
         IF( IERR.GT.0 .AND. IERR.LE.N ) THEN
            INFO = IERR
         ELSE IF( IERR.GT.N .AND. IERR.LE.2*N ) THEN
            INFO = IERR - N
         ELSE
            INFO = N + 1
         END IF
         GO TO 110
      END IF
*
*     Compute Eigenvectors
*     (Workspace: need 6*N)
*
      IF( ILV ) THEN
         IF( ILVL ) THEN
            IF( ILVR ) THEN
               CHTEMP = 'B'
            ELSE
               CHTEMP = 'L'
            END IF
         ELSE
            CHTEMP = 'R'
         END IF
         CALL STGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL,
     $                VR, LDVR, N, IN, WORK( IWRK ), IERR )
         IF( IERR.NE.0 ) THEN
            INFO = N + 2
            GO TO 110
         END IF
*
*        Undo balancing on VL and VR and normalization
*        (Workspace: none needed)
*
         IF( ILVL ) THEN
            CALL SGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
     $                   WORK( IRIGHT ), N, VL, LDVL, IERR )
            DO 50 JC = 1, N
               IF( ALPHAI( JC ).LT.ZERO )
     $            GO TO 50
               TEMP = ZERO
               IF( ALPHAI( JC ).EQ.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
               IF( TEMP.LT.SMLNUM )
     $            GO TO 50
               TEMP = ONE / TEMP
               IF( ALPHAI( JC ).EQ.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 SGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
     $                   WORK( IRIGHT ), N, VR, LDVR, IERR )
            DO 100 JC = 1, N
               IF( ALPHAI( JC ).LT.ZERO )
     $            GO TO 100
               TEMP = ZERO
               IF( ALPHAI( JC ).EQ.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
               IF( TEMP.LT.SMLNUM )
     $            GO TO 100
               TEMP = ONE / TEMP
               IF( ALPHAI( JC ).EQ.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
*
      IF( ILASCL ) THEN
         CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR, N, IERR )
         CALL SLASCL( 'G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI, N, IERR )
      END IF
*
      IF( ILBSCL ) THEN
         CALL SLASCL( 'G', 0, 0, BNRMTO, BNRM, N, 1, BETA, N, IERR )
      END IF
*
  110 CONTINUE
*
      WORK( 1 ) = MAXWRK
*
      RETURN
*
*     End of SGGEV
*
      END