#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int cggev_(char *jobvl, char *jobvr, integer *n, complex *a, integer *lda, complex *b, integer *ldb, complex *alpha, complex *beta, complex *vl, integer *ldvl, complex *vr, integer *ldvr, complex * work, integer *lwork, real *rwork, integer *info) { /* -- LAPACK driver routine (version 3.0) -- Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University June 30, 1999 Purpose ======= CGGEV computes for a pair of N-by-N complex 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 generalized eigenvector v(j) corresponding to the generalized eigenvalue lambda(j) of (A,B) satisfies A * v(j) = lambda(j) * B * v(j). The left generalized eigenvector u(j) corresponding to the generalized eigenvalues 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) COMPLEX 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) COMPLEX 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). ALPHA (output) COMPLEX array, dimension (N) BETA (output) COMPLEX array, dimension (N) On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the generalized eigenvalues. Note: the quotients ALPHA(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, ALPHA 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) COMPLEX array, dimension (LDVL,N) If JOBVL = 'V', the left generalized eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. Each eigenvector will be scaled so the largest component will have 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) COMPLEX array, dimension (LDVR,N) If JOBVR = 'V', the right generalized eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. Each eigenvector will be scaled so the largest component will have 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) COMPLEX array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,2*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. RWORK (workspace/output) REAL array, dimension (8*N) 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 ALPHA(j) and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other then QZ iteration failed in SHGEQZ, =N+2: error return from STGEVC. ===================================================================== Decode the input arguments Parameter adjustments */ /* Table of constant values */ static complex c_b1 = {0.f,0.f}; static complex c_b2 = {1.f,0.f}; static integer c__1 = 1; static integer c__0 = 0; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1, i__2, i__3, i__4; real r__1, r__2, r__3, r__4; complex q__1; /* Builtin functions */ double sqrt(doublereal), r_imag(complex *); /* Local variables */ static real anrm, bnrm; static integer ierr, itau; static real temp; static logical ilvl, ilvr; static integer iwrk; extern logical lsame_(char *, char *); static integer ileft, icols, irwrk, irows, jc; extern /* Subroutine */ int cggbak_(char *, char *, integer *, integer *, integer *, real *, real *, integer *, complex *, integer *, integer *), cggbal_(char *, integer *, complex *, integer *, complex *, integer *, integer *, integer *, real *, real *, real *, integer *), slabad_(real *, real *); static integer in; extern doublereal clange_(char *, integer *, integer *, complex *, integer *, real *); static integer jr; extern /* Subroutine */ int cgghrd_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, integer *, complex *, integer *, complex *, integer *, integer *), clascl_(char *, integer *, integer *, real *, real *, integer *, integer *, complex *, integer *, integer *); static logical ilascl, ilbscl; extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *), clacpy_( char *, integer *, integer *, complex *, integer *, complex *, integer *), claset_(char *, integer *, integer *, complex *, complex *, complex *, integer *), ctgevc_(char *, char *, logical *, integer *, complex *, integer *, complex *, integer *, complex *, integer *, complex *, integer *, integer *, integer *, complex *, real *, integer *), xerbla_(char *, integer *); static logical ldumma[1]; static char chtemp[1]; static real bignum; extern /* Subroutine */ int chgeqz_(char *, char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, integer *, complex *, complex *, complex *, integer *, complex *, integer *, complex *, integer *, real *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); extern doublereal slamch_(char *); static integer ijobvl, iright, ijobvr; extern /* Subroutine */ int cungqr_(integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *); static real anrmto; static integer lwkmin; static real bnrmto; extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *); static real smlnum; static integer lwkopt; static logical lquery; static integer ihi, ilo; static real eps; static logical ilv; #define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1 #define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)] #define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1 #define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)] #define vl_subscr(a_1,a_2) (a_2)*vl_dim1 + a_1 #define vl_ref(a_1,a_2) vl[vl_subscr(a_1,a_2)] #define vr_subscr(a_1,a_2) (a_2)*vr_dim1 + a_1 #define vr_ref(a_1,a_2) vr[vr_subscr(a_1,a_2)] a_dim1 = *lda; a_offset = 1 + a_dim1 * 1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1 * 1; b -= b_offset; --alpha; --beta; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1 * 1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1 * 1; vr -= vr_offset; --work; --rwork; /* Function Body */ if (lsame_(jobvl, "N")) { ijobvl = 1; ilvl = FALSE_; } else if (lsame_(jobvl, "V")) { ijobvl = 2; ilvl = TRUE_; } else { ijobvl = -1; ilvl = FALSE_; } if (lsame_(jobvr, "N")) { ijobvr = 1; ilvr = FALSE_; } else if (lsame_(jobvr, "V")) { ijobvr = 2; ilvr = TRUE_; } else { ijobvr = -1; ilvr = FALSE_; } ilv = ilvl || ilvr; /* Test the input arguments */ *info = 0; lquery = *lwork == -1; if (ijobvl <= 0) { *info = -1; } else if (ijobvr <= 0) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*lda < max(1,*n)) { *info = -5; } else if (*ldb < max(1,*n)) { *info = -7; } else if (*ldvl < 1 || ilvl && *ldvl < *n) { *info = -11; } else if (*ldvr < 1 || ilvr && *ldvr < *n) { *info = -13; } /* 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.) */ lwkmin = 1; if (*info == 0 && (*lwork >= 1 || lquery)) { lwkopt = *n + *n * ilaenv_(&c__1, "CGEQRF", " ", n, &c__1, n, &c__0, ( ftnlen)6, (ftnlen)1); /* Computing MAX */ i__1 = 1, i__2 = *n << 1; lwkmin = max(i__1,i__2); work[1].r = (real) lwkopt, work[1].i = 0.f; } if (*lwork < lwkmin && ! lquery) { *info = -15; } if (*info != 0) { i__1 = -(*info); xerbla_("CGGEV ", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ work[1].r = (real) lwkopt, work[1].i = 0.f; if (*n == 0) { return 0; } /* Get machine constants */ eps = slamch_("E") * slamch_("B"); smlnum = slamch_("S"); bignum = 1.f / smlnum; slabad_(&smlnum, &bignum); smlnum = sqrt(smlnum) / eps; bignum = 1.f / smlnum; /* Scale A if max element outside range [SMLNUM,BIGNUM] */ anrm = clange_("M", n, n, &a[a_offset], lda, &rwork[1]); ilascl = FALSE_; if (anrm > 0.f && anrm < smlnum) { anrmto = smlnum; ilascl = TRUE_; } else if (anrm > bignum) { anrmto = bignum; ilascl = TRUE_; } if (ilascl) { clascl_("G", &c__0, &c__0, &anrm, &anrmto, n, n, &a[a_offset], lda, & ierr); } /* Scale B if max element outside range [SMLNUM,BIGNUM] */ bnrm = clange_("M", n, n, &b[b_offset], ldb, &rwork[1]); ilbscl = FALSE_; if (bnrm > 0.f && bnrm < smlnum) { bnrmto = smlnum; ilbscl = TRUE_; } else if (bnrm > bignum) { bnrmto = bignum; ilbscl = TRUE_; } if (ilbscl) { clascl_("G", &c__0, &c__0, &bnrm, &bnrmto, n, n, &b[b_offset], ldb, & ierr); } /* Permute the matrices A, B to isolate eigenvalues if possible (Real Workspace: need 6*N) */ ileft = 1; iright = *n + 1; irwrk = iright + *n; cggbal_("P", n, &a[a_offset], lda, &b[b_offset], ldb, &ilo, &ihi, &rwork[ ileft], &rwork[iright], &rwork[irwrk], &ierr); /* Reduce B to triangular form (QR decomposition of B) (Complex Workspace: need N, prefer N*NB) */ irows = ihi + 1 - ilo; if (ilv) { icols = *n + 1 - ilo; } else { icols = irows; } itau = 1; iwrk = itau + irows; i__1 = *lwork + 1 - iwrk; cgeqrf_(&irows, &icols, &b_ref(ilo, ilo), ldb, &work[itau], &work[iwrk], & i__1, &ierr); /* Apply the orthogonal transformation to matrix A (Complex Workspace: need N, prefer N*NB) */ i__1 = *lwork + 1 - iwrk; cunmqr_("L", "C", &irows, &icols, &irows, &b_ref(ilo, ilo), ldb, &work[ itau], &a_ref(ilo, ilo), lda, &work[iwrk], &i__1, &ierr); /* Initialize VL (Complex Workspace: need N, prefer N*NB) */ if (ilvl) { claset_("Full", n, n, &c_b1, &c_b2, &vl[vl_offset], ldvl); i__1 = irows - 1; i__2 = irows - 1; clacpy_("L", &i__1, &i__2, &b_ref(ilo + 1, ilo), ldb, &vl_ref(ilo + 1, ilo), ldvl); i__1 = *lwork + 1 - iwrk; cungqr_(&irows, &irows, &irows, &vl_ref(ilo, ilo), ldvl, &work[itau], &work[iwrk], &i__1, &ierr); } /* Initialize VR */ if (ilvr) { claset_("Full", n, n, &c_b1, &c_b2, &vr[vr_offset], ldvr); } /* Reduce to generalized Hessenberg form */ if (ilv) { /* Eigenvectors requested -- work on whole matrix. */ cgghrd_(jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr); } else { cgghrd_("N", "N", &irows, &c__1, &irows, &a_ref(ilo, ilo), lda, & b_ref(ilo, ilo), ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, &ierr); } /* Perform QZ algorithm (Compute eigenvalues, and optionally, the Schur form and Schur vectors) (Complex Workspace: need N) (Real Workspace: need N) */ iwrk = itau; if (ilv) { *(unsigned char *)chtemp = 'S'; } else { *(unsigned char *)chtemp = 'E'; } i__1 = *lwork + 1 - iwrk; chgeqz_(chtemp, jobvl, jobvr, n, &ilo, &ihi, &a[a_offset], lda, &b[ b_offset], ldb, &alpha[1], &beta[1], &vl[vl_offset], ldvl, &vr[ vr_offset], ldvr, &work[iwrk], &i__1, &rwork[irwrk], &ierr); if (ierr != 0) { if (ierr > 0 && ierr <= *n) { *info = ierr; } else if (ierr > *n && ierr <= *n << 1) { *info = ierr - *n; } else { *info = *n + 1; } goto L70; } /* Compute Eigenvectors (Real Workspace: need 2*N) (Complex Workspace: need 2*N) */ if (ilv) { if (ilvl) { if (ilvr) { *(unsigned char *)chtemp = 'B'; } else { *(unsigned char *)chtemp = 'L'; } } else { *(unsigned char *)chtemp = 'R'; } ctgevc_(chtemp, "B", ldumma, n, &a[a_offset], lda, &b[b_offset], ldb, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr, n, &in, &work[ iwrk], &rwork[irwrk], &ierr); if (ierr != 0) { *info = *n + 2; goto L70; } /* Undo balancing on VL and VR and normalization (Workspace: none needed) */ if (ilvl) { cggbak_("P", "L", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &vl[vl_offset], ldvl, &ierr); i__1 = *n; for (jc = 1; jc <= i__1; ++jc) { temp = 0.f; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ i__3 = vl_subscr(jr, jc); r__3 = temp, r__4 = (r__1 = vl[i__3].r, dabs(r__1)) + ( r__2 = r_imag(&vl_ref(jr, jc)), dabs(r__2)); temp = dmax(r__3,r__4); /* L10: */ } if (temp < smlnum) { goto L30; } temp = 1.f / temp; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { i__3 = vl_subscr(jr, jc); i__4 = vl_subscr(jr, jc); q__1.r = temp * vl[i__4].r, q__1.i = temp * vl[i__4].i; vl[i__3].r = q__1.r, vl[i__3].i = q__1.i; /* L20: */ } L30: ; } } if (ilvr) { cggbak_("P", "R", n, &ilo, &ihi, &rwork[ileft], &rwork[iright], n, &vr[vr_offset], ldvr, &ierr); i__1 = *n; for (jc = 1; jc <= i__1; ++jc) { temp = 0.f; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { /* Computing MAX */ i__3 = vr_subscr(jr, jc); r__3 = temp, r__4 = (r__1 = vr[i__3].r, dabs(r__1)) + ( r__2 = r_imag(&vr_ref(jr, jc)), dabs(r__2)); temp = dmax(r__3,r__4); /* L40: */ } if (temp < smlnum) { goto L60; } temp = 1.f / temp; i__2 = *n; for (jr = 1; jr <= i__2; ++jr) { i__3 = vr_subscr(jr, jc); i__4 = vr_subscr(jr, jc); q__1.r = temp * vr[i__4].r, q__1.i = temp * vr[i__4].i; vr[i__3].r = q__1.r, vr[i__3].i = q__1.i; /* L50: */ } L60: ; } } } /* Undo scaling if necessary */ if (ilascl) { clascl_("G", &c__0, &c__0, &anrmto, &anrm, n, &c__1, &alpha[1], n, & ierr); } if (ilbscl) { clascl_("G", &c__0, &c__0, &bnrmto, &bnrm, n, &c__1, &beta[1], n, & ierr); } L70: work[1].r = (real) lwkopt, work[1].i = 0.f; return 0; /* End of CGGEV */ } /* cggev_ */ #undef vr_ref #undef vr_subscr #undef vl_ref #undef vl_subscr #undef b_ref #undef b_subscr #undef a_ref #undef a_subscr .