#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int ctgex2_(logical *wantq, logical *wantz, integer *n, complex *a, integer *lda, complex *b, integer *ldb, complex *q, integer *ldq, complex *z__, integer *ldz, integer *j1, integer *info) { /* -- LAPACK auxiliary 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 ======= CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22) in an upper triangular matrix pair (A, B) by an unitary equivalence transformation. (A, B) must be in generalized Schur canonical form, that is, A and B are both upper triangular. Optionally, the matrices Q and Z of generalized Schur vectors are updated. Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)' Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)' Arguments ========= WANTQ (input) LOGICAL .TRUE. : update the left transformation matrix Q; .FALSE.: do not update Q. WANTZ (input) LOGICAL .TRUE. : update the right transformation matrix Z; .FALSE.: do not update Z. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) COMPLEX arrays, dimensions (LDA,N) On entry, the matrix A in the pair (A, B). On exit, the updated matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) COMPLEX arrays, dimensions (LDB,N) On entry, the matrix B in the pair (A, B). On exit, the updated matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). Q (input/output) COMPLEX array, dimension (LDZ,N) If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit, the updated matrix Q. Not referenced if WANTQ = .FALSE.. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1; If WANTQ = .TRUE., LDQ >= N. Z (input/output) COMPLEX array, dimension (LDZ,N) If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit, the updated matrix Z. Not referenced if WANTZ = .FALSE.. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1; If WANTZ = .TRUE., LDZ >= N. J1 (input) INTEGER The index to the first block (A11, B11). INFO (output) INTEGER =0: Successful exit. =1: The transformed matrix pair (A, B) would be too far from generalized Schur form; the problem is ill- conditioned. (A, B) may have been partially reordered, and ILST points to the first row of the current position of the block being moved. Further Details =============== Based on contributions by Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden. In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details. [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software, Report UMINF-94.04, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996. ===================================================================== Parameter adjustments */ /* Table of constant values */ static integer c__2 = 2; static integer c__1 = 1; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4; real r__1; complex q__1, q__2, q__3; /* Builtin functions */ double sqrt(doublereal), c_abs(complex *); void r_cnjg(complex *, complex *); /* Local variables */ static logical weak; static complex cdum; extern /* Subroutine */ int crot_(integer *, complex *, integer *, complex *, integer *, real *, complex *); static complex work[8], f, g; static integer i__, m; static complex s[4] /* was [2][2] */, t[4] /* was [2][2] */; static real scale, cq, sa, sb, cz; static complex sq; static real ss; extern doublereal slamch_(char *); static real ws; extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex *, integer *, complex *, integer *), clartg_(complex *, complex *, real *, complex *, complex *); static complex sz; extern /* Subroutine */ int classq_(integer *, complex *, integer *, real *, real *); static real thresh, smlnum; static logical strong; static real eps, sum; #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 q_subscr(a_1,a_2) (a_2)*q_dim1 + a_1 #define q_ref(a_1,a_2) q[q_subscr(a_1,a_2)] #define s_subscr(a_1,a_2) (a_2)*2 + a_1 - 3 #define s_ref(a_1,a_2) s[s_subscr(a_1,a_2)] #define t_subscr(a_1,a_2) (a_2)*2 + a_1 - 3 #define t_ref(a_1,a_2) t[t_subscr(a_1,a_2)] #define z___subscr(a_1,a_2) (a_2)*z_dim1 + a_1 #define z___ref(a_1,a_2) z__[z___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; q_dim1 = *ldq; q_offset = 1 + q_dim1 * 1; q -= q_offset; z_dim1 = *ldz; z_offset = 1 + z_dim1 * 1; z__ -= z_offset; /* Function Body */ *info = 0; /* Quick return if possible */ if (*n <= 1) { return 0; } m = 2; weak = FALSE_; strong = FALSE_; /* Make a local copy of selected block in (A, B) */ clacpy_("Full", &m, &m, &a_ref(*j1, *j1), lda, s, &c__2); clacpy_("Full", &m, &m, &b_ref(*j1, *j1), ldb, t, &c__2); /* Compute the threshold for testing the acceptance of swapping. */ eps = slamch_("P"); smlnum = slamch_("S") / eps; scale = 0.f; sum = 1.f; clacpy_("Full", &m, &m, s, &c__2, work, &m); clacpy_("Full", &m, &m, t, &c__2, &work[m * m], &m); i__1 = (m << 1) * m; classq_(&i__1, work, &c__1, &scale, &sum); sa = scale * sqrt(sum); /* Computing MAX */ r__1 = eps * 10.f * sa; thresh = dmax(r__1,smlnum); /* Compute unitary QL and RQ that swap 1-by-1 and 1-by-1 blocks using Givens rotations and perform the swap tentatively. */ i__1 = s_subscr(2, 2); i__2 = t_subscr(1, 1); q__2.r = s[i__1].r * t[i__2].r - s[i__1].i * t[i__2].i, q__2.i = s[i__1] .r * t[i__2].i + s[i__1].i * t[i__2].r; i__3 = t_subscr(2, 2); i__4 = s_subscr(1, 1); q__3.r = t[i__3].r * s[i__4].r - t[i__3].i * s[i__4].i, q__3.i = t[i__3] .r * s[i__4].i + t[i__3].i * s[i__4].r; q__1.r = q__2.r - q__3.r, q__1.i = q__2.i - q__3.i; f.r = q__1.r, f.i = q__1.i; i__1 = s_subscr(2, 2); i__2 = t_subscr(1, 2); q__2.r = s[i__1].r * t[i__2].r - s[i__1].i * t[i__2].i, q__2.i = s[i__1] .r * t[i__2].i + s[i__1].i * t[i__2].r; i__3 = t_subscr(2, 2); i__4 = s_subscr(1, 2); q__3.r = t[i__3].r * s[i__4].r - t[i__3].i * s[i__4].i, q__3.i = t[i__3] .r * s[i__4].i + t[i__3].i * s[i__4].r; q__1.r = q__2.r - q__3.r, q__1.i = q__2.i - q__3.i; g.r = q__1.r, g.i = q__1.i; sa = c_abs(&s_ref(2, 2)); sb = c_abs(&t_ref(2, 2)); clartg_(&g, &f, &cz, &sz, &cdum); q__1.r = -sz.r, q__1.i = -sz.i; sz.r = q__1.r, sz.i = q__1.i; r_cnjg(&q__1, &sz); crot_(&c__2, &s_ref(1, 1), &c__1, &s_ref(1, 2), &c__1, &cz, &q__1); r_cnjg(&q__1, &sz); crot_(&c__2, &t_ref(1, 1), &c__1, &t_ref(1, 2), &c__1, &cz, &q__1); if (sa >= sb) { clartg_(&s_ref(1, 1), &s_ref(2, 1), &cq, &sq, &cdum); } else { clartg_(&t_ref(1, 1), &t_ref(2, 1), &cq, &sq, &cdum); } crot_(&c__2, &s_ref(1, 1), &c__2, &s_ref(2, 1), &c__2, &cq, &sq); crot_(&c__2, &t_ref(1, 1), &c__2, &t_ref(2, 1), &c__2, &cq, &sq); /* Weak stability test: |S21| + |T21| <= O(EPS F-norm((S, T))) */ ws = c_abs(&s_ref(2, 1)) + c_abs(&t_ref(2, 1)); weak = ws <= thresh; if (! weak) { goto L20; } if (TRUE_) { /* Strong stability test: F-norm((A-QL'*S*QR, B-QL'*T*QR)) <= O(EPS*F-norm((A, B))) */ clacpy_("Full", &m, &m, s, &c__2, work, &m); clacpy_("Full", &m, &m, t, &c__2, &work[m * m], &m); r_cnjg(&q__2, &sz); q__1.r = -q__2.r, q__1.i = -q__2.i; crot_(&c__2, work, &c__1, &work[2], &c__1, &cz, &q__1); r_cnjg(&q__2, &sz); q__1.r = -q__2.r, q__1.i = -q__2.i; crot_(&c__2, &work[4], &c__1, &work[6], &c__1, &cz, &q__1); q__1.r = -sq.r, q__1.i = -sq.i; crot_(&c__2, work, &c__2, &work[1], &c__2, &cq, &q__1); q__1.r = -sq.r, q__1.i = -sq.i; crot_(&c__2, &work[4], &c__2, &work[5], &c__2, &cq, &q__1); for (i__ = 1; i__ <= 2; ++i__) { i__1 = i__ - 1; i__2 = i__ - 1; i__3 = a_subscr(*j1 + i__ - 1, *j1); q__1.r = work[i__2].r - a[i__3].r, q__1.i = work[i__2].i - a[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; i__1 = i__ + 1; i__2 = i__ + 1; i__3 = a_subscr(*j1 + i__ - 1, *j1 + 1); q__1.r = work[i__2].r - a[i__3].r, q__1.i = work[i__2].i - a[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; i__1 = i__ + 3; i__2 = i__ + 3; i__3 = b_subscr(*j1 + i__ - 1, *j1); q__1.r = work[i__2].r - b[i__3].r, q__1.i = work[i__2].i - b[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; i__1 = i__ + 5; i__2 = i__ + 5; i__3 = b_subscr(*j1 + i__ - 1, *j1 + 1); q__1.r = work[i__2].r - b[i__3].r, q__1.i = work[i__2].i - b[i__3] .i; work[i__1].r = q__1.r, work[i__1].i = q__1.i; /* L10: */ } scale = 0.f; sum = 1.f; i__1 = (m << 1) * m; classq_(&i__1, work, &c__1, &scale, &sum); ss = scale * sqrt(sum); strong = ss <= thresh; if (! strong) { goto L20; } } /* If the swap is accepted ("weakly" and "strongly"), apply the equivalence transformations to the original matrix pair (A,B) */ i__1 = *j1 + 1; r_cnjg(&q__1, &sz); crot_(&i__1, &a_ref(1, *j1), &c__1, &a_ref(1, *j1 + 1), &c__1, &cz, &q__1) ; i__1 = *j1 + 1; r_cnjg(&q__1, &sz); crot_(&i__1, &b_ref(1, *j1), &c__1, &b_ref(1, *j1 + 1), &c__1, &cz, &q__1) ; i__1 = *n - *j1 + 1; crot_(&i__1, &a_ref(*j1, *j1), lda, &a_ref(*j1 + 1, *j1), lda, &cq, &sq); i__1 = *n - *j1 + 1; crot_(&i__1, &b_ref(*j1, *j1), ldb, &b_ref(*j1 + 1, *j1), ldb, &cq, &sq); /* Set N1 by N2 (2,1) blocks to 0 */ i__1 = a_subscr(*j1 + 1, *j1); a[i__1].r = 0.f, a[i__1].i = 0.f; i__1 = b_subscr(*j1 + 1, *j1); b[i__1].r = 0.f, b[i__1].i = 0.f; /* Accumulate transformations into Q and Z if requested. */ if (*wantz) { r_cnjg(&q__1, &sz); crot_(n, &z___ref(1, *j1), &c__1, &z___ref(1, *j1 + 1), &c__1, &cz, & q__1); } if (*wantq) { r_cnjg(&q__1, &sq); crot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, *j1 + 1), &c__1, &cq, &q__1) ; } /* Exit with INFO = 0 if swap was successfully performed. */ return 0; /* Exit with INFO = 1 if swap was rejected. */ L20: *info = 1; return 0; /* End of CTGEX2 */ } /* ctgex2_ */ #undef z___ref #undef z___subscr #undef t_ref #undef t_subscr #undef s_ref #undef s_subscr #undef q_ref #undef q_subscr #undef b_ref #undef b_subscr #undef a_ref #undef a_subscr .