numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
Name | Size | Mode | |
.. | |||
lapack/SRC/DEPRECATED/zgegv.f | 22624B | -rw-r--r-- |
001 002 003 004 005 006 007 008 009 010 011 012 013 014 015 016 017 018 019 020 021 022 023 024 025 026 027 028 029 030 031 032 033 034 035 036 037 038 039 040 041 042 043 044 045 046 047 048 049 050 051 052 053 054 055 056 057 058 059 060 061 062 063 064 065 066 067 068 069 070 071 072 073 074 075 076 077 078 079 080 081 082 083 084 085 086 087 088 089 090 091 092 093 094 095 096 097 098 099 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703
*> \brief <b> ZGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a complex matrix pair (A,B).</b> * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZGEGV + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgegv.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgegv.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgegv.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, * VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBVL, JOBVR * INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N * .. * .. Array Arguments .. * DOUBLE PRECISION RWORK( * ) * COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ), * $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ), * $ WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This routine is deprecated and has been replaced by routine ZGGEV. *> *> ZGEGV computes the eigenvalues and, optionally, the left and/or right *> eigenvectors of a complex matrix pair (A,B). *> Given two square matrices A and B, *> the generalized nonsymmetric eigenvalue problem (GNEP) is to find the *> eigenvalues lambda and corresponding (non-zero) eigenvectors x such *> that *> A*x = lambda*B*x. *> *> An alternate form is to find the eigenvalues mu and corresponding *> eigenvectors y such that *> mu*A*y = B*y. *> *> These two forms are equivalent with mu = 1/lambda and x = y if *> neither lambda nor mu is zero. In order to deal with the case that *> lambda or mu is zero or small, two values alpha and beta are returned *> for each eigenvalue, such that lambda = alpha/beta and *> mu = beta/alpha. *> *> The vectors x and y in the above equations are right eigenvectors of *> the matrix pair (A,B). Vectors u and v satisfying *> u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B *> are left eigenvectors of (A,B). *> *> Note: this routine performs "full balancing" on A and B *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBVL *> \verbatim *> JOBVL is CHARACTER*1 *> = 'N': do not compute the left generalized eigenvectors; *> = 'V': compute the left generalized eigenvectors (returned *> in VL). *> \endverbatim *> *> \param[in] JOBVR *> \verbatim *> JOBVR is CHARACTER*1 *> = 'N': do not compute the right generalized eigenvectors; *> = 'V': compute the right generalized eigenvectors (returned *> in VR). *> \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 COMPLEX*16 array, dimension (LDA, N) *> On entry, the matrix A. *> If JOBVL = 'V' or JOBVR = 'V', then on exit A *> contains the Schur form of A from the generalized Schur *> factorization of the pair (A,B) after balancing. If no *> eigenvectors were computed, then only the diagonal elements *> of the Schur form will be correct. See ZGGHRD and ZHGEQZ *> for details. *> \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 COMPLEX*16 array, dimension (LDB, N) *> On entry, the matrix B. *> If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the *> upper triangular matrix obtained from B in the generalized *> Schur factorization of the pair (A,B) after balancing. *> If no eigenvectors were computed, then only the diagonal *> elements of B will be correct. See ZGGHRD and ZHGEQZ for *> details. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] ALPHA *> \verbatim *> ALPHA is COMPLEX*16 array, dimension (N) *> The complex scalars alpha that define the eigenvalues of *> GNEP. *> \endverbatim *> *> \param[out] BETA *> \verbatim *> BETA is COMPLEX*16 array, dimension (N) *> The complex scalars beta that define the eigenvalues of GNEP. *> *> Together, the quantities alpha = ALPHA(j) and beta = BETA(j) *> represent the j-th eigenvalue of the matrix pair (A,B), in *> one of the forms lambda = alpha/beta or mu = beta/alpha. *> Since either lambda or mu may overflow, they should not, *> in general, be computed. *> \endverbatim *> *> \param[out] VL *> \verbatim *> VL is COMPLEX*16 array, dimension (LDVL,N) *> If JOBVL = 'V', the left eigenvectors u(j) are stored *> in the columns of VL, in the same order as their eigenvalues. *> Each eigenvector is scaled so that its largest component has *> abs(real part) + abs(imag. part) = 1, except for eigenvectors *> corresponding to an eigenvalue with alpha = beta = 0, which *> are set to zero. *> 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 COMPLEX*16 array, dimension (LDVR,N) *> If JOBVR = 'V', the right eigenvectors x(j) are stored *> in the columns of VR, in the same order as their eigenvalues. *> Each eigenvector is scaled so that its largest component has *> abs(real part) + abs(imag. part) = 1, except for eigenvectors *> corresponding to an eigenvalue with alpha = beta = 0, which *> are set to zero. *> 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 COMPLEX*16 array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= max(1,2*N). *> For good performance, LWORK must generally be larger. *> To compute the optimal value of LWORK, call ILAENV to get *> blocksizes (for ZGEQRF, ZUNMQR, and ZUNGQR.) Then compute: *> NB -- MAX of the blocksizes for ZGEQRF, ZUNMQR, and ZUNGQR; *> The optimal LWORK is MAX( 2*N, N*(NB+1) ). *> *> 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] RWORK *> \verbatim *> RWORK is DOUBLE PRECISION array, dimension (8*N) *> \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 ALPHA(j) and BETA(j) should be *> correct for j=INFO+1,...,N. *> > N: errors that usually indicate LAPACK problems: *> =N+1: error return from ZGGBAL *> =N+2: error return from ZGEQRF *> =N+3: error return from ZUNMQR *> =N+4: error return from ZUNGQR *> =N+5: error return from ZGGHRD *> =N+6: error return from ZHGEQZ (other than failed *> iteration) *> =N+7: error return from ZTGEVC *> =N+8: error return from ZGGBAK (computing VL) *> =N+9: error return from ZGGBAK (computing VR) *> =N+10: error return from ZLASCL (various calls) *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup complex16GEeigen * *> \par Further Details: * ===================== *> *> \verbatim *> *> Balancing *> --------- *> *> This driver calls ZGGBAL to both permute and scale rows and columns *> of A and B. The permutations PL and PR are chosen so that PL*A*PR *> and PL*B*R will be upper triangular except for the diagonal blocks *> A(i:j,i:j) and B(i:j,i:j), with i and j as close together as *> possible. The diagonal scaling matrices DL and DR are chosen so *> that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to *> one (except for the elements that start out zero.) *> *> After the eigenvalues and eigenvectors of the balanced matrices *> have been computed, ZGGBAK transforms the eigenvectors back to what *> they would have been (in perfect arithmetic) if they had not been *> balanced. *> *> Contents of A and B on Exit *> -------- -- - --- - -- ---- *> *> If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or *> both), then on exit the arrays A and B will contain the complex Schur *> form[*] of the "balanced" versions of A and B. If no eigenvectors *> are computed, then only the diagonal blocks will be correct. *> *> [*] In other words, upper triangular form. *> \endverbatim *> * ===================================================================== SUBROUTINE ZGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, $ VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, 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 RWORK( * ) COMPLEX*16 A( LDA, * ), ALPHA( * ), B( LDB, * ), $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ), $ WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) COMPLEX*16 CZERO, CONE PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ), $ CONE = ( 1.0D0, 0.0D0 ) ) * .. * .. Local Scalars .. LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY CHARACTER CHTEMP INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO, $ IN, IRIGHT, IROWS, IRWORK, ITAU, IWORK, JC, JR, $ LOPT, LWKMIN, LWKOPT, NB, NB1, NB2, NB3 DOUBLE PRECISION ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM, $ BNRM1, BNRM2, EPS, SAFMAX, SAFMIN, SALFAI, $ SALFAR, SBETA, SCALE, TEMP COMPLEX*16 X * .. * .. Local Arrays .. LOGICAL LDUMMA( 1 ) * .. * .. External Subroutines .. EXTERNAL XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD, ZHGEQZ, $ ZLACPY, ZLASCL, ZLASET, ZTGEVC, ZUNGQR, ZUNMQR * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, ZLANGE EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, MAX * .. * .. Statement Functions .. DOUBLE PRECISION ABS1 * .. * .. Statement Function definitions .. ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) ) * .. * .. 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 * LWKMIN = MAX( 2*N, 1 ) LWKOPT = LWKMIN WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) INFO = 0 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 = -11 ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN INFO = -13 ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN INFO = -15 END IF * IF( INFO.EQ.0 ) THEN NB1 = ILAENV( 1, 'ZGEQRF', ' ', N, N, -1, -1 ) NB2 = ILAENV( 1, 'ZUNMQR', ' ', N, N, N, -1 ) NB3 = ILAENV( 1, 'ZUNGQR', ' ', N, N, N, -1 ) NB = MAX( NB1, NB2, NB3 ) LOPT = MAX( 2*N, N*( NB+1 ) ) WORK( 1 ) = LOPT END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'ZGEGV ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Get machine constants * EPS = DLAMCH( 'E' )*DLAMCH( 'B' ) SAFMIN = DLAMCH( 'S' ) SAFMIN = SAFMIN + SAFMIN SAFMAX = ONE / SAFMIN * * Scale A * ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK ) ANRM1 = ANRM ANRM2 = ONE IF( ANRM.LT.ONE ) THEN IF( SAFMAX*ANRM.LT.ONE ) THEN ANRM1 = SAFMIN ANRM2 = SAFMAX*ANRM END IF END IF * IF( ANRM.GT.ZERO ) THEN CALL ZLASCL( 'G', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 10 RETURN END IF END IF * * Scale B * BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK ) BNRM1 = BNRM BNRM2 = ONE IF( BNRM.LT.ONE ) THEN IF( SAFMAX*BNRM.LT.ONE ) THEN BNRM1 = SAFMIN BNRM2 = SAFMAX*BNRM END IF END IF * IF( BNRM.GT.ZERO ) THEN CALL ZLASCL( 'G', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 10 RETURN END IF END IF * * Permute the matrix to make it more nearly triangular * Also "balance" the matrix. * ILEFT = 1 IRIGHT = N + 1 IRWORK = IRIGHT + N CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ), $ RWORK( IRIGHT ), RWORK( IRWORK ), IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 1 GO TO 80 END IF * * Reduce B to triangular form, and initialize VL and/or VR * IROWS = IHI + 1 - ILO IF( ILV ) THEN ICOLS = N + 1 - ILO ELSE ICOLS = IROWS END IF ITAU = 1 IWORK = ITAU + IROWS CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ), $ WORK( IWORK ), LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 2 GO TO 80 END IF * CALL ZUNMQR( 'L', 'C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB, $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ), $ LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 3 GO TO 80 END IF * IF( ILVL ) THEN CALL ZLASET( 'Full', N, N, CZERO, CONE, VL, LDVL ) CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB, $ VL( ILO+1, ILO ), LDVL ) CALL ZUNGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL, $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK, $ IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 4 GO TO 80 END IF END IF * IF( ILVR ) $ CALL ZLASET( 'Full', N, N, CZERO, CONE, VR, LDVR ) * * Reduce to generalized Hessenberg form * IF( ILV ) THEN * * Eigenvectors requested -- work on whole matrix. * CALL ZGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL, $ LDVL, VR, LDVR, IINFO ) ELSE CALL ZGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA, $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IINFO ) END IF IF( IINFO.NE.0 ) THEN INFO = N + 5 GO TO 80 END IF * * Perform QZ algorithm * IWORK = ITAU IF( ILV ) THEN CHTEMP = 'S' ELSE CHTEMP = 'E' END IF CALL ZHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, $ ALPHA, BETA, VL, LDVL, VR, LDVR, WORK( IWORK ), $ LWORK+1-IWORK, RWORK( IRWORK ), IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN INFO = IINFO ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN INFO = IINFO - N ELSE INFO = N + 6 END IF GO TO 80 END IF * IF( ILV ) THEN * * Compute Eigenvectors * IF( ILVL ) THEN IF( ILVR ) THEN CHTEMP = 'B' ELSE CHTEMP = 'L' END IF ELSE CHTEMP = 'R' END IF * CALL ZTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL, $ VR, LDVR, N, IN, WORK( IWORK ), RWORK( IRWORK ), $ IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 7 GO TO 80 END IF * * Undo balancing on VL and VR, rescale * IF( ILVL ) THEN CALL ZGGBAK( 'P', 'L', N, ILO, IHI, RWORK( ILEFT ), $ RWORK( IRIGHT ), N, VL, LDVL, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 8 GO TO 80 END IF DO 30 JC = 1, N TEMP = ZERO DO 10 JR = 1, N TEMP = MAX( TEMP, ABS1( VL( JR, JC ) ) ) 10 CONTINUE IF( TEMP.LT.SAFMIN ) $ GO TO 30 TEMP = ONE / TEMP DO 20 JR = 1, N VL( JR, JC ) = VL( JR, JC )*TEMP 20 CONTINUE 30 CONTINUE END IF IF( ILVR ) THEN CALL ZGGBAK( 'P', 'R', N, ILO, IHI, RWORK( ILEFT ), $ RWORK( IRIGHT ), N, VR, LDVR, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 GO TO 80 END IF DO 60 JC = 1, N TEMP = ZERO DO 40 JR = 1, N TEMP = MAX( TEMP, ABS1( VR( JR, JC ) ) ) 40 CONTINUE IF( TEMP.LT.SAFMIN ) $ GO TO 60 TEMP = ONE / TEMP DO 50 JR = 1, N VR( JR, JC ) = VR( JR, JC )*TEMP 50 CONTINUE 60 CONTINUE END IF * * End of eigenvector calculation * END IF * * Undo scaling in alpha, beta * * Note: this does not give the alpha and beta for the unscaled * problem. * * Un-scaling is limited to avoid underflow in alpha and beta * if they are significant. * DO 70 JC = 1, N ABSAR = ABS( DBLE( ALPHA( JC ) ) ) ABSAI = ABS( DIMAG( ALPHA( JC ) ) ) ABSB = ABS( DBLE( BETA( JC ) ) ) SALFAR = ANRM*DBLE( ALPHA( JC ) ) SALFAI = ANRM*DIMAG( ALPHA( JC ) ) SBETA = BNRM*DBLE( BETA( JC ) ) ILIMIT = .FALSE. SCALE = ONE * * Check for significant underflow in imaginary part of ALPHA * IF( ABS( SALFAI ).LT.SAFMIN .AND. ABSAI.GE. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSB ) ) THEN ILIMIT = .TRUE. SCALE = ( SAFMIN / ANRM1 ) / MAX( SAFMIN, ANRM2*ABSAI ) END IF * * Check for significant underflow in real part of ALPHA * IF( ABS( SALFAR ).LT.SAFMIN .AND. ABSAR.GE. $ MAX( SAFMIN, EPS*ABSAI, EPS*ABSB ) ) THEN ILIMIT = .TRUE. SCALE = MAX( SCALE, ( SAFMIN / ANRM1 ) / $ MAX( SAFMIN, ANRM2*ABSAR ) ) END IF * * Check for significant underflow in BETA * IF( ABS( SBETA ).LT.SAFMIN .AND. ABSB.GE. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSAI ) ) THEN ILIMIT = .TRUE. SCALE = MAX( SCALE, ( SAFMIN / BNRM1 ) / $ MAX( SAFMIN, BNRM2*ABSB ) ) END IF * * Check for possible overflow when limiting scaling * IF( ILIMIT ) THEN TEMP = ( SCALE*SAFMIN )*MAX( ABS( SALFAR ), ABS( SALFAI ), $ ABS( SBETA ) ) IF( TEMP.GT.ONE ) $ SCALE = SCALE / TEMP IF( SCALE.LT.ONE ) $ ILIMIT = .FALSE. END IF * * Recompute un-scaled ALPHA, BETA if necessary. * IF( ILIMIT ) THEN SALFAR = ( SCALE*DBLE( ALPHA( JC ) ) )*ANRM SALFAI = ( SCALE*DIMAG( ALPHA( JC ) ) )*ANRM SBETA = ( SCALE*BETA( JC ) )*BNRM END IF ALPHA( JC ) = DCMPLX( SALFAR, SALFAI ) BETA( JC ) = SBETA 70 CONTINUE * 80 CONTINUE WORK( 1 ) = LWKOPT * RETURN * * End of ZGEGV * END