Several LAPACK, BLAS, and CBLAS source files defined a local statement
function named ABS1 for the complex 1-norm approximation:
ABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) )
ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
The majority of the codebase already uses CABS1 for this identical
purpose. This commit renames ABS1 to CABS1 in all remaining files
(definition line, declaration line, and all call sites within the
same file) to make the naming consistent across the repository.
A small number of fixed-form lines required continuation-line splits
to stay within the 72-column limit after the rename.
No numerical change. Statement functions are file-local in Fortran,
so there is no ABI or interface impact.
This is a preparatory cleanup before inlining these statement
functions (see issue #1200).
702 lines
22 KiB
FortranFixed
702 lines
22 KiB
FortranFixed
*> \brief <b> CGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a complex matrix pair (A,B).</b>
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> Download CGEGV + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgegv.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgegv.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgegv.f">
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*> [TXT]</a>
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA,
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* VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER JOBVL, JOBVR
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* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
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* ..
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* .. Array Arguments ..
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* REAL RWORK( * )
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* COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
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* $ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
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* $ WORK( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> This routine is deprecated and has been replaced by routine CGGEV.
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*>
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*> CGEGV computes the eigenvalues and, optionally, the left and/or right
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*> eigenvectors of a complex matrix pair (A,B).
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*> Given two square matrices A and B,
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*> the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
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*> eigenvalues lambda and corresponding (non-zero) eigenvectors x such
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*> that
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*> A*x = lambda*B*x.
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*>
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*> An alternate form is to find the eigenvalues mu and corresponding
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*> eigenvectors y such that
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*> mu*A*y = B*y.
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*>
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*> These two forms are equivalent with mu = 1/lambda and x = y if
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*> neither lambda nor mu is zero. In order to deal with the case that
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*> lambda or mu is zero or small, two values alpha and beta are returned
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*> for each eigenvalue, such that lambda = alpha/beta and
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*> mu = beta/alpha.
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*>
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*> The vectors x and y in the above equations are right eigenvectors of
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*> the matrix pair (A,B). Vectors u and v satisfying
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*> u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B
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*> are left eigenvectors of (A,B).
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*>
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*> Note: this routine performs "full balancing" on A and B
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] JOBVL
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*> \verbatim
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*> JOBVL is CHARACTER*1
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*> = 'N': do not compute the left generalized eigenvectors;
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*> = 'V': compute the left generalized eigenvectors (returned
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*> in VL).
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*> \endverbatim
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*>
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*> \param[in] JOBVR
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*> \verbatim
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*> JOBVR is CHARACTER*1
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*> = 'N': do not compute the right generalized eigenvectors;
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*> = 'V': compute the right generalized eigenvectors (returned
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*> in VR).
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrices A, B, VL, and VR. N >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX array, dimension (LDA, N)
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*> On entry, the matrix A.
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*> If JOBVL = 'V' or JOBVR = 'V', then on exit A
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*> contains the Schur form of A from the generalized Schur
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*> factorization of the pair (A,B) after balancing. If no
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*> eigenvectors were computed, then only the diagonal elements
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*> of the Schur form will be correct. See CGGHRD and CHGEQZ
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*> for details.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is COMPLEX array, dimension (LDB, N)
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*> On entry, the matrix B.
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*> If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the
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*> upper triangular matrix obtained from B in the generalized
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*> Schur factorization of the pair (A,B) after balancing.
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*> If no eigenvectors were computed, then only the diagonal
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*> elements of B will be correct. See CGGHRD and CHGEQZ for
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*> details.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] ALPHA
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*> \verbatim
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*> ALPHA is COMPLEX array, dimension (N)
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*> The complex scalars alpha that define the eigenvalues of
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*> GNEP.
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*> \endverbatim
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*>
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*> \param[out] BETA
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*> \verbatim
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*> BETA is COMPLEX array, dimension (N)
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*> The complex scalars beta that define the eigenvalues of GNEP.
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*>
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*> Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
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*> represent the j-th eigenvalue of the matrix pair (A,B), in
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*> one of the forms lambda = alpha/beta or mu = beta/alpha.
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*> Since either lambda or mu may overflow, they should not,
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*> in general, be computed.
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*> \endverbatim
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*>
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*> \param[out] VL
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*> \verbatim
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*> VL is COMPLEX array, dimension (LDVL,N)
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*> If JOBVL = 'V', the left eigenvectors u(j) are stored
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*> in the columns of VL, in the same order as their eigenvalues.
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*> Each eigenvector is scaled so that its largest component has
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*> abs(real part) + abs(imag. part) = 1, except for eigenvectors
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*> corresponding to an eigenvalue with alpha = beta = 0, which
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*> are set to zero.
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*> Not referenced if JOBVL = 'N'.
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*> \endverbatim
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*>
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*> \param[in] LDVL
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*> \verbatim
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*> LDVL is INTEGER
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*> The leading dimension of the matrix VL. LDVL >= 1, and
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*> if JOBVL = 'V', LDVL >= N.
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*> \endverbatim
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*>
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*> \param[out] VR
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*> \verbatim
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*> VR is COMPLEX array, dimension (LDVR,N)
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*> If JOBVR = 'V', the right eigenvectors x(j) are stored
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*> in the columns of VR, in the same order as their eigenvalues.
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*> Each eigenvector is scaled so that its largest component has
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*> abs(real part) + abs(imag. part) = 1, except for eigenvectors
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*> corresponding to an eigenvalue with alpha = beta = 0, which
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*> are set to zero.
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*> Not referenced if JOBVR = 'N'.
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*> \endverbatim
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*>
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*> \param[in] LDVR
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*> \verbatim
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*> LDVR is INTEGER
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*> The leading dimension of the matrix VR. LDVR >= 1, and
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*> if JOBVR = 'V', LDVR >= N.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX array, dimension (MAX(1,LWORK))
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*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*> \endverbatim
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*>
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK. LWORK >= max(1,2*N).
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*> For good performance, LWORK must generally be larger.
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*> To compute the optimal value of LWORK, call ILAENV to get
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*> blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute:
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*> NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR;
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*> The optimal LWORK is MAX( 2*N, N*(NB+1) ).
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*>
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*> If LWORK = -1, then a workspace query is assumed; the routine
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*> only calculates the optimal size of the WORK array, returns
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*> this value as the first entry of the WORK array, and no error
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*> message related to LWORK is issued by XERBLA.
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is REAL array, dimension (8*N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value.
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*> =1,...,N:
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*> The QZ iteration failed. No eigenvectors have been
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*> calculated, but ALPHA(j) and BETA(j) should be
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*> correct for j=INFO+1,...,N.
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*> > N: errors that usually indicate LAPACK problems:
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*> =N+1: error return from CGGBAL
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*> =N+2: error return from CGEQRF
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*> =N+3: error return from CUNMQR
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*> =N+4: error return from CUNGQR
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*> =N+5: error return from CGGHRD
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*> =N+6: error return from CHGEQZ (other than failed
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*> iteration)
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*> =N+7: error return from CTGEVC
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*> =N+8: error return from CGGBAK (computing VL)
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*> =N+9: error return from CGGBAK (computing VR)
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*> =N+10: error return from CLASCL (various calls)
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup complexGEeigen
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*
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*> \par Further Details:
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* =====================
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*>
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*> \verbatim
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*>
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*> Balancing
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*> ---------
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*>
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*> This driver calls CGGBAL to both permute and scale rows and columns
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*> of A and B. The permutations PL and PR are chosen so that PL*A*PR
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*> and PL*B*R will be upper triangular except for the diagonal blocks
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*> A(i:j,i:j) and B(i:j,i:j), with i and j as close together as
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*> possible. The diagonal scaling matrices DL and DR are chosen so
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*> that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to
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*> one (except for the elements that start out zero.)
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*>
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*> After the eigenvalues and eigenvectors of the balanced matrices
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*> have been computed, CGGBAK transforms the eigenvectors back to what
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*> they would have been (in perfect arithmetic) if they had not been
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*> balanced.
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*>
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*> Contents of A and B on Exit
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*> -------- -- - --- - -- ----
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*>
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*> If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or
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*> both), then on exit the arrays A and B will contain the complex Schur
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*> form[*] of the "balanced" versions of A and B. If no eigenvectors
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*> are computed, then only the diagonal blocks will be correct.
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*>
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*> [*] In other words, upper triangular form.
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*> \endverbatim
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*>
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* =====================================================================
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SUBROUTINE CGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA,
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$ VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
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*
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* -- LAPACK driver routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER JOBVL, JOBVR
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INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N
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* ..
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* .. Array Arguments ..
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REAL RWORK( * )
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COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ),
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$ BETA( * ), VL( LDVL, * ), VR( LDVR, * ),
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$ WORK( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ZERO, ONE
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PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
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COMPLEX CZERO, CONE
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PARAMETER ( CZERO = ( 0.0E0, 0.0E0 ),
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$ CONE = ( 1.0E0, 0.0E0 ) )
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* ..
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* .. Local Scalars ..
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LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY
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CHARACTER CHTEMP
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INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
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$ IN, IRIGHT, IROWS, IRWORK, ITAU, IWORK, JC, JR,
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$ LOPT, LWKMIN, LWKOPT, NB, NB1, NB2, NB3
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REAL ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM,
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$ BNRM1, BNRM2, EPS, SAFMAX, SAFMIN, SALFAI,
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$ SALFAR, SBETA, SCALE, TEMP
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COMPLEX X
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* ..
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* .. Local Arrays ..
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LOGICAL LDUMMA( 1 )
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* ..
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* .. External Subroutines ..
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EXTERNAL CGEQRF, CGGBAK, CGGBAL, CGGHRD, CHGEQZ, CLACPY,
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$ CLASCL, CLASET, CTGEVC, CUNGQR, CUNMQR, XERBLA
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER ILAENV
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REAL CLANGE, SLAMCH
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EXTERNAL ILAENV, LSAME, CLANGE, SLAMCH
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, REAL
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* ..
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* .. Statement Functions ..
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REAL CABS1
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* ..
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* .. Statement Function definitions ..
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CABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) )
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* ..
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* .. Executable Statements ..
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*
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* Decode the input arguments
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*
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IF( LSAME( JOBVL, 'N' ) ) THEN
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IJOBVL = 1
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ILVL = .FALSE.
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ELSE IF( LSAME( JOBVL, 'V' ) ) THEN
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IJOBVL = 2
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ILVL = .TRUE.
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ELSE
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IJOBVL = -1
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ILVL = .FALSE.
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END IF
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*
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IF( LSAME( JOBVR, 'N' ) ) THEN
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IJOBVR = 1
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ILVR = .FALSE.
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ELSE IF( LSAME( JOBVR, 'V' ) ) THEN
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IJOBVR = 2
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ILVR = .TRUE.
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ELSE
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IJOBVR = -1
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ILVR = .FALSE.
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END IF
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ILV = ILVL .OR. ILVR
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*
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* Test the input arguments
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*
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LWKMIN = MAX( 2*N, 1 )
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LWKOPT = LWKMIN
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WORK( 1 ) = LWKOPT
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LQUERY = ( LWORK.EQ.-1 )
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INFO = 0
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IF( IJOBVL.LE.0 ) THEN
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INFO = -1
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ELSE IF( IJOBVR.LE.0 ) THEN
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INFO = -2
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ELSE IF( N.LT.0 ) THEN
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INFO = -3
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -5
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ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -7
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ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN
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INFO = -11
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ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN
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INFO = -13
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ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
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INFO = -15
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END IF
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*
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IF( INFO.EQ.0 ) THEN
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NB1 = ILAENV( 1, 'CGEQRF', ' ', N, N, -1, -1 )
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NB2 = ILAENV( 1, 'CUNMQR', ' ', N, N, N, -1 )
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NB3 = ILAENV( 1, 'CUNGQR', ' ', N, N, N, -1 )
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NB = MAX( NB1, NB2, NB3 )
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LOPT = MAX( 2*N, N*(NB+1) )
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WORK( 1 ) = LOPT
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END IF
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*
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'CGEGV ', -INFO )
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RETURN
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ELSE IF( LQUERY ) THEN
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 )
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$ RETURN
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*
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* Get machine constants
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*
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EPS = SLAMCH( 'E' )*SLAMCH( 'B' )
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SAFMIN = SLAMCH( 'S' )
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SAFMIN = SAFMIN + SAFMIN
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SAFMAX = ONE / SAFMIN
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*
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* Scale A
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*
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ANRM = CLANGE( 'M', N, N, A, LDA, RWORK )
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ANRM1 = ANRM
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ANRM2 = ONE
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IF( ANRM.LT.ONE ) THEN
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IF( SAFMAX*ANRM.LT.ONE ) THEN
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ANRM1 = SAFMIN
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ANRM2 = SAFMAX*ANRM
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END IF
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END IF
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*
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IF( ANRM.GT.ZERO ) THEN
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CALL CLASCL( 'G', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO )
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IF( IINFO.NE.0 ) THEN
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INFO = N + 10
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RETURN
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END IF
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END IF
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*
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* Scale B
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*
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BNRM = CLANGE( 'M', N, N, B, LDB, RWORK )
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BNRM1 = BNRM
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BNRM2 = ONE
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IF( BNRM.LT.ONE ) THEN
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IF( SAFMAX*BNRM.LT.ONE ) THEN
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BNRM1 = SAFMIN
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BNRM2 = SAFMAX*BNRM
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END IF
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END IF
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*
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IF( BNRM.GT.ZERO ) THEN
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CALL CLASCL( 'G', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO )
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IF( IINFO.NE.0 ) THEN
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INFO = N + 10
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RETURN
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END IF
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END IF
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*
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* Permute the matrix to make it more nearly triangular
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* Also "balance" the matrix.
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*
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ILEFT = 1
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IRIGHT = N + 1
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IRWORK = IRIGHT + N
|
|
CALL CGGBAL( '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 CGEQRF( 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 CUNMQR( '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 CLASET( 'Full', N, N, CZERO, CONE, VL, LDVL )
|
|
CALL CLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
|
|
$ VL( ILO+1, ILO ), LDVL )
|
|
CALL CUNGQR( 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 CLASET( 'Full', N, N, CZERO, CONE, VR, LDVR )
|
|
*
|
|
* Reduce to generalized Hessenberg form
|
|
*
|
|
IF( ILV ) THEN
|
|
*
|
|
* Eigenvectors requested -- work on whole matrix.
|
|
*
|
|
CALL CGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL,
|
|
$ LDVL, VR, LDVR, IINFO )
|
|
ELSE
|
|
CALL CGGHRD( '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 CHGEQZ( 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 CTGEVC( 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 CGGBAK( '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, CABS1( 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 CGGBAK( '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, CABS1( 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( REAL( ALPHA( JC ) ) )
|
|
ABSAI = ABS( AIMAG( ALPHA( JC ) ) )
|
|
ABSB = ABS( REAL( BETA( JC ) ) )
|
|
SALFAR = ANRM*REAL( ALPHA( JC ) )
|
|
SALFAI = ANRM*AIMAG( ALPHA( JC ) )
|
|
SBETA = BNRM*REAL( 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*REAL( ALPHA( JC ) ) )*ANRM
|
|
SALFAI = ( SCALE*AIMAG( ALPHA( JC ) ) )*ANRM
|
|
SBETA = ( SCALE*BETA( JC ) )*BNRM
|
|
END IF
|
|
ALPHA( JC ) = CMPLX( SALFAR, SALFAI )
|
|
BETA( JC ) = SBETA
|
|
70 CONTINUE
|
|
*
|
|
80 CONTINUE
|
|
WORK( 1 ) = LWKOPT
|
|
*
|
|
RETURN
|
|
*
|
|
* End of CGEGV
|
|
*
|
|
END
|