zgges3.f

*> \brief <b> ZGGES3 computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices (blocked algorithm)</b>
*
*  =========== DOCUMENTATION ===========
*
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*
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*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE ZGGES3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
*      $                   LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR,
*      $                   WORK, LWORK, RWORK, BWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBVSL, JOBVSR, SORT
*       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
*       ..
*       .. Array Arguments ..
*       LOGICAL            BWORK( * )
*       DOUBLE PRECISION   RWORK( * )
*       COMPLEX*16         A( LDA, * ), ALPHA( * ), B( LDB, * ),
*      $                   BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
*      $                   WORK( * )
*       ..
*       .. Function Arguments ..
*       LOGICAL            SELCTG
*       EXTERNAL           SELCTG
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> ZGGES3 computes for a pair of N-by-N complex nonsymmetric matrices
*> (A,B), the generalized eigenvalues, the generalized complex Schur
*> form (S, T), and optionally left and/or right Schur vectors (VSL
*> and VSR). This gives the generalized Schur factorization
*>
*>         (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H )
*>
*> where (VSR)**H is the conjugate-transpose of VSR.
*>
*> Optionally, it also orders the eigenvalues so that a selected cluster
*> of eigenvalues appears in the leading diagonal blocks of the upper
*> triangular matrix S and the upper triangular matrix T. The leading
*> columns of VSL and VSR then form an unitary basis for the
*> corresponding left and right eigenspaces (deflating subspaces).
*>
*> (If only the generalized eigenvalues are needed, use the driver
*> ZGGEV instead, which is faster.)
*>
*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
*> or a ratio alpha/beta = w, such that  A - w*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.
*>
*> A pair of matrices (S,T) is in generalized complex Schur form if S
*> and T are upper triangular and, in addition, the diagonal elements
*> of T are non-negative real numbers.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] JOBVSL
*> \verbatim
*>          JOBVSL is CHARACTER*1
*>          = 'N':  do not compute the left Schur vectors;
*>          = 'V':  compute the left Schur vectors.
*> \endverbatim
*>
*> \param[in] JOBVSR
*> \verbatim
*>          JOBVSR is CHARACTER*1
*>          = 'N':  do not compute the right Schur vectors;
*>          = 'V':  compute the right Schur vectors.
*> \endverbatim
*>
*> \param[in] SORT
*> \verbatim
*>          SORT is CHARACTER*1
*>          Specifies whether or not to order the eigenvalues on the
*>          diagonal of the generalized Schur form.
*>          = 'N':  Eigenvalues are not ordered;
*>          = 'S':  Eigenvalues are ordered (see SELCTG).
*> \endverbatim
*>
*> \param[in] SELCTG
*> \verbatim
*>          SELCTG is a LOGICAL FUNCTION of two COMPLEX*16 arguments
*>          SELCTG must be declared EXTERNAL in the calling subroutine.
*>          If SORT = 'N', SELCTG is not referenced.
*>          If SORT = 'S', SELCTG is used to select eigenvalues to sort
*>          to the top left of the Schur form.
*>          An eigenvalue ALPHA(j)/BETA(j) is selected if
*>          SELCTG(ALPHA(j),BETA(j)) is true.
*>
*>          Note that a selected complex eigenvalue may no longer satisfy
*>          SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since
*>          ordering may change the value of complex eigenvalues
*>          (especially if the eigenvalue is ill-conditioned), in this
*>          case INFO is set to N+2 (See INFO below).
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrices A, B, VSL, and VSR.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is COMPLEX*16 array, dimension (LDA, N)
*>          On entry, the first of the pair of matrices.
*>          On exit, A has been overwritten by its generalized Schur
*>          form S.
*> \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 second of the pair of matrices.
*>          On exit, B has been overwritten by its generalized Schur
*>          form T.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] SDIM
*> \verbatim
*>          SDIM is INTEGER
*>          If SORT = 'N', SDIM = 0.
*>          If SORT = 'S', SDIM = number of eigenvalues (after sorting)
*>          for which SELCTG is true.
*> \endverbatim
*>
*> \param[out] ALPHA
*> \verbatim
*>          ALPHA is COMPLEX*16 array, dimension (N)
*> \endverbatim
*>
*> \param[out] BETA
*> \verbatim
*>          BETA is COMPLEX*16 array, dimension (N)
*>          On exit,  ALPHA(j)/BETA(j), j=1,...,N, will be the
*>          generalized eigenvalues.  ALPHA(j), j=1,...,N  and  BETA(j),
*>          j=1,...,N  are the diagonals of the complex Schur form (A,B)
*>          output by ZGGES3. The  BETA(j) will be non-negative real.
*>
*>          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).
*> \endverbatim
*>
*> \param[out] VSL
*> \verbatim
*>          VSL is COMPLEX*16 array, dimension (LDVSL,N)
*>          If JOBVSL = 'V', VSL will contain the left Schur vectors.
*>          Not referenced if JOBVSL = 'N'.
*> \endverbatim
*>
*> \param[in] LDVSL
*> \verbatim
*>          LDVSL is INTEGER
*>          The leading dimension of the matrix VSL. LDVSL >= 1, and
*>          if JOBVSL = 'V', LDVSL >= N.
*> \endverbatim
*>
*> \param[out] VSR
*> \verbatim
*>          VSR is COMPLEX*16 array, dimension (LDVSR,N)
*>          If JOBVSR = 'V', VSR will contain the right Schur vectors.
*>          Not referenced if JOBVSR = 'N'.
*> \endverbatim
*>
*> \param[in] LDVSR
*> \verbatim
*>          LDVSR is INTEGER
*>          The leading dimension of the matrix VSR. LDVSR >= 1, and
*>          if JOBVSR = 'V', LDVSR >= 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.
*>
*>          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] BWORK
*> \verbatim
*>          BWORK is LOGICAL array, dimension (N)
*>          Not referenced if SORT = '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.  (A,B) are not in Schur
*>                form, but ALPHA(j) and BETA(j) should be correct for
*>                j=INFO+1,...,N.
*>          > N:  =N+1: other than QZ iteration failed in ZLAQZ0
*>                =N+2: after reordering, roundoff changed values of
*>                      some complex eigenvalues so that leading
*>                      eigenvalues in the Generalized Schur form no
*>                      longer satisfy SELCTG=.TRUE.  This could also
*>                      be caused due to scaling.
*>                =N+3: reordering failed in ZTGSEN.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup gges3
*
*  =====================================================================
      SUBROUTINE zgges3( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B,
     $                   LDB, SDIM, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR,
     $                   WORK, LWORK, RWORK, BWORK, 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          JOBVSL, JOBVSR, SORT
      INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
*     ..
*     .. Array Arguments ..
      LOGICAL            BWORK( * )
      DOUBLE PRECISION   RWORK( * )
      COMPLEX*16         A( lda, * ), ALPHA( * ), B( ldb, * ),
     $                   beta( * ), vsl( ldvsl, * ), vsr( ldvsr, * ),
     $                   work( * )
*     ..
*     .. Function Arguments ..
      LOGICAL            SELCTG
      EXTERNAL           selctg
*     ..
*
*  =====================================================================
*
*     .. 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            CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
     $                   lquery, wantst
      INTEGER            I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
     $                   ilo, iright, irows, irwrk, itau, iwrk, lwkopt
      DOUBLE PRECISION   ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
     $                   pvsr, smlnum
*     ..
*     .. Local Arrays ..
      INTEGER            IDUM( 1 )
      DOUBLE PRECISION   DIF( 2 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlabad, xerbla, zgeqrf, zggbak, zggbal, zgghd3,
     $                   zlaqz0, zlacpy, zlascl, zlaset, ztgsen, zungqr,
     $                   zunmqr
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, ZLANGE
      EXTERNAL           lsame, dlamch, zlange
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, sqrt
*     ..
*     .. Executable Statements ..
*
*     Decode the input arguments
*
      IF( lsame( jobvsl, 'N' ) ) THEN
         ijobvl = 1
         ilvsl = .false.
      ELSE IF( lsame( jobvsl, 'V' ) ) THEN
         ijobvl = 2
         ilvsl = .true.
      ELSE
         ijobvl = -1
         ilvsl = .false.
      END IF
*
      IF( lsame( jobvsr, 'N' ) ) THEN
         ijobvr = 1
         ilvsr = .false.
      ELSE IF( lsame( jobvsr, 'V' ) ) THEN
         ijobvr = 2
         ilvsr = .true.
      ELSE
         ijobvr = -1
         ilvsr = .false.
      END IF
*
      wantst = lsame( sort, 'S' )
*
*     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( ( .NOT.wantst ) .AND. ( .NOT.lsame( sort, 'N' ) ) ) THEN
         info = -3
      ELSE IF( n.LT.0 ) THEN
         info = -5
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -7
      ELSE IF( ldb.LT.max( 1, n ) ) THEN
         info = -9
      ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) ) THEN
         info = -14
      ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) ) THEN
         info = -16
      ELSE IF( lwork.LT.max( 1, 2*n ) .AND. .NOT.lquery ) THEN
         info = -18
      END IF
*
*     Compute workspace
*
      IF( info.EQ.0 ) THEN
         CALL zgeqrf( n, n, b, ldb, work, work, -1, ierr )
         lwkopt = max( 1,  n + int( work( 1 ) ) )
         CALL zunmqr( 'L', 'C', n, n, n, b, ldb, work, a, lda, work,
     $                -1, ierr )
         lwkopt = max( lwkopt, n + int( work( 1 ) ) )
         IF( ilvsl ) THEN
            CALL zungqr( n, n, n, vsl, ldvsl, work, work, -1, ierr )
            lwkopt = max( lwkopt, n + int( work( 1 ) ) )
         END IF
         CALL zgghd3( jobvsl, jobvsr, n, 1, n, a, lda, b, ldb, vsl,
     $                ldvsl, vsr, ldvsr, work, -1, ierr )
         lwkopt = max( lwkopt, n + int( work( 1 ) ) )
         CALL zlaqz0( 'S', jobvsl, jobvsr, n, 1, n, a, lda, b, ldb,
     $                alpha, beta, vsl, ldvsl, vsr, ldvsr, work, -1,
     $                rwork, 0, ierr )
         lwkopt = max( lwkopt, int( work( 1 ) ) )
         IF( wantst ) THEN
            CALL ztgsen( 0, ilvsl, ilvsr, bwork, n, a, lda, b, ldb,
     $                   alpha, beta, vsl, ldvsl, vsr, ldvsr, sdim,
     $                   pvsl, pvsr, dif, work, -1, idum, 1, ierr )
            lwkopt = max( lwkopt, int( work( 1 ) ) )
         END IF
         work( 1 ) = dcmplx( lwkopt )
      END IF
*
      IF( info.NE.0 ) THEN
         CALL xerbla( 'ZGGES3 ', -info )
         RETURN
      ELSE IF( lquery ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 ) THEN
         sdim = 0
         RETURN
      END IF
*
*     Get machine constants
*
      eps = dlamch( 'P' )
      smlnum = dlamch( 'S' )
      bignum = one / smlnum
      CALL dlabad( smlnum, bignum )
      smlnum = sqrt( smlnum ) / eps
      bignum = one / smlnum
*
*     Scale A if max element outside range [SMLNUM,BIGNUM]
*
      anrm = zlange( 'M', n, n, a, lda, rwork )
      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 zlascl( 'G', 0, 0, anrm, anrmto, n, n, a, lda, ierr )
*
*     Scale B if max element outside range [SMLNUM,BIGNUM]
*
      bnrm = zlange( 'M', n, n, b, ldb, rwork )
      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 zlascl( 'G', 0, 0, bnrm, bnrmto, n, n, b, ldb, ierr )
*
*     Permute the matrix to make it more nearly triangular
*
      ileft = 1
      iright = n + 1
      irwrk = iright + n
      CALL zggbal( 'P', n, a, lda, b, ldb, ilo, ihi, rwork( ileft ),
     $             rwork( iright ), rwork( irwrk ), ierr )
*
*     Reduce B to triangular form (QR decomposition of B)
*
      irows = ihi + 1 - ilo
      icols = n + 1 - ilo
      itau = 1
      iwrk = itau + irows
      CALL zgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
     $             work( iwrk ), lwork+1-iwrk, ierr )
*
*     Apply the orthogonal transformation to matrix A
*
      CALL zunmqr( 'L', 'C', irows, icols, irows, b( ilo, ilo ), ldb,
     $             work( itau ), a( ilo, ilo ), lda, work( iwrk ),
     $             lwork+1-iwrk, ierr )
*
*     Initialize VSL
*
      IF( ilvsl ) THEN
         CALL zlaset( 'Full', n, n, czero, cone, vsl, ldvsl )
         IF( irows.GT.1 ) THEN
            CALL zlacpy( 'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
     $                   vsl( ilo+1, ilo ), ldvsl )
         END IF
         CALL zungqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
     $                work( itau ), work( iwrk ), lwork+1-iwrk, ierr )
      END IF
*
*     Initialize VSR
*
      IF( ilvsr )
     $   CALL zlaset( 'Full', n, n, czero, cone, vsr, ldvsr )
*
*     Reduce to generalized Hessenberg form
*
      CALL zgghd3( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
     $             ldvsl, vsr, ldvsr, work( iwrk ), lwork+1-iwrk, ierr )
*
      sdim = 0
*
*     Perform QZ algorithm, computing Schur vectors if desired
*
      iwrk = itau
      CALL zlaqz0( 'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
     $             alpha, beta, vsl, ldvsl, vsr, ldvsr, work( iwrk ),
     $             lwork+1-iwrk, rwork( irwrk ), 0, 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 30
      END IF
*
*     Sort eigenvalues ALPHA/BETA if desired
*
      IF( wantst ) THEN
*
*        Undo scaling on eigenvalues before selecting
*
         IF( ilascl )
     $      CALL zlascl( 'G', 0, 0, anrm, anrmto, n, 1, alpha, n, ierr )
         IF( ilbscl )
     $      CALL zlascl( 'G', 0, 0, bnrm, bnrmto, n, 1, beta, n, ierr )
*
*        Select eigenvalues
*
         DO 10 i = 1, n
            bwork( i ) = selctg( alpha( i ), beta( i ) )
   10    CONTINUE
*
         CALL ztgsen( 0, ilvsl, ilvsr, bwork, n, a, lda, b, ldb, alpha,
     $                beta, vsl, ldvsl, vsr, ldvsr, sdim, pvsl, pvsr,
     $                dif, work( iwrk ), lwork-iwrk+1, idum, 1, ierr )
         IF( ierr.EQ.1 )
     $      info = n + 3
*
      END IF
*
*     Apply back-permutation to VSL and VSR
*
      IF( ilvsl )
     $   CALL zggbak( 'P', 'L', n, ilo, ihi, rwork( ileft ),
     $                rwork( iright ), n, vsl, ldvsl, ierr )
      IF( ilvsr )
     $   CALL zggbak( 'P', 'R', n, ilo, ihi, rwork( ileft ),
     $                rwork( iright ), n, vsr, ldvsr, ierr )
*
*     Undo scaling
*
      IF( ilascl ) THEN
         CALL zlascl( 'U', 0, 0, anrmto, anrm, n, n, a, lda, ierr )
         CALL zlascl( 'G', 0, 0, anrmto, anrm, n, 1, alpha, n, ierr )
      END IF
*
      IF( ilbscl ) THEN
         CALL zlascl( 'U', 0, 0, bnrmto, bnrm, n, n, b, ldb, ierr )
         CALL zlascl( 'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
      END IF
*
      IF( wantst ) THEN
*
*        Check if reordering is correct
*
         lastsl = .true.
         sdim = 0
         DO 20 i = 1, n
            cursl = selctg( alpha( i ), beta( i ) )
            IF( cursl )
     $         sdim = sdim + 1
            IF( cursl .AND. .NOT.lastsl )
     $         info = n + 2
            lastsl = cursl
   20    CONTINUE
*
      END IF
*
   30 CONTINUE
*
      work( 1 ) = dcmplx( lwkopt )
*
      RETURN
*
*     End of ZGGES3
*
      END