aboutsummaryrefslogtreecommitdiffstats
path: root/contrib/libs/clapack/sgees.c
blob: be6b052e909f781342a7bb2189f25d218388d6e0 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
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
/* sgees.f -- translated by f2c (version 20061008).
   You must link the resulting object file with libf2c:
	on Microsoft Windows system, link with libf2c.lib;
	on Linux or Unix systems, link with .../path/to/libf2c.a -lm
	or, if you install libf2c.a in a standard place, with -lf2c -lm
	-- in that order, at the end of the command line, as in
		cc *.o -lf2c -lm
	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,

		http://www.netlib.org/f2c/libf2c.zip
*/

#include "f2c.h"
#include "blaswrap.h"

/* Table of constant values */

static integer c__1 = 1;
static integer c__0 = 0;
static integer c_n1 = -1;

/* Subroutine */ int sgees_(char *jobvs, char *sort, L_fp select, integer *n, 
	real *a, integer *lda, integer *sdim, real *wr, real *wi, real *vs, 
	integer *ldvs, real *work, integer *lwork, logical *bwork, integer *
	info)
{
    /* System generated locals */
    integer a_dim1, a_offset, vs_dim1, vs_offset, i__1, i__2, i__3;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__;
    real s;
    integer i1, i2, ip, ihi, ilo;
    real dum[1], eps, sep;
    integer ibal;
    real anrm;
    integer idum[1], ierr, itau, iwrk, inxt, icond, ieval;
    extern logical lsame_(char *, char *);
    logical cursl;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), sswap_(integer *, real *, integer *, real *, integer *
);
    logical lst2sl;
    extern /* Subroutine */ int slabad_(real *, real *);
    logical scalea;
    real cscale;
    extern /* Subroutine */ int sgebak_(char *, char *, integer *, integer *, 
	    integer *, real *, integer *, real *, integer *, integer *), sgebal_(char *, integer *, real *, integer *, 
	    integer *, integer *, real *, integer *);
    extern doublereal slamch_(char *), slange_(char *, integer *, 
	    integer *, real *, integer *, real *);
    extern /* Subroutine */ int sgehrd_(integer *, integer *, integer *, real 
	    *, integer *, real *, real *, integer *, integer *), xerbla_(char 
	    *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    real bignum;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), slacpy_(char *, integer *, integer *, real *, integer *, 
	    real *, integer *);
    logical lastsl;
    extern /* Subroutine */ int sorghr_(integer *, integer *, integer *, real 
	    *, integer *, real *, real *, integer *, integer *), shseqr_(char 
	    *, char *, integer *, integer *, integer *, real *, integer *, 
	    real *, real *, real *, integer *, real *, integer *, integer *);
    integer minwrk, maxwrk;
    real smlnum;
    integer hswork;
    extern /* Subroutine */ int strsen_(char *, char *, logical *, integer *, 
	    real *, integer *, real *, integer *, real *, real *, integer *, 
	    real *, real *, real *, integer *, integer *, integer *, integer *
);
    logical wantst, lquery, wantvs;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */
/*     .. Function Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SGEES computes for an N-by-N real nonsymmetric matrix A, the */
/*  eigenvalues, the real Schur form T, and, optionally, the matrix of */
/*  Schur vectors Z.  This gives the Schur factorization A = Z*T*(Z**T). */

/*  Optionally, it also orders the eigenvalues on the diagonal of the */
/*  real Schur form so that selected eigenvalues are at the top left. */
/*  The leading columns of Z then form an orthonormal basis for the */
/*  invariant subspace corresponding to the selected eigenvalues. */

/*  A matrix is in real Schur form if it is upper quasi-triangular with */
/*  1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the */
/*  form */
/*          [  a  b  ] */
/*          [  c  a  ] */

/*  where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). */

/*  Arguments */
/*  ========= */

/*  JOBVS   (input) CHARACTER*1 */
/*          = 'N': Schur vectors are not computed; */
/*          = 'V': Schur vectors are computed. */

/*  SORT    (input) CHARACTER*1 */
/*          Specifies whether or not to order the eigenvalues on the */
/*          diagonal of the Schur form. */
/*          = 'N': Eigenvalues are not ordered; */
/*          = 'S': Eigenvalues are ordered (see SELECT). */

/*  SELECT  (external procedure) LOGICAL FUNCTION of two REAL arguments */
/*          SELECT must be declared EXTERNAL in the calling subroutine. */
/*          If SORT = 'S', SELECT is used to select eigenvalues to sort */
/*          to the top left of the Schur form. */
/*          If SORT = 'N', SELECT is not referenced. */
/*          An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if */
/*          SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex */
/*          conjugate pair of eigenvalues is selected, then both complex */
/*          eigenvalues are selected. */
/*          Note that a selected complex eigenvalue may no longer */
/*          satisfy SELECT(WR(j),WI(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). */

/*  N       (input) INTEGER */
/*          The order of the matrix A. N >= 0. */

/*  A       (input/output) REAL array, dimension (LDA,N) */
/*          On entry, the N-by-N matrix A. */
/*          On exit, A has been overwritten by its real Schur form T. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  SDIM    (output) INTEGER */
/*          If SORT = 'N', SDIM = 0. */
/*          If SORT = 'S', SDIM = number of eigenvalues (after sorting) */
/*                         for which SELECT is true. (Complex conjugate */
/*                         pairs for which SELECT is true for either */
/*                         eigenvalue count as 2.) */

/*  WR      (output) REAL array, dimension (N) */
/*  WI      (output) REAL array, dimension (N) */
/*          WR and WI contain the real and imaginary parts, */
/*          respectively, of the computed eigenvalues in the same order */
/*          that they appear on the diagonal of the output Schur form T. */
/*          Complex conjugate pairs of eigenvalues will appear */
/*          consecutively with the eigenvalue having the positive */
/*          imaginary part first. */

/*  VS      (output) REAL array, dimension (LDVS,N) */
/*          If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur */
/*          vectors. */
/*          If JOBVS = 'N', VS is not referenced. */

/*  LDVS    (input) INTEGER */
/*          The leading dimension of the array VS.  LDVS >= 1; if */
/*          JOBVS = 'V', LDVS >= N. */

/*  WORK    (workspace/output) REAL array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) contains the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  LWORK >= max(1,3*N). */
/*          For good performance, LWORK must generally be larger. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  BWORK   (workspace) LOGICAL array, dimension (N) */
/*          Not referenced if SORT = 'N'. */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value. */
/*          > 0: if INFO = i, and i is */
/*             <= N: the QR algorithm failed to compute all the */
/*                   eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI */
/*                   contain those eigenvalues which have converged; if */
/*                   JOBVS = 'V', VS contains the matrix which reduces A */
/*                   to its partially converged Schur form. */
/*             = N+1: the eigenvalues could not be reordered because some */
/*                   eigenvalues were too close to separate (the problem */
/*                   is very ill-conditioned); */
/*             = N+2: after reordering, roundoff changed values of some */
/*                   complex eigenvalues so that leading eigenvalues in */
/*                   the Schur form no longer satisfy SELECT=.TRUE.  This */
/*                   could also be caused by underflow due to scaling. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --wr;
    --wi;
    vs_dim1 = *ldvs;
    vs_offset = 1 + vs_dim1;
    vs -= vs_offset;
    --work;
    --bwork;

    /* Function Body */
    *info = 0;
    lquery = *lwork == -1;
    wantvs = lsame_(jobvs, "V");
    wantst = lsame_(sort, "S");
    if (! wantvs && ! lsame_(jobvs, "N")) {
	*info = -1;
    } else if (! wantst && ! lsame_(sort, "N")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldvs < 1 || wantvs && *ldvs < *n) {
	*info = -11;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of workspace needed at that point in the code, */
/*       as well as the preferred amount for good performance. */
/*       NB refers to the optimal block size for the immediately */
/*       following subroutine, as returned by ILAENV. */
/*       HSWORK refers to the workspace preferred by SHSEQR, as */
/*       calculated below. HSWORK is computed assuming ILO=1 and IHI=N, */
/*       the worst case.) */

    if (*info == 0) {
	if (*n == 0) {
	    minwrk = 1;
	    maxwrk = 1;
	} else {
	    maxwrk = (*n << 1) + *n * ilaenv_(&c__1, "SGEHRD", " ", n, &c__1, 
		    n, &c__0);
	    minwrk = *n * 3;

	    shseqr_("S", jobvs, n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[1]
, &vs[vs_offset], ldvs, &work[1], &c_n1, &ieval);
	    hswork = work[1];

	    if (! wantvs) {
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + hswork;
		maxwrk = max(i__1,i__2);
	    } else {
/* Computing MAX */
		i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, 
			"SORGHR", " ", n, &c__1, n, &c_n1);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *n + hswork;
		maxwrk = max(i__1,i__2);
	    }
	}
	work[1] = (real) maxwrk;

	if (*lwork < minwrk && ! lquery) {
	    *info = -13;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SGEES ", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*sdim = 0;
	return 0;
    }

/*     Get machine constants */

    eps = slamch_("P");
    smlnum = slamch_("S");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);
    smlnum = sqrt(smlnum) / eps;
    bignum = 1.f / smlnum;

/*     Scale A if max element outside range [SMLNUM,BIGNUM] */

    anrm = slange_("M", n, n, &a[a_offset], lda, dum);
    scalea = FALSE_;
    if (anrm > 0.f && anrm < smlnum) {
	scalea = TRUE_;
	cscale = smlnum;
    } else if (anrm > bignum) {
	scalea = TRUE_;
	cscale = bignum;
    }
    if (scalea) {
	slascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, &
		ierr);
    }

/*     Permute the matrix to make it more nearly triangular */
/*     (Workspace: need N) */

    ibal = 1;
    sgebal_("P", n, &a[a_offset], lda, &ilo, &ihi, &work[ibal], &ierr);

/*     Reduce to upper Hessenberg form */
/*     (Workspace: need 3*N, prefer 2*N+N*NB) */

    itau = *n + ibal;
    iwrk = *n + itau;
    i__1 = *lwork - iwrk + 1;
    sgehrd_(n, &ilo, &ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1, 
	     &ierr);

    if (wantvs) {

/*        Copy Householder vectors to VS */

	slacpy_("L", n, n, &a[a_offset], lda, &vs[vs_offset], ldvs)
		;

/*        Generate orthogonal matrix in VS */
/*        (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */

	i__1 = *lwork - iwrk + 1;
	sorghr_(n, &ilo, &ihi, &vs[vs_offset], ldvs, &work[itau], &work[iwrk], 
		 &i__1, &ierr);
    }

    *sdim = 0;

/*     Perform QR iteration, accumulating Schur vectors in VS if desired */
/*     (Workspace: need N+1, prefer N+HSWORK (see comments) ) */

    iwrk = itau;
    i__1 = *lwork - iwrk + 1;
    shseqr_("S", jobvs, n, &ilo, &ihi, &a[a_offset], lda, &wr[1], &wi[1], &vs[
	    vs_offset], ldvs, &work[iwrk], &i__1, &ieval);
    if (ieval > 0) {
	*info = ieval;
    }

/*     Sort eigenvalues if desired */

    if (wantst && *info == 0) {
	if (scalea) {
	    slascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &wr[1], n, &
		    ierr);
	    slascl_("G", &c__0, &c__0, &cscale, &anrm, n, &c__1, &wi[1], n, &
		    ierr);
	}
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    bwork[i__] = (*select)(&wr[i__], &wi[i__]);
/* L10: */
	}

/*        Reorder eigenvalues and transform Schur vectors */
/*        (Workspace: none needed) */

	i__1 = *lwork - iwrk + 1;
	strsen_("N", jobvs, &bwork[1], n, &a[a_offset], lda, &vs[vs_offset], 
		ldvs, &wr[1], &wi[1], sdim, &s, &sep, &work[iwrk], &i__1, 
		idum, &c__1, &icond);
	if (icond > 0) {
	    *info = *n + icond;
	}
    }

    if (wantvs) {

/*        Undo balancing */
/*        (Workspace: need N) */

	sgebak_("P", "R", n, &ilo, &ihi, &work[ibal], n, &vs[vs_offset], ldvs, 
		 &ierr);
    }

    if (scalea) {

/*        Undo scaling for the Schur form of A */

	slascl_("H", &c__0, &c__0, &cscale, &anrm, n, n, &a[a_offset], lda, &
		ierr);
	i__1 = *lda + 1;
	scopy_(n, &a[a_offset], &i__1, &wr[1], &c__1);
	if (cscale == smlnum) {

/*           If scaling back towards underflow, adjust WI if an */
/*           offdiagonal element of a 2-by-2 block in the Schur form */
/*           underflows. */

	    if (ieval > 0) {
		i1 = ieval + 1;
		i2 = ihi - 1;
		i__1 = ilo - 1;
/* Computing MAX */
		i__3 = ilo - 1;
		i__2 = max(i__3,1);
		slascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[
			1], &i__2, &ierr);
	    } else if (wantst) {
		i1 = 1;
		i2 = *n - 1;
	    } else {
		i1 = ilo;
		i2 = ihi - 1;
	    }
	    inxt = i1 - 1;
	    i__1 = i2;
	    for (i__ = i1; i__ <= i__1; ++i__) {
		if (i__ < inxt) {
		    goto L20;
		}
		if (wi[i__] == 0.f) {
		    inxt = i__ + 1;
		} else {
		    if (a[i__ + 1 + i__ * a_dim1] == 0.f) {
			wi[i__] = 0.f;
			wi[i__ + 1] = 0.f;
		    } else if (a[i__ + 1 + i__ * a_dim1] != 0.f && a[i__ + (
			    i__ + 1) * a_dim1] == 0.f) {
			wi[i__] = 0.f;
			wi[i__ + 1] = 0.f;
			if (i__ > 1) {
			    i__2 = i__ - 1;
			    sswap_(&i__2, &a[i__ * a_dim1 + 1], &c__1, &a[(
				    i__ + 1) * a_dim1 + 1], &c__1);
			}
			if (*n > i__ + 1) {
			    i__2 = *n - i__ - 1;
			    sswap_(&i__2, &a[i__ + (i__ + 2) * a_dim1], lda, &
				    a[i__ + 1 + (i__ + 2) * a_dim1], lda);
			}
			if (wantvs) {
			    sswap_(n, &vs[i__ * vs_dim1 + 1], &c__1, &vs[(i__ 
				    + 1) * vs_dim1 + 1], &c__1);
			}
			a[i__ + (i__ + 1) * a_dim1] = a[i__ + 1 + i__ * 
				a_dim1];
			a[i__ + 1 + i__ * a_dim1] = 0.f;
		    }
		    inxt = i__ + 2;
		}
L20:
		;
	    }
	}

/*        Undo scaling for the imaginary part of the eigenvalues */

	i__1 = *n - ieval;
/* Computing MAX */
	i__3 = *n - ieval;
	i__2 = max(i__3,1);
	slascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[ieval + 
		1], &i__2, &ierr);
    }

    if (wantst && *info == 0) {

/*        Check if reordering successful */

	lastsl = TRUE_;
	lst2sl = TRUE_;
	*sdim = 0;
	ip = 0;
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    cursl = (*select)(&wr[i__], &wi[i__]);
	    if (wi[i__] == 0.f) {
		if (cursl) {
		    ++(*sdim);
		}
		ip = 0;
		if (cursl && ! lastsl) {
		    *info = *n + 2;
		}
	    } else {
		if (ip == 1) {

/*                 Last eigenvalue of conjugate pair */

		    cursl = cursl || lastsl;
		    lastsl = cursl;
		    if (cursl) {
			*sdim += 2;
		    }
		    ip = -1;
		    if (cursl && ! lst2sl) {
			*info = *n + 2;
		    }
		} else {

/*                 First eigenvalue of conjugate pair */

		    ip = 1;
		}
	    }
	    lst2sl = lastsl;
	    lastsl = cursl;
/* L30: */
	}
    }

    work[1] = (real) maxwrk;
    return 0;

/*     End of SGEES */

} /* sgees_ */