1       SUBROUTINE ZGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHA, BETA,
  2      $                  VSL, LDVSL, VSR, LDVSR, WORK, LWORK, RWORK,
  3      $                  INFO )
  4 *
  5 *  -- LAPACK driver routine (version 3.2) --
  6 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  7 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  8 *     November 2006
  9 *
 10 *     .. Scalar Arguments ..
 11       CHARACTER          JOBVSL, JOBVSR
 12       INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N
 13 *     ..
 14 *     .. Array Arguments ..
 15       DOUBLE PRECISION   RWORK( * )
 16       COMPLEX*16         A( LDA, * ), ALPHA( * ), B( LDB, * ),
 17      $                   BETA( * ), VSL( LDVSL, * ), VSR( LDVSR, * ),
 18      $                   WORK( * )
 19 *     ..
 20 *
 21 *  Purpose
 22 *  =======
 23 *
 24 *  This routine is deprecated and has been replaced by routine ZGGES.
 25 *
 26 *  ZGEGS computes the eigenvalues, Schur form, and, optionally, the
 27 *  left and or/right Schur vectors of a complex matrix pair (A,B).
 28 *  Given two square matrices A and B, the generalized Schur
 29 *  factorization has the form
 30 *  
 31 *     A = Q*S*Z**H,  B = Q*T*Z**H
 32 *  
 33 *  where Q and Z are unitary matrices and S and T are upper triangular.
 34 *  The columns of Q are the left Schur vectors
 35 *  and the columns of Z are the right Schur vectors.
 36 *  
 37 *  If only the eigenvalues of (A,B) are needed, the driver routine
 38 *  ZGEGV should be used instead.  See ZGEGV for a description of the
 39 *  eigenvalues of the generalized nonsymmetric eigenvalue problem
 40 *  (GNEP).
 41 *
 42 *  Arguments
 43 *  =========
 44 *
 45 *  JOBVSL   (input) CHARACTER*1
 46 *          = 'N':  do not compute the left Schur vectors;
 47 *          = 'V':  compute the left Schur vectors (returned in VSL).
 48 *
 49 *  JOBVSR   (input) CHARACTER*1
 50 *          = 'N':  do not compute the right Schur vectors;
 51 *          = 'V':  compute the right Schur vectors (returned in VSR).
 52 *
 53 *  N       (input) INTEGER
 54 *          The order of the matrices A, B, VSL, and VSR.  N >= 0.
 55 *
 56 *  A       (input/output) COMPLEX*16 array, dimension (LDA, N)
 57 *          On entry, the matrix A.
 58 *          On exit, the upper triangular matrix S from the generalized
 59 *          Schur factorization.
 60 *
 61 *  LDA     (input) INTEGER
 62 *          The leading dimension of A.  LDA >= max(1,N).
 63 *
 64 *  B       (input/output) COMPLEX*16 array, dimension (LDB, N)
 65 *          On entry, the matrix B.
 66 *          On exit, the upper triangular matrix T from the generalized
 67 *          Schur factorization.
 68 *
 69 *  LDB     (input) INTEGER
 70 *          The leading dimension of B.  LDB >= max(1,N).
 71 *
 72 *  ALPHA   (output) COMPLEX*16 array, dimension (N)
 73 *          The complex scalars alpha that define the eigenvalues of
 74 *          GNEP.  ALPHA(j) = S(j,j), the diagonal element of the Schur
 75 *          form of A.
 76 *
 77 *  BETA    (output) COMPLEX*16 array, dimension (N)
 78 *          The non-negative real scalars beta that define the
 79 *          eigenvalues of GNEP.  BETA(j) = T(j,j), the diagonal element
 80 *          of the triangular factor T.
 81 *
 82 *          Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
 83 *          represent the j-th eigenvalue of the matrix pair (A,B), in
 84 *          one of the forms lambda = alpha/beta or mu = beta/alpha.
 85 *          Since either lambda or mu may overflow, they should not,
 86 *          in general, be computed.
 87 *
 88 *
 89 *  VSL     (output) COMPLEX*16 array, dimension (LDVSL,N)
 90 *          If JOBVSL = 'V', the matrix of left Schur vectors Q.
 91 *          Not referenced if JOBVSL = 'N'.
 92 *
 93 *  LDVSL   (input) INTEGER
 94 *          The leading dimension of the matrix VSL. LDVSL >= 1, and
 95 *          if JOBVSL = 'V', LDVSL >= N.
 96 *
 97 *  VSR     (output) COMPLEX*16 array, dimension (LDVSR,N)
 98 *          If JOBVSR = 'V', the matrix of right Schur vectors Z.
 99 *          Not referenced if JOBVSR = 'N'.
100 *
101 *  LDVSR   (input) INTEGER
102 *          The leading dimension of the matrix VSR. LDVSR >= 1, and
103 *          if JOBVSR = 'V', LDVSR >= N.
104 *
105 *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
106 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
107 *
108 *  LWORK   (input) INTEGER
109 *          The dimension of the array WORK.  LWORK >= max(1,2*N).
110 *          For good performance, LWORK must generally be larger.
111 *          To compute the optimal value of LWORK, call ILAENV to get
112 *          blocksizes (for ZGEQRF, ZUNMQR, and CUNGQR.)  Then compute:
113 *          NB  -- MAX of the blocksizes for ZGEQRF, ZUNMQR, and CUNGQR;
114 *          the optimal LWORK is N*(NB+1).
115 *
116 *          If LWORK = -1, then a workspace query is assumed; the routine
117 *          only calculates the optimal size of the WORK array, returns
118 *          this value as the first entry of the WORK array, and no error
119 *          message related to LWORK is issued by XERBLA.
120 *
121 *  RWORK   (workspace) DOUBLE PRECISION array, dimension (3*N)
122 *
123 *  INFO    (output) INTEGER
124 *          = 0:  successful exit
125 *          < 0:  if INFO = -i, the i-th argument had an illegal value.
126 *          =1,...,N:
127 *                The QZ iteration failed.  (A,B) are not in Schur
128 *                form, but ALPHA(j) and BETA(j) should be correct for
129 *                j=INFO+1,...,N.
130 *          > N:  errors that usually indicate LAPACK problems:
131 *                =N+1: error return from ZGGBAL
132 *                =N+2: error return from ZGEQRF
133 *                =N+3: error return from ZUNMQR
134 *                =N+4: error return from ZUNGQR
135 *                =N+5: error return from ZGGHRD
136 *                =N+6: error return from ZHGEQZ (other than failed
137 *                                               iteration)
138 *                =N+7: error return from ZGGBAK (computing VSL)
139 *                =N+8: error return from ZGGBAK (computing VSR)
140 *                =N+9: error return from ZLASCL (various places)
141 *
142 *  =====================================================================
143 *
144 *     .. Parameters ..
145       DOUBLE PRECISION   ZERO, ONE
146       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
147       COMPLEX*16         CZERO, CONE
148       PARAMETER          ( CZERO = ( 0.0D00.0D0 ),
149      $                   CONE = ( 1.0D00.0D0 ) )
150 *     ..
151 *     .. Local Scalars ..
152       LOGICAL            ILASCL, ILBSCL, ILVSL, ILVSR, LQUERY
153       INTEGER            ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
154      $                   IRIGHT, IROWS, IRWORK, ITAU, IWORK, LOPT,
155      $                   LWKMIN, LWKOPT, NB, NB1, NB2, NB3
156       DOUBLE PRECISION   ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
157      $                   SAFMIN, SMLNUM
158 *     ..
159 *     .. External Subroutines ..
160       EXTERNAL           XERBLA, ZGEQRF, ZGGBAK, ZGGBAL, ZGGHRD, ZHGEQZ,
161      $                   ZLACPY, ZLASCL, ZLASET, ZUNGQR, ZUNMQR
162 *     ..
163 *     .. External Functions ..
164       LOGICAL            LSAME
165       INTEGER            ILAENV
166       DOUBLE PRECISION   DLAMCH, ZLANGE
167       EXTERNAL           LSAME, ILAENV, DLAMCH, ZLANGE
168 *     ..
169 *     .. Intrinsic Functions ..
170       INTRINSIC          INTMAX
171 *     ..
172 *     .. Executable Statements ..
173 *
174 *     Decode the input arguments
175 *
176       IF( LSAME( JOBVSL, 'N' ) ) THEN
177          IJOBVL = 1
178          ILVSL = .FALSE.
179       ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
180          IJOBVL = 2
181          ILVSL = .TRUE.
182       ELSE
183          IJOBVL = -1
184          ILVSL = .FALSE.
185       END IF
186 *
187       IF( LSAME( JOBVSR, 'N' ) ) THEN
188          IJOBVR = 1
189          ILVSR = .FALSE.
190       ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
191          IJOBVR = 2
192          ILVSR = .TRUE.
193       ELSE
194          IJOBVR = -1
195          ILVSR = .FALSE.
196       END IF
197 *
198 *     Test the input arguments
199 *
200       LWKMIN = MAX2*N, 1 )
201       LWKOPT = LWKMIN
202       WORK( 1 ) = LWKOPT
203       LQUERY = ( LWORK.EQ.-1 )
204       INFO = 0
205       IF( IJOBVL.LE.0 ) THEN
206          INFO = -1
207       ELSE IF( IJOBVR.LE.0 ) THEN
208          INFO = -2
209       ELSE IF( N.LT.0 ) THEN
210          INFO = -3
211       ELSE IF( LDA.LT.MAX1, N ) ) THEN
212          INFO = -5
213       ELSE IF( LDB.LT.MAX1, N ) ) THEN
214          INFO = -7
215       ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
216          INFO = -11
217       ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
218          INFO = -13
219       ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
220          INFO = -15
221       END IF
222 *
223       IF( INFO.EQ.0 ) THEN
224          NB1 = ILAENV( 1'ZGEQRF'' ', N, N, -1-1 )
225          NB2 = ILAENV( 1'ZUNMQR'' ', N, N, N, -1 )
226          NB3 = ILAENV( 1'ZUNGQR'' ', N, N, N, -1 )
227          NB = MAX( NB1, NB2, NB3 )
228          LOPT = N*( NB+1 )
229          WORK( 1 ) = LOPT
230       END IF
231 *
232       IF( INFO.NE.0 ) THEN
233          CALL XERBLA( 'ZGEGS '-INFO )
234          RETURN
235       ELSE IF( LQUERY ) THEN
236          RETURN
237       END IF
238 *
239 *     Quick return if possible
240 *
241       IF( N.EQ.0 )
242      $   RETURN
243 *
244 *     Get machine constants
245 *
246       EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
247       SAFMIN = DLAMCH( 'S' )
248       SMLNUM = N*SAFMIN / EPS
249       BIGNUM = ONE / SMLNUM
250 *
251 *     Scale A if max element outside range [SMLNUM,BIGNUM]
252 *
253       ANRM = ZLANGE( 'M', N, N, A, LDA, RWORK )
254       ILASCL = .FALSE.
255       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
256          ANRMTO = SMLNUM
257          ILASCL = .TRUE.
258       ELSE IF( ANRM.GT.BIGNUM ) THEN
259          ANRMTO = BIGNUM
260          ILASCL = .TRUE.
261       END IF
262 *
263       IF( ILASCL ) THEN
264          CALL ZLASCL( 'G'-1-1, ANRM, ANRMTO, N, N, A, LDA, IINFO )
265          IF( IINFO.NE.0 ) THEN
266             INFO = N + 9
267             RETURN
268          END IF
269       END IF
270 *
271 *     Scale B if max element outside range [SMLNUM,BIGNUM]
272 *
273       BNRM = ZLANGE( 'M', N, N, B, LDB, RWORK )
274       ILBSCL = .FALSE.
275       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
276          BNRMTO = SMLNUM
277          ILBSCL = .TRUE.
278       ELSE IF( BNRM.GT.BIGNUM ) THEN
279          BNRMTO = BIGNUM
280          ILBSCL = .TRUE.
281       END IF
282 *
283       IF( ILBSCL ) THEN
284          CALL ZLASCL( 'G'-1-1, BNRM, BNRMTO, N, N, B, LDB, IINFO )
285          IF( IINFO.NE.0 ) THEN
286             INFO = N + 9
287             RETURN
288          END IF
289       END IF
290 *
291 *     Permute the matrix to make it more nearly triangular
292 *
293       ILEFT = 1
294       IRIGHT = N + 1
295       IRWORK = IRIGHT + N
296       IWORK = 1
297       CALL ZGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, RWORK( ILEFT ),
298      $             RWORK( IRIGHT ), RWORK( IRWORK ), IINFO )
299       IF( IINFO.NE.0 ) THEN
300          INFO = N + 1
301          GO TO 10
302       END IF
303 *
304 *     Reduce B to triangular form, and initialize VSL and/or VSR
305 *
306       IROWS = IHI + 1 - ILO
307       ICOLS = N + 1 - ILO
308       ITAU = IWORK
309       IWORK = ITAU + IROWS
310       CALL ZGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
311      $             WORK( IWORK ), LWORK+1-IWORK, IINFO )
312       IF( IINFO.GE.0 )
313      $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
314       IF( IINFO.NE.0 ) THEN
315          INFO = N + 2
316          GO TO 10
317       END IF
318 *
319       CALL ZUNMQR( 'L''C', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
320      $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
321      $             LWORK+1-IWORK, IINFO )
322       IF( IINFO.GE.0 )
323      $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
324       IF( IINFO.NE.0 ) THEN
325          INFO = N + 3
326          GO TO 10
327       END IF
328 *
329       IF( ILVSL ) THEN
330          CALL ZLASET( 'Full', N, N, CZERO, CONE, VSL, LDVSL )
331          CALL ZLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
332      $                VSL( ILO+1, ILO ), LDVSL )
333          CALL ZUNGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
334      $                WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
335      $                IINFO )
336          IF( IINFO.GE.0 )
337      $      LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
338          IF( IINFO.NE.0 ) THEN
339             INFO = N + 4
340             GO TO 10
341          END IF
342       END IF
343 *
344       IF( ILVSR )
345      $   CALL ZLASET( 'Full', N, N, CZERO, CONE, VSR, LDVSR )
346 *
347 *     Reduce to generalized Hessenberg form
348 *
349       CALL ZGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
350      $             LDVSL, VSR, LDVSR, IINFO )
351       IF( IINFO.NE.0 ) THEN
352          INFO = N + 5
353          GO TO 10
354       END IF
355 *
356 *     Perform QZ algorithm, computing Schur vectors if desired
357 *
358       IWORK = ITAU
359       CALL ZHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
360      $             ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK( IWORK ),
361      $             LWORK+1-IWORK, RWORK( IRWORK ), IINFO )
362       IF( IINFO.GE.0 )
363      $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
364       IF( IINFO.NE.0 ) THEN
365          IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
366             INFO = IINFO
367          ELSE IF( IINFO.GT..AND. IINFO.LE.2*N ) THEN
368             INFO = IINFO - N
369          ELSE
370             INFO = N + 6
371          END IF
372          GO TO 10
373       END IF
374 *
375 *     Apply permutation to VSL and VSR
376 *
377       IF( ILVSL ) THEN
378          CALL ZGGBAK( 'P''L', N, ILO, IHI, RWORK( ILEFT ),
379      $                RWORK( IRIGHT ), N, VSL, LDVSL, IINFO )
380          IF( IINFO.NE.0 ) THEN
381             INFO = N + 7
382             GO TO 10
383          END IF
384       END IF
385       IF( ILVSR ) THEN
386          CALL ZGGBAK( 'P''R', N, ILO, IHI, RWORK( ILEFT ),
387      $                RWORK( IRIGHT ), N, VSR, LDVSR, IINFO )
388          IF( IINFO.NE.0 ) THEN
389             INFO = N + 8
390             GO TO 10
391          END IF
392       END IF
393 *
394 *     Undo scaling
395 *
396       IF( ILASCL ) THEN
397          CALL ZLASCL( 'U'-1-1, ANRMTO, ANRM, N, N, A, LDA, IINFO )
398          IF( IINFO.NE.0 ) THEN
399             INFO = N + 9
400             RETURN
401          END IF
402          CALL ZLASCL( 'G'-1-1, ANRMTO, ANRM, N, 1, ALPHA, N, IINFO )
403          IF( IINFO.NE.0 ) THEN
404             INFO = N + 9
405             RETURN
406          END IF
407       END IF
408 *
409       IF( ILBSCL ) THEN
410          CALL ZLASCL( 'U'-1-1, BNRMTO, BNRM, N, N, B, LDB, IINFO )
411          IF( IINFO.NE.0 ) THEN
412             INFO = N + 9
413             RETURN
414          END IF
415          CALL ZLASCL( 'G'-1-1, BNRMTO, BNRM, N, 1, BETA, N, IINFO )
416          IF( IINFO.NE.0 ) THEN
417             INFO = N + 9
418             RETURN
419          END IF
420       END IF
421 *
422    10 CONTINUE
423       WORK( 1 ) = LWKOPT
424 *
425       RETURN
426 *
427 *     End of ZGEGS
428 *
429       END