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SUBROUTINE CTREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
$ LDVR, MM, M, WORK, RWORK, INFO ) * * -- LAPACK routine (version 3.3.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * -- April 2011 -- * * .. Scalar Arguments .. CHARACTER HOWMNY, SIDE INTEGER INFO, LDT, LDVL, LDVR, M, MM, N * .. * .. Array Arguments .. LOGICAL SELECT( * ) REAL RWORK( * ) COMPLEX T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ), $ WORK( * ) * .. * * Purpose * ======= * * CTREVC computes some or all of the right and/or left eigenvectors of * a complex upper triangular matrix T. * Matrices of this type are produced by the Schur factorization of * a complex general matrix: A = Q*T*Q**H, as computed by CHSEQR. * * The right eigenvector x and the left eigenvector y of T corresponding * to an eigenvalue w are defined by: * * T*x = w*x, (y**H)*T = w*(y**H) * * where y**H denotes the conjugate transpose of the vector y. * The eigenvalues are not input to this routine, but are read directly * from the diagonal of T. * * This routine returns the matrices X and/or Y of right and left * eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an * input matrix. If Q is the unitary factor that reduces a matrix A to * Schur form T, then Q*X and Q*Y are the matrices of right and left * eigenvectors of A. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'R': compute right eigenvectors only; * = 'L': compute left eigenvectors only; * = 'B': compute both right and left eigenvectors. * * HOWMNY (input) CHARACTER*1 * = 'A': compute all right and/or left eigenvectors; * = 'B': compute all right and/or left eigenvectors, * backtransformed using the matrices supplied in * VR and/or VL; * = 'S': compute selected right and/or left eigenvectors, * as indicated by the logical array SELECT. * * SELECT (input) LOGICAL array, dimension (N) * If HOWMNY = 'S', SELECT specifies the eigenvectors to be * computed. * The eigenvector corresponding to the j-th eigenvalue is * computed if SELECT(j) = .TRUE.. * Not referenced if HOWMNY = 'A' or 'B'. * * N (input) INTEGER * The order of the matrix T. N >= 0. * * T (input/output) COMPLEX array, dimension (LDT,N) * The upper triangular matrix T. T is modified, but restored * on exit. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= max(1,N). * * VL (input/output) COMPLEX array, dimension (LDVL,MM) * On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must * contain an N-by-N matrix Q (usually the unitary matrix Q of * Schur vectors returned by CHSEQR). * On exit, if SIDE = 'L' or 'B', VL contains: * if HOWMNY = 'A', the matrix Y of left eigenvectors of T; * if HOWMNY = 'B', the matrix Q*Y; * if HOWMNY = 'S', the left eigenvectors of T specified by * SELECT, stored consecutively in the columns * of VL, in the same order as their * eigenvalues. * Not referenced if SIDE = 'R'. * * LDVL (input) INTEGER * The leading dimension of the array VL. LDVL >= 1, and if * SIDE = 'L' or 'B', LDVL >= N. * * VR (input/output) COMPLEX array, dimension (LDVR,MM) * On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must * contain an N-by-N matrix Q (usually the unitary matrix Q of * Schur vectors returned by CHSEQR). * On exit, if SIDE = 'R' or 'B', VR contains: * if HOWMNY = 'A', the matrix X of right eigenvectors of T; * if HOWMNY = 'B', the matrix Q*X; * if HOWMNY = 'S', the right eigenvectors of T specified by * SELECT, stored consecutively in the columns * of VR, in the same order as their * eigenvalues. * Not referenced if SIDE = 'L'. * * LDVR (input) INTEGER * The leading dimension of the array VR. LDVR >= 1, and if * SIDE = 'R' or 'B'; LDVR >= N. * * MM (input) INTEGER * The number of columns in the arrays VL and/or VR. MM >= M. * * M (output) INTEGER * The number of columns in the arrays VL and/or VR actually * used to store the eigenvectors. If HOWMNY = 'A' or 'B', M * is set to N. Each selected eigenvector occupies one * column. * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The algorithm used in this program is basically backward (forward) * substitution, with scaling to make the the code robust against * possible overflow. * * Each eigenvector is normalized so that the element of largest * magnitude has magnitude 1; here the magnitude of a complex number * (x,y) is taken to be |x| + |y|. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) COMPLEX CMZERO, CMONE PARAMETER ( CMZERO = ( 0.0E+0, 0.0E+0 ), $ CMONE = ( 1.0E+0, 0.0E+0 ) ) * .. * .. Local Scalars .. LOGICAL ALLV, BOTHV, LEFTV, OVER, RIGHTV, SOMEV INTEGER I, II, IS, J, K, KI REAL OVFL, REMAX, SCALE, SMIN, SMLNUM, ULP, UNFL COMPLEX CDUM * .. * .. External Functions .. LOGICAL LSAME INTEGER ICAMAX REAL SCASUM, SLAMCH EXTERNAL LSAME, ICAMAX, SCASUM, SLAMCH * .. * .. External Subroutines .. EXTERNAL CCOPY, CGEMV, CLATRS, CSSCAL, SLABAD, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, AIMAG, CMPLX, CONJG, MAX, REAL * .. * .. Statement Functions .. REAL CABS1 * .. * .. Statement Function definitions .. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) ) * .. * .. Executable Statements .. * * Decode and test the input parameters * BOTHV = LSAME( SIDE, 'B' ) RIGHTV = LSAME( SIDE, 'R' ) .OR. BOTHV LEFTV = LSAME( SIDE, 'L' ) .OR. BOTHV * ALLV = LSAME( HOWMNY, 'A' ) OVER = LSAME( HOWMNY, 'B' ) SOMEV = LSAME( HOWMNY, 'S' ) * * Set M to the number of columns required to store the selected * eigenvectors. * IF( SOMEV ) THEN M = 0 DO 10 J = 1, N IF( SELECT( J ) ) $ M = M + 1 10 CONTINUE ELSE M = N END IF * INFO = 0 IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN INFO = -1 ELSE IF( .NOT.ALLV .AND. .NOT.OVER .AND. .NOT.SOMEV ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( LDT.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( LDVL.LT.1 .OR. ( LEFTV .AND. LDVL.LT.N ) ) THEN INFO = -8 ELSE IF( LDVR.LT.1 .OR. ( RIGHTV .AND. LDVR.LT.N ) ) THEN INFO = -10 ELSE IF( MM.LT.M ) THEN INFO = -11 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'CTREVC', -INFO ) RETURN END IF * * Quick return if possible. * IF( N.EQ.0 ) $ RETURN * * Set the constants to control overflow. * UNFL = SLAMCH( 'Safe minimum' ) OVFL = ONE / UNFL CALL SLABAD( UNFL, OVFL ) ULP = SLAMCH( 'Precision' ) SMLNUM = UNFL*( N / ULP ) * * Store the diagonal elements of T in working array WORK. * DO 20 I = 1, N WORK( I+N ) = T( I, I ) 20 CONTINUE * * Compute 1-norm of each column of strictly upper triangular * part of T to control overflow in triangular solver. * RWORK( 1 ) = ZERO DO 30 J = 2, N RWORK( J ) = SCASUM( J-1, T( 1, J ), 1 ) 30 CONTINUE * IF( RIGHTV ) THEN * * Compute right eigenvectors. * IS = M DO 80 KI = N, 1, -1 * IF( SOMEV ) THEN IF( .NOT.SELECT( KI ) ) $ GO TO 80 END IF SMIN = MAX( ULP*( CABS1( T( KI, KI ) ) ), SMLNUM ) * WORK( 1 ) = CMONE * * Form right-hand side. * DO 40 K = 1, KI - 1 WORK( K ) = -T( K, KI ) 40 CONTINUE * * Solve the triangular system: * (T(1:KI-1,1:KI-1) - T(KI,KI))*X = SCALE*WORK. * DO 50 K = 1, KI - 1 T( K, K ) = T( K, K ) - T( KI, KI ) IF( CABS1( T( K, K ) ).LT.SMIN ) $ T( K, K ) = SMIN 50 CONTINUE * IF( KI.GT.1 ) THEN CALL CLATRS( 'Upper', 'No transpose', 'Non-unit', 'Y', $ KI-1, T, LDT, WORK( 1 ), SCALE, RWORK, $ INFO ) WORK( KI ) = SCALE END IF * * Copy the vector x or Q*x to VR and normalize. * IF( .NOT.OVER ) THEN CALL CCOPY( KI, WORK( 1 ), 1, VR( 1, IS ), 1 ) * II = ICAMAX( KI, VR( 1, IS ), 1 ) REMAX = ONE / CABS1( VR( II, IS ) ) CALL CSSCAL( KI, REMAX, VR( 1, IS ), 1 ) * DO 60 K = KI + 1, N VR( K, IS ) = CMZERO 60 CONTINUE ELSE IF( KI.GT.1 ) $ CALL CGEMV( 'N', N, KI-1, CMONE, VR, LDVR, WORK( 1 ), $ 1, CMPLX( SCALE ), VR( 1, KI ), 1 ) * II = ICAMAX( N, VR( 1, KI ), 1 ) REMAX = ONE / CABS1( VR( II, KI ) ) CALL CSSCAL( N, REMAX, VR( 1, KI ), 1 ) END IF * * Set back the original diagonal elements of T. * DO 70 K = 1, KI - 1 T( K, K ) = WORK( K+N ) 70 CONTINUE * IS = IS - 1 80 CONTINUE END IF * IF( LEFTV ) THEN * * Compute left eigenvectors. * IS = 1 DO 130 KI = 1, N * IF( SOMEV ) THEN IF( .NOT.SELECT( KI ) ) $ GO TO 130 END IF SMIN = MAX( ULP*( CABS1( T( KI, KI ) ) ), SMLNUM ) * WORK( N ) = CMONE * * Form right-hand side. * DO 90 K = KI + 1, N WORK( K ) = -CONJG( T( KI, K ) ) 90 CONTINUE * * Solve the triangular system: * (T(KI+1:N,KI+1:N) - T(KI,KI))**H*X = SCALE*WORK. * DO 100 K = KI + 1, N T( K, K ) = T( K, K ) - T( KI, KI ) IF( CABS1( T( K, K ) ).LT.SMIN ) $ T( K, K ) = SMIN 100 CONTINUE * IF( KI.LT.N ) THEN CALL CLATRS( 'Upper', 'Conjugate transpose', 'Non-unit', $ 'Y', N-KI, T( KI+1, KI+1 ), LDT, $ WORK( KI+1 ), SCALE, RWORK, INFO ) WORK( KI ) = SCALE END IF * * Copy the vector x or Q*x to VL and normalize. * IF( .NOT.OVER ) THEN CALL CCOPY( N-KI+1, WORK( KI ), 1, VL( KI, IS ), 1 ) * II = ICAMAX( N-KI+1, VL( KI, IS ), 1 ) + KI - 1 REMAX = ONE / CABS1( VL( II, IS ) ) CALL CSSCAL( N-KI+1, REMAX, VL( KI, IS ), 1 ) * DO 110 K = 1, KI - 1 VL( K, IS ) = CMZERO 110 CONTINUE ELSE IF( KI.LT.N ) $ CALL CGEMV( 'N', N, N-KI, CMONE, VL( 1, KI+1 ), LDVL, $ WORK( KI+1 ), 1, CMPLX( SCALE ), $ VL( 1, KI ), 1 ) * II = ICAMAX( N, VL( 1, KI ), 1 ) REMAX = ONE / CABS1( VL( II, KI ) ) CALL CSSCAL( N, REMAX, VL( 1, KI ), 1 ) END IF * * Set back the original diagonal elements of T. * DO 120 K = KI + 1, N T( K, K ) = WORK( K+N ) 120 CONTINUE * IS = IS + 1 130 CONTINUE END IF * RETURN * * End of CTREVC * END |