|
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 |
SUBROUTINE STREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
$ LDVR, MM, M, WORK, 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 T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ), $ WORK( * ) * .. * * Purpose * ======= * * STREVC computes some or all of the right and/or left eigenvectors of * a real upper quasi-triangular matrix T. * Matrices of this type are produced by the Schur factorization of * a real general matrix: A = Q*T*Q**T, as computed by SHSEQR. * * The right eigenvector x and the left eigenvector y of T corresponding * to an eigenvalue w are defined by: * * T*x = w*x, (y**T)*T = w*(y**T) * * where y**T denotes the transpose of y. * The eigenvalues are not input to this routine, but are read directly * from the diagonal blocks 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 orthogonal 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 by the matrices in VR and/or VL; * = 'S': compute selected right and/or left eigenvectors, * as indicated by the logical array SELECT. * * SELECT (input/output) LOGICAL array, dimension (N) * If HOWMNY = 'S', SELECT specifies the eigenvectors to be * computed. * If w(j) is a real eigenvalue, the corresponding real * eigenvector is computed if SELECT(j) is .TRUE.. * If w(j) and w(j+1) are the real and imaginary parts of a * complex eigenvalue, the corresponding complex eigenvector is * computed if either SELECT(j) or SELECT(j+1) is .TRUE., and * on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to * .FALSE.. * Not referenced if HOWMNY = 'A' or 'B'. * * N (input) INTEGER * The order of the matrix T. N >= 0. * * T (input) REAL array, dimension (LDT,N) * The upper quasi-triangular matrix T in Schur canonical form. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= max(1,N). * * VL (input/output) REAL 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 orthogonal matrix Q * of Schur vectors returned by SHSEQR). * 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. * A complex eigenvector corresponding to a complex eigenvalue * is stored in two consecutive columns, the first holding the * real part, and the second the imaginary part. * 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) REAL 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 orthogonal matrix Q * of Schur vectors returned by SHSEQR). * 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. * A complex eigenvector corresponding to a complex eigenvalue * is stored in two consecutive columns, the first holding the * real part and the second the imaginary part. * 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 real eigenvector occupies one column and each * selected complex eigenvector occupies two columns. * * WORK (workspace) REAL array, dimension (3*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 ) * .. * .. Local Scalars .. LOGICAL ALLV, BOTHV, LEFTV, OVER, PAIR, RIGHTV, SOMEV INTEGER I, IERR, II, IP, IS, J, J1, J2, JNXT, K, KI, N2 REAL BETA, BIGNUM, EMAX, OVFL, REC, REMAX, SCALE, $ SMIN, SMLNUM, ULP, UNFL, VCRIT, VMAX, WI, WR, $ XNORM * .. * .. External Functions .. LOGICAL LSAME INTEGER ISAMAX REAL SDOT, SLAMCH EXTERNAL LSAME, ISAMAX, SDOT, SLAMCH * .. * .. External Subroutines .. EXTERNAL SAXPY, SCOPY, SGEMV, SLABAD, SLALN2, SSCAL, $ XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, SQRT * .. * .. Local Arrays .. REAL X( 2, 2 ) * .. * .. 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' ) * 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 * * Set M to the number of columns required to store the selected * eigenvectors, standardize the array SELECT if necessary, and * test MM. * IF( SOMEV ) THEN M = 0 PAIR = .FALSE. DO 10 J = 1, N IF( PAIR ) THEN PAIR = .FALSE. SELECT( J ) = .FALSE. ELSE IF( J.LT.N ) THEN IF( T( J+1, J ).EQ.ZERO ) THEN IF( SELECT( J ) ) $ M = M + 1 ELSE PAIR = .TRUE. IF( SELECT( J ) .OR. SELECT( J+1 ) ) THEN SELECT( J ) = .TRUE. M = M + 2 END IF END IF ELSE IF( SELECT( N ) ) $ M = M + 1 END IF END IF 10 CONTINUE ELSE M = N END IF * IF( MM.LT.M ) THEN INFO = -11 END IF END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'STREVC', -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 ) BIGNUM = ( ONE-ULP ) / SMLNUM * * Compute 1-norm of each column of strictly upper triangular * part of T to control overflow in triangular solver. * WORK( 1 ) = ZERO DO 30 J = 2, N WORK( J ) = ZERO DO 20 I = 1, J - 1 WORK( J ) = WORK( J ) + ABS( T( I, J ) ) 20 CONTINUE 30 CONTINUE * * Index IP is used to specify the real or complex eigenvalue: * IP = 0, real eigenvalue, * 1, first of conjugate complex pair: (wr,wi) * -1, second of conjugate complex pair: (wr,wi) * N2 = 2*N * IF( RIGHTV ) THEN * * Compute right eigenvectors. * IP = 0 IS = M DO 140 KI = N, 1, -1 * IF( IP.EQ.1 ) $ GO TO 130 IF( KI.EQ.1 ) $ GO TO 40 IF( T( KI, KI-1 ).EQ.ZERO ) $ GO TO 40 IP = -1 * 40 CONTINUE IF( SOMEV ) THEN IF( IP.EQ.0 ) THEN IF( .NOT.SELECT( KI ) ) $ GO TO 130 ELSE IF( .NOT.SELECT( KI-1 ) ) $ GO TO 130 END IF END IF * * Compute the KI-th eigenvalue (WR,WI). * WR = T( KI, KI ) WI = ZERO IF( IP.NE.0 ) $ WI = SQRT( ABS( T( KI, KI-1 ) ) )* $ SQRT( ABS( T( KI-1, KI ) ) ) SMIN = MAX( ULP*( ABS( WR )+ABS( WI ) ), SMLNUM ) * IF( IP.EQ.0 ) THEN * * Real right eigenvector * WORK( KI+N ) = ONE * * Form right-hand side * DO 50 K = 1, KI - 1 WORK( K+N ) = -T( K, KI ) 50 CONTINUE * * Solve the upper quasi-triangular system: * (T(1:KI-1,1:KI-1) - WR)*X = SCALE*WORK. * JNXT = KI - 1 DO 60 J = KI - 1, 1, -1 IF( J.GT.JNXT ) $ GO TO 60 J1 = J J2 = J JNXT = J - 1 IF( J.GT.1 ) THEN IF( T( J, J-1 ).NE.ZERO ) THEN J1 = J - 1 JNXT = J - 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1-by-1 diagonal block * CALL SLALN2( .FALSE., 1, 1, SMIN, ONE, T( J, J ), $ LDT, ONE, ONE, WORK( J+N ), N, WR, $ ZERO, X, 2, SCALE, XNORM, IERR ) * * Scale X(1,1) to avoid overflow when updating * the right-hand side. * IF( XNORM.GT.ONE ) THEN IF( WORK( J ).GT.BIGNUM / XNORM ) THEN X( 1, 1 ) = X( 1, 1 ) / XNORM SCALE = SCALE / XNORM END IF END IF * * Scale if necessary * IF( SCALE.NE.ONE ) $ CALL SSCAL( KI, SCALE, WORK( 1+N ), 1 ) WORK( J+N ) = X( 1, 1 ) * * Update right-hand side * CALL SAXPY( J-1, -X( 1, 1 ), T( 1, J ), 1, $ WORK( 1+N ), 1 ) * ELSE * * 2-by-2 diagonal block * CALL SLALN2( .FALSE., 2, 1, SMIN, ONE, $ T( J-1, J-1 ), LDT, ONE, ONE, $ WORK( J-1+N ), N, WR, ZERO, X, 2, $ SCALE, XNORM, IERR ) * * Scale X(1,1) and X(2,1) to avoid overflow when * updating the right-hand side. * IF( XNORM.GT.ONE ) THEN BETA = MAX( WORK( J-1 ), WORK( J ) ) IF( BETA.GT.BIGNUM / XNORM ) THEN X( 1, 1 ) = X( 1, 1 ) / XNORM X( 2, 1 ) = X( 2, 1 ) / XNORM SCALE = SCALE / XNORM END IF END IF * * Scale if necessary * IF( SCALE.NE.ONE ) $ CALL SSCAL( KI, SCALE, WORK( 1+N ), 1 ) WORK( J-1+N ) = X( 1, 1 ) WORK( J+N ) = X( 2, 1 ) * * Update right-hand side * CALL SAXPY( J-2, -X( 1, 1 ), T( 1, J-1 ), 1, $ WORK( 1+N ), 1 ) CALL SAXPY( J-2, -X( 2, 1 ), T( 1, J ), 1, $ WORK( 1+N ), 1 ) END IF 60 CONTINUE * * Copy the vector x or Q*x to VR and normalize. * IF( .NOT.OVER ) THEN CALL SCOPY( KI, WORK( 1+N ), 1, VR( 1, IS ), 1 ) * II = ISAMAX( KI, VR( 1, IS ), 1 ) REMAX = ONE / ABS( VR( II, IS ) ) CALL SSCAL( KI, REMAX, VR( 1, IS ), 1 ) * DO 70 K = KI + 1, N VR( K, IS ) = ZERO 70 CONTINUE ELSE IF( KI.GT.1 ) $ CALL SGEMV( 'N', N, KI-1, ONE, VR, LDVR, $ WORK( 1+N ), 1, WORK( KI+N ), $ VR( 1, KI ), 1 ) * II = ISAMAX( N, VR( 1, KI ), 1 ) REMAX = ONE / ABS( VR( II, KI ) ) CALL SSCAL( N, REMAX, VR( 1, KI ), 1 ) END IF * ELSE * * Complex right eigenvector. * * Initial solve * [ (T(KI-1,KI-1) T(KI-1,KI) ) - (WR + I* WI)]*X = 0. * [ (T(KI,KI-1) T(KI,KI) ) ] * IF( ABS( T( KI-1, KI ) ).GE.ABS( T( KI, KI-1 ) ) ) THEN WORK( KI-1+N ) = ONE WORK( KI+N2 ) = WI / T( KI-1, KI ) ELSE WORK( KI-1+N ) = -WI / T( KI, KI-1 ) WORK( KI+N2 ) = ONE END IF WORK( KI+N ) = ZERO WORK( KI-1+N2 ) = ZERO * * Form right-hand side * DO 80 K = 1, KI - 2 WORK( K+N ) = -WORK( KI-1+N )*T( K, KI-1 ) WORK( K+N2 ) = -WORK( KI+N2 )*T( K, KI ) 80 CONTINUE * * Solve upper quasi-triangular system: * (T(1:KI-2,1:KI-2) - (WR+i*WI))*X = SCALE*(WORK+i*WORK2) * JNXT = KI - 2 DO 90 J = KI - 2, 1, -1 IF( J.GT.JNXT ) $ GO TO 90 J1 = J J2 = J JNXT = J - 1 IF( J.GT.1 ) THEN IF( T( J, J-1 ).NE.ZERO ) THEN J1 = J - 1 JNXT = J - 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1-by-1 diagonal block * CALL SLALN2( .FALSE., 1, 2, SMIN, ONE, T( J, J ), $ LDT, ONE, ONE, WORK( J+N ), N, WR, WI, $ X, 2, SCALE, XNORM, IERR ) * * Scale X(1,1) and X(1,2) to avoid overflow when * updating the right-hand side. * IF( XNORM.GT.ONE ) THEN IF( WORK( J ).GT.BIGNUM / XNORM ) THEN X( 1, 1 ) = X( 1, 1 ) / XNORM X( 1, 2 ) = X( 1, 2 ) / XNORM SCALE = SCALE / XNORM END IF END IF * * Scale if necessary * IF( SCALE.NE.ONE ) THEN CALL SSCAL( KI, SCALE, WORK( 1+N ), 1 ) CALL SSCAL( KI, SCALE, WORK( 1+N2 ), 1 ) END IF WORK( J+N ) = X( 1, 1 ) WORK( J+N2 ) = X( 1, 2 ) * * Update the right-hand side * CALL SAXPY( J-1, -X( 1, 1 ), T( 1, J ), 1, $ WORK( 1+N ), 1 ) CALL SAXPY( J-1, -X( 1, 2 ), T( 1, J ), 1, $ WORK( 1+N2 ), 1 ) * ELSE * * 2-by-2 diagonal block * CALL SLALN2( .FALSE., 2, 2, SMIN, ONE, $ T( J-1, J-1 ), LDT, ONE, ONE, $ WORK( J-1+N ), N, WR, WI, X, 2, SCALE, $ XNORM, IERR ) * * Scale X to avoid overflow when updating * the right-hand side. * IF( XNORM.GT.ONE ) THEN BETA = MAX( WORK( J-1 ), WORK( J ) ) IF( BETA.GT.BIGNUM / XNORM ) THEN REC = ONE / XNORM X( 1, 1 ) = X( 1, 1 )*REC X( 1, 2 ) = X( 1, 2 )*REC X( 2, 1 ) = X( 2, 1 )*REC X( 2, 2 ) = X( 2, 2 )*REC SCALE = SCALE*REC END IF END IF * * Scale if necessary * IF( SCALE.NE.ONE ) THEN CALL SSCAL( KI, SCALE, WORK( 1+N ), 1 ) CALL SSCAL( KI, SCALE, WORK( 1+N2 ), 1 ) END IF WORK( J-1+N ) = X( 1, 1 ) WORK( J+N ) = X( 2, 1 ) WORK( J-1+N2 ) = X( 1, 2 ) WORK( J+N2 ) = X( 2, 2 ) * * Update the right-hand side * CALL SAXPY( J-2, -X( 1, 1 ), T( 1, J-1 ), 1, $ WORK( 1+N ), 1 ) CALL SAXPY( J-2, -X( 2, 1 ), T( 1, J ), 1, $ WORK( 1+N ), 1 ) CALL SAXPY( J-2, -X( 1, 2 ), T( 1, J-1 ), 1, $ WORK( 1+N2 ), 1 ) CALL SAXPY( J-2, -X( 2, 2 ), T( 1, J ), 1, $ WORK( 1+N2 ), 1 ) END IF 90 CONTINUE * * Copy the vector x or Q*x to VR and normalize. * IF( .NOT.OVER ) THEN CALL SCOPY( KI, WORK( 1+N ), 1, VR( 1, IS-1 ), 1 ) CALL SCOPY( KI, WORK( 1+N2 ), 1, VR( 1, IS ), 1 ) * EMAX = ZERO DO 100 K = 1, KI EMAX = MAX( EMAX, ABS( VR( K, IS-1 ) )+ $ ABS( VR( K, IS ) ) ) 100 CONTINUE * REMAX = ONE / EMAX CALL SSCAL( KI, REMAX, VR( 1, IS-1 ), 1 ) CALL SSCAL( KI, REMAX, VR( 1, IS ), 1 ) * DO 110 K = KI + 1, N VR( K, IS-1 ) = ZERO VR( K, IS ) = ZERO 110 CONTINUE * ELSE * IF( KI.GT.2 ) THEN CALL SGEMV( 'N', N, KI-2, ONE, VR, LDVR, $ WORK( 1+N ), 1, WORK( KI-1+N ), $ VR( 1, KI-1 ), 1 ) CALL SGEMV( 'N', N, KI-2, ONE, VR, LDVR, $ WORK( 1+N2 ), 1, WORK( KI+N2 ), $ VR( 1, KI ), 1 ) ELSE CALL SSCAL( N, WORK( KI-1+N ), VR( 1, KI-1 ), 1 ) CALL SSCAL( N, WORK( KI+N2 ), VR( 1, KI ), 1 ) END IF * EMAX = ZERO DO 120 K = 1, N EMAX = MAX( EMAX, ABS( VR( K, KI-1 ) )+ $ ABS( VR( K, KI ) ) ) 120 CONTINUE REMAX = ONE / EMAX CALL SSCAL( N, REMAX, VR( 1, KI-1 ), 1 ) CALL SSCAL( N, REMAX, VR( 1, KI ), 1 ) END IF END IF * IS = IS - 1 IF( IP.NE.0 ) $ IS = IS - 1 130 CONTINUE IF( IP.EQ.1 ) $ IP = 0 IF( IP.EQ.-1 ) $ IP = 1 140 CONTINUE END IF * IF( LEFTV ) THEN * * Compute left eigenvectors. * IP = 0 IS = 1 DO 260 KI = 1, N * IF( IP.EQ.-1 ) $ GO TO 250 IF( KI.EQ.N ) $ GO TO 150 IF( T( KI+1, KI ).EQ.ZERO ) $ GO TO 150 IP = 1 * 150 CONTINUE IF( SOMEV ) THEN IF( .NOT.SELECT( KI ) ) $ GO TO 250 END IF * * Compute the KI-th eigenvalue (WR,WI). * WR = T( KI, KI ) WI = ZERO IF( IP.NE.0 ) $ WI = SQRT( ABS( T( KI, KI+1 ) ) )* $ SQRT( ABS( T( KI+1, KI ) ) ) SMIN = MAX( ULP*( ABS( WR )+ABS( WI ) ), SMLNUM ) * IF( IP.EQ.0 ) THEN * * Real left eigenvector. * WORK( KI+N ) = ONE * * Form right-hand side * DO 160 K = KI + 1, N WORK( K+N ) = -T( KI, K ) 160 CONTINUE * * Solve the quasi-triangular system: * (T(KI+1:N,KI+1:N) - WR)**T*X = SCALE*WORK * VMAX = ONE VCRIT = BIGNUM * JNXT = KI + 1 DO 170 J = KI + 1, N IF( J.LT.JNXT ) $ GO TO 170 J1 = J J2 = J JNXT = J + 1 IF( J.LT.N ) THEN IF( T( J+1, J ).NE.ZERO ) THEN J2 = J + 1 JNXT = J + 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1-by-1 diagonal block * * Scale if necessary to avoid overflow when forming * the right-hand side. * IF( WORK( J ).GT.VCRIT ) THEN REC = ONE / VMAX CALL SSCAL( N-KI+1, REC, WORK( KI+N ), 1 ) VMAX = ONE VCRIT = BIGNUM END IF * WORK( J+N ) = WORK( J+N ) - $ SDOT( J-KI-1, T( KI+1, J ), 1, $ WORK( KI+1+N ), 1 ) * * Solve (T(J,J)-WR)**T*X = WORK * CALL SLALN2( .FALSE., 1, 1, SMIN, ONE, T( J, J ), $ LDT, ONE, ONE, WORK( J+N ), N, WR, $ ZERO, X, 2, SCALE, XNORM, IERR ) * * Scale if necessary * IF( SCALE.NE.ONE ) $ CALL SSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 ) WORK( J+N ) = X( 1, 1 ) VMAX = MAX( ABS( WORK( J+N ) ), VMAX ) VCRIT = BIGNUM / VMAX * ELSE * * 2-by-2 diagonal block * * Scale if necessary to avoid overflow when forming * the right-hand side. * BETA = MAX( WORK( J ), WORK( J+1 ) ) IF( BETA.GT.VCRIT ) THEN REC = ONE / VMAX CALL SSCAL( N-KI+1, REC, WORK( KI+N ), 1 ) VMAX = ONE VCRIT = BIGNUM END IF * WORK( J+N ) = WORK( J+N ) - $ SDOT( J-KI-1, T( KI+1, J ), 1, $ WORK( KI+1+N ), 1 ) * WORK( J+1+N ) = WORK( J+1+N ) - $ SDOT( J-KI-1, T( KI+1, J+1 ), 1, $ WORK( KI+1+N ), 1 ) * * Solve * [T(J,J)-WR T(J,J+1) ]**T* X = SCALE*( WORK1 ) * [T(J+1,J) T(J+1,J+1)-WR] ( WORK2 ) * CALL SLALN2( .TRUE., 2, 1, SMIN, ONE, T( J, J ), $ LDT, ONE, ONE, WORK( J+N ), N, WR, $ ZERO, X, 2, SCALE, XNORM, IERR ) * * Scale if necessary * IF( SCALE.NE.ONE ) $ CALL SSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 ) WORK( J+N ) = X( 1, 1 ) WORK( J+1+N ) = X( 2, 1 ) * VMAX = MAX( ABS( WORK( J+N ) ), $ ABS( WORK( J+1+N ) ), VMAX ) VCRIT = BIGNUM / VMAX * END IF 170 CONTINUE * * Copy the vector x or Q*x to VL and normalize. * IF( .NOT.OVER ) THEN CALL SCOPY( N-KI+1, WORK( KI+N ), 1, VL( KI, IS ), 1 ) * II = ISAMAX( N-KI+1, VL( KI, IS ), 1 ) + KI - 1 REMAX = ONE / ABS( VL( II, IS ) ) CALL SSCAL( N-KI+1, REMAX, VL( KI, IS ), 1 ) * DO 180 K = 1, KI - 1 VL( K, IS ) = ZERO 180 CONTINUE * ELSE * IF( KI.LT.N ) $ CALL SGEMV( 'N', N, N-KI, ONE, VL( 1, KI+1 ), LDVL, $ WORK( KI+1+N ), 1, WORK( KI+N ), $ VL( 1, KI ), 1 ) * II = ISAMAX( N, VL( 1, KI ), 1 ) REMAX = ONE / ABS( VL( II, KI ) ) CALL SSCAL( N, REMAX, VL( 1, KI ), 1 ) * END IF * ELSE * * Complex left eigenvector. * * Initial solve: * ((T(KI,KI) T(KI,KI+1) )**T - (WR - I* WI))*X = 0. * ((T(KI+1,KI) T(KI+1,KI+1)) ) * IF( ABS( T( KI, KI+1 ) ).GE.ABS( T( KI+1, KI ) ) ) THEN WORK( KI+N ) = WI / T( KI, KI+1 ) WORK( KI+1+N2 ) = ONE ELSE WORK( KI+N ) = ONE WORK( KI+1+N2 ) = -WI / T( KI+1, KI ) END IF WORK( KI+1+N ) = ZERO WORK( KI+N2 ) = ZERO * * Form right-hand side * DO 190 K = KI + 2, N WORK( K+N ) = -WORK( KI+N )*T( KI, K ) WORK( K+N2 ) = -WORK( KI+1+N2 )*T( KI+1, K ) 190 CONTINUE * * Solve complex quasi-triangular system: * ( T(KI+2,N:KI+2,N) - (WR-i*WI) )*X = WORK1+i*WORK2 * VMAX = ONE VCRIT = BIGNUM * JNXT = KI + 2 DO 200 J = KI + 2, N IF( J.LT.JNXT ) $ GO TO 200 J1 = J J2 = J JNXT = J + 1 IF( J.LT.N ) THEN IF( T( J+1, J ).NE.ZERO ) THEN J2 = J + 1 JNXT = J + 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1-by-1 diagonal block * * Scale if necessary to avoid overflow when * forming the right-hand side elements. * IF( WORK( J ).GT.VCRIT ) THEN REC = ONE / VMAX CALL SSCAL( N-KI+1, REC, WORK( KI+N ), 1 ) CALL SSCAL( N-KI+1, REC, WORK( KI+N2 ), 1 ) VMAX = ONE VCRIT = BIGNUM END IF * WORK( J+N ) = WORK( J+N ) - $ SDOT( J-KI-2, T( KI+2, J ), 1, $ WORK( KI+2+N ), 1 ) WORK( J+N2 ) = WORK( J+N2 ) - $ SDOT( J-KI-2, T( KI+2, J ), 1, $ WORK( KI+2+N2 ), 1 ) * * Solve (T(J,J)-(WR-i*WI))*(X11+i*X12)= WK+I*WK2 * CALL SLALN2( .FALSE., 1, 2, SMIN, ONE, T( J, J ), $ LDT, ONE, ONE, WORK( J+N ), N, WR, $ -WI, X, 2, SCALE, XNORM, IERR ) * * Scale if necessary * IF( SCALE.NE.ONE ) THEN CALL SSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 ) CALL SSCAL( N-KI+1, SCALE, WORK( KI+N2 ), 1 ) END IF WORK( J+N ) = X( 1, 1 ) WORK( J+N2 ) = X( 1, 2 ) VMAX = MAX( ABS( WORK( J+N ) ), $ ABS( WORK( J+N2 ) ), VMAX ) VCRIT = BIGNUM / VMAX * ELSE * * 2-by-2 diagonal block * * Scale if necessary to avoid overflow when forming * the right-hand side elements. * BETA = MAX( WORK( J ), WORK( J+1 ) ) IF( BETA.GT.VCRIT ) THEN REC = ONE / VMAX CALL SSCAL( N-KI+1, REC, WORK( KI+N ), 1 ) CALL SSCAL( N-KI+1, REC, WORK( KI+N2 ), 1 ) VMAX = ONE VCRIT = BIGNUM END IF * WORK( J+N ) = WORK( J+N ) - $ SDOT( J-KI-2, T( KI+2, J ), 1, $ WORK( KI+2+N ), 1 ) * WORK( J+N2 ) = WORK( J+N2 ) - $ SDOT( J-KI-2, T( KI+2, J ), 1, $ WORK( KI+2+N2 ), 1 ) * WORK( J+1+N ) = WORK( J+1+N ) - $ SDOT( J-KI-2, T( KI+2, J+1 ), 1, $ WORK( KI+2+N ), 1 ) * WORK( J+1+N2 ) = WORK( J+1+N2 ) - $ SDOT( J-KI-2, T( KI+2, J+1 ), 1, $ WORK( KI+2+N2 ), 1 ) * * Solve 2-by-2 complex linear equation * ([T(j,j) T(j,j+1) ]**T-(wr-i*wi)*I)*X = SCALE*B * ([T(j+1,j) T(j+1,j+1)] ) * CALL SLALN2( .TRUE., 2, 2, SMIN, ONE, T( J, J ), $ LDT, ONE, ONE, WORK( J+N ), N, WR, $ -WI, X, 2, SCALE, XNORM, IERR ) * * Scale if necessary * IF( SCALE.NE.ONE ) THEN CALL SSCAL( N-KI+1, SCALE, WORK( KI+N ), 1 ) CALL SSCAL( N-KI+1, SCALE, WORK( KI+N2 ), 1 ) END IF WORK( J+N ) = X( 1, 1 ) WORK( J+N2 ) = X( 1, 2 ) WORK( J+1+N ) = X( 2, 1 ) WORK( J+1+N2 ) = X( 2, 2 ) VMAX = MAX( ABS( X( 1, 1 ) ), ABS( X( 1, 2 ) ), $ ABS( X( 2, 1 ) ), ABS( X( 2, 2 ) ), VMAX ) VCRIT = BIGNUM / VMAX * END IF 200 CONTINUE * * Copy the vector x or Q*x to VL and normalize. * IF( .NOT.OVER ) THEN CALL SCOPY( N-KI+1, WORK( KI+N ), 1, VL( KI, IS ), 1 ) CALL SCOPY( N-KI+1, WORK( KI+N2 ), 1, VL( KI, IS+1 ), $ 1 ) * EMAX = ZERO DO 220 K = KI, N EMAX = MAX( EMAX, ABS( VL( K, IS ) )+ $ ABS( VL( K, IS+1 ) ) ) 220 CONTINUE REMAX = ONE / EMAX CALL SSCAL( N-KI+1, REMAX, VL( KI, IS ), 1 ) CALL SSCAL( N-KI+1, REMAX, VL( KI, IS+1 ), 1 ) * DO 230 K = 1, KI - 1 VL( K, IS ) = ZERO VL( K, IS+1 ) = ZERO 230 CONTINUE ELSE IF( KI.LT.N-1 ) THEN CALL SGEMV( 'N', N, N-KI-1, ONE, VL( 1, KI+2 ), $ LDVL, WORK( KI+2+N ), 1, WORK( KI+N ), $ VL( 1, KI ), 1 ) CALL SGEMV( 'N', N, N-KI-1, ONE, VL( 1, KI+2 ), $ LDVL, WORK( KI+2+N2 ), 1, $ WORK( KI+1+N2 ), VL( 1, KI+1 ), 1 ) ELSE CALL SSCAL( N, WORK( KI+N ), VL( 1, KI ), 1 ) CALL SSCAL( N, WORK( KI+1+N2 ), VL( 1, KI+1 ), 1 ) END IF * EMAX = ZERO DO 240 K = 1, N EMAX = MAX( EMAX, ABS( VL( K, KI ) )+ $ ABS( VL( K, KI+1 ) ) ) 240 CONTINUE REMAX = ONE / EMAX CALL SSCAL( N, REMAX, VL( 1, KI ), 1 ) CALL SSCAL( N, REMAX, VL( 1, KI+1 ), 1 ) * END IF * END IF * IS = IS + 1 IF( IP.NE.0 ) $ IS = IS + 1 250 CONTINUE IF( IP.EQ.-1 ) $ IP = 0 IF( IP.EQ.1 ) $ IP = -1 * 260 CONTINUE * END IF * RETURN * * End of STREVC * END |