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/* ../../../dependencies/lapack/src/dtrsen.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"
/* Table of constant values */
static integer c_n1 = -1;
/* Subroutine */ int dtrsen_(char *job, char *compq, logical *select, integer
*n, doublereal *t, integer *ldt, doublereal *q, integer *ldq,
doublereal *wr, doublereal *wi, integer *m, doublereal *s, doublereal
*sep, doublereal *work, integer *lwork, integer *iwork, integer *
liwork, integer *info, ftnlen job_len, ftnlen compq_len)
{
/* System generated locals */
integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
static integer k, n1, n2, kk, nn, ks;
static doublereal est;
static integer kase;
static logical pair;
static integer ierr;
static logical swap;
static doublereal scale;
extern logical lsame_(char *, char *, ftnlen, ftnlen);
static integer lwmin;
static logical wantq, wants;
static doublereal rnorm;
extern doublereal dlange_(char *, integer *, integer *, doublereal *,
integer *, doublereal *, ftnlen);
extern /* Subroutine */ int dlacon_(integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *,
ftnlen), xerbla_(char *, integer *, ftnlen);
static logical wantbh;
extern /* Subroutine */ int dtrexc_(char *, integer *, doublereal *,
integer *, doublereal *, integer *, integer *, integer *,
doublereal *, integer *, ftnlen);
static integer liwmin;
static logical wantsp, lquery;
extern /* Subroutine */ int dtrsyl_(char *, char *, integer *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, integer *, ftnlen, ftnlen);
/* -- LAPACK routine (version 3.0) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/* Courant Institute, Argonne National Lab, and Rice University */
/* June 30, 1999 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DTRSEN reorders the real Schur factorization of a real matrix */
/* A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in */
/* the leading diagonal blocks of the upper quasi-triangular matrix T, */
/* and the leading columns of Q form an orthonormal basis of the */
/* corresponding right invariant subspace. */
/* Optionally the routine computes the reciprocal condition numbers of */
/* the cluster of eigenvalues and/or the invariant subspace. */
/* T must be in Schur canonical form (as returned by DHSEQR), that is, */
/* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each */
/* 2-by-2 diagonal block has its diagonal elemnts equal and its */
/* off-diagonal elements of opposite sign. */
/* Arguments */
/* ========= */
/* JOB (input) CHARACTER*1 */
/* Specifies whether condition numbers are required for the */
/* cluster of eigenvalues (S) or the invariant subspace (SEP): */
/* = 'N': none; */
/* = 'E': for eigenvalues only (S); */
/* = 'V': for invariant subspace only (SEP); */
/* = 'B': for both eigenvalues and invariant subspace (S and */
/* SEP). */
/* COMPQ (input) CHARACTER*1 */
/* = 'V': update the matrix Q of Schur vectors; */
/* = 'N': do not update Q. */
/* SELECT (input) LOGICAL array, dimension (N) */
/* SELECT specifies the eigenvalues in the selected cluster. To */
/* select a real eigenvalue w(j), SELECT(j) must be set to */
/* .TRUE.. To select a complex conjugate pair of eigenvalues */
/* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, */
/* either SELECT(j) or SELECT(j+1) or both must be set to */
/* .TRUE.; a complex conjugate pair of eigenvalues must be */
/* either both included in the cluster or both excluded. */
/* N (input) INTEGER */
/* The order of the matrix T. N >= 0. */
/* T (input/output) DOUBLE PRECISION array, dimension (LDT,N) */
/* On entry, the upper quasi-triangular matrix T, in Schur */
/* canonical form. */
/* On exit, T is overwritten by the reordered matrix T, again in */
/* Schur canonical form, with the selected eigenvalues in the */
/* leading diagonal blocks. */
/* LDT (input) INTEGER */
/* The leading dimension of the array T. LDT >= max(1,N). */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/* On entry, if COMPQ = 'V', the matrix Q of Schur vectors. */
/* On exit, if COMPQ = 'V', Q has been postmultiplied by the */
/* orthogonal transformation matrix which reorders T; the */
/* leading M columns of Q form an orthonormal basis for the */
/* specified invariant subspace. */
/* If COMPQ = 'N', Q is not referenced. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. */
/* LDQ >= 1; and if COMPQ = 'V', LDQ >= N. */
/* WR (output) DOUBLE PRECISION array, dimension (N) */
/* WI (output) DOUBLE PRECISION array, dimension (N) */
/* The real and imaginary parts, respectively, of the reordered */
/* eigenvalues of T. The eigenvalues are stored in the same */
/* order as on the diagonal of T, with WR(i) = T(i,i) and, if */
/* T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and */
/* WI(i+1) = -WI(i). Note that if a complex eigenvalue is */
/* sufficiently ill-conditioned, then its value may differ */
/* significantly from its value before reordering. */
/* M (output) INTEGER */
/* The dimension of the specified invariant subspace. */
/* 0 < = M <= N. */
/* S (output) DOUBLE PRECISION */
/* If JOB = 'E' or 'B', S is a lower bound on the reciprocal */
/* condition number for the selected cluster of eigenvalues. */
/* S cannot underestimate the true reciprocal condition number */
/* by more than a factor of sqrt(N). If M = 0 or N, S = 1. */
/* If JOB = 'N' or 'V', S is not referenced. */
/* SEP (output) DOUBLE PRECISION */
/* If JOB = 'V' or 'B', SEP is the estimated reciprocal */
/* condition number of the specified invariant subspace. If */
/* M = 0 or N, SEP = norm(T). */
/* If JOB = 'N' or 'E', SEP is not referenced. */
/* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) */
/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. */
/* If JOB = 'N', LWORK >= max(1,N); */
/* if JOB = 'E', LWORK >= M*(N-M); */
/* if JOB = 'V' or 'B', LWORK >= 2*M*(N-M). */
/* 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. */
/* IWORK (workspace) INTEGER array, dimension (LIWORK) */
/* IF JOB = 'N' or 'E', IWORK is not referenced. */
/* LIWORK (input) INTEGER */
/* The dimension of the array IWORK. */
/* If JOB = 'N' or 'E', LIWORK >= 1; */
/* if JOB = 'V' or 'B', LIWORK >= M*(N-M). */
/* If LIWORK = -1, then a workspace query is assumed; the */
/* routine only calculates the optimal size of the IWORK array, */
/* returns this value as the first entry of the IWORK array, and */
/* no error message related to LIWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* = 1: reordering of T failed because some eigenvalues are too */
/* close to separate (the problem is very ill-conditioned); */
/* T may have been partially reordered, and WR and WI */
/* contain the eigenvalues in the same order as in T; S and */
/* SEP (if requested) are set to zero. */
/* Further Details */
/* =============== */
/* DTRSEN first collects the selected eigenvalues by computing an */
/* orthogonal transformation Z to move them to the top left corner of T. */
/* In other words, the selected eigenvalues are the eigenvalues of T11 */
/* in: */
/* Z'*T*Z = ( T11 T12 ) n1 */
/* ( 0 T22 ) n2 */
/* n1 n2 */
/* where N = n1+n2 and Z' means the transpose of Z. The first n1 columns */
/* of Z span the specified invariant subspace of T. */
/* If T has been obtained from the real Schur factorization of a matrix */
/* A = Q*T*Q', then the reordered real Schur factorization of A is given */
/* by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span */
/* the corresponding invariant subspace of A. */
/* The reciprocal condition number of the average of the eigenvalues of */
/* T11 may be returned in S. S lies between 0 (very badly conditioned) */
/* and 1 (very well conditioned). It is computed as follows. First we */
/* compute R so that */
/* P = ( I R ) n1 */
/* ( 0 0 ) n2 */
/* n1 n2 */
/* is the projector on the invariant subspace associated with T11. */
/* R is the solution of the Sylvester equation: */
/* T11*R - R*T22 = T12. */
/* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote */
/* the two-norm of M. Then S is computed as the lower bound */
/* (1 + F-norm(R)**2)**(-1/2) */
/* on the reciprocal of 2-norm(P), the true reciprocal condition number. */
/* S cannot underestimate 1 / 2-norm(P) by more than a factor of */
/* sqrt(N). */
/* An approximate error bound for the computed average of the */
/* eigenvalues of T11 is */
/* EPS * norm(T) / S */
/* where EPS is the machine precision. */
/* The reciprocal condition number of the right invariant subspace */
/* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. */
/* SEP is defined as the separation of T11 and T22: */
/* sep( T11, T22 ) = sigma-min( C ) */
/* where sigma-min(C) is the smallest singular value of the */
/* n1*n2-by-n1*n2 matrix */
/* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) */
/* I(m) is an m by m identity matrix, and kprod denotes the Kronecker */
/* product. We estimate sigma-min(C) by the reciprocal of an estimate of */
/* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) */
/* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). */
/* When SEP is small, small changes in T can cause large changes in */
/* the invariant subspace. An approximate bound on the maximum angular */
/* error in the computed right invariant subspace is */
/* EPS * norm(T) / SEP */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters */
/* Parameter adjustments */
--select;
t_dim1 = *ldt;
t_offset = 1 + t_dim1;
t -= t_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--wr;
--wi;
--work;
--iwork;
/* Function Body */
wantbh = lsame_(job, "B", (ftnlen)1, (ftnlen)1);
wants = lsame_(job, "E", (ftnlen)1, (ftnlen)1) || wantbh;
wantsp = lsame_(job, "V", (ftnlen)1, (ftnlen)1) || wantbh;
wantq = lsame_(compq, "V", (ftnlen)1, (ftnlen)1);
*info = 0;
lquery = *lwork == -1;
if (! lsame_(job, "N", (ftnlen)1, (ftnlen)1) && ! wants && ! wantsp) {
*info = -1;
} else if (! lsame_(compq, "N", (ftnlen)1, (ftnlen)1) && ! wantq) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*ldt < max(1,*n)) {
*info = -6;
} else if (*ldq < 1 || wantq && *ldq < *n) {
*info = -8;
} else {
/* Set M to the dimension of the specified invariant subspace, */
/* and test LWORK and LIWORK. */
*m = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
} else {
if (k < *n) {
if (t[k + 1 + k * t_dim1] == 0.) {
if (select[k]) {
++(*m);
}
} else {
pair = TRUE_;
if (select[k] || select[k + 1]) {
*m += 2;
}
}
} else {
if (select[*n]) {
++(*m);
}
}
}
/* L10: */
}
n1 = *m;
n2 = *n - *m;
nn = n1 * n2;
if (wantsp) {
/* Computing MAX */
i__1 = 1, i__2 = nn << 1;
lwmin = max(i__1,i__2);
liwmin = max(1,nn);
} else if (lsame_(job, "N", (ftnlen)1, (ftnlen)1)) {
lwmin = max(1,*n);
liwmin = 1;
} else if (lsame_(job, "E", (ftnlen)1, (ftnlen)1)) {
lwmin = max(1,nn);
liwmin = 1;
}
if (*lwork < lwmin && ! lquery) {
*info = -15;
} else if (*liwork < liwmin && ! lquery) {
*info = -17;
}
}
if (*info == 0) {
work[1] = (doublereal) lwmin;
iwork[1] = liwmin;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DTRSEN", &i__1, (ftnlen)6);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible. */
if (*m == *n || *m == 0) {
if (wants) {
*s = 1.;
}
if (wantsp) {
*sep = dlange_("1", n, n, &t[t_offset], ldt, &work[1], (ftnlen)1);
}
goto L40;
}
/* Collect the selected blocks at the top-left corner of T. */
ks = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
} else {
swap = select[k];
if (k < *n) {
if (t[k + 1 + k * t_dim1] != 0.) {
pair = TRUE_;
swap = swap || select[k + 1];
}
}
if (swap) {
++ks;
/* Swap the K-th block to position KS. */
ierr = 0;
kk = k;
if (k != ks) {
dtrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, &
kk, &ks, &work[1], &ierr, (ftnlen)1);
}
if (ierr == 1 || ierr == 2) {
/* Blocks too close to swap: exit. */
*info = 1;
if (wants) {
*s = 0.;
}
if (wantsp) {
*sep = 0.;
}
goto L40;
}
if (pair) {
++ks;
}
}
}
/* L20: */
}
if (wants) {
/* Solve Sylvester equation for R: */
/* T11*R - R*T22 = scale*T12 */
dlacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1,
(ftnlen)1);
dtrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1
+ 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr, (ftnlen)1,
(ftnlen)1);
/* Estimate the reciprocal of the condition number of the cluster */
/* of eigenvalues. */
rnorm = dlange_("F", &n1, &n2, &work[1], &n1, &work[1], (ftnlen)1);
if (rnorm == 0.) {
*s = 1.;
} else {
*s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm));
}
}
if (wantsp) {
/* Estimate sep(T11,T22). */
est = 0.;
kase = 0;
L30:
dlacon_(&nn, &work[nn + 1], &work[1], &iwork[1], &est, &kase);
if (kase != 0) {
if (kase == 1) {
/* Solve T11*R - R*T22 = scale*X. */
dtrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 +
1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
ierr, (ftnlen)1, (ftnlen)1);
} else {
/* Solve T11'*R - R*T22' = scale*X. */
dtrsyl_("T", "T", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 +
1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
ierr, (ftnlen)1, (ftnlen)1);
}
goto L30;
}
*sep = scale / est;
}
L40:
/* Store the output eigenvalues in WR and WI. */
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
wr[k] = t[k + k * t_dim1];
wi[k] = 0.;
/* L50: */
}
i__1 = *n - 1;
for (k = 1; k <= i__1; ++k) {
if (t[k + 1 + k * t_dim1] != 0.) {
wi[k] = sqrt((d__1 = t[k + (k + 1) * t_dim1], abs(d__1))) * sqrt((
d__2 = t[k + 1 + k * t_dim1], abs(d__2)));
wi[k + 1] = -wi[k];
}
/* L60: */
}
work[1] = (doublereal) lwmin;
iwork[1] = liwmin;
return 0;
/* End of DTRSEN */
} /* dtrsen_ */
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