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subroutine bdiag(lda,n,a,epsshr,rmax,er,ei,bs,x,xi,scale,
1 job,fail)
c
c!purpose
c dbdiag reduces a matrix a to block diagonal form by first
c reducing it to quasi-triangular form by hqror2 and then by
c solving the matrix equation -a11*p+p*a22=a12 to introduce zeros
c above the diagonal.
c right transformation is factored : p*d*u*y ;where:
c p is a permutation matrix and d positive diagonal matrix
c u is orthogonal and y block upper triangular with identity
c blocks on the diagonal
c
c!calling sequence
c
c subroutine bdiag(lda,n,a,epsshr,rmax,er,ei,bs,x,xi,scale,
c * job,fail)
c
c integer lda, n, bs, job
c double precision a,er,ei,x,xi,rmax,epsshr,scale
c dimension a(lda,n),x(lda,n),xi(lda,n),er(n),ei(n),bs(n)
c dimension scale(n)
c logical fail
c
c starred parameters are altered by the subroutine
c
c
c *a an array that initially contains the m x n matrix
c to be reduced. on return, see job
c
c lda the leading dimension of array a. and array x,xi.
c
c n the order of the matrices a,x,xi
c
c epsshr the minimal conditionnement allowed for linear sytems
c
c rmax the maximum size allowed for any element of the
c transformations.
c
c *er a singly subscripted real array containing the real
c parts of the eigenvalues.
c
c *ei a singly subscripted real array containg the imaginary
c parts of the eigenvalues.
c
c *bs a singly subscripted integer array that contains block
c structure information. if there is a block of order
c k starting at a(l,l) in the output matrix a, then
c bs(l) contains the positive integer k, bs(l+1) contains
c -(k-1), bs(la+2) = -(k-2), ..., bs(l+k-1) = -1.
c thus a positive integer in the l-th entry of bs
c indicates a new block of order bs(l) starting at a(l,l).
c
c *x contains, either right reducing transformation u*y,
c either orthogonal tranformation u (see job)
c
c *xi xi contains the inverse reducing matrix transformation
c or y matrix (see job)
c
c *scale contains the scale factor and definitions of p size(n)
c
c job integer parametre specifying outputed transformations
c job=0 : a contains block diagonal form
c x right transformation
c xi dummy variable
c job=1:like job=0 and xi contain x**-1
c job=2 a contains block diagonal form
c x contains u and xi contain y
c job=3: a contains:
c -block diagonal form in the diagonal blocks
c -a factorisation of y in the upper triangular
c x contains u
c xi dummy
c *fail a logical variable which is false on normal return and
c true if there is any error in bdiag.
c
c
c!auxiliary routines
c orthes ortran (eispack)
c hqror2 exch split (eispack.extensions)
c dset ddot (blas)
c real dble abs (fortran)
c shrslv dad
c
c!
c
integer lda, n, bs, job
double precision a,er,ei,x,xi,rmax,epsshr,scale(n)
dimension a(lda,n),x(lda,n),xi(lda,n),er(n),ei(n),bs(n)
logical fail,fails
c
double precision c,cav,d,e1,e2,rav,temp,zero,one,mone,ddot,eps
double precision dlamch
integer da11,da22,i,j,k,km1,km2,l11,l22,l22m1,nk,ino
integer low,igh
data zero, one, mone /0.0d+0,1.0d+0,-1.0d+0/
c
c
fail = .false.
fails= .true.
ino = -1
c
c compute eps the l1 norm of the a matrix
c
eps=0.0d0
do 11 j=1,n
temp=0.0d0
do 10 i=1,n
temp=temp+abs(a(i,j))
10 continue
eps=max(eps,temp)
11 continue
if (eps.eq.0.0d0) eps=1.0d0
eps=dlamch('p')*eps
c
c convert a to upper hessenberg form.
c
call balanc(lda, n, a, low, igh, scale)
call orthes(lda, n, low, igh, a, er)
call ortran(lda, n, low, igh, a, er, x)
c
c convert a to quasi-upper triangular form by qr method.
c
call hqror2(lda,n,1,n,a,er,ei,x,ierr,21)
c
c check to see if hqror2 failed in computing any eigenvalue
c
c
if(ierr.gt.1) goto 600
c
c reduce a to block diagonal form
c
c
c segment a into 4 matrices: a11, a da11 x da11 block
c whose (1,1)-element is at a(l11,l11)) a22, a da22 x da22
c block whose (1,1)-element is at a(l22,l22)) a12,
c a da11 x da22 block whose (1,1)-element is at a(l11,l22))
c and a21, a da22 x da11 block = 0 whose (1,1)-
c element is at a(l22,l11).
c
c
c
c this loop uses l11 as loop index and splits off a block
c starting at a(l11,l11).
c
c
l11 = 1
40 continue
if (l11.gt.n) go to 350
l22 = l11
c
c this loop uses da11 as loop variable and attempts to split
c off a block of size da11 starting at a(l11,l11)
c
50 continue
if (l22.ne.l11) go to 60
da11 = 1
if(l11 .eq. n) go to 51
if(abs(a(l11+1,l11)) .gt.eps ) then
da11 = 2
endif
51 continue
l22 = l11 + da11
l22m1 = l22 - 1
go to 240
60 continue
c
c
c compute the average of the eigenvalues in a11
c
rav = zero
cav = zero
do 70 i=l11,l22m1
rav = rav + er(i)
cav = cav + abs(ei(i))
70 continue
rav = rav/dble(real(da11) )
cav = cav/dble(real(da11) )
c
c loop on eigenvalues of a22 to find the one closest to the av
c
d = (rav-er(l22))**2 + (cav-ei(l22))**2
k = l22
l = l22 + 1
if(l22 .eq. n) go to 71
if(abs(a(l22+1,l22)) .gt. eps) l = l22 + 2
71 continue
80 continue
if (l.gt.n) go to 100
c = (rav-er(l))**2 + (cav-ei(l))**2
if (c.ge.d) go to 90
k = l
d = c
90 continue
l = l + 1
if(l.gt.n) go to 100
if (abs(a(l,l-1)).gt.eps) l=l+1
go to 80
100 continue
c
c
c loop to move the eigenvalue just located
c into first position of block a22.
c
if (k.eq.n) goto 105
if (abs(a(k+1,k)).gt.eps) go to 150
c
c the block we're moving to add to a11 is a 1 x 1
c
105 nk = 1
110 continue
if (k.eq.l22) go to 230
km1 = k - 1
if (abs(a(km1,k-2)).lt.eps) go to 140
c
c we're swapping the closest block with a 2 x 2
c
km2 = k - 2
call exch(lda,n,a, x, km2, 2, 1)
c
c try to split this block into 2 real eigenvalues
c
call split(a, x, n, km1, e1, e2, lda, lda)
if (a(k,km1).eq.zero) go to 120
c
c block is still complex.
c
er(km2) = er(k)
ei(km2) = zero
er(k) = e1
er(km1) = e1
ei(km1) = e2
ei(k) = -e2
go to 130
c
c complex block split into two real eigenvalues.
c
120 continue
er(km2) = er(k)
er(km1) = e1
er(k) = e2
ei(km2) = zero
ei(km1) = zero
130 k = km2
if (k.le.l22) go to 230
go to 110
c
c
c we're swapping the closest block with a 1 x 1.
c
140 continue
call exch(lda,n,a, x, km1, 1, 1)
temp = er(k)
er(k) = er(km1)
er(km1) = temp
k = km1
if (k.le.l22) go to 230
go to 110
c
c the block we're moving to add to a11 is a 2 x 2.
c
150 continue
nk = 2
160 continue
if (k.eq.l22) go to 230
km1 = k - 1
if (abs(a(km1,k-2)).lt.eps) goto 190
c
c we're swapping the closest block with a 2 x 2 block.
c
km2 = k - 2
call exch(lda,n,a, x, km2, 2, 2)
c
c try to split swapped block into two reals.
c
call split(a, x, n, k, e1, e2, lda, lda)
er(km2) = er(k)
er(km1) = er(k+1)
ei(km2) = ei(k)
ei(km1) = ei(k+1)
if (a(k+1,k).eq.zero) go to 170
c
c still complex block.
c
er(k) = e1
er(k+1) = e1
ei(k) = e2
ei(k+1) = -e2
go to 180
c
c two real roots.
c
170 continue
er(k) = e1
er(k+1) = e2
ei(k) = zero
ei(k+1) = zero
180 continue
k = km2
if (k.eq.l22) go to 210
go to 160
c
c we're swapping the closest block with a 1 x 1.
c
190 continue
call exch(lda,n,a, x, km1, 1, 2)
er(k+1) = er(km1)
er(km1) = er(k)
ei(km1) = ei(k)
ei(k) = ei(k+1)
ei(k+1) = zero
go to 200
c
200 continue
k = km1
if (k.eq.l22) go to 210
go to 160
c
c try to split relocated complex block.
c
210 continue
call split(a, x, n, k, e1, e2, lda, lda)
if (a(k+1,k).eq.zero) go to 220
c
c still complex.
c
er(k) = e1
er(k+1) = e1
ei(k) = e2
ei(k+1) = -e2
go to 230
c
c split into two real eigenvalues.
c
220 continue
er(k) = e1
er(k+1) = e2
ei(k) = zero
ei(k+1) = zero
c
230 continue
da11 = da11 + nk
l22 = l11 + da11
l22m1 = l22 - 1
240 continue
if (l22.gt.n) go to 290
c
c attempt to split off a block of size da11.
c
da22 = n - l22 + 1
c
c save a12 in its transpose form in block a21.
c
do 260 j=l11,l22m1
do 250 i=l22,n
a(i,j) = a(j,i)
250 continue
260 continue
c
c
c convert a11 to lower quasi-triangular and multiply it by -1 and
c a12 appropriately (for solving -a11*p+p*a22=a12).
c
call dad(a, lda, l11, l22m1, l11, n, one, 0)
call dad(a, lda, l11, l22m1, l11, l22m1, mone, 1)
c
c solve -a11*p + p*a22 = a12.
c
call shrslv(a(l11,l11), a(l22,l22), a(l11,l22), da11,
* da22, lda, lda, lda, eps,epsshr,rmax, fails)
if (.not.fails) go to 290
c
c change a11 back to upper quasi-triangular.
c
call dad(a, lda, l11, l22m1, l11, l22m1, one, 1)
call dad(a, lda, l11, l22m1, l11, l22m1, mone, 0)
c
c was unable to solve for p - try again
c
c
c move saved a12 back into its correct position.
c
do 280 j=l11,l22m1
do 270 i=l22,n
a(j,i) = a(i,j)
a(i,j) = zero
270 continue
280 continue
c
c
go to 50
290 continue
c
c change solution to p to proper form.
c
if (l22.gt.n) go to 300
call dad(a, lda, l11, l22m1, l11, n, one, 0)
call dad(a, lda, l11, l22m1, l11, l22m1, mone, 1)
c
c store block size in array bs.
c
300 bs(l11) = da11
j = da11 - 1
if (j.eq.0) go to 320
do 310 i=1,j
l11pi = l11 + i
bs(l11pi) = -(da11-i)
310 continue
320 continue
l11 = l22
go to 40
350 continue
fail=.false.
c
c set transformations matrices as required
c
if(job.eq.3) return
c
c compute inverse transformation
if(job.ne.1) goto 450
do 410 i=1,n
do 410 j=1,n
xi(i,j)=x(j,i)
410 continue
l22=1
420 l11=l22
l22=l11+bs(l11)
if(l22.gt.n) goto 431
l22m1=l22-1
do 430 i=l11,l22m1
do 430 j=1,n
xi(i,j)=xi(i,j)-ddot(n-l22m1,a(i,l22),lda,xi(l22,j),1)
430 continue
goto 420
c in-lines back-tranfc in-lines right transformations of xi
431 continue
if (igh .ne. low) then
do 435 j=low,igh
temp=1.0d+00/scale(j)
do 434 i=1,n
xi(i,j)=xi(i,j)*temp
434 continue
435 continue
endif
do 445 ii=1,n
i=ii
if (i.ge.low .and. i.le.igh) goto 445
if (i.lt.low) i=low-ii
k=scale(i)
if (k.eq.i) goto 445
do 444 j=1,n
temp=xi(j,i)
xi(j,i)=xi(j,k)
xi(j,k)=temp
444 continue
445 continue
c
450 continue
if(job.eq.2) goto 500
c compute right transformation
l22=1
460 l11=l22
l22=l11+bs(l11)
if(l22.gt.n) goto 480
do 470 j=l22,n
do 470 i=1,n
x(i,j)=x(i,j)+ddot(l22-l11,x(i,l11),lda,a(l11,j),1)
470 continue
goto 460
c
480 continue
call balbak( lda, n, low, igh, scale, n, x)
goto 550
c
c extract non orthogonal tranformation from a
500 continue
do 510 j=1,n
call dset(n,zero,xi(1,j),1)
510 continue
call dset(n,one,xi(1,1),lda+1)
l22=1
520 l11=l22
if(l11.gt.n) goto 550
l22=l11+bs(l11)
do 530 j=l22,n
do 530 i=1,n
xi(i,j)=xi(i,j)+ddot(l22-l11,xi(i,l11),lda,a(l11,j),1)
530 continue
goto 520
c
c set zeros in the matrix a
550 l11=1
560 l22=l11+bs(l11)
if(l22.gt.n) return
l22m1=l22-1
do 570 j=l11,l22m1
call dset(n-l22m1,zero,a(j,l22),lda)
call dset(n-l22m1,zero,a(l22,j),1)
570 continue
l11=l22
goto 560
c
c error return.
c
600 continue
fail = .true.
c
end
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