File: dgegs.f

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      SUBROUTINE DGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHAR,
     $                  ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK,
     $                  LWORK, INFO )
*
*  -- LAPACK driver routine (version 2.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     September 30, 1994
*
*     .. Scalar Arguments ..
      CHARACTER          JOBVSL, JOBVSR
      INTEGER            INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
     $                   B( LDB, * ), BETA( * ), VSL( LDVSL, * ),
     $                   VSR( LDVSR, * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  DGEGS computes for a pair of N-by-N real nonsymmetric matrices A, B:
*  the generalized eigenvalues (alphar +/- alphai*i, beta), the real
*  Schur form (A, B), and optionally left and/or right Schur vectors
*  (VSL and VSR).
*
*  (If only the generalized eigenvalues are needed, use the driver DGEGV
*  instead.)
*
*  A generalized eigenvalue for a pair of matrices (A,B) is, roughly
*  speaking, a scalar w or a ratio  alpha/beta = w, such that  A - w*B
*  is singular.  It is usually represented as the pair (alpha,beta),
*  as there is a reasonable interpretation for beta=0, and even for
*  both being zero.  A good beginning reference is the book, "Matrix
*  Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press)
*
*  The (generalized) Schur form of a pair of matrices is the result of
*  multiplying both matrices on the left by one orthogonal matrix and
*  both on the right by another orthogonal matrix, these two orthogonal
*  matrices being chosen so as to bring the pair of matrices into
*  (real) Schur form.
*
*  A pair of matrices A, B is in generalized real Schur form if B is
*  upper triangular with non-negative diagonal and A is block upper
*  triangular with 1-by-1 and 2-by-2 blocks.  1-by-1 blocks correspond
*  to real generalized eigenvalues, while 2-by-2 blocks of A will be
*  "standardized" by making the corresponding elements of B have the
*  form:
*          [  a  0  ]
*          [  0  b  ]
*
*  and the pair of corresponding 2-by-2 blocks in A and B will
*  have a complex conjugate pair of generalized eigenvalues.
*
*  The left and right Schur vectors are the columns of VSL and VSR,
*  respectively, where VSL and VSR are the orthogonal matrices
*  which reduce A and B to Schur form:
*
*  Schur form of (A,B) = ( (VSL)**T A (VSR), (VSL)**T B (VSR) )
*
*  Arguments
*  =========
*
*  JOBVSL  (input) CHARACTER*1
*          = 'N':  do not compute the left Schur vectors;
*          = 'V':  compute the left Schur vectors.
*
*  JOBVSR  (input) CHARACTER*1
*          = 'N':  do not compute the right Schur vectors;
*          = 'V':  compute the right Schur vectors.
*
*  N       (input) INTEGER
*          The order of the matrices A, B, VSL, and VSR.  N >= 0.
*
*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)
*          On entry, the first of the pair of matrices whose generalized
*          eigenvalues and (optionally) Schur vectors are to be
*          computed.
*          On exit, the generalized Schur form of A.
*          Note: to avoid overflow, the Frobenius norm of the matrix
*          A should be less than the overflow threshold.
*
*  LDA     (input) INTEGER
*          The leading dimension of A.  LDA >= max(1,N).
*
*  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)
*          On entry, the second of the pair of matrices whose
*          generalized eigenvalues and (optionally) Schur vectors are
*          to be computed.
*          On exit, the generalized Schur form of B.
*          Note: to avoid overflow, the Frobenius norm of the matrix
*          B should be less than the overflow threshold.
*
*  LDB     (input) INTEGER
*          The leading dimension of B.  LDB >= max(1,N).
*
*  ALPHAR  (output) DOUBLE PRECISION array, dimension (N)
*  ALPHAI  (output) DOUBLE PRECISION array, dimension (N)
*  BETA    (output) DOUBLE PRECISION array, dimension (N)
*          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
*          be the generalized eigenvalues.  ALPHAR(j) + ALPHAI(j)*i,
*          j=1,...,N  and  BETA(j),j=1,...,N  are the diagonals of the
*          complex Schur form (A,B) that would result if the 2-by-2
*          diagonal blocks of the real Schur form of (A,B) were further
*          reduced to triangular form using 2-by-2 complex unitary
*          transformations.  If ALPHAI(j) is zero, then the j-th
*          eigenvalue is real; if positive, then the j-th and (j+1)-st
*          eigenvalues are a complex conjugate pair, with ALPHAI(j+1)
*          negative.
*
*          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
*          may easily over- or underflow, and BETA(j) may even be zero.
*          Thus, the user should avoid naively computing the ratio
*          alpha/beta.  However, ALPHAR and ALPHAI will be always less
*          than and usually comparable with norm(A) in magnitude, and
*          BETA always less than and usually comparable with norm(B).
*
*  VSL     (output) DOUBLE PRECISION array, dimension (LDVSL,N)
*          If JOBVSL = 'V', VSL will contain the left Schur vectors.
*          (See "Purpose", above.)
*          Not referenced if JOBVSL = 'N'.
*
*  LDVSL   (input) INTEGER
*          The leading dimension of the matrix VSL. LDVSL >=1, and
*          if JOBVSL = 'V', LDVSL >= N.
*
*  VSR     (output) DOUBLE PRECISION array, dimension (LDVSR,N)
*          If JOBVSR = 'V', VSR will contain the right Schur vectors.
*          (See "Purpose", above.)
*          Not referenced if JOBVSR = 'N'.
*
*  LDVSR   (input) INTEGER
*          The leading dimension of the matrix VSR. LDVSR >= 1, and
*          if JOBVSR = 'V', LDVSR >= N.
*
*  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.  LWORK >= max(1,4*N).
*          For good performance, LWORK must generally be larger.
*          To compute the optimal value of LWORK, call ILAENV to get
*          blocksizes (for DGEQRF, DORMQR, and DORGQR.)  Then compute:
*          NB  -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR
*          The optimal LWORK is  2*N + N*(NB+1).
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*          = 1,...,N:
*                The QZ iteration failed.  (A,B) are not in Schur
*                form, but ALPHAR(j), ALPHAI(j), and BETA(j) should
*                be correct for j=INFO+1,...,N.
*          > N:  errors that usually indicate LAPACK problems:
*                =N+1: error return from DGGBAL
*                =N+2: error return from DGEQRF
*                =N+3: error return from DORMQR
*                =N+4: error return from DORGQR
*                =N+5: error return from DGGHRD
*                =N+6: error return from DHGEQZ (other than failed
*                                                iteration)
*                =N+7: error return from DGGBAK (computing VSL)
*                =N+8: error return from DGGBAK (computing VSR)
*                =N+9: error return from DLASCL (various places)
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ILASCL, ILBSCL, ILVSL, ILVSR
      INTEGER            ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO,
     $                   IRIGHT, IROWS, ITAU, IWORK, LWKMIN, LWKOPT
      DOUBLE PRECISION   ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS,
     $                   SAFMIN, SMLNUM
*     ..
*     .. External Subroutines ..
      EXTERNAL           DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY,
     $                   DLASCL, DLASET, DORGQR, DORMQR, XERBLA
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, DLANGE
      EXTERNAL           LSAME, DLAMCH, DLANGE
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          INT, MAX
*     ..
*     .. Executable Statements ..
*
*     Decode the input arguments
*
      IF( LSAME( JOBVSL, 'N' ) ) THEN
         IJOBVL = 1
         ILVSL = .FALSE.
      ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN
         IJOBVL = 2
         ILVSL = .TRUE.
      ELSE
         IJOBVL = -1
         ILVSL = .FALSE.
      END IF
*
      IF( LSAME( JOBVSR, 'N' ) ) THEN
         IJOBVR = 1
         ILVSR = .FALSE.
      ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN
         IJOBVR = 2
         ILVSR = .TRUE.
      ELSE
         IJOBVR = -1
         ILVSR = .FALSE.
      END IF
*
*     Test the input arguments
*
      LWKMIN = MAX( 4*N, 1 )
      LWKOPT = LWKMIN
      INFO = 0
      IF( IJOBVL.LE.0 ) THEN
         INFO = -1
      ELSE IF( IJOBVR.LE.0 ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -5
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -7
      ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN
         INFO = -12
      ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN
         INFO = -14
      ELSE IF( LWORK.LT.LWKMIN ) THEN
         INFO = -16
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGEGS ', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      WORK( 1 ) = LWKOPT
      IF( N.EQ.0 )
     $   RETURN
*
*     Get machine constants
*
      EPS = DLAMCH( 'E' )*DLAMCH( 'B' )
      SAFMIN = DLAMCH( 'S' )
      SMLNUM = N*SAFMIN / EPS
      BIGNUM = ONE / SMLNUM
*
*     Scale A if max element outside range [SMLNUM,BIGNUM]
*
      ANRM = DLANGE( 'M', N, N, A, LDA, WORK )
      ILASCL = .FALSE.
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
         ANRMTO = SMLNUM
         ILASCL = .TRUE.
      ELSE IF( ANRM.GT.BIGNUM ) THEN
         ANRMTO = BIGNUM
         ILASCL = .TRUE.
      END IF
*
      IF( ILASCL ) THEN
         CALL DLASCL( 'G', -1, -1, ANRM, ANRMTO, N, N, A, LDA, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
      END IF
*
*     Scale B if max element outside range [SMLNUM,BIGNUM]
*
      BNRM = DLANGE( 'M', N, N, B, LDB, WORK )
      ILBSCL = .FALSE.
      IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
         BNRMTO = SMLNUM
         ILBSCL = .TRUE.
      ELSE IF( BNRM.GT.BIGNUM ) THEN
         BNRMTO = BIGNUM
         ILBSCL = .TRUE.
      END IF
*
      IF( ILBSCL ) THEN
         CALL DLASCL( 'G', -1, -1, BNRM, BNRMTO, N, N, B, LDB, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
      END IF
*
*     Permute the matrix to make it more nearly triangular
*     Workspace layout:  (2*N words -- "work..." not actually used)
*        left_permutation, right_permutation, work...
*
      ILEFT = 1
      IRIGHT = N + 1
      IWORK = IRIGHT + N
      CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ),
     $             WORK( IRIGHT ), WORK( IWORK ), IINFO )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 1
         GO TO 10
      END IF
*
*     Reduce B to triangular form, and initialize VSL and/or VSR
*     Workspace layout:  ("work..." must have at least N words)
*        left_permutation, right_permutation, tau, work...
*
      IROWS = IHI + 1 - ILO
      ICOLS = N + 1 - ILO
      ITAU = IWORK
      IWORK = ITAU + IROWS
      CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ),
     $             WORK( IWORK ), LWORK+1-IWORK, IINFO )
      IF( IINFO.GE.0 )
     $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 2
         GO TO 10
      END IF
*
      CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB,
     $             WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ),
     $             LWORK+1-IWORK, IINFO )
      IF( IINFO.GE.0 )
     $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 3
         GO TO 10
      END IF
*
      IF( ILVSL ) THEN
         CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL )
         CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB,
     $                VSL( ILO+1, ILO ), LDVSL )
         CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL,
     $                WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK,
     $                IINFO )
         IF( IINFO.GE.0 )
     $      LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 4
            GO TO 10
         END IF
      END IF
*
      IF( ILVSR )
     $   CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR )
*
*     Reduce to generalized Hessenberg form
*
      CALL DGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL,
     $             LDVSL, VSR, LDVSR, IINFO )
      IF( IINFO.NE.0 ) THEN
         INFO = N + 5
         GO TO 10
      END IF
*
*     Perform QZ algorithm, computing Schur vectors if desired
*     Workspace layout:  ("work..." must have at least 1 word)
*        left_permutation, right_permutation, work...
*
      IWORK = ITAU
      CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB,
     $             ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
     $             WORK( IWORK ), LWORK+1-IWORK, IINFO )
      IF( IINFO.GE.0 )
     $   LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 )
      IF( IINFO.NE.0 ) THEN
         IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN
            INFO = IINFO
         ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN
            INFO = IINFO - N
         ELSE
            INFO = N + 6
         END IF
         GO TO 10
      END IF
*
*     Apply permutation to VSL and VSR
*
      IF( ILVSL ) THEN
         CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ),
     $                WORK( IRIGHT ), N, VSL, LDVSL, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 7
            GO TO 10
         END IF
      END IF
      IF( ILVSR ) THEN
         CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ),
     $                WORK( IRIGHT ), N, VSR, LDVSR, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 8
            GO TO 10
         END IF
      END IF
*
*     Undo scaling
*
      IF( ILASCL ) THEN
         CALL DLASCL( 'H', -1, -1, ANRMTO, ANRM, N, N, A, LDA, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
         CALL DLASCL( 'G', -1, -1, ANRMTO, ANRM, N, 1, ALPHAR, N,
     $                IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
         CALL DLASCL( 'G', -1, -1, ANRMTO, ANRM, N, 1, ALPHAI, N,
     $                IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
      END IF
*
      IF( ILBSCL ) THEN
         CALL DLASCL( 'U', -1, -1, BNRMTO, BNRM, N, N, B, LDB, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
         CALL DLASCL( 'G', -1, -1, BNRMTO, BNRM, N, 1, BETA, N, IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = N + 9
            RETURN
         END IF
      END IF
*
   10 CONTINUE
      WORK( 1 ) = LWKOPT
*
      RETURN
*
*     End of DGEGS
*
      END