283 SUBROUTINE dgges( JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB,
284 $ SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR,
285 $ LDVSR, WORK, LWORK, BWORK, INFO )
293 CHARACTER JOBVSL, JOBVSR, SORT
294 INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N, SDIM
298 DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
299 $ b( ldb, * ), beta( * ), vsl( ldvsl, * ),
300 $ vsr( ldvsr, * ), work( * )
310 DOUBLE PRECISION ZERO, ONE
311 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
314 LOGICAL CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL,
315 $ LQUERY, LST2SL, WANTST
316 INTEGER I, ICOLS, IERR, IHI, IJOBVL, IJOBVR, ILEFT,
317 $ ILO, IP, IRIGHT, IROWS, ITAU, IWRK, MAXWRK,
319 DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, PVSL,
320 $ PVSR, SAFMAX, SAFMIN, SMLNUM
324 DOUBLE PRECISION DIF( 2 )
334 DOUBLE PRECISION DLAMCH, DLANGE
335 EXTERNAL lsame, ilaenv, dlamch, dlange
338 INTRINSIC abs, max, sqrt
344 IF( lsame( jobvsl,
'N' ) )
THEN
347 ELSE IF( lsame( jobvsl,
'V' ) )
THEN
355 IF( lsame( jobvsr,
'N' ) )
THEN
358 ELSE IF( lsame( jobvsr,
'V' ) )
THEN
366 wantst = lsame( sort,
'S' )
371 lquery = ( lwork.EQ.-1 )
372 IF( ijobvl.LE.0 )
THEN
374 ELSE IF( ijobvr.LE.0 )
THEN
376 ELSE IF( ( .NOT.wantst ) .AND. ( .NOT.lsame( sort,
'N' ) ) )
THEN
378 ELSE IF( n.LT.0 )
THEN
380 ELSE IF( lda.LT.max( 1, n ) )
THEN
382 ELSE IF( ldb.LT.max( 1, n ) )
THEN
384 ELSE IF( ldvsl.LT.1 .OR. ( ilvsl .AND. ldvsl.LT.n ) )
THEN
386 ELSE IF( ldvsr.LT.1 .OR. ( ilvsr .AND. ldvsr.LT.n ) )
THEN
399 minwrk = max( 8*n, 6*n + 16 )
400 maxwrk = minwrk - n +
401 $ n*ilaenv( 1,
'DGEQRF',
' ', n, 1, n, 0 )
402 maxwrk = max( maxwrk, minwrk - n +
403 $ n*ilaenv( 1,
'DORMQR',
' ', n, 1, n, -1 ) )
405 maxwrk = max( maxwrk, minwrk - n +
406 $ n*ilaenv( 1,
'DORGQR',
' ', n, 1, n, -1 ) )
414 IF( lwork.LT.minwrk .AND. .NOT.lquery )
419 CALL xerbla(
'DGGES ', -info )
421 ELSE IF( lquery )
THEN
435 safmin = dlamch(
'S' )
436 safmax = one / safmin
437 CALL dlabad( safmin, safmax )
438 smlnum = sqrt( safmin ) / eps
439 bignum = one / smlnum
443 anrm = dlange(
'M', n, n, a, lda, work )
445 IF( anrm.GT.zero .AND. anrm.LT.smlnum )
THEN
448 ELSE IF( anrm.GT.bignum )
THEN
453 $
CALL dlascl(
'G', 0, 0, anrm, anrmto, n, n, a, lda, ierr )
457 bnrm = dlange(
'M', n, n, b, ldb, work )
459 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum )
THEN
462 ELSE IF( bnrm.GT.bignum )
THEN
467 $
CALL dlascl(
'G', 0, 0, bnrm, bnrmto, n, n, b, ldb, ierr )
475 CALL dggbal(
'P', n, a, lda, b, ldb, ilo, ihi, work( ileft ),
476 $ work( iright ), work( iwrk ), ierr )
481 irows = ihi + 1 - ilo
485 CALL dgeqrf( irows, icols, b( ilo, ilo ), ldb, work( itau ),
486 $ work( iwrk ), lwork+1-iwrk, ierr )
491 CALL dormqr(
'L',
'T', irows, icols, irows, b( ilo, ilo ), ldb,
492 $ work( itau ), a( ilo, ilo ), lda, work( iwrk ),
493 $ lwork+1-iwrk, ierr )
499 CALL dlaset(
'Full', n, n, zero, one, vsl, ldvsl )
500 IF( irows.GT.1 )
THEN
501 CALL dlacpy(
'L', irows-1, irows-1, b( ilo+1, ilo ), ldb,
502 $ vsl( ilo+1, ilo ), ldvsl )
504 CALL dorgqr( irows, irows, irows, vsl( ilo, ilo ), ldvsl,
505 $ work( itau ), work( iwrk ), lwork+1-iwrk, ierr )
511 $
CALL dlaset(
'Full', n, n, zero, one, vsr, ldvsr )
516 CALL dgghrd( jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb, vsl,
517 $ ldvsl, vsr, ldvsr, ierr )
523 CALL dhgeqz(
'S', jobvsl, jobvsr, n, ilo, ihi, a, lda, b, ldb,
524 $ alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr,
525 $ work( iwrk ), lwork+1-iwrk, ierr )
527 IF( ierr.GT.0 .AND. ierr.LE.n )
THEN
529 ELSE IF( ierr.GT.n .AND. ierr.LE.2*n )
THEN
546 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphar, n,
548 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphai, n,
552 $
CALL dlascl(
'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
557 bwork( i ) = selctg( alphar( i ), alphai( i ), beta( i ) )
560 CALL dtgsen( 0, ilvsl, ilvsr, bwork, n, a, lda, b, ldb, alphar,
561 $ alphai, beta, vsl, ldvsl, vsr, ldvsr, sdim, pvsl,
562 $ pvsr, dif, work( iwrk ), lwork-iwrk+1, idum, 1,
573 $
CALL dggbak(
'P',
'L', n, ilo, ihi, work( ileft ),
574 $ work( iright ), n, vsl, ldvsl, ierr )
577 $
CALL dggbak(
'P',
'R', n, ilo, ihi, work( ileft ),
578 $ work( iright ), n, vsr, ldvsr, ierr )
586 IF( alphai( i ).NE.zero )
THEN
587 IF( ( alphar( i ) / safmax ).GT.( anrmto / anrm ) .OR.
588 $ ( safmin / alphar( i ) ).GT.( anrm / anrmto ) )
THEN
589 work( 1 ) = abs( a( i, i ) / alphar( i ) )
590 beta( i ) = beta( i )*work( 1 )
591 alphar( i ) = alphar( i )*work( 1 )
592 alphai( i ) = alphai( i )*work( 1 )
593 ELSE IF( ( alphai( i ) / safmax ).GT.
594 $ ( anrmto / anrm ) .OR.
595 $ ( safmin / alphai( i ) ).GT.( anrm / anrmto ) )
597 work( 1 ) = abs( a( i, i+1 ) / alphai( i ) )
598 beta( i ) = beta( i )*work( 1 )
599 alphar( i ) = alphar( i )*work( 1 )
600 alphai( i ) = alphai( i )*work( 1 )
608 IF( alphai( i ).NE.zero )
THEN
609 IF( ( beta( i ) / safmax ).GT.( bnrmto / bnrm ) .OR.
610 $ ( safmin / beta( i ) ).GT.( bnrm / bnrmto ) )
THEN
611 work( 1 ) = abs( b( i, i ) / beta( i ) )
612 beta( i ) = beta( i )*work( 1 )
613 alphar( i ) = alphar( i )*work( 1 )
614 alphai( i ) = alphai( i )*work( 1 )
623 CALL dlascl(
'H', 0, 0, anrmto, anrm, n, n, a, lda, ierr )
624 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphar, n, ierr )
625 CALL dlascl(
'G', 0, 0, anrmto, anrm, n, 1, alphai, n, ierr )
629 CALL dlascl(
'U', 0, 0, bnrmto, bnrm, n, n, b, ldb, ierr )
630 CALL dlascl(
'G', 0, 0, bnrmto, bnrm, n, 1, beta, n, ierr )
642 cursl = selctg( alphar( i ), alphai( i ), beta( i ) )
643 IF( alphai( i ).EQ.zero )
THEN
647 IF( cursl .AND. .NOT.lastsl )
654 cursl = cursl .OR. lastsl
659 IF( cursl .AND. .NOT.lst2sl )