dgges function
void
dgges(
- String JOBVSL,
- String JOBVSR,
- String SORT,
- bool SELCTG(),
- int N,
- Matrix<
double> A_, - int LDA,
- Matrix<
double> B_, - int LDB,
- Box<
int> SDIM, - Array<
double> ALPHAR_, - Array<
double> ALPHAI_, - Array<
double> BETA_, - Matrix<
double> VSL_, - int LDVSL,
- Matrix<
double> VSR_, - int LDVSR,
- Array<
double> WORK_, - int LWORK,
- Array<
bool> BWORK_, - Box<
int> INFO,
Implementation
void dgges(
final String JOBVSL,
final String JOBVSR,
final String SORT,
final bool Function(double ZR, double ZI, double D) SELCTG,
final int N,
final Matrix<double> A_,
final int LDA,
final Matrix<double> B_,
final int LDB,
final Box<int> SDIM,
final Array<double> ALPHAR_,
final Array<double> ALPHAI_,
final Array<double> BETA_,
final Matrix<double> VSL_,
final int LDVSL,
final Matrix<double> VSR_,
final int LDVSR,
final Array<double> WORK_,
final int LWORK,
final Array<bool> BWORK_,
final Box<int> INFO,
) {
final A = A_.having(ld: LDA);
final B = B_.having(ld: LDB);
final ALPHAR = ALPHAR_.having();
final ALPHAI = ALPHAI_.having();
final BETA = BETA_.having();
final VSL = VSL_.having(ld: LDVSL);
final VSR = VSR_.having(ld: LDVSR);
final WORK = WORK_.having();
final BWORK = BWORK_.having();
const ZERO = 0.0, ONE = 1.0;
bool CURSL, ILVSL, ILVSR, LASTSL, LQUERY, LST2SL, WANTST;
int I,
ICOLS,
IJOBVL,
IJOBVR,
ILEFT,
IP,
IRIGHT,
IROWS,
ITAU,
IWRK,
MAXWRK = 0;
double ANRMTO = 0, BNRMTO = 0;
final IDUM = Array<int>(1);
final DIF = Array<double>(2);
final IHI = Box(0), ILO = Box(0), IERR = Box(0);
final PVSL = Box(0.0), PVSR = Box(0.0);
// Decode the input arguments
if (lsame(JOBVSL, 'N')) {
IJOBVL = 1;
ILVSL = false;
} else if (lsame(JOBVSL, 'V')) {
IJOBVL = 2;
ILVSL = true;
} else {
IJOBVL = -1;
ILVSL = false;
}
if (lsame(JOBVSR, 'N')) {
IJOBVR = 1;
ILVSR = false;
} else if (lsame(JOBVSR, 'V')) {
IJOBVR = 2;
ILVSR = true;
} else {
IJOBVR = -1;
ILVSR = false;
}
WANTST = lsame(SORT, 'S');
// Test the input arguments
INFO.value = 0;
LQUERY = (LWORK == -1);
if (IJOBVL <= 0) {
INFO.value = -1;
} else if (IJOBVR <= 0) {
INFO.value = -2;
} else if (!WANTST && !lsame(SORT, 'N')) {
INFO.value = -3;
} else if (N < 0) {
INFO.value = -5;
} else if (LDA < max(1, N)) {
INFO.value = -7;
} else if (LDB < max(1, N)) {
INFO.value = -9;
} else if (LDVSL < 1 || (ILVSL && LDVSL < N)) {
INFO.value = -15;
} else if (LDVSR < 1 || (ILVSR && LDVSR < N)) {
INFO.value = -17;
}
// Compute workspace
// (Note: Comments in the code beginning "Workspace:" describe the
// minimal amount of workspace needed at that point in the code,
// as well as the preferred amount for good performance.
// NB refers to the optimal block size for the immediately
// following subroutine, as returned by ILAENV.)
if (INFO.value == 0) {
final int MINWRK;
if (N > 0) {
MINWRK = max(8 * N, 6 * N + 16);
MAXWRK = MINWRK - N + N * ilaenv(1, 'DGEQRF', ' ', N, 1, N, 0);
MAXWRK =
max(MAXWRK, MINWRK - N + N * ilaenv(1, 'DORMQR', ' ', N, 1, N, -1));
if (ILVSL) {
MAXWRK =
max(MAXWRK, MINWRK - N + N * ilaenv(1, 'DORGQR', ' ', N, 1, N, -1));
}
} else {
MINWRK = 1;
MAXWRK = 1;
}
WORK[1] = MAXWRK.toDouble();
if (LWORK < MINWRK && !LQUERY) INFO.value = -19;
}
if (INFO.value != 0) {
xerbla('DGGES', -INFO.value);
return;
} else if (LQUERY) {
return;
}
// Quick return if possible
if (N == 0) {
SDIM.value = 0;
return;
}
// Get machine constants
final EPS = dlamch('P');
final SAFMIN = dlamch('S');
final SAFMAX = ONE / SAFMIN;
final SMLNUM = sqrt(SAFMIN) / EPS;
final BIGNUM = ONE / SMLNUM;
// Scale A if max element outside range [SMLNUM,BIGNUM]
final ANRM = dlange('M', N, N, A, LDA, WORK);
var ILASCL = false;
if (ANRM > ZERO && ANRM < SMLNUM) {
ANRMTO = SMLNUM;
ILASCL = true;
} else if (ANRM > BIGNUM) {
ANRMTO = BIGNUM;
ILASCL = true;
}
if (ILASCL) dlascl('G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR);
// Scale B if max element outside range [SMLNUM,BIGNUM]
final BNRM = dlange('M', N, N, B, LDB, WORK);
var ILBSCL = false;
if (BNRM > ZERO && BNRM < SMLNUM) {
BNRMTO = SMLNUM;
ILBSCL = true;
} else if (BNRM > BIGNUM) {
BNRMTO = BIGNUM;
ILBSCL = true;
}
if (ILBSCL) dlascl('G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR);
// Permute the matrix to make it more nearly triangular
// (Workspace: need 6*N + 2*N space for storing balancing factors)
ILEFT = 1;
IRIGHT = N + 1;
IWRK = IRIGHT + N;
dggbal('P', N, A, LDA, B, LDB, ILO, IHI, WORK(ILEFT), WORK(IRIGHT),
WORK(IWRK), IERR);
// Reduce B to triangular form (QR decomposition of B)
// (Workspace: need N, prefer N*NB)
IROWS = IHI.value + 1 - ILO.value;
ICOLS = N + 1 - ILO.value;
ITAU = IWRK;
IWRK = ITAU + IROWS;
dgeqrf(IROWS, ICOLS, B(ILO.value, ILO.value), LDB, WORK(ITAU), WORK(IWRK),
LWORK + 1 - IWRK, IERR);
// Apply the orthogonal transformation to matrix A
// (Workspace: need N, prefer N*NB)
dormqr(
'L',
'T',
IROWS,
ICOLS,
IROWS,
B(ILO.value, ILO.value),
LDB,
WORK(ITAU),
A(ILO.value, ILO.value),
LDA,
WORK(IWRK),
LWORK + 1 - IWRK,
IERR);
// Initialize VSL
// (Workspace: need N, prefer N*NB)
if (ILVSL) {
dlaset('Full', N, N, ZERO, ONE, VSL, LDVSL);
if (IROWS > 1) {
dlacpy('L', IROWS - 1, IROWS - 1, B(ILO.value + 1, ILO.value), LDB,
VSL(ILO.value + 1, ILO.value), LDVSL);
}
dorgqr(IROWS, IROWS, IROWS, VSL(ILO.value, ILO.value), LDVSL, WORK(ITAU),
WORK(IWRK), LWORK + 1 - IWRK, IERR);
}
// Initialize VSR
if (ILVSR) dlaset('Full', N, N, ZERO, ONE, VSR, LDVSR);
// Reduce to generalized Hessenberg form
// (Workspace: none needed)
dgghrd(JOBVSL, JOBVSR, N, ILO.value, IHI.value, A, LDA, B, LDB, VSL, LDVSL,
VSR, LDVSR, IERR);
// Perform QZ algorithm, computing Schur vectors if desired
// (Workspace: need N)
IWRK = ITAU;
dhgeqz('S', JOBVSL, JOBVSR, N, ILO.value, IHI.value, A, LDA, B, LDB, ALPHAR,
ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK(IWRK), LWORK + 1 - IWRK, IERR);
if (IERR.value != 0) {
if (IERR.value > 0 && IERR.value <= N) {
INFO.value = IERR.value;
} else if (IERR.value > N && IERR.value <= 2 * N) {
INFO.value = IERR.value - N;
} else {
INFO.value = N + 1;
}
} else {
// Sort eigenvalues ALPHA/BETA if desired
// (Workspace: need 4*N+16 )
SDIM.value = 0;
if (WANTST) {
// Undo scaling on eigenvalues before SELCTGing
if (ILASCL) {
dlascl('G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR.asMatrix(N), N, IERR);
dlascl('G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI.asMatrix(N), N, IERR);
}
if (ILBSCL) {
dlascl('G', 0, 0, BNRMTO, BNRM, N, 1, BETA.asMatrix(N), N, IERR);
}
// Select eigenvalues
for (I = 1; I <= N; I++) {
BWORK[I] = SELCTG(ALPHAR[I], ALPHAI[I], BETA[I]);
}
dtgsen(
0,
ILVSL,
ILVSR,
BWORK,
N,
A,
LDA,
B,
LDB,
ALPHAR,
ALPHAI,
BETA,
VSL,
LDVSL,
VSR,
LDVSR,
SDIM,
PVSL,
PVSR,
DIF,
WORK(IWRK),
LWORK - IWRK + 1,
IDUM,
1,
IERR);
if (IERR.value == 1) INFO.value = N + 3;
}
// Apply back-permutation to VSL and VSR
// (Workspace: none needed)
if (ILVSL) {
dggbak('P', 'L', N, ILO.value, IHI.value, WORK(ILEFT), WORK(IRIGHT), N,
VSL, LDVSL, IERR);
}
if (ILVSR) {
dggbak('P', 'R', N, ILO.value, IHI.value, WORK(ILEFT), WORK(IRIGHT), N,
VSR, LDVSR, IERR);
}
// Check if unscaling would cause over/underflow, if so, rescale
// (ALPHAR[I],ALPHAI[I],BETA[I]) so BETA[I] is on the order of
// B[I][I] and ALPHAR[I] and ALPHAI[I] are on the order of A[I][I]
if (ILASCL) {
for (I = 1; I <= N; I++) {
if (ALPHAI[I] != ZERO) {
if ((ALPHAR[I] / SAFMAX) > (ANRMTO / ANRM) ||
(SAFMIN / ALPHAR[I]) > (ANRM / ANRMTO)) {
WORK[1] = (A[I][I] / ALPHAR[I]).abs();
BETA[I] *= WORK[1];
ALPHAR[I] *= WORK[1];
ALPHAI[I] *= WORK[1];
} else if ((ALPHAI[I] / SAFMAX) > (ANRMTO / ANRM) ||
(SAFMIN / ALPHAI[I]) > (ANRM / ANRMTO)) {
WORK[1] = (A[I][I + 1] / ALPHAI[I]).abs();
BETA[I] *= WORK[1];
ALPHAR[I] *= WORK[1];
ALPHAI[I] *= WORK[1];
}
}
}
}
if (ILBSCL) {
for (I = 1; I <= N; I++) {
if (ALPHAI[I] != ZERO) {
if ((BETA[I] / SAFMAX) > (BNRMTO / BNRM) ||
(SAFMIN / BETA[I]) > (BNRM / BNRMTO)) {
WORK[1] = (B[I][I] / BETA[I]).abs();
BETA[I] *= WORK[1];
ALPHAR[I] *= WORK[1];
ALPHAI[I] *= WORK[1];
}
}
}
}
// Undo scaling
if (ILASCL) {
dlascl('H', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR);
dlascl('G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAR.asMatrix(N), N, IERR);
dlascl('G', 0, 0, ANRMTO, ANRM, N, 1, ALPHAI.asMatrix(N), N, IERR);
}
if (ILBSCL) {
dlascl('U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR);
dlascl('G', 0, 0, BNRMTO, BNRM, N, 1, BETA.asMatrix(N), N, IERR);
}
if (WANTST) {
// Check if reordering is correct
LASTSL = true;
LST2SL = true;
SDIM.value = 0;
IP = 0;
for (I = 1; I <= N; I++) {
CURSL = SELCTG(ALPHAR[I], ALPHAI[I], BETA[I]);
if (ALPHAI[I] == ZERO) {
if (CURSL) SDIM.value++;
IP = 0;
if (CURSL && !LASTSL) INFO.value = N + 2;
} else {
if (IP == 1) {
// Last eigenvalue of conjugate pair
CURSL = CURSL || LASTSL;
LASTSL = CURSL;
if (CURSL) SDIM.value += 2;
IP = -1;
if (CURSL && !LST2SL) INFO.value = N + 2;
} else {
// First eigenvalue of conjugate pair
IP = 1;
}
}
LST2SL = LASTSL;
LASTSL = CURSL;
}
}
}
WORK[1] = MAXWRK.toDouble();
}