zgges function
void
zgges(
- String JOBVSL,
- String JOBVSR,
- String SORT,
- bool SELCTG(),
- int N,
- Matrix<
Complex> A_, - int LDA,
- Matrix<
Complex> B_, - int LDB,
- Box<
int> SDIM, - Array<
Complex> ALPHA_, - Array<
Complex> BETA_, - Matrix<
Complex> VSL_, - int LDVSL,
- Matrix<
Complex> VSR_, - int LDVSR,
- Array<
Complex> WORK_, - int LWORK,
- Array<
double> RWORK_, - Array<
bool> BWORK_, - Box<
int> INFO,
Implementation
void zgges(
final String JOBVSL,
final String JOBVSR,
final String SORT,
final bool Function(Complex, Complex) SELCTG,
final int N,
final Matrix<Complex> A_,
final int LDA,
final Matrix<Complex> B_,
final int LDB,
final Box<int> SDIM,
final Array<Complex> ALPHA_,
final Array<Complex> BETA_,
final Matrix<Complex> VSL_,
final int LDVSL,
final Matrix<Complex> VSR_,
final int LDVSR,
final Array<Complex> WORK_,
final int LWORK,
final Array<double> RWORK_,
final Array<bool> BWORK_,
final Box<int> INFO,
) {
final A = A_.having(ld: LDA);
final B = B_.having(ld: LDB);
final VSL = VSL_.having(ld: LDVSL);
final VSR = VSR_.having(ld: LDVSR);
final WORK = WORK_.having();
final RWORK = RWORK_.having();
final BWORK = BWORK_.having();
final ALPHA = ALPHA_.having();
final BETA = BETA_.having();
const ZERO = 0.0, ONE = 1.0;
bool CURSL, ILASCL, ILBSCL, ILVSL, ILVSR, LASTSL, LQUERY, WANTST;
int I,
ICOLS,
IJOBVL,
IJOBVR,
ILEFT,
IRIGHT,
IROWS,
IRWRK,
ITAU,
IWRK,
LWKMIN,
LWKOPT = 0;
double ANRM, ANRMTO = 0, BIGNUM, BNRM, BNRMTO = 0, EPS, SMLNUM;
final IDUM = Array<int>(1);
final DIF = Array<double>(2);
final IERR = Box(0), IHI = Box(0), ILO = 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 = -14;
} else if (LDVSR < 1 || (ILVSR && LDVSR < N)) {
INFO.value = -16;
}
// 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) {
LWKMIN = max(1, 2 * N);
LWKOPT = max(1, N + N * ilaenv(1, 'ZGEQRF', ' ', N, 1, N, 0));
LWKOPT = max(LWKOPT, N + N * ilaenv(1, 'ZUNMQR', ' ', N, 1, N, -1));
if (ILVSL) {
LWKOPT = max(LWKOPT, N + N * ilaenv(1, 'ZUNGQR', ' ', N, 1, N, -1));
}
WORK[1] = LWKOPT.toComplex();
if (LWORK < LWKMIN && !LQUERY) INFO.value = -18;
}
if (INFO.value != 0) {
xerbla('ZGGES', -INFO.value);
return;
} else if (LQUERY) {
return;
}
// Quick return if possible
if (N == 0) {
SDIM.value = 0;
return;
}
// Get machine constants
EPS = dlamch('P');
SMLNUM = dlamch('S');
BIGNUM = ONE / SMLNUM;
SMLNUM = sqrt(SMLNUM) / EPS;
BIGNUM = ONE / SMLNUM;
// Scale A if max element outside range [SMLNUM,BIGNUM]
ANRM = zlange('M', N, N, A, LDA, RWORK);
ILASCL = false;
if (ANRM > ZERO && ANRM < SMLNUM) {
ANRMTO = SMLNUM;
ILASCL = true;
} else if (ANRM > BIGNUM) {
ANRMTO = BIGNUM;
ILASCL = true;
}
if (ILASCL) zlascl('G', 0, 0, ANRM, ANRMTO, N, N, A, LDA, IERR);
// Scale B if max element outside range [SMLNUM,BIGNUM]
BNRM = zlange('M', N, N, B, LDB, RWORK);
ILBSCL = false;
if (BNRM > ZERO && BNRM < SMLNUM) {
BNRMTO = SMLNUM;
ILBSCL = true;
} else if (BNRM > BIGNUM) {
BNRMTO = BIGNUM;
ILBSCL = true;
}
if (ILBSCL) zlascl('G', 0, 0, BNRM, BNRMTO, N, N, B, LDB, IERR);
// Permute the matrix to make it more nearly triangular
// (Real Workspace: need 6*N)
ILEFT = 1;
IRIGHT = N + 1;
IRWRK = IRIGHT + N;
zggbal('P', N, A, LDA, B, LDB, ILO, IHI, RWORK(ILEFT), RWORK(IRIGHT),
RWORK(IRWRK), IERR);
// Reduce B to triangular form (QR decomposition of B)
// (Complex Workspace: need N, prefer N*NB)
IROWS = IHI.value + 1 - ILO.value;
ICOLS = N + 1 - ILO.value;
ITAU = 1;
IWRK = ITAU + IROWS;
zgeqrf(IROWS, ICOLS, B(ILO.value, ILO.value), LDB, WORK(ITAU), WORK(IWRK),
LWORK + 1 - IWRK, IERR);
// Apply the orthogonal transformation to matrix A
// (Complex Workspace: need N, prefer N*NB)
zunmqr(
'L',
'C',
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
// (Complex Workspace: need N, prefer N*NB)
if (ILVSL) {
zlaset('Full', N, N, Complex.zero, Complex.one, VSL, LDVSL);
if (IROWS > 1) {
zlacpy('L', IROWS - 1, IROWS - 1, B(ILO.value + 1, ILO.value), LDB,
VSL(ILO.value + 1, ILO.value), LDVSL);
}
zungqr(IROWS, IROWS, IROWS, VSL(ILO.value, ILO.value), LDVSL, WORK(ITAU),
WORK(IWRK), LWORK + 1 - IWRK, IERR);
}
// Initialize VSR
if (ILVSR) zlaset('Full', N, N, Complex.zero, Complex.one, VSR, LDVSR);
// Reduce to generalized Hessenberg form
// (Workspace: none needed)
zgghrd(JOBVSL, JOBVSR, N, ILO.value, IHI.value, A, LDA, B, LDB, VSL, LDVSL,
VSR, LDVSR, IERR);
SDIM.value = 0;
// Perform QZ algorithm, computing Schur vectors if desired
// (Complex Workspace: need N)
// (Real Workspace: need N)
IWRK = ITAU;
zhgeqz(
'S',
JOBVSL,
JOBVSR,
N,
ILO.value,
IHI.value,
A,
LDA,
B,
LDB,
ALPHA,
BETA,
VSL,
LDVSL,
VSR,
LDVSR,
WORK(IWRK),
LWORK + 1 - IWRK,
RWORK(IRWRK),
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: none needed)
if (WANTST) {
// Undo scaling on eigenvalues before selecting
if (ILASCL) {
zlascl('G', 0, 0, ANRM, ANRMTO, N, 1, ALPHA.asMatrix(N), N, IERR);
}
if (ILBSCL) {
zlascl('G', 0, 0, BNRM, BNRMTO, N, 1, BETA.asMatrix(N), N, IERR);
}
// Select eigenvalues
for (I = 1; I <= N; I++) {
BWORK[I] = SELCTG(ALPHA[I], BETA[I]);
}
ztgsen(
0,
ILVSL,
ILVSR,
BWORK,
N,
A,
LDA,
B,
LDB,
ALPHA,
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) {
zggbak('P', 'L', N, ILO.value, IHI.value, RWORK(ILEFT), RWORK(IRIGHT), N,
VSL, LDVSL, IERR);
}
if (ILVSR) {
zggbak('P', 'R', N, ILO.value, IHI.value, RWORK(ILEFT), RWORK(IRIGHT), N,
VSR, LDVSR, IERR);
}
// Undo scaling
if (ILASCL) {
zlascl('U', 0, 0, ANRMTO, ANRM, N, N, A, LDA, IERR);
zlascl('G', 0, 0, ANRMTO, ANRM, N, 1, ALPHA.asMatrix(N), N, IERR);
}
if (ILBSCL) {
zlascl('U', 0, 0, BNRMTO, BNRM, N, N, B, LDB, IERR);
zlascl('G', 0, 0, BNRMTO, BNRM, N, 1, BETA.asMatrix(N), N, IERR);
}
if (WANTST) {
// Check if reordering is correct
LASTSL = true;
SDIM.value = 0;
for (I = 1; I <= N; I++) {
CURSL = SELCTG(ALPHA[I], BETA[I]);
if (CURSL) SDIM.value++;
if (CURSL && !LASTSL) INFO.value = N + 2;
LASTSL = CURSL;
}
}
}
WORK[1] = LWKOPT.toComplex();
}