OpenLibm/slatec/cg.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

97 lines
3.8 KiB
Fortran

*DECK CG
SUBROUTINE CG (NM, N, AR, AI, WR, WI, MATZ, ZR, ZI, FV1, FV2, FV3,
+ IERR)
C***BEGIN PROLOGUE CG
C***PURPOSE Compute the eigenvalues and, optionally, the eigenvectors
C of a complex general matrix.
C***LIBRARY SLATEC (EISPACK)
C***CATEGORY D4A4
C***TYPE COMPLEX (RG-S, CG-C)
C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
C***AUTHOR Smith, B. T., et al.
C***DESCRIPTION
C
C This subroutine calls the recommended sequence of
C subroutines from the eigensystem subroutine package (EISPACK)
C to find the eigenvalues and eigenvectors (if desired)
C of a COMPLEX GENERAL matrix.
C
C On INPUT
C
C NM must be set to the row dimension of the two-dimensional
C array parameters, AR, AI, ZR and ZI, as declared in the
C calling program dimension statement. NM is an INTEGER
C variable.
C
C N is the order of the matrix A=(AR,AI). N is an INTEGER
C variable. N must be less than or equal to NM.
C
C AR and AI contain the real and imaginary parts, respectively,
C of the complex general matrix. AR and AI are two-dimensional
C REAL arrays, dimensioned AR(NM,N) and AI(NM,N).
C
C MATZ is an INTEGER variable set equal to zero if only
C eigenvalues are desired. Otherwise, it is set to any
C non-zero integer for both eigenvalues and eigenvectors.
C
C On OUTPUT
C
C WR and WI contain the real and imaginary parts, respectively,
C of the eigenvalues. WR and WI are one-dimensional REAL
C arrays, dimensioned WR(N) and WI(N).
C
C ZR and ZI contain the real and imaginary parts, respectively,
C of the eigenvectors if MATZ is not zero. ZR and ZI are
C two-dimensional REAL arrays, dimensioned ZR(NM,N) and
C ZI(NM,N).
C
C IERR is an INTEGER flag set to
C Zero for normal return,
C 10*N if N is greater than NM,
C J if the J-th eigenvalue has not been
C determined after a total of 30 iterations.
C The eigenvalues should be correct for indices
C IERR+1, IERR+2, ..., N, but no eigenvectors are
C computed.
C
C FV1, FV2, and FV3 are one-dimensional REAL arrays used for
C temporary storage, dimensioned FV1(N), FV2(N), and FV3(N).
C
C Questions and comments should be directed to B. S. Garbow,
C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
C ------------------------------------------------------------------
C
C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
C system Routines - EISPACK Guide, Springer-Verlag,
C 1976.
C***ROUTINES CALLED CBABK2, CBAL, COMQR, COMQR2, CORTH
C***REVISION HISTORY (YYMMDD)
C 760101 DATE WRITTEN
C 890831 Modified array declarations. (WRB)
C 890831 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 920501 Reformatted the REFERENCES section. (WRB)
C***END PROLOGUE CG
C
INTEGER N,NM,IS1,IS2,IERR,MATZ
REAL AR(NM,*),AI(NM,*),WR(*),WI(*),ZR(NM,*),ZI(NM,*)
REAL FV1(*),FV2(*),FV3(*)
C
C***FIRST EXECUTABLE STATEMENT CG
IF (N .LE. NM) GO TO 10
IERR = 10 * N
GO TO 50
C
10 CALL CBAL(NM,N,AR,AI,IS1,IS2,FV1)
CALL CORTH(NM,N,IS1,IS2,AR,AI,FV2,FV3)
IF (MATZ .NE. 0) GO TO 20
C .......... FIND EIGENVALUES ONLY ..........
CALL COMQR(NM,N,IS1,IS2,AR,AI,WR,WI,IERR)
GO TO 50
C .......... FIND BOTH EIGENVALUES AND EIGENVECTORS ..........
20 CALL COMQR2(NM,N,IS1,IS2,FV2,FV3,AR,AI,WR,WI,ZR,ZI,IERR)
IF (IERR .NE. 0) GO TO 50
CALL CBABK2(NM,N,IS1,IS2,FV1,N,ZR,ZI)
50 RETURN
END