view libinterp/corefcn/qz.cc @ 22407:34ce5be04942

maint: Style check C++ code in libinterp/. * build-env.h, build-env.in.cc, builtins.h, Cell.cc, Cell.h, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ilu__.cc, __lin_interpn__.cc, __luinc__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, call-stack.cc, call-stack.h, cdisplay.c, cdisplay.h, cellfun.cc, coct-hdf5-types.c, comment-list.cc, comment-list.h, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc, debug.h, defaults.cc, defaults.in.h, defun-dld.h, defun-int.h, defun.h, det.cc, dirfns.cc, dirfns.h, display.cc, display.h, dlmread.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc, error.cc, error.h, errwarn.h, event-queue.cc, event-queue.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, file-io.h, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics.cc, graphics.in.h, gripes.h, gsvd.cc, hash.cc, help.cc, help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h, interpreter.cc, interpreter.h, inv.cc, jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-path.h, load-save.cc, load-save.h, lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-hdf5.cc, ls-hdf5.h, ls-mat-ascii.cc, ls-mat-ascii.h, ls-mat4.cc, ls-mat4.h, ls-mat5.h, ls-oct-binary.cc, ls-oct-binary.h, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, matrix_type.cc, max.cc, mex.cc, mex.h, mexproto.h, mgorth.cc, mxarray.in.h, nproc.cc, oct-errno.h, oct-errno.in.cc, oct-fstrm.cc, oct-fstrm.h, oct-handle.h, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hdf5.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h, oct-lvalue.cc, oct-lvalue.h, oct-map.h, oct-obj.h, oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.cc, oct-strstrm.h, oct.h, octave-default-image.h, octave-link.h, octave-preserve-stream-state.h, ordschur.cc, pager.cc, pager.h, pinv.cc, pr-output.cc, pr-output.h, procstream.cc, procstream.h, profiler.h, psi.cc, pt-jit.cc, pt-jit.h, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc, sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h, text-renderer.cc, text-renderer.h, time.cc, toplev.cc, toplev.h, tril.cc, tsearch.cc, txt-eng.cc, txt-eng.h, typecast.cc, urlwrite.cc, utils.cc, utils.h, variables.cc, variables.h, workspace-element.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h, zfstream.cc, zfstream.h, deprecated-config.h, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, gzip.cc, oct-qhull.h, qr.cc, symbfact.cc, symrcm.cc, liboctinterp-build-info.h, liboctinterp-build-info.in.cc, ov-base-diag.h, ov-base-int.cc, ov-base-int.h, ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.h, ov-base-sparse.cc, ov-base-sparse.h, ov-base.cc, ov-base.h, ov-bool-mat.cc, ov-bool-mat.h, ov-bool-sparse.cc, ov-bool-sparse.h, ov-bool.cc, ov-bool.h, ov-builtin.cc, ov-builtin.h, ov-cell.cc, ov-cell.h, ov-ch-mat.cc, ov-ch-mat.h, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-colon.cc, ov-colon.h, ov-complex.cc, ov-complex.h, ov-cs-list.h, ov-cx-diag.cc, ov-cx-diag.h, ov-cx-mat.cc, ov-cx-mat.h, ov-cx-sparse.cc, ov-cx-sparse.h, ov-dld-fcn.cc, ov-dld-fcn.h, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn-inline.cc, ov-fcn-inline.h, ov-fcn.cc, ov-fcn.h, ov-float.cc, ov-float.h, ov-flt-complex.cc, ov-flt-complex.h, ov-flt-cx-diag.cc, ov-flt-cx-diag.h, ov-flt-cx-mat.cc, ov-flt-cx-mat.h, ov-flt-re-diag.cc, ov-flt-re-diag.h, ov-flt-re-mat.cc, ov-flt-re-mat.h, ov-int-traits.h, ov-int16.cc, ov-int16.h, ov-int32.cc, ov-int32.h, ov-int64.cc, ov-int64.h, ov-int8.cc, ov-int8.h, ov-intx.h, ov-java.cc, ov-java.h, ov-lazy-idx.cc, ov-lazy-idx.h, ov-mex-fcn.cc, ov-mex-fcn.h, ov-null-mat.cc, ov-null-mat.h, ov-oncleanup.cc, ov-oncleanup.h, ov-perm.cc, ov-perm.h, ov-range.cc, ov-range.h, ov-re-diag.cc, ov-re-diag.h, ov-re-mat.cc, ov-re-mat.h, ov-re-sparse.cc, ov-re-sparse.h, ov-scalar.cc, ov-scalar.h, ov-str-mat.cc, ov-str-mat.h, ov-struct.cc, ov-struct.h, ov-typeinfo.cc, ov-typeinfo.h, ov-uint16.cc, ov-uint16.h, ov-uint32.cc, ov-uint32.h, ov-uint64.cc, ov-uint64.h, ov-uint8.cc, ov-uint8.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.h, ovl.cc, ovl.h, octave.cc, octave.h, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-pm.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcm-pm.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fm-pm.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int.h, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-pm.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-cm.cc, op-pm-fcm.cc, op-pm-fm.cc, op-pm-m.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h, options-usage.h, lex.h, parse.h, pt-all.h, pt-arg-list.cc, pt-arg-list.h, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.cc, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-funcall.cc, pt-funcall.h, pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.cc, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc, pt-select.h, pt-stmt.cc, pt-stmt.h, pt-unop.cc, pt-unop.h, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Array-jit.cc, Array-tc.cc, version.cc, version.in.h: Style check C++ code in libinterp/
author Rik <rik@octave.org>
date Tue, 30 Aug 2016 21:46:47 -0700
parents 0c0de2205d38
children 3a2b891d0b33 e9a0469dedd9
line wrap: on
line source

/*

Copyright (C) 1998-2016 A. S. Hodel

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

// Generalized eigenvalue balancing via LAPACK

// Author: A. S. Hodel <scotte@eng.auburn.edu>

#undef DEBUG
#undef DEBUG_SORT
#undef DEBUG_EIG

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include <cfloat>

#include <iostream>
#include <iomanip>

#include "f77-fcn.h"
#include "lo-lapack-proto.h"
#include "lo-math.h"
#include "qr.h"
#include "quit.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#include "oct-map.h"
#include "ov.h"
#include "pager.h"
#if defined (DEBUG) || defined (DEBUG_SORT)
#  include "pr-output.h"
#endif
#include "symtab.h"
#include "utils.h"
#include "variables.h"

typedef octave_idx_type (*sort_function) (const octave_idx_type& LSIZE,
                                          const double& ALPHA,
                                          const double& BETA, const double& S,
                                          const double& P);

extern "C"
{
  // Van Dooren's code (netlib.org: toms/590) for reordering
  // GEP.  Only processes Z, not Q.
  F77_RET_T
  F77_FUNC (dsubsp, DSUBSP) (const F77_INT& NMAX,
                             const F77_INT& N, F77_DBLE* A,
                             F77_DBLE* B, F77_DBLE* Z, sort_function,
                             const F77_DBLE& EPS, F77_INT& NDIM,
                             F77_INT& FAIL, F77_INT* IND);
}

// fcrhp, fin, fout, folhp:
// Routines for ordering of generalized eigenvalues.
// Return 1 if test is passed, 0 otherwise.
//   fin:  |lambda| < 1
//   fout: |lambda| >= 1
//   fcrhp: real(lambda) >= 0
//   folhp: real(lambda) < 0

static octave_idx_type
fcrhp (const octave_idx_type& lsize, const double& alpha,
       const double& beta, const double& s, const double&)
{
  if (lsize == 1)
    return (alpha * beta >= 0 ? 1 : -1);
  else
    return (s >= 0 ? 1 : -1);
}

static octave_idx_type
fin (const octave_idx_type& lsize, const double& alpha,
     const double& beta, const double&, const double& p)
{
  octave_idx_type retval;

  if (lsize == 1)
    retval = (fabs (alpha) < fabs (beta) ? 1 : -1);
  else
    retval = (fabs (p) < 1 ? 1 : -1);

#if defined (DEBUG)
  std::cout << "qz: fin: retval=" << retval << std::endl;
#endif

  return retval;
}

static octave_idx_type
folhp (const octave_idx_type& lsize, const double& alpha,
       const double& beta, const double& s, const double&)
{
  if (lsize == 1)
    return (alpha * beta < 0 ? 1 : -1);
  else
    return (s < 0 ? 1 : -1);
}

static octave_idx_type
fout (const octave_idx_type& lsize, const double& alpha,
      const double& beta, const double&, const double& p)
{
  if (lsize == 1)
    return (fabs (alpha) >= fabs (beta) ? 1 : -1);
  else
    return (fabs (p) >= 1 ? 1 : -1);
}

//FIXME: Matlab does not produce lambda as the first output argument.
//       Compatibility problem?
DEFUN (qz, args, nargout,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{lambda} =} qz (@var{A}, @var{B})
@deftypefnx {} {@var{lambda} =} qz (@var{A}, @var{B}, @var{opt})
QZ@tie{}decomposition of the generalized eigenvalue problem
(@math{A x = s B x}).

There are three ways to call this function:
@enumerate
@item @code{@var{lambda} = qz (@var{A}, @var{B})}

Computes the generalized eigenvalues
@tex
$\lambda$
@end tex
@ifnottex
@var{lambda}
@end ifnottex
of @math{(A - s B)}.

@item @code{[AA, BB, Q, Z, V, W, @var{lambda}] = qz (@var{A}, @var{B})}

Computes QZ@tie{}decomposition, generalized eigenvectors, and generalized
eigenvalues of @math{(A - s B)}
@tex
$$ AV = BV{ \rm diag }(\lambda) $$
$$ W^T A = { \rm diag }(\lambda)W^T B $$
$$ AA = Q^T AZ, BB = Q^T BZ $$
@end tex
@ifnottex

@example
@group

A * V = B * V * diag (@var{lambda})
W' * A = diag (@var{lambda}) * W' * B
AA = Q * A * Z, BB = Q * B * Z

@end group
@end example

@end ifnottex
with @var{Q} and @var{Z} orthogonal (unitary)= @var{I}

@item @code{[AA,BB,Z@{, @var{lambda}@}] = qz (@var{A}, @var{B}, @var{opt})}

As in form [2], but allows ordering of generalized eigenpairs for, e.g.,
solution of discrete time algebraic Riccati equations.  Form 3 is not
available for complex matrices, and does not compute the generalized
eigenvectors @var{V}, @var{W}, nor the orthogonal matrix @var{Q}.

@table @var
@item opt
for ordering eigenvalues of the @nospell{GEP} pencil.  The leading block of
the revised pencil contains all eigenvalues that satisfy:

@table @asis
@item @qcode{"N"}
= unordered (default)

@item @qcode{"S"}
= small: leading block has all |lambda| @leq{} 1

@item @qcode{"B"}
= big: leading block has all |lambda| @geq{} 1

@item @qcode{"-"}
= negative real part: leading block has all eigenvalues
in the open left half-plane

@item @qcode{"+"}
= non-negative real part: leading block has all eigenvalues
in the closed right half-plane
@end table
@end table
@end enumerate

Note: @code{qz} performs permutation balancing, but not scaling
(@pxref{XREFbalance}).  The order of output arguments was selected for
compatibility with @sc{matlab}.
@seealso{eig, balance, lu, chol, hess, qr, qzhess, schur, svd}
@end deftypefn */)
{
  volatile int nargin = args.length ();

#if defined (DEBUG)
  std::cout << "qz: nargin = " << nargin
            << ", nargout = " << nargout << std::endl;
#endif

  if (nargin < 2 || nargin > 3 || nargout > 7)
    print_usage ();

  if (nargin == 3 && (nargout < 3 || nargout > 4))
    error ("qz: invalid number of output arguments for form [3] call");

#if defined (DEBUG)
  std::cout << "qz: determine ordering option" << std::endl;
#endif

  // Determine ordering option.
  volatile char ord_job = 0;
  static double safmin;

  if (nargin == 2)
    ord_job = 'N';
  else
    {
      std::string tmp = args(2).xstring_value ("qz: OPT must be a string");

      if (! tmp.empty ())
        ord_job = tmp[0];

      if (! (ord_job == 'N' || ord_job == 'n'
             || ord_job == 'S' || ord_job == 's'
             || ord_job == 'B' || ord_job == 'b'
             || ord_job == '+' || ord_job == '-'))
        error ("qz: invalid order option");

      // overflow constant required by dlag2
      F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("S", 1),
                                   safmin
                                   F77_CHAR_ARG_LEN (1));

#if defined (DEBUG_EIG)
      std::cout << "qz: initial value of safmin="
                << setiosflags (std::ios::scientific)
                << safmin << std::endl;
#endif

      // Some machines (e.g., DEC alpha) get safmin = 0;
      // for these, use eps instead to avoid problems in dlag2.
      if (safmin == 0)
        {
#if defined (DEBUG_EIG)
          std::cout << "qz: DANGER WILL ROBINSON: safmin is 0!" << std::endl;
#endif

          F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("E", 1),
                                       safmin
                                       F77_CHAR_ARG_LEN (1));

#if defined (DEBUG_EIG)
          std::cout << "qz: safmin set to "
                    << setiosflags (std::ios::scientific)
                    << safmin << std::endl;
#endif
        }
    }

#if defined (DEBUG)
  std::cout << "qz: check argument 1" << std::endl;
#endif

  // Argument 1: check if it's okay dimensioned.
  octave_idx_type nn = args(0).rows ();

#if defined (DEBUG)
  std::cout << "argument 1 dimensions: ("
            << nn << "," << args(0).columns () << ")"
            << std::endl;
#endif

  octave_value_list retval;

  if (args(0).is_empty ())
    {
      warn_empty_arg ("qz: parameter 1; continuing");
      return octave_value_list (2, Matrix ());
    }
  else if (args(0).columns () != nn)
    err_square_matrix_required ("qz", "A");

  // Argument 1: dimensions look good; get the value.
  Matrix aa;
  ComplexMatrix caa;

  if (args(0).is_complex_type ())
    caa = args(0).complex_matrix_value ();
  else
    aa = args(0).matrix_value ();

#if defined (DEBUG)
  std::cout << "qz: check argument 2" << std::endl;
#endif

  // Extract argument 2 (bb, or cbb if complex).
  if ((nn != args(1).columns ()) || (nn != args(1).rows ()))
    err_nonconformant ();

  Matrix bb;
  ComplexMatrix cbb;

  if (args(1).is_complex_type ())
    cbb = args(1).complex_matrix_value ();
  else
    bb = args(1).matrix_value ();

  // Both matrices loaded, now let's check what kind of arithmetic:
  // declared volatile to avoid compiler warnings about long jumps,
  // vforks.

  volatile int complex_case
    = (args(0).is_complex_type () || args(1).is_complex_type ());

  if (nargin == 3 && complex_case)
    error ("qz: cannot re-order complex qz decomposition");

  // First, declare variables used in both the real and complex case.
  Matrix QQ(nn,nn), ZZ(nn,nn), VR(nn,nn), VL(nn,nn);
  RowVector alphar(nn), alphai(nn), betar(nn);
  ComplexRowVector xalpha(nn), xbeta(nn);
  ComplexMatrix CQ(nn,nn), CZ(nn,nn), CVR(nn,nn), CVL(nn,nn);
  octave_idx_type ilo, ihi, info;
  char compq = (nargout >= 3 ? 'V' : 'N');
  char compz = ((nargout >= 4 || nargin == 3)? 'V' : 'N');

  // Initialize Q, Z to identity if we need either of them.
  if (compq == 'V' || compz == 'V')
    for (octave_idx_type ii = 0; ii < nn; ii++)
      for (octave_idx_type jj = 0; jj < nn; jj++)
        {
          OCTAVE_QUIT;
          QQ(ii,jj) = ZZ(ii,jj) = (ii == jj ? 1.0 : 0.0);
        }

  // Always perform permutation balancing.
  const char bal_job = 'P';
  RowVector lscale (nn), rscale (nn), work (6 * nn), rwork (nn);

  if (complex_case)
    {
#if defined (DEBUG)
      if (compq == 'V')
        std::cout << "qz: performing balancing; CQ=" << std::endl
                  << CQ << std::endl;
#endif
      if (args(0).is_real_type ())
        caa = ComplexMatrix (aa);

      if (args(1).is_real_type ())
        cbb = ComplexMatrix (bb);

      if (compq == 'V')
        CQ = ComplexMatrix (QQ);

      if (compz == 'V')
        CZ = ComplexMatrix (ZZ);

      F77_XFCN (zggbal, ZGGBAL,
                (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                 nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()),
                 nn, ilo, ihi, lscale.fortran_vec (),
                 rscale.fortran_vec (), work.fortran_vec (), info
                 F77_CHAR_ARG_LEN (1)));
    }
  else
    {
#if defined (DEBUG)
      if (compq == 'V')
        std::cout << "qz: performing balancing; QQ=" << std::endl
                  << QQ << std::endl;
#endif

      F77_XFCN (dggbal, DGGBAL,
                (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                 nn, aa.fortran_vec (), nn, bb.fortran_vec (),
                 nn, ilo, ihi, lscale.fortran_vec (),
                 rscale.fortran_vec (), work.fortran_vec (), info
                 F77_CHAR_ARG_LEN (1)));
    }

  // Since we just want the balancing matrices, we can use dggbal
  // for both the real and complex cases; left first

#if 0
  if (compq == 'V')
    {
      F77_XFCN (dggbak, DGGBAK,
                (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                 F77_CONST_CHAR_ARG2 ("L", 1),
                 nn, ilo, ihi, lscale.data (), rscale.data (),
                 nn, QQ.fortran_vec (), nn, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

#if defined (DEBUG)
      if (compq == 'V')
        std::cout << "qz: balancing done; QQ=" << std::endl << QQ << std::endl;
#endif
  }

  // then right
  if (compz == 'V')
    {
      F77_XFCN (dggbak, DGGBAK,
                (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                 F77_CONST_CHAR_ARG2 ("R", 1),
                 nn, ilo, ihi, lscale.data (), rscale.data (),
                 nn, ZZ.fortran_vec (), nn, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

#if defined (DEBUG)
      if (compz == 'V')
        std::cout << "qz: balancing done; ZZ=" << std::endl << ZZ << std::endl;
#endif
    }
#endif

  static char qz_job;
  qz_job = (nargout < 2 ? 'E' : 'S');

  if (complex_case)
    {
      // Complex case.

      // The QR decomposition of cbb.
      octave::math::qr<ComplexMatrix> cbqr (cbb);
      // The R matrix of QR decomposition for cbb.
      cbb = cbqr.R ();
      // (Q*)caa for following work.
      caa = (cbqr.Q ().hermitian ()) * caa;
      CQ = CQ * cbqr.Q ();

      F77_XFCN (zgghrd, ZGGHRD,
                (F77_CONST_CHAR_ARG2 (&compq, 1),
                 F77_CONST_CHAR_ARG2 (&compz, 1),
                 nn, ilo, ihi, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()),
                 nn, F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

      ComplexRowVector cwork (1 * nn);

      F77_XFCN (zhgeqz, ZHGEQZ,
                (F77_CONST_CHAR_ARG2 (&qz_job, 1),
                 F77_CONST_CHAR_ARG2 (&compq, 1),
                 F77_CONST_CHAR_ARG2 (&compz, 1),
                 nn, ilo, ihi,
                 F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (xalpha.fortran_vec ()),
                 F77_DBLE_CMPLX_ARG (xbeta.fortran_vec ()),
                 F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn,
                 F77_DBLE_CMPLX_ARG (cwork.fortran_vec ()), nn, rwork.fortran_vec (), info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

      if (compq == 'V')
        {
          // Left eigenvector.
          F77_XFCN (zggbak, ZGGBAK,
                    (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                     F77_CONST_CHAR_ARG2 ("L", 1),
                     nn, ilo, ihi, lscale.data (), rscale.data (),
                     nn, F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn, info
                     F77_CHAR_ARG_LEN (1)
                     F77_CHAR_ARG_LEN (1)));
        }

      // Right eigenvector.
      if (compz == 'V')
        {
          F77_XFCN (zggbak, ZGGBAK,
                    (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                     F77_CONST_CHAR_ARG2 ("R", 1),
                     nn, ilo, ihi, lscale.data (), rscale.data (),
                     nn, F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, info
                     F77_CHAR_ARG_LEN (1)
                     F77_CHAR_ARG_LEN (1)));
        }

    }
  else
    {
#if defined (DEBUG)
      std::cout << "qz: peforming qr decomposition of bb" << std::endl;
#endif

      // Compute the QR factorization of bb.
      octave::math::qr<Matrix> bqr (bb);

#if defined (DEBUG)
      std::cout << "qz: qr (bb) done; now peforming qz decomposition"
                << std::endl;
#endif

      bb = bqr.R ();

#if defined (DEBUG)
      std::cout << "qz: extracted bb" << std::endl;
#endif

      aa = (bqr.Q ()).transpose () * aa;

#if defined (DEBUG)
      std::cout << "qz: updated aa " << std::endl;
      std::cout << "bqr.Q () = " << std::endl << bqr.Q () << std::endl;

      if (compq == 'V')
        std::cout << "QQ =" << QQ << std::endl;
#endif

      if (compq == 'V')
        QQ = QQ * bqr.Q ();

#if defined (DEBUG)
      std::cout << "qz: precursors done..." << std::endl;
#endif

#if defined (DEBUG)
      std::cout << "qz: compq = " << compq << ", compz = " << compz
                << std::endl;
#endif

      // Reduce to generalized Hessenberg form.
      F77_XFCN (dgghrd, DGGHRD,
                (F77_CONST_CHAR_ARG2 (&compq, 1),
                 F77_CONST_CHAR_ARG2 (&compz, 1),
                 nn, ilo, ihi, aa.fortran_vec (),
                 nn, bb.fortran_vec (), nn, QQ.fortran_vec (), nn,
                 ZZ.fortran_vec (), nn, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

      // Check if just computing generalized eigenvalues or if we're
      // actually computing the decomposition.

      // Reduce to generalized Schur form.
      F77_XFCN (dhgeqz, DHGEQZ,
                (F77_CONST_CHAR_ARG2 (&qz_job, 1),
                 F77_CONST_CHAR_ARG2 (&compq, 1),
                 F77_CONST_CHAR_ARG2 (&compz, 1),
                 nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (),
                 nn, alphar.fortran_vec (), alphai.fortran_vec (),
                 betar.fortran_vec (), QQ.fortran_vec (), nn,
                 ZZ.fortran_vec (), nn, work.fortran_vec (), nn, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

      if (compq == 'V')
        {
          F77_XFCN (dggbak, DGGBAK,
                    (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                     F77_CONST_CHAR_ARG2 ("L", 1),
                     nn, ilo, ihi, lscale.data (), rscale.data (),
                     nn, QQ.fortran_vec (), nn, info
                     F77_CHAR_ARG_LEN (1)
                     F77_CHAR_ARG_LEN (1)));

#if defined (DEBUG)
          if (compq == 'V')
            std::cout << "qz: balancing done; QQ=" << std::endl
                      << QQ << std::endl;
#endif
        }

      // then right
      if (compz == 'V')
        {
          F77_XFCN (dggbak, DGGBAK,
                    (F77_CONST_CHAR_ARG2 (&bal_job, 1),
                     F77_CONST_CHAR_ARG2 ("R", 1),
                     nn, ilo, ihi, lscale.data (), rscale.data (),
                     nn, ZZ.fortran_vec (), nn, info
                     F77_CHAR_ARG_LEN (1)
                     F77_CHAR_ARG_LEN (1)));

#if defined (DEBUG)
          if (compz == 'V')
            std::cout << "qz: balancing done; ZZ=" << std::endl
                      << ZZ << std::endl;
#endif
        }

    }

  // Order the QZ decomposition?
  if (! (ord_job == 'N' || ord_job == 'n'))
    {
      if (complex_case)
        // Probably not needed, but better be safe.
        error ("qz: cannot re-order complex qz decomposition");

#if defined (DEBUG_SORT)
      std::cout << "qz: ordering eigenvalues: ord_job = "
                << ord_job << std::endl;
#endif

      // Declared static to avoid vfork/long jump compiler complaints.
      static sort_function sort_test;
      sort_test = 0;

      switch (ord_job)
        {
        case 'S':
        case 's':
          sort_test = &fin;
          break;

        case 'B':
        case 'b':
          sort_test = &fout;
          break;

        case '+':
          sort_test = &fcrhp;
          break;

        case '-':
          sort_test = &folhp;
          break;

        default:
          // Invalid order option (should never happen, since we
          // checked the options at the top).
          panic_impossible ();
          break;
        }

      octave_idx_type ndim, fail;
      double inf_norm;

      F77_XFCN (xdlange, XDLANGE,
                (F77_CONST_CHAR_ARG2 ("I", 1),
                 nn, nn, aa.data (), nn, work.fortran_vec (), inf_norm
                 F77_CHAR_ARG_LEN (1)));

      double eps = std::numeric_limits<double>::epsilon () * inf_norm * nn;

#if defined (DEBUG_SORT)
      std::cout << "qz: calling dsubsp: aa=" << std::endl;
      octave_print_internal (std::cout, aa, 0);
      std::cout << std::endl << "bb="  << std::endl;
      octave_print_internal (std::cout, bb, 0);
      if (compz == 'V')
        {
          std::cout << std::endl << "ZZ="  << std::endl;
          octave_print_internal (std::cout, ZZ, 0);
        }
      std::cout << std::endl;
      std::cout << "alphar = " << std::endl;
      octave_print_internal (std::cout, (Matrix) alphar, 0);
      std::cout << std::endl << "alphai = " << std::endl;
      octave_print_internal (std::cout, (Matrix) alphai, 0);
      std::cout << std::endl << "beta = " << std::endl;
      octave_print_internal (std::cout, (Matrix) betar, 0);
      std::cout << std::endl;
#endif

      Array<octave_idx_type> ind (dim_vector (nn, 1));

      F77_XFCN (dsubsp, DSUBSP,
                (nn, nn, aa.fortran_vec (), bb.fortran_vec (),
                 ZZ.fortran_vec (), sort_test, eps, ndim, fail,
                 ind.fortran_vec ()));

#if defined (DEBUG)
      std::cout << "qz: back from dsubsp: aa=" << std::endl;
      octave_print_internal (std::cout, aa, 0);
      std::cout << std::endl << "bb="  << std::endl;
      octave_print_internal (std::cout, bb, 0);
      if (compz == 'V')
        {
          std::cout << std::endl << "ZZ="  << std::endl;
          octave_print_internal (std::cout, ZZ, 0);
        }
      std::cout << std::endl;
#endif

      // Manually update alphar, alphai, betar.
      static int jj;

      jj = 0;
      while (jj < nn)
        {
#if defined (DEBUG_EIG)
          std::cout << "computing gen eig #" << jj << std::endl;
#endif

          // Number of zeros in this block.
          static int zcnt;

          if (jj == (nn-1))
            zcnt = 1;
          else if (aa(jj+1,jj) == 0)
            zcnt = 1;
          else zcnt = 2;

          if (zcnt == 1)
            {
              // Real zero.
#if defined (DEBUG_EIG)
              std::cout << "  single gen eig:" << std::endl;
              std::cout << "  alphar(" << jj << ") = " << aa(jj,jj)
                        << std::endl;
              std::cout << "  betar(" << jj << ") = " << bb(jj,jj)
                        << std::endl;
              std::cout << "  alphai(" << jj << ") = 0" << std::endl;
#endif

              alphar(jj) = aa(jj,jj);
              alphai(jj) = 0;
              betar(jj) = bb(jj,jj);
            }
          else
            {
              // Complex conjugate pair.
#if defined (DEBUG_EIG)
              std::cout << "qz: calling dlag2:" << std::endl;
              std::cout << "safmin="
                        << setiosflags (std::ios::scientific)
                        << safmin << std::endl;

              for (int idr = jj; idr <= jj+1; idr++)
                {
                  for (int idc = jj; idc <= jj+1; idc++)
                    {
                      std::cout << "aa(" << idr << "," << idc << ")="
                                << aa(idr,idc) << std::endl;
                      std::cout << "bb(" << idr << "," << idc << ")="
                                << bb(idr,idc) << std::endl;
                    }
                }
#endif

              // FIXME: probably should be using
              // fortran_vec instead of &aa(jj,jj) here.

              double scale1, scale2, wr1, wr2, wi;
              const double *aa_ptr = aa.data () + jj * nn + jj;
              const double *bb_ptr = bb.data () + jj * nn + jj;
              F77_XFCN (dlag2, DLAG2,
                        (aa_ptr, nn, bb_ptr, nn, safmin,
                         scale1, scale2, wr1, wr2, wi));

#if defined (DEBUG_EIG)
              std::cout << "dlag2 returns: scale1=" << scale1
                        << "\tscale2=" << scale2 << std::endl
                        << "\twr1=" << wr1 << "\twr2=" << wr2
                        << "\twi=" << wi << std::endl;
#endif

              // Just to be safe, check if it's a real pair.
              if (wi == 0)
                {
                  alphar(jj) = wr1;
                  alphai(jj) = 0;
                  betar(jj) = scale1;
                  alphar(jj+1) = wr2;
                  alphai(jj+1) = 0;
                  betar(jj+1) = scale2;
                }
              else
                {
                  alphar(jj) = alphar(jj+1) = wr1;
                  alphai(jj) = -(alphai(jj+1) = wi);
                  betar(jj)  = betar(jj+1) = scale1;
                }
            }

          // Advance past this block.
          jj += zcnt;
        }

#if defined (DEBUG_SORT)
      std::cout << "qz: back from dsubsp: aa=" << std::endl;
      octave_print_internal (std::cout, aa, 0);
      std::cout << std::endl << "bb="  << std::endl;
      octave_print_internal (std::cout, bb, 0);

      if (compz == 'V')
        {
          std::cout << std::endl << "ZZ="  << std::endl;
          octave_print_internal (std::cout, ZZ, 0);
        }
      std::cout << std::endl << "qz: ndim=" << ndim << std::endl
                << "fail=" << fail << std::endl;
      std::cout << "alphar = " << std::endl;
      octave_print_internal (std::cout, (Matrix) alphar, 0);
      std::cout << std::endl << "alphai = " << std::endl;
      octave_print_internal (std::cout, (Matrix) alphai, 0);
      std::cout << std::endl << "beta = " << std::endl;
      octave_print_internal (std::cout, (Matrix) betar, 0);
      std::cout << std::endl;
#endif
    }

  // Compute generalized eigenvalues?
  ComplexColumnVector gev;

  if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4))
    {
      if (complex_case)
        {
          int cnt = 0;

          for (int ii = 0; ii < nn; ii++)
            cnt++;

          ComplexColumnVector tmp (cnt);

          cnt = 0;
          for (int ii = 0; ii < nn; ii++)
            tmp(cnt++) = xalpha(ii) / xbeta(ii);

          gev = tmp;
        }
      else
        {
#if defined (DEBUG)
          std::cout << "qz: computing generalized eigenvalues" << std::endl;
#endif

          // Return finite generalized eigenvalues.
          int cnt = 0;

          for (int ii = 0; ii < nn; ii++)
            if (betar(ii) != 0)
              cnt++;

          ComplexColumnVector tmp (cnt);

          cnt = 0;
          for (int ii = 0; ii < nn; ii++)
            if (betar(ii) != 0)
              tmp(cnt++) = Complex(alphar(ii), alphai(ii))/betar(ii);

          gev = tmp;
        }
    }

  // Right, left eigenvector matrices.
  if (nargout >= 5)
    {
      // Which side to compute?
      char side = (nargout == 5 ? 'R' : 'B');
      // Compute all of them and backtransform
      char howmny = 'B';
      // Dummy pointer; select is not used.
      octave_idx_type *select = 0;

      if (complex_case)
        {
          CVL = CQ;
          CVR = CZ;
          ComplexRowVector cwork2 (2 * nn);
          RowVector rwork2 (8 * nn);
          octave_idx_type m;

          F77_XFCN (ztgevc, ZTGEVC,
                    (F77_CONST_CHAR_ARG2 (&side, 1),
                     F77_CONST_CHAR_ARG2 (&howmny, 1),
                     select, nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn,
                     F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()),
                     nn, F77_DBLE_CMPLX_ARG (CVL.fortran_vec ()), nn,
                     F77_DBLE_CMPLX_ARG (CVR.fortran_vec ()), nn, nn,
                     m, F77_DBLE_CMPLX_ARG (cwork2.fortran_vec ()), rwork2.fortran_vec (), info
                     F77_CHAR_ARG_LEN (1)
                     F77_CHAR_ARG_LEN (1)));
        }
      else
        {
#if defined (DEBUG)
          std::cout << "qz: computing generalized eigenvectors" << std::endl;
#endif

          VL = QQ;
          VR = ZZ;
          octave_idx_type m;

          F77_XFCN (dtgevc, DTGEVC,
                    (F77_CONST_CHAR_ARG2 (&side, 1),
                     F77_CONST_CHAR_ARG2 (&howmny, 1),
                     select, nn, aa.fortran_vec (), nn, bb.fortran_vec (),
                     nn, VL.fortran_vec (), nn, VR.fortran_vec (), nn, nn,
                     m, work.fortran_vec (), info
                     F77_CHAR_ARG_LEN (1)
                     F77_CHAR_ARG_LEN (1)));

          // Now construct the complex form of VV, WW.
          int jj = 0;

          while (jj < nn)
            {
              OCTAVE_QUIT;

              // See if real or complex eigenvalue.

              // Column increment; assume complex eigenvalue.
              int cinc = 2;

              if (jj == (nn-1))
                // Single column.
                cinc = 1;
              else if (aa(jj+1,jj) == 0)
                cinc = 1;

              // Now copy the eigenvector (s) to CVR, CVL.
              if (cinc == 1)
                {
                  for (int ii = 0; ii < nn; ii++)
                    CVR(ii,jj) = VR(ii,jj);

                  if (side == 'B')
                    for (int ii = 0; ii < nn; ii++)
                      CVL(ii,jj) = VL(ii,jj);
                }
              else
                {
                  // Double column; complex vector.

                  for (int ii = 0; ii < nn; ii++)
                    {
                      CVR(ii,jj) = Complex (VR(ii,jj), VR(ii,jj+1));
                      CVR(ii,jj+1) = Complex (VR(ii,jj), -VR(ii,jj+1));
                    }

                  if (side == 'B')
                    for (int ii = 0; ii < nn; ii++)
                      {
                        CVL(ii,jj) = Complex (VL(ii,jj), VL(ii,jj+1));
                        CVL(ii,jj+1) = Complex (VL(ii,jj), -VL(ii,jj+1));
                      }
                }

              // Advance to next eigenvectors (if any).
              jj += cinc;
            }
        }
    }

  switch (nargout)
    {
    case 7:
      retval(6) = gev;

    case 6:
      // Return eigenvectors.
      retval(5) = CVL;

    case 5:
      // Return eigenvectors.
      retval(4) = CVR;

    case 4:
      if (nargin == 3)
        {
#if defined (DEBUG)
          std::cout << "qz: sort: retval(3) = gev = " << std::endl;
          octave_print_internal (std::cout, gev);
          std::cout << std::endl;
#endif
          retval(3) = gev;
        }
      else
        {
          if (complex_case)
            retval(3) = CZ;
          else
            retval(3) = ZZ;
        }

    case 3:
      if (nargin == 3)
        {
          if (complex_case)
            retval(2) = CZ;
          else
            retval(2) = ZZ;
        }
      else
        {
          if (complex_case)
            retval(2) = CQ.hermitian ();
          else
            retval(2) = QQ.transpose ();
        }

    case 2:
      {
        if (complex_case)
          {
#if defined (DEBUG)
            std::cout << "qz: retval(1) = cbb = " << std::endl;
            octave_print_internal (std::cout, cbb, 0);
            std::cout << std::endl << "qz: retval(0) = caa = " <<std::endl;
            octave_print_internal (std::cout, caa, 0);
            std::cout << std::endl;
#endif
            retval(1) = cbb;
            retval(0) = caa;
          }
        else
          {
#if defined (DEBUG)
            std::cout << "qz: retval(1) = bb = " << std::endl;
            octave_print_internal (std::cout, bb, 0);
            std::cout << std::endl << "qz: retval(0) = aa = " <<std::endl;
            octave_print_internal (std::cout, aa, 0);
            std::cout << std::endl;
#endif
            retval(1) = bb;
            retval(0) = aa;
          }
      }
      break;

    case 1:
    case 0:
#if defined (DEBUG)
      std::cout << "qz: retval(0) = gev = " << gev << std::endl;
#endif
      retval(0) = gev;
      break;

    default:
      error ("qz: too many return arguments");
      break;
  }

#if defined (DEBUG)
  std::cout << "qz: exiting (at long last)" << std::endl;
#endif

  return retval;
}

/*
%!shared a, b, c
%! a = [1 2; 0 3];
%! b = [1 0; 0 0];
%! c = [0 1; 0 0];
%!assert (qz (a,b), 1)
%!assert (isempty (qz (a,c)))

## Exaple 7.7.3 in Golub & Van Loan
%!test
%! a = [ 10  1  2;
%!        1  2 -1;
%!        1  1  2];
%! b = reshape (1:9,3,3);
%! [aa, bb, q, z, v, w, lambda] = qz (a, b);
%! sz = length (lambda);
%! observed = (b * v * diag ([lambda;0])) (:, 1:sz);
%! assert ((a*v)(:, 1:sz), observed, norm (observed) * 1e-14);
%! observed = (diag ([lambda;0]) * w' * b) (1:sz, :);
%! assert ((w'*a)(1:sz, :) , observed, norm (observed) * 1e-13);
%! assert (q * a * z, aa, norm (aa) * 1e-14);
%! assert (q * b * z, bb, norm (bb) * 1e-14);

%!test
%! A = [0, 0, -1, 0; 1, 0, 0, 0; -1, 0, -2, -1; 0, -1, 1, 0];
%! B = [0, 0, 0, 0; 0, 1, 0, 0; 0, 0, 1, 0; 0, 0, 0, 1];
%! [AA, BB, Q, Z1] = qz (A, B);
%! [AA, BB, Z2] = qz (A, B, '-');
%! assert (Z1, Z2);
*/