view libinterp/corefcn/qz.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents a61e1a0f6024
children e88a07dec498
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line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1998-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

// Generalized eigenvalue balancing via LAPACK

// Originally written by A. S. Hodel <scotte@eng.auburn.edu>, but is
// substantially different with the change to use LAPACK.

#undef DEBUG
#undef DEBUG_SORT
#undef DEBUG_EIG

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

#include <cctype>
#include <cmath>

#if defined (DEBUG_EIG)
#  include <iomanip>
#endif

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

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#if defined (DEBUG) || defined (DEBUG_SORT)
#  include "pager.h"
#  include "pr-output.h"
#endif

OCTAVE_NAMESPACE_BEGIN

// 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{AA}, @var{BB}, @var{Q}, @var{Z}, @var{V}, @var{W}, @var{lambda}] =} qz (@var{A}, @var{B})
@deftypefnx {} {[@var{AA}, @var{BB}, @var{Z}] =} qz (@var{A}, @var{B}, @var{opt})
@deftypefnx {} {[@var{AA}, @var{BB}, @var{Z}, @var{lambda}] =} qz (@var{A}, @var{B}, @var{opt})
Compute the QZ@tie{}decomposition of a generalized eigenvalue problem.

The generalized eigenvalue problem is defined as

@tex
$$A x = \lambda B x$$
@end tex
@ifnottex

@math{A x = @var{lambda} B x}

@end ifnottex

There are three calling forms of the function:

@enumerate
@item @code{@var{lambda} = qz (@var{A}, @var{B})}

Compute the generalized eigenvalues
@tex
$\lambda.$
@end tex
@ifnottex
@var{lambda}.
@end ifnottex

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

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

@example
@group

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

@end group
@end example

@end ifnottex
with @var{Q} and @var{Z} orthogonal (unitary for complex case).

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

As in form 2 above, but allows ordering of generalized eigenpairs for, e.g.,
solution of discrete time algebraic @nospell{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
@tex
$|\lambda| < 1$
@end tex
@ifnottex
|@var{lambda}| < 1
@end ifnottex

@item @qcode{"B"}
big: leading block has all
@tex
$|\lambda| \geq 1$
@end tex
@ifnottex
|@var{lambda}| @geq{} 1
@end ifnottex

@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,,@code{balance}}), which may be lead to less accurate
results than @code{eig}.  The order of output arguments was selected for
compatibility with @sc{matlab}.
@seealso{eig, gsvd, balance, chol, hess, lu, qr, qzhess, schur}
@end deftypefn */)
{
  int nargin = args.length ();

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

  // Determine ordering option.

  char ord_job = 'N';
  double safmin = 0.0;

  if (nargin == 3)
    {
      std::string opt = args(2).xstring_value ("qz: OPT must be a string");

      if (opt.empty ())
        error ("qz: OPT must be a non-empty string");

      ord_job = std::toupper (opt[0]);

      std::string valid_opts = "NSB+-";

      if (valid_opts.find_first_of (ord_job) == std::string::npos)
        error ("qz: invalid order option '%c'", ord_job);

      // 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)
      octave_stdout << "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)
          octave_stdout << "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)
          octave_stdout << "qz: safmin set to "
                        << setiosflags (std::ios::scientific)
                        << safmin << std::endl;
#endif
        }
    }

#if defined (DEBUG)
  octave_stdout << "qz: check matrix A" << std::endl;
#endif

  // Matrix A: check dimensions.
  F77_INT nn = to_f77_int (args(0).rows ());
  F77_INT nc = to_f77_int (args(0).columns ());

#if defined (DEBUG)
  octave_stdout << "Matrix A dimensions: (" << nn << ',' << nc << ')'
                << std::endl;
#endif

  if (args(0).isempty ())
    {
      warn_empty_arg ("qz: A");
      return octave_value_list (2, Matrix ());
    }
  else if (nc != nn)
    err_square_matrix_required ("qz", "A");

  // Matrix A: get value.
  Matrix aa;
  ComplexMatrix caa;

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

#if defined (DEBUG)
  octave_stdout << "qz: check matrix B" << std::endl;
#endif

  // Extract argument 2 (bb, or cbb if complex).
  F77_INT b_nr = to_f77_int (args(1).rows ());
  F77_INT b_nc = to_f77_int (args(1).columns ());

  if (nn != b_nc || nn != b_nr)
    ::err_nonconformant ();

  Matrix bb;
  ComplexMatrix cbb;

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

  // Both matrices loaded, now check whether to calculate complex or real val.

  bool complex_case = (args(0).iscomplex () || args(1).iscomplex ());

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

  // First, declare variables used in both the real and complex cases.
  // FIXME: There are a lot of excess variables declared.
  //        Probably a better way to handle this.
  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);
  F77_INT ilo, ihi, info;
  char comp_q = (nargout >= 3 ? 'V' : 'N');
  char comp_z = ((nargout >= 4 || nargin == 3)? 'V' : 'N');

  // Initialize Q, Z to identity matrix if either is needed
  if (comp_q == 'V' || comp_z == 'V')
    {
      double *QQptr = QQ.fortran_vec ();
      double *ZZptr = ZZ.fortran_vec ();
      std::fill_n (QQptr, QQ.numel (), 0.0);
      std::fill_n (ZZptr, ZZ.numel (), 0.0);
      for (F77_INT i = 0; i < nn; i++)
        {
          QQ(i, i) = 1.0;
          ZZ(i, i) = 1.0;
        }
    }

  // 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 (comp_q == 'V')
        octave_stdout << "qz: performing balancing; CQ =\n" << CQ << std::endl;
#endif
      if (args(0).isreal ())
        caa = ComplexMatrix (aa);

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

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

      if (comp_z == '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 (comp_q == 'V')
        octave_stdout << "qz: performing balancing; QQ =\n" << 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)));
    }

  // Only permutation balance above is done.  Skip scaling balance.

#if 0
  // Since we just want the balancing matrices, we can use dggbal
  // for both the real and complex cases; left first

  if (comp_q == '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 (comp_q == 'V')
        octave_stdout << "qz: balancing done; QQ =\n" << QQ << std::endl;
#endif
    }

  // then right
  if (comp_z == '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 (comp_z == 'V')
        octave_stdout << "qz: balancing done; ZZ=\n" << ZZ << std::endl;
#endif
    }
#endif

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

  if (complex_case)
    {
      // Complex case.

      // The QR decomposition of cbb.
      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 (&comp_q, 1),
                 F77_CONST_CHAR_ARG2 (&comp_z, 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 (nn);

      F77_XFCN (zhgeqz, ZHGEQZ,
                (F77_CONST_CHAR_ARG2 (&qz_job, 1),
                 F77_CONST_CHAR_ARG2 (&comp_q, 1),
                 F77_CONST_CHAR_ARG2 (&comp_z, 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 (comp_q == '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)));
        }

      if (comp_z == 'V')
        {
          // Right eigenvector.
          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)
      octave_stdout << "qz: performing qr decomposition of bb" << std::endl;
#endif

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

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

      bb = bqr.R ();

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

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

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

      if (comp_q == 'V')
        octave_stdout << "QQ =" << QQ << std::endl;
#endif

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

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

#if defined (DEBUG)
      octave_stdout << "qz: comp_q = " << comp_q << ", comp_z = " << comp_z
                    << std::endl;
#endif

      // Reduce to generalized Hessenberg form.
      F77_XFCN (dgghrd, DGGHRD,
                (F77_CONST_CHAR_ARG2 (&comp_q, 1),
                 F77_CONST_CHAR_ARG2 (&comp_z, 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 (&comp_q, 1),
                 F77_CONST_CHAR_ARG2 (&comp_z, 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 (comp_q == '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 (comp_q == 'V')
            octave_stdout << "qz: balancing done; QQ=\n" << QQ << std::endl;
#endif
        }

      // then right
      if (comp_z == '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 (comp_z == 'V')
            octave_stdout << "qz: balancing done; ZZ=\n" << ZZ << std::endl;
#endif
        }

    }

  // Order the QZ decomposition?
  if (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)
      octave_stdout << "qz: ordering eigenvalues: ord_job = "
                    << ord_job << std::endl;
#endif

      Array<F77_LOGICAL> select (dim_vector (nn, 1));

      for (int j = 0; j < nn; j++)
        {
          switch (ord_job)
            {
            case 'S':
              select(j) = alphar(j)*alphar(j) + alphai(j)*alphai(j) < betar(j)*betar(j);
              break;

            case 'B':
              select(j) = alphar(j)*alphar(j) + alphai(j)*alphai(j) >= betar(j)*betar(j);
              break;

            case '+':
              select(j) = alphar(j) * betar(j) >= 0;
              break;

            case '-':
              select(j) = alphar(j) * betar(j) < 0;
              break;

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

      F77_LOGICAL wantq = 0, wantz = (comp_z == 'V');
      F77_INT ijob = 0, mm, lrwork3 = 4*nn+16, liwork = nn;
      F77_DBLE pl, pr;
      RowVector rwork3(lrwork3);
      Array<F77_INT> iwork (dim_vector (liwork, 1));

      F77_XFCN (dtgsen, DTGSEN,
                (ijob, wantq, wantz,
                 select.fortran_vec (), nn,
                 aa.fortran_vec (), nn,
                 bb.fortran_vec (), nn,
                 alphar.fortran_vec (),
                 alphai.fortran_vec (),
                 betar.fortran_vec (),
                 nullptr, nn,
                 ZZ.fortran_vec (), nn,
                 mm,
                 pl, pr,
                 nullptr,
                 rwork3.fortran_vec (), lrwork3,
                 iwork.fortran_vec (), liwork,
                 info));

#if defined (DEBUG_SORT)
      octave_stdout << "qz: back from dtgsen: aa =\n";
      octave_print_internal (octave_stdout, aa);
      octave_stdout << "\nbb =\n";
      octave_print_internal (octave_stdout, bb);
      if (comp_z == 'V')
        {
          octave_stdout << "\nZZ =\n";
          octave_print_internal (octave_stdout, ZZ);
        }
      octave_stdout << "\nqz: info=" << info;
      octave_stdout << "\nalphar =\n";
      octave_print_internal (octave_stdout, Matrix (alphar));
      octave_stdout << "\nalphai =\n";
      octave_print_internal (octave_stdout, Matrix (alphai));
      octave_stdout << "\nbeta =\n";
      octave_print_internal (octave_stdout, Matrix (betar));
      octave_stdout << std::endl;
#endif
    }

  // Compute the generalized eigenvalues as well?
  ComplexColumnVector gev;

  if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4))
    {
      if (complex_case)
        {
          ComplexColumnVector tmp (nn);

          for (F77_INT i = 0; i < nn; i++)
            tmp(i) = xalpha(i) / xbeta(i);

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

          // Return finite generalized eigenvalues.
          ComplexColumnVector tmp (nn);

          for (F77_INT i = 0; i < nn; i++)
            {
              if (betar(i) != 0)
                tmp(i) = Complex (alphar(i), alphai(i)) / betar(i);
              else
                tmp(i) = numeric_limits<double>::Inf ();
            }

          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 howmany = 'B';
      // Dummy pointer; select is not used.
      F77_INT *select = nullptr;

      if (complex_case)
        {
          CVL = CQ;
          CVR = CZ;
          ComplexRowVector cwork2 (2 * nn);
          RowVector rwork2 (8 * nn);
          F77_INT m;

          F77_XFCN (ztgevc, ZTGEVC,
                    (F77_CONST_CHAR_ARG2 (&side, 1),
                     F77_CONST_CHAR_ARG2 (&howmany, 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)
          octave_stdout << "qz: computing generalized eigenvectors" << std::endl;
#endif

          VL = QQ;
          VR = ZZ;
          F77_INT m;

          F77_XFCN (dtgevc, DTGEVC,
                    (F77_CONST_CHAR_ARG2 (&side, 1),
                     F77_CONST_CHAR_ARG2 (&howmany, 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.
          F77_INT j = 0;

          while (j < nn)
            {
              octave_quit ();

              // See if real or complex eigenvalue.

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

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

              // Now copy the eigenvector (s) to CVR, CVL.
              if (cinc == 1)
                {
                  for (F77_INT i = 0; i < nn; i++)
                    CVR(i, j) = VR(i, j);

                  if (side == 'B')
                    for (F77_INT i = 0; i < nn; i++)
                      CVL(i, j) = VL(i, j);
                }
              else
                {
                  // Double column; complex vector.

                  for (F77_INT i = 0; i < nn; i++)
                    {
                      CVR(i, j) = Complex (VR(i, j), VR(i, j+1));
                      CVR(i, j+1) = Complex (VR(i, j), -VR(i, j+1));
                    }

                  if (side == 'B')
                    for (F77_INT i = 0; i < nn; i++)
                      {
                        CVL(i, j) = Complex (VL(i, j), VL(i, j+1));
                        CVL(i, j+1) = Complex (VL(i, j), -VL(i, j+1));
                      }
                }

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

  octave_value_list retval (nargout);

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

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

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

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

    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 ();
        }
      OCTAVE_FALLTHROUGH;

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

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

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

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

  return retval;
}

/*
%!test
%! A = [1 2; 0 3];
%! B = [1 0; 0 0];
%! C = [0 1; 0 0];
%! assert (qz (A,B), [1; Inf]);
%! assert (qz (A,C), [Inf; Inf]);

## Example 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);
%! assert (q * a * z, aa, norm (aa) * 1e-14);
%! assert (q * b * z, bb, norm (bb) * 1e-14);
%! is_finite = abs (lambda) < 1 / eps (max (a(:)));
%! observed = (b * v * diag (lambda))(:,is_finite);
%! assert (observed, (a*v)(:,is_finite), norm (observed) * 1e-14);
%! observed = (diag (lambda) * w' * b)(is_finite,:);
%! assert (observed, (w'*a)(is_finite,:), norm (observed) * 1e-13);

%!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);

%!test
%! A = [ -1.03428  0.24929  0.43205 -0.12860;
%!        1.16228  0.27870  2.12954  0.69250;
%!       -0.51524 -0.34939 -0.77820  2.13721;
%!       -1.32941  2.11870  0.72005  1.00835 ];
%! B = [  1.407302 -0.632956 -0.360628  0.068534;
%!        0.149898  0.298248  0.991777  0.023652;
%!        0.169281 -0.405205 -1.775834  1.511730;
%!        0.717770  1.291390 -1.766607 -0.531352 ];
%! [AA, BB, Z, lambda] = qz (A, B, "+");
%! assert (all (real (lambda(1:3)) >= 0));
%! assert (real (lambda(4) < 0));
%! [AA, BB, Z, lambda] = qz (A, B, "-");
%! assert (real (lambda(1) < 0));
%! assert (all (real (lambda(2:4)) >= 0));
%! [AA, BB, Z, lambda] = qz (A, B, "B");
%! assert (all (abs (lambda(1:3)) >= 1));
%! assert (abs (lambda(4) < 1));
%! [AA, BB, Z, lambda] = qz (A, B, "S");
%! assert (abs (lambda(1) < 1));
%! assert (all (abs (lambda(2:4)) >= 1));
*/

OCTAVE_NAMESPACE_END