table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/ctrsen.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/ctrsen.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/ctrsen.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine CTRSEN (job, compq, select, n, t, ldt, q, ldq,
w, m, s, sep, work, lwork, info)
CTRSEN
Function/Subroutine Documentation¶
subroutine CTRSEN (character job, character compq, logical, dimension( * ) select, integer n, complex, dimension( ldt, * ) t, integer ldt, complex, dimension( ldq, * ) q, integer ldq, complex, dimension( * ) w, integer m, real s, real sep, complex, dimension( * ) work, integer lwork, integer info)¶
CTRSEN
Purpose:
!> !> CTRSEN reorders the Schur factorization of a complex matrix !> A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in !> the leading positions on the diagonal of the upper triangular matrix !> T, and the leading columns of Q form an orthonormal basis of the !> corresponding right invariant subspace. !> !> Optionally the routine computes the reciprocal condition numbers of !> the cluster of eigenvalues and/or the invariant subspace. !>
Parameters
JOB
!> JOB is CHARACTER*1 !> Specifies whether condition numbers are required for the !> cluster of eigenvalues (S) or the invariant subspace (SEP): !> = 'N': none; !> = 'E': for eigenvalues only (S); !> = 'V': for invariant subspace only (SEP); !> = 'B': for both eigenvalues and invariant subspace (S and !> SEP). !>
COMPQ
!> COMPQ is CHARACTER*1 !> = 'V': update the matrix Q of Schur vectors; !> = 'N': do not update Q. !>
SELECT
!> SELECT is LOGICAL array, dimension (N) !> SELECT specifies the eigenvalues in the selected cluster. To !> select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. !>
N
!> N is INTEGER !> The order of the matrix T. N >= 0. !>
T
!> T is COMPLEX array, dimension (LDT,N) !> On entry, the upper triangular matrix T. !> On exit, T is overwritten by the reordered matrix T, with the !> selected eigenvalues as the leading diagonal elements. !>
LDT
!> LDT is INTEGER !> The leading dimension of the array T. LDT >= max(1,N). !>
Q
!> Q is COMPLEX array, dimension (LDQ,N) !> On entry, if COMPQ = 'V', the matrix Q of Schur vectors. !> On exit, if COMPQ = 'V', Q has been postmultiplied by the !> unitary transformation matrix which reorders T; the leading M !> columns of Q form an orthonormal basis for the specified !> invariant subspace. !> If COMPQ = 'N', Q is not referenced. !>
LDQ
!> LDQ is INTEGER !> The leading dimension of the array Q. !> LDQ >= 1; and if COMPQ = 'V', LDQ >= N. !>
W
!> W is COMPLEX array, dimension (N) !> The reordered eigenvalues of T, in the same order as they !> appear on the diagonal of T. !>
M
!> M is INTEGER !> The dimension of the specified invariant subspace. !> 0 <= M <= N. !>
S
!> S is REAL !> If JOB = 'E' or 'B', S is a lower bound on the reciprocal !> condition number for the selected cluster of eigenvalues. !> S cannot underestimate the true reciprocal condition number !> by more than a factor of sqrt(N). If M = 0 or N, S = 1. !> If JOB = 'N' or 'V', S is not referenced. !>
SEP
!> SEP is REAL !> If JOB = 'V' or 'B', SEP is the estimated reciprocal !> condition number of the specified invariant subspace. If !> M = 0 or N, SEP = norm(T). !> If JOB = 'N' or 'E', SEP is not referenced. !>
WORK
!> WORK is COMPLEX array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !>
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. !> If JOB = 'N', LWORK >= 1; !> if JOB = 'E', LWORK = max(1,M*(N-M)); !> if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)). !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> CTRSEN first collects the selected eigenvalues by computing a unitary !> transformation Z to move them to the top left corner of T. In other !> words, the selected eigenvalues are the eigenvalues of T11 in: !> !> Z**H * T * Z = ( T11 T12 ) n1 !> ( 0 T22 ) n2 !> n1 n2 !> !> where N = n1+n2. The first !> n1 columns of Z span the specified invariant subspace of T. !> !> If T has been obtained from the Schur factorization of a matrix !> A = Q*T*Q**H, then the reordered Schur factorization of A is given by !> A = (Q*Z)*(Z**H*T*Z)*(Q*Z)**H, and the first n1 columns of Q*Z span the !> corresponding invariant subspace of A. !> !> The reciprocal condition number of the average of the eigenvalues of !> T11 may be returned in S. S lies between 0 (very badly conditioned) !> and 1 (very well conditioned). It is computed as follows. First we !> compute R so that !> !> P = ( I R ) n1 !> ( 0 0 ) n2 !> n1 n2 !> !> is the projector on the invariant subspace associated with T11. !> R is the solution of the Sylvester equation: !> !> T11*R - R*T22 = T12. !> !> Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote !> the two-norm of M. Then S is computed as the lower bound !> !> (1 + F-norm(R)**2)**(-1/2) !> !> on the reciprocal of 2-norm(P), the true reciprocal condition number. !> S cannot underestimate 1 / 2-norm(P) by more than a factor of !> sqrt(N). !> !> An approximate error bound for the computed average of the !> eigenvalues of T11 is !> !> EPS * norm(T) / S !> !> where EPS is the machine precision. !> !> The reciprocal condition number of the right invariant subspace !> spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. !> SEP is defined as the separation of T11 and T22: !> !> sep( T11, T22 ) = sigma-min( C ) !> !> where sigma-min(C) is the smallest singular value of the !> n1*n2-by-n1*n2 matrix !> !> C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) !> !> I(m) is an m by m identity matrix, and kprod denotes the Kronecker !> product. We estimate sigma-min(C) by the reciprocal of an estimate of !> the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) !> cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). !> !> When SEP is small, small changes in T can cause large changes in !> the invariant subspace. An approximate bound on the maximum angular !> error in the computed right invariant subspace is !> !> EPS * norm(T) / SEP !>
Definition at line 262 of file ctrsen.f.
Author¶
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