table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dtgsyl.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dtgsyl.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dtgsyl.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine DTGSYL (trans, ijob, m, n, a, lda, b, ldb, c,
ldc, d, ldd, e, lde, f, ldf, scale, dif, work, lwork, iwork, info)
DTGSYL
Function/Subroutine Documentation¶
subroutine DTGSYL (character trans, integer ijob, integer m, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldc, * ) c, integer ldc, double precision, dimension( ldd, * ) d, integer ldd, double precision, dimension( lde, * ) e, integer lde, double precision, dimension( ldf, * ) f, integer ldf, double precision scale, double precision dif, double precision, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer info)¶
DTGSYL
Purpose:
!> !> DTGSYL solves the generalized Sylvester equation: !> !> A * R - L * B = scale * C (1) !> D * R - L * E = scale * F !> !> where R and L are unknown m-by-n matrices, (A, D), (B, E) and !> (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n, !> respectively, with real entries. (A, D) and (B, E) must be in !> generalized (real) Schur canonical form, i.e. A, B are upper quasi !> triangular and D, E are upper triangular. !> !> The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output !> scaling factor chosen to avoid overflow. !> !> In matrix notation (1) is equivalent to solve Zx = scale b, where !> Z is defined as !> !> Z = [ kron(In, A) -kron(B**T, Im) ] (2) !> [ kron(In, D) -kron(E**T, Im) ]. !> !> Here Ik is the identity matrix of size k and X**T is the transpose of !> X. kron(X, Y) is the Kronecker product between the matrices X and Y. !> !> If TRANS = 'T', DTGSYL solves the transposed system Z**T*y = scale*b, !> which is equivalent to solve for R and L in !> !> A**T * R + D**T * L = scale * C (3) !> R * B**T + L * E**T = scale * -F !> !> This case (TRANS = 'T') is used to compute an one-norm-based estimate !> of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) !> and (B,E), using DLACON. !> !> If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate !> of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the !> reciprocal of the smallest singular value of Z. See [1-2] for more !> information. !> !> This is a level 3 BLAS algorithm. !>
Parameters
TRANS
!> TRANS is CHARACTER*1 !> = 'N': solve the generalized Sylvester equation (1). !> = 'T': solve the 'transposed' system (3). !>
IJOB
!> IJOB is INTEGER !> Specifies what kind of functionality to be performed. !> = 0: solve (1) only. !> = 1: The functionality of 0 and 3. !> = 2: The functionality of 0 and 4. !> = 3: Only an estimate of Dif[(A,D), (B,E)] is computed. !> (look ahead strategy IJOB = 1 is used). !> = 4: Only an estimate of Dif[(A,D), (B,E)] is computed. !> ( DGECON on sub-systems is used ). !> Not referenced if TRANS = 'T'. !>
M
!> M is INTEGER !> The order of the matrices A and D, and the row dimension of !> the matrices C, F, R and L. !>
N
!> N is INTEGER !> The order of the matrices B and E, and the column dimension !> of the matrices C, F, R and L. !>
A
!> A is DOUBLE PRECISION array, dimension (LDA, M) !> The upper quasi triangular matrix A. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1, M). !>
B
!> B is DOUBLE PRECISION array, dimension (LDB, N) !> The upper quasi triangular matrix B. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1, N). !>
C
!> C is DOUBLE PRECISION array, dimension (LDC, N) !> On entry, C contains the right-hand-side of the first matrix !> equation in (1) or (3). !> On exit, if IJOB = 0, 1 or 2, C has been overwritten by !> the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R, !> the solution achieved during the computation of the !> Dif-estimate. !>
LDC
!> LDC is INTEGER !> The leading dimension of the array C. LDC >= max(1, M). !>
D
!> D is DOUBLE PRECISION array, dimension (LDD, M) !> The upper triangular matrix D. !>
LDD
!> LDD is INTEGER !> The leading dimension of the array D. LDD >= max(1, M). !>
E
!> E is DOUBLE PRECISION array, dimension (LDE, N) !> The upper triangular matrix E. !>
LDE
!> LDE is INTEGER !> The leading dimension of the array E. LDE >= max(1, N). !>
F
!> F is DOUBLE PRECISION array, dimension (LDF, N) !> On entry, F contains the right-hand-side of the second matrix !> equation in (1) or (3). !> On exit, if IJOB = 0, 1 or 2, F has been overwritten by !> the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L, !> the solution achieved during the computation of the !> Dif-estimate. !>
LDF
!> LDF is INTEGER !> The leading dimension of the array F. LDF >= max(1, M). !>
DIF
!> DIF is DOUBLE PRECISION !> On exit DIF is the reciprocal of a lower bound of the !> reciprocal of the Dif-function, i.e. DIF is an upper bound of !> Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2). !> IF IJOB = 0 or TRANS = 'T', DIF is not touched. !>
SCALE
!> SCALE is DOUBLE PRECISION !> On exit SCALE is the scaling factor in (1) or (3). !> If 0 < SCALE < 1, C and F hold the solutions R and L, resp., !> to a slightly perturbed system but the input matrices A, B, D !> and E have not been changed. If SCALE = 0, C and F hold the !> solutions R and L, respectively, to the homogeneous system !> with C = F = 0. Normally, SCALE = 1. !>
WORK
!> WORK is DOUBLE PRECISION 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. LWORK > = 1. !> If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N). !> !> 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. !>
IWORK
!> IWORK is INTEGER array, dimension (M+N+6) !>
INFO
!> INFO is INTEGER !> =0: successful exit !> <0: If INFO = -i, the i-th argument had an illegal value. !> >0: (A, D) and (B, E) have common or close eigenvalues. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing
Science, Umea University, S-901 87 Umea, Sweden.
References:
!> !> [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software !> for Solving the Generalized Sylvester Equation and Estimating the !> Separation between Regular Matrix Pairs, Report UMINF - 93.23, !> Department of Computing Science, Umea University, S-901 87 Umea, !> Sweden, December 1993, Revised April 1994, Also as LAPACK Working !> Note 75. To appear in ACM Trans. on Math. Software, Vol 22, !> No 1, 1996. !> !> [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester !> Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal. !> Appl., 15(4):1045-1060, 1994 !> !> [3] B. Kagstrom and L. Westin, Generalized Schur Methods with !> Condition Estimators for Solving the Generalized Sylvester !> Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7, !> July 1989, pp 745-751. !>
Definition at line 296 of file dtgsyl.f.
Author¶
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.12.0 | LAPACK |