Scroll to navigation

tgsna(3) Library Functions Manual tgsna(3)

NAME

tgsna - tgsna: reciprocal cond est

SYNOPSIS

Functions


subroutine CTGSNA (job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr, ldvr, s, dif, mm, m, work, lwork, iwork, info)
CTGSNA subroutine DTGSNA (job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr, ldvr, s, dif, mm, m, work, lwork, iwork, info)
DTGSNA subroutine STGSNA (job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr, ldvr, s, dif, mm, m, work, lwork, iwork, info)
STGSNA subroutine ZTGSNA (job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr, ldvr, s, dif, mm, m, work, lwork, iwork, info)
ZTGSNA

Detailed Description

Function Documentation

subroutine CTGSNA (character job, character howmny, logical, dimension( * ) select, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldvl, * ) vl, integer ldvl, complex, dimension( ldvr, * ) vr, integer ldvr, real, dimension( * ) s, real, dimension( * ) dif, integer mm, integer m, complex, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer info)

CTGSNA

Purpose:

!>
!> CTGSNA estimates reciprocal condition numbers for specified
!> eigenvalues and/or eigenvectors of a matrix pair (A, B).
!>
!> (A, B) must be in generalized Schur canonical form, that is, A and
!> B are both upper triangular.
!> 

Parameters

JOB

!>          JOB is CHARACTER*1
!>          Specifies whether condition numbers are required for
!>          eigenvalues (S) or eigenvectors (DIF):
!>          = 'E': for eigenvalues only (S);
!>          = 'V': for eigenvectors only (DIF);
!>          = 'B': for both eigenvalues and eigenvectors (S and DIF).
!> 

HOWMNY

!>          HOWMNY is CHARACTER*1
!>          = 'A': compute condition numbers for all eigenpairs;
!>          = 'S': compute condition numbers for selected eigenpairs
!>                 specified by the array SELECT.
!> 

SELECT

!>          SELECT is LOGICAL array, dimension (N)
!>          If HOWMNY = 'S', SELECT specifies the eigenpairs for which
!>          condition numbers are required. To select condition numbers
!>          for the corresponding j-th eigenvalue and/or eigenvector,
!>          SELECT(j) must be set to .TRUE..
!>          If HOWMNY = 'A', SELECT is not referenced.
!> 

N

!>          N is INTEGER
!>          The order of the square matrix pair (A, B). N >= 0.
!> 

A

!>          A is COMPLEX array, dimension (LDA,N)
!>          The upper triangular matrix A in the pair (A,B).
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,N).
!> 

B

!>          B is COMPLEX array, dimension (LDB,N)
!>          The upper triangular matrix B in the pair (A, B).
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of the array B. LDB >= max(1,N).
!> 

VL

!>          VL is COMPLEX array, dimension (LDVL,M)
!>          IF JOB = 'E' or 'B', VL must contain left eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT.  The eigenvectors must be stored in consecutive
!>          columns of VL, as returned by CTGEVC.
!>          If JOB = 'V', VL is not referenced.
!> 

LDVL

!>          LDVL is INTEGER
!>          The leading dimension of the array VL. LDVL >= 1; and
!>          If JOB = 'E' or 'B', LDVL >= N.
!> 

VR

!>          VR is COMPLEX array, dimension (LDVR,M)
!>          IF JOB = 'E' or 'B', VR must contain right eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT.  The eigenvectors must be stored in consecutive
!>          columns of VR, as returned by CTGEVC.
!>          If JOB = 'V', VR is not referenced.
!> 

LDVR

!>          LDVR is INTEGER
!>          The leading dimension of the array VR. LDVR >= 1;
!>          If JOB = 'E' or 'B', LDVR >= N.
!> 

S

!>          S is REAL array, dimension (MM)
!>          If JOB = 'E' or 'B', the reciprocal condition numbers of the
!>          selected eigenvalues, stored in consecutive elements of the
!>          array.
!>          If JOB = 'V', S is not referenced.
!> 

DIF

!>          DIF is REAL array, dimension (MM)
!>          If JOB = 'V' or 'B', the estimated reciprocal condition
!>          numbers of the selected eigenvectors, stored in consecutive
!>          elements of the array.
!>          If the eigenvalues cannot be reordered to compute DIF(j),
!>          DIF(j) is set to 0; this can only occur when the true value
!>          would be very small anyway.
!>          For each eigenvalue/vector specified by SELECT, DIF stores
!>          a Frobenius norm-based estimate of Difl.
!>          If JOB = 'E', DIF is not referenced.
!> 

MM

!>          MM is INTEGER
!>          The number of elements in the arrays S and DIF. MM >= M.
!> 

M

!>          M is INTEGER
!>          The number of elements of the arrays S and DIF used to store
!>          the specified condition numbers; for each selected eigenvalue
!>          one element is used. If HOWMNY = 'A', M is set to N.
!> 

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. LWORK >= max(1,N).
!>          If JOB = 'V' or 'B', LWORK >= max(1,2*N*N).
!> 

IWORK

!>          IWORK is INTEGER array, dimension (N+2)
!>          If JOB = 'E', IWORK is not referenced.
!> 

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:

!>
!>  The reciprocal of the condition number of the i-th generalized
!>  eigenvalue w = (a, b) is defined as
!>
!>          S(I) = (|v**HAu|**2 + |v**HBu|**2)**(1/2) / (norm(u)*norm(v))
!>
!>  where u and v are the right and left eigenvectors of (A, B)
!>  corresponding to w; |z| denotes the absolute value of the complex
!>  number, and norm(u) denotes the 2-norm of the vector u. The pair
!>  (a, b) corresponds to an eigenvalue w = a/b (= v**HAu/v**HBu) of the
!>  matrix pair (A, B). If both a and b equal zero, then (A,B) is
!>  singular and S(I) = -1 is returned.
!>
!>  An approximate error bound on the chordal distance between the i-th
!>  computed generalized eigenvalue w and the corresponding exact
!>  eigenvalue lambda is
!>
!>          chord(w, lambda) <=   EPS * norm(A, B) / S(I),
!>
!>  where EPS is the machine precision.
!>
!>  The reciprocal of the condition number of the right eigenvector u
!>  and left eigenvector v corresponding to the generalized eigenvalue w
!>  is defined as follows. Suppose
!>
!>                   (A, B) = ( a   *  ) ( b  *  )  1
!>                            ( 0  A22 ),( 0 B22 )  n-1
!>                              1  n-1     1 n-1
!>
!>  Then the reciprocal condition number DIF(I) is
!>
!>          Difl[(a, b), (A22, B22)]  = sigma-min( Zl )
!>
!>  where sigma-min(Zl) denotes the smallest singular value of
!>
!>         Zl = [ kron(a, In-1) -kron(1, A22) ]
!>              [ kron(b, In-1) -kron(1, B22) ].
!>
!>  Here In-1 is the identity matrix of size n-1 and X**H is the conjugate
!>  transpose of X. kron(X, Y) is the Kronecker product between the
!>  matrices X and Y.
!>
!>  We approximate the smallest singular value of Zl with an upper
!>  bound. This is done by CLATDF.
!>
!>  An approximate error bound for a computed eigenvector VL(i) or
!>  VR(i) is given by
!>
!>                      EPS * norm(A, B) / DIF(i).
!>
!>  See ref. [2-3] for more details and further references.
!> 

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:

!>
!>  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
!>      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
!>      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
!>      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
!>
!>  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
!>      Eigenvalues of a Regular Matrix Pair (A, B) and Condition
!>      Estimation: Theory, Algorithms and Software, Report
!>      UMINF - 94.04, Department of Computing Science, Umea University,
!>      S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
!>      To appear in Numerical Algorithms, 1996.
!>
!>  [3] 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.
!> 

Definition at line 308 of file ctgsna.f.

subroutine DTGSNA (character job, character howmny, logical, dimension( * ) select, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldvl, * ) vl, integer ldvl, double precision, dimension( ldvr, * ) vr, integer ldvr, double precision, dimension( * ) s, double precision, dimension( * ) dif, integer mm, integer m, double precision, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer info)

DTGSNA

Purpose:

!>
!> DTGSNA estimates reciprocal condition numbers for specified
!> eigenvalues and/or eigenvectors of a matrix pair (A, B) in
!> generalized real Schur canonical form (or of any matrix pair
!> (Q*A*Z**T, Q*B*Z**T) with orthogonal matrices Q and Z, where
!> Z**T denotes the transpose of Z.
!>
!> (A, B) must be in generalized real Schur form (as returned by DGGES),
!> i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
!> blocks. B is upper triangular.
!>
!> 

Parameters

JOB

!>          JOB is CHARACTER*1
!>          Specifies whether condition numbers are required for
!>          eigenvalues (S) or eigenvectors (DIF):
!>          = 'E': for eigenvalues only (S);
!>          = 'V': for eigenvectors only (DIF);
!>          = 'B': for both eigenvalues and eigenvectors (S and DIF).
!> 

HOWMNY

!>          HOWMNY is CHARACTER*1
!>          = 'A': compute condition numbers for all eigenpairs;
!>          = 'S': compute condition numbers for selected eigenpairs
!>                 specified by the array SELECT.
!> 

SELECT

!>          SELECT is LOGICAL array, dimension (N)
!>          If HOWMNY = 'S', SELECT specifies the eigenpairs for which
!>          condition numbers are required. To select condition numbers
!>          for the eigenpair corresponding to a real eigenvalue w(j),
!>          SELECT(j) must be set to .TRUE.. To select condition numbers
!>          corresponding to a complex conjugate pair of eigenvalues w(j)
!>          and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
!>          set to .TRUE..
!>          If HOWMNY = 'A', SELECT is not referenced.
!> 

N

!>          N is INTEGER
!>          The order of the square matrix pair (A, B). N >= 0.
!> 

A

!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          The upper quasi-triangular matrix A in the pair (A,B).
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,N).
!> 

B

!>          B is DOUBLE PRECISION array, dimension (LDB,N)
!>          The upper triangular matrix B in the pair (A,B).
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of the array B. LDB >= max(1,N).
!> 

VL

!>          VL is DOUBLE PRECISION array, dimension (LDVL,M)
!>          If JOB = 'E' or 'B', VL must contain left eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT. The eigenvectors must be stored in consecutive
!>          columns of VL, as returned by DTGEVC.
!>          If JOB = 'V', VL is not referenced.
!> 

LDVL

!>          LDVL is INTEGER
!>          The leading dimension of the array VL. LDVL >= 1.
!>          If JOB = 'E' or 'B', LDVL >= N.
!> 

VR

!>          VR is DOUBLE PRECISION array, dimension (LDVR,M)
!>          If JOB = 'E' or 'B', VR must contain right eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT. The eigenvectors must be stored in consecutive
!>          columns ov VR, as returned by DTGEVC.
!>          If JOB = 'V', VR is not referenced.
!> 

LDVR

!>          LDVR is INTEGER
!>          The leading dimension of the array VR. LDVR >= 1.
!>          If JOB = 'E' or 'B', LDVR >= N.
!> 

S

!>          S is DOUBLE PRECISION array, dimension (MM)
!>          If JOB = 'E' or 'B', the reciprocal condition numbers of the
!>          selected eigenvalues, stored in consecutive elements of the
!>          array. For a complex conjugate pair of eigenvalues two
!>          consecutive elements of S are set to the same value. Thus
!>          S(j), DIF(j), and the j-th columns of VL and VR all
!>          correspond to the same eigenpair (but not in general the
!>          j-th eigenpair, unless all eigenpairs are selected).
!>          If JOB = 'V', S is not referenced.
!> 

DIF

!>          DIF is DOUBLE PRECISION array, dimension (MM)
!>          If JOB = 'V' or 'B', the estimated reciprocal condition
!>          numbers of the selected eigenvectors, stored in consecutive
!>          elements of the array. For a complex eigenvector two
!>          consecutive elements of DIF are set to the same value. If
!>          the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
!>          is set to 0; this can only occur when the true value would be
!>          very small anyway.
!>          If JOB = 'E', DIF is not referenced.
!> 

MM

!>          MM is INTEGER
!>          The number of elements in the arrays S and DIF. MM >= M.
!> 

M

!>          M is INTEGER
!>          The number of elements of the arrays S and DIF used to store
!>          the specified condition numbers; for each selected real
!>          eigenvalue one element is used, and for each selected complex
!>          conjugate pair of eigenvalues, two elements are used.
!>          If HOWMNY = 'A', M is set to N.
!> 

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 >= max(1,N).
!>          If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.
!>
!>          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 (N + 6)
!>          If JOB = 'E', IWORK is not referenced.
!> 

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:

!>
!>  The reciprocal of the condition number of a generalized eigenvalue
!>  w = (a, b) is defined as
!>
!>       S(w) = (|u**TAv|**2 + |u**TBv|**2)**(1/2) / (norm(u)*norm(v))
!>
!>  where u and v are the left and right eigenvectors of (A, B)
!>  corresponding to w; |z| denotes the absolute value of the complex
!>  number, and norm(u) denotes the 2-norm of the vector u.
!>  The pair (a, b) corresponds to an eigenvalue w = a/b (= u**TAv/u**TBv)
!>  of the matrix pair (A, B). If both a and b equal zero, then (A B) is
!>  singular and S(I) = -1 is returned.
!>
!>  An approximate error bound on the chordal distance between the i-th
!>  computed generalized eigenvalue w and the corresponding exact
!>  eigenvalue lambda is
!>
!>       chord(w, lambda) <= EPS * norm(A, B) / S(I)
!>
!>  where EPS is the machine precision.
!>
!>  The reciprocal of the condition number DIF(i) of right eigenvector u
!>  and left eigenvector v corresponding to the generalized eigenvalue w
!>  is defined as follows:
!>
!>  a) If the i-th eigenvalue w = (a,b) is real
!>
!>     Suppose U and V are orthogonal transformations such that
!>
!>              U**T*(A, B)*V  = (S, T) = ( a   *  ) ( b  *  )  1
!>                                        ( 0  S22 ),( 0 T22 )  n-1
!>                                          1  n-1     1 n-1
!>
!>     Then the reciprocal condition number DIF(i) is
!>
!>                Difl((a, b), (S22, T22)) = sigma-min( Zl ),
!>
!>     where sigma-min(Zl) denotes the smallest singular value of the
!>     2(n-1)-by-2(n-1) matrix
!>
!>         Zl = [ kron(a, In-1)  -kron(1, S22) ]
!>              [ kron(b, In-1)  -kron(1, T22) ] .
!>
!>     Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
!>     Kronecker product between the matrices X and Y.
!>
!>     Note that if the default method for computing DIF(i) is wanted
!>     (see DLATDF), then the parameter DIFDRI (see below) should be
!>     changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
!>     See DTGSYL for more details.
!>
!>  b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
!>
!>     Suppose U and V are orthogonal transformations such that
!>
!>              U**T*(A, B)*V = (S, T) = ( S11  *   ) ( T11  *  )  2
!>                                       ( 0    S22 ),( 0    T22) n-2
!>                                         2    n-2     2    n-2
!>
!>     and (S11, T11) corresponds to the complex conjugate eigenvalue
!>     pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
!>     that
!>
!>       U1**T*S11*V1 = ( s11 s12 ) and U1**T*T11*V1 = ( t11 t12 )
!>                      (  0  s22 )                    (  0  t22 )
!>
!>     where the generalized eigenvalues w = s11/t11 and
!>     conjg(w) = s22/t22.
!>
!>     Then the reciprocal condition number DIF(i) is bounded by
!>
!>         min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
!>
!>     where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
!>     Z1 is the complex 2-by-2 matrix
!>
!>              Z1 =  [ s11  -s22 ]
!>                    [ t11  -t22 ],
!>
!>     This is done by computing (using real arithmetic) the
!>     roots of the characteristical polynomial det(Z1**T * Z1 - lambda I),
!>     where Z1**T denotes the transpose of Z1 and det(X) denotes
!>     the determinant of X.
!>
!>     and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
!>     upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
!>
!>              Z2 = [ kron(S11**T, In-2)  -kron(I2, S22) ]
!>                   [ kron(T11**T, In-2)  -kron(I2, T22) ]
!>
!>     Note that if the default method for computing DIF is wanted (see
!>     DLATDF), then the parameter DIFDRI (see below) should be changed
!>     from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
!>     for more details.
!>
!>  For each eigenvalue/vector specified by SELECT, DIF stores a
!>  Frobenius norm-based estimate of Difl.
!>
!>  An approximate error bound for the i-th computed eigenvector VL(i) or
!>  VR(i) is given by
!>
!>             EPS * norm(A, B) / DIF(i).
!>
!>  See ref. [2-3] for more details and further references.
!> 

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:

!>
!>  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
!>      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
!>      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
!>      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
!>
!>  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
!>      Eigenvalues of a Regular Matrix Pair (A, B) and Condition
!>      Estimation: Theory, Algorithms and Software,
!>      Report UMINF - 94.04, Department of Computing Science, Umea
!>      University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
!>      Note 87. To appear in Numerical Algorithms, 1996.
!>
!>  [3] 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.
!> 

Definition at line 378 of file dtgsna.f.

subroutine STGSNA (character job, character howmny, logical, dimension( * ) select, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real, dimension( ldvl, * ) vl, integer ldvl, real, dimension( ldvr, * ) vr, integer ldvr, real, dimension( * ) s, real, dimension( * ) dif, integer mm, integer m, real, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer info)

STGSNA

Purpose:

!>
!> STGSNA estimates reciprocal condition numbers for specified
!> eigenvalues and/or eigenvectors of a matrix pair (A, B) in
!> generalized real Schur canonical form (or of any matrix pair
!> (Q*A*Z**T, Q*B*Z**T) with orthogonal matrices Q and Z, where
!> Z**T denotes the transpose of Z.
!>
!> (A, B) must be in generalized real Schur form (as returned by SGGES),
!> i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
!> blocks. B is upper triangular.
!>
!> 

Parameters

JOB

!>          JOB is CHARACTER*1
!>          Specifies whether condition numbers are required for
!>          eigenvalues (S) or eigenvectors (DIF):
!>          = 'E': for eigenvalues only (S);
!>          = 'V': for eigenvectors only (DIF);
!>          = 'B': for both eigenvalues and eigenvectors (S and DIF).
!> 

HOWMNY

!>          HOWMNY is CHARACTER*1
!>          = 'A': compute condition numbers for all eigenpairs;
!>          = 'S': compute condition numbers for selected eigenpairs
!>                 specified by the array SELECT.
!> 

SELECT

!>          SELECT is LOGICAL array, dimension (N)
!>          If HOWMNY = 'S', SELECT specifies the eigenpairs for which
!>          condition numbers are required. To select condition numbers
!>          for the eigenpair corresponding to a real eigenvalue w(j),
!>          SELECT(j) must be set to .TRUE.. To select condition numbers
!>          corresponding to a complex conjugate pair of eigenvalues w(j)
!>          and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
!>          set to .TRUE..
!>          If HOWMNY = 'A', SELECT is not referenced.
!> 

N

!>          N is INTEGER
!>          The order of the square matrix pair (A, B). N >= 0.
!> 

A

!>          A is REAL array, dimension (LDA,N)
!>          The upper quasi-triangular matrix A in the pair (A,B).
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,N).
!> 

B

!>          B is REAL array, dimension (LDB,N)
!>          The upper triangular matrix B in the pair (A,B).
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of the array B. LDB >= max(1,N).
!> 

VL

!>          VL is REAL array, dimension (LDVL,M)
!>          If JOB = 'E' or 'B', VL must contain left eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT. The eigenvectors must be stored in consecutive
!>          columns of VL, as returned by STGEVC.
!>          If JOB = 'V', VL is not referenced.
!> 

LDVL

!>          LDVL is INTEGER
!>          The leading dimension of the array VL. LDVL >= 1.
!>          If JOB = 'E' or 'B', LDVL >= N.
!> 

VR

!>          VR is REAL array, dimension (LDVR,M)
!>          If JOB = 'E' or 'B', VR must contain right eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT. The eigenvectors must be stored in consecutive
!>          columns ov VR, as returned by STGEVC.
!>          If JOB = 'V', VR is not referenced.
!> 

LDVR

!>          LDVR is INTEGER
!>          The leading dimension of the array VR. LDVR >= 1.
!>          If JOB = 'E' or 'B', LDVR >= N.
!> 

S

!>          S is REAL array, dimension (MM)
!>          If JOB = 'E' or 'B', the reciprocal condition numbers of the
!>          selected eigenvalues, stored in consecutive elements of the
!>          array. For a complex conjugate pair of eigenvalues two
!>          consecutive elements of S are set to the same value. Thus
!>          S(j), DIF(j), and the j-th columns of VL and VR all
!>          correspond to the same eigenpair (but not in general the
!>          j-th eigenpair, unless all eigenpairs are selected).
!>          If JOB = 'V', S is not referenced.
!> 

DIF

!>          DIF is REAL array, dimension (MM)
!>          If JOB = 'V' or 'B', the estimated reciprocal condition
!>          numbers of the selected eigenvectors, stored in consecutive
!>          elements of the array. For a complex eigenvector two
!>          consecutive elements of DIF are set to the same value. If
!>          the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
!>          is set to 0; this can only occur when the true value would be
!>          very small anyway.
!>          If JOB = 'E', DIF is not referenced.
!> 

MM

!>          MM is INTEGER
!>          The number of elements in the arrays S and DIF. MM >= M.
!> 

M

!>          M is INTEGER
!>          The number of elements of the arrays S and DIF used to store
!>          the specified condition numbers; for each selected real
!>          eigenvalue one element is used, and for each selected complex
!>          conjugate pair of eigenvalues, two elements are used.
!>          If HOWMNY = 'A', M is set to N.
!> 

WORK

!>          WORK is REAL 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 >= max(1,N).
!>          If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.
!>
!>          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 (N + 6)
!>          If JOB = 'E', IWORK is not referenced.
!> 

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:

!>
!>  The reciprocal of the condition number of a generalized eigenvalue
!>  w = (a, b) is defined as
!>
!>       S(w) = (|u**TAv|**2 + |u**TBv|**2)**(1/2) / (norm(u)*norm(v))
!>
!>  where u and v are the left and right eigenvectors of (A, B)
!>  corresponding to w; |z| denotes the absolute value of the complex
!>  number, and norm(u) denotes the 2-norm of the vector u.
!>  The pair (a, b) corresponds to an eigenvalue w = a/b (= u**TAv/u**TBv)
!>  of the matrix pair (A, B). If both a and b equal zero, then (A B) is
!>  singular and S(I) = -1 is returned.
!>
!>  An approximate error bound on the chordal distance between the i-th
!>  computed generalized eigenvalue w and the corresponding exact
!>  eigenvalue lambda is
!>
!>       chord(w, lambda) <= EPS * norm(A, B) / S(I)
!>
!>  where EPS is the machine precision.
!>
!>  The reciprocal of the condition number DIF(i) of right eigenvector u
!>  and left eigenvector v corresponding to the generalized eigenvalue w
!>  is defined as follows:
!>
!>  a) If the i-th eigenvalue w = (a,b) is real
!>
!>     Suppose U and V are orthogonal transformations such that
!>
!>              U**T*(A, B)*V  = (S, T) = ( a   *  ) ( b  *  )  1
!>                                        ( 0  S22 ),( 0 T22 )  n-1
!>                                          1  n-1     1 n-1
!>
!>     Then the reciprocal condition number DIF(i) is
!>
!>                Difl((a, b), (S22, T22)) = sigma-min( Zl ),
!>
!>     where sigma-min(Zl) denotes the smallest singular value of the
!>     2(n-1)-by-2(n-1) matrix
!>
!>         Zl = [ kron(a, In-1)  -kron(1, S22) ]
!>              [ kron(b, In-1)  -kron(1, T22) ] .
!>
!>     Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
!>     Kronecker product between the matrices X and Y.
!>
!>     Note that if the default method for computing DIF(i) is wanted
!>     (see SLATDF), then the parameter DIFDRI (see below) should be
!>     changed from 3 to 4 (routine SLATDF(IJOB = 2 will be used)).
!>     See STGSYL for more details.
!>
!>  b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
!>
!>     Suppose U and V are orthogonal transformations such that
!>
!>              U**T*(A, B)*V = (S, T) = ( S11  *   ) ( T11  *  )  2
!>                                       ( 0    S22 ),( 0    T22) n-2
!>                                         2    n-2     2    n-2
!>
!>     and (S11, T11) corresponds to the complex conjugate eigenvalue
!>     pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
!>     that
!>
!>       U1**T*S11*V1 = ( s11 s12 ) and U1**T*T11*V1 = ( t11 t12 )
!>                      (  0  s22 )                    (  0  t22 )
!>
!>     where the generalized eigenvalues w = s11/t11 and
!>     conjg(w) = s22/t22.
!>
!>     Then the reciprocal condition number DIF(i) is bounded by
!>
!>         min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
!>
!>     where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
!>     Z1 is the complex 2-by-2 matrix
!>
!>              Z1 =  [ s11  -s22 ]
!>                    [ t11  -t22 ],
!>
!>     This is done by computing (using real arithmetic) the
!>     roots of the characteristical polynomial det(Z1**T * Z1 - lambda I),
!>     where Z1**T denotes the transpose of Z1 and det(X) denotes
!>     the determinant of X.
!>
!>     and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
!>     upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
!>
!>              Z2 = [ kron(S11**T, In-2)  -kron(I2, S22) ]
!>                   [ kron(T11**T, In-2)  -kron(I2, T22) ]
!>
!>     Note that if the default method for computing DIF is wanted (see
!>     SLATDF), then the parameter DIFDRI (see below) should be changed
!>     from 3 to 4 (routine SLATDF(IJOB = 2 will be used)). See STGSYL
!>     for more details.
!>
!>  For each eigenvalue/vector specified by SELECT, DIF stores a
!>  Frobenius norm-based estimate of Difl.
!>
!>  An approximate error bound for the i-th computed eigenvector VL(i) or
!>  VR(i) is given by
!>
!>             EPS * norm(A, B) / DIF(i).
!>
!>  See ref. [2-3] for more details and further references.
!> 

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:

!>
!>  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
!>      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
!>      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
!>      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
!>
!>  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
!>      Eigenvalues of a Regular Matrix Pair (A, B) and Condition
!>      Estimation: Theory, Algorithms and Software,
!>      Report UMINF - 94.04, Department of Computing Science, Umea
!>      University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
!>      Note 87. To appear in Numerical Algorithms, 1996.
!>
!>  [3] 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.
!> 

Definition at line 378 of file stgsna.f.

subroutine ZTGSNA (character job, character howmny, logical, dimension( * ) select, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldvl, * ) vl, integer ldvl, complex*16, dimension( ldvr, * ) vr, integer ldvr, double precision, dimension( * ) s, double precision, dimension( * ) dif, integer mm, integer m, complex*16, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer info)

ZTGSNA

Purpose:

!>
!> ZTGSNA estimates reciprocal condition numbers for specified
!> eigenvalues and/or eigenvectors of a matrix pair (A, B).
!>
!> (A, B) must be in generalized Schur canonical form, that is, A and
!> B are both upper triangular.
!> 

Parameters

JOB

!>          JOB is CHARACTER*1
!>          Specifies whether condition numbers are required for
!>          eigenvalues (S) or eigenvectors (DIF):
!>          = 'E': for eigenvalues only (S);
!>          = 'V': for eigenvectors only (DIF);
!>          = 'B': for both eigenvalues and eigenvectors (S and DIF).
!> 

HOWMNY

!>          HOWMNY is CHARACTER*1
!>          = 'A': compute condition numbers for all eigenpairs;
!>          = 'S': compute condition numbers for selected eigenpairs
!>                 specified by the array SELECT.
!> 

SELECT

!>          SELECT is LOGICAL array, dimension (N)
!>          If HOWMNY = 'S', SELECT specifies the eigenpairs for which
!>          condition numbers are required. To select condition numbers
!>          for the corresponding j-th eigenvalue and/or eigenvector,
!>          SELECT(j) must be set to .TRUE..
!>          If HOWMNY = 'A', SELECT is not referenced.
!> 

N

!>          N is INTEGER
!>          The order of the square matrix pair (A, B). N >= 0.
!> 

A

!>          A is COMPLEX*16 array, dimension (LDA,N)
!>          The upper triangular matrix A in the pair (A,B).
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,N).
!> 

B

!>          B is COMPLEX*16 array, dimension (LDB,N)
!>          The upper triangular matrix B in the pair (A, B).
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of the array B. LDB >= max(1,N).
!> 

VL

!>          VL is COMPLEX*16 array, dimension (LDVL,M)
!>          IF JOB = 'E' or 'B', VL must contain left eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT.  The eigenvectors must be stored in consecutive
!>          columns of VL, as returned by ZTGEVC.
!>          If JOB = 'V', VL is not referenced.
!> 

LDVL

!>          LDVL is INTEGER
!>          The leading dimension of the array VL. LDVL >= 1; and
!>          If JOB = 'E' or 'B', LDVL >= N.
!> 

VR

!>          VR is COMPLEX*16 array, dimension (LDVR,M)
!>          IF JOB = 'E' or 'B', VR must contain right eigenvectors of
!>          (A, B), corresponding to the eigenpairs specified by HOWMNY
!>          and SELECT.  The eigenvectors must be stored in consecutive
!>          columns of VR, as returned by ZTGEVC.
!>          If JOB = 'V', VR is not referenced.
!> 

LDVR

!>          LDVR is INTEGER
!>          The leading dimension of the array VR. LDVR >= 1;
!>          If JOB = 'E' or 'B', LDVR >= N.
!> 

S

!>          S is DOUBLE PRECISION array, dimension (MM)
!>          If JOB = 'E' or 'B', the reciprocal condition numbers of the
!>          selected eigenvalues, stored in consecutive elements of the
!>          array.
!>          If JOB = 'V', S is not referenced.
!> 

DIF

!>          DIF is DOUBLE PRECISION array, dimension (MM)
!>          If JOB = 'V' or 'B', the estimated reciprocal condition
!>          numbers of the selected eigenvectors, stored in consecutive
!>          elements of the array.
!>          If the eigenvalues cannot be reordered to compute DIF(j),
!>          DIF(j) is set to 0; this can only occur when the true value
!>          would be very small anyway.
!>          For each eigenvalue/vector specified by SELECT, DIF stores
!>          a Frobenius norm-based estimate of Difl.
!>          If JOB = 'E', DIF is not referenced.
!> 

MM

!>          MM is INTEGER
!>          The number of elements in the arrays S and DIF. MM >= M.
!> 

M

!>          M is INTEGER
!>          The number of elements of the arrays S and DIF used to store
!>          the specified condition numbers; for each selected eigenvalue
!>          one element is used. If HOWMNY = 'A', M is set to N.
!> 

WORK

!>          WORK is COMPLEX*16 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 >= max(1,N).
!>          If JOB = 'V' or 'B', LWORK >= max(1,2*N*N).
!> 

IWORK

!>          IWORK is INTEGER array, dimension (N+2)
!>          If JOB = 'E', IWORK is not referenced.
!> 

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:

!>
!>  The reciprocal of the condition number of the i-th generalized
!>  eigenvalue w = (a, b) is defined as
!>
!>          S(I) = (|v**HAu|**2 + |v**HBu|**2)**(1/2) / (norm(u)*norm(v))
!>
!>  where u and v are the right and left eigenvectors of (A, B)
!>  corresponding to w; |z| denotes the absolute value of the complex
!>  number, and norm(u) denotes the 2-norm of the vector u. The pair
!>  (a, b) corresponds to an eigenvalue w = a/b (= v**HAu/v**HBu) of the
!>  matrix pair (A, B). If both a and b equal zero, then (A,B) is
!>  singular and S(I) = -1 is returned.
!>
!>  An approximate error bound on the chordal distance between the i-th
!>  computed generalized eigenvalue w and the corresponding exact
!>  eigenvalue lambda is
!>
!>          chord(w, lambda) <=   EPS * norm(A, B) / S(I),
!>
!>  where EPS is the machine precision.
!>
!>  The reciprocal of the condition number of the right eigenvector u
!>  and left eigenvector v corresponding to the generalized eigenvalue w
!>  is defined as follows. Suppose
!>
!>                   (A, B) = ( a   *  ) ( b  *  )  1
!>                            ( 0  A22 ),( 0 B22 )  n-1
!>                              1  n-1     1 n-1
!>
!>  Then the reciprocal condition number DIF(I) is
!>
!>          Difl[(a, b), (A22, B22)]  = sigma-min( Zl )
!>
!>  where sigma-min(Zl) denotes the smallest singular value of
!>
!>         Zl = [ kron(a, In-1) -kron(1, A22) ]
!>              [ kron(b, In-1) -kron(1, B22) ].
!>
!>  Here In-1 is the identity matrix of size n-1 and X**H is the conjugate
!>  transpose of X. kron(X, Y) is the Kronecker product between the
!>  matrices X and Y.
!>
!>  We approximate the smallest singular value of Zl with an upper
!>  bound. This is done by ZLATDF.
!>
!>  An approximate error bound for a computed eigenvector VL(i) or
!>  VR(i) is given by
!>
!>                      EPS * norm(A, B) / DIF(i).
!>
!>  See ref. [2-3] for more details and further references.
!> 

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:

!>
!>  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
!>      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
!>      M.S. Moonen et al (eds), Linear Algebra for Large Scale and
!>      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
!>
!>  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
!>      Eigenvalues of a Regular Matrix Pair (A, B) and Condition
!>      Estimation: Theory, Algorithms and Software, Report
!>      UMINF - 94.04, Department of Computing Science, Umea University,
!>      S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
!>      To appear in Numerical Algorithms, 1996.
!>
!>  [3] 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.
!> 

Definition at line 308 of file ztgsna.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Version 3.12.0 LAPACK