int ctgsna_(char *job, char *howmny, int *select,
int *n, complex *a, int *lda, complex *b, int *ldb,
complex *vl, int *ldvl, complex *vr, int *ldvr, float *s, float
*dif, int *mm, int *m, complex *work, int *lwork, int
*iwork, int *info)
{
/* System generated locals */
int a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1,
vr_offset, i__1;
float r__1, r__2;
complex q__1;
/* Builtin functions */
double c_abs(complex *);
/* Local variables */
int i__, k, n1, n2, ks;
float eps, cond;
int ierr, ifst;
float lnrm;
complex yhax, yhbx;
int ilst;
float rnrm, scale;
extern /* Complex */ VOID cdotc_(complex *, int *, complex *, int
*, complex *, int *);
extern int lsame_(char *, char *);
extern int cgemv_(char *, int *, int *, complex *
, complex *, int *, complex *, int *, complex *, complex *
, int *);
int lwmin;
int wants;
complex dummy[1];
extern double scnrm2_(int *, complex *, int *), slapy2_(float *
, float *);
complex dummy1[1];
extern int slabad_(float *, float *);
extern double slamch_(char *);
extern int clacpy_(char *, int *, int *, complex
*, int *, complex *, int *), ctgexc_(int *,
int *, int *, complex *, int *, complex *, int *,
complex *, int *, complex *, int *, int *, int *,
int *), xerbla_(char *, int *);
float bignum;
int wantbh, wantdf, somcon;
extern int ctgsyl_(char *, int *, int *, int
*, complex *, int *, complex *, int *, complex *, int
*, complex *, int *, complex *, int *, complex *, int
*, float *, float *, complex *, int *, int *, int *);
float smlnum;
int lquery;
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* 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. */
/* Arguments */
/* ========= */
/* JOB (input) 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 (input) CHARACTER*1 */
/* = 'A': compute condition numbers for all eigenpairs; */
/* = 'S': compute condition numbers for selected eigenpairs */
/* specified by the array SELECT. */
/* SELECT (input) 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 (input) INTEGER */
/* The order of the square matrix pair (A, B). N >= 0. */
/* A (input) COMPLEX array, dimension (LDA,N) */
/* The upper triangular matrix A in the pair (A,B). */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= MAX(1,N). */
/* B (input) COMPLEX array, dimension (LDB,N) */
/* The upper triangular matrix B in the pair (A, B). */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= MAX(1,N). */
/* VL (input) 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 (input) INTEGER */
/* The leading dimension of the array VL. LDVL >= 1; and */
/* If JOB = 'E' or 'B', LDVL >= N. */
/* VR (input) 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 (input) INTEGER */
/* The leading dimension of the array VR. LDVR >= 1; */
/* If JOB = 'E' or 'B', LDVR >= N. */
/* S (output) 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 (output) 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 (input) INTEGER */
/* The number of elements in the arrays S and DIF. MM >= M. */
/* M (output) 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 (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. LWORK >= MAX(1,N). */
/* If JOB = 'V' or 'B', LWORK >= MAX(1,2*N*N). */
/* IWORK (workspace) INTEGER array, dimension (N+2) */
/* If JOB = 'E', IWORK is not referenced. */
/* INFO (output) INTEGER */
/* = 0: Successful exit */
/* < 0: If INFO = -i, the i-th argument had an illegal value */
/* Further Details */
/* =============== */
/* The reciprocal of the condition number of the i-th generalized */
/* eigenvalue w = (a, b) is defined as */
/* S(I) = (|v'Au|**2 + |v'Bu|**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'Au/v'Bu) 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' 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. */
/* Based on contributions by */
/* 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. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters */
/* Parameter adjustments */
--select;
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--s;
--dif;
--work;
--iwork;
/* Function Body */
wantbh = lsame_(job, "B");
wants = lsame_(job, "E") || wantbh;
wantdf = lsame_(job, "V") || wantbh;
somcon = lsame_(howmny, "S");
*info = 0;
lquery = *lwork == -1;
if (! wants && ! wantdf) {
*info = -1;
} else if (! lsame_(howmny, "A") && ! somcon) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*lda < MAX(1,*n)) {
*info = -6;
} else if (*ldb < MAX(1,*n)) {
*info = -8;
} else if (wants && *ldvl < *n) {
*info = -10;
} else if (wants && *ldvr < *n) {
*info = -12;
} else {
/* Set M to the number of eigenpairs for which condition numbers */
/* are required, and test MM. */
if (somcon) {
*m = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (select[k]) {
++(*m);
}
/* L10: */
}
} else {
*m = *n;
}
if (*n == 0) {
lwmin = 1;
} else if (lsame_(job, "V") || lsame_(job,
"B")) {
lwmin = (*n << 1) * *n;
} else {
lwmin = *n;
}
work[1].r = (float) lwmin, work[1].i = 0.f;
if (*mm < *m) {
*info = -15;
} else if (*lwork < lwmin && ! lquery) {
*info = -18;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("CTGSNA", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Get machine constants */
eps = slamch_("P");
smlnum = slamch_("S") / eps;
bignum = 1.f / smlnum;
slabad_(&smlnum, &bignum);
ks = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
/* Determine whether condition numbers are required for the k-th */
/* eigenpair. */
if (somcon) {
if (! select[k]) {
goto L20;
}
}
++ks;
if (wants) {
/* Compute the reciprocal condition number of the k-th */
/* eigenvalue. */
rnrm = scnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
lnrm = scnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
cgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[ks * vr_dim1 + 1]
, &c__1, &c_b20, &work[1], &c__1);
cdotc_(&q__1, n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1);
yhax.r = q__1.r, yhax.i = q__1.i;
cgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[ks * vr_dim1 + 1]
, &c__1, &c_b20, &work[1], &c__1);
cdotc_(&q__1, n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1);
yhbx.r = q__1.r, yhbx.i = q__1.i;
r__1 = c_abs(&yhax);
r__2 = c_abs(&yhbx);
cond = slapy2_(&r__1, &r__2);
if (cond == 0.f) {
s[ks] = -1.f;
} else {
s[ks] = cond / (rnrm * lnrm);
}
}
if (wantdf) {
if (*n == 1) {
r__1 = c_abs(&a[a_dim1 + 1]);
r__2 = c_abs(&b[b_dim1 + 1]);
dif[ks] = slapy2_(&r__1, &r__2);
} else {
/* Estimate the reciprocal condition number of the k-th */
/* eigenvectors. */
/* Copy the matrix (A, B) to the array WORK and move the */
/* (k,k)th pair to the (1,1) position. */
clacpy_("Full", n, n, &a[a_offset], lda, &work[1], n);
clacpy_("Full", n, n, &b[b_offset], ldb, &work[*n * *n + 1],
n);
ifst = k;
ilst = 1;
ctgexc_(&c_false, &c_false, n, &work[1], n, &work[*n * *n + 1]
, n, dummy, &c__1, dummy1, &c__1, &ifst, &ilst, &ierr)
;
if (ierr > 0) {
/* Ill-conditioned problem - swap rejected. */
dif[ks] = 0.f;
} else {
/* Reordering successful, solve generalized Sylvester */
/* equation for R and L, */
/* A22 * R - L * A11 = A12 */
/* B22 * R - L * B11 = B12, */
/* and compute estimate of Difl[(A11,B11), (A22, B22)]. */
n1 = 1;
n2 = *n - n1;
i__ = *n * *n + 1;
ctgsyl_("N", &c__3, &n2, &n1, &work[*n * n1 + n1 + 1], n,
&work[1], n, &work[n1 + 1], n, &work[*n * n1 + n1
+ i__], n, &work[i__], n, &work[n1 + i__], n, &
scale, &dif[ks], dummy, &c__1, &iwork[1], &ierr);
}
}
}
L20:
;
}
work[1].r = (float) lwmin, work[1].i = 0.f;
return 0;
/* End of CTGSNA */
} /* ctgsna_ */
/* Subroutine */ int ctgsen_(integer *ijob, logical *wantq, logical *wantz,
logical *select, integer *n, complex *a, integer *lda, complex *b,
integer *ldb, complex *alpha, complex *beta, complex *q, integer *ldq,
complex *z__, integer *ldz, integer *m, real *pl, real *pr, real *
dif, complex *work, integer *lwork, integer *iwork, integer *liwork,
integer *info)
{
/* -- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Purpose
=======
CTGSEN reorders the generalized Schur decomposition of a complex
matrix pair (A, B) (in terms of an unitary equivalence trans-
formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
appears in the leading diagonal blocks of the pair (A,B). The leading
columns of Q and Z form unitary bases of the corresponding left and
right eigenspaces (deflating subspaces). (A, B) must be in
generalized Schur canonical form, that is, A and B are both upper
triangular.
CTGSEN also computes the generalized eigenvalues
w(j)= ALPHA(j) / BETA(j)
of the reordered matrix pair (A, B).
Optionally, the routine computes estimates of reciprocal condition
numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
(A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
between the matrix pairs (A11, B11) and (A22,B22) that correspond to
the selected cluster and the eigenvalues outside the cluster, resp.,
and norms of "projections" onto left and right eigenspaces w.r.t.
the selected cluster in the (1,1)-block.
Arguments
=========
IJOB (input) integer
Specifies whether condition numbers are required for the
cluster of eigenvalues (PL and PR) or the deflating subspaces
(Difu and Difl):
=0: Only reorder w.r.t. SELECT. No extras.
=1: Reciprocal of norms of "projections" onto left and right
eigenspaces w.r.t. the selected cluster (PL and PR).
=2: Upper bounds on Difu and Difl. F-norm-based estimate
(DIF(1:2)).
=3: Estimate of Difu and Difl. 1-norm-based estimate
(DIF(1:2)).
About 5 times as expensive as IJOB = 2.
=4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
version to get it all.
=5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
WANTQ (input) LOGICAL
.TRUE. : update the left transformation matrix Q;
.FALSE.: do not update Q.
WANTZ (input) LOGICAL
.TRUE. : update the right transformation matrix Z;
.FALSE.: do not update Z.
SELECT (input) LOGICAL array, dimension (N)
SELECT specifies the eigenvalues in the selected cluster. To
select an eigenvalue w(j), SELECT(j) must be set to
.TRUE..
N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) COMPLEX array, dimension(LDA,N)
On entry, the upper triangular matrix A, in generalized
Schur canonical form.
On exit, A is overwritten by the reordered matrix A.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX array, dimension(LDB,N)
On entry, the upper triangular matrix B, in generalized
Schur canonical form.
On exit, B is overwritten by the reordered matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
ALPHA (output) COMPLEX array, dimension (N)
BETA (output) COMPLEX array, dimension (N)
The diagonal elements of A and B, respectively,
when the pair (A,B) has been reduced to generalized Schur
form. ALPHA(i)/BETA(i) i=1,...,N are the generalized
eigenvalues.
Q (input/output) COMPLEX array, dimension (LDQ,N)
On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
On exit, Q has been postmultiplied by the left unitary
transformation matrix which reorder (A, B); The leading M
columns of Q form orthonormal bases for the specified pair of
left eigenspaces (deflating subspaces).
If WANTQ = .FALSE., Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >= 1.
If WANTQ = .TRUE., LDQ >= N.
Z (input/output) COMPLEX array, dimension (LDZ,N)
On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
On exit, Z has been postmultiplied by the left unitary
transformation matrix which reorder (A, B); The leading M
columns of Z form orthonormal bases for the specified pair of
left eigenspaces (deflating subspaces).
If WANTZ = .FALSE., Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1.
If WANTZ = .TRUE., LDZ >= N.
M (output) INTEGER
The dimension of the specified pair of left and right
eigenspaces, (deflating subspaces) 0 <= M <= N.
PL, PR (output) REAL
If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
reciprocal of the norm of "projections" onto left and right
eigenspace with respect to the selected cluster.
0 < PL, PR <= 1.
If M = 0 or M = N, PL = PR = 1.
If IJOB = 0, 2 or 3 PL, PR are not referenced.
DIF (output) REAL array, dimension (2).
If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
estimates of Difu and Difl, computed using reversed
communication with CLACON.
If M = 0 or N, DIF(1:2) = F-norm([A, B]).
If IJOB = 0 or 1, DIF is not referenced.
WORK (workspace/output) COMPLEX array, dimension (LWORK)
IF IJOB = 0, WORK is not referenced. Otherwise,
on exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= 1
If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M)
If IJOB = 3 or 5, LWORK >= 4*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.
IWORK (workspace/output) INTEGER, dimension (LIWORK)
IF IJOB = 0, IWORK is not referenced. Otherwise,
on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK. LIWORK >= 1.
If IJOB = 1, 2 or 4, LIWORK >= N+2;
If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M));
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
INFO (output) INTEGER
=0: Successful exit.
<0: If INFO = -i, the i-th argument had an illegal value.
=1: Reordering of (A, B) failed because the transformed
matrix pair (A, B) would be too far from generalized
Schur form; the problem is very ill-conditioned.
(A, B) may have been partially reordered.
If requested, 0 is returned in DIF(*), PL and PR.
Further Details
===============
CTGSEN first collects the selected eigenvalues by computing unitary
U and W that move them to the top left corner of (A, B). In other
words, the selected eigenvalues are the eigenvalues of (A11, B11) in
U'*(A, B)*W = (A11 A12) (B11 B12) n1
( 0 A22),( 0 B22) n2
n1 n2 n1 n2
where N = n1+n2 and U' means the conjugate transpose of U. The first
n1 columns of U and W span the specified pair of left and right
eigenspaces (deflating subspaces) of (A, B).
If (A, B) has been obtained from the generalized real Schur
decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
reordered generalized Schur form of (C, D) is given by
(C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
and the first n1 columns of Q*U and Z*W span the corresponding
deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
Note that if the selected eigenvalue is sufficiently ill-conditioned,
then its value may differ significantly from its value before
reordering.
The reciprocal condition numbers of the left and right eigenspaces
spanned by the first n1 columns of U and W (or Q*U and Z*W) may
be returned in DIF(1:2), corresponding to Difu and Difl, resp.
The Difu and Difl are defined as:
Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
and
Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
where sigma-min(Zu) is the smallest singular value of the
(2*n1*n2)-by-(2*n1*n2) matrix
Zu = [ kron(In2, A11) -kron(A22', In1) ]
[ kron(In2, B11) -kron(B22', In1) ].
Here, Inx is the identity matrix of size nx and A22' is the
transpose of A22. kron(X, Y) is the Kronecker product between
the matrices X and Y.
When DIF(2) is small, small changes in (A, B) can cause large changes
in the deflating subspace. An approximate (asymptotic) bound on the
maximum angular error in the computed deflating subspaces is
EPS * norm((A, B)) / DIF(2),
where EPS is the machine precision.
The reciprocal norm of the projectors on the left and right
eigenspaces associated with (A11, B11) may be returned in PL and PR.
They are computed as follows. First we compute L and R so that
P*(A, B)*Q is block diagonal, where
P = ( I -L ) n1 Q = ( I R ) n1
( 0 I ) n2 and ( 0 I ) n2
n1 n2 n1 n2
and (L, R) is the solution to the generalized Sylvester equation
A11*R - L*A22 = -A12
B11*R - L*B22 = -B12
Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
An approximate (asymptotic) bound on the average absolute error of
the selected eigenvalues is
EPS * norm((A, B)) / PL.
There are also global error bounds which valid for perturbations up
to a certain restriction: A lower bound (x) on the smallest
F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
(i.e. (A + E, B + F), is
x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
An approximate bound on x can be computed from DIF(1:2), PL and PR.
If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
(L', R') and unperturbed (L, R) left and right deflating subspaces
associated with the selected cluster in the (1,1)-blocks can be
bounded as
max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
See LAPACK User's Guide section 4.11 or the following references
for more information.
Note that if the default method for computing the Frobenius-norm-
based estimate DIF is not wanted (see CLATDF), then the parameter
IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF
(IJOB = 2 will be used)). See CTGSYL for more details.
Based on contributions by
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.
=====================================================================
Decode and test the input parameters
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1,
z_offset, i__1, i__2, i__3;
complex q__1, q__2;
/* Builtin functions */
double sqrt(doublereal), c_abs(complex *);
void r_cnjg(complex *, complex *);
/* Local variables */
static integer kase, ierr;
static real dsum;
static logical swap;
static integer i__, k;
extern /* Subroutine */ int cscal_(integer *, complex *, complex *,
integer *);
static logical wantd;
static integer lwmin;
static logical wantp;
static integer n1, n2;
static logical wantd1, wantd2;
static real dscale;
static integer ks;
extern /* Subroutine */ int clacon_(integer *, complex *, complex *, real
*, integer *);
extern doublereal slamch_(char *);
static real rdscal;
extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex
*, integer *, complex *, integer *);
static real safmin;
extern /* Subroutine */ int ctgexc_(logical *, logical *, integer *,
complex *, integer *, complex *, integer *, complex *, integer *,
complex *, integer *, integer *, integer *, integer *), xerbla_(
char *, integer *), classq_(integer *, complex *, integer
*, real *, real *);
static integer liwmin;
extern /* Subroutine */ int ctgsyl_(char *, integer *, integer *, integer
*, complex *, integer *, complex *, integer *, complex *, integer
*, complex *, integer *, complex *, integer *, complex *, integer
*, real *, real *, complex *, integer *, integer *, integer *);
static integer mn2;
static logical lquery;
static integer ijb;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define q_subscr(a_1,a_2) (a_2)*q_dim1 + a_1
#define q_ref(a_1,a_2) q[q_subscr(a_1,a_2)]
--select;
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1 * 1;
b -= b_offset;
--alpha;
--beta;
q_dim1 = *ldq;
q_offset = 1 + q_dim1 * 1;
q -= q_offset;
z_dim1 = *ldz;
z_offset = 1 + z_dim1 * 1;
z__ -= z_offset;
--dif;
--work;
--iwork;
/* Function Body */
*info = 0;
lquery = *lwork == -1 || *liwork == -1;
if (*ijob < 0 || *ijob > 5) {
*info = -1;
} else if (*n < 0) {
*info = -5;
} else if (*lda < max(1,*n)) {
*info = -7;
} else if (*ldb < max(1,*n)) {
*info = -9;
} else if (*ldq < 1 || *wantq && *ldq < *n) {
*info = -13;
} else if (*ldz < 1 || *wantz && *ldz < *n) {
*info = -15;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("CTGSEN", &i__1);
return 0;
}
ierr = 0;
wantp = *ijob == 1 || *ijob >= 4;
wantd1 = *ijob == 2 || *ijob == 4;
wantd2 = *ijob == 3 || *ijob == 5;
wantd = wantd1 || wantd2;
/* Set M to the dimension of the specified pair of deflating
subspaces. */
*m = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
i__2 = k;
i__3 = a_subscr(k, k);
alpha[i__2].r = a[i__3].r, alpha[i__2].i = a[i__3].i;
i__2 = k;
i__3 = b_subscr(k, k);
beta[i__2].r = b[i__3].r, beta[i__2].i = b[i__3].i;
if (k < *n) {
if (select[k]) {
++(*m);
}
} else {
if (select[*n]) {
++(*m);
}
}
/* L10: */
}
if (*ijob == 1 || *ijob == 2 || *ijob == 4) {
/* Computing MAX */
i__1 = 1, i__2 = (*m << 1) * (*n - *m);
lwmin = max(i__1,i__2);
/* Computing MAX */
i__1 = 1, i__2 = *n + 2;
liwmin = max(i__1,i__2);
} else if (*ijob == 3 || *ijob == 5) {
/* Computing MAX */
i__1 = 1, i__2 = (*m << 2) * (*n - *m);
lwmin = max(i__1,i__2);
/* Computing MAX */
i__1 = 1, i__2 = (*m << 1) * (*n - *m), i__1 = max(i__1,i__2), i__2 =
*n + 2;
liwmin = max(i__1,i__2);
} else {
lwmin = 1;
liwmin = 1;
}
work[1].r = (real) lwmin, work[1].i = 0.f;
iwork[1] = liwmin;
if (*lwork < lwmin && ! lquery) {
*info = -21;
} else if (*liwork < liwmin && ! lquery) {
*info = -23;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("CTGSEN", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible. */
if (*m == *n || *m == 0) {
if (wantp) {
*pl = 1.f;
*pr = 1.f;
}
if (wantd) {
dscale = 0.f;
dsum = 1.f;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
classq_(n, &a_ref(1, i__), &c__1, &dscale, &dsum);
classq_(n, &b_ref(1, i__), &c__1, &dscale, &dsum);
/* L20: */
}
dif[1] = dscale * sqrt(dsum);
dif[2] = dif[1];
}
goto L70;
}
/* Get machine constant */
safmin = slamch_("S");
/* Collect the selected blocks at the top-left corner of (A, B). */
ks = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
swap = select[k];
if (swap) {
++ks;
/* Swap the K-th block to position KS. Compute unitary Q
and Z that will swap adjacent diagonal blocks in (A, B). */
if (k != ks) {
ctgexc_(wantq, wantz, n, &a[a_offset], lda, &b[b_offset], ldb,
&q[q_offset], ldq, &z__[z_offset], ldz, &k, &ks, &
ierr);
}
if (ierr > 0) {
/* Swap is rejected: exit. */
*info = 1;
if (wantp) {
*pl = 0.f;
*pr = 0.f;
}
if (wantd) {
dif[1] = 0.f;
dif[2] = 0.f;
}
goto L70;
}
}
/* L30: */
}
if (wantp) {
/* Solve generalized Sylvester equation for R and L:
A11 * R - L * A22 = A12
B11 * R - L * B22 = B12 */
n1 = *m;
n2 = *n - *m;
i__ = n1 + 1;
clacpy_("Full", &n1, &n2, &a_ref(1, i__), lda, &work[1], &n1);
clacpy_("Full", &n1, &n2, &b_ref(1, i__), ldb, &work[n1 * n2 + 1], &
n1);
ijb = 0;
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a_ref(i__, i__), lda,
&work[1], &n1, &b[b_offset], ldb, &b_ref(i__, i__), ldb, &
work[n1 * n2 + 1], &n1, &dscale, &dif[1], &work[(n1 * n2 << 1)
+ 1], &i__1, &iwork[1], &ierr);
/* Estimate the reciprocal of norms of "projections" onto
left and right eigenspaces */
rdscal = 0.f;
dsum = 1.f;
i__1 = n1 * n2;
classq_(&i__1, &work[1], &c__1, &rdscal, &dsum);
*pl = rdscal * sqrt(dsum);
if (*pl == 0.f) {
*pl = 1.f;
} else {
*pl = dscale / (sqrt(dscale * dscale / *pl + *pl) * sqrt(*pl));
}
rdscal = 0.f;
dsum = 1.f;
i__1 = n1 * n2;
classq_(&i__1, &work[n1 * n2 + 1], &c__1, &rdscal, &dsum);
*pr = rdscal * sqrt(dsum);
if (*pr == 0.f) {
*pr = 1.f;
} else {
*pr = dscale / (sqrt(dscale * dscale / *pr + *pr) * sqrt(*pr));
}
}
if (wantd) {
/* Compute estimates Difu and Difl. */
if (wantd1) {
n1 = *m;
n2 = *n - *m;
i__ = n1 + 1;
ijb = 3;
/* Frobenius norm-based Difu estimate. */
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a_ref(i__, i__),
lda, &work[1], &n1, &b[b_offset], ldb, &b_ref(i__, i__),
ldb, &work[n1 * n2 + 1], &n1, &dscale, &dif[1], &work[(n1
* n2 << 1) + 1], &i__1, &iwork[1], &ierr);
/* Frobenius norm-based Difl estimate. */
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("N", &ijb, &n2, &n1, &a_ref(i__, i__), lda, &a[a_offset],
lda, &work[1], &n2, &b_ref(i__, i__), ldb, &b[b_offset],
ldb, &work[n1 * n2 + 1], &n2, &dscale, &dif[2], &work[(n1
* n2 << 1) + 1], &i__1, &iwork[1], &ierr);
} else {
/* Compute 1-norm-based estimates of Difu and Difl using
reversed communication with CLACON. In each step a
generalized Sylvester equation or a transposed variant
is solved. */
kase = 0;
n1 = *m;
n2 = *n - *m;
i__ = n1 + 1;
ijb = 0;
mn2 = (n1 << 1) * n2;
/* 1-norm-based estimate of Difu. */
L40:
clacon_(&mn2, &work[mn2 + 1], &work[1], &dif[1], &kase);
if (kase != 0) {
if (kase == 1) {
/* Solve generalized Sylvester equation */
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a_ref(
i__, i__), lda, &work[1], &n1, &b[b_offset], ldb,
&b_ref(i__, i__), ldb, &work[n1 * n2 + 1], &n1, &
dscale, &dif[1], &work[(n1 * n2 << 1) + 1], &i__1,
&iwork[1], &ierr);
} else {
/* Solve the transposed variant. */
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("C", &ijb, &n1, &n2, &a[a_offset], lda, &a_ref(
i__, i__), lda, &work[1], &n1, &b[b_offset], ldb,
&b_ref(i__, i__), ldb, &work[n1 * n2 + 1], &n1, &
dscale, &dif[1], &work[(n1 * n2 << 1) + 1], &i__1,
&iwork[1], &ierr);
}
goto L40;
}
dif[1] = dscale / dif[1];
/* 1-norm-based estimate of Difl. */
L50:
clacon_(&mn2, &work[mn2 + 1], &work[1], &dif[2], &kase);
if (kase != 0) {
if (kase == 1) {
/* Solve generalized Sylvester equation */
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("N", &ijb, &n2, &n1, &a_ref(i__, i__), lda, &a[
a_offset], lda, &work[1], &n2, &b_ref(i__, i__),
ldb, &b[b_offset], ldb, &work[n1 * n2 + 1], &n2, &
dscale, &dif[2], &work[(n1 * n2 << 1) + 1], &i__1,
&iwork[1], &ierr);
} else {
/* Solve the transposed variant. */
i__1 = *lwork - (n1 << 1) * n2;
ctgsyl_("C", &ijb, &n2, &n1, &a_ref(i__, i__), lda, &a[
a_offset], lda, &work[1], &n2, &b[b_offset], ldb,
&b_ref(i__, i__), ldb, &work[n1 * n2 + 1], &n2, &
dscale, &dif[2], &work[(n1 * n2 << 1) + 1], &i__1,
&iwork[1], &ierr);
}
goto L50;
}
dif[2] = dscale / dif[2];
}
}
/* If B(K,K) is complex, make it real and positive (normalization
of the generalized Schur form) and Store the generalized
eigenvalues of reordered pair (A, B) */
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
dscale = c_abs(&b_ref(k, k));
if (dscale > safmin) {
i__2 = b_subscr(k, k);
q__2.r = b[i__2].r / dscale, q__2.i = b[i__2].i / dscale;
r_cnjg(&q__1, &q__2);
work[1].r = q__1.r, work[1].i = q__1.i;
i__2 = b_subscr(k, k);
q__1.r = b[i__2].r / dscale, q__1.i = b[i__2].i / dscale;
work[2].r = q__1.r, work[2].i = q__1.i;
i__2 = b_subscr(k, k);
b[i__2].r = dscale, b[i__2].i = 0.f;
i__2 = *n - k;
cscal_(&i__2, &work[1], &b_ref(k, k + 1), ldb);
i__2 = *n - k + 1;
cscal_(&i__2, &work[1], &a_ref(k, k), lda);
if (*wantq) {
cscal_(n, &work[2], &q_ref(1, k), &c__1);
}
} else {
i__2 = b_subscr(k, k);
b[i__2].r = 0.f, b[i__2].i = 0.f;
}
i__2 = k;
i__3 = a_subscr(k, k);
alpha[i__2].r = a[i__3].r, alpha[i__2].i = a[i__3].i;
i__2 = k;
i__3 = b_subscr(k, k);
beta[i__2].r = b[i__3].r, beta[i__2].i = b[i__3].i;
/* L60: */
}
L70:
work[1].r = (real) lwmin, work[1].i = 0.f;
iwork[1] = liwmin;
return 0;
/* End of CTGSEN */
} /* ctgsen_ */
/* Subroutine */ int ctgsna_(char *job, char *howmny, logical *select,
integer *n, complex *a, integer *lda, complex *b, integer *ldb,
complex *vl, integer *ldvl, complex *vr, integer *ldvr, real *s, real
*dif, integer *mm, integer *m, complex *work, integer *lwork, integer
*iwork, integer *info)
{
/* -- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
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.
Arguments
=========
JOB (input) 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 (input) CHARACTER*1
= 'A': compute condition numbers for all eigenpairs;
= 'S': compute condition numbers for selected eigenpairs
specified by the array SELECT.
SELECT (input) 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 (input) INTEGER
The order of the square matrix pair (A, B). N >= 0.
A (input) COMPLEX array, dimension (LDA,N)
The upper triangular matrix A in the pair (A,B).
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input) COMPLEX array, dimension (LDB,N)
The upper triangular matrix B in the pair (A, B).
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
VL (input) 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 (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; and
If JOB = 'E' or 'B', LDVL >= N.
VR (input) 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 (input) INTEGER
The leading dimension of the array VR. LDVR >= 1;
If JOB = 'E' or 'B', LDVR >= N.
S (output) 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 (output) 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 (input) INTEGER
The number of elements in the arrays S and DIF. MM >= M.
M (output) 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 (workspace/output) COMPLEX array, dimension (LWORK)
If JOB = 'E', WORK is not referenced. Otherwise,
on exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= 1.
If JOB = 'V' or 'B', LWORK >= 2*N*N.
IWORK (workspace) INTEGER array, dimension (N+2)
If JOB = 'E', IWORK is not referenced.
INFO (output) INTEGER
= 0: Successful exit
< 0: If INFO = -i, the i-th argument had an illegal value
Further Details
===============
The reciprocal of the condition number of the i-th generalized
eigenvalue w = (a, b) is defined as
S(I) = (|v'Au|**2 + |v'Bu|**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'Au/v'Bu) 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' 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.
Based on contributions by
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.
=====================================================================
Decode and test the input parameters
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
static complex c_b19 = {1.f,0.f};
static complex c_b20 = {0.f,0.f};
static logical c_false = FALSE_;
static integer c__3 = 3;
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1,
vr_offset, i__1, i__2;
real r__1, r__2;
complex q__1;
/* Builtin functions */
double c_abs(complex *);
/* Local variables */
static real cond;
static integer ierr, ifst;
static real lnrm;
static complex yhax, yhbx;
static integer ilst;
static real rnrm;
static integer i__, k;
static real scale;
extern /* Complex */ VOID cdotc_(complex *, integer *, complex *, integer
*, complex *, integer *);
extern logical lsame_(char *, char *);
extern /* Subroutine */ int cgemv_(char *, integer *, integer *, complex *
, complex *, integer *, complex *, integer *, complex *, complex *
, integer *);
static integer lwmin;
static logical wants;
static integer llwrk, n1, n2;
static complex dummy[1];
extern doublereal scnrm2_(integer *, complex *, integer *), slapy2_(real *
, real *);
static complex dummy1[1];
extern /* Subroutine */ int slabad_(real *, real *);
static integer ks;
extern doublereal slamch_(char *);
extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex
*, integer *, complex *, integer *), ctgexc_(logical *,
logical *, integer *, complex *, integer *, complex *, integer *,
complex *, integer *, complex *, integer *, integer *, integer *,
integer *), xerbla_(char *, integer *);
static real bignum;
static logical wantbh, wantdf, somcon;
extern /* Subroutine */ int ctgsyl_(char *, integer *, integer *, integer
*, complex *, integer *, complex *, integer *, complex *, integer
*, complex *, integer *, complex *, integer *, complex *, integer
*, real *, real *, complex *, integer *, integer *, integer *);
static real smlnum;
static logical lquery;
static real eps;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define vl_subscr(a_1,a_2) (a_2)*vl_dim1 + a_1
#define vl_ref(a_1,a_2) vl[vl_subscr(a_1,a_2)]
#define vr_subscr(a_1,a_2) (a_2)*vr_dim1 + a_1
#define vr_ref(a_1,a_2) vr[vr_subscr(a_1,a_2)]
--select;
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1 * 1;
b -= b_offset;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1 * 1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1 * 1;
vr -= vr_offset;
--s;
--dif;
--work;
--iwork;
/* Function Body */
wantbh = lsame_(job, "B");
wants = lsame_(job, "E") || wantbh;
wantdf = lsame_(job, "V") || wantbh;
somcon = lsame_(howmny, "S");
*info = 0;
lquery = *lwork == -1;
if (lsame_(job, "V") || lsame_(job, "B")) {
/* Computing MAX */
i__1 = 1, i__2 = (*n << 1) * *n;
lwmin = max(i__1,i__2);
} else {
lwmin = 1;
}
if (! wants && ! wantdf) {
*info = -1;
} else if (! lsame_(howmny, "A") && ! somcon) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*lda < max(1,*n)) {
*info = -6;
} else if (*ldb < max(1,*n)) {
*info = -8;
} else if (wants && *ldvl < *n) {
*info = -10;
} else if (wants && *ldvr < *n) {
*info = -12;
} else {
/* Set M to the number of eigenpairs for which condition numbers
are required, and test MM. */
if (somcon) {
*m = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (select[k]) {
++(*m);
}
/* L10: */
}
} else {
*m = *n;
}
if (*mm < *m) {
*info = -15;
} else if (*lwork < lwmin && ! lquery) {
*info = -18;
}
}
if (*info == 0) {
work[1].r = (real) lwmin, work[1].i = 0.f;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("CTGSNA", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Get machine constants */
eps = slamch_("P");
smlnum = slamch_("S") / eps;
bignum = 1.f / smlnum;
slabad_(&smlnum, &bignum);
llwrk = *lwork - (*n << 1) * *n;
ks = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
/* Determine whether condition numbers are required for the k-th
eigenpair. */
if (somcon) {
if (! select[k]) {
goto L20;
}
}
++ks;
if (wants) {
/* Compute the reciprocal condition number of the k-th
eigenvalue. */
rnrm = scnrm2_(n, &vr_ref(1, ks), &c__1);
lnrm = scnrm2_(n, &vl_ref(1, ks), &c__1);
cgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr_ref(1, ks), &
c__1, &c_b20, &work[1], &c__1);
cdotc_(&q__1, n, &work[1], &c__1, &vl_ref(1, ks), &c__1);
yhax.r = q__1.r, yhax.i = q__1.i;
cgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr_ref(1, ks), &
c__1, &c_b20, &work[1], &c__1);
cdotc_(&q__1, n, &work[1], &c__1, &vl_ref(1, ks), &c__1);
yhbx.r = q__1.r, yhbx.i = q__1.i;
r__1 = c_abs(&yhax);
r__2 = c_abs(&yhbx);
cond = slapy2_(&r__1, &r__2);
if (cond == 0.f) {
s[ks] = -1.f;
} else {
s[ks] = cond / (rnrm * lnrm);
}
}
if (wantdf) {
if (*n == 1) {
r__1 = c_abs(&a_ref(1, 1));
r__2 = c_abs(&b_ref(1, 1));
dif[ks] = slapy2_(&r__1, &r__2);
goto L20;
}
/* Estimate the reciprocal condition number of the k-th
eigenvectors.
Copy the matrix (A, B) to the array WORK and move the
(k,k)th pair to the (1,1) position. */
clacpy_("Full", n, n, &a[a_offset], lda, &work[1], n);
clacpy_("Full", n, n, &b[b_offset], ldb, &work[*n * *n + 1], n);
ifst = k;
ilst = 1;
ctgexc_(&c_false, &c_false, n, &work[1], n, &work[*n * *n + 1], n,
dummy, &c__1, dummy1, &c__1, &ifst, &ilst, &ierr);
if (ierr > 0) {
/* Ill-conditioned problem - swap rejected. */
dif[ks] = 0.f;
} else {
/* Reordering successful, solve generalized Sylvester
equation for R and L,
A22 * R - L * A11 = A12
B22 * R - L * B11 = B12,
and compute estimate of Difl[(A11,B11), (A22, B22)]. */
n1 = 1;
n2 = *n - n1;
i__ = *n * *n + 1;
ctgsyl_("N", &c__3, &n2, &n1, &work[*n * n1 + n1 + 1], n, &
work[1], n, &work[n1 + 1], n, &work[*n * n1 + n1 +
i__], n, &work[i__], n, &work[n1 + i__], n, &scale, &
dif[ks], &work[(*n * *n << 1) + 1], &llwrk, &iwork[1],
&ierr);
}
}
L20:
;
}
work[1].r = (real) lwmin, work[1].i = 0.f;
return 0;
/* End of CTGSNA */
} /* ctgsna_ */
