version 1.8, 2010/12/21 13:53:40
|
version 1.9, 2011/07/22 07:38:12
|
Line 1
|
Line 1
|
SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, |
SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, |
$ LDZ, J1, N1, N2, WORK, LWORK, INFO ) |
$ LDZ, J1, N1, N2, WORK, LWORK, INFO ) |
* |
* |
* -- LAPACK auxiliary routine (version 3.2.2) -- |
* -- LAPACK auxiliary routine (version 3.3.1) -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* June 2010 |
* -- April 2011 -- |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
LOGICAL WANTQ, WANTZ |
LOGICAL WANTQ, WANTZ |
Line 29
|
Line 29
|
* Optionally, the matrices Q and Z of generalized Schur vectors are |
* Optionally, the matrices Q and Z of generalized Schur vectors are |
* updated. |
* updated. |
* |
* |
* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)' |
* Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T |
* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)' |
* Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T |
* |
* |
* |
* |
* Arguments |
* Arguments |
Line 259
|
Line 259
|
IF( WANDS ) THEN |
IF( WANDS ) THEN |
* |
* |
* Strong stability test: |
* Strong stability test: |
* F-norm((A-QL'*S*QR, B-QL'*T*QR)) <= O(EPS*F-norm((A,B))) |
* F-norm((A-QL**T*S*QR, B-QL**T*T*QR)) <= O(EPS*F-norm((A,B))) |
* |
* |
CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ), |
CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ), |
$ M ) |
$ M ) |
Line 334
|
Line 334
|
* |
* |
* Compute orthogonal matrix QL: |
* Compute orthogonal matrix QL: |
* |
* |
* QL' * LI = [ TL ] |
* QL**T * LI = [ TL ] |
* [ 0 ] |
* [ 0 ] |
* where |
* where |
* LI = [ -L ] |
* LI = [ -L ] |
* [ SCALE * identity(N2) ] |
* [ SCALE * identity(N2) ] |
Line 353
|
Line 353
|
* |
* |
* Compute orthogonal matrix RQ: |
* Compute orthogonal matrix RQ: |
* |
* |
* IR * RQ' = [ 0 TR], |
* IR * RQ**T = [ 0 TR], |
* |
* |
* where IR = [ SCALE * identity(N1), R ] |
* where IR = [ SCALE * identity(N1), R ] |
* |
* |
Line 448
|
Line 448
|
IF( WANDS ) THEN |
IF( WANDS ) THEN |
* |
* |
* Strong stability test: |
* Strong stability test: |
* F-norm((A-QL*S*QR', B-QL*T*QR')) <= O(EPS*F-norm((A,B))) |
* F-norm((A-QL*S*QR**T, B-QL*T*QR**T)) <= O(EPS*F-norm((A,B))) |
* |
* |
CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ), |
CALL DLACPY( 'Full', M, M, A( J1, J1 ), LDA, WORK( M*M+1 ), |
$ M ) |
$ M ) |