version 1.8, 2010/12/21 13:53:40
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version 1.9, 2011/07/22 07:38:12
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$ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, |
$ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, |
$ PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO ) |
$ PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO ) |
* |
* |
* -- LAPACK routine (version 3.2.2) -- |
* -- LAPACK 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..-- |
* January 2007 |
* -- April 2011 -- |
* |
* |
* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. |
* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. |
* |
* |
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* |
* |
* DTGSEN reorders the generalized real Schur decomposition of a real |
* DTGSEN reorders the generalized real Schur decomposition of a real |
* matrix pair (A, B) (in terms of an orthonormal equivalence trans- |
* matrix pair (A, B) (in terms of an orthonormal equivalence trans- |
* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues |
* formation Q**T * (A, B) * Z), so that a selected cluster of eigenvalues |
* appears in the leading diagonal blocks of the upper quasi-triangular |
* appears in the leading diagonal blocks of the upper quasi-triangular |
* matrix A and the upper triangular B. The leading columns of Q and |
* matrix A and the upper triangular B. The leading columns of Q and |
* Z form orthonormal bases of the corresponding left and right eigen- |
* Z form orthonormal bases of the corresponding left and right eigen- |
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* In other words, the selected eigenvalues are the eigenvalues of |
* In other words, the selected eigenvalues are the eigenvalues of |
* (A11, B11) in: |
* (A11, B11) in: |
* |
* |
* U'*(A, B)*W = (A11 A12) (B11 B12) n1 |
* U**T*(A, B)*W = (A11 A12) (B11 B12) n1 |
* ( 0 A22),( 0 B22) n2 |
* ( 0 A22),( 0 B22) n2 |
* n1 n2 n1 n2 |
* n1 n2 n1 n2 |
* |
* |
* where N = n1+n2 and U' means the transpose of U. The first n1 columns |
* where N = n1+n2 and U**T means the transpose of U. The first n1 columns |
* of U and W span the specified pair of left and right eigenspaces |
* of U and W span the specified pair of left and right eigenspaces |
* (deflating subspaces) of (A, B). |
* (deflating subspaces) of (A, B). |
* |
* |
* If (A, B) has been obtained from the generalized real Schur |
* If (A, B) has been obtained from the generalized real Schur |
* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the |
* decomposition of a matrix pair (C, D) = Q*(A, B)*Z**T, then the |
* reordered generalized real Schur form of (C, D) is given by |
* reordered generalized real Schur form of (C, D) is given by |
* |
* |
* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)', |
* (C, D) = (Q*U)*(U**T*(A, B)*W)*(Z*W)**T, |
* |
* |
* and the first n1 columns of Q*U and Z*W span the corresponding |
* 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.). |
* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). |
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* where sigma-min(Zu) is the smallest singular value of the |
* where sigma-min(Zu) is the smallest singular value of the |
* (2*n1*n2)-by-(2*n1*n2) matrix |
* (2*n1*n2)-by-(2*n1*n2) matrix |
* |
* |
* Zu = [ kron(In2, A11) -kron(A22', In1) ] |
* Zu = [ kron(In2, A11) -kron(A22**T, In1) ] |
* [ kron(In2, B11) -kron(B22', In1) ]. |
* [ kron(In2, B11) -kron(B22**T, In1) ]. |
* |
* |
* Here, Inx is the identity matrix of size nx and A22' is the |
* Here, Inx is the identity matrix of size nx and A22**T is the |
* transpose of A22. kron(X, Y) is the Kronecker product between |
* transpose of A22. kron(X, Y) is the Kronecker product between |
* the matrices X and Y. |
* the matrices X and Y. |
* |
* |