--- rpl/lapack/lapack/dtgsy2.f 2011/07/22 07:38:12 1.9 +++ rpl/lapack/lapack/dtgsy2.f 2011/11/21 20:43:06 1.10 @@ -1,11 +1,283 @@ +*> \brief \b DTGSY2 +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DTGSY2 + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, +* LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, +* IWORK, PQ, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER TRANS +* INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N, +* $ PQ +* DOUBLE PRECISION RDSCAL, RDSUM, SCALE +* .. +* .. Array Arguments .. +* INTEGER IWORK( * ) +* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ), +* $ D( LDD, * ), E( LDE, * ), F( LDF, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DTGSY2 solves the generalized Sylvester equation: +*> +*> A * R - L * B = scale * C (1) +*> D * R - L * E = scale * F, +*> +*> using Level 1 and 2 BLAS. where R and L are unknown M-by-N matrices, +*> (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M, +*> N-by-N and M-by-N, respectively, with real entries. (A, D) and (B, E) +*> must be in generalized Schur canonical form, i.e. A, B are upper +*> quasi triangular and D, E are upper triangular. The solution (R, L) +*> overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor +*> chosen to avoid overflow. +*> +*> In matrix notation solving equation (1) corresponds to solve +*> Z*x = scale*b, where Z is defined as +*> +*> Z = [ kron(In, A) -kron(B**T, Im) ] (2) +*> [ kron(In, D) -kron(E**T, Im) ], +*> +*> Ik is the identity matrix of size k and X**T is the transpose of X. +*> kron(X, Y) is the Kronecker product between the matrices X and Y. +*> In the process of solving (1), we solve a number of such systems +*> where Dim(In), Dim(In) = 1 or 2. +*> +*> If TRANS = 'T', solve the transposed system Z**T*y = scale*b for y, +*> which is equivalent to solve for R and L in +*> +*> A**T * R + D**T * L = scale * C (3) +*> R * B**T + L * E**T = scale * -F +*> +*> This case is used to compute an estimate of Dif[(A, D), (B, E)] = +*> sigma_min(Z) using reverse communicaton with DLACON. +*> +*> DTGSY2 also (IJOB >= 1) contributes to the computation in DTGSYL +*> of an upper bound on the separation between to matrix pairs. Then +*> the input (A, D), (B, E) are sub-pencils of the matrix pair in +*> DTGSYL. See DTGSYL for details. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] TRANS +*> \verbatim +*> TRANS is CHARACTER*1 +*> = 'N', solve the generalized Sylvester equation (1). +*> = 'T': solve the 'transposed' system (3). +*> \endverbatim +*> +*> \param[in] IJOB +*> \verbatim +*> IJOB is INTEGER +*> Specifies what kind of functionality to be performed. +*> = 0: solve (1) only. +*> = 1: A contribution from this subsystem to a Frobenius +*> norm-based estimate of the separation between two matrix +*> pairs is computed. (look ahead strategy is used). +*> = 2: A contribution from this subsystem to a Frobenius +*> norm-based estimate of the separation between two matrix +*> pairs is computed. (DGECON on sub-systems is used.) +*> Not referenced if TRANS = 'T'. +*> \endverbatim +*> +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> On entry, M specifies the order of A and D, and the row +*> dimension of C, F, R and L. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> On entry, N specifies the order of B and E, and the column +*> dimension of C, F, R and L. +*> \endverbatim +*> +*> \param[in] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA, M) +*> On entry, A contains an upper quasi triangular matrix. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the matrix A. LDA >= max(1, M). +*> \endverbatim +*> +*> \param[in] B +*> \verbatim +*> B is DOUBLE PRECISION array, dimension (LDB, N) +*> On entry, B contains an upper quasi triangular matrix. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the matrix B. LDB >= max(1, N). +*> \endverbatim +*> +*> \param[in,out] C +*> \verbatim +*> C is DOUBLE PRECISION array, dimension (LDC, N) +*> On entry, C contains the right-hand-side of the first matrix +*> equation in (1). +*> On exit, if IJOB = 0, C has been overwritten by the +*> solution R. +*> \endverbatim +*> +*> \param[in] LDC +*> \verbatim +*> LDC is INTEGER +*> The leading dimension of the matrix C. LDC >= max(1, M). +*> \endverbatim +*> +*> \param[in] D +*> \verbatim +*> D is DOUBLE PRECISION array, dimension (LDD, M) +*> On entry, D contains an upper triangular matrix. +*> \endverbatim +*> +*> \param[in] LDD +*> \verbatim +*> LDD is INTEGER +*> The leading dimension of the matrix D. LDD >= max(1, M). +*> \endverbatim +*> +*> \param[in] E +*> \verbatim +*> E is DOUBLE PRECISION array, dimension (LDE, N) +*> On entry, E contains an upper triangular matrix. +*> \endverbatim +*> +*> \param[in] LDE +*> \verbatim +*> LDE is INTEGER +*> The leading dimension of the matrix E. LDE >= max(1, N). +*> \endverbatim +*> +*> \param[in,out] F +*> \verbatim +*> F is DOUBLE PRECISION array, dimension (LDF, N) +*> On entry, F contains the right-hand-side of the second matrix +*> equation in (1). +*> On exit, if IJOB = 0, F has been overwritten by the +*> solution L. +*> \endverbatim +*> +*> \param[in] LDF +*> \verbatim +*> LDF is INTEGER +*> The leading dimension of the matrix F. LDF >= max(1, M). +*> \endverbatim +*> +*> \param[out] SCALE +*> \verbatim +*> SCALE is DOUBLE PRECISION +*> On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions +*> R and L (C and F on entry) will hold the solutions to a +*> slightly perturbed system but the input matrices A, B, D and +*> E have not been changed. If SCALE = 0, R and L will hold the +*> solutions to the homogeneous system with C = F = 0. Normally, +*> SCALE = 1. +*> \endverbatim +*> +*> \param[in,out] RDSUM +*> \verbatim +*> RDSUM is DOUBLE PRECISION +*> On entry, the sum of squares of computed contributions to +*> the Dif-estimate under computation by DTGSYL, where the +*> scaling factor RDSCAL (see below) has been factored out. +*> On exit, the corresponding sum of squares updated with the +*> contributions from the current sub-system. +*> If TRANS = 'T' RDSUM is not touched. +*> NOTE: RDSUM only makes sense when DTGSY2 is called by DTGSYL. +*> \endverbatim +*> +*> \param[in,out] RDSCAL +*> \verbatim +*> RDSCAL is DOUBLE PRECISION +*> On entry, scaling factor used to prevent overflow in RDSUM. +*> On exit, RDSCAL is updated w.r.t. the current contributions +*> in RDSUM. +*> If TRANS = 'T', RDSCAL is not touched. +*> NOTE: RDSCAL only makes sense when DTGSY2 is called by +*> DTGSYL. +*> \endverbatim +*> +*> \param[out] IWORK +*> \verbatim +*> IWORK is INTEGER array, dimension (M+N+2) +*> \endverbatim +*> +*> \param[out] PQ +*> \verbatim +*> PQ is INTEGER +*> On exit, the number of subsystems (of size 2-by-2, 4-by-4 and +*> 8-by-8) solved by this routine. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> On exit, if INFO is set to +*> =0: Successful exit +*> <0: If INFO = -i, the i-th argument had an illegal value. +*> >0: The matrix pairs (A, D) and (B, E) have common or very +*> close eigenvalues. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleSYauxiliary +* +*> \par Contributors: +* ================== +*> +*> Bo Kagstrom and Peter Poromaa, Department of Computing Science, +*> Umea University, S-901 87 Umea, Sweden. +* +* ===================================================================== SUBROUTINE DTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, $ LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, $ IWORK, PQ, INFO ) * -* -- LAPACK auxiliary routine (version 3.3.1) -- +* -- LAPACK auxiliary routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. CHARACTER TRANS @@ -19,160 +291,6 @@ $ D( LDD, * ), E( LDE, * ), F( LDF, * ) * .. * -* Purpose -* ======= -* -* DTGSY2 solves the generalized Sylvester equation: -* -* A * R - L * B = scale * C (1) -* D * R - L * E = scale * F, -* -* using Level 1 and 2 BLAS. where R and L are unknown M-by-N matrices, -* (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M, -* N-by-N and M-by-N, respectively, with real entries. (A, D) and (B, E) -* must be in generalized Schur canonical form, i.e. A, B are upper -* quasi triangular and D, E are upper triangular. The solution (R, L) -* overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor -* chosen to avoid overflow. -* -* In matrix notation solving equation (1) corresponds to solve -* Z*x = scale*b, where Z is defined as -* -* Z = [ kron(In, A) -kron(B**T, Im) ] (2) -* [ kron(In, D) -kron(E**T, Im) ], -* -* Ik is the identity matrix of size k and X**T is the transpose of X. -* kron(X, Y) is the Kronecker product between the matrices X and Y. -* In the process of solving (1), we solve a number of such systems -* where Dim(In), Dim(In) = 1 or 2. -* -* If TRANS = 'T', solve the transposed system Z**T*y = scale*b for y, -* which is equivalent to solve for R and L in -* -* A**T * R + D**T * L = scale * C (3) -* R * B**T + L * E**T = scale * -F -* -* This case is used to compute an estimate of Dif[(A, D), (B, E)] = -* sigma_min(Z) using reverse communicaton with DLACON. -* -* DTGSY2 also (IJOB >= 1) contributes to the computation in DTGSYL -* of an upper bound on the separation between to matrix pairs. Then -* the input (A, D), (B, E) are sub-pencils of the matrix pair in -* DTGSYL. See DTGSYL for details. -* -* Arguments -* ========= -* -* TRANS (input) CHARACTER*1 -* = 'N', solve the generalized Sylvester equation (1). -* = 'T': solve the 'transposed' system (3). -* -* IJOB (input) INTEGER -* Specifies what kind of functionality to be performed. -* = 0: solve (1) only. -* = 1: A contribution from this subsystem to a Frobenius -* norm-based estimate of the separation between two matrix -* pairs is computed. (look ahead strategy is used). -* = 2: A contribution from this subsystem to a Frobenius -* norm-based estimate of the separation between two matrix -* pairs is computed. (DGECON on sub-systems is used.) -* Not referenced if TRANS = 'T'. -* -* M (input) INTEGER -* On entry, M specifies the order of A and D, and the row -* dimension of C, F, R and L. -* -* N (input) INTEGER -* On entry, N specifies the order of B and E, and the column -* dimension of C, F, R and L. -* -* A (input) DOUBLE PRECISION array, dimension (LDA, M) -* On entry, A contains an upper quasi triangular matrix. -* -* LDA (input) INTEGER -* The leading dimension of the matrix A. LDA >= max(1, M). -* -* B (input) DOUBLE PRECISION array, dimension (LDB, N) -* On entry, B contains an upper quasi triangular matrix. -* -* LDB (input) INTEGER -* The leading dimension of the matrix B. LDB >= max(1, N). -* -* C (input/output) DOUBLE PRECISION array, dimension (LDC, N) -* On entry, C contains the right-hand-side of the first matrix -* equation in (1). -* On exit, if IJOB = 0, C has been overwritten by the -* solution R. -* -* LDC (input) INTEGER -* The leading dimension of the matrix C. LDC >= max(1, M). -* -* D (input) DOUBLE PRECISION array, dimension (LDD, M) -* On entry, D contains an upper triangular matrix. -* -* LDD (input) INTEGER -* The leading dimension of the matrix D. LDD >= max(1, M). -* -* E (input) DOUBLE PRECISION array, dimension (LDE, N) -* On entry, E contains an upper triangular matrix. -* -* LDE (input) INTEGER -* The leading dimension of the matrix E. LDE >= max(1, N). -* -* F (input/output) DOUBLE PRECISION array, dimension (LDF, N) -* On entry, F contains the right-hand-side of the second matrix -* equation in (1). -* On exit, if IJOB = 0, F has been overwritten by the -* solution L. -* -* LDF (input) INTEGER -* The leading dimension of the matrix F. LDF >= max(1, M). -* -* SCALE (output) DOUBLE PRECISION -* On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions -* R and L (C and F on entry) will hold the solutions to a -* slightly perturbed system but the input matrices A, B, D and -* E have not been changed. If SCALE = 0, R and L will hold the -* solutions to the homogeneous system with C = F = 0. Normally, -* SCALE = 1. -* -* RDSUM (input/output) DOUBLE PRECISION -* On entry, the sum of squares of computed contributions to -* the Dif-estimate under computation by DTGSYL, where the -* scaling factor RDSCAL (see below) has been factored out. -* On exit, the corresponding sum of squares updated with the -* contributions from the current sub-system. -* If TRANS = 'T' RDSUM is not touched. -* NOTE: RDSUM only makes sense when DTGSY2 is called by DTGSYL. -* -* RDSCAL (input/output) DOUBLE PRECISION -* On entry, scaling factor used to prevent overflow in RDSUM. -* On exit, RDSCAL is updated w.r.t. the current contributions -* in RDSUM. -* If TRANS = 'T', RDSCAL is not touched. -* NOTE: RDSCAL only makes sense when DTGSY2 is called by -* DTGSYL. -* -* IWORK (workspace) INTEGER array, dimension (M+N+2) -* -* PQ (output) INTEGER -* On exit, the number of subsystems (of size 2-by-2, 4-by-4 and -* 8-by-8) solved by this routine. -* -* INFO (output) INTEGER -* On exit, if INFO is set to -* =0: Successful exit -* <0: If INFO = -i, the i-th argument had an illegal value. -* >0: The matrix pairs (A, D) and (B, E) have common or very -* close eigenvalues. -* -* Further Details -* =============== -* -* Based on contributions by -* Bo Kagstrom and Peter Poromaa, Department of Computing Science, -* Umea University, S-901 87 Umea, Sweden. -* * ===================================================================== * Replaced various illegal calls to DCOPY by calls to DLASET. * Sven Hammarling, 27/5/02.