--- rpl/lapack/lapack/ztgsna.f 2011/07/22 07:38:21 1.8 +++ rpl/lapack/lapack/ztgsna.f 2011/11/21 20:43:22 1.9 @@ -1,11 +1,320 @@ +*> \brief \b ZTGSNA +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZTGSNA + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, +* LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, +* IWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER HOWMNY, JOB +* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N +* .. +* .. Array Arguments .. +* LOGICAL SELECT( * ) +* INTEGER IWORK( * ) +* DOUBLE PRECISION DIF( * ), S( * ) +* COMPLEX*16 A( LDA, * ), B( LDB, * ), VL( LDVL, * ), +* $ VR( LDVR, * ), WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> 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. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOB +*> \verbatim +*> 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). +*> \endverbatim +*> +*> \param[in] HOWMNY +*> \verbatim +*> HOWMNY is CHARACTER*1 +*> = 'A': compute condition numbers for all eigenpairs; +*> = 'S': compute condition numbers for selected eigenpairs +*> specified by the array SELECT. +*> \endverbatim +*> +*> \param[in] SELECT +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the square matrix pair (A, B). N >= 0. +*> \endverbatim +*> +*> \param[in] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA,N) +*> The upper triangular matrix A in the pair (A,B). +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in] B +*> \verbatim +*> B is COMPLEX*16 array, dimension (LDB,N) +*> The upper triangular matrix B in the pair (A, B). +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[in] VL +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] LDVL +*> \verbatim +*> LDVL is INTEGER +*> The leading dimension of the array VL. LDVL >= 1; and +*> If JOB = 'E' or 'B', LDVL >= N. +*> \endverbatim +*> +*> \param[in] VR +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] LDVR +*> \verbatim +*> LDVR is INTEGER +*> The leading dimension of the array VR. LDVR >= 1; +*> If JOB = 'E' or 'B', LDVR >= N. +*> \endverbatim +*> +*> \param[out] S +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[out] DIF +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] MM +*> \verbatim +*> MM is INTEGER +*> The number of elements in the arrays S and DIF. MM >= M. +*> \endverbatim +*> +*> \param[out] M +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,N). +*> If JOB = 'V' or 'B', LWORK >= max(1,2*N*N). +*> \endverbatim +*> +*> \param[out] IWORK +*> \verbatim +*> IWORK is INTEGER array, dimension (N+2) +*> If JOB = 'E', IWORK is not referenced. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: Successful exit +*> < 0: If INFO = -i, the i-th argument had an illegal value +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup complex16OTHERcomputational +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> 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. +*> \endverbatim +* +*> \par Contributors: +* ================== +*> +*> Bo Kagstrom and Peter Poromaa, Department of Computing Science, +*> Umea University, S-901 87 Umea, Sweden. +* +*> \par References: +* ================ +*> +*> \verbatim +*> +*> [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. +*> \endverbatim +*> +* ===================================================================== SUBROUTINE ZTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, $ LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, $ IWORK, INFO ) * -* -- LAPACK routine (version 3.3.1) -- +* -- LAPACK computational 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 HOWMNY, JOB @@ -19,194 +328,6 @@ $ VR( LDVR, * ), WORK( * ) * .. * -* 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. -* -* 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*16 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*16 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*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 (input) INTEGER -* The leading dimension of the array VL. LDVL >= 1; and -* If JOB = 'E' or 'B', LDVL >= N. -* -* VR (input) 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 (input) INTEGER -* The leading dimension of the array VR. LDVR >= 1; -* If JOB = 'E' or 'B', LDVR >= N. -* -* S (output) 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 (output) 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 (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*16 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**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. -* -* 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 ..