--- rpl/lapack/lapack/ztrsen.f 2011/07/22 07:38:21 1.8 +++ rpl/lapack/lapack/ztrsen.f 2011/11/21 20:43:23 1.9 @@ -1,12 +1,273 @@ +*> \brief \b ZTRSEN +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZTRSEN + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, +* SEP, WORK, LWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER COMPQ, JOB +* INTEGER INFO, LDQ, LDT, LWORK, M, N +* DOUBLE PRECISION S, SEP +* .. +* .. Array Arguments .. +* LOGICAL SELECT( * ) +* COMPLEX*16 Q( LDQ, * ), T( LDT, * ), W( * ), WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZTRSEN reorders the Schur factorization of a complex matrix +*> A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in +*> the leading positions on the diagonal of the upper triangular matrix +*> T, and the leading columns of Q form an orthonormal basis of the +*> corresponding right invariant subspace. +*> +*> Optionally the routine computes the reciprocal condition numbers of +*> the cluster of eigenvalues and/or the invariant subspace. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOB +*> \verbatim +*> JOB is CHARACTER*1 +*> Specifies whether condition numbers are required for the +*> cluster of eigenvalues (S) or the invariant subspace (SEP): +*> = 'N': none; +*> = 'E': for eigenvalues only (S); +*> = 'V': for invariant subspace only (SEP); +*> = 'B': for both eigenvalues and invariant subspace (S and +*> SEP). +*> \endverbatim +*> +*> \param[in] COMPQ +*> \verbatim +*> COMPQ is CHARACTER*1 +*> = 'V': update the matrix Q of Schur vectors; +*> = 'N': do not update Q. +*> \endverbatim +*> +*> \param[in] SELECT +*> \verbatim +*> SELECT is LOGICAL array, dimension (N) +*> SELECT specifies the eigenvalues in the selected cluster. To +*> select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix T. N >= 0. +*> \endverbatim +*> +*> \param[in,out] T +*> \verbatim +*> T is COMPLEX*16 array, dimension (LDT,N) +*> On entry, the upper triangular matrix T. +*> On exit, T is overwritten by the reordered matrix T, with the +*> selected eigenvalues as the leading diagonal elements. +*> \endverbatim +*> +*> \param[in] LDT +*> \verbatim +*> LDT is INTEGER +*> The leading dimension of the array T. LDT >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] Q +*> \verbatim +*> Q is COMPLEX*16 array, dimension (LDQ,N) +*> On entry, if COMPQ = 'V', the matrix Q of Schur vectors. +*> On exit, if COMPQ = 'V', Q has been postmultiplied by the +*> unitary transformation matrix which reorders T; the leading M +*> columns of Q form an orthonormal basis for the specified +*> invariant subspace. +*> If COMPQ = 'N', Q is not referenced. +*> \endverbatim +*> +*> \param[in] LDQ +*> \verbatim +*> LDQ is INTEGER +*> The leading dimension of the array Q. +*> LDQ >= 1; and if COMPQ = 'V', LDQ >= N. +*> \endverbatim +*> +*> \param[out] W +*> \verbatim +*> W is COMPLEX*16 array, dimension (N) +*> The reordered eigenvalues of T, in the same order as they +*> appear on the diagonal of T. +*> \endverbatim +*> +*> \param[out] M +*> \verbatim +*> M is INTEGER +*> The dimension of the specified invariant subspace. +*> 0 <= M <= N. +*> \endverbatim +*> +*> \param[out] S +*> \verbatim +*> S is DOUBLE PRECISION +*> If JOB = 'E' or 'B', S is a lower bound on the reciprocal +*> condition number for the selected cluster of eigenvalues. +*> S cannot underestimate the true reciprocal condition number +*> by more than a factor of sqrt(N). If M = 0 or N, S = 1. +*> If JOB = 'N' or 'V', S is not referenced. +*> \endverbatim +*> +*> \param[out] SEP +*> \verbatim +*> SEP is DOUBLE PRECISION +*> If JOB = 'V' or 'B', SEP is the estimated reciprocal +*> condition number of the specified invariant subspace. If +*> M = 0 or N, SEP = norm(T). +*> If JOB = 'N' or 'E', SEP is not referenced. +*> \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. +*> If JOB = 'N', LWORK >= 1; +*> if JOB = 'E', LWORK = max(1,M*(N-M)); +*> if JOB = 'V' or 'B', LWORK >= max(1,2*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. +*> \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 +*> +*> ZTRSEN first collects the selected eigenvalues by computing a unitary +*> transformation Z to move them to the top left corner of T. In other +*> words, the selected eigenvalues are the eigenvalues of T11 in: +*> +*> Z**H * T * Z = ( T11 T12 ) n1 +*> ( 0 T22 ) n2 +*> n1 n2 +*> +*> where N = n1+n2. The first +*> n1 columns of Z span the specified invariant subspace of T. +*> +*> If T has been obtained from the Schur factorization of a matrix +*> A = Q*T*Q**H, then the reordered Schur factorization of A is given by +*> A = (Q*Z)*(Z**H*T*Z)*(Q*Z)**H, and the first n1 columns of Q*Z span the +*> corresponding invariant subspace of A. +*> +*> The reciprocal condition number of the average of the eigenvalues of +*> T11 may be returned in S. S lies between 0 (very badly conditioned) +*> and 1 (very well conditioned). It is computed as follows. First we +*> compute R so that +*> +*> P = ( I R ) n1 +*> ( 0 0 ) n2 +*> n1 n2 +*> +*> is the projector on the invariant subspace associated with T11. +*> R is the solution of the Sylvester equation: +*> +*> T11*R - R*T22 = T12. +*> +*> Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote +*> the two-norm of M. Then S is computed as the lower bound +*> +*> (1 + F-norm(R)**2)**(-1/2) +*> +*> on the reciprocal of 2-norm(P), the true reciprocal condition number. +*> S cannot underestimate 1 / 2-norm(P) by more than a factor of +*> sqrt(N). +*> +*> An approximate error bound for the computed average of the +*> eigenvalues of T11 is +*> +*> EPS * norm(T) / S +*> +*> where EPS is the machine precision. +*> +*> The reciprocal condition number of the right invariant subspace +*> spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. +*> SEP is defined as the separation of T11 and T22: +*> +*> sep( T11, T22 ) = sigma-min( C ) +*> +*> where sigma-min(C) is the smallest singular value of the +*> n1*n2-by-n1*n2 matrix +*> +*> C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) +*> +*> I(m) is an m by m identity matrix, and kprod denotes the Kronecker +*> product. We estimate sigma-min(C) by the reciprocal of an estimate of +*> the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) +*> cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). +*> +*> When SEP is small, small changes in T can cause large changes in +*> the invariant subspace. An approximate bound on the maximum angular +*> error in the computed right invariant subspace is +*> +*> EPS * norm(T) / SEP +*> \endverbatim +*> +* ===================================================================== SUBROUTINE ZTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, $ SEP, WORK, LWORK, 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 -- -* -* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. +* November 2011 * * .. Scalar Arguments .. CHARACTER COMPQ, JOB @@ -18,171 +279,6 @@ COMPLEX*16 Q( LDQ, * ), T( LDT, * ), W( * ), WORK( * ) * .. * -* Purpose -* ======= -* -* ZTRSEN reorders the Schur factorization of a complex matrix -* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in -* the leading positions on the diagonal of the upper triangular matrix -* T, and the leading columns of Q form an orthonormal basis of the -* corresponding right invariant subspace. -* -* Optionally the routine computes the reciprocal condition numbers of -* the cluster of eigenvalues and/or the invariant subspace. -* -* Arguments -* ========= -* -* JOB (input) CHARACTER*1 -* Specifies whether condition numbers are required for the -* cluster of eigenvalues (S) or the invariant subspace (SEP): -* = 'N': none; -* = 'E': for eigenvalues only (S); -* = 'V': for invariant subspace only (SEP); -* = 'B': for both eigenvalues and invariant subspace (S and -* SEP). -* -* COMPQ (input) CHARACTER*1 -* = 'V': update the matrix Q of Schur vectors; -* = 'N': do not update Q. -* -* SELECT (input) LOGICAL array, dimension (N) -* SELECT specifies the eigenvalues in the selected cluster. To -* select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. -* -* N (input) INTEGER -* The order of the matrix T. N >= 0. -* -* T (input/output) COMPLEX*16 array, dimension (LDT,N) -* On entry, the upper triangular matrix T. -* On exit, T is overwritten by the reordered matrix T, with the -* selected eigenvalues as the leading diagonal elements. -* -* LDT (input) INTEGER -* The leading dimension of the array T. LDT >= max(1,N). -* -* Q (input/output) COMPLEX*16 array, dimension (LDQ,N) -* On entry, if COMPQ = 'V', the matrix Q of Schur vectors. -* On exit, if COMPQ = 'V', Q has been postmultiplied by the -* unitary transformation matrix which reorders T; the leading M -* columns of Q form an orthonormal basis for the specified -* invariant subspace. -* If COMPQ = 'N', Q is not referenced. -* -* LDQ (input) INTEGER -* The leading dimension of the array Q. -* LDQ >= 1; and if COMPQ = 'V', LDQ >= N. -* -* W (output) COMPLEX*16 array, dimension (N) -* The reordered eigenvalues of T, in the same order as they -* appear on the diagonal of T. -* -* M (output) INTEGER -* The dimension of the specified invariant subspace. -* 0 <= M <= N. -* -* S (output) DOUBLE PRECISION -* If JOB = 'E' or 'B', S is a lower bound on the reciprocal -* condition number for the selected cluster of eigenvalues. -* S cannot underestimate the true reciprocal condition number -* by more than a factor of sqrt(N). If M = 0 or N, S = 1. -* If JOB = 'N' or 'V', S is not referenced. -* -* SEP (output) DOUBLE PRECISION -* If JOB = 'V' or 'B', SEP is the estimated reciprocal -* condition number of the specified invariant subspace. If -* M = 0 or N, SEP = norm(T). -* If JOB = 'N' or 'E', SEP is not referenced. -* -* 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. -* If JOB = 'N', LWORK >= 1; -* if JOB = 'E', LWORK = max(1,M*(N-M)); -* if JOB = 'V' or 'B', LWORK >= max(1,2*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. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value -* -* Further Details -* =============== -* -* ZTRSEN first collects the selected eigenvalues by computing a unitary -* transformation Z to move them to the top left corner of T. In other -* words, the selected eigenvalues are the eigenvalues of T11 in: -* -* Z**H * T * Z = ( T11 T12 ) n1 -* ( 0 T22 ) n2 -* n1 n2 -* -* where N = n1+n2. The first -* n1 columns of Z span the specified invariant subspace of T. -* -* If T has been obtained from the Schur factorization of a matrix -* A = Q*T*Q**H, then the reordered Schur factorization of A is given by -* A = (Q*Z)*(Z**H*T*Z)*(Q*Z)**H, and the first n1 columns of Q*Z span the -* corresponding invariant subspace of A. -* -* The reciprocal condition number of the average of the eigenvalues of -* T11 may be returned in S. S lies between 0 (very badly conditioned) -* and 1 (very well conditioned). It is computed as follows. First we -* compute R so that -* -* P = ( I R ) n1 -* ( 0 0 ) n2 -* n1 n2 -* -* is the projector on the invariant subspace associated with T11. -* R is the solution of the Sylvester equation: -* -* T11*R - R*T22 = T12. -* -* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote -* the two-norm of M. Then S is computed as the lower bound -* -* (1 + F-norm(R)**2)**(-1/2) -* -* on the reciprocal of 2-norm(P), the true reciprocal condition number. -* S cannot underestimate 1 / 2-norm(P) by more than a factor of -* sqrt(N). -* -* An approximate error bound for the computed average of the -* eigenvalues of T11 is -* -* EPS * norm(T) / S -* -* where EPS is the machine precision. -* -* The reciprocal condition number of the right invariant subspace -* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. -* SEP is defined as the separation of T11 and T22: -* -* sep( T11, T22 ) = sigma-min( C ) -* -* where sigma-min(C) is the smallest singular value of the -* n1*n2-by-n1*n2 matrix -* -* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) -* -* I(m) is an m by m identity matrix, and kprod denotes the Kronecker -* product. We estimate sigma-min(C) by the reciprocal of an estimate of -* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) -* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). -* -* When SEP is small, small changes in T can cause large changes in -* the invariant subspace. An approximate bound on the maximum angular -* error in the computed right invariant subspace is -* -* EPS * norm(T) / SEP -* * ===================================================================== * * .. Parameters ..