ruby-lapack 1.3
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- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
- data/ext/ztpttr.c +72 -0
- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
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- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
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- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
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- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
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- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
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- data/ext/zunmr2.c +106 -0
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- data/ext/zunmrz.c +125 -0
- data/ext/zunmtr.c +125 -0
- data/ext/zupgtr.c +87 -0
- data/ext/zupmtr.c +112 -0
- data/lib/numru/lapack.rb +51 -0
- data/samples/dsyevr.rb +25 -0
- data/tests/eig/ge/test_gesdd.rb +90 -0
- data/tests/eig/ge/test_gesvd.rb +99 -0
- data/tests/eig/gg/test_ggev.rb +124 -0
- data/tests/eig/gg/test_ggsvd.rb +76 -0
- data/tests/eig/sb/test_sbev.rb +39 -0
- data/tests/lapack_test.rb +50 -0
- data/tests/lin/gb/test_gbsv.rb +46 -0
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
data/doc/dtb.html
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<HTML>
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<HEAD>
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<TITLE>DOUBLE PRECISION routines for triangular band matrix</TITLE>
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</HEAD>
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<BODY>
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<A NAME="top"></A>
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<H1>DOUBLE PRECISION routines for triangular band matrix</H1>
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<UL>
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<LI><A HREF="#dtbcon">dtbcon</A></LI>
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<LI><A HREF="#dtbrfs">dtbrfs</A></LI>
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<LI><A HREF="#dtbtrs">dtbtrs</A></LI>
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</UL>
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<A NAME="dtbcon"></A>
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<H2>dtbcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.dtbcon( norm, uplo, diag, kd, ab, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DTBCON( NORM, UPLO, DIAG, N, KD, AB, LDAB, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* DTBCON estimates the reciprocal of the condition number of a
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* triangular band matrix A, in either the 1-norm or the infinity-norm.
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*
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* The norm of A is computed and an estimate is obtained for
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* norm(inv(A)), then the reciprocal of the condition number is
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* computed as
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* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
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*
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* Arguments
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* =========
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*
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* NORM (input) CHARACTER*1
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* Specifies whether the 1-norm condition number or the
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* infinity-norm condition number is required:
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* = '1' or 'O': 1-norm;
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* = 'I': Infinity-norm.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals or subdiagonals of the
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* triangular band matrix A. KD >= 0.
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*
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* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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* The upper or lower triangular band matrix A, stored in the
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* first kd+1 rows of the array. The j-th column of A is stored
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* in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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* If DIAG = 'U', the diagonal elements of A are not referenced
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* and are assumed to be 1.
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* RCOND (output) DOUBLE PRECISION
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(norm(A) * norm(inv(A))).
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
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*
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* IWORK (workspace) INTEGER array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dtbrfs"></A>
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<H2>dtbrfs</H2>
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<PRE>
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USAGE:
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ferr, berr, info = NumRu::Lapack.dtbrfs( uplo, trans, diag, kd, ab, b, x, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DTBRFS( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* DTBRFS provides error bounds and backward error estimates for the
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* solution to a system of linear equations with a triangular band
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* coefficient matrix.
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*
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* The solution matrix X must be computed by DTBTRS or some other
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* means before entering this routine. DTBRFS does not do iterative
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* refinement because doing so cannot improve the backward error.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* TRANS (input) CHARACTER*1
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* Specifies the form of the system of equations:
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* = 'N': A * X = B (No transpose)
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* = 'T': A**T * X = B (Transpose)
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* = 'C': A**H * X = B (Conjugate transpose = Transpose)
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals or subdiagonals of the
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* triangular band matrix A. KD >= 0.
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*
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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrices B and X. NRHS >= 0.
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*
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* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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* The upper or lower triangular band matrix A, stored in the
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* first kd+1 rows of the array. The j-th column of A is stored
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* in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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* If DIAG = 'U', the diagonal elements of A are not referenced
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* and are assumed to be 1.
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
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* The right hand side matrix B.
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*
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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*
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* X (input) DOUBLE PRECISION array, dimension (LDX,NRHS)
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* The solution matrix X.
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*
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* LDX (input) INTEGER
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* The leading dimension of the array X. LDX >= max(1,N).
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*
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* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
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* The estimated forward error bound for each solution vector
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* X(j) (the j-th column of the solution matrix X).
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* If XTRUE is the true solution corresponding to X(j), FERR(j)
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* is an estimated upper bound for the magnitude of the largest
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* element in (X(j) - XTRUE) divided by the magnitude of the
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* largest element in X(j). The estimate is as reliable as
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* the estimate for RCOND, and is almost always a slight
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* overestimate of the true error.
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*
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* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
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* The componentwise relative backward error of each solution
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* vector X(j) (i.e., the smallest relative change in
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* any element of A or B that makes X(j) an exact solution).
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
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*
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* IWORK (workspace) INTEGER array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dtbtrs"></A>
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<H2>dtbtrs</H2>
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<PRE>
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USAGE:
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info, b = NumRu::Lapack.dtbtrs( uplo, trans, diag, kd, ab, b, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DTBTRS( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
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* Purpose
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* =======
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*
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* DTBTRS solves a triangular system of the form
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*
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* A * X = B or A**T * X = B,
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*
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* where A is a triangular band matrix of order N, and B is an
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* N-by NRHS matrix. A check is made to verify that A is nonsingular.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* TRANS (input) CHARACTER*1
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* Specifies the form the system of equations:
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* = 'N': A * X = B (No transpose)
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* = 'T': A**T * X = B (Transpose)
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* = 'C': A**H * X = B (Conjugate transpose = Transpose)
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals or subdiagonals of the
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* triangular band matrix A. KD >= 0.
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*
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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrix B. NRHS >= 0.
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*
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* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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* The upper or lower triangular band matrix A, stored in the
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* first kd+1 rows of AB. The j-th column of A is stored
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* in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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* If DIAG = 'U', the diagonal elements of A are not referenced
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* and are assumed to be 1.
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
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* On entry, the right hand side matrix B.
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* On exit, if INFO = 0, the solution matrix X.
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*
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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* INFO (output) INTEGER
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* indicating that the matrix is singular and the
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* solutions X have not been computed.
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* =====================================================================
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<TITLE>DOUBLE PRECISION routines for triangular matrices, generalized problem (i.e., a pair of triangular matrices) matrix</TITLE>
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<H1>DOUBLE PRECISION routines for triangular matrices, generalized problem (i.e., a pair of triangular matrices) matrix</H1>
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<UL>
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<LI><A HREF="#dtgevc">dtgevc</A></LI>
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<LI><A HREF="#dtgex2">dtgex2</A></LI>
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<LI><A HREF="#dtgexc">dtgexc</A></LI>
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<LI><A HREF="#dtgsen">dtgsen</A></LI>
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<LI><A HREF="#dtgsja">dtgsja</A></LI>
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<LI><A HREF="#dtgsna">dtgsna</A></LI>
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<LI><A HREF="#dtgsy2">dtgsy2</A></LI>
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<LI><A HREF="#dtgsyl">dtgsyl</A></LI>
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<A NAME="dtgevc"></A>
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<H2>dtgevc</H2>
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<PRE>
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USAGE:
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m, info, vl, vr = NumRu::Lapack.dtgevc( side, howmny, select, s, p, vl, vr, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DTGEVC( SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, INFO )
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* Purpose
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* =======
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*
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* DTGEVC computes some or all of the right and/or left eigenvectors of
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* a pair of real matrices (S,P), where S is a quasi-triangular matrix
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* and P is upper triangular. Matrix pairs of this type are produced by
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* the generalized Schur factorization of a matrix pair (A,B):
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*
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* A = Q*S*Z**T, B = Q*P*Z**T
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*
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* as computed by DGGHRD + DHGEQZ.
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*
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* The right eigenvector x and the left eigenvector y of (S,P)
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* corresponding to an eigenvalue w are defined by:
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*
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* S*x = w*P*x, (y**H)*S = w*(y**H)*P,
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*
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* where y**H denotes the conjugate tranpose of y.
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* The eigenvalues are not input to this routine, but are computed
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* directly from the diagonal blocks of S and P.
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*
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* This routine returns the matrices X and/or Y of right and left
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* eigenvectors of (S,P), or the products Z*X and/or Q*Y,
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* where Z and Q are input matrices.
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* If Q and Z are the orthogonal factors from the generalized Schur
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* factorization of a matrix pair (A,B), then Z*X and Q*Y
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* are the matrices of right and left eigenvectors of (A,B).
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*
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+
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* Arguments
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* =========
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*
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* SIDE (input) CHARACTER*1
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* = 'R': compute right eigenvectors only;
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* = 'L': compute left eigenvectors only;
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* = 'B': compute both right and left eigenvectors.
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*
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* HOWMNY (input) CHARACTER*1
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* = 'A': compute all right and/or left eigenvectors;
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* = 'B': compute all right and/or left eigenvectors,
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* backtransformed by the matrices in VR and/or VL;
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* = 'S': compute selected right and/or left eigenvectors,
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* specified by the logical array SELECT.
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*
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* SELECT (input) LOGICAL array, dimension (N)
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* If HOWMNY='S', SELECT specifies the eigenvectors to be
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* computed. If w(j) is a real eigenvalue, the corresponding
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* real eigenvector is computed if SELECT(j) is .TRUE..
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* If w(j) and w(j+1) are the real and imaginary parts of a
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* complex eigenvalue, the corresponding complex eigenvector
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* is computed if either SELECT(j) or SELECT(j+1) is .TRUE.,
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* and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is
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* set to .FALSE..
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* Not referenced if HOWMNY = 'A' or 'B'.
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*
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* N (input) INTEGER
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* The order of the matrices S and P. N >= 0.
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*
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* S (input) DOUBLE PRECISION array, dimension (LDS,N)
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* The upper quasi-triangular matrix S from a generalized Schur
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* factorization, as computed by DHGEQZ.
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*
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* LDS (input) INTEGER
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* The leading dimension of array S. LDS >= max(1,N).
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*
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* P (input) DOUBLE PRECISION array, dimension (LDP,N)
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* The upper triangular matrix P from a generalized Schur
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* factorization, as computed by DHGEQZ.
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* 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks
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* of S must be in positive diagonal form.
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*
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* LDP (input) INTEGER
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* The leading dimension of array P. LDP >= max(1,N).
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*
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* VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM)
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* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
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* contain an N-by-N matrix Q (usually the orthogonal matrix Q
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* of left Schur vectors returned by DHGEQZ).
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* On exit, if SIDE = 'L' or 'B', VL contains:
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* if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P);
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* if HOWMNY = 'B', the matrix Q*Y;
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* if HOWMNY = 'S', the left eigenvectors of (S,P) specified by
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* SELECT, stored consecutively in the columns of
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* VL, in the same order as their eigenvalues.
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*
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* A complex eigenvector corresponding to a complex eigenvalue
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* is stored in two consecutive columns, the first holding the
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* real part, and the second the imaginary part.
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*
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* Not referenced if SIDE = 'R'.
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*
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* LDVL (input) INTEGER
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* The leading dimension of array VL. LDVL >= 1, and if
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* SIDE = 'L' or 'B', LDVL >= N.
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*
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* VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
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* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
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* contain an N-by-N matrix Z (usually the orthogonal matrix Z
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* of right Schur vectors returned by DHGEQZ).
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*
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* On exit, if SIDE = 'R' or 'B', VR contains:
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* if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P);
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* if HOWMNY = 'B' or 'b', the matrix Z*X;
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* if HOWMNY = 'S' or 's', the right eigenvectors of (S,P)
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* specified by SELECT, stored consecutively in the
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* columns of VR, in the same order as their
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* eigenvalues.
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*
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* A complex eigenvector corresponding to a complex eigenvalue
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* is stored in two consecutive columns, the first holding the
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* real part and the second the imaginary part.
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*
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* Not referenced if SIDE = 'L'.
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*
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* LDVR (input) INTEGER
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* The leading dimension of the array VR. LDVR >= 1, and if
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* SIDE = 'R' or 'B', LDVR >= N.
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*
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* MM (input) INTEGER
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* The number of columns in the arrays VL and/or VR. MM >= M.
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*
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* M (output) INTEGER
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* The number of columns in the arrays VL and/or VR actually
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* used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
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* is set to N. Each selected real eigenvector occupies one
|
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* column and each selected complex eigenvector occupies two
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* columns.
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (6*N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit.
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* < 0: if INFO = -i, the i-th argument had an illegal value.
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* > 0: the 2-by-2 block (INFO:INFO+1) does not have a complex
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* eigenvalue.
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*
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* Further Details
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* ===============
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*
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* Allocation of workspace:
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* ---------- -- ---------
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*
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* WORK( j ) = 1-norm of j-th column of A, above the diagonal
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* WORK( N+j ) = 1-norm of j-th column of B, above the diagonal
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* WORK( 2*N+1:3*N ) = real part of eigenvector
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* WORK( 3*N+1:4*N ) = imaginary part of eigenvector
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* WORK( 4*N+1:5*N ) = real part of back-transformed eigenvector
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* WORK( 5*N+1:6*N ) = imaginary part of back-transformed eigenvector
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*
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* Rowwise vs. columnwise solution methods:
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* ------- -- ---------- -------- -------
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*
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* Finding a generalized eigenvector consists basically of solving the
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* singular triangular system
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*
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* (A - w B) x = 0 (for right) or: (A - w B)**H y = 0 (for left)
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*
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* Consider finding the i-th right eigenvector (assume all eigenvalues
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* are real). The equation to be solved is:
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* n i
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* 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,. . .,1
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* k=j k=j
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*
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* where C = (A - w B) (The components v(i+1:n) are 0.)
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*
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* The "rowwise" method is:
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*
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* (1) v(i) := 1
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* for j = i-1,. . .,1:
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* i
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* (2) compute s = - sum C(j,k) v(k) and
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* k=j+1
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*
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* (3) v(j) := s / C(j,j)
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*
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* Step 2 is sometimes called the "dot product" step, since it is an
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* inner product between the j-th row and the portion of the eigenvector
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* that has been computed so far.
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*
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* The "columnwise" method consists basically in doing the sums
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* for all the rows in parallel. As each v(j) is computed, the
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* contribution of v(j) times the j-th column of C is added to the
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* partial sums. Since FORTRAN arrays are stored columnwise, this has
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* the advantage that at each step, the elements of C that are accessed
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* are adjacent to one another, whereas with the rowwise method, the
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* elements accessed at a step are spaced LDS (and LDP) words apart.
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*
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* When finding left eigenvectors, the matrix in question is the
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* transpose of the one in storage, so the rowwise method then
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* actually accesses columns of A and B at each step, and so is the
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* preferred method.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dtgex2"></A>
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<H2>dtgex2</H2>
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<PRE>
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USAGE:
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info, a, b, q, z = NumRu::Lapack.dtgex2( wantq, wantz, a, b, q, z, j1, n1, n2, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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237
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SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO )
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+
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* Purpose
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240
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+
* =======
|
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241
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+
*
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242
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+
* DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
|
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* of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
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* (A, B) by an orthogonal equivalence transformation.
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*
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* (A, B) must be in generalized real Schur canonical form (as returned
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* by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
|
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+
* diagonal blocks. B is upper triangular.
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*
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* Optionally, the matrices Q and Z of generalized Schur vectors are
|
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* updated.
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+
*
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* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
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* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
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*
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*
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* Arguments
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* =========
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260
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*
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261
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* WANTQ (input) LOGICAL
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262
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* .TRUE. : update the left transformation matrix Q;
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* .FALSE.: do not update Q.
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+
*
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265
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+
* WANTZ (input) LOGICAL
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266
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* .TRUE. : update the right transformation matrix Z;
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* .FALSE.: do not update Z.
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*
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269
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* N (input) INTEGER
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* The order of the matrices A and B. N >= 0.
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+
*
|
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272
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+
* A (input/output) DOUBLE PRECISION array, dimensions (LDA,N)
|
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273
|
+
* On entry, the matrix A in the pair (A, B).
|
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274
|
+
* On exit, the updated matrix A.
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275
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+
*
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276
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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+
*
|
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279
|
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* B (input/output) DOUBLE PRECISION array, dimensions (LDB,N)
|
|
280
|
+
* On entry, the matrix B in the pair (A, B).
|
|
281
|
+
* On exit, the updated matrix B.
|
|
282
|
+
*
|
|
283
|
+
* LDB (input) INTEGER
|
|
284
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
285
|
+
*
|
|
286
|
+
* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
|
|
287
|
+
* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
|
|
288
|
+
* On exit, the updated matrix Q.
|
|
289
|
+
* Not referenced if WANTQ = .FALSE..
|
|
290
|
+
*
|
|
291
|
+
* LDQ (input) INTEGER
|
|
292
|
+
* The leading dimension of the array Q. LDQ >= 1.
|
|
293
|
+
* If WANTQ = .TRUE., LDQ >= N.
|
|
294
|
+
*
|
|
295
|
+
* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
|
|
296
|
+
* On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
|
|
297
|
+
* On exit, the updated matrix Z.
|
|
298
|
+
* Not referenced if WANTZ = .FALSE..
|
|
299
|
+
*
|
|
300
|
+
* LDZ (input) INTEGER
|
|
301
|
+
* The leading dimension of the array Z. LDZ >= 1.
|
|
302
|
+
* If WANTZ = .TRUE., LDZ >= N.
|
|
303
|
+
*
|
|
304
|
+
* J1 (input) INTEGER
|
|
305
|
+
* The index to the first block (A11, B11). 1 <= J1 <= N.
|
|
306
|
+
*
|
|
307
|
+
* N1 (input) INTEGER
|
|
308
|
+
* The order of the first block (A11, B11). N1 = 0, 1 or 2.
|
|
309
|
+
*
|
|
310
|
+
* N2 (input) INTEGER
|
|
311
|
+
* The order of the second block (A22, B22). N2 = 0, 1 or 2.
|
|
312
|
+
*
|
|
313
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
|
|
314
|
+
*
|
|
315
|
+
* LWORK (input) INTEGER
|
|
316
|
+
* The dimension of the array WORK.
|
|
317
|
+
* LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )
|
|
318
|
+
*
|
|
319
|
+
* INFO (output) INTEGER
|
|
320
|
+
* =0: Successful exit
|
|
321
|
+
* >0: If INFO = 1, the transformed matrix (A, B) would be
|
|
322
|
+
* too far from generalized Schur form; the blocks are
|
|
323
|
+
* not swapped and (A, B) and (Q, Z) are unchanged.
|
|
324
|
+
* The problem of swapping is too ill-conditioned.
|
|
325
|
+
* <0: If INFO = -16: LWORK is too small. Appropriate value
|
|
326
|
+
* for LWORK is returned in WORK(1).
|
|
327
|
+
*
|
|
328
|
+
|
|
329
|
+
* Further Details
|
|
330
|
+
* ===============
|
|
331
|
+
*
|
|
332
|
+
* Based on contributions by
|
|
333
|
+
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
|
334
|
+
* Umea University, S-901 87 Umea, Sweden.
|
|
335
|
+
*
|
|
336
|
+
* In the current code both weak and strong stability tests are
|
|
337
|
+
* performed. The user can omit the strong stability test by changing
|
|
338
|
+
* the internal logical parameter WANDS to .FALSE.. See ref. [2] for
|
|
339
|
+
* details.
|
|
340
|
+
*
|
|
341
|
+
* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
|
|
342
|
+
* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
|
|
343
|
+
* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
|
|
344
|
+
* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
|
|
345
|
+
*
|
|
346
|
+
* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
|
|
347
|
+
* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
|
|
348
|
+
* Estimation: Theory, Algorithms and Software,
|
|
349
|
+
* Report UMINF - 94.04, Department of Computing Science, Umea
|
|
350
|
+
* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
|
|
351
|
+
* Note 87. To appear in Numerical Algorithms, 1996.
|
|
352
|
+
*
|
|
353
|
+
* =====================================================================
|
|
354
|
+
* Replaced various illegal calls to DCOPY by calls to DLASET, or by DO
|
|
355
|
+
* loops. Sven Hammarling, 1/5/02.
|
|
356
|
+
*
|
|
357
|
+
|
|
358
|
+
|
|
359
|
+
</PRE>
|
|
360
|
+
<A HREF="#top">go to the page top</A>
|
|
361
|
+
|
|
362
|
+
<A NAME="dtgexc"></A>
|
|
363
|
+
<H2>dtgexc</H2>
|
|
364
|
+
<PRE>
|
|
365
|
+
USAGE:
|
|
366
|
+
work, info, a, b, q, z, ifst, ilst = NumRu::Lapack.dtgexc( wantq, wantz, a, b, q, z, ifst, ilst, [:lwork => lwork, :usage => usage, :help => help])
|
|
367
|
+
|
|
368
|
+
|
|
369
|
+
FORTRAN MANUAL
|
|
370
|
+
SUBROUTINE DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO )
|
|
371
|
+
|
|
372
|
+
* Purpose
|
|
373
|
+
* =======
|
|
374
|
+
*
|
|
375
|
+
* DTGEXC reorders the generalized real Schur decomposition of a real
|
|
376
|
+
* matrix pair (A,B) using an orthogonal equivalence transformation
|
|
377
|
+
*
|
|
378
|
+
* (A, B) = Q * (A, B) * Z',
|
|
379
|
+
*
|
|
380
|
+
* so that the diagonal block of (A, B) with row index IFST is moved
|
|
381
|
+
* to row ILST.
|
|
382
|
+
*
|
|
383
|
+
* (A, B) must be in generalized real Schur canonical form (as returned
|
|
384
|
+
* by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
|
|
385
|
+
* diagonal blocks. B is upper triangular.
|
|
386
|
+
*
|
|
387
|
+
* Optionally, the matrices Q and Z of generalized Schur vectors are
|
|
388
|
+
* updated.
|
|
389
|
+
*
|
|
390
|
+
* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
|
|
391
|
+
* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
|
|
392
|
+
*
|
|
393
|
+
*
|
|
394
|
+
|
|
395
|
+
* Arguments
|
|
396
|
+
* =========
|
|
397
|
+
*
|
|
398
|
+
* WANTQ (input) LOGICAL
|
|
399
|
+
* .TRUE. : update the left transformation matrix Q;
|
|
400
|
+
* .FALSE.: do not update Q.
|
|
401
|
+
*
|
|
402
|
+
* WANTZ (input) LOGICAL
|
|
403
|
+
* .TRUE. : update the right transformation matrix Z;
|
|
404
|
+
* .FALSE.: do not update Z.
|
|
405
|
+
*
|
|
406
|
+
* N (input) INTEGER
|
|
407
|
+
* The order of the matrices A and B. N >= 0.
|
|
408
|
+
*
|
|
409
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
410
|
+
* On entry, the matrix A in generalized real Schur canonical
|
|
411
|
+
* form.
|
|
412
|
+
* On exit, the updated matrix A, again in generalized
|
|
413
|
+
* real Schur canonical form.
|
|
414
|
+
*
|
|
415
|
+
* LDA (input) INTEGER
|
|
416
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
417
|
+
*
|
|
418
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
|
|
419
|
+
* On entry, the matrix B in generalized real Schur canonical
|
|
420
|
+
* form (A,B).
|
|
421
|
+
* On exit, the updated matrix B, again in generalized
|
|
422
|
+
* real Schur canonical form (A,B).
|
|
423
|
+
*
|
|
424
|
+
* LDB (input) INTEGER
|
|
425
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
426
|
+
*
|
|
427
|
+
* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
|
|
428
|
+
* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
|
|
429
|
+
* On exit, the updated matrix Q.
|
|
430
|
+
* If WANTQ = .FALSE., Q is not referenced.
|
|
431
|
+
*
|
|
432
|
+
* LDQ (input) INTEGER
|
|
433
|
+
* The leading dimension of the array Q. LDQ >= 1.
|
|
434
|
+
* If WANTQ = .TRUE., LDQ >= N.
|
|
435
|
+
*
|
|
436
|
+
* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
|
|
437
|
+
* On entry, if WANTZ = .TRUE., the orthogonal matrix Z.
|
|
438
|
+
* On exit, the updated matrix Z.
|
|
439
|
+
* If WANTZ = .FALSE., Z is not referenced.
|
|
440
|
+
*
|
|
441
|
+
* LDZ (input) INTEGER
|
|
442
|
+
* The leading dimension of the array Z. LDZ >= 1.
|
|
443
|
+
* If WANTZ = .TRUE., LDZ >= N.
|
|
444
|
+
*
|
|
445
|
+
* IFST (input/output) INTEGER
|
|
446
|
+
* ILST (input/output) INTEGER
|
|
447
|
+
* Specify the reordering of the diagonal blocks of (A, B).
|
|
448
|
+
* The block with row index IFST is moved to row ILST, by a
|
|
449
|
+
* sequence of swapping between adjacent blocks.
|
|
450
|
+
* On exit, if IFST pointed on entry to the second row of
|
|
451
|
+
* a 2-by-2 block, it is changed to point to the first row;
|
|
452
|
+
* ILST always points to the first row of the block in its
|
|
453
|
+
* final position (which may differ from its input value by
|
|
454
|
+
* +1 or -1). 1 <= IFST, ILST <= N.
|
|
455
|
+
*
|
|
456
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
457
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
458
|
+
*
|
|
459
|
+
* LWORK (input) INTEGER
|
|
460
|
+
* The dimension of the array WORK.
|
|
461
|
+
* LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.
|
|
462
|
+
*
|
|
463
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
464
|
+
* only calculates the optimal size of the WORK array, returns
|
|
465
|
+
* this value as the first entry of the WORK array, and no error
|
|
466
|
+
* message related to LWORK is issued by XERBLA.
|
|
467
|
+
*
|
|
468
|
+
* INFO (output) INTEGER
|
|
469
|
+
* =0: successful exit.
|
|
470
|
+
* <0: if INFO = -i, the i-th argument had an illegal value.
|
|
471
|
+
* =1: The transformed matrix pair (A, B) would be too far
|
|
472
|
+
* from generalized Schur form; the problem is ill-
|
|
473
|
+
* conditioned. (A, B) may have been partially reordered,
|
|
474
|
+
* and ILST points to the first row of the current
|
|
475
|
+
* position of the block being moved.
|
|
476
|
+
*
|
|
477
|
+
|
|
478
|
+
* Further Details
|
|
479
|
+
* ===============
|
|
480
|
+
*
|
|
481
|
+
* Based on contributions by
|
|
482
|
+
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
|
483
|
+
* Umea University, S-901 87 Umea, Sweden.
|
|
484
|
+
*
|
|
485
|
+
* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
|
|
486
|
+
* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
|
|
487
|
+
* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
|
|
488
|
+
* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
|
|
489
|
+
*
|
|
490
|
+
* =====================================================================
|
|
491
|
+
*
|
|
492
|
+
|
|
493
|
+
|
|
494
|
+
</PRE>
|
|
495
|
+
<A HREF="#top">go to the page top</A>
|
|
496
|
+
|
|
497
|
+
<A NAME="dtgsen"></A>
|
|
498
|
+
<H2>dtgsen</H2>
|
|
499
|
+
<PRE>
|
|
500
|
+
USAGE:
|
|
501
|
+
alphar, alphai, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.dtgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
|
|
502
|
+
|
|
503
|
+
|
|
504
|
+
FORTRAN MANUAL
|
|
505
|
+
SUBROUTINE DTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
|
|
506
|
+
|
|
507
|
+
* Purpose
|
|
508
|
+
* =======
|
|
509
|
+
*
|
|
510
|
+
* DTGSEN reorders the generalized real Schur decomposition of a real
|
|
511
|
+
* matrix pair (A, B) (in terms of an orthonormal equivalence trans-
|
|
512
|
+
* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
|
|
513
|
+
* appears in the leading diagonal blocks of the upper quasi-triangular
|
|
514
|
+
* matrix A and the upper triangular B. The leading columns of Q and
|
|
515
|
+
* Z form orthonormal bases of the corresponding left and right eigen-
|
|
516
|
+
* spaces (deflating subspaces). (A, B) must be in generalized real
|
|
517
|
+
* Schur canonical form (as returned by DGGES), i.e. A is block upper
|
|
518
|
+
* triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper
|
|
519
|
+
* triangular.
|
|
520
|
+
*
|
|
521
|
+
* DTGSEN also computes the generalized eigenvalues
|
|
522
|
+
*
|
|
523
|
+
* w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j)
|
|
524
|
+
*
|
|
525
|
+
* of the reordered matrix pair (A, B).
|
|
526
|
+
*
|
|
527
|
+
* Optionally, DTGSEN computes the estimates of reciprocal condition
|
|
528
|
+
* numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
|
|
529
|
+
* (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
|
|
530
|
+
* between the matrix pairs (A11, B11) and (A22,B22) that correspond to
|
|
531
|
+
* the selected cluster and the eigenvalues outside the cluster, resp.,
|
|
532
|
+
* and norms of "projections" onto left and right eigenspaces w.r.t.
|
|
533
|
+
* the selected cluster in the (1,1)-block.
|
|
534
|
+
*
|
|
535
|
+
|
|
536
|
+
* Arguments
|
|
537
|
+
* =========
|
|
538
|
+
*
|
|
539
|
+
* IJOB (input) INTEGER
|
|
540
|
+
* Specifies whether condition numbers are required for the
|
|
541
|
+
* cluster of eigenvalues (PL and PR) or the deflating subspaces
|
|
542
|
+
* (Difu and Difl):
|
|
543
|
+
* =0: Only reorder w.r.t. SELECT. No extras.
|
|
544
|
+
* =1: Reciprocal of norms of "projections" onto left and right
|
|
545
|
+
* eigenspaces w.r.t. the selected cluster (PL and PR).
|
|
546
|
+
* =2: Upper bounds on Difu and Difl. F-norm-based estimate
|
|
547
|
+
* (DIF(1:2)).
|
|
548
|
+
* =3: Estimate of Difu and Difl. 1-norm-based estimate
|
|
549
|
+
* (DIF(1:2)).
|
|
550
|
+
* About 5 times as expensive as IJOB = 2.
|
|
551
|
+
* =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
|
|
552
|
+
* version to get it all.
|
|
553
|
+
* =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
|
|
554
|
+
*
|
|
555
|
+
* WANTQ (input) LOGICAL
|
|
556
|
+
* .TRUE. : update the left transformation matrix Q;
|
|
557
|
+
* .FALSE.: do not update Q.
|
|
558
|
+
*
|
|
559
|
+
* WANTZ (input) LOGICAL
|
|
560
|
+
* .TRUE. : update the right transformation matrix Z;
|
|
561
|
+
* .FALSE.: do not update Z.
|
|
562
|
+
*
|
|
563
|
+
* SELECT (input) LOGICAL array, dimension (N)
|
|
564
|
+
* SELECT specifies the eigenvalues in the selected cluster.
|
|
565
|
+
* To select a real eigenvalue w(j), SELECT(j) must be set to
|
|
566
|
+
* .TRUE.. To select a complex conjugate pair of eigenvalues
|
|
567
|
+
* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
|
|
568
|
+
* either SELECT(j) or SELECT(j+1) or both must be set to
|
|
569
|
+
* .TRUE.; a complex conjugate pair of eigenvalues must be
|
|
570
|
+
* either both included in the cluster or both excluded.
|
|
571
|
+
*
|
|
572
|
+
* N (input) INTEGER
|
|
573
|
+
* The order of the matrices A and B. N >= 0.
|
|
574
|
+
*
|
|
575
|
+
* A (input/output) DOUBLE PRECISION array, dimension(LDA,N)
|
|
576
|
+
* On entry, the upper quasi-triangular matrix A, with (A, B) in
|
|
577
|
+
* generalized real Schur canonical form.
|
|
578
|
+
* On exit, A is overwritten by the reordered matrix A.
|
|
579
|
+
*
|
|
580
|
+
* LDA (input) INTEGER
|
|
581
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
582
|
+
*
|
|
583
|
+
* B (input/output) DOUBLE PRECISION array, dimension(LDB,N)
|
|
584
|
+
* On entry, the upper triangular matrix B, with (A, B) in
|
|
585
|
+
* generalized real Schur canonical form.
|
|
586
|
+
* On exit, B is overwritten by the reordered matrix B.
|
|
587
|
+
*
|
|
588
|
+
* LDB (input) INTEGER
|
|
589
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
590
|
+
*
|
|
591
|
+
* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
|
|
592
|
+
* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
|
|
593
|
+
* BETA (output) DOUBLE PRECISION array, dimension (N)
|
|
594
|
+
* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
|
|
595
|
+
* be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
|
|
596
|
+
* and BETA(j),j=1,...,N are the diagonals of the complex Schur
|
|
597
|
+
* form (S,T) that would result if the 2-by-2 diagonal blocks of
|
|
598
|
+
* the real generalized Schur form of (A,B) were further reduced
|
|
599
|
+
* to triangular form using complex unitary transformations.
|
|
600
|
+
* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
|
|
601
|
+
* positive, then the j-th and (j+1)-st eigenvalues are a
|
|
602
|
+
* complex conjugate pair, with ALPHAI(j+1) negative.
|
|
603
|
+
*
|
|
604
|
+
* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
|
|
605
|
+
* On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
|
|
606
|
+
* On exit, Q has been postmultiplied by the left orthogonal
|
|
607
|
+
* transformation matrix which reorder (A, B); The leading M
|
|
608
|
+
* columns of Q form orthonormal bases for the specified pair of
|
|
609
|
+
* left eigenspaces (deflating subspaces).
|
|
610
|
+
* If WANTQ = .FALSE., Q is not referenced.
|
|
611
|
+
*
|
|
612
|
+
* LDQ (input) INTEGER
|
|
613
|
+
* The leading dimension of the array Q. LDQ >= 1;
|
|
614
|
+
* and if WANTQ = .TRUE., LDQ >= N.
|
|
615
|
+
*
|
|
616
|
+
* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
|
|
617
|
+
* On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
|
|
618
|
+
* On exit, Z has been postmultiplied by the left orthogonal
|
|
619
|
+
* transformation matrix which reorder (A, B); The leading M
|
|
620
|
+
* columns of Z form orthonormal bases for the specified pair of
|
|
621
|
+
* left eigenspaces (deflating subspaces).
|
|
622
|
+
* If WANTZ = .FALSE., Z is not referenced.
|
|
623
|
+
*
|
|
624
|
+
* LDZ (input) INTEGER
|
|
625
|
+
* The leading dimension of the array Z. LDZ >= 1;
|
|
626
|
+
* If WANTZ = .TRUE., LDZ >= N.
|
|
627
|
+
*
|
|
628
|
+
* M (output) INTEGER
|
|
629
|
+
* The dimension of the specified pair of left and right eigen-
|
|
630
|
+
* spaces (deflating subspaces). 0 <= M <= N.
|
|
631
|
+
*
|
|
632
|
+
* PL (output) DOUBLE PRECISION
|
|
633
|
+
* PR (output) DOUBLE PRECISION
|
|
634
|
+
* If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
|
|
635
|
+
* reciprocal of the norm of "projections" onto left and right
|
|
636
|
+
* eigenspaces with respect to the selected cluster.
|
|
637
|
+
* 0 < PL, PR <= 1.
|
|
638
|
+
* If M = 0 or M = N, PL = PR = 1.
|
|
639
|
+
* If IJOB = 0, 2 or 3, PL and PR are not referenced.
|
|
640
|
+
*
|
|
641
|
+
* DIF (output) DOUBLE PRECISION array, dimension (2).
|
|
642
|
+
* If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
|
|
643
|
+
* If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
|
|
644
|
+
* Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
|
|
645
|
+
* estimates of Difu and Difl.
|
|
646
|
+
* If M = 0 or N, DIF(1:2) = F-norm([A, B]).
|
|
647
|
+
* If IJOB = 0 or 1, DIF is not referenced.
|
|
648
|
+
*
|
|
649
|
+
* WORK (workspace/output) DOUBLE PRECISION array,
|
|
650
|
+
* dimension (MAX(1,LWORK))
|
|
651
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
652
|
+
*
|
|
653
|
+
* LWORK (input) INTEGER
|
|
654
|
+
* The dimension of the array WORK. LWORK >= 4*N+16.
|
|
655
|
+
* If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).
|
|
656
|
+
* If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).
|
|
657
|
+
*
|
|
658
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
659
|
+
* only calculates the optimal size of the WORK array, returns
|
|
660
|
+
* this value as the first entry of the WORK array, and no error
|
|
661
|
+
* message related to LWORK is issued by XERBLA.
|
|
662
|
+
*
|
|
663
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
664
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
|
665
|
+
*
|
|
666
|
+
* LIWORK (input) INTEGER
|
|
667
|
+
* The dimension of the array IWORK. LIWORK >= 1.
|
|
668
|
+
* If IJOB = 1, 2 or 4, LIWORK >= N+6.
|
|
669
|
+
* If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).
|
|
670
|
+
*
|
|
671
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
672
|
+
* routine only calculates the optimal size of the IWORK array,
|
|
673
|
+
* returns this value as the first entry of the IWORK array, and
|
|
674
|
+
* no error message related to LIWORK is issued by XERBLA.
|
|
675
|
+
*
|
|
676
|
+
* INFO (output) INTEGER
|
|
677
|
+
* =0: Successful exit.
|
|
678
|
+
* <0: If INFO = -i, the i-th argument had an illegal value.
|
|
679
|
+
* =1: Reordering of (A, B) failed because the transformed
|
|
680
|
+
* matrix pair (A, B) would be too far from generalized
|
|
681
|
+
* Schur form; the problem is very ill-conditioned.
|
|
682
|
+
* (A, B) may have been partially reordered.
|
|
683
|
+
* If requested, 0 is returned in DIF(*), PL and PR.
|
|
684
|
+
*
|
|
685
|
+
|
|
686
|
+
* Further Details
|
|
687
|
+
* ===============
|
|
688
|
+
*
|
|
689
|
+
* DTGSEN first collects the selected eigenvalues by computing
|
|
690
|
+
* orthogonal U and W that move them to the top left corner of (A, B).
|
|
691
|
+
* In other words, the selected eigenvalues are the eigenvalues of
|
|
692
|
+
* (A11, B11) in:
|
|
693
|
+
*
|
|
694
|
+
* U'*(A, B)*W = (A11 A12) (B11 B12) n1
|
|
695
|
+
* ( 0 A22),( 0 B22) n2
|
|
696
|
+
* n1 n2 n1 n2
|
|
697
|
+
*
|
|
698
|
+
* where N = n1+n2 and U' means the transpose of U. The first n1 columns
|
|
699
|
+
* of U and W span the specified pair of left and right eigenspaces
|
|
700
|
+
* (deflating subspaces) of (A, B).
|
|
701
|
+
*
|
|
702
|
+
* If (A, B) has been obtained from the generalized real Schur
|
|
703
|
+
* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
|
|
704
|
+
* reordered generalized real Schur form of (C, D) is given by
|
|
705
|
+
*
|
|
706
|
+
* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
|
|
707
|
+
*
|
|
708
|
+
* and the first n1 columns of Q*U and Z*W span the corresponding
|
|
709
|
+
* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
|
|
710
|
+
*
|
|
711
|
+
* Note that if the selected eigenvalue is sufficiently ill-conditioned,
|
|
712
|
+
* then its value may differ significantly from its value before
|
|
713
|
+
* reordering.
|
|
714
|
+
*
|
|
715
|
+
* The reciprocal condition numbers of the left and right eigenspaces
|
|
716
|
+
* spanned by the first n1 columns of U and W (or Q*U and Z*W) may
|
|
717
|
+
* be returned in DIF(1:2), corresponding to Difu and Difl, resp.
|
|
718
|
+
*
|
|
719
|
+
* The Difu and Difl are defined as:
|
|
720
|
+
*
|
|
721
|
+
* Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
|
|
722
|
+
* and
|
|
723
|
+
* Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
|
|
724
|
+
*
|
|
725
|
+
* where sigma-min(Zu) is the smallest singular value of the
|
|
726
|
+
* (2*n1*n2)-by-(2*n1*n2) matrix
|
|
727
|
+
*
|
|
728
|
+
* Zu = [ kron(In2, A11) -kron(A22', In1) ]
|
|
729
|
+
* [ kron(In2, B11) -kron(B22', In1) ].
|
|
730
|
+
*
|
|
731
|
+
* Here, Inx is the identity matrix of size nx and A22' is the
|
|
732
|
+
* transpose of A22. kron(X, Y) is the Kronecker product between
|
|
733
|
+
* the matrices X and Y.
|
|
734
|
+
*
|
|
735
|
+
* When DIF(2) is small, small changes in (A, B) can cause large changes
|
|
736
|
+
* in the deflating subspace. An approximate (asymptotic) bound on the
|
|
737
|
+
* maximum angular error in the computed deflating subspaces is
|
|
738
|
+
*
|
|
739
|
+
* EPS * norm((A, B)) / DIF(2),
|
|
740
|
+
*
|
|
741
|
+
* where EPS is the machine precision.
|
|
742
|
+
*
|
|
743
|
+
* The reciprocal norm of the projectors on the left and right
|
|
744
|
+
* eigenspaces associated with (A11, B11) may be returned in PL and PR.
|
|
745
|
+
* They are computed as follows. First we compute L and R so that
|
|
746
|
+
* P*(A, B)*Q is block diagonal, where
|
|
747
|
+
*
|
|
748
|
+
* P = ( I -L ) n1 Q = ( I R ) n1
|
|
749
|
+
* ( 0 I ) n2 and ( 0 I ) n2
|
|
750
|
+
* n1 n2 n1 n2
|
|
751
|
+
*
|
|
752
|
+
* and (L, R) is the solution to the generalized Sylvester equation
|
|
753
|
+
*
|
|
754
|
+
* A11*R - L*A22 = -A12
|
|
755
|
+
* B11*R - L*B22 = -B12
|
|
756
|
+
*
|
|
757
|
+
* Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
|
|
758
|
+
* An approximate (asymptotic) bound on the average absolute error of
|
|
759
|
+
* the selected eigenvalues is
|
|
760
|
+
*
|
|
761
|
+
* EPS * norm((A, B)) / PL.
|
|
762
|
+
*
|
|
763
|
+
* There are also global error bounds which valid for perturbations up
|
|
764
|
+
* to a certain restriction: A lower bound (x) on the smallest
|
|
765
|
+
* F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
|
|
766
|
+
* coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
|
|
767
|
+
* (i.e. (A + E, B + F), is
|
|
768
|
+
*
|
|
769
|
+
* x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
|
|
770
|
+
*
|
|
771
|
+
* An approximate bound on x can be computed from DIF(1:2), PL and PR.
|
|
772
|
+
*
|
|
773
|
+
* If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
|
|
774
|
+
* (L', R') and unperturbed (L, R) left and right deflating subspaces
|
|
775
|
+
* associated with the selected cluster in the (1,1)-blocks can be
|
|
776
|
+
* bounded as
|
|
777
|
+
*
|
|
778
|
+
* max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
|
|
779
|
+
* max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
|
|
780
|
+
*
|
|
781
|
+
* See LAPACK User's Guide section 4.11 or the following references
|
|
782
|
+
* for more information.
|
|
783
|
+
*
|
|
784
|
+
* Note that if the default method for computing the Frobenius-norm-
|
|
785
|
+
* based estimate DIF is not wanted (see DLATDF), then the parameter
|
|
786
|
+
* IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF
|
|
787
|
+
* (IJOB = 2 will be used)). See DTGSYL for more details.
|
|
788
|
+
*
|
|
789
|
+
* Based on contributions by
|
|
790
|
+
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
|
791
|
+
* Umea University, S-901 87 Umea, Sweden.
|
|
792
|
+
*
|
|
793
|
+
* References
|
|
794
|
+
* ==========
|
|
795
|
+
*
|
|
796
|
+
* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
|
|
797
|
+
* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
|
|
798
|
+
* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
|
|
799
|
+
* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
|
|
800
|
+
*
|
|
801
|
+
* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
|
|
802
|
+
* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
|
|
803
|
+
* Estimation: Theory, Algorithms and Software,
|
|
804
|
+
* Report UMINF - 94.04, Department of Computing Science, Umea
|
|
805
|
+
* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
|
|
806
|
+
* Note 87. To appear in Numerical Algorithms, 1996.
|
|
807
|
+
*
|
|
808
|
+
* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
|
|
809
|
+
* for Solving the Generalized Sylvester Equation and Estimating the
|
|
810
|
+
* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
|
|
811
|
+
* Department of Computing Science, Umea University, S-901 87 Umea,
|
|
812
|
+
* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
|
|
813
|
+
* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
|
|
814
|
+
* 1996.
|
|
815
|
+
*
|
|
816
|
+
* =====================================================================
|
|
817
|
+
*
|
|
818
|
+
|
|
819
|
+
|
|
820
|
+
</PRE>
|
|
821
|
+
<A HREF="#top">go to the page top</A>
|
|
822
|
+
|
|
823
|
+
<A NAME="dtgsja"></A>
|
|
824
|
+
<H2>dtgsja</H2>
|
|
825
|
+
<PRE>
|
|
826
|
+
USAGE:
|
|
827
|
+
alpha, beta, ncycle, info, a, b, u, v, q = NumRu::Lapack.dtgsja( jobu, jobv, jobq, k, l, a, b, tola, tolb, u, v, q, [:usage => usage, :help => help])
|
|
828
|
+
|
|
829
|
+
|
|
830
|
+
FORTRAN MANUAL
|
|
831
|
+
SUBROUTINE DTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO )
|
|
832
|
+
|
|
833
|
+
* Purpose
|
|
834
|
+
* =======
|
|
835
|
+
*
|
|
836
|
+
* DTGSJA computes the generalized singular value decomposition (GSVD)
|
|
837
|
+
* of two real upper triangular (or trapezoidal) matrices A and B.
|
|
838
|
+
*
|
|
839
|
+
* On entry, it is assumed that matrices A and B have the following
|
|
840
|
+
* forms, which may be obtained by the preprocessing subroutine DGGSVP
|
|
841
|
+
* from a general M-by-N matrix A and P-by-N matrix B:
|
|
842
|
+
*
|
|
843
|
+
* N-K-L K L
|
|
844
|
+
* A = K ( 0 A12 A13 ) if M-K-L >= 0;
|
|
845
|
+
* L ( 0 0 A23 )
|
|
846
|
+
* M-K-L ( 0 0 0 )
|
|
847
|
+
*
|
|
848
|
+
* N-K-L K L
|
|
849
|
+
* A = K ( 0 A12 A13 ) if M-K-L < 0;
|
|
850
|
+
* M-K ( 0 0 A23 )
|
|
851
|
+
*
|
|
852
|
+
* N-K-L K L
|
|
853
|
+
* B = L ( 0 0 B13 )
|
|
854
|
+
* P-L ( 0 0 0 )
|
|
855
|
+
*
|
|
856
|
+
* where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
|
|
857
|
+
* upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
|
|
858
|
+
* otherwise A23 is (M-K)-by-L upper trapezoidal.
|
|
859
|
+
*
|
|
860
|
+
* On exit,
|
|
861
|
+
*
|
|
862
|
+
* U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ),
|
|
863
|
+
*
|
|
864
|
+
* where U, V and Q are orthogonal matrices, Z' denotes the transpose
|
|
865
|
+
* of Z, R is a nonsingular upper triangular matrix, and D1 and D2 are
|
|
866
|
+
* ``diagonal'' matrices, which are of the following structures:
|
|
867
|
+
*
|
|
868
|
+
* If M-K-L >= 0,
|
|
869
|
+
*
|
|
870
|
+
* K L
|
|
871
|
+
* D1 = K ( I 0 )
|
|
872
|
+
* L ( 0 C )
|
|
873
|
+
* M-K-L ( 0 0 )
|
|
874
|
+
*
|
|
875
|
+
* K L
|
|
876
|
+
* D2 = L ( 0 S )
|
|
877
|
+
* P-L ( 0 0 )
|
|
878
|
+
*
|
|
879
|
+
* N-K-L K L
|
|
880
|
+
* ( 0 R ) = K ( 0 R11 R12 ) K
|
|
881
|
+
* L ( 0 0 R22 ) L
|
|
882
|
+
*
|
|
883
|
+
* where
|
|
884
|
+
*
|
|
885
|
+
* C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
|
|
886
|
+
* S = diag( BETA(K+1), ... , BETA(K+L) ),
|
|
887
|
+
* C**2 + S**2 = I.
|
|
888
|
+
*
|
|
889
|
+
* R is stored in A(1:K+L,N-K-L+1:N) on exit.
|
|
890
|
+
*
|
|
891
|
+
* If M-K-L < 0,
|
|
892
|
+
*
|
|
893
|
+
* K M-K K+L-M
|
|
894
|
+
* D1 = K ( I 0 0 )
|
|
895
|
+
* M-K ( 0 C 0 )
|
|
896
|
+
*
|
|
897
|
+
* K M-K K+L-M
|
|
898
|
+
* D2 = M-K ( 0 S 0 )
|
|
899
|
+
* K+L-M ( 0 0 I )
|
|
900
|
+
* P-L ( 0 0 0 )
|
|
901
|
+
*
|
|
902
|
+
* N-K-L K M-K K+L-M
|
|
903
|
+
* ( 0 R ) = K ( 0 R11 R12 R13 )
|
|
904
|
+
* M-K ( 0 0 R22 R23 )
|
|
905
|
+
* K+L-M ( 0 0 0 R33 )
|
|
906
|
+
*
|
|
907
|
+
* where
|
|
908
|
+
* C = diag( ALPHA(K+1), ... , ALPHA(M) ),
|
|
909
|
+
* S = diag( BETA(K+1), ... , BETA(M) ),
|
|
910
|
+
* C**2 + S**2 = I.
|
|
911
|
+
*
|
|
912
|
+
* R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
|
|
913
|
+
* ( 0 R22 R23 )
|
|
914
|
+
* in B(M-K+1:L,N+M-K-L+1:N) on exit.
|
|
915
|
+
*
|
|
916
|
+
* The computation of the orthogonal transformation matrices U, V or Q
|
|
917
|
+
* is optional. These matrices may either be formed explicitly, or they
|
|
918
|
+
* may be postmultiplied into input matrices U1, V1, or Q1.
|
|
919
|
+
*
|
|
920
|
+
|
|
921
|
+
* Arguments
|
|
922
|
+
* =========
|
|
923
|
+
*
|
|
924
|
+
* JOBU (input) CHARACTER*1
|
|
925
|
+
* = 'U': U must contain an orthogonal matrix U1 on entry, and
|
|
926
|
+
* the product U1*U is returned;
|
|
927
|
+
* = 'I': U is initialized to the unit matrix, and the
|
|
928
|
+
* orthogonal matrix U is returned;
|
|
929
|
+
* = 'N': U is not computed.
|
|
930
|
+
*
|
|
931
|
+
* JOBV (input) CHARACTER*1
|
|
932
|
+
* = 'V': V must contain an orthogonal matrix V1 on entry, and
|
|
933
|
+
* the product V1*V is returned;
|
|
934
|
+
* = 'I': V is initialized to the unit matrix, and the
|
|
935
|
+
* orthogonal matrix V is returned;
|
|
936
|
+
* = 'N': V is not computed.
|
|
937
|
+
*
|
|
938
|
+
* JOBQ (input) CHARACTER*1
|
|
939
|
+
* = 'Q': Q must contain an orthogonal matrix Q1 on entry, and
|
|
940
|
+
* the product Q1*Q is returned;
|
|
941
|
+
* = 'I': Q is initialized to the unit matrix, and the
|
|
942
|
+
* orthogonal matrix Q is returned;
|
|
943
|
+
* = 'N': Q is not computed.
|
|
944
|
+
*
|
|
945
|
+
* M (input) INTEGER
|
|
946
|
+
* The number of rows of the matrix A. M >= 0.
|
|
947
|
+
*
|
|
948
|
+
* P (input) INTEGER
|
|
949
|
+
* The number of rows of the matrix B. P >= 0.
|
|
950
|
+
*
|
|
951
|
+
* N (input) INTEGER
|
|
952
|
+
* The number of columns of the matrices A and B. N >= 0.
|
|
953
|
+
*
|
|
954
|
+
* K (input) INTEGER
|
|
955
|
+
* L (input) INTEGER
|
|
956
|
+
* K and L specify the subblocks in the input matrices A and B:
|
|
957
|
+
* A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,N-L+1:N)
|
|
958
|
+
* of A and B, whose GSVD is going to be computed by DTGSJA.
|
|
959
|
+
* See Further Details.
|
|
960
|
+
*
|
|
961
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
962
|
+
* On entry, the M-by-N matrix A.
|
|
963
|
+
* On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
|
|
964
|
+
* matrix R or part of R. See Purpose for details.
|
|
965
|
+
*
|
|
966
|
+
* LDA (input) INTEGER
|
|
967
|
+
* The leading dimension of the array A. LDA >= max(1,M).
|
|
968
|
+
*
|
|
969
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
|
|
970
|
+
* On entry, the P-by-N matrix B.
|
|
971
|
+
* On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
|
|
972
|
+
* a part of R. See Purpose for details.
|
|
973
|
+
*
|
|
974
|
+
* LDB (input) INTEGER
|
|
975
|
+
* The leading dimension of the array B. LDB >= max(1,P).
|
|
976
|
+
*
|
|
977
|
+
* TOLA (input) DOUBLE PRECISION
|
|
978
|
+
* TOLB (input) DOUBLE PRECISION
|
|
979
|
+
* TOLA and TOLB are the convergence criteria for the Jacobi-
|
|
980
|
+
* Kogbetliantz iteration procedure. Generally, they are the
|
|
981
|
+
* same as used in the preprocessing step, say
|
|
982
|
+
* TOLA = max(M,N)*norm(A)*MAZHEPS,
|
|
983
|
+
* TOLB = max(P,N)*norm(B)*MAZHEPS.
|
|
984
|
+
*
|
|
985
|
+
* ALPHA (output) DOUBLE PRECISION array, dimension (N)
|
|
986
|
+
* BETA (output) DOUBLE PRECISION array, dimension (N)
|
|
987
|
+
* On exit, ALPHA and BETA contain the generalized singular
|
|
988
|
+
* value pairs of A and B;
|
|
989
|
+
* ALPHA(1:K) = 1,
|
|
990
|
+
* BETA(1:K) = 0,
|
|
991
|
+
* and if M-K-L >= 0,
|
|
992
|
+
* ALPHA(K+1:K+L) = diag(C),
|
|
993
|
+
* BETA(K+1:K+L) = diag(S),
|
|
994
|
+
* or if M-K-L < 0,
|
|
995
|
+
* ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
|
|
996
|
+
* BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
|
|
997
|
+
* Furthermore, if K+L < N,
|
|
998
|
+
* ALPHA(K+L+1:N) = 0 and
|
|
999
|
+
* BETA(K+L+1:N) = 0.
|
|
1000
|
+
*
|
|
1001
|
+
* U (input/output) DOUBLE PRECISION array, dimension (LDU,M)
|
|
1002
|
+
* On entry, if JOBU = 'U', U must contain a matrix U1 (usually
|
|
1003
|
+
* the orthogonal matrix returned by DGGSVP).
|
|
1004
|
+
* On exit,
|
|
1005
|
+
* if JOBU = 'I', U contains the orthogonal matrix U;
|
|
1006
|
+
* if JOBU = 'U', U contains the product U1*U.
|
|
1007
|
+
* If JOBU = 'N', U is not referenced.
|
|
1008
|
+
*
|
|
1009
|
+
* LDU (input) INTEGER
|
|
1010
|
+
* The leading dimension of the array U. LDU >= max(1,M) if
|
|
1011
|
+
* JOBU = 'U'; LDU >= 1 otherwise.
|
|
1012
|
+
*
|
|
1013
|
+
* V (input/output) DOUBLE PRECISION array, dimension (LDV,P)
|
|
1014
|
+
* On entry, if JOBV = 'V', V must contain a matrix V1 (usually
|
|
1015
|
+
* the orthogonal matrix returned by DGGSVP).
|
|
1016
|
+
* On exit,
|
|
1017
|
+
* if JOBV = 'I', V contains the orthogonal matrix V;
|
|
1018
|
+
* if JOBV = 'V', V contains the product V1*V.
|
|
1019
|
+
* If JOBV = 'N', V is not referenced.
|
|
1020
|
+
*
|
|
1021
|
+
* LDV (input) INTEGER
|
|
1022
|
+
* The leading dimension of the array V. LDV >= max(1,P) if
|
|
1023
|
+
* JOBV = 'V'; LDV >= 1 otherwise.
|
|
1024
|
+
*
|
|
1025
|
+
* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
|
|
1026
|
+
* On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
|
|
1027
|
+
* the orthogonal matrix returned by DGGSVP).
|
|
1028
|
+
* On exit,
|
|
1029
|
+
* if JOBQ = 'I', Q contains the orthogonal matrix Q;
|
|
1030
|
+
* if JOBQ = 'Q', Q contains the product Q1*Q.
|
|
1031
|
+
* If JOBQ = 'N', Q is not referenced.
|
|
1032
|
+
*
|
|
1033
|
+
* LDQ (input) INTEGER
|
|
1034
|
+
* The leading dimension of the array Q. LDQ >= max(1,N) if
|
|
1035
|
+
* JOBQ = 'Q'; LDQ >= 1 otherwise.
|
|
1036
|
+
*
|
|
1037
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
|
|
1038
|
+
*
|
|
1039
|
+
* NCYCLE (output) INTEGER
|
|
1040
|
+
* The number of cycles required for convergence.
|
|
1041
|
+
*
|
|
1042
|
+
* INFO (output) INTEGER
|
|
1043
|
+
* = 0: successful exit
|
|
1044
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
|
1045
|
+
* = 1: the procedure does not converge after MAXIT cycles.
|
|
1046
|
+
*
|
|
1047
|
+
* Internal Parameters
|
|
1048
|
+
* ===================
|
|
1049
|
+
*
|
|
1050
|
+
* MAXIT INTEGER
|
|
1051
|
+
* MAXIT specifies the total loops that the iterative procedure
|
|
1052
|
+
* may take. If after MAXIT cycles, the routine fails to
|
|
1053
|
+
* converge, we return INFO = 1.
|
|
1054
|
+
*
|
|
1055
|
+
|
|
1056
|
+
* Further Details
|
|
1057
|
+
* ===============
|
|
1058
|
+
*
|
|
1059
|
+
* DTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
|
|
1060
|
+
* min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
|
|
1061
|
+
* matrix B13 to the form:
|
|
1062
|
+
*
|
|
1063
|
+
* U1'*A13*Q1 = C1*R1; V1'*B13*Q1 = S1*R1,
|
|
1064
|
+
*
|
|
1065
|
+
* where U1, V1 and Q1 are orthogonal matrix, and Z' is the transpose
|
|
1066
|
+
* of Z. C1 and S1 are diagonal matrices satisfying
|
|
1067
|
+
*
|
|
1068
|
+
* C1**2 + S1**2 = I,
|
|
1069
|
+
*
|
|
1070
|
+
* and R1 is an L-by-L nonsingular upper triangular matrix.
|
|
1071
|
+
*
|
|
1072
|
+
* =====================================================================
|
|
1073
|
+
*
|
|
1074
|
+
|
|
1075
|
+
|
|
1076
|
+
</PRE>
|
|
1077
|
+
<A HREF="#top">go to the page top</A>
|
|
1078
|
+
|
|
1079
|
+
<A NAME="dtgsna"></A>
|
|
1080
|
+
<H2>dtgsna</H2>
|
|
1081
|
+
<PRE>
|
|
1082
|
+
USAGE:
|
|
1083
|
+
s, dif, m, work, info = NumRu::Lapack.dtgsna( job, howmny, select, a, b, vl, vr, [:lwork => lwork, :usage => usage, :help => help])
|
|
1084
|
+
|
|
1085
|
+
|
|
1086
|
+
FORTRAN MANUAL
|
|
1087
|
+
SUBROUTINE DTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO )
|
|
1088
|
+
|
|
1089
|
+
* Purpose
|
|
1090
|
+
* =======
|
|
1091
|
+
*
|
|
1092
|
+
* DTGSNA estimates reciprocal condition numbers for specified
|
|
1093
|
+
* eigenvalues and/or eigenvectors of a matrix pair (A, B) in
|
|
1094
|
+
* generalized real Schur canonical form (or of any matrix pair
|
|
1095
|
+
* (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where
|
|
1096
|
+
* Z' denotes the transpose of Z.
|
|
1097
|
+
*
|
|
1098
|
+
* (A, B) must be in generalized real Schur form (as returned by DGGES),
|
|
1099
|
+
* i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
|
|
1100
|
+
* blocks. B is upper triangular.
|
|
1101
|
+
*
|
|
1102
|
+
*
|
|
1103
|
+
|
|
1104
|
+
* Arguments
|
|
1105
|
+
* =========
|
|
1106
|
+
*
|
|
1107
|
+
* JOB (input) CHARACTER*1
|
|
1108
|
+
* Specifies whether condition numbers are required for
|
|
1109
|
+
* eigenvalues (S) or eigenvectors (DIF):
|
|
1110
|
+
* = 'E': for eigenvalues only (S);
|
|
1111
|
+
* = 'V': for eigenvectors only (DIF);
|
|
1112
|
+
* = 'B': for both eigenvalues and eigenvectors (S and DIF).
|
|
1113
|
+
*
|
|
1114
|
+
* HOWMNY (input) CHARACTER*1
|
|
1115
|
+
* = 'A': compute condition numbers for all eigenpairs;
|
|
1116
|
+
* = 'S': compute condition numbers for selected eigenpairs
|
|
1117
|
+
* specified by the array SELECT.
|
|
1118
|
+
*
|
|
1119
|
+
* SELECT (input) LOGICAL array, dimension (N)
|
|
1120
|
+
* If HOWMNY = 'S', SELECT specifies the eigenpairs for which
|
|
1121
|
+
* condition numbers are required. To select condition numbers
|
|
1122
|
+
* for the eigenpair corresponding to a real eigenvalue w(j),
|
|
1123
|
+
* SELECT(j) must be set to .TRUE.. To select condition numbers
|
|
1124
|
+
* corresponding to a complex conjugate pair of eigenvalues w(j)
|
|
1125
|
+
* and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
|
|
1126
|
+
* set to .TRUE..
|
|
1127
|
+
* If HOWMNY = 'A', SELECT is not referenced.
|
|
1128
|
+
*
|
|
1129
|
+
* N (input) INTEGER
|
|
1130
|
+
* The order of the square matrix pair (A, B). N >= 0.
|
|
1131
|
+
*
|
|
1132
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
|
1133
|
+
* The upper quasi-triangular matrix A in the pair (A,B).
|
|
1134
|
+
*
|
|
1135
|
+
* LDA (input) INTEGER
|
|
1136
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1137
|
+
*
|
|
1138
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,N)
|
|
1139
|
+
* The upper triangular matrix B in the pair (A,B).
|
|
1140
|
+
*
|
|
1141
|
+
* LDB (input) INTEGER
|
|
1142
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1143
|
+
*
|
|
1144
|
+
* VL (input) DOUBLE PRECISION array, dimension (LDVL,M)
|
|
1145
|
+
* If JOB = 'E' or 'B', VL must contain left eigenvectors of
|
|
1146
|
+
* (A, B), corresponding to the eigenpairs specified by HOWMNY
|
|
1147
|
+
* and SELECT. The eigenvectors must be stored in consecutive
|
|
1148
|
+
* columns of VL, as returned by DTGEVC.
|
|
1149
|
+
* If JOB = 'V', VL is not referenced.
|
|
1150
|
+
*
|
|
1151
|
+
* LDVL (input) INTEGER
|
|
1152
|
+
* The leading dimension of the array VL. LDVL >= 1.
|
|
1153
|
+
* If JOB = 'E' or 'B', LDVL >= N.
|
|
1154
|
+
*
|
|
1155
|
+
* VR (input) DOUBLE PRECISION array, dimension (LDVR,M)
|
|
1156
|
+
* If JOB = 'E' or 'B', VR must contain right eigenvectors of
|
|
1157
|
+
* (A, B), corresponding to the eigenpairs specified by HOWMNY
|
|
1158
|
+
* and SELECT. The eigenvectors must be stored in consecutive
|
|
1159
|
+
* columns ov VR, as returned by DTGEVC.
|
|
1160
|
+
* If JOB = 'V', VR is not referenced.
|
|
1161
|
+
*
|
|
1162
|
+
* LDVR (input) INTEGER
|
|
1163
|
+
* The leading dimension of the array VR. LDVR >= 1.
|
|
1164
|
+
* If JOB = 'E' or 'B', LDVR >= N.
|
|
1165
|
+
*
|
|
1166
|
+
* S (output) DOUBLE PRECISION array, dimension (MM)
|
|
1167
|
+
* If JOB = 'E' or 'B', the reciprocal condition numbers of the
|
|
1168
|
+
* selected eigenvalues, stored in consecutive elements of the
|
|
1169
|
+
* array. For a complex conjugate pair of eigenvalues two
|
|
1170
|
+
* consecutive elements of S are set to the same value. Thus
|
|
1171
|
+
* S(j), DIF(j), and the j-th columns of VL and VR all
|
|
1172
|
+
* correspond to the same eigenpair (but not in general the
|
|
1173
|
+
* j-th eigenpair, unless all eigenpairs are selected).
|
|
1174
|
+
* If JOB = 'V', S is not referenced.
|
|
1175
|
+
*
|
|
1176
|
+
* DIF (output) DOUBLE PRECISION array, dimension (MM)
|
|
1177
|
+
* If JOB = 'V' or 'B', the estimated reciprocal condition
|
|
1178
|
+
* numbers of the selected eigenvectors, stored in consecutive
|
|
1179
|
+
* elements of the array. For a complex eigenvector two
|
|
1180
|
+
* consecutive elements of DIF are set to the same value. If
|
|
1181
|
+
* the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
|
|
1182
|
+
* is set to 0; this can only occur when the true value would be
|
|
1183
|
+
* very small anyway.
|
|
1184
|
+
* If JOB = 'E', DIF is not referenced.
|
|
1185
|
+
*
|
|
1186
|
+
* MM (input) INTEGER
|
|
1187
|
+
* The number of elements in the arrays S and DIF. MM >= M.
|
|
1188
|
+
*
|
|
1189
|
+
* M (output) INTEGER
|
|
1190
|
+
* The number of elements of the arrays S and DIF used to store
|
|
1191
|
+
* the specified condition numbers; for each selected real
|
|
1192
|
+
* eigenvalue one element is used, and for each selected complex
|
|
1193
|
+
* conjugate pair of eigenvalues, two elements are used.
|
|
1194
|
+
* If HOWMNY = 'A', M is set to N.
|
|
1195
|
+
*
|
|
1196
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
1197
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1198
|
+
*
|
|
1199
|
+
* LWORK (input) INTEGER
|
|
1200
|
+
* The dimension of the array WORK. LWORK >= max(1,N).
|
|
1201
|
+
* If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.
|
|
1202
|
+
*
|
|
1203
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1204
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1205
|
+
* this value as the first entry of the WORK array, and no error
|
|
1206
|
+
* message related to LWORK is issued by XERBLA.
|
|
1207
|
+
*
|
|
1208
|
+
* IWORK (workspace) INTEGER array, dimension (N + 6)
|
|
1209
|
+
* If JOB = 'E', IWORK is not referenced.
|
|
1210
|
+
*
|
|
1211
|
+
* INFO (output) INTEGER
|
|
1212
|
+
* =0: Successful exit
|
|
1213
|
+
* <0: If INFO = -i, the i-th argument had an illegal value
|
|
1214
|
+
*
|
|
1215
|
+
*
|
|
1216
|
+
|
|
1217
|
+
* Further Details
|
|
1218
|
+
* ===============
|
|
1219
|
+
*
|
|
1220
|
+
* The reciprocal of the condition number of a generalized eigenvalue
|
|
1221
|
+
* w = (a, b) is defined as
|
|
1222
|
+
*
|
|
1223
|
+
* S(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v))
|
|
1224
|
+
*
|
|
1225
|
+
* where u and v are the left and right eigenvectors of (A, B)
|
|
1226
|
+
* corresponding to w; |z| denotes the absolute value of the complex
|
|
1227
|
+
* number, and norm(u) denotes the 2-norm of the vector u.
|
|
1228
|
+
* The pair (a, b) corresponds to an eigenvalue w = a/b (= u'Av/u'Bv)
|
|
1229
|
+
* of the matrix pair (A, B). If both a and b equal zero, then (A B) is
|
|
1230
|
+
* singular and S(I) = -1 is returned.
|
|
1231
|
+
*
|
|
1232
|
+
* An approximate error bound on the chordal distance between the i-th
|
|
1233
|
+
* computed generalized eigenvalue w and the corresponding exact
|
|
1234
|
+
* eigenvalue lambda is
|
|
1235
|
+
*
|
|
1236
|
+
* chord(w, lambda) <= EPS * norm(A, B) / S(I)
|
|
1237
|
+
*
|
|
1238
|
+
* where EPS is the machine precision.
|
|
1239
|
+
*
|
|
1240
|
+
* The reciprocal of the condition number DIF(i) of right eigenvector u
|
|
1241
|
+
* and left eigenvector v corresponding to the generalized eigenvalue w
|
|
1242
|
+
* is defined as follows:
|
|
1243
|
+
*
|
|
1244
|
+
* a) If the i-th eigenvalue w = (a,b) is real
|
|
1245
|
+
*
|
|
1246
|
+
* Suppose U and V are orthogonal transformations such that
|
|
1247
|
+
*
|
|
1248
|
+
* U'*(A, B)*V = (S, T) = ( a * ) ( b * ) 1
|
|
1249
|
+
* ( 0 S22 ),( 0 T22 ) n-1
|
|
1250
|
+
* 1 n-1 1 n-1
|
|
1251
|
+
*
|
|
1252
|
+
* Then the reciprocal condition number DIF(i) is
|
|
1253
|
+
*
|
|
1254
|
+
* Difl((a, b), (S22, T22)) = sigma-min( Zl ),
|
|
1255
|
+
*
|
|
1256
|
+
* where sigma-min(Zl) denotes the smallest singular value of the
|
|
1257
|
+
* 2(n-1)-by-2(n-1) matrix
|
|
1258
|
+
*
|
|
1259
|
+
* Zl = [ kron(a, In-1) -kron(1, S22) ]
|
|
1260
|
+
* [ kron(b, In-1) -kron(1, T22) ] .
|
|
1261
|
+
*
|
|
1262
|
+
* Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
|
|
1263
|
+
* Kronecker product between the matrices X and Y.
|
|
1264
|
+
*
|
|
1265
|
+
* Note that if the default method for computing DIF(i) is wanted
|
|
1266
|
+
* (see DLATDF), then the parameter DIFDRI (see below) should be
|
|
1267
|
+
* changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
|
|
1268
|
+
* See DTGSYL for more details.
|
|
1269
|
+
*
|
|
1270
|
+
* b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
|
|
1271
|
+
*
|
|
1272
|
+
* Suppose U and V are orthogonal transformations such that
|
|
1273
|
+
*
|
|
1274
|
+
* U'*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2
|
|
1275
|
+
* ( 0 S22 ),( 0 T22) n-2
|
|
1276
|
+
* 2 n-2 2 n-2
|
|
1277
|
+
*
|
|
1278
|
+
* and (S11, T11) corresponds to the complex conjugate eigenvalue
|
|
1279
|
+
* pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
|
|
1280
|
+
* that
|
|
1281
|
+
*
|
|
1282
|
+
* U1'*S11*V1 = ( s11 s12 ) and U1'*T11*V1 = ( t11 t12 )
|
|
1283
|
+
* ( 0 s22 ) ( 0 t22 )
|
|
1284
|
+
*
|
|
1285
|
+
* where the generalized eigenvalues w = s11/t11 and
|
|
1286
|
+
* conjg(w) = s22/t22.
|
|
1287
|
+
*
|
|
1288
|
+
* Then the reciprocal condition number DIF(i) is bounded by
|
|
1289
|
+
*
|
|
1290
|
+
* min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
|
|
1291
|
+
*
|
|
1292
|
+
* where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
|
|
1293
|
+
* Z1 is the complex 2-by-2 matrix
|
|
1294
|
+
*
|
|
1295
|
+
* Z1 = [ s11 -s22 ]
|
|
1296
|
+
* [ t11 -t22 ],
|
|
1297
|
+
*
|
|
1298
|
+
* This is done by computing (using real arithmetic) the
|
|
1299
|
+
* roots of the characteristical polynomial det(Z1' * Z1 - lambda I),
|
|
1300
|
+
* where Z1' denotes the conjugate transpose of Z1 and det(X) denotes
|
|
1301
|
+
* the determinant of X.
|
|
1302
|
+
*
|
|
1303
|
+
* and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
|
|
1304
|
+
* upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
|
|
1305
|
+
*
|
|
1306
|
+
* Z2 = [ kron(S11', In-2) -kron(I2, S22) ]
|
|
1307
|
+
* [ kron(T11', In-2) -kron(I2, T22) ]
|
|
1308
|
+
*
|
|
1309
|
+
* Note that if the default method for computing DIF is wanted (see
|
|
1310
|
+
* DLATDF), then the parameter DIFDRI (see below) should be changed
|
|
1311
|
+
* from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
|
|
1312
|
+
* for more details.
|
|
1313
|
+
*
|
|
1314
|
+
* For each eigenvalue/vector specified by SELECT, DIF stores a
|
|
1315
|
+
* Frobenius norm-based estimate of Difl.
|
|
1316
|
+
*
|
|
1317
|
+
* An approximate error bound for the i-th computed eigenvector VL(i) or
|
|
1318
|
+
* VR(i) is given by
|
|
1319
|
+
*
|
|
1320
|
+
* EPS * norm(A, B) / DIF(i).
|
|
1321
|
+
*
|
|
1322
|
+
* See ref. [2-3] for more details and further references.
|
|
1323
|
+
*
|
|
1324
|
+
* Based on contributions by
|
|
1325
|
+
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
|
1326
|
+
* Umea University, S-901 87 Umea, Sweden.
|
|
1327
|
+
*
|
|
1328
|
+
* References
|
|
1329
|
+
* ==========
|
|
1330
|
+
*
|
|
1331
|
+
* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
|
|
1332
|
+
* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
|
|
1333
|
+
* M.S. Moonen et al (eds), Linear Algebra for Large Scale and
|
|
1334
|
+
* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
|
|
1335
|
+
*
|
|
1336
|
+
* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
|
|
1337
|
+
* Eigenvalues of a Regular Matrix Pair (A, B) and Condition
|
|
1338
|
+
* Estimation: Theory, Algorithms and Software,
|
|
1339
|
+
* Report UMINF - 94.04, Department of Computing Science, Umea
|
|
1340
|
+
* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
|
|
1341
|
+
* Note 87. To appear in Numerical Algorithms, 1996.
|
|
1342
|
+
*
|
|
1343
|
+
* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
|
|
1344
|
+
* for Solving the Generalized Sylvester Equation and Estimating the
|
|
1345
|
+
* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
|
|
1346
|
+
* Department of Computing Science, Umea University, S-901 87 Umea,
|
|
1347
|
+
* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
|
|
1348
|
+
* Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
|
|
1349
|
+
* No 1, 1996.
|
|
1350
|
+
*
|
|
1351
|
+
* =====================================================================
|
|
1352
|
+
*
|
|
1353
|
+
|
|
1354
|
+
|
|
1355
|
+
</PRE>
|
|
1356
|
+
<A HREF="#top">go to the page top</A>
|
|
1357
|
+
|
|
1358
|
+
<A NAME="dtgsy2"></A>
|
|
1359
|
+
<H2>dtgsy2</H2>
|
|
1360
|
+
<PRE>
|
|
1361
|
+
USAGE:
|
|
1362
|
+
scale, pq, info, c, f, rdsum, rdscal = NumRu::Lapack.dtgsy2( trans, ijob, a, b, c, d, e, f, rdsum, rdscal, [:usage => usage, :help => help])
|
|
1363
|
+
|
|
1364
|
+
|
|
1365
|
+
FORTRAN MANUAL
|
|
1366
|
+
SUBROUTINE DTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, IWORK, PQ, INFO )
|
|
1367
|
+
|
|
1368
|
+
* Purpose
|
|
1369
|
+
* =======
|
|
1370
|
+
*
|
|
1371
|
+
* DTGSY2 solves the generalized Sylvester equation:
|
|
1372
|
+
*
|
|
1373
|
+
* A * R - L * B = scale * C (1)
|
|
1374
|
+
* D * R - L * E = scale * F,
|
|
1375
|
+
*
|
|
1376
|
+
* using Level 1 and 2 BLAS. where R and L are unknown M-by-N matrices,
|
|
1377
|
+
* (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
|
|
1378
|
+
* N-by-N and M-by-N, respectively, with real entries. (A, D) and (B, E)
|
|
1379
|
+
* must be in generalized Schur canonical form, i.e. A, B are upper
|
|
1380
|
+
* quasi triangular and D, E are upper triangular. The solution (R, L)
|
|
1381
|
+
* overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor
|
|
1382
|
+
* chosen to avoid overflow.
|
|
1383
|
+
*
|
|
1384
|
+
* In matrix notation solving equation (1) corresponds to solve
|
|
1385
|
+
* Z*x = scale*b, where Z is defined as
|
|
1386
|
+
*
|
|
1387
|
+
* Z = [ kron(In, A) -kron(B', Im) ] (2)
|
|
1388
|
+
* [ kron(In, D) -kron(E', Im) ],
|
|
1389
|
+
*
|
|
1390
|
+
* Ik is the identity matrix of size k and X' is the transpose of X.
|
|
1391
|
+
* kron(X, Y) is the Kronecker product between the matrices X and Y.
|
|
1392
|
+
* In the process of solving (1), we solve a number of such systems
|
|
1393
|
+
* where Dim(In), Dim(In) = 1 or 2.
|
|
1394
|
+
*
|
|
1395
|
+
* If TRANS = 'T', solve the transposed system Z'*y = scale*b for y,
|
|
1396
|
+
* which is equivalent to solve for R and L in
|
|
1397
|
+
*
|
|
1398
|
+
* A' * R + D' * L = scale * C (3)
|
|
1399
|
+
* R * B' + L * E' = scale * -F
|
|
1400
|
+
*
|
|
1401
|
+
* This case is used to compute an estimate of Dif[(A, D), (B, E)] =
|
|
1402
|
+
* sigma_min(Z) using reverse communicaton with DLACON.
|
|
1403
|
+
*
|
|
1404
|
+
* DTGSY2 also (IJOB >= 1) contributes to the computation in DTGSYL
|
|
1405
|
+
* of an upper bound on the separation between to matrix pairs. Then
|
|
1406
|
+
* the input (A, D), (B, E) are sub-pencils of the matrix pair in
|
|
1407
|
+
* DTGSYL. See DTGSYL for details.
|
|
1408
|
+
*
|
|
1409
|
+
|
|
1410
|
+
* Arguments
|
|
1411
|
+
* =========
|
|
1412
|
+
*
|
|
1413
|
+
* TRANS (input) CHARACTER*1
|
|
1414
|
+
* = 'N', solve the generalized Sylvester equation (1).
|
|
1415
|
+
* = 'T': solve the 'transposed' system (3).
|
|
1416
|
+
*
|
|
1417
|
+
* IJOB (input) INTEGER
|
|
1418
|
+
* Specifies what kind of functionality to be performed.
|
|
1419
|
+
* = 0: solve (1) only.
|
|
1420
|
+
* = 1: A contribution from this subsystem to a Frobenius
|
|
1421
|
+
* norm-based estimate of the separation between two matrix
|
|
1422
|
+
* pairs is computed. (look ahead strategy is used).
|
|
1423
|
+
* = 2: A contribution from this subsystem to a Frobenius
|
|
1424
|
+
* norm-based estimate of the separation between two matrix
|
|
1425
|
+
* pairs is computed. (DGECON on sub-systems is used.)
|
|
1426
|
+
* Not referenced if TRANS = 'T'.
|
|
1427
|
+
*
|
|
1428
|
+
* M (input) INTEGER
|
|
1429
|
+
* On entry, M specifies the order of A and D, and the row
|
|
1430
|
+
* dimension of C, F, R and L.
|
|
1431
|
+
*
|
|
1432
|
+
* N (input) INTEGER
|
|
1433
|
+
* On entry, N specifies the order of B and E, and the column
|
|
1434
|
+
* dimension of C, F, R and L.
|
|
1435
|
+
*
|
|
1436
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA, M)
|
|
1437
|
+
* On entry, A contains an upper quasi triangular matrix.
|
|
1438
|
+
*
|
|
1439
|
+
* LDA (input) INTEGER
|
|
1440
|
+
* The leading dimension of the matrix A. LDA >= max(1, M).
|
|
1441
|
+
*
|
|
1442
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB, N)
|
|
1443
|
+
* On entry, B contains an upper quasi triangular matrix.
|
|
1444
|
+
*
|
|
1445
|
+
* LDB (input) INTEGER
|
|
1446
|
+
* The leading dimension of the matrix B. LDB >= max(1, N).
|
|
1447
|
+
*
|
|
1448
|
+
* C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
|
|
1449
|
+
* On entry, C contains the right-hand-side of the first matrix
|
|
1450
|
+
* equation in (1).
|
|
1451
|
+
* On exit, if IJOB = 0, C has been overwritten by the
|
|
1452
|
+
* solution R.
|
|
1453
|
+
*
|
|
1454
|
+
* LDC (input) INTEGER
|
|
1455
|
+
* The leading dimension of the matrix C. LDC >= max(1, M).
|
|
1456
|
+
*
|
|
1457
|
+
* D (input) DOUBLE PRECISION array, dimension (LDD, M)
|
|
1458
|
+
* On entry, D contains an upper triangular matrix.
|
|
1459
|
+
*
|
|
1460
|
+
* LDD (input) INTEGER
|
|
1461
|
+
* The leading dimension of the matrix D. LDD >= max(1, M).
|
|
1462
|
+
*
|
|
1463
|
+
* E (input) DOUBLE PRECISION array, dimension (LDE, N)
|
|
1464
|
+
* On entry, E contains an upper triangular matrix.
|
|
1465
|
+
*
|
|
1466
|
+
* LDE (input) INTEGER
|
|
1467
|
+
* The leading dimension of the matrix E. LDE >= max(1, N).
|
|
1468
|
+
*
|
|
1469
|
+
* F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
|
|
1470
|
+
* On entry, F contains the right-hand-side of the second matrix
|
|
1471
|
+
* equation in (1).
|
|
1472
|
+
* On exit, if IJOB = 0, F has been overwritten by the
|
|
1473
|
+
* solution L.
|
|
1474
|
+
*
|
|
1475
|
+
* LDF (input) INTEGER
|
|
1476
|
+
* The leading dimension of the matrix F. LDF >= max(1, M).
|
|
1477
|
+
*
|
|
1478
|
+
* SCALE (output) DOUBLE PRECISION
|
|
1479
|
+
* On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
|
|
1480
|
+
* R and L (C and F on entry) will hold the solutions to a
|
|
1481
|
+
* slightly perturbed system but the input matrices A, B, D and
|
|
1482
|
+
* E have not been changed. If SCALE = 0, R and L will hold the
|
|
1483
|
+
* solutions to the homogeneous system with C = F = 0. Normally,
|
|
1484
|
+
* SCALE = 1.
|
|
1485
|
+
*
|
|
1486
|
+
* RDSUM (input/output) DOUBLE PRECISION
|
|
1487
|
+
* On entry, the sum of squares of computed contributions to
|
|
1488
|
+
* the Dif-estimate under computation by DTGSYL, where the
|
|
1489
|
+
* scaling factor RDSCAL (see below) has been factored out.
|
|
1490
|
+
* On exit, the corresponding sum of squares updated with the
|
|
1491
|
+
* contributions from the current sub-system.
|
|
1492
|
+
* If TRANS = 'T' RDSUM is not touched.
|
|
1493
|
+
* NOTE: RDSUM only makes sense when DTGSY2 is called by DTGSYL.
|
|
1494
|
+
*
|
|
1495
|
+
* RDSCAL (input/output) DOUBLE PRECISION
|
|
1496
|
+
* On entry, scaling factor used to prevent overflow in RDSUM.
|
|
1497
|
+
* On exit, RDSCAL is updated w.r.t. the current contributions
|
|
1498
|
+
* in RDSUM.
|
|
1499
|
+
* If TRANS = 'T', RDSCAL is not touched.
|
|
1500
|
+
* NOTE: RDSCAL only makes sense when DTGSY2 is called by
|
|
1501
|
+
* DTGSYL.
|
|
1502
|
+
*
|
|
1503
|
+
* IWORK (workspace) INTEGER array, dimension (M+N+2)
|
|
1504
|
+
*
|
|
1505
|
+
* PQ (output) INTEGER
|
|
1506
|
+
* On exit, the number of subsystems (of size 2-by-2, 4-by-4 and
|
|
1507
|
+
* 8-by-8) solved by this routine.
|
|
1508
|
+
*
|
|
1509
|
+
* INFO (output) INTEGER
|
|
1510
|
+
* On exit, if INFO is set to
|
|
1511
|
+
* =0: Successful exit
|
|
1512
|
+
* <0: If INFO = -i, the i-th argument had an illegal value.
|
|
1513
|
+
* >0: The matrix pairs (A, D) and (B, E) have common or very
|
|
1514
|
+
* close eigenvalues.
|
|
1515
|
+
*
|
|
1516
|
+
|
|
1517
|
+
* Further Details
|
|
1518
|
+
* ===============
|
|
1519
|
+
*
|
|
1520
|
+
* Based on contributions by
|
|
1521
|
+
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
|
1522
|
+
* Umea University, S-901 87 Umea, Sweden.
|
|
1523
|
+
*
|
|
1524
|
+
* =====================================================================
|
|
1525
|
+
* Replaced various illegal calls to DCOPY by calls to DLASET.
|
|
1526
|
+
* Sven Hammarling, 27/5/02.
|
|
1527
|
+
*
|
|
1528
|
+
|
|
1529
|
+
|
|
1530
|
+
</PRE>
|
|
1531
|
+
<A HREF="#top">go to the page top</A>
|
|
1532
|
+
|
|
1533
|
+
<A NAME="dtgsyl"></A>
|
|
1534
|
+
<H2>dtgsyl</H2>
|
|
1535
|
+
<PRE>
|
|
1536
|
+
USAGE:
|
|
1537
|
+
scale, dif, work, info, c, f = NumRu::Lapack.dtgsyl( trans, ijob, a, b, c, d, e, f, [:lwork => lwork, :usage => usage, :help => help])
|
|
1538
|
+
|
|
1539
|
+
|
|
1540
|
+
FORTRAN MANUAL
|
|
1541
|
+
SUBROUTINE DTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO )
|
|
1542
|
+
|
|
1543
|
+
* Purpose
|
|
1544
|
+
* =======
|
|
1545
|
+
*
|
|
1546
|
+
* DTGSYL solves the generalized Sylvester equation:
|
|
1547
|
+
*
|
|
1548
|
+
* A * R - L * B = scale * C (1)
|
|
1549
|
+
* D * R - L * E = scale * F
|
|
1550
|
+
*
|
|
1551
|
+
* where R and L are unknown m-by-n matrices, (A, D), (B, E) and
|
|
1552
|
+
* (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
|
|
1553
|
+
* respectively, with real entries. (A, D) and (B, E) must be in
|
|
1554
|
+
* generalized (real) Schur canonical form, i.e. A, B are upper quasi
|
|
1555
|
+
* triangular and D, E are upper triangular.
|
|
1556
|
+
*
|
|
1557
|
+
* The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
|
|
1558
|
+
* scaling factor chosen to avoid overflow.
|
|
1559
|
+
*
|
|
1560
|
+
* In matrix notation (1) is equivalent to solve Zx = scale b, where
|
|
1561
|
+
* Z is defined as
|
|
1562
|
+
*
|
|
1563
|
+
* Z = [ kron(In, A) -kron(B', Im) ] (2)
|
|
1564
|
+
* [ kron(In, D) -kron(E', Im) ].
|
|
1565
|
+
*
|
|
1566
|
+
* Here Ik is the identity matrix of size k and X' is the transpose of
|
|
1567
|
+
* X. kron(X, Y) is the Kronecker product between the matrices X and Y.
|
|
1568
|
+
*
|
|
1569
|
+
* If TRANS = 'T', DTGSYL solves the transposed system Z'*y = scale*b,
|
|
1570
|
+
* which is equivalent to solve for R and L in
|
|
1571
|
+
*
|
|
1572
|
+
* A' * R + D' * L = scale * C (3)
|
|
1573
|
+
* R * B' + L * E' = scale * (-F)
|
|
1574
|
+
*
|
|
1575
|
+
* This case (TRANS = 'T') is used to compute an one-norm-based estimate
|
|
1576
|
+
* of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
|
|
1577
|
+
* and (B,E), using DLACON.
|
|
1578
|
+
*
|
|
1579
|
+
* If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate
|
|
1580
|
+
* of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
|
|
1581
|
+
* reciprocal of the smallest singular value of Z. See [1-2] for more
|
|
1582
|
+
* information.
|
|
1583
|
+
*
|
|
1584
|
+
* This is a level 3 BLAS algorithm.
|
|
1585
|
+
*
|
|
1586
|
+
|
|
1587
|
+
* Arguments
|
|
1588
|
+
* =========
|
|
1589
|
+
*
|
|
1590
|
+
* TRANS (input) CHARACTER*1
|
|
1591
|
+
* = 'N', solve the generalized Sylvester equation (1).
|
|
1592
|
+
* = 'T', solve the 'transposed' system (3).
|
|
1593
|
+
*
|
|
1594
|
+
* IJOB (input) INTEGER
|
|
1595
|
+
* Specifies what kind of functionality to be performed.
|
|
1596
|
+
* =0: solve (1) only.
|
|
1597
|
+
* =1: The functionality of 0 and 3.
|
|
1598
|
+
* =2: The functionality of 0 and 4.
|
|
1599
|
+
* =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
|
|
1600
|
+
* (look ahead strategy IJOB = 1 is used).
|
|
1601
|
+
* =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
|
|
1602
|
+
* ( DGECON on sub-systems is used ).
|
|
1603
|
+
* Not referenced if TRANS = 'T'.
|
|
1604
|
+
*
|
|
1605
|
+
* M (input) INTEGER
|
|
1606
|
+
* The order of the matrices A and D, and the row dimension of
|
|
1607
|
+
* the matrices C, F, R and L.
|
|
1608
|
+
*
|
|
1609
|
+
* N (input) INTEGER
|
|
1610
|
+
* The order of the matrices B and E, and the column dimension
|
|
1611
|
+
* of the matrices C, F, R and L.
|
|
1612
|
+
*
|
|
1613
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA, M)
|
|
1614
|
+
* The upper quasi triangular matrix A.
|
|
1615
|
+
*
|
|
1616
|
+
* LDA (input) INTEGER
|
|
1617
|
+
* The leading dimension of the array A. LDA >= max(1, M).
|
|
1618
|
+
*
|
|
1619
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB, N)
|
|
1620
|
+
* The upper quasi triangular matrix B.
|
|
1621
|
+
*
|
|
1622
|
+
* LDB (input) INTEGER
|
|
1623
|
+
* The leading dimension of the array B. LDB >= max(1, N).
|
|
1624
|
+
*
|
|
1625
|
+
* C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
|
|
1626
|
+
* On entry, C contains the right-hand-side of the first matrix
|
|
1627
|
+
* equation in (1) or (3).
|
|
1628
|
+
* On exit, if IJOB = 0, 1 or 2, C has been overwritten by
|
|
1629
|
+
* the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
|
|
1630
|
+
* the solution achieved during the computation of the
|
|
1631
|
+
* Dif-estimate.
|
|
1632
|
+
*
|
|
1633
|
+
* LDC (input) INTEGER
|
|
1634
|
+
* The leading dimension of the array C. LDC >= max(1, M).
|
|
1635
|
+
*
|
|
1636
|
+
* D (input) DOUBLE PRECISION array, dimension (LDD, M)
|
|
1637
|
+
* The upper triangular matrix D.
|
|
1638
|
+
*
|
|
1639
|
+
* LDD (input) INTEGER
|
|
1640
|
+
* The leading dimension of the array D. LDD >= max(1, M).
|
|
1641
|
+
*
|
|
1642
|
+
* E (input) DOUBLE PRECISION array, dimension (LDE, N)
|
|
1643
|
+
* The upper triangular matrix E.
|
|
1644
|
+
*
|
|
1645
|
+
* LDE (input) INTEGER
|
|
1646
|
+
* The leading dimension of the array E. LDE >= max(1, N).
|
|
1647
|
+
*
|
|
1648
|
+
* F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
|
|
1649
|
+
* On entry, F contains the right-hand-side of the second matrix
|
|
1650
|
+
* equation in (1) or (3).
|
|
1651
|
+
* On exit, if IJOB = 0, 1 or 2, F has been overwritten by
|
|
1652
|
+
* the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
|
|
1653
|
+
* the solution achieved during the computation of the
|
|
1654
|
+
* Dif-estimate.
|
|
1655
|
+
*
|
|
1656
|
+
* LDF (input) INTEGER
|
|
1657
|
+
* The leading dimension of the array F. LDF >= max(1, M).
|
|
1658
|
+
*
|
|
1659
|
+
* DIF (output) DOUBLE PRECISION
|
|
1660
|
+
* On exit DIF is the reciprocal of a lower bound of the
|
|
1661
|
+
* reciprocal of the Dif-function, i.e. DIF is an upper bound of
|
|
1662
|
+
* Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2).
|
|
1663
|
+
* IF IJOB = 0 or TRANS = 'T', DIF is not touched.
|
|
1664
|
+
*
|
|
1665
|
+
* SCALE (output) DOUBLE PRECISION
|
|
1666
|
+
* On exit SCALE is the scaling factor in (1) or (3).
|
|
1667
|
+
* If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
|
|
1668
|
+
* to a slightly perturbed system but the input matrices A, B, D
|
|
1669
|
+
* and E have not been changed. If SCALE = 0, C and F hold the
|
|
1670
|
+
* solutions R and L, respectively, to the homogeneous system
|
|
1671
|
+
* with C = F = 0. Normally, SCALE = 1.
|
|
1672
|
+
*
|
|
1673
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
1674
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1675
|
+
*
|
|
1676
|
+
* LWORK (input) INTEGER
|
|
1677
|
+
* The dimension of the array WORK. LWORK > = 1.
|
|
1678
|
+
* If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
|
|
1679
|
+
*
|
|
1680
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1681
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1682
|
+
* this value as the first entry of the WORK array, and no error
|
|
1683
|
+
* message related to LWORK is issued by XERBLA.
|
|
1684
|
+
*
|
|
1685
|
+
* IWORK (workspace) INTEGER array, dimension (M+N+6)
|
|
1686
|
+
*
|
|
1687
|
+
* INFO (output) INTEGER
|
|
1688
|
+
* =0: successful exit
|
|
1689
|
+
* <0: If INFO = -i, the i-th argument had an illegal value.
|
|
1690
|
+
* >0: (A, D) and (B, E) have common or close eigenvalues.
|
|
1691
|
+
*
|
|
1692
|
+
|
|
1693
|
+
* Further Details
|
|
1694
|
+
* ===============
|
|
1695
|
+
*
|
|
1696
|
+
* Based on contributions by
|
|
1697
|
+
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
|
1698
|
+
* Umea University, S-901 87 Umea, Sweden.
|
|
1699
|
+
*
|
|
1700
|
+
* [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
|
|
1701
|
+
* for Solving the Generalized Sylvester Equation and Estimating the
|
|
1702
|
+
* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
|
|
1703
|
+
* Department of Computing Science, Umea University, S-901 87 Umea,
|
|
1704
|
+
* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
|
|
1705
|
+
* Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
|
|
1706
|
+
* No 1, 1996.
|
|
1707
|
+
*
|
|
1708
|
+
* [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
|
|
1709
|
+
* Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
|
|
1710
|
+
* Appl., 15(4):1045-1060, 1994
|
|
1711
|
+
*
|
|
1712
|
+
* [3] B. Kagstrom and L. Westin, Generalized Schur Methods with
|
|
1713
|
+
* Condition Estimators for Solving the Generalized Sylvester
|
|
1714
|
+
* Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
|
|
1715
|
+
* July 1989, pp 745-751.
|
|
1716
|
+
*
|
|
1717
|
+
* =====================================================================
|
|
1718
|
+
* Replaced various illegal calls to DCOPY by calls to DLASET.
|
|
1719
|
+
* Sven Hammarling, 1/5/02.
|
|
1720
|
+
*
|
|
1721
|
+
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|
1722
|
+
|
|
1723
|
+
</PRE>
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1724
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+
<A HREF="#top">go to the page top</A>
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1725
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+
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1726
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<HR />
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1727
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+
<A HREF="d.html">back to matrix types</A><BR>
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|
1728
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+
<A HREF="d.html">back to data types</A>
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|
1729
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+
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1730
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+
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