ruby-lapack 1.4.1a → 1.5
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- data/Rakefile +1 -2
- data/ext/cbbcsd.c +34 -34
- data/ext/cbdsqr.c +20 -20
- data/ext/cgbbrd.c +12 -12
- data/ext/cgbcon.c +13 -13
- data/ext/cgbequ.c +3 -3
- data/ext/cgbequb.c +2 -2
- data/ext/cgbrfs.c +22 -22
- data/ext/cgbrfsx.c +43 -43
- data/ext/cgbsv.c +2 -2
- data/ext/cgbsvx.c +25 -25
- data/ext/cgbsvxx.c +36 -36
- data/ext/cgbtf2.c +3 -3
- data/ext/cgbtrf.c +3 -3
- data/ext/cgbtrs.c +11 -11
- data/ext/cgebak.c +11 -11
- data/ext/cgebal.c +1 -1
- data/ext/cgebd2.c +1 -1
- data/ext/cgebrd.c +1 -1
- data/ext/cgecon.c +1 -1
- data/ext/cgees.c +3 -3
- data/ext/cgeesx.c +4 -4
- data/ext/cgeev.c +4 -4
- data/ext/cgeevx.c +5 -5
- data/ext/cgegs.c +2 -2
- data/ext/cgegv.c +3 -3
- data/ext/cgehd2.c +1 -1
- data/ext/cgehrd.c +2 -2
- data/ext/cgelqf.c +6 -6
- data/ext/cgels.c +2 -2
- data/ext/cgelsd.c +9 -9
- data/ext/cgelss.c +2 -2
- data/ext/cgelsx.c +12 -12
- data/ext/cgelsy.c +12 -12
- data/ext/cgeql2.c +1 -1
- data/ext/cgeqlf.c +1 -1
- data/ext/cgeqp3.c +11 -11
- data/ext/cgeqpf.c +11 -11
- data/ext/cgeqr2.c +1 -1
- data/ext/cgeqr2p.c +1 -1
- data/ext/cgeqrf.c +1 -1
- data/ext/cgeqrfp.c +1 -1
- data/ext/cgerfs.c +31 -31
- data/ext/cgerfsx.c +25 -25
- data/ext/cgerqf.c +6 -6
- data/ext/cgesc2.c +13 -13
- data/ext/cgesdd.c +3 -3
- data/ext/cgesvd.c +4 -4
- data/ext/cgesvx.c +32 -32
- data/ext/cgesvxx.c +26 -26
- data/ext/cgetf2.c +1 -1
- data/ext/cgetrf.c +1 -1
- data/ext/cgetri.c +10 -10
- data/ext/cgetrs.c +10 -10
- data/ext/cggbak.c +11 -11
- data/ext/cggbal.c +11 -11
- data/ext/cgges.c +15 -15
- data/ext/cggesx.c +6 -6
- data/ext/cggev.c +3 -3
- data/ext/cggevx.c +5 -5
- data/ext/cgghrd.c +14 -14
- data/ext/cggqrf.c +9 -9
- data/ext/cggrqf.c +1 -1
- data/ext/cggsvd.c +3 -3
- data/ext/cggsvp.c +4 -4
- data/ext/cgtcon.c +20 -20
- data/ext/cgtrfs.c +48 -48
- data/ext/cgtsv.c +8 -8
- data/ext/cgtsvx.c +55 -55
- data/ext/cgttrs.c +19 -19
- data/ext/cgtts2.c +20 -20
- data/ext/chbev.c +3 -3
- data/ext/chbevd.c +9 -9
- data/ext/chbevx.c +7 -7
- data/ext/chbgst.c +15 -15
- data/ext/chbgv.c +15 -15
- data/ext/chbgvd.c +20 -20
- data/ext/chbgvx.c +9 -9
- data/ext/chbtrd.c +13 -13
- data/ext/checon.c +12 -12
- data/ext/cheequb.c +1 -1
- data/ext/cheev.c +2 -2
- data/ext/cheevd.c +7 -7
- data/ext/cheevr.c +12 -12
- data/ext/cheevx.c +7 -7
- data/ext/chegs2.c +2 -2
- data/ext/chegst.c +2 -2
- data/ext/chegv.c +13 -13
- data/ext/chegvd.c +18 -18
- data/ext/chegvx.c +19 -19
- data/ext/cherfs.c +31 -31
- data/ext/cherfsx.c +43 -43
- data/ext/chesv.c +10 -10
- data/ext/chesvx.c +15 -15
- data/ext/chesvxx.c +41 -41
- data/ext/chetd2.c +1 -1
- data/ext/chetf2.c +1 -1
- data/ext/chetrd.c +2 -2
- data/ext/chetrf.c +2 -2
- data/ext/chetri.c +1 -1
- data/ext/chetrs.c +10 -10
- data/ext/chetrs2.c +10 -10
- data/ext/chfrk.c +6 -6
- data/ext/chgeqz.c +27 -27
- data/ext/chpcon.c +1 -1
- data/ext/chpev.c +2 -2
- data/ext/chpevd.c +2 -2
- data/ext/chpevx.c +7 -7
- data/ext/chpgst.c +10 -10
- data/ext/chpgv.c +2 -2
- data/ext/chpgvd.c +11 -11
- data/ext/chpgvx.c +8 -8
- data/ext/chprfs.c +10 -10
- data/ext/chpsv.c +1 -1
- data/ext/chpsvx.c +20 -20
- data/ext/chptrd.c +1 -1
- data/ext/chptrf.c +1 -1
- data/ext/chptri.c +1 -1
- data/ext/chptrs.c +1 -1
- data/ext/chsein.c +21 -21
- data/ext/chseqr.c +4 -4
- data/ext/cla_gbamv.c +14 -14
- data/ext/cla_gbrcond_c.c +33 -33
- data/ext/cla_gbrcond_x.c +32 -32
- data/ext/cla_gbrfsx_extended.c +75 -75
- data/ext/cla_gbrpvgrw.c +13 -13
- data/ext/cla_geamv.c +6 -6
- data/ext/cla_gercond_c.c +31 -31
- data/ext/cla_gercond_x.c +30 -30
- data/ext/cla_gerfsx_extended.c +81 -81
- data/ext/cla_heamv.c +12 -12
- data/ext/cla_hercond_c.c +31 -31
- data/ext/cla_hercond_x.c +30 -30
- data/ext/cla_herfsx_extended.c +82 -82
- data/ext/cla_herpvgrw.c +14 -14
- data/ext/cla_lin_berr.c +14 -14
- data/ext/cla_porcond_c.c +23 -23
- data/ext/cla_porcond_x.c +22 -22
- data/ext/cla_porfsx_extended.c +74 -74
- data/ext/cla_porpvgrw.c +2 -2
- data/ext/cla_rpvgrw.c +12 -12
- data/ext/cla_syamv.c +13 -13
- data/ext/cla_syrcond_c.c +31 -31
- data/ext/cla_syrcond_x.c +30 -30
- data/ext/cla_syrfsx_extended.c +82 -82
- data/ext/cla_syrpvgrw.c +14 -14
- data/ext/cla_wwaddw.c +11 -11
- data/ext/clabrd.c +2 -2
- data/ext/clacn2.c +2 -2
- data/ext/clacp2.c +1 -1
- data/ext/clacpy.c +1 -1
- data/ext/clacrm.c +11 -11
- data/ext/clacrt.c +12 -12
- data/ext/claed7.c +42 -42
- data/ext/claed8.c +27 -27
- data/ext/claein.c +14 -14
- data/ext/clags2.c +5 -5
- data/ext/clagtm.c +21 -21
- data/ext/clahef.c +1 -1
- data/ext/clahqr.c +6 -6
- data/ext/clahr2.c +1 -1
- data/ext/clahrd.c +1 -1
- data/ext/claic1.c +12 -12
- data/ext/clals0.c +37 -37
- data/ext/clalsa.c +72 -72
- data/ext/clalsd.c +4 -4
- data/ext/clangb.c +3 -3
- data/ext/clange.c +1 -1
- data/ext/clangt.c +10 -10
- data/ext/clanhb.c +2 -2
- data/ext/clanhe.c +1 -1
- data/ext/clanhf.c +3 -3
- data/ext/clanhp.c +2 -2
- data/ext/clanhs.c +1 -1
- data/ext/clanht.c +1 -1
- data/ext/clansb.c +2 -2
- data/ext/clansp.c +2 -2
- data/ext/clansy.c +1 -1
- data/ext/clantb.c +3 -3
- data/ext/clantp.c +2 -2
- data/ext/clantr.c +3 -3
- data/ext/clapll.c +10 -10
- data/ext/clapmr.c +1 -1
- data/ext/clapmt.c +11 -11
- data/ext/claqgb.c +2 -2
- data/ext/claqge.c +10 -10
- data/ext/claqhb.c +2 -2
- data/ext/claqhe.c +12 -12
- data/ext/claqhp.c +2 -2
- data/ext/claqp2.c +10 -10
- data/ext/claqps.c +20 -20
- data/ext/claqr0.c +3 -3
- data/ext/claqr1.c +4 -4
- data/ext/claqr2.c +18 -18
- data/ext/claqr3.c +18 -18
- data/ext/claqr4.c +3 -3
- data/ext/claqr5.c +21 -21
- data/ext/claqsb.c +13 -13
- data/ext/claqsp.c +2 -2
- data/ext/claqsy.c +12 -12
- data/ext/clar1v.c +15 -15
- data/ext/clar2v.c +19 -19
- data/ext/clarf.c +2 -2
- data/ext/clarfb.c +16 -16
- data/ext/clarfg.c +1 -1
- data/ext/clarfgp.c +1 -1
- data/ext/clarft.c +2 -2
- data/ext/clarfx.c +3 -3
- data/ext/clargv.c +2 -2
- data/ext/clarnv.c +1 -1
- data/ext/clarrv.c +40 -40
- data/ext/clarscl2.c +8 -8
- data/ext/clartv.c +20 -20
- data/ext/clarz.c +11 -11
- data/ext/clarzb.c +14 -14
- data/ext/clarzt.c +2 -2
- data/ext/clascl.c +4 -4
- data/ext/clascl2.c +8 -8
- data/ext/claset.c +4 -4
- data/ext/clasr.c +2 -2
- data/ext/classq.c +2 -2
- data/ext/claswp.c +2 -2
- data/ext/clasyf.c +1 -1
- data/ext/clatbs.c +14 -14
- data/ext/clatdf.c +21 -21
- data/ext/clatps.c +12 -12
- data/ext/clatrd.c +1 -1
- data/ext/clatrs.c +15 -15
- data/ext/clatrz.c +1 -1
- data/ext/clatzm.c +3 -3
- data/ext/clauu2.c +1 -1
- data/ext/clauum.c +1 -1
- data/ext/cpbcon.c +3 -3
- data/ext/cpbequ.c +1 -1
- data/ext/cpbrfs.c +12 -12
- data/ext/cpbstf.c +1 -1
- data/ext/cpbsv.c +1 -1
- data/ext/cpbsvx.c +23 -23
- data/ext/cpbtf2.c +1 -1
- data/ext/cpbtrf.c +1 -1
- data/ext/cpbtrs.c +1 -1
- data/ext/cpftrf.c +2 -2
- data/ext/cpftri.c +2 -2
- data/ext/cpftrs.c +2 -2
- data/ext/cpocon.c +1 -1
- data/ext/cporfs.c +23 -23
- data/ext/cporfsx.c +22 -22
- data/ext/cposv.c +9 -9
- data/ext/cposvx.c +12 -12
- data/ext/cposvxx.c +20 -20
- data/ext/cpotf2.c +1 -1
- data/ext/cpotrf.c +1 -1
- data/ext/cpotri.c +1 -1
- data/ext/cpotrs.c +9 -9
- data/ext/cppcon.c +1 -1
- data/ext/cppequ.c +1 -1
- data/ext/cpprfs.c +20 -20
- data/ext/cppsv.c +1 -1
- data/ext/cppsvx.c +12 -12
- data/ext/cpptrf.c +1 -1
- data/ext/cpptri.c +1 -1
- data/ext/cpptrs.c +1 -1
- data/ext/cpstf2.c +2 -2
- data/ext/cpstrf.c +2 -2
- data/ext/cptcon.c +1 -1
- data/ext/cpteqr.c +10 -10
- data/ext/cptrfs.c +12 -12
- data/ext/cptsv.c +8 -8
- data/ext/cptsvx.c +19 -19
- data/ext/cpttrs.c +1 -1
- data/ext/cptts2.c +1 -1
- data/ext/crot.c +11 -11
- data/ext/cspcon.c +1 -1
- data/ext/cspmv.c +3 -3
- data/ext/cspr.c +11 -11
- data/ext/csprfs.c +10 -10
- data/ext/cspsv.c +1 -1
- data/ext/cspsvx.c +20 -20
- data/ext/csptrf.c +1 -1
- data/ext/csptri.c +1 -1
- data/ext/csptrs.c +1 -1
- data/ext/csrscl.c +2 -2
- data/ext/cstedc.c +10 -10
- data/ext/cstegr.c +18 -18
- data/ext/cstein.c +14 -14
- data/ext/cstemr.c +22 -22
- data/ext/csteqr.c +10 -10
- data/ext/csycon.c +12 -12
- data/ext/csyconv.c +12 -12
- data/ext/csyequb.c +1 -1
- data/ext/csymv.c +13 -13
- data/ext/csyr.c +4 -4
- data/ext/csyrfs.c +31 -31
- data/ext/csyrfsx.c +43 -43
- data/ext/csysv.c +10 -10
- data/ext/csysvx.c +15 -15
- data/ext/csysvxx.c +41 -41
- data/ext/csyswapr.c +2 -2
- data/ext/csytf2.c +1 -1
- data/ext/csytrf.c +2 -2
- data/ext/csytri.c +1 -1
- data/ext/csytri2.c +3 -3
- data/ext/csytri2x.c +2 -2
- data/ext/csytrs.c +10 -10
- data/ext/csytrs2.c +10 -10
- data/ext/ctbcon.c +3 -3
- data/ext/ctbrfs.c +14 -14
- data/ext/ctbtrs.c +2 -2
- data/ext/ctfsm.c +5 -5
- data/ext/ctftri.c +1 -1
- data/ext/ctfttp.c +1 -1
- data/ext/ctfttr.c +1 -1
- data/ext/ctgevc.c +32 -32
- data/ext/ctgex2.c +14 -14
- data/ext/ctgexc.c +25 -25
- data/ext/ctgsen.c +37 -37
- data/ext/ctgsja.c +26 -26
- data/ext/ctgsna.c +24 -24
- data/ext/ctgsy2.c +22 -22
- data/ext/ctgsyl.c +42 -42
- data/ext/ctpcon.c +2 -2
- data/ext/ctprfs.c +13 -13
- data/ext/ctptri.c +1 -1
- data/ext/ctptrs.c +3 -3
- data/ext/ctpttf.c +1 -1
- data/ext/ctpttr.c +1 -1
- data/ext/ctrcon.c +3 -3
- data/ext/ctrevc.c +12 -12
- data/ext/ctrexc.c +1 -1
- data/ext/ctrrfs.c +11 -11
- data/ext/ctrsen.c +13 -13
- data/ext/ctrsna.c +20 -20
- data/ext/ctrsyl.c +11 -11
- data/ext/ctrti2.c +1 -1
- data/ext/ctrtri.c +1 -1
- data/ext/ctrtrs.c +10 -10
- data/ext/ctrttf.c +1 -1
- data/ext/ctrttp.c +1 -1
- data/ext/cunbdb.c +15 -15
- data/ext/cuncsd.c +27 -27
- data/ext/cung2l.c +9 -9
- data/ext/cung2r.c +9 -9
- data/ext/cungbr.c +1 -1
- data/ext/cunghr.c +7 -7
- data/ext/cungl2.c +1 -1
- data/ext/cunglq.c +9 -9
- data/ext/cungql.c +9 -9
- data/ext/cungqr.c +9 -9
- data/ext/cungr2.c +1 -1
- data/ext/cungrq.c +9 -9
- data/ext/cungtr.c +6 -6
- data/ext/cunm2l.c +12 -12
- data/ext/cunm2r.c +12 -12
- data/ext/cunmbr.c +3 -3
- data/ext/cunmhr.c +12 -12
- data/ext/cunml2.c +1 -1
- data/ext/cunmlq.c +7 -7
- data/ext/cunmql.c +12 -12
- data/ext/cunmqr.c +12 -12
- data/ext/cunmr2.c +1 -1
- data/ext/cunmr3.c +10 -10
- data/ext/cunmrq.c +7 -7
- data/ext/cunmrz.c +10 -10
- data/ext/cunmtr.c +17 -17
- data/ext/cupgtr.c +8 -8
- data/ext/cupmtr.c +2 -2
- data/ext/dbbcsd.c +29 -29
- data/ext/dbdsdc.c +6 -6
- data/ext/dbdsqr.c +20 -20
- data/ext/ddisna.c +1 -1
- data/ext/dgbbrd.c +12 -12
- data/ext/dgbcon.c +13 -13
- data/ext/dgbequ.c +3 -3
- data/ext/dgbequb.c +2 -2
- data/ext/dgbrfs.c +22 -22
- data/ext/dgbrfsx.c +43 -43
- data/ext/dgbsv.c +2 -2
- data/ext/dgbsvx.c +25 -25
- data/ext/dgbsvxx.c +36 -36
- data/ext/dgbtf2.c +3 -3
- data/ext/dgbtrf.c +3 -3
- data/ext/dgbtrs.c +11 -11
- data/ext/dgebak.c +11 -11
- data/ext/dgebal.c +1 -1
- data/ext/dgebd2.c +1 -1
- data/ext/dgebrd.c +1 -1
- data/ext/dgecon.c +1 -1
- data/ext/dgees.c +3 -3
- data/ext/dgeesx.c +4 -4
- data/ext/dgeev.c +3 -3
- data/ext/dgeevx.c +5 -5
- data/ext/dgegs.c +2 -2
- data/ext/dgegv.c +3 -3
- data/ext/dgehd2.c +1 -1
- data/ext/dgehrd.c +2 -2
- data/ext/dgejsv.c +16 -16
- data/ext/dgelqf.c +6 -6
- data/ext/dgels.c +2 -2
- data/ext/dgelsd.c +7 -7
- data/ext/dgelss.c +2 -2
- data/ext/dgelsx.c +12 -12
- data/ext/dgelsy.c +12 -12
- data/ext/dgeql2.c +1 -1
- data/ext/dgeqlf.c +1 -1
- data/ext/dgeqp3.c +11 -11
- data/ext/dgeqpf.c +11 -11
- data/ext/dgeqr2.c +1 -1
- data/ext/dgeqr2p.c +1 -1
- data/ext/dgeqrf.c +1 -1
- data/ext/dgeqrfp.c +1 -1
- data/ext/dgerfs.c +31 -31
- data/ext/dgerfsx.c +25 -25
- data/ext/dgerqf.c +6 -6
- data/ext/dgesc2.c +13 -13
- data/ext/dgesdd.c +3 -3
- data/ext/dgesvd.c +4 -4
- data/ext/dgesvj.c +15 -15
- data/ext/dgesvx.c +32 -32
- data/ext/dgesvxx.c +26 -26
- data/ext/dgetf2.c +1 -1
- data/ext/dgetrf.c +1 -1
- data/ext/dgetri.c +10 -10
- data/ext/dgetrs.c +10 -10
- data/ext/dggbak.c +11 -11
- data/ext/dggbal.c +11 -11
- data/ext/dgges.c +15 -15
- data/ext/dggesx.c +6 -6
- data/ext/dggev.c +3 -3
- data/ext/dggevx.c +4 -4
- data/ext/dgghrd.c +14 -14
- data/ext/dggqrf.c +9 -9
- data/ext/dggrqf.c +1 -1
- data/ext/dggsvd.c +3 -3
- data/ext/dggsvp.c +4 -4
- data/ext/dgsvj0.c +20 -20
- data/ext/dgsvj1.c +26 -26
- data/ext/dgtcon.c +20 -20
- data/ext/dgtrfs.c +48 -48
- data/ext/dgtsv.c +8 -8
- data/ext/dgtsvx.c +55 -55
- data/ext/dgttrs.c +19 -19
- data/ext/dgtts2.c +20 -20
- data/ext/dhgeqz.c +27 -27
- data/ext/dhsein.c +42 -42
- data/ext/dhseqr.c +4 -4
- data/ext/dla_gbamv.c +16 -16
- data/ext/dla_gbrcond.c +25 -25
- data/ext/dla_gbrfsx_extended.c +56 -56
- data/ext/dla_gbrpvgrw.c +13 -13
- data/ext/dla_geamv.c +4 -4
- data/ext/dla_gercond.c +31 -31
- data/ext/dla_gerfsx_extended.c +70 -70
- data/ext/dla_lin_berr.c +14 -14
- data/ext/dla_porcond.c +15 -15
- data/ext/dla_porfsx_extended.c +74 -74
- data/ext/dla_porpvgrw.c +2 -2
- data/ext/dla_rpvgrw.c +12 -12
- data/ext/dla_syamv.c +12 -12
- data/ext/dla_syrcond.c +31 -31
- data/ext/dla_syrfsx_extended.c +82 -82
- data/ext/dla_syrpvgrw.c +14 -14
- data/ext/dla_wwaddw.c +11 -11
- data/ext/dlabad.c +1 -1
- data/ext/dlabrd.c +2 -2
- data/ext/dlacn2.c +2 -2
- data/ext/dlacpy.c +1 -1
- data/ext/dlaebz.c +43 -43
- data/ext/dlaed0.c +2 -2
- data/ext/dlaed1.c +20 -20
- data/ext/dlaed2.c +21 -21
- data/ext/dlaed3.c +30 -30
- data/ext/dlaed4.c +12 -12
- data/ext/dlaed5.c +11 -11
- data/ext/dlaed6.c +12 -12
- data/ext/dlaed7.c +35 -35
- data/ext/dlaed8.c +16 -16
- data/ext/dlaed9.c +14 -14
- data/ext/dlaeda.c +31 -31
- data/ext/dlaein.c +13 -13
- data/ext/dlaexc.c +14 -14
- data/ext/dlag2s.c +2 -2
- data/ext/dlags2.c +4 -4
- data/ext/dlagtf.c +10 -10
- data/ext/dlagtm.c +21 -21
- data/ext/dlagts.c +13 -13
- data/ext/dlahqr.c +6 -6
- data/ext/dlahr2.c +1 -1
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<TITLE>DOUBLE PRECISION routines for triangular band matrix</TITLE>
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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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<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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* INFO (output) INTEGER
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* = 0: successful exit
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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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* TRANS (input) CHARACTER*1
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* Specifies the form of the system of equations:
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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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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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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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* 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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* and are assumed to be 1.
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* The leading dimension of the array AB. LDAB >= KD+1.
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* The right hand side matrix B.
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* The leading dimension of the array B. LDB >= max(1,N).
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* The solution matrix X.
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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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* 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 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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* 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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* =====================================================================
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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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* DTBTRS solves a triangular system of the form
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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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* TRANS (input) CHARACTER*1
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* Specifies the form the system of equations:
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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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* 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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*
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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: if INFO = i, the i-th diagonal element of A is zero,
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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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*
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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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<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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* 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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</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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SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO )
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* Purpose
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* =======
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*
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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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*
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* WANTQ (input) LOGICAL
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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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* WANTZ (input) LOGICAL
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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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* 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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* A (input/output) DOUBLE PRECISION array, dimensions (LDA,N)
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* On entry, the matrix A in the pair (A, B).
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* On exit, the updated matrix A.
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*
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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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* B (input/output) DOUBLE PRECISION array, dimensions (LDB,N)
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* On entry, the matrix B in the pair (A, B).
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* On exit, the updated 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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* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
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* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
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* On exit, the updated matrix Q.
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* Not referenced if WANTQ = .FALSE..
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*
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* LDQ (input) INTEGER
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* The leading dimension of the array Q. LDQ >= 1.
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* If WANTQ = .TRUE., LDQ >= N.
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*
|
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|
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* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
|
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* On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
|
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* On exit, the updated matrix Z.
|
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* Not referenced if WANTZ = .FALSE..
|
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|
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*
|
300
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* LDZ (input) INTEGER
|
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* The leading dimension of the array Z. LDZ >= 1.
|
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|
-
* If WANTZ = .TRUE., LDZ >= N.
|
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|
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*
|
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|
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* J1 (input) INTEGER
|
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|
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* The index to the first block (A11, B11). 1 <= J1 <= N.
|
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|
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*
|
307
|
-
* N1 (input) INTEGER
|
308
|
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* The order of the first block (A11, B11). N1 = 0, 1 or 2.
|
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|
-
*
|
310
|
-
* N2 (input) INTEGER
|
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* The order of the second block (A22, B22). N2 = 0, 1 or 2.
|
312
|
-
*
|
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* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
|
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|
-
*
|
315
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* LWORK (input) INTEGER
|
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* The dimension of the array WORK.
|
317
|
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* LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )
|
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*
|
319
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* INFO (output) INTEGER
|
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* =0: Successful exit
|
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* >0: If INFO = 1, the transformed matrix (A, B) would be
|
322
|
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* too far from generalized Schur form; the blocks are
|
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|
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* not swapped and (A, B) and (Q, Z) are unchanged.
|
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|
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* The problem of swapping is too ill-conditioned.
|
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|
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* <0: If INFO = -16: LWORK is too small. Appropriate value
|
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|
-
* for LWORK is returned in WORK(1).
|
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*
|
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|
-
|
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|
-
* Further Details
|
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|
-
* ===============
|
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|
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*
|
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|
-
* Based on contributions by
|
333
|
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* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
|
334
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* Umea University, S-901 87 Umea, Sweden.
|
335
|
-
*
|
336
|
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* 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
|
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* [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
|
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* 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
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-
* 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.
|
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|
-
*
|
357
|
-
|
358
|
-
|
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-
</PRE>
|
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<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
|
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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
|
-
|
1722
|
-
|
1723
|
-
</PRE>
|
1724
|
-
<A HREF="#top">go to the page top</A>
|
1725
|
-
|
1726
|
-
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|
1727
|
-
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|
1728
|
-
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|
1729
|
-
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|
1730
|
-
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