ztrsna.f

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*> \brief \b ZTRSNA
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE ZTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
*                          LDVR, S, SEP, MM, M, WORK, LDWORK, RWORK,
*                          INFO )
* 
*       .. Scalar Arguments ..
*       CHARACTER          HOWMNY, JOB
*       INTEGER            INFO, LDT, LDVL, LDVR, LDWORK, M, MM, N
*       ..
*       .. Array Arguments ..
*       LOGICAL            SELECT( * )
*       DOUBLE PRECISION   RWORK( * ), S( * ), SEP( * )
*       COMPLEX*16         T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ),
*      $                   WORK( LDWORK, * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> ZTRSNA estimates reciprocal condition numbers for specified
*> eigenvalues and/or right eigenvectors of a complex upper triangular
*> matrix T (or of any matrix Q*T*Q**H with Q unitary).
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] JOB
*> \verbatim
*>          JOB is CHARACTER*1
*>          Specifies whether condition numbers are required for
*>          eigenvalues (S) or eigenvectors (SEP):
*>          = 'E': for eigenvalues only (S);
*>          = 'V': for eigenvectors only (SEP);
*>          = 'B': for both eigenvalues and eigenvectors (S and SEP).
*> \endverbatim
*>
*> \param[in] HOWMNY
*> \verbatim
*>          HOWMNY is CHARACTER*1
*>          = 'A': compute condition numbers for all eigenpairs;
*>          = 'S': compute condition numbers for selected eigenpairs
*>                 specified by the array SELECT.
*> \endverbatim
*>
*> \param[in] SELECT
*> \verbatim
*>          SELECT is LOGICAL array, dimension (N)
*>          If HOWMNY = 'S', SELECT specifies the eigenpairs for which
*>          condition numbers are required. To select condition numbers
*>          for the j-th eigenpair, SELECT(j) must be set to .TRUE..
*>          If HOWMNY = 'A', SELECT is not referenced.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix T. N >= 0.
*> \endverbatim
*>
*> \param[in] T
*> \verbatim
*>          T is COMPLEX*16 array, dimension (LDT,N)
*>          The upper triangular matrix T.
*> \endverbatim
*>
*> \param[in] LDT
*> \verbatim
*>          LDT is INTEGER
*>          The leading dimension of the array T. LDT >= max(1,N).
*> \endverbatim
*>
*> \param[in] VL
*> \verbatim
*>          VL is COMPLEX*16 array, dimension (LDVL,M)
*>          If JOB = 'E' or 'B', VL must contain left eigenvectors of T
*>          (or of any Q*T*Q**H with Q unitary), corresponding to the
*>          eigenpairs specified by HOWMNY and SELECT. The eigenvectors
*>          must be stored in consecutive columns of VL, as returned by
*>          ZHSEIN or ZTREVC.
*>          If JOB = 'V', VL is not referenced.
*> \endverbatim
*>
*> \param[in] LDVL
*> \verbatim
*>          LDVL is INTEGER
*>          The leading dimension of the array VL.
*>          LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
*> \endverbatim
*>
*> \param[in] VR
*> \verbatim
*>          VR is COMPLEX*16 array, dimension (LDVR,M)
*>          If JOB = 'E' or 'B', VR must contain right eigenvectors of T
*>          (or of any Q*T*Q**H with Q unitary), corresponding to the
*>          eigenpairs specified by HOWMNY and SELECT. The eigenvectors
*>          must be stored in consecutive columns of VR, as returned by
*>          ZHSEIN or ZTREVC.
*>          If JOB = 'V', VR is not referenced.
*> \endverbatim
*>
*> \param[in] LDVR
*> \verbatim
*>          LDVR is INTEGER
*>          The leading dimension of the array VR.
*>          LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
*> \endverbatim
*>
*> \param[out] S
*> \verbatim
*>          S is DOUBLE PRECISION array, dimension (MM)
*>          If JOB = 'E' or 'B', the reciprocal condition numbers of the
*>          selected eigenvalues, stored in consecutive elements of the
*>          array. Thus S(j), SEP(j), and the j-th columns of VL and VR
*>          all correspond to the same eigenpair (but not in general the
*>          j-th eigenpair, unless all eigenpairs are selected).
*>          If JOB = 'V', S is not referenced.
*> \endverbatim
*>
*> \param[out] SEP
*> \verbatim
*>          SEP is DOUBLE PRECISION array, dimension (MM)
*>          If JOB = 'V' or 'B', the estimated reciprocal condition
*>          numbers of the selected eigenvectors, stored in consecutive
*>          elements of the array.
*>          If JOB = 'E', SEP is not referenced.
*> \endverbatim
*>
*> \param[in] MM
*> \verbatim
*>          MM is INTEGER
*>          The number of elements in the arrays S (if JOB = 'E' or 'B')
*>           and/or SEP (if JOB = 'V' or 'B'). MM >= M.
*> \endverbatim
*>
*> \param[out] M
*> \verbatim
*>          M is INTEGER
*>          The number of elements of the arrays S and/or SEP actually
*>          used to store the estimated condition numbers.
*>          If HOWMNY = 'A', M is set to N.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension (LDWORK,N+6)
*>          If JOB = 'E', WORK is not referenced.
*> \endverbatim
*>
*> \param[in] LDWORK
*> \verbatim
*>          LDWORK is INTEGER
*>          The leading dimension of the array WORK.
*>          LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (N)
*>          If JOB = 'E', RWORK is not referenced.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit
*>          < 0: if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup complex16OTHERcomputational
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  The reciprocal of the condition number of an eigenvalue lambda is
*>  defined as
*>
*>          S(lambda) = |v**H*u| / (norm(u)*norm(v))
*>
*>  where u and v are the right and left eigenvectors of T corresponding
*>  to lambda; v**H denotes the conjugate transpose of v, and norm(u)
*>  denotes the Euclidean norm. These reciprocal condition numbers always
*>  lie between zero (very badly conditioned) and one (very well
*>  conditioned). If n = 1, S(lambda) is defined to be 1.
*>
*>  An approximate error bound for a computed eigenvalue W(i) is given by
*>
*>                      EPS * norm(T) / S(i)
*>
*>  where EPS is the machine precision.
*>
*>  The reciprocal of the condition number of the right eigenvector u
*>  corresponding to lambda is defined as follows. Suppose
*>
*>              T = ( lambda  c  )
*>                  (   0    T22 )
*>
*>  Then the reciprocal condition number is
*>
*>          SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
*>
*>  where sigma-min denotes the smallest singular value. We approximate
*>  the smallest singular value by the reciprocal of an estimate of the
*>  one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
*>  defined to be abs(T(1,1)).
*>
*>  An approximate error bound for a computed right eigenvector VR(i)
*>  is given by
*>
*>                      EPS * norm(T) / SEP(i)
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE ztrsna( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
     $                   ldvr, s, sep, mm, m, work, ldwork, rwork,
     $                   info )
*
*  -- LAPACK computational routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      CHARACTER          HOWMNY, JOB
      INTEGER            INFO, LDT, LDVL, LDVR, LDWORK, M, MM, N
*     ..
*     .. Array Arguments ..
      LOGICAL            SELECT( * )
      DOUBLE PRECISION   RWORK( * ), S( * ), SEP( * )
      COMPLEX*16         T( ldt, * ), VL( ldvl, * ), VR( ldvr, * ),
     $                   work( ldwork, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      parameter                ( zero = 0.0d+0, one = 1.0d0+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            SOMCON, WANTBH, WANTS, WANTSP
      CHARACTER          NORMIN
      INTEGER            I, IERR, IX, J, K, KASE, KS
      DOUBLE PRECISION   BIGNUM, EPS, EST, LNRM, RNRM, SCALE, SMLNUM,
     $                   xnorm
      COMPLEX*16         CDUM, PROD
*     ..
*     .. Local Arrays ..
      INTEGER            ISAVE( 3 )
      COMPLEX*16         DUMMY( 1 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            IZAMAX
      DOUBLE PRECISION   DLAMCH, DZNRM2
      COMPLEX*16         ZDOTC
      EXTERNAL           lsame, izamax, dlamch, dznrm2, zdotc
*     ..
*     .. External Subroutines ..
      EXTERNAL           xerbla, zdrscl, zlacn2, zlacpy, zlatrs, ztrexc
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, dble, dimag, max
*     ..
*     .. Statement Functions ..
      DOUBLE PRECISION   CABS1
*     ..
*     .. Statement Function definitions ..
      cabs1( cdum ) = abs( dble( cdum ) ) + abs( dimag( cdum ) )
*     ..
*     .. Executable Statements ..
*
*     Decode and test the input parameters
*
      wantbh = lsame( job, 'B' )
      wants = lsame( job, 'E' ) .OR. wantbh
      wantsp = lsame( job, 'V' ) .OR. wantbh
*
      somcon = lsame( howmny, 'S' )
*
*     Set M to the number of eigenpairs for which condition numbers are
*     to be computed.
*
      IF( somcon ) THEN
         m = 0
         DO 10 j = 1, n
            IF( SELECT( j ) )
     $         m = m + 1
   10    CONTINUE
      ELSE
         m = n
      END IF
*
      info = 0
      IF( .NOT.wants .AND. .NOT.wantsp ) THEN
         info = -1
      ELSE IF( .NOT.lsame( howmny, 'A' ) .AND. .NOT.somcon ) THEN
         info = -2
      ELSE IF( n.LT.0 ) THEN
         info = -4
      ELSE IF( ldt.LT.max( 1, n ) ) THEN
         info = -6
      ELSE IF( ldvl.LT.1 .OR. ( wants .AND. ldvl.LT.n ) ) THEN
         info = -8
      ELSE IF( ldvr.LT.1 .OR. ( wants .AND. ldvr.LT.n ) ) THEN
         info = -10
      ELSE IF( mm.LT.m ) THEN
         info = -13
      ELSE IF( ldwork.LT.1 .OR. ( wantsp .AND. ldwork.LT.n ) ) THEN
         info = -16
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'ZTRSNA', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   RETURN
*
      IF( n.EQ.1 ) THEN
         IF( somcon ) THEN
            IF( .NOT.SELECT( 1 ) )
     $         RETURN
         END IF
         IF( wants )
     $      s( 1 ) = one
         IF( wantsp )
     $      sep( 1 ) = abs( t( 1, 1 ) )
         RETURN
      END IF
*
*     Get machine constants
*
      eps = dlamch( 'P' )
      smlnum = dlamch( 'S' ) / eps
      bignum = one / smlnum
      CALL dlabad( smlnum, bignum )
*
      ks = 1
      DO 50 k = 1, n
*
         IF( somcon ) THEN
            IF( .NOT.SELECT( k ) )
     $         GO TO 50
         END IF
*
         IF( wants ) THEN
*
*           Compute the reciprocal condition number of the k-th
*           eigenvalue.
*
            prod = zdotc( n, vr( 1, ks ), 1, vl( 1, ks ), 1 )
            rnrm = dznrm2( n, vr( 1, ks ), 1 )
            lnrm = dznrm2( n, vl( 1, ks ), 1 )
            s( ks ) = abs( prod ) / ( rnrm*lnrm )
*
         END IF
*
         IF( wantsp ) THEN
*
*           Estimate the reciprocal condition number of the k-th
*           eigenvector.
*
*           Copy the matrix T to the array WORK and swap the k-th
*           diagonal element to the (1,1) position.
*
            CALL zlacpy( 'Full', n, n, t, ldt, work, ldwork )
            CALL ztrexc( 'No Q', n, work, ldwork, dummy, 1, k, 1, ierr )
*
*           Form  C = T22 - lambda*I in WORK(2:N,2:N).
*
            DO 20 i = 2, n
               work( i, i ) = work( i, i ) - work( 1, 1 )
   20       CONTINUE
*
*           Estimate a lower bound for the 1-norm of inv(C**H). The 1st
*           and (N+1)th columns of WORK are used to store work vectors.
*
            sep( ks ) = zero
            est = zero
            kase = 0
            normin = 'N'
   30       CONTINUE
            CALL zlacn2( n-1, work( 1, n+1 ), work, est, kase, isave )
*
            IF( kase.NE.0 ) THEN
               IF( kase.EQ.1 ) THEN
*
*                 Solve C**H*x = scale*b
*
                  CALL zlatrs( 'Upper', 'Conjugate transpose',
     $                         'Nonunit', normin, n-1, work( 2, 2 ),
     $                         ldwork, work, scale, rwork, ierr )
               ELSE
*
*                 Solve C*x = scale*b
*
                  CALL zlatrs( 'Upper', 'No transpose', 'Nonunit',
     $                         normin, n-1, work( 2, 2 ), ldwork, work,
     $                         scale, rwork, ierr )
               END IF
               normin = 'Y'
               IF( scale.NE.one ) THEN
*
*                 Multiply by 1/SCALE if doing so will not cause
*                 overflow.
*
                  ix = izamax( n-1, work, 1 )
                  xnorm = cabs1( work( ix, 1 ) )
                  IF( scale.LT.xnorm*smlnum .OR. scale.EQ.zero )
     $               GO TO 40
                  CALL zdrscl( n, scale, work, 1 )
               END IF
               GO TO 30
            END IF
*
            sep( ks ) = one / max( est, smlnum )
         END IF
*
   40    CONTINUE
         ks = ks + 1
   50 CONTINUE
      RETURN
*
*     End of ZTRSNA
*
      END