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LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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subroutine ctgsen | ( | integer | ijob, |
logical | wantq, | ||
logical | wantz, | ||
logical, dimension( * ) | select, | ||
integer | n, | ||
complex, dimension( lda, * ) | a, | ||
integer | lda, | ||
complex, dimension( ldb, * ) | b, | ||
integer | ldb, | ||
complex, dimension( * ) | alpha, | ||
complex, dimension( * ) | beta, | ||
complex, dimension( ldq, * ) | q, | ||
integer | ldq, | ||
complex, dimension( ldz, * ) | z, | ||
integer | ldz, | ||
integer | m, | ||
real | pl, | ||
real | pr, | ||
real, dimension( * ) | dif, | ||
complex, dimension( * ) | work, | ||
integer | lwork, | ||
integer, dimension( * ) | iwork, | ||
integer | liwork, | ||
integer | info ) |
CTGSEN
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!> !> CTGSEN reorders the generalized Schur decomposition of a complex !> matrix pair (A, B) (in terms of an unitary equivalence trans- !> formation Q**H * (A, B) * Z), so that a selected cluster of eigenvalues !> appears in the leading diagonal blocks of the pair (A,B). The leading !> columns of Q and Z form unitary bases of the corresponding left and !> right eigenspaces (deflating subspaces). (A, B) must be in !> generalized Schur canonical form, that is, A and B are both upper !> triangular. !> !> CTGSEN also computes the generalized eigenvalues !> !> w(j)= ALPHA(j) / BETA(j) !> !> of the reordered matrix pair (A, B). !> !> Optionally, the routine computes estimates of reciprocal condition !> numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11), !> (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s) !> between the matrix pairs (A11, B11) and (A22,B22) that correspond to !> the selected cluster and the eigenvalues outside the cluster, resp., !> and norms of onto left and right eigenspaces w.r.t. !> the selected cluster in the (1,1)-block. !> !>
[in] | IJOB | !> IJOB is INTEGER !> Specifies whether condition numbers are required for the !> cluster of eigenvalues (PL and PR) or the deflating subspaces !> (Difu and Difl): !> =0: Only reorder w.r.t. SELECT. No extras. !> =1: Reciprocal of norms of onto left and right !> eigenspaces w.r.t. the selected cluster (PL and PR). !> =2: Upper bounds on Difu and Difl. F-norm-based estimate !> (DIF(1:2)). !> =3: Estimate of Difu and Difl. 1-norm-based estimate !> (DIF(1:2)). !> About 5 times as expensive as IJOB = 2. !> =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic !> version to get it all. !> =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above) !> |
[in] | WANTQ | !> WANTQ is LOGICAL !> .TRUE. : update the left transformation matrix Q; !> .FALSE.: do not update Q. !> |
[in] | WANTZ | !> WANTZ is LOGICAL !> .TRUE. : update the right transformation matrix Z; !> .FALSE.: do not update Z. !> |
[in] | SELECT | !> SELECT is LOGICAL array, dimension (N) !> SELECT specifies the eigenvalues in the selected cluster. To !> select an eigenvalue w(j), SELECT(j) must be set to !> .TRUE.. !> |
[in] | N | !> N is INTEGER !> The order of the matrices A and B. N >= 0. !> |
[in,out] | A | !> A is COMPLEX array, dimension(LDA,N) !> On entry, the upper triangular matrix A, in generalized !> Schur canonical form. !> On exit, A is overwritten by the reordered matrix A. !> |
[in] | LDA | !> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !> |
[in,out] | B | !> B is COMPLEX array, dimension(LDB,N) !> On entry, the upper triangular matrix B, in generalized !> Schur canonical form. !> On exit, B is overwritten by the reordered matrix B. !> |
[in] | LDB | !> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !> |
[out] | ALPHA | !> ALPHA is COMPLEX array, dimension (N) !> |
[out] | BETA | !> BETA is COMPLEX array, dimension (N) !> !> The diagonal elements of A and B, respectively, !> when the pair (A,B) has been reduced to generalized Schur !> form. ALPHA(i)/BETA(i) i=1,...,N are the generalized !> eigenvalues. !> |
[in,out] | Q | !> Q is COMPLEX array, dimension (LDQ,N) !> On entry, if WANTQ = .TRUE., Q is an N-by-N matrix. !> On exit, Q has been postmultiplied by the left unitary !> transformation matrix which reorder (A, B); The leading M !> columns of Q form orthonormal bases for the specified pair of !> left eigenspaces (deflating subspaces). !> If WANTQ = .FALSE., Q is not referenced. !> |
[in] | LDQ | !> LDQ is INTEGER !> The leading dimension of the array Q. LDQ >= 1. !> If WANTQ = .TRUE., LDQ >= N. !> |
[in,out] | Z | !> Z is COMPLEX array, dimension (LDZ,N) !> On entry, if WANTZ = .TRUE., Z is an N-by-N matrix. !> On exit, Z has been postmultiplied by the left unitary !> transformation matrix which reorder (A, B); The leading M !> columns of Z form orthonormal bases for the specified pair of !> left eigenspaces (deflating subspaces). !> If WANTZ = .FALSE., Z is not referenced. !> |
[in] | LDZ | !> LDZ is INTEGER !> The leading dimension of the array Z. LDZ >= 1. !> If WANTZ = .TRUE., LDZ >= N. !> |
[out] | M | !> M is INTEGER !> The dimension of the specified pair of left and right !> eigenspaces, (deflating subspaces) 0 <= M <= N. !> |
[out] | PL | !> PL is REAL !> |
[out] | PR | !> PR is REAL !> !> If IJOB = 1, 4 or 5, PL, PR are lower bounds on the !> reciprocal of the norm of onto left and right !> eigenspace with respect to the selected cluster. !> 0 < PL, PR <= 1. !> If M = 0 or M = N, PL = PR = 1. !> If IJOB = 0, 2 or 3 PL, PR are not referenced. !> |
[out] | DIF | !> DIF is REAL array, dimension (2). !> If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl. !> If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on !> Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based !> estimates of Difu and Difl, computed using reversed !> communication with CLACN2. !> If M = 0 or N, DIF(1:2) = F-norm([A, B]). !> If IJOB = 0 or 1, DIF is not referenced. !> |
[out] | WORK | !> WORK is COMPLEX array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !> |
[in] | LWORK | !> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= 1 !> If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M) !> If IJOB = 3 or 5, LWORK >= 4*M*(N-M) !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !> |
[out] | IWORK | !> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. !> |
[in] | LIWORK | !> LIWORK is INTEGER !> The dimension of the array IWORK. LIWORK >= 1. !> If IJOB = 1, 2 or 4, LIWORK >= N+2; !> If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M)); !> !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the optimal size of the IWORK array, !> returns this value as the first entry of the IWORK array, and !> no error message related to LIWORK is issued by XERBLA. !> |
[out] | INFO | !> INFO is INTEGER !> =0: Successful exit. !> <0: If INFO = -i, the i-th argument had an illegal value. !> =1: Reordering of (A, B) failed because the transformed !> matrix pair (A, B) would be too far from generalized !> Schur form; the problem is very ill-conditioned. !> (A, B) may have been partially reordered. !> If requested, 0 is returned in DIF(*), PL and PR. !> |
!> !> CTGSEN first collects the selected eigenvalues by computing unitary !> U and W that move them to the top left corner of (A, B). In other !> words, the selected eigenvalues are the eigenvalues of (A11, B11) in !> !> U**H*(A, B)*W = (A11 A12) (B11 B12) n1 !> ( 0 A22),( 0 B22) n2 !> n1 n2 n1 n2 !> !> where N = n1+n2 and U**H means the conjugate transpose of U. The first !> n1 columns of U and W span the specified pair of left and right !> eigenspaces (deflating subspaces) of (A, B). !> !> If (A, B) has been obtained from the generalized real Schur !> decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the !> reordered generalized Schur form of (C, D) is given by !> !> (C, D) = (Q*U)*(U**H *(A, B)*W)*(Z*W)**H, !> !> and the first n1 columns of Q*U and Z*W span the corresponding !> deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). !> !> Note that if the selected eigenvalue is sufficiently ill-conditioned, !> then its value may differ significantly from its value before !> reordering. !> !> The reciprocal condition numbers of the left and right eigenspaces !> spanned by the first n1 columns of U and W (or Q*U and Z*W) may !> be returned in DIF(1:2), corresponding to Difu and Difl, resp. !> !> The Difu and Difl are defined as: !> !> Difu[(A11, B11), (A22, B22)] = sigma-min( Zu ) !> and !> Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)], !> !> where sigma-min(Zu) is the smallest singular value of the !> (2*n1*n2)-by-(2*n1*n2) matrix !> !> Zu = [ kron(In2, A11) -kron(A22**H, In1) ] !> [ kron(In2, B11) -kron(B22**H, In1) ]. !> !> Here, Inx is the identity matrix of size nx and A22**H is the !> conjugate transpose of A22. kron(X, Y) is the Kronecker product between !> the matrices X and Y. !> !> When DIF(2) is small, small changes in (A, B) can cause large changes !> in the deflating subspace. An approximate (asymptotic) bound on the !> maximum angular error in the computed deflating subspaces is !> !> EPS * norm((A, B)) / DIF(2), !> !> where EPS is the machine precision. !> !> The reciprocal norm of the projectors on the left and right !> eigenspaces associated with (A11, B11) may be returned in PL and PR. !> They are computed as follows. First we compute L and R so that !> P*(A, B)*Q is block diagonal, where !> !> P = ( I -L ) n1 Q = ( I R ) n1 !> ( 0 I ) n2 and ( 0 I ) n2 !> n1 n2 n1 n2 !> !> and (L, R) is the solution to the generalized Sylvester equation !> !> A11*R - L*A22 = -A12 !> B11*R - L*B22 = -B12 !> !> Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2). !> An approximate (asymptotic) bound on the average absolute error of !> the selected eigenvalues is !> !> EPS * norm((A, B)) / PL. !> !> There are also global error bounds which valid for perturbations up !> to a certain restriction: A lower bound (x) on the smallest !> F-norm(E,F) for which an eigenvalue of (A11, B11) may move and !> coalesce with an eigenvalue of (A22, B22) under perturbation (E,F), !> (i.e. (A + E, B + F), is !> !> x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)). !> !> An approximate bound on x can be computed from DIF(1:2), PL and PR. !> !> If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed !> (L', R') and unperturbed (L, R) left and right deflating subspaces !> associated with the selected cluster in the (1,1)-blocks can be !> bounded as !> !> max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2)) !> max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2)) !> !> See LAPACK User's Guide section 4.11 or the following references !> for more information. !> !> Note that if the default method for computing the Frobenius-norm- !> based estimate DIF is not wanted (see CLATDF), then the parameter !> IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF !> (IJOB = 2 will be used)). See CTGSYL for more details. !>
Definition at line 428 of file ctgsen.f.