dtgsna - ues and/or eigenvectors of a matrix pair (A, B) in generalized real Schur canonical form (or of any matrix pair (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where Z' denotes the transpose of Z
SUBROUTINE DTGSNA(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO) CHARACTER*1 JOB, HOWMNT INTEGER N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO INTEGER IWORK(*) LOGICAL SELECT(*) DOUBLE PRECISION A(LDA,*), B(LDB,*), VL(LDVL,*), VR(LDVR,*), S(*), DIF(*), WORK(*) SUBROUTINE DTGSNA_64(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO) CHARACTER*1 JOB, HOWMNT INTEGER*8 N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO INTEGER*8 IWORK(*) LOGICAL*8 SELECT(*) DOUBLE PRECISION A(LDA,*), B(LDB,*), VL(LDVL,*), VR(LDVR,*), S(*), DIF(*), WORK(*) F95 INTERFACE SUBROUTINE TGSNA(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO) CHARACTER(LEN=1) :: JOB, HOWMNT INTEGER :: N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO INTEGER, DIMENSION(:) :: IWORK LOGICAL, DIMENSION(:) :: SELECT REAL(8), DIMENSION(:) :: S, DIF, WORK REAL(8), DIMENSION(:,:) :: A, B, VL, VR SUBROUTINE TGSNA_64(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO) CHARACTER(LEN=1) :: JOB, HOWMNT INTEGER(8) :: N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO INTEGER(8), DIMENSION(:) :: IWORK LOGICAL(8), DIMENSION(:) :: SELECT REAL(8), DIMENSION(:) :: S, DIF, WORK REAL(8), DIMENSION(:,:) :: A, B, VL, VR C INTERFACE #include <sunperf.h> void dtgsna(char job, char howmnt, int *select, int n, double *a, int lda, double *b, int ldb, double *vl, int ldvl, double *vr, int ldvr, double *s, double *dif, int mm, int *m, int *info); void dtgsna_64(char job, char howmnt, long *select, long n, double *a, long lda, double *b, long ldb, double *vl, long ldvl, double *vr, long ldvr, double *s, double *dif, long mm, long *m, long *info);
Oracle Solaris Studio Performance Library dtgsna(3P)
NAME
dtgsna - estimate reciprocal condition numbers for specified eigenval-
ues and/or eigenvectors of a matrix pair (A, B) in generalized real
Schur canonical form (or of any matrix pair (Q*A*Z', Q*B*Z') with
orthogonal matrices Q and Z, where Z' denotes the transpose of Z
SYNOPSIS
SUBROUTINE DTGSNA(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL, LDVL,
VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO)
CHARACTER*1 JOB, HOWMNT
INTEGER N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO
INTEGER IWORK(*)
LOGICAL SELECT(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), VL(LDVL,*), VR(LDVR,*), S(*),
DIF(*), WORK(*)
SUBROUTINE DTGSNA_64(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL,
LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO)
CHARACTER*1 JOB, HOWMNT
INTEGER*8 N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO
INTEGER*8 IWORK(*)
LOGICAL*8 SELECT(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), VL(LDVL,*), VR(LDVR,*), S(*),
DIF(*), WORK(*)
F95 INTERFACE
SUBROUTINE TGSNA(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL,
LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK,
INFO)
CHARACTER(LEN=1) :: JOB, HOWMNT
INTEGER :: N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO
INTEGER, DIMENSION(:) :: IWORK
LOGICAL, DIMENSION(:) :: SELECT
REAL(8), DIMENSION(:) :: S, DIF, WORK
REAL(8), DIMENSION(:,:) :: A, B, VL, VR
SUBROUTINE TGSNA_64(JOB, HOWMNT, SELECT, N, A, LDA, B, LDB, VL,
LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK,
INFO)
CHARACTER(LEN=1) :: JOB, HOWMNT
INTEGER(8) :: N, LDA, LDB, LDVL, LDVR, MM, M, LWORK, INFO
INTEGER(8), DIMENSION(:) :: IWORK
LOGICAL(8), DIMENSION(:) :: SELECT
REAL(8), DIMENSION(:) :: S, DIF, WORK
REAL(8), DIMENSION(:,:) :: A, B, VL, VR
C INTERFACE
#include <sunperf.h>
void dtgsna(char job, char howmnt, int *select, int n, double *a, int
lda, double *b, int ldb, double *vl, int ldvl, double *vr,
int ldvr, double *s, double *dif, int mm, int *m, int *info);
void dtgsna_64(char job, char howmnt, long *select, long n, double *a,
long lda, double *b, long ldb, double *vl, long ldvl, double
*vr, long ldvr, double *s, double *dif, long mm, long *m,
long *info);
PURPOSE
dtgsna estimates reciprocal condition numbers for specified eigenvalues
and/or eigenvectors of a matrix pair (A, B) in generalized real Schur
canonical form (or of any matrix pair (Q*A*Z', Q*B*Z') with orthogonal
matrices Q and Z, where Z' denotes the transpose of Z.
(A, B) must be in generalized real Schur form (as returned by DGGES),
i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
blocks. B is upper triangular.
ARGUMENTS
JOB (input)
Specifies whether condition numbers are required for eigen-
values (S) or eigenvectors (DIF):
= 'E': for eigenvalues only (S);
= 'V': for eigenvectors only (DIF);
= 'B': for both eigenvalues and eigenvectors (S and DIF).
HOWMNT (input)
= 'A': compute condition numbers for all eigenpairs;
= 'S': compute condition numbers for selected eigenpairs
specified by the array SELECT.
SELECT (input)
If HOWMNT = 'S', SELECT specifies the eigenpairs for which
condition numbers are required. To select condition numbers
for the eigenpair corresponding to a real eigenvalue w(j),
SELECT(j) must be set to .TRUE.. To select condition numbers
corresponding to a complex conjugate pair of eigenvalues w(j)
and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
set to .TRUE.. If HOWMNT = 'A', SELECT is not referenced.
N (input) The order of the square matrix pair (A, B). N >= 0.
A (input) The upper quasi-triangular matrix A in the pair (A,B).
LDA (input)
The leading dimension of the array A. LDA >= max(1,N).
B (input) The upper triangular matrix B in the pair (A,B).
LDB (input)
The leading dimension of the array B. LDB >= max(1,N).
VL (input)
If JOB = 'E' or 'B', VL must contain left eigenvectors of (A,
B), corresponding to the eigenpairs specified by HOWMNT and
SELECT. The eigenvectors must be stored in consecutive col-
umns of VL, as returned by DTGEVC. If JOB = 'V', VL is not
referenced.
LDVL (input)
The leading dimension of the array VL. LDVL >= 1. If JOB =
'E' or 'B', LDVL >= N.
VR (input)
If JOB = 'E' or 'B', VR must contain right eigenvectors of
(A, B), corresponding to the eigenpairs specified by HOWMNT
and SELECT. The eigenvectors must be stored in consecutive
columns ov VR, as returned by DTGEVC. If JOB = 'V', VR is
not referenced.
LDVR (input)
The leading dimension of the array VR. LDVR >= 1. If JOB =
'E' or 'B', LDVR >= N.
S (output)
If JOB = 'E' or 'B', the reciprocal condition numbers of the
selected eigenvalues, stored in consecutive elements of the
array. For a complex conjugate pair of eigenvalues two con-
secutive elements of S are set to the same value. Thus S(j),
DIF(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.
DIF (output)
If JOB = 'V' or 'B', the estimated reciprocal condition num-
bers of the selected eigenvectors, stored in consecutive ele-
ments of the array. For a complex eigenvector two consecutive
elements of DIF are set to the same value. If the eigenvalues
cannot be reordered to compute DIF(j), DIF(j) is set to 0;
this can only occur when the true value would be very small
anyway. If JOB = 'E', DIF is not referenced.
MM (input)
The number of elements in the arrays S and DIF. MM >= M.
M (output)
The number of elements of the arrays S and DIF used to store
the specified condition numbers; for each selected real ei-
genvalue one element is used, and for each selected complex
conjugate pair of eigenvalues, two elements are used. If
HOWMNT = 'A', M is set to N.
WORK (workspace)
If JOB = 'E', WORK is not referenced. Otherwise, on exit, if
INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input)
The dimension of the array WORK. LWORK >= max(1, N). If JOB
= 'V' or 'B' LWORK >= 2*N*(N+2)+16.
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.
IWORK (workspace)
dimension(N+6) If JOB = 'E', IWORK is not referenced.
INFO (output)
=0: Successful exit
<0: If INFO = -i, the i-th argument had an illegal value
FURTHER DETAILS
The reciprocal of the condition number of a generalized eigenvalue w =
(a, b) is defined as
(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v))
where u and v are the left and right eigenvectors of (A, B) correspond-
ing to w; |z| denotes the absolute value of the complex number, and
norm(u) denotes the 2-norm of the vector u.
The pair (a, b) corresponds to an eigenvalue w = a/b (= u'Av/u'Bv) of
the matrix pair (A, B). If both a and b equal zero, then (A B) is sin-
gular and S(I) = -1 is returned.
An approximate error bound on the chordal distance between the i-th
computed generalized eigenvalue w and the corresponding exact eigenval-
ue lambda is
hord(w, lambda) <= EPS * norm(A, B) / S(I)
where EPS is the machine precision.
The reciprocal of the condition number DIF(i) of right eigenvector u
and left eigenvector v corresponding to the generalized eigenvalue w is
defined as follows:
a) If the i-th eigenvalue w = (a,b) is real
Suppose U and V are orthogonal transformations such that
U'*(A, B)*V = (S, T) = ( a * ) ( b * ) 1
( 0 S22 ),( 0 T22 ) n-1
1 n-1 1 n-1
Then the reciprocal condition number DIF(i) is
Difl((a, b), (S22, T22)) = sigma-min( Zl ),
where sigma-min(Zl) denotes the smallest singular value of the
2(n-1)-by-2(n-1) matrix
Zl = [ kron(a, In-1) -kron(1, S22) ]
[ kron(b, In-1) -kron(1, T22) ] .
Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
Kronecker product between the matrices X and Y.
Note that if the default method for computing DIF(i) is wanted
(see DLATDF), then the parameter DIFDRI (see below) should be
changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
See DTGSYL for more details.
b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
Suppose U and V are orthogonal transformations such that
U'*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2
( 0 S22 ),( 0 T22) n-2
2 n-2 2 n-2
and (S11, T11) corresponds to the complex conjugate eigenvalue
pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
that
U1'*S11*V1 = ( s11 s12 ) and U1'*T11*V1 = ( t11 t12 )
( 0 s22 ) ( 0 t22 )
where the generalized eigenvalues w = s11/t11 and
conjg(w) = s22/t22.
Then the reciprocal condition number DIF(i) is bounded by
min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
Z1 is the complex 2-by-2 matrix
Z1 = [ s11 -s22 ]
[ t11 -t22 ],
This is done by computing (using real arithmetic) the
roots of the characteristical polynomial det(Z1' * Z1 - lambda I),
where Z1' denotes the conjugate transpose of Z1 and det(X) denotes
the determinant of X.
and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
Z2 = [ kron(S11', In-2) -kron(I2, S22) ]
[ kron(T11', In-2) -kron(I2, T22) ]
Note that if the default method for computing DIF is wanted (see
DLATDF), then the parameter DIFDRI (see below) should be changed
from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
for more details.
For each eigenvalue/vector specified by SELECT, DIF stores a Frobenius
norm-based estimate of Difl.
An approximate error bound for the i-th computed eigenvector VL(i) or
VR(i) is given by
EPS * norm(A, B) / DIF(i).
See ref. [2-3] for more details and further references.
Based on contributions by
Bo Kagstrom and Peter Poromaa, Department of Computing Science,
Umea University, S-901 87 Umea, Sweden.
References
==========
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
M.S. Moonen et al (eds), Linear Algebra for Large Scale and
Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
Eigenvalues of a Regular Matrix Pair (A, B) and Condition
Estimation: Theory, Algorithms and Software,
Report UMINF - 94.04, Department of Computing Science, Umea
University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
Note 87. To appear in Numerical Algorithms, 1996.
[3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
for Solving the Generalized Sylvester Equation and Estimating the
Separation between Regular Matrix Pairs, Report UMINF - 93.23,
Department of Computing Science, Umea University, S-901 87 Umea,
Sweden, December 1993, Revised April 1994, Also as LAPACK Working
Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
No 1, 1996.
7 Nov 2015 dtgsna(3P)