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### Deflating Subspaces and Condition Numbers

The generalized Schur form depends on the order of the eigenvalues on the diagonal of (S,T) and this may optionally be chosen by the user. Suppose the user chooses that , appear in the upper left corner of (S,T). Then the first j columns of UQ and VZ span the left and right deflating subspaces of (A,B) corresponding to .

The following routines perform this reordering and also compute condition numbers for eigenvalues, eigenvectors and deflating subspaces:

1.
xTGEXC will move an eigenvalue pair (or a pair of 2-by-2 blocks) on the diagonal of the generalized Schur form (S,T) from its original position to any other position. It may be used to choose the order in which eigenvalues appear in the generalized Schur form. The reordering is performed with orthogonal (unitary) transformation matrices. For more details see [70,73].

2.
xTGSYL solves the generalized Sylvester equations AR - LB = sC and DR - LE =sF for L and R, given A and B upper (quasi-)triangular and D and E upper triangular. It is also possible to solve a transposed system (conjugate transposed system in the complex case) AT X + DT Y = sC and -X BT - Y ET = sF for X and Y. The scaling factor s is set during the computations to avoid overflow. Optionally, xTGSYL computes a Frobenius norm-based estimate of the separation'' between the two matrix pairs (A,B) and (D,E). xTGSYL is used by the routines xTGSNA and xTGSEN, but it is also of independent interest. For more details see [71,74,75].

3.
xTGSNA computes condition numbers of the eigenvalues and/or left and right eigenvectors of a matrix pair (S,T) in generalized Schur form. These are the same as the condition numbers of the eigenvalues and eigenvectors of the original matrix pair (A,B), from which (S,T) is derived. The user may compute these condition numbers for all eigenvalues and associated eigenvectors, or for any selected subset. For more details see section 4.11 and .

4.
xTGSEN moves a selected subset of the eigenvalues of a matrix pair (S,T) in generalized Schur form to the upper left corner of (S,T), and optionally computes condition numbers of their average value and their associated pair of (left and right) deflating subspaces. These are the same as the condition numbers of the average eigenvalue and the deflating subspace pair of the original matrix pair (A,B), from which (S,T) is derived. For more details see section 4.11 and .

See Table 2.15 for a complete list of the routines, where, to save space, the word generalized'' is omitted.

 Type of matrix Operation Single precision Double precision and storage scheme real complex real complex general Hessenberg reduction SGGHRD CGGHRD DGGHRD ZGGHRD balancing SGGBAL CGGBAL DGGBAL ZGGBAL back transforming SGGBAK CGGBAK DGGBAK ZGGBAK Hessenberg Schur factorization SHGEQZ CHGEQZ DHGEQZ ZHGEQZ (quasi)triangular eigenvectors STGEVC CTGEVC DTGEVC ZTGEVC reordering STGEXC CTGEXC DTGEXC ZTGEXC Schur decomposition Sylvester equation STGSYL CTGSYL DTGSYL ZTGSYL condition numbers of STGSNA CTGSNA DTGSNA ZTGSNA eigenvalues/vectors condition numbers of STGSEN CTGSEN DTGSEN ZTGSEN eigenvalue cluster/ deflating subspaces     Next: Generalized (or Quotient) Singular Up: Generalized Nonsymmetric Eigenproblems Previous: Balancing   Contents   Index
Susan Blackford
1999-10-01