/* ztrsen.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c_n1 = -1; /* Subroutine */ int ztrsen_(char *job, char *compq, logical *select, integer *n, doublecomplex *t, integer *ldt, doublecomplex *q, integer *ldq, doublecomplex *w, integer *m, doublereal *s, doublereal *sep, doublecomplex *work, integer *lwork, integer *info) { /* System generated locals */ integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2, i__3; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer k, n1, n2, nn, ks; doublereal est; integer kase, ierr; doublereal scale; extern logical lsame_(char *, char *); integer isave[3], lwmin; logical wantq, wants; doublereal rnorm, rwork[1]; extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *), xerbla_( char *, integer *); extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *); logical wantbh; extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *); logical wantsp; extern /* Subroutine */ int ztrexc_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, integer *); logical lquery; extern /* Subroutine */ int ztrsyl_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* ZTRSEN reorders the Schur factorization of a complex matrix */ /* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in */ /* the leading positions on the diagonal of the upper triangular matrix */ /* T, and the leading columns of Q form an orthonormal basis of the */ /* corresponding right invariant subspace. */ /* Optionally the routine computes the reciprocal condition numbers of */ /* the cluster of eigenvalues and/or the invariant subspace. */ /* Arguments */ /* ========= */ /* JOB (input) CHARACTER*1 */ /* Specifies whether condition numbers are required for the */ /* cluster of eigenvalues (S) or the invariant subspace (SEP): */ /* = 'N': none; */ /* = 'E': for eigenvalues only (S); */ /* = 'V': for invariant subspace only (SEP); */ /* = 'B': for both eigenvalues and invariant subspace (S and */ /* SEP). */ /* COMPQ (input) CHARACTER*1 */ /* = 'V': update the matrix Q of Schur vectors; */ /* = 'N': do not update Q. */ /* SELECT (input) LOGICAL array, dimension (N) */ /* SELECT specifies the eigenvalues in the selected cluster. To */ /* select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. */ /* N (input) INTEGER */ /* The order of the matrix T. N >= 0. */ /* T (input/output) COMPLEX*16 array, dimension (LDT,N) */ /* On entry, the upper triangular matrix T. */ /* On exit, T is overwritten by the reordered matrix T, with the */ /* selected eigenvalues as the leading diagonal elements. */ /* LDT (input) INTEGER */ /* The leading dimension of the array T. LDT >= max(1,N). */ /* Q (input/output) COMPLEX*16 array, dimension (LDQ,N) */ /* On entry, if COMPQ = 'V', the matrix Q of Schur vectors. */ /* On exit, if COMPQ = 'V', Q has been postmultiplied by the */ /* unitary transformation matrix which reorders T; the leading M */ /* columns of Q form an orthonormal basis for the specified */ /* invariant subspace. */ /* If COMPQ = 'N', Q is not referenced. */ /* LDQ (input) INTEGER */ /* The leading dimension of the array Q. */ /* LDQ >= 1; and if COMPQ = 'V', LDQ >= N. */ /* W (output) COMPLEX*16 array, dimension (N) */ /* The reordered eigenvalues of T, in the same order as they */ /* appear on the diagonal of T. */ /* M (output) INTEGER */ /* The dimension of the specified invariant subspace. */ /* 0 <= M <= N. */ /* S (output) DOUBLE PRECISION */ /* If JOB = 'E' or 'B', S is a lower bound on the reciprocal */ /* condition number for the selected cluster of eigenvalues. */ /* S cannot underestimate the true reciprocal condition number */ /* by more than a factor of sqrt(N). If M = 0 or N, S = 1. */ /* If JOB = 'N' or 'V', S is not referenced. */ /* SEP (output) DOUBLE PRECISION */ /* If JOB = 'V' or 'B', SEP is the estimated reciprocal */ /* condition number of the specified invariant subspace. If */ /* M = 0 or N, SEP = norm(T). */ /* If JOB = 'N' or 'E', SEP is not referenced. */ /* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) */ /* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */ /* LWORK (input) INTEGER */ /* The dimension of the array WORK. */ /* If JOB = 'N', LWORK >= 1; */ /* if JOB = 'E', LWORK = max(1,M*(N-M)); */ /* if JOB = 'V' or 'B', LWORK >= max(1,2*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. */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* Further Details */ /* =============== */ /* ZTRSEN first collects the selected eigenvalues by computing a unitary */ /* transformation Z to move them to the top left corner of T. In other */ /* words, the selected eigenvalues are the eigenvalues of T11 in: */ /* Z'*T*Z = ( T11 T12 ) n1 */ /* ( 0 T22 ) n2 */ /* n1 n2 */ /* where N = n1+n2 and Z' means the conjugate transpose of Z. The first */ /* n1 columns of Z span the specified invariant subspace of T. */ /* If T has been obtained from the Schur factorization of a matrix */ /* A = Q*T*Q', then the reordered Schur factorization of A is given by */ /* A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the */ /* corresponding invariant subspace of A. */ /* The reciprocal condition number of the average of the eigenvalues of */ /* T11 may be returned in S. S lies between 0 (very badly conditioned) */ /* and 1 (very well conditioned). It is computed as follows. First we */ /* compute R so that */ /* P = ( I R ) n1 */ /* ( 0 0 ) n2 */ /* n1 n2 */ /* is the projector on the invariant subspace associated with T11. */ /* R is the solution of the Sylvester equation: */ /* T11*R - R*T22 = T12. */ /* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote */ /* the two-norm of M. Then S is computed as the lower bound */ /* (1 + F-norm(R)**2)**(-1/2) */ /* on the reciprocal of 2-norm(P), the true reciprocal condition number. */ /* S cannot underestimate 1 / 2-norm(P) by more than a factor of */ /* sqrt(N). */ /* An approximate error bound for the computed average of the */ /* eigenvalues of T11 is */ /* EPS * norm(T) / S */ /* where EPS is the machine precision. */ /* The reciprocal condition number of the right invariant subspace */ /* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. */ /* SEP is defined as the separation of T11 and T22: */ /* sep( T11, T22 ) = sigma-min( C ) */ /* where sigma-min(C) is the smallest singular value of the */ /* n1*n2-by-n1*n2 matrix */ /* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) */ /* I(m) is an m by m identity matrix, and kprod denotes the Kronecker */ /* product. We estimate sigma-min(C) by the reciprocal of an estimate of */ /* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) */ /* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). */ /* When SEP is small, small changes in T can cause large changes in */ /* the invariant subspace. An approximate bound on the maximum angular */ /* error in the computed right invariant subspace is */ /* EPS * norm(T) / SEP */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Decode and test the input parameters. */ /* Parameter adjustments */ --select; t_dim1 = *ldt; t_offset = 1 + t_dim1; t -= t_offset; q_dim1 = *ldq; q_offset = 1 + q_dim1; q -= q_offset; --w; --work; /* Function Body */ wantbh = lsame_(job, "B"); wants = lsame_(job, "E") || wantbh; wantsp = lsame_(job, "V") || wantbh; wantq = lsame_(compq, "V"); /* Set M to the number of selected eigenvalues. */ *m = 0; i__1 = *n; for (k = 1; k <= i__1; ++k) { if (select[k]) { ++(*m); } /* L10: */ } n1 = *m; n2 = *n - *m; nn = n1 * n2; *info = 0; lquery = *lwork == -1; if (wantsp) { /* Computing MAX */ i__1 = 1, i__2 = nn << 1; lwmin = max(i__1,i__2); } else if (lsame_(job, "N")) { lwmin = 1; } else if (lsame_(job, "E")) { lwmin = max(1,nn); } if (! lsame_(job, "N") && ! wants && ! wantsp) { *info = -1; } else if (! lsame_(compq, "N") && ! wantq) { *info = -2; } else if (*n < 0) { *info = -4; } else if (*ldt < max(1,*n)) { *info = -6; } else if (*ldq < 1 || wantq && *ldq < *n) { *info = -8; } else if (*lwork < lwmin && ! lquery) { *info = -14; } if (*info == 0) { work[1].r = (doublereal) lwmin, work[1].i = 0.; } if (*info != 0) { i__1 = -(*info); xerbla_("ZTRSEN", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ if (*m == *n || *m == 0) { if (wants) { *s = 1.; } if (wantsp) { *sep = zlange_("1", n, n, &t[t_offset], ldt, rwork); } goto L40; } /* Collect the selected eigenvalues at the top left corner of T. */ ks = 0; i__1 = *n; for (k = 1; k <= i__1; ++k) { if (select[k]) { ++ks; /* Swap the K-th eigenvalue to position KS. */ if (k != ks) { ztrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, &k, & ks, &ierr); } } /* L20: */ } if (wants) { /* Solve the Sylvester equation for R: */ /* T11*R - R*T22 = scale*T12 */ zlacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1); ztrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr); /* Estimate the reciprocal of the condition number of the cluster */ /* of eigenvalues. */ rnorm = zlange_("F", &n1, &n2, &work[1], &n1, rwork); if (rnorm == 0.) { *s = 1.; } else { *s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm)); } } if (wantsp) { /* Estimate sep(T11,T22). */ est = 0.; kase = 0; L30: zlacn2_(&nn, &work[nn + 1], &work[1], &est, &kase, isave); if (kase != 0) { if (kase == 1) { /* Solve T11*R - R*T22 = scale*X. */ ztrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & ierr); } else { /* Solve T11'*R - R*T22' = scale*X. */ ztrsyl_("C", "C", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & ierr); } goto L30; } *sep = scale / est; } L40: /* Copy reordered eigenvalues to W. */ i__1 = *n; for (k = 1; k <= i__1; ++k) { i__2 = k; i__3 = k + k * t_dim1; w[i__2].r = t[i__3].r, w[i__2].i = t[i__3].i; /* L50: */ } work[1].r = (doublereal) lwmin, work[1].i = 0.; return 0; /* End of ZTRSEN */ } /* ztrsen_ */