#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int ztrsna_(char *job, char *howmny, logical *select, integer *n, doublecomplex *t, integer *ldt, doublecomplex *vl, integer *ldvl, doublecomplex *vr, integer *ldvr, doublereal *s, doublereal *sep, integer *mm, integer *m, doublecomplex *work, integer *ldwork, doublereal *rwork, integer *info) { /* -- LAPACK routine (version 3.0) -- Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University September 30, 1994 Purpose ======= 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). Arguments ========= JOB (input) 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). HOWMNY (input) CHARACTER*1 = 'A': compute condition numbers for all eigenpairs; = 'S': compute condition numbers for selected eigenpairs specified by the array SELECT. SELECT (input) 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. N (input) INTEGER The order of the matrix T. N >= 0. T (input) COMPLEX*16 array, dimension (LDT,N) The upper triangular matrix T. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). VL (input) 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. LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N. VR (input) 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. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. S (output) 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. SEP (output) 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. MM (input) INTEGER The number of elements in the arrays S (if JOB = 'E' or 'B') and/or SEP (if JOB = 'V' or 'B'). MM >= M. M (output) 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. WORK (workspace) COMPLEX*16 array, dimension (LDWORK,N+1) If JOB = 'E', WORK is not referenced. LDWORK (input) INTEGER The leading dimension of the array WORK. LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. RWORK (workspace) DOUBLE PRECISION array, dimension (N) If JOB = 'E', RWORK is not referenced. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== The reciprocal of the condition number of an eigenvalue lambda is defined as S(lambda) = |v'*u| / (norm(u)*norm(v)) where u and v are the right and left eigenvectors of T corresponding to lambda; v' 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) ===================================================================== Decode and test the input parameters Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; /* System generated locals */ integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, work_dim1, work_offset, i__1, i__2, i__3, i__4, i__5; doublereal d__1, d__2; doublecomplex z__1; /* Builtin functions */ double z_abs(doublecomplex *), d_imag(doublecomplex *); /* Local variables */ static integer kase, ierr; static doublecomplex prod; static doublereal lnrm, rnrm; static integer i__, j, k; static doublereal scale; extern logical lsame_(char *, char *); extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *); static doublecomplex dummy[1]; static logical wants; static doublereal xnorm; extern /* Subroutine */ int dlabad_(doublereal *, doublereal *); extern doublereal dznrm2_(integer *, doublecomplex *, integer *), dlamch_( char *); static integer ks, ix; extern /* Subroutine */ int xerbla_(char *, integer *); static doublereal bignum; static logical wantbh; extern /* Subroutine */ int zlacon_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *); extern integer izamax_(integer *, doublecomplex *, integer *); static logical somcon; extern /* Subroutine */ int zdrscl_(integer *, doublereal *, doublecomplex *, integer *); static char normin[1]; extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *); static doublereal smlnum; static logical wantsp; extern /* Subroutine */ int zlatrs_(char *, char *, char *, char *, integer *, doublecomplex *, integer *, doublecomplex *, doublereal *, doublereal *, integer *), ztrexc_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, integer *); static doublereal eps, est; #define work_subscr(a_1,a_2) (a_2)*work_dim1 + a_1 #define work_ref(a_1,a_2) work[work_subscr(a_1,a_2)] #define t_subscr(a_1,a_2) (a_2)*t_dim1 + a_1 #define t_ref(a_1,a_2) t[t_subscr(a_1,a_2)] #define vl_subscr(a_1,a_2) (a_2)*vl_dim1 + a_1 #define vl_ref(a_1,a_2) vl[vl_subscr(a_1,a_2)] #define vr_subscr(a_1,a_2) (a_2)*vr_dim1 + a_1 #define vr_ref(a_1,a_2) vr[vr_subscr(a_1,a_2)] --select; t_dim1 = *ldt; t_offset = 1 + t_dim1 * 1; t -= t_offset; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1 * 1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1 * 1; vr -= vr_offset; --s; --sep; work_dim1 = *ldwork; work_offset = 1 + work_dim1 * 1; work -= work_offset; --rwork; /* Function Body */ wantbh = lsame_(job, "B"); wants = lsame_(job, "E") || wantbh; wantsp = lsame_(job, "V") || wantbh; somcon = lsame_(howmny, "S"); /* Set M to the number of eigenpairs for which condition numbers are to be computed. */ if (somcon) { *m = 0; i__1 = *n; for (j = 1; j <= i__1; ++j) { if (select[j]) { ++(*m); } /* L10: */ } } else { *m = *n; } *info = 0; if (! wants && ! wantsp) { *info = -1; } else if (! lsame_(howmny, "A") && ! somcon) { *info = -2; } else if (*n < 0) { *info = -4; } else if (*ldt < max(1,*n)) { *info = -6; } else if (*ldvl < 1 || wants && *ldvl < *n) { *info = -8; } else if (*ldvr < 1 || wants && *ldvr < *n) { *info = -10; } else if (*mm < *m) { *info = -13; } else if (*ldwork < 1 || wantsp && *ldwork < *n) { *info = -16; } if (*info != 0) { i__1 = -(*info); xerbla_("ZTRSNA", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } if (*n == 1) { if (somcon) { if (! select[1]) { return 0; } } if (wants) { s[1] = 1.; } if (wantsp) { sep[1] = z_abs(&t_ref(1, 1)); } return 0; } /* Get machine constants */ eps = dlamch_("P"); smlnum = dlamch_("S") / eps; bignum = 1. / smlnum; dlabad_(&smlnum, &bignum); ks = 1; i__1 = *n; for (k = 1; k <= i__1; ++k) { if (somcon) { if (! select[k]) { goto L50; } } if (wants) { /* Compute the reciprocal condition number of the k-th eigenvalue. */ zdotc_(&z__1, n, &vr_ref(1, ks), &c__1, &vl_ref(1, ks), &c__1); prod.r = z__1.r, prod.i = z__1.i; rnrm = dznrm2_(n, &vr_ref(1, ks), &c__1); lnrm = dznrm2_(n, &vl_ref(1, ks), &c__1); s[ks] = z_abs(&prod) / (rnrm * lnrm); } if (wantsp) { /* 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. */ zlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset], ldwork); ztrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, &k, & c__1, &ierr); /* Form C = T22 - lambda*I in WORK(2:N,2:N). */ i__2 = *n; for (i__ = 2; i__ <= i__2; ++i__) { i__3 = work_subscr(i__, i__); i__4 = work_subscr(i__, i__); i__5 = work_subscr(1, 1); z__1.r = work[i__4].r - work[i__5].r, z__1.i = work[i__4].i - work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L20: */ } /* Estimate a lower bound for the 1-norm of inv(C'). The 1st and (N+1)th columns of WORK are used to store work vectors. */ sep[ks] = 0.; est = 0.; kase = 0; *(unsigned char *)normin = 'N'; L30: i__2 = *n - 1; zlacon_(&i__2, &work_ref(1, *n + 1), &work[work_offset], &est, & kase); if (kase != 0) { if (kase == 1) { /* Solve C'*x = scale*b */ i__2 = *n - 1; zlatrs_("Upper", "Conjugate transpose", "Nonunit", normin, &i__2, &work_ref(2, 2), ldwork, &work[ work_offset], &scale, &rwork[1], &ierr); } else { /* Solve C*x = scale*b */ i__2 = *n - 1; zlatrs_("Upper", "No transpose", "Nonunit", normin, &i__2, &work_ref(2, 2), ldwork, &work[work_offset], & scale, &rwork[1], &ierr); } *(unsigned char *)normin = 'Y'; if (scale != 1.) { /* Multiply by 1/SCALE if doing so will not cause overflow. */ i__2 = *n - 1; ix = izamax_(&i__2, &work[work_offset], &c__1); i__2 = work_subscr(ix, 1); xnorm = (d__1 = work[i__2].r, abs(d__1)) + (d__2 = d_imag( &work_ref(ix, 1)), abs(d__2)); if (scale < xnorm * smlnum || scale == 0.) { goto L40; } zdrscl_(n, &scale, &work[work_offset], &c__1); } goto L30; } sep[ks] = 1. / max(est,smlnum); } L40: ++ks; L50: ; } return 0; /* End of ZTRSNA */ } /* ztrsna_ */ #undef vr_ref #undef vr_subscr #undef vl_ref #undef vl_subscr #undef t_ref #undef t_subscr #undef work_ref #undef work_subscr