LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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stgsna.f
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1*> \brief \b STGSNA
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download STGSNA + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stgsna.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stgsna.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stgsna.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE STGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL,
20* LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK,
21* IWORK, INFO )
22*
23* .. Scalar Arguments ..
24* CHARACTER HOWMNY, JOB
25* INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N
26* ..
27* .. Array Arguments ..
28* LOGICAL SELECT( * )
29* INTEGER IWORK( * )
30* REAL A( LDA, * ), B( LDB, * ), DIF( * ), S( * ),
31* $ VL( LDVL, * ), VR( LDVR, * ), WORK( * )
32* ..
33*
34*
35*> \par Purpose:
36* =============
37*>
38*> \verbatim
39*>
40*> STGSNA estimates reciprocal condition numbers for specified
41*> eigenvalues and/or eigenvectors of a matrix pair (A, B) in
42*> generalized real Schur canonical form (or of any matrix pair
43*> (Q*A*Z**T, Q*B*Z**T) with orthogonal matrices Q and Z, where
44*> Z**T denotes the transpose of Z.
45*>
46*> (A, B) must be in generalized real Schur form (as returned by SGGES),
47*> i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
48*> blocks. B is upper triangular.
49*>
50*> \endverbatim
51*
52* Arguments:
53* ==========
54*
55*> \param[in] JOB
56*> \verbatim
57*> JOB is CHARACTER*1
58*> Specifies whether condition numbers are required for
59*> eigenvalues (S) or eigenvectors (DIF):
60*> = 'E': for eigenvalues only (S);
61*> = 'V': for eigenvectors only (DIF);
62*> = 'B': for both eigenvalues and eigenvectors (S and DIF).
63*> \endverbatim
64*>
65*> \param[in] HOWMNY
66*> \verbatim
67*> HOWMNY is CHARACTER*1
68*> = 'A': compute condition numbers for all eigenpairs;
69*> = 'S': compute condition numbers for selected eigenpairs
70*> specified by the array SELECT.
71*> \endverbatim
72*>
73*> \param[in] SELECT
74*> \verbatim
75*> SELECT is LOGICAL array, dimension (N)
76*> If HOWMNY = 'S', SELECT specifies the eigenpairs for which
77*> condition numbers are required. To select condition numbers
78*> for the eigenpair corresponding to a real eigenvalue w(j),
79*> SELECT(j) must be set to .TRUE.. To select condition numbers
80*> corresponding to a complex conjugate pair of eigenvalues w(j)
81*> and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
82*> set to .TRUE..
83*> If HOWMNY = 'A', SELECT is not referenced.
84*> \endverbatim
85*>
86*> \param[in] N
87*> \verbatim
88*> N is INTEGER
89*> The order of the square matrix pair (A, B). N >= 0.
90*> \endverbatim
91*>
92*> \param[in] A
93*> \verbatim
94*> A is REAL array, dimension (LDA,N)
95*> The upper quasi-triangular matrix A in the pair (A,B).
96*> \endverbatim
97*>
98*> \param[in] LDA
99*> \verbatim
100*> LDA is INTEGER
101*> The leading dimension of the array A. LDA >= max(1,N).
102*> \endverbatim
103*>
104*> \param[in] B
105*> \verbatim
106*> B is REAL array, dimension (LDB,N)
107*> The upper triangular matrix B in the pair (A,B).
108*> \endverbatim
109*>
110*> \param[in] LDB
111*> \verbatim
112*> LDB is INTEGER
113*> The leading dimension of the array B. LDB >= max(1,N).
114*> \endverbatim
115*>
116*> \param[in] VL
117*> \verbatim
118*> VL is REAL array, dimension (LDVL,M)
119*> If JOB = 'E' or 'B', VL must contain left eigenvectors of
120*> (A, B), corresponding to the eigenpairs specified by HOWMNY
121*> and SELECT. The eigenvectors must be stored in consecutive
122*> columns of VL, as returned by STGEVC.
123*> If JOB = 'V', VL is not referenced.
124*> \endverbatim
125*>
126*> \param[in] LDVL
127*> \verbatim
128*> LDVL is INTEGER
129*> The leading dimension of the array VL. LDVL >= 1.
130*> If JOB = 'E' or 'B', LDVL >= N.
131*> \endverbatim
132*>
133*> \param[in] VR
134*> \verbatim
135*> VR is REAL array, dimension (LDVR,M)
136*> If JOB = 'E' or 'B', VR must contain right eigenvectors of
137*> (A, B), corresponding to the eigenpairs specified by HOWMNY
138*> and SELECT. The eigenvectors must be stored in consecutive
139*> columns ov VR, as returned by STGEVC.
140*> If JOB = 'V', VR is not referenced.
141*> \endverbatim
142*>
143*> \param[in] LDVR
144*> \verbatim
145*> LDVR is INTEGER
146*> The leading dimension of the array VR. LDVR >= 1.
147*> If JOB = 'E' or 'B', LDVR >= N.
148*> \endverbatim
149*>
150*> \param[out] S
151*> \verbatim
152*> S is REAL array, dimension (MM)
153*> If JOB = 'E' or 'B', the reciprocal condition numbers of the
154*> selected eigenvalues, stored in consecutive elements of the
155*> array. For a complex conjugate pair of eigenvalues two
156*> consecutive elements of S are set to the same value. Thus
157*> S(j), DIF(j), and the j-th columns of VL and VR all
158*> correspond to the same eigenpair (but not in general the
159*> j-th eigenpair, unless all eigenpairs are selected).
160*> If JOB = 'V', S is not referenced.
161*> \endverbatim
162*>
163*> \param[out] DIF
164*> \verbatim
165*> DIF is REAL array, dimension (MM)
166*> If JOB = 'V' or 'B', the estimated reciprocal condition
167*> numbers of the selected eigenvectors, stored in consecutive
168*> elements of the array. For a complex eigenvector two
169*> consecutive elements of DIF are set to the same value. If
170*> the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
171*> is set to 0; this can only occur when the true value would be
172*> very small anyway.
173*> If JOB = 'E', DIF is not referenced.
174*> \endverbatim
175*>
176*> \param[in] MM
177*> \verbatim
178*> MM is INTEGER
179*> The number of elements in the arrays S and DIF. MM >= M.
180*> \endverbatim
181*>
182*> \param[out] M
183*> \verbatim
184*> M is INTEGER
185*> The number of elements of the arrays S and DIF used to store
186*> the specified condition numbers; for each selected real
187*> eigenvalue one element is used, and for each selected complex
188*> conjugate pair of eigenvalues, two elements are used.
189*> If HOWMNY = 'A', M is set to N.
190*> \endverbatim
191*>
192*> \param[out] WORK
193*> \verbatim
194*> WORK is REAL array, dimension (MAX(1,LWORK))
195*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
196*> \endverbatim
197*>
198*> \param[in] LWORK
199*> \verbatim
200*> LWORK is INTEGER
201*> The dimension of the array WORK. LWORK >= max(1,N).
202*> If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.
203*>
204*> If LWORK = -1, then a workspace query is assumed; the routine
205*> only calculates the optimal size of the WORK array, returns
206*> this value as the first entry of the WORK array, and no error
207*> message related to LWORK is issued by XERBLA.
208*> \endverbatim
209*>
210*> \param[out] IWORK
211*> \verbatim
212*> IWORK is INTEGER array, dimension (N + 6)
213*> If JOB = 'E', IWORK is not referenced.
214*> \endverbatim
215*>
216*> \param[out] INFO
217*> \verbatim
218*> INFO is INTEGER
219*> =0: Successful exit
220*> <0: If INFO = -i, the i-th argument had an illegal value
221*> \endverbatim
222*
223* Authors:
224* ========
225*
226*> \author Univ. of Tennessee
227*> \author Univ. of California Berkeley
228*> \author Univ. of Colorado Denver
229*> \author NAG Ltd.
230*
231*> \ingroup tgsna
232*
233*> \par Further Details:
234* =====================
235*>
236*> \verbatim
237*>
238*> The reciprocal of the condition number of a generalized eigenvalue
239*> w = (a, b) is defined as
240*>
241*> S(w) = (|u**TAv|**2 + |u**TBv|**2)**(1/2) / (norm(u)*norm(v))
242*>
243*> where u and v are the left and right eigenvectors of (A, B)
244*> corresponding to w; |z| denotes the absolute value of the complex
245*> number, and norm(u) denotes the 2-norm of the vector u.
246*> The pair (a, b) corresponds to an eigenvalue w = a/b (= u**TAv/u**TBv)
247*> of the matrix pair (A, B). If both a and b equal zero, then (A B) is
248*> singular and S(I) = -1 is returned.
249*>
250*> An approximate error bound on the chordal distance between the i-th
251*> computed generalized eigenvalue w and the corresponding exact
252*> eigenvalue lambda is
253*>
254*> chord(w, lambda) <= EPS * norm(A, B) / S(I)
255*>
256*> where EPS is the machine precision.
257*>
258*> The reciprocal of the condition number DIF(i) of right eigenvector u
259*> and left eigenvector v corresponding to the generalized eigenvalue w
260*> is defined as follows:
261*>
262*> a) If the i-th eigenvalue w = (a,b) is real
263*>
264*> Suppose U and V are orthogonal transformations such that
265*>
266*> U**T*(A, B)*V = (S, T) = ( a * ) ( b * ) 1
267*> ( 0 S22 ),( 0 T22 ) n-1
268*> 1 n-1 1 n-1
269*>
270*> Then the reciprocal condition number DIF(i) is
271*>
272*> Difl((a, b), (S22, T22)) = sigma-min( Zl ),
273*>
274*> where sigma-min(Zl) denotes the smallest singular value of the
275*> 2(n-1)-by-2(n-1) matrix
276*>
277*> Zl = [ kron(a, In-1) -kron(1, S22) ]
278*> [ kron(b, In-1) -kron(1, T22) ] .
279*>
280*> Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
281*> Kronecker product between the matrices X and Y.
282*>
283*> Note that if the default method for computing DIF(i) is wanted
284*> (see SLATDF), then the parameter DIFDRI (see below) should be
285*> changed from 3 to 4 (routine SLATDF(IJOB = 2 will be used)).
286*> See STGSYL for more details.
287*>
288*> b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
289*>
290*> Suppose U and V are orthogonal transformations such that
291*>
292*> U**T*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2
293*> ( 0 S22 ),( 0 T22) n-2
294*> 2 n-2 2 n-2
295*>
296*> and (S11, T11) corresponds to the complex conjugate eigenvalue
297*> pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
298*> that
299*>
300*> U1**T*S11*V1 = ( s11 s12 ) and U1**T*T11*V1 = ( t11 t12 )
301*> ( 0 s22 ) ( 0 t22 )
302*>
303*> where the generalized eigenvalues w = s11/t11 and
304*> conjg(w) = s22/t22.
305*>
306*> Then the reciprocal condition number DIF(i) is bounded by
307*>
308*> min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
309*>
310*> where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
311*> Z1 is the complex 2-by-2 matrix
312*>
313*> Z1 = [ s11 -s22 ]
314*> [ t11 -t22 ],
315*>
316*> This is done by computing (using real arithmetic) the
317*> roots of the characteristical polynomial det(Z1**T * Z1 - lambda I),
318*> where Z1**T denotes the transpose of Z1 and det(X) denotes
319*> the determinant of X.
320*>
321*> and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
322*> upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
323*>
324*> Z2 = [ kron(S11**T, In-2) -kron(I2, S22) ]
325*> [ kron(T11**T, In-2) -kron(I2, T22) ]
326*>
327*> Note that if the default method for computing DIF is wanted (see
328*> SLATDF), then the parameter DIFDRI (see below) should be changed
329*> from 3 to 4 (routine SLATDF(IJOB = 2 will be used)). See STGSYL
330*> for more details.
331*>
332*> For each eigenvalue/vector specified by SELECT, DIF stores a
333*> Frobenius norm-based estimate of Difl.
334*>
335*> An approximate error bound for the i-th computed eigenvector VL(i) or
336*> VR(i) is given by
337*>
338*> EPS * norm(A, B) / DIF(i).
339*>
340*> See ref. [2-3] for more details and further references.
341*> \endverbatim
342*
343*> \par Contributors:
344* ==================
345*>
346*> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
347*> Umea University, S-901 87 Umea, Sweden.
348*
349*> \par References:
350* ================
351*>
352*> \verbatim
353*>
354*> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
355*> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
356*> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
357*> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
358*>
359*> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
360*> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
361*> Estimation: Theory, Algorithms and Software,
362*> Report UMINF - 94.04, Department of Computing Science, Umea
363*> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
364*> Note 87. To appear in Numerical Algorithms, 1996.
365*>
366*> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
367*> for Solving the Generalized Sylvester Equation and Estimating the
368*> Separation between Regular Matrix Pairs, Report UMINF - 93.23,
369*> Department of Computing Science, Umea University, S-901 87 Umea,
370*> Sweden, December 1993, Revised April 1994, Also as LAPACK Working
371*> Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
372*> No 1, 1996.
373*> \endverbatim
374*>
375* =====================================================================
376 SUBROUTINE stgsna( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL,
377 $ LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK,
378 $ IWORK, INFO )
379*
380* -- LAPACK computational routine --
381* -- LAPACK is a software package provided by Univ. of Tennessee, --
382* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
383*
384* .. Scalar Arguments ..
385 CHARACTER HOWMNY, JOB
386 INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N
387* ..
388* .. Array Arguments ..
389 LOGICAL SELECT( * )
390 INTEGER IWORK( * )
391 REAL A( LDA, * ), B( LDB, * ), DIF( * ), S( * ),
392 $ vl( ldvl, * ), vr( ldvr, * ), work( * )
393* ..
394*
395* =====================================================================
396*
397* .. Parameters ..
398 INTEGER DIFDRI
399 PARAMETER ( DIFDRI = 3 )
400 REAL ZERO, ONE, TWO, FOUR
401 parameter( zero = 0.0e+0, one = 1.0e+0, two = 2.0e+0,
402 $ four = 4.0e+0 )
403* ..
404* .. Local Scalars ..
405 LOGICAL LQUERY, PAIR, SOMCON, WANTBH, WANTDF, WANTS
406 INTEGER I, IERR, IFST, ILST, IZ, K, KS, LWMIN, N1, N2
407 REAL ALPHAI, ALPHAR, ALPRQT, BETA, C1, C2, COND,
408 $ eps, lnrm, rnrm, root1, root2, scale, smlnum,
409 $ tmpii, tmpir, tmpri, tmprr, uhav, uhavi, uhbv,
410 $ uhbvi
411* ..
412* .. Local Arrays ..
413 REAL DUMMY( 1 ), DUMMY1( 1 )
414* ..
415* .. External Functions ..
416 LOGICAL LSAME
417 REAL SDOT, SLAMCH, SLAPY2,
419 EXTERNAL lsame, sdot, slamch,
420 $ slapy2, snrm2,
422* ..
423* .. External Subroutines ..
424 EXTERNAL sgemv, slacpy, slag2,
426* ..
427* .. Intrinsic Functions ..
428 INTRINSIC max, min, sqrt
429* ..
430* .. Executable Statements ..
431*
432* Decode and test the input parameters
433*
434 wantbh = lsame( job, 'B' )
435 wants = lsame( job, 'E' ) .OR. wantbh
436 wantdf = lsame( job, 'V' ) .OR. wantbh
437*
438 somcon = lsame( howmny, 'S' )
439*
440 info = 0
441 lquery = ( lwork.EQ.-1 )
442*
443 IF( .NOT.wants .AND. .NOT.wantdf ) THEN
444 info = -1
445 ELSE IF( .NOT.lsame( howmny, 'A' ) .AND. .NOT.somcon ) THEN
446 info = -2
447 ELSE IF( n.LT.0 ) THEN
448 info = -4
449 ELSE IF( lda.LT.max( 1, n ) ) THEN
450 info = -6
451 ELSE IF( ldb.LT.max( 1, n ) ) THEN
452 info = -8
453 ELSE IF( wants .AND. ldvl.LT.n ) THEN
454 info = -10
455 ELSE IF( wants .AND. ldvr.LT.n ) THEN
456 info = -12
457 ELSE
458*
459* Set M to the number of eigenpairs for which condition numbers
460* are required, and test MM.
461*
462 IF( somcon ) THEN
463 m = 0
464 pair = .false.
465 DO 10 k = 1, n
466 IF( pair ) THEN
467 pair = .false.
468 ELSE
469 IF( k.LT.n ) THEN
470 IF( a( k+1, k ).EQ.zero ) THEN
471 IF( SELECT( k ) )
472 $ m = m + 1
473 ELSE
474 pair = .true.
475 IF( SELECT( k ) .OR. SELECT( k+1 ) )
476 $ m = m + 2
477 END IF
478 ELSE
479 IF( SELECT( n ) )
480 $ m = m + 1
481 END IF
482 END IF
483 10 CONTINUE
484 ELSE
485 m = n
486 END IF
487*
488 IF( n.EQ.0 ) THEN
489 lwmin = 1
490 ELSE IF( lsame( job, 'V' ) .OR. lsame( job, 'B' ) ) THEN
491 lwmin = 2*n*( n + 2 ) + 16
492 ELSE
493 lwmin = n
494 END IF
495 work( 1 ) = sroundup_lwork(lwmin)
496*
497 IF( mm.LT.m ) THEN
498 info = -15
499 ELSE IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
500 info = -18
501 END IF
502 END IF
503*
504 IF( info.NE.0 ) THEN
505 CALL xerbla( 'STGSNA', -info )
506 RETURN
507 ELSE IF( lquery ) THEN
508 RETURN
509 END IF
510*
511* Quick return if possible
512*
513 IF( n.EQ.0 )
514 $ RETURN
515*
516* Get machine constants
517*
518 eps = slamch( 'P' )
519 smlnum = slamch( 'S' ) / eps
520 ks = 0
521 pair = .false.
522*
523 DO 20 k = 1, n
524*
525* Determine whether A(k,k) begins a 1-by-1 or 2-by-2 block.
526*
527 IF( pair ) THEN
528 pair = .false.
529 GO TO 20
530 ELSE
531 IF( k.LT.n )
532 $ pair = a( k+1, k ).NE.zero
533 END IF
534*
535* Determine whether condition numbers are required for the k-th
536* eigenpair.
537*
538 IF( somcon ) THEN
539 IF( pair ) THEN
540 IF( .NOT.SELECT( k ) .AND. .NOT.SELECT( k+1 ) )
541 $ GO TO 20
542 ELSE
543 IF( .NOT.SELECT( k ) )
544 $ GO TO 20
545 END IF
546 END IF
547*
548 ks = ks + 1
549*
550 IF( wants ) THEN
551*
552* Compute the reciprocal condition number of the k-th
553* eigenvalue.
554*
555 IF( pair ) THEN
556*
557* Complex eigenvalue pair.
558*
559 rnrm = slapy2( snrm2( n, vr( 1, ks ), 1 ),
560 $ snrm2( n, vr( 1, ks+1 ), 1 ) )
561 lnrm = slapy2( snrm2( n, vl( 1, ks ), 1 ),
562 $ snrm2( n, vl( 1, ks+1 ), 1 ) )
563 CALL sgemv( 'N', n, n, one, a, lda, vr( 1, ks ), 1,
564 $ zero,
565 $ work, 1 )
566 tmprr = sdot( n, work, 1, vl( 1, ks ), 1 )
567 tmpri = sdot( n, work, 1, vl( 1, ks+1 ), 1 )
568 CALL sgemv( 'N', n, n, one, a, lda, vr( 1, ks+1 ), 1,
569 $ zero, work, 1 )
570 tmpii = sdot( n, work, 1, vl( 1, ks+1 ), 1 )
571 tmpir = sdot( n, work, 1, vl( 1, ks ), 1 )
572 uhav = tmprr + tmpii
573 uhavi = tmpir - tmpri
574 CALL sgemv( 'N', n, n, one, b, ldb, vr( 1, ks ), 1,
575 $ zero,
576 $ work, 1 )
577 tmprr = sdot( n, work, 1, vl( 1, ks ), 1 )
578 tmpri = sdot( n, work, 1, vl( 1, ks+1 ), 1 )
579 CALL sgemv( 'N', n, n, one, b, ldb, vr( 1, ks+1 ), 1,
580 $ zero, work, 1 )
581 tmpii = sdot( n, work, 1, vl( 1, ks+1 ), 1 )
582 tmpir = sdot( n, work, 1, vl( 1, ks ), 1 )
583 uhbv = tmprr + tmpii
584 uhbvi = tmpir - tmpri
585 uhav = slapy2( uhav, uhavi )
586 uhbv = slapy2( uhbv, uhbvi )
587 cond = slapy2( uhav, uhbv )
588 s( ks ) = cond / ( rnrm*lnrm )
589 s( ks+1 ) = s( ks )
590*
591 ELSE
592*
593* Real eigenvalue.
594*
595 rnrm = snrm2( n, vr( 1, ks ), 1 )
596 lnrm = snrm2( n, vl( 1, ks ), 1 )
597 CALL sgemv( 'N', n, n, one, a, lda, vr( 1, ks ), 1,
598 $ zero,
599 $ work, 1 )
600 uhav = sdot( n, work, 1, vl( 1, ks ), 1 )
601 CALL sgemv( 'N', n, n, one, b, ldb, vr( 1, ks ), 1,
602 $ zero,
603 $ work, 1 )
604 uhbv = sdot( n, work, 1, vl( 1, ks ), 1 )
605 cond = slapy2( uhav, uhbv )
606 IF( cond.EQ.zero ) THEN
607 s( ks ) = -one
608 ELSE
609 s( ks ) = cond / ( rnrm*lnrm )
610 END IF
611 END IF
612 END IF
613*
614 IF( wantdf ) THEN
615 IF( n.EQ.1 ) THEN
616 dif( ks ) = slapy2( a( 1, 1 ), b( 1, 1 ) )
617 GO TO 20
618 END IF
619*
620* Estimate the reciprocal condition number of the k-th
621* eigenvectors.
622 IF( pair ) THEN
623*
624* Copy the 2-by 2 pencil beginning at (A(k,k), B(k, k)).
625* Compute the eigenvalue(s) at position K.
626*
627 work( 1 ) = a( k, k )
628 work( 2 ) = a( k+1, k )
629 work( 3 ) = a( k, k+1 )
630 work( 4 ) = a( k+1, k+1 )
631 work( 5 ) = b( k, k )
632 work( 6 ) = b( k+1, k )
633 work( 7 ) = b( k, k+1 )
634 work( 8 ) = b( k+1, k+1 )
635 CALL slag2( work, 2, work( 5 ), 2, smlnum*eps, beta,
636 $ dummy1( 1 ), alphar, dummy( 1 ), alphai )
637 alprqt = one
638 c1 = two*( alphar*alphar+alphai*alphai+beta*beta )
639 c2 = four*beta*beta*alphai*alphai
640 root1 = c1 + sqrt( c1*c1-4.0*c2 )
641 root1 = root1 / two
642 root2 = c2 / root1
643 cond = min( sqrt( root1 ), sqrt( root2 ) )
644 END IF
645*
646* Copy the matrix (A, B) to the array WORK and swap the
647* diagonal block beginning at A(k,k) to the (1,1) position.
648*
649 CALL slacpy( 'Full', n, n, a, lda, work, n )
650 CALL slacpy( 'Full', n, n, b, ldb, work( n*n+1 ), n )
651 ifst = k
652 ilst = 1
653*
654 CALL stgexc( .false., .false., n, work, n, work( n*n+1 ),
655 $ n,
656 $ dummy, 1, dummy1, 1, ifst, ilst,
657 $ work( n*n*2+1 ), lwork-2*n*n, ierr )
658*
659 IF( ierr.GT.0 ) THEN
660*
661* Ill-conditioned problem - swap rejected.
662*
663 dif( ks ) = zero
664 ELSE
665*
666* Reordering successful, solve generalized Sylvester
667* equation for R and L,
668* A22 * R - L * A11 = A12
669* B22 * R - L * B11 = B12,
670* and compute estimate of Difl((A11,B11), (A22, B22)).
671*
672 n1 = 1
673 IF( work( 2 ).NE.zero )
674 $ n1 = 2
675 n2 = n - n1
676 IF( n2.EQ.0 ) THEN
677 dif( ks ) = cond
678 ELSE
679 i = n*n + 1
680 iz = 2*n*n + 1
681 CALL stgsyl( 'N', difdri, n2, n1,
682 $ work( n*n1+n1+1 ),
683 $ n, work, n, work( n1+1 ), n,
684 $ work( n*n1+n1+i ), n, work( i ), n,
685 $ work( n1+i ), n, scale, dif( ks ),
686 $ work( iz+1 ), lwork-2*n*n, iwork, ierr )
687*
688 IF( pair )
689 $ dif( ks ) = min( max( one, alprqt )*dif( ks ),
690 $ cond )
691 END IF
692 END IF
693 IF( pair )
694 $ dif( ks+1 ) = dif( ks )
695 END IF
696 IF( pair )
697 $ ks = ks + 1
698*
699 20 CONTINUE
700 work( 1 ) = sroundup_lwork(lwmin)
701 RETURN
702*
703* End of STGSNA
704*
705 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine sgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
SGEMV
Definition sgemv.f:158
subroutine slacpy(uplo, m, n, a, lda, b, ldb)
SLACPY copies all or part of one two-dimensional array to another.
Definition slacpy.f:101
subroutine slag2(a, lda, b, ldb, safmin, scale1, scale2, wr1, wr2, wi)
SLAG2 computes the eigenvalues of a 2-by-2 generalized eigenvalue problem, with scaling as necessary ...
Definition slag2.f:154
real(wp) function snrm2(n, x, incx)
SNRM2
Definition snrm2.f90:89
real function sroundup_lwork(lwork)
SROUNDUP_LWORK
subroutine stgexc(wantq, wantz, n, a, lda, b, ldb, q, ldq, z, ldz, ifst, ilst, work, lwork, info)
STGEXC
Definition stgexc.f:218
subroutine stgsna(job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr, ldvr, s, dif, mm, m, work, lwork, iwork, info)
STGSNA
Definition stgsna.f:379
subroutine stgsyl(trans, ijob, m, n, a, lda, b, ldb, c, ldc, d, ldd, e, lde, f, ldf, scale, dif, work, lwork, iwork, info)
STGSYL
Definition stgsyl.f:298