LAPACK 3.12.0 LAPACK: Linear Algebra PACKage
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◆ ctgsy2()

 subroutine ctgsy2 ( character trans, integer ijob, integer m, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldc, * ) c, integer ldc, complex, dimension( ldd, * ) d, integer ldd, complex, dimension( lde, * ) e, integer lde, complex, dimension( ldf, * ) f, integer ldf, real scale, real rdsum, real rdscal, integer info )

CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).

Download CTGSY2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
``` CTGSY2 solves the generalized Sylvester equation

A * R - L * B = scale *  C               (1)
D * R - L * E = scale * F

using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices,
(A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
N-by-N and M-by-N, respectively. A, B, D and E are upper triangular
(i.e., (A,D) and (B,E) in generalized Schur form).

The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
scaling factor chosen to avoid overflow.

In matrix notation solving equation (1) corresponds to solve
Zx = scale * b, where Z is defined as

Z = [ kron(In, A)  -kron(B**H, Im) ]             (2)
[ kron(In, D)  -kron(E**H, Im) ],

Ik is the identity matrix of size k and X**H is the transpose of X.
kron(X, Y) is the Kronecker product between the matrices X and Y.

If TRANS = 'C', y in the conjugate transposed system Z**H*y = scale*b
is solved for, which is equivalent to solve for R and L in

A**H * R  + D**H * L   = scale * C           (3)
R  * B**H + L  * E**H  = scale * -F

This case is used to compute an estimate of Dif[(A, D), (B, E)] =
= sigma_min(Z) using reverse communication with CLACON.

CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL
of an upper bound on the separation between to matrix pairs. Then
the input (A, D), (B, E) are sub-pencils of two matrix pairs in
CTGSYL.```
Parameters
 [in] TRANS ``` TRANS is CHARACTER*1 = 'N': solve the generalized Sylvester equation (1). = 'T': solve the 'transposed' system (3).``` [in] IJOB ``` IJOB is INTEGER Specifies what kind of functionality to be performed. = 0: solve (1) only. = 1: A contribution from this subsystem to a Frobenius norm-based estimate of the separation between two matrix pairs is computed. (look ahead strategy is used). = 2: A contribution from this subsystem to a Frobenius norm-based estimate of the separation between two matrix pairs is computed. (SGECON on sub-systems is used.) Not referenced if TRANS = 'T'.``` [in] M ``` M is INTEGER On entry, M specifies the order of A and D, and the row dimension of C, F, R and L.``` [in] N ``` N is INTEGER On entry, N specifies the order of B and E, and the column dimension of C, F, R and L.``` [in] A ``` A is COMPLEX array, dimension (LDA, M) On entry, A contains an upper triangular matrix.``` [in] LDA ``` LDA is INTEGER The leading dimension of the matrix A. LDA >= max(1, M).``` [in] B ``` B is COMPLEX array, dimension (LDB, N) On entry, B contains an upper triangular matrix.``` [in] LDB ``` LDB is INTEGER The leading dimension of the matrix B. LDB >= max(1, N).``` [in,out] C ``` C is COMPLEX array, dimension (LDC, N) On entry, C contains the right-hand-side of the first matrix equation in (1). On exit, if IJOB = 0, C has been overwritten by the solution R.``` [in] LDC ``` LDC is INTEGER The leading dimension of the matrix C. LDC >= max(1, M).``` [in] D ``` D is COMPLEX array, dimension (LDD, M) On entry, D contains an upper triangular matrix.``` [in] LDD ``` LDD is INTEGER The leading dimension of the matrix D. LDD >= max(1, M).``` [in] E ``` E is COMPLEX array, dimension (LDE, N) On entry, E contains an upper triangular matrix.``` [in] LDE ``` LDE is INTEGER The leading dimension of the matrix E. LDE >= max(1, N).``` [in,out] F ``` F is COMPLEX array, dimension (LDF, N) On entry, F contains the right-hand-side of the second matrix equation in (1). On exit, if IJOB = 0, F has been overwritten by the solution L.``` [in] LDF ``` LDF is INTEGER The leading dimension of the matrix F. LDF >= max(1, M).``` [out] SCALE ``` SCALE is REAL On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions R and L (C and F on entry) will hold the solutions to a slightly perturbed system but the input matrices A, B, D and E have not been changed. If SCALE = 0, R and L will hold the solutions to the homogeneous system with C = F = 0. Normally, SCALE = 1.``` [in,out] RDSUM ``` RDSUM is REAL On entry, the sum of squares of computed contributions to the Dif-estimate under computation by CTGSYL, where the scaling factor RDSCAL (see below) has been factored out. On exit, the corresponding sum of squares updated with the contributions from the current sub-system. If TRANS = 'T' RDSUM is not touched. NOTE: RDSUM only makes sense when CTGSY2 is called by CTGSYL.``` [in,out] RDSCAL ``` RDSCAL is REAL On entry, scaling factor used to prevent overflow in RDSUM. On exit, RDSCAL is updated w.r.t. the current contributions in RDSUM. If TRANS = 'T', RDSCAL is not touched. NOTE: RDSCAL only makes sense when CTGSY2 is called by CTGSYL.``` [out] INFO ``` INFO is INTEGER On exit, if INFO is set to =0: Successful exit <0: If INFO = -i, input argument number i is illegal. >0: The matrix pairs (A, D) and (B, E) have common or very close eigenvalues.```
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

Definition at line 256 of file ctgsy2.f.

259*
260* -- LAPACK auxiliary routine --
261* -- LAPACK is a software package provided by Univ. of Tennessee, --
262* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
263*
264* .. Scalar Arguments ..
265 CHARACTER TRANS
266 INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N
267 REAL RDSCAL, RDSUM, SCALE
268* ..
269* .. Array Arguments ..
270 COMPLEX A( LDA, * ), B( LDB, * ), C( LDC, * ),
271 \$ D( LDD, * ), E( LDE, * ), F( LDF, * )
272* ..
273*
274* =====================================================================
275*
276* .. Parameters ..
277 REAL ZERO, ONE
278 INTEGER LDZ
279 parameter( zero = 0.0e+0, one = 1.0e+0, ldz = 2 )
280* ..
281* .. Local Scalars ..
282 LOGICAL NOTRAN
283 INTEGER I, IERR, J, K
284 REAL SCALOC
285 COMPLEX ALPHA
286* ..
287* .. Local Arrays ..
288 INTEGER IPIV( LDZ ), JPIV( LDZ )
289 COMPLEX RHS( LDZ ), Z( LDZ, LDZ )
290* ..
291* .. External Functions ..
292 LOGICAL LSAME
293 EXTERNAL lsame
294* ..
295* .. External Subroutines ..
296 EXTERNAL caxpy, cgesc2, cgetc2, cscal, clatdf, xerbla
297* ..
298* .. Intrinsic Functions ..
299 INTRINSIC cmplx, conjg, max
300* ..
301* .. Executable Statements ..
302*
303* Decode and test input parameters
304*
305 info = 0
306 ierr = 0
307 notran = lsame( trans, 'N' )
308 IF( .NOT.notran .AND. .NOT.lsame( trans, 'C' ) ) THEN
309 info = -1
310 ELSE IF( notran ) THEN
311 IF( ( ijob.LT.0 ) .OR. ( ijob.GT.2 ) ) THEN
312 info = -2
313 END IF
314 END IF
315 IF( info.EQ.0 ) THEN
316 IF( m.LE.0 ) THEN
317 info = -3
318 ELSE IF( n.LE.0 ) THEN
319 info = -4
320 ELSE IF( lda.LT.max( 1, m ) ) THEN
321 info = -6
322 ELSE IF( ldb.LT.max( 1, n ) ) THEN
323 info = -8
324 ELSE IF( ldc.LT.max( 1, m ) ) THEN
325 info = -10
326 ELSE IF( ldd.LT.max( 1, m ) ) THEN
327 info = -12
328 ELSE IF( lde.LT.max( 1, n ) ) THEN
329 info = -14
330 ELSE IF( ldf.LT.max( 1, m ) ) THEN
331 info = -16
332 END IF
333 END IF
334 IF( info.NE.0 ) THEN
335 CALL xerbla( 'CTGSY2', -info )
336 RETURN
337 END IF
338*
339 IF( notran ) THEN
340*
341* Solve (I, J) - system
342* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
343* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
344* for I = M, M - 1, ..., 1; J = 1, 2, ..., N
345*
346 scale = one
347 scaloc = one
348 DO 30 j = 1, n
349 DO 20 i = m, 1, -1
350*
351* Build 2 by 2 system
352*
353 z( 1, 1 ) = a( i, i )
354 z( 2, 1 ) = d( i, i )
355 z( 1, 2 ) = -b( j, j )
356 z( 2, 2 ) = -e( j, j )
357*
358* Set up right hand side(s)
359*
360 rhs( 1 ) = c( i, j )
361 rhs( 2 ) = f( i, j )
362*
363* Solve Z * x = RHS
364*
365 CALL cgetc2( ldz, z, ldz, ipiv, jpiv, ierr )
366 IF( ierr.GT.0 )
367 \$ info = ierr
368 IF( ijob.EQ.0 ) THEN
369 CALL cgesc2( ldz, z, ldz, rhs, ipiv, jpiv, scaloc )
370 IF( scaloc.NE.one ) THEN
371 DO 10 k = 1, n
372 CALL cscal( m, cmplx( scaloc, zero ), c( 1, k ),
373 \$ 1 )
374 CALL cscal( m, cmplx( scaloc, zero ), f( 1, k ),
375 \$ 1 )
376 10 CONTINUE
377 scale = scale*scaloc
378 END IF
379 ELSE
380 CALL clatdf( ijob, ldz, z, ldz, rhs, rdsum, rdscal,
381 \$ ipiv, jpiv )
382 END IF
383*
384* Unpack solution vector(s)
385*
386 c( i, j ) = rhs( 1 )
387 f( i, j ) = rhs( 2 )
388*
389* Substitute R(I, J) and L(I, J) into remaining equation.
390*
391 IF( i.GT.1 ) THEN
392 alpha = -rhs( 1 )
393 CALL caxpy( i-1, alpha, a( 1, i ), 1, c( 1, j ), 1 )
394 CALL caxpy( i-1, alpha, d( 1, i ), 1, f( 1, j ), 1 )
395 END IF
396 IF( j.LT.n ) THEN
397 CALL caxpy( n-j, rhs( 2 ), b( j, j+1 ), ldb,
398 \$ c( i, j+1 ), ldc )
399 CALL caxpy( n-j, rhs( 2 ), e( j, j+1 ), lde,
400 \$ f( i, j+1 ), ldf )
401 END IF
402*
403 20 CONTINUE
404 30 CONTINUE
405 ELSE
406*
407* Solve transposed (I, J) - system:
408* A(I, I)**H * R(I, J) + D(I, I)**H * L(J, J) = C(I, J)
409* R(I, I) * B(J, J) + L(I, J) * E(J, J) = -F(I, J)
410* for I = 1, 2, ..., M, J = N, N - 1, ..., 1
411*
412 scale = one
413 scaloc = one
414 DO 80 i = 1, m
415 DO 70 j = n, 1, -1
416*
417* Build 2 by 2 system Z**H
418*
419 z( 1, 1 ) = conjg( a( i, i ) )
420 z( 2, 1 ) = -conjg( b( j, j ) )
421 z( 1, 2 ) = conjg( d( i, i ) )
422 z( 2, 2 ) = -conjg( e( j, j ) )
423*
424*
425* Set up right hand side(s)
426*
427 rhs( 1 ) = c( i, j )
428 rhs( 2 ) = f( i, j )
429*
430* Solve Z**H * x = RHS
431*
432 CALL cgetc2( ldz, z, ldz, ipiv, jpiv, ierr )
433 IF( ierr.GT.0 )
434 \$ info = ierr
435 CALL cgesc2( ldz, z, ldz, rhs, ipiv, jpiv, scaloc )
436 IF( scaloc.NE.one ) THEN
437 DO 40 k = 1, n
438 CALL cscal( m, cmplx( scaloc, zero ), c( 1, k ),
439 \$ 1 )
440 CALL cscal( m, cmplx( scaloc, zero ), f( 1, k ),
441 \$ 1 )
442 40 CONTINUE
443 scale = scale*scaloc
444 END IF
445*
446* Unpack solution vector(s)
447*
448 c( i, j ) = rhs( 1 )
449 f( i, j ) = rhs( 2 )
450*
451* Substitute R(I, J) and L(I, J) into remaining equation.
452*
453 DO 50 k = 1, j - 1
454 f( i, k ) = f( i, k ) + rhs( 1 )*conjg( b( k, j ) ) +
455 \$ rhs( 2 )*conjg( e( k, j ) )
456 50 CONTINUE
457 DO 60 k = i + 1, m
458 c( k, j ) = c( k, j ) - conjg( a( i, k ) )*rhs( 1 ) -
459 \$ conjg( d( i, k ) )*rhs( 2 )
460 60 CONTINUE
461*
462 70 CONTINUE
463 80 CONTINUE
464 END IF
465 RETURN
466*
467* End of CTGSY2
468*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
logical function lde(ri, rj, lr)
Definition dblat2.f:2970
subroutine caxpy(n, ca, cx, incx, cy, incy)
CAXPY
Definition caxpy.f:88
subroutine cgesc2(n, a, lda, rhs, ipiv, jpiv, scale)
CGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed...
Definition cgesc2.f:115
subroutine cgetc2(n, a, lda, ipiv, jpiv, info)
CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
Definition cgetc2.f:111
subroutine clatdf(ijob, n, z, ldz, rhs, rdsum, rdscal, ipiv, jpiv)
CLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution ...
Definition clatdf.f:169
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine cscal(n, ca, cx, incx)
CSCAL
Definition cscal.f:78
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