LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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dtgsna.f
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1*> \brief \b DTGSNA
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download DTGSNA + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgsna.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtgsna.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtgsna.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE DTGSNA( 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* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), DIF( * ), S( * ),
31* $ VL( LDVL, * ), VR( LDVR, * ), WORK( * )
32* ..
33*
34*
35*> \par Purpose:
36* =============
37*>
38*> \verbatim
39*>
40*> DTGSNA 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 DGGES),
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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DTGEVC.
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 DOUBLE PRECISION 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 DTGEVC.
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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DLATDF), then the parameter DIFDRI (see below) should be
285*> changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
286*> See DTGSYL 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*> DLATDF), then the parameter DIFDRI (see below) should be changed
329*> from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
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 dtgsna( 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 DOUBLE PRECISION 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 DOUBLE PRECISION ZERO, ONE, TWO, FOUR
401 parameter( zero = 0.0d+0, one = 1.0d+0, two = 2.0d+0,
402 $ four = 4.0d+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 DOUBLE PRECISION 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 DOUBLE PRECISION DUMMY( 1 ), DUMMY1( 1 )
414* ..
415* .. External Functions ..
416 LOGICAL LSAME
417 DOUBLE PRECISION DDOT, DLAMCH, DLAPY2, DNRM2
418 EXTERNAL lsame, ddot, dlamch, dlapy2, dnrm2
419* ..
420* .. External Subroutines ..
421 EXTERNAL dgemv, dlacpy, dlag2, dtgexc, dtgsyl,
422 $ xerbla
423* ..
424* .. Intrinsic Functions ..
425 INTRINSIC max, min, sqrt
426* ..
427* .. Executable Statements ..
428*
429* Decode and test the input parameters
430*
431 wantbh = lsame( job, 'B' )
432 wants = lsame( job, 'E' ) .OR. wantbh
433 wantdf = lsame( job, 'V' ) .OR. wantbh
434*
435 somcon = lsame( howmny, 'S' )
436*
437 info = 0
438 lquery = ( lwork.EQ.-1 )
439*
440 IF( .NOT.wants .AND. .NOT.wantdf ) THEN
441 info = -1
442 ELSE IF( .NOT.lsame( howmny, 'A' ) .AND. .NOT.somcon ) THEN
443 info = -2
444 ELSE IF( n.LT.0 ) THEN
445 info = -4
446 ELSE IF( lda.LT.max( 1, n ) ) THEN
447 info = -6
448 ELSE IF( ldb.LT.max( 1, n ) ) THEN
449 info = -8
450 ELSE IF( wants .AND. ldvl.LT.n ) THEN
451 info = -10
452 ELSE IF( wants .AND. ldvr.LT.n ) THEN
453 info = -12
454 ELSE
455*
456* Set M to the number of eigenpairs for which condition numbers
457* are required, and test MM.
458*
459 IF( somcon ) THEN
460 m = 0
461 pair = .false.
462 DO 10 k = 1, n
463 IF( pair ) THEN
464 pair = .false.
465 ELSE
466 IF( k.LT.n ) THEN
467 IF( a( k+1, k ).EQ.zero ) THEN
468 IF( SELECT( k ) )
469 $ m = m + 1
470 ELSE
471 pair = .true.
472 IF( SELECT( k ) .OR. SELECT( k+1 ) )
473 $ m = m + 2
474 END IF
475 ELSE
476 IF( SELECT( n ) )
477 $ m = m + 1
478 END IF
479 END IF
480 10 CONTINUE
481 ELSE
482 m = n
483 END IF
484*
485 IF( n.EQ.0 ) THEN
486 lwmin = 1
487 ELSE IF( lsame( job, 'V' ) .OR. lsame( job, 'B' ) ) THEN
488 lwmin = 2*n*( n + 2 ) + 16
489 ELSE
490 lwmin = n
491 END IF
492 work( 1 ) = lwmin
493*
494 IF( mm.LT.m ) THEN
495 info = -15
496 ELSE IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
497 info = -18
498 END IF
499 END IF
500*
501 IF( info.NE.0 ) THEN
502 CALL xerbla( 'DTGSNA', -info )
503 RETURN
504 ELSE IF( lquery ) THEN
505 RETURN
506 END IF
507*
508* Quick return if possible
509*
510 IF( n.EQ.0 )
511 $ RETURN
512*
513* Get machine constants
514*
515 eps = dlamch( 'P' )
516 smlnum = dlamch( 'S' ) / eps
517 ks = 0
518 pair = .false.
519*
520 DO 20 k = 1, n
521*
522* Determine whether A(k,k) begins a 1-by-1 or 2-by-2 block.
523*
524 IF( pair ) THEN
525 pair = .false.
526 GO TO 20
527 ELSE
528 IF( k.LT.n )
529 $ pair = a( k+1, k ).NE.zero
530 END IF
531*
532* Determine whether condition numbers are required for the k-th
533* eigenpair.
534*
535 IF( somcon ) THEN
536 IF( pair ) THEN
537 IF( .NOT.SELECT( k ) .AND. .NOT.SELECT( k+1 ) )
538 $ GO TO 20
539 ELSE
540 IF( .NOT.SELECT( k ) )
541 $ GO TO 20
542 END IF
543 END IF
544*
545 ks = ks + 1
546*
547 IF( wants ) THEN
548*
549* Compute the reciprocal condition number of the k-th
550* eigenvalue.
551*
552 IF( pair ) THEN
553*
554* Complex eigenvalue pair.
555*
556 rnrm = dlapy2( dnrm2( n, vr( 1, ks ), 1 ),
557 $ dnrm2( n, vr( 1, ks+1 ), 1 ) )
558 lnrm = dlapy2( dnrm2( n, vl( 1, ks ), 1 ),
559 $ dnrm2( n, vl( 1, ks+1 ), 1 ) )
560 CALL dgemv( 'N', n, n, one, a, lda, vr( 1, ks ), 1,
561 $ zero,
562 $ work, 1 )
563 tmprr = ddot( n, work, 1, vl( 1, ks ), 1 )
564 tmpri = ddot( n, work, 1, vl( 1, ks+1 ), 1 )
565 CALL dgemv( 'N', n, n, one, a, lda, vr( 1, ks+1 ), 1,
566 $ zero, work, 1 )
567 tmpii = ddot( n, work, 1, vl( 1, ks+1 ), 1 )
568 tmpir = ddot( n, work, 1, vl( 1, ks ), 1 )
569 uhav = tmprr + tmpii
570 uhavi = tmpir - tmpri
571 CALL dgemv( 'N', n, n, one, b, ldb, vr( 1, ks ), 1,
572 $ zero,
573 $ work, 1 )
574 tmprr = ddot( n, work, 1, vl( 1, ks ), 1 )
575 tmpri = ddot( n, work, 1, vl( 1, ks+1 ), 1 )
576 CALL dgemv( 'N', n, n, one, b, ldb, vr( 1, ks+1 ), 1,
577 $ zero, work, 1 )
578 tmpii = ddot( n, work, 1, vl( 1, ks+1 ), 1 )
579 tmpir = ddot( n, work, 1, vl( 1, ks ), 1 )
580 uhbv = tmprr + tmpii
581 uhbvi = tmpir - tmpri
582 uhav = dlapy2( uhav, uhavi )
583 uhbv = dlapy2( uhbv, uhbvi )
584 cond = dlapy2( uhav, uhbv )
585 s( ks ) = cond / ( rnrm*lnrm )
586 s( ks+1 ) = s( ks )
587*
588 ELSE
589*
590* Real eigenvalue.
591*
592 rnrm = dnrm2( n, vr( 1, ks ), 1 )
593 lnrm = dnrm2( n, vl( 1, ks ), 1 )
594 CALL dgemv( 'N', n, n, one, a, lda, vr( 1, ks ), 1,
595 $ zero,
596 $ work, 1 )
597 uhav = ddot( n, work, 1, vl( 1, ks ), 1 )
598 CALL dgemv( 'N', n, n, one, b, ldb, vr( 1, ks ), 1,
599 $ zero,
600 $ work, 1 )
601 uhbv = ddot( n, work, 1, vl( 1, ks ), 1 )
602 cond = dlapy2( uhav, uhbv )
603 IF( cond.EQ.zero ) THEN
604 s( ks ) = -one
605 ELSE
606 s( ks ) = cond / ( rnrm*lnrm )
607 END IF
608 END IF
609 END IF
610*
611 IF( wantdf ) THEN
612 IF( n.EQ.1 ) THEN
613 dif( ks ) = dlapy2( a( 1, 1 ), b( 1, 1 ) )
614 GO TO 20
615 END IF
616*
617* Estimate the reciprocal condition number of the k-th
618* eigenvectors.
619 IF( pair ) THEN
620*
621* Copy the 2-by 2 pencil beginning at (A(k,k), B(k, k)).
622* Compute the eigenvalue(s) at position K.
623*
624 work( 1 ) = a( k, k )
625 work( 2 ) = a( k+1, k )
626 work( 3 ) = a( k, k+1 )
627 work( 4 ) = a( k+1, k+1 )
628 work( 5 ) = b( k, k )
629 work( 6 ) = b( k+1, k )
630 work( 7 ) = b( k, k+1 )
631 work( 8 ) = b( k+1, k+1 )
632 CALL dlag2( work, 2, work( 5 ), 2, smlnum*eps, beta,
633 $ dummy1( 1 ), alphar, dummy( 1 ), alphai )
634 alprqt = one
635 c1 = two*( alphar*alphar+alphai*alphai+beta*beta )
636 c2 = four*beta*beta*alphai*alphai
637 root1 = c1 + sqrt( c1*c1-4.0d0*c2 )
638 root1 = root1 / two
639 root2 = c2 / root1
640 cond = min( sqrt( root1 ), sqrt( root2 ) )
641 END IF
642*
643* Copy the matrix (A, B) to the array WORK and swap the
644* diagonal block beginning at A(k,k) to the (1,1) position.
645*
646 CALL dlacpy( 'Full', n, n, a, lda, work, n )
647 CALL dlacpy( 'Full', n, n, b, ldb, work( n*n+1 ), n )
648 ifst = k
649 ilst = 1
650*
651 CALL dtgexc( .false., .false., n, work, n, work( n*n+1 ),
652 $ n,
653 $ dummy, 1, dummy1, 1, ifst, ilst,
654 $ work( n*n*2+1 ), lwork-2*n*n, ierr )
655*
656 IF( ierr.GT.0 ) THEN
657*
658* Ill-conditioned problem - swap rejected.
659*
660 dif( ks ) = zero
661 ELSE
662*
663* Reordering successful, solve generalized Sylvester
664* equation for R and L,
665* A22 * R - L * A11 = A12
666* B22 * R - L * B11 = B12,
667* and compute estimate of Difl((A11,B11), (A22, B22)).
668*
669 n1 = 1
670 IF( work( 2 ).NE.zero )
671 $ n1 = 2
672 n2 = n - n1
673 IF( n2.EQ.0 ) THEN
674 dif( ks ) = cond
675 ELSE
676 i = n*n + 1
677 iz = 2*n*n + 1
678 CALL dtgsyl( 'N', difdri, n2, n1,
679 $ work( n*n1+n1+1 ),
680 $ n, work, n, work( n1+1 ), n,
681 $ work( n*n1+n1+i ), n, work( i ), n,
682 $ work( n1+i ), n, scale, dif( ks ),
683 $ work( iz+1 ), lwork-2*n*n, iwork, ierr )
684*
685 IF( pair )
686 $ dif( ks ) = min( max( one, alprqt )*dif( ks ),
687 $ cond )
688 END IF
689 END IF
690 IF( pair )
691 $ dif( ks+1 ) = dif( ks )
692 END IF
693 IF( pair )
694 $ ks = ks + 1
695*
696 20 CONTINUE
697 work( 1 ) = lwmin
698 RETURN
699*
700* End of DTGSNA
701*
702 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
DGEMV
Definition dgemv.f:158
subroutine dlacpy(uplo, m, n, a, lda, b, ldb)
DLACPY copies all or part of one two-dimensional array to another.
Definition dlacpy.f:101
subroutine dlag2(a, lda, b, ldb, safmin, scale1, scale2, wr1, wr2, wi)
DLAG2 computes the eigenvalues of a 2-by-2 generalized eigenvalue problem, with scaling as necessary ...
Definition dlag2.f:154
subroutine dtgexc(wantq, wantz, n, a, lda, b, ldb, q, ldq, z, ldz, ifst, ilst, work, lwork, info)
DTGEXC
Definition dtgexc.f:218
subroutine dtgsna(job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr, ldvr, s, dif, mm, m, work, lwork, iwork, info)
DTGSNA
Definition dtgsna.f:379
subroutine dtgsyl(trans, ijob, m, n, a, lda, b, ldb, c, ldc, d, ldd, e, lde, f, ldf, scale, dif, work, lwork, iwork, info)
DTGSYL
Definition dtgsyl.f:298