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NAME

       dtgsna.f -

SYNOPSIS

   Functions/Subroutines
       subroutine dtgsna (JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM,
           M, WORK, LWORK, IWORK, INFO)
           DTGSNA

Function/Subroutine Documentation

   subroutine dtgsna (characterJOB, characterHOWMNY, logical, dimension( * )SELECT, integerN,
       double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, *
       )B, integerLDB, double precision, dimension( ldvl, * )VL, integerLDVL, double precision,
       dimension( ldvr, * )VR, integerLDVR, double precision, dimension( * )S, double precision,
       dimension( * )DIF, integerMM, integerM, double precision, dimension( * )WORK,
       integerLWORK, integer, dimension( * )IWORK, integerINFO)
       DTGSNA

       Purpose:

            DTGSNA estimates reciprocal condition numbers for specified
            eigenvalues and/or eigenvectors of a matrix pair (A, B) in
            generalized real Schur canonical form (or of any matrix pair
            (Q*A*Z**T, Q*B*Z**T) with orthogonal matrices Q and Z, where
            Z**T denotes the transpose of Z.

            (A, B) must be in generalized real Schur form (as returned by DGGES),
            i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
            blocks. B is upper triangular.

       Parameters:
           JOB

                     JOB is CHARACTER*1
                     Specifies whether condition numbers are required for
                     eigenvalues (S) or eigenvectors (DIF):
                     = 'E': for eigenvalues only (S);
                     = 'V': for eigenvectors only (DIF);
                     = 'B': for both eigenvalues and eigenvectors (S and DIF).

           HOWMNY

                     HOWMNY is CHARACTER*1
                     = 'A': compute condition numbers for all eigenpairs;
                     = 'S': compute condition numbers for selected eigenpairs
                            specified by the array SELECT.

           SELECT

                     SELECT is LOGICAL array, dimension (N)
                     If HOWMNY = 'S', SELECT specifies the eigenpairs for which
                     condition numbers are required. To select condition numbers
                     for the eigenpair corresponding to a real eigenvalue w(j),
                     SELECT(j) must be set to .TRUE.. To select condition numbers
                     corresponding to a complex conjugate pair of eigenvalues w(j)
                     and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
                     set to .TRUE..
                     If HOWMNY = 'A', SELECT is not referenced.

           N

                     N is INTEGER
                     The order of the square matrix pair (A, B). N >= 0.

           A

                     A is DOUBLE PRECISION array, dimension (LDA,N)
                     The upper quasi-triangular matrix A in the pair (A,B).

           LDA

                     LDA is INTEGER
                     The leading dimension of the array A. LDA >= max(1,N).

           B

                     B is DOUBLE PRECISION array, dimension (LDB,N)
                     The upper triangular matrix B in the pair (A,B).

           LDB

                     LDB is INTEGER
                     The leading dimension of the array B. LDB >= max(1,N).

           VL

                     VL is DOUBLE PRECISION array, dimension (LDVL,M)
                     If JOB = 'E' or 'B', VL must contain left eigenvectors of
                     (A, B), corresponding to the eigenpairs specified by HOWMNY
                     and SELECT. The eigenvectors must be stored in consecutive
                     columns of VL, as returned by DTGEVC.
                     If JOB = 'V', VL is not referenced.

           LDVL

                     LDVL is INTEGER
                     The leading dimension of the array VL. LDVL >= 1.
                     If JOB = 'E' or 'B', LDVL >= N.

           VR

                     VR is DOUBLE PRECISION array, dimension (LDVR,M)
                     If JOB = 'E' or 'B', VR must contain right eigenvectors of
                     (A, B), corresponding to the eigenpairs specified by HOWMNY
                     and SELECT. The eigenvectors must be stored in consecutive
                     columns ov VR, as returned by DTGEVC.
                     If JOB = 'V', VR is not referenced.

           LDVR

                     LDVR is INTEGER
                     The leading dimension of the array VR. LDVR >= 1.
                     If JOB = 'E' or 'B', LDVR >= N.

           S

                     S is 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. For a complex conjugate pair of eigenvalues two
                     consecutive elements of S are set to the same value. Thus
                     S(j), DIF(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.

           DIF

                     DIF is 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. For a complex eigenvector two
                     consecutive elements of DIF are set to the same value. If
                     the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
                     is set to 0; this can only occur when the true value would be
                     very small anyway.
                     If JOB = 'E', DIF is not referenced.

           MM

                     MM is INTEGER
                     The number of elements in the arrays S and DIF. MM >= M.

           M

                     M is INTEGER
                     The number of elements of the arrays S and DIF used to store
                     the specified condition numbers; for each selected real
                     eigenvalue one element is used, and for each selected complex
                     conjugate pair of eigenvalues, two elements are used.
                     If HOWMNY = 'A', M is set to N.

           WORK

                     WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
                     On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

           LWORK

                     LWORK is INTEGER
                     The dimension of the array WORK. LWORK >= max(1,N).
                     If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.

                     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.

           IWORK

                     IWORK is INTEGER array, dimension (N + 6)
                     If JOB = 'E', IWORK is not referenced.

           INFO

                     INFO is INTEGER
                     =0: Successful exit
                     <0: If INFO = -i, the i-th argument had an illegal value

       Author:
           Univ. of Tennessee

           Univ. of California Berkeley

           Univ. of Colorado Denver

           NAG Ltd.

       Date:
           November 2011

       Further Details:

             The reciprocal of the condition number of a generalized eigenvalue
             w = (a, b) is defined as

                  S(w) = (|u**TAv|**2 + |u**TBv|**2)**(1/2) / (norm(u)*norm(v))

             where u and v are the left and right eigenvectors of (A, B)
             corresponding to w; |z| denotes the absolute value of the complex
             number, and norm(u) denotes the 2-norm of the vector u.
             The pair (a, b) corresponds to an eigenvalue w = a/b (= u**TAv/u**TBv)
             of the matrix pair (A, B). If both a and b equal zero, then (A B) is
             singular and S(I) = -1 is returned.

             An approximate error bound on the chordal distance between the i-th
             computed generalized eigenvalue w and the corresponding exact
             eigenvalue lambda is

                  chord(w, lambda) <= EPS * norm(A, B) / S(I)

             where EPS is the machine precision.

             The reciprocal of the condition number DIF(i) of right eigenvector u
             and left eigenvector v corresponding to the generalized eigenvalue w
             is defined as follows:

             a) If the i-th eigenvalue w = (a,b) is real

                Suppose U and V are orthogonal transformations such that

                         U**T*(A, B)*V  = (S, T) = ( a   *  ) ( b  *  )  1
                                                   ( 0  S22 ),( 0 T22 )  n-1
                                                     1  n-1     1 n-1

                Then the reciprocal condition number DIF(i) is

                           Difl((a, b), (S22, T22)) = sigma-min( Zl ),

                where sigma-min(Zl) denotes the smallest singular value of the
                2(n-1)-by-2(n-1) matrix

                    Zl = [ kron(a, In-1)  -kron(1, S22) ]
                         [ kron(b, In-1)  -kron(1, T22) ] .

                Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
                Kronecker product between the matrices X and Y.

                Note that if the default method for computing DIF(i) is wanted
                (see DLATDF), then the parameter DIFDRI (see below) should be
                changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
                See DTGSYL for more details.

             b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,

                Suppose U and V are orthogonal transformations such that

                         U**T*(A, B)*V = (S, T) = ( S11  *   ) ( T11  *  )  2
                                                  ( 0    S22 ),( 0    T22) n-2
                                                    2    n-2     2    n-2

                and (S11, T11) corresponds to the complex conjugate eigenvalue
                pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
                that

                  U1**T*S11*V1 = ( s11 s12 ) and U1**T*T11*V1 = ( t11 t12 )
                                 (  0  s22 )                    (  0  t22 )

                where the generalized eigenvalues w = s11/t11 and
                conjg(w) = s22/t22.

                Then the reciprocal condition number DIF(i) is bounded by

                    min( d1, max( 1, |real(s11)/real(s22)| )*d2 )

                where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
                Z1 is the complex 2-by-2 matrix

                         Z1 =  [ s11  -s22 ]
                               [ t11  -t22 ],

                This is done by computing (using real arithmetic) the
                roots of the characteristical polynomial det(Z1**T * Z1 - lambda I),
                where Z1**T denotes the transpose of Z1 and det(X) denotes
                the determinant of X.

                and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
                upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)

                         Z2 = [ kron(S11**T, In-2)  -kron(I2, S22) ]
                              [ kron(T11**T, In-2)  -kron(I2, T22) ]

                Note that if the default method for computing DIF is wanted (see
                DLATDF), then the parameter DIFDRI (see below) should be changed
                from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
                for more details.

             For each eigenvalue/vector specified by SELECT, DIF stores a
             Frobenius norm-based estimate of Difl.

             An approximate error bound for the i-th computed eigenvector VL(i) or
             VR(i) is given by

                        EPS * norm(A, B) / DIF(i).

             See ref. [2-3] for more details and further references.

       Contributors:
           Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901
           87 Umea, Sweden.

       References:

             [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
                 Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
                 M.S. Moonen et al (eds), Linear Algebra for Large Scale and
                 Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.

             [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
                 Eigenvalues of a Regular Matrix Pair (A, B) and Condition
                 Estimation: Theory, Algorithms and Software,
                 Report UMINF - 94.04, Department of Computing Science, Umea
                 University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
                 Note 87. To appear in Numerical Algorithms, 1996.

             [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
                 for Solving the Generalized Sylvester Equation and Estimating the
                 Separation between Regular Matrix Pairs, Report UMINF - 93.23,
                 Department of Computing Science, Umea University, S-901 87 Umea,
                 Sweden, December 1993, Revised April 1994, Also as LAPACK Working
                 Note 75.  To appear in ACM Trans. on Math. Software, Vol 22,
                 No 1, 1996.

       Definition at line 380 of file dtgsna.f.

Author

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