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Diffstat (limited to '2.3-1/src/fortran/lapack/ztrsen.f')
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diff --git a/2.3-1/src/fortran/lapack/ztrsen.f b/2.3-1/src/fortran/lapack/ztrsen.f new file mode 100644 index 00000000..a07a22f6 --- /dev/null +++ b/2.3-1/src/fortran/lapack/ztrsen.f @@ -0,0 +1,359 @@ + SUBROUTINE ZTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, + $ SEP, WORK, LWORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. +* +* .. Scalar Arguments .. + CHARACTER COMPQ, JOB + INTEGER INFO, LDQ, LDT, LWORK, M, N + DOUBLE PRECISION S, SEP +* .. +* .. Array Arguments .. + LOGICAL SELECT( * ) + COMPLEX*16 Q( LDQ, * ), T( LDT, * ), W( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* ZTRSEN reorders the Schur factorization of a complex matrix +* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in +* the leading positions on the diagonal of the upper triangular matrix +* T, and the leading columns of Q form an orthonormal basis of the +* corresponding right invariant subspace. +* +* Optionally the routine computes the reciprocal condition numbers of +* the cluster of eigenvalues and/or the invariant subspace. +* +* Arguments +* ========= +* +* JOB (input) CHARACTER*1 +* Specifies whether condition numbers are required for the +* cluster of eigenvalues (S) or the invariant subspace (SEP): +* = 'N': none; +* = 'E': for eigenvalues only (S); +* = 'V': for invariant subspace only (SEP); +* = 'B': for both eigenvalues and invariant subspace (S and +* SEP). +* +* COMPQ (input) CHARACTER*1 +* = 'V': update the matrix Q of Schur vectors; +* = 'N': do not update Q. +* +* SELECT (input) LOGICAL array, dimension (N) +* SELECT specifies the eigenvalues in the selected cluster. To +* select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. +* +* N (input) INTEGER +* The order of the matrix T. N >= 0. +* +* T (input/output) COMPLEX*16 array, dimension (LDT,N) +* On entry, the upper triangular matrix T. +* On exit, T is overwritten by the reordered matrix T, with the +* selected eigenvalues as the leading diagonal elements. +* +* LDT (input) INTEGER +* The leading dimension of the array T. LDT >= max(1,N). +* +* Q (input/output) COMPLEX*16 array, dimension (LDQ,N) +* On entry, if COMPQ = 'V', the matrix Q of Schur vectors. +* On exit, if COMPQ = 'V', Q has been postmultiplied by the +* unitary transformation matrix which reorders T; the leading M +* columns of Q form an orthonormal basis for the specified +* invariant subspace. +* If COMPQ = 'N', Q is not referenced. +* +* LDQ (input) INTEGER +* The leading dimension of the array Q. +* LDQ >= 1; and if COMPQ = 'V', LDQ >= N. +* +* W (output) COMPLEX*16 array, dimension (N) +* The reordered eigenvalues of T, in the same order as they +* appear on the diagonal of T. +* +* M (output) INTEGER +* The dimension of the specified invariant subspace. +* 0 <= M <= N. +* +* S (output) DOUBLE PRECISION +* If JOB = 'E' or 'B', S is a lower bound on the reciprocal +* condition number for the selected cluster of eigenvalues. +* S cannot underestimate the true reciprocal condition number +* by more than a factor of sqrt(N). If M = 0 or N, S = 1. +* If JOB = 'N' or 'V', S is not referenced. +* +* SEP (output) DOUBLE PRECISION +* If JOB = 'V' or 'B', SEP is the estimated reciprocal +* condition number of the specified invariant subspace. If +* M = 0 or N, SEP = norm(T). +* If JOB = 'N' or 'E', SEP is not referenced. +* +* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. +* If JOB = 'N', LWORK >= 1; +* if JOB = 'E', LWORK = max(1,M*(N-M)); +* if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)). +* +* 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. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* Further Details +* =============== +* +* ZTRSEN first collects the selected eigenvalues by computing a unitary +* transformation Z to move them to the top left corner of T. In other +* words, the selected eigenvalues are the eigenvalues of T11 in: +* +* Z'*T*Z = ( T11 T12 ) n1 +* ( 0 T22 ) n2 +* n1 n2 +* +* where N = n1+n2 and Z' means the conjugate transpose of Z. The first +* n1 columns of Z span the specified invariant subspace of T. +* +* If T has been obtained from the Schur factorization of a matrix +* A = Q*T*Q', then the reordered Schur factorization of A is given by +* A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the +* corresponding invariant subspace of A. +* +* The reciprocal condition number of the average of the eigenvalues of +* T11 may be returned in S. S lies between 0 (very badly conditioned) +* and 1 (very well conditioned). It is computed as follows. First we +* compute R so that +* +* P = ( I R ) n1 +* ( 0 0 ) n2 +* n1 n2 +* +* is the projector on the invariant subspace associated with T11. +* R is the solution of the Sylvester equation: +* +* T11*R - R*T22 = T12. +* +* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote +* the two-norm of M. Then S is computed as the lower bound +* +* (1 + F-norm(R)**2)**(-1/2) +* +* on the reciprocal of 2-norm(P), the true reciprocal condition number. +* S cannot underestimate 1 / 2-norm(P) by more than a factor of +* sqrt(N). +* +* An approximate error bound for the computed average of the +* eigenvalues of T11 is +* +* EPS * norm(T) / S +* +* where EPS is the machine precision. +* +* The reciprocal condition number of the right invariant subspace +* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. +* SEP is defined as the separation of T11 and T22: +* +* sep( T11, T22 ) = sigma-min( C ) +* +* where sigma-min(C) is the smallest singular value of the +* n1*n2-by-n1*n2 matrix +* +* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) +* +* I(m) is an m by m identity matrix, and kprod denotes the Kronecker +* product. We estimate sigma-min(C) by the reciprocal of an estimate of +* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) +* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). +* +* When SEP is small, small changes in T can cause large changes in +* the invariant subspace. An approximate bound on the maximum angular +* error in the computed right invariant subspace is +* +* EPS * norm(T) / SEP +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL LQUERY, WANTBH, WANTQ, WANTS, WANTSP + INTEGER IERR, K, KASE, KS, LWMIN, N1, N2, NN + DOUBLE PRECISION EST, RNORM, SCALE +* .. +* .. Local Arrays .. + INTEGER ISAVE( 3 ) + DOUBLE PRECISION RWORK( 1 ) +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION ZLANGE + EXTERNAL LSAME, ZLANGE +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZLACN2, ZLACPY, ZTREXC, ZTRSYL +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, SQRT +* .. +* .. Executable Statements .. +* +* Decode and test the input parameters. +* + WANTBH = LSAME( JOB, 'B' ) + WANTS = LSAME( JOB, 'E' ) .OR. WANTBH + WANTSP = LSAME( JOB, 'V' ) .OR. WANTBH + WANTQ = LSAME( COMPQ, 'V' ) +* +* Set M to the number of selected eigenvalues. +* + M = 0 + DO 10 K = 1, N + IF( SELECT( K ) ) + $ M = M + 1 + 10 CONTINUE +* + N1 = M + N2 = N - M + NN = N1*N2 +* + INFO = 0 + LQUERY = ( LWORK.EQ.-1 ) +* + IF( WANTSP ) THEN + LWMIN = MAX( 1, 2*NN ) + ELSE IF( LSAME( JOB, 'N' ) ) THEN + LWMIN = 1 + ELSE IF( LSAME( JOB, 'E' ) ) THEN + LWMIN = MAX( 1, NN ) + END IF +* + IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.WANTS .AND. .NOT.WANTSP ) + $ THEN + INFO = -1 + ELSE IF( .NOT.LSAME( COMPQ, 'N' ) .AND. .NOT.WANTQ ) THEN + INFO = -2 + ELSE IF( N.LT.0 ) THEN + INFO = -4 + ELSE IF( LDT.LT.MAX( 1, N ) ) THEN + INFO = -6 + ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN + INFO = -8 + ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN + INFO = -14 + END IF +* + IF( INFO.EQ.0 ) THEN + WORK( 1 ) = LWMIN + END IF +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZTRSEN', -INFO ) + RETURN + ELSE IF( LQUERY ) THEN + RETURN + END IF +* +* Quick return if possible +* + IF( M.EQ.N .OR. M.EQ.0 ) THEN + IF( WANTS ) + $ S = ONE + IF( WANTSP ) + $ SEP = ZLANGE( '1', N, N, T, LDT, RWORK ) + GO TO 40 + END IF +* +* Collect the selected eigenvalues at the top left corner of T. +* + KS = 0 + DO 20 K = 1, N + IF( SELECT( K ) ) THEN + KS = KS + 1 +* +* Swap the K-th eigenvalue to position KS. +* + IF( K.NE.KS ) + $ CALL ZTREXC( COMPQ, N, T, LDT, Q, LDQ, K, KS, IERR ) + END IF + 20 CONTINUE +* + IF( WANTS ) THEN +* +* Solve the Sylvester equation for R: +* +* T11*R - R*T22 = scale*T12 +* + CALL ZLACPY( 'F', N1, N2, T( 1, N1+1 ), LDT, WORK, N1 ) + CALL ZTRSYL( 'N', 'N', -1, N1, N2, T, LDT, T( N1+1, N1+1 ), + $ LDT, WORK, N1, SCALE, IERR ) +* +* Estimate the reciprocal of the condition number of the cluster +* of eigenvalues. +* + RNORM = ZLANGE( 'F', N1, N2, WORK, N1, RWORK ) + IF( RNORM.EQ.ZERO ) THEN + S = ONE + ELSE + S = SCALE / ( SQRT( SCALE*SCALE / RNORM+RNORM )* + $ SQRT( RNORM ) ) + END IF + END IF +* + IF( WANTSP ) THEN +* +* Estimate sep(T11,T22). +* + EST = ZERO + KASE = 0 + 30 CONTINUE + CALL ZLACN2( NN, WORK( NN+1 ), WORK, EST, KASE, ISAVE ) + IF( KASE.NE.0 ) THEN + IF( KASE.EQ.1 ) THEN +* +* Solve T11*R - R*T22 = scale*X. +* + CALL ZTRSYL( 'N', 'N', -1, N1, N2, T, LDT, + $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE, + $ IERR ) + ELSE +* +* Solve T11'*R - R*T22' = scale*X. +* + CALL ZTRSYL( 'C', 'C', -1, N1, N2, T, LDT, + $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE, + $ IERR ) + END IF + GO TO 30 + END IF +* + SEP = SCALE / EST + END IF +* + 40 CONTINUE +* +* Copy reordered eigenvalues to W. +* + DO 50 K = 1, N + W( K ) = T( K, K ) + 50 CONTINUE +* + WORK( 1 ) = LWMIN +* + RETURN +* +* End of ZTRSEN +* + END |