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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/ztrsen.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
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Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/ztrsen.f')
-rw-r--r-- | src/lib/lapack/ztrsen.f | 359 |
1 files changed, 0 insertions, 359 deletions
diff --git a/src/lib/lapack/ztrsen.f b/src/lib/lapack/ztrsen.f deleted file mode 100644 index a07a22f6..00000000 --- a/src/lib/lapack/ztrsen.f +++ /dev/null @@ -1,359 +0,0 @@ - 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 |