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---
:name: ctgsna
:md5sum: e17266654acf82fe202bcab72adebbe1
:category: :subroutine
:arguments:
- job:
:type: char
:intent: input
- howmny:
:type: char
:intent: input
- select:
:type: logical
:intent: input
:dims:
- n
- n:
:type: integer
:intent: input
- a:
:type: complex
:intent: input
:dims:
- lda
- n
- lda:
:type: integer
:intent: input
- b:
:type: complex
:intent: input
:dims:
- ldb
- n
- ldb:
:type: integer
:intent: input
- vl:
:type: complex
:intent: input
:dims:
- ldvl
- m
- ldvl:
:type: integer
:intent: input
- vr:
:type: complex
:intent: input
:dims:
- ldvr
- m
- ldvr:
:type: integer
:intent: input
- s:
:type: real
:intent: output
:dims:
- mm
- dif:
:type: real
:intent: output
:dims:
- mm
- mm:
:type: integer
:intent: input
- m:
:type: integer
:intent: output
- work:
:type: complex
:intent: output
:dims:
- MAX(1,lwork)
- lwork:
:type: integer
:intent: input
:option: true
:default: "(lsame_(&job,\"V\")||lsame_(&job,\"B\")) ? 2*n*n : n"
- iwork:
:type: integer
:intent: workspace
:dims:
- "lsame_(&job,\"E\") ? 0 : n+2"
- info:
:type: integer
:intent: output
:substitutions:
mm: m
:fortran_help: " SUBROUTINE CTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO )\n\n\
* Purpose\n\
* =======\n\
*\n\
* CTGSNA estimates reciprocal condition numbers for specified\n\
* eigenvalues and/or eigenvectors of a matrix pair (A, B).\n\
*\n\
* (A, B) must be in generalized Schur canonical form, that is, A and\n\
* B are both upper triangular.\n\
*\n\n\
* Arguments\n\
* =========\n\
*\n\
* JOB (input) CHARACTER*1\n\
* Specifies whether condition numbers are required for\n\
* eigenvalues (S) or eigenvectors (DIF):\n\
* = 'E': for eigenvalues only (S);\n\
* = 'V': for eigenvectors only (DIF);\n\
* = 'B': for both eigenvalues and eigenvectors (S and DIF).\n\
*\n\
* HOWMNY (input) CHARACTER*1\n\
* = 'A': compute condition numbers for all eigenpairs;\n\
* = 'S': compute condition numbers for selected eigenpairs\n\
* specified by the array SELECT.\n\
*\n\
* SELECT (input) LOGICAL array, dimension (N)\n\
* If HOWMNY = 'S', SELECT specifies the eigenpairs for which\n\
* condition numbers are required. To select condition numbers\n\
* for the corresponding j-th eigenvalue and/or eigenvector,\n\
* SELECT(j) must be set to .TRUE..\n\
* If HOWMNY = 'A', SELECT is not referenced.\n\
*\n\
* N (input) INTEGER\n\
* The order of the square matrix pair (A, B). N >= 0.\n\
*\n\
* A (input) COMPLEX array, dimension (LDA,N)\n\
* The upper triangular matrix A in the pair (A,B).\n\
*\n\
* LDA (input) INTEGER\n\
* The leading dimension of the array A. LDA >= max(1,N).\n\
*\n\
* B (input) COMPLEX array, dimension (LDB,N)\n\
* The upper triangular matrix B in the pair (A, B).\n\
*\n\
* LDB (input) INTEGER\n\
* The leading dimension of the array B. LDB >= max(1,N).\n\
*\n\
* VL (input) COMPLEX array, dimension (LDVL,M)\n\
* IF JOB = 'E' or 'B', VL must contain left eigenvectors of\n\
* (A, B), corresponding to the eigenpairs specified by HOWMNY\n\
* and SELECT. The eigenvectors must be stored in consecutive\n\
* columns of VL, as returned by CTGEVC.\n\
* If JOB = 'V', VL is not referenced.\n\
*\n\
* LDVL (input) INTEGER\n\
* The leading dimension of the array VL. LDVL >= 1; and\n\
* If JOB = 'E' or 'B', LDVL >= N.\n\
*\n\
* VR (input) COMPLEX array, dimension (LDVR,M)\n\
* IF JOB = 'E' or 'B', VR must contain right eigenvectors of\n\
* (A, B), corresponding to the eigenpairs specified by HOWMNY\n\
* and SELECT. The eigenvectors must be stored in consecutive\n\
* columns of VR, as returned by CTGEVC.\n\
* If JOB = 'V', VR is not referenced.\n\
*\n\
* LDVR (input) INTEGER\n\
* The leading dimension of the array VR. LDVR >= 1;\n\
* If JOB = 'E' or 'B', LDVR >= N.\n\
*\n\
* S (output) REAL array, dimension (MM)\n\
* If JOB = 'E' or 'B', the reciprocal condition numbers of the\n\
* selected eigenvalues, stored in consecutive elements of the\n\
* array.\n\
* If JOB = 'V', S is not referenced.\n\
*\n\
* DIF (output) REAL array, dimension (MM)\n\
* If JOB = 'V' or 'B', the estimated reciprocal condition\n\
* numbers of the selected eigenvectors, stored in consecutive\n\
* elements of the array.\n\
* If the eigenvalues cannot be reordered to compute DIF(j),\n\
* DIF(j) is set to 0; this can only occur when the true value\n\
* would be very small anyway.\n\
* For each eigenvalue/vector specified by SELECT, DIF stores\n\
* a Frobenius norm-based estimate of Difl.\n\
* If JOB = 'E', DIF is not referenced.\n\
*\n\
* MM (input) INTEGER\n\
* The number of elements in the arrays S and DIF. MM >= M.\n\
*\n\
* M (output) INTEGER\n\
* The number of elements of the arrays S and DIF used to store\n\
* the specified condition numbers; for each selected eigenvalue\n\
* one element is used. If HOWMNY = 'A', M is set to N.\n\
*\n\
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))\n\
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n\
*\n\
* LWORK (input) INTEGER\n\
* The dimension of the array WORK. LWORK >= max(1,N).\n\
* If JOB = 'V' or 'B', LWORK >= max(1,2*N*N).\n\
*\n\
* IWORK (workspace) INTEGER array, dimension (N+2)\n\
* If JOB = 'E', IWORK is not referenced.\n\
*\n\
* INFO (output) INTEGER\n\
* = 0: Successful exit\n\
* < 0: If INFO = -i, the i-th argument had an illegal value\n\
*\n\n\
* Further Details\n\
* ===============\n\
*\n\
* The reciprocal of the condition number of the i-th generalized\n\
* eigenvalue w = (a, b) is defined as\n\
*\n\
* S(I) = (|v'Au|**2 + |v'Bu|**2)**(1/2) / (norm(u)*norm(v))\n\
*\n\
* where u and v are the right and left eigenvectors of (A, B)\n\
* corresponding to w; |z| denotes the absolute value of the complex\n\
* number, and norm(u) denotes the 2-norm of the vector u. The pair\n\
* (a, b) corresponds to an eigenvalue w = a/b (= v'Au/v'Bu) of the\n\
* matrix pair (A, B). If both a and b equal zero, then (A,B) is\n\
* singular and S(I) = -1 is returned.\n\
*\n\
* An approximate error bound on the chordal distance between the i-th\n\
* computed generalized eigenvalue w and the corresponding exact\n\
* eigenvalue lambda is\n\
*\n\
* chord(w, lambda) <= EPS * norm(A, B) / S(I),\n\
*\n\
* where EPS is the machine precision.\n\
*\n\
* The reciprocal of the condition number of the right eigenvector u\n\
* and left eigenvector v corresponding to the generalized eigenvalue w\n\
* is defined as follows. Suppose\n\
*\n\
* (A, B) = ( a * ) ( b * ) 1\n\
* ( 0 A22 ),( 0 B22 ) n-1\n\
* 1 n-1 1 n-1\n\
*\n\
* Then the reciprocal condition number DIF(I) is\n\
*\n\
* Difl[(a, b), (A22, B22)] = sigma-min( Zl )\n\
*\n\
* where sigma-min(Zl) denotes the smallest singular value of\n\
*\n\
* Zl = [ kron(a, In-1) -kron(1, A22) ]\n\
* [ kron(b, In-1) -kron(1, B22) ].\n\
*\n\
* Here In-1 is the identity matrix of size n-1 and X' is the conjugate\n\
* transpose of X. kron(X, Y) is the Kronecker product between the\n\
* matrices X and Y.\n\
*\n\
* We approximate the smallest singular value of Zl with an upper\n\
* bound. This is done by CLATDF.\n\
*\n\
* An approximate error bound for a computed eigenvector VL(i) or\n\
* VR(i) is given by\n\
*\n\
* EPS * norm(A, B) / DIF(i).\n\
*\n\
* See ref. [2-3] for more details and further references.\n\
*\n\
* Based on contributions by\n\
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,\n\
* Umea University, S-901 87 Umea, Sweden.\n\
*\n\
* References\n\
* ==========\n\
*\n\
* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the\n\
* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in\n\
* M.S. Moonen et al (eds), Linear Algebra for Large Scale and\n\
* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.\n\
*\n\
* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified\n\
* Eigenvalues of a Regular Matrix Pair (A, B) and Condition\n\
* Estimation: Theory, Algorithms and Software, Report\n\
* UMINF - 94.04, Department of Computing Science, Umea University,\n\
* S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.\n\
* To appear in Numerical Algorithms, 1996.\n\
*\n\
* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software\n\
* for Solving the Generalized Sylvester Equation and Estimating the\n\
* Separation between Regular Matrix Pairs, Report UMINF - 93.23,\n\
* Department of Computing Science, Umea University, S-901 87 Umea,\n\
* Sweden, December 1993, Revised April 1994, Also as LAPACK Working\n\
* Note 75.\n\
* To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996.\n\
*\n\
* =====================================================================\n\
*\n"
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