File: ctgsna

package info (click to toggle)
ruby-lapack 1.8.1-1
  • links: PTS, VCS
  • area: main
  • in suites: bullseye, buster
  • size: 28,552 kB
  • sloc: ansic: 191,612; ruby: 3,934; makefile: 8
file content (282 lines) | stat: -rwxr-xr-x 10,137 bytes parent folder | download | duplicates (5)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
--- 
: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"