DTGEX2(3)
π DTGEX2(3) β Library Functions Manual π
Library Functions Manual, bestie. Letβs get into it. β¨
π NAME π
DTGEX2 is the LAPACK subroutine that swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation. The source file is /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dtgex2.f. This page is from the Library Functions Manual.
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine DTGEX2 (wantq, wantz, n, a, lda, b, ldb, q, ldq, z, ldz, j1,
n1, n2, work, lwork, info)
One-liner vibe: DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
π«Ά FUNCTION/SUBROUTINE DOCUMENTATION π«Ά
subroutine DTGEX2 (logical wantq, logical wantz, integer n, double
precision, dimension( lda, * ) a, integer lda, double precision,
dimension( ldb, * ) b, integer ldb, double precision, dimension( ldq, *
) q, integer ldq, double precision, dimension( ldz, * ) z, integer ldz,
integer j1, integer n1, integer n2, double precision, dimension( * )
work, integer lwork, integer info)
Same one-liner again, because itβs iconic: DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
β¨ PURPOSE β¨
Okay so hereβs the tea: DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22) of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair (A, B) by an orthogonal equivalence transformation. π
(A, B) must be in generalized real Schur canonical 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.
Optionally, the matrices Q and Z of generalized Schur vectors are updated.
Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
π PARAMETERS π
WANTQβLOGICAL..TRUE.: update the left transformation matrixQ;.FALSE.: do not updateQ. π«ΆWANTZβLOGICAL..TRUE.: update the right transformation matrixZ;.FALSE.: do not updateZ. π«ΆNβINTEGER. The order of the matricesAandB.N >= 0.AβDOUBLE PRECISIONarray, dimensions(LDA,N). On entry, the matrixAin the pair(A, B). On exit, the updated matrixA.LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβDOUBLE PRECISIONarray, dimensions(LDB,N). On entry, the matrixBin the pair(A, B). On exit, the updated matrixB.LDBβINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).QβDOUBLE PRECISIONarray, dimension(LDQ,N). On entry, ifWANTQ = .TRUE., the orthogonal matrixQ. On exit, the updated matrixQ. Not referenced ifWANTQ = .FALSE..LDQβINTEGER. The leading dimension of the arrayQ.LDQ >= 1. IfWANTQ = .TRUE.,LDQ >= N.ZβDOUBLE PRECISIONarray, dimension(LDZ,N). On entry, ifWANTZ =.TRUE., the orthogonal matrixZ. On exit, the updated matrixZ. Not referenced ifWANTZ = .FALSE..LDZβINTEGER. The leading dimension of the arrayZ.LDZ >= 1. IfWANTZ = .TRUE.,LDZ >= N.J1βINTEGER. The index to the first block(A11, B11).1 <= J1 <= N.N1βINTEGER. The order of the first block(A11, B11).N1 = 0, 1 or 2.N2βINTEGER. The order of the second block(A22, B22).N2 = 0, 1 or 2.WORKβDOUBLE PRECISIONarray, dimension(MAX(1,LWORK)).LWORKβINTEGER. The dimension of the arrayWORK.LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 ).INFOβINTEGER:=0: Successful exit>0: IfINFO = 1, the transformed matrix(A, B)would be too far from generalized Schur form; the blocks are not swapped and(A, B)and(Q, Z)are unchanged. The problem of swapping is too ill-conditioned.<0: IfINFO = -16:LWORKis too small. Appropriate value forLWORKis returned inWORK(1).
π AUTHOR π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
πΈ FURTHER DETAILS πΈ
In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details.
π§ CONTRIBUTORS π§
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
π REFERENCES π
- [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.
π DEFINITION π
Definition at line 219 of file dtgex2.f.
π AUTHOR (GENERATED ONE) π
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