trsen(3)
π trsen(3) β Library Functions Manual β¨
πΈ NAME πΈ
trsen β trsen: reorder Schur form
β¨ SYNOPSIS β¨
Functions:
subroutine ctrsen (job, compq, select, n, t, ldt, q, ldq, w, m, s, sep,
work, lwork, info)
CTRSEN
subroutine dtrsen (job, compq, select, n, t, ldt, q, ldq, wr, wi, m, s,
sep, work, lwork, iwork, liwork, info)
DTRSEN
subroutine strsen (job, compq, select, n, t, ldt, q, ldq, wr, wi, m, s,
sep, work, lwork, iwork, liwork, info)
STRSEN
subroutine ztrsen (job, compq, select, n, t, ldt, q, ldq, w, m, s, sep,
work, lwork, info)
ZTRSEN
π«Ά Detailed Description π«Ά
okay so this is where the actual function tea lives β the function docs are right below, and they are giving very βreorder the Schur formβ main character energy. π
π§ Function Documentation π§
π CTRSEN π
subroutine ctrsen (character job, character compq, logical, dimension( * )
select, integer n, complex, dimension( ldt, * ) t, integer ldt, complex,
dimension( ldq, * ) q, integer ldq, complex, dimension( * ) w, integer
m, real s, real sep, complex, dimension( * ) work, integer lwork,
integer info)
CTRSEN β bestie, this is the complex one, and it is lowkey iconic. π¦
Purpose:
CTRSEN reorders the Schur factorization of a complex matrixA = Q*T*Q**H, so that a selected cluster of eigenvalues appears in the leading positions on the diagonal of the upper triangular matrixT, and the leading columns ofQform 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.
Parameters:
JOBβJOB is CHARACTER*1. It 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).
COMPQβCOMPQ is CHARACTER*1= 'V': update the matrix Q of Schur vectors;= 'N': do not update Q.
SELECTβSELECT is LOGICAL array, dimension (N).SELECTspecifies the eigenvalues in the selected cluster. To select the j-th eigenvalue,SELECT(j)must be set to.TRUE..NβN is INTEGER. The order of the matrixT.N >= 0.TβT is COMPLEX array, dimension (LDT,N). On entry, the upper triangular matrixT. On exit,Tis overwritten by the reordered matrixT, with the selected eigenvalues as the leading diagonal elements.LDTβLDT is INTEGER. The leading dimension of the arrayT.LDT >= max(1,N).QβQ is COMPLEX array, dimension (LDQ,N). On entry, ifCOMPQ = 'V', the matrixQof Schur vectors. On exit, ifCOMPQ = 'V',Qhas been postmultiplied by the unitary transformation matrix which reordersT; the leadingMcolumns ofQform an orthonormal basis for the specified invariant subspace. IfCOMPQ = 'N',Qis not referenced.LDQβLDQ is INTEGER. The leading dimension of the arrayQ.LDQ >= 1; and if COMPQ = 'V', LDQ >= N.WβW is COMPLEX array, dimension (N). The reordered eigenvalues ofT, in the same order as they appear on the diagonal ofT.MβM is INTEGER. The dimension of the specified invariant subspace.0 <= M <= N.SβS is REAL. IfJOB = 'E'or'B',Sis a lower bound on the reciprocal condition number for the selected cluster of eigenvalues.Scannot underestimate the true reciprocal condition number by more than a factor ofsqrt(N). IfM = 0orN,S = 1. IfJOB = 'N'or'V',Sis not referenced.SEPβSEP is REAL. IfJOB = 'V'or'B',SEPis the estimated reciprocal condition number of the specified invariant subspace. IfM = 0orN,SEP = norm(T). IfJOB = 'N'or'E',SEPis not referenced.WORKβWORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGER. The dimension of the arrayWORK.- 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
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.
INFOβINFO is INTEGER= 0: successful exit< 0: if INFO = -i, the i-th argument had an illegal value
Author:
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details:
CTRSEN first collects the selected eigenvalues by computing a unitary transformationZto move them to the top left corner ofT. In other words, the selected eigenvalues are the eigenvalues ofT11in:text Z**H * T * Z = ( T11 T12 ) n1 ( 0 T22 ) n2 n1 n2whereN = n1+n2. The firstn1columns ofZspan the specified invariant subspace ofT. IfThas been obtained from the Schur factorization of a matrixA = Q*T*Q**H, then the reordered Schur factorization ofAis given byA = (Q*Z)*(Z**H*T*Z)*(Q*Z)**H, and the firstn1columns ofQ*Zspan the corresponding invariant subspace ofA. The reciprocal condition number of the average of the eigenvalues ofT11may be returned inS.Slies between 0 (very badly conditioned) and 1 (very well conditioned). It is computed as follows. First we computeRso thattext P = ( I R ) n1 ( 0 0 ) n2 n1 n2is the projector on the invariant subspace associated withT11.Ris the solution of the Sylvester equation:text T11*R - R*T22 = T12.LetF-norm(M)denote the Frobenius-norm ofMand2-norm(M)denote the two-norm ofM. ThenSis computed as the lower boundtext (1 + F-norm(R)**2)**(-1/2)on the reciprocal of2-norm(P), the true reciprocal condition number.Scannot underestimate1 / 2-norm(P)by more than a factor ofsqrt(N). An approximate error bound for the computed average of the eigenvalues ofT11istext EPS * norm(T) / SwhereEPSis the machine precision. The reciprocal condition number of the right invariant subspace spanned by the firstn1columns ofZ(or ofQ*Z) is returned inSEP.SEPis defined as the separation ofT11andT22:text sep( T11, T22 ) = sigma-min( C )wheresigma-min(C)is the smallest singular value of then1*n2-by-n1*n2matrixtext C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) )I(m)is anmbymidentity matrix, andkproddenotes the Kronecker product. We estimatesigma-min(C)by the reciprocal of an estimate of the1-normofinverse(C). The true reciprocal1-normofinverse(C)cannot differ fromsigma-min(C)by more than a factor ofsqrt(n1*n2). WhenSEPis small, small changes inTcan cause large changes in the invariant subspace. An approximate bound on the maximum angular error in the computed right invariant subspace istext EPS * norm(T) / SEP
Definition: at line 262 of file ctrsen.f.
π DTRSEN π
subroutine dtrsen (character job, character compq, logical, dimension( * )
select, integer n, double precision, dimension( ldt, * ) t, integer ldt,
double precision, dimension( ldq, * ) q, integer ldq, double precision,
dimension( * ) wr, double precision, dimension( * ) wi, integer m,
double precision s, double precision sep, double precision, dimension( *
) work, integer lwork, integer, dimension( * ) iwork, integer liwork,
integer info)
DTRSEN β real matrix bestie, we are reordering the real Schur factorization and it is highkey slaying. π
Purpose:
DTRSEN reorders the real Schur factorization of a real matrixA = Q*T*Q**T, so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrixT, and the leading columns ofQform 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.Tmust be in Schur canonical form (as returned byDHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign.
Parameters:
JOBβJOB is CHARACTER*1. It 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).
COMPQβCOMPQ is CHARACTER*1= 'V': update the matrix Q of Schur vectors;= 'N': do not update Q.
SELECT
SELECT is a LOGICAL array, dimension (N). Itβs the VIP list for the selected cluster β the eigenvalues that actually make the cut. To select a real eigenvalue w(j), set SELECT(j) to .TRUE.. To select a complex conjugate pair of eigenvalues w(j) and w(j+1) that live in a 2-by-2 diagonal block, set either SELECT(j) or SELECT(j+1) or both to .TRUE.. But bestie, a complex conjugate pair must be either both included in the cluster or both excluded. No splitting the duo. π
N
N is INTEGER. Itβs the order of the matrix T. N >= 0.
T
T is DOUBLE PRECISION array, dimension (LDT,N).
On entry, itβs the upper quasi-triangular matrix T, in Schur canonical form.
On exit, T is overwritten by the reordered matrix T, again in Schur canonical form, with the selected eigenvalues in the leading diagonal blocks. Itβs giving a whole new arrangement, but mathematically legal. β¨
LDT
LDT is INTEGER. Itβs the leading dimension of the array T. LDT >= max(1,N).
Q
Q is DOUBLE PRECISION array, dimension (LDQ,N).
On entry, if COMPQ = 'V', this is the matrix Q of Schur vectors.
On exit, if COMPQ = 'V', Q has been postmultiplied by the orthogonal 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. Not me checking Q when COMPQ = 'N' β itβs literally not invited. π
LDQ
LDQ is INTEGER. Itβs the leading dimension of the array Q.
LDQ >= 1; and if COMPQ = 'V', LDQ >= N.
WR
WR is DOUBLE PRECISION array, dimension (N).
WI
WI is DOUBLE PRECISION array, dimension (N).
WR and WI hold the real and imaginary parts, respectively, of the reordered eigenvalues of T. The eigenvalues are stored in the same order as on the diagonal of T, with WR(i) = T(i,i) and, if T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and WI(i+1) = -WI(i).
Note that if a complex eigenvalue is sufficiently ill-conditioned, then its value may differ significantly from its value before reordering. Thatβs the chaotic part. π
M
M is INTEGER. Itβs the dimension of the specified invariant subspace. 0 < = M <= N.
S
S is 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
SEP is 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
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER. Itβs the dimension of the array WORK.
If JOB = 'N', LWORK >= max(1,N); 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. Itβs a little sneak peek, not a full run. π
IWORK
IWORK is INTEGER array, dimension (MAX(1,LIWORK)).
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER. Itβs the dimension of the array IWORK.
If JOB = 'N' or 'E', LIWORK >= 1; if JOB = 'V' or 'B', LIWORK >= max(1,M*(N-M)).
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
INFO
INFO is INTEGER.
= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value= 1: reordering ofTfailed because some eigenvalues are too close to separate (the problem is very ill-conditioned);Tmay have been partially reordered, andWRandWIcontain the eigenvalues in the same order as inT;SandSEP(if requested) are set to zero
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details
DTRSEN first collects the selected eigenvalues by computing an orthogonal 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 * T * Z = ( T11 T12 ) n1
( 0 T22 ) n2
n1 n2
where N = n1+n2 and Z**T means the transpose of Z. The first n1 columns of Z span the specified invariant subspace of T.
If T has been obtained from the real Schur factorization of a matrix A = Q*T*Q**T, then the reordered real Schur factorization of A is given by A = (Q*Z)*(Z**T*T*Z)*(Q*Z)**T, 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
Definition at line 311 of file dtrsen.f.
subroutine strsen (character job, character compq, logical, dimension( * )
select, integer n, real, dimension( ldt, * ) t, integer ldt, real,
dimension( ldq, * ) q, integer ldq, real, dimension( * ) wr, real,
dimension( * ) wi, integer m, real s, real sep, real, dimension( * )
work, integer lwork, integer, dimension( * ) iwork, integer liwork,
integer info)
π STRSEN
Purpose
STRSEN reorders the real Schur factorization of a real matrix A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-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.
T must be in Schur canonical form (as returned by SHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. This is the structure check, bestie β donβt skip it. π«Ά
Parameters
JOB is CHARACTER*1. It 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 (SandSEP).
COMPQ is CHARACTER*1.
= 'V': update the matrixQof Schur vectors;= 'N': do not updateQ.
SELECT
Like, to select a complex conjugate pair of eigenvalues w(j) and w(j+1) β that's a 2-by-2 diagonal block, bestie, keep up π«Ά β then either SELECT(j) or SELECT(j+1) or literally both have to be set to .TRUE.. And a complex conjugate pair of eigenvalues must be either both included in the cluster or both excluded. No splitting them up, they're a package deal, periodt β¨
NβN is INTEGER. The order of the matrixT.N >= 0. (yes, zero is allowed, she's flexible π )TβT is REAL array, dimension (LDT,N). On entry: the upper quasi-triangular matrixT, in Schur canonical form πΈ. On exit:Tgets overwritten by the reordered matrixT, again in Schur canonical form, with the selected eigenvalues chilling in the leading diagonal blocks πLDTβLDT is INTEGER. The leading dimension of the arrayT.LDT >= max(1,N).QβQ is REAL array, dimension (LDQ,N). On entry, ifCOMPQ = 'V', this is the matrixQof Schur vectors. On exit, ifCOMPQ = 'V',Qhas been postmultiplied by the orthogonal transformation matrix which reordersT, and the leadingMcolumns ofQform an orthonormal basis for the specified invariant subspace π¦. IfCOMPQ = 'N',Qis not referenced β she simply doesn't exist to this routine, ghosted fr fr.LDQβLDQ is INTEGER. The leading dimension of the arrayQ.LDQ >= 1; and ifCOMPQ = 'V',LDQ >= N.WRβWR is REAL array, dimension (N)WIβWI is REAL array, dimension (N)
Okay so WR and WI together are the real and imaginary parts, respectively, of the reordered eigenvalues of T π. The eigenvalues are stored in the same order as on the diagonal of T, with WR(i) = T(i,i) and, if T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and WI(i+1) = -WI(i). Heads up though: if a complex eigenvalue is sufficiently ill-conditioned, its value may differ significantly from its value before reordering π that's just how it is.
MβM is INTEGER. The dimension of the specified invariant subspace.0 < = M <= N.SβS is REAL. IfJOB = 'E'or'B',Sis a lower bound on the reciprocal condition number for the selected cluster of eigenvalues π.Scannot underestimate the true reciprocal condition number by more than a factor ofsqrt(N). IfM = 0orN,S = 1. IfJOB = 'N'or'V',Sis not referenced.SEPβSEP is REAL. IfJOB = 'V'or'B',SEPis the estimated reciprocal condition number of the specified invariant subspace π. IfM = 0orN,SEP = norm(T). IfJOB = 'N'or'E',SEPis not referenced.WORKβWORK is REAL array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORKβ¨.LWORKβLWORK is INTEGER. The dimension of the arrayWORK. IfJOB = 'N',LWORK >= max(1,N); ifJOB = 'E',LWORK >= max(1,M*(N-M)); ifJOB = 'V'or'B',LWORK >= max(1,2*M*(N-M)).
If LWORK = -1, then a workspace query is assumed π΅οΈββοΈ β 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.
IWORKβIWORK is INTEGER array, dimension (MAX(1,LIWORK)). On exit, ifINFO = 0,IWORK(1)returns the optimalLIWORKπ.LIWORKβLIWORK is INTEGER. The dimension of the arrayIWORK. IfJOB = 'N'or'E',LIWORK >= 1; ifJOB = 'V'or'B',LIWORK >= max(1,M*(N-M)).
If LIWORK = -1, then a workspace query is assumed β the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
INFOβINFO is INTEGER= 0: successful exit π< 0: ifINFO = -i, thei-th argument had an illegal value π= 1: reordering ofTfailed because some eigenvalues are too close to separate (the problem is very ill-conditioned);Tmay have been partially reordered, andWRandWIcontain the eigenvalues in the same order as inT;SandSEP(if requested) are set to zero π
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π₯ Further Details:
STRSEN first collects the selected eigenvalues by computing an
orthogonal 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 * T * Z = ( T11 T12 ) n1
( 0 T22 ) n2
n1 n2
where N = n1+n2 and Z**T means the transpose of Z. The first n1 columns
of Z span the specified invariant subspace of T.
So basically: if T came from the real Schur factorization of a matrix A = Q*T*Q**T, then the reordered real Schur factorization of A is given by A = (Q*Z)*(Z**T*T*Z)*(Q*Z)**T, and the first n1 columns of Q*Z span the corresponding invariant subspace of A π¦. Gorgeous. Iconic. No notes.
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) π
.
An approximate error bound for the computed average of the eigenvalues of T11 is
EPS * norm(T) / S
where EPS is the machine precision β¨.
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 π. 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).
WhenSEPis small, small changes inTcan cause large changes in the invariant subspace π lowkey scary but that's the vibe.
An approximate bound on the maximum angular error in the computed right invariant subspace is
EPS * norm(T) / SEP
Definition at line 312 of file strsen.f.
π subroutine ztrsen
subroutine ztrsen (character job, character compq, logical, dimension( * )
select, integer n, complex*16, dimension( ldt, * ) t, integer ldt,
complex*16, dimension( ldq, * ) q, integer ldq, complex*16, dimension( *
) w, integer m, double precision s, double precision sep, complex*16,
dimension( * ) work, integer lwork, integer info)
ZTRSEN
β¨ 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.
!>
π Parameters
JOBβJOB is 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 (SandSEP).
COMPQβCOMPQ is CHARACTER*1= 'V': update the matrixQof Schur vectors;= 'N': do not updateQ.
SELECTβSELECT is LOGICAL array, dimension (N).SELECTspecifies the eigenvalues in the selected cluster. To select thej-th eigenvalue,SELECT(j)must be set to.TRUE.π (simpler than the real version, no pair drama, we love a low-maintenance queen)NβN is INTEGER. The order of the matrixT.N >= 0.T
T π¦
T is a COMPLEX*16 array, dimension (LDT,N). On entry, it's the upper triangular matrix T. On exit, T is overwritten by the reordered matrix T, with the selected eigenvalues as the leading diagonal elements.
Overwritten means exactly that, bestie β the old T is not sticking around. π
LDT
LDT is INTEGER. It's the leading dimension of the array T, and LDT >= max(1,N). Respect the leading dimension, periodt. π
Q
Q is a COMPLEX*16 array, dimension (LDQ,N).
On entry, if COMPQ = 'V', this is 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. Not even a little bit. π«Ά
LDQ
LDQ is INTEGER. It's the leading dimension of the array Q.
LDQ >= 1; and if COMPQ = 'V', LDQ >= N. Simple as that. β¨
W
W is a COMPLEX*16 array, dimension (N).
These are the reordered eigenvalues of T, in the same order as they appear on the diagonal of T. Order matters, iykyk. π
M
M is INTEGER. It's the dimension of the specified invariant subspace.
0 <= M <= N.
S
S is 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
SEP is 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
WORK is a COMPLEX*16 array, dimension (MAX(1,LWORK)).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK. Free real estate in the first slot, but make it useful. πΏ
LWORK
LWORK is INTEGER. It's 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.
Workspace query mode: zero actual work, maximum info. Very main character. π
INFO
INFO is INTEGER.
= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value
Author πΈ
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details: π
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**H * T * Z = ( T11 T12 ) n1
( 0 T22 ) n2
n1 n2
where N = n1+n2. 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**H, then the reordered Schur factorization of A is given by A = (Q*Z)*(Z**H*T*Z)*(Q*Z)**H, 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
Definition at line 262 of file ztrsen.f.
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