SRC/ztgsna.f(3)
π¦ SRC/ztgsna.f(3) β the LAPACK library functions manual, bestie edition π
okay so picture this: you're deep in LAPACK land, the (3) tells you it's a section-3 library function page, and this one? this one is ztgsna fr fr. it computes condition numbers. it's giving "am i stable" energy. let's get into it π
β¨ NAME β¨
SRC/ztgsna.f β that's the file, that's the vibe, no notes π
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine ztgsna (job, howmny, select, n, a, lda, b, ldb, vl, ldvl, vr,
ldvr, s, dif, mm, m, work, lwork, iwork, info)
ZTGSNA β the main character, obviously π
π Function/Subroutine Documentation π
subroutine ztgsna (character job, character howmny, logical, dimension( * )
select, integer n, complex*16, dimension( lda, * ) a, integer lda,
complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension(
ldvl, * ) vl, integer ldvl, complex*16, dimension( ldvr, * ) vr, integer
ldvr, double precision, dimension( * ) s, double precision, dimension( *
) dif, integer mm, integer m, complex*16, dimension( * ) work, integer
lwork, integer, dimension( * ) iwork, integer info)
ZTGSNA β yes bestie, same name twice, it's just Like That π
π― PURPOSE π―
!> !> ZTGSNA estimates reciprocal condition numbers for specified !> eigenvalues and/or eigenvectors of a matrix pair (A, B). !> !> (A, B) must be in generalized Schur canonical form, that is, A and !> B are both upper triangular. !>
so literally, ZTGSNA hands you a reciprocal condition number for whichever eigenvalues and/or eigenvectors you point at, in the matrix pair (A, B) π«Ά and the key detail: (A, B) has to already be in generalized Schur canonical form β meaning A and B are both upper triangular. no cap, that's a hard requirement π₯
π§ PARAMETERS π§
JOB
!> JOB is CHARACTER*1 !> Specifies whether condition numbers are required for !> eigenvalues (S) or eigenvectors (DIF): !> = 'E': for eigenvalues only (S); !> = 'V': for eigenvectors only (DIF); !> = 'B': for both eigenvalues and eigenvectors (S and DIF). !>
'E'β eigenvalues only, so you getSπ'V'β eigenvectors only, so you getDIFβ¨'B'β both bestie,SandDIF, we're doing it all π
HOWMNY
!> HOWMNY is CHARACTER*1 !> = 'A': compute condition numbers for all eigenpairs; !> = 'S': compute condition numbers for selected eigenpairs !> specified by the array SELECT. !>
'A'β all the eigenpairs, we're not picking favourites π'S'β only the ones you picked inSELECT, main character selection energy π
SELECT
!> SELECT is LOGICAL array, dimension (N) !> If HOWMNY = 'S', SELECT specifies the eigenpairs for which !> condition numbers are required. To select condition numbers !> for the corresponding j-th eigenvalue and/or eigenvector, !> SELECT(j) must be set to .TRUE.. !> If HOWMNY = 'A', SELECT is not referenced. !>
dimension (N) β and if HOWMNY = 'S', then SELECT(j) = .TRUE. is your way of saying "yes queen, this one" for the j-th eigenvalue and/or eigenvector π
if HOWMNY = 'A', SELECT doesn't even get looked at, she's not referenced π
N
!> N is INTEGER !> The order of the square matrix pair (A, B). N >= 0. !>
the order of the square matrix pair (A, B), and it's N >= 0 β
A
!> A is COMPLEX*16 array, dimension (LDA,N) !> The upper triangular matrix A in the pair (A,B). !>
COMPLEX*16, dimension (LDA,N) β the upper triangular matrix A in the pair (A,B) π¦
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
leading dimension of A, and LDA >= max(1,N) π
B
!> B is COMPLEX*16 array, dimension (LDB,N) !> The upper triangular matrix B in the pair (A, B). !>
COMPLEX*16, dimension (LDB,N) β the upper triangular matrix B in the pair (A, B) πΈ
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
leading dimension of B, LDB >= max(1,N) π
VL
!> VL is COMPLEX*16 array, dimension (LDVL,M) !> IF JOB = 'E' or 'B', VL must contain left eigenvectors of !> (A, B), corresponding to the eigenpairs specified by HOWMNY !> and SELECT. The eigenvectors must be stored in consecutive !> columns of VL, as returned by ZTGEVC. !> If JOB = 'V', VL is not referenced. !>
COMPLEX*16, dimension (LDVL,M). if JOB = 'E' or 'B', VL must hold the left eigenvectors of (A, B) matching whatever eigenpairs HOWMNY and SELECT chose π«Ά and listen β those eigenvectors go in consecutive columns of VL, exactly as returned by ZTGEVC. if JOB = 'V', VL is not referenced, she's off duty π
LDVL
!> LDVL is INTEGER !> The leading dimension of the array VL. LDVL >= 1; and !> If JOB = 'E' or 'B', LDVL >= N. !>
leading dimension of VL: LDVL >= 1, and if JOB = 'E' or 'B', then LDVL >= N π
VR
!> VR is COMPLEX*16 array, dimension (LDVR,M) !> IF JOB = 'E' or 'B', VR must contain right eigenvectors of !> (A, B), corresponding to the eigenpairs specified by HOWMNY !> and SELECT. The eigenvectors must be stored in consecutive !> columns of VR, as returned by ZTGEVC. !> If JOB = 'V', VR is not referenced. !>
COMPLEX*16, dimension (LDVR,M). if JOB = 'E' or 'B', VR must contain the right eigenvectors of (A, B) for the eigenpairs picked by HOWMNY and SELECT β¨ consecutive columns of VR, as returned by ZTGEVC, same drill as before. if JOB = 'V', VR is not referenced π
LDVR
!> LDVR is INTEGER !> The leading dimension of the array VR. LDVR >= 1; !> If JOB = 'E' or 'B', LDVR >= N. !>
leading dimension of VR: LDVR >= 1, and if JOB = 'E' or 'B', then LDVR >= N π
S
!> S is DOUBLE PRECISION array, dimension (MM) !> If JOB = 'E' or 'B', the reciprocal condition numbers of the !> selected eigenvalues, stored in consecutive elements of the !> array. !> If JOB = 'V', S is not referenced. !>
DOUBLE PRECISION, dimension (MM). if JOB = 'E' or 'B', this holds the reciprocal condition numbers of the selected eigenvalues, in consecutive elements. if JOB = 'V', S is not referenced π
DIF
!> DIF is DOUBLE PRECISION array, dimension (MM) !> If JOB = 'V' or 'B', the estimated reciprocal condition !> numbers of the selected eigenvectors, stored in consecutive !> elements of the array. !> If the eigenvalues cannot be reordered to compute DIF(j), !> DIF(j) is set to 0; this can only occur when the true value !> would be very small anyway. !> For each eigenvalue/vector specified by SELECT, DIF stores !> a Frobenius norm-based estimate of Difl. !> If JOB = 'E', DIF is not referenced. !>
DOUBLE PRECISION, dimension (MM). if JOB = 'V' or 'B', these are the estimated reciprocal condition numbers of the selected eigenvectors, consecutive elements, no gaps πΈ
β οΈ heads up bestie: if the eigenvalues can't be reordered to computeDIF(j), thenDIF(j)gets set to 0 β and ngl that can only happen when the true value would be very small anyway, so don't spiral π
for each eigenvalue/vector specified by SELECT, DIF stores a Frobenius norm-based estimate of Difl π₯ and if JOB = 'E', DIF is not referenced π
MM
!> MM is INTEGER !> The number of elements in the arrays S and DIF. MM >= M. !>
the number of elements in the arrays S and DIF, and MM >= M π
M
!> M is INTEGER !> The number of elements of the arrays S and DIF used to store !> the specified condition numbers; for each selected eigenvalue !> one element is used. If HOWMNY = 'A', M is set to N. !>
how many elements of S and DIF actually got used to store the specified condition numbers β one element per selected eigenvalue π and if HOWMNY = 'A', then M is set to N π
WORK
!> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !>
COMPLEX*16, dimension (MAX(1,LWORK)). on exit, if INFO = 0, then WORK(1) returns the optimal LWORK β that's the little gift LAPACK leaves you π
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= max(1,N). !> If JOB = 'V' or 'B', LWORK >= max(1,2*N*N). !>
the dimension of WORK: LWORK >= max(1,N). but if JOB = 'V' or 'B', then LWORK >= max(1,2*N*N) π₯ that's a big girl requirement, size accordingly bestie π
IWORK
!> IWORK is INTEGER array, dimension (N+2) !> If JOB = 'E', IWORK is not referenced. !>
INTEGER array, dimension (N+2). if JOB = 'E', IWORK is not referenced, she's not needed π
INFO
!> INFO is INTEGER !> = 0: Successful exit !> < 0: If INFO = -i, the i-th argument had an illegal value !>
= 0β successful exit, we ate π< 0β ifINFO = -i, the i-th argument had an illegal value π (so check your args, bestie)
π«Ά AUTHOR π«Ά
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
like, the whole squad showed up for this one ππ
π₯ FURTHER DETAILS π₯
!> !> The reciprocal of the condition number of the i-th generalized !> eigenvalue w = (a, b) is defined as !> !> S(I) = (|vHAu|2 + |vHBu|2)(1/2) / (norm(u)*norm(v)) !> !> where u and v are the right and left eigenvectors of (A, B) !> corresponding to w; |z| denotes the absolute value of the complex !> number, and norm(u) denotes the 2-norm of the vector u. The pair !> (a, b) corresponds to an eigenvalue w = a/b (= vHAu/v**HBu) of the !> matrix pair (A, B). If both a and b equal zero, then (A,B) is !> singular and S(I) = -1 is returned. !> !> An approximate error bound on the chordal distance between the i-th !> computed generalized eigenvalue w and the corresponding exact !> eigenvalue lambda is !> !> chord(w, lambda) <= EPS * norm(A, B) / S(I), !> !> where EPS is the machine precision. !>
okay so the reciprocal of the condition number of the i-th generalized eigenvalue w = (a, b) is:
S(I) = (|v**HAu|**2 + |v**HBu|**2)**(1/2) / (norm(u)*norm(v))
here u and v are the right and left eigenvectors of (A, B) corresponding to w π |z| means the absolute value of the complex number, and norm(u) means the 2-norm of the vector u. the pair (a, b) corresponds to an eigenvalue w = a/b (= v**HAu/v**HBu) of the matrix pair (A, B) π¦
β οΈ and if bothaandbequal zero, then(A,B)is singular andS(I) = -1is returned. that's the "we can't, she's singular" signal π
and the approximate error bound on the chordal distance between the i-th computed generalized eigenvalue w and the corresponding exact eigenvalue lambda is:
chord(w, lambda) <= EPS * norm(A, B) / S(I),
where EPS is the machine precision β¨
!> !> The reciprocal of the condition number of the right eigenvector u !> and left eigenvector v corresponding to the generalized eigenvalue w !> is defined as follows. Suppose !> !> (A, B) = ( a * ) ( b * ) 1 !> ( 0 A22 ),( 0 B22 ) n-1 !> 1 n-1 1 n-1 !> !> Then the reciprocal condition number DIF(I) is !> !> Difl[(a, b), (A22, B22)] = sigma-min( Zl ) !> !> where sigma-min(Zl) denotes the smallest singular value of !> !> Zl = [ kron(a, In-1) -kron(1, A22) ] !> [ kron(b, In-1) -kron(1, B22) ]. !> !> Here In-1 is the identity matrix of size n-1 and X**H is the conjugate !> transpose of X. kron(X, Y) is the Kronecker product between the !> matrices X and Y. !> !> We approximate the smallest singular value of Zl with an upper !> bound. This is done by ZLATDF. !> !> An approximate error bound for a computed eigenvector VL(i) or !> VR(i) is given by !> !> EPS * norm(A, B) / DIF(i). !> !> See ref. [2-3] for more details and further references. !>
so the reciprocal of the condition number of the right eigenvector u and left eigenvector v corresponding to the generalized eigenvalue w goes like this. suppose:
(A, B) = ( a * ) ( b * ) 1
( 0 A22 ),( 0 B22 ) n-1
1 n-1 1 n-1
then the reciprocal condition number DIF(I) is:
Difl[(a, b), (A22, B22)] = sigma-min( Zl )
where sigma-min(Zl) denotes the smallest singular value of:
Zl = [ kron(a, In-1) -kron(1, A22) ]
[ kron(b, In-1) -kron(1, B22) ].
here In-1 is the identity matrix of size n-1, and X**H is the conjugate transpose of X πΈ kron(X, Y) is the Kronecker product between the matrices X and Y π§
we approximate the smallest singular value of Zl with an upper bound π«Ά and that's done by ZLATDF π₯
an approximate error bound for a computed eigenvector VL(i) or VR(i) is given by:
EPS * norm(A, B) / DIF(i).
see ref. [2-3] for more details and further references, iykyk π
π CONTRIBUTORS: π
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
shoutout, legends only ππ
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. !> !> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software !> for Solving the Generalized Sylvester Equation and Estimating the !> Separation between Regular Matrix Pairs, Report UMINF - 93.23, !> Department of Computing Science, Umea University, S-901 87 Umea, !> Sweden, December 1993, Revised April 1994, Also as LAPACK Working !> Note 75. !> To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996. !>
[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. π[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, ReportUMINF - 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. β¨[3]B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software for Solving the Generalized Sylvester Equation and Estimating the Separation between Regular Matrix Pairs, ReportUMINF - 93.23, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, December 1993, Revised April 1994, Also as LAPACK Working Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996. π
β DEFINITION β
Definition at line 308 of file ztgsna.f. π
Author
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and that's the whole page!! π this was LAPACK Version 3.12.0, SRC/ztgsna.f(3), and honestly? iconic. go estimate some condition numbers, stay upper triangular, and remember: if both a and b are zero, S(I) = -1 and that's not your fault πβ¨π¦
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