SRC/ztrsna.f(3)
π NAME π
SRC/ztrsna.f β okay bestie, this is the manual page for SRC/ztrsna.f(3) from the Library Functions Manual, and the main character is the ZTRSNA subroutine. Periodt. π
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine ztrsna (job, howmny, select, n, t, ldt, vl, ldvl, vr, ldvr,
s, sep, mm, m, work, ldwork, rwork, info)
ZTRSNA
ZTRSNAβ literally the icon, no cap. π«Ά
π§ Function/Subroutine Documentation π§
π subroutine ztrsna
subroutine ztrsna (character job, character howmny, logical, dimension( * )
select, integer n, complex*16, dimension( ldt, * ) t, integer ldt,
complex*16, dimension( ldvl, * ) vl, integer ldvl, complex*16,
dimension( ldvr, * ) vr, integer ldvr, double precision, dimension( * )
s, double precision, dimension( * ) sep, integer mm, integer m,
complex*16, dimension( ldwork, * ) work, integer ldwork, double
precision, dimension( * ) rwork, integer info)
ZTRSNA
π― Purpose π―
Okay so ZTRSNA estimates reciprocal condition numbers for specified eigenvalues and/or right eigenvectors of a complex upper triangular matrix T (or of any matrix Q*T*Q**H with Q unitary). It's giving numerical self-care, fr fr. π
π Parameters π
JOB
JOBisCHARACTER*1.- It specifies whether condition numbers are required for eigenvalues (
S) or eigenvectors (SEP):= 'E': for eigenvalues only (S);= 'V': for eigenvectors only (SEP);= 'B': for both eigenvalues and eigenvectors (SandSEP).
HOWMNY
HOWMNYisCHARACTER*1.= 'A': compute condition numbers for all eigenpairs;= 'S': compute condition numbers for selected eigenpairs specified by the arraySELECT.
SELECT
SELECTisLOGICAL array, dimension (N).- If
HOWMNY = 'S',SELECTspecifies the eigenpairs for which condition numbers are required. To select condition numbers for the j-th eigenpair,SELECT(j)must be set to.TRUE.. - If
HOWMNY = 'A',SELECTis not referenced.
N
NisINTEGER.- The order of the matrix
T.N >= 0.
T
TisCOMPLEX*16 array, dimension (LDT,N).- The upper triangular matrix
T.
LDT
LDTisINTEGER.- The leading dimension of the array
T.LDT >= max(1,N).
VL
VLisCOMPLEX*16 array, dimension (LDVL,M).- If
JOB = 'E'or'B',VLmust contain left eigenvectors ofT(or of anyQ*T*Q**HwithQunitary), corresponding to the eigenpairs specified byHOWMNYandSELECT. The eigenvectors must be stored in consecutive columns ofVL, as returned byZHSEINorZTREVC. - If
JOB = 'V',VLis not referenced.
LDVL
LDVLisINTEGER.- The leading dimension of the array
VL.LDVL >= 1; and ifJOB = 'E'or'B',LDVL >= N.
VR
VRisCOMPLEX*16 array, dimension (LDVR,M).- If
JOB = 'E'or'B',VRmust contain right eigenvectors ofT(or of anyQ*T*Q**HwithQunitary), corresponding to the eigenpairs specified byHOWMNYandSELECT. The eigenvectors must be stored in consecutive columns ofVR, as returned byZHSEINorZTREVC. - If
JOB = 'V',VRis not referenced.
LDVR
LDVRisINTEGER.- The leading dimension of the array
VR.LDVR >= 1; and ifJOB = 'E'or'B',LDVR >= N.
S
SisDOUBLE PRECISION array, dimension (MM).- If
JOB = 'E'or'B', the reciprocal condition numbers of the selected eigenvalues, stored in consecutive elements of the array. ThusS(j),SEP(j), and the j-th columns ofVLandVRall correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected). - If
JOB = 'V',Sis not referenced.
SEP
SEPisDOUBLE 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
JOB = 'E',SEPis not referenced.
MM
MMisINTEGER.- The number of elements in the arrays
S(ifJOB = 'E'or'B') and/orSEP(ifJOB = 'V'or'B').MM >= M.
M
MisINTEGER.- The number of elements of the arrays
Sand/orSEPactually used to store the estimated condition numbers. - If
HOWMNY = 'A',Mis set toN.
WORK
WORKisCOMPLEX*16 array, dimension (LDWORK,N+6).- If
JOB = 'E',WORKis not referenced.
LDWORK
LDWORKisINTEGER.- The leading dimension of the array
WORK.LDWORK >= 1; and ifJOB = 'V'or'B',LDWORK >= N.
RWORK
RWORKisDOUBLE PRECISION array, dimension (N).- If
JOB = 'E',RWORKis not referenced.
INFO
INFOisINTEGER.= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details π₯
The reciprocal of the condition number of an eigenvalue lambda is defined as
S(lambda) = |v**H*u| / (norm(u)*norm(v))
where u and v are the right and left eigenvectors of T corresponding to lambda; v**H denotes the conjugate transpose of v, and norm(u) denotes the Euclidean norm. These reciprocal condition numbers always lie between zero (very badly conditioned) and one (very well conditioned). If n = 1, S(lambda) is defined to be 1.
An approximate error bound for a computed eigenvalue W(i) is given by
EPS * norm(T) / S(i)
where EPS is the machine precision.
The reciprocal of the condition number of the right eigenvector u corresponding to lambda is defined as follows. Suppose
T = ( lambda c )
( 0 T22 )
Then the reciprocal condition number is
SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
where sigma-min denotes the smallest singular value. We approximate the smallest singular value by the reciprocal of an estimate of the one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is defined to be abs(T(1,1)).
An approximate error bound for a computed right eigenvector VR(i) is given by
EPS * norm(T) / SEP(i)
Definition at line 246 of file ztrsna.f.
π Author π
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