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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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+ SUBROUTINE ZTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S,
+ $ SEP, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPQ, JOB
+ INTEGER INFO, LDQ, LDT, LWORK, M, N
+ DOUBLE PRECISION S, SEP
+* ..
+* .. Array Arguments ..
+ LOGICAL SELECT( * )
+ COMPLEX*16 Q( LDQ, * ), T( LDT, * ), W( * ), WORK( * )
+* ..
+*
+* 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.
+*
+* Arguments
+* =========
+*
+* JOB (input) 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 (S and
+* SEP).
+*
+* COMPQ (input) CHARACTER*1
+* = 'V': update the matrix Q of Schur vectors;
+* = 'N': do not update Q.
+*
+* SELECT (input) LOGICAL array, dimension (N)
+* SELECT specifies the eigenvalues in the selected cluster. To
+* select the j-th eigenvalue, SELECT(j) must be set to .TRUE..
+*
+* N (input) INTEGER
+* The order of the matrix T. N >= 0.
+*
+* T (input/output) COMPLEX*16 array, dimension (LDT,N)
+* On entry, the upper triangular matrix T.
+* On exit, T is overwritten by the reordered matrix T, with the
+* selected eigenvalues as the leading diagonal elements.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= max(1,N).
+*
+* Q (input/output) COMPLEX*16 array, dimension (LDQ,N)
+* On entry, if COMPQ = 'V', 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.
+*
+* LDQ (input) INTEGER
+* The leading dimension of the array Q.
+* LDQ >= 1; and if COMPQ = 'V', LDQ >= N.
+*
+* W (output) COMPLEX*16 array, dimension (N)
+* The reordered eigenvalues of T, in the same order as they
+* appear on the diagonal of T.
+*
+* M (output) INTEGER
+* The dimension of the specified invariant subspace.
+* 0 <= M <= N.
+*
+* S (output) 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 (output) 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 (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* 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.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* 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'*T*Z = ( T11 T12 ) n1
+* ( 0 T22 ) n2
+* n1 n2
+*
+* where N = n1+n2 and Z' means the conjugate transpose of Z. 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', then the reordered Schur factorization of A is given by
+* A = (Q*Z)*(Z'*T*Z)*(Q*Z)', 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
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WANTBH, WANTQ, WANTS, WANTSP
+ INTEGER IERR, K, KASE, KS, LWMIN, N1, N2, NN
+ DOUBLE PRECISION EST, RNORM, SCALE
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+ DOUBLE PRECISION RWORK( 1 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION ZLANGE
+ EXTERNAL LSAME, ZLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZLACN2, ZLACPY, ZTREXC, ZTRSYL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test the input parameters.
+*
+ WANTBH = LSAME( JOB, 'B' )
+ WANTS = LSAME( JOB, 'E' ) .OR. WANTBH
+ WANTSP = LSAME( JOB, 'V' ) .OR. WANTBH
+ WANTQ = LSAME( COMPQ, 'V' )
+*
+* Set M to the number of selected eigenvalues.
+*
+ M = 0
+ DO 10 K = 1, N
+ IF( SELECT( K ) )
+ $ M = M + 1
+ 10 CONTINUE
+*
+ N1 = M
+ N2 = N - M
+ NN = N1*N2
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( WANTSP ) THEN
+ LWMIN = MAX( 1, 2*NN )
+ ELSE IF( LSAME( JOB, 'N' ) ) THEN
+ LWMIN = 1
+ ELSE IF( LSAME( JOB, 'E' ) ) THEN
+ LWMIN = MAX( 1, NN )
+ END IF
+*
+ IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.WANTS .AND. .NOT.WANTSP )
+ $ THEN
+ INFO = -1
+ ELSE IF( .NOT.LSAME( COMPQ, 'N' ) .AND. .NOT.WANTQ ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
+ INFO = -6
+ ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
+ INFO = -8
+ ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -14
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ WORK( 1 ) = LWMIN
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZTRSEN', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.N .OR. M.EQ.0 ) THEN
+ IF( WANTS )
+ $ S = ONE
+ IF( WANTSP )
+ $ SEP = ZLANGE( '1', N, N, T, LDT, RWORK )
+ GO TO 40
+ END IF
+*
+* Collect the selected eigenvalues at the top left corner of T.
+*
+ KS = 0
+ DO 20 K = 1, N
+ IF( SELECT( K ) ) THEN
+ KS = KS + 1
+*
+* Swap the K-th eigenvalue to position KS.
+*
+ IF( K.NE.KS )
+ $ CALL ZTREXC( COMPQ, N, T, LDT, Q, LDQ, K, KS, IERR )
+ END IF
+ 20 CONTINUE
+*
+ IF( WANTS ) THEN
+*
+* Solve the Sylvester equation for R:
+*
+* T11*R - R*T22 = scale*T12
+*
+ CALL ZLACPY( 'F', N1, N2, T( 1, N1+1 ), LDT, WORK, N1 )
+ CALL ZTRSYL( 'N', 'N', -1, N1, N2, T, LDT, T( N1+1, N1+1 ),
+ $ LDT, WORK, N1, SCALE, IERR )
+*
+* Estimate the reciprocal of the condition number of the cluster
+* of eigenvalues.
+*
+ RNORM = ZLANGE( 'F', N1, N2, WORK, N1, RWORK )
+ IF( RNORM.EQ.ZERO ) THEN
+ S = ONE
+ ELSE
+ S = SCALE / ( SQRT( SCALE*SCALE / RNORM+RNORM )*
+ $ SQRT( RNORM ) )
+ END IF
+ END IF
+*
+ IF( WANTSP ) THEN
+*
+* Estimate sep(T11,T22).
+*
+ EST = ZERO
+ KASE = 0
+ 30 CONTINUE
+ CALL ZLACN2( NN, WORK( NN+1 ), WORK, EST, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.1 ) THEN
+*
+* Solve T11*R - R*T22 = scale*X.
+*
+ CALL ZTRSYL( 'N', 'N', -1, N1, N2, T, LDT,
+ $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE,
+ $ IERR )
+ ELSE
+*
+* Solve T11'*R - R*T22' = scale*X.
+*
+ CALL ZTRSYL( 'C', 'C', -1, N1, N2, T, LDT,
+ $ T( N1+1, N1+1 ), LDT, WORK, N1, SCALE,
+ $ IERR )
+ END IF
+ GO TO 30
+ END IF
+*
+ SEP = SCALE / EST
+ END IF
+*
+ 40 CONTINUE
+*
+* Copy reordered eigenvalues to W.
+*
+ DO 50 K = 1, N
+ W( K ) = T( K, K )
+ 50 CONTINUE
+*
+ WORK( 1 ) = LWMIN
+*
+ RETURN
+*
+* End of ZTRSEN
+*
+ END