dggesx - N real nonsymmetric matrices (A,B), the generalized eigenvalues, the real Schur form (S,T), and, option- ally, the left and/or right matrices of Schur vectors
SUBROUTINE DGGESX(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO) CHARACTER*1 JOBVSL, JOBVSR, SORT, SENSE INTEGER N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO INTEGER IWORK(*) LOGICAL DELCTG LOGICAL BWORK(*) DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*), VSL(LDVSL,*), VSR(LDVSR,*), RCONDE(*), RCONDV(*), WORK(*) SUBROUTINE DGGESX_64(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO) CHARACTER*1 JOBVSL, JOBVSR, SORT, SENSE INTEGER*8 N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO INTEGER*8 IWORK(*) LOGICAL*8 DELCTG LOGICAL*8 BWORK(*) DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*), VSL(LDVSL,*), VSR(LDVSR,*), RCONDE(*), RCONDV(*), WORK(*) F95 INTERFACE SUBROUTINE GGESX(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO) CHARACTER(LEN=1) :: JOBVSL, JOBVSR, SORT, SENSE INTEGER :: N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO INTEGER, DIMENSION(:) :: IWORK LOGICAL :: DELCTG LOGICAL, DIMENSION(:) :: BWORK REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, RCONDE, RCONDV, WORK REAL(8), DIMENSION(:,:) :: A, B, VSL, VSR SUBROUTINE GGESX_64(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO) CHARACTER(LEN=1) :: JOBVSL, JOBVSR, SORT, SENSE INTEGER(8) :: N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO INTEGER(8), DIMENSION(:) :: IWORK LOGICAL(8) :: DELCTG LOGICAL(8), DIMENSION(:) :: BWORK REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, RCONDE, RCONDV, WORK REAL(8), DIMENSION(:,:) :: A, B, VSL, VSR C INTERFACE #include <sunperf.h> void dggesx(char jobvsl, char jobvsr, char sort, int(*delctg)(dou- ble,double,double), char sense, int n, double *a, int lda, double *b, int ldb, int *sdim, double *alphar, double *alphai, double *beta, double *vsl, int ldvsl, double *vsr, int ldvsr, double *rconde, double *rcondv, int *info); void dggesx_64(char jobvsl, char jobvsr, char sort, long(*delctg)(dou- ble,double,double), char sense, long n, double *a, long lda, double *b, long ldb, long *sdim, double *alphar, double *alphai, double *beta, double *vsl, long ldvsl, double *vsr, long ldvsr, double *rconde, double *rcondv, long *info);
Oracle Solaris Studio Performance Library dggesx(3P)
NAME
dggesx - compute for a pair of N-by-N real nonsymmetric matrices (A,B),
the generalized eigenvalues, the real Schur form (S,T), and, option-
ally, the left and/or right matrices of Schur vectors
SYNOPSIS
SUBROUTINE DGGESX(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA, B,
LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE,
RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO)
CHARACTER*1 JOBVSL, JOBVSR, SORT, SENSE
INTEGER N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO
INTEGER IWORK(*)
LOGICAL DELCTG
LOGICAL BWORK(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*),
VSL(LDVSL,*), VSR(LDVSR,*), RCONDE(*), RCONDV(*), WORK(*)
SUBROUTINE DGGESX_64(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA,
B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO)
CHARACTER*1 JOBVSL, JOBVSR, SORT, SENSE
INTEGER*8 N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO
INTEGER*8 IWORK(*)
LOGICAL*8 DELCTG
LOGICAL*8 BWORK(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), ALPHAR(*), ALPHAI(*), BETA(*),
VSL(LDVSL,*), VSR(LDVSR,*), RCONDE(*), RCONDV(*), WORK(*)
F95 INTERFACE
SUBROUTINE GGESX(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA,
B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK,
INFO)
CHARACTER(LEN=1) :: JOBVSL, JOBVSR, SORT, SENSE
INTEGER :: N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO
INTEGER, DIMENSION(:) :: IWORK
LOGICAL :: DELCTG
LOGICAL, DIMENSION(:) :: BWORK
REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, RCONDE, RCONDV, WORK
REAL(8), DIMENSION(:,:) :: A, B, VSL, VSR
SUBROUTINE GGESX_64(JOBVSL, JOBVSR, SORT, DELCTG, SENSE, N, A, LDA,
B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR,
RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK,
INFO)
CHARACTER(LEN=1) :: JOBVSL, JOBVSR, SORT, SENSE
INTEGER(8) :: N, LDA, LDB, SDIM, LDVSL, LDVSR, LWORK, LIWORK, INFO
INTEGER(8), DIMENSION(:) :: IWORK
LOGICAL(8) :: DELCTG
LOGICAL(8), DIMENSION(:) :: BWORK
REAL(8), DIMENSION(:) :: ALPHAR, ALPHAI, BETA, RCONDE, RCONDV, WORK
REAL(8), DIMENSION(:,:) :: A, B, VSL, VSR
C INTERFACE
#include <sunperf.h>
void dggesx(char jobvsl, char jobvsr, char sort, int(*delctg)(dou-
ble,double,double), char sense, int n, double *a, int lda,
double *b, int ldb, int *sdim, double *alphar, double
*alphai, double *beta, double *vsl, int ldvsl, double *vsr,
int ldvsr, double *rconde, double *rcondv, int *info);
void dggesx_64(char jobvsl, char jobvsr, char sort, long(*delctg)(dou-
ble,double,double), char sense, long n, double *a, long lda,
double *b, long ldb, long *sdim, double *alphar, double
*alphai, double *beta, double *vsl, long ldvsl, double *vsr,
long ldvsr, double *rconde, double *rcondv, long *info);
PURPOSE
dggesx computes for a pair of N-by-N real nonsymmetric matrices (A,B),
the generalized eigenvalues, the real Schur form (S,T), and, option-
ally, the left and/or right matrices of Schur vectors (VSL and VSR).
This gives the generalized Schur factorization
A,B) = ( (VSL) S (VSR)**T, (VSL) T (VSR)**T )
Optionally, it also orders the eigenvalues so that a selected cluster
of eigenvalues appears in the leading diagonal blocks of the upper
quasi-triangular matrix S and the upper triangular matrix T; computes a
reciprocal condition number for the average of the selected eigenvalues
(RCONDE); and computes a reciprocal condition number for the right and
left deflating subspaces corresponding to the selected eigenvalues
(RCONDV). The leading columns of VSL and VSR then form an orthonormal
basis for the corresponding left and right eigenspaces (deflating sub-
spaces).
A generalized eigenvalue for a pair of matrices (A,B) is a scalar w or
a ratio alpha/beta = w, such that A - w*B is singular. It is usually
represented as the pair (alpha,beta), as there is a reasonable inter-
pretation for beta=0 or for both being zero.
A pair of matrices (S,T) is in generalized real Schur form if T is
upper triangular with non-negative diagonal and S is block upper trian-
gular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real
generalized eigenvalues, while 2-by-2 blocks of S will be "standard-
ized" by making the corresponding elements of T have the form:
[ a 0 ]
[ 0 b ]
and the pair of corresponding 2-by-2 blocks in S and T will have a com-
plex conjugate pair of generalized eigenvalues.
ARGUMENTS
JOBVSL (input)
= 'N': do not compute the left Schur vectors;
= 'V': compute the left Schur vectors.
JOBVSR (input)
= 'N': do not compute the right Schur vectors;
= 'V': compute the right Schur vectors.
SORT (input)
Specifies whether or not to order the eigenvalues on the
diagonal of the generalized Schur form. = 'N': Eigenvalues
are not ordered;
= 'S': Eigenvalues are ordered (see DELCTG).
DELCTG (input)
LOGICAL FUNCTION of three DOUBLE PRECISION arguments DELCTG
must be declared EXTERNAL in the calling subroutine. If SORT
= 'N', DELCTG is not referenced. If SORT = 'S', DELCTG is
used to select eigenvalues to sort to the top left of the
Schur form. An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is
selected if DELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e.
if either one of a complex conjugate pair of eigenvalues is
selected, then both complex eigenvalues are selected. Note
that a selected complex eigenvalue may no longer satisfy
DELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE. after ordering,
since ordering may change the value of complex eigenvalues
(especially if the eigenvalue is ill-conditioned), in this
case INFO is set to N+3.
SENSE (input)
Determines which reciprocal condition numbers are computed.
= 'N' : None are computed;
= 'E' : Computed for average of selected eigenvalues only;
= 'V' : Computed for selected deflating subspaces only;
= 'B' : Computed for both. If SENSE = 'E', 'V', or 'B', SORT
must equal 'S'.
N (input) The order of the matrices A, B, VSL, and VSR. N >= 0.
A (input/output)
DOUBLE PRECISION array, dimension(LDA,N) On entry, the first
of the pair of matrices. On exit, A has been overwritten by
its generalized Schur form S.
LDA (input)
The leading dimension of A. LDA >= max(1,N).
B (input/output)
DOUBLE PRECISION array, dimension(LDB,N) On entry, the second
of the pair of matrices. On exit, B has been overwritten by
its generalized Schur form T.
LDB (input)
The leading dimension of B. LDB >= max(1,N).
SDIM (output)
If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of ei-
genvalues (after sorting) for which DELCTG is true. (Complex
conjugate pairs for which DELCTG is true for either eigenval-
ue count as 2.)
ALPHAR (output)
DOUBLE PRECISION array, dimension(N) On exit, (ALPHAR(j) +
ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized ei-
genvalues. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N
are the diagonals of the complex Schur form (S,T) that would
result if the 2-by-2 diagonal blocks of the real Schur form
of (A,B) were further reduced to triangular form using 2-by-2
complex unitary transformations. If ALPHAI(j) is zero, then
the j-th eigenvalue is real; if positive, then the j-th and
(j+1)-st eigenvalues are a complex conjugate pair, with
ALPHAI(j+1) negative.
Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
may easily over- or underflow, and BETA(j) may even be zero.
Thus, the user should avoid naively computing the ratio.
However, ALPHAR and ALPHAI will be always less than and usu-
ally comparable with norm(A) in magnitude, and BETA always
less than and usually comparable with norm(B).
ALPHAI (output)
DOUBLE PRECISION array, dimension(N) See the description for
ALPHAR.
BETA (output)
DOUBLE PRECISION arary, dimension(N) See the description for
ALPHAR.
VSL (output)
DOUBLE PRECISION array, dimension(LDVSL,N) If JOBVSL = 'V',
VSL will contain the left Schur vectors. Not referenced if
JOBVSL = 'N'.
LDVSL (input)
The leading dimension of the matrix VSL. LDVSL >=1, and if
JOBVSL = 'V', LDVSL >= N.
VSR (output)
DOUBLE PRECISION array, dimension(LDVSR,N) If JOBVSR = 'V',
VSR will contain the right Schur vectors. Not referenced if
JOBVSR = 'N'.
LDVSR (input)
The leading dimension of the matrix VSR. LDVSR >= 1, and if
JOBVSR = 'V', LDVSR >= N.
RCONDE (output)
If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the
reciprocal condition numbers for the average of the selected
eigenvalues. Not referenced if SENSE = 'N' or 'V'.
RCONDV (output)
If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the
reciprocal condition numbers for the selected deflating sub-
spaces. Not referenced if SENSE = 'N' or 'E'.
WORK (workspace)
DOUBLE PRECISION array, dimension(LWORK) On exit, if INFO =
0, WORK(1) returns the optimal LWORK.
LWORK (input)
The dimension of the array WORK. LWORK >= 8*(N+1)+16. If
SENSE = 'E', 'V', or 'B', LWORK >= MAX( 8*(N+1)+16,
2*SDIM*(N-SDIM) ).
IWORK (workspace)
INTEGER array, dimension(LIWORK) Not referenced if SENSE =
'N'.
LIWORK (input)
The dimension of the array WORK. LIWORK >= N+6.
BWORK (workspace)
LOGICAL array, dimension(N) Not referenced if SORT = 'N'.
INFO (output)
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
= 1,...,N: The QZ iteration failed. (A,B) are not in Schur
form, but ALPHAR(j), ALPHAI(j), and BETA(j) should be correct
for j=INFO+1,...,N. > N: =N+1: other than QZ iteration
failed in DHGEQZ
=N+2: after reordering, roundoff changed values of some com-
plex eigenvalues so that leading eigenvalues in the General-
ized Schur form no longer satisfy DELCTG=.TRUE. This could
also be caused due to scaling. =N+3: reordering failed in
DTGSEN.
Further details ===============
An approximate (asymptotic) bound on the average absolute
error of the selected eigenvalues is
EPS * norm((A, B)) / RCONDE( 1 ).
An approximate (asymptotic) bound on the maximum angular
error in the computed deflating subspaces is
EPS * norm((A, B)) / RCONDV( 2 ).
See LAPACK User's Guide, section 4.11 for more information.
7 Nov 2015 dggesx(3P)