Contents
ztrsna - estimate 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 uni-
tary)
SUBROUTINE ZTRSNA(JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR,
S, SEP, MM, M, WORK, LDWORK, WORK1, INFO)
CHARACTER * 1 JOB, HOWMNY
DOUBLE COMPLEX T(LDT,*), VL(LDVL,*), VR(LDVR,*),
WORK(LDWORK,*)
INTEGER N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL SELECT(*)
DOUBLE PRECISION S(*), SEP(*), WORK1(*)
SUBROUTINE ZTRSNA_64(JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
LDVR, S, SEP, MM, M, WORK, LDWORK, WORK1, INFO)
CHARACTER * 1 JOB, HOWMNY
DOUBLE COMPLEX T(LDT,*), VL(LDVL,*), VR(LDVR,*),
WORK(LDWORK,*)
INTEGER*8 N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL*8 SELECT(*)
DOUBLE PRECISION S(*), SEP(*), WORK1(*)
F95 INTERFACE
SUBROUTINE TRSNA(JOB, HOWMNY, SELECT, [N], T, [LDT], VL, [LDVL], VR,
[LDVR], S, SEP, MM, M, [WORK], [LDWORK], [WORK1], [INFO])
CHARACTER(LEN=1) :: JOB, HOWMNY
COMPLEX(8), DIMENSION(:,:) :: T, VL, VR, WORK
INTEGER :: N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL, DIMENSION(:) :: SELECT
REAL(8), DIMENSION(:) :: S, SEP, WORK1
SUBROUTINE TRSNA_64(JOB, HOWMNY, SELECT, [N], T, [LDT], VL, [LDVL],
VR, [LDVR], S, SEP, MM, M, [WORK], [LDWORK], [WORK1], [INFO])
CHARACTER(LEN=1) :: JOB, HOWMNY
COMPLEX(8), DIMENSION(:,:) :: T, VL, VR, WORK
INTEGER(8) :: N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL(8), DIMENSION(:) :: SELECT
REAL(8), DIMENSION(:) :: S, SEP, WORK1
C INTERFACE
#include <sunperf.h>
void ztrsna(char job, char howmny, int *select, int n, doub-
lecomplex *t, int ldt, doublecomplex *vl, int
ldvl, doublecomplex *vr, int ldvr, double *s, dou-
ble *sep, int mm, int *m, int ldwork, int *info);
void ztrsna_64(char job, char howmny, long *select, long n,
doublecomplex *t, long ldt, doublecomplex *vl,
long ldvl, doublecomplex *vr, long ldvr, double
*s, double *sep, long mm, long *m, long ldwork,
long *info);
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 uni-
tary).
JOB (input)
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 (S
and SEP).
HOWMNY (input)
= 'A': compute condition numbers for all eigen-
pairs;
= 'S': compute condition numbers for selected
eigenpairs specified by the array SELECT.
SELECT (input)
If HOWMNY = 'S', SELECT specifies 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',
SELECT is not referenced.
N (input) The order of the matrix T. N >= 0.
T (input) The upper triangular matrix T.
LDT (input)
The leading dimension of the array T. LDT >=
max(1,N).
VL (input)
If JOB = 'E' or 'B', VL must contain left eigen-
vectors of T (or of any Q*T*Q**H with Q unitary),
corresponding to the eigenpairs specified by
HOWMNY and SELECT. The eigenvectors must be stored
in consecutive columns of VL, as returned by
CHSEIN or CTREVC. If JOB = 'V', VL is not refer-
enced.
LDVL (input)
The leading dimension of the array VL. LDVL >= 1;
and if JOB = 'E' or 'B', LDVL >= N.
VR (input)
If JOB = 'E' or 'B', VR must contain right eigen-
vectors of T (or of any Q*T*Q**H with Q unitary),
corresponding to the eigenpairs specified by
HOWMNY and SELECT. The eigenvectors must be stored
in consecutive columns of VR, as returned by
CHSEIN or CTREVC. If JOB = 'V', VR is not refer-
enced.
LDVR (input)
The leading dimension of the array VR. LDVR >= 1;
and if JOB = 'E' or 'B', LDVR >= N.
S (output)
If JOB = 'E' or 'B', the reciprocal condition
numbers of the selected eigenvalues, stored in
consecutive elements of the array. Thus S(j),
SEP(j), and the j-th columns of VL and VR all
correspond to the same eigenpair (but not in gen-
eral the j-th eigenpair, unless all eigenpairs are
selected). If JOB = 'V', S is not referenced.
SEP (output)
If JOB = 'V' or 'B', the estimated reciprocal con-
dition numbers of the selected eigenvectors,
stored in consecutive elements of the array. If
JOB = 'E', SEP is not referenced.
MM (input)
The number of elements in the arrays S (if JOB =
'E' or 'B') and/or SEP (if JOB = 'V' or 'B'). MM
>= M.
M (output)
The number of elements of the arrays S and/or SEP
actually used to store the estimated condition
numbers. If HOWMNY = 'A', M is set to N.
WORK (workspace)
dimension(LDWORK,N+1) If JOB = 'E', WORK is not
referenced.
LDWORK (input)
The leading dimension of the array WORK. LDWORK
>= 1; and if JOB = 'V' or 'B', LDWORK >= N.
WORK1 (workspace)
dimension(N) If JOB = 'E', WORK1 is not refer-
enced.
INFO (output)
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value
The reciprocal of the condition number of an eigenvalue
lambda is defined as
S(lambda) = |v'*u| / (norm(u)*norm(v))
where u and v are the right and left eigenvectors of T
corresponding to lambda; v' denotes the conjugate transpose
of v, and norm(u) denotes the Euclidean norm. These recipro-
cal 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 eigen-
vector u corresponding to lambda is defined as follows. Sup-
pose
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)