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Updated: June 2017
 
 

ctrsna (3p)

Name

ctrsna - ues and/or right eigenvectors of a complex upper triangular matrix T (or of any matrix Q*T*Q**H with Q unitary)

Synopsis

SUBROUTINE CTRSNA(JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR,
S, SEP, MM, M, WORK, LDWORK, WORK1, INFO)

CHARACTER*1 JOB, HOWMNY
COMPLEX T(LDT,*), VL(LDVL,*), VR(LDVR,*), WORK(LDWORK,*)
INTEGER N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL SELECT(*)
REAL S(*), SEP(*), WORK1(*)

SUBROUTINE CTRSNA_64(JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
LDVR, S, SEP, MM, M, WORK, LDWORK, WORK1, INFO)

CHARACTER*1 JOB, HOWMNY
COMPLEX T(LDT,*), VL(LDVL,*), VR(LDVR,*), WORK(LDWORK,*)
INTEGER*8 N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL*8 SELECT(*)
REAL 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, DIMENSION(:,:) :: T, VL, VR, WORK
INTEGER :: N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL, DIMENSION(:) :: SELECT
REAL, 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, DIMENSION(:,:) :: T, VL, VR, WORK
INTEGER(8) :: N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
LOGICAL(8), DIMENSION(:) :: SELECT
REAL, DIMENSION(:) :: S, SEP, WORK1




C INTERFACE
#include <sunperf.h>

void  ctrsna(char job, char howmny, int *select, int n, complex *t, int
ldt, complex *vl, int ldvl, complex *vr, int ldvr, float  *s,
float *sep, int mm, int *m, int ldwork, int *info);

void ctrsna_64(char job, char howmny, long *select, long n, complex *t,
long ldt, complex *vl, long ldvl,  complex  *vr,  long  ldvr,
float  *s,  float  *sep,  long mm, long *m, long ldwork, long
*info);

Description

Oracle Solaris Studio Performance Library                           ctrsna(3P)



NAME
       ctrsna  - estimate reciprocal condition numbers for specified eigenval-
       ues and/or right eigenvectors of a complex upper  triangular  matrix  T
       (or of any matrix Q*T*Q**H with Q unitary)


SYNOPSIS
       SUBROUTINE CTRSNA(JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR,
             S, SEP, MM, M, WORK, LDWORK, WORK1, INFO)

       CHARACTER*1 JOB, HOWMNY
       COMPLEX T(LDT,*), VL(LDVL,*), VR(LDVR,*), WORK(LDWORK,*)
       INTEGER N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
       LOGICAL SELECT(*)
       REAL S(*), SEP(*), WORK1(*)

       SUBROUTINE CTRSNA_64(JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
             LDVR, S, SEP, MM, M, WORK, LDWORK, WORK1, INFO)

       CHARACTER*1 JOB, HOWMNY
       COMPLEX T(LDT,*), VL(LDVL,*), VR(LDVR,*), WORK(LDWORK,*)
       INTEGER*8 N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
       LOGICAL*8 SELECT(*)
       REAL 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, DIMENSION(:,:) :: T, VL, VR, WORK
       INTEGER :: N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
       LOGICAL, DIMENSION(:) :: SELECT
       REAL, 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, DIMENSION(:,:) :: T, VL, VR, WORK
       INTEGER(8) :: N, LDT, LDVL, LDVR, MM, M, LDWORK, INFO
       LOGICAL(8), DIMENSION(:) :: SELECT
       REAL, DIMENSION(:) :: S, SEP, WORK1




   C INTERFACE
       #include <sunperf.h>

       void  ctrsna(char job, char howmny, int *select, int n, complex *t, int
                 ldt, complex *vl, int ldvl, complex *vr, int ldvr, float  *s,
                 float *sep, int mm, int *m, int ldwork, int *info);

       void ctrsna_64(char job, char howmny, long *select, long n, complex *t,
                 long ldt, complex *vl, long ldvl,  complex  *vr,  long  ldvr,
                 float  *s,  float  *sep,  long mm, long *m, long ldwork, long
                 *info);



PURPOSE
       ctrsna 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).


ARGUMENTS
       JOB (input)
                 Specifies whether condition numbers are required  for  eigen-
                 values (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 eigenpairs;
                 =  '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 eigenvectors 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 referenced.


       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 eigenvectors 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 referenced.


       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 general  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 condition  num-
                 bers of the selected eigenvectors, stored in consecutive ele-
                 ments 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 referenced.


       INFO (output)
                 = 0: successful exit;
                 < 0: if INFO = -i, the i-th argument had an illegal value.


FURTHER DETAILS
       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 cor-
       responding 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)




                                  7 Nov 2015                        ctrsna(3P)