/* -- translated by f2c (version 20100827). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" /* Table of constant values */ static integer c_n1 = -1; /* > \brief \b DTRSEN =========== DOCUMENTATION =========== Online html documentation available at http://www.netlib.org/lapack/explore-html/ > \htmlonly > Download DTRSEN + dependencies > > [TGZ] > > [ZIP] > > [TXT] > \endhtmlonly Definition: =========== SUBROUTINE DTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, WR, WI, M, S, SEP, WORK, LWORK, IWORK, LIWORK, INFO ) CHARACTER COMPQ, JOB INTEGER INFO, LDQ, LDT, LIWORK, LWORK, M, N DOUBLE PRECISION S, SEP LOGICAL SELECT( * ) INTEGER IWORK( * ) DOUBLE PRECISION Q( LDQ, * ), T( LDT, * ), WI( * ), WORK( * ), $ WR( * ) > \par Purpose: ============= > > \verbatim > > DTRSEN reorders the real Schur factorization of a real matrix > A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in > the leading diagonal blocks of the upper quasi-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. > > T must be in Schur canonical form (as returned by DHSEQR), that is, > block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each > 2-by-2 diagonal block has its diagonal elements equal and its > off-diagonal elements of opposite sign. > \endverbatim Arguments: ========== > \param[in] JOB > \verbatim > JOB is 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). > \endverbatim > > \param[in] COMPQ > \verbatim > COMPQ is CHARACTER*1 > = 'V': update the matrix Q of Schur vectors; > = 'N': do not update Q. > \endverbatim > > \param[in] SELECT > \verbatim > SELECT is LOGICAL array, dimension (N) > SELECT specifies the eigenvalues in the selected cluster. To > select a real eigenvalue w(j), SELECT(j) must be set to > .TRUE.. To select a complex conjugate pair of eigenvalues > w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, > either SELECT(j) or SELECT(j+1) or both must be set to > .TRUE.; a complex conjugate pair of eigenvalues must be > either both included in the cluster or both excluded. > \endverbatim > > \param[in] N > \verbatim > N is INTEGER > The order of the matrix T. N >= 0. > \endverbatim > > \param[in,out] T > \verbatim > T is DOUBLE PRECISION array, dimension (LDT,N) > On entry, the upper quasi-triangular matrix T, in Schur > canonical form. > On exit, T is overwritten by the reordered matrix T, again in > Schur canonical form, with the selected eigenvalues in the > leading diagonal blocks. > \endverbatim > > \param[in] LDT > \verbatim > LDT is INTEGER > The leading dimension of the array T. LDT >= max(1,N). > \endverbatim > > \param[in,out] Q > \verbatim > Q is DOUBLE PRECISION 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 > orthogonal 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. > \endverbatim > > \param[in] LDQ > \verbatim > LDQ is INTEGER > The leading dimension of the array Q. > LDQ >= 1; and if COMPQ = 'V', LDQ >= N. > \endverbatim > > \param[out] WR > \verbatim > WR is DOUBLE PRECISION array, dimension (N) > \endverbatim > \param[out] WI > \verbatim > WI is DOUBLE PRECISION array, dimension (N) > > The real and imaginary parts, respectively, of the reordered > eigenvalues of T. The eigenvalues are stored in the same > order as on the diagonal of T, with WR(i) = T(i,i) and, if > T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and > WI(i+1) = -WI(i). Note that if a complex eigenvalue is > sufficiently ill-conditioned, then its value may differ > significantly from its value before reordering. > \endverbatim > > \param[out] M > \verbatim > M is INTEGER > The dimension of the specified invariant subspace. > 0 < = M <= N. > \endverbatim > > \param[out] S > \verbatim > S is 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. > \endverbatim > > \param[out] SEP > \verbatim > SEP is 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. > \endverbatim > > \param[out] WORK > \verbatim > WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) > On exit, if INFO = 0, WORK(1) returns the optimal LWORK. > \endverbatim > > \param[in] LWORK > \verbatim > LWORK is INTEGER > The dimension of the array WORK. > If JOB = 'N', LWORK >= max(1,N); > 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. > \endverbatim > > \param[out] IWORK > \verbatim > IWORK is INTEGER array, dimension (MAX(1,LIWORK)) > On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. > \endverbatim > > \param[in] LIWORK > \verbatim > LIWORK is INTEGER > The dimension of the array IWORK. > If JOB = 'N' or 'E', LIWORK >= 1; > if JOB = 'V' or 'B', LIWORK >= max(1,M*(N-M)). > > If LIWORK = -1, then a workspace query is assumed; the > routine only calculates the optimal size of the IWORK array, > returns this value as the first entry of the IWORK array, and > no error message related to LIWORK is issued by XERBLA. > \endverbatim > > \param[out] INFO > \verbatim > INFO is INTEGER > = 0: successful exit > < 0: if INFO = -i, the i-th argument had an illegal value > = 1: reordering of T failed because some eigenvalues are too > close to separate (the problem is very ill-conditioned); > T may have been partially reordered, and WR and WI > contain the eigenvalues in the same order as in T; S and > SEP (if requested) are set to zero. > \endverbatim Authors: ======== > \author Univ. of Tennessee > \author Univ. of California Berkeley > \author Univ. of Colorado Denver > \author NAG Ltd. > \date April 2012 > \ingroup doubleOTHERcomputational > \par Further Details: ===================== > > \verbatim > > DTRSEN first collects the selected eigenvalues by computing an > orthogonal 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 * T * Z = ( T11 T12 ) n1 > ( 0 T22 ) n2 > n1 n2 > > where N = n1+n2 and Z**T means the transpose of Z. The first n1 columns > of Z span the specified invariant subspace of T. > > If T has been obtained from the real Schur factorization of a matrix > A = Q*T*Q**T, then the reordered real Schur factorization of A is given > by A = (Q*Z)*(Z**T*T*Z)*(Q*Z)**T, 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 > \endverbatim > ===================================================================== Subroutine */ int igraphdtrsen_(char *job, char *compq, logical *select, integer *n, doublereal *t, integer *ldt, doublereal *q, integer *ldq, doublereal *wr, doublereal *wi, integer *m, doublereal *s, doublereal *sep, doublereal *work, integer *lwork, integer *iwork, integer * liwork, integer *info) { /* System generated locals */ integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2; doublereal d__1, d__2; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer k, n1, n2, kk, nn, ks; doublereal est; integer kase; logical pair; integer ierr; logical swap; doublereal scale; extern logical igraphlsame_(char *, char *); integer isave[3], lwmin = 0; logical wantq, wants; doublereal rnorm; extern /* Subroutine */ int igraphdlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); extern doublereal igraphdlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int igraphdlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), igraphxerbla_(char *, integer *, ftnlen); logical wantbh; extern /* Subroutine */ int igraphdtrexc_(char *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, integer *); integer liwmin; logical wantsp, lquery; extern /* Subroutine */ int igraphdtrsyl_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *); /* -- LAPACK computational routine (version 3.4.1) -- -- LAPACK is a software package provided by Univ. of Tennessee, -- -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- April 2012 ===================================================================== Decode and test the input parameters Parameter adjustments */ --select; t_dim1 = *ldt; t_offset = 1 + t_dim1; t -= t_offset; q_dim1 = *ldq; q_offset = 1 + q_dim1; q -= q_offset; --wr; --wi; --work; --iwork; /* Function Body */ wantbh = igraphlsame_(job, "B"); wants = igraphlsame_(job, "E") || wantbh; wantsp = igraphlsame_(job, "V") || wantbh; wantq = igraphlsame_(compq, "V"); *info = 0; lquery = *lwork == -1; if (! igraphlsame_(job, "N") && ! wants && ! wantsp) { *info = -1; } else if (! igraphlsame_(compq, "N") && ! wantq) { *info = -2; } else if (*n < 0) { *info = -4; } else if (*ldt < max(1,*n)) { *info = -6; } else if (*ldq < 1 || wantq && *ldq < *n) { *info = -8; } else { /* Set M to the dimension of the specified invariant subspace, and test LWORK and LIWORK. */ *m = 0; pair = FALSE_; i__1 = *n; for (k = 1; k <= i__1; ++k) { if (pair) { pair = FALSE_; } else { if (k < *n) { if (t[k + 1 + k * t_dim1] == 0.) { if (select[k]) { ++(*m); } } else { pair = TRUE_; if (select[k] || select[k + 1]) { *m += 2; } } } else { if (select[*n]) { ++(*m); } } } /* L10: */ } n1 = *m; n2 = *n - *m; nn = n1 * n2; if (wantsp) { /* Computing MAX */ i__1 = 1, i__2 = nn << 1; lwmin = max(i__1,i__2); liwmin = max(1,nn); } else if (igraphlsame_(job, "N")) { lwmin = max(1,*n); liwmin = 1; } else if (igraphlsame_(job, "E")) { lwmin = max(1,nn); liwmin = 1; } if (*lwork < lwmin && ! lquery) { *info = -15; } else if (*liwork < liwmin && ! lquery) { *info = -17; } } if (*info == 0) { work[1] = (doublereal) lwmin; iwork[1] = liwmin; } if (*info != 0) { i__1 = -(*info); igraphxerbla_("DTRSEN", &i__1, (ftnlen)6); return 0; } else if (lquery) { return 0; } /* Quick return if possible. */ if (*m == *n || *m == 0) { if (wants) { *s = 1.; } if (wantsp) { *sep = igraphdlange_("1", n, n, &t[t_offset], ldt, &work[1]); } goto L40; } /* Collect the selected blocks at the top-left corner of T. */ ks = 0; pair = FALSE_; i__1 = *n; for (k = 1; k <= i__1; ++k) { if (pair) { pair = FALSE_; } else { swap = select[k]; if (k < *n) { if (t[k + 1 + k * t_dim1] != 0.) { pair = TRUE_; swap = swap || select[k + 1]; } } if (swap) { ++ks; /* Swap the K-th block to position KS. */ ierr = 0; kk = k; if (k != ks) { igraphdtrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, & kk, &ks, &work[1], &ierr); } if (ierr == 1 || ierr == 2) { /* Blocks too close to swap: exit. */ *info = 1; if (wants) { *s = 0.; } if (wantsp) { *sep = 0.; } goto L40; } if (pair) { ++ks; } } } /* L20: */ } if (wants) { /* Solve Sylvester equation for R: T11*R - R*T22 = scale*T12 */ igraphdlacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1); igraphdtrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr); /* Estimate the reciprocal of the condition number of the cluster of eigenvalues. */ rnorm = igraphdlange_("F", &n1, &n2, &work[1], &n1, &work[1]); if (rnorm == 0.) { *s = 1.; } else { *s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm)); } } if (wantsp) { /* Estimate sep(T11,T22). */ est = 0.; kase = 0; L30: igraphdlacn2_(&nn, &work[nn + 1], &work[1], &iwork[1], &est, &kase, isave); if (kase != 0) { if (kase == 1) { /* Solve T11*R - R*T22 = scale*X. */ igraphdtrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & ierr); } else { /* Solve T11**T*R - R*T22**T = scale*X. */ igraphdtrsyl_("T", "T", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & ierr); } goto L30; } *sep = scale / est; } L40: /* Store the output eigenvalues in WR and WI. */ i__1 = *n; for (k = 1; k <= i__1; ++k) { wr[k] = t[k + k * t_dim1]; wi[k] = 0.; /* L50: */ } i__1 = *n - 1; for (k = 1; k <= i__1; ++k) { if (t[k + 1 + k * t_dim1] != 0.) { wi[k] = sqrt((d__1 = t[k + (k + 1) * t_dim1], abs(d__1))) * sqrt(( d__2 = t[k + 1 + k * t_dim1], abs(d__2))); wi[k + 1] = -wi[k]; } /* L60: */ } work[1] = (doublereal) lwmin; iwork[1] = liwmin; return 0; /* End of DTRSEN */ } /* igraphdtrsen_ */