/* -- 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__1 = 1; static logical c_true = TRUE_; static logical c_false = FALSE_; /* > \brief \b DTRSNA =========== DOCUMENTATION =========== Online html documentation available at http://www.netlib.org/lapack/explore-html/ > \htmlonly > Download DTRSNA + dependencies > > [TGZ] > > [ZIP] > > [TXT] > \endhtmlonly Definition: =========== SUBROUTINE DTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO ) CHARACTER HOWMNY, JOB INTEGER INFO, LDT, LDVL, LDVR, LDWORK, M, MM, N LOGICAL SELECT( * ) INTEGER IWORK( * ) DOUBLE PRECISION S( * ), SEP( * ), T( LDT, * ), VL( LDVL, * ), $ VR( LDVR, * ), WORK( LDWORK, * ) > \par Purpose: ============= > > \verbatim > > DTRSNA estimates reciprocal condition numbers for specified > eigenvalues and/or right eigenvectors of a real upper > quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q > orthogonal). > > 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 > eigenvalues (S) or eigenvectors (SEP): > = 'E': for eigenvalues only (S); > = 'V': for eigenvectors only (SEP); > = 'B': for both eigenvalues and eigenvectors (S and SEP). > \endverbatim > > \param[in] HOWMNY > \verbatim > HOWMNY is CHARACTER*1 > = 'A': compute condition numbers for all eigenpairs; > = 'S': compute condition numbers for selected eigenpairs > specified by the array SELECT. > \endverbatim > > \param[in] SELECT > \verbatim > SELECT is LOGICAL array, dimension (N) > If HOWMNY = 'S', SELECT specifies the eigenpairs for which > condition numbers are required. To select condition numbers > for the eigenpair corresponding to a real eigenvalue w(j), > SELECT(j) must be set to .TRUE.. To select condition numbers > corresponding to a complex conjugate pair of eigenvalues w(j) > and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be > set to .TRUE.. > If HOWMNY = 'A', SELECT is not referenced. > \endverbatim > > \param[in] N > \verbatim > N is INTEGER > The order of the matrix T. N >= 0. > \endverbatim > > \param[in] T > \verbatim > T is DOUBLE PRECISION array, dimension (LDT,N) > The upper quasi-triangular matrix T, in Schur canonical form. > \endverbatim > > \param[in] LDT > \verbatim > LDT is INTEGER > The leading dimension of the array T. LDT >= max(1,N). > \endverbatim > > \param[in] VL > \verbatim > VL is DOUBLE PRECISION array, dimension (LDVL,M) > If JOB = 'E' or 'B', VL must contain left eigenvectors of T > (or of any Q*T*Q**T with Q orthogonal), corresponding to the > eigenpairs specified by HOWMNY and SELECT. The eigenvectors > must be stored in consecutive columns of VL, as returned by > DHSEIN or DTREVC. > If JOB = 'V', VL is not referenced. > \endverbatim > > \param[in] LDVL > \verbatim > LDVL is INTEGER > The leading dimension of the array VL. > LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N. > \endverbatim > > \param[in] VR > \verbatim > VR is DOUBLE PRECISION array, dimension (LDVR,M) > If JOB = 'E' or 'B', VR must contain right eigenvectors of T > (or of any Q*T*Q**T with Q orthogonal), corresponding to the > eigenpairs specified by HOWMNY and SELECT. The eigenvectors > must be stored in consecutive columns of VR, as returned by > DHSEIN or DTREVC. > If JOB = 'V', VR is not referenced. > \endverbatim > > \param[in] LDVR > \verbatim > LDVR is INTEGER > The leading dimension of the array VR. > LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. > \endverbatim > > \param[out] S > \verbatim > S is DOUBLE PRECISION array, dimension (MM) > If JOB = 'E' or 'B', the reciprocal condition numbers of the > selected eigenvalues, stored in consecutive elements of the > array. For a complex conjugate pair of eigenvalues two > consecutive elements of S are set to the same value. 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. > \endverbatim > > \param[out] SEP > \verbatim > SEP is DOUBLE PRECISION array, dimension (MM) > If JOB = 'V' or 'B', the estimated reciprocal condition > numbers of the selected eigenvectors, stored in consecutive > elements of the array. For a complex eigenvector two > consecutive elements of SEP are set to the same value. If > the eigenvalues cannot be reordered to compute SEP(j), SEP(j) > is set to 0; this can only occur when the true value would be > very small anyway. > If JOB = 'E', SEP is not referenced. > \endverbatim > > \param[in] MM > \verbatim > MM is INTEGER > The number of elements in the arrays S (if JOB = 'E' or 'B') > and/or SEP (if JOB = 'V' or 'B'). MM >= M. > \endverbatim > > \param[out] M > \verbatim > M is INTEGER > 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. > \endverbatim > > \param[out] WORK > \verbatim > WORK is DOUBLE PRECISION array, dimension (LDWORK,N+6) > If JOB = 'E', WORK is not referenced. > \endverbatim > > \param[in] LDWORK > \verbatim > LDWORK is INTEGER > The leading dimension of the array WORK. > LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. > \endverbatim > > \param[out] IWORK > \verbatim > IWORK is INTEGER array, dimension (2*(N-1)) > If JOB = 'E', IWORK is not referenced. > \endverbatim > > \param[out] INFO > \verbatim > INFO is INTEGER > = 0: successful exit > < 0: if INFO = -i, the i-th argument had an illegal value > \endverbatim Authors: ======== > \author Univ. of Tennessee > \author Univ. of California Berkeley > \author Univ. of Colorado Denver > \author NAG Ltd. > \date November 2011 > \ingroup doubleOTHERcomputational > \par Further Details: ===================== > > \verbatim > > The reciprocal of the condition number of an eigenvalue lambda is > defined as > > S(lambda) = |v**T*u| / (norm(u)*norm(v)) > > where u and v are the right and left eigenvectors of T corresponding > to lambda; v**T denotes the 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 > corresponding 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) > \endverbatim > ===================================================================== Subroutine */ int igraphdtrsna_(char *job, char *howmny, logical *select, integer *n, doublereal *t, integer *ldt, doublereal *vl, integer * ldvl, doublereal *vr, integer *ldvr, doublereal *s, doublereal *sep, integer *mm, integer *m, doublereal *work, integer *ldwork, integer * iwork, integer *info) { /* System generated locals */ integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, work_dim1, work_offset, i__1, i__2; doublereal d__1, d__2; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer i__, j, k, n2; doublereal cs; integer nn, ks; doublereal sn, mu, eps, est; integer kase; doublereal cond; extern doublereal igraphddot_(integer *, doublereal *, integer *, doublereal *, integer *); logical pair; integer ierr; doublereal dumm, prod; integer ifst; doublereal lnrm; integer ilst; doublereal rnrm; extern doublereal igraphdnrm2_(integer *, doublereal *, integer *); doublereal prod1, prod2, scale, delta; extern logical igraphlsame_(char *, char *); integer isave[3]; logical wants; doublereal dummy[1]; extern /* Subroutine */ int igraphdlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); extern doublereal igraphdlapy2_(doublereal *, doublereal *); extern /* Subroutine */ int igraphdlabad_(doublereal *, doublereal *); extern doublereal igraphdlamch_(char *); extern /* Subroutine */ int igraphdlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), igraphxerbla_(char *, integer *, ftnlen); doublereal bignum; logical wantbh; extern /* Subroutine */ int igraphdlaqtr_(logical *, logical *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, integer *), igraphdtrexc_(char *, integer * , doublereal *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, integer *); logical somcon; doublereal smlnum; logical wantsp; /* -- LAPACK computational routine (version 3.4.0) -- -- LAPACK is a software package provided by Univ. of Tennessee, -- -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- November 2011 ===================================================================== Decode and test the input parameters Parameter adjustments */ --select; t_dim1 = *ldt; t_offset = 1 + t_dim1; t -= t_offset; vl_dim1 = *ldvl; vl_offset = 1 + vl_dim1; vl -= vl_offset; vr_dim1 = *ldvr; vr_offset = 1 + vr_dim1; vr -= vr_offset; --s; --sep; work_dim1 = *ldwork; work_offset = 1 + work_dim1; work -= work_offset; --iwork; /* Function Body */ wantbh = igraphlsame_(job, "B"); wants = igraphlsame_(job, "E") || wantbh; wantsp = igraphlsame_(job, "V") || wantbh; somcon = igraphlsame_(howmny, "S"); *info = 0; if (! wants && ! wantsp) { *info = -1; } else if (! igraphlsame_(howmny, "A") && ! somcon) { *info = -2; } else if (*n < 0) { *info = -4; } else if (*ldt < max(1,*n)) { *info = -6; } else if (*ldvl < 1 || wants && *ldvl < *n) { *info = -8; } else if (*ldvr < 1 || wants && *ldvr < *n) { *info = -10; } else { /* Set M to the number of eigenpairs for which condition numbers are required, and test MM. */ if (somcon) { *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: */ } } else { *m = *n; } if (*mm < *m) { *info = -13; } else if (*ldwork < 1 || wantsp && *ldwork < *n) { *info = -16; } } if (*info != 0) { i__1 = -(*info); igraphxerbla_("DTRSNA", &i__1, (ftnlen)6); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } if (*n == 1) { if (somcon) { if (! select[1]) { return 0; } } if (wants) { s[1] = 1.; } if (wantsp) { sep[1] = (d__1 = t[t_dim1 + 1], abs(d__1)); } return 0; } /* Get machine constants */ eps = igraphdlamch_("P"); smlnum = igraphdlamch_("S") / eps; bignum = 1. / smlnum; igraphdlabad_(&smlnum, &bignum); ks = 0; pair = FALSE_; i__1 = *n; for (k = 1; k <= i__1; ++k) { /* Determine whether T(k,k) begins a 1-by-1 or 2-by-2 block. */ if (pair) { pair = FALSE_; goto L60; } else { if (k < *n) { pair = t[k + 1 + k * t_dim1] != 0.; } } /* Determine whether condition numbers are required for the k-th eigenpair. */ if (somcon) { if (pair) { if (! select[k] && ! select[k + 1]) { goto L60; } } else { if (! select[k]) { goto L60; } } } ++ks; if (wants) { /* Compute the reciprocal condition number of the k-th eigenvalue. */ if (! pair) { /* Real eigenvalue. */ prod = igraphddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * vl_dim1 + 1], &c__1); rnrm = igraphdnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1); lnrm = igraphdnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1); s[ks] = abs(prod) / (rnrm * lnrm); } else { /* Complex eigenvalue. */ prod1 = igraphddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * vl_dim1 + 1], &c__1); prod1 += igraphddot_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1, &vl[(ks + 1) * vl_dim1 + 1], &c__1); prod2 = igraphddot_(n, &vl[ks * vl_dim1 + 1], &c__1, &vr[(ks + 1) * vr_dim1 + 1], &c__1); prod2 -= igraphddot_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1, &vr[ks * vr_dim1 + 1], &c__1); d__1 = igraphdnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1); d__2 = igraphdnrm2_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1); rnrm = igraphdlapy2_(&d__1, &d__2); d__1 = igraphdnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1); d__2 = igraphdnrm2_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1); lnrm = igraphdlapy2_(&d__1, &d__2); cond = igraphdlapy2_(&prod1, &prod2) / (rnrm * lnrm); s[ks] = cond; s[ks + 1] = cond; } } if (wantsp) { /* Estimate the reciprocal condition number of the k-th eigenvector. Copy the matrix T to the array WORK and swap the diagonal block beginning at T(k,k) to the (1,1) position. */ igraphdlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset], ldwork); ifst = k; ilst = 1; igraphdtrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, & ifst, &ilst, &work[(*n + 1) * work_dim1 + 1], &ierr); if (ierr == 1 || ierr == 2) { /* Could not swap because blocks not well separated */ scale = 1.; est = bignum; } else { /* Reordering successful */ if (work[work_dim1 + 2] == 0.) { /* Form C = T22 - lambda*I in WORK(2:N,2:N). */ i__2 = *n; for (i__ = 2; i__ <= i__2; ++i__) { work[i__ + i__ * work_dim1] -= work[work_dim1 + 1]; /* L20: */ } n2 = 1; nn = *n - 1; } else { /* Triangularize the 2 by 2 block by unitary transformation U = [ cs i*ss ] [ i*ss cs ]. such that the (1,1) position of WORK is complex eigenvalue lambda with positive imaginary part. (2,2) position of WORK is the complex eigenvalue lambda with negative imaginary part. */ mu = sqrt((d__1 = work[(work_dim1 << 1) + 1], abs(d__1))) * sqrt((d__2 = work[work_dim1 + 2], abs(d__2))); delta = igraphdlapy2_(&mu, &work[work_dim1 + 2]); cs = mu / delta; sn = -work[work_dim1 + 2] / delta; /* Form C**T = WORK(2:N,2:N) + i*[rwork(1) ..... rwork(n-1) ] [ mu ] [ .. ] [ .. ] [ mu ] where C**T is transpose of matrix C, and RWORK is stored starting in the N+1-st column of WORK. */ i__2 = *n; for (j = 3; j <= i__2; ++j) { work[j * work_dim1 + 2] = cs * work[j * work_dim1 + 2] ; work[j + j * work_dim1] -= work[work_dim1 + 1]; /* L30: */ } work[(work_dim1 << 1) + 2] = 0.; work[(*n + 1) * work_dim1 + 1] = mu * 2.; i__2 = *n - 1; for (i__ = 2; i__ <= i__2; ++i__) { work[i__ + (*n + 1) * work_dim1] = sn * work[(i__ + 1) * work_dim1 + 1]; /* L40: */ } n2 = 2; nn = *n - 1 << 1; } /* Estimate norm(inv(C**T)) */ est = 0.; kase = 0; L50: igraphdlacn2_(&nn, &work[(*n + 2) * work_dim1 + 1], &work[(*n + 4) * work_dim1 + 1], &iwork[1], &est, &kase, isave); if (kase != 0) { if (kase == 1) { if (n2 == 1) { /* Real eigenvalue: solve C**T*x = scale*c. */ i__2 = *n - 1; igraphdlaqtr_(&c_true, &c_true, &i__2, &work[(work_dim1 << 1) + 2], ldwork, dummy, &dumm, &scale, &work[(*n + 4) * work_dim1 + 1], &work[(* n + 6) * work_dim1 + 1], &ierr); } else { /* Complex eigenvalue: solve C**T*(p+iq) = scale*(c+id) in real arithmetic. */ i__2 = *n - 1; igraphdlaqtr_(&c_true, &c_false, &i__2, &work[( work_dim1 << 1) + 2], ldwork, &work[(*n + 1) * work_dim1 + 1], &mu, &scale, &work[(* n + 4) * work_dim1 + 1], &work[(*n + 6) * work_dim1 + 1], &ierr); } } else { if (n2 == 1) { /* Real eigenvalue: solve C*x = scale*c. */ i__2 = *n - 1; igraphdlaqtr_(&c_false, &c_true, &i__2, &work[( work_dim1 << 1) + 2], ldwork, dummy, & dumm, &scale, &work[(*n + 4) * work_dim1 + 1], &work[(*n + 6) * work_dim1 + 1], & ierr); } else { /* Complex eigenvalue: solve C*(p+iq) = scale*(c+id) in real arithmetic. */ i__2 = *n - 1; igraphdlaqtr_(&c_false, &c_false, &i__2, &work[( work_dim1 << 1) + 2], ldwork, &work[(*n + 1) * work_dim1 + 1], &mu, &scale, &work[(* n + 4) * work_dim1 + 1], &work[(*n + 6) * work_dim1 + 1], &ierr); } } goto L50; } } sep[ks] = scale / max(est,smlnum); if (pair) { sep[ks + 1] = sep[ks]; } } if (pair) { ++ks; } L60: ; } return 0; /* End of DTRSNA */ } /* igraphdtrsna_ */