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stgex2.f(3) | LAPACK | stgex2.f(3) |
NAME¶
stgex2.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine stgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO)
Function/Subroutine Documentation¶
subroutine stgex2 (logicalWANTQ, logicalWANTZ, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( ldq, * )Q, integerLDQ, real, dimension( ldz, * )Z, integerLDZ, integerJ1, integerN1, integerN2, real, dimension( * )WORK, integerLWORK, integerINFO)¶
STGEX2 Purpose:STGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22) of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair (A, B) by an orthogonal equivalence transformation. (A, B) must be in generalized real Schur canonical form (as returned by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper triangular. Optionally, the matrices Q and Z of generalized Schur vectors are updated. Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
WANTQ
WANTZ
N
A
LDA
B
LDB
Q
LDQ
Z
LDZ
J1
N1
N2
WORK
LWORK
INFO
Author:
WANTQ is LOGICAL .TRUE. : update the left transformation matrix Q; .FALSE.: do not update Q.
WANTZ is LOGICAL .TRUE. : update the right transformation matrix Z; .FALSE.: do not update Z.
N is INTEGER The order of the matrices A and B. N >= 0.
A is REAL arrays, dimensions (LDA,N) On entry, the matrix A in the pair (A, B). On exit, the updated matrix A.
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
B is REAL arrays, dimensions (LDB,N) On entry, the matrix B in the pair (A, B). On exit, the updated matrix B.
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
Q is REAL array, dimension (LDZ,N) On entry, if WANTQ = .TRUE., the orthogonal matrix Q. On exit, the updated matrix Q. Not referenced if WANTQ = .FALSE..
LDQ is INTEGER The leading dimension of the array Q. LDQ >= 1. If WANTQ = .TRUE., LDQ >= N.
Z is REAL array, dimension (LDZ,N) On entry, if WANTZ =.TRUE., the orthogonal matrix Z. On exit, the updated matrix Z. Not referenced if WANTZ = .FALSE..
LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1. If WANTZ = .TRUE., LDZ >= N.
J1 is INTEGER The index to the first block (A11, B11). 1 <= J1 <= N.
N1 is INTEGER The order of the first block (A11, B11). N1 = 0, 1 or 2.
N2 is INTEGER The order of the second block (A22, B22). N2 = 0, 1 or 2.
WORK is REAL array, dimension (MAX(1,LWORK)).
LWORK is INTEGER The dimension of the array WORK. LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 )
INFO is INTEGER =0: Successful exit >0: If INFO = 1, the transformed matrix (A, B) would be too far from generalized Schur form; the blocks are not swapped and (A, B) and (Q, Z) are unchanged. The problem of swapping is too ill-conditioned. <0: If INFO = -16: LWORK is too small. Appropriate value for LWORK is returned in WORK(1).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Further Details:
In the current code both weak and strong
stability tests are performed. The user can omit the strong stability test by
changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for
details.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of
Computing Science, Umea University, S-901 87 Umea, Sweden.
References:
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software, Report UMINF - 94.04, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996.
Author¶
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