ctgsy2.f man page

ctgsy2.f —

Synopsis

Functions/Subroutines

subroutine ctgsy2 (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, INFO)
CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).

Function/Subroutine Documentation

subroutine ctgsy2 (characterTRANS, integerIJOB, integerM, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldc, * )C, integerLDC, complex, dimension( ldd, * )D, integerLDD, complex, dimension( lde, * )E, integerLDE, complex, dimension( ldf, * )F, integerLDF, realSCALE, realRDSUM, realRDSCAL, integerINFO)

CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).

Purpose:

CTGSY2 solves the generalized Sylvester equation

            A * R - L * B = scale *  C               (1)
            D * R - L * E = scale * F

using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices,
(A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
N-by-N and M-by-N, respectively. A, B, D and E are upper triangular
(i.e., (A,D) and (B,E) in generalized Schur form).

The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
scaling factor chosen to avoid overflow.

In matrix notation solving equation (1) corresponds to solve
Zx = scale * b, where Z is defined as

       Z = [ kron(In, A)  -kron(B**H, Im) ]             (2)
           [ kron(In, D)  -kron(E**H, Im) ],

Ik is the identity matrix of size k and X**H is the transpose of X.
kron(X, Y) is the Kronecker product between the matrices X and Y.

If TRANS = 'C', y in the conjugate transposed system Z**H*y = scale*b
is solved for, which is equivalent to solve for R and L in

            A**H * R  + D**H * L   = scale * C           (3)
            R  * B**H + L  * E**H  = scale * -F

This case is used to compute an estimate of Dif[(A, D), (B, E)] =
= sigma_min(Z) using reverse communicaton with CLACON.

CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL
of an upper bound on the separation between to matrix pairs. Then
the input (A, D), (B, E) are sub-pencils of two matrix pairs in
CTGSYL.

Parameters:

TRANS

TRANS is CHARACTER*1
= 'N', solve the generalized Sylvester equation (1).
= 'T': solve the 'transposed' system (3).

IJOB

IJOB is INTEGER
Specifies what kind of functionality to be performed.
=0: solve (1) only.
=1: A contribution from this subsystem to a Frobenius
    norm-based estimate of the separation between two matrix
    pairs is computed. (look ahead strategy is used).
=2: A contribution from this subsystem to a Frobenius
    norm-based estimate of the separation between two matrix
    pairs is computed. (SGECON on sub-systems is used.)
Not referenced if TRANS = 'T'.

M

M is INTEGER
On entry, M specifies the order of A and D, and the row
dimension of C, F, R and L.

N

N is INTEGER
On entry, N specifies the order of B and E, and the column
dimension of C, F, R and L.

A

A is COMPLEX array, dimension (LDA, M)
On entry, A contains an upper triangular matrix.

LDA

LDA is INTEGER
The leading dimension of the matrix A. LDA >= max(1, M).

B

B is COMPLEX array, dimension (LDB, N)
On entry, B contains an upper triangular matrix.

LDB

LDB is INTEGER
The leading dimension of the matrix B. LDB >= max(1, N).

C

C is COMPLEX array, dimension (LDC, N)
On entry, C contains the right-hand-side of the first matrix
equation in (1).
On exit, if IJOB = 0, C has been overwritten by the solution
R.

LDC

LDC is INTEGER
The leading dimension of the matrix C. LDC >= max(1, M).

D

D is COMPLEX array, dimension (LDD, M)
On entry, D contains an upper triangular matrix.

LDD

LDD is INTEGER
The leading dimension of the matrix D. LDD >= max(1, M).

E

E is COMPLEX array, dimension (LDE, N)
On entry, E contains an upper triangular matrix.

LDE

LDE is INTEGER
The leading dimension of the matrix E. LDE >= max(1, N).

F

F is COMPLEX array, dimension (LDF, N)
On entry, F contains the right-hand-side of the second matrix
equation in (1).
On exit, if IJOB = 0, F has been overwritten by the solution
L.

LDF

LDF is INTEGER
The leading dimension of the matrix F. LDF >= max(1, M).

SCALE

SCALE is REAL
On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
R and L (C and F on entry) will hold the solutions to a
slightly perturbed system but the input matrices A, B, D and
E have not been changed. If SCALE = 0, R and L will hold the
solutions to the homogeneous system with C = F = 0.
Normally, SCALE = 1.

RDSUM

RDSUM is REAL
On entry, the sum of squares of computed contributions to
the Dif-estimate under computation by CTGSYL, where the
scaling factor RDSCAL (see below) has been factored out.
On exit, the corresponding sum of squares updated with the
contributions from the current sub-system.
If TRANS = 'T' RDSUM is not touched.
NOTE: RDSUM only makes sense when CTGSY2 is called by
CTGSYL.

RDSCAL

RDSCAL is REAL
On entry, scaling factor used to prevent overflow in RDSUM.
On exit, RDSCAL is updated w.r.t. the current contributions
in RDSUM.
If TRANS = 'T', RDSCAL is not touched.
NOTE: RDSCAL only makes sense when CTGSY2 is called by
CTGSYL.

INFO

INFO is INTEGER
On exit, if INFO is set to
  =0: Successful exit
  <0: If INFO = -i, input argument number i is illegal.
  >0: The matrix pairs (A, D) and (B, E) have common or very
      close eigenvalues.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

Definition at line 258 of file ctgsy2.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

ctgsy2(3) is an alias of ctgsy2.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK