dblggsylv - Man Page

subroutine dla_ggcsylv (facta, factb, transa, transb, sgn1, sgn2, m, n, a, lda, b, ldb, c, ldc, d, ldd, qa, ldqa, za, ldza, qb, ldqb, zb, ldzb, e, lde, f, ldf, scale, work, ldwork, info)
Frontend for the solution of Coupled Generalized Sylvester Equations.
subroutine dla_ggcsylv_dual (facta, factb, transa, transb, sgn1, sgn2, m, n, a, lda, b, ldb, c, ldc, d, ldd, qa, ldqa, za, ldza, qb, ldqb, zb, ldzb, e, lde, f, ldf, scale, work, ldwork, info)
Frontend for the solution of the dual Coupled Generalized Sylvester Equations.
subroutine dla_ggsylv (facta, factb, transa, transb, sgn, m, n, a, lda, b, ldb, c, ldc, d, ldd, qa, ldqa, za, ldza, qb, ldqb, zb, ldzb, x, ldx, scale, work, ldwork, info)
Frontend for the solution of Generalized Sylvester Equations.
subroutine dla_ggcsylv_dual_refine (transa, transb, guess, sgn1, sgn2, m, n, a, lda, b, ldb, c, ldc, d, ldd, r, ldr, l, ldl, e, lde, f, ldf, as, ldas, bs, ldbs, cs, ldcs, ds, ldds, q, ldq, z, ldz, u, ldu, v, ldv, maxit, tau, convlog, work, ldwork, info)
Iterative Refinement for the dual Coupled Generalized Sylvester Equations.
subroutine dla_ggcsylv_refine (transa, transb, guess, sgn1, sgn2, m, n, a, lda, b, ldb, c, ldc, d, ldd, r, ldr, l, ldl, e, lde, f, ldf, as, ldas, bs, ldbs, cs, ldcs, ds, ldds, q, ldq, z, ldz, u, ldu, v, ldv, maxit, tau, convlog, work, ldwork, info)
Iterative Refinement for the Coupled Generalized Sylvester Equations.
subroutine dla_ggsylv_refine (transa, transb, guess, sgn, m, n, a, lda, b, ldb, c, ldc, d, ldd, x, ldx, y, ldy, as, ldas, bs, ldbs, cs, ldcs, ds, ldds, q, ldq, z, ldz, u, ldu, v, ldv, maxit, tau, convlog, work, ldwork, info)
Iterative Refinement for the Generalized Sylvester Equations.

Frontend for the solution of Coupled Generalized Sylvester Equations.

Purpose:

 DLA_GGCSYLV solves a coupled generalized Sylvester equation of the following forms

    op1(A) * R  + SGN1 * L  * op2(B) = SCALE * E                              (1)
    op1(C) * R  + SGN2 * L  * op2(D) = SCALE * F

 where (A,C) is a M-by-M matrix pencil and (B,D) is a N-by-N matrix pencil.
 The right hand side (E,F) and the solution (R,L) are M-by-N matrix pencils. The pencils (A,C)
 and (B,D) can be either given as general unreduced matrices or in terms of
 their generalized Schur decomposition. If they are given as general matrices
 their generalized Schur decomposition will be computed.

Parameters

FACTA

          FACTA is CHARACTER
          Specifies how the matrix pencil (A,C) is given.
          == 'N':  The matrix pencil (A,C) is given as a general matrices and its Schur decomposition
                  A = QA*S*ZA**T, C = QA*R*ZA**T will be computed.
          == 'F':  The matrix pencil (A,C) is already in generalized Schur form and S, R, QA, and ZA
                  are given.

FACTB

          FACTB is CHARACTER
          Specifies how the matrix pencil (B,D) is given.
          == 'N':  The matrix pencil (B,D) is given as a general matrices and its Schur decomposition
                  B = QB*U*ZB**T, D = QB*V*ZB**T will be computed.
          == 'F':  The matrix pencil (B,D) is already in generalized Schur form and U, V, QB, and ZB
                  are given.

TRANSA

          TRANSA is CHARACTER
          Specifies the form of the system of equations with respect to A and C :
          == 'N':  op1(A) = A
          == 'T':  op1(A) = A**T

TRANSB

          TRANSB is CHARACTER
          Specifies the form of the system of equations with respect to B and D:
          == 'N':  op2(B) = B,
          == 'T':  op2(B) = B**T

SGN1

          SGN1 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the second equation.

M

          M is INTEGER
          The order of the matrices A and C.  M >= 0.

N

          N is INTEGER
          The order of the matrices B and D.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,M)
          If FACT == 'N', the matrix A is a general matrix and it is overwritten with the
          (quasi-) upper triangular factor S of the Schur decomposition of (A,C).
          If FACT == 'F', the matrix A contains its (quasi-) upper triangular matrix S of
          the Schur decomposition of (A,C).

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB,N)
          If FACT == 'N',  the matrix B is a general matrix and it is overwritten with the
          (quasi-) upper triangular factor U of the Schur decomposition of (B,D).
          If FACT == 'F', the matrix B contains its (quasi-) upper triangular matrix U of
          the Schur decomposition of (B,D).

LDB

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

C

          C is DOUBLE PRECISION array, dimension (LDC,M)
          If FACT == 'N', the matrix C is a general matrix and it is overwritten with the
          upper triangular factor R of the Schur decomposition of (A,C).
          If FACT == 'F', the matrix C contains its upper triangular matrix R of
          the Schur decomposition of (A,C).

LDC

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

D

          D is DOUBLE PRECISION array, dimension (LDD,N)
          If FACT == 'N',  the matrix D is a general matrix and it is overwritten with the
          upper triangular factor V of the Schur decomposition of (B,D).
          If FACT == 'F', the matrix D contains its upper triangular matrix V of
          the Schur decomposition of (B,D).

LDD

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

QA

          QA is DOUBLE PRECISION array, dimension (LDQA,M)
          If FACT == 'N', the matrix QA is an empty M-by-M matrix on input and contains the
          left Schur vectors of (A,C) on output.
          If FACT == 'F', the matrix QA contains the left Schur vectors of (A,C).

LDQA

          LDQA is INTEGER
          The leading dimension of the array QA.  LDQA >= max(1,M).

ZA

          ZA is DOUBLE PRECISION array, dimension (LDZA,M)
          If FACT == 'N', the matrix ZA is an empty M-by-M matrix on input and contains the
          right Schur vectors of (A,C) on output.
          If FACT == 'F', the matrix ZA contains the right Schur vectors of (A,C).

LDZA

          LDZA is INTEGER
          The leading dimension of the array ZA.  LDZA >= max(1,M).

QB

          QB is DOUBLE PRECISION array, dimension (LDQB,N)
          If FACT == 'N', the matrix QB is an empty N-by-N matrix on input and contains the
          left Schur vectors of (B,D) on output.
          If FACT == 'F', the matrix QB contains the left Schur vectors of (B,D).

LDQB

          LDQB is INTEGER
          The leading dimension of the array QB.  LDQB >= max(1,N).

ZB

          ZB is DOUBLE PRECISION array, dimension (LDZB,N)
          If FACT == 'N', the matrix ZB is an empty N-by-N matrix on input and contains the
          right Schur vectors of (B,D) on output.
          If FACT == 'F', the matrix ZB contains the right Schur vectors of (B,D).

LDZB

          LDZB is INTEGER
          The leading dimension of the array ZB.  LDZB >= max(1,N).

E

          E is DOUBLE PRECISION array, dimension (LDE,N)
          On input, the matrix E contains the right hand side E.
          On output, the matrix E contains the solution R.

LDE

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

F

          F is DOUBLE PRECISION array, dimension (LDF,N)
          On input, the matrix F contains the right hand side F.
          On output, the matrix F contains the solution L.

LDF

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

SCALE

          SCALE is DOUBLE PRECISION
          SCALE is a scaling factor to prevent the overflow in the result.
          If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems
          could not be solved correctly, 0 < SCALE <= 1 holds true.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LDWORK))
          Workspace for the algorithm. The optmimal workspace is returned in LDWORK, if LDWORK == -1 on input. In this
          case no computations are performed.

LDWORK

          LDWORK is INTEGER
          If LDWORK == -1 on input the subroutine will return the required size of the workspace in LDWORK on exit.
          No computations are performed and none of the arrays are referenced.

INFO

          INFO is INTEGER
          == 0:  successful exit
          = 1:  DGGES failed
          = 2:  DLA_SORT_GEV failed
          = 3:  Inner solver failed
          < 0:  if INFO = -i, the i-th argument had an illegal value

See also

DLA_TGCSYLV_DAG

DLA_TGCSYLV_LEVEL3

DLA_TGCSYLV_L3_2S

DLA_TGCSYLV_L2_UNOPT

DLA_TGCSYLV_L2

DLA_TGCSYLV_L2_REORDER

DLA_TGCSYLV_L2_LOCAL_COPY_32

DLA_TGCSYLV_L2_LOCAL_COPY_64

DLA_TGCSYLV_L2_LOCAL_COPY_96

DLA_TGCSYLV_L2_LOCAL_COPY_128

DLA_TGCSYLV_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

Januar 2023

Definition at line 310 of file dla_ggcsylv.f90.

Frontend for the solution of the dual Coupled Generalized Sylvester Equations.

Purpose:

 DLA_GGCSYLV_DUAL_L3 solves a generalized coupled  Sylvester equation of the following form

    op1(A)**T * R  + op1(C)**T * L               = SCALE * E                             (1)
    SGN1 * R * op2(B)**T + SGN2 * L * op2(D)** T = SCALE * F

 where A and C are M-by-M matrices and B and D are N-by-N matrices.
 The right hand sides E, F  and the solutions R, L are  M-by-N matrices.
 The equation (1) is the dual to the generalized coupled Sylvester equation

    op1(A) * R + SGN1 * L * op2(B)  = SCALE * E                                          (2)
    op1(C) * R + SGN2 * L * op2(D)  = SCALE * F

 The equation (1) is the dual one to equation (2) with respect to the underlying linear system.
 Let Z be the matrix formed by rewriting (2) into its Kronecker form. This yields

         | kron(I, op1(A))   SGN1*kron(op2(B)**T, I) | | Vec R |   | Vec E |
   Z X = |                                           |*|       | = |       |
         | kron(I, op1(C))   SGN2*kron(op2(D)**T, I) | | Vec L |   | Vec F |

 Regarding Z**T one obtains

            | kron(I, op1(A)**T )    kron(I, op1(C)**T)   | | Vec R |   | Vec E |
   Z**T X = |                                             |*|       | = |       |
            | SGN1*kron(op2(B), I)   SGN2*kron(op2(D), I) | | Vec L |   | Vec F |

 which belongs to the Sylvester equation (1). For this reason the parameters TRANSA and TRANSB
 are expressed in terms of the Sylvester equation (2).

Parameters

FACTA

          FACTA is CHARACTER
          Specifies how the matrix pencil (A,C) is given.
          == 'N':  The matrix pencil (A,C) is given as a general matrices and its Schur decomposition
                  A = QA*S*ZA**T, C = QA*R*ZA**T will be computed.
          == 'F':  The matrix pencil (A,C) is already in generalized Schur form and S, R, QA, and ZA
                  are given.

FACTB

          FACTB is CHARACTER
          Specifies how the matrix pencil (B,D) is given.
          == 'N':  The matrix pencil (B,D) is given as a general matrices and its Schur decomposition
                  B = QB*U*ZB**T, D = QB*V*ZB**T will be computed.
          == 'F':  The matrix pencil (B,D) is already in generalized Schur form and U, V, QB, and ZB
                  are given.

TRANSA

          TRANSA is CHARACTER
          Specifies the form of the system of equations with respect to A and C :
          == 'N':  op1(A) = A
          == 'T':  op1(A) = A**T

TRANSB

          TRANSB is CHARACTER
          Specifies the form of the system of equations with respect to B and D:
          == 'N':  op2(B) = B,
          == 'T':  op2(B) = B**T

SGN1

          SGN1 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the second equation.

M

          M is INTEGER
          The order of the matrices A and C.  M >= 0.

N

          N is INTEGER
          The order of the matrices B and D.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,M)
          If FACT == 'N', the matrix A is a general matrix and it is overwritten with the
          (quasi-) upper triangular factor S of the Schur decomposition of (A,C).
          If FACT == 'F', the matrix A contains its (quasi-) upper triangular matrix S of
          the Schur decomposition of (A,C).

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB,N)
          If FACT == 'N',  the matrix B is a general matrix and it is overwritten with the
          (quasi-) upper triangular factor U of the Schur decomposition of (B,D).
          If FACT == 'F', the matrix B contains its (quasi-) upper triangular matrix U of
          the Schur decomposition of (B,D).

LDB

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

C

          C is DOUBLE PRECISION array, dimension (LDC,M)
          If FACT == 'N', the matrix C is a general matrix and it is overwritten with the
          upper triangular factor R of the Schur decomposition of (A,C).
          If FACT == 'F', the matrix C contains its upper triangular matrix R of
          the Schur decomposition of (A,C).

LDC

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

D

          D is DOUBLE PRECISION array, dimension (LDD,N)
          If FACT == 'N',  the matrix D is a general matrix and it is overwritten with the
          upper triangular factor V of the Schur decomposition of (B,D).
          If FACT == 'F', the matrix D contains its upper triangular matrix V of
          the Schur decomposition of (B,D).

LDD

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

QA

          QA is DOUBLE PRECISION array, dimension (LDQA,M)
          If FACT == 'N', the matrix QA is an empty M-by-M matrix on input and contains the
          left Schur vectors of (A,C) on output.
          If FACT == 'F', the matrix QA contains the left Schur vectors of (A,C).

LDQA

          LDQA is INTEGER
          The leading dimension of the array QA.  LDQA >= max(1,M).

ZA

          ZA is DOUBLE PRECISION array, dimension (LDZA,M)
          If FACT == 'N', the matrix ZA is an empty M-by-M matrix on input and contains the
          right Schur vectors of (A,C) on output.
          If FACT == 'F', the matrix ZA contains the right Schur vectors of (A,C).

LDZA

          LDZA is INTEGER
          The leading dimension of the array ZA.  LDZA >= max(1,M).

QB

          QB is DOUBLE PRECISION array, dimension (LDQB,N)
          If FACT == 'N', the matrix QB is an empty N-by-N matrix on input and contains the
          left Schur vectors of (B,D) on output.
          If FACT == 'F', the matrix QB contains the left Schur vectors of (B,D).

LDQB

          LDQB is INTEGER
          The leading dimension of the array QB.  LDQB >= max(1,N).

ZB

          ZB is DOUBLE PRECISION array, dimension (LDZB,N)
          If FACT == 'N', the matrix ZB is an empty N-by-N matrix on input and contains the
          right Schur vectors of (B,D) on output.
          If FACT == 'F', the matrix ZB contains the right Schur vectors of (B,D).

LDZB

          LDZB is INTEGER
          The leading dimension of the array ZB.  LDZB >= max(1,N).

E

          E is DOUBLE PRECISION array, dimension (LDE,N)
          On input, the matrix E contains the right hand side E.
          On output, the matrix E contains the solution R.

LDE

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

F

          F is DOUBLE PRECISION array, dimension (LDF,N)
          On input, the matrix F contains the right hand side F.
          On output, the matrix F contains the solution L.

LDF

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

SCALE

          SCALE is DOUBLE PRECISION
          SCALE is a scaling factor to prevent the overflow in the result.
          If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems
          could not be solved correctly, 0 < SCALE <= 1 holds true.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LDWORK))
          Workspace for the algorithm. The optmimal workspace is returned in LDWORK, if LDWORK == -1 on input. In this
          case no computations are performed.

LDWORK

          LDWORK is INTEGER
          If LDWORK == -1 on input, the subroutine will return the required size of the workspace in LDWORK on exit.
          No computations are performed and none of the arrays are referenced.

INFO

          INFO is INTEGER
          == 0:  successful exit
          = 1:  DGGES failed
          = 2:  DLA_SORT_GEV failed
          = 3:  Inner solver failed
          < 0:  if INFO = -i, the i-th argument had an illegal value

See also

DLA_TGCSYLV_DUAL_DAG

DLA_TGCSYLV_DUAL_LEVEL3

DLA_TGCSYLV_DUAL_L3_2S

DLA_TGCSYLV_DUAL_L2

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_32

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_64

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_96

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_128

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

Januar 2023

Definition at line 326 of file dla_ggcsylv_dual.f90.

Iterative Refinement for the dual Coupled Generalized Sylvester Equations.

Purpose:

 DLA_GGCSYLV_DUAL_REFINE solves a coupled generalized Sylvester equation of the following forms

    op1(A)**T * R  + op1(C)**T * L               = SCALE * E                             (1)
    SGN1 * R * op2(B)**T + SGN2 * L * op2(D)** T = SCALE * F

 where A and C are M-by-M matrices and B and D are N-by-N matrices.
 The right hand sides E, F  and the solutions R, L are  M-by-N matrices.
 The equation (1) is the dual to the generalized coupled Sylvester equation

    op1(A) * R + SGN1 * L * op2(B)  = SCALE * E                                          (2)
    op1(C) * R + SGN2 * L * op2(D)  = SCALE * F

 The equation (1) is the dual one to equation (2) with respect to the underlying linear system.
 Let Z be the matrix formed by rewriting (2) into its Kronecker form. This yields

         | kron(I, op1(A))   SGN1*kron(op2(B)**T, I) | | Vec R |   | Vec E |
   Z X = |                                           |*|       | = |       |
         | kron(I, op1(C))   SGN2*kron(op2(D)**T, I) | | Vec L |   | Vec F |

 Regarding Z**T one obtains

            | kron(I, op1(A)**T )    kron(I, op1(C)**T)   | | Vec R |   | Vec E |
   Z**T X = |                                             |*|       | = |       |
            | SGN1*kron(op2(B), I)   SGN2*kron(op2(D), I) | | Vec L |   | Vec F |

 which belongs to the Sylvester equation (1). For this reason the parameters TRANSA and TRANSB
 are expressed in terms of the Sylvester equation (2).
 The pencils (A,C) and (B,D) need to be given in the original form as well
 as in their generalized Schur decomposition since both are required in the
 iterative refinement procedure.

Parameters

TRANSA

          TRANSA is CHARACTER
          Specifies the form of the system of equations with respect to A and C :
          == 'N':  op1(A) = A
          == 'T':  op1(A) = A**T

TRANSB

          TRANSB is CHARACTER
          Specifies the form of the system of equations with respect to B and D:
          == 'N':  op2(B) = B,
          == 'T':  op2(B) = B**T

GUESS

          GUESS is CHARACTER
          Specifies whether (R,L) contains an initial guess or nor not.
          =  'I': (R, L) contains an initial guess
          =  'N': No initial guess, (R,L) is set to zero at the begin of the iteration.

SGN1

          SGN1 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the second equation.

M

          M is INTEGER
          The order of the matrices A and C.  M >= 0.

N

          N is INTEGER
          The order of the matrices B and D.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,M)
          The array A contains the original matrix A defining the equation.

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB,N)
          The array B contains the original matrix B defining the equation.

LDB

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

C

          C is DOUBLE PRECISION array, dimension (LDC,M)
          The array C contains the original matrix C defining the equation.

LDC

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

D

          D is DOUBLE PRECISION array, dimension (LDD,N)
          The array D contains the original matrix D defining the equation.

LDD

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

R

          R is DOUBLE PRECISION array, dimension (LDR,N)
          On input, the array R contains the initial guess R0 for the first solution matrix.
          On output, the array R contains the refine solution matrix R.

LDR

          LDR is INTEGER
          The leading dimension of the array R.  LDR >= max(1,M).

L

          L is DOUBLE PRECISION array, dimension (LDL,N)
          On input, the array L contains the initial guess for the second solution matrix.
          On output, the array L contains the solution L.

LDL

          LDL is INTEGER
          The leading dimension of the array L.  LDF >= max(1,M).

E

          E is DOUBLE PRECISION array, dimension (LDE,N)
          On input, the array E contains the right hand side E.

LDE

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

F

          F is DOUBLE PRECISION array, dimension (LDF,N)
          On input, the array F contains the right hand side F.

LDF

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

AS

          AS is DOUBLE PRECISION array, dimension (LDAS,M)
          The array AS contains the generalized Schur decomposition of the
          A.

LDAS

          LDAS is INTEGER
          The leading dimension of the array AS.  LDAS >= max(1,M).

BS

          BS is DOUBLE PRECISION array, dimension (LDBS,N)
          The array BS contains the generalized Schur decomposition of the
          B.

LDBS

          LDBS is INTEGER
          The leading dimension of the array BS.  LDBS >= max(1,N).

CS

          CS is DOUBLE PRECISION array, dimension (LDCS,M)
          The array CS contains the generalized Schur decomposition of the
          C.

LDCS

          LDCS is INTEGER
          The leading dimension of the array CS.  LDCS >= max(1,M).

DS

          DS is DOUBLE PRECISION array, dimension (LDDS,N)
          The array DS contains the generalized Schur decomposition of the
          D.

LDDS

          LDDS is INTEGER
          The leading dimension of the array DS.  LDDS >= max(1,N).

Q

          Q is DOUBLE PRECISION array, dimension (LDQ,M)
          The array Q contains the left generalized Schur vectors for (A,C) as returned by DGGES.

LDQ

          LDQ is INTEGER
          The leading dimension of the array Q.  LDQ >= max(1,M).

Z

          Z is DOUBLE PRECISION array, dimension (LDZ,M)
          The array Z contains the right generalized Schur vectors for (A,C) as returned by DGGES.

LDZ

          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= max(1,M).

U

          U is DOUBLE PRECISION array, dimension (LDU,N)
          The array U contains the left generalized Schur vectors for (B,D) as returned by DGGES.

LDU

          LDU is INTEGER
          The leading dimension of the array U.  LDU >= max(1,N).

V

          V is DOUBLE PRECISION array, dimension (LDV,N)
          The array V contains the right generalized Schur vectors for (B,D) as returned by DGGES.

LDV

          LDV is INTEGER
          The leading dimension of the array V.  LDV >= max(1,N).

MAXIT

          MAXIT is INTEGER
          On input, MAXIT contains the maximum number of iteration that are performed, 2 <= MAXIT <= 100
          On exit, MAXIT contains the number of iteration steps taken by the algorithm.

TAU

          TAU is DOUBLE PRECISION
          On input, TAU contains the additional security factor for the stopping criterion, typical values are 0.1
          On exit, TAU contains the last relative residual when the stopping criterion got valid.

CONVLOG

          CONVLOG is DOUBLE PRECISION array, dimension (MAXIT)
          The CONVLOG array contains the convergence history of the iterative refinement. CONVLOG(I) contains the maximum
          relative residual of both equations before it is solved for the I-th time.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LDWORK))
          Workspace for the algorithm. The optmimal workspace is returned in LDWORK, if LDWORK == -1 on input. In this
          case no computations are performed.

LDWORK

          LDWORK is INTEGER
          If LDWORK == -1 the subroutine will return the required size of the workspace in LDWORK on exit. No computations are
          performed and none of the arrays are referenced.

INFO

          INFO is INTEGER
          == 0:  Success
          > 0:  Iteration failed in step INFO
          < 0:  if INFO = -i, the i-th argument had an illegal value
          = -50: Some of the internal settings like NB,... are incorrect.

See also

DLA_TGCSYLV_DUAL_DAG

DLA_TGCSYLV_DUAL_LEVEL3

DLA_TGCSYLV_DUAL_L3_2S

DLA_TGCSYLV_DUAL_L2

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_32

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_64

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_96

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY_128

DLA_TGCSYLV_DUAL_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

Januar 2023

Definition at line 399 of file dla_ggcsylv_dual_refine.f90.

Iterative Refinement for the Coupled Generalized Sylvester Equations.

Purpose:

 DLA_GGCSYLV_REFINE solves a coupled generalized Sylvester equation of the following forms

    op1(A) * R  + SGN1 * L  * op2(B) =  E                              (1)
    op1(C) * R  + SGN2 * L  * op2(D) =  F

 with iterative refinement, Thereby  (A,C) is a M-by-M matrix pencil and
 (B,D) is a N-by-N matrix pencil.
 The right hand side (E,F) and the solution (R,L) are M-by-N matrices.
 The pencils (A,C) and (B,D) need to be given in the original form as well
 as in their generalized Schur decomposition since both are required in the
 iterative refinement procedure.

Parameters

TRANSA

          TRANSA is CHARACTER
          Specifies the form of the system of equations with respect to A and C :
          == 'N':  op1(A) = A
          == 'T':  op1(A) = A**T

TRANSB

          TRANSB is CHARACTER
          Specifies the form of the system of equations with respect to B and D:
          == 'N':  op2(B) = B,
          == 'T':  op2(B) = B**T

GUESS

          GUESS is CHARACTER
          Specifies whether (R,L) contains an initial guess or nor not.
          =  'I': (R, L) contains an initial guess
          =  'N': No initial guess, (R,L) is set to zero at the begin of the iteration.

SGN1

          SGN1 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the second equation.

M

          M is INTEGER
          The order of the matrices A and C.  M >= 0.

N

          N is INTEGER
          The order of the matrices B and D.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,M)
          The array A contains the original matrix A defining the equation.

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB,N)
          The array B contains the original matrix B defining the equation.

LDB

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

C

          C is DOUBLE PRECISION array, dimension (LDC,M)
          The array C contains the original matrix C defining the equation.

LDC

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

D

          D is DOUBLE PRECISION array, dimension (LDD,N)
          The array D contains the original matrix D defining the equation.

LDD

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

R

          R is DOUBLE PRECISION array, dimension (LDR,N)
          On input, the array R contains the initial guess R0 for the first solution matrix.
          On output, the array R contains the refine solution matrix R.

LDR

          LDR is INTEGER
          The leading dimension of the array R.  LDR >= max(1,M).

L

          L is DOUBLE PRECISION array, dimension (LDL,N)
          On input, the array L contains the initial guess for the second solution matrix.
          On output, the array L contains the solution L.

LDL

          LDL is INTEGER
          The leading dimension of the array L.  LDF >= max(1,M).

E

          E is DOUBLE PRECISION array, dimension (LDE,N)
          On input, the array E contains the right hand side E.

LDE

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

F

          F is DOUBLE PRECISION array, dimension (LDF,N)
          On input, the array F contains the right hand side F.

LDF

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

AS

          AS is DOUBLE PRECISION array, dimension (LDAS,M)
          The array AS contains the generalized Schur decomposition of the
          A.

LDAS

          LDAS is INTEGER
          The leading dimension of the array AS.  LDAS >= max(1,M).

BS

          BS is DOUBLE PRECISION array, dimension (LDBS,N)
          The array BS contains the generalized Schur decomposition of the
          B.

LDBS

          LDBS is INTEGER
          The leading dimension of the array BS.  LDBS >= max(1,N).

CS

          CS is DOUBLE PRECISION array, dimension (LDCS,M)
          The array CS contains the generalized Schur decomposition of the
          C.

LDCS

          LDCS is INTEGER
          The leading dimension of the array CS.  LDCS >= max(1,M).

DS

          DS is DOUBLE PRECISION array, dimension (LDDS,N)
          The array DS contains the generalized Schur decomposition of the
          D.

LDDS

          LDDS is INTEGER
          The leading dimension of the array DS.  LDDS >= max(1,N).

Q

          Q is DOUBLE PRECISION array, dimension (LDQ,M)
          The array Q contains the left generalized Schur vectors for (A,C) as returned by DGGES.

LDQ

          LDQ is INTEGER
          The leading dimension of the array Q.  LDQ >= max(1,M).

Z

          Z is DOUBLE PRECISION array, dimension (LDZ,M)
          The array Z contains the right generalized Schur vectors for (A,C) as returned by DGGES.

LDZ

          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= max(1,M).

U

          U is DOUBLE PRECISION array, dimension (LDU,N)
          The array U contains the left generalized Schur vectors for (B,D) as returned by DGGES.

LDU

          LDU is INTEGER
          The leading dimension of the array U.  LDU >= max(1,N).

V

          V is DOUBLE PRECISION array, dimension (LDV,N)
          The array V contains the right generalized Schur vectors for (B,D) as returned by DGGES.

LDV

          LDV is INTEGER
          The leading dimension of the array V.  LDV >= max(1,N).

MAXIT

          MAXIT is INTEGER
          On input, MAXIT contains the maximum number of iteration that are performed, 2 <= MAXIT <= 100
          On exit, MAXIT contains the number of iteration steps taken by the algorithm.

TAU

          TAU is DOUBLE PRECISION
          On input, TAU contains the additional security factor for the stopping criterion, typical values are 0.1
          On exit, TAU contains the last relative residual when the stopping criterion got valid.

CONVLOG

          CONVLOG is DOUBLE PRECISION array, dimension (MAXIT)
          The CONVLOG array contains the convergence history of the iterative refinement. CONVLOG(I) contains the maximum
          relative residual of both equations before it is solved for the I-th time.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LDWORK))
          Workspace for the algorithm. The optmimal workspace is returned in LDWORK, if LDWORK == -1 on input. In this
          case no computations are performed.

LDWORK

          LDWORK is INTEGER
          If LDWORK == -1 the subroutine will return the required size of the workspace in LDWORK on exit. No computations are
          performed and none of the arrays are referenced.

INFO

          INFO is INTEGER
          == 0:  Success
          > 0:  Iteration failed in step INFO
          < 0:  if INFO = -i, the i-th argument had an illegal value
          = -50: Some of the internal settings like NB,... are incorrect.

See also

DLA_TGCSYLV_DAG

DLA_TGCSYLV_LEVEL3

DLA_TGCSYLV_L3_2S

DLA_TGCSYLV_L2_UNOPT

DLA_TGCSYLV_L2

DLA_TGCSYLV_L2_REORDER

DLA_TGCSYLV_L2_LOCAL_COPY_32

DLA_TGCSYLV_L2_LOCAL_COPY_64

DLA_TGCSYLV_L2_LOCAL_COPY_96

DLA_TGCSYLV_L2_LOCAL_COPY_128

DLA_TGCSYLV_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

Januar 2023

Definition at line 381 of file dla_ggcsylv_refine.f90.

Frontend for the solution of Generalized Sylvester Equations.

Purpose:

 DLA_GGSYLV solves a generalized Sylvester equation of the following forms

    op1(A) * X * op2(B) + op1(C) * X * op2(D) = SCALE * Y                              (1)

 or

    op1(A) * X * op2(B) - op1(C) * X * op2(D) = SCALE * Y                              (2)

 where (A,C) is a M-by-M matrix pencil and (B,D) is a N-by-N matrix pencil.
 The right hand side Y and the solution X M-by-N matrices. The pencils (A,C)
 and (B,D) can be either given as general unreduced matrices or in terms of
 their generalized Schur decomposition. If they are given as general matrices
 their generalized Schur decomposition will be computed.

Parameters

FACTA

          FACTA is CHARACTER
          Specifies how the matrix pencil (A,C) is given.
          == 'N':  The matrix pencil (A,C) is given as a general matrices and its Schur decomposition
                  A = QA*S*ZA**T, C = QA*R*ZA**T will be computed.
          == 'F':  The matrix pencil (A,C) is already in generalized Schur form and S, R, QA, and ZA
                  are given.

FACTB

          FACTB is CHARACTER
          Specifies how the matrix pencil (B,D) is given.
          == 'N':  The matrix pencil (B,D) is given as a general matrices and its Schur decomposition
                  B = QB*U*ZB**T, D = QB*V*ZB**T will be computed.
          == 'F':  The matrix pencil (B,D) is already in generalized Schur form and U, V, QB, and ZB
                  are given.

TRANSA

          TRANSA is CHARACTER
          Specifies the form of the system of equations with respect to A and C :
          == 'N':  op1(A) = A
          == 'T':  op1(A) = A**T

TRANSB

          TRANSB is CHARACTER
          Specifies the form of the system of equations with respect to B and D:
          == 'N':  op2(B) = B,
          == 'T':  op2(B) = B**T

SGN

          SGN is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between the two parts of the Sylvester equation.
          = 1 :  Solve Equation (1)
          == -1:  Solve Equation (2)

M

          M is INTEGER
          The order of the matrices A and C.  M >= 0.

N

          N is INTEGER
          The order of the matrices B and D.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,M)
          If FACT == 'N', the matrix A is a general matrix and it is overwritten with the
          (quasi-) upper triangular factor S of the Schur decomposition of (A,C).
          If FACT == 'F', the matrix A contains its (quasi-) upper triangular matrix S of
          the Schur decomposition of (A,C).

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB,N)
          If FACT == 'N',  the matrix B is a general matrix and it is overwritten with the
          (quasi-) upper triangular factor U of the Schur decomposition of (B,D).
          If FACT == 'F', the matrix B contains its (quasi-) upper triangular matrix U of
          the Schur decomposition of (B,D).

LDB

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

C

          C is DOUBLE PRECISION array, dimension (LDC,M)
          If FACT == 'N', the matrix C is a general matrix and it is overwritten with the
          upper triangular factor R of the Schur decomposition of (A,C).
          If FACT == 'F', the matrix C contains its upper triangular matrix R of
          the Schur decomposition of (A,C).

LDC

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

D

          D is DOUBLE PRECISION array, dimension (LDD,N)
          If FACT == 'N',  the matrix D is a general matrix and it is overwritten with the
          upper triangular factor V of the Schur decomposition of (B,D).
          If FACT == 'F', the matrix D contains its upper triangular matrix V of
          the Schur decomposition of (B,D).

LDD

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

QA

          QA is DOUBLE PRECISION array, dimension (LDQA,M)
          If FACT == 'N', the matrix QA is an empty M-by-M matrix on input and contains the
          left Schur vectors of (A,C) on output.
          If FACT == 'F', the matrix QA contains the left Schur vectors of (A,C).

LDQA

          LDQA is INTEGER
          The leading dimension of the array QA.  LDQA >= max(1,M).

ZA

          ZA is DOUBLE PRECISION array, dimension (LDZA,M)
          If FACT == 'N', the matrix ZA is an empty M-by-M matrix on input and contains the
          right Schur vectors of (A,C) on output.
          If FACT == 'F', the matrix ZA contains the right Schur vectors of (A,C).

LDZA

          LDZA is INTEGER
          The leading dimension of the array ZA.  LDZA >= max(1,M).

QB

          QB is DOUBLE PRECISION array, dimension (LDQB,N)
          If FACT == 'N', the matrix QB is an empty N-by-N matrix on input and contains the
          left Schur vectors of (B,D) on output.
          If FACT == 'F', the matrix QB contains the left Schur vectors of (B,D).

LDQB

          LDQB is INTEGER
          The leading dimension of the array QB.  LDQB >= max(1,N).

ZB

          ZB is DOUBLE PRECISION array, dimension (LDZB,N)
          If FACT == 'N', the matrix ZB is an empty N-by-N matrix on input and contains the
          right Schur vectors of (B,D) on output.
          If FACT == 'F', the matrix ZB contains the right Schur vectors of (B,D).

LDZB

          LDZB is INTEGER
          The leading dimension of the array ZB.  LDZB >= max(1,N).

X

          X is DOUBLE PRECISION array, dimension (LDX,N)
          On input, the matrix X contains the right hand side Y.
          On output, the matrix X contains the solution of Equation (1) or (2)
          Right hand side Y and the solution X are M-by-N matrices.

LDX

          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,M).

SCALE

          SCALE is DOUBLE PRECISION
          SCALE is a scaling factor to prevent the overflow in the result.
          If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems
          could not be solved correctly, 0 < SCALE <= 1 holds true.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LDWORK))
          Workspace for the algorithm. The optmimal workspace is given either by \ref mepack_memory_frontend
          or a previous call to the this routine with LDWORK === -1.

LDWORK

          LDWORK is INTEGER
          Size of the workspace for the algorithm. This can be determined by a call \ref mepack_memory_frontend .
          Alternatively, if LDWORK == -1 on input, the subroutine will return the required size of the workspace in LDWORK
          without performing any computations.

INFO

          INFO is INTEGER
          == 0:  successful exit
          = 1:  DGGES failed
          = 2:  DLA_SORT_GEV failed
          = 3:  Inner solver failed
          < 0:  if INFO = -i, the i-th argument had an illegal value

See also

DLA_TGSYLV_DAG

DLA_TGSYLV_L3_COLWISE

DLA_TGSYLV_L3_2S

DLA_TGSYLV_L2_REORDER

DLA_TGSYLV_L2

DLA_TGSYLV_L2_COLWISE

DLA_TGSYLV_L2_LOCAL_COPY_32

DLA_TGSYLV_L2_LOCAL_COPY_64

DLA_TGSYLV_L2_LOCAL_COPY_96

DLA_TGSYLV_L2_LOCAL_COPY_128

DLA_TGSYLV_L2_LOCAL_COPY

DLA_TGSYLV_GARDINER_LAUB

Author

Martin Koehler, MPI Magdeburg

Date

Januar 2023

Definition at line 299 of file dla_ggsylv.f90.

Iterative Refinement for the Generalized Sylvester Equations.

Purpose:

 DLA_GGSYLV_REFINE solves a generalized Sylvester equation of the following forms

    op1(A) * X * op2(B) + SGN * op1(C) * X * op2(D) = Y                    (1)

 with iterative refinement, Thereby  (A,C) is a M-by-M matrix pencil and
 (B,D) is a N-by-N matrix pencil.
 The right hand side Y and the solution X are M-by-N matrices.
 The pencils (A,C) and (B,D) need to be given in the original form as well
 as in their generalized Schur decomposition since both are required in the
 iterative refinement procedure.

Parameters

TRANSA

          TRANSA is CHARACTER
          Specifies the form of the system of equations with respect to A and C :
          == 'N':  op1(A) = A
          == 'T':  op1(A) = A**T

TRANSB

          TRANSB is CHARACTER
          Specifies the form of the system of equations with respect to B and D:
          == 'N':  op2(B) = B,
          == 'T':  op2(B) = B**T

GUESS

          GUESS is CHARACTER
          Specifies whether X contains an initial guess or nor not.
          =  'I': X contains an initial guess
          =  'N': No initial guess, X is set to zero at the begin of the iteration.

SGN

          SGN is DOUBLE PRECISION, allowed values: +/-1
          Specifies the sign between in the first equation.

M

          M is INTEGER
          The order of the matrices A and C.  M >= 0.

N

          N is INTEGER
          The order of the matrices B and D.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,M)
          The array A contains the original matrix A defining the eqaution.

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB,N)
          The array B contains the original matrix B defining the eqaution.

LDB

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

C

          C is DOUBLE PRECISION array, dimension (LDC,M)
          The array C contains the original matrix C defining the eqaution.

LDC

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

D

          D is DOUBLE PRECISION array, dimension (LDD,N)
          The array D contains the original matrix D defining the eqaution.

LDD

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

X

          X is DOUBLE PRECISION array, dimension (LDX,N)
          On input, the array X contains the initial guess, if GUESS = 'I'.
          On output, the array X contains the solution X.

LDX

          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,M).

Y

          Y is DOUBLE PRECISION array, dimension (LDY,N)
          On input, the array Y contains the right hand side Y.
          The array stays unchanged during the iteration.

LDY

          LDY is INTEGER
          The leading dimension of the array Y.  LDY >= max(1,M).

AS

          AS is DOUBLE PRECISION array, dimension (LDAS,M)
          The array AS contains the generalized Schur decomposition of the
          A.

LDAS

          LDAS is INTEGER
          The leading dimension of the array AS.  LDAS >= max(1,M).

BS

          BS is DOUBLE PRECISION array, dimension (LDBS,N)
          The array BS contains the generalized Schur decomposition of the
          B.

LDBS

          LDBS is INTEGER
          The leading dimension of the array BS.  LDBS >= max(1,N).

CS

          CS is DOUBLE PRECISION array, dimension (LDCS,M)
          The array CS contains the generalized Schur decomposition of the
          C.

LDCS

          LDCS is INTEGER
          The leading dimension of the array CS.  LDCS >= max(1,M).

DS

          DS is DOUBLE PRECISION array, dimension (LDDS,N)
          The array DS contains the generalized Schur decomposition of the
          D.

LDDS

          LDDS is INTEGER
          The leading dimension of the array DS.  LDDS >= max(1,N).

Q

          Q is DOUBLE PRECISION array, dimension (LDQ,M)
          The array Q contains the left generalized Schur vectors for (A,C) as returned by DGGES.

LDQ

          LDQ is INTEGER
          The leading dimension of the array Q.  LDQ >= max(1,M).

Z

          Z is DOUBLE PRECISION array, dimension (LDZ,M)
          The array Z contains the right generalized Schur vectors for (A,C) as returned by DGGES.

LDZ

          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= max(1,M).

U

          U is DOUBLE PRECISION array, dimension (LDU,N)
          The array U contains the left generalized Schur vectors for (B,D) as returned by DGGES.

LDU

          LDU is INTEGER
          The leading dimension of the array U.  LDU >= max(1,N).

V

          V is DOUBLE PRECISION array, dimension (LDV,N)
          The array V contains the right generalized Schur vectors for (B,D) as returned by DGGES.

LDV

          LDV is INTEGER
          The leading dimension of the array V.  LDV >= max(1,N).

MAXIT

          MAXIT is INTEGER
          On input, MAXIT contains the maximum number of iteration that are performed, 2 <= MAXIT <= 100
          On exit, MAXIT contains the number of iteration steps taken by the algorithm.

TAU

          TAU is DOUBLE PRECISION
          On input, TAU contains the additional security factor for the stopping criterion, typical values are 0.1
          On exit, TAU contains the last relative residual when the stopping criterion got valid.

CONVLOG

          CONVLOG is DOUBLE PRECISION array, dimension (MAXIT)
          The CONVLOG array contains the convergence history of the iterative refinement. CONVLOG(I) contains the maximum
          relative residual before it is solved for the I-th time.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LDWORK))
          Workspace for the algorithm. The optmimal workspace is returned in LDWORK, if LDWORK == -1 on input. In this
          case no computations are performed.

LDWORK

          LDWORK is INTEGER
          If LDWORK == -1 the subroutine will return the required size of the workspace in LDWORK on exit. No computations are
          performed and none of the arrays are referenced.

INFO

          INFO is INTEGER
          == 0:  Success
          > 0:  Iteration failed in step INFO
          < 0:  if INFO = -i, the i-th argument had an illegal value
          = -50: Some of the internal settings like NB,... are incorrect.

See also

DLA_TGSYLV_DAG

DLA_TGSYLV_LEVEL3

DLA_TGSYLV_L3_2S

DLA_TGSYLV_L2_UNOPT

DLA_TGSYLV_L2

DLA_TGSYLV_L2_REORDER

DLA_TGSYLV_L2_LOCAL_COPY_32

DLA_TGSYLV_L2_LOCAL_COPY_64

DLA_TGSYLV_L2_LOCAL_COPY_96

DLA_TGSYLV_L2_LOCAL_COPY_128

DLA_TGSYLV_L2_LOCAL_COPY

DLA_TGSYLV_GARDINER_LAUB

Author

Martin Koehler, MPI Magdeburg

Date

Januar 2023

Definition at line 349 of file dla_ggsylv_refine.f90.