sglggsylv - Man Page

Name

sglggsylv — Single Precision

— Single Precision routines for generalized Sylvester equations.  

Synopsis

Functions

subroutine sla_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 sla_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 sla_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 sla_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 sla_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 sla_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.

Detailed Description

Single Precision routines for generalized Sylvester equations.

This subsection contains the solvers for generalized Sylvester equations with general coefficient matrices in single precision arithmetic. The generalized Schur decompositions are computed in single precision with the help of LAPACK.

Function Documentation

subroutine sla_ggcsylv (character, dimension(1) facta, character, dimension(1) factb, character, dimension(1) transa, character, dimension(1) transb, real sgn1, real sgn2, integer m, integer n, real, dimension(lda,*) a, integer lda, real, dimension(ldb, *) b, integer ldb, real, dimension(ldc, *) c, integer ldc, real, dimension(ldd,*) d, integer ldd, real, dimension(ldqa, *) qa, integer ldqa, real, dimension(ldza, *) za, integer ldza, real, dimension(ldqb, *) qb, integer ldqb, real, dimension(ldzb, *) zb, integer ldzb, real, dimension(lde, *) e, integer lde, real, dimension(ldf,*) f, integer ldf, real scale, real, dimension(*) work, integer ldwork, integer info)

Frontend for the solution of Coupled Generalized Sylvester Equations.

Purpose:

 SLA_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, as generalized
 Hessenberg form, or in terms of their generalized Schur decomposition.
 If they are given as general matrices or as a generalized Hessenberg form
 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.
          == 'H': The matrix pencil (A,C) is given in generalized Hessenberg form and its Schur decomposition
                  A = QA*S*ZA**T, C = QA*R*ZA**T will be computed.

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.
          == 'H': The matrix pencil (B,D) is given in generalized Hessenberg form and its Schur decomposition
                  B = QB*U*ZB**T, D = QB*V*ZB**T will be computed.

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 REAL, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is REAL, 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 REAL 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).
          If FACT == 'H', the matrix A is an upper Hessenberg matrix of the generalized
          Hessenberg form (A,C) and it is overwritten with the (quasi-) upper triangular
          factor 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 REAL 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).
          If FACT == 'H', the matrix B is an upper Hessenberg matrix of the generalized
          Hessenberg form (B,D) and it is overwritten with the (quasi-) upper triangular
          factor 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 REAL 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).
          If FACT == 'H', the matrix C is the upper triangular matrix of the generalized Hessenberg form
          (A,C) and it is overwritten with the upper triangular factor 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 REAL 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).
          If FACT == 'H', the matrix D is the upper triangular matrix of the generalized Hessenberg form
          (B,D) and it is overwritten with the upper triangular factor 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 REAL 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).
          If FACT == 'H', the matrix QA is an empty M-by-M matrix on input and contains the
          left Schur vectors of (A,C) on output.

LDQA

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

ZA

          ZA is REAL 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).
          If FACT == 'H', the matrix ZA is an empty M-by-M matrix on input and contains the
          right Schur vectors of (A,C) on output.

LDZA

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

QB

          QB is REAL 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).
          If FACT == 'H', the matrix QB is an empty M-by-M matrix on input and contains the
          left Schur vectors of (B,D) on output.

LDQB

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

ZB

          ZB is REAL 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).
          If FACT == 'H', the matrix ZB is an empty M-by-M matrix on input and contains the
          right Schur vectors of (B,D) on output.

LDZB

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

E

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

WORK

          WORK is REAL 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:  SHGGES failed
          = 2:  SLA_SORT_GEV failed
          = 3:  Inner solver failed
          < 0:  if INFO = -i, the i-th argument had an illegal value
See also

SLA_TGCSYLV_DAG

DLA_TGCSYLV_LEVEL3

SLA_TGCSYLV_L3_2S

SLA_TGCSYLV_L2_UNOPT

SLA_TGCSYLV_L2

SLA_TGCSYLV_L2_REORDER

SLA_TGCSYLV_L2_LOCAL_COPY_32

SLA_TGCSYLV_L2_LOCAL_COPY_64

SLA_TGCSYLV_L2_LOCAL_COPY_96

SLA_TGCSYLV_L2_LOCAL_COPY_128

SLA_TGCSYLV_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

January 2024

Definition at line 333 of file sla_ggcsylv.f90.

subroutine sla_ggcsylv_dual (character, dimension(1) facta, character, dimension(1) factb, character, dimension(1) transa, character, dimension(1) transb, real sgn1, real sgn2, integer m, integer n, real, dimension(lda,*) a, integer lda, real, dimension(ldb, *) b, integer ldb, real, dimension(ldc, *) c, integer ldc, real, dimension(ldd,*) d, integer ldd, real, dimension(ldqa, *) qa, integer ldqa, real, dimension(ldza, *) za, integer ldza, real, dimension(ldqb, *) qb, integer ldqb, real, dimension(ldzb, *) zb, integer ldzb, real, dimension(lde, *) e, integer lde, real, dimension(ldf,*) f, integer ldf, real scale, real, dimension(*) work, integer ldwork, integer info)

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

Purpose:

 SLA_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.
          == 'H': The matrix pencil (A,C) is given in generalized Hessenberg form and its Schur decomposition
                  A = QA*S*ZA**T, C = QA*R*ZA**T will be computed.

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.
          == 'H': The matrix pencil (B,D) is given in generalized Hessenberg form and its Schur decomposition
                  B = QB*U*ZB**T, D = QB*V*ZB**T will be computed.

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 REAL, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is REAL, 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 REAL 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).
          If FACT == 'H', the matrix A is an upper Hessenberg matrix of the generalized
          Hessenberg form (A,C) and it is overwritten with the (quasi-) upper triangular
          factor 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 REAL 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).
          If FACT == 'H', the matrix B is an upper Hessenberg matrix of the generalized
          Hessenberg form (B,D) and it is overwritten with the (quasi-) upper triangular
          factor 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 REAL 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).
          If FACT == 'H', the matrix C is the upper triangular matrix of the generalized Hessenberg form
          (A,C) and it is overwritten with the upper triangular factor 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 REAL 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).
          If FACT == 'H', the matrix D is the upper triangular matrix of the generalized Hessenberg form
          (B,D) and it is overwritten with the upper triangular factor 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 REAL 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).
          If FACT == 'H', the matrix QA is an empty M-by-M matrix on input and contains the
          left Schur vectors of (A,C) on output.

LDQA

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

ZA

          ZA is REAL 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).
          If FACT == 'H', the matrix ZA is an empty M-by-M matrix on input and contains the
          right Schur vectors of (A,C) on output.

LDZA

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

QB

          QB is REAL 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).
          If FACT == 'H', the matrix QB is an empty M-by-M matrix on input and contains the
          left Schur vectors of (B,D) on output.

LDQB

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

ZB

          ZB is REAL 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).
          If FACT == 'H', the matrix ZB is an empty M-by-M matrix on input and contains the
          right Schur vectors of (B,D) on output.

LDZB

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

E

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

WORK

          WORK is REAL array, dimension (MAX(1,LDWORK))
          If FACT == 'H', the matrix ZB is an empty M-by-M matrix on input and contains the
          right Schur vectors of (B,D) on output.  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:  SHGGES failed
          = 2:  SLA_SORT_GEV failed
          = 3:  Inner solver failed
          < 0:  if INFO = -i, the i-th argument had an illegal value
See also

SLA_TGCSYLV_DUAL_DAG

DLA_TGCSYLV_DUAL_LEVEL3

SLA_TGCSYLV_DUAL_L3_2S

SLA_TGCSYLV_DUAL_L2

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_32

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_64

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_96

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_128

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

January 2024

Definition at line 350 of file sla_ggcsylv_dual.f90.

subroutine sla_ggcsylv_dual_refine (character, dimension(1) transa, character, dimension(1) transb, character, dimension(1) guess, real sgn1, real sgn2, integer m, integer n, real, dimension(lda, *) a, integer lda, real, dimension(ldb, *) b, integer ldb, real, dimension(ldc, *) c, integer ldc, real, dimension(ldd, *) d, integer ldd, real, dimension(ldr, *) r, integer ldr, real, dimension(ldl, *) l, integer ldl, real, dimension ( lde , * ) e, integer lde, real, dimension( ldf, *) f, integer ldf, real, dimension(ldas, *) as, integer ldas, real, dimension(ldbs,*) bs, integer ldbs, real, dimension(ldcs, *) cs, integer ldcs, real, dimension(ldds, *) ds, integer ldds, real, dimension(ldq, *) q, integer ldq, real, dimension(ldz, *) z, integer ldz, real, dimension(ldu, *) u, integer ldu, real, dimension(ldv, *) v, integer ldv, integer maxit, real tau, real, dimension(*) convlog, real, dimension(*) work, integer ldwork, integer info)

Iterative Refinement for the dual Coupled Generalized Sylvester Equations.

Purpose:

 SLA_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 REAL, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is REAL, 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (LDQ,M)
          The array Q contains the left generalized Schur vectors for (A,C) as returned by SGGES.

LDQ

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

Z

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

LDZ

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

U

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

LDU

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

V

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

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 REAL
          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 REAL 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 REAL 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

SLA_TGCSYLV_DUAL_DAG

DLA_TGCSYLV_DUAL_LEVEL3

SLA_TGCSYLV_DUAL_L3_2S

SLA_TGCSYLV_DUAL_L2

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_32

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_64

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_96

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY_128

SLA_TGCSYLV_DUAL_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

January 2024

Definition at line 399 of file sla_ggcsylv_dual_refine.f90.

subroutine sla_ggcsylv_refine (character, dimension(1) transa, character, dimension(1) transb, character, dimension(1) guess, real sgn1, real sgn2, integer m, integer n, real, dimension(lda, *) a, integer lda, real, dimension(ldb, *) b, integer ldb, real, dimension(ldc, *) c, integer ldc, real, dimension(ldd, *) d, integer ldd, real, dimension(ldr, *) r, integer ldr, real, dimension(ldl, *) l, integer ldl, real, dimension ( lde , * ) e, integer lde, real, dimension( ldf, *) f, integer ldf, real, dimension(ldas, *) as, integer ldas, real, dimension(ldbs,*) bs, integer ldbs, real, dimension(ldcs, *) cs, integer ldcs, real, dimension(ldds, *) ds, integer ldds, real, dimension(ldq, *) q, integer ldq, real, dimension(ldz, *) z, integer ldz, real, dimension(ldu, *) u, integer ldu, real, dimension(ldv, *) v, integer ldv, integer maxit, real tau, real, dimension(*) convlog, real, dimension(*) work, integer ldwork, integer info)

Iterative Refinement for the Coupled Generalized Sylvester Equations.

Purpose:

 SLA_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 REAL, allowed values: +/-1
          Specifies the sign between in the first equation.

SGN2

          SGN2 is REAL, 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (LDQ,M)
          The array Q contains the left generalized Schur vectors for (A,C) as returned by SGGES.

LDQ

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

Z

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

LDZ

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

U

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

LDU

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

V

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

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 REAL
          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 REAL 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 REAL 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

SLA_TGCSYLV_DAG

DLA_TGCSYLV_LEVEL3

SLA_TGCSYLV_L3_2S

SLA_TGCSYLV_L2_UNOPT

SLA_TGCSYLV_L2

SLA_TGCSYLV_L2_REORDER

SLA_TGCSYLV_L2_LOCAL_COPY_32

SLA_TGCSYLV_L2_LOCAL_COPY_64

SLA_TGCSYLV_L2_LOCAL_COPY_96

SLA_TGCSYLV_L2_LOCAL_COPY_128

SLA_TGCSYLV_L2_LOCAL_COPY

Author

Martin Koehler, MPI Magdeburg

Date

January 2024

Definition at line 381 of file sla_ggcsylv_refine.f90.

subroutine sla_ggsylv (character, dimension(1) facta, character, dimension(1) factb, character, dimension(1) transa, character, dimension(1) transb, real sgn, integer m, integer n, real, dimension(lda,*) a, integer lda, real, dimension(ldb, *) b, integer ldb, real, dimension(ldc, *) c, integer ldc, real, dimension(ldd,*) d, integer ldd, real, dimension(ldqa, *) qa, integer ldqa, real, dimension(ldza, *) za, integer ldza, real, dimension(ldqb, *) qb, integer ldqb, real, dimension(ldzb, *) zb, integer ldzb, real, dimension(ldx, *) x, integer ldx, real scale, real, dimension(*) work, integer ldwork, integer info)

Frontend for the solution of Generalized Sylvester Equations.

Purpose:

 SLA_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, as generalized
 Hessenberg form, or in terms of their generalized Schur decomposition. 
 If they are given as general matrices or as a generalized Hessenberg form
 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.
          == 'H': The matrix pencil (A,C) is given in generalized Hessenberg form and its Schur decomposition
                  A = QA*S*ZA**T, C = QA*R*ZA**T will be computed.

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.
          == 'H': The matrix pencil (B,D) is given in generalized Hessenberg form and its Schur decomposition
                  B = QB*U*ZB**T, D = QB*V*ZB**T will be computed.

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 REAL, 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 REAL 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).
          If FACT == 'H', the matrix A is an upper Hessenberg matrix of the generalized
          Hessenberg form (A,C) and it is overwritten with the (quasi-) upper triangular
          factor 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 REAL 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).
          If FACT == 'H', the matrix B is an upper Hessenberg matrix of the generalized
          Hessenberg form (B,D) and it is overwritten with the (quasi-) upper triangular
          factor 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 REAL 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).
          If FACT == 'H', the matrix C is the upper triangular matrix of the generalized Hessenberg form
          (A,C) and it is overwritten with the upper triangular factor 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 REAL 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).
          If FACT == 'H', the matrix D is the upper triangular matrix of the generalized Hessenberg form
          (B,D) and it is overwritten with the upper triangular factor 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 REAL 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).
          If FACT == 'H', the matrix QA is an empty M-by-M matrix on input and contains the
          left Schur vectors of (A,C) on output.

LDQA

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

ZA

          ZA is REAL 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).
          If FACT == 'H', the matrix ZA is an empty M-by-M matrix on input and contains the
          right Schur vectors of (A,C) on output.

LDZA

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

QB

          QB is REAL 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).
          If FACT == 'H', the matrix QB is an empty M-by-M matrix on input and contains the
          left Schur vectors of (B,D) on output.

LDQB

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

ZB

          ZB is REAL 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).
          If FACT == 'H', the matrix ZB is an empty M-by-M matrix on input and contains the
          right Schur vectors of (B,D) on output.

LDZB

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

X

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

WORK

          WORK is REAL 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:  SHGGES failed
          = 2:  SLA_SORT_GEV failed
          = 3:  Inner solver failed
          < 0:  if INFO = -i, the i-th argument had an illegal value
See also

SLA_TGSYLV_DAG

SLA_TGSYLV_L3_COLWISE

SLA_TGSYLV_L3_2S

SLA_TGSYLV_L2_REORDER

SLA_TGSYLV_L2

SLA_TGSYLV_L2_COLWISE

SLA_TGSYLV_L2_LOCAL_COPY_32

SLA_TGSYLV_L2_LOCAL_COPY_64

SLA_TGSYLV_L2_LOCAL_COPY_96

SLA_TGSYLV_L2_LOCAL_COPY_128

SLA_TGSYLV_L2_LOCAL_COPY

SLA_TGSYLV_GARDINER_LAUB

Author

Martin Koehler, MPI Magdeburg

Date

January 2024

Definition at line 322 of file sla_ggsylv.f90.

subroutine sla_ggsylv_refine (character, dimension(1) transa, character, dimension(1) transb, character, dimension(1) guess, real sgn, integer m, integer n, real, dimension(lda, *) a, integer lda, real, dimension(ldb, *) b, integer ldb, real, dimension(ldc, *) c, integer ldc, real, dimension(ldd, *) d, integer ldd, real, dimension ( ldx , * ) x, integer ldx, real, dimension (ldy, *) y, integer ldy, real, dimension(ldas, *) as, integer ldas, real, dimension(ldbs,*) bs, integer ldbs, real, dimension(ldcs, *) cs, integer ldcs, real, dimension(ldds, *) ds, integer ldds, real, dimension(ldq, *) q, integer ldq, real, dimension(ldz, *) z, integer ldz, real, dimension(ldu, *) u, integer ldu, real, dimension(ldv, *) v, integer ldv, integer maxit, real tau, real, dimension(*) convlog, real, dimension(*) work, integer ldwork, integer info)

Iterative Refinement for the Generalized Sylvester Equations.

Purpose:

 SLA_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 REAL, 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (LDQ,M)
          The array Q contains the left generalized Schur vectors for (A,C) as returned by SGGES.

LDQ

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

Z

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

LDZ

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

U

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

LDU

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

V

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

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 REAL
          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 REAL 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 REAL 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

SLA_TGSYLV_DAG

DLA_TGSYLV_LEVEL3

SLA_TGSYLV_L3_2S

SLA_TGSYLV_L2_UNOPT

SLA_TGSYLV_L2

SLA_TGSYLV_L2_REORDER

SLA_TGSYLV_L2_LOCAL_COPY_32

SLA_TGSYLV_L2_LOCAL_COPY_64

SLA_TGSYLV_L2_LOCAL_COPY_96

SLA_TGSYLV_L2_LOCAL_COPY_128

SLA_TGSYLV_L2_LOCAL_COPY

SLA_TGSYLV_GARDINER_LAUB

Author

Martin Koehler, MPI Magdeburg

Date

January 2024

Definition at line 349 of file sla_ggsylv_refine.f90.

Author

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Fri Feb 2 2024 00:00:00 Version 1.1.1 MEPACK