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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
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subroutine dtrsna | ( | character | JOB, |
character | HOWMNY, | ||
logical, dimension( * ) | SELECT, | ||
integer | N, | ||
double precision, dimension( ldt, * ) | T, | ||
integer | LDT, | ||
double precision, dimension( ldvl, * ) | VL, | ||
integer | LDVL, | ||
double precision, dimension( ldvr, * ) | VR, | ||
integer | LDVR, | ||
double precision, dimension( * ) | S, | ||
double precision, dimension( * ) | SEP, | ||
integer | MM, | ||
integer | M, | ||
double precision, dimension( ldwork, * ) | WORK, | ||
integer | LDWORK, | ||
integer, dimension( * ) | IWORK, | ||
integer | INFO | ||
) |
DTRSNA
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DTRSNA estimates reciprocal condition numbers for specified eigenvalues and/or right eigenvectors of a real upper quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q orthogonal). T must be in Schur canonical form (as returned by DHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign.
[in] | JOB | JOB is CHARACTER*1 Specifies whether condition numbers are required for eigenvalues (S) or eigenvectors (SEP): = 'E': for eigenvalues only (S); = 'V': for eigenvectors only (SEP); = 'B': for both eigenvalues and eigenvectors (S and SEP). |
[in] | HOWMNY | HOWMNY is CHARACTER*1 = 'A': compute condition numbers for all eigenpairs; = 'S': compute condition numbers for selected eigenpairs specified by the array SELECT. |
[in] | SELECT | SELECT is LOGICAL array, dimension (N) If HOWMNY = 'S', SELECT specifies the eigenpairs for which condition numbers are required. To select condition numbers for the eigenpair corresponding to a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select condition numbers corresponding to a complex conjugate pair of eigenvalues w(j) and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be set to .TRUE.. If HOWMNY = 'A', SELECT is not referenced. |
[in] | N | N is INTEGER The order of the matrix T. N >= 0. |
[in] | T | T is DOUBLE PRECISION array, dimension (LDT,N) The upper quasi-triangular matrix T, in Schur canonical form. |
[in] | LDT | LDT is INTEGER The leading dimension of the array T. LDT >= max(1,N). |
[in] | VL | VL is DOUBLE PRECISION array, dimension (LDVL,M) If JOB = 'E' or 'B', VL must contain left eigenvectors of T (or of any Q*T*Q**T with Q orthogonal), corresponding to the eigenpairs specified by HOWMNY and SELECT. The eigenvectors must be stored in consecutive columns of VL, as returned by DHSEIN or DTREVC. If JOB = 'V', VL is not referenced. |
[in] | LDVL | LDVL is INTEGER The leading dimension of the array VL. LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N. |
[in] | VR | VR is DOUBLE PRECISION array, dimension (LDVR,M) If JOB = 'E' or 'B', VR must contain right eigenvectors of T (or of any Q*T*Q**T with Q orthogonal), corresponding to the eigenpairs specified by HOWMNY and SELECT. The eigenvectors must be stored in consecutive columns of VR, as returned by DHSEIN or DTREVC. If JOB = 'V', VR is not referenced. |
[in] | LDVR | LDVR is INTEGER The leading dimension of the array VR. LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. |
[out] | S | S is DOUBLE PRECISION array, dimension (MM) If JOB = 'E' or 'B', the reciprocal condition numbers of the selected eigenvalues, stored in consecutive elements of the array. For a complex conjugate pair of eigenvalues two consecutive elements of S are set to the same value. Thus S(j), SEP(j), and the j-th columns of VL and VR all correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected). If JOB = 'V', S is not referenced. |
[out] | SEP | SEP is DOUBLE PRECISION array, dimension (MM) If JOB = 'V' or 'B', the estimated reciprocal condition numbers of the selected eigenvectors, stored in consecutive elements of the array. For a complex eigenvector two consecutive elements of SEP are set to the same value. If the eigenvalues cannot be reordered to compute SEP(j), SEP(j) is set to 0; this can only occur when the true value would be very small anyway. If JOB = 'E', SEP is not referenced. |
[in] | MM | MM is INTEGER The number of elements in the arrays S (if JOB = 'E' or 'B') and/or SEP (if JOB = 'V' or 'B'). MM >= M. |
[out] | M | M is INTEGER The number of elements of the arrays S and/or SEP actually used to store the estimated condition numbers. If HOWMNY = 'A', M is set to N. |
[out] | WORK | WORK is DOUBLE PRECISION array, dimension (LDWORK,N+6) If JOB = 'E', WORK is not referenced. |
[in] | LDWORK | LDWORK is INTEGER The leading dimension of the array WORK. LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. |
[out] | IWORK | IWORK is INTEGER array, dimension (2*(N-1)) If JOB = 'E', IWORK is not referenced. |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value |
The reciprocal of the condition number of an eigenvalue lambda is defined as S(lambda) = |v**T*u| / (norm(u)*norm(v)) where u and v are the right and left eigenvectors of T corresponding to lambda; v**T denotes the transpose of v, and norm(u) denotes the Euclidean norm. These reciprocal condition numbers always lie between zero (very badly conditioned) and one (very well conditioned). If n = 1, S(lambda) is defined to be 1. An approximate error bound for a computed eigenvalue W(i) is given by EPS * norm(T) / S(i) where EPS is the machine precision. The reciprocal of the condition number of the right eigenvector u corresponding to lambda is defined as follows. Suppose T = ( lambda c ) ( 0 T22 ) Then the reciprocal condition number is SEP( lambda, T22 ) = sigma-min( T22 - lambda*I ) where sigma-min denotes the smallest singular value. We approximate the smallest singular value by the reciprocal of an estimate of the one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is defined to be abs(T(1,1)). An approximate error bound for a computed right eigenvector VR(i) is given by EPS * norm(T) / SEP(i)
Definition at line 267 of file dtrsna.f.