1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
|
/* ctrsen.f -- translated by f2c (version 20061008).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "f2c.h"
#include "blaswrap.h"
/* Table of constant values */
static integer c_n1 = -1;
/* Subroutine */ int ctrsen_(char *job, char *compq, logical *select, integer
*n, complex *t, integer *ldt, complex *q, integer *ldq, complex *w,
integer *m, real *s, real *sep, complex *work, integer *lwork,
integer *info)
{
/* System generated locals */
integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2, i__3;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer k, n1, n2, nn, ks;
real est;
integer kase, ierr;
real scale;
extern logical lsame_(char *, char *);
integer isave[3], lwmin;
logical wantq, wants;
real rnorm;
extern /* Subroutine */ int clacn2_(integer *, complex *, complex *, real
*, integer *, integer *);
real rwork[1];
extern doublereal clange_(char *, integer *, integer *, complex *,
integer *, real *);
extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex
*, integer *, complex *, integer *), xerbla_(char *,
integer *);
logical wantbh;
extern /* Subroutine */ int ctrexc_(char *, integer *, complex *, integer
*, complex *, integer *, integer *, integer *, integer *);
logical wantsp;
extern /* Subroutine */ int ctrsyl_(char *, char *, integer *, integer *,
integer *, complex *, integer *, complex *, integer *, complex *,
integer *, real *, integer *);
logical lquery;
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH. */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* CTRSEN reorders the Schur factorization of a complex matrix */
/* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in */
/* the leading positions on the diagonal of the upper triangular matrix */
/* T, and the leading columns of Q form an orthonormal basis of the */
/* corresponding right invariant subspace. */
/* Optionally the routine computes the reciprocal condition numbers of */
/* the cluster of eigenvalues and/or the invariant subspace. */
/* Arguments */
/* ========= */
/* JOB (input) CHARACTER*1 */
/* Specifies whether condition numbers are required for the */
/* cluster of eigenvalues (S) or the invariant subspace (SEP): */
/* = 'N': none; */
/* = 'E': for eigenvalues only (S); */
/* = 'V': for invariant subspace only (SEP); */
/* = 'B': for both eigenvalues and invariant subspace (S and */
/* SEP). */
/* COMPQ (input) CHARACTER*1 */
/* = 'V': update the matrix Q of Schur vectors; */
/* = 'N': do not update Q. */
/* SELECT (input) LOGICAL array, dimension (N) */
/* SELECT specifies the eigenvalues in the selected cluster. To */
/* select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. */
/* N (input) INTEGER */
/* The order of the matrix T. N >= 0. */
/* T (input/output) COMPLEX array, dimension (LDT,N) */
/* On entry, the upper triangular matrix T. */
/* On exit, T is overwritten by the reordered matrix T, with the */
/* selected eigenvalues as the leading diagonal elements. */
/* LDT (input) INTEGER */
/* The leading dimension of the array T. LDT >= max(1,N). */
/* Q (input/output) COMPLEX array, dimension (LDQ,N) */
/* On entry, if COMPQ = 'V', the matrix Q of Schur vectors. */
/* On exit, if COMPQ = 'V', Q has been postmultiplied by the */
/* unitary transformation matrix which reorders T; the leading M */
/* columns of Q form an orthonormal basis for the specified */
/* invariant subspace. */
/* If COMPQ = 'N', Q is not referenced. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. */
/* LDQ >= 1; and if COMPQ = 'V', LDQ >= N. */
/* W (output) COMPLEX array, dimension (N) */
/* The reordered eigenvalues of T, in the same order as they */
/* appear on the diagonal of T. */
/* M (output) INTEGER */
/* The dimension of the specified invariant subspace. */
/* 0 <= M <= N. */
/* S (output) REAL */
/* If JOB = 'E' or 'B', S is a lower bound on the reciprocal */
/* condition number for the selected cluster of eigenvalues. */
/* S cannot underestimate the true reciprocal condition number */
/* by more than a factor of sqrt(N). If M = 0 or N, S = 1. */
/* If JOB = 'N' or 'V', S is not referenced. */
/* SEP (output) REAL */
/* If JOB = 'V' or 'B', SEP is the estimated reciprocal */
/* condition number of the specified invariant subspace. If */
/* M = 0 or N, SEP = norm(T). */
/* If JOB = 'N' or 'E', SEP is not referenced. */
/* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */
/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. */
/* If JOB = 'N', LWORK >= 1; */
/* if JOB = 'E', LWORK = max(1,M*(N-M)); */
/* if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)). */
/* If LWORK = -1, then a workspace query is assumed; the routine */
/* only calculates the optimal size of the WORK array, returns */
/* this value as the first entry of the WORK array, and no error */
/* message related to LWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* Further Details */
/* =============== */
/* CTRSEN first collects the selected eigenvalues by computing a unitary */
/* transformation Z to move them to the top left corner of T. In other */
/* words, the selected eigenvalues are the eigenvalues of T11 in: */
/* Z'*T*Z = ( T11 T12 ) n1 */
/* ( 0 T22 ) n2 */
/* n1 n2 */
/* where N = n1+n2 and Z' means the conjugate transpose of Z. The first */
/* n1 columns of Z span the specified invariant subspace of T. */
/* If T has been obtained from the Schur factorization of a matrix */
/* A = Q*T*Q', then the reordered Schur factorization of A is given by */
/* A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the */
/* corresponding invariant subspace of A. */
/* The reciprocal condition number of the average of the eigenvalues of */
/* T11 may be returned in S. S lies between 0 (very badly conditioned) */
/* and 1 (very well conditioned). It is computed as follows. First we */
/* compute R so that */
/* P = ( I R ) n1 */
/* ( 0 0 ) n2 */
/* n1 n2 */
/* is the projector on the invariant subspace associated with T11. */
/* R is the solution of the Sylvester equation: */
/* T11*R - R*T22 = T12. */
/* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote */
/* the two-norm of M. Then S is computed as the lower bound */
/* (1 + F-norm(R)**2)**(-1/2) */
/* on the reciprocal of 2-norm(P), the true reciprocal condition number. */
/* S cannot underestimate 1 / 2-norm(P) by more than a factor of */
/* sqrt(N). */
/* An approximate error bound for the computed average of the */
/* eigenvalues of T11 is */
/* EPS * norm(T) / S */
/* where EPS is the machine precision. */
/* The reciprocal condition number of the right invariant subspace */
/* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. */
/* SEP is defined as the separation of T11 and T22: */
/* sep( T11, T22 ) = sigma-min( C ) */
/* where sigma-min(C) is the smallest singular value of the */
/* n1*n2-by-n1*n2 matrix */
/* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) */
/* I(m) is an m by m identity matrix, and kprod denotes the Kronecker */
/* product. We estimate sigma-min(C) by the reciprocal of an estimate of */
/* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) */
/* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). */
/* When SEP is small, small changes in T can cause large changes in */
/* the invariant subspace. An approximate bound on the maximum angular */
/* error in the computed right invariant subspace is */
/* EPS * norm(T) / SEP */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters. */
/* Parameter adjustments */
--select;
t_dim1 = *ldt;
t_offset = 1 + t_dim1;
t -= t_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--w;
--work;
/* Function Body */
wantbh = lsame_(job, "B");
wants = lsame_(job, "E") || wantbh;
wantsp = lsame_(job, "V") || wantbh;
wantq = lsame_(compq, "V");
/* Set M to the number of selected eigenvalues. */
*m = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (select[k]) {
++(*m);
}
/* L10: */
}
n1 = *m;
n2 = *n - *m;
nn = n1 * n2;
*info = 0;
lquery = *lwork == -1;
if (wantsp) {
/* Computing MAX */
i__1 = 1, i__2 = nn << 1;
lwmin = max(i__1,i__2);
} else if (lsame_(job, "N")) {
lwmin = 1;
} else if (lsame_(job, "E")) {
lwmin = max(1,nn);
}
if (! lsame_(job, "N") && ! wants && ! wantsp) {
*info = -1;
} else if (! lsame_(compq, "N") && ! wantq) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*ldt < max(1,*n)) {
*info = -6;
} else if (*ldq < 1 || wantq && *ldq < *n) {
*info = -8;
} else if (*lwork < lwmin && ! lquery) {
*info = -14;
}
if (*info == 0) {
work[1].r = (real) lwmin, work[1].i = 0.f;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("CTRSEN", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
if (*m == *n || *m == 0) {
if (wants) {
*s = 1.f;
}
if (wantsp) {
*sep = clange_("1", n, n, &t[t_offset], ldt, rwork);
}
goto L40;
}
/* Collect the selected eigenvalues at the top left corner of T. */
ks = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (select[k]) {
++ks;
/* Swap the K-th eigenvalue to position KS. */
if (k != ks) {
ctrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, &k, &
ks, &ierr);
}
}
/* L20: */
}
if (wants) {
/* Solve the Sylvester equation for R: */
/* T11*R - R*T22 = scale*T12 */
clacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1);
ctrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1
+ 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr);
/* Estimate the reciprocal of the condition number of the cluster */
/* of eigenvalues. */
rnorm = clange_("F", &n1, &n2, &work[1], &n1, rwork);
if (rnorm == 0.f) {
*s = 1.f;
} else {
*s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm));
}
}
if (wantsp) {
/* Estimate sep(T11,T22). */
est = 0.f;
kase = 0;
L30:
clacn2_(&nn, &work[nn + 1], &work[1], &est, &kase, isave);
if (kase != 0) {
if (kase == 1) {
/* Solve T11*R - R*T22 = scale*X. */
ctrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 +
1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
ierr);
} else {
/* Solve T11'*R - R*T22' = scale*X. */
ctrsyl_("C", "C", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 +
1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
ierr);
}
goto L30;
}
*sep = scale / est;
}
L40:
/* Copy reordered eigenvalues to W. */
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
i__2 = k;
i__3 = k + k * t_dim1;
w[i__2].r = t[i__3].r, w[i__2].i = t[i__3].i;
/* L50: */
}
work[1].r = (real) lwmin, work[1].i = 0.f;
return 0;
/* End of CTRSEN */
} /* ctrsen_ */
|