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ctgsy2.f(3) LAPACK ctgsy2.f(3)

NAME

ctgsy2.f -

SYNOPSIS

Functions/Subroutines


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

Function/Subroutine Documentation

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

CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).
Purpose:
 CTGSY2 solves the generalized Sylvester equation
A * R - L * B = scale * C (1) D * R - L * E = scale * F
using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices, (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M, N-by-N and M-by-N, respectively. A, B, D and E are upper triangular (i.e., (A,D) and (B,E) in generalized Schur form).
The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor chosen to avoid overflow.
In matrix notation solving equation (1) corresponds to solve Zx = scale * b, where Z is defined as
Z = [ kron(In, A) -kron(B**H, Im) ] (2) [ kron(In, D) -kron(E**H, Im) ],
Ik is the identity matrix of size k and X**H is the transpose of X. kron(X, Y) is the Kronecker product between the matrices X and Y.
If TRANS = 'C', y in the conjugate transposed system Z**H*y = scale*b is solved for, which is equivalent to solve for R and L in
A**H * R + D**H * L = scale * C (3) R * B**H + L * E**H = scale * -F
This case is used to compute an estimate of Dif[(A, D), (B, E)] = = sigma_min(Z) using reverse communicaton with CLACON.
CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL of an upper bound on the separation between to matrix pairs. Then the input (A, D), (B, E) are sub-pencils of two matrix pairs in CTGSYL.
Parameters:
TRANS
          TRANS is CHARACTER*1
          = 'N', solve the generalized Sylvester equation (1).
          = 'T': solve the 'transposed' system (3).
IJOB
          IJOB is INTEGER
          Specifies what kind of functionality to be performed.
          =0: solve (1) only.
          =1: A contribution from this subsystem to a Frobenius
              norm-based estimate of the separation between two matrix
              pairs is computed. (look ahead strategy is used).
          =2: A contribution from this subsystem to a Frobenius
              norm-based estimate of the separation between two matrix
              pairs is computed. (SGECON on sub-systems is used.)
          Not referenced if TRANS = 'T'.
M
          M is INTEGER
          On entry, M specifies the order of A and D, and the row
          dimension of C, F, R and L.
N
          N is INTEGER
          On entry, N specifies the order of B and E, and the column
          dimension of C, F, R and L.
A
          A is COMPLEX array, dimension (LDA, M)
          On entry, A contains an upper triangular matrix.
LDA
          LDA is INTEGER
          The leading dimension of the matrix A. LDA >= max(1, M).
B
          B is COMPLEX array, dimension (LDB, N)
          On entry, B contains an upper triangular matrix.
LDB
          LDB is INTEGER
          The leading dimension of the matrix B. LDB >= max(1, N).
C
          C is COMPLEX array, dimension (LDC, N)
          On entry, C contains the right-hand-side of the first matrix
          equation in (1).
          On exit, if IJOB = 0, C has been overwritten by the solution
          R.
LDC
          LDC is INTEGER
          The leading dimension of the matrix C. LDC >= max(1, M).
D
          D is COMPLEX array, dimension (LDD, M)
          On entry, D contains an upper triangular matrix.
LDD
          LDD is INTEGER
          The leading dimension of the matrix D. LDD >= max(1, M).
E
          E is COMPLEX array, dimension (LDE, N)
          On entry, E contains an upper triangular matrix.
LDE
          LDE is INTEGER
          The leading dimension of the matrix E. LDE >= max(1, N).
F
          F is COMPLEX array, dimension (LDF, N)
          On entry, F contains the right-hand-side of the second matrix
          equation in (1).
          On exit, if IJOB = 0, F has been overwritten by the solution
          L.
LDF
          LDF is INTEGER
          The leading dimension of the matrix F. LDF >= max(1, M).
SCALE
          SCALE is REAL
          On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
          R and L (C and F on entry) will hold the solutions to a
          slightly perturbed system but the input matrices A, B, D and
          E have not been changed. If SCALE = 0, R and L will hold the
          solutions to the homogeneous system with C = F = 0.
          Normally, SCALE = 1.
RDSUM
          RDSUM is REAL
          On entry, the sum of squares of computed contributions to
          the Dif-estimate under computation by CTGSYL, where the
          scaling factor RDSCAL (see below) has been factored out.
          On exit, the corresponding sum of squares updated with the
          contributions from the current sub-system.
          If TRANS = 'T' RDSUM is not touched.
          NOTE: RDSUM only makes sense when CTGSY2 is called by
          CTGSYL.
RDSCAL
          RDSCAL is REAL
          On entry, scaling factor used to prevent overflow in RDSUM.
          On exit, RDSCAL is updated w.r.t. the current contributions
          in RDSUM.
          If TRANS = 'T', RDSCAL is not touched.
          NOTE: RDSCAL only makes sense when CTGSY2 is called by
          CTGSYL.
INFO
          INFO is INTEGER
          On exit, if INFO is set to
            =0: Successful exit
            <0: If INFO = -i, input argument number i is illegal.
            >0: The matrix pairs (A, D) and (B, E) have common or very
                close eigenvalues.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
Definition at line 258 of file ctgsy2.f.

Author

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