dtrsna.f (3)  Linux Manuals
NAME
dtrsna.f 
SYNOPSIS
Functions/Subroutines
subroutine dtrsna (JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO)
DTRSNA
Function/Subroutine Documentation
subroutine dtrsna (characterJOB, characterHOWMNY, logical, dimension( * )SELECT, integerN, double precision, dimension( ldt, * )T, integerLDT, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, * )VR, integerLDVR, double precision, dimension( * )S, double precision, dimension( * )SEP, integerMM, integerM, double precision, dimension( ldwork, * )WORK, integerLDWORK, integer, dimension( * )IWORK, integerINFO)
DTRSNA
Purpose:

DTRSNA estimates reciprocal condition numbers for specified eigenvalues and/or right eigenvectors of a real upper quasitriangular 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 1by1 and 2by2 diagonal blocks; each 2by2 diagonal block has its diagonal elements equal and its offdiagonal elements of opposite sign.
Parameters:

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).
HOWMNYHOWMNY is CHARACTER*1 = 'A': compute condition numbers for all eigenpairs; = 'S': compute condition numbers for selected eigenpairs specified by the array SELECT.
SELECTSELECT 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.
NN is INTEGER The order of the matrix T. N >= 0.
TT is DOUBLE PRECISION array, dimension (LDT,N) The upper quasitriangular matrix T, in Schur canonical form.
LDTLDT is INTEGER The leading dimension of the array T. LDT >= max(1,N).
VLVL 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.
LDVLLDVL is INTEGER The leading dimension of the array VL. LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
VRVR 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.
LDVRLDVR is INTEGER The leading dimension of the array VR. LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
SS 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 jth columns of VL and VR all correspond to the same eigenpair (but not in general the jth eigenpair, unless all eigenpairs are selected). If JOB = 'V', S is not referenced.
SEPSEP 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.
MMMM 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.
MM 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.
WORKWORK is DOUBLE PRECISION array, dimension (LDWORK,N+6) If JOB = 'E', WORK is not referenced.
LDWORKLDWORK is INTEGER The leading dimension of the array WORK. LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
IWORKIWORK is INTEGER array, dimension (2*(N1)) If JOB = 'E', IWORK is not referenced.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 November 2011
Further Details:

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 ) = sigmamin( T22  lambda*I ) where sigmamin denotes the smallest singular value. We approximate the smallest singular value by the reciprocal of an estimate of the onenorm 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 264 of file dtrsna.f.
Author
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