STRSNA (3) - Linux Manuals
NAME
strsna.f -
SYNOPSIS
Functions/Subroutines
subroutine strsna (JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO)
STRSNA
Function/Subroutine Documentation
subroutine strsna (characterJOB, characterHOWMNY, logical, dimension( * )SELECT, integerN, real, dimension( ldt, * )T, integerLDT, real, dimension( ldvl, * )VL, integerLDVL, real, dimension( ldvr, * )VR, integerLDVR, real, dimension( * )S, real, dimension( * )SEP, integerMM, integerM, real, dimension( ldwork, * )WORK, integerLDWORK, integer, dimension( * )IWORK, integerINFO)
STRSNA
Purpose:
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STRSNA 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 SHSEQR), 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.
Parameters:
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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 REAL array, dimension (LDT,N) The upper quasi-triangular matrix T, in Schur canonical form.
LDTLDT is INTEGER The leading dimension of the array T. LDT >= max(1,N).
VLVL is REAL 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 SHSEIN or STREVC. 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 REAL 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 SHSEIN or STREVC. 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 REAL 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.
SEPSEP is REAL 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 REAL 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*(N-1)) If JOB = 'E', IWORK is not referenced.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
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Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Further Details:
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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 264 of file strsna.f.
Author
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