stgexc (l) - Linux Man Pages

stgexc: reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal equivalence transformation (A, B) = Q * (A, B) * Zaq,

NAME

STGEXC - reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal equivalence transformation (A, B) = Q * (A, B) * Zaq,

SYNOPSIS

SUBROUTINE STGEXC(
WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO )

    
LOGICAL WANTQ, WANTZ

    
INTEGER IFST, ILST, INFO, LDA, LDB, LDQ, LDZ, LWORK, N

    
REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )

PURPOSE

STGEXC reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal equivalence transformation so that the diagonal block of (A, B) with row index IFST is moved to row ILST.
(A, B) must be in generalized real Schur canonical form (as returned by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are updated.

 Q(in) A(in) Z(in)aq Q(out) A(out) Z(out)aq
 Q(in) B(in) Z(in)aq Q(out) B(out) Z(out)aq

ARGUMENTS

WANTQ (input) LOGICAL .TRUE. : update the left transformation matrix Q;

WANTZ (input) LOGICAL


N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the matrix A in generalized real Schur canonical form. On exit, the updated matrix A, again in generalized real Schur canonical form.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) REAL array, dimension (LDB,N)
On entry, the matrix B in generalized real Schur canonical form (A,B). On exit, the updated matrix B, again in generalized real Schur canonical form (A,B).
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Q (input/output) REAL array, dimension (LDZ,N)
On entry, if WANTQ = .TRUE., the orthogonal matrix Q. On exit, the updated matrix Q. If WANTQ = .FALSE., Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >= 1. If WANTQ = .TRUE., LDQ >= N.
Z (input/output) REAL array, dimension (LDZ,N)
On entry, if WANTZ = .TRUE., the orthogonal matrix Z. On exit, the updated matrix Z. If WANTZ = .FALSE., Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1. If WANTZ = .TRUE., LDZ >= N.
IFST (input/output) INTEGER
ILST (input/output) INTEGER Specify the reordering of the diagonal blocks of (A, B). The block with row index IFST is moved to row ILST, by a sequence of swapping between adjacent blocks. On exit, if IFST pointed on entry to the second row of a 2-by-2 block, it is changed to point to the first row; ILST always points to the first row of the block in its final position (which may differ from its input value by +1 or -1). 1 <= IFST, ILST <= N.
WORK (workspace/output) REAL 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. LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16. 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.
=1: The transformed matrix pair (A, B) would be too far from generalized Schur form; the problem is ill- conditioned. (A, B) may have been partially reordered, and ILST points to the first row of the current position of the block being moved.

FURTHER DETAILS

Based on contributions by

Bo Kagstrom and Peter Poromaa, Department of Computing Science,
Umea University, S-901 87 Umea, Sweden.
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
 Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
 M.S. Moonen et al (eds), Linear Algebra for Large Scale and
 Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.