strsna (l)  Linux Man Pages
strsna: 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)
NAME
STRSNA  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)SYNOPSIS
 SUBROUTINE STRSNA(
 JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO )
 CHARACTER HOWMNY, JOB
 INTEGER INFO, LDT, LDVL, LDVR, LDWORK, M, MM, N
 LOGICAL SELECT( * )
 INTEGER IWORK( * )
 REAL S( * ), SEP( * ), T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ), WORK( LDWORK, * )
PURPOSE
STRSNA 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 SHSEQR), 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.ARGUMENTS
 JOB (input) CHARACTER*1

Specifies whether condition numbers are required for
eigenvalues (S) or eigenvectors (SEP):
= aqEaq: for eigenvalues only (S);
= aqVaq: for eigenvectors only (SEP);
= aqBaq: for both eigenvalues and eigenvectors (S and SEP).  HOWMNY (input) CHARACTER*1

= aqAaq: compute condition numbers for all eigenpairs;
= aqSaq: compute condition numbers for selected eigenpairs specified by the array SELECT.  SELECT (input) LOGICAL array, dimension (N)
 If HOWMNY = aqSaq, 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 = aqAaq, SELECT is not referenced.
 N (input) INTEGER
 The order of the matrix T. N >= 0.
 T (input) REAL array, dimension (LDT,N)
 The upper quasitriangular matrix T, in Schur canonical form.
 LDT (input) INTEGER
 The leading dimension of the array T. LDT >= max(1,N).
 VL (input) REAL array, dimension (LDVL,M)
 If JOB = aqEaq or aqBaq, 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 = aqVaq, VL is not referenced.
 LDVL (input) INTEGER
 The leading dimension of the array VL. LDVL >= 1; and if JOB = aqEaq or aqBaq, LDVL >= N.
 VR (input) REAL array, dimension (LDVR,M)
 If JOB = aqEaq or aqBaq, 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 = aqVaq, VR is not referenced.
 LDVR (input) INTEGER
 The leading dimension of the array VR. LDVR >= 1; and if JOB = aqEaq or aqBaq, LDVR >= N.
 S (output) REAL array, dimension (MM)
 If JOB = aqEaq or aqBaq, 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 = aqVaq, S is not referenced.
 SEP (output) REAL array, dimension (MM)
 If JOB = aqVaq or aqBaq, 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 = aqEaq, SEP is not referenced.
 MM (input) INTEGER
 The number of elements in the arrays S (if JOB = aqEaq or aqBaq) and/or SEP (if JOB = aqVaq or aqBaq). MM >= M.
 M (output) INTEGER
 The number of elements of the arrays S and/or SEP actually used to store the estimated condition numbers. If HOWMNY = aqAaq, M is set to N.
 WORK (workspace) REAL array, dimension (LDWORK,N+6)
 If JOB = aqEaq, WORK is not referenced.
 LDWORK (input) INTEGER
 The leading dimension of the array WORK. LDWORK >= 1; and if JOB = aqVaq or aqBaq, LDWORK >= N.
 IWORK (workspace) INTEGER array, dimension (2*(N1))
 If JOB = aqEaq, IWORK is not referenced.
 INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = i, the ith argument had an illegal value
FURTHER DETAILS
The reciprocal of the condition number of an eigenvalue lambda is defined aswhere u and v are the right and left eigenvectors of T corresponding to lambda; vaq denotes the conjugatetranspose 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
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
Then the reciprocal condition number is
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