ztgsy2.f - Online Linux Manual Page

Section : 3
Updated : Tue Nov 14 2017
Source : Version 3.8.0
Note : LAPACK
NAMEztgsy2.f
SYNOPSIS
Functions/Subroutinessubroutine ztgsy2 (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, INFO)
ZTGSY2 solves the generalized Sylvester equation (unblocked algorithm)​.
Function/Subroutine Documentation
subroutine ztgsy2 (character TRANS, integer IJOB, integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldc, * ) C, integer LDC, complex*16, dimension( ldd, * ) D, integer LDD, complex*16, dimension( lde, * ) E, integer LDE, complex*16, dimension( ldf, * ) F, integer LDF, double precision SCALE, double precision RDSUM, double precision RDSCAL, integer INFO)ZTGSY2 solves the generalized Sylvester equation (unblocked algorithm)​. Purpose: ZTGSY2 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 conjuguate 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 ZLACON. ZTGSY2 also (IJOB >= 1) contributes to the computation in ZTGSYL 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 ZTGSYL.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. (DGECON 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*16 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*16 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*16 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*16 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*16 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*16 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 DOUBLE PRECISION 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 DOUBLE PRECISION On entry, the sum of squares of computed contributions to the Dif-estimate under computation by ZTGSYL, 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 ZTGSY2 is called by ZTGSYL.
RDSCAL RDSCAL is DOUBLE PRECISION 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 ZTGSY2 is called by ZTGSYL.
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: December 2016 Contributors: Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden​. Definition at line 261 of file ztgsy2​.f​.
AuthorGenerated automatically by Doxygen for LAPACK from the source code​. 0
Johanes Gumabo
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