|
- *> \brief \b STGSNA
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download STGSNA + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stgsna.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stgsna.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stgsna.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE STGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL,
- * LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK,
- * IWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER HOWMNY, JOB
- * INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N
- * ..
- * .. Array Arguments ..
- * LOGICAL SELECT( * )
- * INTEGER IWORK( * )
- * REAL A( LDA, * ), B( LDB, * ), DIF( * ), S( * ),
- * $ VL( LDVL, * ), VR( LDVR, * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> STGSNA estimates reciprocal condition numbers for specified
- *> eigenvalues and/or eigenvectors of a matrix pair (A, B) in
- *> generalized real Schur canonical form (or of any matrix pair
- *> (Q*A*Z**T, Q*B*Z**T) with orthogonal matrices Q and Z, where
- *> Z**T denotes the transpose of Z.
- *>
- *> (A, B) must be in generalized real Schur 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.
- *>
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] JOB
- *> \verbatim
- *> JOB is CHARACTER*1
- *> Specifies whether condition numbers are required for
- *> eigenvalues (S) or eigenvectors (DIF):
- *> = 'E': for eigenvalues only (S);
- *> = 'V': for eigenvectors only (DIF);
- *> = 'B': for both eigenvalues and eigenvectors (S and DIF).
- *> \endverbatim
- *>
- *> \param[in] HOWMNY
- *> \verbatim
- *> HOWMNY is CHARACTER*1
- *> = 'A': compute condition numbers for all eigenpairs;
- *> = 'S': compute condition numbers for selected eigenpairs
- *> specified by the array SELECT.
- *> \endverbatim
- *>
- *> \param[in] SELECT
- *> \verbatim
- *> SELECT 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.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the square matrix pair (A, B). N >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is REAL array, dimension (LDA,N)
- *> The upper quasi-triangular matrix A in the pair (A,B).
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] B
- *> \verbatim
- *> B is REAL array, dimension (LDB,N)
- *> The upper triangular matrix B in the pair (A,B).
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] VL
- *> \verbatim
- *> VL is REAL array, dimension (LDVL,M)
- *> If JOB = 'E' or 'B', VL must contain left eigenvectors of
- *> (A, B), corresponding to the eigenpairs specified by HOWMNY
- *> and SELECT. The eigenvectors must be stored in consecutive
- *> columns of VL, as returned by STGEVC.
- *> If JOB = 'V', VL is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDVL
- *> \verbatim
- *> LDVL is INTEGER
- *> The leading dimension of the array VL. LDVL >= 1.
- *> If JOB = 'E' or 'B', LDVL >= N.
- *> \endverbatim
- *>
- *> \param[in] VR
- *> \verbatim
- *> VR is REAL array, dimension (LDVR,M)
- *> If JOB = 'E' or 'B', VR must contain right eigenvectors of
- *> (A, B), corresponding to the eigenpairs specified by HOWMNY
- *> and SELECT. The eigenvectors must be stored in consecutive
- *> columns ov VR, as returned by STGEVC.
- *> If JOB = 'V', VR is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDVR
- *> \verbatim
- *> LDVR is INTEGER
- *> The leading dimension of the array VR. LDVR >= 1.
- *> If JOB = 'E' or 'B', LDVR >= N.
- *> \endverbatim
- *>
- *> \param[out] S
- *> \verbatim
- *> S 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), DIF(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.
- *> \endverbatim
- *>
- *> \param[out] DIF
- *> \verbatim
- *> DIF 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 DIF are set to the same value. If
- *> the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
- *> is set to 0; this can only occur when the true value would be
- *> very small anyway.
- *> If JOB = 'E', DIF is not referenced.
- *> \endverbatim
- *>
- *> \param[in] MM
- *> \verbatim
- *> MM is INTEGER
- *> The number of elements in the arrays S and DIF. MM >= M.
- *> \endverbatim
- *>
- *> \param[out] M
- *> \verbatim
- *> M is INTEGER
- *> The number of elements of the arrays S and DIF used to store
- *> the specified condition numbers; for each selected real
- *> eigenvalue one element is used, and for each selected complex
- *> conjugate pair of eigenvalues, two elements are used.
- *> If HOWMNY = 'A', M is set to N.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (MAX(1,LWORK))
- *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK. LWORK >= max(1,N).
- *> If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+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.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (N + 6)
- *> If JOB = 'E', IWORK is not referenced.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> =0: Successful exit
- *> <0: If INFO = -i, the i-th argument had an illegal value
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup realOTHERcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> The reciprocal of the condition number of a generalized eigenvalue
- *> w = (a, b) is defined as
- *>
- *> S(w) = (|u**TAv|**2 + |u**TBv|**2)**(1/2) / (norm(u)*norm(v))
- *>
- *> where u and v are the left and right eigenvectors of (A, B)
- *> corresponding to w; |z| denotes the absolute value of the complex
- *> number, and norm(u) denotes the 2-norm of the vector u.
- *> The pair (a, b) corresponds to an eigenvalue w = a/b (= u**TAv/u**TBv)
- *> of the matrix pair (A, B). If both a and b equal zero, then (A B) is
- *> singular and S(I) = -1 is returned.
- *>
- *> An approximate error bound on the chordal distance between the i-th
- *> computed generalized eigenvalue w and the corresponding exact
- *> eigenvalue lambda is
- *>
- *> chord(w, lambda) <= EPS * norm(A, B) / S(I)
- *>
- *> where EPS is the machine precision.
- *>
- *> The reciprocal of the condition number DIF(i) of right eigenvector u
- *> and left eigenvector v corresponding to the generalized eigenvalue w
- *> is defined as follows:
- *>
- *> a) If the i-th eigenvalue w = (a,b) is real
- *>
- *> Suppose U and V are orthogonal transformations such that
- *>
- *> U**T*(A, B)*V = (S, T) = ( a * ) ( b * ) 1
- *> ( 0 S22 ),( 0 T22 ) n-1
- *> 1 n-1 1 n-1
- *>
- *> Then the reciprocal condition number DIF(i) is
- *>
- *> Difl((a, b), (S22, T22)) = sigma-min( Zl ),
- *>
- *> where sigma-min(Zl) denotes the smallest singular value of the
- *> 2(n-1)-by-2(n-1) matrix
- *>
- *> Zl = [ kron(a, In-1) -kron(1, S22) ]
- *> [ kron(b, In-1) -kron(1, T22) ] .
- *>
- *> Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
- *> Kronecker product between the matrices X and Y.
- *>
- *> Note that if the default method for computing DIF(i) is wanted
- *> (see SLATDF), then the parameter DIFDRI (see below) should be
- *> changed from 3 to 4 (routine SLATDF(IJOB = 2 will be used)).
- *> See STGSYL for more details.
- *>
- *> b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
- *>
- *> Suppose U and V are orthogonal transformations such that
- *>
- *> U**T*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2
- *> ( 0 S22 ),( 0 T22) n-2
- *> 2 n-2 2 n-2
- *>
- *> and (S11, T11) corresponds to the complex conjugate eigenvalue
- *> pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
- *> that
- *>
- *> U1**T*S11*V1 = ( s11 s12 ) and U1**T*T11*V1 = ( t11 t12 )
- *> ( 0 s22 ) ( 0 t22 )
- *>
- *> where the generalized eigenvalues w = s11/t11 and
- *> conjg(w) = s22/t22.
- *>
- *> Then the reciprocal condition number DIF(i) is bounded by
- *>
- *> min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
- *>
- *> where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
- *> Z1 is the complex 2-by-2 matrix
- *>
- *> Z1 = [ s11 -s22 ]
- *> [ t11 -t22 ],
- *>
- *> This is done by computing (using real arithmetic) the
- *> roots of the characteristical polynomial det(Z1**T * Z1 - lambda I),
- *> where Z1**T denotes the transpose of Z1 and det(X) denotes
- *> the determinant of X.
- *>
- *> and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
- *> upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
- *>
- *> Z2 = [ kron(S11**T, In-2) -kron(I2, S22) ]
- *> [ kron(T11**T, In-2) -kron(I2, T22) ]
- *>
- *> Note that if the default method for computing DIF is wanted (see
- *> SLATDF), then the parameter DIFDRI (see below) should be changed
- *> from 3 to 4 (routine SLATDF(IJOB = 2 will be used)). See STGSYL
- *> for more details.
- *>
- *> For each eigenvalue/vector specified by SELECT, DIF stores a
- *> Frobenius norm-based estimate of Difl.
- *>
- *> An approximate error bound for the i-th computed eigenvector VL(i) or
- *> VR(i) is given by
- *>
- *> EPS * norm(A, B) / DIF(i).
- *>
- *> See ref. [2-3] for more details and further references.
- *> \endverbatim
- *
- *> \par Contributors:
- * ==================
- *>
- *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
- *> Umea University, S-901 87 Umea, Sweden.
- *
- *> \par References:
- * ================
- *>
- *> \verbatim
- *>
- *> [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.
- *>
- *> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
- *> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
- *> Estimation: Theory, Algorithms and Software,
- *> Report UMINF - 94.04, Department of Computing Science, Umea
- *> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
- *> Note 87. To appear in Numerical Algorithms, 1996.
- *>
- *> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
- *> for Solving the Generalized Sylvester Equation and Estimating the
- *> Separation between Regular Matrix Pairs, Report UMINF - 93.23,
- *> Department of Computing Science, Umea University, S-901 87 Umea,
- *> Sweden, December 1993, Revised April 1994, Also as LAPACK Working
- *> Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
- *> No 1, 1996.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE STGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL,
- $ LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK,
- $ IWORK, INFO )
- *
- * -- LAPACK computational routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER HOWMNY, JOB
- INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, M, MM, N
- * ..
- * .. Array Arguments ..
- LOGICAL SELECT( * )
- INTEGER IWORK( * )
- REAL A( LDA, * ), B( LDB, * ), DIF( * ), S( * ),
- $ VL( LDVL, * ), VR( LDVR, * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- INTEGER DIFDRI
- PARAMETER ( DIFDRI = 3 )
- REAL ZERO, ONE, TWO, FOUR
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0, TWO = 2.0E+0,
- $ FOUR = 4.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL LQUERY, PAIR, SOMCON, WANTBH, WANTDF, WANTS
- INTEGER I, IERR, IFST, ILST, IZ, K, KS, LWMIN, N1, N2
- REAL ALPHAI, ALPHAR, ALPRQT, BETA, C1, C2, COND,
- $ EPS, LNRM, RNRM, ROOT1, ROOT2, SCALE, SMLNUM,
- $ TMPII, TMPIR, TMPRI, TMPRR, UHAV, UHAVI, UHBV,
- $ UHBVI
- * ..
- * .. Local Arrays ..
- REAL DUMMY( 1 ), DUMMY1( 1 )
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- REAL SDOT, SLAMCH, SLAPY2, SNRM2
- EXTERNAL LSAME, SDOT, SLAMCH, SLAPY2, SNRM2
- * ..
- * .. External Subroutines ..
- EXTERNAL SGEMV, SLACPY, SLAG2, STGEXC, STGSYL, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, MIN, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Decode and test the input parameters
- *
- WANTBH = LSAME( JOB, 'B' )
- WANTS = LSAME( JOB, 'E' ) .OR. WANTBH
- WANTDF = LSAME( JOB, 'V' ) .OR. WANTBH
- *
- SOMCON = LSAME( HOWMNY, 'S' )
- *
- INFO = 0
- LQUERY = ( LWORK.EQ.-1 )
- *
- IF( .NOT.WANTS .AND. .NOT.WANTDF ) THEN
- INFO = -1
- ELSE IF( .NOT.LSAME( HOWMNY, 'A' ) .AND. .NOT.SOMCON ) THEN
- INFO = -2
- ELSE IF( N.LT.0 ) THEN
- INFO = -4
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -6
- ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
- INFO = -8
- ELSE IF( WANTS .AND. LDVL.LT.N ) THEN
- INFO = -10
- ELSE IF( WANTS .AND. LDVR.LT.N ) THEN
- INFO = -12
- ELSE
- *
- * Set M to the number of eigenpairs for which condition numbers
- * are required, and test MM.
- *
- IF( SOMCON ) THEN
- M = 0
- PAIR = .FALSE.
- DO 10 K = 1, N
- IF( PAIR ) THEN
- PAIR = .FALSE.
- ELSE
- IF( K.LT.N ) THEN
- IF( A( K+1, K ).EQ.ZERO ) THEN
- IF( SELECT( K ) )
- $ M = M + 1
- ELSE
- PAIR = .TRUE.
- IF( SELECT( K ) .OR. SELECT( K+1 ) )
- $ M = M + 2
- END IF
- ELSE
- IF( SELECT( N ) )
- $ M = M + 1
- END IF
- END IF
- 10 CONTINUE
- ELSE
- M = N
- END IF
- *
- IF( N.EQ.0 ) THEN
- LWMIN = 1
- ELSE IF( LSAME( JOB, 'V' ) .OR. LSAME( JOB, 'B' ) ) THEN
- LWMIN = 2*N*( N + 2 ) + 16
- ELSE
- LWMIN = N
- END IF
- WORK( 1 ) = LWMIN
- *
- IF( MM.LT.M ) THEN
- INFO = -15
- ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
- INFO = -18
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'STGSNA', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- * Get machine constants
- *
- EPS = SLAMCH( 'P' )
- SMLNUM = SLAMCH( 'S' ) / EPS
- KS = 0
- PAIR = .FALSE.
- *
- DO 20 K = 1, N
- *
- * Determine whether A(k,k) begins a 1-by-1 or 2-by-2 block.
- *
- IF( PAIR ) THEN
- PAIR = .FALSE.
- GO TO 20
- ELSE
- IF( K.LT.N )
- $ PAIR = A( K+1, K ).NE.ZERO
- END IF
- *
- * Determine whether condition numbers are required for the k-th
- * eigenpair.
- *
- IF( SOMCON ) THEN
- IF( PAIR ) THEN
- IF( .NOT.SELECT( K ) .AND. .NOT.SELECT( K+1 ) )
- $ GO TO 20
- ELSE
- IF( .NOT.SELECT( K ) )
- $ GO TO 20
- END IF
- END IF
- *
- KS = KS + 1
- *
- IF( WANTS ) THEN
- *
- * Compute the reciprocal condition number of the k-th
- * eigenvalue.
- *
- IF( PAIR ) THEN
- *
- * Complex eigenvalue pair.
- *
- RNRM = SLAPY2( SNRM2( N, VR( 1, KS ), 1 ),
- $ SNRM2( N, VR( 1, KS+1 ), 1 ) )
- LNRM = SLAPY2( SNRM2( N, VL( 1, KS ), 1 ),
- $ SNRM2( N, VL( 1, KS+1 ), 1 ) )
- CALL SGEMV( 'N', N, N, ONE, A, LDA, VR( 1, KS ), 1, ZERO,
- $ WORK, 1 )
- TMPRR = SDOT( N, WORK, 1, VL( 1, KS ), 1 )
- TMPRI = SDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
- CALL SGEMV( 'N', N, N, ONE, A, LDA, VR( 1, KS+1 ), 1,
- $ ZERO, WORK, 1 )
- TMPII = SDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
- TMPIR = SDOT( N, WORK, 1, VL( 1, KS ), 1 )
- UHAV = TMPRR + TMPII
- UHAVI = TMPIR - TMPRI
- CALL SGEMV( 'N', N, N, ONE, B, LDB, VR( 1, KS ), 1, ZERO,
- $ WORK, 1 )
- TMPRR = SDOT( N, WORK, 1, VL( 1, KS ), 1 )
- TMPRI = SDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
- CALL SGEMV( 'N', N, N, ONE, B, LDB, VR( 1, KS+1 ), 1,
- $ ZERO, WORK, 1 )
- TMPII = SDOT( N, WORK, 1, VL( 1, KS+1 ), 1 )
- TMPIR = SDOT( N, WORK, 1, VL( 1, KS ), 1 )
- UHBV = TMPRR + TMPII
- UHBVI = TMPIR - TMPRI
- UHAV = SLAPY2( UHAV, UHAVI )
- UHBV = SLAPY2( UHBV, UHBVI )
- COND = SLAPY2( UHAV, UHBV )
- S( KS ) = COND / ( RNRM*LNRM )
- S( KS+1 ) = S( KS )
- *
- ELSE
- *
- * Real eigenvalue.
- *
- RNRM = SNRM2( N, VR( 1, KS ), 1 )
- LNRM = SNRM2( N, VL( 1, KS ), 1 )
- CALL SGEMV( 'N', N, N, ONE, A, LDA, VR( 1, KS ), 1, ZERO,
- $ WORK, 1 )
- UHAV = SDOT( N, WORK, 1, VL( 1, KS ), 1 )
- CALL SGEMV( 'N', N, N, ONE, B, LDB, VR( 1, KS ), 1, ZERO,
- $ WORK, 1 )
- UHBV = SDOT( N, WORK, 1, VL( 1, KS ), 1 )
- COND = SLAPY2( UHAV, UHBV )
- IF( COND.EQ.ZERO ) THEN
- S( KS ) = -ONE
- ELSE
- S( KS ) = COND / ( RNRM*LNRM )
- END IF
- END IF
- END IF
- *
- IF( WANTDF ) THEN
- IF( N.EQ.1 ) THEN
- DIF( KS ) = SLAPY2( A( 1, 1 ), B( 1, 1 ) )
- GO TO 20
- END IF
- *
- * Estimate the reciprocal condition number of the k-th
- * eigenvectors.
- IF( PAIR ) THEN
- *
- * Copy the 2-by 2 pencil beginning at (A(k,k), B(k, k)).
- * Compute the eigenvalue(s) at position K.
- *
- WORK( 1 ) = A( K, K )
- WORK( 2 ) = A( K+1, K )
- WORK( 3 ) = A( K, K+1 )
- WORK( 4 ) = A( K+1, K+1 )
- WORK( 5 ) = B( K, K )
- WORK( 6 ) = B( K+1, K )
- WORK( 7 ) = B( K, K+1 )
- WORK( 8 ) = B( K+1, K+1 )
- CALL SLAG2( WORK, 2, WORK( 5 ), 2, SMLNUM*EPS, BETA,
- $ DUMMY1( 1 ), ALPHAR, DUMMY( 1 ), ALPHAI )
- ALPRQT = ONE
- C1 = TWO*( ALPHAR*ALPHAR+ALPHAI*ALPHAI+BETA*BETA )
- C2 = FOUR*BETA*BETA*ALPHAI*ALPHAI
- ROOT1 = C1 + SQRT( C1*C1-4.0*C2 )
- ROOT2 = C2 / ROOT1
- ROOT1 = ROOT1 / TWO
- COND = MIN( SQRT( ROOT1 ), SQRT( ROOT2 ) )
- END IF
- *
- * Copy the matrix (A, B) to the array WORK and swap the
- * diagonal block beginning at A(k,k) to the (1,1) position.
- *
- CALL SLACPY( 'Full', N, N, A, LDA, WORK, N )
- CALL SLACPY( 'Full', N, N, B, LDB, WORK( N*N+1 ), N )
- IFST = K
- ILST = 1
- *
- CALL STGEXC( .FALSE., .FALSE., N, WORK, N, WORK( N*N+1 ), N,
- $ DUMMY, 1, DUMMY1, 1, IFST, ILST,
- $ WORK( N*N*2+1 ), LWORK-2*N*N, IERR )
- *
- IF( IERR.GT.0 ) THEN
- *
- * Ill-conditioned problem - swap rejected.
- *
- DIF( KS ) = ZERO
- ELSE
- *
- * Reordering successful, solve generalized Sylvester
- * equation for R and L,
- * A22 * R - L * A11 = A12
- * B22 * R - L * B11 = B12,
- * and compute estimate of Difl((A11,B11), (A22, B22)).
- *
- N1 = 1
- IF( WORK( 2 ).NE.ZERO )
- $ N1 = 2
- N2 = N - N1
- IF( N2.EQ.0 ) THEN
- DIF( KS ) = COND
- ELSE
- I = N*N + 1
- IZ = 2*N*N + 1
- CALL STGSYL( 'N', DIFDRI, N2, N1, WORK( N*N1+N1+1 ),
- $ N, WORK, N, WORK( N1+1 ), N,
- $ WORK( N*N1+N1+I ), N, WORK( I ), N,
- $ WORK( N1+I ), N, SCALE, DIF( KS ),
- $ WORK( IZ+1 ), LWORK-2*N*N, IWORK, IERR )
- *
- IF( PAIR )
- $ DIF( KS ) = MIN( MAX( ONE, ALPRQT )*DIF( KS ),
- $ COND )
- END IF
- END IF
- IF( PAIR )
- $ DIF( KS+1 ) = DIF( KS )
- END IF
- IF( PAIR )
- $ KS = KS + 1
- *
- 20 CONTINUE
- WORK( 1 ) = LWMIN
- RETURN
- *
- * End of STGSNA
- *
- END
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