subroutine ctgsy2 (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, INFO)
CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).
CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).
Purpose:
CTGSY2 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 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 CLACON. CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL 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 CTGSYL.
Parameters:
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. (SGECON 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 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 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 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 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 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 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 REAL 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 REAL On entry, the sum of squares of computed contributions to the Dif-estimate under computation by CTGSYL, 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 CTGSY2 is called by CTGSYL.
RDSCAL
RDSCAL is REAL 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 CTGSY2 is called by CTGSYL.
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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
Definition at line 261 of file ctgsy2.f.
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