subroutine ctgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO)
CTGSYL
CTGSYL
Purpose:
CTGSYL solves the generalized Sylvester equation:
A * R - L * B = scale * C (1)
D * R - L * E = scale * F
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, with complex entries. 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 (1) is equivalent 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) ],
Here Ix is the identity matrix of size x and X**H is the conjugate
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 (TRANS = 'C') is used to compute an one-norm-based estimate
of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
and (B,E), using CLACON.
If IJOB >= 1, CTGSYL computes a Frobenius norm-based estimate of
Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
reciprocal of the smallest singular value of Z.
This is a level-3 BLAS algorithm.
Parameters:
TRANS is CHARACTER*1
= 'N': solve the generalized sylvester equation (1).
= 'C': solve the "conjugate transposed" system (3).
IJOB
IJOB is INTEGER
Specifies what kind of functionality to be performed.
=0: solve (1) only.
=1: The functionality of 0 and 3.
=2: The functionality of 0 and 4.
=3: Only an estimate of Dif[(A,D), (B,E)] is computed.
(look ahead strategy is used).
=4: Only an estimate of Dif[(A,D), (B,E)] is computed.
(CGECON on sub-systems is used).
Not referenced if TRANS = 'C'.
M
M is INTEGER
The order of the matrices A and D, and the row dimension of
the matrices C, F, R and L.
N
N is INTEGER
The order of the matrices B and E, and the column dimension
of the matrices C, F, R and L.
A
A is COMPLEX array, dimension (LDA, M)
The upper triangular matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, M).
B
B is COMPLEX array, dimension (LDB, N)
The upper triangular matrix B.
LDB
LDB is INTEGER
The leading dimension of the array 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) or (3).
On exit, if IJOB = 0, 1 or 2, C has been overwritten by
the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
the solution achieved during the computation of the
Dif-estimate.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1, M).
D
D is COMPLEX array, dimension (LDD, M)
The upper triangular matrix D.
LDD
LDD is INTEGER
The leading dimension of the array D. LDD >= max(1, M).
E
E is COMPLEX array, dimension (LDE, N)
The upper triangular matrix E.
LDE
LDE is INTEGER
The leading dimension of the array 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) or (3).
On exit, if IJOB = 0, 1 or 2, F has been overwritten by
the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
the solution achieved during the computation of the
Dif-estimate.
LDF
LDF is INTEGER
The leading dimension of the array F. LDF >= max(1, M).
DIF
DIF is REAL
On exit DIF is the reciprocal of a lower bound of the
reciprocal of the Dif-function, i.e. DIF is an upper bound of
Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2).
IF IJOB = 0 or TRANS = 'C', DIF is not referenced.
SCALE
SCALE is REAL
On exit SCALE is the scaling factor in (1) or (3).
If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
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 homogenious system with C = F = 0.
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK > = 1.
If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
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.
IWORK
IWORK is INTEGER array, dimension (M+N+2)
INFO
INFO is INTEGER
=0: successful exit
<0: If INFO = -i, the i-th argument had an illegal value.
>0: (A, D) and (B, E) have common or very close
eigenvalues.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
References:
Definition at line 297 of file ctgsyl.f.
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