subroutine dtgexc (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO)
DTGEXC
DTGEXC
Purpose:
DTGEXC reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal equivalence transformation (A, B) = Q * (A, B) * Z**T, so that the diagonal block of (A, B) with row index IFST is moved to row ILST. (A, B) must be in generalized real Schur canonical form (as returned by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper triangular. Optionally, the matrices Q and Z of generalized Schur vectors are updated. Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
Parameters:
WANTQ is LOGICAL .TRUE. : update the left transformation matrix Q; .FALSE.: do not update Q.
WANTZ
WANTZ is LOGICAL .TRUE. : update the right transformation matrix Z; .FALSE.: do not update Z.
N
N is INTEGER The order of the matrices A and B. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the matrix A in generalized real Schur canonical form. On exit, the updated matrix A, again in generalized real Schur canonical form.
LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
B
B is DOUBLE PRECISION array, dimension (LDB,N) On entry, the matrix B in generalized real Schur canonical form (A,B). On exit, the updated matrix B, again in generalized real Schur canonical form (A,B).
LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
Q
Q is DOUBLE PRECISION array, dimension (LDQ,N) On entry, if WANTQ = .TRUE., the orthogonal matrix Q. On exit, the updated matrix Q. If WANTQ = .FALSE., Q is not referenced.
LDQ
LDQ is INTEGER The leading dimension of the array Q. LDQ >= 1. If WANTQ = .TRUE., LDQ >= N.
Z
Z is DOUBLE PRECISION array, dimension (LDZ,N) On entry, if WANTZ = .TRUE., the orthogonal matrix Z. On exit, the updated matrix Z. If WANTZ = .FALSE., Z is not referenced.
LDZ
LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1. If WANTZ = .TRUE., LDZ >= N.
IFST
IFST is INTEGER
ILST
ILST is INTEGER Specify the reordering of the diagonal blocks of (A, B). The block with row index IFST is moved to row ILST, by a sequence of swapping between adjacent blocks. On exit, if IFST pointed on entry to the second row of a 2-by-2 block, it is changed to point to the first row; ILST always points to the first row of the block in its final position (which may differ from its input value by +1 or -1). 1 <= IFST, ILST <= N.
WORK
WORK is DOUBLE PRECISION 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 when N <= 1, otherwise LWORK >= 4*N + 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.
INFO
INFO is INTEGER =0: successful exit. <0: if INFO = -i, the i-th argument had an illegal value. =1: The transformed matrix pair (A, B) would be too far from generalized Schur form; the problem is ill- conditioned. (A, B) may have been partially reordered, and ILST points to the first row of the current position of the block being moved.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
References:
[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.
Definition at line 222 of file dtgexc.f.
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