SRC/strsna.f(3) Library Functions Manual SRC/strsna.f(3)

SRC/strsna.f


subroutine strsna (job, howmny, select, n, t, ldt, vl, ldvl, vr, ldvr, s, sep, mm, m, work, ldwork, iwork, info)
STRSNA

STRSNA

Purpose:

!>
!> STRSNA estimates reciprocal condition numbers for specified
!> eigenvalues and/or right eigenvectors of a real upper
!> quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q
!> orthogonal).
!>
!> T must be in Schur canonical form (as returned by SHSEQR), that is,
!> block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each
!> 2-by-2 diagonal block has its diagonal elements equal and its
!> off-diagonal elements of opposite sign.
!> 

Parameters

JOB
!>          JOB is CHARACTER*1
!>          Specifies whether condition numbers are required for
!>          eigenvalues (S) or eigenvectors (SEP):
!>          = 'E': for eigenvalues only (S);
!>          = 'V': for eigenvectors only (SEP);
!>          = 'B': for both eigenvalues and eigenvectors (S and SEP).
!> 

HOWMNY

!>          HOWMNY is CHARACTER*1
!>          = 'A': compute condition numbers for all eigenpairs;
!>          = 'S': compute condition numbers for selected eigenpairs
!>                 specified by the array SELECT.
!> 

SELECT

!>          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.
!> 

N

!>          N is INTEGER
!>          The order of the matrix T. N >= 0.
!> 

T

!>          T is REAL array, dimension (LDT,N)
!>          The upper quasi-triangular matrix T, in Schur canonical form.
!> 

LDT

!>          LDT is INTEGER
!>          The leading dimension of the array T. LDT >= max(1,N).
!> 

VL

!>          VL is REAL array, dimension (LDVL,M)
!>          If JOB = 'E' or 'B', VL must contain left eigenvectors of T
!>          (or of any Q*T*Q**T with Q orthogonal), corresponding to the
!>          eigenpairs specified by HOWMNY and SELECT. The eigenvectors
!>          must be stored in consecutive columns of VL, as returned by
!>          SHSEIN or STREVC.
!>          If JOB = 'V', VL is not referenced.
!> 

LDVL

!>          LDVL is INTEGER
!>          The leading dimension of the array VL.
!>          LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
!> 

VR

!>          VR is REAL array, dimension (LDVR,M)
!>          If JOB = 'E' or 'B', VR must contain right eigenvectors of T
!>          (or of any Q*T*Q**T with Q orthogonal), corresponding to the
!>          eigenpairs specified by HOWMNY and SELECT. The eigenvectors
!>          must be stored in consecutive columns of VR, as returned by
!>          SHSEIN or STREVC.
!>          If JOB = 'V', VR is not referenced.
!> 

LDVR

!>          LDVR is INTEGER
!>          The leading dimension of the array VR.
!>          LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
!> 

S

!>          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), SEP(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.
!> 

SEP

!>          SEP 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 SEP are set to the same value. If
!>          the eigenvalues cannot be reordered to compute SEP(j), SEP(j)
!>          is set to 0; this can only occur when the true value would be
!>          very small anyway.
!>          If JOB = 'E', SEP is not referenced.
!> 

MM

!>          MM is INTEGER
!>          The number of elements in the arrays S (if JOB = 'E' or 'B')
!>           and/or SEP (if JOB = 'V' or 'B'). MM >= M.
!> 

M

!>          M is INTEGER
!>          The number of elements of the arrays S and/or SEP actually
!>          used to store the estimated condition numbers.
!>          If HOWMNY = 'A', M is set to N.
!> 

WORK

!>          WORK is REAL array, dimension (LDWORK,N+6)
!>          If JOB = 'E', WORK is not referenced.
!> 

LDWORK

!>          LDWORK is INTEGER
!>          The leading dimension of the array WORK.
!>          LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
!> 

IWORK

!>          IWORK is INTEGER array, dimension (2*(N-1))
!>          If JOB = 'E', IWORK is not referenced.
!> 

INFO

!>          INFO is INTEGER
!>          = 0: successful exit
!>          < 0: if INFO = -i, the i-th argument had an illegal value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

!>
!>  The reciprocal of the condition number of an eigenvalue lambda is
!>  defined as
!>
!>          S(lambda) = |v**T*u| / (norm(u)*norm(v))
!>
!>  where u and v are the right and left eigenvectors of T corresponding
!>  to lambda; v**T denotes the transpose of v, and norm(u)
!>  denotes the Euclidean norm. These reciprocal condition numbers always
!>  lie between zero (very badly conditioned) and one (very well
!>  conditioned). If n = 1, S(lambda) is defined to be 1.
!>
!>  An approximate error bound for a computed eigenvalue W(i) is given by
!>
!>                      EPS * norm(T) / S(i)
!>
!>  where EPS is the machine precision.
!>
!>  The reciprocal of the condition number of the right eigenvector u
!>  corresponding to lambda is defined as follows. Suppose
!>
!>              T = ( lambda  c  )
!>                  (   0    T22 )
!>
!>  Then the reciprocal condition number is
!>
!>          SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
!>
!>  where sigma-min denotes the smallest singular value. We approximate
!>  the smallest singular value by the reciprocal of an estimate of the
!>  one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
!>  defined to be abs(T(1,1)).
!>
!>  An approximate error bound for a computed right eigenvector VR(i)
!>  is given by
!>
!>                      EPS * norm(T) / SEP(i)
!> 

Definition at line 262 of file strsna.f.

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