CTGEX2
Purpose
CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
in an upper triangular matrix pair (A, B) by an unitary equivalence
transformation.
(A, B) must be in generalized Schur canonical form, that is, A and
B are both upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are
updated.
Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H
in an upper triangular matrix pair (A, B) by an unitary equivalence
transformation.
(A, B) must be in generalized Schur canonical form, that is, A and
B are both upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are
updated.
Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H
Arguments
WANTQ |
(input) LOGICAL
.TRUE. : update the left transformation matrix Q;
.FALSE.: do not update Q. |
WANTZ |
(input) LOGICAL
.TRUE. : update the right transformation matrix Z;
.FALSE.: do not update Z. |
N |
(input) INTEGER
The order of the matrices A and B. N >= 0.
|
A |
(input/output) COMPLEX arrays, dimensions (LDA,N)
On entry, the matrix A in the pair (A, B).
On exit, the updated matrix A. |
LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
|
B |
(input/output) COMPLEX arrays, dimensions (LDB,N)
On entry, the matrix B in the pair (A, B).
On exit, the updated matrix B. |
LDB |
(input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
|
Q |
(input/output) COMPLEX array, dimension (LDZ,N)
If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
the updated matrix Q. Not referenced if WANTQ = .FALSE.. |
LDQ |
(input) INTEGER
The leading dimension of the array Q. LDQ >= 1;
If WANTQ = .TRUE., LDQ >= N. |
Z |
(input/output) COMPLEX array, dimension (LDZ,N)
If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
the updated matrix Z. Not referenced if WANTZ = .FALSE.. |
LDZ |
(input) INTEGER
The leading dimension of the array Z. LDZ >= 1;
If WANTZ = .TRUE., LDZ >= N. |
J1 |
(input) INTEGER
The index to the first block (A11, B11).
|
INFO |
(output) INTEGER
=0: Successful exit.
=1: The transformed matrix pair (A, B) would be too far from generalized Schur form; the problem is ill- conditioned. |
Further Details
Based on contributions by
Bo Kagstrom and Peter Poromaa, Department of Computing Science,
Umea University, S-901 87 Umea, Sweden.
In the current code both weak and strong stability tests are
performed. The user can omit the strong stability test by changing
the internal logical parameter WANDS to .FALSE.. See ref. [2] for
details.
[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.
Bo Kagstrom and Peter Poromaa, Department of Computing Science,
Umea University, S-901 87 Umea, Sweden.
In the current code both weak and strong stability tests are
performed. The user can omit the strong stability test by changing
the internal logical parameter WANDS to .FALSE.. See ref. [2] for
details.
[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.