Query: stgex2
OS: redhat
Section: l
Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar
STGEX2(l) ) STGEX2(l)NAMESTGEX2 - swap adjacent diagonal blocks (A11, B11) and (A22, B22) of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair (A, B) by an orthogonal equivalence transformationSYNOPSISSUBROUTINE STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO ) LOGICAL WANTQ, WANTZ INTEGER INFO, J1, LDA, LDB, LDQ, LDZ, LWORK, N, N1, N2 REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )PURPOSESTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22) of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair (A, B) by an orthogonal equivalence transformation. (A, B) must be in generalized real Schur canonical form (as returned by SGGES), 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)' = Q(out) * A(out) * Z(out)' Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'ARGUMENTSWANTQ (input) LOGICAL WANTZ (input) LOGICAL N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) REAL 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) REAL 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) REAL array, dimension (LDZ,N) On entry, if WANTQ = .TRUE., the orthogonal 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) REAL array, dimension (LDZ,N) On entry, if WANTZ =.TRUE., the orthogonal 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). 1 <= J1 <= N. N1 (input) INTEGER The order of the first block (A11, B11). N1 = 0, 1 or 2. N2 (input) INTEGER The order of the second block (A22, B22). N2 = 0, 1 or 2. WORK (workspace) REAL array, dimension (LWORK). LWORK (input) INTEGER The dimension of the array WORK. LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 ) INFO (output) INTEGER =0: Successful exit >0: If INFO = 1, the transformed matrix (A, B) would be too far from generalized Schur form; the blocks are not swapped and (A, B) and (Q, Z) are unchanged. The problem of swapping is too ill-conditioned. <0: If INFO = -16: LWORK is too small. Appropriate value for LWORK is returned in WORK(1).FURTHER DETAILSBased 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 inter- nal 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. LAPACK version 3.0 15 June 2000 STGEX2(l)
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