LAPACK 3.11.0
LAPACK: Linear Algebra PACKage

◆ dtgsy2()

subroutine dtgsy2 ( character  TRANS,
integer  IJOB,
integer  M,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldb, * )  B,
integer  LDB,
double precision, dimension( ldc, * )  C,
integer  LDC,
double precision, dimension( ldd, * )  D,
integer  LDD,
double precision, dimension( lde, * )  E,
integer  LDE,
double precision, dimension( ldf, * )  F,
integer  LDF,
double precision  SCALE,
double precision  RDSUM,
double precision  RDSCAL,
integer, dimension( * )  IWORK,
integer  PQ,
integer  INFO 
)

DTGSY2 solves the generalized Sylvester equation (unblocked algorithm).

Download DTGSY2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DTGSY2 solves the generalized Sylvester equation:

             A * R - L * B = scale * C                (1)
             D * R - L * E = scale * F,

 using Level 1 and 2 BLAS. 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 real entries. (A, D) and (B, E)
 must be in generalized Schur canonical form, i.e. A, B are upper
 quasi triangular and D, E are upper triangular. The solution (R, L)
 overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor
 chosen to avoid overflow.

 In matrix notation solving equation (1) corresponds to solve
 Z*x = scale*b, where Z is defined as

        Z = [ kron(In, A)  -kron(B**T, Im) ]             (2)
            [ kron(In, D)  -kron(E**T, Im) ],

 Ik is the identity matrix of size k and X**T is the transpose of X.
 kron(X, Y) is the Kronecker product between the matrices X and Y.
 In the process of solving (1), we solve a number of such systems
 where Dim(In), Dim(In) = 1 or 2.

 If TRANS = 'T', solve the transposed system Z**T*y = scale*b for y,
 which is equivalent to solve for R and L in

             A**T * R  + D**T * L   = scale * C           (3)
             R  * B**T + L  * E**T  = scale * -F

 This case is used to compute an estimate of Dif[(A, D), (B, E)] =
 sigma_min(Z) using reverse communication with DLACON.

 DTGSY2 also (IJOB >= 1) contributes to the computation in DTGSYL
 of an upper bound on the separation between to matrix pairs. Then
 the input (A, D), (B, E) are sub-pencils of the matrix pair in
 DTGSYL. See DTGSYL for details.
Parameters
[in]TRANS
          TRANS is CHARACTER*1
          = 'N': solve the generalized Sylvester equation (1).
          = 'T': solve the 'transposed' system (3).
[in]IJOB
          IJOB is INTEGER
          Specifies what kind of functionality to be performed.
          = 0: solve (1) only.
          = 1: A contribution from this subsystem to a Frobenius
               norm-based estimate of the separation between two matrix
               pairs is computed. (look ahead strategy is used).
          = 2: A contribution from this subsystem to a Frobenius
               norm-based estimate of the separation between two matrix
               pairs is computed. (DGECON on sub-systems is used.)
          Not referenced if TRANS = 'T'.
[in]M
          M is INTEGER
          On entry, M specifies the order of A and D, and the row
          dimension of C, F, R and L.
[in]N
          N is INTEGER
          On entry, N specifies the order of B and E, and the column
          dimension of C, F, R and L.
[in]A
          A is DOUBLE PRECISION array, dimension (LDA, M)
          On entry, A contains an upper quasi triangular matrix.
[in]LDA
          LDA is INTEGER
          The leading dimension of the matrix A. LDA >= max(1, M).
[in]B
          B is DOUBLE PRECISION array, dimension (LDB, N)
          On entry, B contains an upper quasi triangular matrix.
[in]LDB
          LDB is INTEGER
          The leading dimension of the matrix B. LDB >= max(1, N).
[in,out]C
          C is DOUBLE PRECISION array, dimension (LDC, N)
          On entry, C contains the right-hand-side of the first matrix
          equation in (1).
          On exit, if IJOB = 0, C has been overwritten by the
          solution R.
[in]LDC
          LDC is INTEGER
          The leading dimension of the matrix C. LDC >= max(1, M).
[in]D
          D is DOUBLE PRECISION array, dimension (LDD, M)
          On entry, D contains an upper triangular matrix.
[in]LDD
          LDD is INTEGER
          The leading dimension of the matrix D. LDD >= max(1, M).
[in]E
          E is DOUBLE PRECISION array, dimension (LDE, N)
          On entry, E contains an upper triangular matrix.
[in]LDE
          LDE is INTEGER
          The leading dimension of the matrix E. LDE >= max(1, N).
[in,out]F
          F is DOUBLE PRECISION array, dimension (LDF, N)
          On entry, F contains the right-hand-side of the second matrix
          equation in (1).
          On exit, if IJOB = 0, F has been overwritten by the
          solution L.
[in]LDF
          LDF is INTEGER
          The leading dimension of the matrix F. LDF >= max(1, M).
[out]SCALE
          SCALE is DOUBLE PRECISION
          On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
          R and L (C and F on entry) will hold the solutions 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 homogeneous system with C = F = 0. Normally,
          SCALE = 1.
[in,out]RDSUM
          RDSUM is DOUBLE PRECISION
          On entry, the sum of squares of computed contributions to
          the Dif-estimate under computation by DTGSYL, where the
          scaling factor RDSCAL (see below) has been factored out.
          On exit, the corresponding sum of squares updated with the
          contributions from the current sub-system.
          If TRANS = 'T' RDSUM is not touched.
          NOTE: RDSUM only makes sense when DTGSY2 is called by DTGSYL.
[in,out]RDSCAL
          RDSCAL is DOUBLE PRECISION
          On entry, scaling factor used to prevent overflow in RDSUM.
          On exit, RDSCAL is updated w.r.t. the current contributions
          in RDSUM.
          If TRANS = 'T', RDSCAL is not touched.
          NOTE: RDSCAL only makes sense when DTGSY2 is called by
                DTGSYL.
[out]IWORK
          IWORK is INTEGER array, dimension (M+N+2)
[out]PQ
          PQ is INTEGER
          On exit, the number of subsystems (of size 2-by-2, 4-by-4 and
          8-by-8) solved by this routine.
[out]INFO
          INFO is INTEGER
          On exit, if INFO is set to
            =0: Successful exit
            <0: If INFO = -i, the i-th argument had an illegal value.
            >0: The matrix pairs (A, D) and (B, E) have common or very
                close eigenvalues.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.