DTGSYL(3S)DTGSYL(3S)NAME
DTGSYL - solve the generalized Sylvester equation
SYNOPSIS
SUBROUTINE DTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E,
LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO )
CHARACTER TRANS
INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF, LWORK, M, N
DOUBLE PRECISION DIF, SCALE
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ), D(
LDD, * ), E( LDE, * ), F( LDF, * ), WORK( * )
IMPLEMENTATION
These routines are part of the SCSL Scientific Library and can be loaded
using either the -lscs or the -lscs_mp option. The -lscs_mp option
directs the linker to use the multi-processor version of the library.
When linking to SCSL with -lscs or -lscs_mp, the default integer size is
4 bytes (32 bits). Another version of SCSL is available in which integers
are 8 bytes (64 bits). This version allows the user access to larger
memory sizes and helps when porting legacy Cray codes. It can be loaded
by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use
only one of the two versions; 4-byte integer and 8-byte integer library
calls cannot be mixed.
PURPOSE
DTGSYL solves the generalized Sylvester equation:
A * R - L * B = scale * C (1)
D * R - L * E = scale * F
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 (real) 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 (1) is equivalent to solve Zx = scale b, where Z is
defined as
Z = [ kron(In, A) -kron(B', Im) ] (2)
[ kron(In, D) -kron(E', Im) ].
Here Ik is the identity matrix of size k and X' is the transpose of X.
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DTGSYL(3S)DTGSYL(3S)
kron(X, Y) is the Kronecker product between the matrices X and Y.
If TRANS = 'T', DTGSYL solves the transposed system Z'*y = scale*b, which
is equivalent to solve for R and L in
A' * R + D' * L = scale * C (3)
R * B' + L * E' = scale * (-F)
This case (TRANS = 'T') is used to compute an one-norm-based estimate of
Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) and
(B,E), using DLACON.
If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate of
Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
reciprocal of the smallest singular value of Z. See [1-2] for more
information.
This is a level 3 BLAS algorithm.
ARGUMENTS
TRANS (input) CHARACTER*1
= 'N', solve the generalized Sylvester equation (1). = 'T',
solve the 'transposed' system (3).
IJOB (input) INTEGER
Specifies what kind of functionality to be performed. =0: solve
(1) only.
=1: The functionality of 0 and 3.
=2: The functionality of 0 and 4.
=3: Only an estimate of Dif[(A,D), (B,E)] is computed. (look
ahead strategy IJOB = 1 is used). =4: Only an estimate of
Dif[(A,D), (B,E)] is computed. ( DGECON on sub-systems is used
). Not referenced if TRANS = 'T'.
M (input) INTEGER
The order of the matrices A and D, and the row dimension of the
matrices C, F, R and L.
N (input) INTEGER
The order of the matrices B and E, and the column dimension of
the matrices C, F, R and L.
A (input) DOUBLE PRECISION array, dimension (LDA, M)
The upper quasi triangular matrix A.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1, M).
B (input) DOUBLE PRECISION array, dimension (LDB, N)
The upper quasi triangular matrix B.
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DTGSYL(3S)DTGSYL(3S)
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1, N).
C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
On entry, C contains the right-hand-side of the first matrix
equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, C has been
overwritten by the solution R. If IJOB = 3 or 4 and TRANS = 'N',
C holds R, the solution achieved during the computation of the
Dif-estimate.
LDC (input) INTEGER
The leading dimension of the array C. LDC >= max(1, M).
D (input) DOUBLE PRECISION array, dimension (LDD, M)
The upper triangular matrix D.
LDD (input) INTEGER
The leading dimension of the array D. LDD >= max(1, M).
E (input) DOUBLE PRECISION array, dimension (LDE, N)
The upper triangular matrix E.
LDE (input) INTEGER
The leading dimension of the array E. LDE >= max(1, N).
F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
On entry, F contains the right-hand-side of the second matrix
equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, F has been
overwritten by the solution L. If IJOB = 3 or 4 and TRANS = 'N',
F holds L, the solution achieved during the computation of the
Dif-estimate.
LDF (input) INTEGER
The leading dimension of the array F. LDF >= max(1, M).
DIF (output) DOUBLE PRECISION
On exit DIF is the reciprocal of a lower bound of the reciprocal
of the Dif-function, i.e. DIF is an upper bound of Dif[(A,D),
(B,E)] = sigma_min(Z), where Z as in (2). IF IJOB = 0 or TRANS =
'T', DIF is not touched.
SCALE (output) DOUBLE PRECISION
On exit SCALE is the scaling factor in (1) or (3). If 0 < SCALE
< 1, C and F hold the solutions R and L, resp., to a slightly
perturbed system but the input matrices A, B, D and E have not
been changed. If SCALE = 0, C and F hold the solutions R and L,
respectively, to the homogeneous system with C = F = 0. Normally,
SCALE = 1.
WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
If IJOB = 0, WORK is not referenced. Otherwise, on exit, if INFO
= 0, WORK(1) returns the optimal LWORK.
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DTGSYL(3S)DTGSYL(3S)
LWORK (input) INTEGER
The dimension of the array WORK. LWORK > = 1. If IJOB = 1 or 2
and TRANS = 'N', LWORK >= 2*M*N.
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.
IWORK (workspace) INTEGER array, dimension (M+N+6)
INFO (output) INTEGER
=0: successful exit
<0: If INFO = -i, the i-th argument had an illegal value.
>0: (A, D) and (B, E) have common or close eigenvalues.
FURTHER DETAILS
Based on contributions by
Bo Kagstrom and Peter Poromaa, Department of Computing Science,
Umea University, S-901 87 Umea, Sweden.
[1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
for Solving the Generalized Sylvester Equation and Estimating the
Separation between Regular Matrix Pairs, Report UMINF - 93.23,
Department of Computing Science, Umea University, S-901 87 Umea,
Sweden, December 1993, Revised April 1994, Also as LAPACK Working
Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
No 1, 1996.
[2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
Appl., 15(4):1045-1060, 1994
[3] B. Kagstrom and L. Westin, Generalized Schur Methods with
Condition Estimators for Solving the Generalized Sylvester
Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
July 1989, pp 745-751.
SEE ALSOINTRO_LAPACK(3S), INTRO_SCSL(3S)
This man page is available only online.
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