stgsyl (l) - Linux Manuals

stgsyl: solves the generalized Sylvester equation

NAME

STGSYL - solves the generalized Sylvester equation

SYNOPSIS

SUBROUTINE STGSYL(
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

    
REAL DIF, SCALE

    
INTEGER IWORK( * )

    
REAL A( LDA, * ), B( LDB, * ), C( LDC, * ), D( LDD, * ), E( LDE, * ), F( LDF, * ), WORK( * )

PURPOSE

STGSYL 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(Baq, Im) ]         (2)
         [ kron(In, D)  -kron(Eaq, Im) ].
Here Ik is the identity matrix of size k and Xaq is the transpose of X. kron(X, Y) is the Kronecker product between the matrices X and Y. If TRANS = aqTaq, STGSYL solves the transposed system Zaq*y = scale*b, which is equivalent to solve for R and L in

      Aaq * R  + Daq * L   = scale *  C           (3)
      R  * Baq + L  * Eaq  = scale * (-F)
This case (TRANS = aqTaq) 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 SLACON.
If IJOB >= 1, STGSYL 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
= aqNaq, solve the generalized Sylvester equation (1). = aqTaq, solve the aqtransposedaq 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. ( SGECON on sub-systems is used ). Not referenced if TRANS = aqTaq.
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) REAL 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) REAL array, dimension (LDB, N)
The upper quasi triangular matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1, N).
C (input/output) REAL 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 = aqNaq, 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) REAL 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) REAL 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) REAL 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 = aqNaq, 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) REAL
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 = aqTaq, DIF is not touched.
SCALE (output) REAL
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) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK > = 1. If IJOB = 1 or 2 and TRANS = aqNaq, LWORK >= max(1,2*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., H(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.

Pages related to stgsyl

  • stgsyl (3)
  • stgsy2 (l) - solves the generalized Sylvester equation
  • stgsen (l) - reorders the generalized real Schur decomposition of a real matrix pair (A, B) (in terms of an orthonormal equivalence trans- formation Qaq * (A, B) * Z), so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix A and the upper triangular B
  • stgsja (l) - computes the generalized singular value decomposition (GSVD) of two real upper triangular (or trapezoidal) matrices A and B
  • stgsna (l) - estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a matrix pair (A, B) in generalized real Schur canonical form (or of any matrix pair (Q*A*Zaq, Q*B*Zaq) with orthogonal matrices Q and Z, where Zaq denotes the transpose of Z
  • stgevc (l) - computes some or all of the right and/or left eigenvectors of a pair of real matrices (S,P), where S is a quasi-triangular matrix and P is upper triangular
  • stgex2 (l) - 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
  • stgexc (l) - reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal equivalence transformation (A, B) = Q * (A, B) * Zaq,