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◆ ztrsna()
| void ztrsna |
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char |
job, |
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char |
howmny, |
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int |
select[], |
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int |
n, |
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int |
ldt, |
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doublecomplex |
t[], |
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int |
ldvl, |
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doublecomplex |
vl[], |
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int |
ldvr, |
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doublecomplex |
vr[], |
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double |
s[], |
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double |
sep[], |
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int |
mm, |
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int * |
m, |
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doublecomplex |
work[], |
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int |
lwork, |
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double |
rwork[], |
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int * |
info |
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Condition numbers for eigenvalues and/or eigenvectors of complex upper triangular matrix
- Purpose
- This routine estimates reciprocal condition numbers for specified eigenvalues and/or right eigenvectors of a complex upper triangular matrix T (or of any matrix Q*T*Q^H with Q unitary).
- Parameters
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| [in] | job | Specifies whether condition numbers are required for eigenvalues (s) or eigenvectors (sep).
= 'E': For eigenvalues only (s).
= 'V': For eigenvectors only (sep).
= 'B': For both eigenvalues and eigenvectors (s and sep). |
| [in] | howmny | = 'A': Compute condition numbers for all eigenpairs.
= 'S': Compute condition numbers for selected eigenpairs specified by the array select. |
| [in] | select[] | Array select[lselect] (lselect >= n)
If howmny = 'S', select[] specifies the eigenpairs for which condition numbers are required. To select condition numbers for the j-th eigenpair, select[j] must be set to true.
If howmny = 'A', select[] is not referenced. |
| [in] | n | Order of the matrix T. (n >= 0) (If n = 0, returns without computation) |
| [in] | ldt | Leading dimension of the two dimensional array t[][]. (ldt >= max(1, n)) |
| [in] | t[][] | Array t[lt][ldt] (lt >= n)
The upper triangular matrix T. |
| [in] | ldvl | Leading dimension of the two dimensional array vl[][]. (ldvl >= 1 if job = 'V', ldvl >= n if job = 'E' or 'B') |
| [in] | vl[][] | Array vl[lvl][ldvl] (lvl >= m)
If job = 'E' or 'B', vl must contain left eigenvectors of T (or of any Q*T*Q^H with Q unitary), corresponding to the eigenpairs specified by howmny and select. The eigenvectors must be stored in consecutive columns of vl, as returned by zhsein or ztrevc3.
If job = 'V', vl[][] is not referenced. |
| [in] | ldvr | Leading dimension of the two dimensional array vr[][]. (ldvr >= 1 if job = 'V', ldvr >= n if job = 'E' or 'B') |
| [in] | vr[][] | Array vr[lvr][ldvr] (lvr >= m)
If job = 'E' or 'B', vr must contain right eigenvectors of T (or of any Q*T*Q^H with Q unitary), corresponding to the eigenpairs specified by howmny and select. The eigenvectors must be stored in consecutive columns of vr, as returned by zhsein or ztrevc3.
If job = 'V', vr[][] is not referenced. |
| [out] | s[] | Array s[ls] (ls >= mm)
If job = 'E' or 'B', the reciprocal condition numbers of the selected eigenvalues, stored in consecutive elements of the array. Thus s[j], sep[j], and the j-th rows of vl[][] and vr[][] all correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected).
If job = 'V', s[] is not referenced. |
| [out] | sep[] | Array sep[lsep] (lsep >= mm)
If job = 'V' or 'B', the estimated reciprocal condition numbers of the selected eigenvectors, stored in consecutive elements of the array.
If job = 'E', sep[] is not referenced. |
| [in] | mm | The number of elements in the arrays s (if job = 'E' or 'B') and/or sep (if job = 'V' or 'B'). (mm >= m) |
| [out] | m | The number of elements of the arrays s and/or sep actually used to store the estimated condition numbers.
If howmny = 'A', m is set to n. |
| [out] | work[] | Array work[lwork]
Complex work array.
If job = 'E', work[] is not referenced. |
| [in] | lwork | The dimension of the array work[]. (lwork >= n*(n + 6) if job = 'V' or 'B') |
| [out] | rwork[] | Array rwork[lrwork] (lrwork >= n)
Work array.
If job = 'E', rwork[] is not referenced. |
| [out] | info | = 0: Successful exit
= -1: The argument job had an illegal value (job != 'E', 'V' nor 'B')
= -2: The argument howmny had an illegal value (hownmy != 'A' nor 'S')
= -4: The argument n had an illegal value (n < 0)
= -5: The argument ldt had an illegal value (ldt < max(1, n))
= -7: The argument ldvl had an illegal value (ldvl too small)
= -9: The argument ldvr had an illegal value (ldvr too small)
= -13: The argument mm had an illegal value (mm < m)
= -16: The argument lwork had an illegal value (lwork too small) |
- Further Details
- The reciprocal of the condition number of an eigenvalue lambda is defined as
s(lambda) = |v^H*u| / (norm(u)*norm(v))
where u and v are the right and left eigenvectors of T corresponding to lambda; v^H denotes the conjugate transpose of v, and norm(u) denotes the Euclidean norm. These reciprocal condition numbers always lie between zero (very badly conditioned) and one (very well conditioned). If n = 1, s(lambda) is defined to be 1.
An approximate error bound for a computed eigenvalue w(i) is given by where eps is the machine precision.
The reciprocal of the condition number of the right eigenvector u corresponding to lambda is defined as follows. Suppose T = ( lambda c )
( 0 T22 )
Then the reciprocal condition number is sep( lambda, T22 ) = sigma-min( T22 - lambda*I )
where sigma-min denotes the smallest singular value. We approximate the smallest singular value by the reciprocal of an estimate of the one-norm of the inverse of T22 - lambda*I. If n = 1, sep(1) is defined to be abs(T(1,1)).
An approximate error bound for a computed right eigenvector vr(i) is given by
- Reference
- LAPACK
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