DTGEX2(3) LAPACK routine of NEC Numeric Library Collection DTGEX2(3)
NAME
DTGEX2
SYNOPSIS
SUBROUTINE DTGEX2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1,
N1, N2, WORK, LWORK, INFO)
PURPOSE
DTGEX2 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 DGGES), 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)**T = Q(out) * A(out) * Z(out)**T
Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T
ARGUMENTS
WANTQ (input)
WANTQ is LOGICAL
.TRUE. : update the left transformation matrix Q;
.FALSE.: do not update Q.
WANTZ (input)
WANTZ is LOGICAL
.TRUE. : update the right transformation matrix Z;
.FALSE.: do not update Z.
N (input)
N is INTEGER
The order of the matrices A and B. N >= 0.
A (input/output)
A is DOUBLE PRECISION array, dimensions (LDA,N)
On entry, the matrix A in the pair (A, B).
On exit, the updated matrix A.
LDA (input)
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output)
B is DOUBLE PRECISION array, dimensions (LDB,N)
On entry, the matrix B in the pair (A, B).
On exit, the updated matrix B.
LDB (input)
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Q (input/output)
Q is DOUBLE PRECISION array, dimension (LDQ,N)
On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
On exit, the updated matrix Q.
Not referenced if WANTQ = .FALSE..
LDQ (input)
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= 1.
If WANTQ = .TRUE., LDQ >= N.
Z (input/output)
Z is DOUBLE PRECISION 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)
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1.
If WANTZ = .TRUE., LDZ >= N.
J1 (input)
J1 is INTEGER
The index to the first block (A11, B11). 1 <= J1 <= N.
N1 (input)
N1 is INTEGER
The order of the first block (A11, B11). N1 = 0, 1 or 2.
N2 (input)
N2 is INTEGER
The order of the second block (A22, B22). N2 = 0, 1 or 2.
WORK (output)
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
LWORK (input)
LWORK is INTEGER
The dimension of the array WORK.
LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )
INFO (output)
INFO is 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 DETAILS
In the current code both weak and strong stability tests are
performed. The user can omit the strong stability test by changing
the internal logical parameter WANDS to .FALSE..
LAPACK routine 31 October 2017 DTGEX2(3)