NAG Library Function Document

nag_ztrsna (f08qyc)

void	nag_ztrsna (Nag_OrderType order, Nag_JobType job, Nag_HowManyType how_many, const Nag_Boolean select[], Integer n, const Complex t[], Integer pdt, const Complex vl[], Integer pdvl, const Complex vr[], Integer pdvr, double s[], double sep[], Integer mm, Integer m, NagError fail)

3 Description

nag_ztrsna (f08qyc) estimates condition numbers for specified eigenvalues and/or right eigenvectors of a complex upper triangular matrix

T

. These are the same as the condition numbers of the eigenvalues and right eigenvectors of an original matrix

A = Z T Z^{H}

(with unitary

Z

), from which

T

may have been derived.

nag_ztrsna (f08qyc) computes the reciprocal of the condition number of an eigenvalue

λ_{i}

s_{i} = \frac{|v^{H} u|}{{‖u‖}_{E} {‖v‖}_{E}},

where

u

and

v

are the right and left eigenvectors of

T

, respectively, corresponding to

λ_{i}

. This reciprocal condition number always lies between zero (i.e., ill-conditioned) and one (i.e., well-conditioned).

An approximate error estimate for a computed eigenvalue

λ_{i}

is then given by

\frac{ε ‖T‖}{s_{i}},

where

ε

is the machine precision.

To estimate the reciprocal of the condition number of the right eigenvector corresponding to

λ_{i}

, the function first calls nag_ztrexc (f08qtc) to reorder the eigenvalues so that

λ_{i}

is in the leading position:

T = Q (\begin{matrix} λ_{i} & c^{H} \\ 0 & T_{22} \end{matrix}) Q^{H} .

The reciprocal condition number of the eigenvector is then estimated as

{sep}_{i}

, the smallest singular value of the matrix

(T_{22} - λ_{i} I)

. This number ranges from zero (i.e., ill-conditioned) to very large (i.e., well-conditioned).

An approximate error estimate for a computed right eigenvector

u

corresponding to

λ_{i}

is then given by

\frac{ε ‖T‖}{{sep}_{i}} .

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Arguments

1: order – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by

order = Nag_RowMajor

. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint:

order = Nag_RowMajor

Nag_ColMajor

2: job – Nag_JobTypeInput

On entry: indicates whether condition numbers are required for eigenvalues and/or eigenvectors.

$job = Nag_EigVals$: Condition numbers for eigenvalues only are computed.
$job = Nag_EigVecs$: Condition numbers for eigenvectors only are computed.
$job = Nag_DoBoth$: Condition numbers for both eigenvalues and eigenvectors are computed.

Constraint:

job = Nag_EigVals

Nag_EigVecs

Nag_DoBoth

3: how_many – Nag_HowManyTypeInput

On entry: indicates how many condition numbers are to be computed.

$how_many = Nag_ComputeAll$: Condition numbers for all eigenpairs are computed.
$how_many = Nag_ComputeSelected$: Condition numbers for selected eigenpairs (as specified by select) are computed.

Constraint:

how_many = Nag_ComputeAll

Nag_ComputeSelected

4: select[ $\dim$ ] – const Nag_BooleanInput

Note: the dimension, dim, of the array select must be at least

$n$ when $how_many = Nag_ComputeSelected$ ;
otherwise select may be NULL.

On entry: specifies the eigenpairs for which condition numbers are to be computed if

how_many = Nag_ComputeSelected

. To select condition numbers for the eigenpair corresponding to the eigenvalue

λ_{j}

select [j - 1]

must be set to Nag_TRUE.

how_many = Nag_ComputeAll

, select is not referenced and may be NULL.

5: n – IntegerInput

On entry:

n

, the order of the matrix

T

Constraint:

n \geq 0

6: t[ $\dim$ ] – const ComplexInput

Note: the dimension, dim, of the array t must be at least

pdt \times n

The

(i, j)

th element of the matrix

T

is stored in

$t [(j - 1) \times pdt + i - 1]$ when $order = Nag_ColMajor$ ;
$t [(i - 1) \times pdt + j - 1]$ when $order = Nag_RowMajor$ .

On entry: the

n

n

upper triangular matrix

T

, as returned by nag_zhseqr (f08psc).

7: pdt – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array t.

Constraint:

pdt \geq \max (1, n)

8: vl[ $\dim$ ] – const ComplexInput

Note: the dimension, dim, of the array vl must be at least

$pdvl \times mm$ when $job = Nag_EigVals$ or $Nag_DoBoth$ and $order = Nag_ColMajor$ ;
$n \times pdvl$ when $job = Nag_EigVals$ or $Nag_DoBoth$ and $order = Nag_RowMajor$ ;
otherwise vl may be NULL.

The

(i, j)

th element of the matrix is stored in

$vl [(j - 1) \times pdvl + i - 1]$ when $order = Nag_ColMajor$ ;
$vl [(i - 1) \times pdvl + j - 1]$ when $order = Nag_RowMajor$ .

On entry: if

job = Nag_EigVals

Nag_DoBoth

, vl must contain the left eigenvectors of

T

(or of any matrix

Q T Q^{H}

with

Q

unitary) corresponding to the eigenpairs specified by how_many and select. The eigenvectors must be stored in consecutive rows or columns (depending on the value of order) of vl, as returned by nag_zhsein (f08pxc) or nag_ztrevc (f08qxc).

job = Nag_EigVecs

, vl is not referenced and may be NULL.

9: pdvl – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array vl.

Constraints:

if order=Nag_ColMajor,
- if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvl \geq n$ ;
- if $job = Nag_EigVecs$ , vl may be NULL;
if order=Nag_RowMajor,
- if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvl \geq mm$ ;
- if $job = Nag_EigVecs$ , vl may be NULL.

10: vr[ $\dim$ ] – const ComplexInput

Note: the dimension, dim, of the array vr must be at least

$pdvr \times mm$ when $job = Nag_EigVals$ or $Nag_DoBoth$ and $order = Nag_ColMajor$ ;
$n \times pdvr$ when $job = Nag_EigVals$ or $Nag_DoBoth$ and $order = Nag_RowMajor$ ;
otherwise vr may be NULL.

The

(i, j)

th element of the matrix is stored in

$vr [(j - 1) \times pdvr + i - 1]$ when $order = Nag_ColMajor$ ;
$vr [(i - 1) \times pdvr + j - 1]$ when $order = Nag_RowMajor$ .

On entry: if

job = Nag_EigVals

Nag_DoBoth

, vr must contain the right eigenvectors of

T

(or of any matrix

Q T Q^{H}

with

Q

unitary) corresponding to the eigenpairs specified by how_many and select. The eigenvectors must be stored in consecutive rows or columns (depending on the value of order) of vr, as returned by nag_zhsein (f08pxc) or nag_ztrevc (f08qxc).

job = Nag_EigVecs

, vr is not referenced and may be NULL.

11: pdvr – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array vr.

Constraints:

if order=Nag_ColMajor,
- if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvr \geq n$ ;
- if $job = Nag_EigVecs$ , vr may be NULL;
if order=Nag_RowMajor,
- if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvr \geq mm$ ;
- if $job = Nag_EigVecs$ , vr may be NULL.

12: s[ $\dim$ ] – doubleOutput

Note: the dimension, dim, of the array s must be at least

$mm$ when $job = Nag_EigVals$ or $Nag_DoBoth$ ;
otherwise s may be NULL.

On exit: the reciprocal condition numbers of the selected eigenvalues if

job = Nag_EigVals

Nag_DoBoth

, stored in consecutive elements of the array. Thus

s [j - 1]

sep [j - 1]

and the

j

th rows or columns of vl and vr all correspond to the same eigenpair (but not in general the

j

th eigenpair unless all eigenpairs have been selected).

job = Nag_EigVecs

, s is not referenced and may be NULL.

13: sep[ $\dim$ ] – doubleOutput

Note: the dimension, dim, of the array sep must be at least

$mm$ when $job = Nag_EigVecs$ or $Nag_DoBoth$ ;
otherwise sep may be NULL.

On exit: the estimated reciprocal condition numbers of the selected right eigenvectors if

job = Nag_EigVecs

Nag_DoBoth

, stored in consecutive elements of the array.

job = Nag_EigVals

, sep is not referenced and may be NULL.

14: mm – IntegerInput

On entry: the number of elements in the arrays s and sep, and the number of rows or columns (depending on the value of order) in the arrays vl and vr (if used). The precise number required,

required_rowcol

, is

n

how_many = Nag_ComputeAll

; if

how_many = Nag_ComputeSelected

required_rowcol

is the number of selected eigenpairs (see select), in which case

0 \leq required_rowcol \leq n

Constraints:

if $how_many = Nag_ComputeAll$ , $mm \geq n$ ;
otherwise $mm \geq required_rowcol$ .

15: m – Integer *Output

On exit:

required_rowcol

, the number of selected eigenpairs. If

how_many = Nag_ComputeAll

, m is set to

n

16: fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
NE_BAD_PARAM: On entry, argument $⟨value⟩$ had an illegal value.
NE_ENUM_INT_2: On entry, $job = ⟨value⟩$ , $pdvl = ⟨value⟩$ , $mm = ⟨value⟩$ .
Constraint: if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvl \geq mm$ .
On entry, $job = ⟨value⟩$ , $pdvl = ⟨value⟩$ and $n = ⟨value⟩$ .
Constraint: if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvl \geq n$ .
On entry, $job = ⟨value⟩$ , $pdvr = ⟨value⟩$ , $mm = ⟨value⟩$ .
Constraint: if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvr \geq mm$ .
On entry, $job = ⟨value⟩$ , $pdvr = ⟨value⟩$ and $n = ⟨value⟩$ .
Constraint: if $job = Nag_EigVals$ or $Nag_DoBoth$ , $pdvr \geq n$ .
On entry, $mm = ⟨value⟩$ , $n = ⟨value⟩$ and $how_many = ⟨value⟩$ .
Constraint: if $how_many = Nag_ComputeAll$ , $mm \geq n$ ;
otherwise $mm \geq required_rowcol$ .
NE_INT: On entry, $n = ⟨value⟩$ .
Constraint: $n \geq 0$ .
On entry, $pdt = ⟨value⟩$ .
Constraint: $pdt > 0$ .
On entry, $pdvl = ⟨value⟩$ .
Constraint: $pdvl > 0$ .
On entry, $pdvr = ⟨value⟩$ .
Constraint: $pdvr > 0$ .
NE_INT_2: On entry, $pdt = ⟨value⟩$ and $n = ⟨value⟩$ .
Constraint: $pdt \geq \max (1, n)$ .
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

7 Accuracy

The computed values

{sep}_{i}

may over estimate the true value, but seldom by a factor of more than

3

8 Parallelism and Performance

nag_ztrsna (f08qyc) is not threaded by NAG in any implementation.

nag_ztrsna (f08qyc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The real analogue of this function is nag_dtrsna (f08qlc).

10 Example

This example computes approximate error estimates for all the eigenvalues and right eigenvectors of the matrix

T

, where

T = (\begin{array}{r} - 6.0004 - 6.9999 i & 0.3637 - 0.3656 i & - 0.1880 + 0.4787 i & 0.8785 - 0.2539 i \\ 0.0000 + 0.0000 i & - 5.0000 + 2.0060 i & - 0.0307 - 0.7217 i & - 0.2290 + 0.1313 i \\ 0.0000 + 0.0000 i & 0.0000 + 0.0000 i & 7.9982 - 0.9964 i & 0.9357 + 0.5359 i \\ 0.0000 + 0.0000 i & 0.0000 + 0.0000 i & 0.0000 + 0.0000 i & 3.0023 - 3.9998 i \end{array}) .

NAG Library Function Documentnag_ztrsna (f08qyc)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Function Document

nag_ztrsna (f08qyc)