NAG Library Function Document

nag_ztgexc (f08ytc)

void	nag_ztgexc (Nag_OrderType order, Nag_Boolean wantq, Nag_Boolean wantz, Integer n, Complex a[], Integer pda, Complex b[], Integer pdb, Complex q[], Integer pdq, Complex z[], Integer pdz, Integer ifst, Integer ilst, NagError fail)

3 Description

nag_ztgexc (f08ytc) reorders the generalized complex

n

n

matrix pair

(S, T)

in generalized Schur form, so that the diagonal element of

(S, T)

with row index

i_{1}

is moved to row

i_{2}

, using a unitary equivalence transformation. That is,

S

and

T

are factorized as

S = \hat{Q} \hat{S} {\hat{Z}}^{H}, T = \hat{Q} \hat{T} {\hat{Z}}^{H},

where

(\hat{S}, \hat{T})

are also in generalized Schur form.

The pair

(S, T)

are in generalized Schur form if

S

and

T

are upper triangular as returned, for example, by nag_zgges (f08xnc), or nag_zhgeqz (f08xsc) with

job = Nag_Schur

S

and

T

are the result of a generalized Schur factorization of a matrix pair

(A, B)

A = Q S Z^{H}, B = Q T Z^{H}

then, optionally, the matrices

Q

and

Z

can be updated as

Q \hat{Q}

and

Z \hat{Z}

4 References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug

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: $wantq$ – Nag_BooleanInput

On entry: if

wantq = Nag_TRUE

, update the left transformation matrix

Q

wantq = Nag_FALSE

, do not update

Q

3: $wantz$ – Nag_BooleanInput

On entry: if

wantz = Nag_TRUE

, update the right transformation matrix

Z

wantz = Nag_FALSE

, do not update

Z

4: $n$ – IntegerInput

On entry:

n

, the order of the matrices

S

and

T

Constraint:

n \geq 0

5: $a [\dim]$ – ComplexInput/Output

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

\max (1, pda \times n)

The

(i, j)

th element of the matrix

A

is stored in

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

On entry: the matrix

S

in the pair

(S, T)

On exit: the updated matrix

\hat{S}

6: $pda$ – IntegerInput

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

Constraint:

pda \geq \max (1, n)

7: $b [\dim]$ – ComplexInput/Output

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

\max (1, pdb \times n)

The

(i, j)

th element of the matrix

B

is stored in

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

On entry: the matrix

T

, in the pair

(S, T)

On exit: the updated matrix

\hat{T}

8: $pdb$ – IntegerInput

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

Constraint:

pdb \geq \max (1, n)

9: $q [\dim]$ – ComplexInput/Output

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

$\max (1, pdq \times n)$ when $wantq = Nag_TRUE$ ;
$1$ otherwise.

The

(i, j)

th element of the matrix

Q

is stored in

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

On entry: if

wantq = Nag_TRUE

, the unitary matrix

Q

On exit: if

wantq = Nag_TRUE

, the updated matrix

Q \hat{Q}

wantq = Nag_FALSE

, q is not referenced.

10: $pdq$ – IntegerInput

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

Constraints:

if $wantq = Nag_TRUE$ , $pdq \geq \max (1, n)$ ;
otherwise $pdq \geq 1$ .

11: $z [\dim]$ – ComplexInput/Output

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

$\max (1, pdz \times n)$ when $wantz = Nag_TRUE$ ;
$1$ otherwise.

The

(i, j)

th element of the matrix

Z

is stored in

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

On entry: if

wantz = Nag_TRUE

, the unitary matrix

Z

On exit: if

wantz = Nag_TRUE

, the updated matrix

Z \hat{Z}

wantz = Nag_FALSE

, z is not referenced.

12: $pdz$ – IntegerInput

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

Constraints:

if $wantz = Nag_TRUE$ , $pdz \geq \max (1, n)$ ;
otherwise $pdz \geq 1$ .

13: $ifst$ – IntegerInput

14: $ilst$ – Integer *Input/Output

On entry: the indices

i_{1}

and

i_{2}

that specify the reordering of the diagonal elements of

(S, T)

. The element with row index ifst is moved to row ilst, by a sequence of swapping between adjacent diagonal elements.

On exit: ilst points to the row in its final position.

Constraint:

1 \leq ifst \leq n

and

1 \leq ilst \leq n

15: $fail$ – 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.
See Section 3.2.1.2 in the Essential Introduction for further information.
NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_CONSTRAINT: On entry, $wantq = 〈value〉$ , $pdq = 〈value〉$ and $n = 〈value〉$ .
Constraint: if $wantq = Nag_TRUE$ , $pdq \geq \max (1, n)$ ;
otherwise $pdq \geq 1$ .

On entry, $wantz = 〈value〉$ , $pdz = 〈value〉$ and $n = 〈value〉$ .
Constraint: if $wantz = Nag_TRUE$ , $pdz \geq \max (1, n)$ ;
otherwise $pdz \geq 1$ .
NE_INT: On entry, $n = 〈value〉$ .
Constraint: $n \geq 0$ .

On entry, $pda = 〈value〉$ .
Constraint: $pda > 0$ .

On entry, $pdb = 〈value〉$ .
Constraint: $pdb > 0$ .

On entry, $pdq = 〈value〉$ .
Constraint: $pdq > 0$ .

On entry, $pdz = 〈value〉$ .
Constraint: $pdz > 0$ .
NE_INT_2: On entry, $pda = 〈value〉$ and $n = 〈value〉$ .
Constraint: $pda \geq \max (1, n)$ .

On entry, $pdb = 〈value〉$ and $n = 〈value〉$ .
Constraint: $pdb \geq \max (1, n)$ .
NE_INT_3: On entry, $ifst = 〈value〉$ , $ilst = 〈value〉$ and $n = 〈value〉$ .
Constraint: $1 \leq ifst \leq n$ and $1 \leq ilst \leq n$ .
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.

An unexpected error has been triggered by this function. Please contact NAG.
See Section 3.6.6 in the Essential Introduction for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 3.6.5 in the Essential Introduction for further information.
NE_SCHUR: The transformed matrix pair would be too far from generalized Schur form; the problem is ill-conditioned. $(S, T)$ may have been partially reordered, and ilst points to the first row of the current position of the block being moved.

7 Accuracy

The computed generalized Schur form is nearly the exact generalized Schur form for nearby matrices

(S + E)

and

(T + F)

, where

{‖E‖}_{2} = O ε {‖S‖}_{2} and {‖F‖}_{2} = O ε {‖T‖}_{2},

and

ε

is the machine precision. See Section 4.11 of Anderson et al. (1999) for further details of error bounds for the generalized nonsymmetric eigenproblem.

8 Parallelism and Performance

Not applicable.

9 Further Comments

The real analogue of this function is nag_dtgexc (f08yfc).

10 Example

This example exchanges rows 4 and 1 of the matrix pair

(S, T)

, where

S = (\begin{array}{r} 4.0 + 4.0 i & 1.0 + 1.0 i & 1.0 + 1.0 i & 2.0 - 1.0 i \\ 0 & 2.0 + 1.0 i & 1.0 + 1.0 i & 1.0 + 1.0 i \\ 0 & 0 & 2.0 - 1.0 i & 1.0 + 1.0 i \\ 0 & 0 & 0 & 6.0 - 2.0 i \end{array})

and

T = (\begin{array}{r} 2.0 & 1.0 + 1.0 i & 1.0 + 1.0 i & 3.0 - 1.0 i \\ 0 & 1.0 & 2.0 + 1.0 i & 1.0 + 1.0 i \\ 0 & 0 & 1.0 & 1.0 + 1.0 i \\ 0 & 0 & 0 & 2.0 \end{array}) .

NAG Library Function Documentnag_ztgexc (f08ytc)

▸▿ 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_ztgexc (f08ytc)