Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.10
  • 10/21/2020
  • Public Content
Contents

?trsen

Reorders the Schur factorization of a matrix and (optionally) computes the reciprocal condition numbers for the selected cluster of eigenvalues and respective invariant subspace.

Syntax

lapack_int LAPACKE_strsen
(
int
matrix_layout
,
char
job
,
char
compq
,
const lapack_logical*
select
,
lapack_int
n
,
float*
t
,
lapack_int
ldt
,
float*
q
,
lapack_int
ldq
,
float*
wr
,
float*
wi
,
lapack_int*
m
,
float*
s
,
float*
sep
);
lapack_int LAPACKE_dtrsen
(
int
matrix_layout
,
char
job
,
char
compq
,
const lapack_logical*
select
,
lapack_int
n
,
double*
t
,
lapack_int
ldt
,
double*
q
,
lapack_int
ldq
,
double*
wr
,
double*
wi
,
lapack_int*
m
,
double*
s
,
double*
sep
);
lapack_int LAPACKE_ctrsen
(
int
matrix_layout
,
char
job
,
char
compq
,
const lapack_logical*
select
,
lapack_int
n
,
lapack_complex_float*
t
,
lapack_int
ldt
,
lapack_complex_float*
q
,
lapack_int
ldq
,
lapack_complex_float*
w
,
lapack_int*
m
,
float*
s
,
float*
sep
);
lapack_int LAPACKE_ztrsen
(
int
matrix_layout
,
char
job
,
char
compq
,
const lapack_logical*
select
,
lapack_int
n
,
lapack_complex_double*
t
,
lapack_int
ldt
,
lapack_complex_double*
q
,
lapack_int
ldq
,
lapack_complex_double*
w
,
lapack_int*
m
,
double*
s
,
double*
sep
);
Include Files
  • mkl.h
Description
The routine reorders the Schur factorization of a general matrix
A
 =
Q*T*Q
T
 (for real flavors) or
A
 =
Q*T*Q
H
 (for complex flavors) so that a selected cluster of eigenvalues appears in the leading diagonal elements (or, for real flavors, diagonal blocks) of the Schur form. The reordered Schur form
R
 is computed by a unitary (orthogonal) similarity transformation:
R
 =
Z
H
*T*Z
. Optionally the updated matrix
P
 of Schur vectors is computed as
P
 =
Q*Z
, giving
A
 =
P*R*P
H
.
Let
Equation
where the selected eigenvalues are precisely the eigenvalues of the leading
m
-by-
m
 submatrix
T
11
. Let
P
 be correspondingly partitioned as (
Q
1
Q
2
) where
Q
1
 consists of the first
m
 columns of
Q
. Then
A
*
Q
1
 =
Q
1
*
T
11
, and so the
m
 columns of
Q
1
 form an orthonormal basis for the invariant subspace corresponding to the selected cluster of eigenvalues.
Optionally the routine also computes estimates of the reciprocal condition numbers of the average of the cluster of eigenvalues and of the invariant subspace.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
job
Must be
'N'
 or
'E'
 or
'V'
 or
'B'
.
If
job
 =
'N'
, then no condition numbers are required.
If
job
 =
'E'
, then only the condition number for the cluster of eigenvalues is computed.
If
job
 =
'V'
, then only the condition number for the invariant subspace is computed.
If
job
 =
'B'
, then condition numbers for both the cluster and the invariant subspace are computed.
compq
Must be
'V'
 or
'N'
.
If
compq
 =
'V'
, then
Q
 of the Schur vectors is updated.
If
compq
 =
'N'
, then no Schur vectors are updated.
select
Array, size at least max (1,
n
).
Specifies the eigenvalues in the selected cluster. To select an eigenvalue
λ
j
,
select
[
j
]
 must be
1
For real flavors
: to select a complex conjugate pair of eigenvalues
λ
j
 and
λ
j
+1
 (corresponding 2 by 2 diagonal block),
select
[
j
 - 1]
 and/or
select
[
j
]
 must be
1
; the complex conjugate
λ
j
and
λ
j
 + 1
 must be either both included in the cluster or both excluded.
n
The order of the matrix
T
 (
n
≥
 0
).
t
,
q
Arrays:
t
(size max(1,
ldt
*
n
))
 Theupper quasi-triangular
n
-by-
n
 matrix
T
, in Schur canonical form.
q
(size max(1,
ldq
*
n
))
If
compq
 =
'V'
, then
q
 must contain the matrix
Q
 of Schur vectors.
If
compq
 =
'N'
, then
q
 is not referenced.
ldt
The leading dimension of
t
; at least max(1,
n
).
ldq
The leading dimension of
q
;
If
compq
 =
'N'
, then
ldq
≥
 1
.
If
compq
 =
'V'
, then
ldq
≥
 max(1,
n
)
.
Output Parameters
t
Overwritten by the reordered matrix
R
 in Schur canonical form with the selected eigenvalues in the leading diagonal blocks.
q
If
compq
 =
'V'
,
q
 contains the updated matrix of Schur vectors; the first m columns of the
Q
 form an orthogonal basis for the specified invariant subspace.
w
Array, size at least max(1,
n
). The recorded eigenvalues of
R
. The eigenvalues are stored in the same order as on the diagonal of
R
.
wr
,
wi
Arrays, size at least max(1,
n
). Contain the real and imaginary parts, respectively, of the reordered eigenvalues of
R
. The eigenvalues are stored in the same order as on the diagonal of
R
. Note that if a complex eigenvalue is sufficiently ill-conditioned, then its value may differ significantly from its value before reordering.
m
For complex flavors
: the dimension of the specified invariant subspaces, which is the same as the number of selected eigenvalues (see
select
).
For real flavors
: the dimension of the specified invariant subspace. The value of
m
 is obtained by counting 1 for each selected real eigenvalue and 2 for each selected complex conjugate pair of eigenvalues (see
select
).
Constraint:
0
≤
m
≤
n
.
s
If
job
 =
'E'
 or
'B'
,
s
 is a lower bound on the reciprocal condition number of the average of the selected cluster of eigenvalues.
If
m
 = 0
 or
n
, then
s
 = 1
.
For real flavors
: if
info
 = 1
, then
s
 is set to zero.
s
 is not referenced if
job
 =
'N'
 or
'V'
.
sep
If
job
 =
'V'
 or
'B'
,
sep
 is the estimated reciprocal condition number of the specified invariant subspace.
If
m
 = 0
 or
n
, then
sep
 = |
T
|
.
For real flavors
: if
info
 = 1
, then
sep
 is set to zero.
sep
 is not referenced if
job
 =
'N'
 or
'E'
.
Return Values
This function returns a value
info
.
If
info
=0
, the execution is successful.
If
info
 =
-i
, the
i
-th parameter had an illegal value.
If
info
 = 1
, the reordering of
T
 failed because some eigenvalues are too close to separate (the problem is very ill-conditioned);
T
 may have been partially reordered, and
wr
 and
wi
 contain the eigenvalues in the same order as in
T
;
s
 and
sep
 (if requested) are set to zero.
Application Notes
The computed matrix
R
 is exactly similar to a matrix
T
+
E
, where
||
E
||
2
 =
O
(
ε
)*||
T
||
2
, and
ε
 is the machine precision. The computed
s
 cannot underestimate the true reciprocal condition number by more than a factor of (min(
m
,
n
-
m
))
1/2
;
sep
 may differ from the true value by (
m
*
n
-
m
2
)
1/2
. The angle between the computed invariant subspace and the true subspace is
O
(
ε
)*||
A
||
2
/
sep
. Note that if a 2-by-2 diagonal block is involved in the re-ordering, its off-diagonal elements are in general changed; the diagonal elements and the eigenvalues of the block are unchanged unless the block is sufficiently ill-conditioned, in which case they may be noticeably altered. It is possible for a 2-by-2 block to break into two 1-by-1 blocks, that is, for a pair of complex eigenvalues to become purely real.

Product and Performance Information

1

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Notice revision #20110804