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</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LWORK (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The dimension of the array WORK. LWORK >= 4*N+16.
</span><span class="comment">*</span><span class="comment"> If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).
</span><span class="comment">*</span><span class="comment"> If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> If LWORK = -1, then a workspace query is assumed; the routine
</span><span class="comment">*</span><span class="comment"> only calculates the optimal size of the WORK array, returns
</span><span class="comment">*</span><span class="comment"> this value as the first entry of the WORK array, and no error
</span><span class="comment">*</span><span class="comment"> message related to LWORK is issued by <a name="XERBLA.178"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
</span><span class="comment">*</span><span class="comment"> IF IJOB = 0, IWORK is not referenced. Otherwise,
</span><span class="comment">*</span><span class="comment"> on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LIWORK (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The dimension of the array IWORK. LIWORK >= 1.
</span><span class="comment">*</span><span class="comment"> If IJOB = 1, 2 or 4, LIWORK >= N+6.
</span><span class="comment">*</span><span class="comment"> If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> If LIWORK = -1, then a workspace query is assumed; the
</span><span class="comment">*</span><span class="comment"> routine only calculates the optimal size of the IWORK array,
</span><span class="comment">*</span><span class="comment"> returns this value as the first entry of the IWORK array, and
</span><span class="comment">*</span><span class="comment"> no error message related to LIWORK is issued by <a name="XERBLA.192"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> INFO (output) INTEGER
</span><span class="comment">*</span><span class="comment"> =0: Successful exit.
</span><span class="comment">*</span><span class="comment"> <0: If INFO = -i, the i-th argument had an illegal value.
</span><span class="comment">*</span><span class="comment"> =1: Reordering of (A, B) failed because the transformed
</span><span class="comment">*</span><span class="comment"> matrix pair (A, B) would be too far from generalized
</span><span class="comment">*</span><span class="comment"> Schur form; the problem is very ill-conditioned.
</span><span class="comment">*</span><span class="comment"> (A, B) may have been partially reordered.
</span><span class="comment">*</span><span class="comment"> If requested, 0 is returned in DIF(*), PL and PR.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Further Details
</span><span class="comment">*</span><span class="comment"> ===============
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> <a name="DTGSEN.206"></a><a href="dtgsen.f.html#DTGSEN.1">DTGSEN</a> first collects the selected eigenvalues by computing
</span><span class="comment">*</span><span class="comment"> orthogonal U and W that move them to the top left corner of (A, B).
</span><span class="comment">*</span><span class="comment"> In other words, the selected eigenvalues are the eigenvalues of
</span><span class="comment">*</span><span class="comment"> (A11, B11) in:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> U'*(A, B)*W = (A11 A12) (B11 B12) n1
</span><span class="comment">*</span><span class="comment"> ( 0 A22),( 0 B22) n2
</span><span class="comment">*</span><span class="comment"> n1 n2 n1 n2
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> where N = n1+n2 and U' means the transpose of U. The first n1 columns
</span><span class="comment">*</span><span class="comment"> of U and W span the specified pair of left and right eigenspaces
</span><span class="comment">*</span><span class="comment"> (deflating subspaces) of (A, B).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> If (A, B) has been obtained from the generalized real Schur
</span><span class="comment">*</span><span class="comment"> decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
</span><span class="comment">*</span><span class="comment"> reordered generalized real Schur form of (C, D) is given by
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> and the first n1 columns of Q*U and Z*W span the corresponding
</span><span class="comment">*</span><span class="comment"> deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Note that if the selected eigenvalue is sufficiently ill-conditioned,
</span><span class="comment">*</span><span class="comment"> then its value may differ significantly from its value before
</span><span class="comment">*</span><span class="comment"> reordering.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> The reciprocal condition numbers of the left and right eigenspaces
</span><span class="comment">*</span><span class="comment"> spanned by the first n1 columns of U and W (or Q*U and Z*W) may
</span><span class="comment">*</span><span class="comment"> be returned in DIF(1:2), corresponding to Difu and Difl, resp.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> The Difu and Difl are defined as:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
</span><span class="comment">*</span><span class="comment"> and
</span><span class="comment">*</span><span class="comment"> Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> where sigma-min(Zu) is the smallest singular value of the
</span><span class="comment">*</span><span class="comment"> (2*n1*n2)-by-(2*n1*n2) matrix
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Zu = [ kron(In2, A11) -kron(A22', In1) ]
</span><span class="comment">*</span><span class="comment"> [ kron(In2, B11) -kron(B22', In1) ].
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Here, Inx is the identity matrix of size nx and A22' is the
</span><span class="comment">*</span><span class="comment"> transpose of A22. kron(X, Y) is the Kronecker product between
</span><span class="comment">*</span><span class="comment"> the matrices X and Y.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> When DIF(2) is small, small changes in (A, B) can cause large changes
</span><span class="comment">*</span><span class="comment"> in the deflating subspace. An approximate (asymptotic) bound on the
</span><span class="comment">*</span><span class="comment"> maximum angular error in the computed deflating subspaces is
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> EPS * norm((A, B)) / DIF(2),
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> where EPS is the machine precision.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> The reciprocal norm of the projectors on the left and right
</span><span class="comment">*</span><span class="comment"> eigenspaces associated with (A11, B11) may be returned in PL and PR.
</span><span class="comment">*</span><span class="comment"> They are computed as follows. First we compute L and R so that
</span><span class="comment">*</span><span class="comment"> P*(A, B)*Q is block diagonal, where
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> P = ( I -L ) n1 Q = ( I R ) n1
</span><span class="comment">*</span><span class="comment"> ( 0 I ) n2 and ( 0 I ) n2
</span><span class="comment">*</span><span class="comment"> n1 n2 n1 n2
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> and (L, R) is the solution to the generalized Sylvester equation
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> A11*R - L*A22 = -A12
</span><span class="comment">*</span><span class="comment"> B11*R - L*B22 = -B12
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
</span><span class="comment">*</span><span class="comment"> An approximate (asymptotic) bound on the average absolute error of
</span><span class="comment">*</span><span class="comment"> the selected eigenvalues is
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> EPS * norm((A, B)) / PL.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> There are also global error bounds which valid for perturbations up
</span><span class="comment">*</span><span class="comment"> to a certain restriction: A lower bound (x) on the smallest
</span><span class="comment">*</span><span class="comment"> F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
</span><span class="comment">*</span><span class="comment"> coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
</span><span class="comment">*</span><span class="comment"> (i.e. (A + E, B + F), is
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> An approximate bound on x can be computed from DIF(1:2), PL and PR.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
</span><span class="comment">*</span><span class="comment"> (L', R') and unperturbed (L, R) left and right deflating subspaces
</span><span class="comment">*</span><span class="comment"> associated with the selected cluster in the (1,1)-blocks can be
</span><span class="comment">*</span><span class="comment"> bounded as
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
</span><span class="comment">*</span><span class="comment"> max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> See LAPACK User's Guide section 4.11 or the following references
</span><span class="comment">*</span><span class="comment"> for more information.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Note that if the default method for computing the Frobenius-norm-
</span><span class="comment">*</span><span class="comment"> based estimate DIF is not wanted (see <a name="DLATDF.302"></a><a href="dlatdf.f.html#DLATDF.1">DLATDF</a>), then the parameter
</span><span class="comment">*</span><span class="comment"> IDIFJB (see below) should be changed from 3 to 4 (routine <a name="DLATDF.303"></a><a href="dlatdf.f.html#DLATDF.1">DLATDF</a>
</span><span class="comment">*</span><span class="comment"> (IJOB = 2 will be used)). See <a name="DTGSYL.304"></a><a href="dtgsyl.f.html#DTGSYL.1">DTGSYL</a> for more details.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Based on contributions by
</span><span class="comment">*</span><span class="comment"> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
</span><span class="comment">*</span><span class="comment"> Umea University, S-901 87 Umea, Sweden.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> References
</span><span class="comment">*</span><span class="comment"> ==========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
</span><span class="comment">*</span><span class="comment"> Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
</span><span class="comment">*</span><span class="comment"> M.S. Moonen et al (eds), Linear Algebra for Large Scale and
</span><span class="comment">*</span><span class="comment"> Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
</span><span class="comment">*</span><span class="comment"> Eigenvalues of a Regular Matrix Pair (A, B) and Condition
</span><span class="comment">*</span><span class="comment"> Estimation: Theory, Algorithms and Software,
</span><span class="comment">*</span><span class="comment"> Report UMINF - 94.04, Department of Computing Science, Umea
</span><span class="comment">*</span><span class="comment"> University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
</span><span class="comment">*</span><span class="comment"> Note 87. To appear in Numerical Algorithms, 1996.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
</span><span class="comment">*</span><span class="comment"> for Solving the Generalized Sylvester Equation and Estimating the
</span><span class="comment">*</span><span class="comment"> Separation between Regular Matrix Pairs, Report UMINF - 93.23,
</span><span class="comment">*</span><span class="comment"> Department of Computing Science, Umea University, S-901 87 Umea,
</span><span class="comment">*</span><span class="comment"> Sweden, December 1993, Revised April 1994, Also as LAPACK Working
</span><span class="comment">*</span><span class="comment"> Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
</span><span class="comment">*</span><span class="comment"> 1996.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Parameters ..
</span> INTEGER IDIFJB
PARAMETER ( IDIFJB = 3 )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Local Scalars ..
</span> LOGICAL LQUERY, PAIR, SWAP, WANTD, WANTD1, WANTD2,
$ WANTP
INTEGER I, IERR, IJB, K, KASE, KK, KS, LIWMIN, LWMIN,
$ MN2, N1, N2
DOUBLE PRECISION DSCALE, DSUM, EPS, RDSCAL, SMLNUM
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Local Arrays ..
</span> INTEGER ISAVE( 3 )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Subroutines ..
</span> EXTERNAL <a name="DLACN2.352"></a><a href="dlacn2.f.html#DLACN2.1">DLACN2</a>, <a name="DLACPY.352"></a><a href="dlacpy.f.html#DLACPY.1">DLACPY</a>, <a name="DLAG2.352"></a><a href="dlag2.f.html#DLAG2.1">DLAG2</a>, <a name="DLASSQ.352"></a><a href="dlassq.f.html#DLASSQ.1">DLASSQ</a>, <a name="DTGEXC.352"></a><a href="dtgexc.f.html#DTGEXC.1">DTGEXC</a>, <a name="DTGSYL.352"></a><a href="dtgsyl.f.html#DTGSYL.1">DTGSYL</a>,
$ <a name="XERBLA.353"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Functions ..
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