tgsyl Interface

public interface tgsyl

TGSYL solves the generalized Sylvester equation: A * R - L * B = scale * C (1) D * R - L * E = scale * F where R and L are unknown m-by-n matrices, (A, D), (B, E) and (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n, respectively, with complex entries. A, B, D and E are upper triangular (i.e., (A,D) and (B,E) in generalized Schur form). The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor chosen to avoid overflow. In matrix notation (1) is equivalent to solve Zx = scaleb, where Z is defined as Z = [ kron(In, A) -kron(BH, Im) ] (2) [ kron(In, D) -kron(EH, Im) ], Here Ix is the identity matrix of size x and XH is the conjugate transpose of X. Kron(X, Y) is the Kronecker product between the matrices X and Y. If TRANS = 'C', y in the conjugate transposed system ZH y = scaleb is solved for, which is equivalent to solve for R and L in AH * R + DH * L = scale * C (3) R * BH + L * E*H = scale * -F This case (TRANS = 'C') is used to compute an one-norm-based estimate of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) and (B,E), using CLACON. If IJOB >= 1, TGSYL computes a Frobenius norm-based estimate of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the reciprocal of the smallest singular value of Z. This is a level-3 BLAS algorithm.

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Module Procedures