f08 Chapter Contents
f08 Chapter Introduction
NAG C Library Manual

# NAG Library Function Documentnag_dtgexc (f08yfc)

## 1  Purpose

nag_dtgexc (f08yfc) reorders the generalized Schur factorization of a matrix pair in real generalized Schur form.

## 2  Specification

 #include #include
 void nag_dtgexc (Nag_OrderType order, Nag_Boolean wantq, Nag_Boolean wantz, Integer n, double a[], Integer pda, double b[], Integer pdb, double q[], Integer pdq, double z[], Integer pdz, Integer *ifst, Integer *ilst, NagError *fail)

## 3  Description

nag_dtgexc (f08yfc) reorders the generalized real $n$ by $n$ matrix pair $\left(S,T\right)$ in real generalized Schur form, so that the diagonal element or block of $\left(S,T\right)$ with row index ${i}_{1}$ is moved to row ${i}_{2}$, using an orthogonal equivalence transformation. That is, $S$ and $T$ are factorized as
 $S = Q^ S^ Z^T , T= Q^ T^ Z^T ,$
where $\left(\stackrel{^}{S},\stackrel{^}{T}\right)$ are also in real generalized Schur form.
The pair $\left(S,T\right)$ are in real generalized Schur form if $S$ is block upper triangular with $1$ by $1$ and $2$ by $2$ diagonal blocks and $T$ is upper triangular as returned, for example, by nag_dgges (f08xac), or nag_dhgeqz (f08xec) with ${\mathbf{job}}=\mathrm{Nag_Schur}$.
If $S$ and $T$ are the result of a generalized Schur factorization of a matrix pair $\left(A,B\right)$
 $A = QSZT , B= QTZT$
then, optionally, the matrices $Q$ and $Z$ can be updated as $Q\stackrel{^}{Q}$ and $Z\stackrel{^}{Z}$.

## 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:     orderNag_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 ${\mathbf{order}}=\mathrm{Nag_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or Nag_ColMajor.
2:     wantqNag_BooleanInput
On entry: if ${\mathbf{wantq}}=\mathrm{Nag_TRUE}$, update the left transformation matrix $Q$.
If ${\mathbf{wantq}}=\mathrm{Nag_FALSE}$, do not update $Q$.
3:     wantzNag_BooleanInput
On entry: if ${\mathbf{wantz}}=\mathrm{Nag_TRUE}$, update the right transformation matrix $Z$.
If ${\mathbf{wantz}}=\mathrm{Nag_FALSE}$, do not update $Z$.
4:     nIntegerInput
On entry: $n$, the order of the matrices $S$ and $T$.
Constraint: ${\mathbf{n}}\ge 0$.
5:     a[$\mathit{dim}$]doubleInput/Output
Note: the dimension, dim, of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pda}}×{\mathbf{n}}\right)$.
The $\left(i,j\right)$th element of the matrix $A$ is stored in
• ${\mathbf{a}}\left[\left(j-1\right)×{\mathbf{pda}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{a}}\left[\left(i-1\right)×{\mathbf{pda}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: the matrix $S$ in the pair $\left(S,T\right)$.
On exit: the updated matrix $\stackrel{^}{S}$.
6:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
7:     b[$\mathit{dim}$]doubleInput/Output
Note: the dimension, dim, of the array b must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdb}}×{\mathbf{n}}\right)$.
The $\left(i,j\right)$th element of the matrix $B$ is stored in
• ${\mathbf{b}}\left[\left(j-1\right)×{\mathbf{pdb}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{b}}\left[\left(i-1\right)×{\mathbf{pdb}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: the matrix $T$, in the pair $\left(S,T\right)$.
On exit: the updated matrix $\stackrel{^}{T}$
8:     pdbIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraint: ${\mathbf{pdb}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
9:     q[$\mathit{dim}$]doubleInput/Output
Note: the dimension, dim, of the array q must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdq}}×{\mathbf{n}}\right)$ when ${\mathbf{wantq}}=\mathrm{Nag_TRUE}$;
• $1$ otherwise.
The $\left(i,j\right)$th element of the matrix $Q$ is stored in
• ${\mathbf{q}}\left[\left(j-1\right)×{\mathbf{pdq}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{q}}\left[\left(i-1\right)×{\mathbf{pdq}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: if ${\mathbf{wantq}}=\mathrm{Nag_TRUE}$, the orthogonal matrix $Q$.
On exit: if ${\mathbf{wantq}}=\mathrm{Nag_TRUE}$, the updated matrix $Q\stackrel{^}{Q}$.
If ${\mathbf{wantq}}=\mathrm{Nag_FALSE}$, q is not referenced.
10:   pdqIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array q.
Constraints:
• if ${\mathbf{wantq}}=\mathrm{Nag_TRUE}$, ${\mathbf{pdq}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• otherwise ${\mathbf{pdq}}\ge 1$.
11:   z[$\mathit{dim}$]doubleInput/Output
Note: the dimension, dim, of the array z must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdz}}×{\mathbf{n}}\right)$ when ${\mathbf{wantz}}=\mathrm{Nag_TRUE}$;
• $1$ otherwise.
The $\left(i,j\right)$th element of the matrix $Z$ is stored in
• ${\mathbf{z}}\left[\left(j-1\right)×{\mathbf{pdz}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{z}}\left[\left(i-1\right)×{\mathbf{pdz}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: if ${\mathbf{wantz}}=\mathrm{Nag_TRUE}$, the orthogonal matrix $Z$.
On exit: if ${\mathbf{wantz}}=\mathrm{Nag_TRUE}$, the updated matrix $Z\stackrel{^}{Z}$.
If ${\mathbf{wantz}}=\mathrm{Nag_FALSE}$, z is not referenced.
12:   pdzIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array z.
Constraints:
• if ${\mathbf{wantz}}=\mathrm{Nag_TRUE}$, ${\mathbf{pdz}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• otherwise ${\mathbf{pdz}}\ge 1$.
13:   ifstInteger *Input/Output
14:   ilstInteger *Input/Output
On entry: the indices ${i}_{1}$ and ${i}_{2}$ that specify the reordering of the diagonal blocks of $\left(S,T\right)$. The block with row index ifst is moved to row ilst, by a sequence of swapping between adjacent blocks.
On exit: if ifst pointed on entry to the second row of a $2$ by $2$ block, it is changed to point to the first row; ilst always points to the first row of the block in its final position (which may differ from its input value by $+1$ or $-1$).
Constraint: $1\le {\mathbf{ifst}}\le {\mathbf{n}}$ and $1\le {\mathbf{ilst}}\le {\mathbf{n}}$.
15:   failNagError *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.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_CONSTRAINT
On entry, ${\mathbf{wantq}}=〈\mathit{\text{value}}〉$, ${\mathbf{pdq}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: if ${\mathbf{wantq}}=\mathrm{Nag_TRUE}$, ${\mathbf{pdq}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
otherwise ${\mathbf{pdq}}\ge 1$.
On entry, ${\mathbf{wantz}}=〈\mathit{\text{value}}〉$, ${\mathbf{pdz}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: if ${\mathbf{wantz}}=\mathrm{Nag_TRUE}$, ${\mathbf{pdz}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
otherwise ${\mathbf{pdz}}\ge 1$.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 0$.
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}>0$.
On entry, ${\mathbf{pdb}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pdb}}>0$.
On entry, ${\mathbf{pdq}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pdq}}>0$.
On entry, ${\mathbf{pdz}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pdz}}>0$.
NE_INT_2
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry, ${\mathbf{pdb}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pdb}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
NE_INT_3
On entry, ${\mathbf{ifst}}=〈\mathit{\text{value}}〉$, ${\mathbf{ilst}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: $1\le {\mathbf{ifst}}\le {\mathbf{n}}$ and $1\le {\mathbf{ilst}}\le {\mathbf{n}}$.
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.
NE_SCHUR
The transformed matrix pair would be too far from generalized Schur form; the problem is ill-conditioned. $\left(S,T\right)$ 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 $\left(S+E\right)$ and $\left(T+F\right)$, where
 $E2 = O⁡ε S2 and F2= O⁡ε T2 ,$
and $\epsilon$ is the machine precision. See Section 4.11 of Anderson et al. (1999) for further details of error bounds for the generalized nonsymmetric eigenproblem.

The complex analogue of this function is nag_ztgexc (f08ytc).

## 9  Example

This example exchanges blocks $2$ and $1$ of the matrix pair $\left(S,T\right)$, where
 $S = 4.0 1.0 1.0 2.0 0.0 3.0 4.0 1.0 0.0 1.0 3.0 1.0 0.0 0.0 0.0 6.0 and T= 2.0 1.0 1.0 3.0 0.0 1.0 2.0 1.0 0.0 0.0 1.0 1.0 0.0 0.0 0.0 2.0 .$

### 9.1  Program Text

Program Text (f08yfce.c)

### 9.2  Program Data

Program Data (f08yfce.d)

### 9.3  Program Results

Program Results (f08yfce.r)