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SUBROUTINE MB01WD( DICO, UPLO, TRANS, HESS, N, ALPHA, BETA, R,
$ LDR, A, LDA, T, LDT, INFO )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To compute the matrix formula
C _
C R = alpha*( op( A )'*op( T )'*op( T ) + op( T )'*op( T )*op( A ) )
C + beta*R, (1)
C
C if DICO = 'C', or
C _
C R = alpha*( op( A )'*op( T )'*op( T )*op( A ) - op( T )'*op( T ))
C + beta*R, (2)
C _
C if DICO = 'D', where alpha and beta are scalars, R, and R are
C symmetric matrices, T is a triangular matrix, A is a general or
C Hessenberg matrix, and op( M ) is one of
C
C op( M ) = M or op( M ) = M'.
C
C The result is overwritten on R.
C
C ARGUMENTS
C
C Mode Parameters
C
C DICO CHARACTER*1
C Specifies the formula to be evaluated, as follows:
C = 'C': formula (1), "continuous-time" case;
C = 'D': formula (2), "discrete-time" case.
C
C UPLO CHARACTER*1
C Specifies which triangles of the symmetric matrix R and
C triangular matrix T are given, as follows:
C = 'U': the upper triangular parts of R and T are given;
C = 'L': the lower triangular parts of R and T are given;
C
C TRANS CHARACTER*1
C Specifies the form of op( M ) to be used, as follows:
C = 'N': op( M ) = M;
C = 'T': op( M ) = M';
C = 'C': op( M ) = M'.
C
C HESS CHARACTER*1
C Specifies the form of the matrix A, as follows:
C = 'F': matrix A is full;
C = 'H': matrix A is Hessenberg (or Schur), either upper
C (if UPLO = 'U'), or lower (if UPLO = 'L').
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrices R, A, and T. N >= 0.
C
C ALPHA (input) DOUBLE PRECISION
C The scalar alpha. When alpha is zero then the arrays A
C and T are not referenced.
C
C BETA (input) DOUBLE PRECISION
C The scalar beta. When beta is zero then the array R need
C not be set before entry.
C
C R (input/output) DOUBLE PRECISION array, dimension (LDR,N)
C On entry with UPLO = 'U', the leading N-by-N upper
C triangular part of this array must contain the upper
C triangular part of the symmetric matrix R.
C On entry with UPLO = 'L', the leading N-by-N lower
C triangular part of this array must contain the lower
C triangular part of the symmetric matrix R.
C On exit, the leading N-by-N upper triangular part (if
C UPLO = 'U'), or lower triangular part (if UPLO = 'L'), of
C this array contains the corresponding triangular part of
C _
C the computed matrix R.
C
C LDR INTEGER
C The leading dimension of array R. LDR >= MAX(1,N).
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading N-by-N part of this array must
C contain the matrix A. If HESS = 'H' the elements below the
C first subdiagonal, if UPLO = 'U', or above the first
C superdiagonal, if UPLO = 'L', need not be set to zero,
C and are not referenced if DICO = 'D'.
C On exit, the leading N-by-N part of this array contains
C the following matrix product
C alpha*T'*T*A, if TRANS = 'N', or
C alpha*A*T*T', otherwise,
C if DICO = 'C', or
C T*A, if TRANS = 'N', or
C A*T, otherwise,
C if DICO = 'D' (and in this case, these products have a
C Hessenberg form, if HESS = 'H').
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N).
C
C T (input) DOUBLE PRECISION array, dimension (LDT,N)
C If UPLO = 'U', the leading N-by-N upper triangular part of
C this array must contain the upper triangular matrix T and
C the strictly lower triangular part need not be set to zero
C (and it is not referenced).
C If UPLO = 'L', the leading N-by-N lower triangular part of
C this array must contain the lower triangular matrix T and
C the strictly upper triangular part need not be set to zero
C (and it is not referenced).
C
C LDT INTEGER
C The leading dimension of array T. LDT >= MAX(1,N).
C
C Error Indicator
C
C INFO INTEGER
C = 0: successful exit;
C < 0: if INFO = -k, the k-th argument had an illegal
C value.
C
C METHOD
C
C The matrix expression (1) or (2) is efficiently evaluated taking
C the structure into account. BLAS 3 operations (DTRMM, DSYRK and
C their specializations) are used throughout.
C
C NUMERICAL ASPECTS
C
C If A is a full matrix, the algorithm requires approximately
C 3
C N operations, if DICO = 'C';
C 3
C 7/6 x N operations, if DICO = 'D'.
C
C CONTRIBUTORS
C
C V. Sima, Research Institute for Informatics, Bucharest, Nov. 2000.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Elementary matrix operations, matrix algebra, matrix operations.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER DICO, HESS, TRANS, UPLO
INTEGER INFO, LDA, LDR, LDT, N
DOUBLE PRECISION ALPHA, BETA
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), R(LDR,*), T(LDT,*)
C .. Local Scalars ..
LOGICAL DISCR, REDUC, TRANSP, UPPER
CHARACTER NEGTRA, SIDE
INTEGER I, INFO2, J
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DLASCL, DLASET, DSYRK, DTRMM, MB01YD, MB01ZD,
$ XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C .. Executable Statements ..
C
C Test the input scalar arguments.
C
INFO = 0
DISCR = LSAME( DICO, 'D' )
UPPER = LSAME( UPLO, 'U' )
TRANSP = LSAME( TRANS, 'T' ) .OR. LSAME( TRANS, 'C' )
REDUC = LSAME( HESS, 'H' )
C
IF( .NOT.( DISCR .OR. LSAME( DICO, 'C' ) ) )THEN
INFO = -1
ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) )THEN
INFO = -2
ELSE IF( .NOT.( TRANSP .OR. LSAME( TRANS, 'N' ) ) )THEN
INFO = -3
ELSE IF( .NOT.( REDUC .OR. LSAME( HESS, 'F' ) ) )THEN
INFO = -4
ELSE IF( N.LT.0 ) THEN
INFO = -5
ELSE IF( LDR.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
INFO = -13
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'MB01WD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( N.EQ.0 )
$ RETURN
C
IF ( ALPHA.EQ.ZERO ) THEN
IF ( BETA.EQ.ZERO ) THEN
C
C Special case when both alpha = 0 and beta = 0.
C
CALL DLASET( UPLO, N, N, ZERO, ZERO, R, LDR )
ELSE
C
C Special case alpha = 0.
C
IF ( BETA.NE.ONE )
$ CALL DLASCL( UPLO, 0, 0, ONE, BETA, N, N, R, LDR, INFO2 )
END IF
RETURN
END IF
C
C General case: alpha <> 0.
C
C Compute (in A) T*A, if TRANS = 'N', or
C A*T, otherwise.
C
IF ( TRANSP ) THEN
SIDE = 'R'
NEGTRA = 'N'
ELSE
SIDE = 'L'
NEGTRA = 'T'
END IF
C
IF ( REDUC .AND. N.GT.2 ) THEN
CALL MB01ZD( SIDE, UPLO, 'NoTranspose', 'Non-unit', N, N, 1,
$ ONE, T, LDT, A, LDA, INFO2 )
ELSE
CALL DTRMM( SIDE, UPLO, 'NoTranspose', 'Non-unit', N, N, ONE,
$ T, LDT, A, LDA )
END IF
C
IF( .NOT.DISCR ) THEN
C
C Compute (in A) alpha*T'*T*A, if TRANS = 'N', or
C alpha*A*T*T', otherwise.
C
IF ( REDUC .AND. N.GT.2 ) THEN
CALL MB01ZD( SIDE, UPLO, 'Transpose', 'Non-unit', N, N, 1,
$ ALPHA, T, LDT, A, LDA, INFO2 )
ELSE
CALL DTRMM( SIDE, UPLO, 'Transpose', 'Non-unit', N, N,
$ ALPHA, T, LDT, A, LDA )
END IF
C
C Compute the required triangle of the result, using symmetry.
C
IF ( UPPER ) THEN
IF ( BETA.EQ.ZERO ) THEN
C
DO 20 J = 1, N
DO 10 I = 1, J
R( I, J ) = A( I, J ) + A( J, I )
10 CONTINUE
20 CONTINUE
C
ELSE
C
DO 40 J = 1, N
DO 30 I = 1, J
R( I, J ) = A( I, J ) + A( J, I ) + BETA*R( I, J )
30 CONTINUE
40 CONTINUE
C
END IF
C
ELSE
C
IF ( BETA.EQ.ZERO ) THEN
C
DO 60 J = 1, N
DO 50 I = J, N
R( I, J ) = A( I, J ) + A( J, I )
50 CONTINUE
60 CONTINUE
C
ELSE
C
DO 80 J = 1, N
DO 70 I = J, N
R( I, J ) = A( I, J ) + A( J, I ) + BETA*R( I, J )
70 CONTINUE
80 CONTINUE
C
END IF
C
END IF
C
ELSE
C
C Compute (in R) alpha*A'*T'*T*A + beta*R, if TRANS = 'N', or
C alpha*A*T*T'*A' + beta*R, otherwise.
C
IF ( REDUC .AND. N.GT.2 ) THEN
CALL MB01YD( UPLO, NEGTRA, N, N, 1, ALPHA, BETA, A, LDA, R,
$ LDR, INFO2 )
ELSE
CALL DSYRK( UPLO, NEGTRA, N, N, ALPHA, A, LDA, BETA, R,
$ LDR )
END IF
C
C Compute (in R) -alpha*T'*T + R, if TRANS = 'N', or
C -alpha*T*T' + R, otherwise.
C
CALL MB01YD( UPLO, NEGTRA, N, N, 0, -ALPHA, ONE, T, LDT, R,
$ LDR, INFO2 )
C
END IF
C
RETURN
C *** Last line of MB01WD ***
END
|
