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SUBROUTINE MB02CX( TYPET, P, Q, K, A, LDA, B, LDB, CS, LCS,
$ DWORK, LDWORK, 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 bring the first blocks of a generator in proper form.
C The columns / rows of the positive and negative generators
C are contained in the arrays A and B, respectively.
C Transformation information will be stored and can be applied
C via SLICOT Library routine MB02CY.
C
C ARGUMENTS
C
C Mode Parameters
C
C TYPET CHARACTER*1
C Specifies the type of the generator, as follows:
C = 'R': A and B are the first blocks of the rows of the
C positive and negative generators;
C = 'C': A and B are the first blocks of the columns of the
C positive and negative generators.
C Note: in the sequel, the notation x / y means that
C x corresponds to TYPET = 'R' and y corresponds to
C TYPET = 'C'.
C
C Input/Output Parameters
C
C P (input) INTEGER
C The number of rows / columns in A containing the positive
C generators. P >= 0.
C
C Q (input) INTEGER
C The number of rows / columns in B containing the negative
C generators. Q >= 0.
C
C K (input) INTEGER
C The number of columns / rows in A and B to be processed.
C Normally, the size of the first block. P >= K >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension
C (LDA, K) / (LDA, P)
C On entry, the leading P-by-K upper / K-by-P lower
C triangular part of this array must contain the rows /
C columns of the positive part in the first block of the
C generator.
C On exit, the leading P-by-K upper / K-by-P lower
C triangular part of this array contains the rows / columns
C of the positive part in the first block of the proper
C generator.
C The lower / upper trapezoidal part is not referenced.
C
C LDA INTEGER
C The leading dimension of the array A.
C LDA >= MAX(1,P), if TYPET = 'R';
C LDA >= MAX(1,K), if TYPET = 'C'.
C
C B (input/output) DOUBLE PRECISION array, dimension
C (LDB, K) / (LDB, Q)
C On entry, the leading Q-by-K / K-by-Q part of this array
C must contain the rows / columns of the negative part in
C the first block of the generator.
C On exit, the leading Q-by-K / K-by-Q part of this array
C contains part of the necessary information for the
C Householder transformations.
C
C LDB INTEGER
C The leading dimension of the array B.
C LDB >= MAX(1,Q), if TYPET = 'R';
C LDB >= MAX(1,K), if TYPET = 'C'.
C
C CS (output) DOUBLE PRECISION array, dimension (LCS)
C On exit, the leading 2*K + MIN(K,Q) part of this array
C contains necessary information for the SLICOT Library
C routine MB02CY (modified hyperbolic rotation parameters
C and scalar factors of the Householder transformations).
C
C LCS INTEGER
C The length of the array CS. LCS >= 2*K + MIN(K,Q).
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C On exit, if INFO = 0, DWORK(1) returns the optimal
C value of LDWORK.
C On exit, if INFO = -12, DWORK(1) returns the minimum
C value of LDWORK.
C
C LDWORK INTEGER
C The length of the array DWORK. LDWORK >= MAX(1,K).
C For optimum performance LDWORK should be larger.
C
C Error Indicator
C
C INFO INTEGER
C = 0: succesful exit;
C < 0: if INFO = -i, the i-th argument had an illegal
C value;
C = 1: the reduction algorithm failed. The matrix
C associated with the generator is not (numerically)
C positive definite.
C
C METHOD
C
C If TYPET = 'R', a QR decomposition of B is first computed.
C Then, the elements below the first row of each column i of B
C are annihilated by a Householder transformation modifying the
C first element in that column. This first element, in turn, is
C then annihilated by a modified hyperbolic rotation, acting also
C on the i-th row of A.
C
C If TYPET = 'C', an LQ decomposition of B is first computed.
C Then, the elements on the right of the first column of each row i
C of B are annihilated by a Householder transformation modifying the
C first element in that row. This first element, in turn, is
C then annihilated by a modified hyperbolic rotation, acting also
C on the i-th column of A.
C
C CONTRIBUTOR
C
C D. Kressner, Technical Univ. Chemnitz, Germany, June 2000.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, July 2000,
C February 2004.
C
C KEYWORDS
C
C Elementary matrix operations, Householder transformation, matrix
C operations, Toeplitz matrix.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER TYPET
INTEGER INFO, K, LDA, LDB, LCS, LDWORK, P, Q
C .. Array Arguments ..
DOUBLE PRECISION A(LDA, *), B(LDB, *), CS(*), DWORK(*)
C .. Local Scalars ..
LOGICAL ISROW
INTEGER I, IERR
DOUBLE PRECISION ALPHA, BETA, C, MAXWRK, S, TAU
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DAXPY, DGELQF, DGEQRF, DLARF, DLARFG, DSCAL,
$ MA02FD, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C
C .. Executable Statements ..
C
C Decode the scalar input parameters.
C
INFO = 0
ISROW = LSAME( TYPET, 'R' )
C
C Check the scalar input parameters.
C
IF ( .NOT.( ISROW .OR. LSAME( TYPET, 'C' ) ) ) THEN
INFO = -1
ELSE IF ( P.LT.0 ) THEN
INFO = -2
ELSE IF ( Q.LT.0 ) THEN
INFO = -3
ELSE IF ( K.LT.0 .OR. K.GT.P ) THEN
INFO = -4
ELSE IF ( LDA.LT.1 .OR. ( ISROW .AND. LDA.LT.P ) .OR.
$ ( .NOT.ISROW .AND. LDA.LT.K ) ) THEN
INFO = -6
ELSE IF ( LDB.LT.1 .OR. ( ISROW .AND. LDB.LT.Q ) .OR.
$ ( .NOT.ISROW .AND. LDB.LT.K ) ) THEN
INFO = -8
ELSE IF ( LCS.LT.2*K + MIN( K, Q ) ) THEN
INFO = -10
ELSE IF ( LDWORK.LT.MAX( 1, K ) ) THEN
DWORK(1) = MAX( 1, K )
INFO = -12
END IF
C
C Return if there were illegal values.
C
IF ( INFO.NE.0 ) THEN
CALL XERBLA( 'MB02CX', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( MIN( Q, K ).EQ.0 ) THEN
DWORK(1) = ONE
RETURN
END IF
C
IF ( ISROW ) THEN
C
C The generator is row wise stored.
C
C Step 0: Do QR decomposition of B.
C
CALL DGEQRF ( Q, K, B, LDB, CS(2*K+1), DWORK(1), LDWORK, IERR )
MAXWRK = DWORK(1)
C
DO 10 I = 1, K
C
C Step 1: annihilate the i-th column of B.
C
IF ( Q.GT.1 ) THEN
CALL DLARFG( MIN( I, Q ), B(1,I), B(2,I), 1, TAU )
ALPHA = B(1,I)
B(1,I) = ONE
IF ( K.GT.I )
$ CALL DLARF( 'Left', MIN( I, Q ), K-I, B(1,I), 1, TAU,
$ B(1,I+1), LDB, DWORK )
B(1,I) = ALPHA
ELSE
ALPHA = B(1,I)
TAU = ZERO
END IF
C
C Step 2: annihilate the top entry of the column.
C
BETA = A(I,I)
CALL MA02FD( BETA, ALPHA, C, S, IERR )
IF ( IERR.NE.0 ) THEN
C
C Error return: The matrix is not positive definite.
C
INFO = 1
RETURN
END IF
C
CS(I*2-1) = C
CS(I*2) = S
CALL DSCAL( K-I+1, ONE/C, A(I,I), LDA )
CALL DAXPY( K-I+1, -S/C, B(1,I), LDB, A(I,I), LDA )
CALL DSCAL( K-I+1, C, B(1,I), LDB )
CALL DAXPY( K-I+1, -S, A(I,I), LDA, B(1,I), LDB )
B(1,I) = TAU
10 CONTINUE
C
ELSE
C
C The generator is column wise stored.
C
C Step 0: Do LQ decomposition of B.
C
CALL DGELQF ( K, Q, B, LDB, CS(2*K+1), DWORK(1), LDWORK, IERR )
MAXWRK = DWORK(1)
C
DO 20 I = 1, K
C
C Step 1: annihilate the i-th row of B.
C
IF ( Q.GT.1 ) THEN
CALL DLARFG( MIN( I, Q ), B(I,1), B(I,2), LDB, TAU )
ALPHA = B(I,1)
B(I,1) = ONE
IF ( K.GT.I )
$ CALL DLARF( 'Right', K-I, MIN( I, Q ), B(I,1), LDB,
$ TAU, B(I+1,1), LDB, DWORK )
B(I,1) = ALPHA
ELSE
ALPHA = B(I,1)
TAU = ZERO
END IF
C
C Step 2: annihilate the left entry of the row.
C
BETA = A(I,I)
CALL MA02FD( BETA, ALPHA, C, S, IERR )
IF ( IERR.NE.0 ) THEN
C
C Error return: The matrix is not positive definite.
C
INFO = 1
RETURN
END IF
C
CS(I*2-1) = C
CS(I*2) = S
CALL DSCAL( K-I+1, ONE/C, A(I,I), 1 )
CALL DAXPY( K-I+1, -S/C, B(I,1), 1, A(I,I), 1 )
CALL DSCAL( K-I+1, C, B(I,1), 1 )
CALL DAXPY( K-I+1, -S, A(I,I), 1, B(I,1), 1 )
B(I,1) = TAU
20 CONTINUE
C
END IF
C
DWORK(1) = MAXWRK
C
RETURN
C
C *** Last line of MB02CX ***
END
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