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SUBROUTINE MB02CY( TYPET, STRUCG, P, Q, N, K, A, LDA, B, LDB, H,
$ LDH, 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 apply the transformations created by the SLICOT Library
C routine MB02CX on other columns / rows of the generator,
C contained in the arrays A and B of positive and negative
C generators, respectively.
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 additional columns of the generator;
C = 'C': A and B are additional rows of the generator.
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 STRUCG CHARACTER*1
C Information about the structure of the two generators,
C as follows:
C = 'T': the trailing block of the positive generator
C is lower / upper triangular, and the trailing
C block of the negative generator is zero;
C = 'N': no special structure to mention.
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 N (input) INTEGER
C The number of columns / rows in A and B to be processed.
C N >= 0.
C
C K (input) INTEGER
C The number of columns / rows in H. P >= K >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension
C (LDA, N) / (LDA, P)
C On entry, the leading P-by-N / N-by-P part of this array
C must contain the positive part of the generator.
C On exit, the leading P-by-N / N-by-P part of this array
C contains the transformed positive part of the generator.
C
C LDA INTEGER
C The leading dimension of the array A.
C LDA >= MAX(1,P), if TYPET = 'R';
C LDA >= MAX(1,N), if TYPET = 'C'.
C
C B (input/output) DOUBLE PRECISION array, dimension
C (LDB, N) / (LDB, Q)
C On entry, the leading Q-by-N / N-by-Q part of this array
C must contain the negative part of the generator.
C On exit, the leading Q-by-N / N-by-Q part of this array
C contains the transformed negative part of the generator.
C
C LDB INTEGER
C The leading dimension of the array B.
C LDB >= MAX(1,Q), if TYPET = 'R';
C LDB >= MAX(1,N), if TYPET = 'C'.
C
C H (input) DOUBLE PRECISION array, dimension
C (LDH, K) / (LDH, Q)
C The leading Q-by-K / K-by-Q part of this array must
C contain part of the necessary information for the
C Householder transformations computed by SLICOT Library
C routine MB02CX.
C
C LDH INTEGER
C The leading dimension of the array H.
C LDH >= MAX(1,Q), if TYPET = 'R';
C LDH >= MAX(1,K), if TYPET = 'C'.
C
C CS (input) DOUBLE PRECISION array, dimension (LCS)
C The leading 2*K + MIN(K,Q) part of this array must
C contain the necessary information for modified hyperbolic
C rotations and the scalar factors of the Householder
C transformations computed by SLICOT Library routine MB02CX.
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 = -16, DWORK(1) returns the minimum
C value of LDWORK.
C
C LDWORK INTEGER
C The length of the array DWORK. LDWORK >= MAX(1,N).
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
C METHOD
C
C The Householder transformations and modified hyperbolic rotations
C computed by SLICOT Library routine MB02CX are applied to the
C corresponding parts of the matrices A and B.
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, March 2007.
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 ..
INTEGER INFO, K, LDA, LDB, LCS, LDH, LDWORK, N, P, Q
CHARACTER STRUCG, TYPET
C .. Array Arguments ..
DOUBLE PRECISION A(LDA, *), B(LDB, *), CS(*), DWORK(*), H(LDH,*)
C .. Local Scalars ..
LOGICAL ISLWR, ISROW
INTEGER I, IERR, CI, MAXWRK
DOUBLE PRECISION C, S, TAU
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DAXPY, DLARF, DLASET, DORMLQ, DORMQR, DSCAL,
$ 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' )
ISLWR = LSAME( STRUCG, 'T' )
C
C Check the scalar input parameters.
C
IF ( .NOT.( ISROW .OR. LSAME( TYPET, 'C' ) ) ) THEN
INFO = -1
ELSE IF ( .NOT.( ISLWR .OR. LSAME( STRUCG, 'N' ) ) ) THEN
INFO = -2
ELSE IF ( P.LT.0 ) THEN
INFO = -3
ELSE IF ( Q.LT.0 ) THEN
INFO = -4
ELSE IF ( N.LT.0 ) THEN
INFO = -5
ELSE IF ( K.LT.0 .OR. K.GT.P ) THEN
INFO = -6
ELSE IF ( LDA.LT.1 .OR. ( ISROW .AND. LDA.LT.P ) .OR.
$ ( .NOT.ISROW .AND. LDA.LT.N ) ) THEN
INFO = -8
ELSE IF ( LDB.LT.1 .OR. ( ISROW .AND. LDB.LT.Q ) .OR.
$ ( .NOT.ISROW .AND. LDB.LT.N ) ) THEN
INFO = -10
ELSE IF ( LDH.LT.1 .OR. ( ISROW .AND. LDH.LT.Q ) .OR.
$ ( .NOT.ISROW .AND. LDH.LT.K ) ) THEN
INFO = -12
ELSE IF ( LCS.LT.2*K + MIN( K, Q ) ) THEN
INFO = -14
ELSE IF ( LDWORK.LT.MAX( 1, N ) ) THEN
DWORK(1) = MAX( 1, N )
INFO = -16
END IF
C
C Return if there were illegal values.
C
IF ( INFO.NE.0 ) THEN
CALL XERBLA( 'MB02CY', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( MIN( N, K, Q ).EQ.0 ) THEN
DWORK(1) = ONE
RETURN
END IF
C
C Applying the transformations.
C
IF ( ISROW ) THEN
C
C The generator is row wise stored.
C
IF ( ISLWR ) THEN
C
DO 10 I = 1, K
C
C Apply Householder transformation avoiding touching of
C zero blocks.
C
CI = N - K + I - 1
TAU = H(1,I)
H(1,I) = ONE
CALL DLARF( 'Left', MIN( I, Q ), CI, H(1,I), 1, TAU, B,
$ LDB, DWORK )
H(1,I) = TAU
C
C Now apply the hyperbolic rotation under the assumption
C that A(I, N-K+I+1:N) and B(1, N-K+I:N) are zero.
C
C = CS(I*2-1)
S = CS(I*2)
C
CALL DSCAL( CI, ONE/C, A(I,1), LDA )
CALL DAXPY( CI, -S/C, B(1,1), LDB, A(I,1), LDA )
CALL DSCAL( CI, C, B(1,1), LDB )
CALL DAXPY( CI, -S, A(I,1), LDA, B(1,1), LDB )
C
B(1,N-K+I) = -S/C * A(I,N-K+I)
A(I,N-K+I) = ONE/C * A(I,N-K+I)
C
C All below B(1,N-K+I) should be zero.
C
IF( Q.GT.1 )
$ CALL DLASET( 'All', Q-1, 1, ZERO, ZERO, B(2,N-K+I),
$ 1 )
10 CONTINUE
C
ELSE
C
C Apply the QR reduction on B.
C
CALL DORMQR( 'Left', 'Transpose', Q, N, MIN( K, Q ), H,
$ LDH, CS(2*K+1), B, LDB, DWORK, LDWORK, IERR )
MAXWRK = DWORK(1)
C
DO 20 I = 1, K
C
C Apply Householder transformation.
C
TAU = H(1,I)
H(1,I) = ONE
CALL DLARF( 'Left', MIN( I, Q ), N, H(1,I), 1, TAU, B,
$ LDB, DWORK )
H(1,I) = TAU
C
C Apply Hyperbolic Rotation.
C
C = CS(I*2-1)
S = CS(I*2)
C
CALL DSCAL( N, ONE/C, A(I,1), LDA )
CALL DAXPY( N, -S/C, B(1,1), LDB, A(I,1), LDA )
CALL DSCAL( N, C, B(1,1), LDB )
CALL DAXPY( N, -S, A(I,1), LDA, B(1,1), LDB )
20 CONTINUE
C
END IF
C
ELSE
C
C The generator is column wise stored.
C
IF ( ISLWR ) THEN
C
DO 30 I = 1, K
C
C Apply Householder transformation avoiding touching zeros.
C
CI = N - K + I - 1
TAU = H(I,1)
H(I,1) = ONE
CALL DLARF( 'Right', CI, MIN( I, Q ), H(I,1), LDH, TAU,
$ B, LDB, DWORK )
H(I,1) = TAU
C
C Apply Hyperbolic Rotation.
C
C = CS(I*2-1)
S = CS(I*2)
C
CALL DSCAL( CI, ONE/C, A(1,I), 1 )
CALL DAXPY( CI, -S/C, B(1,1), 1, A(1,I), 1 )
CALL DSCAL( CI, C, B(1,1), 1 )
CALL DAXPY( CI, -S, A(1,I), 1, B(1,1), 1 )
C
B(N-K+I,1) = -S/C * A(N-K+I,I)
A(N-K+I,I) = ONE/C * A(N-K+I,I)
C
C All elements right behind B(N-K+I,1) should be zero.
C
IF( Q.GT.1 )
$ CALL DLASET( 'All', 1, Q-1, ZERO, ZERO, B(N-K+I,2),
$ LDB )
30 CONTINUE
C
ELSE
C
C Apply the LQ reduction on B.
C
CALL DORMLQ( 'Right', 'Transpose', N, Q, MIN( K, Q ), H,
$ LDH, CS(2*K+1), B, LDB, DWORK, LDWORK, IERR )
MAXWRK = DWORK(1)
C
DO 40 I = 1, K
C
C Apply Householder transformation.
C
TAU = H(I,1)
H(I,1) = ONE
CALL DLARF( 'Right', N, MIN( I, Q ), H(I,1), LDH, TAU, B,
$ LDB, DWORK )
H(I,1) = TAU
C
C Apply Hyperbolic Rotation.
C
C = CS(I*2-1)
S = CS(I*2)
C
CALL DSCAL( N, ONE/C, A(1,I), 1 )
CALL DAXPY( N, -S/C, B(1,1), 1, A(1,I), 1 )
CALL DSCAL( N, C, B(1,1), 1 )
CALL DAXPY( N, -S, A(1,I), 1, B(1,1), 1 )
40 CONTINUE
C
END IF
C
END IF
C
DWORK(1) = MAX( MAXWRK, N )
C
RETURN
C
C *** Last line of MB02CY ***
END
|
