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SUBROUTINE MB03YA( WANTT, WANTQ, WANTZ, N, ILO, IHI, ILOQ, IHIQ,
$ POS, A, LDA, B, LDB, Q, LDQ, Z, LDZ, 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 annihilate one or two entries on the subdiagonal of the
C Hessenberg matrix A for dealing with zero elements on the diagonal
C of the triangular matrix B.
C
C MB03YA is an auxiliary routine called by SLICOT Library routines
C MB03XP and MB03YD.
C
C ARGUMENTS
C
C Mode Parameters
C
C WANTT LOGICAL
C Indicates whether the user wishes to compute the full
C Schur form or the eigenvalues only, as follows:
C = .TRUE. : Compute the full Schur form;
C = .FALSE.: compute the eigenvalues only.
C
C WANTQ LOGICAL
C Indicates whether or not the user wishes to accumulate
C the matrix Q as follows:
C = .TRUE. : The matrix Q is updated;
C = .FALSE.: the matrix Q is not required.
C
C WANTZ LOGICAL
C Indicates whether or not the user wishes to accumulate
C the matrix Z as follows:
C = .TRUE. : The matrix Z is updated;
C = .FALSE.: the matrix Z is not required.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrices A and B. N >= 0.
C
C ILO (input) INTEGER
C IHI (input) INTEGER
C It is assumed that the matrices A and B are already
C (quasi) upper triangular in rows and columns 1:ILO-1 and
C IHI+1:N. The routine works primarily with the submatrices
C in rows and columns ILO to IHI, but applies the
C transformations to all the rows and columns of the
C matrices A and B, if WANTT = .TRUE..
C 1 <= ILO <= max(1,N); min(ILO,N) <= IHI <= N.
C
C ILOQ (input) INTEGER
C IHIQ (input) INTEGER
C Specify the rows of Q and Z to which transformations
C must be applied if WANTQ = .TRUE. and WANTZ = .TRUE.,
C respectively.
C 1 <= ILOQ <= ILO; IHI <= IHIQ <= N.
C
C POS (input) INTEGER
C The position of the zero element on the diagonal of B.
C ILO <= POS <= IHI.
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 upper Hessenberg matrix A.
C On exit, the leading N-by-N part of this array contains
C the updated matrix A where A(POS,POS-1) = 0, if POS > ILO,
C and A(POS+1,POS) = 0, if POS < IHI.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= MAX(1,N).
C
C B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
C On entry, the leading N-by-N part of this array must
C contain an upper triangular matrix B with B(POS,POS) = 0.
C On exit, the leading N-by-N part of this array contains
C the updated upper triangular matrix B.
C
C LDB INTEGER
C The leading dimension of the array B. LDB >= MAX(1,N).
C
C Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
C On entry, if WANTQ = .TRUE., then the leading N-by-N part
C of this array must contain the current matrix Q of
C transformations accumulated by MB03XP.
C On exit, if WANTQ = .TRUE., then the leading N-by-N part
C of this array contains the matrix Q updated in the
C submatrix Q(ILOQ:IHIQ,ILO:IHI).
C If WANTQ = .FALSE., Q is not referenced.
C
C LDQ INTEGER
C The leading dimension of the array Q. LDQ >= 1.
C If WANTQ = .TRUE., LDQ >= MAX(1,N).
C
C Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
C On entry, if WANTZ = .TRUE., then the leading N-by-N part
C of this array must contain the current matrix Z of
C transformations accumulated by MB03XP.
C On exit, if WANTZ = .TRUE., then the leading N-by-N part
C of this array contains the matrix Z updated in the
C submatrix Z(ILOQ:IHIQ,ILO:IHI).
C If WANTZ = .FALSE., Z is not referenced.
C
C LDZ INTEGER
C The leading dimension of the array Z. LDZ >= 1.
C If WANTZ = .TRUE., LDZ >= MAX(1,N).
C
C Error Indicator
C
C INFO INTEGER
C = 0: successful exit;
C < 0: if INFO = -i, the i-th argument had an illegal
C value.
C
C METHOD
C
C The method is illustrated by Wilkinson diagrams for N = 5,
C POS = 3:
C
C [ x x x x x ] [ x x x x x ]
C [ x x x x x ] [ o x x x x ]
C A = [ o x x x x ], B = [ o o o x x ].
C [ o o x x x ] [ o o o x x ]
C [ o o o x x ] [ o o o o x ]
C
C First, a QR factorization is applied to A(1:3,1:3) and the
C resulting nonzero in the updated matrix B is immediately
C annihilated by a Givens rotation acting on columns 1 and 2:
C
C [ x x x x x ] [ x x x x x ]
C [ x x x x x ] [ o x x x x ]
C A = [ o o x x x ], B = [ o o o x x ].
C [ o o x x x ] [ o o o x x ]
C [ o o o x x ] [ o o o o x ]
C
C Secondly, an RQ factorization is applied to A(4:5,4:5) and the
C resulting nonzero in the updated matrix B is immediately
C annihilated by a Givens rotation acting on rows 4 and 5:
C
C [ x x x x x ] [ x x x x x ]
C [ x x x x x ] [ o x x x x ]
C A = [ o o x x x ], B = [ o o o x x ].
C [ o o o x x ] [ o o o x x ]
C [ o o o x x ] [ o o o o x ]
C
C REFERENCES
C
C [1] Bojanczyk, A.W., Golub, G.H., and Van Dooren, P.
C The periodic Schur decomposition: Algorithms and applications.
C Proc. of the SPIE Conference (F.T. Luk, Ed.), 1770, pp. 31-42,
C 1992.
C
C NUMERICAL ASPECTS
C
C The algorithm requires O(N**2) floating point operations and is
C backward stable.
C
C CONTRIBUTORS
C
C D. Kressner, Technical Univ. Berlin, Germany, and
C P. Benner, Technical Univ. Chemnitz, Germany, December 2003.
C
C REVISIONS
C
C V. Sima, June 2008 (SLICOT version of the HAPACK routine DLADFB).
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D+0 )
C .. Scalar Arguments ..
LOGICAL WANTQ, WANTT, WANTZ
INTEGER IHI, IHIQ, ILO, ILOQ, INFO, LDA, LDB, LDQ, LDZ,
$ N, POS
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), B(LDB,*), Q(LDQ,*), Z(LDZ,*)
C .. Local Scalars ..
INTEGER I1, I2, J, NQ
DOUBLE PRECISION CS, SN, TEMP
C .. External Subroutines ..
EXTERNAL DLARTG, DROT, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C
C .. Executable Statements ..
C
C Check the scalar input parameters.
C
INFO = 0
NQ = IHIQ - ILOQ + 1
IF ( N.LT.0 ) THEN
INFO = -4
ELSE IF ( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF ( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
INFO = -6
ELSE IF ( ILOQ.LT.1 .OR. ILOQ.GT.ILO ) THEN
INFO = -7
ELSE IF ( IHIQ.LT.IHI .OR. IHIQ.GT.N ) THEN
INFO = -8
ELSE IF ( POS.LT.ILO .OR. POS.GT.IHI ) THEN
INFO = -9
ELSE IF ( LDA.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF ( LDB.LT.MAX( 1, N ) ) THEN
INFO = -13
ELSE IF ( LDQ.LT.1 .OR. WANTQ .AND. LDQ.LT.N ) THEN
INFO = -15
ELSE IF ( LDZ.LT.1 .OR. WANTZ .AND. LDZ.LT.N ) THEN
INFO = -17
END IF
C
C Return if there were illegal values.
C
IF ( INFO.NE.0 ) THEN
CALL XERBLA( 'MB03YA', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( N.EQ.0 )
$ RETURN
C
IF ( WANTT ) THEN
I1 = 1
I2 = N
ELSE
I1 = ILO
I2 = IHI
END IF
C
C Apply a zero-shifted QR step.
C
DO 10 J = ILO, POS-1
TEMP = A(J,J)
CALL DLARTG( TEMP, A(J+1,J), CS, SN, A(J,J) )
A(J+1,J) = ZERO
CALL DROT( I2-J, A(J,J+1), LDA, A(J+1,J+1), LDA, CS, SN )
CALL DROT( MIN(J,POS-2)-I1+2, B(I1,J), 1, B(I1,J+1), 1, CS,
$ SN )
IF ( WANTQ )
$ CALL DROT( NQ, Q(ILOQ,J), 1, Q(ILOQ,J+1), 1, CS, SN )
10 CONTINUE
DO 20 J = ILO, POS-2
TEMP = B(J,J)
CALL DLARTG( TEMP, B(J+1,J), CS, SN, B(J,J) )
B(J+1,J) = ZERO
CALL DROT( I2-J, B(J,J+1), LDB, B(J+1,J+1), LDB, CS, SN )
CALL DROT( J-I1+2, A(I1,J), 1, A(I1,J+1), 1, CS, SN )
IF ( WANTZ )
$ CALL DROT( NQ, Z(ILOQ,J), 1, Z(ILOQ,J+1), 1, CS, SN )
20 CONTINUE
C
C Apply a zero-shifted RQ step.
C
DO 30 J = IHI, POS+1, -1
TEMP = A(J,J)
CALL DLARTG( TEMP, A(J,J-1), CS, SN, A(J,J) )
A(J,J-1) = ZERO
SN = -SN
CALL DROT( J-I1, A(I1,J-1), 1, A(I1,J), 1, CS, SN )
CALL DROT( I2 - MAX( J-1,POS+1 ) + 1, B(J-1,MAX( J-1,POS+1 )),
$ LDB, B(J,MAX(J-1,POS+1)), LDB, CS, SN )
IF ( WANTZ )
$ CALL DROT( NQ, Z(ILOQ,J-1), 1, Z(ILOQ,J), 1, CS, SN )
30 CONTINUE
DO 40 J = IHI, POS+2, -1
TEMP = B(J,J)
CALL DLARTG( TEMP, B(J,J-1), CS, SN, B(J,J) )
B(J,J-1) = ZERO
SN = -SN
CALL DROT( J-I1, B(I1,J-1), 1, B(I1,J), 1, CS, SN )
CALL DROT( I2-J+2, A(J-1,J-1), LDA, A(J,J-1), LDA, CS, SN )
IF ( WANTQ )
$ CALL DROT( NQ, Q(ILOQ,J-1), 1, Q(ILOQ,J), 1, CS, SN )
40 CONTINUE
RETURN
C *** Last line of MB03YA ***
END
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