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SUBROUTINE MB04UD( JOBQ, JOBZ, M, N, A, LDA, E, LDE, Q, LDQ,
$ Z, LDZ, RANKE, ISTAIR, TOL, DWORK, 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 orthogonal transformations Q and Z such that the
C transformed pencil Q'(sE-A)Z has the E matrix in column echelon
C form, where E and A are M-by-N matrices.
C
C ARGUMENTS
C
C Mode Parameters
C
C JOBQ CHARACTER*1
C Indicates whether the user wishes to accumulate in a
C matrix Q the unitary row permutations, as follows:
C = 'N': Do not form Q;
C = 'I': Q is initialized to the unit matrix and the
C unitary row permutation matrix Q is returned;
C = 'U': The given matrix Q is updated by the unitary
C row permutations used in the reduction.
C
C JOBZ CHARACTER*1
C Indicates whether the user wishes to accumulate in a
C matrix Z the unitary column transformations, as follows:
C = 'N': Do not form Z;
C = 'I': Z is initialized to the unit matrix and the
C unitary transformation matrix Z is returned;
C = 'U': The given matrix Z is updated by the unitary
C transformations used in the reduction.
C
C Input/Output Parameters
C
C M (input) INTEGER
C The number of rows in the matrices A, E and the order of
C the matrix Q. M >= 0.
C
C N (input) INTEGER
C The number of columns in the matrices A, E and the order
C of the matrix Z. N >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading M-by-N part of this array must
C contain the A matrix of the pencil sE-A.
C On exit, the leading M-by-N part of this array contains
C the unitary transformed matrix Q' * A * Z.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,M).
C
C E (input/output) DOUBLE PRECISION array, dimension (LDE,N)
C On entry, the leading M-by-N part of this array must
C contain the E matrix of the pencil sE-A, to be reduced to
C column echelon form.
C On exit, the leading M-by-N part of this array contains
C the unitary transformed matrix Q' * E * Z, which is in
C column echelon form.
C
C LDE INTEGER
C The leading dimension of array E. LDE >= MAX(1,M).
C
C Q (input/output) DOUBLE PRECISION array, dimension (LDQ,*)
C On entry, if JOBQ = 'U', then the leading M-by-M part of
C this array must contain a given matrix Q (e.g. from a
C previous call to another SLICOT routine), and on exit, the
C leading M-by-M part of this array contains the product of
C the input matrix Q and the row permutation matrix used to
C transform the rows of matrix E.
C On exit, if JOBQ = 'I', then the leading M-by-M part of
C this array contains the matrix of accumulated unitary
C row transformations performed.
C If JOBQ = 'N', the array Q is not referenced and can be
C supplied as a dummy array (i.e. set parameter LDQ = 1 and
C declare this array to be Q(1,1) in the calling program).
C
C LDQ INTEGER
C The leading dimension of array Q. If JOBQ = 'U' or
C JOBQ = 'I', LDQ >= MAX(1,M); if JOBQ = 'N', LDQ >= 1.
C
C Z (input/output) DOUBLE PRECISION array, dimension (LDZ,*)
C On entry, if JOBZ = 'U', then the leading N-by-N part of
C this array must contain a given matrix Z (e.g. from a
C previous call to another SLICOT routine), and on exit, the
C leading N-by-N part of this array contains the product of
C the input matrix Z and the column transformation matrix
C used to transform the columns of matrix E.
C On exit, if JOBZ = 'I', then the leading N-by-N part of
C this array contains the matrix of accumulated unitary
C column transformations performed.
C If JOBZ = 'N', the array Z is not referenced and can be
C supplied as a dummy array (i.e. set parameter LDZ = 1 and
C declare this array to be Z(1,1) in the calling program).
C
C LDZ INTEGER
C The leading dimension of array Z. If JOBZ = 'U' or
C JOBZ = 'I', LDZ >= MAX(1,N); if JOBZ = 'N', LDZ >= 1.
C
C RANKE (output) INTEGER
C The computed rank of the unitary transformed matrix E.
C
C ISTAIR (output) INTEGER array, dimension (M)
C This array contains information on the column echelon form
C of the unitary transformed matrix E. Specifically,
C ISTAIR(i) = +j if the first non-zero element E(i,j)
C is a corner point and -j otherwise, for i = 1,2,...,M.
C
C Tolerances
C
C TOL DOUBLE PRECISION
C A tolerance below which matrix elements are considered
C to be zero. If the user sets TOL to be less than (or
C equal to) zero then the tolerance is taken as
C EPS * MAX(ABS(E(I,J))), where EPS is the machine
C precision (see LAPACK Library routine DLAMCH),
C I = 1,2,...,M and J = 1,2,...,N.
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension MAX(M,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 Given an M-by-N matrix pencil sE-A with E not necessarily regular,
C the routine computes a unitary transformed pencil Q'(sE-A)Z such
C that the matrix Q' * E * Z is in column echelon form (trapezoidal
C form). Further details can be found in [1].
C
C [An M-by-N matrix E with rank(E) = r is said to be in column
C echelon form if the following conditions are satisfied:
C (a) the first (N - r) columns contain only zero elements; and
C (b) if E(i(k),k) is the last nonzero element in column k for
C k = N-r+1,...,N, i.e. E(i(k),k) <> 0 and E(j,k) = 0 for
C j > i(k), then 1 <= i(N-r+1) < i(N-r+2) < ... < i(N) <= M.]
C
C REFERENCES
C
C [1] Beelen, Th. and Van Dooren, P.
C An improved algorithm for the computation of Kronecker's
C canonical form of a singular pencil.
C Linear Algebra and Applications, 105, pp. 9-65, 1988.
C
C NUMERICAL ASPECTS
C
C It is shown in [1] that the algorithm is numerically backward
C stable. The operations count is proportional to (MAX(M,N))**3.
C
C CONTRIBUTOR
C
C Release 3.0: V. Sima, Katholieke Univ. Leuven, Belgium, Jan. 1998.
C Based on Release 3.0 routine MB04SD modified by A. Varga,
C German Aerospace Research Establishment, Oberpfaffenhofen,
C Germany, Dec. 1997, to transform also the matrix A.
C
C REVISIONS
C
C A. Varga, DLR Oberpfaffenhofen, June 2005.
C
C KEYWORDS
C
C Echelon form, orthogonal transformation, staircase form.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER JOBQ, JOBZ
INTEGER INFO, LDA, LDE, LDQ, LDZ, M, N, RANKE
DOUBLE PRECISION TOL
C .. Array Arguments ..
INTEGER ISTAIR(*)
DOUBLE PRECISION A(LDA,*), DWORK(*), E(LDE,*), Q(LDQ,*), Z(LDZ,*)
C .. Local Scalars ..
LOGICAL LJOBQI, LJOBZI, LZERO, UPDATQ, UPDATZ
INTEGER I, K, KM1, L, LK, MNK, NR1
DOUBLE PRECISION EMX, EMXNRM, TAU, TOLER
C .. External Functions ..
LOGICAL LSAME
INTEGER IDAMAX
DOUBLE PRECISION DLAMCH, DLANGE
EXTERNAL DLAMCH, DLANGE, IDAMAX, LSAME
C .. External Subroutines ..
EXTERNAL DLARF, DLARFG, DLASET, DSWAP, XERBLA
C .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN
C .. Executable Statements ..
C
INFO = 0
LJOBQI = LSAME( JOBQ, 'I' )
UPDATQ = LJOBQI.OR.LSAME( JOBQ, 'U' )
LJOBZI = LSAME( JOBZ, 'I' )
UPDATZ = LJOBZI.OR.LSAME( JOBZ, 'U' )
C
C Test the input scalar arguments.
C
IF( .NOT.UPDATQ .AND. .NOT.LSAME( JOBQ, 'N' ) ) THEN
INFO = -1
ELSE IF( .NOT.UPDATZ .AND. .NOT.LSAME( JOBZ, 'N' ) ) THEN
INFO = -2
ELSE IF( M.LT.0 ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
INFO = -6
ELSE IF( LDE.LT.MAX( 1, M ) ) THEN
INFO = -8
ELSE IF( .NOT.UPDATQ .AND. LDQ.LT.1 .OR.
$ UPDATQ .AND. LDQ.LT.MAX( 1, M ) ) THEN
INFO = -10
ELSE IF( .NOT.UPDATZ .AND. LDZ.LT.1 .OR.
$ UPDATZ .AND. LDZ.LT.MAX( 1, N ) ) THEN
INFO = -12
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'MB04UD', -INFO )
RETURN
END IF
C
C Initialize Q and Z to the identity matrices, if needed.
C
IF ( LJOBQI )
$ CALL DLASET( 'Full', M, M, ZERO, ONE, Q, LDQ )
IF ( LJOBZI )
$ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
C
C Quick return if possible.
C
RANKE = MIN( M, N )
C
IF ( RANKE.EQ.0 )
$ RETURN
C
TOLER = TOL
IF ( TOLER.LE.ZERO )
$ TOLER = DLAMCH( 'Epsilon' )*DLANGE( 'M', M, N, E, LDE, DWORK )
C
K = N
LZERO = .FALSE.
C
C WHILE ( ( K > 0 ) AND ( NOT a zero submatrix encountered ) ) DO
20 IF ( ( K.GT.0 ) .AND. ( .NOT. LZERO ) ) THEN
C
C Intermediate form of E
C
C <--k--><--n-k->
C l=1 |x....x| |
C | | |
C | Ek | X |
C | | |
C l=m-n+k |x....x| |
C ----------------
C | |x ... x| }
C | O | x x x| }
C | | x x| } n-k
C | | x| }
C
C where submatrix Ek = E[1:m-n+k;1:k].
C
C Determine row LK in submatrix Ek with largest max-norm
C (starting with row m-n+k).
C
MNK = M - N + K
EMXNRM = ZERO
LK = MNK
C
DO 40 L = MNK, 1, -1
EMX = ABS( E(L,IDAMAX( K, E(L,1), LDE )) )
IF ( EMX.GT.EMXNRM ) THEN
EMXNRM = EMX
LK = L
END IF
40 CONTINUE
C
IF ( EMXNRM.LE.TOLER ) THEN
C
C Set submatrix Ek to zero.
C
CALL DLASET( 'Full', MNK, K, ZERO, ZERO, E, LDE )
LZERO = .TRUE.
RANKE = N - K
ELSE
C
C Submatrix Ek is not considered to be identically zero.
C Check whether rows have to be interchanged.
C
IF ( LK.NE.MNK ) THEN
C
C Interchange rows lk and m-n+k in whole A- and E-matrix
C and update the row transformation matrix Q, if needed.
C (For Q, the number of elements involved is m.)
C
CALL DSWAP( N, E(LK,1), LDE, E(MNK,1), LDE )
CALL DSWAP( N, A(LK,1), LDA, A(MNK,1), LDA )
IF( UPDATQ ) CALL DSWAP( M, Q(1,LK), 1, Q(1,MNK), 1 )
END IF
C
KM1 = K - 1
C
C Determine a Householder transformation to annihilate
C E(m-n+k,1:k-1) using E(m-n+k,k) as pivot.
C Apply the transformation to the columns of A and Ek
C (number of elements involved is m for A and m-n+k for Ek).
C Update the column transformation matrix Z, if needed
C (number of elements involved is n).
C
CALL DLARFG( K, E(MNK,K), E(MNK,1), LDE, TAU )
EMX = E(MNK,K)
E(MNK,K) = ONE
CALL DLARF( 'Right', MNK-1, K, E(MNK,1), LDE, TAU, E, LDE,
$ DWORK )
CALL DLARF( 'Right', M, K, E(MNK,1), LDE, TAU, A, LDA,
$ DWORK )
IF( UPDATZ ) CALL DLARF( 'Right', N, K, E(MNK,1), LDE, TAU,
$ Z, LDZ, DWORK )
E(MNK,K) = EMX
CALL DLASET( 'Full', 1, KM1, ZERO, ZERO, E(MNK,1), LDE )
C
K = KM1
END IF
GO TO 20
END IF
C END WHILE 20
C
C Initialise administration staircase form, i.e.
C ISTAIR(i) = j if E(i,j) is a nonzero corner point
C = -j if E(i,j) is on the boundary but is no corner
C point.
C Thus,
C ISTAIR(m-k) = n-k for k=0,...,rank(E)-1
C = -(n-rank(E)+1) for k=rank(E),...,m-1.
C
DO 60 I = 0, RANKE - 1
ISTAIR(M-I) = N - I
60 CONTINUE
C
NR1 = -(N - RANKE + 1)
C
DO 80 I = 1, M - RANKE
ISTAIR(I) = NR1
80 CONTINUE
C
RETURN
C *** Last line of MB04UD ***
END
|
