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SUBROUTINE MB04WP( N, ILO, U1, LDU1, U2, LDU2, CS, TAU, 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 generate an orthogonal symplectic matrix U, which is defined as
C a product of symplectic reflectors and Givens rotators
C
C U = diag( H(1),H(1) ) G(1) diag( F(1),F(1) )
C diag( H(2),H(2) ) G(2) diag( F(2),F(2) )
C ....
C diag( H(n-1),H(n-1) ) G(n-1) diag( F(n-1),F(n-1) ).
C
C as returned by MB04PU. The matrix U is returned in terms of its
C first N rows
C
C [ U1 U2 ]
C U = [ ].
C [ -U2 U1 ]
C
C ARGUMENTS
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrices U1 and U2. N >= 0.
C
C ILO (input) INTEGER
C ILO must have the same value as in the previous call of
C MB04PU. U is equal to the unit matrix except in the
C submatrix
C U([ilo+1:n n+ilo+1:2*n], [ilo+1:n n+ilo+1:2*n]).
C 1 <= ILO <= N, if N > 0; ILO = 1, if N = 0.
C
C U1 (input/output) DOUBLE PRECISION array, dimension (LDU1,N)
C On entry, the leading N-by-N part of this array must
C contain in its i-th column the vector which defines the
C elementary reflector F(i).
C On exit, the leading N-by-N part of this array contains
C the matrix U1.
C
C LDU1 INTEGER
C The leading dimension of the array U1. LDU1 >= MAX(1,N).
C
C U2 (input/output) DOUBLE PRECISION array, dimension (LDU2,N)
C On entry, the leading N-by-N part of this array must
C contain in its i-th column the vector which defines the
C elementary reflector H(i) and, on the subdiagonal, the
C scalar factor of H(i).
C On exit, the leading N-by-N part of this array contains
C the matrix U2.
C
C LDU2 INTEGER
C The leading dimension of the array U2. LDU2 >= MAX(1,N).
C
C CS (input) DOUBLE PRECISION array, dimension (2N-2)
C On entry, the first 2N-2 elements of this array must
C contain the cosines and sines of the symplectic Givens
C rotators G(i).
C
C TAU (input) DOUBLE PRECISION array, dimension (N-1)
C On entry, the first N-1 elements of this array must
C contain the scalar factors of the elementary reflectors
C F(i).
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 = -10, DWORK(1) returns the minimum
C value of LDWORK.
C
C LDWORK INTEGER
C The length of the array DWORK. LDWORK >= MAX(1,2*(N-ILO)).
C For optimum performance LDWORK should be larger. (See
C SLICOT Library routine MB04WD).
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 NUMERICAL ASPECTS
C
C The algorithm requires O(N**3) floating point operations and is
C strongly backward stable.
C
C REFERENCES
C
C [1] C. F. VAN LOAN:
C A symplectic method for approximating all the eigenvalues of
C a Hamiltonian matrix.
C Linear Algebra and its Applications, 61, pp. 233-251, 1984.
C
C [2] D. KRESSNER:
C Block algorithms for orthogonal symplectic factorizations.
C BIT, 43 (4), pp. 775-790, 2003.
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, Nov. 2008 (SLICOT version of the HAPACK routine DOSGPV).
C
C KEYWORDS
C
C Elementary matrix operations, orthogonal symplectic matrix.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
C .. Scalar Arguments ..
INTEGER ILO, INFO, LDU1, LDU2, LDWORK, N
C .. Array Arguments ..
DOUBLE PRECISION CS(*), DWORK(*), U1(LDU1,*), U2(LDU2,*), TAU(*)
C .. Local Scalars ..
INTEGER I, IERR, J, NH
C .. External Subroutines ..
EXTERNAL DLASET, MB04WD, XERBLA
C .. Intrinsic Functions ..
INTRINSIC DBLE, MAX
C
C .. Executable Statements ..
C
C Check the scalar input parameters.
C
INFO = 0
IF ( N.LT.0 ) THEN
INFO = -1
ELSE IF ( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
INFO = -2
ELSE IF ( LDU1.LT.MAX( 1, N ) ) THEN
INFO = -4
ELSE IF ( LDU2.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF ( LDWORK.LT.MAX( 1, 2*( N - ILO ) ) ) THEN
DWORK(1) = DBLE( MAX( 1, 2*( N - ILO ) ) )
INFO = -10
END IF
C
C Return if there were illegal values.
C
IF ( INFO.NE.0 ) THEN
CALL XERBLA( 'MB04WP', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF( N.EQ.0 ) THEN
DWORK(1) = ONE
RETURN
END IF
C
C Shift the vectors which define the elementary reflectors one
C column to the right, and set the first ilo rows and columns to
C those of the unit matrix.
C
DO 30 J = N, ILO + 1, -1
DO 10 I = 1, J-1
U1(I,J) = ZERO
10 CONTINUE
DO 20 I = J+1, N
U1(I,J) = U1(I,J-1)
20 CONTINUE
30 CONTINUE
CALL DLASET( 'All', N, ILO, ZERO, ONE, U1, LDU1 )
DO 60 J = N, ILO + 1, -1
DO 40 I = 1, J-1
U2(I,J) = ZERO
40 CONTINUE
DO 50 I = J, N
U2(I,J) = U2(I,J-1)
50 CONTINUE
60 CONTINUE
CALL DLASET( 'All', N, ILO, ZERO, ZERO, U2, LDU2 )
NH = N - ILO
IF ( NH.GT.0 ) THEN
CALL MB04WD( 'No Transpose', 'No Transpose', NH, NH, NH,
$ U1(ILO+1,ILO+1), LDU1, U2(ILO+1,ILO+1), LDU2,
$ CS(ILO), TAU(ILO), DWORK, LDWORK, IERR )
END IF
RETURN
C *** Last line of MB04WP ***
END
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