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SUBROUTINE NF01BX( N, IPAR, LIPAR, DPAR, LDPAR, J, LDJ, X, INCX,
$ 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 compute (J'*J + c*I)*x, where J is an m-by-n real matrix, c is
C a real scalar, I is the n-by-n identity matrix, and x is a real
C n-vector.
C
C NOTE: this routine must have the same arguments as SLICOT Library
C routine NF01BW.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C N (input) INTEGER
C The number of columns of the Jacobian matrix J. N >= 0.
C
C IPAR (input) INTEGER array, dimension (LIPAR)
C The integer parameters describing the structure of the
C matrix J, as follows:
C IPAR(1) must contain the number of rows M of the Jacobian
C matrix J. M >= 0.
C IPAR is provided for compatibility with SLICOT Library
C routine MD03AD.
C
C LIPAR (input) INTEGER
C The length of the array IPAR. LIPAR >= 1.
C
C DPAR (input) DOUBLE PRECISION array, dimension (LDPAR)
C The real parameters needed for solving the problem.
C The entry DPAR(1) must contain the real scalar c.
C
C LDPAR (input) INTEGER
C The length of the array DPAR. LDPAR >= 1.
C
C J (input) DOUBLE PRECISION array, dimension (LDJ,N)
C The leading M-by-N part of this array must contain the
C Jacobian matrix J.
C
C LDJ INTEGER
C The leading dimension of the array J. LDJ >= MAX(1,M).
C
C X (input/output) DOUBLE PRECISION array, dimension
C (1+(N-1)*abs(INCX))
C On entry, this incremented array must contain the
C vector x.
C On exit, this incremented array contains the value of the
C matrix-vector product (J'*J + c*I)*x.
C
C INCX (input) INTEGER
C The increment for the elements of X. INCX <> 0.
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C
C LDWORK INTEGER
C The length of the array DWORK. LDWORK >= M.
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 associativity of matrix multiplications is used; the result
C is obtained as: x_out = J'*( J*x ) + c*x.
C
C CONTRIBUTORS
C
C A. Riedel, R. Schneider, Chemnitz University of Technology,
C Oct. 2000, during a stay at University of Twente, NL.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Mar. 2001,
C Mar. 2002, Oct. 2004.
C
C KEYWORDS
C
C Elementary matrix operations, matrix algebra, matrix operations.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
INTEGER INCX, INFO, LDJ, LDPAR, LDWORK, LIPAR, N
C .. Array Arguments ..
INTEGER IPAR(*)
DOUBLE PRECISION DPAR(*), DWORK(*), J(LDJ,*), X(*)
C .. Local Scalars ..
INTEGER M
DOUBLE PRECISION C
C .. External Subroutines ..
EXTERNAL DGEMV, DSCAL, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C ..
C .. Executable Statements ..
C
INFO = 0
IF ( N.LT.0 ) THEN
INFO = -1
ELSEIF ( LIPAR.LT.1 ) THEN
INFO = -3
ELSEIF ( LDPAR.LT.1 ) THEN
INFO = -5
ELSEIF ( INCX.EQ.0 ) THEN
INFO = -9
ELSE
M = IPAR(1)
IF ( M.LT.0 ) THEN
INFO = -2
ELSEIF ( LDJ.LT.MAX( 1, M ) ) THEN
INFO = -7
ELSEIF ( LDWORK.LT.M ) THEN
INFO = -11
ENDIF
ENDIF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'NF01BX', -INFO )
RETURN
ENDIF
C
C Quick return if possible.
C
IF ( N.EQ.0 )
$ RETURN
C
C = DPAR(1)
IF ( M.EQ.0 ) THEN
C
C Special case, void J: x <-- c*x.
C
CALL DSCAL( N, C, X, INCX )
RETURN
END IF
C
CALL DGEMV( 'NoTranspose', M, N, ONE, J, LDJ, X, INCX, ZERO,
$ DWORK, 1 )
CALL DGEMV( 'Transpose', M, N, ONE, J, LDJ, DWORK, 1, C, X, INCX )
RETURN
C
C *** Last line of NF01BX ***
END
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