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SUBROUTINE SB04OW( M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE,
$ F, LDF, SCALE, IWORK, 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 solve a periodic Sylvester equation
C
C A * R - L * B = scale * C (1)
C D * L - R * E = scale * F,
C
C using Level 1 and 2 BLAS, where R and L are unknown M-by-N
C matrices, (A, D), (B, E) and (C, F) are given matrix pairs of
C size M-by-M, N-by-N and M-by-N, respectively, with real entries.
C (A, D) and (B, E) must be in periodic Schur form, i.e. A, B are
C upper quasi triangular and D, E are upper triangular. The solution
C (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling
C factor chosen to avoid overflow.
C
C This routine is largely based on the LAPACK routine DTGSY2
C developed by Bo Kagstrom and Peter Poromaa.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C M (input) INTEGER
C The order of A and D, and the row dimension of C, F, R
C and L. M >= 0.
C
C N (input) INTEGER
C The order of B and E, and the column dimension of C, F, R
C and L. N >= 0.
C
C A (input) DOUBLE PRECISION array, dimension (LDA,M)
C On entry, the leading M-by-M part of this array must
C contain the upper quasi triangular matrix A.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= MAX(1,M).
C
C B (input) DOUBLE PRECISION array, dimension (LDB,N)
C On entry, the leading N-by-N part of this array must
C contain the upper quasi triangular matrix B.
C
C LDB INTEGER
C The leading dimension of the array B. LDB >= MAX(1,N).
C
C C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
C On entry, the leading M-by-N part of this array must
C contain the right-hand-side of the first matrix equation
C in (1).
C On exit, the leading M-by-N part of this array contains
C the solution R.
C
C LDC INTEGER
C The leading dimension of the array C. LDC >= MAX(1,M).
C
C D (input) DOUBLE PRECISION array, dimension (LDD,M)
C On entry, the leading M-by-M part of this array must
C contain the upper triangular matrix D.
C
C LDD INTEGER
C The leading dimension of the array D. LDD >= MAX(1,M).
C
C E (input) DOUBLE PRECISION array, dimension (LDE,N)
C On entry, the leading N-by-N part of this array must
C contain the upper triangular matrix E.
C
C LDE INTEGER
C The leading dimension of the array E. LDE >= MAX(1,N).
C
C F (input/output) DOUBLE PRECISION array, dimension (LDF,N)
C On entry, the leading M-by-N part of this array must
C contain the right-hand-side of the second matrix equation
C in (1).
C On exit, the leading M-by-N part of this array contains
C the solution L.
C
C LDF INTEGER
C The leading dimension of the array F. LDF >= MAX(1,M).
C
C SCALE (output) DOUBLE PRECISION
C On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the arrays
C C and F will hold the solutions R and L, respectively, to
C a slightly perturbed system but the input matrices A, B, D
C and E have not been changed. If SCALE = 0, C and F will
C hold solutions to the homogeneous system with C = F = 0.
C Normally, SCALE = 1.
C
C Workspace
C
C IWORK INTEGER array, dimension (M+N+2)
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 > 0: the matrix products A*D and B*E have common or very
C close eigenvalues.
C
C METHOD
C
C In matrix notation solving equation (1) corresponds to solving
C Z*x = scale*b, where Z is defined as
C
C Z = [ kron(In, A) -kron(B', Im) ] (2)
C [ -kron(E', Im) kron(In, D) ],
C
C Ik is the identity matrix of size k and X' is the transpose of X.
C kron(X, Y) is the Kronecker product between the matrices X and Y.
C In the process of solving (1), we solve a number of such systems
C where Dim(Im), Dim(In) = 1 or 2.
C
C REFERENCES
C
C [1] Kagstrom, B.
C A Direct Method for Reordering Eigenvalues in the Generalized
C Real Schur Form of a Regular Matrix Pair (A,B). M.S. Moonen
C et al (eds.), Linear Algebra for Large Scale and Real-Time
C Applications, Kluwer Academic Publ., pp. 195-218, 1993.
C
C [2] Sreedhar, J. and Van Dooren, P.
C A Schur approach for solving some periodic matrix equations.
C U. Helmke et al (eds.), Systems and Networks: Mathematical
C Theory and Applications, Akademie Verlag, Berlin, vol. 77,
C pp. 339-362, 1994.
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 DTGPY2).
C
C KEYWORDS
C
C Matrix equation, periodic Sylvester equation.
C
C ******************************************************************
C
C .. Parameters ..
INTEGER LDZ
PARAMETER ( LDZ = 8 )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
INTEGER INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N
DOUBLE PRECISION SCALE
C .. Array Arguments ..
INTEGER IWORK(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), D(LDD,*),
$ E(LDE,*), F(LDF,*)
C .. Local Scalars ..
INTEGER I, IE, IERR, II, IS, ISP1, J, JE, JJ, JS, JSP1,
$ K, MB, NB, P, Q, ZDIM
DOUBLE PRECISION SCALOC
C .. Local Arrays ..
INTEGER IPIV(LDZ), JPIV(LDZ)
DOUBLE PRECISION RHS(LDZ), Z(LDZ,LDZ)
C .. External Subroutines ..
EXTERNAL DAXPY, DCOPY, DGEMM, DGEMV, DGER, DGESC2,
$ DGETC2, DLASET, DSCAL, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C
C .. Executable Statements ..
C
C Check the scalar input parameters.
C
INFO = 0
IERR = 0
IF ( M.LE.0 ) THEN
INFO = -1
ELSE IF ( N.LE.0 ) THEN
INFO = -2
ELSE IF ( LDA.LT.MAX( 1, M ) ) THEN
INFO = -4
ELSE IF ( LDB.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF ( LDC.LT.MAX( 1, M ) ) THEN
INFO = -8
ELSE IF ( LDD.LT.MAX( 1, M ) ) THEN
INFO = -10
ELSE IF ( LDE.LT.MAX( 1, N ) ) THEN
INFO = -12
ELSE IF ( LDF.LT.MAX( 1, M ) ) THEN
INFO = -14
END IF
C
C Return if there were illegal values.
C
IF ( INFO.NE.0 ) THEN
CALL XERBLA( 'SB04OW', -INFO )
RETURN
END IF
C
C Determine block structure of A.
C
P = 0
I = 1
10 CONTINUE
IF ( I.GT.M )
$ GO TO 20
P = P + 1
IWORK(P) = I
IF( I.EQ.M )
$ GO TO 20
IF ( A(I+1,I).NE.ZERO ) THEN
I = I + 2
ELSE
I = I + 1
END IF
GO TO 10
20 CONTINUE
IWORK(P+1) = M + 1
C
C Determine block structure of B.
C
Q = P + 1
J = 1
30 CONTINUE
IF ( J.GT.N )
$ GO TO 40
Q = Q + 1
IWORK(Q) = J
IF( J.EQ.N )
$ GO TO 40
IF ( B(J+1,J).NE.ZERO ) THEN
J = J + 2
ELSE
J = J + 1
END IF
GO TO 30
40 CONTINUE
IWORK(Q+1) = N + 1
C
C Solve (I, J) - subsystem
C A(I,I) * R(I,J) - L(I,J) * B(J,J) = C(I,J)
C D(I,I) * L(I,J) - R(I,J) * E(J,J) = F(I,J)
C for I = P, P - 1, ..., 1; J = 1, 2, ..., Q.
C
SCALE = ONE
SCALOC = ONE
DO 120 J = P + 2, Q
JS = IWORK(J)
JSP1 = JS + 1
JE = IWORK(J+1) - 1
NB = JE - JS + 1
DO 110 I = P, 1, -1
C
IS = IWORK(I)
ISP1 = IS + 1
IE = IWORK(I+1) - 1
MB = IE - IS + 1
ZDIM = MB*NB*2
C
IF ( ( MB.EQ.1 ).AND.( NB.EQ.1 ) ) THEN
C
C Build a 2-by-2 system Z * x = RHS.
C
Z(1,1) = A(IS,IS)
Z(2,1) = -E(JS,JS)
Z(1,2) = -B(JS,JS)
Z(2,2) = D(IS,IS)
C
C Set up right hand side(s).
C
RHS(1) = C(IS,JS)
RHS(2) = F(IS,JS)
C
C Solve Z * x = RHS.
C
CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
IF ( IERR.GT.0 )
$ INFO = IERR
C
CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
IF ( SCALOC.NE.ONE ) THEN
DO 50 K = 1, N
CALL DSCAL( M, SCALOC, C(1,K), 1 )
CALL DSCAL( M, SCALOC, F(1,K), 1 )
50 CONTINUE
SCALE = SCALE*SCALOC
END IF
C
C Unpack solution vector(s).
C
C(IS,JS) = RHS(1)
F(IS,JS) = RHS(2)
C
C Substitute R(I,J) and L(I,J) into remaining equation.
C
IF ( I.GT.1 ) THEN
CALL DAXPY( IS-1, -RHS(1), A(1,IS), 1, C(1,JS), 1 )
CALL DAXPY( IS-1, -RHS(2), D(1,IS), 1, F(1,JS), 1 )
END IF
IF ( J.LT.Q ) THEN
CALL DAXPY( N-JE, RHS(2), B(JS,JE+1), LDB, C(IS,JE+1),
$ LDC )
CALL DAXPY( N-JE, RHS(1), E(JS,JE+1), LDE, F(IS,JE+1),
$ LDF )
END IF
C
ELSE IF ( ( MB.EQ.1 ).AND.( NB.EQ.2 ) ) THEN
C
C Build a 4-by-4 system Z * x = RHS.
C
Z(1,1) = A(IS,IS)
Z(2,1) = ZERO
Z(3,1) = -E(JS,JS)
Z(4,1) = -E(JS,JSP1)
C
Z(1,2) = ZERO
Z(2,2) = A(IS,IS)
Z(3,2) = ZERO
Z(4,2) = -E(JSP1,JSP1)
C
Z(1,3) = -B(JS,JS)
Z(2,3) = -B(JS,JSP1)
Z(3,3) = D(IS,IS)
Z(4,3) = ZERO
C
Z(1,4) = -B(JSP1,JS)
Z(2,4) = -B(JSP1,JSP1)
Z(3,4) = ZERO
Z(4,4) = D(IS,IS)
C
C Set up right hand side(s).
C
RHS(1) = C(IS,JS)
RHS(2) = C(IS,JSP1)
RHS(3) = F(IS,JS)
RHS(4) = F(IS,JSP1)
C
C Solve Z * x = RHS.
C
CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
IF ( IERR.GT.0 )
$ INFO = IERR
C
CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
IF ( SCALOC.NE.ONE ) THEN
DO 60 K = 1, N
CALL DSCAL( M, SCALOC, C(1,K), 1 )
CALL DSCAL( M, SCALOC, F(1,K), 1 )
60 CONTINUE
SCALE = SCALE*SCALOC
END IF
C
C Unpack solution vector(s).
C
C(IS,JS) = RHS(1)
C(IS,JSP1) = RHS(2)
F(IS,JS) = RHS(3)
F(IS,JSP1) = RHS(4)
C
C Substitute R(I,J) and L(I,J) into remaining equation.
C
IF ( I.GT.1 ) THEN
CALL DGER( IS-1, NB, -ONE, A(1,IS), 1, RHS(1), 1,
$ C(1,JS), LDC )
CALL DGER( IS-1, NB, -ONE, D(1,IS), 1, RHS(3), 1,
$ F(1,JS), LDF )
END IF
IF ( J.LT.Q ) THEN
CALL DAXPY( N-JE, RHS(3), B(JS,JE+1), LDB, C(IS,JE+1),
$ LDC )
CALL DAXPY( N-JE, RHS(1), E(JS,JE+1), LDE, F(IS,JE+1),
$ LDF )
CALL DAXPY( N-JE, RHS(4), B(JSP1,JE+1), LDB,
$ C(IS,JE+1), LDC )
CALL DAXPY( N-JE, RHS(2), E(JSP1,JE+1), LDE,
$ F(IS,JE+1), LDF )
END IF
C
ELSE IF( ( MB.EQ.2 ) .AND. ( NB.EQ.1 ) ) THEN
C
C Build a 4-by-4 system Z * x = RHS.
C
Z(1,1) = A(IS,IS)
Z(2,1) = A(ISP1,IS)
Z(3,1) = -E(JS,JS)
Z(4,1) = ZERO
C
Z(1,2) = A(IS,ISP1)
Z(2,2) = A(ISP1,ISP1)
Z(3,2) = ZERO
Z(4,2) = -E(JS,JS)
C
Z(1,3) = -B(JS,JS)
Z(2,3) = ZERO
Z(3,3) = D(IS,IS)
Z(4,3) = ZERO
C
Z(1,4) = ZERO
Z(2,4) = -B(JS,JS)
Z(3,4) = D(IS,ISP1)
Z(4,4) = D(ISP1,ISP1)
C
C Set up right hand side(s).
C
RHS(1) = C(IS,JS)
RHS(2) = C(ISP1,JS)
RHS(3) = F(IS,JS)
RHS(4) = F(ISP1,JS)
C
C Solve Z * x = RHS.
C
CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
IF ( IERR.GT.0 )
$ INFO = IERR
C
CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
IF ( SCALOC.NE.ONE ) THEN
DO 70 K = 1, N
CALL DSCAL( M, SCALOC, C(1,K), 1 )
CALL DSCAL( M, SCALOC, F(1,K), 1 )
70 CONTINUE
SCALE = SCALE*SCALOC
END IF
C
C Unpack solution vector(s).
C
C(IS,JS) = RHS(1)
C(ISP1,JS) = RHS(2)
F(IS,JS) = RHS(3)
F(ISP1,JS) = RHS(4)
C
C Substitute R(I,J) and L(I,J) into remaining equation.
C
IF ( I.GT.1 ) THEN
CALL DGEMV( 'N', IS-1, MB, -ONE, A(1,IS), LDA, RHS(1),
$ 1, ONE, C(1,JS), 1 )
CALL DGEMV( 'N', IS-1, MB, -ONE, D(1,IS), LDD, RHS(3),
$ 1, ONE, F(1,JS), 1 )
END IF
IF ( J.LT.Q ) THEN
CALL DGER( MB, N-JE, ONE, RHS(3), 1, B(JS,JE+1), LDB,
$ C(IS,JE+1), LDC )
CALL DGER( MB, N-JE, ONE, RHS(1), 1, E(JS,JE+1), LDE,
$ F(IS,JE+1), LDF )
END IF
C
ELSE IF ( ( MB.EQ.2 ).AND.( NB.EQ.2 ) ) THEN
C
C Build an 8-by-8 system Z * x = RHS.
C
CALL DLASET( 'All', LDZ, LDZ, ZERO, ZERO, Z, LDZ )
C
Z(1,1) = A(IS,IS)
Z(2,1) = A(ISP1,IS)
Z(5,1) = -E(JS,JS)
Z(7,1) = -E(JS,JSP1)
C
Z(1,2) = A(IS,ISP1)
Z(2,2) = A(ISP1,ISP1)
Z(6,2) = -E(JS,JS)
Z(8,2) = -E(JS,JSP1)
C
Z(3,3) = A(IS,IS)
Z(4,3) = A(ISP1,IS)
Z(7,3) = -E(JSP1,JSP1)
C
Z(3,4) = A(IS,ISP1)
Z(4,4) = A(ISP1,ISP1)
Z(8,4) = -E(JSP1,JSP1)
C
Z(1,5) = -B(JS,JS)
Z(3,5) = -B(JS,JSP1)
Z(5,5) = D(IS,IS)
C
Z(2,6) = -B(JS,JS)
Z(4,6) = -B(JS,JSP1)
Z(5,6) = D(IS,ISP1)
Z(6,6) = D(ISP1,ISP1)
C
Z(1,7) = -B(JSP1,JS)
Z(3,7) = -B(JSP1,JSP1)
Z(7,7) = D(IS,IS)
C
Z(2,8) = -B(JSP1,JS)
Z(4,8) = -B(JSP1,JSP1)
C
Z(7,8) = D(IS,ISP1)
Z(8,8) = D(ISP1,ISP1)
C
C Set up right hand side(s).
C
K = 1
II = MB*NB + 1
DO 80 JJ = 0, NB - 1
CALL DCOPY( MB, C(IS,JS+JJ), 1, RHS(K), 1 )
CALL DCOPY( MB, F(IS,JS+JJ), 1, RHS(II), 1 )
K = K + MB
II = II + MB
80 CONTINUE
C
C Solve Z * x = RHS.
C
CALL DGETC2( ZDIM, Z, LDZ, IPIV, JPIV, IERR )
IF ( IERR.GT.0 )
$ INFO = IERR
C
CALL DGESC2( ZDIM, Z, LDZ, RHS, IPIV, JPIV, SCALOC )
IF ( SCALOC.NE.ONE ) THEN
DO 90 K = 1, N
CALL DSCAL( M, SCALOC, C(1,K), 1 )
CALL DSCAL( M, SCALOC, F(1,K), 1 )
90 CONTINUE
SCALE = SCALE*SCALOC
END IF
C
C Unpack solution vector(s).
C
K = 1
II = MB*NB + 1
DO 100 JJ = 0, NB - 1
CALL DCOPY( MB, RHS(K), 1, C(IS,JS+JJ), 1 )
CALL DCOPY( MB, RHS(II), 1, F(IS,JS+JJ), 1 )
K = K + MB
II = II + MB
100 CONTINUE
C
C Substitute R(I,J) and L(I,J) into remaining equation.
C
K = MB*NB + 1
IF ( I.GT.1 ) THEN
CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE, A(1,IS),
$ LDA, RHS(1), MB, ONE, C(1,JS), LDC )
CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE, D(1,IS),
$ LDD, RHS(K), MB, ONE, F(1,JS), LDF )
END IF
IF ( J.LT.Q ) THEN
CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE, RHS(K), MB,
$ B(JS,JE+1), LDB, ONE, C(IS,JE+1), LDC )
CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE, RHS(1), MB,
$ E(JS,JE+1), LDE, ONE, F(IS,JE+1), LDF )
END IF
C
END IF
C
110 CONTINUE
120 CONTINUE
RETURN
C *** Last line of SB04OW ***
END
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