1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160
  
     | 
    
            subroutine lydsr(n,a,na,c,ierr)
c%But
c
c     this routine solves the discrete lyapunov equation for the
c     case where the matrix  a  has been transformed to  quasi-
c     triangular form.
c
c
c  warning   -this routine is intended to be called only from
c             slice  routine  lybad .
c%
      integer i,j,k,l,n,dk,dl,ii,ik,jj,kk,ll,l1,na,job,km1,
     x        ierr,info,ldim,nsys,ipvt(4)
      double precision a(na,n),c(na,n)
      double precision t(4,4),p(4)
      double precision ddot
      ierr = 0
      ldim = 4
      job = 0
      l = 1
   10    dl = 1
         if (l .eq. n) go to 20
         if (a(l+1,l) .ne. 0.0d+0) dl = 2
   20    ll = l + dl - 1
         k = l
   30       km1 = k - 1
            dk = 1
            if (k .eq. n) go to 40
            if (a(k+1,k) .ne. 0.0d+0) dk = 2
   40       kk = k + dk - 1
            l1 = l - 1
            if (l1 .eq. 0) go to 70
            ii = 0
c
            do 50 i = k, kk
               ii = ii + 1
               jj = 0
c
                        do 50 j = l, ll
                                jj = jj + 1
                               t(ii,jj)=ddot(l1,c(i,1),na,a(1,j),1)
   50       continue
c
        do 60 i = k, kk
                jj = 0
c
                do 60 j = l, ll
                        jj = jj + 1
                        c(i,j)=c(i,j)-ddot(kk-k+1,a(k,i),1,t(1,jj),1)
   60   continue
c
   70       if (km1 .eq. 0) go to 100
c
            do 90 j = l, ll
c
               do 90 i = 1, km1
c
                  do 90 ik = k, kk
                   c(ik,j)=c(ik,j)-a(i,ik)*ddot(ll,c(i,1),na,a(1,j),1)
   90       continue
c
  100       if (dl .eq. 2) go to 120
            if (dk .eq. 2) go to 110
            t(1,1) = a(k,k) * a(l,l) - 1.0d+0
            if (t(1,1) .eq. 0.0d+0) go to 180
            c(k,l) = c(k,l) / t(1,1)
            go to 150
  110       t(1,1) = a(k,k) * a(l,l) - 1.0d+0
            t(1,2) = a(l,l) * a(kk,k)
            t(2,1) = a(l,l) * a(k,kk)
            t(2,2) = a(kk,kk) * a(l,l) - 1.0d+0
            p(1) = c(k,l)
            p(2) = c(kk,l)
            nsys = 2
            call dgefa(t,ldim,nsys,ipvt,info)
            if (info .ne. 0) go to 180
            call dgesl(t,ldim,nsys,ipvt,p,job)
            c(k,l) = p(1)
            c(kk,l) = p(2)
            go to 150
  120       if (dk .eq. 2) go to 130
            t(1,1) = a(l,l) * a(k,k) - 1.0d+0
            t(2,1) = a(l,ll) * a(k,k)
            t(1,2) = a(ll,l) * a(k,k)
            t(2,2) = a(ll,ll) * a(k,k) - 1.0d+0
            p(1) = c(k,l)
            p(2) = c(k,ll)
            nsys = 2
            call dgefa(t,ldim,nsys,ipvt,info)
            if (info .ne. 0) go to 180
            call dgesl(t,ldim,nsys,ipvt,p,job)
            c(k,l) = p(1)
            c(k,ll) = p(2)
            go to 150
  130       if (k .ne. l) go to 140
            t(1,1) = a(l,l) * a(l,l) - 1.0d+0
            t(1,2) = a(l,l) * a(ll,l) + a(l,l) * a(ll,l)
            t(1,3) = a(ll,l) * a(ll,l)
            t(2,1) = a(l,l) * a(l,ll)
            t(2,2) = a(l,l) * a(ll,ll) + a(l,ll) * a(ll,l) - 1.0d+0
            t(2,3) = a(ll,ll) * a(ll,l)
            t(3,1) = a(l,ll) * a(l,ll)
            t(3,2) = a(l,ll) * a(ll,ll) + a(l,ll) * a(ll,ll)
            t(3,3) = a(ll,ll) * a(ll,ll) - 1.0d+0
            p(1) = c(l,l)
            p(2) = c(ll,l)
            p(3) = c(ll,ll)
            nsys = 3
            call dgefa(t,ldim,nsys,ipvt,info)
            if (info .ne. 0) go to 180
            call dgesl(t,ldim,nsys,ipvt,p,job)
            c(l,l) = p(1)
            c(l,ll) = p(2)
            c(ll,l) = p(2)
            c(ll,ll) = p(3)
            go to 150
  140       t(1,1) = a(l,l) * a(k,k) - 1.0d+0
            t(1,2) = a(l,l) * a(kk,k)
            t(1,3) = a(ll,l) * a(k,k)
            t(1,4) = a(ll,l) * a(kk,k)
            t(2,1) = a(l,l) * a(k,kk)
            t(2,2) = a(l,l) * a(kk,kk) - 1.0d+0
            t(2,3) = a(ll,l) * a(k,kk)
            t(2,4) = a(ll,l) * a(kk,kk)
            t(3,1) = a(l,ll) * a(k,k)
            t(3,2) = a(l,ll) * a(kk,k)
            t(3,3) = a(ll,ll) * a(k,k) - 1.0d+0
            t(3,4) = a(ll,ll) * a(kk,k)
            t(4,1) = a(l,ll) * a(k,kk)
            t(4,2) = a(l,ll) * a(kk,kk)
            t(4,3) = a(ll,ll) * a(k,kk)
            t(4,4) = a(ll,ll) * a(kk,kk) - 1.0d+0
            p(1) = c(k,l)
            p(2) = c(kk,l)
            p(3) = c(k,ll)
            p(4) = c(kk,ll)
            nsys = 4
            call dgefa(t,ldim,nsys,ipvt,info)
            if (info .ne. 0) go to 180
            call dgesl(t,ldim,nsys,ipvt,p,job)
            c(k,l) = p(1)
            c(kk,l) = p(2)
            c(k,ll) = p(3)
            c(kk,ll) = p(4)
  150       if (k .eq. l) go to 170
c
            do 160 i = k, kk
c
               do 160 j = l, ll
                  c(j,i) = c(i,j)
  160       continue
c
  170    k = k + dk
         if (k .le. n) go to 30
      l = l + dl
      if (l .le. n) go to 10
      go to 190
  180 ierr = 1
  190 return
      end
 
     |