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
|
* SB03SD EXAMPLE PROGRAM TEXT
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER NMAX
PARAMETER ( NMAX = 20 )
INTEGER LDA, LDC, LDT, LDU, LDX
PARAMETER ( LDA = NMAX, LDC = NMAX, LDT = NMAX,
$ LDU = NMAX, LDX = NMAX )
INTEGER LIWORK
PARAMETER ( LIWORK = NMAX*NMAX )
INTEGER LDWORK
PARAMETER ( LDWORK = MAX( 3, 2*NMAX*NMAX ) +
$ NMAX*NMAX + 2*NMAX )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* .. Local Scalars ..
DOUBLE PRECISION FERR, RCOND, SCALE, SEPD
INTEGER I, INFO1, INFO2, J, N
CHARACTER*1 DICO, FACT, JOB, LYAPUN, TRANA, TRANAT, UPLO
* .. Local Arrays ..
INTEGER IWORK(LIWORK)
DOUBLE PRECISION A(LDA,NMAX), C(LDC,NMAX), DWORK(LDWORK),
$ T(LDT,NMAX), U(LDU,NMAX), X(LDX,NMAX)
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* .. External Subroutines ..
EXTERNAL DLACPY, MA02ED, MB01RU, SB03MD, SB03SD
* .. Intrinsic Functions ..
INTRINSIC MAX
* .. Executable Statements ..
*
WRITE ( NOUT, FMT = 99999 )
DICO = 'D'
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) N, JOB, FACT, TRANA, UPLO, LYAPUN
IF ( N.LT.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99994 ) N
ELSE
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
IF ( LSAME( FACT, 'F' ) ) READ ( NIN, FMT = * )
$ ( ( U(I,J), J = 1,N ), I = 1,N )
READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,N )
CALL DLACPY( 'Full', N, N, A, LDA, T, LDT )
CALL DLACPY( 'Full', N, N, C, LDC, X, LDX )
* Solve the discrete-time Lyapunov matrix equation.
CALL SB03MD( DICO, 'X', FACT, TRANA, N, T, LDT, U, LDU, X, LDX,
$ SCALE, SEPD, FERR, DWORK(1), DWORK(N+1), IWORK,
$ DWORK(2*N+1), LDWORK-2*N, INFO1 )
*
IF ( INFO1.EQ.0 ) THEN
WRITE ( NOUT, FMT = 99996 )
DO 10 I = 1, N
WRITE ( NOUT, FMT = 99995 ) ( X(I,J), J = 1,N )
10 CONTINUE
IF ( LSAME( LYAPUN, 'R' ) ) THEN
IF( LSAME( TRANA, 'N' ) ) THEN
TRANAT = 'T'
ELSE
TRANAT = 'N'
END IF
CALL MB01RU( UPLO, TRANAT, N, N, ZERO, ONE, X, LDX,
$ U, LDU, X, LDX, DWORK, N*N, INFO2 )
CALL MA02ED( UPLO, N, X, LDX )
CALL MB01RU( UPLO, TRANAT, N, N, ZERO, ONE, C, LDC,
$ U, LDU, C, LDC, DWORK, N*N, INFO2 )
END IF
* Estimate the condition and error bound on the solution.
CALL SB03SD( JOB, 'F', TRANA, UPLO, LYAPUN, N, SCALE, A,
$ LDA, T, LDT, U, LDU, C, LDC, X, LDX, SEPD,
$ RCOND, FERR, IWORK, DWORK, LDWORK, INFO2 )
*
IF ( INFO2.NE.0 ) THEN
WRITE ( NOUT, FMT = 99997 ) INFO2
ELSE
WRITE ( NOUT, FMT = 99993 ) SCALE
WRITE ( NOUT, FMT = 99992 ) SEPD
WRITE ( NOUT, FMT = 99991 ) RCOND
WRITE ( NOUT, FMT = 99990 ) FERR
END IF
ELSE
WRITE ( NOUT, FMT = 99998 ) INFO1
END IF
END IF
STOP
*
99999 FORMAT (' SB03SD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from SB03MD =',I2)
99997 FORMAT (' INFO on exit from SB03SD =',I2)
99996 FORMAT (' The solution matrix X is')
99995 FORMAT (20(1X,F8.4))
99994 FORMAT (/' N is out of range.',/' N = ',I5)
99993 FORMAT (/' Scaling factor = ',F8.4)
99992 FORMAT (/' Estimated separation = ',F8.4)
99991 FORMAT (/' Estimated reciprocal condition number = ',F8.4)
99990 FORMAT (/' Estimated error bound = ',F8.4)
END
|
