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<HTML>
<HEAD><TITLE>MB03KD - SLICOT Library Routine Documentation</TITLE>
</HEAD>
<BODY>
<H2><A Name="MB03KD">MB03KD</A></H2>
<H3>
Reordering the diagonal blocks of a formal matrix product using periodic QZ algorithm
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>
<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
To reorder the diagonal blocks of the formal matrix product
T22_K^S(K) * T22_K-1^S(K-1) * ... * T22_1^S(1), (1)
of length K, in the generalized periodic Schur form,
[ T11_k T12_k T13_k ]
T_k = [ 0 T22_k T23_k ], k = 1, ..., K, (2)
[ 0 0 T33_k ]
where
- the submatrices T11_k are NI(k+1)-by-NI(k), if S(k) = 1, or
NI(k)-by-NI(k+1), if S(k) = -1, and contain dimension-induced
infinite eigenvalues,
- the submatrices T22_k are NC-by-NC and contain core eigenvalues,
which are generically neither zero nor infinite,
- the submatrices T33_k contain dimension-induced zero
eigenvalues,
such that the M selected eigenvalues pointed to by the logical
vector SELECT end up in the leading part of the matrix sequence
T22_k.
Given that N(k) = N(k+1) for all k where S(k) = -1, the T11_k are
void and the first M columns of the updated orthogonal
transformation matrix sequence Q_1, ..., Q_K span a periodic
deflating subspace corresponding to the same eigenvalues.
</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
SUBROUTINE MB03KD( COMPQ, WHICHQ, STRONG, K, NC, KSCHUR, N, NI, S,
$ SELECT, T, LDT, IXT, Q, LDQ, IXQ, M, TOL,
$ IWORK, DWORK, LDWORK, INFO )
C .. Scalar Arguments ..
CHARACTER COMPQ, STRONG
INTEGER INFO, K, KSCHUR, LDWORK, M, NC
DOUBLE PRECISION TOL
C .. Array Arguments ..
LOGICAL SELECT( * )
INTEGER IWORK( * ), IXQ( * ), IXT( * ), LDQ( * ),
$ LDT( * ), N( * ), NI( * ), S( * ), WHICHQ( * )
DOUBLE PRECISION DWORK( * ), Q( * ), T( * )
</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>
<B>Mode Parameters</B>
<PRE>
COMPQ CHARACTER*1
Specifies whether to compute the orthogonal transformation
matrices Q_k, as follows:
= 'N': do not compute any of the matrices Q_k;
= 'I': each coefficient of Q is initialized internally to
the identity matrix, and the orthogonal matrices
Q_k are returned, where Q_k, k = 1, ..., K,
performed the reordering;
= 'U': each coefficient of Q must contain an orthogonal
matrix Q1_k on entry, and the products Q1_k*Q_k are
returned;
= 'W': the computation of each Q_k is specified
individually in the array WHICHQ.
WHICHQ INTEGER array, dimension (K)
If COMPQ = 'W', WHICHQ(k) specifies the computation of Q_k
as follows:
= 0: do not compute Q_k;
= 1: the kth coefficient of Q is initialized to the
identity matrix, and the orthogonal matrix Q_k is
returned;
= 2: the kth coefficient of Q must contain an orthogonal
matrix Q1_k on entry, and the product Q1_k*Q_k is
returned.
This array is not referenced if COMPQ <> 'W'.
STRONG CHARACTER*1
Specifies whether to perform the strong stability tests,
as follows:
= 'N': do not perform the strong stability tests;
= 'S': perform the strong stability tests; often, this is
not needed, and omitting them can save some
computations.
</PRE>
<B>Input/Output Parameters</B>
<PRE>
K (input) INTEGER
The period of the periodic matrix sequences T and Q (the
number of factors in the matrix product). K >= 2.
(For K = 1, a standard eigenvalue reordering problem is
obtained.)
NC (input) INTEGER
The number of core eigenvalues. 0 <= NC <= min(N).
KSCHUR (input) INTEGER
The index for which the matrix T22_kschur is upper quasi-
triangular. All other T22 matrices are upper triangular.
N (input) INTEGER array, dimension (K)
The leading K elements of this array must contain the
dimensions of the factors of the formal matrix product T,
such that the k-th coefficient T_k is an N(k+1)-by-N(k)
matrix, if S(k) = 1, or an N(k)-by-N(k+1) matrix,
if S(k) = -1, k = 1, ..., K, where N(K+1) = N(1).
NI (input) INTEGER array, dimension (K)
The leading K elements of this array must contain the
dimensions of the factors of the matrix sequence T11_k.
N(k) >= NI(k) + NC >= 0.
S (input) INTEGER array, dimension (K)
The leading K elements of this array must contain the
signatures (exponents) of the factors in the K-periodic
matrix sequence. Each entry in S must be either 1 or -1;
the value S(k) = -1 corresponds to using the inverse of
the factor T_k.
SELECT (input) LOGICAL array, dimension (NC)
SELECT specifies the eigenvalues in the selected cluster.
To select a real eigenvalue w(j), SELECT(j) must be set to
.TRUE.. To select a complex conjugate pair of eigenvalues
w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
either SELECT(j) or SELECT(j+1) or both must be set to
.TRUE.; a complex conjugate pair of eigenvalues must be
either both included in the cluster or both excluded.
T (input/output) DOUBLE PRECISION array, dimension (*)
On entry, this array must contain at position IXT(k) the
matrix T_k, which is at least N(k+1)-by-N(k), if S(k) = 1,
or at least N(k)-by-N(k+1), if S(k) = -1, in periodic
Schur form.
On exit, the matrices T_k are overwritten by the reordered
periodic Schur form.
LDT INTEGER array, dimension (K)
The leading dimensions of the matrices T_k in the one-
dimensional array T.
LDT(k) >= max(1,N(k+1)), if S(k) = 1,
LDT(k) >= max(1,N(k)), if S(k) = -1.
IXT INTEGER array, dimension (K)
Start indices of the matrices T_k in the one-dimensional
array T.
Q (input/output) DOUBLE PRECISION array, dimension (*)
On entry, this array must contain at position IXQ(k) a
matrix Q_k of size at least N(k)-by-N(k), provided that
COMPQ = 'U', or COMPQ = 'W' and WHICHQ(k) = 2.
On exit, if COMPQ = 'I' or COMPQ = 'W' and WHICHQ(k) = 1,
Q_k contains the orthogonal matrix that performed the
reordering. If COMPQ = 'U', or COMPQ = 'W' and
WHICHQ(k) = 2, Q_k is post-multiplied with the orthogonal
matrix that performed the reordering.
This array is not referenced if COMPQ = 'N'.
LDQ INTEGER array, dimension (K)
The leading dimensions of the matrices Q_k in the one-
dimensional array Q.
LDQ(k) >= max(1,N(k)), if COMPQ = 'I', or COMPQ = 'U', or
COMPQ = 'W' and WHICHQ(k) > 0;
This array is not referenced if COMPQ = 'N'.
IXQ INTEGER array, dimension (K)
Start indices of the matrices Q_k in the one-dimensional
array Q.
This array is not referenced if COMPQ = 'N'.
M (output) INTEGER
The number of selected core eigenvalues which were
reordered to the top of T22_k.
</PRE>
<B>Tolerances</B>
<PRE>
TOL DOUBLE PRECISION
The tolerance parameter c. The weak and strong stability
tests performed for checking the reordering use a
threshold computed by the formula MAX(c*EPS*NRM, SMLNUM),
where NRM is the varying Frobenius norm of the matrices
formed by concatenating K pairs of adjacent diagonal
blocks of sizes 1 and/or 2 in the T22_k submatrices from
(2), which are swapped, and EPS and SMLNUM are the machine
precision and safe minimum divided by EPS, respectively
(see LAPACK Library routine DLAMCH). The value c should
normally be at least 10.
</PRE>
<B>Workspace</B>
<PRE>
IWORK INTEGER array, dimension (4*K)
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) returns the optimal LDWORK.
LDWORK INTEGER
The dimension of the array DWORK.
LDWORK >= 10*K + MN, if all blocks involved in reordering
have order 1;
LDWORK >= 25*K + MN, if there is at least a block of
order 2, but no adjacent blocks of
order 2 are involved in reordering;
LDWORK >= MAX(42*K + MN, 80*K - 48), if there is at least
a pair of adjacent blocks of order 2
involved in reordering;
where MN = MXN, if MXN > 10, and MN = 0, otherwise, with
MXN = MAX(N(k),k=1,...,K).
If LDWORK = -1 a workspace query is assumed; the
routine only calculates the optimal size of the DWORK
array, returns this value as the first entry of the DWORK
array, and no error message is issued by XERBLA.
</PRE>
<B>Error Indicator</B>
<PRE>
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
= 1: the reordering of T failed because some eigenvalues
are too close to separate (the problem is very ill-
conditioned); T may have been partially reordered.
</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
An adaptation of the LAPACK Library routine DTGSEN is used.
</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>
The implemented method is numerically backward stable.
</PRE>
<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
None
</PRE>
<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
* MB03KD EXAMPLE PROGRAM TEXT
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER KMAX, NMAX
PARAMETER ( KMAX = 6, NMAX = 50 )
INTEGER LDA1, LDA2, LDQ1, LDQ2, LDWORK, LIWORK
PARAMETER ( LDA1 = NMAX, LDA2 = NMAX, LDQ1 = NMAX,
$ LDQ2 = NMAX,
$ LDWORK = MAX( 42*KMAX + NMAX, 80*KMAX - 48,
$ KMAX + MAX( 2*NMAX, 8*KMAX ) ),
$ LIWORK = MAX( 4*KMAX, 2*KMAX + NMAX ) )
DOUBLE PRECISION HUND, ZERO
PARAMETER ( HUND = 1.0D2, ZERO = 0.0D0 )
*
* .. Local Scalars ..
CHARACTER COMPQ, DEFL, JOB, STRONG
INTEGER H, I, IHI, ILO, INFO, IWARN, J, K, L, M, N, P
DOUBLE PRECISION TOL
*
* .. Local Arrays ..
LOGICAL SELECT( NMAX )
INTEGER IWORK( LIWORK ), IXQ( KMAX ), IXT( KMAX ),
$ LDQ( KMAX ), LDT( KMAX ), ND( KMAX ),
$ NI( KMAX ), QIND( KMAX ), S( KMAX ),
$ SCAL( NMAX )
DOUBLE PRECISION A( LDA1, LDA2, KMAX ), ALPHAI( NMAX ),
$ ALPHAR( NMAX ), BETA( NMAX ), DWORK( LDWORK),
$ Q( LDQ1, LDQ2, KMAX ), QK( NMAX*NMAX*KMAX ),
$ T( NMAX*NMAX*KMAX )
*
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
*
* .. External Subroutines ..
EXTERNAL DLACPY, MB03BD, MB03KD
*
* .. Intrinsic Functions ..
INTRINSIC INT, MAX
*
* .. Executable Statements ..
*
WRITE( NOUT, FMT = 99999 )
* Skip the heading in the data file and read in the data.
READ( NIN, FMT = * )
READ( NIN, FMT = * ) JOB, DEFL, COMPQ, STRONG, K, N, H, ILO, IHI
IF( N.LT.0 .OR. N.GT.NMAX ) THEN
WRITE( NOUT, FMT = 99998 ) N
ELSE
TOL = HUND
READ( NIN, FMT = * ) ( S( I ), I = 1, K )
READ( NIN, FMT = * ) ( ( ( A( I, J, L ), J = 1, N ),
$ I = 1, N ), L = 1, K )
IF( LSAME( COMPQ, 'U' ) )
$ READ( NIN, FMT = * ) ( ( ( Q( I, J, L ), J = 1, N ),
$ I = 1, N ), L = 1, K )
IF( LSAME( COMPQ, 'P' ) ) THEN
READ( NIN, FMT = * ) ( QIND( I ), I = 1, K )
DO 10 L = 1, K
IF( QIND( L ).GT.0 )
$ READ( NIN, FMT = * ) ( ( Q( I, J, QIND( L ) ),
$ J = 1, N ), I = 1, N )
10 CONTINUE
END IF
IF( LSAME( JOB, 'E' ) )
$ JOB = 'S'
* Compute the eigenvalues and the transformed matrices.
CALL MB03BD( JOB, DEFL, COMPQ, QIND, K, N, H, ILO, IHI, S, A,
$ LDA1, LDA2, Q, LDQ1, LDQ2, ALPHAR, ALPHAI, BETA,
$ SCAL, IWORK, LIWORK, DWORK, LDWORK, IWARN, INFO )
*
IF( INFO.NE.0 ) THEN
WRITE( NOUT, FMT = 99997 ) INFO
ELSE IF( IWARN.EQ.0 ) THEN
* Prepare the data for calling MB03KD, which uses different
* data structures and reverse ordering of the factors.
DO 20 L = 1, K
ND( L ) = MAX( 1, N )
NI( L ) = 0
LDT( L ) = MAX( 1, N )
IXT( L ) = ( L - 1 )*LDT( L )*N + 1
LDQ( L ) = MAX( 1, N )
IXQ( L ) = IXT( L )
IF( L.LE.INT( K/2 ) ) THEN
I = S( K - L + 1 )
S( K - L + 1 ) = S( L )
S( L ) = I
END IF
20 CONTINUE
DO 30 L = 1, K
CALL DLACPY( 'Full', N, N, A( 1, 1, K-L+1 ), LDA1,
$ T( IXT( L ) ), LDT( L ) )
30 CONTINUE
IF( LSAME( COMPQ, 'U' ) .OR. LSAME( COMPQ, 'I' ) ) THEN
COMPQ = 'U'
DO 40 L = 1, K
CALL DLACPY( 'Full', N, N, Q( 1, 1, K-L+1 ), LDQ1,
$ QK( IXQ( L ) ), LDQ( L ) )
40 CONTINUE
ELSE IF( LSAME( COMPQ, 'P' ) ) THEN
COMPQ = 'W'
DO 50 L = 1, K
IF( QIND( L ).LT.0 )
$ QIND( L ) = 2
P = QIND( L )
IF( P.NE.0 )
$ CALL DLACPY( 'Full', N, N, Q( 1, 1, K-P+1 ), LDQ1,
$ QK( IXQ( P ) ), LDQ( P ) )
50 CONTINUE
END IF
* Select eigenvalues with negative real part.
DO 60 I = 1, N
SELECT( I ) = ALPHAR( I ).LT.ZERO
60 CONTINUE
WRITE( NOUT, FMT = 99996 )
WRITE( NOUT, FMT = 99995 ) ( ALPHAR( I ), I = 1, N )
WRITE( NOUT, FMT = 99994 )
WRITE( NOUT, FMT = 99995 ) ( ALPHAI( I ), I = 1, N )
WRITE( NOUT, FMT = 99993 )
WRITE( NOUT, FMT = 99995 ) ( BETA( I ), I = 1, N )
WRITE( NOUT, FMT = 99992 )
WRITE( NOUT, FMT = 99991 ) ( SCAL( I ), I = 1, N )
* Compute the transformed matrices, after reordering the
* eigenvalues.
CALL MB03KD( COMPQ, QIND, STRONG, K, N, H, ND, NI, S,
$ SELECT, T, LDT, IXT, QK, LDQ, IXQ, M, TOL,
$ IWORK, DWORK, LDWORK, INFO )
IF( INFO.NE.0 ) THEN
WRITE( NOUT, FMT = 99990 ) INFO
ELSE
WRITE( NOUT, FMT = 99989 )
DO 80 L = 1, K
P = K - L + 1
WRITE( NOUT, FMT = 99988 ) L
DO 70 I = 1, N
WRITE( NOUT, FMT = 99995 )
$ ( T( IXT( P ) + I - 1 + ( J - 1 )*LDT( P ) ),
$ J = 1, N )
70 CONTINUE
80 CONTINUE
IF( LSAME( COMPQ, 'U' ) .OR. LSAME( COMPQ, 'I' ) ) THEN
WRITE( NOUT, FMT = 99987 )
DO 100 L = 1, K
P = K - L + 1
WRITE( NOUT, FMT = 99988 ) L
DO 90 I = 1, N
WRITE( NOUT, FMT = 99995 )
$ ( QK( IXQ( P ) + I - 1 +
$ ( J - 1 )*LDQ( P ) ), J = 1, N )
90 CONTINUE
100 CONTINUE
ELSE IF( LSAME( COMPQ, 'W' ) ) THEN
WRITE( NOUT, FMT = 99987 )
DO 120 L = 1, K
IF( QIND( L ).GT.0 ) THEN
P = K - QIND( L ) + 1
WRITE( NOUT, FMT = 99988 ) QIND( L )
DO 110 I = 1, N
WRITE( NOUT, FMT = 99995 )
$ ( QK( IXQ( P ) + I - 1 +
$ ( J - 1 )*LDQ( P ) ), J = 1, N )
110 CONTINUE
END IF
120 CONTINUE
END IF
END IF
ELSE
WRITE( NOUT, FMT = 99979 ) IWARN
END IF
END IF
STOP
*
99999 FORMAT( 'MB03KD EXAMPLE PROGRAM RESULTS', 1X )
99998 FORMAT( 'N is out of range.', /, 'N = ', I5 )
99997 FORMAT( 'INFO on exit from MB03BD = ', I2 )
99996 FORMAT( 'The vector ALPHAR is ' )
99995 FORMAT( 50( 1X, F8.4 ) )
99994 FORMAT( 'The vector ALPHAI is ' )
99993 FORMAT( 'The vector BETA is ' )
99992 FORMAT( 'The vector SCAL is ' )
99991 FORMAT( 50( 1X, I5 ) )
99990 FORMAT( 'INFO on exit from MB03KD = ', I2 )
99989 FORMAT( 'The matrix A on exit is ' )
99988 FORMAT( 'The factor ', I2, ' is ' )
99987 FORMAT( 'The matrix Q on exit is ' )
99986 FORMAT( 'LDT', 3I5 )
99985 FORMAT( 'IXT', 3I5 )
99984 FORMAT( 'LDQ', 3I5 )
99983 FORMAT( 'IXQ', 3I5 )
99982 FORMAT( 'ND' , 3I5 )
99981 FORMAT( 'NI' , 3I5)
99980 FORMAT( 'SELECT', 3L5 )
99979 FORMAT( 'IWARN on exit from MB03BD = ', I2 )
END
</PRE>
<B>Program Data</B>
<PRE>
MB03KD EXAMPLE PROGRAM DATA
S C I N 3 3 2 1 3
-1 1 -1
2.0 0.0 1.0
0.0 -2.0 -1.0
0.0 0.0 3.0
1.0 2.0 0.0
4.0 -1.0 3.0
0.0 3.0 1.0
1.0 0.0 1.0
0.0 4.0 -1.0
0.0 0.0 -2.0
</PRE>
<B>Program Results</B>
<PRE>
MB03KD EXAMPLE PROGRAM RESULTS
The vector ALPHAR is
0.3230 0.3230 -0.8752
The vector ALPHAI is
0.5694 -0.5694 0.0000
The vector BETA is
1.0000 1.0000 1.0000
The vector SCAL is
0 0 -1
The matrix A on exit is
The factor 1 is
2.5997 -0.0087 1.6898
0.0000 1.9846 0.1942
0.0000 0.0000 2.3259
The factor 2 is
-2.0990 -1.0831 -2.5601
0.0000 3.4838 0.2950
0.0000 3.4552 -2.1690
The factor 3 is
1.8451 0.9260 1.2717
0.0000 1.3976 -2.3544
0.0000 0.0000 -3.1023
The matrix Q on exit is
The factor 1 is
-0.2052 0.4647 -0.8614
0.2033 0.8811 0.4270
-0.9574 0.0875 0.2753
The factor 2 is
-0.7743 -0.1384 0.6176
0.6070 -0.4386 0.6627
0.1791 0.8880 0.4236
The factor 3 is
-0.6714 0.7225 -0.1651
-0.3658 -0.5168 -0.7740
-0.6446 -0.4593 0.6112
</PRE>
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