dynare/mex/sources/libslicot/TB01YD.f

189 lines
5.2 KiB
Fortran

SUBROUTINE TB01YD( N, M, P, A, LDA, B, LDB, C, LDC, 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 apply a special similarity transformation to a system given as
C a triple (A,B,C),
C
C A <-- P * A * P, B <-- P * B, C <-- C * P,
C
C where P is a matrix with 1 on the secondary diagonal, and with 0
C in the other entries.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrix A, the number of rows of matrix B
C and the number of columns of matrix C.
C N represents the dimension of the state vector. N >= 0.
C
C M (input) INTEGER.
C The number of columns of matrix B.
C M represents the dimension of input vector. M >= 0.
C
C P (input) INTEGER.
C The number of rows of matrix C.
C P represents the dimension of output vector. P >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading N-by-N part of this array must
C contain the system state matrix A.
C On exit, the leading N-by-N part of this array contains
C the transformed matrix P*A*P.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= MAX(1,N).
C
C B (input/output) DOUBLE PRECISION array, dimension (LDB,M)
C On entry, the leading N-by-M part of this array must
C contain the system input matrix B.
C On exit, the leading N-by-M part of this array contains
C the transformed matrix P*B.
C
C LDB INTEGER
C The leading dimension of the array B.
C LDB >= MAX(1,N) if M > 0.
C LDB >= 1 if M = 0.
C
C C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
C On entry, the leading P-by-N part of this array must
C contain the system output matrix C.
C On exit, the leading P-by-N part of this array contains
C the transformed matrix C*P.
C
C LDC INTEGER
C The leading dimension of the array C. LDC >= MAX(1,P).
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 rows and/or columns of the matrices of the triplet (A,B,C)
C are swapped in a special way.
C
C NUMERICAL ASPECTS
C
C None.
C
C CONTRIBUTOR
C
C V. Sima, Katholieke Univ. Leuven, Belgium, Feb. 1998.
C
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Mar. 2004.
C
C KEYWORDS
C
C Matrix algebra, matrix operations, similarity transformation.
C
C *********************************************************************
C
C ..
C .. Scalar Arguments ..
INTEGER INFO, LDA, LDB, LDC, M, N, P
C ..
C .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * )
C ..
C .. Local Scalars ..
INTEGER J, NBY2
C ..
C .. External Subroutines ..
EXTERNAL DSWAP, XERBLA
C ..
C .. Intrinsic Functions ..
INTRINSIC MAX, MOD
C ..
C .. Executable Statements ..
C
C Test the scalar input arguments.
C
INFO = 0
C
IF( N.LT.0 ) THEN
INFO = -1
ELSE IF( M.LT.0 ) THEN
INFO = -2
ELSE IF( P.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF( LDB.LT.1 .OR. ( M.GT.0 .AND. LDB.LT.N ) ) THEN
INFO = -7
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -9
END IF
C
IF( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'TB01YD', -INFO )
RETURN
END IF
C
IF( N.LE.1 )
$ RETURN
C
C Transform the matrix A.
C
NBY2 = N/2
C
DO 10 J = 1, NBY2
CALL DSWAP( N, A( 1, J ), -1, A( 1, N-J+1 ), 1 )
10 CONTINUE
C
IF( MOD( N, 2 ).NE.0 .AND. N.GT.2 )
$ CALL DSWAP( NBY2, A( NBY2+2, NBY2+1 ), -1, A( 1, NBY2+1 ), 1 )
C
IF( M.GT.0 ) THEN
C
C Transform the matrix B.
C
DO 20 J = 1, NBY2
CALL DSWAP( M, B( J, 1 ), LDB, B( N-J+1, 1 ), LDB )
20 CONTINUE
C
END IF
C
IF( P.GT.0 ) THEN
C
C Transform the matrix C.
C
DO 30 J = 1, NBY2
CALL DSWAP( P, C( 1, J ), 1, C( 1, N-J+1 ), 1 )
30 CONTINUE
C
END IF
C
RETURN
C *** Last line of TB01YD ***
END