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dynare/mex/sources/libslicot/AG07BD.f

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SUBROUTINE AG07BD( JOBE, N, M, A, LDA, E, LDE, B, LDB, C, LDC,
$ D, LDD, AI, LDAI, EI, LDEI, BI, LDBI, CI, LDCI,
$ DI, LDDI, 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 compute the inverse (Ai-lambda*Ei,Bi,Ci,Di) of a given
C descriptor system (A-lambda*E,B,C,D).
C
C ARGUMENTS
C
C Mode Parameters
C
C JOBE CHARACTER*1
C Specifies whether E is a general square or an identity
C matrix as follows:
C = 'G': E is a general square matrix;
C = 'I': E is the identity matrix.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the square matrices A and E;
C also the number of rows of matrix B and the number of
C columns of matrix C. N >= 0.
C
C M (input) INTEGER
C The number of system inputs and outputs, i.e., the number
C of columns of matrices B and D and the number of rows of
C matrices C and D. M >= 0.
C
C A (input) DOUBLE PRECISION array, dimension (LDA,N)
C The leading N-by-N part of this array must contain the
C state matrix A of the original system.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= MAX(1,N).
C
C E (input) DOUBLE PRECISION array, dimension (LDE,N)
C If JOBE = 'G', the leading N-by-N part of this array must
C contain the descriptor matrix E of the original system.
C If JOBE = 'I', then E is assumed to be the identity
C matrix and is not referenced.
C
C LDE INTEGER
C The leading dimension of the array E.
C LDE >= MAX(1,N), if JOBE = 'G';
C LDE >= 1, if JOBE = 'I'.
C
C B (input) DOUBLE PRECISION array, dimension (LDB,M)
C The leading N-by-M part of this array must contain the
C input matrix B of the original system.
C
C LDB INTEGER
C The leading dimension of the array B. LDB >= MAX(1,N).
C
C C (input) DOUBLE PRECISION array, dimension (LDC,N)
C The leading M-by-N part of this array must contain the
C output matrix C of the original system.
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 The leading M-by-M part of this array must contain the
C feedthrough matrix D of the original system.
C
C LDD INTEGER
C The leading dimension of the array D. LDD >= MAX(1,M).
C
C AI (output) DOUBLE PRECISION array, dimension (LDAI,N+M)
C The leading (N+M)-by-(N+M) part of this array contains
C the state matrix Ai of the inverse system.
C If LDAI = LDA >= N+M, then AI and A can share the same
C storage locations.
C
C LDAI INTEGER
C The leading dimension of the array AI.
C LDAI >= MAX(1,N+M).
C
C EI (output) DOUBLE PRECISION array, dimension (LDEI,N+M)
C The leading (N+M)-by-(N+M) part of this array contains
C the descriptor matrix Ei of the inverse system.
C If LDEI = LDE >= N+M, then EI and E can share the same
C storage locations.
C
C LDEI INTEGER
C The leading dimension of the array EI.
C LDEI >= MAX(1,N+M).
C
C BI (output) DOUBLE PRECISION array, dimension (LDBI,M)
C The leading (N+M)-by-M part of this array contains
C the input matrix Bi of the inverse system.
C If LDBI = LDB >= N+M, then BI and B can share the same
C storage locations.
C
C LDBI INTEGER
C The leading dimension of the array BI.
C LDBI >= MAX(1,N+M).
C
C CI (output) DOUBLE PRECISION array, dimension (LDCI,N+M)
C The leading M-by-(N+M) part of this array contains
C the output matrix Ci of the inverse system.
C If LDCI = LDC, CI and C can share the same storage
C locations.
C
C LDCI INTEGER
C The leading dimension of the array CI. LDCI >= MAX(1,M).
C
C DI (output) DOUBLE PRECISION array, dimension (LDDI,M)
C The leading M-by-M part of this array contains
C the feedthrough matrix Di = 0 of the inverse system.
C DI and D can share the same storage locations.
C
C LDDI INTEGER
C The leading dimension of the array DI. LDDI >= MAX(1,M).
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 matrices of the inverse system are computed with the formulas
C
C ( E 0 ) ( A B ) ( 0 )
C Ei = ( ) , Ai = ( ) , Bi = ( ),
C ( 0 0 ) ( C D ) ( -I )
C
C Ci = ( 0 I ), Di = 0.
C
C FURTHER COMMENTS
C
C The routine does not perform an invertibility test. This check can
C be performed by using the SLICOT routines AB08NX or AG08BY.
C
C CONTRIBUTORS
C
C A. Varga, German Aerospace Center, Oberpfaffenhofen, July 2000.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Mar. 2001.
C
C KEYWORDS
C
C Descriptor system, inverse system, state-space representation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER JOBE
INTEGER INFO, LDA, LDAI, LDB, LDBI, LDC, LDCI,
$ LDD, LDDI, LDE, LDEI, M, N
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), AI(LDAI,*), B(LDB,*), BI(LDBI,*),
$ C(LDC,*), CI(LDCI,*), D(LDD,*), DI(LDDI,*),
$ E(LDE,*), EI(LDEI,*)
C .. Local Scalars ..
LOGICAL UNITE
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DLACPY, DLASET, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C .. Executable Statements ..
C
INFO = 0
C
C Test the input scalar arguments.
C
UNITE = LSAME( JOBE, 'I' )
IF( .NOT. ( LSAME( JOBE, 'G' ) .OR. UNITE ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( M.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF( LDE.LT.1 .OR. ( .NOT.UNITE .AND. LDE.LT.N ) ) THEN
INFO = -7
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
INFO = -11
ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
INFO = -13
ELSE IF( LDAI.LT.MAX( 1, N+M ) ) THEN
INFO = -15
ELSE IF( LDEI.LT.MAX( 1, N+M ) ) THEN
INFO = -17
ELSE IF( LDBI.LT.MAX( 1, N+M ) ) THEN
INFO = -19
ELSE IF( LDCI.LT.MAX( 1, M ) ) THEN
INFO = -21
ELSE IF( LDDI.LT.MAX( 1, M ) ) THEN
INFO = -23
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'AG07BD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( M.EQ.0 )
$ RETURN
C
C Form Ai.
C
CALL DLACPY( 'Full', N, N, A, LDA, AI, LDAI )
CALL DLACPY( 'Full', M, N, C, LDC, AI(N+1,1), LDAI )
CALL DLACPY( 'Full', N, M, B, LDB, AI(1,N+1), LDAI )
CALL DLACPY( 'Full', M, M, D, LDD, AI(N+1,N+1), LDAI )
C
C Form Ei.
C
IF( UNITE ) THEN
CALL DLASET( 'Full', N+M, N, ZERO, ONE, EI, LDEI )
ELSE
CALL DLACPY( 'Full', N, N, E, LDE, EI, LDEI )
CALL DLASET( 'Full', M, N, ZERO, ZERO, EI(N+1,1), LDEI )
END IF
CALL DLASET( 'Full', N+M, M, ZERO, ZERO, EI(1,N+1), LDEI )
C
C Form Bi.
C
CALL DLASET( 'Full', N, M, ZERO, ZERO, BI, LDBI )
CALL DLASET( 'Full', M, M, ZERO, -ONE, BI(N+1,1), LDBI )
C
C Form Ci.
C
CALL DLASET( 'Full', M, N, ZERO, ZERO, CI, LDCI )
CALL DLASET( 'Full', M, M, ZERO, ONE, CI(1,N+1), LDCI )
C
C Set Di.
C
CALL DLASET( 'Full', M, M, ZERO, ZERO, DI, LDDI )
C
RETURN
C *** Last line of AG07BD ***
END
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