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dynare/mex/sources/libslicot/SB04RV.f

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SUBROUTINE SB04RV( ABSCHR, UL, N, M, C, LDC, INDX, AB, LDAB, BA,
$ LDBA, D, DWORK )
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 construct the right-hand sides D for a system of equations in
C quasi-Hessenberg form solved via SB04RX (case with 2 right-hand
C sides).
C
C ARGUMENTS
C
C Mode Parameters
C
C ABSCHR CHARACTER*1
C Indicates whether AB contains A or B, as follows:
C = 'A': AB contains A;
C = 'B': AB contains B.
C
C UL CHARACTER*1
C Indicates whether AB is upper or lower Hessenberg matrix,
C as follows:
C = 'U': AB is upper Hessenberg;
C = 'L': AB is lower Hessenberg.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrix A. N >= 0.
C
C M (input) INTEGER
C The order of the matrix B. M >= 0.
C
C C (input) DOUBLE PRECISION array, dimension (LDC,M)
C The leading N-by-M part of this array must contain both
C the not yet modified part of the coefficient matrix C of
C the Sylvester equation X + AXB = C, and both the currently
C computed part of the solution of the Sylvester equation.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,N).
C
C INDX (input) INTEGER
C The position of the first column/row of C to be used in
C the construction of the right-hand side D.
C
C AB (input) DOUBLE PRECISION array, dimension (LDAB,*)
C The leading N-by-N or M-by-M part of this array must
C contain either A or B of the Sylvester equation
C X + AXB = C.
C
C LDAB INTEGER
C The leading dimension of array AB.
C LDAB >= MAX(1,N) or LDAB >= MAX(1,M) (depending on
C ABSCHR = 'A' or ABSCHR = 'B', respectively).
C
C BA (input) DOUBLE PRECISION array, dimension (LDBA,*)
C The leading N-by-N or M-by-M part of this array must
C contain either A or B of the Sylvester equation
C X + AXB = C, the matrix not contained in AB.
C
C LDBA INTEGER
C The leading dimension of array BA.
C LDBA >= MAX(1,N) or LDBA >= MAX(1,M) (depending on
C ABSCHR = 'B' or ABSCHR = 'A', respectively).
C
C D (output) DOUBLE PRECISION array, dimension (*)
C The leading 2*N or 2*M part of this array (depending on
C ABSCHR = 'B' or ABSCHR = 'A', respectively) contains the
C right-hand side stored as a matrix with two rows.
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C where LDWORK is equal to 2*N or 2*M (depending on
C ABSCHR = 'B' or ABSCHR = 'A', respectively).
C
C NUMERICAL ASPECTS
C
C None.
C
C CONTRIBUTORS
C
C D. Sima, University of Bucharest, May 2000.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Hessenberg form, orthogonal transformation, real Schur form,
C Sylvester equation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0 )
C .. Scalar Arguments ..
CHARACTER ABSCHR, UL
INTEGER INDX, LDAB, LDBA, LDC, M, N
C .. Array Arguments ..
DOUBLE PRECISION AB(LDAB,*), BA(LDBA,*), C(LDC,*), D(*), DWORK(*)
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DCOPY, DGEMV
C .. Executable Statements ..
C
C For speed, no tests on the input scalar arguments are made.
C Quick return if possible.
C
IF ( N.EQ.0 .OR. M.EQ.0 )
$ RETURN
C
IF ( LSAME( ABSCHR, 'B' ) ) THEN
C
C Construct the 2 columns of the right-hand side.
C
CALL DCOPY( N, C(1,INDX), 1, D(1), 2 )
CALL DCOPY( N, C(1,INDX+1), 1, D(2), 2 )
IF ( LSAME( UL, 'U' ) ) THEN
IF ( INDX.GT.1 ) THEN
CALL DGEMV( 'N', N, INDX-1, ONE, C, LDC, AB(1,INDX), 1,
$ ZERO, DWORK, 1 )
CALL DGEMV( 'N', N, INDX-1, ONE, C, LDC, AB(1,INDX+1),
$ 1, ZERO, DWORK(N+1), 1 )
CALL DGEMV( 'N', N, N, -ONE, BA, LDBA, DWORK, 1, ONE,
$ D(1), 2 )
CALL DGEMV( 'N', N, N, -ONE, BA, LDBA, DWORK(N+1), 1,
$ ONE, D(2), 2 )
END IF
ELSE
IF ( INDX.LT.M-1 ) THEN
CALL DGEMV( 'N', N, M-INDX-1, ONE, C(1,INDX+2), LDC,
$ AB(INDX+2,INDX), 1, ZERO, DWORK, 1 )
CALL DGEMV( 'N', N, M-INDX-1, ONE, C(1,INDX+2), LDC,
$ AB(INDX+2,INDX+1), 1, ZERO, DWORK(N+1), 1 )
CALL DGEMV( 'N', N, N, -ONE, BA, LDBA, DWORK, 1, ONE,
$ D(1), 2 )
CALL DGEMV( 'N', N, N, -ONE, BA, LDBA, DWORK(N+1), 1,
$ ONE, D(2), 2 )
END IF
END IF
ELSE
C
C Construct the 2 rows of the right-hand side.
C
CALL DCOPY( M, C(INDX,1), LDC, D(1), 2 )
CALL DCOPY( M, C(INDX+1,1), LDC, D(2), 2 )
IF ( LSAME( UL, 'U' ) ) THEN
IF ( INDX.LT.N-1 ) THEN
CALL DGEMV( 'T', N-INDX-1, M, ONE, C(INDX+2,1), LDC,
$ AB(INDX,INDX+2), LDAB, ZERO, DWORK, 1 )
CALL DGEMV( 'T', N-INDX-1, M, ONE, C(INDX+2,1), LDC,
$ AB(INDX+1,INDX+2), LDAB, ZERO, DWORK(M+1),
$ 1 )
CALL DGEMV( 'T', M, M, -ONE, BA, LDBA, DWORK, 1, ONE,
$ D(1), 2 )
CALL DGEMV( 'T', M, M, -ONE, BA, LDBA, DWORK(M+1), 1,
$ ONE, D(2), 2 )
END IF
ELSE
IF ( INDX.GT.1 ) THEN
CALL DGEMV( 'T', INDX-1, M, ONE, C, LDC, AB(INDX,1),
$ LDAB, ZERO, DWORK, 1 )
CALL DGEMV( 'T', INDX-1, M, ONE, C, LDC, AB(INDX+1,1),
$ LDAB, ZERO, DWORK(M+1), 1 )
CALL DGEMV( 'T', M, M, -ONE, BA, LDBA, DWORK, 1, ONE,
$ D(1), 2 )
CALL DGEMV( 'T', M, M, -ONE, BA, LDBA, DWORK(M+1), 1,
$ ONE, D(2), 2 )
END IF
END IF
END IF
C
RETURN
C *** Last line of SB04RV ***
END
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