dynare/mex/sources/libslicot/TB01XD.f

285 lines
8.6 KiB
Fortran

SUBROUTINE TB01XD( JOBD, N, M, P, KL, KU, A, LDA, B, LDB, C, LDC,
$ D, LDD, 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 transformation to a system given as a triple
C (A,B,C),
C
C A <-- P * A' * P, B <-- P * C', C <-- B' * P,
C
C where P is a matrix with 1 on the secondary diagonal, and with 0
C in the other entries. Matrix A can be specified as a band matrix.
C Optionally, matrix D of the system can be transposed. This
C transformation is actually a special similarity transformation of
C the dual system.
C
C ARGUMENTS
C
C Mode Parameters
C
C JOBD CHARACTER*1
C Specifies whether or not a non-zero matrix D appears in
C the given state space model:
C = 'D': D is present;
C = 'Z': D is assumed a zero matrix.
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 KL (input) INTEGER
C The number of subdiagonals of A to be transformed.
C MAX( 0, N-1 ) >= KL >= 0.
C
C KU (input) INTEGER
C The number of superdiagonals of A to be transformed.
C MAX( 0, N-1 ) >= KU >= 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 (pertransposed) 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
C (LDB,MAX(M,P))
C On entry, the leading N-by-M part of this array must
C contain the original input/state matrix B.
C On exit, the leading N-by-P part of this array contains
C the dual input/state matrix P*C'.
C
C LDB INTEGER
C The leading dimension of the array B.
C LDB >= MAX(1,N) if M > 0 or P > 0.
C LDB >= 1 if M = 0 and P = 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 original state/output matrix C.
C On exit, the leading M-by-N part of this array contains
C the dual state/output matrix B'*P.
C
C LDC INTEGER
C The leading dimension of array C.
C LDC >= MAX(1,M,P) if N > 0.
C LDC >= 1 if N = 0.
C
C D (input/output) DOUBLE PRECISION array, dimension
C (LDD,MAX(M,P))
C On entry, if JOBD = 'D', the leading P-by-M part of this
C array must contain the original direct transmission
C matrix D.
C On exit, if JOBD = 'D', the leading M-by-P part of this
C array contains the transposed direct transmission matrix
C D'. The array D is not referenced if JOBD = 'Z'.
C
C LDD INTEGER
C The leading dimension of array D.
C LDD >= MAX(1,M,P) if JOBD = 'D'.
C LDD >= 1 if JOBD = 'Z'.
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 and, optionally, of the matrix D 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 Partly based on routine DMPTR (A. Varga, German Aerospace
C Research Establishment, DLR, Aug. 1992).
C
C
C REVISIONS
C
C 07-31-1998, 04-25-1999, A. Varga.
C 03-16-2004, V. Sima.
C
C KEYWORDS
C
C Matrix algebra, matrix operations, similarity transformation.
C
C *********************************************************************
C
C ..
C .. Scalar Arguments ..
CHARACTER JOBD
INTEGER INFO, KL, KU, LDA, LDB, LDC, LDD, M, N, P
C ..
C .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ),
$ D( LDD, * )
C ..
C .. Local Scalars ..
LOGICAL LJOBD
INTEGER J, J1, LDA1, MAXMP, MINMP, NM1
C ..
C .. External functions ..
LOGICAL LSAME
EXTERNAL LSAME
C ..
C .. External Subroutines ..
EXTERNAL DCOPY, DSWAP, XERBLA
C ..
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C ..
C .. Executable Statements ..
C
C Test the scalar input arguments.
C
INFO = 0
LJOBD = LSAME( JOBD, 'D' )
MAXMP = MAX( M, P )
MINMP = MIN( M, P )
NM1 = N - 1
C
IF( .NOT.LJOBD .AND. .NOT.LSAME( JOBD, 'Z' ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( M.LT.0 ) THEN
INFO = -3
ELSE IF( P.LT.0 ) THEN
INFO = -4
ELSE IF( KL.LT.0 .OR. KL.GT.MAX( 0, NM1 ) ) THEN
INFO = -5
ELSE IF( KU.LT.0 .OR. KU.GT.MAX( 0, NM1 ) ) THEN
INFO = -6
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( ( MAXMP.GT.0 .AND. LDB.LT.MAX( 1, N ) ) .OR.
$ ( MINMP.EQ.0 .AND. LDB.LT.1 ) ) THEN
INFO = -10
ELSE IF( LDC.LT.1 .OR. ( N.GT.0 .AND. LDC.LT.MAXMP ) ) THEN
INFO = -12
ELSE IF( LDD.LT.1 .OR. ( LJOBD .AND. LDD.LT.MAXMP ) ) THEN
INFO = -14
END IF
C
IF( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'TB01XD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( LJOBD ) THEN
C
C Replace D by D', if non-scalar.
C
DO 5 J = 1, MAXMP
IF ( J.LT.MINMP ) THEN
CALL DSWAP( MINMP-J, D(J+1,J), 1, D(J,J+1), LDD )
ELSE IF ( J.GT.P ) THEN
CALL DCOPY( P, D(1,J), 1, D(J,1), LDD )
ELSE IF ( J.GT.M ) THEN
CALL DCOPY( M, D(J,1), LDD, D(1,J), 1 )
END IF
5 CONTINUE
C
END IF
C
IF( N.EQ.0 )
$ RETURN
C
C Replace matrix A by P*A'*P.
C
IF ( KL.EQ.NM1 .AND. KU.EQ.NM1 ) THEN
C
C Full matrix A.
C
DO 10 J = 1, NM1
CALL DSWAP( N-J, A( 1, J ), 1, A( N-J+1, J+1 ), -LDA )
10 CONTINUE
C
ELSE
C
C Band matrix A.
C
LDA1 = LDA + 1
C
C Pertranspose the KL subdiagonals.
C
DO 20 J = 1, MIN( KL, N-2 )
J1 = ( N - J )/2
CALL DSWAP( J1, A(J+1,1), LDA1, A(N-J1+1,N-J1+1-J), -LDA1 )
20 CONTINUE
C
C Pertranspose the KU superdiagonals.
C
DO 30 J = 1, MIN( KU, N-2 )
J1 = ( N - J )/2
CALL DSWAP( J1, A(1,J+1), LDA1, A(N-J1+1-J,N-J1+1), -LDA1 )
30 CONTINUE
C
C Pertranspose the diagonal.
C
J1 = N/2
CALL DSWAP( J1, A(1,1), LDA1, A(N-J1+1,N-J1+1), -LDA1 )
C
END IF
C
C Replace matrix B by P*C' and matrix C by B'*P.
C
DO 40 J = 1, MAXMP
IF ( J.LE.MINMP ) THEN
CALL DSWAP( N, B(1,J), 1, C(J,1), -LDC )
ELSE IF ( J.GT.P ) THEN
CALL DCOPY( N, B(1,J), 1, C(J,1), -LDC )
ELSE
CALL DCOPY( N, C(J,1), -LDC, B(1,J), 1 )
END IF
40 CONTINUE
C
RETURN
C *** Last line of TB01XD ***
END