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dynare/mex/sources/libslicot/MC03MD.f

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SUBROUTINE MC03MD( RP1, CP1, CP2, DP1, DP2, DP3, ALPHA, P1,
$ LDP11, LDP12, P2, LDP21, LDP22, P3, LDP31,
$ LDP32, DWORK, 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 coefficients of the real polynomial matrix
C
C P(x) = P1(x) * P2(x) + alpha * P3(x),
C
C where P1(x), P2(x) and P3(x) are given real polynomial matrices
C and alpha is a real scalar.
C
C Each of the polynomial matrices P1(x), P2(x) and P3(x) may be the
C zero matrix.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C RP1 (input) INTEGER
C The number of rows of the matrices P1(x) and P3(x).
C RP1 >= 0.
C
C CP1 (input) INTEGER
C The number of columns of matrix P1(x) and the number of
C rows of matrix P2(x). CP1 >= 0.
C
C CP2 (input) INTEGER
C The number of columns of the matrices P2(x) and P3(x).
C CP2 >= 0.
C
C DP1 (input) INTEGER
C The degree of the polynomial matrix P1(x). DP1 >= -1.
C
C DP2 (input) INTEGER
C The degree of the polynomial matrix P2(x). DP2 >= -1.
C
C DP3 (input/output) INTEGER
C On entry, the degree of the polynomial matrix P3(x).
C DP3 >= -1.
C On exit, the degree of the polynomial matrix P(x).
C
C ALPHA (input) DOUBLE PRECISION
C The scalar value alpha of the problem.
C
C P1 (input) DOUBLE PRECISION array, dimension (LDP11,LDP12,*)
C If DP1 >= 0, then the leading RP1-by-CP1-by-(DP1+1) part
C of this array must contain the coefficients of the
C polynomial matrix P1(x). Specifically, P1(i,j,k) must
C contain the coefficient of x**(k-1) of the polynomial
C which is the (i,j)-th element of P1(x), where i = 1,2,...,
C RP1, j = 1,2,...,CP1 and k = 1,2,...,DP1+1.
C If DP1 = -1, then P1(x) is taken to be the zero polynomial
C matrix, P1 is not referenced and can be supplied as a
C dummy array (i.e. set the parameters LDP11 = LDP12 = 1 and
C declare this array to be P1(1,1,1) in the calling
C program).
C
C LDP11 INTEGER
C The leading dimension of array P1.
C LDP11 >= MAX(1,RP1) if DP1 >= 0,
C LDP11 >= 1 if DP1 = -1.
C
C LDP12 INTEGER
C The second dimension of array P1.
C LDP12 >= MAX(1,CP1) if DP1 >= 0,
C LDP12 >= 1 if DP1 = -1.
C
C P2 (input) DOUBLE PRECISION array, dimension (LDP21,LDP22,*)
C If DP2 >= 0, then the leading CP1-by-CP2-by-(DP2+1) part
C of this array must contain the coefficients of the
C polynomial matrix P2(x). Specifically, P2(i,j,k) must
C contain the coefficient of x**(k-1) of the polynomial
C which is the (i,j)-th element of P2(x), where i = 1,2,...,
C CP1, j = 1,2,...,CP2 and k = 1,2,...,DP2+1.
C If DP2 = -1, then P2(x) is taken to be the zero polynomial
C matrix, P2 is not referenced and can be supplied as a
C dummy array (i.e. set the parameters LDP21 = LDP22 = 1 and
C declare this array to be P2(1,1,1) in the calling
C program).
C
C LDP21 INTEGER
C The leading dimension of array P2.
C LDP21 >= MAX(1,CP1) if DP2 >= 0,
C LDP21 >= 1 if DP2 = -1.
C
C LDP22 INTEGER
C The second dimension of array P2.
C LDP22 >= MAX(1,CP2) if DP2 >= 0,
C LDP22 >= 1 if DP2 = -1.
C
C P3 (input/output) DOUBLE PRECISION array, dimension
C (LDP31,LDP32,n), where n = MAX(DP1+DP2,DP3,0)+1.
C On entry, if DP3 >= 0, then the leading
C RP1-by-CP2-by-(DP3+1) part of this array must contain the
C coefficients of the polynomial matrix P3(x). Specifically,
C P3(i,j,k) must contain the coefficient of x**(k-1) of the
C polynomial which is the (i,j)-th element of P3(x), where
C i = 1,2,...,RP1, j = 1,2,...,CP2 and k = 1,2,...,DP3+1.
C If DP3 = -1, then P3(x) is taken to be the zero polynomial
C matrix.
C On exit, if DP3 >= 0 on exit (ALPHA <> 0.0 and DP3 <> -1,
C on entry, or DP1 <> -1 and DP2 <> -1), then the leading
C RP1-by-CP2-by-(DP3+1) part of this array contains the
C coefficients of P(x). Specifically, P3(i,j,k) contains the
C coefficient of x**(k-1) of the polynomial which is the
C (i,j)-th element of P(x), where i = 1,2,...,RP1, j = 1,2,
C ...,CP2 and k = 1,2,...,DP3+1.
C If DP3 = -1 on exit, then the coefficients of P(x) (the
C zero polynomial matrix) are not stored in the array.
C
C LDP31 INTEGER
C The leading dimension of array P3. LDP31 >= MAX(1,RP1).
C
C LDP32 INTEGER
C The second dimension of array P3. LDP32 >= MAX(1,CP2).
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (CP1)
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 Given real polynomial matrices
C
C DP1 i
C P1(x) = SUM (A(i+1) * x ),
C i=0
C
C DP2 i
C P2(x) = SUM (B(i+1) * x ),
C i=0
C
C DP3 i
C P3(x) = SUM (C(i+1) * x )
C i=0
C
C and a real scalar alpha, the routine computes the coefficients
C d ,d ,..., of the polynomial matrix
C 1 2
C
C P(x) = P1(x) * P2(x) + alpha * P3(x)
C
C from the formula
C
C s
C d = SUM (A(k+1) * B(i-k+1)) + alpha * C(i+1),
C i+1 k=r
C
C where i = 0,1,...,DP1+DP2 and r and s depend on the value of i
C (e.g. if i <= DP1 and i <= DP2, then r = 0 and s = i).
C
C NUMERICAL ASPECTS
C
C None.
C
C FURTHER COMMENTS
C
C Other elementary operations involving polynomial matrices can
C easily be obtained by calling the appropriate BLAS routine(s).
C
C CONTRIBUTOR
C
C Release 3.0: V. Sima, Katholieke Univ. Leuven, Belgium, Mar. 1997.
C Supersedes Release 2.0 routine MC03AD by A.J. Geurts.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Elementary polynomial operations, input output description,
C polynomial matrix, polynomial operations.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
C .. Scalar Arguments ..
INTEGER CP1, CP2, DP1, DP2, DP3, INFO, LDP11, LDP12,
$ LDP21, LDP22, LDP31, LDP32, RP1
DOUBLE PRECISION ALPHA
C .. Array Arguments ..
DOUBLE PRECISION DWORK(*), P1(LDP11,LDP12,*), P2(LDP21,LDP22,*),
$ P3(LDP31,LDP32,*)
C .. Local Scalars ..
LOGICAL CFZERO
INTEGER DPOL3, E, H, I, J, K
C .. External Functions ..
DOUBLE PRECISION DDOT
EXTERNAL DDOT
C .. External Subroutines ..
EXTERNAL DCOPY, DLASET, DSCAL, XERBLA
C .. Executable Statements ..
C
C Test the input scalar arguments.
C
INFO = 0
IF( RP1.LT.0 ) THEN
INFO = -1
ELSE IF( CP1.LT.0 ) THEN
INFO = -2
ELSE IF( CP2.LT.0 ) THEN
INFO = -3
ELSE IF( DP1.LT.-1 ) THEN
INFO = -4
ELSE IF( DP2.LT.-1 ) THEN
INFO = -5
ELSE IF( DP3.LT.-1 ) THEN
INFO = -6
ELSE IF( ( DP1.EQ.-1 .AND. LDP11.LT.1 ) .OR.
$ ( DP1.GE. 0 .AND. LDP11.LT.MAX( 1, RP1 ) ) ) THEN
INFO = -9
ELSE IF( ( DP1.EQ.-1 .AND. LDP12.LT.1 ) .OR.
$ ( DP1.GE. 0 .AND. LDP12.LT.MAX( 1, CP1 ) ) ) THEN
INFO = -10
ELSE IF( ( DP2.EQ.-1 .AND. LDP21.LT.1 ) .OR.
$ ( DP2.GE. 0 .AND. LDP21.LT.MAX( 1, CP1 ) ) ) THEN
INFO = -12
ELSE IF( ( DP2.EQ.-1 .AND. LDP22.LT.1 ) .OR.
$ ( DP2.GE. 0 .AND. LDP22.LT.MAX( 1, CP2 ) ) ) THEN
INFO = -13
ELSE IF( LDP31.LT.MAX( 1, RP1 ) ) THEN
INFO = -15
ELSE IF( LDP32.LT.MAX( 1, CP2 ) ) THEN
INFO = -16
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'MC03MD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( RP1.EQ.0 .OR. CP2.EQ.0 )
$ RETURN
C
IF ( ALPHA.EQ.ZERO )
$ DP3 = -1
C
IF ( DP3.GE.0 ) THEN
C
C P3(x) := ALPHA * P3(x).
C
DO 40 K = 1, DP3 + 1
C
DO 20 J = 1, CP2
CALL DSCAL( RP1, ALPHA, P3(1,J,K), 1 )
20 CONTINUE
C
40 CONTINUE
END IF
C
IF ( ( DP1.EQ.-1 ) .OR. ( DP2.EQ.-1 ) .OR. ( CP1.EQ.0 ) )
$ RETURN
C
C Neither of P1(x) and P2(x) is the zero polynomial.
C
DPOL3 = DP1 + DP2
IF ( DPOL3.GT.DP3 ) THEN
C
C Initialize the additional part of P3(x) to zero.
C
DO 80 K = DP3 + 2, DPOL3 + 1
CALL DLASET( 'Full', RP1, CP2, ZERO, ZERO, P3(1,1,K),
$ LDP31 )
80 CONTINUE
C
DP3 = DPOL3
END IF
C k-1
C The inner product of the j-th row of the coefficient of x of P1
C i-1
C and the h-th column of the coefficient of x of P2(x) contribute
C k+i-2
C the (j,h)-th element of the coefficient of x of P3(x).
C
DO 160 K = 1, DP1 + 1
C
DO 140 J = 1, RP1
CALL DCOPY( CP1, P1(J,1,K), LDP11, DWORK, 1 )
C
DO 120 I = 1, DP2 + 1
E = K + I - 1
C
DO 100 H = 1, CP2
P3(J,H,E) = DDOT( CP1, DWORK, 1, P2(1,H,I), 1 ) +
$ P3(J,H,E)
100 CONTINUE
C
120 CONTINUE
C
140 CONTINUE
C
160 CONTINUE
C
C Computation of the exact degree of P3(x).
C
CFZERO = .TRUE.
C WHILE ( DP3 >= 0 and CFZERO ) DO
180 IF ( ( DP3.GE.0 ) .AND. CFZERO ) THEN
DPOL3 = DP3 + 1
C
DO 220 J = 1, CP2
C
DO 200 I = 1, RP1
IF ( P3(I,J,DPOL3 ).NE.ZERO ) CFZERO = .FALSE.
200 CONTINUE
C
220 CONTINUE
C
IF ( CFZERO ) DP3 = DP3 - 1
GO TO 180
END IF
C END WHILE 180
C
RETURN
C *** Last line of MC03MD ***
END
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