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dynare/mex/sources/libslicot/TG01WD.f

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SUBROUTINE TG01WD( N, M, P, A, LDA, E, LDE, B, LDB, C, LDC,
$ Q, LDQ, Z, LDZ, ALPHAR, ALPHAI, BETA, DWORK,
$ LDWORK, 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 reduce the pair (A,E) to a real generalized Schur form
C by using an orthogonal equivalence transformation
C (A,E) <-- (Q'*A*Z,Q'*E*Z) and to apply the transformation
C to the matrices B and C: B <-- Q'*B and C <-- C*Z.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the original state-space representation,
C i.e., the order of the matrices A and E. N >= 0.
C
C M (input) INTEGER
C The number of system inputs, or of columns of B. M >= 0.
C
C P (input) INTEGER
C The number of system outputs, or of rows of C. 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 original state dynamics matrix A.
C On exit, the leading N-by-N part of this array contains
C the matrix Q' * A * Z in an upper quasi-triangular form.
C The elements below the first subdiagonal are set to zero.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N).
C
C E (input/output) DOUBLE PRECISION array, dimension (LDE,N)
C On entry, the leading N-by-N part of this array must
C contain the original descriptor matrix E.
C On exit, the leading N-by-N part of this array contains
C the matrix Q' * E * Z in an upper triangular form.
C The elements below the diagonal are set to zero.
C
C LDE INTEGER
C The leading dimension of array E. LDE >= 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 input matrix B.
C On exit, the leading N-by-M part of this array contains
C the transformed input matrix Q' * B.
C
C LDB INTEGER
C The leading dimension of array B. LDB >= MAX(1,N).
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 output matrix C.
C On exit, the leading P-by-N part of this array contains
C the transformed output matrix C * Z.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,P).
C
C Q (output) DOUBLE PRECISION array, dimension (LDQ,N)
C The leading N-by-N part of this array contains the left
C orthogonal transformation matrix used to reduce (A,E) to
C the real generalized Schur form.
C The columns of Q are the left generalized Schur vectors
C of the pair (A,E).
C
C LDQ INTEGER
C The leading dimension of array Q. LDQ >= max(1,N).
C
C Z (output) DOUBLE PRECISION array, dimension (LDZ,N)
C The leading N-by-N part of this array contains the right
C orthogonal transformation matrix used to reduce (A,E) to
C the real generalized Schur form.
C The columns of Z are the right generalized Schur vectors
C of the pair (A,E).
C
C LDZ INTEGER
C The leading dimension of array Z. LDZ >= max(1,N).
C
C ALPHAR (output) DOUBLE PRECISION array, dimension (N)
C ALPHAI (output) DOUBLE PRECISION array, dimension (N)
C BETA (output) DOUBLE PRECISION array, dimension (N)
C On exit, if INFO = 0, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j),
C j=1,...,N, will be the generalized eigenvalues.
C ALPHAR(j) + ALPHAI(j)*i, and BETA(j), j=1,...,N, are the
C diagonals of the complex Schur form that would result if
C the 2-by-2 diagonal blocks of the real Schur form of
C (A,E) were further reduced to triangular form using
C 2-by-2 complex unitary transformations.
C If ALPHAI(j) is zero, then the j-th eigenvalue is real;
C if positive, then the j-th and (j+1)-st eigenvalues are a
C complex conjugate pair, with ALPHAI(j+1) negative.
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C On exit, if INFO = 0, DWORK(1) returns the optimal value
C of LDWORK.
C
C LDWORK INTEGER
C The dimension of working array DWORK. LDWORK >= 8*N+16.
C For optimum performance LDWORK should be larger.
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 > 0: if INFO = i, the QZ algorithm failed to compute
C the generalized real Schur form; elements i+1:N of
C ALPHAR, ALPHAI, and BETA should be correct.
C
C METHOD
C
C The pair (A,E) is reduced to a real generalized Schur form using
C an orthogonal equivalence transformation (A,E) <-- (Q'*A*Z,Q'*E*Z)
C and the transformation is applied to the matrices B and C:
C B <-- Q'*B and C <-- C*Z.
C
C NUMERICAL ASPECTS
C 3
C The algorithm requires about 25N floating point operations.
C
C CONTRIBUTOR
C
C A. Varga, German Aerospace Center,
C DLR Oberpfaffenhofen, July 2000.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Mar. 2001.
C
C KEYWORDS
C
C Orthogonal transformation, generalized real Schur form, similarity
C transformation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
INTEGER INFO, LDA, LDB, LDC, LDE, LDQ, LDWORK, LDZ,
$ M, N, P
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), ALPHAI(*), ALPHAR(*), B(LDB,*),
$ BETA(*), C(LDC,*), DWORK(*), E(LDE,*),
$ Q(LDQ,*), Z(LDZ,*)
C .. Local Scalars ..
LOGICAL BLAS3, BLOCK
INTEGER BL, CHUNK, I, J, MAXWRK, SDIM
C .. Local Arrays ..
LOGICAL BWORK(1)
C .. External Functions ..
LOGICAL LSAME, DELCTG
EXTERNAL LSAME, DELCTG
C .. External Subroutines ..
EXTERNAL DCOPY, DGEMM, DGEMV, DGGES, DLACPY, XERBLA
C .. Intrinsic Functions ..
INTRINSIC DBLE, INT, MAX, MIN
C
C .. Executable Statements ..
C
INFO = 0
C
C Check the scalar input parameters.
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( LDE.LT.MAX( 1, N ) ) THEN
INFO = -7
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -11
ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
INFO = -13
ELSE IF( LDZ.LT.MAX( 1, N ) ) THEN
INFO = -15
ELSE IF( LDWORK.LT.8*N+16 ) THEN
INFO = -20
END IF
C
IF( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'TG01WD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF( N.EQ.0 ) THEN
DWORK(1) = ONE
RETURN
END IF
C
C Reduce (A,E) to real generalized Schur form using an orthogonal
C equivalence transformation (A,E) <-- (Q'*A*Z,Q'*E*Z), accumulate
C the transformations in Q and Z, and compute the generalized
C eigenvalues of the pair (A,E) in (ALPHAR, ALPHAI, BETA).
C
C Workspace: need 8*N+16;
C prefer larger.
C
CALL DGGES( 'Vectors', 'Vectors', 'Not ordered', DELCTG, N,
$ A, LDA, E, LDE, SDIM, ALPHAR, ALPHAI, BETA, Q, LDQ,
$ Z, LDZ, DWORK, LDWORK, BWORK, INFO )
IF( INFO.NE.0 )
$ RETURN
MAXWRK = INT( DWORK(1) )
C
C Apply the transformation: B <-- Q'*B. Use BLAS 3, if enough space.
C
CHUNK = LDWORK / N
BLOCK = M.GT.1
BLAS3 = CHUNK.GE.M .AND. BLOCK
C
IF( BLAS3 ) THEN
C
C Enough workspace for a fast BLAS 3 algorithm.
C
CALL DLACPY( 'Full', N, M, B, LDB, DWORK, N )
CALL DGEMM( 'Transpose', 'No transpose', N, M, N, ONE, Q, LDQ,
$ DWORK, N, ZERO, B, LDB )
C
ELSE IF ( BLOCK ) THEN
C
C Use as many columns of B as possible.
C
DO 10 J = 1, M, CHUNK
BL = MIN( M-J+1, CHUNK )
CALL DLACPY( 'Full', N, BL, B(1,J), LDB, DWORK, N )
CALL DGEMM( 'Transpose', 'NoTranspose', N, BL, N, ONE, Q,
$ LDQ, DWORK, N, ZERO, B(1,J), LDB )
10 CONTINUE
C
ELSE
C
C Use a BLAS 2 algorithm. Here, M <= 1.
C
IF ( M.GT.0 ) THEN
CALL DCOPY( N, B, 1, DWORK, 1 )
CALL DGEMV( 'Transpose', N, N, ONE, Q, LDQ, DWORK, 1, ZERO,
$ B, 1 )
END IF
END IF
MAXWRK = MAX( MAXWRK, N*M )
C
C Apply the transformation: C <-- C*Z. Use BLAS 3, if enough space.
C
BLOCK = P.GT.1
BLAS3 = CHUNK.GE.P .AND. BLOCK
C
IF ( BLAS3 ) THEN
CALL DLACPY( 'Full', P, N, C, LDC, DWORK, P )
CALL DGEMM( 'No transpose', 'No transpose', P, N, N, ONE,
$ DWORK, P, Z, LDZ, ZERO, C, LDC )
C
ELSE IF ( BLOCK ) THEN
C
C Use as many rows of C as possible.
C
DO 20 I = 1, P, CHUNK
BL = MIN( P-I+1, CHUNK )
CALL DLACPY( 'Full', BL, N, C(I,1), LDC, DWORK, BL )
CALL DGEMM( 'NoTranspose', 'NoTranspose', BL, N, N, ONE,
$ DWORK, BL, Z, LDZ, ZERO, C(I,1), LDC )
20 CONTINUE
C
ELSE
C
C Use a BLAS 2 algorithm. Here, P <= 1.
C
IF ( P.GT.0 ) THEN
CALL DCOPY( N, C, LDC, DWORK, 1 )
CALL DGEMV( 'Transpose', N, N, ONE, Z, LDZ, DWORK, 1, ZERO,
$ C, LDC )
END IF
C
END IF
MAXWRK = MAX( MAXWRK, P*N )
C
DWORK(1) = DBLE( MAXWRK )
C
RETURN
C *** Last line of TG01WD ***
END
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