MB03JD - SLICOT Library Routine Documentation

## MB03JD

### Moving eigenvalues with negative real parts of a real skew-Hamiltonian/Hamiltonian pencil in structured Schur form to the leading subpencil

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

      To move the eigenvalues with strictly negative real parts of an
      N-by-N real skew-Hamiltonian/Hamiltonian pencil aS - bH in
      structured Schur form,

            (  A  D  )      (  B  F  )
        S = (        ), H = (        ),
            (  0  A' )      (  0 -B' )

      with A upper triangular and B upper quasi-triangular, to the
      leading principal subpencil, while keeping the triangular form.
      The notation M' denotes the transpose of the matrix M.
      The matrices S and H are transformed by an orthogonal matrix Q
      such that

                             (  Aout  Dout  )
        Sout = J Q' J' S Q = (              ),
                             (    0   Aout' )
                                                                     (1)
                             (  Bout  Fout  )           (  0  I  )
        Hout = J Q' J' H Q = (              ), with J = (        ),
                             (  0    -Bout' )           ( -I  0  )

      where Aout is upper triangular and Bout is upper quasi-triangular.
      Optionally, if COMPQ = 'I' or COMPQ = 'U', the orthogonal matrix Q
      that fulfills (1), is computed.

Specification

          SUBROUTINE MB03JD( COMPQ, N, A, LDA, D, LDD, B, LDB, F, LDF, Q,
         $                   LDQ, NEIG, IWORK, LIWORK, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          COMPQ
          INTEGER            INFO, LDA, LDB, LDD, LDF, LDQ, LDWORK, LIWORK,
         $                   N, NEIG
    C     .. Array Arguments ..
          INTEGER            IWORK( * )
          DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), D( LDD, * ),
         $                   DWORK( * ),  F( LDF, * ), Q( LDQ, * )

Arguments

Mode Parameters

      COMPQ   CHARACTER*1
              Specifies whether or not the orthogonal transformations
              should be accumulated in the array Q, as follows:
              = 'N':  Q is not computed;
              = 'I':  the array Q is initialized internally to the unit
                      matrix, and the orthogonal matrix Q is returned;
              = 'U':  the array Q contains an orthogonal matrix Q0 on
                      entry, and the matrix Q0*Q is returned, where Q
                      is the product of the orthogonal transformations
                      that are applied to the pencil aS - bH to reorder
                      the eigenvalues.

Input/Output Parameters

      N       (input) INTEGER
              The order of the pencil aS - bH.  N >= 0, even.

      A       (input/output) DOUBLE PRECISION array, dimension
                             (LDA, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper triangular matrix A. The elements of the
              strictly lower triangular part of this array are not used.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed matrix Aout.

      LDA     INTEGER
              The leading dimension of the array A.  LDA >= MAX(1, N/2).

      D       (input/output) DOUBLE PRECISION array, dimension
                            (LDD, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper triangular part of the skew-symmetric
              matrix D. The diagonal need not be set to zero.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed upper triangular part of the
              matrix Dout.
              The strictly lower triangular part of this array is
              not referenced, except for the element D(N/2,N/2-1), but
              its initial value is preserved.

      LDD     INTEGER
              The leading dimension of the array D.  LDD >= MAX(1, N/2).

      B       (input/output) DOUBLE PRECISION array, dimension
                             (LDB, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper quasi-triangular matrix B.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed upper quasi-triangular part of
              the matrix Bout.
              The part below the first subdiagonal of this array is
              not referenced.

      LDB     INTEGER
              The leading dimension of the array B.  LDB >= MAX(1, N/2).

      F       (input/output) DOUBLE PRECISION array, dimension
                            (LDF, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper triangular part of the symmetric matrix
              F.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed upper triangular part of the
              matrix Fout.
              The strictly lower triangular part of this array is not
              referenced, except for the element F(N/2,N/2-1), but its
              initial value is preserved.

      LDF     INTEGER
              The leading dimension of the array F.  LDF >= MAX(1, N/2).

      Q       (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
              On entry, if COMPQ = 'U', then the leading N-by-N part of
              this array must contain a given matrix Q0, and on exit,
              the leading N-by-N part of this array contains the product
              of the input matrix Q0 and the transformation matrix Q
              used to transform the matrices S and H.
              On exit, if COMPQ = 'I', then the leading N-by-N part of
              this array contains the orthogonal transformation matrix
              Q.
              If COMPQ = 'N' this array is not referenced.

      LDQ     INTEGER
              The leading dimension of the array Q.
              LDQ >= 1,         if COMPQ = 'N';
              LDQ >= MAX(1, N), if COMPQ = 'I' or COMPQ = 'U'.

      NEIG    (output) INTEGER
              The number of eigenvalues in aS - bH with strictly
              negative real part.

Workspace

      IWORK   INTEGER array, dimension (LIWORK)

      LIWORK  INTEGER
              The dimension of the array IWORK.
              LIWORK >= N+1.

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)

      LDWORK  INTEGER
              The dimension of the array DWORK.
              If COMPQ = 'N',
                 LDWORK >= MAX(2*N+32,108);
              if COMPQ = 'I' or COMPQ = 'U',
                 LDWORK >= MAX(4*N+32,108).

Error Indicator

      INFO    INTEGER
              = 0: succesful exit;
              < 0: if INFO = -i, the i-th argument had an illegal value;
              = 1: error occured during execution of MB03DD;
              = 2: error occured during execution of MB03HD.

Method

      The algorithm reorders the eigenvalues like the following scheme:

      Step 1: Reorder the eigenvalues in the subpencil aA - bB.
           I. Reorder the eigenvalues with negative real parts to the
              top.
          II. Reorder the eigenvalues with positive real parts to the
              bottom.

      Step 2: Reorder the remaining eigenvalues with negative real
              parts in the pencil aS - bH.
           I. Exchange the eigenvalues between the last diagonal block
              in aA - bB and the last diagonal block in aS - bH.
          II. Move the eigenvalues of the R-th block to the (MM+1)-th
              block, where R denotes the number of upper quasi-
              triangular blocks in aA - bB and MM denotes the current
              number of blocks in aA - bB with eigenvalues with negative
              real parts.

      The algorithm uses a sequence of orthogonal transformations as
      described on page 33 in [1]. To achieve those transformations the
      elementary subroutines MB03DD and MB03HD are called for the
      corresponding matrix structures.

References

      [1] Benner, P., Byers, R., Losse, P., Mehrmann, V. and Xu, H.
          Numerical Solution of Real Skew-Hamiltonian/Hamiltonian
          Eigenproblems.
          Tech. Rep., Technical University Chemnitz, Germany,
          Nov. 2007.

Numerical Aspects

                                                                3
      The algorithm is numerically backward stable and needs O(N ) real
      floating point operations.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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