MB03KE - SLICOT Library Routine Documentation

## MB03KE

### Solving periodic Sylvester-like equations with matrices of order at most 2

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

Purpose

      To solve small periodic Sylvester-like equations (PSLE)

       op(A(i))*X( i ) + isgn*X(i+1)*op(B(i)) = -scale*C(i), S(i) =  1,
       op(A(i))*X(i+1) + isgn*X( i )*op(B(i)) = -scale*C(i), S(i) = -1.

      i = 1, ..., K, where op(A) means A or A**T, for the K-periodic
      matrix sequence X(i) = X(i+K), where A, B and C are K-periodic
      matrix sequences and A and B are in periodic real Schur form. The
      matrices A(i) are M-by-M and B(i) are N-by-N, with 1 <= M, N <= 2.

Specification

          SUBROUTINE MB03KE( TRANA, TRANB, ISGN, K, M, N, PREC, SMIN, S, A,
         $                   B, C, SCALE, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          LOGICAL            TRANA, TRANB
          INTEGER            INFO, ISGN, K, LDWORK, M, N
          DOUBLE PRECISION   PREC, SCALE, SMIN
    C     .. Array Arguments ..
          INTEGER            S( * )
          DOUBLE PRECISION   A( * ), B( * ), C( * ), DWORK( * )

Arguments

Mode Parameters

      TRANA   LOGICAL
              Specifies the form of op(A) to be used, as follows:
              = .FALSE.:  op(A) = A,
              = .TRUE. :  op(A) = A**T.

      TRANB   LOGICAL
              Specifies the form of op(B) to be used, as follows:
              = .FALSE.:  op(B) = B,
              = .TRUE. :  op(B) = B**T.

      ISGN    INTEGER
              Specifies which sign variant of the equations to solve.
              ISGN = 1 or ISGN = -1.

Input/Output Parameters

      K       (input) INTEGER
              The period of the periodic matrix sequences A, B, C and X.
              K >= 2. (For K = 1, a standard Sylvester equation is
              obtained.)

      M       (input) INTEGER
              The order of the matrices A(i) and the number of rows of
              the matrices C(i) and X(i), i = 1, ..., K.  1 <= M <= 2.

      N       (input) INTEGER
              The order of the matrices B(i) and the number of columns
              of the matrices C(i) and X(i), i = 1, ..., K.
              1 <= N <= 2.

      PREC    (input) DOUBLE PRECISION
              The relative machine precision. See the LAPACK Library
              routine DLAMCH.

      SMIN    (input) DOUBLE PRECISION
              The machine safe minimum divided by PREC.

      S       (input) INTEGER array, dimension (K)
              The leading K elements of this array must contain the
              signatures (exponents) of the factors in the K-periodic
              matrix sequences for A and B. Each entry in S must be
              either 1 or -1. Notice that it is assumed that the same
              exponents are tied to both A and B on reduction to the
              periodic Schur form.

      A       (input) DOUBLE PRECISION array, dimension (M*M*K)
              On entry, this array must contain the M-by-M matrices
              A(i), for i = 1, ..., K, stored with the leading dimension
              M. Matrix A(i) is stored starting at position M*M*(i-1)+1.

      B       (input) DOUBLE PRECISION array, dimension (N*N*K)
              On entry, this array must contain the N-by-N matrices
              B(i), for i = 1, ..., K, stored with the leading dimension
              N. Matrix B(i) is stored starting at position N*N*(i-1)+1.

      C       (input/output) DOUBLE PRECISION array, dimension (M*N*K)
              On entry, this array must contain the M-by-N matrices
              C(i), for i = 1, ..., K, stored with the leading dimension
              M. Matrix C(i) is stored starting at position M*N*(i-1)+1.
              On exit, the matrices C(i) are overwritten by the solution
              sequence X(i).

      SCALE   (output) DOUBLE PRECISION
              The scale factor, scale, set less than or equal to 1 to
              avoid overflow in X.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              On exit, if INFO = 0, DWORK(1) returns the optimal LDWORK.
              On exit, if INFO = -21, DWORK(1) returns the minimum value
              of LDWORK.

      LDWORK  INTEGER
              The dimension of the array DWORK.
              LDWORK >= (4*K-3) * (M*N)**2 + K * M*N.

              If LDWORK = -1  a workspace query is assumed; the
              routine only calculates the optimal size of the DWORK
              array, returns this value as the first entry of the DWORK
              array, and no error message is issued by XERBLA.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -21, then LDWORK is too small; appropriate
                    value for LDWORK is returned in DWORK(1); the other
                    arguments are not tested, for efficiency;
              = 1:  the solution would overflow with scale = 1, so
                    SCALE was set less than 1. This is a warning, not
                    an error.

Method

      A version of the algorithm described in [1] is used. The routine
      uses a sparse Kronecker product representation Z of the PSLE and
      solves for X(i) from an associated linear system Z*x = c using
      structured (overlapping) variants of QR factorization and backward
      substitution.

References

      [1] Granat, R., Kagstrom, B. and Kressner, D.
          Computing periodic deflating subspaces associated with a
          specified set of eigenvalues.
          BIT Numerical Mathematics, vol. 47, 763-791, 2007.

Numerical Aspects

      The implemented method is numerically backward stable.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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