MB04DD - SLICOT Library Routine Documentation

## MB04DD

### Balancing a real Hamiltonian matrix

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

Purpose

      To balance a real Hamiltonian matrix,

                    [  A   G  ]
               H =  [       T ] ,
                    [  Q  -A  ]

      where A is an N-by-N matrix and G, Q are N-by-N symmetric
      matrices. This involves, first, permuting H by a symplectic
      similarity transformation to isolate eigenvalues in the first
      1:ILO-1 elements on the diagonal of A; and second, applying a
      diagonal similarity transformation to rows and columns
      ILO:N, N+ILO:2*N to make the rows and columns as close in 1-norm
      as possible. Both steps are optional.

Specification

          SUBROUTINE MB04DD( JOB, N, A, LDA, QG, LDQG, ILO, SCALE, INFO )
    C     .. Scalar Arguments ..
          CHARACTER         JOB
          INTEGER           ILO, INFO, LDA, LDQG, N
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), QG(LDQG,*), SCALE(*)

Arguments

Mode Parameters

      JOB     CHARACTER*1
              Specifies the operations to be performed on H:
              = 'N':  none, set ILO = 1, SCALE(I) = 1.0, I = 1 .. N;
              = 'P':  permute only;
              = 'S':  scale only;
              = 'B':  both permute and scale.

Input/Output Parameters

      N       (input) INTEGER
              The order of the matrix A. N >= 0.

      A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the leading N-by-N part of this array must
              contain the matrix A.
              On exit, the leading N-by-N part of this array contains
              the matrix A of the balanced Hamiltonian. In particular,
              the strictly lower triangular part of the first ILO-1
              columns of A is zero.

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

      QG      (input/output) DOUBLE PRECISION array, dimension
                             (LDQG,N+1)
              On entry, the leading N-by-N+1 part of this array must
              contain the lower triangular part of the matrix Q and
              the upper triangular part of the matrix G.
              On exit, the leading N-by-N+1 part of this array contains
              the lower and upper triangular parts of the matrices Q and
              G, respectively, of the balanced Hamiltonian. In
              particular, the lower triangular part of the first ILO-1
              columns of QG is zero.

      LDQG    INTEGER
              The leading dimension of the array QG.  LDQG >= MAX(1,N).

      ILO     (output) INTEGER
              ILO-1 is the number of deflated eigenvalues in the
              balanced Hamiltonian matrix.

      SCALE   (output) DOUBLE PRECISION array of dimension (N)
              Details of the permutations and scaling factors applied to
              H.  For j = 1,...,ILO-1 let P(j) = SCALE(j). If P(j) <= N,
              then rows and columns P(j) and P(j)+N are interchanged
              with rows and columns j and j+N, respectively. If
              P(j) > N, then row and column P(j)-N are interchanged with
              row and column j+N by a generalized symplectic
              permutation. For j = ILO,...,N the j-th element of SCALE
              contains the factor of the scaling applied to row and
              column j.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value.

References

      [1] Benner, P.
          Symplectic balancing of Hamiltonian matrices.
          SIAM J. Sci. Comput., 22 (5), pp. 1885-1904, 2001.

Further Comments

      None

Example

Program Text

    *     MB04DD EXAMPLE PROGRAM TEXT
    *
    *     .. Parameters ..
          INTEGER          NIN, NOUT
          PARAMETER        ( NIN = 5, NOUT = 6 )
          INTEGER          NMAX
          PARAMETER        ( NMAX = 100 )
          INTEGER          LDA, LDQG
          PARAMETER        ( LDA = NMAX, LDQG = NMAX )
    *     .. Local Scalars ..
          CHARACTER*1      JOB
          INTEGER          I, ILO, INFO, J, N
    *     .. Local Arrays ..
          DOUBLE PRECISION A(LDA, NMAX), DUMMY(1), QG(LDQG, NMAX+1),
         $                 SCALE(NMAX)
    *     .. External Functions ..
          DOUBLE PRECISION DLANTR, DLAPY2
          EXTERNAL         DLANTR, DLAPY2
    *     .. External Subroutines ..
          EXTERNAL         MB04DD
    *     .. Executable Statements ..
          WRITE ( NOUT, FMT = 99999 )
    *     Skip the heading in the data file and read the data.
          READ ( NIN, FMT = '()' )
          READ ( NIN, FMT = * )  N, JOB
          IF( N.LE.0 .OR. N.GT.NMAX ) THEN
             WRITE ( NOUT, FMT = 99994 ) N
          ELSE
             READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
             READ ( NIN, FMT = * ) ( ( QG(I,J), J = 1,N+1 ), I = 1,N )
             CALL MB04DD( JOB, N, A, LDA, QG, LDQG, ILO, SCALE, INFO )
             IF ( INFO.NE.0 ) THEN
                WRITE ( NOUT, FMT = 99998 ) INFO
             ELSE
                WRITE ( NOUT, FMT = 99997 )
                DO 30  I = 1, N
                   WRITE (NOUT, FMT = 99995) ( A(I,J), J = 1,N )
    30          CONTINUE
                WRITE ( NOUT, FMT = 99996 )
                DO 40  I = 1, N
                   WRITE (NOUT, FMT = 99995) ( QG(I,J), J = 1,N+1 )
    40          CONTINUE
                WRITE (NOUT, FMT = 99993)  ILO
                IF ( ILO.GT.1 ) THEN
                    WRITE (NOUT, FMT = 99992) DLAPY2( DLANTR( 'Frobenius',
         $                 'Lower', 'No Unit', N-1, ILO-1, A(2,1), LDA,
         $                 DUMMY ), DLANTR( 'Frobenius', 'Lower', 'No Unit',
         $                 N, ILO-1, QG(1,1), LDQG, DUMMY ) )
                END IF
             END IF
          END IF
    *
    99999 FORMAT (' MB04DD EXAMPLE PROGRAM RESULTS',/1X)
    99998 FORMAT (' INFO on exit from MB04DD = ',I2)
    99997 FORMAT (' The balanced matrix A is ')
    99996 FORMAT (/' The balanced matrix QG is ')
    99995 FORMAT (20(1X,F12.4))
    99994 FORMAT (/' N is out of range.',/' N = ',I5)
    99993 FORMAT (/' ILO = ',I4)
    99992 FORMAT (/' Norm of subdiagonal blocks: ',G7.2)
          END

Program Data

    MB04DD EXAMPLE PROGRAM DATA
           6       B
             0         0         0         0         0         0
        0.0994         0         0         0         0    0.9696
        0.3248         0         0         0    0.4372    0.8308
             0         0         0    0.0717         0         0
             0         0         0         0         0    0.1976
             0         0         0         0         0         0
             0         0         0         0         0         0         0
             0         0         0         0    0.0651         0         0
             0         0         0         0         0         0         0
             0         0    0.0444         0         0    0.1957         0
        0.8144         0         0         0    0.3652         0    0.9121
        0.9023         0         0         0         0         0    1.0945

Program Results

     MB04DD EXAMPLE PROGRAM RESULTS

     The balanced matrix A is
           0.0000       0.0000       0.0000       0.0000       0.0000       0.9696
           0.0000       0.0000       0.0000       0.0000      -0.8144      -0.9023
           0.0000       0.0000       0.0000       0.0000       0.1093       0.2077
           0.0000       0.0000       0.0000       0.0717       0.0000       0.0000
           0.0000       0.0000       0.0000       0.0000       0.0000       0.1976
           0.0000       0.0000       0.0000       0.0000       0.0000       0.0000

     The balanced matrix QG is
           0.0000       0.0000       0.0994       0.0000       0.0651       0.0000       0.0000
           0.0000       0.0000       0.0000       0.0812       0.0000       0.0000       0.0000
           0.0000       0.0000       0.0000       0.0000       0.0000       0.0000       0.0000
           0.0000       0.0000       0.1776       0.0000       0.0000       0.1957       0.0000
           0.0000       0.0000       0.0000       0.0000       0.3652       0.0000       0.9121
           0.0000       0.0000       0.0000       0.0000       0.0000       0.0000       1.0945

     ILO =    3

     Norm of subdiagonal blocks: 0.0

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