MB03RX - SLICOT Library Routine Documentation

## MB03RX

### Reordering the diagonal blocks of a principal submatrix of a real Schur form matrix (the last block is moved in the leading position)

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

Purpose

      To reorder the diagonal blocks of the principal submatrix between
      the indices KL and KU (KU >= KL) of a real Schur form matrix A
      together with their eigenvalues, using orthogonal similarity
      transformations, such that the block specified by KU is moved in
      the position KL. The transformations are optionally postmultiplied
      in a given matrix X.

Specification

          SUBROUTINE MB03RX( JOBV, N, KL, KU, A, LDA, X, LDX, WR, WI,
         $                   DWORK )
    C     .. Scalar Arguments ..
          CHARACTER         JOBV
          INTEGER           KL, KU, LDA, LDX, N
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), DWORK(*), WI(*), WR(*), X(LDX,*)

Arguments

Mode Parameters

      JOBV    CHARACTER*1
              Specifies whether or not the transformations are
              accumulated, as follows:
              = 'N':  The transformations are not accumulated;
              = 'V':  The transformations are accumulated in X (the
                      given matrix X is updated).

Input/Output Parameters

      N       (input) INTEGER
              The order of the matrices A and X.  N >= 0.

      KL      (input) INTEGER
              The lower boundary index for the rows and columns of the
              principal submatrix of A whose diagonal blocks are to be
              reordered, and also the target position for the block to
              be moved.  1 <= KL <= KU <= N.

      KU      (input/output) INTEGER
              On entry, KU specifies the upper boundary index for the
              rows and columns of the principal submatrix of A whose
              diagonal blocks are to be reordered, and also the original
              position for the block to be moved.  1 <= KL <= KU <= N.
              On exit, KU specifies the upper boundary index for the
              rows and columns of the principal submatrix of A whose
              diagonal blocks have been reordered. The given value will
              be increased by 1 if the moved block was 2-by-2 and it has
              been replaced by two 1-by-1 blocks. Otherwise, its input
              value is preserved.

      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 in real Schur canonical form.
              On exit, the leading N-by-N part of this array contains
              the ordered real Schur canonical form.

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

      X       (input/output) DOUBLE PRECISION array, dimension (LDX,N)
              On entry, if JOBV = 'V', the leading N-by-N part of this
              array must contain a given matrix X.
              On exit, if JOBV = 'V', the leading N-by-N part of this
              array contains the product of the given matrix X and the
              transformation matrix that performed the reordering of A.
              If JOBV = 'N', this array is not referenced.

      LDX     INTEGER
              The leading dimension of array X.
              LDX >= 1,        if JOBV = 'N';
              LDX >= MAX(1,N), if JOBV = 'V'.

      WR,     (input/output) DOUBLE PRECISION arrays, dimension (N)
      WI      On entry, these arrays must contain the real and imaginary
              parts, respectively, of the eigenvalues of the matrix A.
              On exit, these arrays contain the real and imaginary
              parts, respectively, of the eigenvalues of the matrix A,
              possibly reordered.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (N)

Method

      An attempt is made to move the block in the position (KU,KU) to
      the position (KL,KL) by a sequence of orthogonal similarity
      transformations, each swapping two consecutive blocks. The
      standard algorithm [1], [2] usually succeeds to perform this
      reordering. A failure of this algorithm means that two consecutive
      blocks (one of them being the desired block possibly moved) are
      too close to swap. In such a case, the leading block of the two
      is tried to be moved in the position (KL,KL) and the procedure is
      repeated.

References

      [1] Stewart, G.W.
          HQR3 and EXCHQZ: FORTRAN subroutines for calculating and
          ordering the eigenvalues of a real upper Hessenberg matrix.
          ACM TOMS, 2, pp. 275-280, 1976.

      [2] Anderson, E., Bai, Z., Bischof, C., Demmel, J., Dongarra, J.,
          Du Croz, J., Greenbaum, A., Hammarling, S., McKenney, A.,
          Ostrouchov, S., and Sorensen, D.
          LAPACK Users' Guide: Second Edition.
          SIAM, Philadelphia, 1995.

Numerical Aspects

      The algorithm is numerically stable. If some eigenvalues are
      ill-conditioned, their returned values could differ much from
      their input values.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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