MB03DD - SLICOT Library Routine Documentation

## MB03DD

### Exchanging eigenvalues of a real 2-by-2, 3-by-3 or 4-by-4 block upper triangular pencil

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

Purpose

      To compute orthogonal matrices Q1 and Q2 for a real 2-by-2,
      3-by-3, or 4-by-4 regular block upper triangular pencil

                     ( A11 A12 )     ( B11 B12 )
        aA - bB =  a (         ) - b (         ),                    (1)
                     (  0  A22 )     (  0  B22 )

      such that the pencil a(Q2' A Q1) - b(Q2' B Q1) is still in block
      upper triangular form, but the eigenvalues in Spec(A11, B11),
      Spec(A22, B22) are exchanged, where Spec(X,Y) denotes the spectrum
      of the matrix pencil (X,Y) and the notation M' denotes the
      transpose of the matrix M.

      Optionally, to upper triangularize the real regular pencil in
      block lower triangular form

                    ( A11  0  )     ( B11  0  )
        aA - bB = a (         ) - b (         ),                     (2)
                    ( A21 A22 )     ( B21 B22 )

      while keeping the eigenvalues in the same diagonal position.

Specification

          SUBROUTINE MB03DD( UPLO, N1, N2, PREC, A, LDA, B, LDB, Q1, LDQ1,
         $                   Q2, LDQ2, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          UPLO
          INTEGER            INFO, LDA, LDB, LDQ1, LDQ2, LDWORK, N1, N2
          DOUBLE PRECISION   PREC
    C     .. Array Arguments ..
          DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), DWORK( * ),
         $                   Q1( LDQ1, * ), Q2( LDQ2, * )

Arguments

Mode Parameters

      UPLO    CHARACTER*1
              Specifies if the pencil is in lower or upper block
              triangular form on entry, as follows:
              = 'U': Upper block triangular, eigenvalues are exchanged
                     on exit;
              = 'T': Upper block triangular, B triangular, eigenvalues
                     are exchanged on exit;
              = 'L': Lower block triangular, eigenvalues are not
                     exchanged on exit.

Input/Output Parameters

      N1      (input/output) INTEGER
              Size of the upper left block, N1 <= 2.
              If UPLO = 'U' or UPLO = 'T' and INFO = 0, or UPLO = 'L'
              and INFO <> 0, N1 and N2 are exchanged on exit; otherwise,
              N1 is unchanged on exit.

      N2      (input/output) INTEGER
              Size of the lower right block, N2 <= 2.
              If UPLO = 'U' or UPLO = 'T' and INFO = 0, or UPLO = 'L'
              and INFO <> 0, N1 and N2 are exchanged on exit; otherwise,
              N2 is unchanged on exit.

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

      A       (input/output) DOUBLE PRECISION array, dimension
                 (LDA, N1+N2)
              On entry, the leading (N1+N2)-by-(N1+N2) part of this
              array must contain the matrix A of the pencil aA - bB.
              On exit, if N1 = N2 = 1, this array is unchanged, if
              UPLO = 'U' or UPLO = 'T', but, if UPLO = 'L', it contains
                                           [  0 1 ]
              the matrix J' A J, where J = [ -1 0 ]; otherwise, this
              array contains the transformed quasi-triangular matrix in
              generalized real Schur form.

      LDA     INTEGER
              The leading dimension of the array A.  LDA >= N1+N2.

      B       (input/output) DOUBLE PRECISION array, dimension
                 (LDB, N1+N2)
              On entry, the leading (N1+N2)-by-(N1+N2) part of this
              array must contain the matrix B of the pencil aA - bB.
              On exit, if N1 = N2 = 1, this array is unchanged, if
              UPLO = 'U' or UPLO = 'T', but, if UPLO = 'L', it contains
              the matrix J' B J; otherwise, this array contains the
              transformed upper triangular matrix in generalized real
              Schur form.

      LDB     INTEGER
              The leading dimension of the array B.  LDB >= N1+N2.

      Q1      (output) DOUBLE PRECISION array, dimension (LDQ1, N1+N2)
              The leading (N1+N2)-by-(N1+N2) part of this array contains
              the first orthogonal transformation matrix.

      LDQ1    INTEGER
              The leading dimension of the array Q1.  LDQ1 >= N1+N2.

      Q2      (output) DOUBLE PRECISION array, dimension (LDQ2, N1+N2)
              The leading (N1+N2)-by-(N1+N2) part of this array contains
              the second orthogonal transformation matrix.

      LDQ2    INTEGER
              The leading dimension of the array Q2.  LDQ2 >= N1+N2.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              If N1+N2 = 2 then DWORK is not referenced.

      LDWORK  INTEGER
              The dimension of the array DWORK.
              If N1+N2 = 2, then LDWORK = 0; otherwise,
              LDWORK >= 16*N1 + 10*N2 + 23, if UPLO = 'U';
              LDWORK >=  7*N1 +  7*N2 + 16, if UPLO = 'T';
              LDWORK >= 10*N1 + 16*N2 + 23, if UPLO = 'L'.
              For good performance LDWORK should be generally larger.

Error Indicator

      INFO    INTEGER
              = 0: succesful exit;
              = 3: the QZ iteration failed in the LAPACK routine DGGES
                   (if UPLO <> 'T') or DHGEQZ (if UPLO = 'T');
              = 4: another error occured during execution of DHGEQZ;
              = 5: reordering of aA - bB in the LAPACK routine DTGSEN
                   failed because the transformed matrix pencil aA - bB
                   would be too far from generalized Schur form;
                   the problem is very ill-conditioned.

Method

      The algorithm uses orthogonal transformations as described in [2]
      (page 30). The QZ algorithm is used for N1 = 2 or N2 = 2, but it
      always acts on an upper block triangular pencil.

References

      [1] Benner, P., Byers, R., Mehrmann, V. and Xu, H.
          Numerical computation of deflating subspaces of skew-
          Hamiltonian/Hamiltonian pencils.
          SIAM J. Matrix Anal. Appl., 24 (1), pp. 165-190, 2002.

      [2] 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

      The algorithm is numerically backward stable.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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