SB03OR - SLICOT Library Routine Documentation

## SB03OR

### Solving continuous- or discrete-time Sylvester equations, with matrix S quasi-triangular, for an n-by-m matrix X, 1 <= m <= 2

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

Purpose

      To compute the solution of the Sylvester equations

         op(S)'*X + X*op(A) = scale*C, if DISCR = .FALSE.  or

         op(S)'*X*op(A) - X = scale*C, if DISCR = .TRUE.

      where op(K) = K or K' (i.e., the transpose of the matrix K), S is
      an N-by-N block upper triangular matrix with one-by-one and
      two-by-two blocks on the diagonal, A is an M-by-M matrix (M = 1 or
      M = 2), X and C are each N-by-M matrices, and scale is an output
      scale factor, set less than or equal to 1 to avoid overflow in X.
      The solution X is overwritten on C.

      SB03OR  is a service routine for the Lyapunov solver  SB03OT.

Specification

          SUBROUTINE SB03OR( DISCR, LTRANS, N, M, S, LDS, A, LDA, C, LDC,
         $                   SCALE, INFO )
    C     .. Scalar Arguments ..
          LOGICAL            DISCR, LTRANS
          INTEGER            INFO, LDA, LDS, LDC, M, N
          DOUBLE PRECISION   SCALE
    C     .. Array Arguments ..
          DOUBLE PRECISION   A( LDA, * ), C( LDC, * ), S( LDS, * )

Arguments

Mode Parameters

      DISCR   LOGICAL
              Specifies the equation to be solved:
              = .FALSE.:  op(S)'*X + X*op(A) = scale*C;
              = .TRUE. :  op(S)'*X*op(A) - X = scale*C.

      LTRANS  LOGICAL
              Specifies the form of op(K) to be used, as follows:
              = .FALSE.:  op(K) = K    (No transpose);
              = .TRUE. :  op(K) = K**T (Transpose).

Input/Output Parameters

      N       (input) INTEGER
              The order of the matrix  S  and also the number of rows of
              matrices  X and C.  N >= 0.

      M       (input) INTEGER
              The order of the matrix  A  and also the number of columns
              of matrices  X and C.  M = 1 or M = 2.

      S       (input) DOUBLE PRECISION array, dimension (LDS,N)
              The leading  N-by-N  upper Hessenberg part of the array  S
              must contain the block upper triangular matrix. The
              elements below the upper Hessenberg part of the array  S
              are not referenced.  The array  S  must not contain
              diagonal blocks larger than two-by-two and the two-by-two
              blocks must only correspond to complex conjugate pairs of
              eigenvalues, not to real eigenvalues.

      LDS     INTEGER
              The leading dimension of array S.  LDS >= MAX(1,N).

      A       (input) DOUBLE PRECISION array, dimension (LDS,M)
              The leading  M-by-M  part of this array must contain a
              given matrix, where M = 1 or M = 2.

      LDA     INTEGER
              The leading dimension of array A.  LDA >= M.

      C       (input/output) DOUBLE PRECISION array, dimension (LDC,M)
              On entry, C must contain an N-by-M matrix, where M = 1 or
              M = 2.
              On exit, C contains the N-by-M matrix X, the solution of
              the Sylvester equation.

      LDC     INTEGER
              The leading dimension of array C.  LDC >= MAX(1,N).

      SCALE   (output) DOUBLE PRECISION
              The scale factor, scale, set less than or equal to 1 to
              prevent the solution overflowing.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              = 1:  if DISCR = .FALSE., and S and -A have common
                    eigenvalues, or if DISCR = .TRUE., and S and A have
                    eigenvalues whose product is equal to unity;
                    a solution has been computed using slightly
                    perturbed values.

Method

      The LAPACK scheme for solving Sylvester equations is adapted.

References

      [1] Hammarling, S.J.
          Numerical solution of the stable, non-negative definite
          Lyapunov equation.
          IMA J. Num. Anal., 2, pp. 303-325, 1982.

Numerical Aspects

                                2
      The algorithm requires 0(N M) operations and is backward stable.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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