NF01BX - SLICOT Library Routine Documentation

## NF01BX

### Matrix-vector product x <-- (A' A + c I) x, for a full matrix A

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

Purpose

      To compute (J'*J + c*I)*x, where J is an m-by-n real matrix, c is
      a real scalar, I is the n-by-n identity matrix, and x is a real
      n-vector.

      NOTE: this routine must have the same arguments as SLICOT Library
      routine NF01BW.

Specification

          SUBROUTINE NF01BX( N, IPAR, LIPAR, DPAR, LDPAR, J, LDJ, X, INCX,
         $                   DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER           INCX, INFO, LDJ, LDPAR, LDWORK, LIPAR, N
    C     .. Array Arguments ..
          INTEGER           IPAR(*)
          DOUBLE PRECISION  DPAR(*), DWORK(*), J(LDJ,*), X(*)

Arguments

Input/Output Parameters

      N       (input) INTEGER
              The number of columns of the Jacobian matrix J.  N >= 0.

      IPAR    (input) INTEGER array, dimension (LIPAR)
              The integer parameters describing the structure of the
              matrix J, as follows:
              IPAR(1) must contain the number of rows M of the Jacobian
                      matrix J.  M >= 0.
              IPAR is provided for compatibility with SLICOT Library
              routine MD03AD.

      LIPAR   (input) INTEGER
              The length of the array IPAR.  LIPAR >= 1.

      DPAR    (input) DOUBLE PRECISION array, dimension (LDPAR)
              The real parameters needed for solving the problem.
              The entry DPAR(1) must contain the real scalar c.

      LDPAR   (input) INTEGER
              The length of the array DPAR.  LDPAR >= 1.

      J       (input) DOUBLE PRECISION array, dimension (LDJ,N)
              The leading M-by-N part of this array must contain the
              Jacobian matrix J.

      LDJ     INTEGER
              The leading dimension of the array J.  LDJ >= MAX(1,M).

      X       (input/output) DOUBLE PRECISION array, dimension
              (1+(N-1)*abs(INCX))
              On entry, this incremented array must contain the
              vector x.
              On exit, this incremented array contains the value of the
              matrix-vector product (J'*J + c*I)*x.

      INCX    (input) INTEGER
              The increment for the elements of X.  INCX <> 0.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)

      LDWORK  INTEGER
              The length of the array DWORK.  LDWORK >= M.

Error Indicator

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

Method

      The associativity of matrix multiplications is used; the result
      is obtained as:  x_out = J'*( J*x ) + c*x.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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