SB03MU - SLICOT Library Routine Documentation

## SB03MU

### Solving a discrete-time Sylvester equation for an m-by-n matrix X, 1 <= m,n <= 2

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

Purpose

      To solve for the N1-by-N2 matrix X, 1 <= N1,N2 <= 2, in

             ISGN*op(TL)*X*op(TR) - X = SCALE*B,

      where TL is N1-by-N1, TR is N2-by-N2, B is N1-by-N2, and ISGN = 1
      or -1.  op(T) = T or T', where T' denotes the transpose of T.

Specification

          SUBROUTINE SB03MU( LTRANL, LTRANR, ISGN, N1, N2, TL, LDTL, TR,
         $                   LDTR, B, LDB, SCALE, X, LDX, XNORM, INFO )
    C     .. Scalar Arguments ..
          LOGICAL            LTRANL, LTRANR
          INTEGER            INFO, ISGN, LDB, LDTL, LDTR, LDX, N1, N2
          DOUBLE PRECISION   SCALE, XNORM
    C     .. Array Arguments ..
          DOUBLE PRECISION   B( LDB, * ), TL( LDTL, * ), TR( LDTR, * ),
         $                   X( LDX, * )

Arguments

Mode Parameters

      LTRANL  LOGICAL
              Specifies the form of op(TL) to be used, as follows:
              = .FALSE.:  op(TL) = TL,
              = .TRUE. :  op(TL) = TL'.

      LTRANR  LOGICAL
              Specifies the form of op(TR) to be used, as follows:
              = .FALSE.:  op(TR) = TR,
              = .TRUE. :  op(TR) = TR'.

      ISGN    INTEGER
              Specifies the sign of the equation as described before.
              ISGN may only be 1 or -1.

Input/Output Parameters

      N1      (input) INTEGER
              The order of matrix TL.  N1 may only be 0, 1 or 2.

      N2      (input) INTEGER
              The order of matrix TR.  N2 may only be 0, 1 or 2.

      TL      (input) DOUBLE PRECISION array, dimension (LDTL,2)
              The leading N1-by-N1 part of this array must contain the
              matrix TL.

      LDTL    INTEGER
              The leading dimension of array TL.  LDTL >= MAX(1,N1).

      TR      (input) DOUBLE PRECISION array, dimension (LDTR,2)
              The leading N2-by-N2 part of this array must contain the
              matrix TR.

      LDTR    INTEGER
              The leading dimension of array TR.  LDTR >= MAX(1,N2).

      B       (input) DOUBLE PRECISION array, dimension (LDB,2)
              The leading N1-by-N2 part of this array must contain the
              right-hand side of the equation.

      LDB     INTEGER
              The leading dimension of array B.  LDB >= MAX(1,N1).

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

      X       (output) DOUBLE PRECISION array, dimension (LDX,N2)
              The leading N1-by-N2 part of this array contains the
              solution of the equation.
              Note that X may be identified with B in the calling
              statement.

      LDX     INTEGER
              The leading dimension of array X.  LDX >= MAX(1,N1).

      XNORM   (output) DOUBLE PRECISION
              The infinity-norm of the solution.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              = 1:  if TL and TR have almost reciprocal eigenvalues, so
                    TL or TR is perturbed to get a nonsingular equation.

              NOTE: In the interests of speed, this routine does not
                    check the inputs for errors.

Method

      The equivalent linear algebraic system of equations is formed and
      solved using Gaussian elimination with complete pivoting.

References

      [1] 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 stable and reliable, since Gaussian elimination
      with complete pivoting is used.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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