MB03XU - SLICOT Library Routine Documentation

## MB03XU

### Panel reduction of columns and rows of a real (k+2n)-by-(k+2n) matrix by orthogonal symplectic transformations

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

Purpose

      To reduce 2*nb columns and rows of a real (k+2n)-by-(k+2n)
      matrix H:

              [ op(A)   G   ]
          H = [             ],
              [  Q    op(B) ]

      so that elements in the first nb columns below the k-th
      subdiagonal of the (k+n)-by-n matrix op(A), in the first nb
      columns and rows of the n-by-n matrix Q and in the first nb rows
      above the diagonal of the n-by-(k+n) matrix op(B) are zero.
      The reduction is performed by orthogonal symplectic
      transformations UU'*H*VV and matrices U, V, YA, YB, YG, YQ, XA,
      XB, XG, and XQ are returned so that

                     [ op(Aout)+U*YA'+XA*V'     G+U*YG'+XG*V'    ]
          UU' H VV = [                                           ].
                     [   Qout+U*YQ'+XQ*V'   op(Bout)+U*YB'+XB*V' ]

      This is an auxiliary routine called by MB04TB.

Specification

          SUBROUTINE MB03XU( LTRA, LTRB, N, K, NB, A, LDA, B, LDB, G, LDG,
         $                   Q, LDQ, XA, LDXA, XB, LDXB, XG, LDXG, XQ, LDXQ,
         $                   YA, LDYA, YB, LDYB, YG, LDYG, YQ, LDYQ, CSL,
         $                   CSR, TAUL, TAUR, DWORK )
    C     .. Scalar Arguments ..
          LOGICAL           LTRA, LTRB
          INTEGER           K, LDA, LDB, LDG, LDQ, LDXA, LDXB, LDXG, LDXQ,
         $                  LDYA, LDYB, LDYG, LDYQ, N, NB
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), B(LDB,*), CSL(*), CSR(*), DWORK(*),
         $                  G(LDG,*), Q(LDQ,*), TAUL(*), TAUR(*),
         $                  XA(LDXA,*), XB(LDXB,*), XG(LDXG,*), XQ(LDXQ,*),
         $                  YA(LDYA,*), YB(LDYB,*), YG(LDYG,*), YQ(LDYQ,*)

Arguments

Mode Parameters

      LTRA    LOGICAL
              Specifies the form of op( A ) as follows:
              = .FALSE.:  op( A ) = A;
              = .TRUE.:   op( A ) = A'.

      LTRB    LOGICAL
              Specifies the form of op( B ) as follows:
              = .FALSE.:  op( B ) = B;
              = .TRUE.:   op( B ) = B'.

Input/Output Parameters

      N       (input) INTEGER
              The order of the matrix Q. N >= 0.

      K       (input) INTEGER
              The offset of the reduction. Elements below the K-th
              subdiagonal in the first NB columns of op(A) are
              reduced to zero. K >= 0.

      NB      (input) INTEGER
              The number of columns/rows to be reduced. N > NB >= 0.

      A       (input/output) DOUBLE PRECISION array, dimension
                      (LDA,N)     if LTRA = .FALSE.
                      (LDA,K+N)   if LTRA = .TRUE.
              On entry with LTRA = .FALSE., the leading (K+N)-by-N part
              of this array must contain the matrix A.
              On entry with LTRA = .TRUE., the leading N-by-(K+N) part
              of this array must contain the matrix A.
              On exit with LTRA = .FALSE., the leading (K+N)-by-N part
              of this array contains the matrix Aout and, in the zero
              parts, information about the elementary reflectors used to
              compute the reduction.
              On exit with LTRA = .TRUE., the leading N-by-(K+N) part of
              this array contains the matrix Aout and in the zero parts
              information about the elementary reflectors.

      LDA     INTEGER
              The leading dimension of the array A.
              LDA >= MAX(1,K+N),  if LTRA = .FALSE.;
              LDA >= MAX(1,N),    if LTRA = .TRUE..

      B       (input/output) DOUBLE PRECISION array, dimension
                      (LDB,K+N)   if LTRB = .FALSE.
                      (LDB,N)     if LTRB = .TRUE.
              On entry with LTRB = .FALSE., the leading N-by-(K+N) part
              of this array must contain the matrix B.
              On entry with LTRB = .TRUE., the leading (K+N)-by-N part
              of this array must contain the matrix B.
              On exit with LTRB = .FALSE., the leading N-by-(K+N) part
              of this array contains the matrix Bout and, in the zero
              parts, information about the elementary reflectors used to
              compute the reduction.
              On exit with LTRB = .TRUE., the leading (K+N)-by-N part of
              this array contains the matrix Bout and in the zero parts
              information about the elementary reflectors.

      LDB     INTEGER
              The leading dimension of the array B.
              LDB >= MAX(1,N),    if LTRB = .FALSE.;
              LDB >= MAX(1,K+N),  if LTRB = .TRUE..

      G       (input/output) DOUBLE PRECISION array, dimension (LDG,N)
              On entry, the leading N-by-N part of this array must
              contain the matrix G.
              On exit, the leading N-by-N part of this array contains
              the matrix Gout.

      LDG     INTEGER
              The leading dimension of the array G.  LDG >= MAX(1,N).

      Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
              On entry, the leading N-by-N part of this array must
              contain the matrix Q.
              On exit, the leading N-by-N part of this array contains
              the matrix Qout and in the zero parts information about
              the elementary reflectors used to compute the reduction.

      LDQ     INTEGER
              The leading dimension of the array Q.  LDQ >= MAX(1,N).

      XA      (output) DOUBLE PRECISION array, dimension (LDXA,2*NB)
              On exit, the leading N-by-(2*NB) part of this array
              contains the matrix XA.

      LDXA    INTEGER
              The leading dimension of the array XA.  LDXA >= MAX(1,N).

      XB      (output) DOUBLE PRECISION array, dimension (LDXB,2*NB)
              On exit, the leading (K+N)-by-(2*NB) part of this array
              contains the matrix XB.

      LDXB    INTEGER
              The leading dimension of the array XB. LDXB >= MAX(1,K+N).

      XG      (output) DOUBLE PRECISION array, dimension (LDXG,2*NB)
              On exit, the leading (K+N)-by-(2*NB) part of this array
              contains the matrix XG.

      LDXG    INTEGER
              The leading dimension of the array XG. LDXG >= MAX(1,K+N).

      XQ      (output) DOUBLE PRECISION array, dimension (LDXQ,2*NB)
              On exit, the leading N-by-(2*NB) part of this array
              contains the matrix XQ.

      LDXQ    INTEGER
              The leading dimension of the array XQ.  LDXQ >= MAX(1,N).

      YA      (output) DOUBLE PRECISION array, dimension (LDYA,2*NB)
              On exit, the leading (K+N)-by-(2*NB) part of this array
              contains the matrix YA.

      LDYA    INTEGER
              The leading dimension of the array YA. LDYA >= MAX(1,K+N).

      YB      (output) DOUBLE PRECISION array, dimension (LDYB,2*NB)
              On exit, the leading N-by-(2*NB) part of this array
              contains the matrix YB.

      LDYB    INTEGER
              The leading dimension of the array YB.  LDYB >= MAX(1,N).

      YG      (output) DOUBLE PRECISION array, dimension (LDYG,2*NB)
              On exit, the leading (K+N)-by-(2*NB) part of this array
              contains the matrix YG.

      LDYG    INTEGER
              The leading dimension of the array YG. LDYG >= MAX(1,K+N).

      YQ      (output) DOUBLE PRECISION array, dimension (LDYQ,2*NB)
              On exit, the leading N-by-(2*NB) part of this array
              contains the matrix YQ.

      LDYQ    INTEGER
              The leading dimension of the array YQ.  LDYQ >= MAX(1,N).

      CSL     (output) DOUBLE PRECISION array, dimension (2*NB)
              On exit, the first 2NB elements of this array contain the
              cosines and sines of the symplectic Givens rotations
              applied from the left-hand side used to compute the
              reduction.

      CSR     (output) DOUBLE PRECISION array, dimension (2*NB)
              On exit, the first 2NB-2 elements of this array contain
              the cosines and sines of the symplectic Givens rotations
              applied from the right-hand side used to compute the
              reduction.

      TAUL    (output) DOUBLE PRECISION array, dimension (NB)
              On exit, the first NB elements of this array contain the
              scalar factors of some of the elementary reflectors
              applied form the left-hand side.

      TAUR    (output) DOUBLE PRECISION array, dimension (NB)
              On exit, the first NB-1 elements of this array contain the
              scalar factors of some of the elementary reflectors
              applied form the right-hand side.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (5*NB)

Method

      For details regarding the representation of the orthogonal
      symplectic matrices UU and VV within the arrays A, B, CSL, CSR, Q,
      TAUL and TAUR see the description of MB04TB.

      The contents of A, B, G and Q on exit are illustrated by the
      following example with op(A) = A, op(B) = B, n = 5, k = 2 and
      nb = 2:

           ( a  r  r  a  a  )       ( g  g  g  r  r  g  g  )
           ( a  r  r  a  a  )       ( g  g  g  r  r  g  g  )
           ( r  r  r  r  r  )       ( r  r  r  r  r  r  r  )
       A = ( u2 r  r  r  r  ),  G = ( r  r  r  r  r  r  r  ),
           ( u2 u2 r  a  a  )       ( g  g  g  r  r  g  g  )
           ( u2 u2 r  a  a  )       ( g  g  g  r  r  g  g  )
           ( u2 u2 r  a  a  )       ( g  g  g  r  r  g  g  )

           ( t  t  v1 v1 v1 )       ( r  r  r  r  r  v2 v2 )
           ( u1 t  t  v1 v1 )       ( r  r  r  r  r  r  v2 )
       Q = ( u1 u1 r  q  q  ),  B = ( b  b  b  r  r  b  b  ).
           ( u1 u1 r  q  q  )       ( b  b  b  r  r  b  b  )
           ( u1 u1 r  q  q  )       ( b  b  b  r  r  b  b  )

      where a, b, g and q denote elements of the original matrices, r
      denotes a modified element, t denotes a scalar factor of an
      applied elementary reflector, ui and vi denote elements of the
      matrices U and V, respectively.

Numerical Aspects

      The algorithm requires ( 16*K + 32*N + 42 )*N*NB +
      ( 16*K + 112*N - 208/3*NB - 69 )*NB*NB - 29/3*NB floating point
      operations and is numerically backward stable.

References

      [1] Benner, P., Mehrmann, V., and Xu, H.
          A numerically stable, structure preserving method for
          computing the eigenvalues of real Hamiltonian or symplectic
          pencils.
          Numer. Math., Vol. 78 (3), pp. 329-358, 1998.

      [2] Kressner, D.
          Block algorithms for orthogonal symplectic factorizations.
          BIT Numerical Mathematics, 43 (4), pp. 775-790, 2003.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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