MB03KA - SLICOT Library Routine Documentation

## MB03KA

### Moving diagonal blocks at a specified position in a formal matrix product to another position

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

Purpose

      To reorder the diagonal blocks of the formal matrix product

         T22_K^S(K) * T22_K-1^S(K-1) * ... * T22_1^S(1),             (1)

      of length K, in the generalized periodic Schur form

               [  T11_k  T12_k  T13_k  ]
         T_k = [    0    T22_k  T23_k  ],    k = 1, ..., K,          (2)
               [    0      0    T33_k  ]

      where

      - the submatrices T11_k are NI(k+1)-by-NI(k), if S(k) = 1, or
        NI(k)-by-NI(k+1), if S(k) = -1, and contain dimension-induced
        infinite eigenvalues,
      - the submatrices T22_k are NC-by-NC and contain core eigenvalues,
        which are generically neither zero nor infinite,
      - the submatrices T33_k contain dimension-induced zero
        eigenvalues,

      such that the block with starting row index IFST in (1) is moved
      to row index ILST. The indices refer to the T22_k submatrices.

      Optionally, the transformation matrices Q_1,...,Q_K from the
      reduction into generalized periodic Schur form are updated with
      respect to the performed reordering.

Specification

          SUBROUTINE MB03KA( COMPQ, WHICHQ, WS, K, NC, KSCHUR, IFST, ILST,
         $                   N, NI, S, T, LDT, IXT, Q, LDQ, IXQ, TOL, IWORK,
         $                   DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          COMPQ
          LOGICAL            WS
          INTEGER            IFST, ILST, INFO, K, KSCHUR, LDWORK, NC
    C     .. Array Arguments ..
          INTEGER            IWORK( * ), IXQ( * ), IXT( * ), LDQ( * ),
         $                   LDT( * ), N( * ), NI( * ), S( * ), WHICHQ( * )
          DOUBLE PRECISION   DWORK( * ), Q( * ), T( * ), TOL( * )

Arguments

Mode Parameters

      COMPQ   CHARACTER*1
              = 'N': do not compute any of the matrices Q_k;
              = 'U': each coefficient of Q must contain an orthogonal
                     matrix Q1_k on entry, and the products Q1_k*Q_k are
                     returned, where Q_k, k = 1, ..., K, performed the
                     reordering;
              = 'W': the computation of each Q_k is specified
                     individually in the array WHICHQ.

      WHICHQ  INTEGER array, dimension (K)
              If COMPQ = 'W', WHICHQ(k) specifies the computation of Q_k
              as follows:
              = 0:   do not compute Q_k;
              > 0:   the kth coefficient of Q must contain an orthogonal
                     matrix Q1_k on entry, and the product Q1_k*Q_k is
                     returned.
              This array is not referenced if COMPQ <> 'W'.

      WS      LOGICAL
              = .FALSE. : do not perform the strong stability tests;
              = .TRUE.  : perform the strong stability tests; often,
                          this is not needed, and omitting them can save
                          some computations.

Input/Output Parameters

      K       (input) INTEGER
              The period of the periodic matrix sequences T and Q (the
              number of factors in the matrix product).  K >= 2.
              (For K = 1, a standard eigenvalue reordering problem is
              obtained.)

      NC      (input) INTEGER
              The number of core eigenvalues.  0 <= NC <= min(N).

      KSCHUR  (input) INTEGER
              The index for which the matrix T22_kschur is upper quasi-
              triangular. All other T22 matrices are upper triangular.

      IFST    (input/output) INTEGER
      ILST    (input/output) INTEGER
              Specify the reordering of the diagonal blocks, as follows:
              The block with starting row index IFST in (1) is moved to
              row index ILST by a sequence of direct swaps between adjacent
              blocks in the product.
              On exit, if IFST pointed on entry to the second row of a
              2-by-2 block in the product, it is changed to point to the
              first row; ILST always points to the first row of the block
              in its final position in the product (which may differ from
              its input value by +1 or -1).
              1 <= IFST <= NC, 1 <= ILST <= NC.

      N       (input) INTEGER array, dimension (K)
              The leading K elements of this array must contain the
              dimensions of the factors of the formal matrix product T,
              such that the k-th coefficient T_k is an N(k+1)-by-N(k)
              matrix, if S(k) = 1, or an N(k)-by-N(k+1) matrix,
              if S(k) = -1, k = 1, ..., K, where N(K+1) = N(1).

      NI      (input) INTEGER array, dimension (K)
              The leading K elements of this array must contain the
              dimensions of the factors of the matrix sequence T11_k.
              N(k) >= NI(k) + NC >= 0.

      S       (input) INTEGER array, dimension (K)
              The leading K elements of this array must contain the
              signatures (exponents) of the factors in the K-periodic
              matrix sequence. Each entry in S must be either 1 or -1;
              the value S(k) = -1 corresponds to using the inverse of
              the factor T_k.

      T       (input/output) DOUBLE PRECISION array, dimension (*)
              On entry, this array must contain at position IXT(k) the
              matrix T_k, which is at least N(k+1)-by-N(k), if S(k) = 1,
              or at least N(k)-by-N(k+1), if S(k) = -1, in periodic
              Schur form.
              On exit, the matrices T_k are overwritten by the reordered
              periodic Schur form.

      LDT     INTEGER array, dimension (K)
              The leading dimensions of the matrices T_k in the one-
              dimensional array T.
              LDT(k) >= max(1,N(k+1)),  if S(k) =  1,
              LDT(k) >= max(1,N(k)),    if S(k) = -1.

      IXT     INTEGER array, dimension (K)
              Start indices of the matrices T_k in the one-dimensional
              array T.

      Q       (input/output) DOUBLE PRECISION array, dimension (*)
              On entry, this array must contain at position IXQ(k) a
              matrix Q_k of size at least N(k)-by-N(k), provided that
              COMPQ = 'U', or COMPQ = 'W' and WHICHQ(k) > 0.
              On exit, if COMPQ = 'U', or COMPQ = 'W' and WHICHQ(k) > 0,
              Q_k is post-multiplied with the orthogonal matrix that
              performed the reordering.
              This array is not referenced if COMPQ = 'N'.

      LDQ     INTEGER array, dimension (K)
              The leading dimensions of the matrices Q_k in the one-
              dimensional array Q.
              LDQ(k) >= max(1,N(k)), if COMPQ = 'U', or COMPQ = 'W' and
                                                        WHICHQ(k) > 0;
              This array is not referenced if COMPQ = 'N'.

      IXQ     INTEGER array, dimension (K)
              Start indices of the matrices Q_k in the one-dimensional
              array Q.
              This array is not referenced if COMPQ = 'N'.

Tolerances

      TOL     DOUBLE PRECISION array, dimension (3)
              This array contains tolerance parameters. The weak and
              strong stability tests use a threshold computed by the
              formula  MAX( c*EPS*NRM, SMLNUM ),  where c is a constant,
              NRM is the Frobenius norm of the current matrix formed by
              concatenating K pairs of adjacent diagonal blocks of sizes
              1 and/or 2 in the T22_k submatrices from (2), which are
              swapped, and EPS and SMLNUM are the machine precision and
              safe minimum divided by EPS, respectively (see LAPACK
              Library routine DLAMCH). The norm NRM is computed by this
              routine; the other values are stored in the array TOL.
              TOL(1), TOL(2), and TOL(3) contain c, EPS, and SMLNUM,
              respectively. TOL(1) should normally be at least 10.

Workspace

      IWORK   INTEGER array, dimension (4*K)

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              On exit, if INFO = 0, DWORK(1) returns the optimal LDWORK.

      LDWORK  INTEGER
              The dimension of the array DWORK.
              LDWORK >= 10*K + MN, if all blocks between IFST and ILST
                                   have order 1;
              LDWORK >= 25*K + MN, if there is at least a block of
                                   order 2, but no adjacent blocks of
                                   order 2 can appear between IFST and
                                   ILST during reordering;
              LDWORK >= MAX(42*K + MN, 80*K - 48), if at least a pair of
                                   adjacent blocks of order 2 can appear
                                   between IFST and ILST during
                                   reordering;
              where MN = MXN, if MXN > 10, and MN = 0, otherwise, with
              MXN = MAX(N(k),k=1,...,K).

              If LDWORK = -1  a workspace query is assumed; the
              routine only calculates the optimal size of the DWORK
              array, returns this value as the first entry of the DWORK
              array, and no error message is issued by XERBLA.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -21, the LDWORK argument was too small;
              = 1:  the reordering of T failed because some eigenvalues
                    are too close to separate (the problem is very ill-
                    conditioned); T may have been partially reordered.
                    The returned value of ILST is the index where this
                    was detected.

Method

      An adaptation of the LAPACK Library routine DTGEXC is used.

Numerical Aspects

      The implemented method is numerically backward stable.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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