MB02CU - SLICOT Library Routine Documentation

## MB02CU

### Bringing the first blocks of a generator in proper form (extended version of MB02CX)

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

Purpose

      To bring the first blocks of a generator to proper form.
      The positive part of the generator is contained in the arrays A1
      and A2. The negative part of the generator is contained in B.
      Transformation information will be stored and can be applied
      via SLICOT Library routine MB02CV.

Specification

          SUBROUTINE MB02CU( TYPEG, K, P, Q, NB, A1, LDA1, A2, LDA2, B, LDB,
         $                   RNK, IPVT, CS, TOL, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          TYPEG
          INTEGER            INFO, K, LDA1, LDA2, LDB, LDWORK, NB, P, Q, RNK
          DOUBLE PRECISION   TOL
    C     .. Array Arguments ..
          INTEGER            IPVT(*)
          DOUBLE PRECISION   A1(LDA1,*), A2(LDA2,*), B(LDB,*), CS(*),
         $                   DWORK(*)

Arguments

Mode Parameters

      TYPEG   CHARACTER*1
              Specifies the type of the generator, as follows:
              = 'D':  generator is column oriented and rank
                      deficiencies are expected;
              = 'C':  generator is column oriented and rank
                      deficiencies are not expected;
              = 'R':  generator is row oriented and rank
                      deficiencies are not expected.

Input/Output Parameters

      K       (input)  INTEGER
              The number of rows in A1 to be processed.  K >= 0.

      P       (input)  INTEGER
              The number of columns of the positive generator.  P >= K.

      Q       (input)  INTEGER
              The number of columns in B containing the negative
              generators.
              If TYPEG = 'D',        Q >= K;
              If TYPEG = 'C' or 'R', Q >= 0.

      NB      (input)  INTEGER
              On entry, if TYPEG = 'C'  or  TYPEG = 'R', NB specifies
              the block size to be used in the blocked parts of the
              algorithm. If NB <= 0, an unblocked algorithm is used.

      A1      (input/output)  DOUBLE PRECISION array, dimension
              (LDA1, K)
              On entry, the leading K-by-K part of this array must
              contain the leading submatrix of the positive part of the
              generator. If TYPEG = 'C', A1 is assumed to be lower
              triangular and the strictly upper triangular part is not
              referenced. If TYPEG = 'R', A1 is assumed to be upper
              triangular and the strictly lower triangular part is not
              referenced.
              On exit, if TYPEG = 'D', the leading K-by-RNK part of this
              array contains the lower trapezoidal part of the proper
              generator and information for the Householder
              transformations applied during the reduction process.
              On exit, if TYPEG = 'C', the leading K-by-K part of this
              array contains the leading lower triangular part of the
              proper generator.
              On exit, if TYPEG = 'R', the leading K-by-K part of this
              array contains the leading upper triangular part of the
              proper generator.

      LDA1    INTEGER
              The leading dimension of the array A1.  LDA1 >= MAX(1,K).

      A2      (input/output)  DOUBLE PRECISION array,
              if TYPEG = 'D'  or  TYPEG = 'C',  dimension (LDA2, P-K);
              if TYPEG = 'R',                   dimension (LDA2, K).
              On entry, if TYPEG = 'D'  or  TYPEG = 'C', the leading
              K-by-(P-K) part of this array must contain the (K+1)-st
              to P-th columns of the positive part of the generator.
              On entry, if TYPEG = 'R', the leading (P-K)-by-K part of
              this array must contain the (K+1)-st to P-th rows of the
              positive part of the generator.
              On exit, if TYPEG = 'D'  or  TYPEG = 'C', the leading
              K-by-(P-K) part of this array contains information for
              Householder transformations.
              On exit, if TYPEG = 'R', the leading (P-K)-by-K part of
              this array contains information for Householder
              transformations.

      LDA2    INTEGER
              The leading dimension of the array A2.
              If P = K,                   LDA2 >= 1;
              If P > K and (TYPEG = 'D' or TYPEG = 'C'),
                                          LDA2 >= MAX(1,K);
              if P > K and TYPEG = 'R',   LDA2 >= P-K.

      B       (input/output)  DOUBLE PRECISION array,
              if TYPEG = 'D'  or  TYPEG = 'C',  dimension (LDB, Q);
              if TYPEG = 'R',                   dimension (LDB, K).
              On entry, if TYPEG = 'D'  or  TYPEG = 'C', the leading
              K-by-Q part of this array must contain the negative part
              of the generator.
              On entry, if TYPEG = 'R', the leading Q-by-K part of this
              array must contain the negative part of the generator.
              On exit, if TYPEG = 'D'  or  TYPEG = 'C', the leading
              K-by-Q part of this array contains information for
              Householder transformations.
              On exit, if TYPEG = 'R', the leading Q-by-K part of this
              array contains information for Householder transformations.

      LDB     INTEGER
              The leading dimension of the array B.
              If Q = 0,                  LDB >= 1;
              if Q > 0 and (TYPEG = 'D' or TYPEG = 'C'),
                                         LDB >= MAX(1,K);
              if Q > 0 and TYPEG = 'R',  LDB >= Q.

      RNK     (output)  INTEGER
              If TYPEG = 'D', the number of columns in the reduced
              generator which are found to be linearly independent.
              If TYPEG = 'C' or TYPEG = 'R', then RNK is not set.

      IPVT    (output)  INTEGER array, dimension (K)
              If TYPEG = 'D', then if IPVT(i) = k, the k-th row of the
              proper generator is the reduced i-th row of the input
              generator.
              If TYPEG = 'C' or TYPEG = 'R', this array is not
              referenced.

      CS      (output)  DOUBLE PRECISION array, dimension (x)
              If TYPEG = 'D' and P = K,                   x = 3*K;
              if TYPEG = 'D' and P > K,                   x = 5*K;
              if (TYPEG = 'C' or TYPEG = 'R') and P = K,  x = 4*K;
              if (TYPEG = 'C' or TYPEG = 'R') and P > K,  x = 6*K.
              On exit, the first x elements of this array contain
              necessary information for the SLICOT library routine
              MB02CV (Givens and modified hyperbolic rotation
              parameters, scalar factors of the Householder
              transformations).

Tolerances

      TOL     DOUBLE PRECISION
              If TYPEG = 'D', this number specifies the used tolerance
              for handling deficiencies. If the hyperbolic norm
              of two diagonal elements in the positive and negative
              generators appears to be less than or equal to TOL, then
              the corresponding columns are not reduced.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              On exit, if INFO = -17,  DWORK(1) returns the minimum
              value of LDWORK.

      LDWORK  INTEGER
              The length of the array DWORK.
              LDWORK >= MAX(1,4*K),         if TYPEG = 'D';
              LDWORK >= MAX(1,MAX(NB,1)*K), if TYPEG = 'C' or 'R'.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value;
              = 1:  if TYPEG = 'D', the generator represents a
                    (numerically) indefinite matrix; and if TYPEG = 'C'
                    or TYPEG = 'R', the generator represents a
                    (numerically) semidefinite matrix.

Method

      If TYPEG = 'C' or TYPEG = 'R', blocked Householder transformations
      and modified hyperbolic rotations are used to downdate the
      matrix [ A1  A2  sqrt(-1)*B ], cf. [1], [2].
      If TYPEG = 'D', then an algorithm with row pivoting is used. In
      the first stage it maximizes the hyperbolic norm of the active
      row. As soon as the hyperbolic norm is below the threshold TOL,
      the strategy is changed. Now, in the second stage, the algorithm
      applies an LQ decomposition with row pivoting on B such that
      the Euclidean norm of the active row is maximized.

References

      [1] Kailath, T. and Sayed, A.
          Fast Reliable Algorithms for Matrices with Structure.
          SIAM Publications, Philadelphia, 1999.

      [2] Kressner, D. and Van Dooren, P.
          Factorizations and linear system solvers for matrices with
          Toeplitz structure.
          SLICOT Working Note 2000-2, 2000.

Numerical Aspects

                                2
      The algorithm requires 0(K *( P + Q )) floating point operations.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

Return to Supporting Routines index