MB01LD - SLICOT Library Routine Documentation

## MB01LD

### Computation of matrix expression alpha*R + beta*A*X*trans(A) with skew-symmetric matrices R and X

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

Purpose

      To compute the matrix formula
         _
         R = alpha*R + beta*op( A )*X*op( A )',
                                                  _
      where alpha and beta are scalars, R, X, and R are skew-symmetric
      matrices, A is a general matrix, and op( A ) is one of

         op( A ) = A   or   op( A ) = A'.

      The result is overwritten on R.

Specification

          SUBROUTINE MB01LD( UPLO, TRANS, M, N, ALPHA, BETA, R, LDR, A, LDA,
         $                   X, LDX, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER         TRANS, UPLO
          INTEGER           INFO, LDA, LDR, LDWORK, LDX, M, N
          DOUBLE PRECISION  ALPHA, BETA
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), DWORK(*), R(LDR,*), X(LDX,*)

Arguments

Mode Parameters

      UPLO    CHARACTER*1
              Specifies which triangles of the skew-symmetric matrices R
              and X are given, as follows:
              = 'U':  the strictly upper triangular part is given;
              = 'L':  the strictly lower triangular part is given.

      TRANS   CHARACTER*1
              Specifies the form of op( A ) to be used in the matrix
              multiplication, as follows:
              = 'N':  op( A ) = A;
              = 'T':  op( A ) = A';
              = 'C':  op( A ) = A'.

Input/Output Parameters

      M       (input) INTEGER           _
              The order of the matrices R and R and the number of rows
              of the matrix op( A ).  M >= 0.

      N       (input) INTEGER
              The order of the matrix X and the number of columns of the
              matrix op( A ).  N >= 0.

      ALPHA   (input) DOUBLE PRECISION
              The scalar alpha. When alpha is zero then R need not be
              set before entry, except when R is identified with X in
              the call.

      BETA    (input) DOUBLE PRECISION
              The scalar beta. When beta is zero or N <= 1, or M <= 1,
              then A and X are not referenced.

      R       (input/output) DOUBLE PRECISION array, dimension (LDR,M)
              On entry with UPLO = 'U', the leading M-by-M strictly
              upper triangular part of this array must contain the
              strictly upper triangular part of the skew-symmetric
              matrix R. The lower triangle is not referenced.
              On entry with UPLO = 'L', the leading M-by-M strictly
              lower triangular part of this array must contain the
              strictly lower triangular part of the skew-symmetric
              matrix R. The upper triangle is not referenced.
              On exit, the leading M-by-M strictly upper triangular part
              (if UPLO = 'U'), or strictly lower triangular part
              (if UPLO = 'L'), of this array contains the corresponding
                                                              _
              strictly triangular part of the computed matrix R.

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

      A       (input) DOUBLE PRECISION array, dimension (LDA,k)
              where k is N when TRANS = 'N' and is M when TRANS = 'T' or
              TRANS = 'C'.
              On entry with TRANS = 'N', the leading M-by-N part of this
              array must contain the matrix A.
              On entry with TRANS = 'T' or TRANS = 'C', the leading
              N-by-M part of this array must contain the matrix A.

      LDA     INTEGER
              The leading dimension of the array A.  LDA >= MAX(1,k),
              where k is M when TRANS = 'N' and is N when TRANS = 'T' or
              TRANS = 'C'.

      X       (input or input/output) DOUBLE PRECISION array, dimension
              (LDX,K), where K = N, if UPLO = 'U' or  LDWORK >= M*(N-1),
                   or K = MAX(N,M), if UPLO = 'L' and LDWORK <  M*(N-1).
              On entry, if UPLO = 'U', the leading N-by-N strictly upper
              triangular part of this array must contain the strictly
              upper triangular part of the skew-symmetric matrix X and
              the lower triangular part of the array is not referenced.
              On entry, if UPLO = 'L', the leading N-by-N strictly lower
              triangular part of this array must contain the strictly
              lower triangular part of the skew-symmetric matrix X and
              the upper triangular part of the array is not referenced.
              If LDWORK < M*(N-1), this array is overwritten with the
              matrix op(A)*X, if UPLO = 'U', or X*op(A)', if UPLO = 'L'.

      LDX     INTEGER
              The leading dimension of the array X.
              LDX >= MAX(1,N),   if UPLO = 'L' or  LDWORK >= M*(N-1);
              LDX >= MAX(1,N,M), if UPLO = 'U' and LDWORK <  M*(N-1).

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              This array is not referenced when beta = 0, or M <= 1, or
              N <= 1.

      LDWORK  The length of the array DWORK.
              LDWORK >= N, if  beta <> 0, and M > 0, and N >  1;
              LDWORK >= 0, if  beta =  0, or  M = 0, or  N <= 1.
              For optimum performance, LDWORK >= M*(N-1), if  beta <> 0,
              M > 1, and N > 1.

Error Indicator

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

Method

      The matrix expression is efficiently evaluated taking the skew-
      symmetry into account. If LDWORK >= M*(N-1), a BLAS 3 like
      implementation is used. Specifically, let X = T - T', with T a
      strictly upper or strictly lower triangular matrix, defined by

         T = striu( X ),  if UPLO = 'U',
         T = stril( X ),  if UPLO = 'L',

      where striu and stril denote the strictly upper triangular part
      and strictly lower triangular part of X, respectively. Then,

         A*X*A' = ( A*T )*A' - A*( A*T )',  for TRANS = 'N',
         A'*X*A = A'*( T*A ) - ( T*A )'*A,  for TRANS = 'T', or 'C',

      which involve BLAS 3 operations DTRMM and the skew-symmetric
      correspondent of DSYR2K (with a Fortran implementation available
      in the SLICOT Library routine MB01KD).
      If LDWORK < M*(N-1), a BLAS 2 implementation is used.

Numerical Aspects

      The algorithm requires approximately

                    2         2
         3/2 x M x N + 1/2 x M

      operations.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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