MB03IZ - SLICOT Library Routine Documentation

## MB03IZ

### Moving eigenvalues with negative real parts of a complex skew-Hamiltonian/Hamiltonian pencil in structured Schur form to the leading subpencil (factored version)

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

Purpose

      To move the eigenvalues with strictly negative real parts of an
      N-by-N complex skew-Hamiltonian/Hamiltonian pencil aS - bH in
      structured Schur form, with

                                 (  0  I  )
        S = J Z' J' Z, where J = (        ),
                                 ( -I  0  )

      to the leading principal subpencil, while keeping the triangular
      form. On entry, we have

            (  A  D  )      (  B  F  )
        Z = (        ), H = (        ),
            (  0  C  )      (  0 -B' )

      where A and B are upper triangular and C is lower triangular.
      Z and H are transformed by a unitary symplectic matrix U and a
      unitary matrix Q such that

                        (  Aout  Dout  )
        Zout = U' Z Q = (              ), and
                        (    0   Cout  )
                                                                     (1)
                             (  Bout  Fout  )
        Hout = J Q' J' H Q = (              ),
                             (    0  -Bout' )

      where Aout, Bout and Cout remain in triangular form. The notation
      M' denotes the conjugate transpose of the matrix M.
      Optionally, if COMPQ = 'I' or COMPQ = 'U', the unitary matrix Q
      that fulfills (1) is computed.
      Optionally, if COMPU = 'I' or COMPU = 'U', the unitary symplectic
      matrix

            (  U1  U2  )
        U = (          )
            ( -U2  U1  )

      that fulfills (1) is computed.

Specification

          SUBROUTINE MB03IZ( COMPQ, COMPU, N, A, LDA, C, LDC, D, LDD, B,
         $                   LDB, F, LDF, Q, LDQ, U1, LDU1, U2, LDU2, NEIG,
         $                   TOL, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          COMPQ, COMPU
          INTEGER            INFO, LDA, LDB, LDC, LDD, LDF, LDQ, LDU1, LDU2,
         $                   N, NEIG
          DOUBLE PRECISION   TOL
    C     .. Array Arguments ..
          COMPLEX*16         A( LDA, * ), B( LDB, * ), C( LDC, * ),
         $                   D( LDD, * ), F( LDF, * ), Q( LDQ, * ),
         $                   U1( LDU1, * ), U2( LDU2, * )

Arguments

Mode Parameters

      COMPQ   CHARACTER*1
              Specifies whether or not the unitary transformations
              should be accumulated in the array Q, as follows:
              = 'N':  Q is not computed;
              = 'I':  the array Q is initialized internally to the unit
                      matrix, and the unitary matrix Q is returned;
              = 'U':  the array Q contains a unitary matrix Q0 on
                      entry, and the matrix Q0*Q is returned, where Q
                      is the product of the unitary transformations
                      that are applied to the pencil aS - bH to reorder
                      the eigenvalues.

      COMPU   CHARACTER*1
              Specifies whether or not the unitary symplectic
              transformations should be accumulated in the arrays U1 and
              U2, as follows:
              = 'N':  U1 and U2 are not computed;
              = 'I':  the arrays U1 and U2 are initialized internally,
                      and the submatrices U1 and U2 defining the
                      unitary symplectic matrix U are returned;
              = 'U':  the arrays U1 and U2 contain the corresponding
                      submatrices of a unitary symplectic matrix U0
                      on entry, and the updated submatrices U1 and U2
                      of the matrix product U0*U are returned, where U
                      is the product of the unitary symplectic
                      transformations that are applied to the pencil
                      aS - bH to reorder the eigenvalues.

Input/Output Parameters

      N       (input) INTEGER
              The order of the pencil aS - bH.  N >= 0, even.

      A       (input/output) COMPLEX*16 array, dimension (LDA, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper triangular matrix A.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed matrix Aout.
              The strictly lower triangular part of this array is not
              referenced.

      LDA     INTEGER
              The leading dimension of the array A.  LDA >= MAX(1, N/2).

      C       (input/output) COMPLEX*16 array, dimension (LDC, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the lower triangular matrix C.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed matrix Cout.
              The strictly upper triangular part of this array is not
              referenced.

      LDC     INTEGER
              The leading dimension of the array C.  LDC >= MAX(1, N/2).

      D       (input/output) COMPLEX*16 array, dimension (LDD, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the matrix D.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed matrix Dout.

      LDD     INTEGER
              The leading dimension of the array D.  LDD >= MAX(1, N/2).

      B       (input/output) COMPLEX*16 array, dimension (LDB, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper triangular matrix B.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed matrix Bout.
              The strictly lower triangular part of this array is not
              referenced.

      LDB     INTEGER
              The leading dimension of the array B.  LDB >= MAX(1, N/2).

      F       (input/output) COMPLEX*16 array, dimension (LDF, N/2)
              On entry, the leading N/2-by-N/2 part of this array must
              contain the upper triangular part of the Hermitian matrix
              F.
              On exit, the leading  N/2-by-N/2 part of this array
              contains the transformed matrix Fout.
              The strictly lower triangular part of this array is not
              referenced.

      LDF     INTEGER
              The leading dimension of the array F.  LDF >= MAX(1, N/2).

      Q       (input/output) COMPLEX*16 array, dimension (LDQ, N)
              On entry, if COMPQ = 'U', then the leading N-by-N part of
              this array must contain a given matrix Q0, and on exit,
              the leading N-by-N part of this array contains the product
              of the input matrix Q0 and the transformation matrix Q
              used to transform the matrices S and H.
              On exit, if COMPQ = 'I', then the leading N-by-N part of
              this array contains the unitary transformation matrix Q.
              If COMPQ = 'N' this array is not referenced.

      LDQ     INTEGER
              The leading dimension of the array Q.
              LDQ >= 1,         if COMPQ = 'N';
              LDQ >= MAX(1, N), if COMPQ = 'I' or COMPQ = 'U'.

      U1      (input/output) COMPLEX*16 array, dimension (LDU1, N/2)
              On entry, if COMPU = 'U', then the leading N/2-by-N/2 part
              of this array must contain the upper left block of a
              given matrix U0, and on exit, the leading N/2-by-N/2 part
              of this array contains the updated upper left block U1 of
              the product of the input matrix U0 and the transformation
              matrix U used to transform the matrices S and H.
              On exit, if COMPU = 'I', then the leading N/2-by-N/2 part
              of this array contains the upper left block U1 of the
              unitary symplectic transformation matrix U.
              If COMPU = 'N' this array is not referenced.

      LDU1    INTEGER
              The leading dimension of the array U1.
              LDU1 >= 1,           if COMPU = 'N';
              LDU1 >= MAX(1, N/2), if COMPU = 'I' or COMPU = 'U'.

      U2      (input/output) COMPLEX*16 array, dimension (LDU2, N/2)
              On entry, if COMPU = 'U', then the leading N/2-by-N/2 part
              of this array must contain the upper right block of a
              given matrix U0, and on exit, the leading N/2-by-N/2 part
              of this array contains the updated upper right block U2 of
              the product of the input matrix U0 and the transformation
              matrix U used to transform the matrices S and H.
              On exit, if COMPU = 'I', then the leading N/2-by-N/2 part
              of this array contains the upper right block U2 of the
              unitary symplectic transformation matrix U.
              If COMPU = 'N' this array is not referenced.

      LDU2    INTEGER
              The leading dimension of the array U2.
              LDU2 >= 1,           if COMPU = 'N';
              LDU2 >= MAX(1, N/2), if COMPU = 'I' or COMPU = 'U'.

      NEIG    (output) INTEGER
              The number of eigenvalues in aS - bH with strictly
              negative real part.

Tolerances

      TOL     DOUBLE PRECISION
              The tolerance used to decide the sign of the eigenvalues.
              If the user sets TOL > 0, then the given value of TOL is
              used. If the user sets TOL <= 0, then an implicitly
              computed, default tolerance, defined by MIN(N,10)*EPS, is
              used instead, where EPS is the machine precision (see
              LAPACK Library routine DLAMCH). A larger value might be
              needed for pencils with multiple eigenvalues.

Error Indicator

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

Method

      The algorithm reorders the eigenvalues like the following scheme:

      Step 1: Reorder the eigenvalues in the subpencil aC'*A - bB.
           I. Reorder the eigenvalues with negative real parts to the
              top.
          II. Reorder the eigenvalues with positive real parts to the
              bottom.

      Step 2: Reorder the remaining eigenvalues with negative real
              parts.
           I. Exchange the eigenvalues between the last diagonal block
              in aC'*A - bB and the last diagonal block in aS - bH.
          II. Move the eigenvalues in the N/2-th place to the (MM+1)-th
              place, where MM denotes the current number of eigenvalues
              with negative real parts in aC'*A - bB.

      The algorithm uses a sequence of unitary transformations as
      described on page 38 in [1]. To achieve those transformations the
      elementary SLICOT Library subroutines MB03CZ and MB03GZ are called
      for the corresponding matrix structures.

References

      [1] Benner, P., Byers, R., Mehrmann, V. and Xu, H.
          Numerical Computation of Deflating Subspaces of Embedded
          Hamiltonian Pencils.
          Tech. Rep. SFB393/99-15, Technical University Chemnitz,
          Germany, June 1999.

Numerical Aspects

                                                                3
      The algorithm is numerically backward stable and needs O(N )
      complex floating point operations.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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