SB04OW - SLICOT Library Routine Documentation

## SB04OW

### Solving a periodic Sylvester equation with matrices in periodic Schur form

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

Purpose

      To solve a periodic Sylvester equation

               A * R - L * B = scale * C                           (1)
               D * L - R * E = scale * F,

      using Level 1 and 2 BLAS, where R and L are unknown M-by-N
      matrices, (A, D), (B, E) and (C, F) are given matrix pairs of
      size M-by-M, N-by-N and M-by-N, respectively, with real entries.
      (A, D) and (B, E) must be in periodic Schur form, i.e. A, B are
      upper quasi triangular and D, E are upper triangular. The solution
      (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling
      factor chosen to avoid overflow.

      This routine is largely based on the LAPACK routine DTGSY2
      developed by Bo Kagstrom and Peter Poromaa.

Specification

          SUBROUTINE SB04OW( M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE,
         $                   F, LDF, SCALE, IWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER           INFO, LDA, LDB, LDC, LDD, LDE, LDF, M, N
          DOUBLE PRECISION  SCALE
    C     .. Array Arguments ..
          INTEGER           IWORK(*)
          DOUBLE PRECISION  A(LDA,*), B(LDB,*), C(LDC,*), D(LDD,*),
         $                  E(LDE,*), F(LDF,*)

Arguments

Input/Output Parameters

      M       (input) INTEGER
              The order of A and D, and the row dimension of C, F, R
              and L.  M >= 0.

      N       (input) INTEGER
              The order of B and E, and the column dimension of C, F, R
              and L.  N >= 0.

      A       (input) DOUBLE PRECISION array, dimension (LDA,M)
              On entry, the leading M-by-M part of this array must
              contain the upper quasi triangular matrix A.

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

      B       (input) DOUBLE PRECISION array, dimension (LDB,N)
              On entry, the leading N-by-N part of this array must
              contain the upper quasi triangular matrix B.

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

      C       (input/output) DOUBLE PRECISION array, dimension (LDC,N)
              On entry, the leading M-by-N part of this array must
              contain the right-hand-side of the first matrix equation
              in (1).
              On exit, the leading M-by-N part of this array contains
              the solution R.

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

      D       (input) DOUBLE PRECISION array, dimension (LDD,M)
              On entry, the leading M-by-M part of this array must
              contain the upper triangular matrix D.

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

      E       (input) DOUBLE PRECISION array, dimension (LDE,N)
              On entry, the leading N-by-N part of this array must
              contain the upper triangular matrix E.

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

      F       (input/output) DOUBLE PRECISION array, dimension (LDF,N)
              On entry, the leading M-by-N part of this array must
              contain the right-hand-side of the second matrix equation
              in (1).
              On exit, the leading M-by-N part of this array contains
              the solution L.

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

      SCALE   (output) DOUBLE PRECISION
              On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the arrays
              C and F will hold the solutions R and L, respectively, to
              a slightly perturbed system but the input matrices A, B, D
              and E have not been changed. If SCALE = 0, C and F will
              hold solutions to the homogeneous system with C = F = 0.
              Normally, SCALE = 1.

Workspace

      IWORK   INTEGER array, dimension (M+N+2)

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value;
              > 0:  the matrix products A*D and B*E have common or very
                    close eigenvalues.

Method

      In matrix notation solving equation (1) corresponds to solving
      Z*x = scale*b, where Z is defined as

          Z = [  kron(In, A)  -kron(B', Im) ]            (2)
              [ -kron(E', Im)  kron(In, D)  ],

      Ik is the identity matrix of size k and X' is the transpose of X.
      kron(X, Y) is the Kronecker product between the matrices X and Y.
      In the process of solving (1), we solve a number of such systems
      where Dim(Im), Dim(In) = 1 or 2.

References

      [1] Kagstrom, B.
          A Direct Method for Reordering Eigenvalues in the Generalized
          Real Schur Form of a Regular Matrix Pair (A,B). M.S. Moonen
          et al (eds.), Linear Algebra for Large Scale and Real-Time
          Applications, Kluwer Academic Publ., pp. 195-218, 1993.

      [2] Sreedhar, J. and Van Dooren, P.
          A Schur approach for solving some periodic matrix equations.
          U. Helmke et al (eds.), Systems and Networks: Mathematical
          Theory and Applications, Akademie Verlag, Berlin, vol. 77,
          pp. 339-362, 1994.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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