MB03KC - SLICOT Library Routine Documentation

## MB03KC

### Reducing a 2-by-2 formal matrix product to periodic Hessenberg-triangular form

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

Purpose

      To reduce a 2-by-2 general, formal matrix product A of length K,

         A_K^s(K) * A_K-1^s(K-1) * ... * A_1^s(1),

      to the periodic Hessenberg-triangular form using a K-periodic
      sequence of elementary reflectors (Householder matrices). The
      matrices A_k, k = 1, ..., K, are stored in the N-by-N-by-K array A
      starting in the R-th row and column, and N can be 3 or 4.

      Each elementary reflector H_k is represented as

         H_k = I - tau_k * v_k * v_k',                               (1)

      where I is the 2-by-2 identity, tau_k is a real scalar, and v_k is
      a vector of length 2, k = 1,...,K, and it is constructed such that
      the following holds for k = 1,...,K:

             H_{k+1} * A_k * H_k = T_k, if s(k) = 1,
                                                                     (2)
             H_k * A_k * H_{k+1} = T_k, if s(k) = -1,

      with H_{K+1} = H_1 and all T_k upper triangular except for
      T_{khess} which is full. Clearly,

         T_K^s(K) *...* T_1^s(1) = H_1 * A_K^s(K) *...* A_1^s(1) * H_1.

      The reflectors are suitably applied to the whole, extended N-by-N
      matrices Ae_k, not only to the submatrices A_k, k = 1, ..., K.

Specification

          SUBROUTINE MB03KC( K, KHESS, N, R, S, A, LDA, V, TAU )
    C     .. Scalar Arguments ..
          INTEGER            K, KHESS, LDA, N, R
    C     .. Array Arguments ..
          INTEGER            S( * )
          DOUBLE PRECISION   A( * ), TAU( * ), V( * )

Arguments

Input/Output Parameters

      K       (input) INTEGER
              The number of matrices in the sequence A_k.  K >= 2.

      KHESS   (input) INTEGER
              The index for which the returned matrix A_khess should be
              in the Hessenberg form on output.  1 <= KHESS <= K.

      N       (input) INTEGER
              The order of the extended matrices.  N = 3 or N = 4.

      R       (input) INTEGER
              The starting row and column index for the
              2-by-2 submatrices.  R = 1, or R = N-1.

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

      A       (input/output) DOUBLE PRECISION array, dimension (*)
              On entry, this array must contain at position IXA(k) =
              (k-1)*N*LDA+1 the N-by-N matrix Ae_k stored with leading
              dimension LDA.
              On exit, this array contains at position IXA(k) the
              N-by-N matrix Te_k stored with leading dimension LDA.

      LDA     INTEGER
              Leading dimension of the matrices Ae_k and Te_k in the
              one-dimensional array A.  LDA >= N.

      V       (output) DOUBLE PRECISION array, dimension (2*K)
              On exit, this array contains the K vectors v_k,
              k = 1,...,K, defining the elementary reflectors H_k as
              in (1). The k-th reflector is stored in V(2*k-1:2*k).

      TAU     (output) DOUBLE PRECISION array, dimension (K)
              On exit, this array contains the K values of tau_k,
              k = 1,...,K, defining the elementary reflectors H_k
              as in (1).

Method

      A K-periodic sequence of elementary reflectors (Householder
      matrices) is used. The computations start for k = khess with the
      left reflector in (1), which is the identity matrix.

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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