control_systems_torbox 0.2.1

Control systems toolbox
Documentation
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<H2><A Name="MB03YA">MB03YA</A></H2>
<H3>
Annihilation of one or two entries on the subdiagonal of a Hessenberg matrix corresponding to zero elements on the diagonal of a triangular matrix
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>

<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
  To annihilate one or two entries on the subdiagonal of the
  Hessenberg matrix A for dealing with zero elements on the diagonal
  of the triangular matrix B.

  MB03YA is an auxiliary routine called by SLICOT Library routines
  MB03XP and MB03YD.

</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
      SUBROUTINE MB03YA( WANTT, WANTQ, WANTZ, N, ILO, IHI, ILOQ, IHIQ,
     $                   POS, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO )
C     .. Scalar Arguments ..
      LOGICAL            WANTQ, WANTT, WANTZ
      INTEGER            IHI, IHIQ, ILO, ILOQ, INFO, LDA, LDB, LDQ, LDZ,
     $                   N, POS
C     .. Array Arguments ..
      DOUBLE PRECISION   A(LDA,*), B(LDB,*), Q(LDQ,*), Z(LDZ,*)

</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>

<B>Mode Parameters</B>
<PRE>
  WANTT   LOGICAL
          Indicates whether the user wishes to compute the full
          Schur form or the eigenvalues only, as follows:
          = .TRUE. :  Compute the full Schur form;
          = .FALSE.:  compute the eigenvalues only.

  WANTQ   LOGICAL
          Indicates whether or not the user wishes to accumulate
          the matrix Q as follows:
          = .TRUE. :  The matrix Q is updated;
          = .FALSE.:  the matrix Q is not required.

  WANTZ   LOGICAL
          Indicates whether or not the user wishes to accumulate
          the matrix Z as follows:
          = .TRUE. :  The matrix Z is updated;
          = .FALSE.:  the matrix Z is not required.

</PRE>
<B>Input/Output Parameters</B>
<PRE>
  N       (input) INTEGER
          The order of the matrices A and B. N &gt;= 0.

  ILO     (input) INTEGER
  IHI     (input) INTEGER
          It is assumed that the matrices A and B are already
          (quasi) upper triangular in rows and columns 1:ILO-1 and
          IHI+1:N. The routine works primarily with the submatrices
          in rows and columns ILO to IHI, but applies the
          transformations to all the rows and columns of the
          matrices A and B, if WANTT = .TRUE..
          1 &lt;= ILO &lt;= max(1,N); min(ILO,N) &lt;= IHI &lt;= N.

  ILOQ    (input) INTEGER
  IHIQ    (input) INTEGER
          Specify the rows of Q and Z to which transformations
          must be applied if WANTQ = .TRUE. and WANTZ = .TRUE.,
          respectively.
          1 &lt;= ILOQ &lt;= ILO; IHI &lt;= IHIQ &lt;= N.

  POS     (input) INTEGER
          The position of the zero element on the diagonal of B.
          ILO &lt;= POS &lt;= IHI.

  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the leading N-by-N part of this array must
          contain the upper Hessenberg matrix A.
          On exit, the leading N-by-N part of this array contains
          the updated matrix A where A(POS,POS-1) = 0, if POS &gt; ILO,
          and A(POS+1,POS) = 0, if POS &lt; IHI.

  LDA     INTEGER
          The leading dimension of the array A.  LDA &gt;= MAX(1,N).

  B       (input/output) DOUBLE PRECISION array, dimension (LDB,N)
          On entry, the leading N-by-N part of this array must
          contain an upper triangular matrix B with B(POS,POS) = 0.
          On exit, the leading N-by-N part of this array contains
          the updated upper triangular matrix B.

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

  Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
          On entry, if WANTQ = .TRUE., then the leading N-by-N part
          of this array must contain the current matrix Q of
          transformations accumulated by MB03XP.
          On exit, if WANTQ = .TRUE., then the leading N-by-N part
          of this array contains the matrix Q updated in the
          submatrix Q(ILOQ:IHIQ,ILO:IHI).
          If WANTQ = .FALSE., Q is not referenced.

  LDQ     INTEGER
          The leading dimension of the array Q.  LDQ &gt;= 1.
          If WANTQ = .TRUE., LDQ &gt;= MAX(1,N).

  Z       (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
          On entry, if WANTZ = .TRUE., then the leading N-by-N part
          of this array must contain the current matrix Z of
          transformations accumulated by MB03XP.
          On exit, if WANTZ = .TRUE., then the leading N-by-N part
          of this array contains the matrix Z updated in the
          submatrix Z(ILOQ:IHIQ,ILO:IHI).
          If WANTZ = .FALSE., Z is not referenced.

  LDZ     INTEGER
          The leading dimension of the array Z.  LDZ &gt;= 1.
          If WANTZ = .TRUE., LDZ &gt;= MAX(1,N).

</PRE>
<B>Error Indicator</B>
<PRE>
  INFO    INTEGER
          = 0:  successful exit;
          &lt; 0:  if INFO = -i, the i-th argument had an illegal
                value.

</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
  The method is illustrated by Wilkinson diagrams for N = 5,
  POS = 3:

        [ x x x x x ]       [ x x x x x ]
        [ x x x x x ]       [ o x x x x ]
    A = [ o x x x x ],  B = [ o o o x x ].
        [ o o x x x ]       [ o o o x x ]
        [ o o o x x ]       [ o o o o x ]

  First, a QR factorization is applied to A(1:3,1:3) and the
  resulting nonzero in the updated matrix B is immediately
  annihilated by a Givens rotation acting on columns 1 and 2:

        [ x x x x x ]       [ x x x x x ]
        [ x x x x x ]       [ o x x x x ]
    A = [ o o x x x ],  B = [ o o o x x ].
        [ o o x x x ]       [ o o o x x ]
        [ o o o x x ]       [ o o o o x ]

  Secondly, an RQ factorization is applied to A(4:5,4:5) and the
  resulting nonzero in the updated matrix B is immediately
  annihilated by a Givens rotation acting on rows 4 and 5:

        [ x x x x x ]       [ x x x x x ]
        [ x x x x x ]       [ o x x x x ]
    A = [ o o x x x ],  B = [ o o o x x ].
        [ o o o x x ]       [ o o o x x ]
        [ o o o x x ]       [ o o o o x ]

</PRE>
<A name="References"><B><FONT SIZE="+1">References</FONT></B></A>
<PRE>
  [1] Bojanczyk, A.W., Golub, G.H., and Van Dooren, P.
      The periodic Schur decomposition: Algorithms and applications.
      Proc. of the SPIE Conference (F.T. Luk, Ed.), 1770, pp. 31-42,
      1992.

</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>
  The algorithm requires O(N**2) floating point operations and is
  backward stable.

</PRE>

<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
  None
</PRE>

<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
  None
</PRE>
<B>Program Data</B>
<PRE>
  None
</PRE>
<B>Program Results</B>
<PRE>
  None
</PRE>

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