control_systems_torbox 0.2.1

Control systems toolbox
Documentation
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      SUBROUTINE MB04QU( TRANC, TRAND, TRANQ, STOREV, STOREW, M, N, K,
     $                   V, LDV, W, LDW, C, LDC, D, LDD, CS, TAU, DWORK,
     $                   LDWORK, INFO )
C
C     PURPOSE
C
C     To overwrite general real m-by-n matrices C and D, or their
C     transposes, with
C
C               [ op(C) ]
C         Q  *  [       ]   if TRANQ = 'N', or
C               [ op(D) ]
C
C          T    [ op(C) ]
C         Q  *  [       ]   if TRANQ = 'T',
C               [ op(D) ]
C
C     where Q is defined as the product of symplectic reflectors and
C     Givens rotations,
C
C         Q = diag( H(1),H(1) ) G(1) diag( F(1),F(1) )
C             diag( H(2),H(2) ) G(2) diag( F(2),F(2) )
C                               ....
C             diag( H(k),H(k) ) G(k) diag( F(k),F(k) ).
C
C     Unblocked version.
C
C     ARGUMENTS
C
C     Mode Parameters
C
C     TRANC   CHARACTER*1
C             Specifies the form of op( C ) as follows:
C             = 'N':  op( C ) = C;
C             = 'T':  op( C ) = C';
C             = 'C':  op( C ) = C'.
C
C     STOREV  CHARACTER*1
C             Specifies how the vectors which define the concatenated
C             Householder reflectors contained in V are stored:
C             = 'C':  columnwise;
C             = 'R':  rowwise.
C
C     STOREW  CHARACTER*1
C             Specifies how the vectors which define the concatenated
C             Householder reflectors contained in W are stored:
C             = 'C':  columnwise;
C             = 'R':  rowwise.
C
C     TRAND   CHARACTER*1
C             Specifies the form of op( D ) as follows:
C             = 'N':  op( D ) = D;
C             = 'T':  op( D ) = D';
C             = 'C':  op( D ) = D'.
C
C     TRANQ   CHARACTER*1
C             = 'N':  apply Q;
C             = 'T':  apply Q'.
C
C     Input/Output Parameters
C
C     M       (input) INTEGER
C             The number of rows of the matrices op(C) and op(D).
C             M >= 0.
C
C     N       (input) INTEGER
C             The number of columns of the matrices op(C) and op(D).
C             N >= 0.
C
C     K       (input) INTEGER
C             The number of elementary reflectors whose product defines
C             the matrix Q.  M >= K >= 0.
C
C     V       (input) DOUBLE PRECISION array, dimension
C                     (LDV,K) if STOREV = 'C',
C                     (LDV,M) if STOREV = 'R'
C             On entry with STOREV = 'C', the leading M-by-K part of
C             this array must contain in its columns the vectors which
C             define the elementary reflectors F(i).
C             On entry with STOREV = 'R', the leading K-by-M part of
C             this array must contain in its rows the vectors which
C             define the elementary reflectors F(i).
C
C     LDV     INTEGER
C             The leading dimension of the array V.
C             LDV >= MAX(1,M),  if STOREV = 'C';
C             LDV >= MAX(1,K),  if STOREV = 'R'.
C
C     W       (input) DOUBLE PRECISION array, dimension
C                     (LDW,K) if STOREW = 'C',
C                     (LDW,M) if STOREW = 'R'
C             On entry with STOREW = 'C', the leading M-by-K part of
C             this array must contain in its columns the vectors which
C             define the elementary reflectors H(i).
C             On entry with STOREW = 'R', the leading K-by-M part of
C             this array must contain in its rows the vectors which
C             define the elementary reflectors H(i).
C
C     LDW     INTEGER
C             The leading dimension of the array W.
C             LDW >= MAX(1,M),  if STOREW = 'C';
C             LDW >= MAX(1,K),  if STOREW = 'R'.
C
C     C       (input/output) DOUBLE PRECISION array, dimension
C                     (LDC,N) if TRANC = 'N',
C                     (LDC,M) if TRANC = 'T' or TRANC = 'C'
C             On entry with TRANC = 'N', the leading M-by-N part of
C             this array must contain the matrix C.
C             On entry with TRANC = 'C' or TRANC = 'T', the leading
C             N-by-M part of this array must contain the transpose of
C             the matrix C.
C             On exit with TRANC = 'N', the leading M-by-N part of
C             this array contains the updated matrix C.
C             On exit with TRANC = 'C' or TRANC = 'T', the leading
C             N-by-M part of this array contains the transpose of the
C             updated matrix C.
C
C     LDC     INTEGER
C             The leading dimension of the array C.
C             LDC >= MAX(1,M),  if TRANC = 'N';
C             LDC >= MAX(1,N),  if TRANC = 'T' or TRANC = 'C'.
C
C     D       (input/output) DOUBLE PRECISION array, dimension
C                     (LDD,N) if TRAND = 'N',
C                     (LDD,M) if TRAND = 'T' or TRAND = 'C'
C             On entry with TRAND = 'N', the leading M-by-N part of
C             this array must contain the matrix D.
C             On entry with TRAND = 'C' or TRAND = 'T', the leading
C             N-by-M part of this array must contain the transpose of
C             the matrix D.
C             On exit with TRAND = 'N', the leading M-by-N part of
C             this array contains the updated matrix D.
C             On exit with TRAND = 'C' or TRAND = 'T', the leading
C             N-by-M part of this array contains the transpose of the
C             updated matrix D.
C
C     LDD     INTEGER
C             The leading dimension of the array D.
C             LDD >= MAX(1,M),  if TRAND = 'N';
C             LDD >= MAX(1,N),  if TRAND = 'T' or TRAND = 'C'.
C
C     CS      (input) DOUBLE PRECISION array, dimension (2*K)
C             On entry, the first 2*K elements of this array must
C             contain the cosines and sines of the symplectic Givens
C             rotations G(i).
C
C     TAU     (input) DOUBLE PRECISION array, dimension (K)
C             On entry, the first K elements of this array must
C             contain the scalar factors of the elementary reflectors
C             F(i).
C
C     Workspace
C
C     DWORK   DOUBLE PRECISION array, dimension (LDWORK)
C             On exit, if INFO = 0,  DWORK(1)  returns the optimal
C             value of LDWORK.
C             On exit, if  INFO = -20,  DWORK(1)  returns the minimum
C             value of LDWORK.
C
C     LDWORK  INTEGER
C             The length of the array DWORK.  LDWORK >= MAX(1,N).
C
C     Error Indicator
C
C     INFO    INTEGER
C             = 0:  successful exit;
C             < 0:  if INFO = -i, the i-th argument had an illegal
C                   value.
C
C     CONTRIBUTORS
C
C     D. Kressner, Technical Univ. Berlin, Germany, and
C     P. Benner, Technical Univ. Chemnitz, Germany, December 2003.
C
C     REVISIONS
C
C     V. Sima, June 2008 (SLICOT version of the HAPACK routine DOSMSQ).
C
C     KEYWORDS
C
C     Elementary matrix operations, orthogonal symplectic matrix.
C
C     ******************************************************************
C
C     .. Parameters ..
      DOUBLE PRECISION  ONE
      PARAMETER         ( ONE = 1.0D+0 )
C     .. Scalar Arguments ..
      CHARACTER         STOREV, STOREW, TRANC, TRAND, TRANQ
      INTEGER           INFO, K, LDC, LDD, LDV, LDW, LDWORK, M, N
C     .. Array Arguments ..
      DOUBLE PRECISION  CS(*), DWORK(*), C(LDC,*), D(LDD,*), V(LDV,*),
     $                  W(LDW,*), TAU(*)
C     .. Local Scalars ..
      LOGICAL           LCOLV, LCOLW, LTRC, LTRD, LTRQ
      INTEGER           I
      DOUBLE PRECISION  NU
C     .. External Functions ..
      LOGICAL           LSAME
      EXTERNAL          LSAME
C     .. External Subroutines ..
      EXTERNAL          DLARF, DROT, XERBLA
C     .. Intrinsic Functions ..
      INTRINSIC         DBLE, MAX, MIN
C
C     .. Executable Statements ..
C
C     Decode the scalar input parameters.
C
      INFO  = 0
      LCOLV = LSAME( STOREV, 'C' )
      LCOLW = LSAME( STOREW, 'C' )
      LTRC  = LSAME( TRANC,  'T' ) .OR. LSAME( TRANC, 'C' )
      LTRD  = LSAME( TRAND,  'T' ) .OR. LSAME( TRAND, 'C' )
      LTRQ  = LSAME( TRANQ,  'T' )
C
C     Check the scalar input parameters.
C
      IF ( .NOT.( LTRC.OR.LSAME( TRANC, 'N' ) ) ) THEN
         INFO = -1
      ELSE IF ( .NOT.( LTRD .OR. LSAME( TRAND,  'N' ) ) ) THEN
         INFO = -2
      ELSE IF ( .NOT.( LTRQ .OR. LSAME( TRANQ,  'N' ) ) ) THEN
         INFO = -3
      ELSE IF ( .NOT.( LCOLV.OR. LSAME( STOREV, 'R' ) ) ) THEN
         INFO = -4
      ELSE IF ( .NOT.( LCOLW.OR. LSAME( STOREW, 'R' ) ) ) THEN
         INFO = -5
      ELSE IF ( M.LT.0 ) THEN
         INFO = -6
      ELSE IF ( N.LT.0 ) THEN
         INFO = -7
      ELSE IF ( K.LT.0 .OR. K.GT.M ) THEN
         INFO = -8
      ELSE IF ( ( LCOLV.AND.LDV.LT.MAX( 1, M ) ) .OR.
     $     ( .NOT.LCOLV.AND.LDV.LT.MAX( 1, K ) ) ) THEN
         INFO = -10
      ELSE IF ( ( LCOLW.AND.LDW.LT.MAX( 1, M ) ) .OR.
     $     ( .NOT.LCOLW.AND.LDW.LT.MAX( 1, K ) ) ) THEN
         INFO = -12
      ELSE IF ( ( LTRC.AND.LDC.LT.MAX( 1, N ) ) .OR.
     $     ( .NOT.LTRC.AND.LDC.LT.MAX( 1, M ) ) ) THEN
         INFO = -14
      ELSE IF ( ( LTRD.AND.LDD.LT.MAX( 1, N ) ) .OR.
     $     ( .NOT.LTRD.AND.LDD.LT.MAX( 1, M ) ) ) THEN
         INFO = -16
      ELSE IF ( LDWORK.LT.MAX( 1, N ) ) THEN
         DWORK(1) = DBLE( MAX( 1, N ) )
         INFO = -20
      END IF
C
C     Return if there were illegal values.
C
      IF ( INFO.NE.0 ) THEN
         CALL XERBLA( 'MB04QU', -INFO )
         RETURN
      END IF
C
C     Quick return if possible.
C
      IF( MIN( K, M, N ).EQ.0 ) THEN
         DWORK(1) = ONE
         RETURN
      END IF
C
      IF ( LTRQ ) THEN
         DO 10  I = 1, K
C
C           Apply H(I) to C(I:M,:) and D(I:M,:) from the left.
C
            NU = W(I,I)
            W(I,I) = ONE
            IF ( LCOLW ) THEN
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), 1, NU, C(1,I),
     $                        LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), 1, NU, C(I,1),
     $                        LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), 1, NU, D(1,I),
     $                        LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), 1, NU, D(I,1),
     $                        LDD, DWORK )
               END IF
            ELSE
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), LDW, NU,
     $                        C(1,I), LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), LDW, NU, C(I,1),
     $                        LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), LDW, NU,
     $                        D(1,I), LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), LDW, NU, D(I,1),
     $                        LDD, DWORK )
               END IF
            END IF
            W(I,I) = NU
C
C           Apply G(i) to C(I,:) and D(I,:) from the left.
C
            IF ( LTRC.AND.LTRD ) THEN
               CALL DROT( N, C(1,I), 1, D(1,I), 1, CS(2*I-1), CS(2*I) )
            ELSE IF ( LTRC ) THEN
               CALL DROT( N, C(1,I), 1, D(I,1), LDD, CS(2*I-1),
     $                    CS(2*I) )
            ELSE IF ( LTRD ) THEN
               CALL DROT( N, C(I,1), LDC, D(1,I), 1, CS(2*I-1),
     $                    CS(2*I) )
            ELSE
               CALL DROT( N, C(I,1), LDC, D(I,1), LDD, CS(2*I-1),
     $                    CS(2*I) )
            END IF
C
C           Apply F(I) to C(I:M,:) and D(I:M,:) from the left.
C
            NU = V(I,I)
            V(I,I) = ONE
            IF ( LCOLV ) THEN
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), 1, TAU(I),
     $                        C(1,I), LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), 1, TAU(I),
     $                        C(I,1), LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), 1, TAU(I),
     $                        D(1,I), LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), 1, TAU(I),
     $                        D(I,1), LDD, DWORK )
               END IF
            ELSE
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), LDV, TAU(I),
     $                        C(1,I), LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), LDV, TAU(I),
     $                        C(I,1), LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), LDV, TAU(I),
     $                        D(1,I), LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), LDV, TAU(I),
     $                        D(I,1), LDD, DWORK )
               END IF
            END IF
            V(I,I) = NU
   10    CONTINUE
      ELSE
         DO 20  I = K, 1, -1
C
C           Apply F(I) to C(I:M,:) and D(I:M,:) from the left.
C
            NU = V(I,I)
            V(I,I) = ONE
            IF ( LCOLV ) THEN
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), 1, TAU(I),
     $                        C(1,I), LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), 1, TAU(I),
     $                        C(I,1), LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), 1, TAU(I),
     $                        D(1,I), LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), 1, TAU(I),
     $                        D(I,1), LDD, DWORK )
               END IF
            ELSE
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), LDV, TAU(I),
     $                        C(1,I), LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), LDV, TAU(I),
     $                        C(I,1), LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, V(I,I), LDV, TAU(I),
     $                        D(1,I), LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, V(I,I), LDV, TAU(I),
     $                        D(I,1), LDD, DWORK )
               END IF
            END IF
            V(I,I) = NU
C
C           Apply G(i) to C(I,:) and D(I,:) from the left.
C
            IF ( LTRC.AND.LTRD ) THEN
               CALL DROT( N, C(1,I), 1, D(1,I), 1, CS(2*I-1), -CS(2*I) )
            ELSE IF ( LTRC ) THEN
               CALL DROT( N, C(1,I), 1, D(I,1), LDD, CS(2*I-1),
     $                    -CS(2*I) )
            ELSE IF ( LTRD ) THEN
               CALL DROT( N, C(I,1), LDC, D(1,I), 1, CS(2*I-1),
     $                    -CS(2*I) )
            ELSE
               CALL DROT( N, C(I,1), LDC, D(I,1), LDD, CS(2*I-1),
     $                    -CS(2*I) )
            END IF
C
C           Apply H(I) to C(I:M,:) and D(I:M,:) from the left.
C
            NU = W(I,I)
            W(I,I) = ONE
            IF ( LCOLW ) THEN
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), 1, NU, C(1,I),
     $                        LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), 1, NU, C(I,1),
     $                        LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), 1, NU, D(1,I),
     $                        LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), 1, NU, D(I,1),
     $                        LDD, DWORK )
               END IF
            ELSE
               IF ( LTRC ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), LDW, NU,
     $                        C(1,I), LDC, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), LDW, NU, C(I,1),
     $                        LDC, DWORK )
               END IF
               IF ( LTRD ) THEN
                  CALL DLARF( 'Right', N, M-I+1, W(I,I), LDW, NU,
     $                        D(1,I), LDD, DWORK )
               ELSE
                  CALL DLARF( 'Left', M-I+1, N, W(I,I), LDW, NU, D(I,1),
     $                        LDD, DWORK )
               END IF
            END IF
            W(I,I) = NU
   20    CONTINUE
      END IF
C
      DWORK(1) = DBLE( MAX( 1, N ) )
C *** Last line of MB04QU ***
      END