Purpose
To solve the generalized real Sylvester equation A * R - L * B = scale * C, (1) D * R - L * E = scale * F, using Level 1 and 2 BLAS, where R and L are unknown real M-by-N matrices, and (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M, N-by-N and M-by-N, respectively. (A,D) and (B,E) must be in generalized Schur canonical 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 intended to be called only by SLICOT Library routine MB04RT. For efficiency purposes, the computations are aborted when the absolute value of an element of R or L is greater than a given value PMAX.Specification
SUBROUTINE MB04RS( M, N, PMAX, 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 PMAX, 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 the matrices A and D, and the row dimension of C, F, R and L. M >= 0. N (input) INTEGER The order of the matrices B and E, and the column dimension of C, F, R and L. N >= 0. PMAX (input) DOUBLE PRECISION An upper bound for the absolute value of the elements of the solution (R, L). PMAX >= 1.0D0. A (input) DOUBLE PRECISION array, dimension (LDA, M) On entry, the leading M-by-M upper quasi-triangular part of this array must contain the matrix A in the generalized real Schur form, as returned by LAPACK routine DGGES. 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 upper quasi-triangular part of this array must contain the matrix B in the generalized real Schur form. 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, if INFO = 0, 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 upper triangular part of this array must contain the matrix D in the generalized real Schur form. The diagonal elements are non-negative. 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 upper triangular part of this array must contain the matrix E in the generalized real Schur form. The diagonal elements are non-negative. 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, if INFO = 0, 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 solutions R and L (C and F on entry) will hold the solutions to a slightly perturbed system but the input matrices A, B, D and E have not been changed. If SCALE = 0, R and L will hold the solutions to the homogeneous system with C = 0 and F = 0. Normally, SCALE = 1.Workspace
IWORK INTEGER array, dimension (M+N+2)Error Indicator
INFO INTEGER = 0: successful exit; = 1: an element of R or L had the absolute value greater than the given value PMAX. = 2: the matrix pairs (A, D) and (B, E) have common or very close eigenvalues. The matrix Z in section METHOD is (almost) singular.Method
The routine uses an adaptation of the method for solving generalized Sylvester equations [1], which controls the magnitude of the individual elements of the computed solution [2]. In matrix notation, solving equation (1) corresponds to solve Zx = scale * b, where Z is defined as Z = [ kron(In, A) -kron(B', Im) ] (2) [ kron(In, D) -kron(E', Im) ], 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. The routine solves a number of systems (2) with n and m at most 2.References
[1] Kagstrom, B. and Westin, L. Generalized Schur Methods with Condition Estimators for Solving the Generalized Sylvester Equation. IEEE Trans. Auto. Contr., 34, pp. 745-751, 1989. [2] Kagstrom, B. and Westin, L. GSYLV - Fortran Routines for the Generalized Schur Method with Dif Estimators for Solving the Generalized Sylvester Equation. Report UMINF-132.86, Institute of Information Processing, Univ. of Umea, Sweden, July 1987.Further Comments
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