Purpose
To construct and solve a linear algebraic system of order M whose coefficient matrix is in upper Hessenberg form. Such systems appear when solving discrete-time Sylvester equations using the Hessenberg-Schur method.Specification
SUBROUTINE SB04QY( N, M, IND, A, LDA, B, LDB, C, LDC, D, IPR,
$ INFO )
C .. Scalar Arguments ..
INTEGER INFO, IND, LDA, LDB, LDC, M, N
C .. Array Arguments ..
INTEGER IPR(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), D(*)
Arguments
Input/Output Parameters
N (input) INTEGER
The order of the matrix B. N >= 0.
M (input) INTEGER
The order of the matrix A. M >= 0.
IND (input) INTEGER
The index of the column in C to be computed. IND >= 1.
A (input) DOUBLE PRECISION array, dimension (LDA,M)
The leading M-by-M part of this array must contain an
upper Hessenberg matrix.
LDA INTEGER
The leading dimension of array A. LDA >= MAX(1,M).
B (input) DOUBLE PRECISION array, dimension (LDB,N)
The leading N-by-N part of this array must contain a
matrix in real Schur form.
LDB INTEGER
The leading dimension of 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 coefficient matrix C of the equation.
On exit, the leading M-by-N part of this array contains
the matrix C with column IND updated.
LDC INTEGER
The leading dimension of array C. LDC >= MAX(1,M).
Workspace
D DOUBLE PRECISION array, dimension (M*(M+1)/2+2*M) IPR INTEGER array, dimension (2*M)Error Indicator
INFO INTEGER
= 0: successful exit;
> 0: if INFO = IND, a singular matrix was encountered.
Method
A special linear algebraic system of order M, with coefficient matrix in upper Hessenberg form is constructed and solved. The coefficient matrix is stored compactly, row-wise.References
[1] Golub, G.H., Nash, S. and Van Loan, C.F.
A Hessenberg-Schur method for the problem AX + XB = C.
IEEE Trans. Auto. Contr., AC-24, pp. 909-913, 1979.
[2] Sima, V.
Algorithms for Linear-quadratic Optimization.
Marcel Dekker, Inc., New York, 1996.
Numerical Aspects
None.Further Comments
NoneExample
Program Text
NoneProgram Data
NoneProgram Results
None