Purpose
To swap adjacent diagonal blocks A11*B11 and A22*B22 of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix product A*B by an orthogonal equivalence transformation. (A, B) must be in periodic real Schur canonical form (as returned by SLICOT Library routine MB03XP), i.e., A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks, and B is upper triangular. Optionally, the matrices Q and Z of generalized Schur vectors are updated. Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)', Z(in) * B(in) * Q(in)' = Z(out) * B(out) * Q(out)'. This routine is largely based on the LAPACK routine DTGEX2 developed by Bo Kagstrom and Peter Poromaa.Specification
SUBROUTINE MB03WA( WANTQ, WANTZ, N1, N2, A, LDA, B, LDB, Q, LDQ, $ Z, LDZ, INFO ) C .. Scalar Arguments .. LOGICAL WANTQ, WANTZ INTEGER INFO, LDA, LDB, LDQ, LDZ, N1, N2 C .. Array Arguments .. DOUBLE PRECISION A(LDA,*), B(LDB,*), Q(LDQ,*), Z(LDZ,*)Arguments
Mode Parameters
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.Input/Output Parameters
N1 (input) INTEGER The order of the first block A11*B11. N1 = 0, 1 or 2. N2 (input) INTEGER The order of the second block A22*B22. N2 = 0, 1 or 2. A (input/output) DOUBLE PRECISION array, dimension (LDA,N1+N2) On entry, the leading (N1+N2)-by-(N1+N2) part of this array must contain the matrix A. On exit, the leading (N1+N2)-by-(N1+N2) part of this array contains the matrix A of the reordered pair. LDA INTEGER The leading dimension of the array A. LDA >= MAX(1,N1+N2). B (input/output) DOUBLE PRECISION array, dimension (LDB,N1+N2) On entry, the leading (N1+N2)-by-(N1+N2) part of this array must contain the matrix B. On exit, the leading (N1+N2)-by-(N1+N2) part of this array contains the matrix B of the reordered pair. LDB INTEGER The leading dimension of the array B. LDB >= MAX(1,N1+N2). Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N1+N2) On entry, if WANTQ = .TRUE., the leading (N1+N2)-by-(N1+N2) part of this array must contain the orthogonal matrix Q. On exit, the leading (N1+N2)-by-(N1+N2) part of this array contains the updated matrix Q. Q will be a rotation matrix for N1=N2=1. This array is not referenced if WANTQ = .FALSE.. LDQ INTEGER The leading dimension of the array Q. LDQ >= 1. If WANTQ = .TRUE., LDQ >= N1+N2. Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N1+N2) On entry, if WANTZ = .TRUE., the leading (N1+N2)-by-(N1+N2) part of this array must contain the orthogonal matrix Z. On exit, the leading (N1+N2)-by-(N1+N2) part of this array contains the updated matrix Z. Z will be a rotation matrix for N1=N2=1. This array is not referenced if WANTZ = .FALSE.. LDZ INTEGER The leading dimension of the array Z. LDZ >= 1. If WANTZ = .TRUE., LDZ >= N1+N2.Error Indicator
INFO INTEGER = 0: successful exit; = 1: the transformed matrix (A, B) would be too far from periodic Schur form; the blocks are not swapped and (A,B) and (Q,Z) are unchanged.Method
In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details.References
[1] Kagstrom, B. A direct method for reordering eigenvalues in the generalized real Schur form of a regular matrix pair (A,B), in M.S. Moonen et al (eds.), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ., 1993, pp. 195-218. [2] Kagstrom, B., and Poromaa, P. Computing eigenspaces with specified eigenvalues of a regular matrix pair (A, B) and condition estimation: Theory, algorithms and software, Numer. Algorithms, 1996, vol. 12, pp. 369-407.Further Comments
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