MB03ZD

Computing the stable and unstable invariant subspaces for a Hamiltonian matrix with no eigenvalues on the imaginary axis

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

  To compute the stable and unstable invariant subspaces for a
  Hamiltonian matrix with no eigenvalues on the imaginary axis,
  using the output of the SLICOT Library routine MB03XD.

Specification
      SUBROUTINE MB03ZD( WHICH, METH, STAB, BALANC, ORTBAL, SELECT, N,
     $                   MM, ILO, SCALE, S, LDS, T, LDT, G, LDG, U1,
     $                   LDU1, U2, LDU2, V1, LDV1, V2, LDV2, M, WR, WI,
     $                   US, LDUS, UU, LDUU, LWORK, IWORK, DWORK,
     $                   LDWORK, INFO )
C     .. Scalar Arguments ..
      CHARACTER         BALANC, METH, ORTBAL, STAB, WHICH
      INTEGER           ILO, INFO, LDG, LDS, LDT, LDU1, LDU2, LDUS,
     $                  LDUU, LDV1, LDV2, LDWORK, M, MM, N
C     .. Array Arguments ..
      LOGICAL           LWORK(*), SELECT(*)
      INTEGER           IWORK(*)
      DOUBLE PRECISION  DWORK(*), G(LDG,*), S(LDS,*), SCALE(*),
     $                  T(LDT,*), U1(LDU1,*), U2(LDU2,*), US(LDUS,*),
     $                  UU(LDUU,*), V1(LDV1,*), V2(LDV2,*), WI(*),
     $                  WR(*)

Arguments

Mode Parameters

  WHICH   CHARACTER*1
          Specifies the cluster of eigenvalues for which the
          invariant subspaces are computed:
          = 'A':  select all n eigenvalues;
          = 'S':  select a cluster of eigenvalues specified by
                  SELECT.

  METH    CHARACTER*1
          If WHICH = 'A' this parameter specifies the method to be
          used for computing bases of the invariant subspaces:
          = 'S':  compute the n-dimensional basis from a set of
                  n vectors;
          = 'L':  compute the n-dimensional basis from a set of
                  2*n vectors;
          = 'Q':  quick return of the set of n vectors;
          = 'R':  quick return of the set of 2*n vectors.
          When in doubt, use METH = 'S'. In some cases, METH = 'L'
          may result in more accurately computed invariant
          subspaces, see [1].
          Options METH = 'Q' or METH = 'R' return the range vectors
          Y = [ Y1; Y2 ], where Y1 and Y2 have 2*n rows and n or 2*n
          columns, respectively, which can be directly used, e.g.,
          for finding the (stabilizing) solution of a Riccati
          equation, by solving X*Y1 = Y2. Note that Y1 might be
          singular when METH = 'Q'.

  STAB    CHARACTER*1
          Specifies the type of invariant subspaces to be computed:
          = 'S':  compute the stable invariant subspace, i.e., the
                  invariant subspace belonging to those selected
                  eigenvalues that have negative real part;
          = 'U':  compute the unstable invariant subspace, i.e.,
                  the invariant subspace belonging to those
                  selected eigenvalues that have positive real
                  part;
          = 'B':  compute both the stable and unstable invariant
                  subspaces.

  BALANC  CHARACTER*1
          Specifies the type of inverse balancing transformation
          required:
          = 'N':  do nothing;
          = 'P':  do inverse transformation for permutation only;
          = 'S':  do inverse transformation for scaling only;
          = 'B':  do inverse transformations for both permutation
                  and scaling.
          BALANC must be the same as the argument BALANC supplied to
          MB03XD. Note that if the data is further post-processed,
          e.g., for solving an algebraic Riccati equation, it is
          recommended to delay inverse balancing (in particular the
          scaling part) and apply it to the final result only,
          see [2]. Inverse balancing is not used by this routine
          if METH = 'Q' or METH = 'R'.

  ORTBAL  CHARACTER*1
          If BALANC <> 'N', this option specifies how inverse
          balancing is applied to the computed invariant subspaces:
          = 'B':  apply inverse balancing before orthogonal bases
                  for the invariant subspaces are computed;
          = 'A':  apply inverse balancing after orthogonal bases
                  for the invariant subspaces have been computed;
                  this may yield non-orthogonal bases if
                  BALANC = 'S' or BALANC = 'B'.

  SELECT  (input) LOGICAL array, dimension (N)
          If WHICH = 'S', SELECT specifies the eigenvalues
          corresponding to the positive and negative square
          roots of the eigenvalues of S*T in the selected cluster.
          To select a real eigenvalue w(j), SELECT(j) must be set
          to .TRUE.. To select a complex conjugate pair of
          eigenvalues w(j) and w(j+1), corresponding to a 2-by-2
          diagonal block, both SELECT(j) and SELECT(j+1) must be set
          to .TRUE.; a complex conjugate pair of eigenvalues must be
          either both included in the cluster or both excluded.
          This array is not referenced if WHICH = 'A'.

Input/Output Parameters
  N       (input) INTEGER
          The order of the matrices S, T and G. N >= 0.

  MM      (input) INTEGER
          The number of columns in the arrays US and/or UU.
          If WHICH = 'A' and (METH = 'S' or METH = 'Q'),  MM =   N;
          if WHICH = 'A' and (METH = 'L' or METH = 'R'),  MM = 2*N;
          if WHICH = 'S',                                 MM =   M.
          The values above for MM give the numbers of vectors to be
          returned, if METH = 'Q' or METH = 'R', or the numbers of
          vectors to be used for computing a basis for the invariant
          subspace(s), if METH = 'S' or METH = 'L', or WHICH = 'S'.

  ILO     (input) INTEGER
          If BALANC <> 'N', then ILO is the integer returned by
          MB03XD.  1 <= ILO <= N+1.

  SCALE   (input) DOUBLE PRECISION array, dimension (N)
          If BALANC <> 'N', the leading N elements of this array
          must contain details of the permutation and scaling
          factors, as returned by MB03XD.
          This array is not referenced if BALANC = 'N'.

  S       (input/output) DOUBLE PRECISION array, dimension (LDS,N)
          On entry, the leading N-by-N part of this array must
          contain the matrix S in real Schur form.
          On exit, the leading N-by-N part of this array is
          overwritten.

  LDS     INTEGER
          The leading dimension of the array S.  LDS >= max(1,N).

  T       (input/output) DOUBLE PRECISION array, dimension (LDT,N)
          On entry, the leading N-by-N part of this array must
          contain the upper triangular matrix T.
          On exit, the leading N-by-N part of this array is
          overwritten.

  LDT     INTEGER
          The leading dimension of the array T.  LDT >= max(1,N).

  G       (input/output) DOUBLE PRECISION array, dimension (LDG,N)
          On entry, if METH = 'L' or METH = 'R', the leading N-by-N
          part of this array must contain a general matrix G.
          On exit, if METH = 'L' or METH = 'R', the leading N-by-N
          part of this array is overwritten.
          This array is not referenced if METH = 'S' or METH = 'Q'.

  LDG     INTEGER
          The leading dimension of the array G.  LDG >= 1.
          LDG >= max(1,N) if METH = 'L' or METH = 'R'.

  U1      (input/output) DOUBLE PRECISION array, dimension (LDU1,N)
          On entry, the leading N-by-N part of this array must
          contain the (1,1) block of an orthogonal symplectic
          matrix U.
          On exit, this array is overwritten.

  LDU1    INTEGER
          The leading dimension of the array U1.  LDU1 >= MAX(1,N).

  U2      (input/output) DOUBLE PRECISION array, dimension (LDU2,N)
          On entry, the leading N-by-N part of this array must
          contain the (2,1) block of an orthogonal symplectic
          matrix U.
          On exit, this array is overwritten.

  LDU2    INTEGER
          The leading dimension of the array U2.  LDU2 >= MAX(1,N).

  V1      (input/output) DOUBLE PRECISION array, dimension (LDV1,N)
          On entry, the leading N-by-N part of this array must
          contain the (1,1) block of an orthogonal symplectic
          matrix V.
          On exit, this array is overwritten.

  LDV1    INTEGER
          The leading dimension of the array V1.  LDV1 >= MAX(1,N).

  V2      (input/output) DOUBLE PRECISION array, dimension (LDV1,N)
          On entry, the leading N-by-N part of this array must
          contain the (2,1) block of an orthogonal symplectic
          matrix V.
          On exit, this array is overwritten.

  LDV2    INTEGER
          The leading dimension of the array V2.  LDV2 >= MAX(1,N).

  M       (output) INTEGER
          The number of selected eigenvalues.

  WR      (output) DOUBLE PRECISION array, dimension (M)
  WI      (output) DOUBLE PRECISION array, dimension (M)
          On exit, the leading M elements of WR and WI contain the
          real and imaginary parts, respectively, of the selected
          eigenvalues that have nonpositive real part. Complex
          conjugate pairs of eigenvalues with real part not equal
          to zero will appear consecutively with the eigenvalue
          having the positive imaginary part first. Note that, due
          to roundoff errors, these numbers may differ from the
          eigenvalues computed by MB03XD.

  US      (output) DOUBLE PRECISION array, dimension (LDUS,MM)
          On exit, if STAB = 'S' or STAB = 'B', the leading
          2*N-by-MM part of this array contains a basis for the
          stable invariant subspace belonging to the selected
          eigenvalues, if METH = 'S' or METH = 'L', or the range
          vectors Y, if METH = 'Q' or METH = 'R' (see parameter
          METH). This basis is orthogonal unless ORTBAL = 'A'.

  LDUS    INTEGER
          The leading dimension of the array US.  LDUS >= 1.
          If STAB = 'S' or STAB = 'B',  LDUS >= 2*N.

  UU      (output) DOUBLE PRECISION array, dimension (LDUU,MM)
          On exit, if STAB = 'U' or STAB = 'B', the leading
          2*N-by-MM part of this array contains a basis for the
          unstable invariant subspace belonging to the selected
          eigenvalues, if METH = 'S' or METH = 'L', or the range
          vectors Y, if METH = 'Q' or METH = 'R' (see parameter
          METH). This basis is orthogonal unless ORTBAL = 'A'.

  LDUU    INTEGER
          The leading dimension of the array UU.  LDUU >= 1.
          If STAB = 'U' or STAB = 'B',  LDUU >= 2*N.

Workspace
  LWORK   LOGICAL array, dimension (2*N)
          This array is only referenced if WHICH = 'A' and
          (METH = 'L' or METH = 'R').

  IWORK   INTEGER array, dimension (LIWORK)
          LIWORK = 2*N, if WHICH = 'A' and METH = 'L';
          LIWORK = N,   if WHICH = 'A' and METH = 'S';
          LIWORK = 0,   if WHICH = 'A' and METH = 'Q' or METH = 'R';
          LIWORK = M,   if WHICH = 'S'.

  DWORK   DOUBLE PRECISION array, dimension (LDWORK)
          On exit, if INFO = 0,  DWORK(1)  returns the optimal
          value of LDWORK.
          On exit, if  INFO = -35,  DWORK(1)  returns the minimum
          value of LDWORK.

  LDWORK  INTEGER
          The length of the array DWORK.
          If WHICH = 'S' or METH = 'S' or METH = 'Q':
             LDWORK >= MAX( 1, 4*M*M + MAX( 8*M, 4*N ) ).
          If WHICH = 'A' and (METH = 'L' or METH = 'R') and
             ( STAB = 'U' or STAB = 'S' ):
             LDWORK >= MAX( 1, 2*N*N + 2*N, 8*N ).
          If WHICH = 'A' and (METH = 'L' or METH = 'R') and
             STAB = 'B':
             LDWORK >= 8*N + 1.

          If LDWORK = -1, then a workspace query is assumed;
          the routine only calculates the optimal size of the
          DWORK array, returns this value as the first entry of
          the DWORK array, and no error message related to LDWORK
          is issued by XERBLA.

Error Indicator
  INFO    INTEGER
          = 0:  successful exit;
          < 0:  if INFO = -i, the i-th argument had an illegal
                value;
          = 1:  some of the selected eigenvalues are on or too close
                to the imaginary axis;
          = 2:  reordering of the product S*T in routine MB03ZA
                failed because some eigenvalues are too close to
                separate;
          = 3:  the QR algorithm failed to compute some Schur form
                in MB03ZA;
          = 4:  reordering of the Hamiltonian Schur form in routine
                MB03TD failed because some eigenvalues are too close
                to separate;
          = 5:  the computed stable invariant subspace for
                METH = 'S' is inaccurate. This may be taken as a
                warning and a suggestion to try METH = 'L';
          = 6:  the computed unstable invariant subspace for
                METH = 'S' is inaccurate. This may be taken as a
                warning and a suggestion to try METH = 'L'.

Method
  This is an implementation of Algorithm 1 in [1].

Numerical Aspects
  The method is strongly backward stable for an embedded
  (skew-)Hamiltonian matrix, see [1]. Although good results have
  been reported if the eigenvalues are not too close to the
  imaginary axis, the method is not backward stable for the original
  Hamiltonian matrix itself.

References
  [1] Benner, P., Mehrmann, V., and Xu, H.
      A new method for computing the stable invariant subspace of a
      real Hamiltonian matrix, J. Comput. Appl. Math., 86,
      pp. 17-43, 1997.

  [2] Benner, P.
      Symplectic balancing of Hamiltonian matrices.
      SIAM J. Sci. Comput., 22 (5), pp. 1885-1904, 2001.

Further Comments
  None
Example

Program Text

*     MB03ZD EXAMPLE PROGRAM TEXT
*     Copyright (c) 2002-2017 NICONET e.V.
*
*     .. Parameters ..
      DOUBLE PRECISION ZERO, ONE
      PARAMETER        ( ZERO = 0.0D0, ONE = 1.0D0 )
      INTEGER          NIN, NOUT
      PARAMETER        ( NIN = 5, NOUT = 6 )
      INTEGER          NMAX
      PARAMETER        ( NMAX = 200 )
      INTEGER          LDG, LDRES, LDS, LDT, LDU1, LDU2, LDUS, LDUU,
     $                 LDV1, LDV2, LDWORK
      PARAMETER        ( LDG = NMAX, LDRES = 2*NMAX, LDS = NMAX,
     $                   LDT = NMAX, LDU1 = NMAX, LDU2 = NMAX,
     $                   LDUS = 2*NMAX, LDUU = 2*NMAX, LDV1 = NMAX,
     $                   LDV2 = NMAX, LDWORK = 3*NMAX*NMAX + 7*NMAX )
*     .. Local Scalars ..
      CHARACTER*1      BALANC, METH, ORTBAL, STAB, WHICH
      INTEGER          I, ILO, INFO, J, M, N
*     .. Local Arrays ..
      LOGICAL          LWORK(2*NMAX), SELECT(NMAX)
      INTEGER          IWORK(2*NMAX)
      DOUBLE PRECISION DWORK(LDWORK), G(LDG, NMAX), RES(LDRES,NMAX),
     $                 S(LDS, NMAX), SCALE(NMAX), T(LDT,NMAX),
     $                 U1(LDU1,NMAX), U2(LDU2, NMAX), US(LDUS,2*NMAX),
     $                 UU(LDUU,2*NMAX), V1(LDV1,NMAX), V2(LDV2, NMAX),
     $                 WI(NMAX), WR(NMAX)
*     .. External Functions ..
      EXTERNAL         DLANGE, LSAME
      LOGICAL          LSAME
      DOUBLE PRECISION DLANGE
*     .. External Subroutines ..
      EXTERNAL         MB03ZD
*     .. Executable Statements ..
      WRITE ( NOUT, FMT = 99999 )
*     Skip the heading in the data file and read the data.
      READ ( NIN, FMT = '()' )
      READ ( NIN, FMT = * )  N, ILO, WHICH, METH, STAB, BALANC, ORTBAL
      IF ( N.LE.0 .OR. N.GT.NMAX ) THEN
         WRITE ( NOUT, FMT = 99992 ) N
      ELSE
*
         IF ( LSAME( WHICH, 'S' ) )
     $      READ ( NIN, FMT = * ) ( SELECT(I), I = 1,N )
         READ ( NIN, FMT = * ) ( ( S(I,J), J = 1,N ), I = 1,N )
         READ ( NIN, FMT = * ) ( ( T(I,J), J = 1,N ), I = 1,N )
         IF ( LSAME( WHICH, 'A' ).AND.LSAME( METH, 'L' ) )
     $      READ ( NIN, FMT = * ) ( ( G(I,J), J = 1,N ), I = 1,N )
         IF ( LSAME( BALANC, 'P' ).OR.LSAME( BALANC, 'S' ).OR.
     $        LSAME( BALANC, 'B' ) )
     $      READ ( NIN, FMT = * ) ( SCALE(I), I = 1,N )
         READ ( NIN, FMT = * ) ( ( U1(I,J), J = 1,N ), I = 1,N )
         READ ( NIN, FMT = * ) ( ( U2(I,J), J = 1,N ), I = 1,N )
         READ ( NIN, FMT = * ) ( ( V1(I,J), J = 1,N ), I = 1,N )
         READ ( NIN, FMT = * ) ( ( V2(I,J), J = 1,N ), I = 1,N )
*
         CALL MB03ZD( WHICH, METH, STAB, BALANC, ORTBAL, SELECT, N, 2*N,
     $                ILO, SCALE, S, LDS, T, LDT, G, LDG, U1, LDU1, U2,
     $                LDU2, V1, LDV1, V2, LDV2, M, WR, WI, US, LDUS,
     $                UU, LDUU, LWORK, IWORK, DWORK, LDWORK, INFO )
*
         IF ( INFO.NE.0 ) THEN
            WRITE ( NOUT, FMT = 99998 ) INFO
         ELSE
            WRITE ( NOUT, FMT = 99997 )
            DO 20  I = 1, N
               WRITE ( NOUT, FMT = 99996 ) I, WR(I), WI(I)
20          CONTINUE
*
            IF ( LSAME( STAB, 'S' ).OR.LSAME( STAB, 'B' ) ) THEN
               WRITE ( NOUT, FMT = 99995 )
               DO 30  I = 1, 2*N
                  WRITE ( NOUT, FMT = 99993 ) ( US(I,J), J = 1,M )
30             CONTINUE
               IF ( LSAME( ORTBAL, 'B' ).OR.LSAME( BALANC, 'N' ).OR.
     $            LSAME( BALANC, 'P' ) ) THEN
                  CALL DGEMM( 'Transpose', 'No Transpose', M, M, 2*N,
     $                        ONE, US, LDUS, US, LDUS, ZERO, RES,
     $                        LDRES )
                  DO 40  I = 1, M
                     RES(I,I) = RES(I,I) - ONE
40                CONTINUE
                  WRITE ( NOUT, FMT = 99991 ) DLANGE( 'Frobenius', M, M,
     $                    RES, LDRES, DWORK )
               END IF
               CALL DGEMM( 'Transpose', 'No Transpose', M, M, N, ONE,
     $                     US, LDUS, US(N+1,1), LDUS, ZERO, RES, LDRES )
               CALL DGEMM( 'Transpose', 'No Transpose', M, M, N, -ONE,
     $                     US(N+1,1), LDUS, US, LDUS, ONE, RES, LDRES )
               WRITE ( NOUT, FMT = 99990 ) DLANGE( 'Frobenius', M, M,
     $                 RES, LDRES, DWORK )
            END IF
*
            IF ( LSAME( STAB, 'U' ).OR.LSAME( STAB, 'B' ) ) THEN
               WRITE ( NOUT, FMT = 99994 )
               DO 50  I = 1, 2*N
                  WRITE ( NOUT, FMT = 99993 ) ( UU(I,J), J = 1,M )
50             CONTINUE
               IF ( LSAME( ORTBAL, 'B' ).OR.LSAME( BALANC, 'N' ).OR.
     $            LSAME( BALANC, 'P' ) ) THEN
                  CALL DGEMM( 'Transpose', 'No Transpose', M, M, 2*N,
     $                        ONE, UU, LDUU, UU, LDUU, ZERO, RES,
     $                        LDRES )
                  DO 60  I = 1, M
                     RES(I,I) = RES(I,I) - ONE
60                CONTINUE
                  WRITE ( NOUT, FMT = 99989 ) DLANGE( 'Frobenius', M, M,
     $                    RES, LDRES, DWORK )
               END IF
               CALL DGEMM( 'Transpose', 'No Transpose', M, M, N, ONE,
     $                     UU, LDUU, UU(N+1,1), LDUU, ZERO, RES, LDRES )
               CALL DGEMM( 'Transpose', 'No Transpose', M, M, N, -ONE,
     $                     UU(N+1,1), LDUU, UU, LDUU, ONE, RES, LDRES )
               WRITE ( NOUT, FMT = 99988 ) DLANGE( 'Frobenius', M, M,
     $                 RES, LDRES, DWORK )
            END IF
         END IF
      END IF
*
99999 FORMAT (' MB03ZD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from MB03ZD = ',I2)
99997 FORMAT (' The stable eigenvalues are',//'   i',6X,
     $        'WR(i)',6X,'WI(i)',/)
99996 FORMAT (I4,3X,F8.4,3X,F8.4)
99995 FORMAT (/' A basis for the stable invariant subspace is')
99994 FORMAT (/' A basis for the unstable invariant subspace is')
99993 FORMAT (20(1X,F9.3))
99992 FORMAT (/' N is out of range.',/' N = ',I5)
99991 FORMAT (/' Orthogonality of US: || US''*US - I ||_F = ',G7.2)
99990 FORMAT (/' Symplecticity of US: || US''*J*US   ||_F = ',G7.2)
99989 FORMAT (/' Orthogonality of UU: || UU''*UU - I ||_F = ',G7.2)
99988 FORMAT (/' Symplecticity of UU: || UU''*J*UU   ||_F = ',G7.2)

      END
Program Data
MB03ZD EXAMPLE PROGRAM DATA
	5	1	A	L	B	N	B
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  0.0000000000000000  0.0000000000000000  0.0000000000000000 -0.2710128384740570  0.0933189808067138
  0.0000000000000000  0.0000000000000000  0.0000000000000000  0.4844146572359603  0.2004347508746697
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  0.0000000000000000  0.0000000000000000  0.0000000000000000 -0.4361574461961550  0.0000000000000000
  0.0000000000000000  0.0000000000000000  0.0000000000000000  0.0000000000000000  0.1530894573304220
 -0.0370982242678464  0.0917788436945724 -0.0560402416315252  0.1345152517579192  0.0256668227276700
  0.0652183678916931 -0.0700457231988297  0.0350041175858839 -0.2233868768749268 -0.1171980260782843
 -0.0626428681377119  0.2327575351902772 -0.1251515732208170 -0.0177816046663201  0.3696921118421182
  0.0746042309265599 -0.0828007611045140  0.0217427473546043 -0.1157775118548851 -0.3161183681200527
  0.1374372236164812  0.1002727885506992  0.4021556774753973 -0.0431072263235579  0.1067394572547867
  0.3806883009357247 -0.0347810363019649 -0.5014665065895758  0.5389691288472394  0.2685446895251367
  0.4642712665555326 -0.5942766860716395  0.4781179763952615  0.2334370556238151  0.0166790369048933
  0.2772789197782788 -0.0130145392695876 -0.2123817030594055 -0.2550292626960107 -0.5049268366774490
  0.4209268575081796  0.1499593172661228 -0.1925590746592156 -0.5472292877802402  0.4543329704184054
  0.3969669479129449  0.6321903535930828  0.3329156356041961  0.0163533225344433 -0.2638879466190024
 -0.1795922007470742  0.1908329820840911  0.0868799433942070  0.3114741142062388 -0.2579907627915167
 -0.2447897730222852 -0.1028403314750045 -0.1157840914576285 -0.1873268885694406  0.1700708002861580
 -0.2243335325285328  0.3180998613802520  0.3315380214794822  0.1977859924739963  0.5072476567310013
 -0.2128397588651423 -0.2740560593051881  0.1941418870268881 -0.3096684962457369 -0.0581576193198714
 -0.2002027567371932 -0.0040094115506855 -0.3979373387545264  0.1520881534833910 -0.2010804514091372
  0.4447147692018334 -0.6830166755147440 -0.0002576861753487  0.5781954611783305 -0.0375091627893805
  0.5121756358795817  0.0297197140254773  0.4332229148788766 -0.3240527006890552  0.5330850295256511
  0.3664711365265602  0.3288511296455119  0.0588396016404451  0.1134221597062257  0.1047567336850078
  0.4535357098437908  0.1062866148880792 -0.3964092656837774 -0.2211800890450674  0.0350667323996222
  0.4450432900616097  0.2950206358263853 -0.1617837757183893 -0.0376369332204927 -0.6746752660482623
  0.0000000000000000  0.0000000000000000  0.0000000000000000  0.0000000000000000  0.0000000000000000
  0.0299719306696789 -0.2322624725320701 -0.0280846899680325 -0.3044255686880000 -0.1077641482535519
 -0.0069083614679702  0.3351358347080056 -0.4922707032978891  0.4293545450291714  0.4372821269062001
  0.0167847133528843  0.2843629278945327  0.5958979805231146  0.3097336757510886 -0.2086733033047188
  0.0248567764822071 -0.2810759958040470 -0.1653113624869834 -0.3528780198620412 -0.0254898556119252
Program Results
MB03ZD EXAMPLE PROGRAM RESULTS

The stable eigenvalues are

  i      WR(i)      WI(i)

  1    -3.1941     0.0000
  2    -0.1350     0.3179
  3    -0.1350    -0.3179
  4    -0.0595     0.2793
  5    -0.0595    -0.2793

A basis for the stable invariant subspace is
   -0.102    -0.116     0.627     0.118    -0.605
   -0.100    -0.510    -0.266     0.504     0.124
   -0.179     0.015    -0.112    -0.142     0.413
   -0.055     0.252     0.182    -0.134     0.100
   -0.078     0.576    -0.271    -0.252    -0.177
    0.340    -0.135     0.053    -0.234    -0.110
    0.528     0.108    -0.205     0.219    -0.096
    0.397    -0.429     0.161    -0.598     0.199
    0.444     0.342     0.447     0.406     0.440
    0.434     0.014    -0.383     0.072    -0.391

Orthogonality of US: || US'*US - I ||_F = .62E-15

Symplecticity of US: || US'*J*US   ||_F = .23E-14

A basis for the unstable invariant subspace is
   -0.428     0.383     0.048     0.105     0.187
   -0.506    -0.100     0.541     0.245     0.223
   -0.334    -0.524    -0.044    -0.153     0.126
   -0.453     0.076     0.103    -0.525    -0.268
   -0.436     0.098    -0.752     0.209    -0.251
   -0.093    -0.089     0.258    -0.114    -0.725
   -0.112    -0.196    -0.186    -0.302     0.394
   -0.120    -0.286     0.027     0.680    -0.119
   -0.102     0.630     0.079     0.040     0.127
   -0.091    -0.171    -0.136    -0.136     0.231

Orthogonality of UU: || UU'*UU - I ||_F = .69E-15

Symplecticity of UU: || UU'*J*UU   ||_F = .10E-13

Return to index