DGHUXC

Moving eigenvalues with negative real parts of a real skew-Hamiltonian/Hamiltonian pencil in
structured Schur form to the leading subpencil (unfactored version)

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

Purpose

     To move the eigenvalues with strictly negative real parts of an
     N-by-N real skew-Hamiltonian/Hamiltonian pencil aS - bH in
     structured Schur form,

           (  A  D  )      (  B  F  )
       S = (        ), H = (        ),
           (  0  A' )      (  0 -B' )

     with A upper triangular and B upper quasi-triangular, to the
     leading principal subpencil, while keeping the triangular form.
     The notation M' denotes the transpose of the matrix M.
     The matrices S and H are transformed by an orthogonal matrix Q
     such that

                            (  Aout  Dout  )  
       Sout = J Q' J' S Q = (              ),
                            (    0   Aout' )  
                                                                    (1)
                            (  Bout  Fout  )           (  0  I  )
       Hout = J Q' J' H Q = (              ), with J = (        ),
                            (  0    -Bout' )           ( -I  0  )

     where Aout is upper triangular and Bout is upper quasi-triangular.
     Optionally, if COMPQ = 'I' or COMPQ = 'U', the orthogonal matrix Q
     that fulfills (1), is computed.
Specification
      SUBROUTINE DGHUXC( COMPQ, N, A, LDA, D, LDD, B, LDB, F, LDF, Q,
     $                   LDQ, NEIG, IWORK, LIWORK, DWORK, LDWORK, INFO )
C
C     .. Scalar Arguments ..
      CHARACTER          COMPQ
      INTEGER            INFO, LDA, LDB, LDD, LDF, LDQ, LDWORK, LIWORK,
     $                   N, NEIG
C
C     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), D( LDD, * ),
     $                   DWORK( * ),  F( LDF, * ), Q( LDQ, * )
Arguments

Mode Parameters

     COMPQ   CHARACTER*1
             Specifies whether or not the orthogonal transformations
             should be accumulated in the array Q, as follows:
             = 'N':  Q is not computed;
             = 'I':  the array Q is initialized internally to the unit
                     matrix, and the orthogonal matrix Q is returned;
             = 'U':  the array Q contains an orthogonal matrix Q0 on
                     entry, and the matrix Q0*Q is returned, where Q
                     is the product of the orthogonal transformations
                     that are applied to the pencil aS - bH to reorder
                     the eigenvalues.             
Input/Output Parameters
     N       (input) INTEGER
             The order of the pencil aS - bH.  N >= 0, even.

     A       (input/output) DOUBLE PRECISION array, dimension
                            (LDA, N/2)
             On entry, the leading N/2-by-N/2 part of this array must
             contain the upper triangular matrix A. The elements of the
             strictly lower triangular part of this array are not used.
             On exit, the leading  N/2-by-N/2 part of this array
             contains the transformed matrix Aout.

     LDA     INTEGER
             The leading dimension of the array A.  LDA >= MAX(1, N/2).

     D       (input/output) DOUBLE PRECISION array, dimension
                           (LDD, N/2)
             On entry, the leading N/2-by-N/2 part of this array must
             contain the upper triangular part of the skew-symmetric
             matrix D. The diagonal need not be set to zero.
             On exit, the leading  N/2-by-N/2 part of this array
             contains the transformed upper triangular part of the
             matrix Dout.
             The strictly lower triangular part of this array is
             not referenced, except for the element D(N/2,N/2-1), but
             its initial value is preserved.

     LDD     INTEGER
             The leading dimension of the array D.  LDD >= MAX(1, N/2).

     B       (input/output) DOUBLE PRECISION array, dimension
                            (LDB, N/2)
             On entry, the leading N/2-by-N/2 part of this array must
             contain the upper quasi-triangular matrix B.
             On exit, the leading  N/2-by-N/2 part of this array
             contains the transformed upper quasi-triangular part of
             the matrix Bout.
             The part below the first subdiagonal of this array is
             not referenced.

     LDB     INTEGER
             The leading dimension of the array B.  LDB >= MAX(1, N/2).

     F       (input/output) DOUBLE PRECISION array, dimension
                           (LDF, N/2)
             On entry, the leading N/2-by-N/2 part of this array must
             contain the upper triangular part of the symmetric matrix
             F.
             On exit, the leading  N/2-by-N/2 part of this array
             contains the transformed upper triangular part of the
             matrix Fout.
             The strictly lower triangular part of this array is not
             referenced, except for the element F(N/2,N/2-1), but its
             initial value is preserved.

     LDF     INTEGER
             The leading dimension of the array F.  LDF >= MAX(1, N/2).

     Q       (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
             On entry, if COMPQ = 'U', then the leading N-by-N part of
             this array must contain a given matrix Q0, and on exit,
             the leading N-by-N part of this array contains the product
             of the input matrix Q0 and the transformation matrix Q
             used to transform the matrices S and H.
             On exit, if COMPQ = 'I', then the leading N-by-N part of
             this array contains the orthogonal transformation matrix
             Q.
             If COMPQ = 'N' this array is not referenced.

     LDQ     INTEGER
             The leading dimension of the array Q.
             LDQ >= 1,         if COMPQ = 'N';
             LDQ >= MAX(1, N), if COMPQ = 'I' or COMPQ = 'U'.

     NEIG    (output) INTEGER
             The number of eigenvalues in aS - bH with strictly
             negative real part.
Workspace
     IWORK   INTEGER array, dimension (LIWORK)

     LIWORK  INTEGER
             The dimension of the array IWORK.
             LIWORK >= N+1.

     DWORK   DOUBLE PRECISION array, dimension (LDWORK)

     LDWORK  INTEGER
             The dimension of the array DWORK.
             If COMPQ = 'N',
                LDWORK >= MAX(2*N+32,108);
             if COMPQ = 'I' or COMPQ = 'U',
                LDWORK >= MAX(4*N+32,108).
Error Indicator
     INFO    INTEGER
             = 0: succesful exit;
             < 0: if INFO = -i, the i-th argument had an illegal value;
             = 1: error occured during execution of DGHUEX;
             = 2: error occured during execution of DGHUEY.
Method
     The algorithm reorders the eigenvalues like the following scheme:

     Step 1: Reorder the eigenvalues in the subpencil aA - bB.
          I. Reorder the eigenvalues with negative real parts to the
             top.
         II. Reorder the eigenvalues with positive real parts to the
             bottom.

     Step 2: Reorder the remaining eigenvalues with negative real
             parts in the pencil aS - bH.
          I. Exchange the eigenvalues between the last diagonal block
             in aA - bB and the last diagonal block in aS - bH.
         II. Move the eigenvalues of the R-th block to the (MM+1)-th
             block, where R denotes the number of upper quasi-
             triangular blocks in aA - bB and MM denotes the current
             number of blocks in aA - bB with eigenvalues with negative
             real parts.

     The algorithm uses a sequence of orthogonal transformations as
     described on page 33 in [1]. To achieve those transformations the
     elementary subroutines DGHUEX and DGHUEY are called for the
     corresponding matrix structures.
References
     [1] Benner, P., Byers, R., Losse, P., Mehrmann, V. and Xu, H.
         Numerical Solution of Real Skew-Hamiltonian/Hamiltonian
         Eigenproblems.
         Tech. Rep., Technical University Chemnitz, Germany,
         Nov. 2007.
Numerical Aspects
     
                                                               3
     The algorithm is numerically backward stable and needs O(N ) real
     floating point operations.
Further Comments
   
     None.
Example

Program Text

     None.
Program Data
     None.
Program Results
     None.

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