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+ SUBROUTINE DTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK,
+ $ IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER TRANS
+ INTEGER IJOB, INFO, LDA, LDB, LDC, LDD, LDE, LDF,
+ $ LWORK, M, N
+ DOUBLE PRECISION DIF, SCALE
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ),
+ $ D( LDD, * ), E( LDE, * ), F( LDF, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DTGSYL solves the generalized Sylvester equation:
+*
+* A * R - L * B = scale * C (1)
+* D * R - L * E = scale * F
+*
+* where R and L are unknown m-by-n matrices, (A, D), (B, E) and
+* (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
+* respectively, with real entries. (A, D) and (B, E) must be in
+* generalized (real) 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.
+*
+* In matrix notation (1) is equivalent to solve Zx = scale b, where
+* Z is defined as
+*
+* Z = [ kron(In, A) -kron(B', Im) ] (2)
+* [ kron(In, D) -kron(E', Im) ].
+*
+* Here 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.
+*
+* If TRANS = 'T', DTGSYL solves the transposed system Z'*y = scale*b,
+* which is equivalent to solve for R and L in
+*
+* A' * R + D' * L = scale * C (3)
+* R * B' + L * E' = scale * (-F)
+*
+* This case (TRANS = 'T') is used to compute an one-norm-based estimate
+* of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
+* and (B,E), using DLACON.
+*
+* If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate
+* of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
+* reciprocal of the smallest singular value of Z. See [1-2] for more
+* information.
+*
+* This is a level 3 BLAS algorithm.
+*
+* Arguments
+* =========
+*
+* TRANS (input) CHARACTER*1
+* = 'N', solve the generalized Sylvester equation (1).
+* = 'T', solve the 'transposed' system (3).
+*
+* IJOB (input) INTEGER
+* Specifies what kind of functionality to be performed.
+* =0: solve (1) only.
+* =1: The functionality of 0 and 3.
+* =2: The functionality of 0 and 4.
+* =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
+* (look ahead strategy IJOB = 1 is used).
+* =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
+* ( DGECON on sub-systems is used ).
+* Not referenced if TRANS = 'T'.
+*
+* M (input) INTEGER
+* The order of the matrices A and D, and the row dimension of
+* the matrices C, F, R and L.
+*
+* N (input) INTEGER
+* The order of the matrices B and E, and the column dimension
+* of the matrices C, F, R and L.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA, M)
+* The upper quasi triangular matrix A.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, M).
+*
+* B (input) DOUBLE PRECISION array, dimension (LDB, N)
+* The upper quasi triangular matrix B.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1, N).
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
+* On entry, C contains the right-hand-side of the first matrix
+* equation in (1) or (3).
+* On exit, if IJOB = 0, 1 or 2, C has been overwritten by
+* the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
+* the solution achieved during the computation of the
+* Dif-estimate.
+*
+* LDC (input) INTEGER
+* The leading dimension of the array C. LDC >= max(1, M).
+*
+* D (input) DOUBLE PRECISION array, dimension (LDD, M)
+* The upper triangular matrix D.
+*
+* LDD (input) INTEGER
+* The leading dimension of the array D. LDD >= max(1, M).
+*
+* E (input) DOUBLE PRECISION array, dimension (LDE, N)
+* The upper triangular matrix E.
+*
+* LDE (input) INTEGER
+* The leading dimension of the array E. LDE >= max(1, N).
+*
+* F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
+* On entry, F contains the right-hand-side of the second matrix
+* equation in (1) or (3).
+* On exit, if IJOB = 0, 1 or 2, F has been overwritten by
+* the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
+* the solution achieved during the computation of the
+* Dif-estimate.
+*
+* LDF (input) INTEGER
+* The leading dimension of the array F. LDF >= max(1, M).
+*
+* DIF (output) DOUBLE PRECISION
+* On exit DIF is the reciprocal of a lower bound of the
+* reciprocal of the Dif-function, i.e. DIF is an upper bound of
+* Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2).
+* IF IJOB = 0 or TRANS = 'T', DIF is not touched.
+*
+* SCALE (output) DOUBLE PRECISION
+* On exit SCALE is the scaling factor in (1) or (3).
+* If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
+* to a slightly perturbed system but the input matrices A, B, D
+* and E have not been changed. If SCALE = 0, C and F hold the
+* solutions R and L, respectively, to the homogeneous system
+* with C = F = 0. Normally, SCALE = 1.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK. LWORK > = 1.
+* If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* IWORK (workspace) INTEGER array, dimension (M+N+6)
+*
+* INFO (output) INTEGER
+* =0: successful exit
+* <0: If INFO = -i, the i-th argument had an illegal value.
+* >0: (A, D) and (B, E) have common or close eigenvalues.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
+* for Solving the Generalized Sylvester Equation and Estimating the
+* Separation between Regular Matrix Pairs, Report UMINF - 93.23,
+* Department of Computing Science, Umea University, S-901 87 Umea,
+* Sweden, December 1993, Revised April 1994, Also as LAPACK Working
+* Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
+* No 1, 1996.
+*
+* [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
+* Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
+* Appl., 15(4):1045-1060, 1994
+*
+* [3] B. Kagstrom and L. Westin, Generalized Schur Methods with
+* Condition Estimators for Solving the Generalized Sylvester
+* Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
+* July 1989, pp 745-751.
+*
+* =====================================================================
+* Replaced various illegal calls to DCOPY by calls to DLASET.
+* Sven Hammarling, 1/5/02.
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, NOTRAN
+ INTEGER I, IE, IFUNC, IROUND, IS, ISOLVE, J, JE, JS, K,
+ $ LINFO, LWMIN, MB, NB, P, PPQQ, PQ, Q
+ DOUBLE PRECISION DSCALE, DSUM, SCALE2, SCALOC
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DLACPY, DLASET, DSCAL, DTGSY2, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Decode and test input parameters
+*
+ INFO = 0
+ NOTRAN = LSAME( TRANS, 'N' )
+ LQUERY = ( LWORK.EQ.-1 )
+*
+ IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
+ INFO = -1
+ ELSE IF( NOTRAN ) THEN
+ IF( ( IJOB.LT.0 ) .OR. ( IJOB.GT.4 ) ) THEN
+ INFO = -2
+ END IF
+ END IF
+ IF( INFO.EQ.0 ) THEN
+ IF( M.LE.0 ) THEN
+ INFO = -3
+ ELSE IF( N.LE.0 ) THEN
+ INFO = -4
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -6
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
+ INFO = -10
+ ELSE IF( LDD.LT.MAX( 1, M ) ) THEN
+ INFO = -12
+ ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
+ INFO = -14
+ ELSE IF( LDF.LT.MAX( 1, M ) ) THEN
+ INFO = -16
+ END IF
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ IF( NOTRAN ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.2 ) THEN
+ LWMIN = MAX( 1, 2*M*N )
+ ELSE
+ LWMIN = 1
+ END IF
+ ELSE
+ LWMIN = 1
+ END IF
+ WORK( 1 ) = LWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -20
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DTGSYL', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ SCALE = 1
+ IF( NOTRAN ) THEN
+ IF( IJOB.NE.0 ) THEN
+ DIF = 0
+ END IF
+ END IF
+ RETURN
+ END IF
+*
+* Determine optimal block sizes MB and NB
+*
+ MB = ILAENV( 2, 'DTGSYL', TRANS, M, N, -1, -1 )
+ NB = ILAENV( 5, 'DTGSYL', TRANS, M, N, -1, -1 )
+*
+ ISOLVE = 1
+ IFUNC = 0
+ IF( NOTRAN ) THEN
+ IF( IJOB.GE.3 ) THEN
+ IFUNC = IJOB - 2
+ CALL DLASET( 'F', M, N, ZERO, ZERO, C, LDC )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, F, LDF )
+ ELSE IF( IJOB.GE.1 ) THEN
+ ISOLVE = 2
+ END IF
+ END IF
+*
+ IF( ( MB.LE.1 .AND. NB.LE.1 ) .OR. ( MB.GE.M .AND. NB.GE.N ) )
+ $ THEN
+*
+ DO 30 IROUND = 1, ISOLVE
+*
+* Use unblocked Level 2 solver
+*
+ DSCALE = ZERO
+ DSUM = ONE
+ PQ = 0
+ CALL DTGSY2( TRANS, IFUNC, M, N, A, LDA, B, LDB, C, LDC, D,
+ $ LDD, E, LDE, F, LDF, SCALE, DSUM, DSCALE,
+ $ IWORK, PQ, INFO )
+ IF( DSCALE.NE.ZERO ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.3 ) THEN
+ DIF = SQRT( DBLE( 2*M*N ) ) / ( DSCALE*SQRT( DSUM ) )
+ ELSE
+ DIF = SQRT( DBLE( PQ ) ) / ( DSCALE*SQRT( DSUM ) )
+ END IF
+ END IF
+*
+ IF( ISOLVE.EQ.2 .AND. IROUND.EQ.1 ) THEN
+ IF( NOTRAN ) THEN
+ IFUNC = IJOB
+ END IF
+ SCALE2 = SCALE
+ CALL DLACPY( 'F', M, N, C, LDC, WORK, M )
+ CALL DLACPY( 'F', M, N, F, LDF, WORK( M*N+1 ), M )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, C, LDC )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, F, LDF )
+ ELSE IF( ISOLVE.EQ.2 .AND. IROUND.EQ.2 ) THEN
+ CALL DLACPY( 'F', M, N, WORK, M, C, LDC )
+ CALL DLACPY( 'F', M, N, WORK( M*N+1 ), M, F, LDF )
+ SCALE = SCALE2
+ END IF
+ 30 CONTINUE
+*
+ RETURN
+ END IF
+*
+* Determine block structure of A
+*
+ P = 0
+ I = 1
+ 40 CONTINUE
+ IF( I.GT.M )
+ $ GO TO 50
+ P = P + 1
+ IWORK( P ) = I
+ I = I + MB
+ IF( I.GE.M )
+ $ GO TO 50
+ IF( A( I, I-1 ).NE.ZERO )
+ $ I = I + 1
+ GO TO 40
+ 50 CONTINUE
+*
+ IWORK( P+1 ) = M + 1
+ IF( IWORK( P ).EQ.IWORK( P+1 ) )
+ $ P = P - 1
+*
+* Determine block structure of B
+*
+ Q = P + 1
+ J = 1
+ 60 CONTINUE
+ IF( J.GT.N )
+ $ GO TO 70
+ Q = Q + 1
+ IWORK( Q ) = J
+ J = J + NB
+ IF( J.GE.N )
+ $ GO TO 70
+ IF( B( J, J-1 ).NE.ZERO )
+ $ J = J + 1
+ GO TO 60
+ 70 CONTINUE
+*
+ IWORK( Q+1 ) = N + 1
+ IF( IWORK( Q ).EQ.IWORK( Q+1 ) )
+ $ Q = Q - 1
+*
+ IF( NOTRAN ) THEN
+*
+ DO 150 IROUND = 1, ISOLVE
+*
+* Solve (I, J)-subsystem
+* A(I, I) * R(I, J) - L(I, J) * B(J, J) = C(I, J)
+* D(I, I) * R(I, J) - L(I, J) * E(J, J) = F(I, J)
+* for I = P, P - 1,..., 1; J = 1, 2,..., Q
+*
+ DSCALE = ZERO
+ DSUM = ONE
+ PQ = 0
+ SCALE = ONE
+ DO 130 J = P + 2, Q
+ JS = IWORK( J )
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ DO 120 I = P, 1, -1
+ IS = IWORK( I )
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ PPQQ = 0
+ CALL DTGSY2( TRANS, IFUNC, MB, NB, A( IS, IS ), LDA,
+ $ B( JS, JS ), LDB, C( IS, JS ), LDC,
+ $ D( IS, IS ), LDD, E( JS, JS ), LDE,
+ $ F( IS, JS ), LDF, SCALOC, DSUM, DSCALE,
+ $ IWORK( Q+2 ), PPQQ, LINFO )
+ IF( LINFO.GT.0 )
+ $ INFO = LINFO
+*
+ PQ = PQ + PPQQ
+ IF( SCALOC.NE.ONE ) THEN
+ DO 80 K = 1, JS - 1
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 80 CONTINUE
+ DO 90 K = JS, JE
+ CALL DSCAL( IS-1, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( IS-1, SCALOC, F( 1, K ), 1 )
+ 90 CONTINUE
+ DO 100 K = JS, JE
+ CALL DSCAL( M-IE, SCALOC, C( IE+1, K ), 1 )
+ CALL DSCAL( M-IE, SCALOC, F( IE+1, K ), 1 )
+ 100 CONTINUE
+ DO 110 K = JE + 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 110 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Substitute R(I, J) and L(I, J) into remaining
+* equation.
+*
+ IF( I.GT.1 ) THEN
+ CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE,
+ $ A( 1, IS ), LDA, C( IS, JS ), LDC, ONE,
+ $ C( 1, JS ), LDC )
+ CALL DGEMM( 'N', 'N', IS-1, NB, MB, -ONE,
+ $ D( 1, IS ), LDD, C( IS, JS ), LDC, ONE,
+ $ F( 1, JS ), LDF )
+ END IF
+ IF( J.LT.Q ) THEN
+ CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE,
+ $ F( IS, JS ), LDF, B( JS, JE+1 ), LDB,
+ $ ONE, C( IS, JE+1 ), LDC )
+ CALL DGEMM( 'N', 'N', MB, N-JE, NB, ONE,
+ $ F( IS, JS ), LDF, E( JS, JE+1 ), LDE,
+ $ ONE, F( IS, JE+1 ), LDF )
+ END IF
+ 120 CONTINUE
+ 130 CONTINUE
+ IF( DSCALE.NE.ZERO ) THEN
+ IF( IJOB.EQ.1 .OR. IJOB.EQ.3 ) THEN
+ DIF = SQRT( DBLE( 2*M*N ) ) / ( DSCALE*SQRT( DSUM ) )
+ ELSE
+ DIF = SQRT( DBLE( PQ ) ) / ( DSCALE*SQRT( DSUM ) )
+ END IF
+ END IF
+ IF( ISOLVE.EQ.2 .AND. IROUND.EQ.1 ) THEN
+ IF( NOTRAN ) THEN
+ IFUNC = IJOB
+ END IF
+ SCALE2 = SCALE
+ CALL DLACPY( 'F', M, N, C, LDC, WORK, M )
+ CALL DLACPY( 'F', M, N, F, LDF, WORK( M*N+1 ), M )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, C, LDC )
+ CALL DLASET( 'F', M, N, ZERO, ZERO, F, LDF )
+ ELSE IF( ISOLVE.EQ.2 .AND. IROUND.EQ.2 ) THEN
+ CALL DLACPY( 'F', M, N, WORK, M, C, LDC )
+ CALL DLACPY( 'F', M, N, WORK( M*N+1 ), M, F, LDF )
+ SCALE = SCALE2
+ END IF
+ 150 CONTINUE
+*
+ ELSE
+*
+* Solve transposed (I, J)-subsystem
+* A(I, I)' * R(I, J) + D(I, I)' * L(I, J) = C(I, J)
+* R(I, J) * B(J, J)' + L(I, J) * E(J, J)' = -F(I, J)
+* for I = 1,2,..., P; J = Q, Q-1,..., 1
+*
+ SCALE = ONE
+ DO 210 I = 1, P
+ IS = IWORK( I )
+ IE = IWORK( I+1 ) - 1
+ MB = IE - IS + 1
+ DO 200 J = Q, P + 2, -1
+ JS = IWORK( J )
+ JE = IWORK( J+1 ) - 1
+ NB = JE - JS + 1
+ CALL DTGSY2( TRANS, IFUNC, MB, NB, A( IS, IS ), LDA,
+ $ B( JS, JS ), LDB, C( IS, JS ), LDC,
+ $ D( IS, IS ), LDD, E( JS, JS ), LDE,
+ $ F( IS, JS ), LDF, SCALOC, DSUM, DSCALE,
+ $ IWORK( Q+2 ), PPQQ, LINFO )
+ IF( LINFO.GT.0 )
+ $ INFO = LINFO
+ IF( SCALOC.NE.ONE ) THEN
+ DO 160 K = 1, JS - 1
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 160 CONTINUE
+ DO 170 K = JS, JE
+ CALL DSCAL( IS-1, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( IS-1, SCALOC, F( 1, K ), 1 )
+ 170 CONTINUE
+ DO 180 K = JS, JE
+ CALL DSCAL( M-IE, SCALOC, C( IE+1, K ), 1 )
+ CALL DSCAL( M-IE, SCALOC, F( IE+1, K ), 1 )
+ 180 CONTINUE
+ DO 190 K = JE + 1, N
+ CALL DSCAL( M, SCALOC, C( 1, K ), 1 )
+ CALL DSCAL( M, SCALOC, F( 1, K ), 1 )
+ 190 CONTINUE
+ SCALE = SCALE*SCALOC
+ END IF
+*
+* Substitute R(I, J) and L(I, J) into remaining equation.
+*
+ IF( J.GT.P+2 ) THEN
+ CALL DGEMM( 'N', 'T', MB, JS-1, NB, ONE, C( IS, JS ),
+ $ LDC, B( 1, JS ), LDB, ONE, F( IS, 1 ),
+ $ LDF )
+ CALL DGEMM( 'N', 'T', MB, JS-1, NB, ONE, F( IS, JS ),
+ $ LDF, E( 1, JS ), LDE, ONE, F( IS, 1 ),
+ $ LDF )
+ END IF
+ IF( I.LT.P ) THEN
+ CALL DGEMM( 'T', 'N', M-IE, NB, MB, -ONE,
+ $ A( IS, IE+1 ), LDA, C( IS, JS ), LDC, ONE,
+ $ C( IE+1, JS ), LDC )
+ CALL DGEMM( 'T', 'N', M-IE, NB, MB, -ONE,
+ $ D( IS, IE+1 ), LDD, F( IS, JS ), LDF, ONE,
+ $ C( IE+1, JS ), LDC )
+ END IF
+ 200 CONTINUE
+ 210 CONTINUE
+*
+ END IF
+*
+ WORK( 1 ) = LWMIN
+*
+ RETURN
+*
+* End of DTGSYL
+*
+ END