SUBROUTINE SB04QY( N, M, IND, A, LDA, B, LDB, C, LDC, D, IPR, $ INFO ) C C RELEASE 5.0, SLICOT COPYRIGHT 2000. C C PURPOSE C C To construct and solve a linear algebraic system of order M whose C coefficient matrix is in upper Hessenberg form. Such systems C appear when solving discrete-time Sylvester equations using the C Hessenberg-Schur method. C C ARGUMENTS C C Input/Output Parameters C C N (input) INTEGER C The order of the matrix B. N >= 0. C C M (input) INTEGER C The order of the matrix A. M >= 0. C C IND (input) INTEGER C The index of the column in C to be computed. IND >= 1. C C A (input) DOUBLE PRECISION array, dimension (LDA,M) C The leading M-by-M part of this array must contain an C upper Hessenberg matrix. C C LDA INTEGER C The leading dimension of array A. LDA >= MAX(1,M). C C B (input) DOUBLE PRECISION array, dimension (LDB,N) C The leading N-by-N part of this array must contain a C matrix in real Schur form. C C LDB INTEGER C The leading dimension of array B. LDB >= MAX(1,N). C C C (input/output) DOUBLE PRECISION array, dimension (LDC,N) C On entry, the leading M-by-N part of this array must C contain the coefficient matrix C of the equation. C On exit, the leading M-by-N part of this array contains C the matrix C with column IND updated. C C LDC INTEGER C The leading dimension of array C. LDC >= MAX(1,M). C C Workspace C C D DOUBLE PRECISION array, dimension (M*(M+1)/2+2*M) C C IPR INTEGER array, dimension (2*M) C C Error Indicator C C INFO INTEGER C = 0: successful exit; C > 0: if INFO = IND, a singular matrix was encountered. C C METHOD C C A special linear algebraic system of order M, with coefficient C matrix in upper Hessenberg form is constructed and solved. The C coefficient matrix is stored compactly, row-wise. C C REFERENCES C C [1] Golub, G.H., Nash, S. and Van Loan, C.F. C A Hessenberg-Schur method for the problem AX + XB = C. C IEEE Trans. Auto. Contr., AC-24, pp. 909-913, 1979. C C [2] Sima, V. C Algorithms for Linear-quadratic Optimization. C Marcel Dekker, Inc., New York, 1996. C C NUMERICAL ASPECTS C C None. C C CONTRIBUTORS C C D. Sima, University of Bucharest, May 2000. C C REVISIONS C C - C C KEYWORDS C C Hessenberg form, orthogonal transformation, real Schur form, C Sylvester equation. C C ****************************************************************** C C .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0 ) 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(*) C .. Local Scalars .. INTEGER I, I2, J, K, K1, K2, M1 C .. Local Arrays .. DOUBLE PRECISION DUM(1) C .. External Subroutines .. EXTERNAL DAXPY, DCOPY, DSCAL, DTRMV, SB04MW C .. Executable Statements .. C IF ( IND.LT.N ) THEN DUM(1) = ZERO CALL DCOPY ( M, DUM, 0, D, 1 ) DO 10 I = IND + 1, N CALL DAXPY ( M, B(IND,I), C(1,I), 1, D, 1 ) 10 CONTINUE DO 20 I = 2, M C(I,IND) = C(I,IND) - A(I,I-1)*D(I-1) 20 CONTINUE CALL DTRMV ( 'Upper', 'No Transpose', 'Non Unit', M, A, LDA, $ D, 1 ) DO 30 I = 1, M C(I,IND) = C(I,IND) - D(I) 30 CONTINUE END IF C M1 = M + 1 I2 = ( M*M1 )/2 + M1 K2 = 1 K = M C C Construct the linear algebraic system of order M. C DO 40 I = 1, M J = M1 - K CALL DCOPY ( K, A(I,J), LDA, D(K2), 1 ) CALL DSCAL ( K, B(IND,IND), D(K2), 1 ) K1 = K2 K2 = K2 + K IF ( I.GT.1 ) THEN K1 = K1 + 1 K = K - 1 END IF D(K1) = D(K1) + ONE C C Store the right hand side. C D(I2) = C(I,IND) I2 = I2 + 1 40 CONTINUE C C Solve the linear algebraic system and store the solution in C. C CALL SB04MW( M, D, IPR, INFO ) C IF ( INFO.NE.0 ) THEN INFO = IND ELSE C DO 50 I = 1, M C(I,IND) = D(IPR(I)) 50 CONTINUE C END IF C RETURN C *** Last line of SB04QY *** END