from
LYAPACK
by Volker Mehrmann LYAPACK toolbox provides solutions for certain large scale problems related to Lyapunov equations.
msns_s_i(p)
function msns_s_i(p)
%
% Generates the data used in 'msns_s'. Data are stored in global
% variables.
%
% NOTE that 'msns_m_i' must be called before calling this routine.
%
% Calling sequence:
%
% msns_s_i(p)
%
% Input:
%
% p vector containing the ADI shift parameters p(i).
%
% Remarks:
%
% The matrices M and N, which have been provided as global data by
% 'msns_m_i', must be symmetric, negative definite. M must be
% symmetric, positive definite.
%
% The entries of p must be real and negative.
%
%
% LYAPACK 1.0 (Thilo Penzl, May 1999)
if nargin~=1
error('Wrong number of input arguments.');
end
if any(imag(p))
error('p must be real (Note that this is the symmetric case)!');
end
if any(p>=0)
error('Entries of p must be negative!');
end
l = length(p);
global LP_N LP_M
if ~length(LP_M) | ~length(LP_N)
error('This routine needs global data which must be generated by calling ''msns_m_i'' first.');
end
for i = 1:l
eval(lp_e( 'global LP_U',i ));
eval(lp_e( 'LP_U',i,' = chol(-LP_N-p(',i,')*LP_M);' )); % Note the minus!
end