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TODO
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1. hrd.ijs: gghrdxxx: implement blocked generalized
Hessenberg reduction xGGHD3 [1]
2. (lacn2,gesc2,latdf,getc2,tgsy2,tgsyl,tgex2,tgexc,tgsen) ->
gges3
3. (gges3,tgsyl) -> [2]
4. improve *NB and *NX constants for optimal performance
5. exp.ijs: implement updated algo [3]
6. Sylvester equation solvers:
[generalized] {continuous,discrete}-time
7. Lyapunov equation solvers:
[generalized] {continuous,discrete}-time
for {solution X,Cholesky factor U}
8. Algebraic Riccati equation solvers:
[generalized] {continuous,discrete}-time
9. replace pf (RRQR) by qp (xGEQP3) [4]
10. geqp3 -> gelsy
11. (getc2,geqp3) -> a matrix canonization algorithm [5]
12. rewrite loops via Fold (F.. F.: F. F:. F:: F:)
References:
[1] Bo Kågström, Daniel Kressner, Enrique S. Quintana-Ortí,
and Gregorio Quintana-Ortí. Blocked Algorithms for the
Reduction to Hessenberg-Triangular Form Revisited.
February 2008. LAPACK Working Note 198
http://www.netlib.org/lapack/lawns/downloads/
[2] Gerdin, Markus. Computation of a canonical form for
linear differential-algebraic equations. Department of
Electrical Engineering, Linköping University, 2004.
LiTH-ISY-R-2602
[3] Awad H. Al-Mohy, Nicholas J. Higham. A New Scaling and
Squaring Algorithm for the Matrix Exponential. SIAM J.
Matrix Analysis Applications, Vol. 31, No. 3, pp.
970-989, 2009.
[4] Rank Revealing QR factorization (RRQR)
LAPACK/ScaLAPACK Development forum. 2012-02-06.
http://icl.cs.utk.edu/lapack-forum/viewtopic.php?f=5&t=2469#p8162
[5] Volkov, V.G., Dem’yanov, D.N. Application of Matrix
Decompositions for Matrix Canonization. Comput. Math. and
Math. Phys. 59, 1759–1770 (2019).
https://doi.org/10.1134/S0965542519110149