I'm sure his agent just shut down any rumours linking Klopp to Madrid today. Then again, some journalists use that statement and publish a news article with a title like "New rumour emerges..", which can be misleading. I also think he's not suitable for Madrid based on his past clubs. As great as he is, if his principles clash with how a club is doing its squad building, I don't think he can do much. I believe if he's going to coach a club again, his next destination is probably AC Milan or something similar. But who knows what they are offering to him, if they ever did.
While Florentino Perez has not made any statement, Ancelloti's fate is still up for speculation because if the reason for his dismissal is because of the failure in the Champions League then there will be many other managers who will be sacked when they are Real Madrid coaches. The various rumours are deliberately created by news makers because managing Real Madrid is one of the most successful clubs which could give them an advantage.
Jurgen Klopp may not be one of the coaches who has the same vision as the way Real Madrid play but I am sure if he becomes Ancelotti's successor there is a much better hope because what we see is that he has successfully brought Liverpool to win several trophies.