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SUBROUTINE MC03ND( MP, NP, DP, P, LDP1, LDP2, DK, GAM, NULLSP,
$ LDNULL, KER, LDKER1, LDKER2, TOL, IWORK, DWORK,
$ LDWORK, INFO )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To compute the coefficients of a minimal polynomial basis
C DK
C K(s) = K(0) + K(1) * s + ... + K(DK) * s
C
C for the right nullspace of the MP-by-NP polynomial matrix of
C degree DP, given by
C DP
C P(s) = P(0) + P(1) * s + ... + P(DP) * s ,
C
C which corresponds to solving the polynomial matrix equation
C P(s) * K(s) = 0.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C MP (input) INTEGER
C The number of rows of the polynomial matrix P(s).
C MP >= 0.
C
C NP (input) INTEGER
C The number of columns of the polynomial matrix P(s).
C NP >= 0.
C
C DP (input) INTEGER
C The degree of the polynomial matrix P(s). DP >= 1.
C
C P (input) DOUBLE PRECISION array, dimension (LDP1,LDP2,DP+1)
C The leading MP-by-NP-by-(DP+1) part of this array must
C contain the coefficients of the polynomial matrix P(s).
C Specifically, P(i,j,k) must contain the (i,j)-th element
C of P(k-1), which is the cofficient of s**(k-1) of P(s),
C where i = 1,2,...,MP, j = 1,2,...,NP and k = 1,2,...,DP+1.
C
C LDP1 INTEGER
C The leading dimension of array P. LDP1 >= MAX(1,MP).
C
C LDP2 INTEGER
C The second dimension of array P. LDP2 >= MAX(1,NP).
C
C DK (output) INTEGER
C The degree of the minimal polynomial basis K(s) for the
C right nullspace of P(s) unless DK = -1, in which case
C there is no right nullspace.
C
C GAM (output) INTEGER array, dimension (DP*MP+1)
C The leading (DK+1) elements of this array contain
C information about the ordering of the right nullspace
C vectors stored in array NULLSP.
C
C NULLSP (output) DOUBLE PRECISION array, dimension
C (LDNULL,(DP*MP+1)*NP)
C The leading NP-by-SUM(i*GAM(i)) part of this array
C contains the right nullspace vectors of P(s) in condensed
C form (as defined in METHOD), where i = 1,2,...,DK+1.
C
C LDNULL INTEGER
C The leading dimension of array NULLSP.
C LDNULL >= MAX(1,NP).
C
C KER (output) DOUBLE PRECISION array, dimension
C (LDKER1,LDKER2,DP*MP+1)
C The leading NP-by-nk-by-(DK+1) part of this array contains
C the coefficients of the minimal polynomial basis K(s),
C where nk = SUM(GAM(i)) and i = 1,2,...,DK+1. Specifically,
C KER(i,j,m) contains the (i,j)-th element of K(m-1), which
C is the coefficient of s**(m-1) of K(s), where i = 1,2,...,
C NP, j = 1,2,...,nk and m = 1,2,...,DK+1.
C
C LDKER1 INTEGER
C The leading dimension of array KER. LDKER1 >= MAX(1,NP).
C
C LDKER2 INTEGER
C The second dimension of array KER. LDKER2 >= MAX(1,NP).
C
C Tolerances
C
C TOL DOUBLE PRECISION
C A tolerance below which matrix elements are considered
C to be zero. If the user sets TOL to be less than
C 10 * EPS * MAX( ||A|| , ||E|| ), then the tolerance is
C F F
C taken as 10 * EPS * MAX( ||A|| , ||E|| ), where EPS is the
C F F
C machine precision (see LAPACK Library Routine DLAMCH) and
C A and E are matrices (as defined in METHOD).
C
C Workspace
C
C IWORK INTEGER array, dimension (m+2*MAX(n,m+1)+n),
C where m = DP*MP and n = (DP-1)*MP + NP.
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C
C LDWORK The length of the array DWORK.
C LDWORK >= m*n*n + 2*m*n + 2*n*n.
C
C Error Indicator
C
C INFO INTEGER
C = 0: successful exit;
C < 0: if INFO = -i, the i-th argument had an illegal
C value.
C > 0: if incorrect rank decisions were taken during the
C computations. This failure is not likely to occur.
C The possible values are:
C k, 1 <= k <= DK+1, the k-th diagonal submatrix had
C not a full row rank;
C DK+2, if incorrect dimensions of a full column
C rank submatrix;
C DK+3, if incorrect dimensions of a full row rank
C submatrix.
C
C METHOD
C
C The computation of the right nullspace of the MP-by-NP polynomial
C matrix P(s) of degree DP given by
C DP-1 DP
C P(s) = P(0) + P(1) * s + ... + P(DP-1) * s + P(DP) * s
C
C is performed via the pencil s*E - A, associated with P(s), where
C
C | I | | 0 -P(DP) |
C | . | | I . . |
C A = | . | and E = | . . . |. (1)
C | . | | . 0 . |
C | I | | I 0 -P(2) |
C | P(0) | | I -P(1) |
C
C The pencil s*E - A is transformed by unitary matrices Q and Z such
C that
C
C | sE(eps)-A(eps) | X | X |
C |----------------|----------------|------------|
C | 0 | sE(inf)-A(inf) | X |
C Q'(s*E-A)Z = |=================================|============|.
C | | |
C | 0 | sE(r)-A(r) |
C
C Since s*E(inf)-A(inf) and s*E(r)-A(r) have full column rank, the
C minimal polynomial basis for the right nullspace of Q'(s*E-A)Z
C (and consequently the basis for the right nullspace of s*E - A) is
C completely determined by s*E(eps)-A(eps).
C
C Let Veps(s) be a minimal polynomial basis for the right nullspace
C of s*E(eps)-A(eps). Then
C
C | Veps(s) |
C V(s) = Z * |---------|
C | 0 |
C
C is a minimal polynomial basis for the right nullspace of s*E - A.
C From the structure of s*E - A it can be shown that if V(s) is
C partitioned as
C
C | Vo(s) | (DP-1)*MP
C V(s) = |------ |
C | Ve(s) | NP
C
C then the columns of Ve(s) form a minimal polynomial basis for the
C right nullspace of P(s).
C
C The vectors of Ve(s) are computed and stored in array NULLSP in
C the following condensed form:
C
C || || | || | | || | |
C || U1,0 || U2,0 | U2,1 || U3,0 | U3,1 | U3,2 || U4,0 | ... |,
C || || | || | | || | |
C
C where Ui,j is an NP-by-GAM(i) matrix which contains the i-th block
C of columns of K(j), the j-th coefficient of the polynomial matrix
C representation for the right nullspace
C DK
C K(s) = K(0) + K(1) * s + . . . + K(DK) * s .
C
C The coefficients K(0), K(1), ..., K(DK) are NP-by-nk matrices
C given by
C
C K(0) = | U1,0 | U2,0 | U3,0 | . . . | U(DK+1,0) |
C
C K(1) = | 0 | U2,1 | U3,1 | . . . | U(DK+1,1) |
C
C K(2) = | 0 | 0 | U3,2 | . . . | U(DK+1,2) |
C
C . . . . . . . . . .
C
C K(DK) = | 0 | 0 | 0 | . . . | 0 | U(DK+1,DK)|.
C
C Note that the degree of K(s) satisfies the inequality DK <=
C DP * MIN(MP,NP) and that the dimension of K(s) satisfies the
C inequality (NP-MP) <= nk <= NP.
C
C REFERENCES
C
C [1] Beelen, Th.G.J.
C New Algorithms for Computing the Kronecker structure of a
C Pencil with Applications to Systems and Control Theory.
C Ph.D.Thesis, Eindhoven University of Technology, 1987.
C
C [2] Van Den Hurk, G.J.H.H.
C New Algorithms for Solving Polynomial Matrix Problems.
C Master's Thesis, Eindhoven University of Technology, 1987.
C
C NUMERICAL ASPECTS
C
C The algorithm used by the routine involves the construction of a
C special block echelon form with pivots considered to be non-zero
C when they are larger than TOL. These pivots are then inverted in
C order to construct the columns of the kernel of the polynomial
C matrix. If TOL is chosen to be too small then these inversions may
C be sensitive whereas increasing TOL will make the inversions more
C robust but will affect the block echelon form (and hence the
C column degrees of the polynomial kernel). Furthermore, if the
C elements of the computed polynomial kernel are large relative to
C the polynomial matrix, then the user should consider trying
C several values of TOL.
C
C FURTHER COMMENTS
C
C It also possible to compute a minimal polynomial basis for the
C right nullspace of a pencil, since a pencil is a polynomial matrix
C of degree 1. Thus for the pencil (s*E - A), the required input is
C P(1) = E and P(0) = -A.
C
C The routine can also be used to compute a minimal polynomial
C basis for the left nullspace of a polynomial matrix by simply
C transposing P(s).
C
C CONTRIBUTOR
C
C Release 3.0: V. Sima, Katholieke Univ. Leuven, Belgium, Mar. 1997.
C Supersedes Release 2.0 routine MC03BD by A.J. Geurts and MC03BZ by
C Th.G.J. Beelen, A.J. Geurts, and G.J.H.H. van den Hurk.
C
C REVISIONS
C
C Jan. 1998.
C
C KEYWORDS
C
C Echelon form, elementary polynomial operations, input output
C description, polynomial matrix, polynomial operations.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TEN
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TEN = 10.0D0 )
C .. Scalar Arguments ..
INTEGER DK, DP, INFO, LDKER1, LDKER2, LDNULL, LDP1,
$ LDP2, LDWORK, MP, NP
DOUBLE PRECISION TOL
C .. Array Arguments ..
INTEGER GAM(*), IWORK(*)
DOUBLE PRECISION DWORK(*), KER(LDKER1,LDKER2,*),
$ NULLSP(LDNULL,*), P(LDP1,LDP2,*)
C .. Local Scalars ..
INTEGER GAMJ, H, I, IDIFF, IFIR, J, JWORKA, JWORKE,
$ JWORKQ, JWORKV, JWORKZ, K, M, MUK, N, NBLCKS,
$ NBLCKI, NCA, NCV, NRA, NUK, RANKE, SGAMK, TAIL,
$ VC1, VR2
DOUBLE PRECISION TOLER
C .. Local Arrays ..
INTEGER MNEI(3)
C .. External Functions ..
DOUBLE PRECISION DLAMCH, DLANGE, DLAPY2
EXTERNAL DLAMCH, DLANGE, DLAPY2
C .. External Subroutines ..
EXTERNAL DGEMM, DLACPY, DLASET, MB04UD, MB04VD, MC03NX,
$ MC03NY, XERBLA
C .. Intrinsic Functions ..
INTRINSIC DBLE, MAX, SQRT
C .. Executable Statements ..
C
C Test the input scalar arguments.
C
M = DP*MP
H = M - MP
N = H + NP
INFO = 0
IF( MP.LT.0 ) THEN
INFO = -1
ELSE IF( NP.LT.0 ) THEN
INFO = -2
ELSE IF( DP.LE.0 ) THEN
INFO = -3
ELSE IF( LDP1.LT.MAX( 1, MP ) ) THEN
INFO = -5
ELSE IF( LDP2.LT.MAX( 1, NP ) ) THEN
INFO = -6
ELSE IF( LDNULL.LT.MAX( 1, NP ) ) THEN
INFO = -10
ELSE IF( LDKER1.LT.MAX( 1, NP ) ) THEN
INFO = -12
ELSE IF( LDKER2.LT.MAX( 1, NP ) ) THEN
INFO = -13
ELSE IF( LDWORK.LT.( N*( M*N + 2*( M + N ) ) ) ) THEN
INFO = -17
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'MC03ND', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( MP.EQ.0 .OR. NP.EQ.0 ) THEN
DK = -1
RETURN
END IF
C
JWORKA = 1
JWORKE = JWORKA + M*N
JWORKZ = JWORKE + M*N
JWORKV = JWORKZ + N*N
JWORKQ = JWORKA
C
C Construct the matrices A and E in the pencil s*E-A in (1).
C Workspace: 2*M*N.
C
CALL MC03NX( MP, NP, DP, P, LDP1, LDP2, DWORK(JWORKA), M,
$ DWORK(JWORKE), M )
C
C Computation of the tolerance.
C
TOLER = MAX( DLANGE( 'F', M, NP, DWORK(JWORKE+H*M), M, DWORK ),
$ DLANGE( 'F', MP, NP, P, LDP1, DWORK ) )
TOLER = TEN*DLAMCH( 'Epsilon' )
$ *DLAPY2( TOLER, SQRT( DBLE( H ) ) )
IF ( TOLER.LE.TOL ) TOLER = TOL
C
C Reduction of E to column echelon form E0 = Q' x E x Z and
C transformation of A, A0 = Q' x A x Z.
C Workspace: 2*M*N + N*N + max(M,N).
C
CALL MB04UD( 'No Q', 'Identity Z', M, N, DWORK(JWORKA), M,
$ DWORK(JWORKE), M, DWORK(JWORKQ), M, DWORK(JWORKZ), N,
$ RANKE, IWORK, TOLER, DWORK(JWORKV), INFO )
C
C The contents of ISTAIR is transferred from MB04UD to MB04VD by
C IWORK(i), i=1,...,M.
C In the sequel the arrays IMUK and INUK are part of IWORK, namely:
C IWORK(i), i = M+1,...,M+max(N,M+1), contains IMUK,
C IWORK(i), i = M+max(N,M+1)+1,...,M+2*max(N,M+1), contains INUK.
C IWORK(i), i = M+2*max(N,M+1)+1,...,M+2*max(N,M+1)+N, contains
C IMUK0 (not needed), and is also used as workspace.
C
MUK = M + 1
NUK = MUK + MAX( N, M+1 )
TAIL = NUK + MAX( N, M+1 )
C
CALL MB04VD( 'Separation', 'No Q', 'Update Z', M, N, RANKE,
$ DWORK(JWORKA), M, DWORK(JWORKE), M, DWORK(JWORKQ), M,
$ DWORK(JWORKZ), N, IWORK, NBLCKS, NBLCKI, IWORK(MUK),
$ IWORK(NUK), IWORK(TAIL), MNEI, TOLER, IWORK(TAIL),
$ INFO )
IF ( INFO.GT.0 ) THEN
C
C Incorrect rank decisions.
C
INFO = INFO + NBLCKS
RETURN
END IF
C
C If NBLCKS < 1, or the column dimension of s*E(eps) - A(eps) is
C zero, then there is no right nullspace.
C
IF ( NBLCKS.LT.1 .OR. MNEI(2).EQ.0 ) THEN
DK = -1
RETURN
END IF
C
C Start of the computation of the minimal basis.
C
DK = NBLCKS - 1
NRA = MNEI(1)
NCA = MNEI(2)
C
C Determine a minimal basis VEPS(s) for the right nullspace of the
C pencil s*E(eps)-A(eps) associated with the polynomial matrix P(s).
C Workspace: 2*M*N + N*N + N*N*(M+1).
C
CALL MC03NY( NBLCKS, NRA, NCA, DWORK(JWORKA), M, DWORK(JWORKE), M,
$ IWORK(MUK), IWORK(NUK), DWORK(JWORKV), N, INFO )
C
IF ( INFO.GT.0 )
$ RETURN
C
NCV = IWORK(MUK) - IWORK(NUK)
GAM(1) = NCV
IWORK(1) = 0
IWORK(TAIL) = IWORK(MUK)
C
DO 20 I = 2, NBLCKS
IDIFF = IWORK(MUK+I-1) - IWORK(NUK+I-1)
GAM(I) = IDIFF
IWORK(I) = NCV
NCV = NCV + I*IDIFF
IWORK(TAIL+I-1) = IWORK(TAIL+I-2) + IWORK(MUK+I-1)
20 CONTINUE
C
C Determine a basis for the right nullspace of the polynomial
C matrix P(s). This basis is stored in array NULLSP in condensed
C form.
C
CALL DLASET( 'Full', NP, NCV, ZERO, ZERO, NULLSP, LDNULL )
C
C |VEPS(s)|
C The last NP rows of the product matrix Z x |-------| contain the
C | 0 |
C polynomial basis for the right nullspace of the polynomial matrix
C P(s) in condensed form. The multiplication is restricted to the
C nonzero submatrices Vij,k of VEPS, the result is stored in the
C array NULLSP.
C
VC1 = 1
C
DO 60 I = 1, NBLCKS
VR2 = IWORK(TAIL+I-1)
C
DO 40 J = 1, I
C
C Multiplication of Z(H+1:N,1:VR2) with V.i,j-1 stored in
C VEPS(1:VR2,VC1:VC1+GAM(I)-1).
C
CALL DGEMM( 'No transpose', 'No transpose', NP, GAM(I), VR2,
$ ONE, DWORK(JWORKZ+H), N,
$ DWORK(JWORKV+(VC1-1)*N), N, ZERO, NULLSP(1,VC1),
$ LDNULL )
VC1 = VC1 + GAM(I)
VR2 = VR2 - IWORK(MUK+I-J)
40 CONTINUE
C
60 CONTINUE
C
C Transfer of the columns of NULLSP to KER in order to obtain the
C polynomial matrix representation of K(s), the right nullspace
C of P(s).
C
SGAMK = 1
C
DO 100 K = 1, NBLCKS
CALL DLASET( 'Full', NP, SGAMK-1, ZERO, ZERO, KER(1,1,K),
$ LDKER1 )
IFIR = SGAMK
C
C Copy the appropriate columns of NULLSP into KER(k).
C SGAMK = 1 + SUM(i=1,..,k-1) GAM(i), is the first nontrivial
C column of KER(k), the first SGAMK - 1 columns of KER(k) are
C zero. IFIR denotes the position of the first column in KER(k)
C in the set of columns copied for a value of J.
C VC1 is the first column of NULLSP to be copied.
C
DO 80 J = K, NBLCKS
GAMJ = GAM(J)
VC1 = IWORK(J) + (K-1)*GAMJ + 1
CALL DLACPY( 'Full', NP, GAMJ, NULLSP(1,VC1), LDNULL,
$ KER(1,IFIR,K), LDKER1 )
IFIR = IFIR + GAMJ
80 CONTINUE
C
SGAMK = SGAMK + GAM(K)
100 CONTINUE
C
RETURN
C *** Last line of MC03ND ***
END
|
