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SUBROUTINE NF01AD( NSMP, M, L, IPAR, LIPAR, X, LX, U, LDU, Y, LDY,
$ 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 calculate the output y of the Wiener system
C
C x(t+1) = A*x(t) + B*u(t)
C z(t) = C*x(t) + D*u(t),
C
C y(t) = f(z(t),wb(1:L)),
C
C where t = 1, 2, ..., NSMP, and f is a nonlinear function,
C evaluated by the SLICOT Library routine NF01AY. The parameter
C vector X is partitioned as X = ( wb(1), ..., wb(L), theta ),
C where wb(i), i = 1:L, correspond to the nonlinear part, theta
C corresponds to the linear part, and the notation is fully
C described below.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C NSMP (input) INTEGER
C The number of training samples. NSMP >= 0.
C
C M (input) INTEGER
C The length of each input sample. M >= 0.
C
C L (input) INTEGER
C The length of each output sample. L >= 0.
C
C IPAR (input) INTEGER array, dimension (LIPAR)
C The integer parameters needed.
C IPAR(1) must contain the order of the linear part,
C referred to as N below. N >= 0.
C IPAR(2) must contain the number of neurons for the
C nonlinear part, referred to as NN below.
C NN >= 0.
C
C LIPAR (input) INTEGER
C The length of IPAR. LIPAR >= 2.
C
C X (input) DOUBLE PRECISION array, dimension (LX)
C The parameter vector, partitioned as
C X = (wb(1), ..., wb(L), theta), where the vectors
C wb(i), of length NN*(L+2)+1, are parameters for the
C static nonlinearity, which is simulated by the
C SLICOT Library routine NF01AY. See the documentation of
C NF01AY for further details. The vector theta, of length
C N*(M + L + 1) + L*M, represents the matrices A, B, C,
C D and x(1), and it can be retrieved from these matrices
C by SLICOT Library routine TB01VD and retranslated by
C TB01VY.
C
C LX (input) INTEGER
C The length of the array X.
C LX >= ( NN*(L+2)+1 )*L + N*(M + L + 1) + L*M.
C
C U (input) DOUBLE PRECISION array, dimension (LDU, M)
C The leading NSMP-by-M part of this array must contain the
C set of input samples,
C U = ( U(1,1),...,U(1,M); ...; U(NSMP,1),...,U(NSMP,M) ).
C
C LDU INTEGER
C The leading dimension of the array U. LDU >= MAX(1,NSMP).
C
C Y (output) DOUBLE PRECISION array, dimension (LDY, L)
C The leading NSMP-by-L part of this array contains the
C simulated output.
C
C LDY INTEGER
C The leading dimension of the array Y. LDY >= MAX(1,NSMP).
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C
C LDWORK INTEGER
C The length of the array DWORK.
C LDWORK >= NSMP*L + MAX( 2*NN, (N + L)*(N + M) + 2*N +
C MAX( N*(N + L), N + M + L ) )
C if M > 0;
C LDWORK >= NSMP*L + MAX( 2*NN, (N + L)*N + 2*N +
C MAX( N*(N + L), L ) ), if M = 0.
C A larger value of LDWORK could improve the efficiency.
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 METHOD
C
C BLAS routines are used for the matrix-vector multiplications and
C the routine NF01AY is called for the calculation of the nonlinear
C function.
C
C CONTRIBUTORS
C
C A. Riedel, R. Schneider, Chemnitz University of Technology,
C Mar. 2001, during a stay at University of Twente, NL.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Mar. 2001,
C Dec. 2001.
C
C KEYWORDS
C
C Nonlinear system, output normal form, simulation, state-space
C representation, Wiener system.
C
C ******************************************************************
C
C .. Scalar Arguments ..
INTEGER INFO, L, LDU, LDWORK, LDY, LX, LIPAR, M, NSMP
C .. Array Arguments ..
INTEGER IPAR(*)
DOUBLE PRECISION DWORK(*), U(LDU,*), X(*), Y(LDY,*)
C .. Local Scalars ..
INTEGER AC, BD, IX, JW, LDAC, LTHS, N, NN, NTHS, Z
C .. External Subroutines ..
EXTERNAL NF01AY, TB01VY, TF01MX, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C ..
C .. Executable Statements ..
C
INFO = 0
IF ( NSMP.LT.0 ) THEN
INFO = -1
ELSEIF ( M.LT.0 ) THEN
INFO = -2
ELSEIF ( L.LT.0 ) THEN
INFO = -3
ELSEIF ( LIPAR.LT.2 ) THEN
INFO = -5
ELSE
C
N = IPAR(1)
NN = IPAR(2)
LDAC = N + L
NTHS = ( NN*( L + 2 ) + 1 )*L
LTHS = N*( M + L + 1 ) + L*M
C
IF ( N.LT.0 .OR. NN.LT.0 ) THEN
INFO = -4
ELSEIF ( LX.LT.NTHS + LTHS ) THEN
INFO = -7
ELSEIF ( LDU.LT.MAX( 1, NSMP ) ) THEN
INFO = -9
ELSEIF ( LDY.LT.MAX( 1, NSMP ) ) THEN
INFO = -11
ELSE
IF ( M.GT.0 ) THEN
JW = MAX( N*LDAC, N + M + L )
ELSE
JW = MAX( N*LDAC, L )
END IF
IF ( LDWORK.LT.NSMP*L + MAX( 2*NN, LDAC*( N + M ) + 2*N +
$ JW ) )
$ INFO = -13
ENDIF
ENDIF
C
C Return if there are illegal arguments.
C
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'NF01AD', -INFO )
RETURN
ENDIF
C
C Quick return if possible.
C
IF ( MIN( NSMP, L ).EQ.0 )
$ RETURN
C
C Compute the output of the linear part.
C Workspace: need NSMP*L + (N + L)*(N + M) + N + N*(N + L + 1).
C (NSMP*L locations are reserved for the output of the linear part.)
C
Z = 1
AC = Z + NSMP*L
BD = AC + LDAC*N
IX = BD + LDAC*M
JW = IX + N
C
CALL TB01VY( 'Apply', N, M, L, X(NTHS+1), LTHS, DWORK(AC), LDAC,
$ DWORK(BD), LDAC, DWORK(AC+N), LDAC, DWORK(BD+N),
$ LDAC, DWORK(IX), DWORK(JW), LDWORK-JW+1, INFO )
C
C Workspace: need NSMP*L + (N + L)*(N + M) + 3*N + M + L, if M>0;
C NSMP*L + (N + L)*N + 2*N + L, if M=0;
C prefer larger.
C
CALL TF01MX( N, M, L, NSMP, DWORK(AC), LDAC, U, LDU, DWORK(IX),
$ DWORK(Z), NSMP, DWORK(JW), LDWORK-JW+1, INFO )
C
C Simulate the static nonlinearity.
C Workspace: need NSMP*L + 2*NN;
C prefer larger.
C
JW = AC
CALL NF01AY( NSMP, L, L, IPAR(2), LIPAR-1, X, NTHS, DWORK(Z),
$ NSMP, Y, LDY, DWORK(JW), LDWORK-JW+1, INFO )
C
RETURN
C
C *** Last line of NF01AD ***
END
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