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SUBROUTINE SB08DD( DICO, N, M, P, A, LDA, B, LDB, C, LDC, D, LDD,
$ NQ, NR, CR, LDCR, DR, LDDR, TOL, DWORK, LDWORK,
$ IWARN, 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 construct, for a given system G = (A,B,C,D), a feedback matrix
C F, an orthogonal transformation matrix Z, and a gain matrix V,
C such that the systems
C
C Q = (Z'*(A+B*F)*Z, Z'*B*V, (C+D*F)*Z, D*V)
C and
C R = (Z'*(A+B*F)*Z, Z'*B*V, F*Z, V)
C
C provide a stable right coprime factorization of G in the form
C -1
C G = Q * R ,
C
C where G, Q and R are the corresponding transfer-function matrices
C and the denominator R is inner, that is, R'(-s)*R(s) = I in the
C continuous-time case, or R'(1/z)*R(z) = I in the discrete-time
C case. The Z matrix is not explicitly computed.
C
C Note: G must have no controllable poles on the imaginary axis
C for a continuous-time system, or on the unit circle for a
C discrete-time system. If the given state-space representation
C is not stabilizable, the unstabilizable part of the original
C system is automatically deflated and the order of the systems
C Q and R is accordingly reduced.
C
C ARGUMENTS
C
C Mode Parameters
C
C DICO CHARACTER*1
C Specifies the type of the original system as follows:
C = 'C': continuous-time system;
C = 'D': discrete-time system.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The dimension of the state vector, i.e. the order of the
C matrix A, and also the number of rows of the matrix B and
C the number of columns of the matrices C and CR. N >= 0.
C
C M (input) INTEGER
C The dimension of input vector, i.e. the number of columns
C of the matrices B, D and DR and the number of rows of the
C matrices CR and DR. M >= 0.
C
C P (input) INTEGER
C The dimension of output vector, i.e. the number of rows
C of the matrices C and D. P >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading N-by-N part of this array must
C contain the state dynamics matrix A. The matrix A must not
C have controllable eigenvalues on the imaginary axis, if
C DICO = 'C', or on the unit circle, if DICO = 'D'.
C On exit, the leading NQ-by-NQ part of this array contains
C the leading NQ-by-NQ part of the matrix Z'*(A+B*F)*Z, the
C state dynamics matrix of the numerator factor Q, in a
C real Schur form. The trailing NR-by-NR part of this matrix
C represents the state dynamics matrix of a minimal
C realization of the denominator factor R.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N).
C
C B (input/output) DOUBLE PRECISION array, dimension (LDB,M)
C On entry, the leading N-by-M part of this array must
C contain the input/state matrix.
C On exit, the leading NQ-by-M part of this array contains
C the leading NQ-by-M part of the matrix Z'*B*V, the
C input/state matrix of the numerator factor Q. The last
C NR rows of this matrix form the input/state matrix of
C a minimal realization of the denominator factor R.
C
C LDB INTEGER
C The leading dimension of array B. LDB >= MAX(1,N).
C
C C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
C On entry, the leading P-by-N part of this array must
C contain the state/output matrix C.
C On exit, the leading P-by-NQ part of this array contains
C the leading P-by-NQ part of the matrix (C+D*F)*Z,
C the state/output matrix of the numerator factor Q.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,P).
C
C D (input/output) DOUBLE PRECISION array, dimension (LDD,M)
C On entry, the leading P-by-M part of this array must
C contain the input/output matrix.
C On exit, the leading P-by-M part of this array contains
C the matrix D*V representing the input/output matrix
C of the numerator factor Q.
C
C LDD INTEGER
C The leading dimension of array D. LDD >= MAX(1,P).
C
C NQ (output) INTEGER
C The order of the resulting factors Q and R.
C Generally, NQ = N - NS, where NS is the number of
C uncontrollable eigenvalues outside the stability region.
C
C NR (output) INTEGER
C The order of the minimal realization of the factor R.
C Generally, NR is the number of controllable eigenvalues
C of A outside the stability region (the number of modified
C eigenvalues).
C
C CR (output) DOUBLE PRECISION array, dimension (LDCR,N)
C The leading M-by-NQ part of this array contains the
C leading M-by-NQ part of the feedback matrix F*Z, which
C reflects the eigenvalues of A lying outside the stable
C region to values which are symmetric with respect to the
C imaginary axis (if DICO = 'C') or the unit circle (if
C DICO = 'D'). The last NR columns of this matrix form the
C state/output matrix of a minimal realization of the
C denominator factor R.
C
C LDCR INTEGER
C The leading dimension of array CR. LDCR >= MAX(1,M).
C
C DR (output) DOUBLE PRECISION array, dimension (LDDR,M)
C The leading M-by-M part of this array contains the upper
C triangular matrix V of order M representing the
C input/output matrix of the denominator factor R.
C
C LDDR INTEGER
C The leading dimension of array DR. LDDR >= MAX(1,M).
C
C Tolerances
C
C TOL DOUBLE PRECISION
C The absolute tolerance level below which the elements of
C B are considered zero (used for controllability tests).
C If the user sets TOL <= 0, then an implicitly computed,
C default tolerance, defined by TOLDEF = N*EPS*NORM(B),
C is used instead, where EPS is the machine precision
C (see LAPACK Library routine DLAMCH) and NORM(B) denotes
C the 1-norm of B.
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C On exit, if INFO = 0, DWORK(1) returns the optimal value
C of LDWORK.
C
C LDWORK INTEGER
C The dimension of working array DWORK.
C LDWORK >= MAX( 1, N*(N+5), M*(M+2), 4*M, 4*P ).
C For optimum performance LDWORK should be larger.
C
C Warning Indicator
C
C IWARN INTEGER
C = 0: no warning;
C = K: K violations of the numerical stability condition
C NORM(F) <= 10*NORM(A)/NORM(B) occured during the
C assignment of eigenvalues.
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 = 1: the reduction of A to a real Schur form failed;
C = 2: a failure was detected during the ordering of the
C real Schur form of A, or in the iterative process
C for reordering the eigenvalues of Z'*(A + B*F)*Z
C along the diagonal;
C = 3: if DICO = 'C' and the matrix A has a controllable
C eigenvalue on the imaginary axis, or DICO = 'D'
C and A has a controllable eigenvalue on the unit
C circle.
C
C METHOD
C
C The subroutine is based on the factorization algorithm of [1].
C
C REFERENCES
C
C [1] Varga A.
C A Schur method for computing coprime factorizations with inner
C denominators and applications in model reduction.
C Proc. ACC'93, San Francisco, CA, pp. 2130-2131, 1993.
C
C NUMERICAL ASPECTS
C 3
C The algorithm requires no more than 14N floating point
C operations.
C
C CONTRIBUTOR
C
C A. Varga, German Aerospace Center,
C DLR Oberpfaffenhofen, July 1998.
C Based on the RASP routine RCFID.
C
C REVISIONS
C
C Nov. 1998, V. Sima, Research Institute for Informatics, Bucharest.
C Dec. 1998, V. Sima, Katholieke Univ. Leuven, Leuven.
C Feb. 1999, May 2003, A. Varga, DLR Oberpfaffenhofen.
C
C KEYWORDS
C
C Coprime factorization, eigenvalue, eigenvalue assignment,
C feedback control, pole placement, state-space model.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ONE, TEN, ZERO
PARAMETER ( ONE = 1.0D0, TEN = 1.0D1, ZERO = 0.0D0 )
C .. Scalar Arguments ..
CHARACTER DICO
INTEGER INFO, IWARN, LDA, LDB, LDC, LDCR, LDD, LDDR,
$ LDWORK, M, N, NQ, NR, P
DOUBLE PRECISION TOL
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), CR(LDCR,*),
$ D(LDD,*), DR(LDDR,*), DWORK(*)
C .. Local Scalars ..
LOGICAL DISCR
INTEGER I, IB, IB1, J, K, KFI, KV, KW, KWI, KWR, KZ, L,
$ L1, NB, NCUR, NFP, NLOW, NSUP
DOUBLE PRECISION ALPHA, BNORM, CS, PR, RMAX, SM, SN, TOLER,
$ WRKOPT, X, Y
C .. Local Arrays ..
DOUBLE PRECISION Z(4,4)
C .. External Functions ..
DOUBLE PRECISION DLAMCH, DLANGE
LOGICAL LSAME
EXTERNAL DLAMCH, DLANGE, LSAME
C .. External Subroutines ..
EXTERNAL DGEMM, DLACPY, DLAEXC, DLANV2, DLASET, DROT,
$ DTRMM, DTRMV, SB01FY, TB01LD, XERBLA
C .. Intrinsic Functions ..
INTRINSIC DBLE, MAX, MIN
C .. Executable Statements ..
C
DISCR = LSAME( DICO, 'D' )
IWARN = 0
INFO = 0
C
C Check the scalar input parameters.
C
IF( .NOT. ( LSAME( DICO, 'C' ) .OR. DISCR ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( M.LT.0 ) THEN
INFO = -3
ELSE IF( P.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -10
ELSE IF( LDD.LT.MAX( 1, P ) ) THEN
INFO = -12
ELSE IF( LDCR.LT.MAX( 1, M ) ) THEN
INFO = -16
ELSE IF( LDDR.LT.MAX( 1, M ) ) THEN
INFO = -18
ELSE IF( LDWORK.LT.MAX( 1, N*(N+5), M*(M+2), 4*M, 4*P ) ) THEN
INFO = -21
END IF
IF( INFO.NE.0 )THEN
C
C Error return.
C
CALL XERBLA( 'SB08DD', -INFO )
RETURN
END IF
C
C Set DR = I and quick return if possible.
C
NR = 0
IF( MIN( M, P ).GT.0 )
$ CALL DLASET( 'Full', M, M, ZERO, ONE, DR, LDDR )
IF( MIN( N, M ).EQ.0 ) THEN
NQ = 0
DWORK(1) = ONE
RETURN
END IF
C
C Set F = 0 in the array CR.
C
CALL DLASET( 'Full', M, N, ZERO, ZERO, CR, LDCR )
C
C Compute the norm of B and set the default tolerance if necessary.
C
BNORM = DLANGE( '1-norm', N, M, B, LDB, DWORK )
TOLER = TOL
IF( TOLER.LE.ZERO )
$ TOLER = DBLE( N ) * BNORM * DLAMCH( 'Epsilon' )
IF( BNORM.LE.TOLER ) THEN
NQ = 0
DWORK(1) = ONE
RETURN
END IF
C
C Compute the bound for the numerical stability condition.
C
RMAX = TEN * DLANGE( '1-norm', N, N, A, LDA, DWORK ) / BNORM
C
C Allocate working storage.
C
KZ = 1
KWR = KZ + N*N
KWI = KWR + N
KW = KWI + N
C
C Reduce A to an ordered real Schur form using an orthogonal
C similarity transformation A <- Z'*A*Z and accumulate the
C transformations in Z. The separation of spectrum of A is
C performed such that the leading NFP-by-NFP submatrix of A
C corresponds to the "stable" eigenvalues which will be not
C modified. The bottom (N-NFP)-by-(N-NFP) diagonal block of A
C corresponds to the "unstable" eigenvalues to be modified.
C Apply the transformation to B and C: B <- Z'*B and C <- C*Z.
C
C Workspace needed: N*(N+2);
C Additional workspace: need 3*N;
C prefer larger.
C
IF( DISCR ) THEN
ALPHA = ONE
ELSE
ALPHA = ZERO
END IF
CALL TB01LD( DICO, 'Stable', 'General', N, M, P, ALPHA, A, LDA,
$ B, LDB, C, LDC, NFP, DWORK(KZ), N, DWORK(KWR),
$ DWORK(KWI), DWORK(KW), LDWORK-KW+1, INFO )
IF( INFO.NE.0 )
$ RETURN
C
WRKOPT = DWORK(KW) + DBLE( KW-1 )
C
C Perform the pole assignment if there exist "unstable" eigenvalues.
C
NQ = N
IF( NFP.LT.N ) THEN
KV = 1
KFI = KV + M*M
KW = KFI + 2*M
C
C Set the limits for the bottom diagonal block.
C
NLOW = NFP + 1
NSUP = N
C
C WHILE (NLOW <= NSUP) DO
10 IF( NLOW.LE.NSUP ) THEN
C
C Main loop for assigning one or two poles.
C
C Determine the dimension of the last block.
C
IB = 1
IF( NLOW.LT.NSUP ) THEN
IF( A(NSUP,NSUP-1).NE.ZERO ) IB = 2
END IF
L = NSUP - IB + 1
C
C Check the controllability of the last block.
C
IF( DLANGE( '1-norm', IB, M, B(L,1), LDB, DWORK(KW) )
$ .LE.TOLER ) THEN
C
C Deflate the uncontrollable block and resume the main
C loop.
C
NSUP = NSUP - IB
ELSE
C
C Determine the M-by-IB feedback matrix FI which assigns
C the selected IB poles for the pair
C ( A(L:L+IB-1,L:L+IB-1), B(L:L+IB-1,1:M) ).
C
C Workspace needed: M*(M+2).
C
CALL SB01FY( DISCR, IB, M, A(L,L), LDA, B(L,1), LDB,
$ DWORK(KFI), M, DWORK(KV), M, INFO )
IF( INFO.EQ.2 ) THEN
INFO = 3
RETURN
END IF
C
C Check for possible numerical instability.
C
IF( DLANGE( '1-norm', M, IB, DWORK(KFI), M, DWORK(KW) )
$ .GT.RMAX ) IWARN = IWARN + 1
C
C Update the state matrix A <-- A + B*[0 FI].
C
CALL DGEMM( 'NoTranspose', 'NoTranspose', NSUP, IB, M,
$ ONE, B, LDB, DWORK(KFI), M, ONE, A(1,L),
$ LDA )
C
C Update the feedback matrix F <-- F + V*[0 FI] in CR.
C
IF( DISCR )
$ CALL DTRMM( 'Left', 'Upper', 'NoTranspose', 'NonUnit',
$ M, IB, ONE, DR, LDDR, DWORK(KFI), M )
K = KFI
DO 30 J = L, L + IB - 1
DO 20 I = 1, M
CR(I,J) = CR(I,J) + DWORK(K)
K = K + 1
20 CONTINUE
30 CONTINUE
C
IF( DISCR ) THEN
C
C Update the input matrix B <-- B*V.
C
CALL DTRMM( 'Right', 'Upper', 'NoTranspose',
$ 'NonUnit', N, M, ONE, DWORK(KV), M, B,
$ LDB )
C
C Update the feedthrough matrix DR <-- DR*V.
C
K = KV
DO 40 I = 1, M
CALL DTRMV( 'Upper', 'Transpose', 'NonUnit',
$ M-I+1, DWORK(K), M, DR(I,I), LDDR )
K = K + M + 1
40 CONTINUE
END IF
C
IF( IB.EQ.2 ) THEN
C
C Put the 2x2 block in a standard form.
C
L1 = L + 1
CALL DLANV2( A(L,L), A(L,L1), A(L1,L), A(L1,L1),
$ X, Y, PR, SM, CS, SN )
C
C Apply the transformation to A, B, C and F.
C
IF( L1.LT.NSUP )
$ CALL DROT( NSUP-L1, A(L,L1+1), LDA, A(L1,L1+1),
$ LDA, CS, SN )
CALL DROT( L-1, A(1,L), 1, A(1,L1), 1, CS, SN )
CALL DROT( M, B(L,1), LDB, B(L1,1), LDB, CS, SN )
IF( P.GT.0 )
$ CALL DROT( P, C(1,L), 1, C(1,L1), 1, CS, SN )
CALL DROT( M, CR(1,L), 1, CR(1,L1), 1, CS, SN )
END IF
IF( NLOW+IB.LE.NSUP ) THEN
C
C Move the last block(s) to the leading position(s) of
C the bottom block.
C
C Workspace: need MAX(4*N, 4*M, 4*P).
C
NCUR = NSUP - IB
C WHILE (NCUR >= NLOW) DO
50 IF( NCUR.GE.NLOW ) THEN
C
C Loop for positioning of the last block.
C
C Determine the dimension of the current block.
C
IB1 = 1
IF( NCUR.GT.NLOW ) THEN
IF( A(NCUR,NCUR-1).NE.ZERO ) IB1 = 2
END IF
NB = IB1 + IB
C
C Initialize the local transformation matrix Z.
C
CALL DLASET( 'Full', NB, NB, ZERO, ONE, Z, 4 )
L = NCUR - IB1 + 1
C
C Exchange two adjacent blocks and accumulate the
C transformations in Z.
C
CALL DLAEXC( .TRUE., NB, A(L,L), LDA, Z, 4, 1, IB1,
$ IB, DWORK, INFO )
IF( INFO.NE.0 ) THEN
INFO = 2
RETURN
END IF
C
C Apply the transformation to the rest of A.
C
L1 = L + NB
IF( L1.LE.NSUP ) THEN
CALL DGEMM( 'Transpose', 'NoTranspose', NB,
$ NSUP-L1+1, NB, ONE, Z, 4, A(L,L1),
$ LDA, ZERO, DWORK, NB )
CALL DLACPY( 'Full', NB, NSUP-L1+1, DWORK, NB,
$ A(L,L1), LDA )
END IF
CALL DGEMM( 'NoTranspose', 'NoTranspose', L-1, NB,
$ NB, ONE, A(1,L), LDA, Z, 4, ZERO,
$ DWORK, N )
CALL DLACPY( 'Full', L-1, NB, DWORK, N, A(1,L),
$ LDA )
C
C Apply the transformation to B, C and F.
C
CALL DGEMM( 'Transpose', 'NoTranspose', NB, M, NB,
$ ONE, Z, 4, B(L,1), LDB, ZERO, DWORK,
$ NB )
CALL DLACPY( 'Full', NB, M, DWORK, NB, B(L,1),
$ LDB )
C
IF( P.GT.0 ) THEN
CALL DGEMM( 'NoTranspose', 'NoTranspose', P, NB,
$ NB, ONE, C(1,L), LDC, Z, 4, ZERO,
$ DWORK, P )
CALL DLACPY( 'Full', P, NB, DWORK, P,
$ C(1,L), LDC )
END IF
C
CALL DGEMM( 'NoTranspose', 'NoTranspose', M, NB,
$ NB, ONE, CR(1,L), LDCR, Z, 4, ZERO,
$ DWORK, M )
CALL DLACPY( 'Full', M, NB, DWORK, M, CR(1,L),
$ LDCR )
C
NCUR = NCUR - IB1
GO TO 50
END IF
C END WHILE 50
C
END IF
NLOW = NLOW + IB
END IF
GO TO 10
END IF
C END WHILE 10
C
NQ = NSUP
NR = NSUP - NFP
C
C Annihilate the elements below the first subdiagonal of A.
C
IF( NQ.GT.2 )
$ CALL DLASET( 'Lower', NQ-2, NQ-2, ZERO, ZERO, A(3,1), LDA )
END IF
C
C Compute C <-- CQ = C + D*F and D <-- DQ = D*DR.
C
CALL DGEMM( 'NoTranspose', 'NoTranspose', P, NQ, M, ONE, D, LDD,
$ CR, LDCR, ONE, C, LDC )
IF( DISCR )
$ CALL DTRMM( 'Right', 'Upper', 'NoTranspose', 'NonUnit', P, M,
$ ONE, DR, LDDR, D, LDD )
C
DWORK(1) = MAX( WRKOPT, DBLE( MAX( M*(M+2), 4*M, 4*P ) ) )
C
RETURN
C *** Last line of SB08DD ***
END
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