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|
SUBROUTINE SB16AY( DICO, JOBC, JOBO, WEIGHT, N, M, P, NC, NCS,
$ A, LDA, B, LDB, C, LDC, D, LDD,
$ AC, LDAC, BC, LDBC, CC, LDCC, DC, LDDC,
$ SCALEC, SCALEO, S, LDS, R, LDR,
$ 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 for given state-space representations (A,B,C,D) and
C (Ac,Bc,Cc,Dc) of the transfer-function matrices of the
C open-loop system G and feedback controller K, respectively,
C the Cholesky factors of the frequency-weighted
C controllability and observability Grammians corresponding
C to a frequency-weighted model reduction problem.
C The controller must stabilize the closed-loop system.
C The state matrix Ac must be in a block-diagonal real Schur form
C Ac = diag(Ac1,Ac2), where Ac1 contains the unstable eigenvalues
C of Ac and Ac2 contains the stable eigenvalues of Ac.
C
C ARGUMENTS
C
C Mode Parameters
C
C DICO CHARACTER*1
C Specifies the type of the systems as follows:
C = 'C': G and K are continuous-time systems;
C = 'D': G and K are discrete-time systems.
C
C JOBC CHARACTER*1
C Specifies the choice of frequency-weighted controllability
C Grammian as follows:
C = 'S': choice corresponding to standard Enns' method [1];
C = 'E': choice corresponding to the stability enhanced
C modified Enns' method of [2].
C
C JOBO CHARACTER*1
C Specifies the choice of frequency-weighted observability
C Grammian as follows:
C = 'S': choice corresponding to standard Enns' method [1];
C = 'E': choice corresponding to the stability enhanced
C modified combination method of [2].
C
C WEIGHT CHARACTER*1
C Specifies the type of frequency-weighting, as follows:
C = 'N': no weightings are used (V = I, W = I);
C = 'O': stability enforcing left (output) weighting
C -1
C V = (I-G*K) *G is used (W = I);
C = 'I': stability enforcing right (input) weighting
C -1
C W = (I-G*K) *G is used (V = I);
C = 'P': stability and performance enforcing weightings
C -1 -1
C V = (I-G*K) *G , W = (I-G*K) are used.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the open-loop system state-space
C representation, i.e., the order of the matrix A. N >= 0.
C
C M (input) INTEGER
C The number of system inputs. M >= 0.
C
C P (input) INTEGER
C The number of system outputs. P >= 0.
C
C NC (input) INTEGER
C The order of the controller state-space representation,
C i.e., the order of the matrix AC. NC >= 0.
C
C NCS (input) INTEGER
C The dimension of the stable part of the controller, i.e.,
C the order of matrix Ac2. NC >= NCS >= 0.
C
C A (input) DOUBLE PRECISION array, dimension (LDA,N)
C The leading N-by-N part of this array must contain the
C state matrix A of the system with the transfer-function
C matrix G.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N).
C
C B (input) DOUBLE PRECISION array, dimension (LDB,M)
C The leading N-by-M part of this array must contain the
C input/state matrix B.
C
C LDB INTEGER
C The leading dimension of array B. LDB >= MAX(1,N).
C
C C (input) DOUBLE PRECISION array, dimension (LDC,N)
C The leading P-by-N part of this array must contain the
C state/output matrix C.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,P).
C
C D (input) DOUBLE PRECISION array, dimension (LDD,M)
C The leading P-by-M part of this array must contain the
C input/output matrix D of the open-loop system.
C
C LDD INTEGER
C The leading dimension of array D. LDD >= MAX(1,P).
C
C AC (input) DOUBLE PRECISION array, dimension (LDAC,NC)
C The leading NC-by-NC part of this array must contain
C the state dynamics matrix Ac of the controller in a
C block diagonal real Schur form Ac = diag(Ac1,Ac2), where
C Ac1 is (NC-NCS)-by-(NC-NCS) and contains the unstable
C eigenvalues of Ac, and Ac2 is NCS-by-NCS and contains
C the stable eigenvalues of Ac.
C
C LDAC INTEGER
C The leading dimension of array AC. LDAC >= MAX(1,NC).
C
C BC (input) DOUBLE PRECISION array, dimension (LDBC,P)
C The leading NC-by-P part of this array must contain
C the input/state matrix Bc of the controller.
C
C LDBC INTEGER
C The leading dimension of array BC. LDBC >= MAX(1,NC).
C
C CC (input) DOUBLE PRECISION array, dimension (LDCC,NC)
C The leading M-by-NC part of this array must contain
C the state/output matrix Cc of the controller.
C
C LDCC INTEGER
C The leading dimension of array CC. LDCC >= MAX(1,M).
C
C DC (input) DOUBLE PRECISION array, dimension (LDDC,P)
C The leading M-by-P part of this array must contain
C the input/output matrix Dc of the controller.
C
C LDDC INTEGER
C The leading dimension of array DC. LDDC >= MAX(1,M).
C
C SCALEC (output) DOUBLE PRECISION
C Scaling factor for the controllability Grammian.
C See METHOD.
C
C SCALEO (output) DOUBLE PRECISION
C Scaling factor for the observability Grammian. See METHOD.
C
C S (output) DOUBLE PRECISION array, dimension (LDS,NCS)
C The leading NCS-by-NCS upper triangular part of this array
C contains the Cholesky factor S of the frequency-weighted
C controllability Grammian P = S*S'. See METHOD.
C
C LDS INTEGER
C The leading dimension of array S. LDS >= MAX(1,NCS).
C
C R (output) DOUBLE PRECISION array, dimension (LDR,NCS)
C The leading NCS-by-NCS upper triangular part of this array
C contains the Cholesky factor R of the frequency-weighted
C observability Grammian Q = R'*R. See METHOD.
C
C LDR INTEGER
C The leading dimension of array R. LDR >= MAX(1,NCS).
C
C Workspace
C
C IWORK INTEGER array, dimension MAX(LIWRK)
C LIWRK = 0, if WEIGHT = 'N';
C LIWRK = 2(M+P), if WEIGHT = 'O', 'I', or 'P'.
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 length of the array DWORK.
C LDWORK >= MAX( 1, LFREQ ),
C where
C LFREQ = (N+NC)*(N+NC+2*M+2*P)+
C MAX((N+NC)*(N+NC+MAX(N+NC,M,P)+7), (M+P)*(M+P+4))
C if WEIGHT = 'I' or 'O' or 'P';
C LFREQ = NCS*(MAX(M,P)+5) if WEIGHT = 'N'.
C For optimum performance LDWORK should be larger.
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 closed-loop system is not well-posed;
C its feedthrough matrix is (numerically) singular;
C = 2: the computation of the real Schur form of the
C closed-loop state matrix failed;
C = 3: the closed-loop state matrix is not stable;
C = 4: the solution of a symmetric eigenproblem failed;
C = 5: the NCS-by-NCS trailing part Ac2 of the state
C matrix Ac is not stable or not in a real Schur form.
C
C METHOD
C
C If JOBC = 'S', the controllability Grammian P is determined as
C follows:
C
C - if WEIGHT = 'O' or 'N', P satisfies for a continuous-time
C controller the Lyapunov equation
C
C Ac2*P + P*Ac2' + scalec^2*Bc*Bc' = 0
C
C and for a discrete-time controller
C
C Ac2*P*Ac2' - P + scalec^2*Bc*Bc' = 0;
C
C - if WEIGHT = 'I' or 'P', let Pi be the solution of the
C continuous-time Lyapunov equation
C
C Ai*Pi + Pi*Ai' + scalec^2*Bi*Bi' = 0
C
C or of the discrete-time Lyapunov equation
C
C Ai*Pi*Ai' - Pi + scalec^2*Bi*Bi' = 0,
C
C where Ai and Bi are the state and input matrices of a special
C state-space realization of the input frequency weight (see [2]);
C P results as the trailing NCS-by-NCS part of Pi partitioned as
C
C Pi = ( * * ).
C ( * P )
C
C If JOBC = 'E', a modified controllability Grammian P1 >= P is
C determined to guarantee stability for a modified Enns' method [2].
C
C If JOBO = 'S', the observability Grammian Q is determined as
C follows:
C
C - if WEIGHT = 'I' or 'N', Q satisfies for a continuous-time
C controller the Lyapunov equation
C
C Ac2'*Q + Q*Ac2 + scaleo^2*Cc'*Cc = 0
C
C and for a discrete-time controller
C
C Ac2'*Q*Ac2 - Q + scaleo^2*Cc'*Cc = 0;
C
C - if WEIGHT = 'O' or 'P', let Qo be the solution of the
C continuous-time Lyapunov equation
C
C Ao'*Qo + Qo*Ao + scaleo^2*Co'*Co = 0
C
C or of the discrete-time Lyapunov equation
C
C Ao'*Qo*Ao - Qo + scaleo^2*Co'*Co = 0,
C
C where Ao and Co are the state and output matrices of a
C special state-space realization of the output frequency weight
C (see [2]); if WEIGHT = 'O', Q results as the leading NCS-by-NCS
C part of Qo partitioned as
C
C Qo = ( Q * )
C ( * * )
C
C while if WEIGHT = 'P', Q results as the trailing NCS-by-NCS
C part of Qo partitioned as
C
C Qo = ( * * ).
C ( * Q )
C
C If JOBO = 'E', a modified observability Grammian Q1 >= Q is
C determined to guarantee stability for a modified Enns' method [2].
C
C The routine computes directly the Cholesky factors S and R
C such that P = S*S' and Q = R'*R according to formulas
C developed in [2].
C
C REFERENCES
C
C [1] Enns, D.
C Model reduction with balanced realizations: An error bound
C and a frequency weighted generalization.
C Proc. CDC, Las Vegas, pp. 127-132, 1984.
C
C [2] Varga, A. and Anderson, B.D.O.
C Frequency-weighted balancing related controller reduction.
C Proceedings of the 15th IFAC World Congress, July 21-26, 2002,
C Barcelona, Spain, Vol.15, Part 1, 2002-07-21.
C
C CONTRIBUTORS
C
C A. Varga, Australian National University, Canberra, November 2000.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Dec. 2000,
C May 2009.
C A. Varga, DLR Oberpfafenhofen, June 2001.
C
C
C KEYWORDS
C
C Controller reduction, frequency weighting, multivariable system,
C state-space model, state-space representation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER DICO, JOBC, JOBO, WEIGHT
INTEGER INFO, LDA, LDAC, LDB, LDBC, LDC, LDCC, LDD, LDDC,
$ LDR, LDS, LDWORK, M, N, NC, NCS, P
DOUBLE PRECISION SCALEC, SCALEO
C .. Array Arguments ..
INTEGER IWORK(*)
DOUBLE PRECISION A(LDA,*), AC(LDAC,*), B(LDB,*), BC(LDBC,*),
$ C(LDC,*), CC(LDCC,*), D(LDD,*), DC(LDDC,*),
$ DWORK(*), R(LDR,*), S(LDS,*)
C .. Local Scalars ..
CHARACTER JOBFAC
LOGICAL DISCR, FRWGHT, LEFTW, PERF, RIGHTW
INTEGER I, IERR, J, JJ, KI, KL, KQ, KR, KTAU, KU, KW,
$ KWA, KWB, KWC, KWD, LDU, LW, MBBAR, ME, MP,
$ NCU, NCU1, NE, NNC, NNCU, PCBAR, PE, WRKOPT
DOUBLE PRECISION RCOND, T, TOL
C .. Local Arrays ..
DOUBLE PRECISION DUM(1)
C .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH, LSAME
C .. External Subroutines ..
EXTERNAL AB05PD, AB05QD, AB07ND, DCOPY, DLACPY, DLASET,
$ DSCAL, DSYEV, MB01WD, MB04OD, SB03OD, SB03OU,
$ XERBLA
C .. Intrinsic Functions ..
INTRINSIC ABS, INT, MAX, MIN, SQRT
C .. Executable Statements ..
C
DISCR = LSAME( DICO, 'D' )
LEFTW = LSAME( WEIGHT, 'O' )
RIGHTW = LSAME( WEIGHT, 'I' )
PERF = LSAME( WEIGHT, 'P' )
FRWGHT = LEFTW .OR. RIGHTW .OR. PERF
C
INFO = 0
NNC = N + NC
MP = M + P
IF( FRWGHT ) THEN
LW = NNC*( NNC + 2*MP ) +
$ MAX( NNC*( NNC + MAX( NNC, M, P ) + 7 ), MP*( MP + 4 ) )
ELSE
LW = NCS*( MAX( M, P ) + 5 )
END IF
LW = MAX( 1, LW )
C
IF( .NOT. ( LSAME( DICO, 'C' ) .OR. DISCR ) ) THEN
INFO = -1
ELSE IF( .NOT.( LSAME( JOBC, 'S' ) .OR. LSAME( JOBC, 'E' ) ) )
$ THEN
INFO = -2
ELSE IF( .NOT.( LSAME( JOBO, 'S' ) .OR. LSAME( JOBO, 'E' ) ) )
$ THEN
INFO = -3
ELSE IF( .NOT.( FRWGHT .OR. LSAME( WEIGHT, 'N' ) ) ) THEN
INFO = -4
ELSE IF( N.LT.0 ) THEN
INFO = -5
ELSE IF( M.LT.0 ) THEN
INFO = -6
ELSE IF( P.LT.0 ) THEN
INFO = -7
ELSE IF( NC.LT.0 ) THEN
INFO = -8
ELSE IF( NCS.LT.0 .OR. NCS.GT.NC ) THEN
INFO = -9
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -13
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -15
ELSE IF( LDD.LT.MAX( 1, P ) ) THEN
INFO = -17
ELSE IF( LDAC.LT.MAX( 1, NC ) ) THEN
INFO = -19
ELSE IF( LDBC.LT.MAX( 1, NC ) ) THEN
INFO = -21
ELSE IF( LDCC.LT.MAX( 1, M ) ) THEN
INFO = -23
ELSE IF( LDDC.LT.MAX( 1, M ) ) THEN
INFO = -25
ELSE IF( LDS.LT.MAX( 1, NCS ) ) THEN
INFO = -29
ELSE IF( LDR.LT.MAX( 1, NCS ) ) THEN
INFO = -31
ELSE IF( LDWORK.LT.LW ) THEN
INFO = -34
END IF
C
IF( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'SB16AY', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
SCALEC = ONE
SCALEO = ONE
IF( MIN( NCS, M, P ).EQ.0 ) THEN
DWORK(1) = ONE
RETURN
END IF
C
WRKOPT = 1
NCU = NC - NCS
NCU1 = NCU + 1
C
IF( .NOT.PERF ) THEN
C
C Compute the Grammians in the case of no weighting or
C one-sided weighting.
C
IF( LEFTW .OR. LSAME( WEIGHT, 'N' ) ) THEN
C
C Compute the standard controllability Grammian.
C
C Solve for the Cholesky factor S of P, P = S*S',
C the continuous-time Lyapunov equation (if DICO = 'C')
C
C Ac2*P + P*Ac2' + scalec^2*Bc2*Bc2' = 0,
C
C or the discrete-time Lyapunov equation (if DICO = 'D')
C
C Ac2*P*Ac2' - P + scalec^2*Bc2*Bc2' = 0,
C
C where Bc2 is the matrix formed from the last NCS rows of Bc.
C
C Workspace: need NCS*(P+5);
C prefer larger.
KU = 1
KTAU = KU + NCS*P
KW = KTAU + NCS
C
CALL DLACPY( 'Full', NCS, P, BC(NCU1,1), LDBC,
$ DWORK(KU), NCS )
CALL SB03OU( DISCR, .TRUE., NCS, P, AC(NCU1,NCU1), LDAC,
$ DWORK(KU), NCS, DWORK(KTAU), S, LDS, SCALEC,
$ DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
INFO = 5
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
END IF
C
IF( RIGHTW .OR. LSAME( WEIGHT, 'N' ) ) THEN
C
C Compute the standard observability Grammian.
C
C Solve for the Cholesky factor R of Q, Q = R'*R,
C the continuous-time Lyapunov equation (if DICO = 'C')
C
C Ac2'*Q + Q*Ac2 + scaleo^2*Cc2'*Cc2 = 0,
C
C or the discrete-time Lyapunov equation (if DICO = 'D')
C
C Ac2'*Q*Ac2 - Q + scaleo^2*Cc2'*Cc2 = 0,
C
C where Cc2 is the matrix formed from the last NCS columns
C of Cc.
C
C Workspace: need NCS*(M + 5);
C prefer larger.
KU = 1
KTAU = KU + M*NCS
KW = KTAU + NCS
C
CALL DLACPY( 'Full', M, NCS, CC(1,NCU1), LDCC,
$ DWORK(KU), M )
CALL SB03OU( DISCR, .FALSE., NCS, M, AC(NCU1,NCU1), LDAC,
$ DWORK(KU), M, DWORK(KTAU), R, LDR, SCALEO,
$ DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
INFO = 5
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
END IF
C
C Finish if there are no weights.
C
IF( LSAME( WEIGHT, 'N' ) ) THEN
DWORK(1) = WRKOPT
RETURN
END IF
END IF
C
IF( FRWGHT ) THEN
C
C Allocate working storage for computing the weights.
C
C Real workspace: need MAX(1,NNC*NNC+2*NNC*MP+MP*(MP+4));
C Integer workspace: need 2*MP.
C
KWA = 1
KWB = KWA + NNC*NNC
KWC = KWB + NNC*MP
KWD = KWC + NNC*MP
KW = KWD + MP*MP
KL = KWD
C
IF( LEFTW ) THEN
C
C Build the extended matrices
C
C Ao = ( Ac+Bc*inv(R)*D*Cc Bc*inv(R)*C ),
C ( B*inv(Rt)*Cc A+B*Dc*inv(R)*C )
C
C Co = ( -inv(R)*D*Cc -inv(R)*C ) ,
C
C where R = I-D*Dc and Rt = I-Dc*D.
C -1
C Method: Compute Ge = ( Ge11 Ge12 ), where Ge = ( K -Im ).
C ( Ge21 Ge22 ) ( -Ip G )
C
C -1
C Then Ge11 = -(I-G*K) *G .
C
C Construct first Ge = ( K -Im ) such that the stable part
C ( -Ip G )
C of K is in the leading position (to avoid updating of
C QR factorization).
C
CALL DLASET( 'Full', M, P, ZERO, ZERO, DWORK(KWD), MP )
CALL AB05PD( 'N', NCS, P, M, NCU, ONE,
$ AC(NCU1,NCU1), LDAC, BC(NCU1,1), LDBC,
$ CC(1,NCU1), LDCC, DWORK(KWD), MP,
$ AC, LDAC, BC, LDBC, CC, LDCC, DC, LDDC,
$ NE, DWORK(KWA), NNC, DWORK(KWB), NNC,
$ DWORK(KWC), MP, DWORK(KWD), MP, IERR )
CALL AB05QD( 'Over', NC, P, M, N, M, P, DWORK(KWA), NNC,
$ DWORK(KWB), NNC, DWORK(KWC), MP, DWORK(KWD),
$ MP, A, LDA, B, LDB, C, LDC, D, LDD,
$ NE, ME, PE, DWORK(KWA), NNC, DWORK(KWB), NNC,
$ DWORK(KWC), MP, DWORK(KWD), MP, IERR )
CALL DLASET( 'Full', M, M, ZERO, -ONE, DWORK(KWD+MP*P), MP )
CALL DLASET( 'Full', P, P, ZERO, -ONE, DWORK(KWD+M), MP )
C
ELSE
C
C Build the extended matrices
C
C Ai = ( A+B*Dc*inv(R)*C B*inv(Rt)*Cc ) ,
C ( Bc*inv(R)*C Ac+Bc*inv(R)*D*Cc )
C
C Bi = ( B*Dc*inv(R) B*inv(Rt) ) ,
C ( Bc*inv(R) Bc*D*inv(Rt) )
C
C Ci = ( -inv(R)*C -inv(R)*D*Cc ) , where
C
C R = I-D*Dc and Rt = I-Dc*D.
C
C -1
C Method: Compute Ge = ( Ge11 Ge12 ), where Ge = ( G -Ip ).
C ( Ge21 Ge22 ) ( -Im K )
C
C -1 -1
C Then Ge22 = -(I-G*K) *G and Ge21 = -(I-G*K) .
C
C Construct first Ge = ( G -Ip ).
C ( -Im K )
C
CALL AB05QD( 'N', N, M, P, NC, P, M, A, LDA, B, LDB, C, LDC,
$ D, LDD, AC, LDAC, BC, LDBC, CC, LDCC, DC, LDDC,
$ NE, ME, PE, DWORK(KWA), NNC, DWORK(KWB), NNC,
$ DWORK(KWC), MP, DWORK(KWD), MP, IERR )
CALL DLASET( 'Full', P, P, ZERO, -ONE, DWORK(KWD+MP*M), MP )
CALL DLASET( 'Full', M, M, ZERO, -ONE, DWORK(KWD+P), MP )
END IF
C -1
C Compute Ge = ( Ge11 Ge12 ).
C ( Ge21 Ge22 )
C
C Additional real workspace: need 4*MP;
C Integer workspace: need 2*MP.
C
CALL AB07ND( NNC, MP, DWORK(KWA), NNC, DWORK(KWB), NNC,
$ DWORK(KWC), MP, DWORK(KWD), MP, RCOND,
$ IWORK, DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
INFO = 1
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
C
C -1 ( A1 | B1 B2 )
C Partition Ge = (--------------) and select appropriate
C ( C1 | D11 D12 )
C ( C2 | D21 D22 )
C
C pointers to matrices and column dimensions to define weights.
C
IF( RIGHTW ) THEN
C
C Define B2 for Ge22.
C
ME = M
KWB = KWB + NNC*P
ELSE IF( PERF ) THEN
C
C Define B1 and C2 for Ge21.
C
ME = P
KWC = KWC + M
END IF
END IF
C
IF( LEFTW .OR. PERF ) THEN
C
C Compute the frequency-weighted observability Grammian.
C
C Solve for the Cholesky factor Ro of Qo, Qo = Ro'*Ro,
C the continuous-time Lyapunov equation (if DICO = 'C')
C
C Ao'*Qo + Qo*Ao + scaleo^2*Co'*Co = 0,
C
C or the discrete-time Lyapunov equation (if DICO = 'D')
C
C Ao'*Qo*Ao - Qo + scaleo^2*Co'*Co = 0.
C
C Additional workspace: need NNC*(NNC+MAX(NNC,P)+7);
C prefer larger.
C
LDU = MAX( NNC, P )
KU = KL
KQ = KU + NNC*LDU
KR = KQ + NNC*NNC
KI = KR + NNC
KW = KI + NNC
C
JOBFAC = 'N'
CALL DLACPY( 'Full', P, NNC, DWORK(KWC), MP, DWORK(KU), LDU )
CALL SB03OD( DICO, JOBFAC, 'No-transpose', NNC, P,
$ DWORK(KWA), NNC, DWORK(KQ), NNC, DWORK(KU), LDU,
$ SCALEO, DWORK(KR), DWORK(KI), DWORK(KW),
$ LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
IF( IERR.EQ.6 ) THEN
INFO = 2
ELSE
INFO = 3
END IF
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
C
C Partition Ro as Ro = ( R11 R12 ).
C ( 0 R22 )
C
IF( LEFTW ) THEN
C
C R = R11 (NCS-by-NCS).
C
CALL DLACPY( 'Upper', NCS, NCS, DWORK(KU), LDU, R, LDR )
ELSE
C
C Compute R such that R'*R = R22'*R22 + R12'*R12, where
C R22 is NCS-by-NCS and R12 is (N+NCU)-by-NCS.
C R22 corresponds to the stable part of the controller.
C
NNCU = N + NCU
CALL DLACPY( 'Upper', NCS, NCS, DWORK(KU+(LDU+1)*NNCU), LDU,
$ R, LDR )
KTAU = KU
CALL MB04OD( 'Full', NCS, 0, NNCU, R, LDR,
$ DWORK(KU+LDU*NNCU), LDU, DUM, 1, DUM, 1,
$ DWORK(KTAU), DWORK(KW) )
C
DO 10 J = 1, NCS
IF( R(J,J).LT.ZERO )
$ CALL DSCAL( NCS-J+1, -ONE, R(J,J), LDR )
10 CONTINUE
END IF
END IF
C
IF( RIGHTW .OR. PERF ) THEN
C
C Compute the frequency-weighted controllability Grammian.
C
C Solve for the Cholesky factor Si of Pi, Pi = Si*Si',
C the continuous-time Lyapunov equation (if DICO = 'C')
C
C Ai*Pi + Pi*Ai' + scalec^2*Bi*Bi' = 0,
C
C or the discrete-time Lyapunov equation (if DICO = 'D')
C
C Ai*Pi*Ai' - Pi + scalec^2*Bi*Bi' = 0.
C
C Additional workspace: need NNC*(NNC+MAX(NNC,P,M)+7);
C prefer larger.
C
KU = KL
KQ = KU + NNC*MAX( NNC, ME )
KR = KQ + NNC*NNC
KI = KR + NNC
KW = KI + NNC
C
CALL DLACPY( 'Full', NNC, ME, DWORK(KWB), NNC, DWORK(KU), NNC )
JOBFAC = 'F'
IF( RIGHTW ) JOBFAC = 'N'
CALL SB03OD( DICO, JOBFAC, 'Transpose', NNC, ME,
$ DWORK(KWA), NNC, DWORK(KQ), NNC, DWORK(KU), NNC,
$ SCALEC, DWORK(KR), DWORK(KI), DWORK(KW),
$ LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
IF( IERR.EQ.6 ) THEN
INFO = 2
ELSE
INFO = 3
END IF
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
C
C Partition Si as Si = ( S11 S12 ) with S22 NCS-by-NCS and
C ( 0 S22 )
C set S = S22.
C
NNCU = N + NCU
CALL DLACPY( 'Upper', NCS, NCS, DWORK(KU+(NNC+1)*NNCU), NNC,
$ S, LDS )
END IF
C
KU = 1
IF( LEFTW .OR. PERF ) THEN
IF( LSAME( JOBO, 'E' ) ) THEN
C
C Form Y = -Ac2'*(R'*R)-(R'*R)*Ac2 if DICO = 'C', or
C Y = -Ac2'*(R'*R)*Ac2+(R'*R) if DICO = 'D'.
C
C Workspace: need 2*NCS*NCS.
C
CALL DLACPY( 'Upper', NCS, NCS, R, LDR, DWORK(KU), NCS )
CALL DLACPY( 'Full', NCS, NCS, AC(NCU1,NCU1), LDAC,
$ DWORK(KU+NCS*NCS), NCS )
CALL MB01WD( DICO, 'Upper', 'No-transpose', 'Hessenberg',
$ NCS, -ONE, ZERO, R, LDR, DWORK(KU+NCS*NCS),
$ NCS, DWORK(KU), NCS, IERR )
C
C Compute the eigendecomposition of Y as Y = Z*Sigma*Z'.
C
KW = KU + NCS
CALL DSYEV( 'Vectors', 'Upper', NCS, R, LDR, DWORK(KU),
$ DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.GT.0 ) THEN
INFO = 4
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
C
C Partition Sigma = (Sigma1,Sigma2), such that
C Sigma1 <= 0, Sigma2 > 0.
C Partition correspondingly Z = [Z1 Z2].
C
TOL = MAX( ABS( DWORK(KU) ), ABS( DWORK(KU+NCS-1) ) )
$ * DLAMCH( 'Epsilon')
C _
C Form Cc = [ sqrt(Sigma2)*Z2' ]
C
PCBAR = 0
JJ = KU
DO 20 J = 1, NCS
IF( DWORK(JJ).GT.TOL ) THEN
CALL DSCAL( NCS, SQRT( DWORK(JJ) ), R(1,J), 1 )
CALL DCOPY( NCS, R(1,J), 1, DWORK(KW+PCBAR), NCS )
PCBAR = PCBAR + 1
END IF
JJ = JJ + 1
20 CONTINUE
C
C Solve for the Cholesky factor R of Q, Q = R'*R,
C the continuous-time Lyapunov equation (if DICO = 'C')
C _ _
C Ac2'*Q + Q*Ac2 + scaleo^2*Cc'*Cc = 0,
C
C or the discrete-time Lyapunov equation (if DICO = 'D')
C _ _
C Ac2'*Q*Ac2 - Q + scaleo^2*Cc'*Cc = 0.
C
C Workspace: need NCS*(NCS + 6);
C prefer larger.
C
KU = KW
KTAU = KU + NCS*NCS
KW = KTAU + NCS
C
CALL SB03OU( DISCR, .FALSE., NCS, PCBAR, AC(NCU1,NCU1),
$ LDAC, DWORK(KU), NCS, DWORK(KTAU), R, LDR, T,
$ DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
INFO = 5
RETURN
END IF
SCALEO = SCALEO*T
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
END IF
C
END IF
C
IF( RIGHTW .OR. PERF ) THEN
IF( LSAME( JOBC, 'E' ) ) THEN
C
C Form X = -A2c*(S*S')-(S*S')*Ac2' if DICO = 'C', or
C X = -Ac2*(S*S')*Ac2'+(S*S') if DICO = 'D'.
C
C Workspace: need 2*NCS*NCS.
C
CALL DLACPY( 'Upper', NCS, NCS, S, LDS, DWORK(KU), NCS )
CALL DLACPY( 'Full', NCS, NCS, AC(NCU1,NCU1), LDAC,
$ DWORK(KU+NCS*NCS), NCS )
CALL MB01WD( DICO, 'Upper', 'Transpose', 'Hessenberg', NCS,
$ -ONE, ZERO, S, LDS, DWORK(KU+NCS*NCS), NCS,
$ DWORK(KU), NCS, IERR )
C
C Compute the eigendecomposition of X as X = Z*Sigma*Z'.
C
KW = KU + NCS
CALL DSYEV( 'Vectors', 'Upper', NCS, S, LDS, DWORK(KU),
$ DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.GT.0 ) THEN
INFO = 4
RETURN
END IF
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
C
C Partition Sigma = (Sigma1,Sigma2), such that
C Sigma1 =< 0, Sigma2 > 0.
C Partition correspondingly Z = [Z1 Z2].
C
TOL = MAX( ABS( DWORK(KU) ), ABS( DWORK(KU+NCS-1) ) )
$ * DLAMCH( 'Epsilon')
C _
C Form Bc = [ Z2*sqrt(Sigma2) ]
C
MBBAR = 0
I = KW
JJ = KU
DO 30 J = 1, NCS
IF( DWORK(JJ).GT.TOL ) THEN
MBBAR = MBBAR + 1
CALL DSCAL( NCS, SQRT( DWORK(JJ) ), S(1,J), 1 )
CALL DCOPY( NCS, S(1,J), 1, DWORK(I), 1 )
I = I + NCS
END IF
JJ = JJ + 1
30 CONTINUE
C
C Solve for the Cholesky factor S of P, P = S*S',
C the continuous-time Lyapunov equation (if DICO = 'C')
C _ _
C Ac2*P + P*Ac2' + scalec^2*Bc*Bc' = 0,
C
C or the discrete-time Lyapunov equation (if DICO = 'D')
C _ _
C Ac2*P*Ac2' - P + scalec^2*Bc*Bc' = 0.
C
C Workspace: need maximum NCS*(NCS + 6);
C prefer larger.
C
KU = KW
KTAU = KU + MBBAR*NCS
KW = KTAU + NCS
C
CALL SB03OU( DISCR, .TRUE., NCS, MBBAR, AC(NCU1,NCU1), LDAC,
$ DWORK(KU), NCS, DWORK(KTAU), S, LDS, T,
$ DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
INFO = 5
RETURN
END IF
SCALEC = SCALEC*T
WRKOPT = MAX( WRKOPT, INT( DWORK(KW) ) + KW - 1 )
END IF
C
END IF
C
C Save optimal workspace.
C
DWORK(1) = WRKOPT
C
RETURN
C *** Last line of SB16AY ***
END
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