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SUBROUTINE TB01KD( DICO, STDOM, JOBA, N, M, P, ALPHA, A, LDA, B,
$ LDB, C, LDC, NDIM, U, LDU, WR, WI, 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 an additive spectral decomposition of the transfer-
C function matrix of the system (A,B,C) by reducing the system
C state-matrix A to a block-diagonal form.
C The system matrices are transformed as
C A <-- inv(U)*A*U, B <--inv(U)*B and C <-- C*U.
C The leading diagonal block of the resulting A has eigenvalues
C in a suitably defined domain of interest.
C
C ARGUMENTS
C
C Mode Parameters
C
C DICO CHARACTER*1
C Specifies the type of the system as follows:
C = 'C': continuous-time system;
C = 'D': discrete-time system.
C
C STDOM CHARACTER*1
C Specifies whether the domain of interest is of stability
C type (left part of complex plane or inside of a circle)
C or of instability type (right part of complex plane or
C outside of a circle) as follows:
C = 'S': stability type domain;
C = 'U': instability type domain.
C
C JOBA CHARACTER*1
C Specifies the shape of the state dynamics matrix on entry
C as follows:
C = 'S': A is in an upper real Schur form;
C = 'G': A is a general square dense matrix.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the state-space representation,
C i.e. the order of the matrix A. N >= 0.
C
C M (input) INTEGER
C The number of system inputs, or of columns of B. M >= 0.
C
C P (input) INTEGER
C The number of system outputs, or of rows of C. P >= 0.
C
C ALPHA (input) DOUBLE PRECISION.
C Specifies the boundary of the domain of interest for the
C eigenvalues of A. For a continuous-time system
C (DICO = 'C'), ALPHA is the boundary value for the real
C parts of eigenvalues, while for a discrete-time system
C (DICO = 'D'), ALPHA >= 0 represents the boundary value for
C the moduli of eigenvalues.
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 unreduced state dynamics matrix A.
C If JOBA = 'S' then A must be a matrix in real Schur form.
C On exit, the leading N-by-N part of this array contains a
C block diagonal matrix inv(U) * A * U with two diagonal
C blocks in real Schur form with the elements below the
C first subdiagonal set to zero.
C The leading NDIM-by-NDIM block of A has eigenvalues in the
C domain of interest and the trailing (N-NDIM)-by-(N-NDIM)
C block has eigenvalues outside the domain of interest.
C The domain of interest for lambda(A), the eigenvalues
C of A, is defined by the parameters ALPHA, DICO and STDOM
C as follows:
C For a continuous-time system (DICO = 'C'):
C Real(lambda(A)) < ALPHA if STDOM = 'S';
C Real(lambda(A)) > ALPHA if STDOM = 'U';
C For a discrete-time system (DICO = 'D'):
C Abs(lambda(A)) < ALPHA if STDOM = 'S';
C Abs(lambda(A)) > ALPHA if STDOM = 'U'.
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 matrix B.
C On exit, the leading N-by-M part of this array contains
C the transformed input matrix inv(U) * B.
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 output matrix C.
C On exit, the leading P-by-N part of this array contains
C the transformed output matrix C * U.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,P).
C
C NDIM (output) INTEGER
C The number of eigenvalues of A lying inside the domain of
C interest for eigenvalues.
C
C U (output) DOUBLE PRECISION array, dimension (LDU,N)
C The leading N-by-N part of this array contains the
C transformation matrix used to reduce A to the block-
C diagonal form. The first NDIM columns of U span the
C invariant subspace of A corresponding to the eigenvalues
C of its leading diagonal block. The last N-NDIM columns
C of U span the reducing subspace of A corresponding to
C the eigenvalues of the trailing diagonal block of A.
C
C LDU INTEGER
C The leading dimension of array U. LDU >= max(1,N).
C
C WR, WI (output) DOUBLE PRECISION arrays, dimension (N)
C WR and WI contain the real and imaginary parts,
C respectively, of the computed eigenvalues of A. The
C eigenvalues will be in the same order that they appear on
C the diagonal of the output real Schur form of A. Complex
C conjugate pairs of eigenvalues will appear consecutively
C with the eigenvalue having the positive imaginary part
C first.
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) if JOBA = 'S';
C LDWORK >= MAX(1,3*N) if JOBA = 'G'.
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 QR algorithm failed to compute all the
C eigenvalues of A;
C = 2: a failure occured during the ordering of the real
C Schur form of A;
C = 3: the separation of the two diagonal blocks failed
C because of very close eigenvalues.
C
C METHOD
C
C A similarity transformation U is determined that reduces the
C system state-matrix A to a block-diagonal form (with two diagonal
C blocks), so that the leading diagonal block of the resulting A has
C eigenvalues in a specified domain of the complex plane. The
C determined transformation is applied to the system (A,B,C) as
C A <-- inv(U)*A*U, B <-- inv(U)*B and C <-- C*U.
C
C REFERENCES
C
C [1] Safonov, M.G., Jonckheere, E.A., Verma, M., Limebeer, D.J.N.
C Synthesis of positive real multivariable feedback systems.
C Int. J. Control, pp. 817-842, 1987.
C
C NUMERICAL ASPECTS
C 3
C The algorithm requires about 14N floating point operations.
C
C CONTRIBUTOR
C
C A. Varga, German Aerospace Center,
C DLR Oberpfaffenhofen, March 1998.
C Based on the RASP routine SADSDC.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Invariant subspace, real Schur form, similarity transformation,
C spectral factorization.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER DICO, JOBA, STDOM
INTEGER INFO, LDA, LDB, LDC, LDU, LDWORK, M, N, NDIM, P
DOUBLE PRECISION ALPHA
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), DWORK(*), U(LDU,*),
$ WI(*), WR(*)
C .. Local Scalars ..
LOGICAL DISCR, LJOBG
INTEGER NDIM1, NR
DOUBLE PRECISION SCALE
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DGEMM, DLASET, DTRSYL, TB01LD, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C
C .. Executable Statements ..
C
INFO = 0
DISCR = LSAME( DICO, 'D' )
LJOBG = LSAME( JOBA, 'G' )
C
C Check input scalar arguments.
C
IF( .NOT. ( LSAME( DICO, 'C' ) .OR. DISCR ) ) THEN
INFO = -1
ELSE IF( .NOT. ( LSAME( STDOM, 'S' ) .OR.
$ LSAME( STDOM, 'U' ) ) ) THEN
INFO = -2
ELSE IF( .NOT. ( LSAME( JOBA, 'S' ) .OR. LJOBG ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( M.LT.0 ) THEN
INFO = -5
ELSE IF( P.LT.0 ) THEN
INFO = -6
ELSE IF( DISCR .AND. ALPHA.LT.ZERO ) THEN
INFO = -7
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -13
ELSE IF( LDU.LT.MAX( 1, N ) ) THEN
INFO = -16
ELSE IF( LDWORK.LT.MAX( 1, N ) .OR.
$ LDWORK.LT.MAX( 1, 3*N ) .AND. LJOBG ) THEN
INFO = -20
END IF
C
IF( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'TB01KD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
NDIM = 0
IF( N.EQ.0 )
$ RETURN
C
C Reduce A to an ordered real Schur form using an orthogonal
C similarity transformation A <- U'*A*U and accumulate the
C transformations in U. The reordering of the real Schur form of A
C is performed in accordance with the values of the parameters DICO,
C STDOM and ALPHA. Apply the transformation to B and C: B <- U'*B
C and C <- C*U. The eigenvalues of A are computed in (WR,WI).
C
C Workspace: need 3*N (if JOBA = 'G'), or N (if JOBA = 'S');
C prefer larger.
C
CALL TB01LD( DICO, STDOM, JOBA, N, M, P, ALPHA, A, LDA, B, LDB, C,
$ LDC, NDIM, U, LDU, WR, WI, DWORK, LDWORK, INFO )
C
IF ( INFO.NE.0 )
$ RETURN
C
IF ( NDIM.GT.0 .AND. NDIM.LT.N ) THEN
C
C Reduce A to a block-diagonal form by a similarity
C transformation of the form
C -1 ( I -X )
C A <- T AT, where T = ( ) and X satisfies the
C ( 0 I )
C Sylvester equation
C
C A11*X - X*A22 = A12.
C
NR = N - NDIM
NDIM1 = NDIM + 1
CALL DTRSYL( 'N', 'N', -1, NDIM, NR, A, LDA, A(NDIM1,NDIM1),
$ LDA, A(1,NDIM1), LDA, SCALE, INFO )
IF ( INFO.NE.0 ) THEN
INFO = 3
RETURN
END IF
C -1
C Compute B <- T B, C <- CT, U <- UT.
C
SCALE = ONE/SCALE
CALL DGEMM( 'N', 'N', NDIM, M, NR, SCALE, A(1,NDIM1), LDA,
$ B(NDIM1,1), LDB, ONE, B, LDB )
CALL DGEMM( 'N', 'N', P, NR, NDIM, -SCALE, C, LDC, A(1,NDIM1),
$ LDA, ONE, C(1,NDIM1), LDC )
CALL DGEMM( 'N', 'N', N, NR, NDIM, -SCALE, U, LDU, A(1,NDIM1),
$ LDA, ONE, U(1,NDIM1), LDU )
C
C Set A12 to zero.
C
CALL DLASET( 'Full', NDIM, NR, ZERO, ZERO, A(1,NDIM1), LDA )
END IF
C
C Set to zero the lower triangular part under the first subdiagonal
C of A.
C
IF ( N.GT.2 )
$ CALL DLASET( 'L', N-2, N-2, ZERO, ZERO, A( 3, 1 ), LDA )
RETURN
C *** Last line of TB01KD ***
END
|
