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SUBROUTINE TG01HD( JOBCON, COMPQ, COMPZ, N, M, P, A, LDA, E, LDE,
$ B, LDB, C, LDC, Q, LDQ, Z, LDZ, NCONT, NIUCON,
$ NRBLCK, RTAU, TOL, IWORK, DWORK, 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 orthogonal transformation matrices Q and Z which
C reduce the N-th order descriptor system (A-lambda*E,B,C)
C to the form
C
C ( Ac * ) ( Ec * ) ( Bc )
C Q'*A*Z = ( ) , Q'*E*Z = ( ) , Q'*B = ( ) ,
C ( 0 Anc ) ( 0 Enc ) ( 0 )
C
C C*Z = ( Cc Cnc ) ,
C
C where the NCONT-th order descriptor system (Ac-lambda*Ec,Bc,Cc)
C is a finite and/or infinite controllable. The pencil
C Anc - lambda*Enc is regular of order N-NCONT and contains the
C uncontrollable finite and/or infinite eigenvalues of the pencil
C A-lambda*E.
C
C For JOBCON = 'C' or 'I', the pencil ( Bc Ec-lambda*Ac ) has full
C row rank NCONT for all finite lambda and is in a staircase form
C with
C _ _ _ _
C ( E1,0 E1,1 ... E1,k-1 E1,k )
C ( _ _ _ )
C ( Bc Ec ) = ( 0 E2,1 ... E2,k-1 E2,k ) , (1)
C ( ... _ _ )
C ( 0 0 ... Ek,k-1 Ek,k )
C
C _ _ _
C ( A1,1 ... A1,k-1 A1,k )
C ( _ _ )
C Ac = ( 0 ... A2,k-1 A2,k ) , (2)
C ( ... _ )
C ( 0 ... 0 Ak,k )
C _
C where Ei,i-1 is an rtau(i)-by-rtau(i-1) full row rank matrix
C _
C (with rtau(0) = M) and Ai,i is an rtau(i)-by-rtau(i)
C upper triangular matrix.
C
C For JOBCON = 'F', the pencil ( Bc Ac-lambda*Ec ) has full
C row rank NCONT for all finite lambda and is in a staircase form
C with
C _ _ _ _
C ( A1,0 A1,1 ... A1,k-1 A1,k )
C ( _ _ _ )
C ( Bc Ac ) = ( 0 A2,1 ... A2,k-1 A2,k ) , (3)
C ( ... _ _ )
C ( 0 0 ... Ak,k-1 Ak,k )
C
C _ _ _
C ( E1,1 ... E1,k-1 E1,k )
C ( _ _ )
C Ec = ( 0 ... E2,k-1 E2,k ) , (4)
C ( ... _ )
C ( 0 ... 0 Ek,k )
C _
C where Ai,i-1 is an rtau(i)-by-rtau(i-1) full row rank matrix
C _
C (with rtau(0) = M) and Ei,i is an rtau(i)-by-rtau(i)
C upper triangular matrix.
C
C For JOBCON = 'C', the (N-NCONT)-by-(N-NCONT) regular pencil
C Anc - lambda*Enc has the form
C
C ( Ainc - lambda*Einc * )
C Anc - lambda*Enc = ( ) ,
C ( 0 Afnc - lambda*Efnc )
C
C where:
C 1) the NIUCON-by-NIUCON regular pencil Ainc - lambda*Einc,
C with Ainc upper triangular and nonsingular, contains the
C uncontrollable infinite eigenvalues of A - lambda*E;
C 2) the (N-NCONT-NIUCON)-by-(N-NCONT-NIUCON) regular pencil
C Afnc - lambda*Efnc, with Efnc upper triangular and
C nonsingular, contains the uncontrollable finite
C eigenvalues of A - lambda*E.
C
C Note: The significance of the two diagonal blocks can be
C interchanged by calling the routine with the
C arguments A and E interchanged. In this case,
C Ainc - lambda*Einc contains the uncontrollable zero
C eigenvalues of A - lambda*E, while Afnc - lambda*Efnc
C contains the uncontrollable nonzero finite and infinite
C eigenvalues of A - lambda*E.
C
C For JOBCON = 'F', the pencil Anc - lambda*Enc has the form
C
C Anc - lambda*Enc = Afnc - lambda*Efnc ,
C
C where the regular pencil Afnc - lambda*Efnc, with Efnc
C upper triangular and nonsingular, contains the uncontrollable
C finite eigenvalues of A - lambda*E.
C
C For JOBCON = 'I', the pencil Anc - lambda*Enc has the form
C
C Anc - lambda*Enc = Ainc - lambda*Einc ,
C
C where the regular pencil Ainc - lambda*Einc, with Ainc
C upper triangular and nonsingular, contains the uncontrollable
C nonzero finite and infinite eigenvalues of A - lambda*E.
C
C The left and/or right orthogonal transformations Q and Z
C performed to reduce the system matrices can be optionally
C accumulated.
C
C The reduced order descriptor system (Ac-lambda*Ec,Bc,Cc) has
C the same transfer-function matrix as the original system
C (A-lambda*E,B,C).
C
C ARGUMENTS
C
C Mode Parameters
C
C JOBCON CHARACTER*1
C = 'C': separate both finite and infinite uncontrollable
C eigenvalues;
C = 'F': separate only finite uncontrollable eigenvalues:
C = 'I': separate only nonzero finite and infinite
C uncontrollable eigenvalues.
C
C COMPQ CHARACTER*1
C = 'N': do not compute Q;
C = 'I': Q is initialized to the unit matrix, and the
C orthogonal matrix Q is returned;
C = 'U': Q must contain an orthogonal matrix Q1 on entry,
C and the product Q1*Q is returned.
C
C COMPZ CHARACTER*1
C = 'N': do not compute Z;
C = 'I': Z is initialized to the unit matrix, and the
C orthogonal matrix Z is returned;
C = 'U': Z must contain an orthogonal matrix Z1 on entry,
C and the product Z1*Z is returned.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The dimension of the descriptor state vector; also the
C order of square matrices A and E, the number of rows of
C matrix B, and the number of columns of matrix C. N >= 0.
C
C M (input) INTEGER
C The dimension of descriptor system input vector; also the
C number of columns of matrix B. M >= 0.
C
C P (input) INTEGER
C The dimension of descriptor system output vector; also the
C number of rows of matrix C. 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 N-by-N state matrix A.
C On exit, the leading N-by-N part of this array contains
C the transformed state matrix Q'*A*Z,
C
C ( Ac * )
C Q'*A*Z = ( ) ,
C ( 0 Anc )
C
C where Ac is NCONT-by-NCONT and Anc is
C (N-NCONT)-by-(N-NCONT).
C If JOBCON = 'F', the matrix ( Bc Ac ) is in the
C controllability staircase form (3).
C If JOBCON = 'C' or 'I', the submatrix Ac is upper
C triangular.
C If JOBCON = 'C', the Anc matrix has the form
C
C ( Ainc * )
C Anc = ( ) ,
C ( 0 Afnc )
C
C where the NIUCON-by-NIUCON matrix Ainc is nonsingular and
C upper triangular.
C If JOBCON = 'I', Anc is nonsingular and upper triangular.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N).
C
C E (input/output) DOUBLE PRECISION array, dimension (LDE,N)
C On entry, the leading N-by-N part of this array must
C contain the N-by-N descriptor matrix E.
C On exit, the leading N-by-N part of this array contains
C the transformed descriptor matrix Q'*E*Z,
C
C ( Ec * )
C Q'*E*Z = ( ) ,
C ( 0 Enc )
C
C where Ec is NCONT-by-NCONT and Enc is
C (N-NCONT)-by-(N-NCONT).
C If JOBCON = 'C' or 'I', the matrix ( Bc Ec ) is in the
C controllability staircase form (1).
C If JOBCON = 'F', the submatrix Ec is upper triangular.
C If JOBCON = 'C', the Enc matrix has the form
C
C ( Einc * )
C Enc = ( ) ,
C ( 0 Efnc )
C
C where the NIUCON-by-NIUCON matrix Einc is nilpotent
C and the (N-NCONT-NIUCON)-by-(N-NCONT-NIUCON) matrix Efnc
C is nonsingular and upper triangular.
C If JOBCON = 'F', Enc is nonsingular and upper triangular.
C
C LDE INTEGER
C The leading dimension of array E. LDE >= 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 N-by-M input matrix B.
C On exit, the leading N-by-M part of this array contains
C the transformed input matrix
C
C ( Bc )
C Q'*B = ( ) ,
C ( 0 )
C
C where Bc is NCONT-by-M.
C For JOBCON = 'C' or 'I', the matrix ( Bc Ec ) is in the
C controllability staircase form (1).
C For JOBCON = 'F', the matrix ( Bc Ac ) is in the
C controllability staircase form (3).
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-N part of this array contains
C the transformed matrix C*Z.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,P).
C
C Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
C If COMPQ = 'N': Q is not referenced.
C If COMPQ = 'I': on entry, Q need not be set;
C on exit, the leading N-by-N part of this
C array contains the orthogonal matrix Q,
C where Q' is the product of transformations
C which are applied to A, E, and B on
C the left.
C If COMPQ = 'U': on entry, the leading N-by-N part of this
C array must contain an orthogonal matrix
C Qc;
C on exit, the leading N-by-N part of this
C array contains the orthogonal matrix
C Qc*Q.
C
C LDQ INTEGER
C The leading dimension of array Q.
C LDQ >= 1, if COMPQ = 'N';
C LDQ >= MAX(1,N), if COMPQ = 'U' or 'I'.
C
C Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
C If COMPZ = 'N': Z is not referenced.
C If COMPZ = 'I': on entry, Z need not be set;
C on exit, the leading N-by-N part of this
C array contains the orthogonal matrix Z,
C which is the product of transformations
C applied to A, E, and C on the right.
C If COMPZ = 'U': on entry, the leading N-by-N part of this
C array must contain an orthogonal matrix
C Zc;
C on exit, the leading N-by-N part of this
C array contains the orthogonal matrix
C Zc*Z.
C
C LDZ INTEGER
C The leading dimension of array Z.
C LDZ >= 1, if COMPZ = 'N';
C LDZ >= MAX(1,N), if COMPZ = 'U' or 'I'.
C
C NCONT (output) INTEGER
C The order of the reduced matrices Ac and Ec, and the
C number of rows of reduced matrix Bc; also the order of
C the controllable part of the pair (A-lambda*E,B).
C
C NIUCON (output) INTEGER
C For JOBCON = 'C', the order of the reduced matrices
C Ainc and Einc; also the number of uncontrollable
C infinite eigenvalues of the pencil A - lambda*E.
C For JOBCON = 'F' or 'I', NIUCON has no significance
C and is set to zero.
C
C NRBLCK (output) INTEGER
C For JOBCON = 'C' or 'I', the number k, of full row rank
C _
C blocks Ei,i in the staircase form of the pencil
C (Bc Ec-lambda*Ac) (see (1) and (2)).
C For JOBCON = 'F', the number k, of full row rank blocks
C _
C Ai,i in the staircase form of the pencil (Bc Ac-lambda*Ec)
C (see (3) and (4)).
C
C RTAU (output) INTEGER array, dimension (N)
C RTAU(i), for i = 1, ..., NRBLCK, is the row dimension of
C _ _
C the full row rank block Ei,i-1 or Ai,i-1 in the staircase
C form (1) or (3) for JOBCON = 'C' or 'I', or
C for JOBCON = 'F', respectively.
C
C Tolerances
C
C TOL DOUBLE PRECISION
C The tolerance to be used in rank determinations when
C transforming (A-lambda*E, B). If the user sets TOL > 0,
C then the given value of TOL is used as a lower bound for
C reciprocal condition numbers in rank determinations; a
C (sub)matrix whose estimated condition number is less than
C 1/TOL is considered to be of full rank. If the user sets
C TOL <= 0, then an implicitly computed, default tolerance,
C defined by TOLDEF = N*N*EPS, is used instead, where EPS
C is the machine precision (see LAPACK Library routine
C DLAMCH). TOL < 1.
C
C Workspace
C
C IWORK INTEGER array, dimension (M)
C
C DWORK DOUBLE PRECISION array, dimension MAX(N,2*M)
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
C METHOD
C
C The subroutine is based on the reduction algorithms of [1].
C
C REFERENCES
C
C [1] A. Varga
C Computation of Irreducible Generalized State-Space
C Realizations.
C Kybernetika, vol. 26, pp. 89-106, 1990.
C
C NUMERICAL ASPECTS
C
C The algorithm is numerically backward stable and requires
C 0( N**3 ) floating point operations.
C
C FURTHER COMMENTS
C
C If the system matrices A, E and B are badly scaled, it is
C generally recommendable to scale them with the SLICOT routine
C TG01AD, before calling TG01HD.
C
C CONTRIBUTOR
C
C C. Oara, University "Politehnica" Bucharest.
C A. Varga, German Aerospace Center, DLR Oberpfaffenhofen.
C March 1999. Based on the RASP routine RPDSCF.
C
C REVISIONS
C
C July 1999, V. Sima, Research Institute for Informatics, Bucharest.
C
C KEYWORDS
C
C Controllability, minimal realization, orthogonal canonical form,
C orthogonal transformation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER COMPQ, COMPZ, JOBCON
INTEGER INFO, LDA, LDB, LDC, LDE, LDQ, LDZ,
$ M, N, NCONT, NIUCON, NRBLCK, P
DOUBLE PRECISION TOL
C .. Array Arguments ..
INTEGER IWORK( * ), RTAU( * )
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ),
$ DWORK( * ), E( LDE, * ), Q( LDQ, * ),
$ Z( LDZ, * )
C .. Local Scalars ..
CHARACTER JOBQ, JOBZ
LOGICAL FINCON, ILQ, ILZ, INFCON
INTEGER ICOMPQ, ICOMPZ, LBA, NR
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL TG01HX, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C
C .. Executable Statements ..
C
C Decode JOBCON.
C
IF( LSAME( JOBCON, 'C' ) ) THEN
FINCON = .TRUE.
INFCON = .TRUE.
ELSE IF( LSAME( JOBCON, 'F' ) ) THEN
FINCON = .TRUE.
INFCON = .FALSE.
ELSE IF( LSAME( JOBCON, 'I' ) ) THEN
FINCON = .FALSE.
INFCON = .TRUE.
ELSE
FINCON = .FALSE.
INFCON = .FALSE.
END IF
C
C Decode COMPQ.
C
IF( LSAME( COMPQ, 'N' ) ) THEN
ILQ = .FALSE.
ICOMPQ = 1
ELSE IF( LSAME( COMPQ, 'U' ) ) THEN
ILQ = .TRUE.
ICOMPQ = 2
ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
ILQ = .TRUE.
ICOMPQ = 3
ELSE
ICOMPQ = 0
END IF
C
C Decode COMPZ.
C
IF( LSAME( COMPZ, 'N' ) ) THEN
ILZ = .FALSE.
ICOMPZ = 1
ELSE IF( LSAME( COMPZ, 'U' ) ) THEN
ILZ = .TRUE.
ICOMPZ = 2
ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
ILZ = .TRUE.
ICOMPZ = 3
ELSE
ICOMPZ = 0
END IF
C
C Test the input scalar parameters.
C
INFO = 0
IF( .NOT.FINCON .AND. .NOT.INFCON ) THEN
INFO = -1
ELSE IF( ICOMPQ.LE.0 ) THEN
INFO = -2
ELSE IF( ICOMPZ.LE.0 ) 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( LDA.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( LDE.LT.MAX( 1, N ) ) THEN
INFO = -10
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -12
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -14
ELSE IF( ( ILQ .AND. LDQ.LT.N ) .OR. LDQ.LT.1 ) THEN
INFO = -16
ELSE IF( ( ILZ .AND. LDZ.LT.N ) .OR. LDZ.LT.1 ) THEN
INFO = -18
ELSE IF( TOL.GE.ONE ) THEN
INFO = -23
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'TG01HD', -INFO )
RETURN
END IF
C
JOBQ = COMPQ
JOBZ = COMPZ
C
IF( FINCON ) THEN
C
C Perform finite controllability form reduction.
C
CALL TG01HX( JOBQ, JOBZ, N, N, M, P, N, MAX( 0, N-1 ), A, LDA,
$ E, LDE, B, LDB, C, LDC, Q, LDQ, Z, LDZ, NR,
$ NRBLCK, RTAU, TOL, IWORK, DWORK, INFO )
IF( NRBLCK.GT.1 ) THEN
LBA = RTAU(1) + RTAU(2) - 1
ELSE IF( NRBLCK.EQ.1 ) THEN
LBA = RTAU(1) - 1
ELSE
LBA = 0
END IF
IF( ILQ ) JOBQ = 'U'
IF( ILZ ) JOBZ = 'U'
ELSE
NR = N
LBA = MAX( 0, N-1 )
END IF
C
IF( INFCON ) THEN
C
C Perform infinite controllability form reduction.
C
CALL TG01HX( JOBQ, JOBZ, N, N, M, P, NR, LBA, E, LDE,
$ A, LDA, B, LDB, C, LDC, Q, LDQ, Z, LDZ, NCONT,
$ NRBLCK, RTAU, TOL, IWORK, DWORK, INFO )
IF( FINCON ) THEN
NIUCON = NR - NCONT
ELSE
NIUCON = 0
END IF
ELSE
NCONT = NR
NIUCON = 0
END IF
C
RETURN
C
C *** Last line of TG01HD ***
END
|
