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SUBROUTINE AB01OD( STAGES, JOBU, JOBV, N, M, A, LDA, B, LDB, U,
$ LDU, V, LDV, NCONT, INDCON, KSTAIR, TOL, IWORK,
$ DWORK, LDWORK, INFO )
C
C RELEASE 4.0, WGS COPYRIGHT 1999.
C
C PURPOSE
C
C To reduce the matrices A and B using (and optionally accumulating)
C state-space and input-space transformations U and V respectively,
C such that the pair of matrices
C
C Ac = U' * A * U, Bc = U' * B * V
C
C are in upper "staircase" form. Specifically,
C
C [ Acont * ] [ Bcont ]
C Ac = [ ], Bc = [ ],
C [ 0 Auncont ] [ 0 ]
C
C and
C
C [ A11 A12 . . . A1,p-1 A1p ] [ B1 ]
C [ A21 A22 . . . A2,p-1 A2p ] [ 0 ]
C [ 0 A32 . . . A3,p-1 A3p ] [ 0 ]
C Acont = [ . . . . . . . ], Bc = [ . ],
C [ . . . . . . ] [ . ]
C [ . . . . . ] [ . ]
C [ 0 0 . . . Ap,p-1 App ] [ 0 ]
C
C where the blocks B1, A21, ..., Ap,p-1 have full row ranks and
C p is the controllability index of the pair. The size of the
C block Auncont is equal to the dimension of the uncontrollable
C subspace of the pair (A, B). The first stage of the reduction,
C the "forward" stage, accomplishes the reduction to the orthogonal
C canonical form (see SLICOT library routine AB01ND). The blocks
C B1, A21, ..., Ap,p-1 are further reduced in a second, "backward"
C stage to upper triangular form using RQ factorization. Each of
C these stages is optional.
C
C ARGUMENTS
C
C Mode Parameters
C
C STAGES CHARACTER*1
C Specifies the reduction stages to be performed as follows:
C = 'F': Perform the forward stage only;
C = 'B': Perform the backward stage only;
C = 'A': Perform both (all) stages.
C
C JOBU CHARACTER*1
C Indicates whether the user wishes to accumulate in a
C matrix U the state-space transformations as follows:
C = 'N': Do not form U;
C = 'I': U is internally initialized to the unit matrix (if
C STAGES <> 'B'), or updated (if STAGES = 'B'), and
C the orthogonal transformation matrix U is
C returned.
C
C JOBV CHARACTER*1
C Indicates whether the user wishes to accumulate in a
C matrix V the input-space transformations as follows:
C = 'N': Do not form V;
C = 'I': V is initialized to the unit matrix and the
C orthogonal transformation matrix V is returned.
C JOBV is not referenced if STAGES = 'F'.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The actual state dimension, i.e. the order of the
C matrix A. N >= 0.
C
C M (input) INTEGER
C The actual input dimension. M >= 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 transition matrix A to be transformed.
C If STAGES = 'B', A should be in the orthogonal canonical
C form, as returned by SLICOT library routine AB01ND.
C On exit, the leading N-by-N part of this array contains
C the transformed state transition matrix U' * A * U.
C The leading NCONT-by-NCONT part contains the upper block
C Hessenberg state matrix Acont in Ac, given by U' * A * U,
C of a controllable realization for the original system.
C The elements below the first block-subdiagonal are set to
C zero. If STAGES <> 'F', the subdiagonal blocks of A are
C triangularized by RQ factorization, and the annihilated
C elements are explicitly zeroed.
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 to be transformed.
C If STAGES = 'B', B should be in the orthogonal canonical
C form, as returned by SLICOT library routine AB01ND.
C On exit with STAGES = 'F', the leading N-by-M part of
C this array contains the transformed input matrix U' * B,
C with all elements but the first block set to zero.
C On exit with STAGES <> 'F', the leading N-by-M part of
C this array contains the transformed input matrix
C U' * B * V, with all elements but the first block set to
C zero and the first block in upper triangular form.
C
C LDB INTEGER
C The leading dimension of array B. LDB >= MAX(1,N).
C
C U (input/output) DOUBLE PRECISION array, dimension (LDU,N)
C If STAGES <> 'B' or JOBU = 'N', then U need not be set
C on entry.
C If STAGES = 'B' and JOBU = 'I', then, on entry, the
C leading N-by-N part of this array must contain the
C transformation matrix U that reduced the pair to the
C orthogonal canonical form.
C On exit, if JOBU = 'I', the leading N-by-N part of this
C array contains the transformation matrix U that performed
C the specified reduction.
C If JOBU = 'N', the array U is not referenced and can be
C supplied as a dummy array (i.e. set parameter LDU = 1 and
C declare this array to be U(1,1) in the calling program).
C
C LDU INTEGER
C The leading dimension of array U.
C If JOBU = 'I', LDU >= MAX(1,N); if JOBU = 'N', LDU >= 1.
C
C V (output) DOUBLE PRECISION array, dimension (LDV,M)
C If JOBV = 'I', then the leading M-by-M part of this array
C contains the transformation matrix V.
C If STAGES = 'F', or JOBV = 'N', the array V is not
C referenced and can be supplied as a dummy array (i.e. set
C parameter LDV = 1 and declare this array to be V(1,1) in
C the calling program).
C
C LDV INTEGER
C The leading dimension of array V.
C If STAGES <> 'F' and JOBV = 'I', LDV >= MAX(1,M);
C if STAGES = 'F' or JOBV = 'N', LDV >= 1.
C
C NCONT (input/output) INTEGER
C The order of the controllable state-space representation.
C NCONT is input only if STAGES = 'B'.
C
C INDCON (input/output) INTEGER
C The number of stairs in the staircase form (also, the
C controllability index of the controllable part of the
C system representation).
C INDCON is input only if STAGES = 'B'.
C
C KSTAIR (input/output) INTEGER array, dimension (N)
C The leading INDCON elements of this array contain the
C dimensions of the stairs, or, also, the orders of the
C diagonal blocks of Acont.
C KSTAIR is input if STAGES = 'B', and output otherwise.
C
C Tolerances
C
C TOL DOUBLE PRECISION
C The tolerance to be used in rank determination when
C transforming (A, B). If the user sets TOL > 0, then
C the given value of TOL is used as a lower bound for the
C reciprocal condition number (see the description of the
C argument RCOND in the SLICOT routine MB03OD); 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).
C TOL is not referenced if STAGES = 'B'.
C
C Workspace
C
C IWORK INTEGER array, dimension (M)
C IWORK is not referenced if STAGES = 'B'.
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 If STAGES <> 'B', LDWORK >= MAX(1, N + MAX(N,3*M));
C If STAGES = 'B', LDWORK >= MAX(1, M + MAX(N,M)).
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
C METHOD
C
C Staircase reduction of the pencil [B|sI - A] is used. Orthogonal
C transformations U and V are constructed such that
C
C
C |B |sI-A * . . . * * |
C | 1| 11 . . . |
C | | A sI-A . . . |
C | | 21 22 . . . |
C | | . . * * |
C [U'BV|sI - U'AU] = |0 | 0 . . |
C | | A sI-A * |
C | | p,p-1 pp |
C | | |
C |0 | 0 0 sI-A |
C | | p+1,p+1|
C
C
C where the i-th diagonal block of U'AU has dimension KSTAIR(i),
C for i = 1,...,p. The value of p is returned in INDCON. The last
C block contains the uncontrollable modes of the (A,B)-pair which
C are also the generalized eigenvalues of the above pencil.
C
C The complete reduction is performed in two stages. The first,
C forward stage accomplishes the reduction to the orthogonal
C canonical form. The second, backward stage consists in further
C reduction to triangular form by applying left and right orthogonal
C transformations.
C
C REFERENCES
C
C [1] Van Dooren, P.
C The generalized eigenvalue problem in linear system theory.
C IEEE Trans. Auto. Contr., AC-26, pp. 111-129, 1981.
C
C [2] Miminis, G. and Paige, C.
C An algorithm for pole assignment of time-invariant multi-input
C linear systems.
C Proc. 21st IEEE CDC, Orlando, Florida, 1, pp. 62-67, 1982.
C
C NUMERICAL ASPECTS
C
C The algorithm requires O((N + M) x N**2) operations and is
C backward stable (see [1]).
C
C FURTHER COMMENTS
C
C If the system matrices A and B are badly scaled, it would be
C useful to scale them with SLICOT routine TB01ID, before calling
C the routine.
C
C CONTRIBUTOR
C
C Release 3.0: V. Sima, Katholieke Univ. Leuven, Belgium, Nov. 1996.
C Supersedes Release 2.0 routine AB01CD by M. Vanbegin, and
C P. Van Dooren, Philips Research Laboratory, Brussels, Belgium.
C
C REVISIONS
C
C January 14, 1997, February 12, 1998.
C
C KEYWORDS
C
C Controllability, generalized eigenvalue problem, orthogonal
C transformation, staircase form.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER*1 JOBU, JOBV, STAGES
INTEGER INFO, INDCON, LDA, LDB, LDU, LDV, LDWORK, M, N,
$ NCONT
DOUBLE PRECISION TOL
C .. Array Arguments ..
INTEGER IWORK(*), KSTAIR(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), DWORK(*), U(LDU,*), V(LDV,*)
C .. Local Scalars ..
LOGICAL LJOBUI, LJOBVI, LSTAGB, LSTGAB
INTEGER I, I0, IBSTEP, ITAU, J0, JINI, JWORK, MCRT, MM,
$ NCRT, WRKOPT
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL AB01ND, DGERQF, DLACPY, DLASET, DORGRQ, DORMRQ,
$ DSWAP, XERBLA
C .. Intrinsic Functions ..
INTRINSIC INT, MAX, MIN
C .. Executable Statements ..
C
INFO = 0
LJOBUI = LSAME( JOBU, 'I' )
C
LSTAGB = LSAME( STAGES, 'B' )
LSTGAB = LSAME( STAGES, 'A' ).OR.LSTAGB
C
IF ( LSTGAB ) THEN
LJOBVI = LSAME( JOBV, 'I' )
END IF
C
C Test the input scalar arguments.
C
IF( .NOT.LSTGAB .AND. .NOT.LSAME( STAGES, 'F' ) ) THEN
INFO = -1
ELSE IF( .NOT.LJOBUI .AND. .NOT.LSAME( JOBU, 'N' ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( M.LT.0 ) THEN
INFO = -5
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -7
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( .NOT.LJOBUI .AND. LDU.LT.1 .OR.
$ LJOBUI .AND. LDU.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF( .NOT.LSTAGB .AND. LDWORK.LT.MAX( 1, N + MAX( N, 3*M ) )
$ .OR. LSTAGB .AND. LDWORK.LT.MAX( 1, M + MAX( N, M ) ) )
$ THEN
INFO = -20
ELSE IF( LSTGAB ) THEN
IF( .NOT.LJOBVI .AND. .NOT.LSAME( JOBV, 'N' ) ) THEN
INFO = -3
ELSE IF( .NOT.LJOBVI .AND. LDV.LT.1 .OR.
$ LJOBVI .AND. LDV.LT.MAX( 1, M ) ) THEN
INFO = -13
END IF
ELSE IF( .NOT.LSTAGB .AND. (TOL.LT.ZERO .OR. TOL.GT.ONE) ) THEN
C added by S. STEER (see mb03oy)
INFO = -17
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'AB01OD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( MIN( N, M ).EQ.0 ) THEN
NCONT = 0
INDCON = 0
RETURN
END IF
C
C (Note: Comments in the code beginning "Workspace:" describe the
C minimal amount of real workspace needed at that point in the
C code, as well as the preferred amount for good performance.
C NB refers to the optimal block size for the immediately
C following subroutine, as returned by ILAENV.)
C
ITAU = 1
WRKOPT = 1
C
IF ( .NOT.LSTAGB ) THEN
C
C Perform the forward stage computations of the staircase
C algorithm on B and A: reduce the (A, B) pair to orthogonal
C canonical form.
C
C Workspace: N + MAX(N,3*M).
C
JWORK = N + 1
CALL AB01ND( JOBU, N, M, A, LDA, B, LDB, NCONT, INDCON,
$ KSTAIR, U, LDU, DWORK(ITAU), TOL, IWORK,
$ DWORK(JWORK), LDWORK-JWORK+1, INFO )
IF(INFO.LT.0) RETURN
C
WRKOPT = INT( DWORK(JWORK) ) + JWORK - 1
END IF
C
C Exit if no further reduction to triangularize B1 and subdiagonal
C blocks of A is required, or if the order of the controllable part
C is 0.
C
IF ( .NOT.LSTGAB ) THEN
RETURN
ELSE IF ( NCONT.EQ.0 .OR. INDCON.EQ.0 ) THEN
IF( LJOBVI )
$ CALL DLASET( 'F', M, M, ZERO, ONE, V, LDV )
RETURN
END IF
C
C Now perform the backward steps except the last one.
C
MCRT = KSTAIR(INDCON)
I0 = NCONT - MCRT + 1
JWORK = M + 1
C
DO 10 IBSTEP = INDCON, 2, -1
NCRT = KSTAIR(IBSTEP-1)
J0 = I0 - NCRT
MM = MIN( NCRT, MCRT )
C
C Compute the RQ factorization of the current subdiagonal block
C of A, Ai,i-1 = R*Q (where i is IBSTEP), of dimension
C MCRT-by-NCRT, starting in position (I0,J0).
C The matrix Q' should postmultiply U, if required.
C Workspace: need M + MCRT;
C prefer M + MCRT*NB.
C
CALL DGERQF( MCRT, NCRT, A(I0,J0), LDA, DWORK(ITAU),
$ DWORK(JWORK), LDWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
C
C Set JINI to the first column number in A where the current
C transformation Q is to be applied, taking the block Hessenberg
C form into account.
C
IF ( IBSTEP.GT.2 ) THEN
JINI = J0 - KSTAIR(IBSTEP-2)
ELSE
JINI = 1
C
C Premultiply the first block row (B1) of B by Q.
C Workspace: need 2*M;
C prefer M + M*NB.
C
CALL DORMRQ( 'Left', 'No transpose', NCRT, M, MM, A(I0,J0),
$ LDA, DWORK(ITAU), B, LDB, DWORK(JWORK),
$ LDWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
END IF
C
C Premultiply the appropriate block row of A by Q.
C Workspace: need M + N;
C prefer M + N*NB.
C
CALL DORMRQ( 'Left', 'No transpose', NCRT, N-JINI+1, MM,
$ A(I0,J0), LDA, DWORK(ITAU), A(J0,JINI), LDA,
$ DWORK(JWORK), LDWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
C
C Postmultiply the appropriate block column of A by Q'.
C Workspace: need M + I0-1;
C prefer M + (I0-1)*NB.
C
CALL DORMRQ( 'Right', 'Transpose', I0-1, NCRT, MM, A(I0,J0),
$ LDA, DWORK(ITAU), A(1,J0), LDA, DWORK(JWORK),
$ LDWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
C
IF ( LJOBUI ) THEN
C
C Update U, postmultiplying it by Q'.
C Workspace: need M + N;
C prefer M + N*NB.
C
CALL DORMRQ( 'Right', 'Transpose', N, NCRT, MM, A(I0,J0),
$ LDA, DWORK(ITAU), U(1,J0), LDU, DWORK(JWORK),
$ LDWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
END IF
C
C Zero the subdiagonal elements of the current subdiagonal block
C of A.
C
CALL DLASET( 'F', MCRT, NCRT-MCRT, ZERO, ZERO, A(I0,J0), LDA )
IF ( I0.LT.N )
$ CALL DLASET( 'L', MCRT-1, MCRT-1, ZERO, ZERO,
$ A(I0+1,I0-MCRT), LDA )
C
MCRT = NCRT
I0 = J0
C
10 CONTINUE
C
C Now perform the last backward step on B, V = Qb'.
C
C Compute the RQ factorization of the first block of B, B1 = R*Qb.
C Workspace: need M + MCRT;
C prefer M + MCRT*NB.
C
CALL DGERQF( MCRT, M, B, LDB, DWORK(ITAU), DWORK(JWORK),
$ LDWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
C
IF ( LJOBVI ) THEN
C
C Accumulate the input-space transformations V.
C Workspace: need 2*M; prefer M + M*NB.
C
CALL DLACPY( 'F', MCRT, M-MCRT, B, LDB, V(M-MCRT+1,1), LDV )
IF ( MCRT.GT.1 )
$ CALL DLACPY( 'L', MCRT-1, MCRT-1, B(2,M-MCRT+1), LDB,
$ V(M-MCRT+2,M-MCRT+1), LDV )
CALL DORGRQ( M, M, MCRT, V, LDV, DWORK(ITAU), DWORK(JWORK),
$ LDWORK-JWORK+1, INFO )
C
DO 20 I = 2, M
CALL DSWAP( I-1, V(I, 1), LDV, V(1,I), 1 )
20 CONTINUE
C
WRKOPT = MAX( WRKOPT, INT( DWORK(JWORK) )+JWORK-1 )
END IF
C
C Zero the subdiagonal elements of the submatrix B1.
C
CALL DLASET( 'F', MCRT, M-MCRT, ZERO, ZERO, B, LDB )
IF ( MCRT.GT.1 )
$ CALL DLASET( 'L', MCRT-1, MCRT-1, ZERO, ZERO, B(2,M-MCRT+1),
$ LDB )
C
C Set optimal workspace dimension.
C
DWORK(1) = WRKOPT
RETURN
C *** Last line of AB01OD ***
END
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