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<HTML>
<HEAD><TITLE>SB10UD - SLICOT Library Routine Documentation</TITLE>
</HEAD>
<BODY>
<H2><A Name="SB10UD">SB10UD</A></H2>
<H3>
Normalization of a system for H2 controller design
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>
<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
To reduce the matrices D12 and D21 of the linear time-invariant
system
| A | B1 B2 | | A | B |
P = |----|---------| = |---|---|
| C1 | 0 D12 | | C | D |
| C2 | D21 D22 |
to unit diagonal form, and to transform the matrices B and C to
satisfy the formulas in the computation of the H2 optimal
controller.
</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
SUBROUTINE SB10UD( N, M, NP, NCON, NMEAS, B, LDB, C, LDC, D, LDD,
$ TU, LDTU, TY, LDTY, RCOND, TOL, DWORK, LDWORK,
$ INFO )
C .. Scalar Arguments ..
INTEGER INFO, LDB, LDC, LDD, LDTU, LDTY, LDWORK, M, N,
$ NCON, NMEAS, NP
DOUBLE PRECISION TOL
C .. Array Arguments ..
DOUBLE PRECISION B( LDB, * ), C( LDC, * ), D( LDD, * ),
$ DWORK( * ), RCOND( 2 ), TU( LDTU, * ),
$ TY( LDTY, * )
</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>
</PRE>
<B>Input/Output Parameters</B>
<PRE>
N (input) INTEGER
The order of the system. N >= 0.
M (input) INTEGER
The column size of the matrix B. M >= 0.
NP (input) INTEGER
The row size of the matrix C. NP >= 0.
NCON (input) INTEGER
The number of control inputs (M2). M >= NCON >= 0,
NP-NMEAS >= NCON.
NMEAS (input) INTEGER
The number of measurements (NP2). NP >= NMEAS >= 0,
M-NCON >= NMEAS.
B (input/output) DOUBLE PRECISION array, dimension (LDB,M)
On entry, the leading N-by-M part of this array must
contain the system input matrix B.
On exit, the leading N-by-M part of this array contains
the transformed system input matrix B.
LDB INTEGER
The leading dimension of the array B. LDB >= max(1,N).
C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
On entry, the leading NP-by-N part of this array must
contain the system output matrix C.
On exit, the leading NP-by-N part of this array contains
the transformed system output matrix C.
LDC INTEGER
The leading dimension of the array C. LDC >= max(1,NP).
D (input/output) DOUBLE PRECISION array, dimension (LDD,M)
On entry, the leading NP-by-M part of this array must
contain the system input/output matrix D.
The (NP-NMEAS)-by-(M-NCON) leading submatrix D11 is not
referenced.
On exit, the trailing NMEAS-by-NCON part (in the leading
NP-by-M part) of this array contains the transformed
submatrix D22.
The transformed submatrices D12 = [ 0 Im2 ]' and
D21 = [ 0 Inp2 ] are not stored. The corresponding part
of this array contains no useful information.
LDD INTEGER
The leading dimension of the array D. LDD >= max(1,NP).
TU (output) DOUBLE PRECISION array, dimension (LDTU,M2)
The leading M2-by-M2 part of this array contains the
control transformation matrix TU.
LDTU INTEGER
The leading dimension of the array TU. LDTU >= max(1,M2).
TY (output) DOUBLE PRECISION array, dimension (LDTY,NP2)
The leading NP2-by-NP2 part of this array contains the
measurement transformation matrix TY.
LDTY INTEGER
The leading dimension of the array TY.
LDTY >= max(1,NP2).
RCOND (output) DOUBLE PRECISION array, dimension (2)
RCOND(1) contains the reciprocal condition number of the
control transformation matrix TU;
RCOND(2) contains the reciprocal condition number of the
measurement transformation matrix TY.
RCOND is set even if INFO = 1 or INFO = 2; if INFO = 1,
then RCOND(2) was not computed, but it is set to 0.
</PRE>
<B>Tolerances</B>
<PRE>
TOL DOUBLE PRECISION
Tolerance used for controlling the accuracy of the applied
transformations. Transformation matrices TU and TY whose
reciprocal condition numbers are less than TOL are not
allowed. If TOL <= 0, then a default value equal to
sqrt(EPS) is used, where EPS is the relative machine
precision.
</PRE>
<B>Workspace</B>
<PRE>
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) contains the optimal
LDWORK.
LDWORK INTEGER
The dimension of the array DWORK.
LDWORK >= MAX( M2 + NP1*NP1 + MAX(NP1*N,3*M2+NP1,5*M2),
NP2 + M1*M1 + MAX(M1*N,3*NP2+M1,5*NP2),
N*M2, NP2*N, NP2*M2, 1 )
where M1 = M - M2 and NP1 = NP - NP2.
For good performance, LDWORK must generally be larger.
Denoting Q = MAX(M1,M2,NP1,NP2), an upper bound is
MAX(1,Q*(Q+MAX(N,5)+1)).
</PRE>
<B>Error Indicator</B>
<PRE>
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
= 1: if the matrix D12 had not full column rank in
respect to the tolerance TOL;
= 2: if the matrix D21 had not full row rank in respect
to the tolerance TOL;
= 3: if the singular value decomposition (SVD) algorithm
did not converge (when computing the SVD of D12 or
D21).
</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
The routine performs the transformations described in [1], [2].
</PRE>
<A name="References"><B><FONT SIZE="+1">References</FONT></B></A>
<PRE>
[1] Zhou, K., Doyle, J.C., and Glover, K.
Robust and Optimal Control.
Prentice-Hall, Upper Saddle River, NJ, 1996.
[2] Balas, G.J., Doyle, J.C., Glover, K., Packard, A., and
Smith, R.
mu-Analysis and Synthesis Toolbox.
The MathWorks Inc., Natick, Mass., 1995.
</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>
The precision of the transformations can be controlled by the
condition numbers of the matrices TU and TY as given by the
values of RCOND(1) and RCOND(2), respectively. An error return
with INFO = 1 or INFO = 2 will be obtained if the condition
number of TU or TY, respectively, would exceed 1/TOL.
</PRE>
<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
None
</PRE>
<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
None
</PRE>
<B>Program Data</B>
<PRE>
None
</PRE>
<B>Program Results</B>
<PRE>
None
</PRE>
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