TB01UD - SLICOT Library Routine Documentation

## TB01UD

### Controllable block Hessenberg realization for a given state-space representation

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

      To find a controllable realization for the linear time-invariant
      multi-input system

              dX/dt = A * X + B * U,
                 Y  = C * X,

      where A, B, and C are N-by-N, N-by-M, and P-by-N matrices,
      respectively, and A and B are reduced by this routine to
      orthogonal canonical form using (and optionally accumulating)
      orthogonal similarity transformations, which are also applied
      to C.  Specifically, the system (A, B, C) is reduced to the
      triplet (Ac, Bc, Cc), where Ac = Z' * A * Z, Bc = Z' * B,
      Cc = C * Z,  with

              [ Acont     *    ]         [ Bcont ]
         Ac = [                ],   Bc = [       ],
              [   0    Auncont ]         [   0   ]

         and

                 [ A11 A12  . . .  A1,p-1 A1p ]         [ B1 ]
                 [ A21 A22  . . .  A2,p-1 A2p ]         [ 0  ]
                 [  0  A32  . . .  A3,p-1 A3p ]         [ 0  ]
         Acont = [  .   .   . . .    .     .  ],   Bc = [ .  ],
                 [  .   .     . .    .     .  ]         [ .  ]
                 [  .   .       .    .     .  ]         [ .  ]
                 [  0   0   . . .  Ap,p-1 App ]         [ 0  ]

      where the blocks  B1, A21, ..., Ap,p-1  have full row ranks and
      p is the controllability index of the pair.  The size of the
      block  Auncont is equal to the dimension of the uncontrollable
      subspace of the pair (A, B).

Specification

          SUBROUTINE TB01UD( JOBZ, N, M, P, A, LDA, B, LDB, C, LDC, NCONT,
         $                   INDCON, NBLK, Z, LDZ, TAU, TOL, IWORK, DWORK,
         $                   LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER         JOBZ
          INTEGER           INDCON, INFO, LDA, LDB, LDC, LDWORK, LDZ, M, N,
         $                  NCONT, P
          DOUBLE PRECISION  TOL
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), B(LDB,*), C(LDC,*), DWORK(*), TAU(*),
         $                  Z(LDZ,*)
          INTEGER           IWORK(*), NBLK(*)

Arguments

Mode Parameters

      JOBZ    CHARACTER*1
              Indicates whether the user wishes to accumulate in a
              matrix Z the orthogonal similarity transformations for
              reducing the system, as follows:
              = 'N':  Do not form Z and do not store the orthogonal
                      transformations;
              = 'F':  Do not form Z, but store the orthogonal
                      transformations in the factored form;
              = 'I':  Z is initialized to the unit matrix and the
                      orthogonal transformation matrix Z is returned.

Input/Output Parameters

      N       (input) INTEGER
              The order of the original state-space representation,
              i.e. the order of the matrix A.  N >= 0.

      M       (input) INTEGER
              The number of system inputs, or of columns of B.  M >= 0.

      P       (input) INTEGER
              The number of system outputs, or of rows of C.  P >= 0.

      A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the leading N-by-N part of this array must
              contain the original state dynamics matrix A.
              On exit, the leading NCONT-by-NCONT part contains the
              upper block Hessenberg state dynamics matrix Acont in Ac,
              given by Z' * A * Z, of a controllable realization for
              the original system. The elements below the first block-
              subdiagonal are set to zero. The leading N-by-N part
              contains the matrix Ac.

      LDA     INTEGER
              The leading dimension of array A.  LDA >= MAX(1,N).

      B       (input/output) DOUBLE PRECISION array, dimension (LDB,M)
              On entry, the leading N-by-M part of this array must
              contain the input matrix B.
              On exit, the leading NCONT-by-M part of this array
              contains the transformed input matrix Bcont in Bc, given
              by Z' * B, with all elements but the first block set to
              zero. The leading N-by-M part contains the matrix Bc.

      LDB     INTEGER
              The leading dimension of array B.  LDB >= MAX(1,N).

      C       (input/output) DOUBLE PRECISION array, dimension (LDC,N)
              On entry, the leading P-by-N part of this array must
              contain the output matrix C.
              On exit, the leading P-by-N part of this array contains
              the transformed output matrix Cc, given by C * Z.

      LDC     INTEGER
              The leading dimension of array C.  LDC >= MAX(1,P).

      NCONT   (output) INTEGER
              The order of the controllable state-space representation.

      INDCON  (output) INTEGER
              The controllability index of the controllable part of the
              system representation.

      NBLK    (output) INTEGER array, dimension (N)
              The leading INDCON elements of this array contain the
              the orders of the diagonal blocks of Acont.

      Z       (output) DOUBLE PRECISION array, dimension (LDZ,N)
              If JOBZ = 'I', then the leading N-by-N part of this
              array contains the matrix of accumulated orthogonal
              similarity transformations which reduces the given system
              to orthogonal canonical form.
              If JOBZ = 'F', the elements below the diagonal, with the
              array TAU, represent the orthogonal transformation matrix
              as a product of elementary reflectors. The transformation
              matrix can then be obtained by calling the LAPACK Library
              routine DORGQR.
              If JOBZ = 'N', the array Z is not referenced and can be
              supplied as a dummy array (i.e. set parameter LDZ = 1 and
              declare this array to be Z(1,1) in the calling program).

      LDZ     INTEGER
              The leading dimension of array Z. If JOBZ = 'I' or
              JOBZ = 'F', LDZ >= MAX(1,N); if JOBZ = 'N', LDZ >= 1.

      TAU     (output) DOUBLE PRECISION array, dimension (N)
              The elements of TAU contain the scalar factors of the
              elementary reflectors used in the reduction of B and A.

Tolerances

      TOL     DOUBLE PRECISION
              The tolerance to be used in rank determination when
              transforming (A, B). If the user sets TOL > 0, then
              the given value of TOL is used as a lower bound for the
              reciprocal condition number (see the description of the
              argument RCOND in the SLICOT routine MB03OD);  a
              (sub)matrix whose estimated condition number is less than
              1/TOL is considered to be of full rank.  If the user sets
              TOL <= 0, then an implicitly computed, default tolerance,
              defined by  TOLDEF = N*N*EPS,  is used instead, where EPS
              is the machine precision (see LAPACK Library routine
              DLAMCH).

Workspace

      IWORK   INTEGER array, dimension (M)

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              On exit, if INFO = 0, DWORK(1) returns the optimal value
              of LDWORK.

      LDWORK  INTEGER
              The length of the array DWORK.
              LDWORK >= MAX(1, N, 3*M, P).
              For optimum performance LDWORK should be larger.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value.

Method

      Matrix B is first QR-decomposed and the appropriate orthogonal
      similarity transformation applied to the matrix A. Leaving the
      first rank(B) states unchanged, the remaining lower left block
      of A is then QR-decomposed and the new orthogonal matrix, Q1,
      is also applied to the right of A to complete the similarity
      transformation. By continuing in this manner, a completely
      controllable state-space pair (Acont, Bcont) is found for the
      given (A, B), where Acont is upper block Hessenberg with each
      subdiagonal block of full row rank, and Bcont is zero apart from
      its (independent) first rank(B) rows.
      All orthogonal transformations determined in this process are also
      applied to the matrix C, from the right.
      NOTE that the system controllability indices are easily
      calculated from the dimensions of the blocks of Acont.

References

      [1] Konstantinov, M.M., Petkov, P.Hr. and Christov, N.D.
          Orthogonal Invariants and Canonical Forms for Linear
          Controllable Systems.
          Proc. 8th IFAC World Congress, Kyoto, 1, pp. 49-54, 1981.

      [2] Paige, C.C.
          Properties of numerical algorithms related to computing
          controllablity.
          IEEE Trans. Auto. Contr., AC-26, pp. 130-138, 1981.

      [3] Petkov, P.Hr., Konstantinov, M.M., Gu, D.W. and
          Postlethwaite, I.
          Optimal Pole Assignment Design of Linear Multi-Input Systems.
          Leicester University, Report 99-11, May 1996.

Numerical Aspects

                                3
      The algorithm requires 0(N ) operations and is backward stable.

Further Comments

      If the system matrices A and B are badly scaled, it would be
      useful to scale them with SLICOT routine TB01ID, before calling
      the routine.

Example

Program Text

    *     TB01UD EXAMPLE PROGRAM TEXT
    *
    *     .. Parameters ..
          INTEGER          NIN, NOUT
          PARAMETER        ( NIN = 5, NOUT = 6 )
          INTEGER          NMAX, MMAX, PMAX
          PARAMETER        ( NMAX = 20, MMAX = 20, PMAX = 20 )
          INTEGER          LDA, LDB, LDC, LDZ
          PARAMETER        ( LDA = NMAX, LDB = NMAX, LDC = PMAX,
         $                   LDZ = NMAX )
          INTEGER          LIWORK
          PARAMETER        ( LIWORK = MMAX )
          INTEGER          LDWORK
          PARAMETER        ( LDWORK = MAX( NMAX, 3*MMAX, PMAX ) )
    *     .. Local Scalars ..
          DOUBLE PRECISION TOL
          INTEGER          I, INFO, INDCON, J, M, N, NCONT, P
          CHARACTER*1      JOBZ
    *     .. Local Arrays ..
          DOUBLE PRECISION A(LDA,NMAX), B(LDB,MMAX), C(LDC,NMAX),
         $                 DWORK(LDWORK), TAU(NMAX), Z(LDZ,NMAX)
          INTEGER          IWORK(LIWORK), NBLK(NMAX)
    *     .. External Functions ..
          LOGICAL          LSAME
          EXTERNAL         LSAME
    *     .. External Subroutines ..
          EXTERNAL         TB01UD, DORGQR
    *     .. Intrinsic Functions ..
          INTRINSIC        MAX
    *     .. Executable Statements ..
    *
          WRITE ( NOUT, FMT = 99999 )
    *     Skip the heading in the data file and read the data.
          READ ( NIN, FMT = '()' )
          READ ( NIN, FMT = * ) N, M, P, TOL, JOBZ
          IF ( N.LE.0 .OR. N.GT.NMAX ) THEN
             WRITE ( NOUT, FMT = 99990 ) N
          ELSE
             READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
             IF ( M.LE.0 .OR. M.GT.MMAX ) THEN
                WRITE ( NOUT, FMT = 99989 ) M
             ELSE
                READ ( NIN, FMT = * ) ( ( B(I,J), I = 1,N ), J = 1,M )
                IF ( P.LE.0 .OR. P.GT.PMAX ) THEN
                   WRITE ( NOUT, FMT = 99988 ) P
                ELSE
                   READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P )
    *              Find a controllable ssr for the given system.
                   CALL TB01UD( JOBZ, N, M, P, A, LDA, B, LDB, C, LDC,
         $                      NCONT, INDCON, NBLK, Z, LDZ, TAU, TOL,
         $                      IWORK, DWORK, LDWORK, INFO )
    *
                   IF ( INFO.NE.0 ) THEN
                      WRITE ( NOUT, FMT = 99998 ) INFO
                   ELSE
                      WRITE ( NOUT, FMT = 99997 ) NCONT
                      WRITE ( NOUT, FMT = 99996 )
                      DO 20 I = 1, NCONT
                         WRITE ( NOUT, FMT = 99995 ) ( A(I,J), J = 1,NCONT )
       20             CONTINUE
                      WRITE ( NOUT, FMT = 99994 ) ( NBLK(I), I = 1,INDCON )
                      WRITE ( NOUT, FMT = 99993 )
                      DO 40 I = 1, NCONT
                         WRITE ( NOUT, FMT = 99995 ) ( B(I,J), J = 1,M )
       40             CONTINUE
                      WRITE ( NOUT, FMT = 99987 )
                      DO 60 I = 1, P
                         WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,NCONT )
       60             CONTINUE
                      WRITE ( NOUT, FMT = 99992 ) INDCON
                      IF ( LSAME( JOBZ, 'F' ) )
         $               CALL DORGQR( N, N, N, Z, LDZ, TAU, DWORK, LDWORK,
         $                            INFO )
                      IF ( LSAME( JOBZ, 'F' ).OR.LSAME( JOBZ, 'I' ) ) THEN
                         WRITE ( NOUT, FMT = 99991 )
                         DO 80 I = 1, N
                            WRITE ( NOUT, FMT = 99995 ) ( Z(I,J), J = 1,N )
       80                CONTINUE
                      END IF
                   END IF
                END IF
             END IF
          END IF
          STOP
    *
    99999 FORMAT (' TB01UD EXAMPLE PROGRAM RESULTS',/1X)
    99998 FORMAT (' INFO on exit from TB01UD = ',I2)
    99997 FORMAT (' The order of the controllable state-space representati',
         $       'on = ',I2)
    99996 FORMAT (/' The transformed state dynamics matrix of a controllab',
         $       'le realization is ')
    99995 FORMAT (20(1X,F8.4))
    99994 FORMAT (/' and the dimensions of its diagonal blocks are ',
         $       /20(1X,I2))
    99993 FORMAT (/' The transformed input/state matrix B of a controllabl',
         $       'e realization is ')
    99992 FORMAT (/' The controllability index of the transformed system r',
         $       'epresentation = ',I2)
    99991 FORMAT (/' The similarity transformation matrix Z is ')
    99990 FORMAT (/' N is out of range.',/' N = ',I5)
    99989 FORMAT (/' M is out of range.',/' M = ',I5)
    99988 FORMAT (/' P is out of range.',/' P = ',I5)
    99987 FORMAT (/' The transformed output/state matrix C of a controlla',
         $       'ble realization is ')
          END

Program Data

     TB01UD EXAMPLE PROGRAM DATA
       3     2     2     0.0     I
      -1.0   0.0   0.0
      -2.0  -2.0  -2.0
      -1.0   0.0  -3.0
       1.0   0.0   0.0
       0.0   2.0   1.0
       0.0   2.0   1.0
       1.0   0.0   0.0

Program Results

     TB01UD EXAMPLE PROGRAM RESULTS

     The order of the controllable state-space representation =  2

     The transformed state dynamics matrix of a controllable realization is
      -3.0000   2.2361
       0.0000  -1.0000

     and the dimensions of its diagonal blocks are
      2

     The transformed input/state matrix B of a controllable realization is
       0.0000  -2.2361
       1.0000   0.0000

     The transformed output/state matrix C of a controllable realization is
      -2.2361   0.0000
       0.0000   1.0000

     The controllability index of the transformed system representation =  1

     The similarity transformation matrix Z is
       0.0000   1.0000   0.0000
      -0.8944   0.0000  -0.4472
      -0.4472   0.0000   0.8944

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