AB08NY - SLICOT Library Routine Documentation

## AB08NY

### Construction of a reduced system (Ar,Br,Cr,Dr), having the same transmission zeros as (A,B,C,D), but with Dr of full row rank

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

Purpose

      To extract from the (N+P)-by-(M+N) system pencil
                   ( B  A-lambda*I )
                   ( D      C      )
      an (NR+PR)-by-(M+NR) "reduced" system pencil,
                   ( Br Ar-lambda*I ),
                   ( Dr     Cr      )
      having the same transmission zeros, but with Dr of full row rank.

Specification

          SUBROUTINE AB08NY( FIRST, N, M, P, SVLMAX, ABCD, LDABCD, NINFZ,
         $                   NR, PR, DINFZ, NKRONL, INFZ, KRONL, TOL, IWORK,
         $                   DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          LOGICAL           FIRST
          INTEGER           DINFZ, INFO, LDABCD, LDWORK, M, N, NINFZ,
         $                  NKRONL, NR, P, PR
          DOUBLE PRECISION  SVLMAX, TOL
    C     .. Array Arguments ..
          INTEGER           INFZ(*), IWORK(*), KRONL(*)
          DOUBLE PRECISION  ABCD(LDABCD,*), DWORK(*)

Arguments

Mode Parameters

      FIRST   LOGICAL
              Specifies if AB08NY is called first time, or it is called
              for an already reduced system, with D of full column rank,
              with the last M rows in upper triangular form:
              FIRST = .TRUE.  :  first time called;
              FIRST = .FALSE. :  not first time called.

Input/Output Parameters

      N       (input) INTEGER
              The number of rows of the matrix B, the number of columns
              of the matrix C, and the order of the square matrix A.
              N >= 0.

      M       (input) INTEGER
              The number of columns of the matrices B and D.  M >= 0.
              M <= P, if FIRST = .FALSE.

      P       (input) INTEGER
              The number of rows of the matrices C and D.  P >= 0.

      SVLMAX  (input) DOUBLE PRECISION
              An estimate of the largest singular value of the original
              matrix ABCD (for instance, the Frobenius norm of ABCD).
              SVLMAX >= 0.

      ABCD    (input/output) DOUBLE PRECISION array, dimension
              (LDABCD,M+N)
              On entry, the leading (N+P)-by-(M+N) part of this array
              must contain the compound matrix
                       (  B   A  ),
                       (  D   C  )
              where A is an N-by-N matrix, B is an N-by-M matrix,
              C is a P-by-N matrix, and D is a P-by-M matrix.
              If FIRST = .FALSE., then D must be a full column rank
              matrix, with the last M rows in an upper triangular form.
              On exit, the leading (NR+PR)-by-(M+NR) part of this array
              contains the reduced compound matrix
                        (  Br  Ar ),
                        (  Dr  Cr )
              where Ar is an NR-by-NR matrix, Br is an NR-by-M matrix,
              Cr is a PR-by-NR matrix, and Dr is a PR-by-M full row rank
              left upper-trapezoidal matrix, with the first PR columns
              in an upper triangular form.

      LDABCD  INTEGER
              The leading dimension of the array ABCD.
              LDABCD >= MAX(1,N+P).

      NINFZ   (input/output) INTEGER
              On entry, the currently computed number of infinite zeros.
              It should be initialized to zero on the first call.
              NINFZ >= 0.
              If FIRST = .FALSE., then NINFZ is not modified.
              On exit, the number of infinite zeros.

      NR      (output) INTEGER
              The order of the reduced matrix Ar; also, the number of
              rows of the reduced matrix Br and the number of columns of
              the reduced matrix Cr.
              If Dr is invertible, NR is also the number of finite Smith
              zeros.

      PR      (output) INTEGER
              The normal rank of the transfer-function matrix of the
              original system; also, the number of rows of the reduced
              matrices Cr and Dr.

      DINFZ   (output) INTEGER
              The maximal multiplicity of infinite zeros.
              DINFZ = 0 if FIRST = .FALSE. .

      NKRONL  (output) INTEGER
              The maximal dimension of left elementary Kronecker blocks.

      INFZ    (output) INTEGER array, dimension (N)
              INFZ(i) contains the number of infinite zeros of degree i,
              where i = 1,2,...,DINFZ.
              INFZ is not referenced if FIRST = .FALSE. .

      KRONL   (output) INTEGER array, dimension (N+1)
              KRONL(i) contains the number of left elementary Kronecker
              blocks of dimension i-by-(i-1), where i = 1,2,...,NKRONL.

Tolerances

      TOL     DOUBLE PRECISION
              A tolerance used in rank decisions to determine the
              effective rank, which is defined as the order of the
              largest leading (or trailing) triangular submatrix in the
              QR (or RQ) factorization with column (or row) pivoting
              whose estimated condition number is less than 1/TOL.
              NOTE that when SVLMAX > 0, the estimated ranks could be
              less than those defined above (see SVLMAX).
              If the user sets TOL to be less than or equal to zero,
              then the tolerance is taken as (N+P)*(N+M)*EPS, where EPS
              is the machine precision (see LAPACK Library Routine
              DLAMCH).  TOL < 1.

Workspace

      IWORK   INTEGER array, dimension (MAX(M,P))

      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 >= 1, if MIN(P, MAX(N,M)) = 0; otherwise,
              LDWORK >= MAX( MIN(P,M) + M + MAX(2*M,N) - 1,
                             MIN(P,N) + MAX(N + MAX( P, M), 3*P - 1 ) ).
              For optimum performance LDWORK should be larger.

              If LDWORK = -1, then a workspace query is assumed;
              the routine only calculates the optimal size of the
              DWORK array, returns this value as the first entry of
              the DWORK array, and no error message related to LDWORK
              is issued by XERBLA.

Error Indicator

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

References

      [1] Svaricek, F.
          Computation of the Structural Invariants of Linear
          Multivariable Systems with an Extended Version of the
          Program ZEROS.
          System & Control Letters, 6, pp. 261-266, 1985.

      [2] Emami-Naeini, A. and Van Dooren, P.
          Computation of Zeros of Linear Multivariable Systems.
          Automatica, 18, pp. 415-430, 1982.

Numerical Aspects

      The algorithm is numerically backward stable and requires
      0( (P+N)*(M+N)*N )  floating point operations.

Further Comments

      The number of infinite zeros is computed (if FIRST = .TRUE.) as

                    DINFZ
         NINFZ =     Sum  (INFZ(i)*i .
                     i=1

      Note that each infinite zero of multiplicity k corresponds to an
      infinite eigenvalue of multiplicity k+1.
      The multiplicities of the infinite eigenvalues can be determined
      from PR, DINFZ and INFZ(i), i = 1, ..., DINFZ, as follows:

                      DINFZ
      - there are PR - Sum (INFZ(i)) simple infinite eigenvalues;
                       i=1

      - there are INFZ(i) infinite eigenvalues with multiplicity i+1,
        for i = 1, ..., DINFZ.

      The left Kronecker indices are:

      [ 0  0 ...  0  | 1  1  ...  1 |  .... | NKRONL  ...  NKRONL ]
      |<- KRONL(1) ->|<- KRONL(2) ->|       |<-  KRONL(NKRONL)  ->|

Example

Program Text

      None

Program Data

      None

Program Results

      None

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