TG01WD - SLICOT Library Routine Documentation

## TG01WD

### Reduction of the descriptor dynamics matrix pair to generalized real Schur form

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

Purpose

      To reduce the pair (A,E) to a real generalized Schur form
      by using an orthogonal equivalence transformation
      (A,E) <-- (Q'*A*Z,Q'*E*Z) and to apply the transformation
      to the matrices B and C: B <-- Q'*B and C <-- C*Z.

Specification

          SUBROUTINE TG01WD( N, M, P, A, LDA, E, LDE, B, LDB, C, LDC,
         $                   Q, LDQ, Z, LDZ, ALPHAR, ALPHAI, BETA, DWORK,
         $                   LDWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER           INFO, LDA, LDB, LDC, LDE, LDQ, LDWORK, LDZ,
         $                  M, N, P
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), ALPHAI(*), ALPHAR(*), B(LDB,*),
         $                  BETA(*),  C(LDC,*),  DWORK(*),  E(LDE,*),
         $                  Q(LDQ,*), Z(LDZ,*)

Arguments

Input/Output Parameters

      N       (input) INTEGER
              The order of the original state-space representation,
              i.e., the order of the matrices A and E.  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 N-by-N part of this array contains
              the matrix Q' * A * Z in an upper quasi-triangular form.
              The elements below the first subdiagonal are set to zero.

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

      E       (input/output) DOUBLE PRECISION array, dimension (LDE,N)
              On entry, the leading N-by-N part of this array must
              contain the original descriptor matrix E.
              On exit, the leading N-by-N part of this array contains
              the matrix Q' * E * Z in an upper triangular form.
              The elements below the diagonal are set to zero.

      LDE     INTEGER
              The leading dimension of array E.  LDE >= 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 N-by-M part of this array contains
              the transformed input matrix Q' * B.

      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 C * Z.

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

      Q       (output) DOUBLE PRECISION array, dimension (LDQ,N)
              The leading N-by-N part of this array contains the left
              orthogonal transformation matrix used to reduce (A,E) to
              the real generalized Schur form.
              The columns of Q are the left generalized Schur vectors
              of the pair (A,E).

      LDQ     INTEGER
              The leading dimension of array Q.  LDQ >= max(1,N).

      Z       (output) DOUBLE PRECISION array, dimension (LDZ,N)
              The leading N-by-N part of this array contains the right
              orthogonal transformation matrix used to reduce (A,E) to
              the real generalized Schur form.
              The columns of Z are the right generalized Schur vectors
              of the pair (A,E).

      LDZ     INTEGER
              The leading dimension of array Z.  LDZ >= max(1,N).

      ALPHAR  (output) DOUBLE PRECISION array, dimension (N)
      ALPHAI  (output) DOUBLE PRECISION array, dimension (N)
      BETA    (output) DOUBLE PRECISION array, dimension (N)
              On exit, if INFO = 0, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j),
              j=1,...,N, will be the generalized eigenvalues.
              ALPHAR(j) + ALPHAI(j)*i, and BETA(j), j=1,...,N, are the
              diagonals of the complex Schur form that would result if
              the 2-by-2 diagonal blocks of the real Schur form of
              (A,E) were further reduced to triangular form using
              2-by-2 complex unitary transformations.
              If ALPHAI(j) is zero, then the j-th eigenvalue is real;
              if positive, then the j-th and (j+1)-st eigenvalues are a
              complex conjugate pair, with ALPHAI(j+1) negative.

Workspace

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

      LDWORK  INTEGER
              The dimension of working array DWORK.  LDWORK >= 8*N+16.
              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;
              > 0:  if INFO = i, the QZ algorithm failed to compute
                    the generalized real Schur form; elements i+1:N of
                    ALPHAR, ALPHAI, and BETA should be correct.

Method

      The pair (A,E) is reduced to a real generalized Schur form using
      an orthogonal equivalence transformation (A,E) <-- (Q'*A*Z,Q'*E*Z)
      and the transformation is applied to the matrices B and C:
      B <-- Q'*B and C <-- C*Z.

Numerical Aspects

                                      3
      The algorithm requires about 25N  floating point operations.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

Return to index