AG08BY - SLICOT Library Routine Documentation

## AG08BY

### Construction of a reduced system with input/output matrix Dr of full row rank, preserving the finite Smith zeros of the descriptor system

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

Purpose

      To extract from the (N+P)-by-(M+N) descriptor system pencil

         S(lambda) = ( B   A - lambda*E  )
                     ( D        C        )

      with E nonsingular and upper triangular a
      (NR+PR)-by-(M+NR) "reduced" descriptor system pencil

                            ( Br  Ar-lambda*Er )
               Sr(lambda) = (                  )
                            ( Dr     Cr        )

      having the same finite Smith zeros as the pencil
      S(lambda) but with Dr, a PR-by-M full row rank
      left upper trapezoidal matrix, and Er, an NR-by-NR
      upper triangular nonsingular matrix.

Specification

          SUBROUTINE AG08BY( FIRST, N, M, P, SVLMAX, ABCD, LDABCD, E, LDE,
         $                   NR, PR, NINFZ, DINFZ, NKRONL, INFZ, KRONL,
         $                   TOL, IWORK, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER            DINFZ, INFO, LDABCD, LDE, LDWORK, M, N, NINFZ,
         $                   NKRONL, NR, P, PR
          DOUBLE PRECISION   SVLMAX, TOL
          LOGICAL            FIRST
    C     .. Array Arguments ..
          INTEGER            INFZ( * ), IWORK(*), KRONL( * )
          DOUBLE PRECISION   ABCD( LDABCD, * ), DWORK( * ), E( LDE, * )

Arguments

Mode Parameters

      FIRST   LOGICAL
              Specifies if AG08BY is called first time or it is called
              for an already reduced system, with D 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 matrix B, the number of columns of
              matrix C and the order of square matrices A and E.
              N >= 0.

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

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

      SVLMAX  (input) DOUBLE PRECISION
              During each reduction step, the rank-revealing QR
              factorization of a matrix stops when the estimated minimum
              singular value is smaller than TOL * MAX(SVLMAX,EMSV),
              where EMSV is the estimated maximum singular value.
              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 upper triangular form.
              On exit, the leading (NR+PR)-by-(M+NR) part of ABCD
              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, Dr is a PR-by-M full row rank
              left upper trapezoidal matrix with the first PR columns
              in upper triangular form.

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

      E       (input/output) DOUBLE PRECISION array, dimension (LDE,N)
              On entry, the leading N-by-N part of this array must
              contain the upper triangular nonsingular matrix E.
              On exit, the leading NR-by-NR part contains the reduced
              upper triangular nonsingular matrix Er.

      LDE     INTEGER
              The leading dimension of array E.  LDE >= MAX(1,N).

      NR      (output) INTEGER
              The order of the reduced matrices Ar and Er; 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 rank of the resulting matrix Dr; also the number of
              rows of reduced matrices Cr and Dr.

      NINFZ   (output) INTEGER
              Number of infinite zeros.  NINFZ = 0 if FIRST = .FALSE. .

      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.
              If the user sets TOL <= 0, then an implicitly computed,
              default tolerance TOLDEF = (N+P)*(N+M)*EPS,  is used
              instead, where EPS is the machine precision
              (see LAPACK Library routine DLAMCH).
              NOTE that when SVLMAX > 0, the estimated ranks could be
              less than those defined above (see SVLMAX).  TOL <= 1.

Workspace

      IWORK   INTEGER array, dimension (M)
              If FIRST = .FALSE., IWORK is not referenced.

      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 P = 0; otherwise
              LDWORK >= MAX( 1, N+M-1, MIN(P,M) + MAX(3*M-1,N), 5*P ),
                                              if FIRST = .TRUE.;
              LDWORK >= MAX( 1, N+M-1, 5*P ), if FIRST = .FALSE. .
              The second term is not needed if M = 0.
              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.

Method

      The subroutine is based on the reduction algorithm of [1].

References

      [1] P. Misra, P. Van Dooren and A. Varga.
          Computation of structural invariants of generalized
          state-space systems.
          Automatica, 30, pp. 1921-1936, 1994.

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 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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