TF01MY - SLICOT Library Routine Documentation

## TF01MY

### Output sequence of a linear time-invariant open-loop system (variant)

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

Purpose

      To compute the output sequence of a linear time-invariant
      open-loop system given by its discrete-time state-space model
      (A,B,C,D), where A is an N-by-N general matrix.

      The initial state vector x(1) must be supplied by the user.

      This routine differs from SLICOT Library routine TF01MD in the
      way the input and output trajectories are stored.

Specification

          SUBROUTINE TF01MY( N, M, P, NY, A, LDA, B, LDB, C, LDC, D, LDD,
         $                   U, LDU, X, Y, LDY, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER           INFO, LDA, LDB, LDC, LDD, LDU, LDWORK, LDY, M,
         $                  N, NY, P
    C     .. Array Arguments ..
          DOUBLE PRECISION  A(LDA,*), B(LDB,*), C(LDC,*), D(LDD,*),
         $                  DWORK(*), U(LDU,*), X(*), Y(LDY,*)

Arguments

Input/Output Parameters

      N       (input) INTEGER
              The order of the matrix A.  N >= 0.

      M       (input) INTEGER
              The number of system inputs.  M >= 0.

      P       (input) INTEGER
              The number of system outputs.  P >= 0.

      NY      (input) INTEGER
              The number of output vectors y(k) to be computed.
              NY >= 0.

      A       (input) DOUBLE PRECISION array, dimension (LDA,N)
              The leading N-by-N part of this array must contain the
              state matrix A of the system.

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

      B       (input) DOUBLE PRECISION array, dimension (LDB,M)
              The leading N-by-M part of this array must contain the
              input matrix B of the system.

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

      C       (input) DOUBLE PRECISION array, dimension (LDC,N)
              The leading P-by-N part of this array must contain the
              output matrix C of the system.

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

      D       (input) DOUBLE PRECISION array, dimension (LDD,M)
              The leading P-by-M part of this array must contain the
              direct link matrix D of the system.

      LDD     INTEGER
              The leading dimension of array D.  LDD >= MAX(1,P).

      U       (input) DOUBLE PRECISION array, dimension (LDU,M)
              The leading NY-by-M part of this array must contain the
              input vector sequence u(k), for k = 1,2,...,NY.
              Specifically, the k-th row of U must contain u(k)'.

      LDU     INTEGER
              The leading dimension of array U.  LDU >= MAX(1,NY).

      X       (input/output) DOUBLE PRECISION array, dimension (N)
              On entry, this array must contain the initial state vector
              x(1) which consists of the N initial states of the system.
              On exit, this array contains the final state vector
              x(NY+1) of the N states of the system at instant NY+1.

      Y       (output) DOUBLE PRECISION array, dimension (LDY,P)
              The leading NY-by-P part of this array contains the output
              vector sequence y(1),y(2),...,y(NY) such that the k-th
              row of Y contains y(k)' (the outputs at instant k),
              for k = 1,2,...,NY.

      LDY     INTEGER
              The leading dimension of array Y.  LDY >= MAX(1,NY).

Workspace

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

      LDWORK  INTEGER
              The length of the array DWORK.  LDWORK >= MAX(1,N).
              For better 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

      Given an initial state vector x(1), the output vector sequence
      y(1), y(2),..., y(NY) is obtained via the formulae

         x(k+1) = A x(k) + B u(k)
         y(k)   = C x(k) + D u(k),

      where each element y(k) is a vector of length P containing the
      outputs at instant k and k = 1,2,...,NY.

References

      [1] Luenberger, D.G.
          Introduction to Dynamic Systems: Theory, Models and
          Applications.
          John Wiley & Sons, New York, 1979.

Numerical Aspects

      The algorithm requires approximately (N + M) x (N + P) x NY
      multiplications and additions.

Further Comments

      The implementation exploits data locality and uses BLAS 3
      operations as much as possible, given the workspace length.

Example

Program Text

      None

Program Data

      None

Program Results

      None

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