TG01HY - SLICOT Library Routine Documentation

## TG01HY

### Orthogonal reduction of a descriptor system to a system with the same transfer-function matrix and with no uncontrollable finite eigenvalues (blocked version)

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

Purpose

      Given the descriptor system (A-lambda*E,B,C) with the system
      matrices A, E and B of the form

             ( A1 X1 )        ( E1 Y1 )        ( B1 )
         A = (       ) ,  E = (       ) ,  B = (    ) ,
             ( 0  X2 )        ( 0  Y2 )        ( 0  )

      where
           - B is an L-by-M matrix, with B1 an N1-by-M  submatrix,
           - A is an L-by-N matrix, with A1 an N1-by-N1 submatrix,
           - E is an L-by-N matrix, with E1 an N1-by-N1 submatrix
               with LBE nonzero sub-diagonals,
      this routine reduces the pair (A1-lambda*E1,B1) to the form

      Qc'*[ B1 A1-lambda*E1 ]*diag(I,Zc) =

                               ( Bc Ac-lambda*Ec      *         )
                               (                                ) ,
                               ( 0     0         Anc-lambda*Enc )

      where:
      1) the pencil ( Bc Ac-lambda*Ec ) has full row rank NR for
         all finite lambda and is in a staircase form with
                            _      _          _        _
                          ( A1,0   A1,1  ...  A1,k-1   A1,k  )
                          (        _          _        _     )
              ( Bc Ac ) = (  0     A2,1  ...  A2,k-1   A2,k  ) ,  (1)
                          (              ...  _        _     )
                          (  0       0   ...  Ak,k-1   Ak,k  )

                            _          _        _
                          ( E1,1  ...  E1,k-1   E1,k  )
                          (            _        _     )
                Ec      = (   0   ...  E2,k-1   E2,k  ) ,         (2)
                          (       ...           _     )
                          (   0   ...    0      Ek,k  )
                _
          where Ai,i-1 is an rtau(i)-by-rtau(i-1) full row rank
                                        _
          matrix (with rtau(0) = M) and Ei,i is an rtau(i)-by-rtau(i)
          upper triangular matrix.

       2) the pencil Anc-lambda*Enc is regular of order N1-NR with Enc
          upper triangular; this pencil contains the uncontrollable
          finite eigenvalues of the pencil (A1-lambda*E1).

      The transformations are applied to the whole matrices A, E, B
      and C. The left and/or right orthogonal transformations Qc and Zc,
      performed to reduce the pencil, can be optionally accumulated in
      the matrices Q and Z, respectively.

      The reduced order descriptor system (Ac-lambda*Ec,Bc,Cc) has no
      uncontrollable finite eigenvalues and has the same transfer-
      function matrix as the original system (A-lambda*E,B,C).

Specification

          SUBROUTINE TG01HY( COMPQ, COMPZ, L, N, M, P, N1, LBE, A, LDA,
         $                   E, LDE, B, LDB, C, LDC, Q, LDQ, Z, LDZ, NR,
         $                   NRBLCK, RTAU, TOL, IWORK, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          COMPQ, COMPZ
          INTEGER            INFO, L, LBE, LDA, LDB, LDC, LDE, LDQ, LDWORK,
         $                   LDZ, M, N, N1, NR, NRBLCK, P
          DOUBLE PRECISION   TOL
    C     .. Array Arguments ..
          INTEGER            IWORK( * ), RTAU( * )
          DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), C( LDC, * ),
         $                   DWORK( * ), E( LDE, * ), Q( LDQ, * ),
         $                   Z( LDZ, * )

Arguments

Mode Parameters

      COMPQ   CHARACTER*1
              = 'N':  do not compute Q;
              = 'I':  Q is initialized to the unit matrix, and the
                      orthogonal matrix Q is returned;
              = 'U':  Q must contain an orthogonal matrix Q1 on entry,
                      and the product Q1*Q is returned.

      COMPZ   CHARACTER*1
              = 'N':  do not compute Z;
              = 'I':  Z is initialized to the unit matrix, and the
                      orthogonal matrix Z is returned;
              = 'U':  Z must contain an orthogonal matrix Z1 on entry,
                      and the product Z1*Z is returned.

Input/Output Parameters

      L       (input) INTEGER
              The number of descriptor state equations; also the number
              of rows of the matrices A, E and B.  L >= 0.

      N       (input) INTEGER
              The dimension of the descriptor state vector; also the
              number of columns of the matrices A, E and C.  N >= 0.

      M       (input) INTEGER
              The dimension of descriptor system input vector; also the
              number of columns of the matrix B.  M >= 0.

      P       (input) INTEGER
              The dimension of descriptor system output; also the
              number of rows of the matrix C.  P >= 0.

      N1      (input) INTEGER
              The order of the subsystem (A1-lambda*E1,B1,C1) to be
              reduced.  MIN(L,N) >= N1 >= 0.

      LBE     (input) INTEGER
              The number of nonzero sub-diagonals of the submatrix E1.
              MAX(0,N1-1) >= LBE >= 0.

      A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the leading L-by-N part of this array must
              contain the L-by-N state matrix A in the partitioned form

                       ( A1 X1 )
                   A = (       ) ,
                       ( 0  X2 )

              where A1 is N1-by-N1.
              On exit, the leading L-by-N part of this array contains
              the transformed state matrix,

                                           ( Ac  *   * )
                        Qc'*A*diag(Zc,I) = ( 0  Anc  * ) ,
                                           ( 0   0   * )

              where Ac is NR-by-NR and Anc is (N1-NR)-by-(N1-NR).
              The matrix ( Bc Ac ) is in the controllability staircase
              form (1).

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

      E       (input/output) DOUBLE PRECISION array, dimension (LDE,N)
              On entry, the leading L-by-N part of this array must
              contain the L-by-N descriptor matrix E in the partitioned
              form
                       ( E1 Y1 )
                   E = (       ) ,
                       ( 0  Y2 )

              where E1 is an N1-by-N1 matrix with LBE nonzero
              sub-diagonals.
              On exit, the leading L-by-N part of this array contains
              the transformed descriptor matrix

                                           ( Ec  *   * )
                        Qc'*E*diag(Zc,I) = ( 0  Enc  * ) ,
                                           ( 0   0   * )

              where Ec is NR-by-NR and Enc is (N1-NR)-by-(N1-NR).
              Both Ec and Enc are upper triangular.

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

      B       (input/output) DOUBLE PRECISION array, dimension (LDB,M)
              On entry, the leading L-by-M part of this array must
              contain the L-by-M input matrix B in the partitioned form

                       ( B1 )
                   B = (    ) ,
                       ( 0  )

              where B1 is N1-by-M.
              On exit, the leading L-by-M part of this array contains
              the transformed input matrix

                                ( Bc )
                        Qc'*B = (    ) ,
                                ( 0  )

              where Bc is NR-by-M.
              The matrix ( Bc Ac ) is in the controllability staircase
              form (1).

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

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

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

      Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,L)
              If COMPQ = 'N': Q is not referenced.
              If COMPQ = 'I': on entry, Q need not be set;
                              on exit, the leading L-by-L part of this
                              array contains the orthogonal matrix Qc,
                              where Qc' is the product of the
                              transformations applied to A, E, and B on
                              the left.
              If COMPQ = 'U': on entry, the leading L-by-L part of this
                              array must contain an orthogonal matrix Q;
                              on exit, the leading L-by-L part of this
                              array contains the orthogonal matrix
                              Q*Qc.

      LDQ     INTEGER
              The leading dimension of the array Q.
              LDQ >= 1,        if COMPQ = 'N';
              LDQ >= MAX(1,L), if COMPQ = 'U' or 'I'.

      Z       (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
              If COMPZ = 'N': Z is not referenced.
              If COMPZ = 'I': on entry, Z need not be set;
                              on exit, the leading N-by-N part of this
                              array contains the orthogonal matrix Zc,
                              i.e., the product of the transformations
                              applied to A, E, and C on the right.
              If COMPZ = 'U': on entry, the leading N-by-N part of this
                              array must contain an orthogonal matrix Z;
                              on exit, the leading N-by-N part of this
                              array contains the orthogonal matrix
                              Z*Zc.

      LDZ     INTEGER
              The leading dimension of the array Z.
              LDZ >= 1,        if COMPZ = 'N';
              LDZ >= MAX(1,N), if COMPZ = 'U' or 'I'.

      NR      (output) INTEGER
              The order of the reduced matrices Ac and Ec, and the
              number of rows of the reduced matrix Bc; also the order of
              the controllable part of the pair (B, A-lambda*E).

      NRBLCK  (output) INTEGER                      _
              The number k, of full row rank blocks Ai,i in the
              staircase form of the pencil (Bc Ac-lambda*Ec) (see (1)
              and (2)).

      RTAU    (output) INTEGER array, dimension (N1)
              RTAU(i), for i = 1, ..., NRBLCK, is the row dimension of
                                      _
              the full row rank block Ai,i-1 in the staircase form (1).

Tolerances

      TOL     DOUBLE PRECISION
              The tolerance to be used in rank determinations when
              transforming (A-lambda*E, B). If the user sets TOL > 0,
              then the given value of TOL is used as a lower bound for
              reciprocal condition numbers in rank determinations; 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 = L*N*EPS,  is used instead, where
              EPS is the machine precision (see LAPACK Library routine
              DLAMCH).  TOL < 1.

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,L,2*(M+N1-1))
              For good performance, LDWORK should be generally 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].
      If suitable, it uses block algorithms for the reduction of the
      matrix E and for the corresponding updates of the matrices A, B,
      and Q. Moreover, for large systems, the row transformations are
      applied on panels of columns of the matrices A, B, and E.

References

      [1] Varga, A.
          Computation of Irreducible Generalized State-Space
          Realizations.
          Kybernetika, vol. 26, pp. 89-106, 1990.

Numerical Aspects

      The algorithm is numerically backward stable and requires
      0( N*N1**2 )  floating point operations.

Further Comments

      If INFO > 0 on entry, that value is used as block size for the
      block algorithms. Otherwise, the block size is chosen internally.

Example

Program Text

      None

Program Data

      None

Program Results

      None

Return to Supporting Routines index