TB01UX - SLICOT Library Routine Documentation

## TB01UX

### Observable-unobservable decomposition of a standard system

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

Purpose

      To compute an orthogonal transformation matrix Z which reduces the
      N-th order system (A,B,C) to the form

                 ( Ano  * )               ( Bno )
        Z'*A*Z = (        ) ,      Z'*B = (     ) ,
                 ( 0   Ao )               ( Bo  )

           C*Z = ( 0   Co ) ,

      where the NOBSV-th order system (Ao,Bo,Co) is observable.
      The matrix Ano of order N-NOBSV contains the unobservable
      eigenvalues of A.

      The pencil ( Ao-lambda*I ) has full column rank NOBSV for all
                 (      Co     )
      lambda, and is in a staircase form, with
                      _      _            _      _
                    ( Ak,k   Ak,k-1   ... Ak,2   Ak,1   )
                    ( _      _            _      _      )
        ( Ao ) =    ( Ak-1,k Ak-1,k-1 ... Ak-1,2 Ak-1,1 ) ,          (1)
        ( Co )      (  :       :      ... _ :    _ :    )
                    (  0       0      ... A1,2   A1,1   )
                    (                            _      )
                    (  0       0      ... 0      A0,1   )
            _
      where Ai-1,i is a CTAU(i-1)-by-CTAU(i) full column rank matrix
      (with CTAU(0) = P).

      The orthogonal transformation Z, performed to reduce the system
      matrices, can be optionally accumulated.

      The reduced order system (Ao,Bo,Co) has the same transfer-function
      matrix as the original system (A,B,C).

Specification

          SUBROUTINE TB01UX( COMPZ, N, M, P, A, LDA, B, LDB, C, LDC, Z, LDZ,
         $                   NOBSV, NLBLCK, CTAU, TOL, IWORK, DWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER          COMPZ
          INTEGER            INFO, LDA, LDB, LDC, LDZ, M, N, NLBLCK, NOBSV,
         $                   P
          DOUBLE PRECISION   TOL
    C     .. Array Arguments ..
          INTEGER            CTAU( * ), IWORK( * )
          DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), C( LDC, *  ),
         $                   DWORK( * ), Z( LDZ, * )

Arguments

Mode Parameters

      COMPZ   CHARACTER*1
              = 'N':  do not compute Z;
              = 'I':  Z is initialized to the unit matrix, and the
                      orthogonal matrix Z is returned.

Input/Output Parameters

      N       (input) INTEGER
              The dimension of the system state vector; also the order
              of the square matrix A, the number of rows of the matrix B
              and the number of columns of the matrix C.  N >= 0.

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

      P       (input) INTEGER
              The dimension of system output vector; also the number of
              rows of the matrix 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 N-by-N state matrix A.
              On exit, the leading N-by-N part of this array contains
              the transformed state matrix Z'*A*Z,

                                 ( Ano  *  )
                        Z'*A*Z = (         ) ,
                                 ( 0    Ao )

              where Ao is NOBSV-by-NOBSV and Ano is
              (N-NOBSV)-by-(N-NOBSV).
              The matrix ( Ao ) is in the observability staircase
                         ( Co )
              form (1).

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

      B       (input/output) DOUBLE PRECISION array, dimension
              (LDB,MAX(M,P))
              On entry, the leading N-by-M part of this array must
              contain the N-by-M input matrix B.
              On exit, the leading N-by-M part of this array contains
              the transformed input matrix Z'*B.

      LDB     INTEGER
              The leading dimension of the array B.
              LDB >= MAX(1,N) if M > 0 or  P > 0;
              LDB >= 1        if M = 0 and P = 0.

      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*Z = (  0   Co ) ,

              where Co is P-by-NOBSV.
              The matrix ( Ao ) is in the observability staircase
                         ( Co )
              form (1).

      LDC     INTEGER
              The leading dimension of the array C.
              LDC >= MAX(1,M,P) if N > 0;
              LDC >= 1          if N = 0.

      Z       (input/output) DOUBLE PRECISION array, dimension (LDZ,*)
              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 Z,
                              i.e., the product of the transformations
                              applied to A and C on the right.

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

      NOBSV   (output) INTEGER
              The order of the reduced matrix Ao, and the number of
              columns of the reduced matrix Co; also, the order of the
              observable part of the pair (C, A-lambda*I).

      NLBLCK  (output) INTEGER                         _
              The number k, of full column rank blocks Ai-1,i in the
              staircase form of the pencil (Ao-lambda*I) (see (1)).
                                           (     Co    )

      CTAU    (output) INTEGER array, dimension (N)
              CTAU(i), for i = 1, ..., NLBLCK, is the column dimension
                                            _
              of the full column rank block Ai-1,i in the staircase
              form (1).

Tolerances

      TOL     DOUBLE PRECISION
              The tolerance to be used in rank determinations when
              transforming the pair (A,C). 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 = N*N*EPS,  is used instead, where EPS
              is the machine precision (see LAPACK Library routine
              DLAMCH).  TOL < 1.

Workspace

      IWORK   INTEGER array, dimension (P)

      DWORK   DOUBLE PRECISION array, dimension (N+MAX(1, N, 3*P, M))
              On exit, if INFO = 0, DWORK(1) returns the optimal value
              of LDWORK.

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 dual of the reduction
      algorithms of [1].

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**3 )  floating point operations.

Further Comments

      If the system matrices A and C are badly scaled, it is
      generally recommendable to scale them with the SLICOT routine
      TB01ID, before calling TG01UX.

Example

Program Text

      None

Program Data

      None

Program Results

      None

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