**Purpose**

To find a controllable realization for the linear time-invariant multi-input system dX/dt = A * X + B * U, Y = C * X, where A, B, and C are N-by-N, N-by-M, and P-by-N matrices, respectively, and A and B are reduced by this routine to orthogonal canonical form using (and optionally accumulating) orthogonal similarity transformations, which are also applied to C. Specifically, the system (A, B, C) is reduced to the triplet (Ac, Bc, Cc), where Ac = Z' * A * Z, Bc = Z' * B, Cc = C * Z, with [ Acont * ] [ Bcont ] Ac = [ ], Bc = [ ], [ 0 Auncont ] [ 0 ] and [ A11 A12 . . . A1,p-1 A1p ] [ B1 ] [ A21 A22 . . . A2,p-1 A2p ] [ 0 ] [ 0 A32 . . . A3,p-1 A3p ] [ 0 ] Acont = [ . . . . . . . ], Bc = [ . ], [ . . . . . . ] [ . ] [ . . . . . ] [ . ] [ 0 0 . . . Ap,p-1 App ] [ 0 ] where the blocks B1, A21, ..., Ap,p-1 have full row ranks and p is the controllability index of the pair. The size of the block Auncont is equal to the dimension of the uncontrollable subspace of the pair (A, B).

SUBROUTINE TB01UD( JOBZ, N, M, P, A, LDA, B, LDB, C, LDC, NCONT, $ INDCON, NBLK, Z, LDZ, TAU, TOL, IWORK, DWORK, $ LDWORK, INFO ) C .. Scalar Arguments .. CHARACTER JOBZ INTEGER INDCON, INFO, LDA, LDB, LDC, LDWORK, LDZ, M, N, $ NCONT, P DOUBLE PRECISION TOL C .. Array Arguments .. DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), DWORK(*), TAU(*), $ Z(LDZ,*) INTEGER IWORK(*), NBLK(*)

**Mode Parameters**

JOBZ CHARACTER*1 Indicates whether the user wishes to accumulate in a matrix Z the orthogonal similarity transformations for reducing the system, as follows: = 'N': Do not form Z and do not store the orthogonal transformations; = 'F': Do not form Z, but store the orthogonal transformations in the factored form; = 'I': Z is initialized to the unit matrix and the orthogonal transformation matrix Z is returned.

N (input) INTEGER The order of the original state-space representation, i.e. the order of the matrix A. 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 NCONT-by-NCONT part contains the upper block Hessenberg state dynamics matrix Acont in Ac, given by Z' * A * Z, of a controllable realization for the original system. The elements below the first block- subdiagonal are set to zero. The leading N-by-N part contains the matrix Ac. LDA INTEGER The leading dimension of array A. LDA >= 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 NCONT-by-M part of this array contains the transformed input matrix Bcont in Bc, given by Z' * B, with all elements but the first block set to zero. The leading N-by-M part contains the matrix Bc. 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 Cc, given by C * Z. LDC INTEGER The leading dimension of array C. LDC >= MAX(1,P). NCONT (output) INTEGER The order of the controllable state-space representation. INDCON (output) INTEGER The controllability index of the controllable part of the system representation. NBLK (output) INTEGER array, dimension (N) The leading INDCON elements of this array contain the the orders of the diagonal blocks of Acont. Z (output) DOUBLE PRECISION array, dimension (LDZ,N) If JOBZ = 'I', then the leading N-by-N part of this array contains the matrix of accumulated orthogonal similarity transformations which reduces the given system to orthogonal canonical form. If JOBZ = 'F', the elements below the diagonal, with the array TAU, represent the orthogonal transformation matrix as a product of elementary reflectors. The transformation matrix can then be obtained by calling the LAPACK Library routine DORGQR. If JOBZ = 'N', the array Z is not referenced and can be supplied as a dummy array (i.e. set parameter LDZ = 1 and declare this array to be Z(1,1) in the calling program). LDZ INTEGER The leading dimension of array Z. If JOBZ = 'I' or JOBZ = 'F', LDZ >= MAX(1,N); if JOBZ = 'N', LDZ >= 1. TAU (output) DOUBLE PRECISION array, dimension (N) The elements of TAU contain the scalar factors of the elementary reflectors used in the reduction of B and A.

TOL DOUBLE PRECISION The tolerance to be used in rank determination when transforming (A, B). If the user sets TOL > 0, then the given value of TOL is used as a lower bound for the reciprocal condition number (see the description of the argument RCOND in the SLICOT routine MB03OD); 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).

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, 3*M, P). For optimum performance LDWORK should be larger.

INFO INTEGER = 0: successful exit; < 0: if INFO = -i, the i-th argument had an illegal value.

Matrix B is first QR-decomposed and the appropriate orthogonal similarity transformation applied to the matrix A. Leaving the first rank(B) states unchanged, the remaining lower left block of A is then QR-decomposed and the new orthogonal matrix, Q1, is also applied to the right of A to complete the similarity transformation. By continuing in this manner, a completely controllable state-space pair (Acont, Bcont) is found for the given (A, B), where Acont is upper block Hessenberg with each subdiagonal block of full row rank, and Bcont is zero apart from its (independent) first rank(B) rows. All orthogonal transformations determined in this process are also applied to the matrix C, from the right. NOTE that the system controllability indices are easily calculated from the dimensions of the blocks of Acont.

[1] Konstantinov, M.M., Petkov, P.Hr. and Christov, N.D. Orthogonal Invariants and Canonical Forms for Linear Controllable Systems. Proc. 8th IFAC World Congress, Kyoto, 1, pp. 49-54, 1981. [2] Paige, C.C. Properties of numerical algorithms related to computing controllablity. IEEE Trans. Auto. Contr., AC-26, pp. 130-138, 1981. [3] Petkov, P.Hr., Konstantinov, M.M., Gu, D.W. and Postlethwaite, I. Optimal Pole Assignment Design of Linear Multi-Input Systems. Leicester University, Report 99-11, May 1996.

3 The algorithm requires 0(N ) operations and is backward stable.

If the system matrices A and B are badly scaled, it would be useful to scale them with SLICOT routine TB01ID, before calling the routine.

**Program Text**

* TB01UD EXAMPLE PROGRAM TEXT * Copyright (c) 2002-2017 NICONET e.V. * * .. Parameters .. INTEGER NIN, NOUT PARAMETER ( NIN = 5, NOUT = 6 ) INTEGER NMAX, MMAX, PMAX PARAMETER ( NMAX = 20, MMAX = 20, PMAX = 20 ) INTEGER LDA, LDB, LDC, LDZ PARAMETER ( LDA = NMAX, LDB = NMAX, LDC = PMAX, $ LDZ = NMAX ) INTEGER LIWORK PARAMETER ( LIWORK = MMAX ) INTEGER LDWORK PARAMETER ( LDWORK = MAX( NMAX, 3*MMAX, PMAX ) ) * .. Local Scalars .. DOUBLE PRECISION TOL INTEGER I, INFO, INDCON, J, M, N, NCONT, P CHARACTER*1 JOBZ * .. Local Arrays .. DOUBLE PRECISION A(LDA,NMAX), B(LDB,MMAX), C(LDC,NMAX), $ DWORK(LDWORK), TAU(NMAX), Z(LDZ,NMAX) INTEGER IWORK(LIWORK), NBLK(NMAX) * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. External Subroutines .. EXTERNAL TB01UD, DORGQR * .. Intrinsic Functions .. INTRINSIC MAX * .. Executable Statements .. * WRITE ( NOUT, FMT = 99999 ) * Skip the heading in the data file and read the data. READ ( NIN, FMT = '()' ) READ ( NIN, FMT = * ) N, M, P, TOL, JOBZ IF ( N.LE.0 .OR. N.GT.NMAX ) THEN WRITE ( NOUT, FMT = 99990 ) N ELSE READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N ) IF ( M.LE.0 .OR. M.GT.MMAX ) THEN WRITE ( NOUT, FMT = 99989 ) M ELSE READ ( NIN, FMT = * ) ( ( B(I,J), I = 1,N ), J = 1,M ) IF ( P.LE.0 .OR. P.GT.PMAX ) THEN WRITE ( NOUT, FMT = 99988 ) P ELSE READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P ) * Find a controllable ssr for the given system. CALL TB01UD( JOBZ, N, M, P, A, LDA, B, LDB, C, LDC, $ NCONT, INDCON, NBLK, Z, LDZ, TAU, TOL, $ IWORK, DWORK, LDWORK, INFO ) * IF ( INFO.NE.0 ) THEN WRITE ( NOUT, FMT = 99998 ) INFO ELSE WRITE ( NOUT, FMT = 99997 ) NCONT WRITE ( NOUT, FMT = 99996 ) DO 20 I = 1, NCONT WRITE ( NOUT, FMT = 99995 ) ( A(I,J), J = 1,NCONT ) 20 CONTINUE WRITE ( NOUT, FMT = 99994 ) ( NBLK(I), I = 1,INDCON ) WRITE ( NOUT, FMT = 99993 ) DO 40 I = 1, NCONT WRITE ( NOUT, FMT = 99995 ) ( B(I,J), J = 1,M ) 40 CONTINUE WRITE ( NOUT, FMT = 99987 ) DO 60 I = 1, P WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,NCONT ) 60 CONTINUE WRITE ( NOUT, FMT = 99992 ) INDCON IF ( LSAME( JOBZ, 'F' ) ) $ CALL DORGQR( N, N, N, Z, LDZ, TAU, DWORK, LDWORK, $ INFO ) IF ( LSAME( JOBZ, 'F' ).OR.LSAME( JOBZ, 'I' ) ) THEN WRITE ( NOUT, FMT = 99991 ) DO 80 I = 1, N WRITE ( NOUT, FMT = 99995 ) ( Z(I,J), J = 1,N ) 80 CONTINUE END IF END IF END IF END IF END IF STOP * 99999 FORMAT (' TB01UD EXAMPLE PROGRAM RESULTS',/1X) 99998 FORMAT (' INFO on exit from TB01UD = ',I2) 99997 FORMAT (' The order of the controllable state-space representati', $ 'on = ',I2) 99996 FORMAT (/' The transformed state dynamics matrix of a controllab', $ 'le realization is ') 99995 FORMAT (20(1X,F8.4)) 99994 FORMAT (/' and the dimensions of its diagonal blocks are ', $ /20(1X,I2)) 99993 FORMAT (/' The transformed input/state matrix B of a controllabl', $ 'e realization is ') 99992 FORMAT (/' The controllability index of the transformed system r', $ 'epresentation = ',I2) 99991 FORMAT (/' The similarity transformation matrix Z is ') 99990 FORMAT (/' N is out of range.',/' N = ',I5) 99989 FORMAT (/' M is out of range.',/' M = ',I5) 99988 FORMAT (/' P is out of range.',/' P = ',I5) 99987 FORMAT (/' The transformed output/state matrix C of a controlla', $ 'ble realization is ') END

TB01UD EXAMPLE PROGRAM DATA 3 2 2 0.0 I -1.0 0.0 0.0 -2.0 -2.0 -2.0 -1.0 0.0 -3.0 1.0 0.0 0.0 0.0 2.0 1.0 0.0 2.0 1.0 1.0 0.0 0.0

TB01UD EXAMPLE PROGRAM RESULTS The order of the controllable state-space representation = 2 The transformed state dynamics matrix of a controllable realization is -3.0000 2.2361 0.0000 -1.0000 and the dimensions of its diagonal blocks are 2 The transformed input/state matrix B of a controllable realization is 0.0000 -2.2361 1.0000 0.0000 The transformed output/state matrix C of a controllable realization is -2.2361 0.0000 0.0000 1.0000 The controllability index of the transformed system representation = 1 The similarity transformation matrix Z is 0.0000 1.0000 0.0000 -0.8944 0.0000 -0.4472 -0.4472 0.0000 0.8944