Purpose
To construct for a linear multivariable system described by a
state-space model (A,B,C,D) a regular pencil (A - lambda*B ) which
f f
has the invariant zeros of the system as generalized eigenvalues.
The routine also computes the orders of the infinite zeros and the
right and left Kronecker indices of the system (A,B,C,D).
Specification
SUBROUTINE AB08ND( EQUIL, N, M, P, A, LDA, B, LDB, C, LDC, D, LDD,
$ NU, RANK, DINFZ, NKROR, NKROL, INFZ, KRONR,
$ KRONL, AF, LDAF, BF, LDBF, TOL, IWORK, DWORK,
$ LDWORK, INFO )
C .. Scalar Arguments ..
CHARACTER EQUIL
INTEGER DINFZ, INFO, LDA, LDAF, LDB, LDBF, LDC, LDD,
$ LDWORK, M, N, NKROL, NKROR, NU, P, RANK
DOUBLE PRECISION TOL
C .. Array Arguments ..
INTEGER INFZ(*), IWORK(*), KRONL(*), KRONR(*)
DOUBLE PRECISION A(LDA,*), AF(LDAF,*), B(LDB,*), BF(LDBF,*),
$ C(LDC,*), D(LDD,*), DWORK(*)
Arguments
Mode Parameters
EQUIL CHARACTER*1
Specifies whether the user wishes to balance the compound
matrix (see METHOD) as follows:
= 'S': Perform balancing (scaling);
= 'N': Do not perform balancing.
Input/Output Parameters
N (input) INTEGER
The number of state variables, i.e., 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.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The leading N-by-N part of this array must contain the
state dynamics 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/state 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
state/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 transmission matrix D of the system.
LDD INTEGER
The leading dimension of array D. LDD >= MAX(1,P).
NU (output) INTEGER
The number of (finite) invariant zeros.
RANK (output) INTEGER
The normal rank of the transfer function matrix.
DINFZ (output) INTEGER
The maximum degree of infinite elementary divisors.
NKROR (output) INTEGER
The number of right Kronecker indices.
NKROL (output) INTEGER
The number of left Kronecker indices.
INFZ (output) INTEGER array, dimension (N)
The leading DINFZ elements of INFZ contain information
on the infinite elementary divisors as follows:
the system has INFZ(i) infinite elementary divisors
of degree i, where i = 1,2,...,DINFZ.
KRONR (output) INTEGER array, dimension (MAX(N,M)+1)
The leading NKROR elements of this array contain the
right Kronecker (column) indices.
KRONL (output) INTEGER array, dimension (MAX(N,P)+1)
The leading NKROL elements of this array contain the
left Kronecker (row) indices.
AF (output) DOUBLE PRECISION array, dimension
(LDAF,N+MIN(P,M))
The leading NU-by-NU part of this array contains the
coefficient matrix A of the reduced pencil. The remainder
f
of the leading (N+M)-by-(N+MIN(P,M)) part is used as
internal workspace.
LDAF INTEGER
The leading dimension of array AF. LDAF >= MAX(1,N+M).
BF (output) DOUBLE PRECISION array, dimension (LDBF,N+M)
The leading NU-by-NU part of this array contains the
coefficient matrix B of the reduced pencil. The
f
remainder of the leading (N+P)-by-(N+M) part is used as
internal workspace.
LDBF INTEGER
The leading dimension of array BF. LDBF >= MAX(1,N+P).
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 to be less than SQRT((N+P)*(N+M))*EPS
then the tolerance is taken as SQRT((N+P)*(N+M))*EPS,
where EPS is the machine precision (see LAPACK Library
Routine DLAMCH).
Workspace
IWORK INTEGER array, dimension (MAX(M,P))
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, MIN(P,M) + MAX(3*M-1,N),
MIN(P,N) + MAX(3*P-1,N+P,N+M),
MIN(M,N) + MAX(3*M-1,N+M) ).
An upper bound is MAX(s,N) + MAX(3*s-1,N+s), with
s = MAX(M,P).
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 routine extracts from the system matrix of a state-space
system (A,B,C,D) a regular pencil A - lambda*B which has the
f f
invariant zeros of the system as generalized eigenvalues as
follows:
(a) construct the (N+P)-by-(N+M) compound matrix (B A);
(D C)
(b) reduce the above system to one with the same invariant
zeros and with D of full row rank;
(c) pertranspose the system;
(d) reduce the system to one with the same invariant zeros and
with D square invertible;
(e) perform a unitary transformation on the columns of
(A - lambda*I B) in order to reduce it to
( C D)
(A - lambda*B X)
( f f ), with Y and B square invertible;
( 0 Y) f
(f) compute the right and left Kronecker indices of the system
(A,B,C,D), which together with the orders of the infinite
zeros (determined by steps (a) - (e)) constitute the
complete set of structural invariants under strict
equivalence transformations of a linear system.
References
[1] Svaricek, F.
Computation of the Structural Invariants of Linear
Multivariable Systems with an Extended Version of
the Program ZEROS.
System & Control Letters, 6, pp. 261-266, 1985.
[2] Emami-Naeini, A. and Van Dooren, P.
Computation of Zeros of Linear Multivariable Systems.
Automatica, 18, pp. 415-430, 1982.
Numerical Aspects
The algorithm is backward stable (see [2] and [1]).Further Comments
In order to compute the invariant zeros of the system explicitly,
a call to this routine may be followed by a call to the LAPACK
Library routine DGGEV with A = A , B = B and N = NU.
f f
If RANK = 0, the routine DGEEV can be used (since B = I).
f
Example
Program Text
* AB08ND EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2017 NICONET e.V.
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER NMAX, MMAX, PMAX
PARAMETER ( NMAX = 20, MMAX = 20, PMAX = 20 )
INTEGER MPMAX
PARAMETER ( MPMAX = MAX( MMAX, PMAX ) )
INTEGER LDA, LDB, LDC, LDD, LDAF, LDBF, LDQ, LDZ
PARAMETER ( LDA = NMAX, LDB = NMAX, LDC = PMAX,
$ LDD = PMAX, LDAF = NMAX+MPMAX,
$ LDBF = NMAX+PMAX, LDQ = 1, LDZ = 1 )
INTEGER LDWORK
PARAMETER ( LDWORK = MAX( MAX( MPMAX+1, NMAX ) +
$ MAX( 3*(MPMAX+1), NMAX+MPMAX ),
$ 8*NMAX ) )
* .. Local Scalars ..
DOUBLE PRECISION TOL
INTEGER DINFZ, I, INFO, J, M, N, NINFZ, NKROL, NKROR,
$ NU, P, RANK
CHARACTER*1 EQUIL
* .. Local Arrays ..
DOUBLE PRECISION A(LDA,NMAX), AF(LDAF,NMAX+PMAX), ALFI(NMAX),
$ ALFR(NMAX), B(LDB,MMAX), BETA(NMAX),
$ BF(LDBF,MMAX+NMAX), C(LDC,NMAX), D(LDD,MMAX),
$ DWORK(LDWORK), Q(LDQ,1), Z(LDZ,1)
INTEGER INFZ(NMAX), IWORK(MPMAX+1), KRONL(NMAX+1),
$ KRONR(NMAX+1)
* .. External Subroutines ..
EXTERNAL AB08ND, DGEGV
* .. 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, EQUIL
IF ( N.LT.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99972 ) N
ELSE
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
IF ( M.LT.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99971 ) M
ELSE
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1,N )
IF ( P.LT.0 .OR. P.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99970 ) P
ELSE
READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P )
READ ( NIN, FMT = * ) ( ( D(I,J), J = 1,M ), I = 1,P )
* Check the observability and compute the ordered set of
* the observability indices (call the routine with M = 0).
CALL AB08ND( EQUIL, N, 0, P, A, LDA, B, LDB, C, LDC, D,
$ LDD, NU, RANK, DINFZ, NKROR, NKROL, INFZ,
$ KRONR, KRONL, AF, LDAF, BF, LDBF, TOL,
$ IWORK, DWORK, LDWORK, INFO )
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
WRITE ( NOUT, FMT = 99994 ) ( KRONL(I), I = 1,P )
IF ( NU.EQ.0 ) THEN
WRITE ( NOUT, FMT = 99993 )
ELSE
WRITE ( NOUT, FMT = 99992 ) N - NU
WRITE ( NOUT, FMT = 99991 )
WRITE ( NOUT, FMT = 99990 )
DO 20 I = 1, NU
WRITE ( NOUT, FMT = 99989 )
$ ( AF(I,J), J = 1,NU )
20 CONTINUE
END IF
END IF
* Check the controllability and compute the ordered set of
* the controllability indices (call the routine with P = 0)
CALL AB08ND( EQUIL, N, M, 0, A, LDA, B, LDB, C, LDC, D,
$ LDD, NU, RANK, DINFZ, NKROR, NKROL, INFZ,
$ KRONR, KRONL, AF, LDAF, BF, LDBF, TOL,
$ IWORK, DWORK, LDWORK, INFO )
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
WRITE ( NOUT, FMT = 99988 ) ( KRONR(I), I = 1,M )
IF ( NU.EQ.0 ) THEN
WRITE ( NOUT, FMT = 99987 )
ELSE
WRITE ( NOUT, FMT = 99986 ) N - NU
WRITE ( NOUT, FMT = 99985 )
WRITE ( NOUT, FMT = 99990 )
DO 40 I = 1, NU
WRITE ( NOUT, FMT = 99989 )
$ ( AF(I,J), J = 1,NU )
40 CONTINUE
END IF
END IF
* Compute the structural invariants of the given system.
CALL AB08ND( EQUIL, N, M, P, A, LDA, B, LDB, C, LDC, D,
$ LDD, NU, RANK, DINFZ, NKROR, NKROL, INFZ,
$ KRONR, KRONL, AF, LDAF, BF, LDBF, TOL,
$ IWORK, DWORK, LDWORK, INFO )
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
WRITE ( NOUT, FMT = 99984 ) NU
IF ( NU.GT.0 ) THEN
* Compute the invariant zeros of the given system.
* Workspace: need 8*NU.
WRITE ( NOUT, FMT = 99983 )
CALL DGEGV( 'No vectors', 'No vectors', NU, AF,
$ LDAF, BF, LDBF, ALFR, ALFI, BETA, Q,
$ LDQ, Z, LDZ, DWORK, LDWORK, INFO )
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99997 ) INFO
ELSE
WRITE ( NOUT, FMT = 99981 )
DO 60 I = 1, NU
IF ( ALFI(I).EQ.ZERO ) THEN
WRITE ( NOUT, FMT = 99980 )
$ ALFR(I)/BETA(I)
ELSE
WRITE ( NOUT, FMT = 99979 )
$ ALFR(I)/BETA(I),
$ ALFI(I)/BETA(I)
END IF
60 CONTINUE
WRITE ( NOUT, FMT = 99982 )
END IF
END IF
NINFZ = 0
DO 80 I = 1, DINFZ
IF ( INFZ(I).GT.0 ) THEN
NINFZ = NINFZ + INFZ(I)*I
END IF
80 CONTINUE
WRITE ( NOUT, FMT = 99978 ) NINFZ
IF ( NINFZ.GT.0 ) THEN
DO 100 I = 1, DINFZ
WRITE ( NOUT, FMT = 99977 ) INFZ(I), I
100 CONTINUE
END IF
WRITE ( NOUT, FMT = 99976 ) NKROR
IF ( NKROR.GT.0 ) WRITE ( NOUT, FMT = 99975 )
$ ( KRONR(I), I = 1,NKROR )
WRITE ( NOUT, FMT = 99974 ) NKROL
IF ( NKROL.GT.0 ) WRITE ( NOUT, FMT = 99973 )
$ ( KRONL(I), I = 1,NKROL )
END IF
END IF
END IF
END IF
*
STOP
*
99999 FORMAT (' AB08ND EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from AB08ND = ',I2)
99997 FORMAT (' INFO on exit from DGEGV = ',I2)
99994 FORMAT (' The left Kronecker indices of (A,C) are ',/(20(I3,2X)))
99993 FORMAT (/' The system (A,C) is completely observable ')
99992 FORMAT (/' The dimension of the observable subspace = ',I3)
99991 FORMAT (/' The output decoupling zeros are the eigenvalues of th',
$ 'e matrix AF. ')
99990 FORMAT (/' The matrix AF is ')
99989 FORMAT (20(1X,F8.4))
99988 FORMAT (//' The right Kronecker indices of (A,B) are ',/(20(I3,2X)
$ ))
99987 FORMAT (/' The system (A,B) is completely controllable ')
99986 FORMAT (/' The dimension of the controllable subspace = ',I3)
99985 FORMAT (/' The input decoupling zeros are the eigenvalues of the',
$ ' matrix AF. ')
99984 FORMAT (//' The number of finite invariant zeros = ',I3)
99983 FORMAT (/' The finite invariant zeros are ')
99982 FORMAT (/' which correspond to the generalized eigenvalues of (l',
$ 'ambda*BF - AF).')
99981 FORMAT (/' real part imag part ')
99980 FORMAT (1X,F9.4)
99979 FORMAT (1X,F9.4,6X,F9.4)
99978 FORMAT (//' The number of infinite zeros = ',I3)
99977 FORMAT ( I4,' infinite zero(s) of order ',I3)
99976 FORMAT (/' The number of right Kronecker indices = ',I3)
99975 FORMAT (/' Right Kronecker (column) indices of (A,B,C,D) are ',
$ /(20(I3,2X)))
99974 FORMAT (/' The number of left Kronecker indices = ',I3)
99973 FORMAT (/' The left Kronecker (row) indices of (A,B,C,D) are ',
$ /(20(I3,2X)))
99972 FORMAT (/' N is out of range.',/' N = ',I5)
99971 FORMAT (/' M is out of range.',/' M = ',I5)
99970 FORMAT (/' P is out of range.',/' P = ',I5)
END
Program Data
AB08ND EXAMPLE PROGRAM DATA 6 2 3 0.0 N 1.0 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0 -4.0 0.0 0.0 0.0 0.0 0.0 0.0 -1.0 0.0 0.0 0.0 0.0 0.0 0.0 3.0 0.0 -1.0 -1.0 0.0 1.0 -1.0 0.0 0.0 0.0 1.0 -1.0 -1.0 1.0 0.0 0.0 1.0 0.0 0.0 0.0 1.0 0.0 1.0 0.0 1.0 0.0 0.0 1.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0Program Results
AB08ND EXAMPLE PROGRAM RESULTS
The left Kronecker indices of (A,C) are
1 2 2
The dimension of the observable subspace = 5
The output decoupling zeros are the eigenvalues of the matrix AF.
The matrix AF is
-1.0000
The right Kronecker indices of (A,B) are
2 3
The dimension of the controllable subspace = 5
The input decoupling zeros are the eigenvalues of the matrix AF.
The matrix AF is
-4.0000
The number of finite invariant zeros = 2
The finite invariant zeros are
real part imag part
2.0000
-1.0000
which correspond to the generalized eigenvalues of (lambda*BF - AF).
The number of infinite zeros = 2
The orders of the infinite zeros are
1 1
The number of right Kronecker indices = 0
The number of left Kronecker indices = 1
The left Kronecker (row) indices of (A,B,C,D) are
2