Purpose
To find a state-space representation (A,B,C,D) with the same
transfer matrix T(s) as that of a given left or right polynomial
matrix representation, i.e.
C*inv(sI-A)*B + D = T(s) = inv(P(s))*Q(s) = Q(s)*inv(P(s)).
Specification
SUBROUTINE TC04AD( LERI, M, P, INDEX, PCOEFF, LDPCO1, LDPCO2,
$ QCOEFF, LDQCO1, LDQCO2, N, RCOND, A, LDA, B,
$ LDB, C, LDC, D, LDD, IWORK, DWORK, LDWORK,
$ INFO )
C .. Scalar Arguments ..
CHARACTER LERI
INTEGER INFO, LDA, LDB, LDC, LDD, LDPCO1, LDPCO2,
$ LDQCO1, LDQCO2, LDWORK, M, N, P
DOUBLE PRECISION RCOND
C .. Array Arguments ..
INTEGER INDEX(*), IWORK(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), D(LDD,*),
$ DWORK(*), PCOEFF(LDPCO1,LDPCO2,*),
$ QCOEFF(LDQCO1,LDQCO2,*)
Arguments
Mode Parameters
LERI CHARACTER*1
Indicates whether a left polynomial matrix representation
or a right polynomial matrix representation is input as
follows:
= 'L': A left matrix fraction is input;
= 'R': A right matrix fraction is input.
Input/Output Parameters
M (input) INTEGER
The number of system inputs. M >= 0.
P (input) INTEGER
The number of system outputs. P >= 0.
INDEX (input) INTEGER array, dimension (MAX(M,P))
If LERI = 'L', INDEX(I), I = 1,2,...,P, must contain the
maximum degree of the polynomials in the I-th row of the
denominator matrix P(s) of the given left polynomial
matrix representation.
If LERI = 'R', INDEX(I), I = 1,2,...,M, must contain the
maximum degree of the polynomials in the I-th column of
the denominator matrix P(s) of the given right polynomial
matrix representation.
PCOEFF (input) DOUBLE PRECISION array, dimension
(LDPCO1,LDPCO2,kpcoef), where kpcoef = MAX(INDEX(I)) + 1.
If LERI = 'L' then porm = P, otherwise porm = M.
The leading porm-by-porm-by-kpcoef part of this array must
contain the coefficients of the denominator matrix P(s).
PCOEFF(I,J,K) is the coefficient in s**(INDEX(iorj)-K+1)
of polynomial (I,J) of P(s), where K = 1,2,...,kpcoef; if
LERI = 'L' then iorj = I, otherwise iorj = J.
Thus for LERI = 'L', P(s) =
diag(s**INDEX(I))*(PCOEFF(.,.,1)+PCOEFF(.,.,2)/s+...).
If LERI = 'R', PCOEFF is modified by the routine but
restored on exit.
LDPCO1 INTEGER
The leading dimension of array PCOEFF.
LDPCO1 >= MAX(1,P) if LERI = 'L',
LDPCO1 >= MAX(1,M) if LERI = 'R'.
LDPCO2 INTEGER
The second dimension of array PCOEFF.
LDPCO2 >= MAX(1,P) if LERI = 'L',
LDPCO2 >= MAX(1,M) if LERI = 'R'.
QCOEFF (input) DOUBLE PRECISION array, dimension
(LDQCO1,LDQCO2,kpcoef)
If LERI = 'L' then porp = M, otherwise porp = P.
The leading porm-by-porp-by-kpcoef part of this array must
contain the coefficients of the numerator matrix Q(s).
QCOEFF(I,J,K) is defined as for PCOEFF(I,J,K).
If LERI = 'R', QCOEFF is modified by the routine but
restored on exit.
LDQCO1 INTEGER
The leading dimension of array QCOEFF.
LDQCO1 >= MAX(1,P) if LERI = 'L',
LDQCO1 >= MAX(1,M,P) if LERI = 'R'.
LDQCO2 INTEGER
The second dimension of array QCOEFF.
LDQCO2 >= MAX(1,M) if LERI = 'L',
LDQCO2 >= MAX(1,M,P) if LERI = 'R'.
N (output) INTEGER
The order of the resulting state-space representation.
porm
That is, N = SUM INDEX(I).
I=1
RCOND (output) DOUBLE PRECISION
The estimated reciprocal of the condition number of the
leading row (if LERI = 'L') or the leading column (if
LERI = 'R') coefficient matrix of P(s).
If RCOND is nearly zero, P(s) is nearly row or column
non-proper.
A (output) DOUBLE PRECISION array, dimension (LDA,N)
The leading N-by-N part of this array contains the state
dynamics matrix A.
LDA INTEGER
The leading dimension of array A. LDA >= MAX(1,N).
B (output) DOUBLE PRECISION array, dimension (LDB,MAX(M,P))
The leading N-by-M part of this array contains the
input/state matrix B; the remainder of the leading
N-by-MAX(M,P) part is used as internal workspace.
LDB INTEGER
The leading dimension of array B. LDB >= MAX(1,N).
C (output) DOUBLE PRECISION array, dimension (LDC,N)
The leading P-by-N part of this array contains the
state/output matrix C; the remainder of the leading
MAX(M,P)-by-N part is used as internal workspace.
LDC INTEGER
The leading dimension of array C. LDC >= MAX(1,M,P).
D (output) DOUBLE PRECISION array, dimension (LDD,MAX(M,P))
The leading P-by-M part of this array contains the direct
transmission matrix D; the remainder of the leading
MAX(M,P)-by-MAX(M,P) part is used as internal workspace.
LDD INTEGER
The leading dimension of array D. LDD >= MAX(1,M,P).
Workspace
IWORK INTEGER array, dimension (2*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,MAX(M,P)*(MAX(M,P)+4)).
For optimum performance LDWORK should be larger.
Error Indicator
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
= 1: if P(s) is not row (if LERI = 'L') or column
(if LERI = 'R') proper. Consequently, no state-space
representation is calculated.
Method
The method for a left matrix fraction will be described here;
right matrix fractions are dealt with by obtaining the dual left
polynomial matrix representation and constructing an equivalent
state-space representation for this. The first step is to check
if the denominator matrix P(s) is row proper; if it is not then
the routine returns with the Error Indicator (INFO) set to 1.
Otherwise, Wolovich's Observable Structure Theorem is used to
construct a state-space representation (A,B,C,D) in observable
companion form. The sizes of the blocks of matrix A and matrix C
here are precisely the row degrees of P(s), while their
'non-trivial' columns are given easily from its coefficients.
Similarly, the matrix D is obtained from the leading coefficients
of P(s) and of the numerator matrix Q(s), while matrix B is given
by the relation Sbar(s)B = Q(s) - P(s)D, where Sbar(s) is a
polynomial matrix whose (j,k)(th) element is given by
j-u(k-1)-1
( s , j = u(k-1)+1,u(k-1)+2,....,u(k)
Sbar = (
j,k ( 0 , otherwise
k
u(k) = SUM d , k = 1,2,...,M and d ,d ,...,d are the
i=1 i 1 2 M
controllability indices. For convenience in solving this, C' and B
are initially set up to contain the coefficients of P(s) and Q(s),
respectively, stored by rows.
References
[1] Wolovich, W.A.
Linear Multivariate Systems, (Theorem 4.3.3).
Springer-Verlag, 1974.
Numerical Aspects
3 The algorithm requires 0(N ) operations.Further Comments
NoneExample
Program Text
* TC04AD EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2017 NICONET e.V.
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER MMAX, PMAX, KPCMAX, NMAX
PARAMETER ( MMAX = 5, PMAX = 5, KPCMAX = 5, NMAX = 5 )
INTEGER MAXMP
PARAMETER ( MAXMP = MAX( MMAX, PMAX ) )
INTEGER LDPCO1, LDPCO2, LDQCO1, LDQCO2, LDA, LDB, LDC,
$ LDD
PARAMETER ( LDPCO1 = MAXMP, LDPCO2 = MAXMP,
$ LDQCO1 = MAXMP, LDQCO2 = MAXMP,
$ LDA = NMAX, LDB = NMAX, LDC = MAXMP,
$ LDD = MAXMP )
INTEGER LIWORK
PARAMETER ( LIWORK = 2*MAXMP )
INTEGER LDWORK
PARAMETER ( LDWORK = ( MAXMP )*( MAXMP+4 ) )
* .. Local Scalars ..
DOUBLE PRECISION RCOND
INTEGER I, INFO, J, K, KPCOEF, M, N, P, PORM, PORP
CHARACTER*1 LERI
LOGICAL LLERI
* .. Local Arrays ..
DOUBLE PRECISION A(LDA,NMAX), B(LDB,MAXMP), C(LDC,NMAX),
$ D(LDD,MAXMP), PCOEFF(LDPCO1,LDPCO2,KPCMAX),
$ QCOEFF(LDQCO1,LDQCO2,KPCMAX), DWORK(LDWORK)
INTEGER INDEX(MAXMP), IWORK(LIWORK)
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* .. External Subroutines ..
EXTERNAL TC04AD
* .. 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 = * ) M, P, LERI
LLERI = LSAME( LERI, 'L' )
IF ( M.LE.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99991 ) M
ELSE IF ( P.LE.0 .OR. P.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99990 ) P
ELSE
PORM = P
IF ( .NOT.LLERI ) PORM = M
READ ( NIN, FMT = * ) ( INDEX(I), I = 1,PORM )
PORP = M
IF ( .NOT.LLERI ) PORP = P
KPCOEF = 0
DO 20 I = 1, PORM
KPCOEF = MAX( KPCOEF, INDEX(I) )
20 CONTINUE
KPCOEF = KPCOEF + 1
IF ( KPCOEF.LE.0 .OR. KPCOEF.GT.KPCMAX ) THEN
WRITE ( NOUT, FMT = 99989 ) KPCOEF
ELSE
READ ( NIN, FMT = * )
$ ( ( ( PCOEFF(I,J,K), K = 1,KPCOEF ), J = 1,PORM ),
$ I = 1,PORM )
READ ( NIN, FMT = * )
$ ( ( ( QCOEFF(I,J,K), K = 1,KPCOEF ), J = 1,PORP ),
$ I = 1,PORM )
* Find a ssr of the given left pmr.
CALL TC04AD( LERI, M, P, INDEX, PCOEFF, LDPCO1, LDPCO2,
$ QCOEFF, LDQCO1, LDQCO2, N, RCOND, A, LDA, B,
$ LDB, C, LDC, D, LDD, IWORK, DWORK, LDWORK,
$ INFO )
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
WRITE ( NOUT, FMT = 99997 ) N, RCOND
WRITE ( NOUT, FMT = 99996 )
DO 40 I = 1, N
WRITE ( NOUT, FMT = 99995 ) ( A(I,J), J = 1,N )
40 CONTINUE
WRITE ( NOUT, FMT = 99994 )
DO 60 I = 1, N
WRITE ( NOUT, FMT = 99995 ) ( B(I,J), J = 1,M )
60 CONTINUE
WRITE ( NOUT, FMT = 99993 )
DO 80 I = 1, P
WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,N )
80 CONTINUE
WRITE ( NOUT, FMT = 99992 )
DO 100 I = 1, P
WRITE ( NOUT, FMT = 99995 ) ( D(I,J), J = 1,M )
100 CONTINUE
END IF
END IF
END IF
STOP
*
99999 FORMAT (' TC04AD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from TC04AD = ',I2)
99997 FORMAT (' The order of the resulting state-space representation ',
$ ' = ',I2,//' RCOND = ',F4.2)
99996 FORMAT (/' The state dynamics matrix A is ')
99995 FORMAT (20(1X,F8.4))
99994 FORMAT (/' The input/state matrix B is ')
99993 FORMAT (/' The state/output matrix C is ')
99992 FORMAT (/' The direct transmission matrix D is ')
99991 FORMAT (/' M is out of range.',/' M = ',I5)
99990 FORMAT (/' P is out of range.',/' P = ',I5)
99989 FORMAT (/' KPCOEF is out of range.',/' KPCOEF = ',I5)
END
Program Data
TC04AD EXAMPLE PROGRAM DATA 2 2 L 2 2 2.0 3.0 1.0 4.0 -1.0 -1.0 5.0 7.0 -6.0 3.0 2.0 2.0 6.0 -1.0 5.0 1.0 7.0 5.0 1.0 1.0 1.0 4.0 1.0 -1.0Program Results
TC04AD EXAMPLE PROGRAM RESULTS The order of the resulting state-space representation = 4 RCOND = 0.25 The state dynamics matrix A is 0.0000 0.5714 0.0000 -0.4286 1.0000 1.0000 0.0000 -1.0000 0.0000 -2.0000 0.0000 2.0000 0.0000 0.7857 1.0000 -1.7143 The input/state matrix B is 8.0000 3.8571 4.0000 4.0000 -9.0000 5.0000 4.0000 -5.0714 The state/output matrix C is 0.0000 -0.2143 0.0000 0.2857 0.0000 0.3571 0.0000 -0.1429 The direct transmission matrix D is -1.0000 0.9286 2.0000 -0.2143