SUBROUTINE SB10QD( N, M, NP, NCON, NMEAS, GAMMA, A, LDA, B, LDB, $ C, LDC, D, LDD, F, LDF, H, LDH, X, LDX, Y, LDY, $ XYCOND, IWORK, DWORK, LDWORK, BWORK, INFO ) C C SLICOT RELEASE 5.0. C C Copyright (c) 2002-2009 NICONET e.V. C C This program is free software: you can redistribute it and/or C modify it under the terms of the GNU General Public License as C published by the Free Software Foundation, either version 2 of C the License, or (at your option) any later version. C C This program is distributed in the hope that it will be useful, C but WITHOUT ANY WARRANTY; without even the implied warranty of C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the C GNU General Public License for more details. C C You should have received a copy of the GNU General Public License C along with this program. If not, see C . C C PURPOSE C C To compute the state feedback and the output injection C matrices for an H-infinity (sub)optimal n-state controller, C using Glover's and Doyle's 1988 formulas, for the system C C | A | B1 B2 | | A | B | C P = |----|---------| = |---|---| C | C1 | D11 D12 | | C | D | C | C2 | D21 D22 | C C and for a given value of gamma, where B2 has as column size the C number of control inputs (NCON) and C2 has as row size the number C of measurements (NMEAS) being provided to the controller. C C It is assumed that C C (A1) (A,B2) is stabilizable and (C2,A) is detectable, C C (A2) D12 is full column rank with D12 = | 0 | and D21 is C | I | C full row rank with D21 = | 0 I | as obtained by the C subroutine SB10PD, C C (A3) | A-j*omega*I B2 | has full column rank for all omega, C | C1 D12 | C C C (A4) | A-j*omega*I B1 | has full row rank for all omega. C | C2 D21 | C C C ARGUMENTS C C Input/Output Parameters C C N (input) INTEGER C The order of the system. N >= 0. C C M (input) INTEGER C The column size of the matrix B. M >= 0. C C NP (input) INTEGER C The row size of the matrix C. NP >= 0. C C NCON (input) INTEGER C The number of control inputs (M2). M >= NCON >= 0, C NP-NMEAS >= NCON. C C NMEAS (input) INTEGER C The number of measurements (NP2). NP >= NMEAS >= 0, C M-NCON >= NMEAS. C C GAMMA (input) DOUBLE PRECISION C The value of gamma. It is assumed that gamma is C sufficiently large so that the controller is admissible. C GAMMA >= 0. C C A (input) DOUBLE PRECISION array, dimension (LDA,N) C The leading N-by-N part of this array must contain the C system state matrix A. C C LDA INTEGER C The leading dimension of the array A. LDA >= max(1,N). C C B (input) DOUBLE PRECISION array, dimension (LDB,M) C The leading N-by-M part of this array must contain the C system input matrix B. C C LDB INTEGER C The leading dimension of the array B. LDB >= max(1,N). C C C (input) DOUBLE PRECISION array, dimension (LDC,N) C The leading NP-by-N part of this array must contain the C system output matrix C. C C LDC INTEGER C The leading dimension of the array C. LDC >= max(1,NP). C C D (input) DOUBLE PRECISION array, dimension (LDD,M) C The leading NP-by-M part of this array must contain the C system input/output matrix D. C C LDD INTEGER C The leading dimension of the array D. LDD >= max(1,NP). C C F (output) DOUBLE PRECISION array, dimension (LDF,N) C The leading M-by-N part of this array contains the state C feedback matrix F. C C LDF INTEGER C The leading dimension of the array F. LDF >= max(1,M). C C H (output) DOUBLE PRECISION array, dimension (LDH,NP) C The leading N-by-NP part of this array contains the output C injection matrix H. C C LDH INTEGER C The leading dimension of the array H. LDH >= max(1,N). C C X (output) DOUBLE PRECISION array, dimension (LDX,N) C The leading N-by-N part of this array contains the matrix C X, solution of the X-Riccati equation. C C LDX INTEGER C The leading dimension of the array X. LDX >= max(1,N). C C Y (output) DOUBLE PRECISION array, dimension (LDY,N) C The leading N-by-N part of this array contains the matrix C Y, solution of the Y-Riccati equation. C C LDY INTEGER C The leading dimension of the array Y. LDY >= max(1,N). C C XYCOND (output) DOUBLE PRECISION array, dimension (2) C XYCOND(1) contains an estimate of the reciprocal condition C number of the X-Riccati equation; C XYCOND(2) contains an estimate of the reciprocal condition C number of the Y-Riccati equation. C C Workspace C C IWORK INTEGER array, dimension max(2*max(N,M-NCON,NP-NMEAS),N*N) C C DWORK DOUBLE PRECISION array, dimension (LDWORK) C On exit, if INFO = 0, DWORK(1) contains the optimal C LDWORK. C C LDWORK INTEGER C The dimension of the array DWORK. C LDWORK >= max(1,M*M + max(2*M1,3*N*N + C max(N*M,10*N*N+12*N+5)), C NP*NP + max(2*NP1,3*N*N + C max(N*NP,10*N*N+12*N+5))), C where M1 = M - M2 and NP1 = NP - NP2. C For good performance, LDWORK must generally be larger. C Denoting Q = MAX(M1,M2,NP1,NP2), an upper bound is C max(1,4*Q*Q+max(2*Q,3*N*N + max(2*N*Q,10*N*N+12*N+5))). C C BWORK LOGICAL array, dimension (2*N) C C Error Indicator C C INFO INTEGER C = 0: successful exit; C < 0: if INFO = -i, the i-th argument had an illegal C value; C = 1: if the controller is not admissible (too small value C of gamma); C = 2: if the X-Riccati equation was not solved C successfully (the controller is not admissible or C there are numerical difficulties); C = 3: if the Y-Riccati equation was not solved C successfully (the controller is not admissible or C there are numerical difficulties). C C METHOD C C The routine implements the Glover's and Doyle's formulas [1],[2] C modified as described in [3]. The X- and Y-Riccati equations C are solved with condition and accuracy estimates [4]. C C REFERENCES C C [1] Glover, K. and Doyle, J.C. C State-space formulae for all stabilizing controllers that C satisfy an Hinf norm bound and relations to risk sensitivity. C Systems and Control Letters, vol. 11, pp. 167-172, 1988. C C [2] Balas, G.J., Doyle, J.C., Glover, K., Packard, A., and C Smith, R. C mu-Analysis and Synthesis Toolbox. C The MathWorks Inc., Natick, Mass., 1995. C C [3] Petkov, P.Hr., Gu, D.W., and Konstantinov, M.M. C Fortran 77 routines for Hinf and H2 design of continuous-time C linear control systems. C Rep. 98-14, Department of Engineering, Leicester University, C Leicester, U.K., 1998. C C [4] Petkov, P.Hr., Konstantinov, M.M., and Mehrmann, V. C DGRSVX and DMSRIC: Fortan 77 subroutines for solving C continuous-time matrix algebraic Riccati equations with C condition and accuracy estimates. C Preprint SFB393/98-16, Fak. f. Mathematik, Tech. Univ. C Chemnitz, May 1998. C C NUMERICAL ASPECTS C C The precision of the solution of the matrix Riccati equations C can be controlled by the values of the condition numbers C XYCOND(1) and XYCOND(2) of these equations. C C FURTHER COMMENTS C C The Riccati equations are solved by the Schur approach C implementing condition and accuracy estimates. C C CONTRIBUTORS C C P.Hr. Petkov, D.W. Gu and M.M. Konstantinov, October 1998. C C REVISIONS C C V. Sima, Research Institute for Informatics, Bucharest, May 1999, C Sept. 1999. C C KEYWORDS C C Algebraic Riccati equation, H-infinity optimal control, robust C control. C C ****************************************************************** C C .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) C C .. Scalar Arguments .. INTEGER INFO, LDA, LDB, LDC, LDD, LDF, LDH, LDWORK, $ LDX, LDY, M, N, NCON, NMEAS, NP DOUBLE PRECISION GAMMA C .. C .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ), $ D( LDD, * ), DWORK( * ), F( LDF, * ), $ H( LDH, * ), X( LDX, * ), XYCOND( 2 ), $ Y( LDY, * ) LOGICAL BWORK( * ) C C .. C .. Local Scalars .. INTEGER INFO2, IW2, IWA, IWG, IWI, IWQ, IWR, IWRK, IWS, $ IWT, IWV, LWAMAX, M1, M2, MINWRK, N2, ND1, ND2, $ NN, NP1, NP2 DOUBLE PRECISION ANORM, EPS, FERR, RCOND, SEP C .. C .. External Functions .. C DOUBLE PRECISION DLAMCH, DLANSY EXTERNAL DLAMCH, DLANSY C .. C .. External Subroutines .. EXTERNAL DGEMM, DLACPY, DLASET, DSYCON, DSYMM, DSYRK, $ DSYTRF, DSYTRI, MB01RU, MB01RX, SB02RD, XERBLA C .. C .. Intrinsic Functions .. INTRINSIC DBLE, INT, MAX C .. C .. Executable Statements .. C C Decode and Test input parameters. C M1 = M - NCON M2 = NCON NP1 = NP - NMEAS NP2 = NMEAS NN = N*N C INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( NP.LT.0 ) THEN INFO = -3 ELSE IF( NCON.LT.0 .OR. M1.LT.0 .OR. M2.GT.NP1 ) THEN INFO = -4 ELSE IF( NMEAS.LT.0 .OR. NP1.LT.0 .OR. NP2.GT.M1 ) THEN INFO = -5 ELSE IF( GAMMA.LT.ZERO ) THEN INFO = -6 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -8 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -10 ELSE IF( LDC.LT.MAX( 1, NP ) ) THEN INFO = -12 ELSE IF( LDD.LT.MAX( 1, NP ) ) THEN INFO = -14 ELSE IF( LDF.LT.MAX( 1, M ) ) THEN INFO = -16 ELSE IF( LDH.LT.MAX( 1, N ) ) THEN INFO = -18 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -20 ELSE IF( LDY.LT.MAX( 1, N ) ) THEN INFO = -22 ELSE C C Compute workspace. C MINWRK = MAX( 1, M*M + MAX( 2*M1, 3*NN + $ MAX( N*M, 10*NN + 12*N + 5 ) ), $ NP*NP + MAX( 2*NP1, 3*NN + $ MAX( N*NP, 10*NN + 12*N + 5 ) ) ) IF( LDWORK.LT.MINWRK ) $ INFO = -26 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SB10QD', -INFO ) RETURN END IF C C Quick return if possible. C IF( N.EQ.0 .OR. M.EQ.0 .OR. NP.EQ.0 .OR. M1.EQ.0 .OR. M2.EQ.0 $ .OR. NP1.EQ.0 .OR. NP2.EQ.0 ) THEN XYCOND( 1 ) = ONE XYCOND( 2 ) = ONE DWORK( 1 ) = ONE RETURN END IF ND1 = NP1 - M2 ND2 = M1 - NP2 N2 = 2*N C C Get the machine precision. C EPS = DLAMCH( 'Epsilon' ) C C Workspace usage. C IWA = M*M + 1 IWQ = IWA + NN IWG = IWQ + NN IW2 = IWG + NN C C Compute |D1111'||D1111 D1112| - gamma^2*Im1 . C |D1112'| C CALL DLASET( 'L', M1, M1, ZERO, -GAMMA*GAMMA, DWORK, M ) IF( ND1.GT.0 ) $ CALL DSYRK( 'L', 'T', M1, ND1, ONE, D, LDD, ONE, DWORK, M ) C C Compute inv(|D1111'|*|D1111 D1112| - gamma^2*Im1) . C |D1112'| C IWRK = IWA ANORM = DLANSY( 'I', 'L', M1, DWORK, M, DWORK( IWRK ) ) CALL DSYTRF( 'L', M1, DWORK, M, IWORK, DWORK( IWRK ), $ LDWORK-IWRK+1, INFO2 ) IF( INFO2.GT.0 ) THEN INFO = 1 RETURN END IF C LWAMAX = INT( DWORK( IWRK ) ) + IWRK - 1 CALL DSYCON( 'L', M1, DWORK, M, IWORK, ANORM, RCOND, $ DWORK( IWRK ), IWORK( M1+1 ), INFO2 ) IF( RCOND.LT.EPS ) THEN INFO = 1 RETURN END IF C C Compute inv(R) block by block. C CALL DSYTRI( 'L', M1, DWORK, M, IWORK, DWORK( IWRK ), INFO2 ) C C Compute -|D1121 D1122|*inv(|D1111'|*|D1111 D1112| - gamma^2*Im1) . C |D1112'| C CALL DSYMM( 'R', 'L', M2, M1, -ONE, DWORK, M, D( ND1+1, 1 ), LDD, $ ZERO, DWORK( M1+1 ), M ) C C Compute |D1121 D1122|*inv(|D1111'|*|D1111 D1112| - C |D1112'| C C gamma^2*Im1)*|D1121'| + Im2 . C |D1122'| C CALL DLASET( 'Lower', M2, M2, ZERO, ONE, DWORK( M1*(M+1)+1 ), M ) CALL MB01RX( 'Right', 'Lower', 'Transpose', M2, M1, ONE, -ONE, $ DWORK( M1*(M+1)+1 ), M, D( ND1+1, 1 ), LDD, $ DWORK( M1+1 ), M, INFO2 ) C C Compute D11'*C1 . C CALL DGEMM( 'T', 'N', M1, N, NP1, ONE, D, LDD, C, LDC, ZERO, $ DWORK( IW2 ), M ) C C Compute D1D'*C1 . C CALL DLACPY( 'Full', M2, N, C( ND1+1, 1 ), LDC, DWORK( IW2+M1 ), $ M ) C C Compute inv(R)*D1D'*C1 in F . C CALL DSYMM( 'L', 'L', M, N, ONE, DWORK, M, DWORK( IW2 ), M, ZERO, $ F, LDF ) C C Compute Ax = A - B*inv(R)*D1D'*C1 . C CALL DLACPY( 'Full', N, N, A, LDA, DWORK( IWA ), N ) CALL DGEMM( 'N', 'N', N, N, M, -ONE, B, LDB, F, LDF, ONE, $ DWORK( IWA ), N ) C C Compute Cx = C1'*C1 - C1'*D1D*inv(R)*D1D'*C1 . C IF( ND1.EQ.0 ) THEN CALL DLASET( 'L', N, N, ZERO, ZERO, DWORK( IWQ ), N ) ELSE CALL DSYRK( 'L', 'T', N, NP1, ONE, C, LDC, ZERO, $ DWORK( IWQ ), N ) CALL MB01RX( 'Left', 'Lower', 'Transpose', N, M, ONE, -ONE, $ DWORK( IWQ ), N, DWORK( IW2 ), M, F, LDF, INFO2 ) END IF C C Compute Dx = B*inv(R)*B' . C IWRK = IW2 CALL MB01RU( 'Lower', 'NoTranspose', N, M, ZERO, ONE, $ DWORK( IWG ), N, B, LDB, DWORK, M, DWORK( IWRK ), $ M*N, INFO2 ) C C Solution of the Riccati equation Ax'*X + X*Ax + Cx - X*Dx*X = 0 . C Workspace: need M*M + 13*N*N + 12*N + 5; C prefer larger. C IWT = IW2 IWV = IWT + NN IWR = IWV + NN IWI = IWR + N2 IWS = IWI + N2 IWRK = IWS + 4*NN C CALL SB02RD( 'All', 'Continuous', 'NotUsed', 'NoTranspose', $ 'Lower', 'GeneralScaling', 'Stable', 'NotFactored', $ 'Original', N, DWORK( IWA ), N, DWORK( IWT ), N, $ DWORK( IWV ), N, DWORK( IWG ), N, DWORK( IWQ ), N, $ X, LDX, SEP, XYCOND( 1 ), FERR, DWORK( IWR ), $ DWORK( IWI ), DWORK( IWS ), N2, IWORK, DWORK( IWRK ), $ LDWORK-IWRK+1, BWORK, INFO2 ) IF( INFO2.GT.0 ) THEN INFO = 2 RETURN END IF C LWAMAX = MAX( INT( DWORK( IWRK ) ) + IWRK - 1, LWAMAX ) C C Compute F = -inv(R)*|D1D'*C1 + B'*X| . C IWRK = IW2 CALL DGEMM( 'T', 'N', M, N, N, ONE, B, LDB, X, LDX, ZERO, $ DWORK( IWRK ), M ) CALL DSYMM( 'L', 'L', M, N, -ONE, DWORK, M, DWORK( IWRK ), M, $ -ONE, F, LDF ) C C Workspace usage. C IWA = NP*NP + 1 IWQ = IWA + NN IWG = IWQ + NN IW2 = IWG + NN C C Compute |D1111|*|D1111' D1121'| - gamma^2*Inp1 . C |D1121| C CALL DLASET( 'U', NP1, NP1, ZERO, -GAMMA*GAMMA, DWORK, NP ) IF( ND2.GT.0 ) $ CALL DSYRK( 'U', 'N', NP1, ND2, ONE, D, LDD, ONE, DWORK, NP ) C C Compute inv(|D1111|*|D1111' D1121'| - gamma^2*Inp1) . C |D1121| C IWRK = IWA ANORM = DLANSY( 'I', 'U', NP1, DWORK, NP, DWORK( IWRK ) ) CALL DSYTRF( 'U', NP1, DWORK, NP, IWORK, DWORK( IWRK ), $ LDWORK-IWRK+1, INFO2 ) IF( INFO2.GT.0 ) THEN INFO = 1 RETURN END IF C LWAMAX = MAX( INT( DWORK( IWRK ) ) + IWRK - 1, LWAMAX ) CALL DSYCON( 'U', NP1, DWORK, NP, IWORK, ANORM, RCOND, $ DWORK( IWRK ), IWORK( NP1+1 ), INFO2 ) IF( RCOND.LT.EPS ) THEN INFO = 1 RETURN END IF C C Compute inv(RT) . C CALL DSYTRI( 'U', NP1, DWORK, NP, IWORK, DWORK( IWRK ), INFO2 ) C C Compute -inv(|D1111||D1111' D1121'| - gamma^2*Inp1)*|D1112| . C |D1121| |D1122| C CALL DSYMM( 'L', 'U', NP1, NP2, -ONE, DWORK, NP, D( 1, ND2+1 ), $ LDD, ZERO, DWORK( NP1*NP+1 ), NP ) C C Compute [D1112' D1122']*inv(|D1111||D1111' D1121'| - C |D1121| C C gamma^2*Inp1)*|D1112| + Inp2 . C |D1122| C CALL DLASET( 'Full', NP2, NP2, ZERO, ONE, DWORK( NP1*(NP+1)+1 ), $ NP ) CALL MB01RX( 'Left', 'Upper', 'Transpose', NP2, NP1, ONE, -ONE, $ DWORK( NP1*(NP+1)+1 ), NP, D( 1, ND2+1 ), LDD, $ DWORK( NP1*NP+1 ), NP, INFO2 ) C C Compute B1*D11' . C CALL DGEMM( 'N', 'T', N, NP1, M1, ONE, B, LDB, D, LDD, ZERO, $ DWORK( IW2 ), N ) C C Compute B1*DD1' . C CALL DLACPY( 'Full', N, NP2, B( 1, ND2+1 ), LDB, $ DWORK( IW2+NP1*N ), N ) C C Compute B1*DD1'*inv(RT) in H . C CALL DSYMM( 'R', 'U', N, NP, ONE, DWORK, NP, DWORK( IW2 ), N, $ ZERO, H, LDH ) C C Compute Ay = A - B1*DD1'*inv(RT)*C . C CALL DLACPY( 'Full', N, N, A, LDA, DWORK( IWA ), N ) CALL DGEMM( 'N', 'N', N, N, NP, -ONE, H, LDH, C, LDC, ONE, $ DWORK( IWA ), N ) C C Compute Cy = B1*B1' - B1*DD1'*inv(RT)*DD1*B1' . C IF( ND2.EQ.0 ) THEN CALL DLASET( 'U', N, N, ZERO, ZERO, DWORK( IWQ ), N ) ELSE CALL DSYRK( 'U', 'N', N, M1, ONE, B, LDB, ZERO, DWORK( IWQ ), $ N ) CALL MB01RX( 'Right', 'Upper', 'Transpose', N, NP, ONE, -ONE, $ DWORK( IWQ ), N, H, LDH, DWORK( IW2 ), N, INFO2 ) END IF C C Compute Dy = C'*inv(RT)*C . C IWRK = IW2 CALL MB01RU( 'Upper', 'Transpose', N, NP, ZERO, ONE, DWORK( IWG ), $ N, C, LDC, DWORK, NP, DWORK( IWRK), N*NP, INFO2 ) C C Solution of the Riccati equation Ay*Y + Y*Ay' + Cy - Y*Dy*Y = 0 . C Workspace: need NP*NP + 13*N*N + 12*N + 5; C prefer larger. C IWT = IW2 IWV = IWT + NN IWR = IWV + NN IWI = IWR + N2 IWS = IWI + N2 IWRK = IWS + 4*NN C CALL SB02RD( 'All', 'Continuous', 'NotUsed', 'Transpose', $ 'Upper', 'GeneralScaling', 'Stable', 'NotFactored', $ 'Original', N, DWORK( IWA ), N, DWORK( IWT ), N, $ DWORK( IWV ), N, DWORK( IWG ), N, DWORK( IWQ ), N, $ Y, LDY, SEP, XYCOND( 2 ), FERR, DWORK( IWR ), $ DWORK( IWI ), DWORK( IWS ), N2, IWORK, DWORK( IWRK ), $ LDWORK-IWRK+1, BWORK, INFO2 ) IF( INFO2.GT.0 ) THEN INFO = 3 RETURN END IF C LWAMAX = MAX( INT( DWORK( IWRK ) ) + IWRK - 1, LWAMAX ) C C Compute H = -|B1*DD1' + Y*C'|*inv(RT) . C IWRK = IW2 CALL DGEMM( 'N', 'T', N, NP, N, ONE, Y, LDY, C, LDC, ZERO, $ DWORK( IWRK ), N ) CALL DSYMM( 'R', 'U', N, NP, -ONE, DWORK, NP, DWORK( IWRK ), N, $ -ONE, H, LDH ) C DWORK( 1 ) = DBLE( LWAMAX ) RETURN C *** Last line of SB10QD *** END