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dynare/mex/sources/libslicot/AB05OD.f

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SUBROUTINE AB05OD( OVER, N1, M1, P1, N2, M2, ALPHA, A1, LDA1, B1,
$ LDB1, C1, LDC1, D1, LDD1, A2, LDA2, B2, LDB2,
$ C2, LDC2, D2, LDD2, N, M, A, LDA, B, LDB, C,
$ LDC, D, LDD, 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 <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To obtain the state-space model (A,B,C,D) for rowwise
C concatenation (parallel inter-connection on outputs, with separate
C inputs) of two systems, each given in state-space form.
C
C ARGUMENTS
C
C Mode Parameters
C
C OVER CHARACTER*1
C Indicates whether the user wishes to overlap pairs of
C arrays, as follows:
C = 'N': Do not overlap;
C = 'O': Overlap pairs of arrays: A1 and A, B1 and B,
C C1 and C, and D1 and D, i.e. the same name is
C effectively used for each pair (for all pairs)
C in the routine call. In this case, setting
C LDA1 = LDA, LDB1 = LDB, LDC1 = LDC, and LDD1 = LDD
C will give maximum efficiency.
C
C Input/Output Parameters
C
C N1 (input) INTEGER
C The number of state variables in the first system, i.e.
C the order of the matrix A1. N1 >= 0.
C
C M1 (input) INTEGER
C The number of input variables for the first system.
C M1 >= 0.
C
C P1 (input) INTEGER
C The number of output variables from each system. P1 >= 0.
C
C N2 (input) INTEGER
C The number of state variables in the second system, i.e.
C the order of the matrix A2. N2 >= 0.
C
C M2 (input) INTEGER
C The number of input variables for the second system.
C M2 >= 0.
C
C ALPHA (input) DOUBLE PRECISION
C A coefficient multiplying the transfer-function matrix
C (or the output equation) of the second system.
C
C A1 (input) DOUBLE PRECISION array, dimension (LDA1,N1)
C The leading N1-by-N1 part of this array must contain the
C state transition matrix A1 for the first system.
C
C LDA1 INTEGER
C The leading dimension of array A1. LDA1 >= MAX(1,N1).
C
C B1 (input) DOUBLE PRECISION array, dimension (LDB1,M1)
C The leading N1-by-M1 part of this array must contain the
C input/state matrix B1 for the first system.
C
C LDB1 INTEGER
C The leading dimension of array B1. LDB1 >= MAX(1,N1).
C
C C1 (input) DOUBLE PRECISION array, dimension (LDC1,N1)
C The leading P1-by-N1 part of this array must contain the
C state/output matrix C1 for the first system.
C
C LDC1 INTEGER
C The leading dimension of array C1.
C LDC1 >= MAX(1,P1) if N1 > 0.
C LDC1 >= 1 if N1 = 0.
C
C D1 (input) DOUBLE PRECISION array, dimension (LDD1,M1)
C The leading P1-by-M1 part of this array must contain the
C input/output matrix D1 for the first system.
C
C LDD1 INTEGER
C The leading dimension of array D1. LDD1 >= MAX(1,P1).
C
C A2 (input) DOUBLE PRECISION array, dimension (LDA2,N2)
C The leading N2-by-N2 part of this array must contain the
C state transition matrix A2 for the second system.
C
C LDA2 INTEGER
C The leading dimension of array A2. LDA2 >= MAX(1,N2).
C
C B2 (input) DOUBLE PRECISION array, dimension (LDB2,M2)
C The leading N2-by-M2 part of this array must contain the
C input/state matrix B2 for the second system.
C
C LDB2 INTEGER
C The leading dimension of array B2. LDB2 >= MAX(1,N2).
C
C C2 (input) DOUBLE PRECISION array, dimension (LDC2,N2)
C The leading P1-by-N2 part of this array must contain the
C state/output matrix C2 for the second system.
C
C LDC2 INTEGER
C The leading dimension of array C2.
C LDC2 >= MAX(1,P1) if N2 > 0.
C LDC2 >= 1 if N2 = 0.
C
C D2 (input) DOUBLE PRECISION array, dimension (LDD2,M2)
C The leading P1-by-M2 part of this array must contain the
C input/output matrix D2 for the second system.
C
C LDD2 INTEGER
C The leading dimension of array D2. LDD2 >= MAX(1,P1).
C
C N (output) INTEGER
C The number of state variables (N1 + N2) in the connected
C system, i.e. the order of the matrix A, the number of rows
C of B and the number of columns of C.
C
C M (output) INTEGER
C The number of input variables (M1 + M2) for the connected
C system, i.e. the number of columns of B and D.
C
C A (output) DOUBLE PRECISION array, dimension (LDA,N1+N2)
C The leading N-by-N part of this array contains the state
C transition matrix A for the connected system.
C The array A can overlap A1 if OVER = 'O'.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N1+N2).
C
C B (output) DOUBLE PRECISION array, dimension (LDB,M1+M2)
C The leading N-by-M part of this array contains the
C input/state matrix B for the connected system.
C The array B can overlap B1 if OVER = 'O'.
C
C LDB INTEGER
C The leading dimension of array B. LDB >= MAX(1,N1+N2).
C
C C (output) DOUBLE PRECISION array, dimension (LDC,N1+N2)
C The leading P1-by-N part of this array contains the
C state/output matrix C for the connected system.
C The array C can overlap C1 if OVER = 'O'.
C
C LDC INTEGER
C The leading dimension of array C.
C LDC >= MAX(1,P1) if N1+N2 > 0.
C LDC >= 1 if N1+N2 = 0.
C
C D (output) DOUBLE PRECISION array, dimension (LDD,M1+M2)
C The leading P1-by-M part of this array contains the
C input/output matrix D for the connected system.
C The array D can overlap D1 if OVER = 'O'.
C
C LDD INTEGER
C The leading dimension of array D. LDD >= MAX(1,P1).
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
C METHOD
C
C After rowwise concatenation (parallel inter-connection with
C separate inputs) of the two systems,
C
C X1' = A1*X1 + B1*U
C Y1 = C1*X1 + D1*U
C
C X2' = A2*X2 + B2*V
C Y2 = C2*X2 + D2*V
C
C (where ' denotes differentiation with respect to time),
C
C with the output equation for the second system multiplied by a
C scalar alpha, the following state-space model will be obtained:
C
C X' = A*X + B*(U)
C (V)
C
C Y = C*X + D*(U)
C (V)
C
C where matrix A has the form ( A1 0 ),
C ( 0 A2 )
C
C matrix B has the form ( B1 0 ),
C ( 0 B2 )
C
C matrix C has the form ( C1 alpha*C2 ) and
C
C matrix D has the form ( D1 alpha*D2 ).
C
C REFERENCES
C
C None
C
C NUMERICAL ASPECTS
C
C None
C
C CONTRIBUTOR
C
C Release 3.0: V. Sima, Katholieke Univ. Leuven, Belgium, Oct. 1996.
C Supersedes Release 2.0 routine AB05CD by C.J.Benson, Kingston
C Polytechnic, United Kingdom, January 1982.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, July 2003,
C Feb. 2004.
C
C KEYWORDS
C
C Continuous-time system, multivariable system, state-space model,
C state-space representation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER OVER
INTEGER INFO, LDA, LDA1, LDA2, LDB, LDB1, LDB2, LDC,
$ LDC1, LDC2, LDD, LDD1, LDD2, M, M1, M2, N, N1,
$ N2, P1
DOUBLE PRECISION ALPHA
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), A1(LDA1,*), A2(LDA2,*), B(LDB,*),
$ B1(LDB1,*), B2(LDB2,*), C(LDC,*), C1(LDC1,*),
$ C2(LDC2,*), D(LDD,*), D1(LDD1,*), D2(LDD2,*)
C .. Local Scalars ..
LOGICAL LOVER
INTEGER I, J
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DLACPY, DLASCL, DLASET, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C .. Executable Statements ..
C
LOVER = LSAME( OVER, 'O' )
N = N1 + N2
M = M1 + M2
INFO = 0
C
C Test the input scalar arguments.
C
IF( .NOT.LOVER .AND. .NOT.LSAME( OVER, 'N' ) ) THEN
INFO = -1
ELSE IF( N1.LT.0 ) THEN
INFO = -2
ELSE IF( M1.LT.0 ) THEN
INFO = -3
ELSE IF( P1.LT.0 ) THEN
INFO = -4
ELSE IF( N2.LT.0 ) THEN
INFO = -5
ELSE IF( M2.LT.0 ) THEN
INFO = -6
ELSE IF( LDA1.LT.MAX( 1, N1 ) ) THEN
INFO = -9
ELSE IF( LDB1.LT.MAX( 1, N1 ) ) THEN
INFO = -11
ELSE IF( ( N1.GT.0 .AND. LDC1.LT.MAX( 1, P1 ) ) .OR.
$ ( N1.EQ.0 .AND. LDC1.LT.1 ) ) THEN
INFO = -13
ELSE IF( LDD1.LT.MAX( 1, P1 ) ) THEN
INFO = -15
ELSE IF( LDA2.LT.MAX( 1, N2 ) ) THEN
INFO = -17
ELSE IF( LDB2.LT.MAX( 1, N2 ) ) THEN
INFO = -19
ELSE IF( ( N2.GT.0 .AND. LDC2.LT.MAX( 1, P1 ) ) .OR.
$ ( N2.EQ.0 .AND. LDC2.LT.1 ) ) THEN
INFO = -21
ELSE IF( LDD2.LT.MAX( 1, P1 ) ) THEN
INFO = -23
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -27
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -29
ELSE IF( ( N.GT.0 .AND. LDC.LT.MAX( 1, P1 ) ) .OR.
$ ( N.EQ.0 .AND. LDC.LT.1 ) ) THEN
INFO = -31
ELSE IF( LDD.LT.MAX( 1, P1 ) ) THEN
INFO = -33
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'AB05OD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( MAX( N, MIN( M, P1 ) ).EQ.0 )
$ RETURN
C
C First form the matrix A.
C
IF ( LOVER .AND. LDA1.LE.LDA ) THEN
IF ( LDA1.LT.LDA ) THEN
C
DO 20 J = N1, 1, -1
DO 10 I = N1, 1, -1
A(I,J) = A1(I,J)
10 CONTINUE
20 CONTINUE
C
END IF
ELSE
CALL DLACPY( 'F', N1, N1, A1, LDA1, A, LDA )
END IF
C
IF ( N2.GT.0 ) THEN
CALL DLACPY( 'F', N2, N2, A2, LDA2, A(N1+1,N1+1), LDA )
CALL DLASET( 'F', N1, N2, ZERO, ZERO, A(1,N1+1), LDA )
CALL DLASET( 'F', N2, N1, ZERO, ZERO, A(N1+1,1), LDA )
END IF
C
C Now form the matrix B.
C
IF ( LOVER .AND. LDB1.LE.LDB ) THEN
IF ( LDB1.LT.LDB ) THEN
C
DO 40 J = M1, 1, -1
DO 30 I = N1, 1, -1
B(I,J) = B1(I,J)
30 CONTINUE
40 CONTINUE
C
END IF
ELSE
CALL DLACPY( 'F', N1, M1, B1, LDB1, B, LDB )
END IF
C
IF ( M2.GT.0 ) THEN
IF ( N2.GT.0 )
$ CALL DLACPY( 'F', N2, M2, B2, LDB2, B(N1+1,M1+1), LDB )
CALL DLASET( 'F', N1, M2, ZERO, ZERO, B(1,M1+1), LDB )
END IF
IF ( N2.GT.0 )
$ CALL DLASET( 'F', N2, M1, ZERO, ZERO, B(N1+1,1), LDB )
C
C Now form the matrix C.
C
IF ( LOVER .AND. LDC1.LE.LDC ) THEN
IF ( LDC1.LT.LDC ) THEN
C
DO 60 J = N1, 1, -1
DO 50 I = P1, 1, -1
C(I,J) = C1(I,J)
50 CONTINUE
60 CONTINUE
C
END IF
ELSE
CALL DLACPY( 'F', P1, N1, C1, LDC1, C, LDC )
END IF
C
IF ( N2.GT.0 ) THEN
CALL DLACPY( 'F', P1, N2, C2, LDC2, C(1,N1+1), LDC )
IF ( ALPHA.NE.ONE )
$ CALL DLASCL( 'G', 0, 0, ONE, ALPHA, P1, N2, C(1,N1+1), LDC,
$ INFO )
END IF
C
C Now form the matrix D.
C
IF ( LOVER .AND. LDD1.LE.LDD ) THEN
IF ( LDD1.LT.LDD ) THEN
C
DO 80 J = M1, 1, -1
DO 70 I = P1, 1, -1
D(I,J) = D1(I,J)
70 CONTINUE
80 CONTINUE
C
END IF
ELSE
CALL DLACPY( 'F', P1, M1, D1, LDD1, D, LDD )
END IF
C
IF ( M2.GT.0 ) THEN
CALL DLACPY( 'F', P1, M2, D2, LDD2, D(1,M1+1), LDD )
IF ( ALPHA.NE.ONE )
$ CALL DLASCL( 'G', 0, 0, ONE, ALPHA, P1, M2, D(1,M1+1), LDD,
$ INFO )
END IF
C
RETURN
C *** Last line of AB05OD ***
END
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