dynare/mex/sources/libslicot/AB05PD.f

386 lines
12 KiB
Fortran

SUBROUTINE AB05PD( OVER, N1, M, P, N2, ALPHA, A1, LDA1, B1, LDB1,
$ C1, LDC1, D1, LDD1, A2, LDA2, B2, LDB2, C2,
$ LDC2, D2, LDD2, N, 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 compute the state-space model G = (A,B,C,D) corresponding to
C the sum G = G1 + alpha*G2, where G1 = (A1,B1,C1,D1) and
C G2 = (A2,B2,C2,D2). G, G1, and G2 are the transfer-function
C matrices of the corresponding state-space models.
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, the number of rows of B1 and
C the number of columns of C1. N1 >= 0.
C
C M (input) INTEGER
C The number of input variables of the two systems, i.e. the
C number of columns of matrices B1, D1, B2 and D2. M >= 0.
C
C P (input) INTEGER
C The number of output variables of the two systems, i.e.
C the number of rows of matrices C1, D1, C2 and D2. P >= 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, the number of rows of B2 and
C the number of columns of C2. N2 >= 0.
C
C ALPHA (input) DOUBLE PRECISION
C The coefficient multiplying G2.
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,M)
C The leading N1-by-M 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 P-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,P) if N1 > 0.
C LDC1 >= 1 if N1 = 0.
C
C D1 (input) DOUBLE PRECISION array, dimension (LDD1,M)
C The leading P-by-M 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,P).
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,M)
C The leading N2-by-M 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 P-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,P) if N2 > 0.
C LDC2 >= 1 if N2 = 0.
C
C D2 (input) DOUBLE PRECISION array, dimension (LDD2,M)
C The leading P-by-M 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,P).
C
C N (output) INTEGER
C The number of state variables (N1 + N2) in the resulting
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 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 resulting 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,M)
C The leading N-by-M part of this array contains the
C input/state matrix B for the resulting 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 P-by-N part of this array contains the
C state/output matrix C for the resulting 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,P) if N1+N2 > 0.
C LDC >= 1 if N1+N2 = 0.
C
C D (output) DOUBLE PRECISION array, dimension (LDD,M)
C The leading P-by-M part of this array contains the
C input/output matrix D for the resulting 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,P).
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 The matrices of the resulting systems are determined as:
C
C ( A1 0 ) ( B1 )
C A = ( ) , B = ( ) ,
C ( 0 A2 ) ( B2 )
C
C C = ( C1 alpha*C2 ) , D = D1 + alpha*D2 .
C
C REFERENCES
C
C None
C
C NUMERICAL ASPECTS
C
C None
C
C CONTRIBUTORS
C
C A. Varga, German Aerospace Research Establishment,
C Oberpfaffenhofen, Germany, and V. Sima, Katholieke Univ. Leuven,
C Belgium, Nov. 1996.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, July 2003,
C Feb. 2004.
C
C KEYWORDS
C
C Multivariable system, state-space model, state-space
C 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, N, N1, N2, P
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, N1P1
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL DAXPY, DLACPY, DLASCL, DLASET, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C .. Executable Statements ..
C
LOVER = LSAME( OVER, 'O' )
N = N1 + N2
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( M.LT.0 ) THEN
INFO = -3
ELSE IF( P.LT.0 ) THEN
INFO = -4
ELSE IF( N2.LT.0 ) THEN
INFO = -5
ELSE IF( LDA1.LT.MAX( 1, N1 ) ) THEN
INFO = -8
ELSE IF( LDB1.LT.MAX( 1, N1 ) ) THEN
INFO = -10
ELSE IF( ( N1.GT.0 .AND. LDC1.LT.MAX( 1, P ) ) .OR.
$ ( N1.EQ.0 .AND. LDC1.LT.1 ) ) THEN
INFO = -12
ELSE IF( LDD1.LT.MAX( 1, P ) ) THEN
INFO = -14
ELSE IF( LDA2.LT.MAX( 1, N2 ) ) THEN
INFO = -16
ELSE IF( LDB2.LT.MAX( 1, N2 ) ) THEN
INFO = -18
ELSE IF( ( N2.GT.0 .AND. LDC2.LT.MAX( 1, P ) ) .OR.
$ ( N2.EQ.0 .AND. LDC2.LT.1 ) ) THEN
INFO = -20
ELSE IF( LDD2.LT.MAX( 1, P ) ) THEN
INFO = -22
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -25
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -27
ELSE IF( ( N.GT.0 .AND. LDC.LT.MAX( 1, P ) ) .OR.
$ ( N.EQ.0 .AND. LDC.LT.1 ) ) THEN
INFO = -29
ELSE IF( LDD.LT.MAX( 1, P ) ) THEN
INFO = -31
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'AB05PD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( MAX( N, MIN( M, P ) ).EQ.0 )
$ RETURN
C
N1P1 = N1 + 1
C
C ( A1 0 )
C Construct A = ( ) .
C ( 0 A2 )
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 DLASET( 'F', N1, N2, ZERO, ZERO, A(1,N1P1), LDA )
CALL DLASET( 'F', N2, N1, ZERO, ZERO, A(N1P1,1), LDA )
CALL DLACPY( 'F', N2, N2, A2, LDA2, A(N1P1,N1P1), LDA )
END IF
C
C ( B1 )
C Construct B = ( ) .
C ( B2 )
C
IF ( LOVER .AND. LDB1.LE.LDB ) THEN
IF ( LDB1.LT.LDB ) THEN
C
DO 40 J = M, 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, M, B1, LDB1, B, LDB )
END IF
C
IF ( N2.GT.0 )
$ CALL DLACPY( 'F', N2, M, B2, LDB2, B(N1P1,1), LDB )
C
C Construct C = ( C1 alpha*C2 ) .
C
IF ( LOVER .AND. LDC1.LE.LDC ) THEN
IF ( LDC1.LT.LDC ) THEN
C
DO 60 J = N1, 1, -1
DO 50 I = P, 1, -1
C(I,J) = C1(I,J)
50 CONTINUE
60 CONTINUE
C
END IF
ELSE
CALL DLACPY( 'F', P, N1, C1, LDC1, C, LDC )
END IF
C
IF ( N2.GT.0 ) THEN
CALL DLACPY( 'F', P, N2, C2, LDC2, C(1,N1P1), LDC )
IF ( ALPHA.NE.ONE )
$ CALL DLASCL( 'G', 0, 0, ONE, ALPHA, P, N2, C(1,N1P1), LDC,
$ INFO )
END IF
C
C Construct D = D1 + alpha*D2 .
C
IF ( LOVER .AND. LDD1.LE.LDD ) THEN
IF ( LDD1.LT.LDD ) THEN
C
DO 80 J = M, 1, -1
DO 70 I = P, 1, -1
D(I,J) = D1(I,J)
70 CONTINUE
80 CONTINUE
C
END IF
ELSE
CALL DLACPY( 'F', P, M, D1, LDD1, D, LDD )
END IF
C
DO 90 J = 1, M
CALL DAXPY( P, ALPHA, D2(1,J), 1, D(1,J), 1 )
90 CONTINUE
C
RETURN
C *** Last line of AB05PD ***
END