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dynare/mex/sources/libslicot/AB09CD.f

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SUBROUTINE AB09CD( DICO, EQUIL, ORDSEL, N, M, P, NR, A, LDA, B,
$ LDB, C, LDC, D, LDD, HSV, TOL1, TOL2, IWORK,
$ DWORK, LDWORK, IWARN, 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 a reduced order model (Ar,Br,Cr,Dr) for a stable
C original state-space representation (A,B,C,D) by using the
C optimal Hankel-norm approximation method in conjunction with
C square-root balancing.
C
C ARGUMENTS
C
C Mode Parameters
C
C DICO CHARACTER*1
C Specifies the type of the original system as follows:
C = 'C': continuous-time system;
C = 'D': discrete-time system.
C
C EQUIL CHARACTER*1
C Specifies whether the user wishes to preliminarily
C equilibrate the triplet (A,B,C) as follows:
C = 'S': perform equilibration (scaling);
C = 'N': do not perform equilibration.
C
C ORDSEL CHARACTER*1
C Specifies the order selection method as follows:
C = 'F': the resulting order NR is fixed;
C = 'A': the resulting order NR is automatically determined
C on basis of the given tolerance TOL1.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the original state-space representation, i.e.
C the order of the matrix A. N >= 0.
C
C M (input) INTEGER
C The number of system inputs. M >= 0.
C
C P (input) INTEGER
C The number of system outputs. P >= 0.
C
C NR (input/output) INTEGER
C On entry with ORDSEL = 'F', NR is the desired order of
C the resulting reduced order system. 0 <= NR <= N.
C On exit, if INFO = 0, NR is the order of the resulting
C reduced order model. NR is set as follows:
C if ORDSEL = 'F', NR is equal to MIN(MAX(0,NR-KR+1),NMIN),
C where KR is the multiplicity of the Hankel singular value
C HSV(NR+1), NR is the desired order on entry, and NMIN is
C the order of a minimal realization of the given system;
C NMIN is determined as the number of Hankel singular values
C greater than N*EPS*HNORM(A,B,C), where EPS is the machine
C precision (see LAPACK Library Routine DLAMCH) and
C HNORM(A,B,C) is the Hankel norm of the system (computed
C in HSV(1));
C if ORDSEL = 'A', NR is equal to the number of Hankel
C singular values greater than MAX(TOL1,N*EPS*HNORM(A,B,C)).
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading N-by-N part of this array must
C contain the state dynamics matrix A.
C On exit, if INFO = 0, the leading NR-by-NR part of this
C array contains the state dynamics matrix Ar of the
C reduced order system in a real Schur form.
C
C LDA INTEGER
C The leading dimension of array A. LDA >= MAX(1,N).
C
C B (input/output) DOUBLE PRECISION array, dimension (LDB,M)
C On entry, the leading N-by-M part of this array must
C contain the original input/state matrix B.
C On exit, if INFO = 0, the leading NR-by-M part of this
C array contains the input/state matrix Br of the reduced
C order system.
C
C LDB INTEGER
C The leading dimension of array B. LDB >= MAX(1,N).
C
C C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
C On entry, the leading P-by-N part of this array must
C contain the original state/output matrix C.
C On exit, if INFO = 0, the leading P-by-NR part of this
C array contains the state/output matrix Cr of the reduced
C order system.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,P).
C
C D (input/output) DOUBLE PRECISION array, dimension (LDD,M)
C On entry, the leading P-by-M part of this array must
C contain the original input/output matrix D.
C On exit, if INFO = 0, the leading P-by-M part of this
C array contains the input/output matrix Dr of the reduced
C order system.
C
C LDD INTEGER
C The leading dimension of array D. LDD >= MAX(1,P).
C
C HSV (output) DOUBLE PRECISION array, dimension (N)
C If INFO = 0, it contains the Hankel singular values of
C the original system ordered decreasingly. HSV(1) is the
C Hankel norm of the system.
C
C Tolerances
C
C TOL1 DOUBLE PRECISION
C If ORDSEL = 'A', TOL1 contains the tolerance for
C determining the order of reduced system.
C For model reduction, the recommended value is
C TOL1 = c*HNORM(A,B,C), where c is a constant in the
C interval [0.00001,0.001], and HNORM(A,B,C) is the
C Hankel-norm of the given system (computed in HSV(1)).
C For computing a minimal realization, the recommended
C value is TOL1 = N*EPS*HNORM(A,B,C), where EPS is the
C machine precision (see LAPACK Library Routine DLAMCH).
C This value is used by default if TOL1 <= 0 on entry.
C If ORDSEL = 'F', the value of TOL1 is ignored.
C
C TOL2 DOUBLE PRECISION
C The tolerance for determining the order of a minimal
C realization of the given system. The recommended value is
C TOL2 = N*EPS*HNORM(A,B,C). This value is used by default
C if TOL2 <= 0 on entry.
C If TOL2 > 0, then TOL2 <= TOL1.
C
C Workspace
C
C IWORK INTEGER array, dimension (LIWORK)
C LIWORK = MAX(1,M), if DICO = 'C';
C LIWORK = MAX(1,N,M), if DICO = 'D'.
C On exit, if INFO = 0, IWORK(1) contains NMIN, the order of
C the computed minimal realization.
C
C DWORK DOUBLE PRECISION array, dimension (LDWORK)
C On exit, if INFO = 0, DWORK(1) returns the optimal value
C of LDWORK.
C
C LDWORK INTEGER
C The length of the array DWORK.
C LDWORK >= MAX( LDW1, LDW2 ), where
C LDW1 = N*(2*N+MAX(N,M,P)+5) + N*(N+1)/2,
C LDW2 = N*(M+P+2) + 2*M*P + MIN(N,M) +
C MAX( 3*M+1, MIN(N,M)+P ).
C For optimum performance LDWORK should be larger.
C
C Warning Indicator
C
C IWARN INTEGER
C = 0: no warning;
C = 1: with ORDSEL = 'F', the selected order NR is greater
C than the order of a minimal realization of the
C given system. In this case, the resulting NR is set
C automatically to a value corresponding to the order
C of a minimal realization of the system.
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: the reduction of A to the real Schur form failed;
C = 2: the state matrix A is not stable (if DICO = 'C')
C or not convergent (if DICO = 'D');
C = 3: the computation of Hankel singular values failed;
C = 4: the computation of stable projection failed;
C = 5: the order of computed stable projection differs
C from the order of Hankel-norm approximation.
C
C METHOD
C
C Let be the stable linear system
C
C d[x(t)] = Ax(t) + Bu(t)
C y(t) = Cx(t) + Du(t) (1)
C
C where d[x(t)] is dx(t)/dt for a continuous-time system and x(t+1)
C for a discrete-time system. The subroutine AB09CD determines for
C the given system (1), the matrices of a reduced order system
C
C d[z(t)] = Ar*z(t) + Br*u(t)
C yr(t) = Cr*z(t) + Dr*u(t) (2)
C
C such that
C
C HSV(NR) <= INFNORM(G-Gr) <= 2*[HSV(NR+1) + ... + HSV(N)],
C
C where G and Gr are transfer-function matrices of the systems
C (A,B,C,D) and (Ar,Br,Cr,Dr), respectively, and INFNORM(G) is the
C infinity-norm of G.
C
C The optimal Hankel-norm approximation method of [1], based on the
C square-root balancing projection formulas of [2], is employed.
C
C REFERENCES
C
C [1] Glover, K.
C All optimal Hankel norm approximation of linear
C multivariable systems and their L-infinity error bounds.
C Int. J. Control, Vol. 36, pp. 1145-1193, 1984.
C
C [2] Tombs M.S. and Postlethwaite I.
C Truncated balanced realization of stable, non-minimal
C state-space systems.
C Int. J. Control, Vol. 46, pp. 1319-1330, 1987.
C
C NUMERICAL ASPECTS
C
C The implemented methods rely on an accuracy enhancing square-root
C technique.
C 3
C The algorithms require less than 30N floating point operations.
C
C CONTRIBUTOR
C
C C. Oara and A. Varga, German Aerospace Center,
C DLR Oberpfaffenhofen, April 1998.
C Based on the RASP routine OHNAP.
C
C REVISIONS
C
C November 11, 1998, V. Sima, Research Institute for Informatics,
C Bucharest.
C March 26, 2005, V. Sima, Research Institute for Informatics.
C
C KEYWORDS
C
C Balancing, Hankel-norm approximation, model reduction,
C multivariable system, state-space model.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE, C100
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, C100 = 100.0D0 )
C .. Scalar Arguments ..
CHARACTER DICO, EQUIL, ORDSEL
INTEGER INFO, IWARN, LDA, LDB, LDC, LDD, LDWORK,
$ M, N, NR, P
DOUBLE PRECISION TOL1, TOL2
C .. Array Arguments ..
INTEGER IWORK(*)
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), D(LDD,*),
$ DWORK(*), HSV(*)
C .. Local Scalars ..
LOGICAL FIXORD
INTEGER IERR, KI, KL, KT, KW
DOUBLE PRECISION MAXRED, WRKOPT
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL AB09CX, TB01ID, TB01WD, XERBLA
C .. Intrinsic Functions ..
INTRINSIC DBLE, MAX, MIN
C .. Executable Statements ..
C
INFO = 0
IWARN = 0
FIXORD = LSAME( ORDSEL, 'F' )
C
C Check the input scalar arguments.
C
IF( .NOT. ( LSAME( DICO, 'C' ) .OR. LSAME( DICO, 'D' ) ) ) THEN
INFO = -1
ELSE IF( .NOT. ( LSAME( EQUIL, 'S' ) .OR.
$ LSAME( EQUIL, 'N' ) ) ) THEN
INFO = -2
ELSE IF( .NOT. ( FIXORD .OR. LSAME( ORDSEL, 'A' ) ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( M.LT.0 ) THEN
INFO = -5
ELSE IF( P.LT.0 ) THEN
INFO = -6
ELSE IF( FIXORD .AND. ( NR.LT.0 .OR. NR.GT.N ) ) THEN
INFO = -7
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -13
ELSE IF( LDD.LT.MAX( 1, P ) ) THEN
INFO = -15
ELSE IF( TOL2.GT.ZERO .AND. TOL2.GT.TOL1 ) THEN
INFO = -18
ELSE IF( LDWORK.LT.MAX( N*( 2*N + MAX( N, M, P ) + 5 ) +
$ ( N*( N + 1 ) )/2,
$ N*( M + P + 2 ) + 2*M*P + MIN( N, M ) +
$ MAX ( 3*M + 1, MIN( N, M ) + P ) ) ) THEN
INFO = -21
END IF
C
IF( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'AB09CD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF( MIN( N, M, P ).EQ.0 ) THEN
NR = 0
IWORK(1) = 0
DWORK(1) = ONE
RETURN
END IF
C
IF( LSAME( EQUIL, 'S' ) ) THEN
C
C Scale simultaneously the matrices A, B and C:
C A <- inv(D)*A*D, B <- inv(D)*B and C <- C*D, where D is a
C diagonal matrix.
C
MAXRED = C100
CALL TB01ID( 'All', N, M, P, MAXRED, A, LDA, B, LDB, C, LDC,
$ DWORK, INFO )
END IF
C
C Reduce A to the real Schur form using an orthogonal similarity
C transformation A <- T'*A*T and apply the transformation to B
C and C: B <- T'*B and C <- C*T.
C
KT = 1
KL = KT + N*N
KI = KL + N
KW = KI + N
CALL TB01WD( N, M, P, A, LDA, B, LDB, C, LDC, DWORK(KT), N,
$ DWORK(KL), DWORK(KI), DWORK(KW), LDWORK-KW+1, IERR )
IF( IERR.NE.0 ) THEN
INFO = 1
RETURN
END IF
C
WRKOPT = DWORK(KW) + DBLE( KW-1 )
C
CALL AB09CX( DICO, ORDSEL, N, M, P, NR, A, LDA, B, LDB, C, LDC,
$ D, LDD, HSV, TOL1, TOL2, IWORK, DWORK, LDWORK,
$ IWARN, IERR )
C
IF( IERR.NE.0 ) THEN
INFO = IERR + 1
RETURN
END IF
C
DWORK(1) = MAX( WRKOPT, DWORK(1) )
C
RETURN
C *** Last line of AB09CD ***
END
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