<HTML>
<HEAD><TITLE>AB09JD - SLICOT Library Routine Documentation</TITLE>
</HEAD>
<BODY>
<H2><A Name="AB09JD">AB09JD</A></H2>
<H3>
Frequency-weighted Hankel norm approximation with invertible weights
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>
<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
To compute a reduced order model (Ar,Br,Cr,Dr) for an original
state-space representation (A,B,C,D) by using the frequency
weighted optimal Hankel-norm approximation method.
The Hankel norm of the weighted error
op(V)*(G-Gr)*op(W)
is minimized, where G and Gr are the transfer-function matrices
of the original and reduced systems, respectively, V and W are
invertible transfer-function matrices representing the left and
right frequency weights, and op(X) denotes X, inv(X), conj(X) or
conj(inv(X)). V and W are specified by their state space
realizations (AV,BV,CV,DV) and (AW,BW,CW,DW), respectively.
When minimizing ||V*(G-Gr)*W||, V and W must be antistable.
When minimizing inv(V)*(G-Gr)*inv(W), V and W must have only
antistable zeros.
When minimizing conj(V)*(G-Gr)*conj(W), V and W must be stable.
When minimizing conj(inv(V))*(G-Gr)*conj(inv(W)), V and W must
be minimum-phase.
If the original system is unstable, then the frequency weighted
Hankel-norm approximation is computed only for the
ALPHA-stable part of the system.
For a transfer-function matrix G, conj(G) denotes the conjugate
of G given by G'(-s) for a continuous-time system or G'(1/z)
for a discrete-time system.
</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
SUBROUTINE AB09JD( JOBV, JOBW, JOBINV, DICO, EQUIL, ORDSEL,
$ N, NV, NW, M, P, NR, ALPHA, A, LDA, B, LDB,
$ C, LDC, D, LDD, AV, LDAV, BV, LDBV,
$ CV, LDCV, DV, LDDV, AW, LDAW, BW, LDBW,
$ CW, LDCW, DW, LDDW, NS, HSV, TOL1, TOL2,
$ IWORK, DWORK, LDWORK, IWARN, INFO )
C .. Scalar Arguments ..
CHARACTER DICO, EQUIL, JOBINV, JOBV, JOBW, ORDSEL
INTEGER INFO, IWARN, LDA, LDAV, LDAW, LDB, LDBV, LDBW,
$ LDC, LDCV, LDCW, LDD, LDDV, LDDW, LDWORK, M, N,
$ NR, NS, NV, NW, P
DOUBLE PRECISION ALPHA, TOL1, TOL2
C .. Array Arguments ..
INTEGER IWORK(*)
DOUBLE PRECISION A(LDA,*), AV(LDAV,*), AW(LDAW,*),
$ B(LDB,*), BV(LDBV,*), BW(LDBW,*),
$ C(LDC,*), CV(LDCV,*), CW(LDCW,*),
$ D(LDD,*), DV(LDDV,*), DW(LDDW,*), DWORK(*),
$ HSV(*)
</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>
<B>Mode Parameters</B>
<PRE>
JOBV CHARACTER*1
Specifies the left frequency-weighting as follows:
= 'N': V = I;
= 'V': op(V) = V;
= 'I': op(V) = inv(V);
= 'C': op(V) = conj(V);
= 'R': op(V) = conj(inv(V)).
JOBW CHARACTER*1
Specifies the right frequency-weighting as follows:
= 'N': W = I;
= 'W': op(W) = W;
= 'I': op(W) = inv(W);
= 'C': op(W) = conj(W);
= 'R': op(W) = conj(inv(W)).
JOBINV CHARACTER*1
Specifies the computational approach to be used as
follows:
= 'N': use the inverse free descriptor system approach;
= 'I': use the inversion based standard approach;
= 'A': switch automatically to the inverse free
descriptor approach in case of badly conditioned
feedthrough matrices in V or W (see METHOD).
DICO CHARACTER*1
Specifies the type of the original system as follows:
= 'C': continuous-time system;
= 'D': discrete-time system.
EQUIL CHARACTER*1
Specifies whether the user wishes to preliminarily
equilibrate the triplet (A,B,C) as follows:
= 'S': perform equilibration (scaling);
= 'N': do not perform equilibration.
ORDSEL CHARACTER*1
Specifies the order selection method as follows:
= 'F': the resulting order NR is fixed;
= 'A': the resulting order NR is automatically determined
on basis of the given tolerance TOL1.
</PRE>
<B>Input/Output Parameters</B>
<PRE>
N (input) INTEGER
The order of the original state-space representation,
i.e., the order of the matrix A. N >= 0.
NV (input) INTEGER
The order of the realization of the left frequency
weighting V, i.e., the order of the matrix AV. NV >= 0.
NW (input) INTEGER
The order of the realization of the right frequency
weighting W, i.e., the order of the matrix AW. NW >= 0.
M (input) INTEGER
The number of system inputs. M >= 0.
P (input) INTEGER
The number of system outputs. P >= 0.
NR (input/output) INTEGER
On entry with ORDSEL = 'F', NR is the desired order of
the resulting reduced order system. 0 <= NR <= N.
On exit, if INFO = 0, NR is the order of the resulting
reduced order model. For a system with NU ALPHA-unstable
eigenvalues and NS ALPHA-stable eigenvalues (NU+NS = N),
NR is set as follows: if ORDSEL = 'F', NR is equal to
NU+MIN(MAX(0,NR-NU-KR+1),NMIN), where KR is the
multiplicity of the Hankel singular value HSV(NR-NU+1),
NR is the desired order on entry, and NMIN is the order
of a minimal realization of the ALPHA-stable part of the
given system; NMIN is determined as the number of Hankel
singular values greater than NS*EPS*HNORM(As,Bs,Cs), where
EPS is the machine precision (see LAPACK Library Routine
DLAMCH) and HNORM(As,Bs,Cs) is the Hankel norm of the
ALPHA-stable part of the weighted system (computed in
HSV(1));
if ORDSEL = 'A', NR is the sum of NU and the number of
Hankel singular values greater than
MAX(TOL1,NS*EPS*HNORM(As,Bs,Cs)).
ALPHA (input) DOUBLE PRECISION
Specifies the ALPHA-stability boundary for the eigenvalues
of the state dynamics matrix A. For a continuous-time
system (DICO = 'C'), ALPHA <= 0 is the boundary value for
the real parts of eigenvalues, while for a discrete-time
system (DICO = 'D'), 0 <= ALPHA <= 1 represents the
boundary value for the moduli of eigenvalues.
The ALPHA-stability domain does not include the boundary.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the leading N-by-N part of this array must
contain the state dynamics matrix A.
On exit, if INFO = 0, the leading NR-by-NR part of this
array contains the state dynamics matrix Ar of the
reduced order system in a real Schur form.
The resulting A has a block-diagonal form with two blocks.
For a system with NU ALPHA-unstable eigenvalues and
NS ALPHA-stable eigenvalues (NU+NS = N), the leading
NU-by-NU block contains the unreduced part of A
corresponding to ALPHA-unstable eigenvalues.
The trailing (NR+NS-N)-by-(NR+NS-N) block contains
the reduced part of A corresponding to ALPHA-stable
eigenvalues.
LDA INTEGER
The leading dimension of array A. LDA >= MAX(1,N).
B (input/output) DOUBLE PRECISION array, dimension (LDB,M)
On entry, the leading N-by-M part of this array must
contain the original input/state matrix B.
On exit, if INFO = 0, the leading NR-by-M part of this
array contains the input/state matrix Br of the reduced
order system.
LDB INTEGER
The leading dimension of array B. LDB >= MAX(1,N).
C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
On entry, the leading P-by-N part of this array must
contain the original state/output matrix C.
On exit, if INFO = 0, the leading P-by-NR part of this
array contains the state/output matrix Cr of the reduced
order system.
LDC INTEGER
The leading dimension of array C. LDC >= MAX(1,P).
D (input/output) DOUBLE PRECISION array, dimension (LDD,M)
On entry, the leading P-by-M part of this array must
contain the original input/output matrix D.
On exit, if INFO = 0, the leading P-by-M part of this
array contains the input/output matrix Dr of the reduced
order system.
LDD INTEGER
The leading dimension of array D. LDD >= MAX(1,P).
AV (input/output) DOUBLE PRECISION array, dimension (LDAV,NV)
On entry, if JOBV <> 'N', the leading NV-by-NV part of
this array must contain the state matrix AV of a state
space realization of the left frequency weighting V.
On exit, if JOBV <> 'N', and INFO = 0, the leading
NV-by-NV part of this array contains the real Schur form
of AV.
AV is not referenced if JOBV = 'N'.
LDAV INTEGER
The leading dimension of the array AV.
LDAV >= MAX(1,NV), if JOBV <> 'N';
LDAV >= 1, if JOBV = 'N'.
BV (input/output) DOUBLE PRECISION array, dimension (LDBV,P)
On entry, if JOBV <> 'N', the leading NV-by-P part of
this array must contain the input matrix BV of a state
space realization of the left frequency weighting V.
On exit, if JOBV <> 'N', and INFO = 0, the leading
NV-by-P part of this array contains the transformed
input matrix BV corresponding to the transformed AV.
BV is not referenced if JOBV = 'N'.
LDBV INTEGER
The leading dimension of the array BV.
LDBV >= MAX(1,NV), if JOBV <> 'N';
LDBV >= 1, if JOBV = 'N'.
CV (input/output) DOUBLE PRECISION array, dimension (LDCV,NV)
On entry, if JOBV <> 'N', the leading P-by-NV part of
this array must contain the output matrix CV of a state
space realization of the left frequency weighting V.
On exit, if JOBV <> 'N', and INFO = 0, the leading
P-by-NV part of this array contains the transformed output
matrix CV corresponding to the transformed AV.
CV is not referenced if JOBV = 'N'.
LDCV INTEGER
The leading dimension of the array CV.
LDCV >= MAX(1,P), if JOBV <> 'N';
LDCV >= 1, if JOBV = 'N'.
DV (input) DOUBLE PRECISION array, dimension (LDDV,P)
If JOBV <> 'N', the leading P-by-P part of this array
must contain the feedthrough matrix DV of a state space
realization of the left frequency weighting V.
DV is not referenced if JOBV = 'N'.
LDDV INTEGER
The leading dimension of the array DV.
LDDV >= MAX(1,P), if JOBV <> 'N';
LDDV >= 1, if JOBV = 'N'.
AW (input/output) DOUBLE PRECISION array, dimension (LDAW,NW)
On entry, if JOBW <> 'N', the leading NW-by-NW part of
this array must contain the state matrix AW of a state
space realization of the right frequency weighting W.
On exit, if JOBW <> 'N', and INFO = 0, the leading
NW-by-NW part of this array contains the real Schur form
of AW.
AW is not referenced if JOBW = 'N'.
LDAW INTEGER
The leading dimension of the array AW.
LDAW >= MAX(1,NW), if JOBW <> 'N';
LDAW >= 1, if JOBW = 'N'.
BW (input/output) DOUBLE PRECISION array, dimension (LDBW,M)
On entry, if JOBW <> 'N', the leading NW-by-M part of
this array must contain the input matrix BW of a state
space realization of the right frequency weighting W.
On exit, if JOBW <> 'N', and INFO = 0, the leading
NW-by-M part of this array contains the transformed
input matrix BW corresponding to the transformed AW.
BW is not referenced if JOBW = 'N'.
LDBW INTEGER
The leading dimension of the array BW.
LDBW >= MAX(1,NW), if JOBW <> 'N';
LDBW >= 1, if JOBW = 'N'.
CW (input/output) DOUBLE PRECISION array, dimension (LDCW,NW)
On entry, if JOBW <> 'N', the leading M-by-NW part of
this array must contain the output matrix CW of a state
space realization of the right frequency weighting W.
On exit, if JOBW <> 'N', and INFO = 0, the leading
M-by-NW part of this array contains the transformed output
matrix CW corresponding to the transformed AW.
CW is not referenced if JOBW = 'N'.
LDCW INTEGER
The leading dimension of the array CW.
LDCW >= MAX(1,M), if JOBW <> 'N';
LDCW >= 1, if JOBW = 'N'.
DW (input) DOUBLE PRECISION array, dimension (LDDW,M)
If JOBW <> 'N', the leading M-by-M part of this array
must contain the feedthrough matrix DW of a state space
realization of the right frequency weighting W.
DW is not referenced if JOBW = 'N'.
LDDW INTEGER
The leading dimension of the array DW.
LDDW >= MAX(1,M), if JOBW <> 'N';
LDDW >= 1, if JOBW = 'N'.
NS (output) INTEGER
The dimension of the ALPHA-stable subsystem.
HSV (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the leading NS elements of this array contain
the Hankel singular values, ordered decreasingly, of the
projection G1s of op(V)*G1*op(W) (see METHOD), where G1
is the ALPHA-stable part of the original system.
</PRE>
<B>Tolerances</B>
<PRE>
TOL1 DOUBLE PRECISION
If ORDSEL = 'A', TOL1 contains the tolerance for
determining the order of reduced system.
For model reduction, the recommended value is
TOL1 = c*HNORM(G1s), where c is a constant in the
interval [0.00001,0.001], and HNORM(G1s) is the
Hankel-norm of the projection G1s of op(V)*G1*op(W)
(see METHOD), computed in HSV(1).
If TOL1 <= 0 on entry, the used default value is
TOL1 = NS*EPS*HNORM(G1s), where NS is the number of
ALPHA-stable eigenvalues of A and EPS is the machine
precision (see LAPACK Library Routine DLAMCH).
If ORDSEL = 'F', the value of TOL1 is ignored.
TOL1 < 1.
TOL2 DOUBLE PRECISION
The tolerance for determining the order of a minimal
realization of the ALPHA-stable part of the given system.
The recommended value is TOL2 = NS*EPS*HNORM(G1s).
This value is used by default if TOL2 <= 0 on entry.
If TOL2 > 0 and ORDSEL = 'A', then TOL2 <= TOL1.
TOL2 < 1.
</PRE>
<B>Workspace</B>
<PRE>
IWORK INTEGER array, dimension (LIWORK)
LIWORK = MAX(1,M,c,d), if DICO = 'C',
LIWORK = MAX(1,N,M,c,d), if DICO = 'D', where
c = 0, if JOBV = 'N',
c = MAX(2*P,NV+P+N+6,2*NV+P+2), if JOBV <> 'N',
d = 0, if JOBW = 'N',
d = MAX(2*M,NW+M+N+6,2*NW+M+2), if JOBW <> 'N'.
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( LDW1, LDW2, LDW3, LDW4 ), where
for NVP = NV+P and NWM = NW+M we have
LDW1 = 0 if JOBV = 'N' and
LDW1 = 2*NVP*(NVP+P) + P*P +
MAX( 2*NVP*NVP + MAX( 11*NVP+16, P*NVP ),
NVP*N + MAX( NVP*N+N*N, P*N, P*M ) )
if JOBV <> 'N',
LDW2 = 0 if JOBW = 'N' and
LDW2 = 2*NWM*(NWM+M) + M*M +
MAX( 2*NWM*NWM + MAX( 11*NWM+16, M*NWM ),
NWM*N + MAX( NWM*N+N*N, M*N, P*M ) )
if JOBW <> 'N',
LDW3 = N*(2*N + MAX(N,M,P) + 5) + N*(N+1)/2,
LDW4 = N*(M+P+2) + 2*M*P + MIN(N,M) +
MAX( 3*M+1, MIN(N,M)+P ).
For optimum performance LDWORK should be larger.
</PRE>
<B>Warning Indicator</B>
<PRE>
IWARN INTEGER
= 0: no warning;
= 1: with ORDSEL = 'F', the selected order NR is greater
than NSMIN, the sum of the order of the
ALPHA-unstable part and the order of a minimal
realization of the ALPHA-stable part of the given
system. In this case, the resulting NR is set equal
to NSMIN.
= 2: with ORDSEL = 'F', the selected order NR is less
than the order of the ALPHA-unstable part of the
given system. In this case NR is set equal to the
order of the ALPHA-unstable part.
</PRE>
<B>Error Indicator</B>
<PRE>
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
= 1: the computation of the ordered real Schur form of A
failed;
= 2: the separation of the ALPHA-stable/unstable
diagonal blocks failed because of very close
eigenvalues;
= 3: the reduction of AV to a real Schur form failed;
= 4: the reduction of AW to a real Schur form failed;
= 5: the reduction to generalized Schur form of the
descriptor pair corresponding to the inverse of V
failed;
= 6: the reduction to generalized Schur form of the
descriptor pair corresponding to the inverse of W
failed;
= 7: the computation of Hankel singular values failed;
= 8: the computation of stable projection in the
Hankel-norm approximation algorithm failed;
= 9: the order of computed stable projection in the
Hankel-norm approximation algorithm differs
from the order of Hankel-norm approximation;
= 10: the reduction of AV-BV*inv(DV)*CV to a
real Schur form failed;
= 11: the reduction of AW-BW*inv(DW)*CW to a
real Schur form failed;
= 12: the solution of the Sylvester equation failed
because the poles of V (if JOBV = 'V') or of
conj(V) (if JOBV = 'C') are not distinct from
the poles of G1 (see METHOD);
= 13: the solution of the Sylvester equation failed
because the poles of W (if JOBW = 'W') or of
conj(W) (if JOBW = 'C') are not distinct from
the poles of G1 (see METHOD);
= 14: the solution of the Sylvester equation failed
because the zeros of V (if JOBV = 'I') or of
conj(V) (if JOBV = 'R') are not distinct from
the poles of G1sr (see METHOD);
= 15: the solution of the Sylvester equation failed
because the zeros of W (if JOBW = 'I') or of
conj(W) (if JOBW = 'R') are not distinct from
the poles of G1sr (see METHOD);
= 16: the solution of the generalized Sylvester system
failed because the zeros of V (if JOBV = 'I') or
of conj(V) (if JOBV = 'R') are not distinct from
the poles of G1sr (see METHOD);
= 17: the solution of the generalized Sylvester system
failed because the zeros of W (if JOBW = 'I') or
of conj(W) (if JOBW = 'R') are not distinct from
the poles of G1sr (see METHOD);
= 18: op(V) is not antistable;
= 19: op(W) is not antistable;
= 20: V is not invertible;
= 21: W is not invertible.
</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
Let G be the transfer-function matrix of the original
linear system
d[x(t)] = Ax(t) + Bu(t)
y(t) = Cx(t) + Du(t), (1)
where d[x(t)] is dx(t)/dt for a continuous-time system and x(t+1)
for a discrete-time system. The subroutine AB09JD determines
the matrices of a reduced order system
d[z(t)] = Ar*z(t) + Br*u(t)
yr(t) = Cr*z(t) + Dr*u(t), (2)
such that the corresponding transfer-function matrix Gr minimizes
the Hankel-norm of the frequency-weighted error
op(V)*(G-Gr)*op(W). (3)
For minimizing (3) with op(V) = V and op(W) = W, V and W are
assumed to have poles distinct from those of G, while with
op(V) = conj(V) and op(W) = conj(W), conj(V) and conj(W) are
assumed to have poles distinct from those of G. For minimizing (3)
with op(V) = inv(V) and op(W) = inv(W), V and W are assumed to
have zeros distinct from the poles of G, while with
op(V) = conj(inv(V)) and op(W) = conj(inv(W)), conj(V) and conj(W)
are assumed to have zeros distinct from the poles of G.
Note: conj(G) = G'(-s) for a continuous-time system and
conj(G) = G'(1/z) for a discrete-time system.
The following procedure is used to reduce G (see [1]):
1) Decompose additively G as
G = G1 + G2,
such that G1 = (A1,B1,C1,D) has only ALPHA-stable poles and
G2 = (A2,B2,C2,0) has only ALPHA-unstable poles.
2) Compute G1s, the projection of op(V)*G1*op(W) containing the
poles of G1, using explicit formulas [4] or the inverse-free
descriptor system formulas of [5].
3) Determine G1sr, the optimal Hankel-norm approximation of G1s,
of order r.
4) Compute G1r, the projection of inv(op(V))*G1sr*inv(op(W))
containing the poles of G1sr, using explicit formulas [4]
or the inverse-free descriptor system formulas of [5].
5) Assemble the reduced model Gr as
Gr = G1r + G2.
To reduce the weighted ALPHA-stable part G1s at step 3, the
optimal Hankel-norm approximation method of [2], based on the
square-root balancing projection formulas of [3], is employed.
The optimal weighted approximation error satisfies
HNORM[op(V)*(G-Gr)*op(W)] >= S(r+1),
where S(r+1) is the (r+1)-th Hankel singular value of G1s, the
transfer-function matrix computed at step 2 of the above
procedure, and HNORM(.) denotes the Hankel-norm.
</PRE>
<A name="References"><B><FONT SIZE="+1">References</FONT></B></A>
<PRE>
[1] Latham, G.A. and Anderson, B.D.O.
Frequency-weighted optimal Hankel-norm approximation of stable
transfer functions.
Systems & Control Letters, Vol. 5, pp. 229-236, 1985.
[2] Glover, K.
All optimal Hankel norm approximation of linear
multivariable systems and their L-infinity error bounds.
Int. J. Control, Vol. 36, pp. 1145-1193, 1984.
[3] Tombs, M.S. and Postlethwaite, I.
Truncated balanced realization of stable, non-minimal
state-space systems.
Int. J. Control, Vol. 46, pp. 1319-1330, 1987.
[4] Varga, A.
Explicit formulas for an efficient implementation
of the frequency-weighting model reduction approach.
Proc. 1993 European Control Conference, Groningen, NL,
pp. 693-696, 1993.
[5] Varga, A.
Efficient and numerically reliable implementation of the
frequency-weighted Hankel-norm approximation model reduction
approach.
Proc. 2001 ECC, Porto, Portugal, 2001.
</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>
The implemented methods rely on an accuracy enhancing square-root
technique.
</PRE>
<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
None
</PRE>
<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
* AB09JD EXAMPLE PROGRAM TEXT
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER MMAX, NMAX, NVMAX, NVPMAX, NWMAX, NWMMAX, PMAX
PARAMETER ( MMAX = 20, NMAX = 20, NVMAX = 10, NWMAX = 10,
$ PMAX = 20, NVPMAX = NVMAX + PMAX,
$ NWMMAX = NWMAX + MMAX )
INTEGER LDA, LDAV, LDAW, LDB, LDBV, LDBW,
$ LDC, LDCV, LDCW, LDD, LDDV, LDDW
PARAMETER ( LDA = NMAX, LDAV = NVMAX, LDAW = NWMAX,
$ LDB = NMAX, LDBV = NVMAX, LDBW = NWMAX,
$ LDC = PMAX, LDCV = PMAX, LDCW = MMAX,
$ LDD = PMAX, LDDV = PMAX, LDDW = MMAX )
INTEGER LIW1, LIW2, LIW3, LIWORK
PARAMETER ( LIW1 = 2*MAX( MMAX, PMAX ),
$ LIW2 = MAX( NVPMAX, NWMMAX ) + NMAX + 6,
$ LIW3 = MAX( 2*NVMAX + PMAX + 2,
$ 2*NWMAX + MMAX + 2 ) )
PARAMETER ( LIWORK = MAX( LIW1, LIW2, LIW3 ) )
INTEGER LDW1, LDW2, LDW3, LDW4, LDWORK
PARAMETER ( LDW1 = 2*NVPMAX*( NVPMAX + PMAX ) + PMAX*PMAX +
$ MAX( 2*NVPMAX*NVPMAX +
$ MAX( 11*NVPMAX + 16, PMAX*NVPMAX ),
$ NVPMAX*NMAX +
$ MAX( NVPMAX*NMAX + NMAX*NMAX,
$ PMAX*NMAX, PMAX*MMAX ) ) )
PARAMETER ( LDW2 = 2*NWMMAX*( NWMMAX + MMAX ) + MMAX*MMAX +
$ MAX( 2*NWMMAX*NWMMAX +
$ MAX( 11*NWMMAX + 16, MMAX*NWMMAX ),
$ NWMMAX*NMAX +
$ MAX( NWMMAX*NMAX + NMAX*NMAX,
$ MMAX*NMAX, PMAX*MMAX ) ) )
PARAMETER ( LDW3 = NMAX*( 2*NMAX + MAX( NMAX, MMAX, PMAX )
$ + 5 ) + ( NMAX*( NMAX + 1 ) )/2 )
PARAMETER ( LDW4 = NMAX*( MMAX + PMAX + 2 ) + 2*MMAX*PMAX +
$ MIN( NMAX, MMAX ) +
$ MAX( 3*MMAX + 1,
$ MIN( NMAX, MMAX ) + PMAX ) )
PARAMETER ( LDWORK = MAX( LDW1, LDW2, LDW3, LDW4 ) )
* .. Local Scalars ..
LOGICAL LEFTW, RIGHTW
DOUBLE PRECISION ALPHA, TOL1, TOL2
INTEGER I, INFO, IWARN, J, M, N, NR, NS, NV, NW, P
CHARACTER*1 DICO, EQUIL, JOBINV, JOBV, JOBW, ORDSEL
* .. Local Arrays ..
DOUBLE PRECISION A(LDA,NMAX), AV(LDAV,NVMAX), AW(LDAW,NWMAX),
$ B(LDB,MMAX), BV(LDBV,PMAX), BW(LDBW,MMAX),
$ C(LDC,NMAX), CV(LDCV,NVMAX), CW(LDCW,NWMAX),
$ D(LDD,MMAX), DV(LDDV,PMAX), DW(LDDW,MMAX),
$ DWORK(LDWORK), HSV(NMAX)
INTEGER IWORK(LIWORK)
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* .. External Subroutines ..
EXTERNAL AB09JD
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* .. Executable Statements ..
*
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) N, M, P, NV, NW, NR, ALPHA, TOL1, TOL2,
$ JOBV, JOBW, JOBINV, DICO, EQUIL, ORDSEL
LEFTW = .NOT.LSAME( JOBV, 'N' )
RIGHTW = .NOT.LSAME( JOBW, 'N' )
IF( N.LE.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99990 ) N
ELSE
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
IF( M.LE.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99989 ) M
ELSE
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1,N )
IF( P.LE.0 .OR. P.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99988 ) P
ELSE
READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P )
READ ( NIN, FMT = * ) ( ( D(I,J), J = 1,M ), I = 1,P )
IF( LEFTW ) THEN
IF( NV.LT.0 .OR. NV.GT.NVMAX ) THEN
WRITE ( NOUT, FMT = 99986 ) NV
ELSE
IF( NV.GT.0 ) THEN
READ ( NIN, FMT = * )
$ ( ( AV(I,J), J = 1,NV ), I = 1,NV )
READ ( NIN, FMT = * )
$ ( ( BV(I,J), J = 1,P ), I = 1,NV )
READ ( NIN, FMT = * )
$ ( ( CV(I,J), J = 1,NV ), I = 1,P )
END IF
IF( LEFTW )
$ READ ( NIN, FMT = * )
$ ( ( DV(I,J), J = 1,P ), I = 1,P )
END IF
END IF
IF( RIGHTW ) THEN
IF( NW.LT.0 .OR. NW.GT.NWMAX ) THEN
WRITE ( NOUT, FMT = 99985 ) NW
ELSE
IF( NW.GT.0 ) THEN
READ ( NIN, FMT = * )
$ ( ( AW(I,J), J = 1,NW ), I = 1,NW )
READ ( NIN, FMT = * )
$ ( ( BW(I,J), J = 1,M ), I = 1,NW )
READ ( NIN, FMT = * )
$ ( ( CW(I,J), J = 1,NW ), I = 1,M )
END IF
READ ( NIN, FMT = * )
$ ( ( DW(I,J), J = 1,M ), I = 1,M )
END IF
END IF
* Find a reduced ssr for (A,B,C,D).
CALL AB09JD( JOBV, JOBW, JOBINV, DICO, EQUIL, ORDSEL, N,
$ NV, NW, M, P, NR, ALPHA, A, LDA, B, LDB,
$ C, LDC, D, LDD, AV, LDAV, BV, LDBV,
$ CV, LDCV, DV, LDDV, AW, LDAW, BW, LDBW,
$ CW, LDCW, DW, LDDW, NS, HSV, TOL1, TOL2,
$ IWORK, DWORK, LDWORK, IWARN, INFO )
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
IF( IWARN.NE.0 ) WRITE ( NOUT, FMT = 99994 ) IWARN
WRITE ( NOUT, FMT = 99997 ) NR
WRITE ( NOUT, FMT = 99987 )
WRITE ( NOUT, FMT = 99995 ) ( HSV(J), J = 1, NS )
IF( NR.GT.0 ) THEN
WRITE ( NOUT, FMT = 99996 )
DO 20 I = 1, NR
WRITE ( NOUT, FMT = 99995 ) ( A(I,J), J = 1,NR )
20 CONTINUE
WRITE ( NOUT, FMT = 99993 )
DO 40 I = 1, NR
WRITE ( NOUT, FMT = 99995 ) ( B(I,J), J = 1,M )
40 CONTINUE
WRITE ( NOUT, FMT = 99992 )
DO 60 I = 1, P
WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,NR )
60 CONTINUE
END IF
WRITE ( NOUT, FMT = 99991 )
DO 70 I = 1, P
WRITE ( NOUT, FMT = 99995 ) ( D(I,J), J = 1,M )
70 CONTINUE
END IF
END IF
END IF
END IF
STOP
*
99999 FORMAT (' AB09JD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from AB09JD = ',I2)
99997 FORMAT (/' The order of reduced model = ',I2)
99996 FORMAT (/' The reduced state dynamics matrix Ar is ')
99995 FORMAT (20(1X,F8.4))
99994 FORMAT (' IWARN on exit from AB09JD = ',I2)
99993 FORMAT (/' The reduced input/state matrix Br is ')
99992 FORMAT (/' The reduced state/output matrix Cr is ')
99991 FORMAT (/' The reduced input/output matrix Dr is ')
99990 FORMAT (/' N is out of range.',/' N = ',I5)
99989 FORMAT (/' M is out of range.',/' M = ',I5)
99988 FORMAT (/' P is out of range.',/' P = ',I5)
99987 FORMAT (/' The Hankel singular values of weighted ALPHA-stable',
$ ' part are')
99986 FORMAT (/' NV is out of range.',/' NV = ',I5)
99985 FORMAT (/' NW is out of range.',/' NW = ',I5)
END
</PRE>
<B>Program Data</B>
<PRE>
AB09JD EXAMPLE PROGRAM DATA (Continuous system)
6 1 1 2 0 0 0.0 1.E-1 1.E-14 V N I C S A
-3.8637 -7.4641 -9.1416 -7.4641 -3.8637 -1.0000
1.0000 0 0 0 0 0
0 1.0000 0 0 0 0
0 0 1.0000 0 0 0
0 0 0 1.0000 0 0
0 0 0 0 1.0000 0
1
0
0
0
0
0
0 0 0 0 0 1
0
0.2000 -1.0000
1.0000 0
1
0
-1.8000 0
1
</PRE>
<B>Program Results</B>
<PRE>
AB09JD EXAMPLE PROGRAM RESULTS
The order of reduced model = 4
The Hankel singular values of weighted ALPHA-stable part are
2.6790 2.1589 0.8424 0.1929 0.0219 0.0011
The reduced state dynamics matrix Ar is
-0.2391 0.3072 1.1630 1.1967
-2.9709 -0.2391 2.6270 3.1027
0.0000 0.0000 -0.5137 -1.2842
0.0000 0.0000 0.1519 -0.5137
The reduced input/state matrix Br is
-1.0497
-3.7052
0.8223
0.7435
The reduced state/output matrix Cr is
-0.4466 0.0143 -0.4780 -0.2013
The reduced input/output matrix Dr is
0.0219
</PRE>
<HR>
<p>
<A HREF=..\libindex.html><B>Return to index</B></A></BODY>
</HTML>