Slycot/slycot/math.py at ac53a0a744a73450daa23ef7bf8cfae5bcb01e5d · python-control/Slycot

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# math.py

# This program is free software; you can redistribute it and/or modify

# it under the terms of the GNU General Public License version 2 as

# published by the Free Software Foundation.

# This program is distributed in the hope that it will be useful,

# but WITHOUT ANY WARRANTY; without even the implied warranty of

# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the

# GNU General Public License for more details.

# You should have received a copy of the GNU General Public License

# along with this program; if not, write to the Free Software

# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,

# MA 02110-1301, USA.

from . import _wrapper

import warnings

def mc01td(dico,dp,p):

""" dp,stable,nz = mc01td(dico,dp,p)

To determine whether or not a given polynomial P(x) with real

coefficients is stable, either in the continuous-time or discrete-

time case.

A polynomial is said to be stable in the continuous-time case

if all its zeros lie in the left half-plane, and stable in the

discrete-time case if all its zeros lie inside the unit circle.

Required arguments:

dico : input string(len=1)

Indicates whether the stability test to be applied to P(x) is in

the continuous-time or discrete-time case as follows:

= 'C': continuous-time case;

= 'D': discrete-time case.

dp : input int

The degree of the polynomial P(x). dp >= 0.

p : input rank-1 array('d') with bounds (dp + 1)

This array must contain the coefficients of P(x) in increasing

powers of x.

Return objects:

dp : int

If P(dp+1) = 0.0 on entry, then dp contains the index of the highest

power of x for which P(dp+1) <> 0.0.

stable : int

Equal to 1 if P(x) if stable, 0 otherwise.

nz : int

The number of unstable zeros.

"""

hidden = ' (hidden by the wrapper)'

arg_list = ['dico', 'dp', 'P', 'stable', 'nz', 'DWORK', 'IWARN'+hidden,

'INFO'+hidden]

out = _wrapper.mc01td(dico,dp,p)

if out[-1] < 0:

error_text = "The following argument had an illegal value: "+arg_list[-out[-1]-1]

e = ValueError(error_text)

e.info = out[-1]

raise e

if out[-1] == 1:

warnings.warn('entry P(x) is the zero polynomial.')

if out[-1] == 2:

warnings.warn('P(x) may have zeros very close to stability boundary.')

if out[-2] > 0:

warnings.warn('The degree of P(x) has been reduced to %i' %(dp-out[-2]))

return out[:-2]

def mb03vd(n, ilo, ihi, A):

""" HQ, Tau = mb03vd(n, ilo, ihi, A)

To reduce a product of p real general matrices A = A_1*A_2*...*A_p

to upper Hessenberg form, H = H_1*H_2*...*H_p, where H_1 is

upper Hessenberg, and H_2, ..., H_p are upper triangular, by using

orthogonal similarity transformations on A,

Q_1' * A_1 * Q_2 = H_1,

Q_2' * A_2 * Q_3 = H_2,

...

Q_p' * A_p * Q_1 = H_p.

Parameters

----------

n : int

The order of the square matrices A_1, A_2, ..., A_p.

n >= 0.

ilo, ihi : int

It is assumed that all matrices A_j, j = 2, ..., p, are

already upper triangular in rows and columns [:ilo-1] and

[ihi:n], and A_1 is upper Hessenberg in rows and columns

[:ilo-1] and [ihi:n], with A_1[ilo-1,ilo-2] = 0 (unless

ilo = 1), and A_1[ihi,ihi-1] = 0 (unless ihi = n).

If this is not the case, ilo and ihi should be set to 1

and n, respectively.

1 <= ilo <= max(1,n); min(ilo,n) <= ihi <= n.

A : ndarray

A[:n,:n,:p] must contain the matrices of factors to be reduced;

specifically, A[:,:,j-1] must contain A_j, j = 1, ..., p.

Returns

-------

HQ : ndarray

3D array with same shape as A. The upper triangle and the first

subdiagonal of HQ[:n,:n,0] contain the upper Hessenberg

matrix H_1, and the elements below the first subdiagonal,

with the first column of the array Tau represent the

orthogonal matrix Q_1 as a product of elementary

reflectors. See FURTHER COMMENTS.

For j > 1, the upper triangle of HQ[:n,:n,j-1]

contains the upper triangular matrix H_j, and the elements

below the diagonal, with the j-th column of the array TAU

represent the orthogonal matrix Q_j as a product of

elementary reflectors. See FURTHER COMMENTS.

Tau : ndarray

2D array with shape (max(1, n-1), p).

The leading n-1 elements in the j-th column contain the

scalar factors of the elementary reflectors used to form

the matrix Q_j, j = 1, ..., p. See FURTHER COMMENTS.

Raises

------

ValueError : e

e.info contains information about the exact type of exception

Further Comments

----------------

Each matrix Q_j is represented as a product of (ihi-ilo)

elementary reflectors,

Q_j = H_j(ilo) H_j(ilo+1) . . . H_j(ihi-1).

Each H_j(i), i = ilo, ..., ihi-1, has the form

H_j(i) = I - tau_j * v_j * v_j',

where tau_j is a real scalar, and v_j is a real vector with

v_j(1:i) = 0, v_j(i+1) = 1 and v_j(ihi+1:n) = 0; v_j(i+2:ihi)

is stored on exit in A_j(i+2:ihi,i), and tau_j in TAU(i,j).

The contents of A_1 are illustrated by the following example

for n = 7, ilo = 2, and ihi = 6:

on entry on exit

( a a a a a a a ) ( a h h h h h a )

( 0 a a a a a a ) ( 0 h h h h h a )

( 0 a a a a a a ) ( 0 h h h h h h )

( 0 a a a a a a ) ( 0 v2 h h h h h )

( 0 a a a a a a ) ( 0 v2 v3 h h h h )

( 0 a a a a a a ) ( 0 v2 v3 v4 h h h )

( 0 0 0 0 0 0 a ) ( 0 0 0 0 0 0 a )

where a denotes an element of the original matrix A_1, h denotes

a modified element of the upper Hessenberg matrix H_1, and vi

denotes an element of the vector defining H_1(i).

The contents of A_j, j > 1, are illustrated by the following

example for n = 7, ilo = 2, and ihi = 6:

on entry on exit

( a a a a a a a ) ( a h h h h h a )

( 0 a a a a a a ) ( 0 h h h h h h )

( 0 a a a a a a ) ( 0 v2 h h h h h )

( 0 a a a a a a ) ( 0 v2 v3 h h h h )

( 0 a a a a a a ) ( 0 v2 v3 v4 h h h )

( 0 a a a a a a ) ( 0 v2 v3 v4 v5 h h )

( 0 0 0 0 0 0 a ) ( 0 0 0 0 0 0 a )

where a denotes an element of the original matrix A_j, h denotes

a modified element of the upper triangular matrix H_j, and vi

denotes an element of the vector defining H_j(i). (The element

(1,2) in A_p is also unchanged for this example.)

"""

hidden = ' (hidden by the wrapper)'

arg_list = ['n', 'p' + hidden,

'ilo', 'ihi', 'a',

'lda1' + hidden, 'lda2' + hidden, 'tau',

'ldtau' + hidden, 'dwork' + hidden, 'info']

HQ, Tau, info = _wrapper.mb03vd(n, ilo, ihi, A)

if info != 0:

e = ValueError(

"Argument '{}' had an illegal value".format(arg_list[-info-1]))

e.info = info

raise e

return (HQ, Tau)

def mb03vy(n, ilo, ihi, A, Tau, ldwork=None):

""" Q = mb03vy(n, ilo, ihi, A, Tau, [ldwork])

To generate the real orthogonal matrices Q_1, Q_2, ..., Q_p,

which are defined as the product of ihi-ilo elementary reflectors

of order n, as returned by SLICOT Library routine MB03VD:

Q_j = H_j(ilo) H_j(ilo+1) . . . H_j(ihi-1).

Parameters

----------

n : int

The order of the matrices Q_1, Q_2, ..., Q_p. N >= 0.

ilo, ihi : int

The values of the indices ilo and ihi, respectively, used

in the previous call of the SLICOT Library routine MB03VD.

1 <= ilo <= max(1,n); min(ilo,n) <= ihi <= n.

A : ndarray

A[:n,:n,j-1] must contain the vectors which define the

elementary reflectors used for reducing A_j, as returned

by SLICOT Library routine MB03VD, j = 1, ..., p.

Tau : ndarray

The leading N-1 elements in the j-th column must contain

the scalar factors of the elementary reflectors used to

form the matrix Q_j, as returned by SLICOT Library routine

MB03VD.

ldwork : int, optional

The length of the internal array DWORK. ldwork >= max(1, n).

For optimum performance ldwork should be larger.

Returns

-------

Q : ndarray

3D array with same shape as A. Q[:n,:n,j-1] contains the

N-by-N orthogonal matrix Q_j, j = 1, ..., p.

Raises

------

ValueError :

e.info contains the number of the argument that was invalid

"""

hidden = ' (hidden by the wrapper)'

arg_list = ['n', 'p' + hidden,

'ilo', 'ihi', 'a',

'lda1' + hidden, 'lda2' + hidden, 'tau',

'ldtau' + hidden, 'dwork' + hidden, 'ldwork', 'info' + hidden]

if not ldwork:

ldwork = max(1, 2 * n)

Q, info = _wrapper.mb03vy(n, ilo, ihi, A, Tau, ldwork)

if info != 0:

e = ValueError(

"Argument '{}' had an illegal value".format(arg_list[-info-1]))

e.info = info

raise e

return Q

def mb03wd(job, compz, n, ilo, ihi, iloz, ihiz, H, Q, ldwork=None):

""" T, Z, Wr = mb03wd(job, compz, n, ilo, ihi, iloz, ihiz, H, Q, [ldwork])

To compute the Schur decomposition and the eigenvalues of a

product of matrices, H = H_1*H_2*...*H_p, with H_1 an upper

Hessenberg matrix and H_2, ..., H_p upper triangular matrices,

without evaluating the product. Specifically, the matrices Z_i

are computed, such that

Z_1' * H_1 * Z_2 = T_1,

Z_2' * H_2 * Z_3 = T_2,

...

Z_p' * H_p * Z_1 = T_p,

where T_1 is in real Schur form, and T_2, ..., T_p are upper

triangular.

The routine works primarily with the Hessenberg and triangular

submatrices in rows and columns ilo to ihi, but optionally applies

the transformations to all the rows and columns of the matrices

H_i, i = 1,...,p. The transformations can be optionally

accumulated.

Parameters

----------

job : {'E', 'S'}

Indicates whether the user wishes to compute the full

Schur form or the eigenvalues only, as follows:

= 'E': Compute the eigenvalues only;

= 'S': Compute the factors T_1, ..., T_p of the full

Schur form, T = T_1*T_2*...*T_p.

compz : {'N', 'I', 'V'}

Indicates whether or not the user wishes to accumulate

the matrices Z_1, ..., Z_p, as follows:

= 'N': The matrices Z_1, ..., Z_p are not required;

= 'I': Z_i is initialized to the unit matrix and the

orthogonal transformation matrix Z_i is returned,

i = 1, ..., p;

= 'V': Z_i must contain an orthogonal matrix Q_i on

entry, and the product Q_i*Z_i is returned,

i = 1, ..., p.

n : int

The order of the matrix H. n >= 0

ilo, ihi : int

It is assumed that all matrices H_j, j = 2, ..., p, are

already upper triangular in rows and columns [:ilo-1] and

[ihi:n], and H_1 is upper quasi-triangular in rows and

columns [:ilo-1] and [ihi:n], with H_1[ilo-1,ilo-2] = 0

(unless ilo = 1), and H_1[ihi,ihi-1] = 0 (unless ihi = n).

The routine works primarily with the Hessenberg submatrix

in rows and columns ilo to ihi, but applies the

transformations to all the rows and columns of the

matrices H_i, i = 1,...,p, if JOB = 'S'.

1 <= ilo <= max(1,n); min(ilo,n) <= ihi <= n.

iloz, ihiz : int

Specify the rows of Z to which the transformations must be

applied if compz = 'I' or compz = 'V'.

1 <= iloz <= ilo; ihi <= ihiz <= n.

H : ndarray

H[:n,:n,0] must contain the upper Hessenberg matrix H_1 and

H[:n,:n,j-1] for j > 1 must contain the upper triangular matrix

H_j, j = 2, ..., p.

Q : ndarray

If compz = 'V', Q[:n,:n,:p] must contain the current matrix Q of

transformations accumulated by SLICOT Library routine

MB03VY.

If compz = 'I', Q is ignored

ldwork : int, optinal

The length of the cache array. The default value is

ihi-ilo+p-1

Returns

-------

T : ndarray

3D array with the same shape as H.

If JOB = 'S', T[:n,:n,0] is upper quasi-triangular in rows

and columns [ilo-1:ihi], with any 2-by-2 diagonal blocks

corresponding to a pair of complex conjugated eigenvalues, and

T[:n,:n,j-1] for j > 1 contains the resulting upper

triangular matrix T_j.

If job = 'E', T is None

Z : ndarray

3D array with the same shape as Q.

If compz = 'V', or compz = 'I', the leading

N-by-N-by-P part of this array contains the transformation

matrices which produced the Schur form; the

transformations are applied only to the submatrices

Z[iloz-1:ihiz,ilo-1:ihi,j-1], j = 1, ..., p.

If compz = 'N', Z is None

W : ndarray (dtype=complex)

1D array with shape (n).

The computed eigenvalues ilo to ihi. If two eigenvalues

are computed as a complex conjugate pair, they are stored

in consecutive elements of W say the i-th and

(i+1)th, with imag(W][i]) > 0 and imag(W[i+1]) < 0.

If JOB = 'S', the eigenvalues are stored in the same order

as on the diagonal of the Schur form returned in H.

Raises

------

ValueError : e

e.info contains information about the exact type of exception

"""

hidden = ' (hidden by the wrapper)'

arg_list = ['job', 'compz', 'n', 'p' + hidden,

'ilo', 'ihi', 'iloz', 'ihiz',

'h', 'ldh1' + hidden, 'ldh2' + hidden,

'z', 'ldz1' + hidden, 'ldz2' + hidden,

'wr', 'wi',

'dwork' + hidden, 'ldwork', 'info' + hidden]

if not ldwork:

p = H.shape[2]

ldwork = max(1, ihi - ilo + p - 1)

T, Z, Wr, Wi, info = _wrapper.mb03wd(

job, compz, n, ilo, ihi, iloz, ihiz, H, Q, ldwork)

if info < 0:

e = ValueError(

"Argument '{}' had an illegal value".format(arg_list[-info-1]))

e.info = info

raise e

elif info > 0:

warnings.warn(("failed to compute all the eigenvalues {ilo} to {ihi} "

"in a total of 30*({ihi}-{ilo}+1) iterations "

"the elements {i}:{ihi} of Wr contain those "

"eigenvalues which have been successfully computed."

).format(i=info, ilo=ilo, ihi=ihi))

if job == 'E':

T = None

if compz == 'N':

Z = None

W = Wr + Wi*1J

return (T, Z, W)

def mb05md(a, delta, balanc='N'):

"""Ar, Vr, Yr, VAL = mb05md(a, delta, balanc='N')

Matrix exponential for a real non-defective matrix

To compute exp(A*delta) where A is a real N-by-N non-defective

matrix with real or complex eigenvalues and delta is a scalar

value. The routine also returns the eigenvalues and eigenvectors

of A as well as (if all eigenvalues are real) the matrix product

exp(Lambda*delta) times the inverse of the eigenvector matrix of

A, where Lambda is the diagonal matrix of eigenvalues.

Optionally, the routine computes a balancing transformation to

improve the conditioning of the eigenvalues and eigenvectors.

Required arguments:

A : input rank-2 array('d') with bounds (n,n)

Square matrix

delta : input 'd'

The scalar value delta of the problem.

Optional arguments:

balanc : input char*1

Indicates how the input matrix should be diagonally scaled

to improve the conditioning of its eigenvalues as follows:

= 'N': Do not diagonally scale;

= 'S': Diagonally scale the matrix, i.e. replace A by

D*A*D**(-1), where D is a diagonal matrix chosen

to make the rows and columns of A more equal in

norm. Do not permute.

Return objects:

Ar : output rank-2 array('d') with bounds (n,n)

Contains the solution matrix exp(A*delta)

Vr : output rank-2 array('d') with bounds (n,n)

Contains the eigenvector matrix for A. If the k-th

eigenvalue is real the k-th column of the eigenvector

matrix holds the eigenvector corresponding to the k-th

eigenvalue. Otherwise, the k-th and (k+1)-th eigenvalues

form a complex conjugate pair and the k-th and (k+1)-th

columns of the eigenvector matrix hold the real and

imaginary parts of the eigenvectors corresponding to these

eigenvalues as follows. If p and q denote the k-th and

(k+1)-th columns of the eigenvector matrix, respectively,

then the eigenvector corresponding to the complex

eigenvalue with positive (negative) imaginary value is

given by

p + q*j (p - q*j), where j^2 = -1.

Yr : output rank-2 array('d') with bounds (n,n)

contains an intermediate result for computing the matrix

exponential. Specifically, exp(A*delta) is obtained as the

product V*Y, where V is the matrix stored in the leading

N-by-N part of the array V. If all eigenvalues of A are

real, then the leading N-by-N part of this array contains

the matrix product exp(Lambda*delta) times the inverse of

the (right) eigenvector matrix of A, where Lambda is the

diagonal matrix of eigenvalues.

VAL : output rank-1 array('c') with bounds (n)

Contains the eigenvalues of the matrix A. The eigenvalues

are unordered except that complex conjugate pairs of values

appear consecutively with the eigenvalue having positive

imaginary part first.

"""

hidden = ' (hidden by the wrapper)'

arg_list = ['balanc', 'n', 'delta', 'a', 'lda'+hidden, 'v', 'ldv'+hidden,

'y', 'ldy'+hidden, 'valr', 'vali',

'iwork'+hidden, 'dwork'+hidden, 'ldwork'+hidden,

'info'+hidden]

n = min(a.shape)

(Ar, Vr, Yr, VALr, VALi, INFO) = _wrapper.mb05md(balanc=balanc,

n=n,

delta=delta,

a=a)

if INFO == 0:

if not all(VALi == 0):

VAL = VALr + 1J*VALi

else:

VAL = VALr

return (Ar, Vr, Yr, VAL)

elif INFO < 0:

error_text = "The following argument had an illegal value: " \

+ arg_list[-INFO-1]

elif INFO > 0 and INFO <= n:

error_text = "Incomplete eigenvalue calculation, missing %i eigenvalues" % INFO

elif INFO == n+1:

error_text = "Eigenvector matrix singular"

elif INFO == n+2:

error_text = "A matrix defective"

e = ValueError(error_text)

e.info = INFO

raise e

"""

from slycot import mb05nd

import numpy as np

a = np.mat('[-2. 0; 0.1 -3.]')

mb05nd(a.shape[0], a, 0.1)

"""

def mb05nd(a, delta, tol=1e-7):

"""F, H = mb05nd(n, a, delta, tol=1e-7)

To compute

(a) F(delta) = exp(A*delta) and

(b) H(delta) = Int[F(s) ds] from s = 0 to s = delta,

where A is a real N-by-N matrix and delta is a scalar value.

Required arguments:

A : input rank-2 array('d') with bounds (n,n)

Square matrix

delta : input 'd'

The scalar value delta of the problem.

tol : input 'd'

Tolerance. A good value is sqrt(eps)

Return objects:

F : exp(A*delta)

H : Int[F(s) ds] from s = 0 to s = delta,

"""

hidden = ' (hidden by the wrapper)'

arg_list = ['n', 'delta', 'a', 'lda'+hidden, 'ex', 'ldex'+hidden,

'exint', 'ldexin'+hidden, 'tol', 'iwork'+hidden,

'dwork'+hidden, 'ldwork'+hidden]

n = min(a.shape)

out = _wrapper.mb05nd(n=n, delta=delta, a=a, tol=tol)

if out[-1] == 0:

return out[:-1]

elif out[-1] < 0:

error_text = "The following argument had an illegal value: " \

+ arg_list[-out[-1]-1]

elif out[-1] == n+1:

error_text = "Delta too large"

e = ValueError(error_text)

e.info = out[-1]

raise e

# to be replaced by python wrappers

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