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SUBROUTINE AB8NXZ( N, M, P, RO, SIGMA, SVLMAX, ABCD, LDABCD,
$ NINFZ, INFZ, KRONL, MU, NU, NKROL, TOL, IWORK,
$ DWORK, ZWORK, LZWORK, 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 extract from the (N+P)-by-(M+N) system
C ( B A )
C ( D C )
C an (NU+MU)-by-(M+NU) "reduced" system
C ( B' A')
C ( D' C')
C having the same transmission zeros but with D' of full row rank.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C N (input) INTEGER
C The number of state variables. 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 RO (input/output) INTEGER
C On entry,
C = P for the original system;
C = MAX(P-M, 0) for the pertransposed system.
C On exit, RO contains the last computed rank.
C
C SIGMA (input/output) INTEGER
C On entry,
C = 0 for the original system;
C = M for the pertransposed system.
C On exit, SIGMA contains the last computed value sigma in
C the algorithm.
C
C SVLMAX (input) DOUBLE PRECISION
C During each reduction step, the rank-revealing QR
C factorization of a matrix stops when the estimated minimum
C singular value is smaller than TOL * MAX(SVLMAX,EMSV),
C where EMSV is the estimated maximum singular value.
C SVLMAX >= 0.
C
C ABCD (input/output) COMPLEX*16 array, dimension (LDABCD,M+N)
C On entry, the leading (N+P)-by-(M+N) part of this array
C must contain the compound input matrix of the system.
C On exit, the leading (NU+MU)-by-(M+NU) part of this array
C contains the reduced compound input matrix of the system.
C
C LDABCD INTEGER
C The leading dimension of array ABCD.
C LDABCD >= MAX(1,N+P).
C
C NINFZ (input/output) INTEGER
C On entry, the currently computed number of infinite zeros.
C It should be initialized to zero on the first call.
C NINFZ >= 0.
C On exit, the number of infinite zeros.
C
C INFZ (input/output) INTEGER array, dimension (N)
C On entry, INFZ(i) must contain the current number of
C infinite zeros of degree i, where i = 1,2,...,N, found in
C the previous call(s) of the routine. It should be
C initialized to zero on the first call.
C On exit, INFZ(i) contains the number of infinite zeros of
C degree i, where i = 1,2,...,N.
C
C KRONL (input/output) INTEGER array, dimension (N+1)
C On entry, this array must contain the currently computed
C left Kronecker (row) indices found in the previous call(s)
C of the routine. It should be initialized to zero on the
C first call.
C On exit, the leading NKROL elements of this array contain
C the left Kronecker (row) indices.
C
C MU (output) INTEGER
C The normal rank of the transfer function matrix of the
C original system.
C
C NU (output) INTEGER
C The dimension of the reduced system matrix and the number
C of (finite) invariant zeros if D' is invertible.
C
C NKROL (output) INTEGER
C The number of left Kronecker indices.
C
C Tolerances
C
C TOL DOUBLE PRECISION
C A tolerance used in rank decisions to determine the
C effective rank, which is defined as the order of the
C largest leading (or trailing) triangular submatrix in the
C QR (or RQ) factorization with column (or row) pivoting
C whose estimated condition number is less than 1/TOL.
C NOTE that when SVLMAX > 0, the estimated ranks could be
C less than those defined above (see SVLMAX).
C
C Workspace
C
C IWORK INTEGER array, dimension (MAX(M,P))
C
C DWORK DOUBLE PRECISION array, dimension (2*MAX(M,P))
C
C ZWORK COMPLEX*16 array, dimension (LZWORK)
C On exit, if INFO = 0, ZWORK(1) returns the optimal value
C of LZWORK.
C
C LZWORK INTEGER
C The length of the array ZWORK.
C LZWORK >= MAX( 1, MIN(P,M) + MAX(3*M-1,N),
C MIN(P,N) + MAX(3*P-1,N+P,N+M) ).
C For optimum performance LZWORK should be larger.
C
C If LZWORK = -1, then a workspace query is assumed;
C the routine only calculates the optimal size of the
C ZWORK array, returns this value as the first entry of
C the ZWORK array, and no error message related to LZWORK
C is issued by XERBLA.
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 REFERENCES
C
C [1] Svaricek, F.
C Computation of the Structural Invariants of Linear
C Multivariable Systems with an Extended Version of
C the Program ZEROS.
C System & Control Letters, 6, pp. 261-266, 1985.
C
C [2] Emami-Naeini, A. and Van Dooren, P.
C Computation of Zeros of Linear Multivariable Systems.
C Automatica, 18, pp. 415-430, 1982.
C
C NUMERICAL ASPECTS
C
C The algorithm is backward stable.
C
C CONTRIBUTOR
C
C V. Sima, Katholieke Univ. Leuven, Belgium, Nov. 1996.
C Complex version: V. Sima, Research Institute for Informatics,
C Bucharest, Nov. 2008 with suggestions from P. Gahinet,
C The MathWorks.
C
C REVISIONS
C
C V. Sima, Research Institute for Informatics, Bucharest, Apr. 2009.
C
C KEYWORDS
C
C Generalized eigenvalue problem, Kronecker indices, multivariable
C system, unitary transformation, structural invariant.
C
C ******************************************************************
C
C .. Parameters ..
COMPLEX*16 ZERO
PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
DOUBLE PRECISION DZERO
PARAMETER ( DZERO = 0.0D0 )
C .. Scalar Arguments ..
INTEGER INFO, LDABCD, LZWORK, M, MU, N, NINFZ, NKROL,
$ NU, P, RO, SIGMA
DOUBLE PRECISION SVLMAX, TOL
C .. Array Arguments ..
INTEGER INFZ(*), IWORK(*), KRONL(*)
COMPLEX*16 ABCD(LDABCD,*), ZWORK(*)
DOUBLE PRECISION DWORK(*)
C .. Local Scalars ..
LOGICAL LQUERY
INTEGER I1, IK, IROW, ITAU, IZ, JWORK, MM1, MNTAU, MNU,
$ MPM, NB, NP, RANK, RO1, TAU, WRKOPT
COMPLEX*16 TC, TCCONJ
C .. Local Arrays ..
DOUBLE PRECISION SVAL(3)
C .. External Functions ..
INTEGER ILAENV
EXTERNAL ILAENV
C .. External Subroutines ..
EXTERNAL MB3OYZ, MB3PYZ, XERBLA, ZLAPMT, ZLARFG, ZLASET,
$ SLCT_ZLATZM, ZUNMQR, ZUNMRQ
C .. Intrinsic Functions ..
INTRINSIC DCONJG, INT, MAX, MIN
C .. Executable Statements ..
C
NP = N + P
MPM = MIN( P, M )
INFO = 0
LQUERY = ( LZWORK.EQ.-1 )
C
C Test the input scalar arguments.
C
IF( N.LT.0 ) THEN
INFO = -1
ELSE IF( M.LT.0 ) THEN
INFO = -2
ELSE IF( P.LT.0 ) THEN
INFO = -3
ELSE IF( RO.NE.P .AND. RO.NE.MAX( P-M, 0 ) ) THEN
INFO = -4
ELSE IF( SIGMA.NE.0 .AND. SIGMA.NE.M ) THEN
INFO = -5
ELSE IF( SVLMAX.LT.DZERO ) THEN
INFO = -6
ELSE IF( LDABCD.LT.MAX( 1, NP ) ) THEN
INFO = -8
ELSE IF( NINFZ.LT.0 ) THEN
INFO = -9
ELSE
JWORK = MAX( 1, MPM + MAX( 3*M - 1, N ),
$ MIN( P, N ) + MAX( 3*P - 1, NP, N+M ) )
IF( LQUERY ) THEN
IF( M.GT.0 ) THEN
NB = MIN( 64, ILAENV( 1, 'ZUNMQR', 'LC', P, N, MPM,
$ -1 ) )
WRKOPT = MAX( JWORK, MPM + MAX( 1, N )*NB )
ELSE
WRKOPT = JWORK
END IF
NB = MIN( 64, ILAENV( 1, 'ZUNMRQ', 'RC', NP, N, MIN( P, N ),
$ -1 ) )
WRKOPT = MAX( WRKOPT, MIN( P, N ) + MAX( 1, NP )*NB )
NB = MIN( 64, ILAENV( 1, 'ZUNMRQ', 'LN', N, M+N,
$ MIN( P, N ), -1 ) )
WRKOPT = MAX( WRKOPT, MIN( P, N ) + MAX( 1, M+N )*NB )
ELSE IF( LZWORK.LT.JWORK ) THEN
INFO = -19
END IF
END IF
C
IF ( INFO.NE.0 ) THEN
C
C Error return.
C
CALL XERBLA( 'AB8NXZ', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
ZWORK(1) = WRKOPT
RETURN
END IF
C
MU = P
NU = N
C
IZ = 0
IK = 1
MM1 = M + 1
ITAU = 1
NKROL = 0
WRKOPT = 1
C
C Main reduction loop:
C
C M NU M NU
C NU [ B A ] NU [ B A ]
C MU [ D C ] --> SIGMA [ RD C1 ] (SIGMA = rank(D) =
C TAU [ 0 C2 ] row size of RD)
C
C M NU-RO RO
C NU-RO [ B1 A11 A12 ]
C --> RO [ B2 A21 A22 ] (RO = rank(C2) =
C SIGMA [ RD C11 C12 ] col size of LC)
C TAU [ 0 0 LC ]
C
C M NU-RO
C NU-RO [ B1 A11 ] NU := NU - RO
C [----------] MU := RO + SIGMA
C --> RO [ B2 A21 ] D := [B2;RD]
C SIGMA [ RD C11 ] C := [A21;C11]
C
20 IF ( MU.EQ.0 )
$ GO TO 80
C
C (Note: Comments in the code beginning "xWorkspace:", where x is
C I, D, or C, describe the minimal amount of integer, real and
C complex workspace needed at that point in the code, respectively,
C as well as the preferred amount for good performance.)
C
RO1 = RO
MNU = M + NU
IF ( M.GT.0 ) THEN
IF ( SIGMA.NE.0 ) THEN
IROW = NU + 1
C
C Compress rows of D. First exploit triangular shape.
C CWorkspace: need M+N-1.
C
DO 40 I1 = 1, SIGMA
CALL ZLARFG( RO+1, ABCD(IROW,I1), ABCD(IROW+1,I1), 1,
$ TC )
C RvP 170623 slicot-specific ZLATZM
TCCONJ = DCONJG( TC )
CALL SLCT_ZLATZM( 'L', RO+1, MNU-I1, ABCD(IROW+1,I1), 1,
$ DCONJG( TC ), ABCD(IROW,I1+1),
$ ABCD(IROW+1,I1+1), LDABCD, ZWORK )
IROW = IROW + 1
40 CONTINUE
CALL ZLASET( 'Lower', RO+SIGMA-1, SIGMA, ZERO, ZERO,
$ ABCD(NU+2,1), LDABCD )
END IF
C
C Continue with Householder with column pivoting.
C
C The rank of D is the number of (estimated) singular values
C that are greater than TOL * MAX(SVLMAX,EMSV). This number
C includes the singular values of the first SIGMA columns.
C IWorkspace: need M;
C RWorkspace: need 2*M;
C CWorkspace: need min(RO1,M) + 3*M - 1. RO1 <= P.
C
IF ( SIGMA.LT.M ) THEN
JWORK = ITAU + MIN( RO1, M )
I1 = SIGMA + 1
IROW = NU + I1
CALL MB3OYZ( RO1, M-SIGMA, ABCD(IROW,I1), LDABCD, TOL,
$ SVLMAX, RANK, SVAL, IWORK, ZWORK(ITAU), DWORK,
$ ZWORK(JWORK), INFO )
WRKOPT = MAX( WRKOPT, JWORK + 3*M - 2 )
C
C Apply the column permutations to matrices B and part of D.
C
CALL ZLAPMT( .TRUE., NU+SIGMA, M-SIGMA, ABCD(1,I1), LDABCD,
$ IWORK )
C
IF ( RANK.GT.0 ) THEN
C
C Apply the Householder transformations to the submatrix C.
C CWorkspace: need min(RO1,M) + NU;
C prefer min(RO1,M) + NU*NB.
C
CALL ZUNMQR( 'Left', 'Conjugate', RO1, NU, RANK,
$ ABCD(IROW,I1), LDABCD, ZWORK(ITAU),
$ ABCD(IROW,MM1), LDABCD, ZWORK(JWORK),
$ LZWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( ZWORK(JWORK) ) + JWORK - 1 )
IF ( RO1.GT.1 )
$ CALL ZLASET( 'Lower', RO1-1, MIN( RO1-1, RANK ), ZERO,
$ ZERO, ABCD(IROW+1,I1), LDABCD )
RO1 = RO1 - RANK
END IF
END IF
END IF
C
TAU = RO1
SIGMA = MU - TAU
C
C Determination of the orders of the infinite zeros.
C
IF ( IZ.GT.0 ) THEN
INFZ(IZ) = INFZ(IZ) + RO - TAU
NINFZ = NINFZ + IZ*( RO - TAU )
END IF
IF ( RO1.EQ.0 )
$ GO TO 80
IZ = IZ + 1
C
IF ( NU.LE.0 ) THEN
MU = SIGMA
NU = 0
RO = 0
ELSE
C
C Compress the columns of C2 using RQ factorization with row
C pivoting, P * C2 = R * Q.
C
I1 = NU + SIGMA + 1
MNTAU = MIN( TAU, NU )
JWORK = ITAU + MNTAU
C
C The rank of C2 is the number of (estimated) singular values
C greater than TOL * MAX(SVLMAX,EMSV).
C IWorkspace: need TAU;
C RWorkspace: need 2*TAU;
C CWorkspace: need min(TAU,NU) + 3*TAU - 1.
C
CALL MB3PYZ( TAU, NU, ABCD(I1,MM1), LDABCD, TOL, SVLMAX, RANK,
$ SVAL, IWORK, ZWORK(ITAU), DWORK, ZWORK(JWORK),
$ INFO )
WRKOPT = MAX( WRKOPT, JWORK + 3*TAU - 1 )
IF ( RANK.GT.0 ) THEN
IROW = I1 + TAU - RANK
C
C Apply Q' to the first NU columns of [A; C1] from the right.
C CWorkspace: need min(TAU,NU) + NU + SIGMA; SIGMA <= P;
C prefer min(TAU,NU) + (NU + SIGMA)*NB.
C
CALL ZUNMRQ( 'Right', 'ConjTranspose', I1-1, NU, RANK,
$ ABCD(IROW,MM1), LDABCD, ZWORK(MNTAU-RANK+1),
$ ABCD(1,MM1), LDABCD, ZWORK(JWORK),
$ LZWORK-JWORK+1, INFO )
WRKOPT = MAX( WRKOPT, INT( ZWORK(JWORK) ) + JWORK - 1 )
C
C Apply Q to the first NU rows and M + NU columns of [ B A ]
C from the left.
C CWorkspace: need min(TAU,NU) + M + NU;
C prefer min(TAU,NU) + (M + NU)*NB.
C
CALL ZUNMRQ( 'Left', 'NoTranspose', NU, MNU, RANK,
$ ABCD(IROW,MM1), LDABCD, ZWORK(MNTAU-RANK+1),
$ ABCD, LDABCD, ZWORK(JWORK), LZWORK-JWORK+1,
$ INFO )
WRKOPT = MAX( WRKOPT, INT( ZWORK(JWORK) ) + JWORK - 1 )
C
CALL ZLASET( 'Full', RANK, NU-RANK, ZERO, ZERO,
$ ABCD(IROW,MM1), LDABCD )
IF ( RANK.GT.1 )
$ CALL ZLASET( 'Lower', RANK-1, RANK-1, ZERO, ZERO,
$ ABCD(IROW+1,MM1+NU-RANK), LDABCD )
END IF
C
RO = RANK
END IF
C
C Determine the left Kronecker indices (row indices).
C
KRONL(IK) = KRONL(IK) + TAU - RO
NKROL = NKROL + KRONL(IK)
IK = IK + 1
C
C C and D are updated to [A21 ; C11] and [B2 ; RD].
C
NU = NU - RO
MU = SIGMA + RO
IF ( RO.NE.0 )
$ GO TO 20
C
80 CONTINUE
ZWORK(1) = WRKOPT
RETURN
C *** Last line of AB8NXZ ***
END