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/*
Copyright (C) 2011 Lukas F. Reichlin
This file is part of LTI Syncope.
LTI Syncope is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
LTI Syncope 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 LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
Model reduction based on balanced stochastic truncation method.
Uses SLICOT AB09HD by courtesy of NICONET e.V.
<http://www.slicot.org>
Author: Lukas Reichlin <lukas.reichlin@gmail.com>
Created: October 2011
Version: 0.1
*/
#include <octave/oct.h>
#include <f77-fcn.h>
#include "common.cc"
extern "C"
{
int F77_FUNC (ab09hd, AB09HD)
(char& DICO, char& JOB, char& EQUIL, char& ORDSEL,
int& N, int& M, int& P,
int& NR,
double& ALPHA, double& BETA,
double* A, int& LDA,
double* B, int& LDB,
double* C, int& LDC,
double* D, int& LDD,
int& NS,
double* HSV,
double& TOL1, double& TOL2,
int* IWORK,
double* DWORK, int& LDWORK,
bool* BWORK,
int& IWARN, int& INFO);
}
DEFUN_DLD (slab09hd, args, nargout,
"-*- texinfo -*-\n\
Slicot AB09HD Release 5.0\n\
No argument checking.\n\
For internal use only.")
{
int nargin = args.length ();
octave_value_list retval;
if (nargin != 13)
{
print_usage ();
}
else
{
// arguments in
char dico;
char job;
char equil;
char ordsel;
Matrix a = args(0).matrix_value ();
Matrix b = args(1).matrix_value ();
Matrix c = args(2).matrix_value ();
Matrix d = args(3).matrix_value ();
const int idico = args(4).int_value ();
const int iequil = args(5).int_value ();
const int ijob = args(6).int_value ();
int nr = args(7).int_value ();
const int iordsel = args(8).int_value ();
double alpha = args(9).double_value ();
double beta = args(10).double_value ();
double tol1 = args(11).double_value ();
double tol2 = args(12).double_value ();
switch (ijob)
{
case 0:
job = 'B';
break;
case 1:
job = 'F';
break;
case 2:
job = 'S';
break;
case 3:
job = 'P';
break;
default:
error ("slab09hd: argument job invalid");
}
if (idico == 0)
dico = 'C';
else
dico = 'D';
if (iequil == 0)
equil = 'S';
else
equil = 'N';
if (iordsel == 0)
ordsel = 'F';
else
ordsel = 'A';
int n = a.rows (); // n: number of states
int m = b.columns (); // m: number of inputs
int p = c.rows (); // p: number of outputs
int lda = max (1, n);
int ldb = max (1, n);
int ldc = max (1, p);
int ldd = max (1, p);
// arguments out
int ns;
ColumnVector hsv (n);
// workspace
int liwork = max (1, 2*n);
int mb;
if (beta == 0)
mb = m;
else
mb = m + p;
int ldwork = 2*n*n + mb*(n+p)
+ max (2, n*(max (n,mb,p)+5), 2*n*p + max (p*(mb+2), 10*n*(n+1)));
OCTAVE_LOCAL_BUFFER (int, iwork, liwork);
OCTAVE_LOCAL_BUFFER (double, dwork, ldwork);
OCTAVE_LOCAL_BUFFER (bool, bwork, 2*n);
// error indicators
int iwarn = 0;
int info = 0;
// SLICOT routine AB09HD
F77_XFCN (ab09hd, AB09HD,
(dico, job, equil, ordsel,
n, m, p,
nr,
alpha, beta,
a.fortran_vec (), lda,
b.fortran_vec (), ldb,
c.fortran_vec (), ldc,
d.fortran_vec (), ldd,
ns,
hsv.fortran_vec (),
tol1, tol2,
iwork,
dwork, ldwork,
bwork,
iwarn, info));
if (f77_exception_encountered)
error ("bstmodred: exception in SLICOT subroutine AB09HD");
static const char* err_msg[] = {
"0: OK",
"1: the computation of the ordered real Schur form of A "
"failed",
"2: the reduction of the Hamiltonian matrix to real "
"Schur form failed",
"3: the reordering of the real Schur form of the "
"Hamiltonian matrix failed",
"4: the Hamiltonian matrix has less than N stable "
"eigenvalues",
"5: the coefficient matrix U11 in the linear system "
"X*U11 = U21 to determine X is singular to working "
"precision",
"6: BETA = 0 and D has not a maximal row rank",
"7: the computation of Hankel singular values failed",
"8: the separation of the ALPHA-stable/unstable diagonal "
"blocks failed because of very close eigenvalues",
"9: the resulting order of reduced stable part is less "
"than the number of unstable zeros of the stable "
"part"};
static const char* warn_msg[] = {
"0: OK",
"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 corresponds "
"to repeated singular values for the ALPHA-stable "
"part, which are neither all included nor all "
"excluded from the reduced model; in this case, the "
"resulting NR is automatically decreased to exclude "
"all repeated singular values.",
"3: 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."};
error_msg ("bstmodred", info, 9, err_msg);
warning_msg ("bstmodred", iwarn, 3, warn_msg);
// resize
a.resize (nr, nr);
b.resize (nr, m);
c.resize (p, nr);
hsv.resize (ns);
// return values
retval(0) = a;
retval(1) = b;
retval(2) = c;
retval(3) = d;
retval(4) = octave_value (nr);
retval(5) = hsv;
retval(6) = octave_value (ns);
}
return retval;
}