**Purpose**

To compute orthogonal transformation matrices Q and Z which reduce the regular pole pencil A-lambda*E of the descriptor system (A-lambda*E,B,C) to the form (if JOB = 'F') ( Af * ) ( Ef * ) Q'*A*Z = ( ) , Q'*E*Z = ( ) , (1) ( 0 Ai ) ( 0 Ei ) or to the form (if JOB = 'I') ( Ai * ) ( Ei * ) Q'*A*Z = ( ) , Q'*E*Z = ( ) , (2) ( 0 Af ) ( 0 Ef ) where the pair (Af,Ef) is in a generalized real Schur form, with Ef nonsingular and upper triangular and Af in real Schur form. The subpencil Af-lambda*Ef contains the finite eigenvalues. The pair (Ai,Ei) is in a generalized real Schur form with both Ai and Ei upper triangular. The subpencil Ai-lambda*Ei, with Ai nonsingular and Ei nilpotent contains the infinite eigenvalues and is in a block staircase form (see METHOD).

SUBROUTINE TG01MD( JOB, N, M, P, A, LDA, E, LDE, B, LDB, C, LDC, $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, NF, ND, $ NIBLCK, IBLCK, TOL, IWORK, DWORK, LDWORK, $ INFO ) C .. Scalar Arguments .. CHARACTER JOB INTEGER INFO, LDA, LDB, LDC, LDE, LDQ, LDWORK, LDZ, M, $ N, ND, NF, NIBLCK, P DOUBLE PRECISION TOL C .. Array Arguments .. INTEGER IBLCK( * ), IWORK(*) DOUBLE PRECISION A(LDA,*), ALPHAI(*), ALPHAR(*), B(LDB,*), $ BETA(*), C(LDC,*), DWORK(*), E(LDE,*), $ Q(LDQ,*), Z(LDZ,*)

**Mode Parameters**

JOB CHARACTER*1 = 'F': perform the finite-infinite separation; = 'I': perform the infinite-finite separation.

N (input) INTEGER The number of rows of the matrix B, the number of columns of the matrix C and the order of the square matrices A and E. N >= 0. M (input) INTEGER The number of columns of the matrix B. M >= 0. P (input) INTEGER The number of rows of the matrix C. P >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the leading N-by-N part of this array must contain the N-by-N state matrix A. On exit, the leading N-by-N part of this array contains the transformed state matrix Q'*A*Z in the form ( Af * ) ( Ai * ) ( ) for JOB = 'F', or ( ) for JOB = 'I', ( 0 Ai ) ( 0 Af ) where Af is an NF-by-NF matrix in real Schur form, and Ai is an (N-NF)-by-(N-NF) nonsingular and upper triangular matrix. Ai has a block structure as in (3) or (4), where A0,0 is ND-by-ND and Ai,i , for i = 1, ..., NIBLCK, is IBLCK(i)-by-IBLCK(i). (See METHOD.) LDA INTEGER The leading dimension of the array A. LDA >= MAX(1,N). E (input/output) DOUBLE PRECISION array, dimension (LDE,N) On entry, the leading N-by-N part of this array must contain the N-by-N descriptor matrix E. On exit, the leading N-by-N part of this array contains the transformed descriptor matrix Q'*E*Z in the form ( Ef * ) ( Ei * ) ( ) for JOB = 'F', or ( ) for JOB = 'I', ( 0 Ei ) ( 0 Ef ) where Ef is an NF-by-NF nonsingular and upper triangular matrix, and Ei is an (N-NF)-by-(N-NF) nilpotent matrix in an upper triangular block form as in (3) or (4). LDE INTEGER The leading dimension of the array E. LDE >= 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 N-by-M input matrix B. On exit, the leading N-by-M part of this array contains the transformed input matrix Q'*B. LDB INTEGER The leading dimension of the 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 state/output matrix C. On exit, the leading P-by-N part of this array contains the transformed matrix C*Z. LDC INTEGER The leading dimension of the array C. LDC >= MAX(1,P). ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAR(1:NF) will be set to the real parts of the diagonal elements of Af that would result from reducing A and E to the Schur form, and then further reducing both of them to triangular form using unitary transformations, subject to having the diagonal of E positive real. Thus, if Af(j,j) is in a 1-by-1 block (i.e., Af(j+1,j) = Af(j,j+1) = 0), then ALPHAR(j) = Af(j,j). Note that the (real or complex) values (ALPHAR(j) + i*ALPHAI(j))/BETA(j), j=1,...,NF, are the finite generalized eigenvalues of the matrix pencil A - lambda*E. ALPHAI (output) DOUBLE PRECISION array, dimension (N) ALPHAI(1:NF) will be set to the imaginary parts of the diagonal elements of Af that would result from reducing A and E to Schur form, and then further reducing both of them to triangular form using unitary transformations, subject to having the diagonal of E positive real. Thus, if Af(j,j) is in a 1-by-1 block (see above), then ALPHAI(j) = 0. Note that the (real or complex) values (ALPHAR(j) + i*ALPHAI(j))/BETA(j), j=1,...,NF, are the finite generalized eigenvalues of the matrix pencil A - lambda*E. BETA (output) DOUBLE PRECISION array, dimension (N) BETA(1:NF) will be set to the (real) diagonal elements of Ef that would result from reducing A and E to Schur form, and then further reducing both of them to triangular form using unitary transformations, subject to having the diagonal of E positive real. Thus, if Af(j,j) is in a 1-by-1 block (see above), then BETA(j) = Ef(j,j). Note that the (real or complex) values (ALPHAR(j) + i*ALPHAI(j))/BETA(j), j=1,...,NF, are the finite generalized eigenvalues of the matrix pencil A - lambda*E. Q (output) DOUBLE PRECISION array, dimension (LDQ,N) The leading N-by-N part of this array contains the orthogonal matrix Q, which is the accumulated product of the transformations applied to A, E, and B on the left. LDQ INTEGER The leading dimension of the array Q. LDQ >= MAX(1,N). Z (output) DOUBLE PRECISION array, dimension (LDZ,N) The leading N-by-N part of this array contains the orthogonal matrix Z, which is the accumulated product of the transformations applied to A, E, and C on the right. LDZ INTEGER The leading dimension of the array Z. LDZ >= MAX(1,N). NF (output) INTEGER The order of the reduced matrices Af and Ef; also, the number of finite generalized eigenvalues of the pencil A-lambda*E. ND (output) INTEGER The number of non-dynamic infinite eigenvalues of the matrix pair (A,E). Note: N-ND is the rank of the matrix E. NIBLCK (output) INTEGER If ND > 0, the number of infinite blocks minus one. If ND = 0, then NIBLCK = 0. IBLCK (output) INTEGER array, dimension (N) IBLCK(i) contains the dimension of the i-th block in the staircase form (3), where i = 1,2,...,NIBLCK.

TOL DOUBLE PRECISION A tolerance used in rank decisions to determine the effective rank, which is defined as the order of the largest leading (or trailing) triangular submatrix in the QR factorization with column pivoting whose estimated condition number is less than 1/TOL. If the user sets TOL <= 0, then an implicitly computed, default tolerance TOLDEF = N**2*EPS, is used instead, where EPS is the machine precision (see LAPACK Library routine DLAMCH). TOL < 1.

IWORK INTEGER array, dimension (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 >= 1, and if N > 0, LDWORK >= 4*N. If LDWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the DWORK array, returns this value as the first entry of the DWORK array, and no error message related to LDWORK is issued by XERBLA.

INFO INTEGER = 0: successful exit; < 0: if INFO = -i, the i-th argument had an illegal value; = 1: the pencil A-lambda*E is not regular; = 2: the QZ iteration did not converge.

For the separation of infinite structure, the reduction algorithm of [1] is employed. If JOB = 'F', the matrices Ai and Ei have the form ( A0,0 A0,k ... A0,1 ) ( 0 E0,k ... E0,1 ) Ai = ( 0 Ak,k ... Ak,1 ) , Ei = ( 0 0 ... Ek,1 ) ; (3) ( : : . : ) ( : : . : ) ( 0 0 ... A1,1 ) ( 0 0 ... 0 ) if JOB = 'I' the matrices Ai and Ei have the form ( A1,1 ... A1,k A1,0 ) ( 0 ... E1,k E1,0 ) Ai = ( : . : : ) , Ei = ( : . : : ) , (4) ( : ... Ak,k Ak,0 ) ( : ... 0 Ek,0 ) ( 0 ... 0 A0,0 ) ( 0 ... 0 0 ) where Ai,i, for i = 0, 1, ..., k, are nonsingular upper triangular matrices. A0,0 corresponds to the non-dynamic infinite modes of the system.

[1] Misra, P., Van Dooren, P., and Varga, A. Computation of structural invariants of generalized state-space systems. Automatica, 30, pp. 1921-1936, 1994.

The algorithm is numerically backward stable and requires 0( N**3 ) floating point operations.

The number of infinite poles is computed as NIBLCK NINFP = Sum IBLCK(i) = N - ND - NF. i=1 The multiplicities of infinite poles can be computed as follows: there are IBLCK(k)-IBLCK(k+1) infinite poles of multiplicity k, for k = 1, ..., NIBLCK, where IBLCK(NIBLCK+1) = 0. Note that each infinite pole of multiplicity k corresponds to an infinite eigenvalue of multiplicity k+1.

**Program Text**

* TG01MD EXAMPLE PROGRAM TEXT * Copyright (c) 2002-2017 NICONET e.V. * * .. Parameters .. INTEGER NIN, NOUT PARAMETER ( NIN = 5, NOUT = 6 ) INTEGER NMAX, MMAX, PMAX PARAMETER ( NMAX = 20, MMAX = 20, PMAX = 20 ) INTEGER LDA, LDB, LDC, LDE, LDQ, LDZ PARAMETER ( LDA = NMAX, LDB = NMAX, LDC = PMAX, $ LDE = NMAX, LDQ = NMAX, LDZ = NMAX ) INTEGER LDWORK PARAMETER ( LDWORK = 4*NMAX ) * .. Local Scalars .. CHARACTER*1 JOB INTEGER I, INFO, J, M, N, ND, NF, NIBLCK, P DOUBLE PRECISION TOL * .. Local Arrays .. INTEGER IBLCK(NMAX), IWORK(NMAX) DOUBLE PRECISION A(LDA,NMAX), ALPHAI(NMAX), ALPHAR(NMAX), $ B(LDB,MMAX), BETA(NMAX), C(LDC,NMAX), $ DWORK(LDWORK), E(LDE,NMAX), Q(LDQ,NMAX), $ Z(LDZ,NMAX) * .. External Subroutines .. EXTERNAL TG01MD * .. Intrinsic Functions .. INTRINSIC DCMPLX * .. 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, JOB, TOL IF ( N.LT.0 .OR. N.GT.NMAX ) THEN WRITE ( NOUT, FMT = 99988 ) N ELSE READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N ) READ ( NIN, FMT = * ) ( ( E(I,J), J = 1,N ), I = 1,N ) IF ( M.LT.0 .OR. M.GT.MMAX ) THEN WRITE ( NOUT, FMT = 99987 ) M ELSE READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1,N ) IF ( P.LT.0 .OR. P.GT.PMAX ) THEN WRITE ( NOUT, FMT = 99986 ) P ELSE READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P ) * Find the reduced descriptor system * (A-lambda E,B,C). CALL TG01MD( JOB, N, M, P, A, LDA, E, LDE, B, LDB, C, $ LDC, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, $ NF, ND, NIBLCK, IBLCK, TOL, IWORK, DWORK, $ LDWORK, INFO ) * IF ( INFO.NE.0 ) THEN WRITE ( NOUT, FMT = 99998 ) INFO ELSE WRITE ( NOUT, FMT = 99994 ) NF, ND WRITE ( NOUT, FMT = 99989 ) NIBLCK + 1 IF ( NIBLCK.GT.0 ) THEN WRITE ( NOUT, FMT = 99985 ) $ ( IBLCK(I), I = 1, NIBLCK ) END IF WRITE ( NOUT, FMT = 99997 ) DO 10 I = 1, N WRITE ( NOUT, FMT = 99995 ) ( A(I,J), J = 1,N ) 10 CONTINUE WRITE ( NOUT, FMT = 99996 ) DO 20 I = 1, N WRITE ( NOUT, FMT = 99995 ) ( E(I,J), J = 1,N ) 20 CONTINUE WRITE ( NOUT, FMT = 99993 ) DO 30 I = 1, N WRITE ( NOUT, FMT = 99995 ) ( B(I,J), J = 1,M ) 30 CONTINUE WRITE ( NOUT, FMT = 99992 ) DO 40 I = 1, P WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,N ) 40 CONTINUE WRITE ( NOUT, FMT = 99991 ) DO 50 I = 1, N WRITE ( NOUT, FMT = 99995 ) ( Q(I,J), J = 1,N ) 50 CONTINUE WRITE ( NOUT, FMT = 99990 ) DO 60 I = 1, N WRITE ( NOUT, FMT = 99995 ) ( Z(I,J), J = 1,N ) 60 CONTINUE WRITE ( NOUT, FMT = 99985 ) DO 70 I = 1, NF WRITE ( NOUT, FMT = 99984 ) $ DCMPLX( ALPHAR(I), ALPHAI(I) )/BETA(I) 70 CONTINUE END IF END IF END IF END IF STOP * 99999 FORMAT (' TG01MD EXAMPLE PROGRAM RESULTS',/1X) 99998 FORMAT (' INFO on exit from TG01MD = ',I2) 99997 FORMAT (/' The transformed state dynamics matrix Q''*A*Z is ') 99996 FORMAT (/' The transformed descriptor matrix Q''*E*Z is ') 99995 FORMAT (20(1X,F8.4)) 99994 FORMAT (' Order of reduced system =', I5/ $ ' Number of non-dynamic infinite eigenvalues =', I5) 99993 FORMAT (/' The transformed input/state matrix Q''*B is ') 99992 FORMAT (/' The transformed state/output matrix C*Z is ') 99991 FORMAT (/' The left transformation matrix Q is ') 99990 FORMAT (/' The right transformation matrix Z is ') 99989 FORMAT ( ' Number of infinite blocks = ',I5) 99988 FORMAT (/' N is out of range.',/' N = ',I5) 99987 FORMAT (/' M is out of range.',/' M = ',I5) 99986 FORMAT (/' P is out of range.',/' P = ',I5) 99985 FORMAT (/' The finite generalized eigenvalues are '/ $ ' real part imag part ') 99984 FORMAT (1X,F9.4,SP,F9.4,S,'i ') END

TG01MD EXAMPLE PROGRAM DATA 4 2 2 F 0.0 -1 0 0 3 0 0 1 2 1 1 0 4 0 0 0 0 1 2 0 0 0 1 0 1 3 9 6 3 0 0 2 0 1 0 0 0 0 1 1 1 -1 0 1 0 0 1 -1 1

TG01MD EXAMPLE PROGRAM RESULTS Order of reduced system = 3 Number of non-dynamic infinite eigenvalues = 1 Number of infinite blocks = 1 The transformed state dynamics matrix Q'*A*Z is 1.2803 -2.3613 -0.9025 -3.9982 0.0000 -0.5796 0.8504 0.4350 0.0000 0.0000 0.0000 1.5770 0.0000 0.0000 0.0000 2.2913 The transformed descriptor matrix Q'*E*Z is 9.3142 -4.1463 5.4026 -2.3944 0.0000 0.1594 0.1212 -1.0948 0.0000 0.0000 2.3524 -0.6008 0.0000 0.0000 0.0000 0.0000 The transformed input/state matrix Q'*B is -0.2089 -0.9712 0.6948 -0.0647 -0.4336 -0.9538 1.1339 0.3780 The transformed state/output matrix C*Z is -0.0469 -0.9391 -0.8847 0.5774 -1.0697 0.3620 1.1795 0.5774 The left transformation matrix Q is -0.2089 0.6948 0.3902 0.5669 -0.1148 -0.7163 0.3902 0.5669 -0.9712 -0.0647 -0.1301 -0.1890 0.0000 0.0000 -0.8238 0.5669 The right transformation matrix Z is 0.0469 0.9391 -0.0843 -0.3299 -0.9962 0.0189 -0.0211 -0.0825 0.0000 -0.0000 -0.9689 0.2474 -0.0735 0.3432 0.2317 0.9073 The finite generalized eigenvalues are real part imag part 0.1375 +0.0000i -3.6375 +0.0000i 0.0000 +0.0000i