NAG Library Function Document

1Purpose

nag_trans_hessenberg_observer (g13ewc) reduces the matrix pair $\left(A,C\right)$ to lower or upper observer Hessenberg form using (and optionally accumulating) the unitary state-space transformations.

2Specification

 #include #include
 void nag_trans_hessenberg_observer (Integer n, Integer p, Nag_ObserverForm reduceto, double a[], Integer tda, double c[], Integer tdc, double u[], Integer tdu, NagError *fail)

3Description

nag_trans_hessenberg_observer (g13ewc) computes a unitary state-space transformation U, which reduces the matrix pair $\left(A,C\right)$ to give a compound matrix in one of the following observer Hessenberg forms:
 $n U A UT C UT = * . . . . . . * . . . . . . * . . . . . * . . . * * . . * . . . . * n p$
if ${\mathbf{reduceto}}=\mathrm{Nag_UH_Observer}$, or
 $n C UT U A UT = * . . . . * . . * * . . . * . . . . . * . . . . . . * . . . . . . * p n$
if ${\mathbf{reduceto}}=\mathrm{Nag_LH_Observer}$. If $p>n$, then the matrix $C{U}^{\mathrm{T}}$ is trapezoidal and if $p+1\ge n$, then the matrix $UA{U}^{\mathrm{T}}$ is full.
van Dooren P and Verhaegen M (1985) On the use of unitary state-space transformations. In: Contemporary Mathematics on Linear Algebra and its Role in Systems Theory 47 AMS, Providence

5Arguments

1:    $\mathbf{n}$IntegerInput
On entry: the actual state dimension, $n$, i.e., the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 1$.
2:    $\mathbf{p}$IntegerInput
On entry: the actual output dimension, $p$.
Constraint: ${\mathbf{p}}\ge 1$.
3:    $\mathbf{reduceto}$Nag_ObserverFormInput
On entry: indicates whether the matrix pair $\left(A,C\right)$ is to be reduced to upper or lower observer Hessenberg form
${\mathbf{reduceto}}=\mathrm{Nag_UH_Observer}$
Upper observer Hessenberg form).
${\mathbf{reduceto}}=\mathrm{Nag_LH_Observer}$
Lower observer Hessenberg form).
Constraint: ${\mathbf{reduceto}}=\mathrm{Nag_UH_Observer}$ or $\mathrm{Nag_LH_Observer}$.
4:    $\mathbf{a}\left[{\mathbf{n}}×{\mathbf{tda}}\right]$doubleInput/Output
Note: the $\left(i,j\right)$th element of the matrix $A$ is stored in ${\mathbf{a}}\left[\left(i-1\right)×{\mathbf{tda}}+j-1\right]$.
On entry: the leading $n$ by $n$ part of this array must contain the state transition matrix $A$ to be transformed.
On exit: the leading $n$ by $n$ part of this array contains the transformed state transition matrix $UA{U}^{\mathrm{T}}$.
5:    $\mathbf{tda}$IntegerInput
On entry: the stride separating matrix column elements in the array a.
Constraint: ${\mathbf{tda}}\ge {\mathbf{n}}$.
6:    $\mathbf{c}\left[{\mathbf{p}}×{\mathbf{tdc}}\right]$doubleInput/Output
Note: the $\left(i,j\right)$th element of the matrix $C$ is stored in ${\mathbf{c}}\left[\left(i-1\right)×{\mathbf{tdc}}+j-1\right]$.
On entry: the leading $p$ by $n$ part of this array must contain the output matrix $C$ to be transformed.
On exit: the leading $p$ by $n$ part of this array contains the transformed output matrix $C{U}^{\mathrm{T}}$.
7:    $\mathbf{tdc}$IntegerInput
On entry: the stride separating matrix column elements in the array c.
Constraint: ${\mathbf{tdc}}\ge {\mathbf{n}}$.
8:    $\mathbf{u}\left[{\mathbf{n}}×{\mathbf{tdu}}\right]$doubleInput/Output
Note: the $\left(i,j\right)$th element of the matrix $U$ is stored in ${\mathbf{u}}\left[\left(i-1\right)×{\mathbf{tdu}}+j-1\right]$.
On entry: if u is not NULL, then the leading $n$ by $n$ part of this array must contain either a transformation matrix (e.g., from a previous call to this function) or be initialized as the identity matrix. If this information is not to be input then u must be set to NULL.
On exit: if u is not NULL, then the leading $n$ by $n$ part of this array contains the product of the input matrix $U$ and the state-space transformation matrix which reduces the given pair to observer Hessenberg form.
9:    $\mathbf{tdu}$IntegerInput
On entry: the stride separating matrix column elements in the array u.
Constraint: ${\mathbf{tdu}}\ge {\mathbf{n}}$ if u is defined.
10:  $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6Error Indicators and Warnings

NE_2_INT_ARG_LT
On entry, ${\mathbf{tda}}=〈\mathit{\text{value}}〉$ while ${\mathbf{n}}=〈\mathit{\text{value}}〉$. These arguments must satisfy ${\mathbf{tda}}\ge {\mathbf{n}}$.
On entry ${\mathbf{tdc}}=〈\mathit{\text{value}}〉$ while ${\mathbf{n}}=〈\mathit{\text{value}}〉$. These arguments must satisfy ${\mathbf{tdc}}\ge {\mathbf{n}}$.
On entry ${\mathbf{tdu}}=〈\mathit{\text{value}}〉$ while ${\mathbf{n}}=〈\mathit{\text{value}}〉$. These arguments must satisfy ${\mathbf{tdu}}\ge {\mathbf{n}}$.
On entry, argument reduceto had an illegal value.
NE_INT_ARG_LT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 1$.
On entry, ${\mathbf{p}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{p}}\ge 1$.

7Accuracy

The algorithm is backward stable.

8Parallelism and Performance

nag_trans_hessenberg_observer (g13ewc) is not threaded in any implementation.

The algorithm requires $O\left(\left(n+m\right){n}^{2}\right)$ operations (see van Dooren and Verhaegen (1985)).

10Example

To reduce the matrix pair $\left(A,C\right)$ to upper observer Hessenberg form.

10.1Program Text

Program Text (g13ewce.c)

10.2Program Data

Program Data (g13ewce.d)

10.3Program Results

Program Results (g13ewce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017