AB09ID - SLICOT Library Routine Documentation

## AB09ID

### Frequency-weighted model reduction based on balancing techniques

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

      To compute a reduced order model (Ar,Br,Cr,Dr) for an original
      state-space representation (A,B,C,D) by using the frequency
      weighted square-root or balancing-free square-root
      Balance & Truncate (B&T) or Singular Perturbation Approximation
      (SPA) model reduction methods. The algorithm tries to minimize
      the norm of the frequency-weighted error

            ||V*(G-Gr)*W||

      where G and Gr are the transfer-function matrices of the original
      and reduced order models, respectively, and V and W are
      frequency-weighting transfer-function matrices. V and W must not
      have poles on the imaginary axis for a continuous-time
      system or on the unit circle for a discrete-time system.
      If G is unstable, only the ALPHA-stable part of G is reduced.
      In case of possible pole-zero cancellations in V*G and/or G*W,
      the absolute values of parameters ALPHAO and/or ALPHAC must be
      different from 1.

Specification

          SUBROUTINE AB09ID( DICO, JOBC, JOBO, JOB, WEIGHT, EQUIL, ORDSEL,
         $                   N, M, P, NV, PV, NW, MW, NR, ALPHA, ALPHAC,
         $                   ALPHAO, A, LDA, B, LDB, C, LDC, D, LDD,
         $                   AV, LDAV, BV, LDBV, CV, LDCV, DV, LDDV,
         $                   AW, LDAW, BW, LDBW, CW, LDCW, DW, LDDW,
         $                   NS, HSV, TOL1, TOL2, IWORK, DWORK, LDWORK,
         $                   IWARN, INFO )
    C     .. Scalar Arguments ..
          CHARACTER         DICO, EQUIL, JOB, JOBC, JOBO, ORDSEL, WEIGHT
          INTEGER           INFO, IWARN, LDA, LDAV, LDAW, LDB, LDBV, LDBW,
         $                  LDC, LDCV, LDCW, LDD, LDDV, LDDW, LDWORK, M, MW,
         $                  N, NR, NS, NV, NW, P, PV
          DOUBLE PRECISION  ALPHA, ALPHAC, ALPHAO, TOL1, TOL2
    C     .. Array Arguments ..
          INTEGER           IWORK(*)
          DOUBLE PRECISION  A(LDA,*), AV(LDAV,*), AW(LDAW,*),
         $                  B(LDB,*), BV(LDBV,*), BW(LDBW,*),
         $                  C(LDC,*), CV(LDCV,*), CW(LDCW,*),
         $                  D(LDD,*), DV(LDDV,*), DW(LDDW,*), DWORK(*),
         $                  HSV(*)

Arguments

Mode Parameters

      DICO    CHARACTER*1
              Specifies the type of the original system as follows:
              = 'C':  continuous-time system;
              = 'D':  discrete-time system.

      JOBC    CHARACTER*1
              Specifies the choice of frequency-weighted controllability
              Grammian as follows:
              = 'S': choice corresponding to a combination method [4]
                     of the approaches of Enns [1] and Lin-Chiu [2,3];
              = 'E': choice corresponding to the stability enhanced
                     modified combination method of [4].

      JOBO    CHARACTER*1
              Specifies the choice of frequency-weighted observability
              Grammian as follows:
              = 'S': choice corresponding to a combination method [4]
                     of the approaches of Enns [1] and Lin-Chiu [2,3];
              = 'E': choice corresponding to the stability enhanced
                     modified combination method of [4].

      JOB     CHARACTER*1
              Specifies the model reduction approach to be used
              as follows:
              = 'B':  use the square-root Balance & Truncate method;
              = 'F':  use the balancing-free square-root
                      Balance & Truncate method;
              = 'S':  use the square-root Singular Perturbation
                      Approximation method;
              = 'P':  use the balancing-free square-root
                      Singular Perturbation Approximation method.

      WEIGHT  CHARACTER*1
              Specifies the type of frequency weighting, as follows:
              = 'N':  no weightings are used (V = I, W = I);
              = 'L':  only left weighting V is used (W = I);
              = 'R':  only right weighting W is used (V = I);
              = 'B':  both left and right weightings V and W are used.

      EQUIL   CHARACTER*1
              Specifies whether the user wishes to preliminarily
              equilibrate the triplet (A,B,C) as follows:
              = 'S':  perform equilibration (scaling);
              = 'N':  do not perform equilibration.

      ORDSEL  CHARACTER*1
              Specifies the order selection method as follows:
              = 'F':  the resulting order NR is fixed;
              = 'A':  the resulting order NR is automatically determined
                      on basis of the given tolerance TOL1.

Input/Output Parameters

      N       (input) INTEGER
              The order of the original state-space representation,
              i.e., the order of the matrix A.  N >= 0.

      M       (input) INTEGER
              The number of system inputs.  M >= 0.

      P       (input) INTEGER
              The number of system outputs.  P >= 0.

      NV      (input) INTEGER
              The order of the matrix AV. Also the number of rows of
              the matrix BV and the number of columns of the matrix CV.
              NV represents the dimension of the state vector of the
              system with the transfer-function matrix V.  NV >= 0.

      PV      (input) INTEGER
              The number of rows of the matrices CV and DV.  PV >= 0.
              PV represents the dimension of the output vector of the
              system with the transfer-function matrix V.

      NW      (input) INTEGER
              The order of the matrix AW. Also the number of rows of
              the matrix BW and the number of columns of the matrix CW.
              NW represents the dimension of the state vector of the
              system with the transfer-function matrix W.  NW >= 0.

      MW      (input) INTEGER
              The number of columns of the matrices BW and DW.  MW >= 0.
              MW represents the dimension of the input vector of the
              system with the transfer-function matrix W.

      NR      (input/output) INTEGER
              On entry with ORDSEL = 'F', NR is the desired order of the
              resulting reduced order system.  0 <= NR <= N.
              On exit, if INFO = 0, NR is the order of the resulting
              reduced order model. For a system with NU ALPHA-unstable
              eigenvalues and NS ALPHA-stable eigenvalues (NU+NS = N),
              NR is set as follows: if ORDSEL = 'F', NR is equal to
              NU+MIN(MAX(0,NR-NU),NMIN), where NR is the desired order
              on entry, NMIN is the number of frequency-weighted Hankel
              singular values greater than NS*EPS*S1, EPS is the
              machine precision (see LAPACK Library Routine DLAMCH)
              and S1 is the largest Hankel singular value (computed
              in HSV(1)); NR can be further reduced to ensure
              HSV(NR-NU) > HSV(NR+1-NU);
              if ORDSEL = 'A', NR is the sum of NU and the number of
              Hankel singular values greater than MAX(TOL1,NS*EPS*S1).

      ALPHA   (input) DOUBLE PRECISION
              Specifies the ALPHA-stability boundary for the eigenvalues
              of the state dynamics matrix A. For a continuous-time
              system (DICO = 'C'), ALPHA <= 0 is the boundary value for
              the real parts of eigenvalues, while for a discrete-time
              system (DICO = 'D'), 0 <= ALPHA <= 1 represents the
              boundary value for the moduli of eigenvalues.
              The ALPHA-stability domain does not include the boundary.

      ALPHAC  (input) DOUBLE PRECISION
              Combination method parameter for defining the
              frequency-weighted controllability Grammian (see METHOD);
              ABS(ALPHAC) <= 1.

      ALPHAO  (input) DOUBLE PRECISION
              Combination method parameter for defining the
              frequency-weighted observability Grammian (see METHOD);
              ABS(ALPHAO) <= 1.

      A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the leading N-by-N part of this array must
              contain the state dynamics matrix A.
              On exit, if INFO = 0, the leading NR-by-NR part of this
              array contains the state dynamics matrix Ar of the
              reduced order system.
              The resulting A has a block-diagonal form with two blocks.
              For a system with NU ALPHA-unstable eigenvalues and
              NS ALPHA-stable eigenvalues (NU+NS = N), the leading
              NU-by-NU block contains the unreduced part of A
              corresponding to ALPHA-unstable eigenvalues.
              The trailing (NR+NS-N)-by-(NR+NS-N) block contains
              the reduced part of A corresponding to ALPHA-stable
              eigenvalues.

      LDA     INTEGER
              The leading dimension of array A.  LDA >= 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 original input/state matrix B.
              On exit, if INFO = 0, the leading NR-by-M part of this
              array contains the input/state matrix Br of the reduced
              order system.

      LDB     INTEGER
              The leading dimension of 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 original state/output matrix C.
              On exit, if INFO = 0, the leading P-by-NR part of this
              array contains the state/output matrix Cr of the reduced
              order system.

      LDC     INTEGER
              The leading dimension of array C.  LDC >= MAX(1,P).

      D       (input/output) DOUBLE PRECISION array, dimension (LDD,M)
              On entry, the leading P-by-M part of this array must
              contain the original input/output matrix D.
              On exit, if INFO = 0, the leading P-by-M part of this
              array contains the input/output matrix Dr of the reduced
              order system.

      LDD     INTEGER
              The leading dimension of array D.  LDD >= MAX(1,P).

      AV      (input/output) DOUBLE PRECISION array, dimension (LDAV,NV)
              On entry, if WEIGHT = 'L' or 'B', the leading NV-by-NV
              part of this array must contain the state matrix AV of
              the system with the transfer-function matrix V.
              On exit, if WEIGHT = 'L' or 'B', MIN(N,M,P) > 0 and
              INFO = 0, the leading NVR-by-NVR part of this array
              contains the state matrix of a minimal realization of V
              in a real Schur form. NVR is returned in IWORK(2).
              AV is not referenced if WEIGHT = 'R' or 'N',
              or MIN(N,M,P) = 0.

      LDAV    INTEGER
              The leading dimension of array AV.
              LDAV >= MAX(1,NV), if WEIGHT = 'L' or 'B';
              LDAV >= 1,         if WEIGHT = 'R' or 'N'.

      BV      (input/output) DOUBLE PRECISION array, dimension (LDBV,P)
              On entry, if WEIGHT = 'L' or 'B', the leading NV-by-P part
              of this array must contain the input matrix BV of the
              system with the transfer-function matrix V.
              On exit, if WEIGHT = 'L' or 'B', MIN(N,M,P) > 0 and
              INFO = 0, the leading NVR-by-P part of this array contains
              the input matrix of a minimal realization of V.
              BV is not referenced if WEIGHT = 'R' or 'N',
              or MIN(N,M,P) = 0.

      LDBV    INTEGER
              The leading dimension of array BV.
              LDBV >= MAX(1,NV), if WEIGHT = 'L' or 'B';
              LDBV >= 1,         if WEIGHT = 'R' or 'N'.

      CV      (input/output) DOUBLE PRECISION array, dimension (LDCV,NV)
              On entry, if WEIGHT = 'L' or 'B', the leading PV-by-NV
              part of this array must contain the output matrix CV of
              the system with the transfer-function matrix V.
              On exit, if WEIGHT = 'L' or 'B', MIN(N,M,P) > 0 and
              INFO = 0, the leading PV-by-NVR part of this array
              contains the output matrix of a minimal realization of V.
              CV is not referenced if WEIGHT = 'R' or 'N',
              or MIN(N,M,P) = 0.

      LDCV    INTEGER
              The leading dimension of array CV.
              LDCV >= MAX(1,PV), if WEIGHT = 'L' or 'B';
              LDCV >= 1,         if WEIGHT = 'R' or 'N'.

      DV      (input) DOUBLE PRECISION array, dimension (LDDV,P)
              If WEIGHT = 'L' or 'B', the leading PV-by-P part of this
              array must contain the feedthrough matrix DV of the system
              with the transfer-function matrix V.
              DV is not referenced if WEIGHT = 'R' or 'N',
              or MIN(N,M,P) = 0.

      LDDV    INTEGER
              The leading dimension of array DV.
              LDDV >= MAX(1,PV), if WEIGHT = 'L' or 'B';
              LDDV >= 1,         if WEIGHT = 'R' or 'N'.

      AW      (input/output) DOUBLE PRECISION array, dimension (LDAW,NW)
              On entry, if WEIGHT = 'R' or 'B', the leading NW-by-NW
              part of this array must contain the state matrix AW of
              the system with the transfer-function matrix W.
              On exit, if WEIGHT = 'R' or 'B', MIN(N,M,P) > 0 and
              INFO = 0, the leading NWR-by-NWR part of this array
              contains the state matrix of a minimal realization of W
              in a real Schur form. NWR is returned in IWORK(3).
              AW is not referenced if WEIGHT = 'L' or 'N',
              or MIN(N,M,P) = 0.

      LDAW    INTEGER
              The leading dimension of array AW.
              LDAW >= MAX(1,NW), if WEIGHT = 'R' or 'B';
              LDAW >= 1,         if WEIGHT = 'L' or 'N'.

      BW      (input/output) DOUBLE PRECISION array, dimension (LDBW,MW)
              On entry, if WEIGHT = 'R' or 'B', the leading NW-by-MW
              part of this array must contain the input matrix BW of the
              system with the transfer-function matrix W.
              On exit, if WEIGHT = 'R' or 'B', MIN(N,M,P) > 0 and
              INFO = 0, the leading NWR-by-MW part of this array
              contains the input matrix of a minimal realization of W.
              BW is not referenced if WEIGHT = 'L' or 'N',
              or MIN(N,M,P) = 0.

      LDBW    INTEGER
              The leading dimension of array BW.
              LDBW >= MAX(1,NW), if WEIGHT = 'R' or 'B';
              LDBW >= 1,         if WEIGHT = 'L' or 'N'.

      CW      (input/output) DOUBLE PRECISION array, dimension (LDCW,NW)
              On entry, if WEIGHT = 'R' or 'B', the leading M-by-NW part
              of this array must contain the output matrix CW of the
              system with the transfer-function matrix W.
              On exit, if WEIGHT = 'R' or 'B', MIN(N,M,P) > 0 and
              INFO = 0, the leading M-by-NWR part of this array contains
              the output matrix of a minimal realization of W.
              CW is not referenced if WEIGHT = 'L' or 'N',
              or MIN(N,M,P) = 0.

      LDCW    INTEGER
              The leading dimension of array CW.
              LDCW >= MAX(1,M), if WEIGHT = 'R' or 'B';
              LDCW >= 1,        if WEIGHT = 'L' or 'N'.

      DW      (input) DOUBLE PRECISION array, dimension (LDDW,MW)
              If WEIGHT = 'R' or 'B', the leading M-by-MW part of this
              array must contain the feedthrough matrix DW of the system
              with the transfer-function matrix W.
              DW is not referenced if WEIGHT = 'L' or 'N',
              or MIN(N,M,P) = 0.

      LDDW    INTEGER
              The leading dimension of array DW.
              LDDW >= MAX(1,M), if WEIGHT = 'R' or 'B';
              LDDW >= 1,        if WEIGHT = 'L' or 'N'.

      NS      (output) INTEGER
              The dimension of the ALPHA-stable subsystem.

      HSV     (output) DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the leading NS elements of this array contain
              the frequency-weighted Hankel singular values, ordered
              decreasingly, of the ALPHA-stable part of the original
              system.

Tolerances

      TOL1    DOUBLE PRECISION
              If ORDSEL = 'A', TOL1 contains the tolerance for
              determining the order of reduced system.
              For model reduction, the recommended value is
              TOL1 = c*S1, where c is a constant in the
              interval [0.00001,0.001], and S1 is the largest
              frequency-weighted Hankel singular value of the
              ALPHA-stable part of the original system (computed
              in HSV(1)).
              If TOL1 <= 0 on entry, the used default value is
              TOL1 = NS*EPS*S1, where NS is the number of
              ALPHA-stable eigenvalues of A and EPS is the machine
              precision (see LAPACK Library Routine DLAMCH).
              If ORDSEL = 'F', the value of TOL1 is ignored.

      TOL2    DOUBLE PRECISION
              The tolerance for determining the order of a minimal
              realization of the ALPHA-stable part of the given system.
              The recommended value is TOL2 = NS*EPS*S1.
              This value is used by default if TOL2 <= 0 on entry.
              If TOL2 > 0 and ORDSEL = 'A', then TOL2 <= TOL1.

Workspace

      IWORK   INTEGER array, dimension
              ( MAX( 3, LIWRK1, LIWRK2, LIWRK3 ) ), where
              LIWRK1 = 0,             if JOB = 'B';
              LIWRK1 = N,             if JOB = 'F';
              LIWRK1 = 2*N,           if JOB = 'S' or 'P';
              LIWRK2 = 0,             if WEIGHT = 'R' or 'N' or  NV = 0;
              LIWRK2 = NV+MAX(P,PV),  if WEIGHT = 'L' or 'B' and NV > 0;
              LIWRK3 = 0,             if WEIGHT = 'L' or 'N' or  NW = 0;
              LIWRK3 = NW+MAX(M,MW),  if WEIGHT = 'R' or 'B' and NW > 0.
              On exit, if INFO = 0, IWORK(1) contains the order of a
              minimal realization of the stable part of the system,
              IWORK(2) and IWORK(3) contain the actual orders
              of the state space realizations of V and W, respectively.

      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 >= MAX( LMINL, LMINR, LRCF,
                             2*N*N + MAX( 1, LLEFT, LRIGHT, 2*N*N+5*N,
                                          N*MAX(M,P) ) ),
              where
              LMINL  = 0, if WEIGHT = 'R' or 'N' or NV = 0; otherwise,
              LMINL  = MAX(LLCF,NV+MAX(NV,3*P))           if P =  PV;
              LMINL  = MAX(P,PV)*(2*NV+MAX(P,PV))+
                       MAX(LLCF,NV+MAX(NV,3*P,3*PV))      if P <> PV;
              LRCF   = 0, and
              LMINR  = 0, if WEIGHT = 'L' or 'N' or NW = 0; otherwise,
              LMINR  = NW+MAX(NW,3*M)                     if M =  MW;
              LMINR  = 2*NW*MAX(M,MW)+NW+MAX(NW,3*M,3*MW) if M <> MW;
              LLCF   = PV*(NV+PV)+PV*NV+MAX(NV*(NV+5), PV*(PV+2),
                                            4*PV, 4*P);
              LRCF   = MW*(NW+MW)+MAX(NW*(NW+5),MW*(MW+2),4*MW,4*M)
              LLEFT  = (N+NV)*(N+NV+MAX(N+NV,PV)+5)
                               if WEIGHT = 'L' or 'B' and PV > 0;
              LLEFT  = N*(P+5) if WEIGHT = 'R' or 'N' or  PV = 0;
              LRIGHT = (N+NW)*(N+NW+MAX(N+NW,MW)+5)
                               if WEIGHT = 'R' or 'B' and MW > 0;
              LRIGHT = N*(M+5) if WEIGHT = 'L' or 'N' or  MW = 0.
              For optimum performance LDWORK should be larger.

Warning Indicator

      IWARN   INTEGER
              = 0:  no warning;
              = 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.
              = 10+K:  K violations of the numerical stability condition
                    occured during the assignment of eigenvalues in the
                    SLICOT Library routines SB08CD and/or SB08DD.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value;
              = 1:  the computation of the ordered real Schur form of A
                    failed;
              = 2:  the separation of the ALPHA-stable/unstable
                    diagonal blocks failed because of very close
                    eigenvalues;
              = 3:  the reduction to a real Schur form of the state
                    matrix of a minimal realization of V failed;
              = 4:  a failure was detected during the ordering of the
                    real Schur form of the state matrix of a minimal
                    realization of V or in the iterative process to
                    compute a left coprime factorization with inner
                    denominator;
              = 5:  if DICO = 'C' and the matrix AV has an observable
                    eigenvalue on the imaginary axis, or DICO = 'D' and
                    AV has an observable eigenvalue on the unit circle;
              = 6:  the reduction to a real Schur form of the state
                    matrix of a minimal realization of W failed;
              = 7:  a failure was detected during the ordering of the
                    real Schur form of the state matrix of a minimal
                    realization of W or in the iterative process to
                    compute a right coprime factorization with inner
                    denominator;
              = 8:  if DICO = 'C' and the matrix AW has a controllable
                    eigenvalue on the imaginary axis, or DICO = 'D' and
                    AW has a controllable eigenvalue on the unit circle;
              = 9:  the computation of eigenvalues failed;
              = 10: the computation of Hankel singular values failed.

Method

      Let G be the transfer-function matrix of the original
      linear system

           d[x(t)] = Ax(t) + Bu(t)
           y(t)    = Cx(t) + Du(t),                          (1)

      where d[x(t)] is dx(t)/dt for a continuous-time system and x(t+1)
      for a discrete-time system. The subroutine AB09ID determines
      the matrices of a reduced order system

           d[z(t)] = Ar*z(t) + Br*u(t)
           yr(t)   = Cr*z(t) + Dr*u(t),                      (2)

      such that the corresponding transfer-function matrix Gr minimizes
      the norm of the frequency-weighted error

              V*(G-Gr)*W,                                    (3)

      where V and W are transfer-function matrices without poles on the
      imaginary axis in continuous-time case or on the unit circle in
      discrete-time case.

      The following procedure is used to reduce G:

      1) Decompose additively G, of order N, as

           G = G1 + G2,

         such that G1 = (A1,B1,C1,D) has only ALPHA-stable poles and
         G2 = (A2,B2,C2,0), of order NU, has only ALPHA-unstable poles.

      2) Compute for G1 a B&T or SPA frequency-weighted approximation
         G1r of order NR-NU using the combination method or the
         modified combination method of [4].

      3) Assemble the reduced model Gr as

            Gr = G1r + G2.

      For the frequency-weighted reduction of the ALPHA-stable part,
      several methods described in [4] can be employed in conjunction
      with the combination method and modified combination method
      proposed in [4].

      If JOB = 'B', the square-root B&T method is used.
      If JOB = 'F', the balancing-free square-root version of the
      B&T method is used.
      If JOB = 'S', the square-root version of the SPA method is used.
      If JOB = 'P', the balancing-free square-root version of the
      SPA method is used.

      For each of these methods, left and right truncation matrices
      are determined using the Cholesky factors of an input
      frequency-weighted controllability Grammian P and an output
      frequency-weighted observability Grammian Q.
      P and Q are computed from the controllability Grammian Pi of G*W
      and the observability Grammian Qo of V*G. Using special
      realizations of G*W and V*G, Pi and Qo are computed in the
      partitioned forms

            Pi = ( P11  P12 )   and    Qo = ( Q11  Q12 ) ,
                 ( P12' P22 )               ( Q12' Q22 )

      where P11 and Q11 are the leading N-by-N parts of Pi and Qo,
      respectively. Let P0 and Q0 be non-negative definite matrices
      defined below
                                         -1
             P0 = P11 - ALPHAC**2*P12*P22 *P21 ,
                                         -1
             Q0 = Q11 - ALPHAO**2*Q12*Q22 *Q21.

      The frequency-weighted controllability and observability
      Grammians, P and Q, respectively, are defined as follows:
      P = P0 if JOBC = 'S' (standard combination method [4]);
      P = P1 >= P0 if JOBC = 'E', where P1 is the controllability
      Grammian defined to enforce stability for a modified combination
      method of [4];
      Q = Q0 if JOBO = 'S' (standard combination method [4]);
      Q = Q1 >= Q0 if JOBO = 'E', where Q1 is the observability
      Grammian defined to enforce stability for a modified combination
      method of [4].

      If JOBC = JOBO = 'S' and ALPHAC = ALPHAO = 0, the choice of
      Grammians corresponds to the method of Enns [1], while if
      ALPHAC = ALPHAO = 1, the choice of Grammians corresponds
      to the method of Lin and Chiu [2,3].

      If JOBC = 'S' and ALPHAC = 1, no pole-zero cancellations must
      occur in G*W. If JOBO = 'S' and ALPHAO = 1, no pole-zero
      cancellations must occur in V*G. The presence of pole-zero
      cancellations leads to meaningless results and must be avoided.

      The frequency-weighted Hankel singular values HSV(1), ....,
      HSV(N) are computed as the square roots of the eigenvalues
      of the product P*Q.

References

      [1] Enns, D.
          Model reduction with balanced realizations: An error bound
          and a frequency weighted generalization.
          Proc. 23-th CDC, Las Vegas, pp. 127-132, 1984.

      [2] Lin, C.-A. and Chiu, T.-Y.
          Model reduction via frequency-weighted balanced realization.
          Control Theory and Advanced Technology, vol. 8,
          pp. 341-351, 1992.

      [3] Sreeram, V., Anderson, B.D.O and Madievski, A.G.
          New results on frequency weighted balanced reduction
          technique.
          Proc. ACC, Seattle, Washington, pp. 4004-4009, 1995.

      [4] Varga, A. and Anderson, B.D.O.
          Square-root balancing-free methods for the frequency-weighted
          balancing related model reduction.
          (report in preparation)

Numerical Aspects

      The implemented methods rely on accuracy enhancing square-root
      techniques.

Further Comments

      None

Example

Program Text

    *     AB09ID EXAMPLE PROGRAM TEXT
    *     Copyright (c) 2002-2010 NICONET e.V.
    *
    *     .. Parameters ..
          INTEGER          NIN, NOUT
          PARAMETER        ( NIN = 5, NOUT = 6 )
          INTEGER          MMAX, MWMAX, NMAX, NVMAX, NWMAX, PMAX, PVMAX
          PARAMETER        ( MMAX = 20, MWMAX = 20,
         $                   NMAX = 20, NVMAX = 20, NWMAX = 20,
         $                   PMAX = 20, PVMAX = 20 )
          INTEGER          LDA, LDAV, LDAW, LDB, LDBV, LDBW,
         $                 LDC, LDCV, LDCW, LDD, LDDV, LDDW
          PARAMETER        ( LDA = NMAX, LDAV = NVMAX, LDAW = NWMAX,
         $                   LDB = NMAX, LDBV = NVMAX, LDBW = NWMAX,
         $                   LDC = PMAX, LDCV = PVMAX, LDCW = MMAX,
         $                   LDD = PMAX, LDDV = PVMAX, LDDW = MMAX )
          INTEGER          LIWORK
          PARAMETER        ( LIWORK = MAX( 2*NMAX,
         $                                 NVMAX + MAX( PMAX, PVMAX ),
         $                                 NWMAX + MAX( MMAX, MWMAX ) ) )
          INTEGER          LDW1, LDW2, LDW3, LDW4, LDW5, LDW6, LDW7, LDW8,
         $                 LDWORK
          PARAMETER        ( LDW1 = NMAX + NVMAX, LDW2 = NMAX + NWMAX,
         $                   LDW3 = MAX( LDW1*( LDW1 + MAX( LDW1, PVMAX ) +
         $                               5 ), NMAX*( PMAX + 5 ) ),
         $                   LDW4 = MAX( LDW2*( LDW2 + MAX( LDW2, MWMAX ) +
         $                               5 ), NMAX*( MMAX + 5 ) ),
         $                   LDW5 = PVMAX*( NVMAX + PVMAX ) + PVMAX*NVMAX +
         $                          MAX( NVMAX*( NVMAX + 5 ), 4*PVMAX,
         $                               PVMAX*( PVMAX + 2 ), 4*PMAX ),
         $                   LDW6 = MAX( PMAX, PVMAX )*( 2*NVMAX +
         $                               MAX( PMAX, PVMAX ) ) +
         $                               MAX( LDW5, NVMAX +
         $                                    MAX( NVMAX, 3*PMAX, 3*PVMAX )
         $                                       ),
         $                   LDW7 = MAX( NWMAX + MAX( NWMAX, 3*MMAX ),
         $                               2*NWMAX*MAX( MMAX, MWMAX ) +
         $                               NWMAX + MAX( NWMAX, 3*MMAX,
         $                                                   3*MWMAX ) ),
         $                   LDW8 = MWMAX*( NWMAX + MWMAX ) +
         $                          MAX( NWMAX*( NWMAX + 5 ), 4*MWMAX,
         $                               MWMAX*( MWMAX + 2 ), 4*MMAX ) )
          PARAMETER        ( LDWORK = MAX( LDW6, LDW7, LDW8,
         $                                 2*NMAX*NMAX +
         $                                   MAX( 1, LDW3, LDW4,
         $                                        2*NMAX*NMAX + 5*NMAX,
         $                                        NMAX*MAX( MMAX, PMAX ) ) )
         $                  )
    *     .. Local Scalars ..
          LOGICAL          LEFTW, RIGHTW
          DOUBLE PRECISION ALPHA, ALPHAC, ALPHAO, TOL1, TOL2
          INTEGER          I, INFO, IWARN, J, M, MW, N, NR, NS, NV, NW, P,
         $                 PV
          CHARACTER*1      DICO, EQUIL, JOB, JOBC, JOBO, ORDSEL, WEIGHT
    *     .. Local Arrays ..
          DOUBLE PRECISION A(LDA,NMAX), AV(LDAV,NVMAX), AW(LDAW,NWMAX),
         $                 B(LDB,MMAX), BV(LDBV,PMAX),  BW(LDBW,MWMAX),
         $                 C(LDC,NMAX), CV(LDCV,NVMAX), CW(LDCW,NWMAX),
         $                 D(LDD,MMAX), DV(LDDV,PMAX),  DW(LDDW,MWMAX),
         $                 DWORK(LDWORK), HSV(NMAX)
          INTEGER          IWORK(LIWORK)
    *     .. External Functions ..
          LOGICAL          LSAME
          EXTERNAL         LSAME
    *     .. External Subroutines ..
          EXTERNAL         AB09ID
    *     .. Intrinsic Functions ..
          INTRINSIC        MAX
    *     .. 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, NV, PV, NW, MW, NR,
         $                      ALPHA, ALPHAC, ALPHAO, TOL1, TOL2,
         $                      DICO, JOBC, JOBO, JOB, WEIGHT,
         $                      EQUIL, ORDSEL
          LEFTW  = LSAME( WEIGHT, 'L' ) .OR. LSAME( WEIGHT, 'B' )
          RIGHTW = LSAME( WEIGHT, 'R' ) .OR. LSAME( WEIGHT, 'B' )
          IF( N.LE.0 .OR. N.GT.NMAX ) THEN
             WRITE ( NOUT, FMT = 99990 ) N
          ELSE
             READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
             IF( M.LE.0 .OR. M.GT.MMAX ) THEN
                WRITE ( NOUT, FMT = 99989 ) M
             ELSE
                READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1, N )
                IF( P.LE.0 .OR. P.GT.PMAX ) THEN
                   WRITE ( NOUT, FMT = 99988 ) P
                ELSE
                   READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P )
                   READ ( NIN, FMT = * ) ( ( D(I,J), J = 1,M ), I = 1,P )
                   IF( LEFTW ) THEN
                      IF( NV.LT.0 .OR. NV.GT.NVMAX ) THEN
                         WRITE ( NOUT, FMT = 99986 ) NV
                      ELSE
                         IF( NV.GT.0 ) THEN
                            READ ( NIN, FMT = * )
         $                    ( ( AV(I,J), J = 1,NV ), I = 1,NV )
                            READ ( NIN, FMT = * )
         $                    ( ( BV(I,J), J = 1,P ),  I = 1,NV )
                            IF( PV.LE.0 .OR. PV.GT.PVMAX ) THEN
                               WRITE ( NOUT, FMT = 99985 ) PV
                            ELSE
                               READ ( NIN, FMT = * )
         $                       ( ( CV(I,J), J = 1,NV ), I = 1,PV )
                            END IF
                         END IF
                         IF( PV.LE.0 .OR. PV.GT.PVMAX ) THEN
                            WRITE ( NOUT, FMT = 99985 ) PV
                         ELSE
                            READ ( NIN, FMT = * )
         $                    ( ( DV(I,J), J = 1,P ), I = 1,PV )
                         END IF
                      END IF
                   END IF
                   IF( RIGHTW ) THEN
                      IF( NW.LT.0 .OR. NW.GT.NWMAX ) THEN
                         WRITE ( NOUT, FMT = 99984 ) NW
                      ELSE
                         IF( NW.GT.0 ) THEN
                            READ ( NIN, FMT = * )
         $                    ( ( AW(I,J), J = 1,NW ), I = 1,NW )
                            IF( MW.LE.0 .OR. MW.GT.MWMAX ) THEN
                               WRITE ( NOUT, FMT = 99983 ) MW
                            ELSE
                               READ ( NIN, FMT = * )
         $                       ( ( BW(I,J), J = 1,MW ), I = 1,NW )
                            END IF
                            READ ( NIN, FMT = * )
         $                    ( ( CW(I,J), J = 1,NW ), I = 1,M )
                         END IF
                         IF( MW.LE.0 .OR. MW.GT.MWMAX ) THEN
                            WRITE ( NOUT, FMT = 99983 ) MW
                         ELSE
                            READ ( NIN, FMT = * )
         $                     ( ( DW(I,J), J = 1,MW ), I = 1,M )
                         END IF
                      END IF
                   END IF
    *              Find a reduced ssr for (A,B,C,D).
                   CALL AB09ID( DICO, JOBC, JOBO, JOB, WEIGHT, EQUIL,
         $                      ORDSEL, N, M, P, NV, PV, NW, MW, NR, ALPHA,
         $                      ALPHAC, ALPHAO, A, LDA, B, LDB, C, LDC, D,
         $                      LDD, AV, LDAV, BV, LDBV, CV, LDCV, DV, LDDV,
         $                      AW, LDAW, BW, LDBW, CW, LDCW, DW, LDDW,
         $                      NS, HSV, TOL1, TOL2, IWORK, DWORK, LDWORK,
         $                      IWARN, INFO )
    *
                   IF ( INFO.NE.0 ) THEN
                      WRITE ( NOUT, FMT = 99998 ) INFO
                   ELSE
                      IF( IWARN.NE.0) WRITE ( NOUT, FMT = 99982 ) IWARN
                      WRITE ( NOUT, FMT = 99997 ) NR
                      WRITE ( NOUT, FMT = 99987 )
                      WRITE ( NOUT, FMT = 99995 ) ( HSV(J), J = 1, NS )
                      IF( NR.GT.0 ) WRITE ( NOUT, FMT = 99996 )
                      DO 20 I = 1, NR
                         WRITE ( NOUT, FMT = 99995 ) ( A(I,J), J = 1,NR )
       20             CONTINUE
                      IF( NR.GT.0 ) WRITE ( NOUT, FMT = 99993 )
                      DO 40 I = 1, NR
                         WRITE ( NOUT, FMT = 99995 ) ( B(I,J), J = 1,M )
       40             CONTINUE
                      IF( NR.GT.0 ) WRITE ( NOUT, FMT = 99992 )
                      DO 60 I = 1, P
                         WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,NR )
       60             CONTINUE
                      WRITE ( NOUT, FMT = 99991 )
                      DO 70 I = 1, P
                         WRITE ( NOUT, FMT = 99995 ) ( D(I,J), J = 1,M )
       70             CONTINUE
                   END IF
                END IF
             END IF
          END IF
          STOP
    *
    99999 FORMAT (' AB09ID EXAMPLE PROGRAM RESULTS',/1X)
    99998 FORMAT (' INFO on exit from AB09ID = ',I2)
    99997 FORMAT (/' The order of reduced model = ',I2)
    99996 FORMAT (/' The reduced state dynamics matrix Ar is ')
    99995 FORMAT (20(1X,F8.4))
    99993 FORMAT (/' The reduced input/state matrix Br is ')
    99992 FORMAT (/' The reduced state/output matrix Cr is ')
    99991 FORMAT (/' The reduced input/output matrix Dr is ')
    99990 FORMAT (/' N is out of range.',/' N = ',I5)
    99989 FORMAT (/' M is out of range.',/' M = ',I5)
    99988 FORMAT (/' P is out of range.',/' P = ',I5)
    99987 FORMAT (/' The Hankel singular values of weighted ALPHA-stable',
         $         ' part are')
    99986 FORMAT (/' NV is out of range.',/' NV = ',I5)
    99985 FORMAT (/' PV is out of range.',/' PV = ',I5)
    99984 FORMAT (/' NW is out of range.',/' NW = ',I5)
    99983 FORMAT (/' MW is out of range.',/' MW = ',I5)
    99982 FORMAT (' IWARN on exit from AB09ID = ',I2)
          END

Program Data

     AB09ID EXAMPLE PROGRAM DATA (Continuous system)
      3  1  1   6  1  0  0   2   0.0  0.0  0.0 0.1E0  0.0    C   S  S   F   L  S  F
      -26.4000    6.4023    4.3868
       32.0000         0         0
             0    8.0000         0
        16
         0
         0
        9.2994    1.1624    0.1090
         0
       -1.0000         0    4.0000   -9.2994   -1.1624   -0.1090
             0    2.0000         0   -9.2994   -1.1624   -0.1090
             0         0   -3.0000   -9.2994   -1.1624   -0.1090
       16.0000   16.0000   16.0000  -26.4000    6.4023    4.3868
             0         0         0   32.0000         0         0
             0         0         0         0    8.0000         0
         1
         1
         1
         0
         0
         0
         1     1     1     0     0     0
         0

Program Results

     AB09ID EXAMPLE PROGRAM RESULTS

     The order of reduced model =  2

     The Hankel singular values of weighted ALPHA-stable part are
       3.8253   0.2005

     The reduced state dynamics matrix Ar is
       9.1900   0.0000
       0.0000 -34.5297

     The reduced input/state matrix Br is
      11.9593
      16.9329

     The reduced state/output matrix Cr is
       2.8955   6.9152

     The reduced input/output matrix Dr is
       0.0000

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