NAG Library Function Document

nag_trans_hessenberg_observer (g13ewc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     n – IntegerInput

On entry: the actual state dimension, $n$, i.e., the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 1$.

2:     p – IntegerInput

On entry: the actual output dimension, $p$.

Constraint: $\mathbf{p}\ge 1$.

3:     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:     a[$\mathbf{n}\times \mathbf{tda}$] – doubleInput/Output

Note: the $\left(i,j\right)$th element of the matrix $A$ is stored in $\mathbf{a}\left[\left(i-1\right)\times \mathbf{tda}+j-1\right]$.

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:     tda – IntegerInput

On entry: the stride separating matrix column elements in the array a.

Constraint: $\mathbf{tda}\ge \mathbf{n}$.

6:     c[$\mathbf{p}\times \mathbf{tdc}$] – doubleInput/Output

Note: the $\left(i,j\right)$th element of the matrix $C$ is stored in $\mathbf{c}\left[\left(i-1\right)\times \mathbf{tdc}+j-1\right]$.

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:     tdc – IntegerInput

On entry: the stride separating matrix column elements in the array c.

Constraint: $\mathbf{tdc}\ge \mathbf{n}$.

8:     u[$\mathbf{n}\times \mathbf{tdu}$] – doubleInput/Output

Note: the $\left(i,j\right)$th element of the matrix $U$ is stored in $\mathbf{u}\left[\left(i-1\right)\times \mathbf{tdu}+j-1\right]$.

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:     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:   fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error 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 $\mathbf{tdu}\ge \mathbf{n}$.

NE_BAD_PARAM

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: $\mathbf{p}\ge 1$.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (g13ewce.c)

10.2  Program Data

Program Data (g13ewce.d)

10.3  Program Results

Program Results (g13ewce.r)