NAG CL Interface
g13ewc (trans_​hessenberg_​observer)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{n}$ – Integer Input

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

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

2: $\mathbf{p}$ – Integer Input

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

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

3: $\mathbf{reduceto}$ – Nag_ObserverForm Input

On entry: indicates whether the matrix pair $(A,C)$ 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: $\mathbf{a}\left[\mathbf{n}\times \mathbf{tda}\right]$ – double Input/Output

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

On entry: the leading $n\times n$ part of this array must contain the state transition matrix $A$ to be transformed.

On exit: the leading $n\times n$ part of this array contains the transformed state transition matrix $UA{U}^{\mathrm{T}}$.

5: $\mathbf{tda}$ – Integer Input

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

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

6: $\mathbf{c}\left[\mathbf{p}\times \mathbf{tdc}\right]$ – double Input/Output

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

On entry: the leading $p\times n$ part of this array must contain the output matrix $C$ to be transformed.

On exit: the leading $p\times n$ part of this array contains the transformed output matrix $C{U}^{\mathrm{T}}$.

7: $\mathbf{tdc}$ – Integer Input

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

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

8: $\mathbf{u}\left[\mathbf{n}\times \mathbf{tdu}\right]$ – double Input/Output

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

On entry: if u is not NULL, then the leading $n\times n$ 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 $n\times n$ 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: $\mathbf{tdu}$ – Integer Input

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 7 in the Introduction to the NAG Library CL Interface).

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

10.2 Program Data

10.3 Program Results