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hnfsnric.m
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1999-04-29
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# Copyright (C) 1996,1998 A. Scottedward Hodel
#
# This file is part of Octave.
#
# Octave is free software; you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by the
# Free Software Foundation; either version 2, or (at your option) any
# later version.
#
# Octave is distributed in the hope that it will be useful, but WITHOUT
# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
# FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
# for more details.
#
# You should have received a copy of the GNU General Public License
# along with Octave; see the file COPYING. If not, write to the Free
# Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
function [Xinf,x_ha_err] = hnfsnric(A,BB,C1,d1dot,R,ptol)
#
# forms
# xx = ([BB; -C1'*d1dot]/R) * [d1dot'*C1 BB'];
# Ha = [A 0*A; -C1'*C1 -A'] - xx;
# and solves associated Riccati equation
# returns error code
# x_ha_err:
# 0: successful
# 1: Xinf has imaginary eigenvalues
# 2: Hx not Hamiltonian
# 3: Xinf has inf. eigenvalues (numerical overflow)
# 4: Xinf not symmetric
# 5: Xinf not positive definite
# 6: R is singular
x_ha_err = 0; # assume success
Xinf = []; # default return value
n = is_sqr(A);
nw = is_sqr(R);
if(rank(R) != nw) x_ha_err = 6;
else # build hamiltonian Ha for X_inf
xx = ([BB; -C1'*d1dot]/R) * [d1dot'*C1, BB'];
Ha = [A, 0*A; -C1'*C1, -A'] - xx;
x_ha_err = 0;
[d, Ha] = balance(Ha);
[u, s] = schur(Ha, "A");
rev = real(eig(s));
if (any(abs(rev) <= ptol)) # eigenvalues near the imaginary axis
x_ha_err = 1;
elseif (sum(rev > 0) != sum(rev < 0))
# unequal number of positive and negative eigenvalues
x_ha_err = 2;
else
# compute positive Riccati equation solution
u = d * u;
Xinf = u(n+1:2*n,1:n) / u(1:n,1:n);
if (!all(all(finite(Xinf))))
x_ha_err = 3;
elseif (norm(Xinf-Xinf') >= 10*ptol)
# solution not symmetric
x_ha_err = 4;
else
# positive semidefinite?
# force symmetry (faster, avoids some convergence problems)
Xinf = (Xinf + Xinf')/2;
rev = eig(Xinf);
if (any(rev <= -ptol))
x_ha_err = 5;
endif
endif
endif
endif