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Bugfix ab13bd #200

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Aug 24, 2023
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5 changes: 3 additions & 2 deletions slycot/analysis.py
Original file line number Diff line number Diff line change
Expand Up @@ -1378,13 +1378,14 @@ def ab13bd(dico, jobn, n, m, p, A, B, C, D, tol = 0.0):
denominator of `G` (see the SLICOT subroutine SB08DD).
"""

out = _wrapper.ab13bd(dico, jobn, n, m, p, A, B, C, D, tol)

hidden = ' (hidden by the wrapper)'
arg_list = ('dico', 'jobn', 'n', 'm', 'p',
'A', 'lda' + hidden, 'B', 'ldb' + hidden, 'C', 'ldc' + hidden,
'D', 'ldd' + hidden, 'nq' + hidden,'tol', 'dwork' + hidden,
'ldwork' + hidden, 'iwarn', 'info')

out = _wrapper.ab13bd(dico, jobn, n, m, p, A, B, C, D, tol)

raise_if_slycot_error(out[-2:], arg_list, ab13bd.__doc__, locals())
return out[0]

Expand Down
12 changes: 6 additions & 6 deletions slycot/src/analysis.pyf
Original file line number Diff line number Diff line change
Expand Up @@ -305,15 +305,15 @@ function ab13bd(dico,jobn,n,m,p,a,lda,b,ldb,c,ldc,d,ldd,nq,tol,dwork,ldwork,iwar
character intent(in) :: dico
character intent(in) :: jobn
integer check(n>=0) :: n
integer check(n>=0) :: m
integer check(n>=0) :: p
double precision dimension(n,n),depend(n) :: a
integer check(m>=0) :: m
integer check(p>=0) :: p
double precision intent(in,out,copy), dimension(n,n),depend(n) :: a
integer intent(hide),depend(a) :: lda = shape(a,0)
double precision dimension(n,m),depend(n,m) :: b
double precision intent(in,out,copy), dimension(n,m),depend(n,m) :: b
integer intent(hide),depend(b) :: ldb = shape(b,0)
double precision dimension(p,n),depend(n,p) :: c
double precision intent(in,out,copy), dimension(p,n),depend(n,p) :: c
integer intent(hide),depend(c) :: ldc = shape(c,0)
double precision dimension(p,m),depend(m,p) :: d
double precision intent(in,out,copy), dimension(p,m),depend(m,p) :: d
integer intent(hide),depend(d) :: ldd = shape(d,0)
integer intent(out) :: nq
double precision :: tol
Expand Down
123 changes: 123 additions & 0 deletions slycot/tests/test_ab13bd.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,123 @@
# ===================================================
# ab08n* tests

import unittest
from slycot import analysis
import numpy as np

from scipy import linalg
from scipy import signal
from numpy.testing import assert_equal, assert_allclose, assert_array_equal

class test_ab13bd(unittest.TestCase):
""" Test regular pencil construction ab08nX with input parameters
according to example in documentation """

A = np.array([[0.0, 1.0],[-0.5, -0.1]])
B = np.array([[0.],[1.]])
C = np.eye(2)
D = np.zeros((2,1))

Ad, Bd, Cd, Dd, dt = signal.cont2discrete((A, B, C, D), 0.1, method='zoh')

def test_no_change_args_ccase(self):
""" ab13md must not change its arguments. continuous system case.
"""

acopy = self.A.copy()
bcopy = self.B.copy()
ccopy = self.C.copy()
dcopy = self.D.copy()

dico = 'C'
jobn = 'H'

n, m = self.B.shape
p = self.C.shape[0]

analysis.ab13bd(dico, jobn, n, m, p, self.A, self.B, self.C, self.D)
assert_array_equal(self.A, acopy)
assert_array_equal(self.B, bcopy)
assert_array_equal(self.C, ccopy)
assert_array_equal(self.D, dcopy)

def test_no_change_args_dcase(self):
""" ab13md must not change its arguments. discrete system case.
"""

acopy = self.Ad.copy()
bcopy = self.Bd.copy()
ccopy = self.Cd.copy()
dcopy = self.Dd.copy()

dico = 'D'
jobn = 'H'

n, m = self.Bd.shape
p = self.Cd.shape[0]

analysis.ab13bd(dico, jobn, n, m, p, self.Ad, self.Bd, self.Cd, self.Dd)
assert_array_equal(self.Ad, acopy)
assert_array_equal(self.Bd, bcopy)
assert_array_equal(self.Cd, ccopy)
assert_array_equal(self.Dd, dcopy)

def test_ab13bd_2norm_ccase(self):
""" Compare ab13md with scipy solution (Lyapunov Equation).
continuous system case.
"""

A = self.A
B = self.B
C = self.C
D = self.D

n, m = self.B.shape
p = self.C.shape[0]

dico = 'C'
jobn = 'H'

h2norm = analysis.ab13bd(dico, jobn, n, m, p, A, B, C, D)

Lc = linalg.solve_continuous_lyapunov(A, [email protected])
h2norm_Lc = np.sqrt(np.trace(C@[email protected]))
print(h2norm_Lc, h2norm)
assert_allclose(h2norm_Lc, h2norm, atol=1e-5)

Lo = linalg.solve_continuous_lyapunov(A.T, -C.T@C)
h2norm_Lo = np.sqrt(np.trace(B.T@Lo@B))
print(h2norm_Lo, h2norm)
assert_allclose(h2norm_Lo, h2norm, atol=1e-5)

def test_ab13bd_2norm_dcase(self):
""" Compare ab13md with scipy solution (Lyapunov Equation).
discrete system case.
"""

Ad = self.Ad
Bd = self.Bd
Cd = self.Cd
Dd = self.Dd

n, m = Bd.shape
p = Cd.shape[0]

dico = 'D'
jobn = 'H'

h2norm = analysis.ab13bd(dico, jobn, n, m, p, Ad, Bd, Cd, Dd)

Lc = linalg.solve_discrete_lyapunov(Ad, [email protected])
h2norm_Lc = np.sqrt(np.trace(Cd@[email protected] + [email protected]))
print(h2norm, h2norm_Lc)
assert_allclose(h2norm_Lc, h2norm, atol=1e-5)

Lo = linalg.solve_discrete_lyapunov(Ad.T, Cd.T@Cd)
h2norm_Lo = np.sqrt(np.trace(Bd.T@Lo@Bd + Dd.T@Dd))
print(h2norm, h2norm_Lo)
assert_allclose(h2norm_Lo, h2norm, atol=1e-5)


if __name__ == "__main__":
unittest.main()
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