The Journal of Supercomputing, 20, 55–66, 2001
© 2001 Kluwer Academic Publishers. Manufactured in The Netherlands.
Efficient Algorithms for the Block
Hessenberg Form
ENRIQUE S. QUINTANA-ORT
´
I, GREGORIO QUINTANA-ORT
´
I AND
MARIBEL CASTILLO quintana, gquintan, castillo@icc.uji.es
Univ. Jaime I, Dept. de Inform´ atica 12080–Castell´ on, Spain
VICENTE HERN
´
ANDEZ vhernand@dsic.upv.es
Univ. Polit´ ecnica de Valencia Dept. de Sistemas Inform´ aticos y Computaci´ on
46071–Valencia, Spain
Abstract. We investigate in this paper the performance of parallel algorithms for computing the con-
trollable part of a control linear system, with application to the computation of minimal realizations.
Our approach is based on a method that transforms the matrices of the system to block Hessenberg
form by using rank-revealing orthogonal factorizations.
The experimental analysis on a high performance architecture includes two rank-revealing numerical
tools: the SVD and the rank-revealing QR factorizations. Results are also reported, using the rank-
revealing QR factorizations, on a parallel distributed architecture.
Keywords: analysis of control linear systems, structural properties, rank-revealing orthogonal
factorizations, parallel algorithms and architectures, mathematical software
1. Introduction
A continuous time-invariant control linear system (CLS) of order n is defined in the
state-space model by an ordinary differential equation and an algebraic equation of
the form
˙ xt = Axt + But y t = Cxt (1)
In these equations, xt ∈
n
is the vector with the internal states of the system,
with x0= x
0
the initial state, ut ∈
m
is the vector of inputs (or controls), used
to determine the behavior of the system, and y t ∈
p
is the vector of outputs;
here, A ∈
n×n
, B ∈
n×m
, and C ∈
p×n
. Systems of large dimension (n of order
O1000) are not uncommon in chemical and space engineering applications, are
standard for second order systems, and represent rather coarse grids when derived
from the discretization of a partial differential equation [3, 12, 21].
Many applications arising in control theory related with the design of CLS require
at an early (analysis) stage the identification of a minimal realization of the system;
e.g., the linear-quadratic optimal control problem, pole-assignment, model reduc-
tion, stabilization, etc. [1, 15]. Intuitively, a minimal realization of (1) is given by a
CLS, of order r ≤ n, where the states that remain in the realization are those which
are controllable via the inputs and have an influence on the outputs. A formal def-
inition and algorithms can be found, e.g., in [15].