Module NAG_TRANS_HESSENBERG_OBSERVER in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_TRANS_HESSENBERG_OBSERVER

 
Reduces the matrix pair (A,C) to lower or upper observer Hessenberg form using (and
optionally accumulating) the unitary state-space transformations.
 
Classes  :  L10a2e . State-space time series analysis
 
Type     : C subroutine in NAGC library (G13 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name g13ewc.
 
Usage    : void nag_trans_hessenberg_observer(Integer n, Integer p,
           Nag_ObserverForm reduceto, double a[], Integer tda, double c[],
           Integer tdc, double u[], Integer tdu, NagError *fail)
 
See also : nag_kalman_sqrt_filt_info_invar (g13edc)
 
Details  : Documentation Example Example-input Example-output
           Local-details
Sites    : (1) ITL
 

Implementation of NAG_TRANS_HESSENBERG_OBSERVER from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name g13ewc.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/g13ewce.r
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/G13/g13ewc_cl05.pdf
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/g13ewce.c
   Example-input: cat
                  /itl/apps/nagclib-6/clsol06da/examples/data/g13ewce.d