Matrix discretisation routine in C

Looking for the EFFICIENT algorithm implimented in C.
john_tAsked:
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prashant_n_mhatreConnect With a Mentor Commented:
Here it goes...
If you don't understand terminology...let me know..


c     returns the discretized state and input transition matrices

     subroutine discret(a,b,delt,phi,gam,nord,ni)
     implicit real*8(a-h,o-z)

     dimension si(100,100),q(100,100),sb(100,100),prod(100,100)
     dimension a(100,100),b(100,15)
     dimension phi(100,100),gam(100,15)

     do i=1,nord
        q(i,i)=1.0
        si(i,i)=q(i,i)
      end do

     do k=150,1,-1
        if(k.eq.1) then
           call matmul(si,b,nord,nord,ni,sb,100,100,100)
           do i=1,nord
              do j=1,ni
                     gam(i,j)=sb(i,j)*delt
               end do
            end do
           call matmul(a,si,nord,nord,nord,prod,100,100,100)
           do i=1,nord+1
              do j=1,nord+1
                     phi(i,j)=prod(i,j)*delt+q(i,j)
               end do
            end do
        else
           call matmul(a,si,nord+1,nord+1,nord+1,prod,100,100,100)
           do i=1,nord+1
              do j=1,nord+1
                     si(i,j)=q(i,j)+prod(i,j)*delt/float(k)
               end do
            end do
        endif
      end do

     return
     end

c     _______________________________________________________________________________
c     subroutine to obtain the product of two matrices
     
     subroutine matmul(a2,b2,m3,n3,iq,c1,ia,ib,ic)
     implicit real*8(a-h,o-z)

     dimension a2(ia,1),b2(ib,1),c1(ic,1)

     do i=1,m3
        do j=1,iq
           c1(i,j)=0.0
           do k=1,n3
                  c1(i,j)=c1(i,j)+a2(i,k)*b2(k,j)
            end do
         end do
      end do

     return
     end
c     _______________________________________________________________________________

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prashant_n_mhatreCommented:
state-space matrices?
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john_tAuthor Commented:
yes
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prashant_n_mhatreCommented:
If you have access to MATLAB, have a look at MATLAB c2d command. They use matrix discretization using matrix exponentials but for you it will be very difficult to implement.

I know 3 routines do this. The good one is in Fortran (not in C) and it is easy to understand. I'll get it tomorrow.
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