Thanks for your kind advise, and I have got an idea from your answer.
Regarding to the "not supported" problem, please find the SQL I executed below,
create table ppm.twrl(col1 integer, col2 char(50));
insert into ppm.twrl values(11, 'string1'),(12, 'string2'),(13, 'string3'),(14, 'string4'),(15, 'string5');
alter table ppm.twrl alter column col1 set GENERATED BY DEFAULT AS IDENTITY (START WITH 1, INCREMENT BY 1, NO CACHE );
then I got the error return as,
SQL0270N Function not supported (Reason code = "72"). SQLSTATE=42997
0 Row(s) affected
CLI0125E Function sequence error. SQLSTATE=S1010
but please be reminded that the testing machine is DB2 Enterprise V9.1.5
Database server = DB2/AIX64 9.1.5