Scroll to navigation

/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/clatrs.f(3) Library Functions Manual /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/clatrs.f(3)

NAME

/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/clatrs.f

SYNOPSIS

Functions/Subroutines


subroutine CLATRS (uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info)
CLATRS solves a triangular system of equations with the scale factor set to prevent overflow.

Function/Subroutine Documentation

subroutine CLATRS (character uplo, character trans, character diag, character normin, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info)

CLATRS solves a triangular system of equations with the scale factor set to prevent overflow.

Purpose:

!>
!> CLATRS solves one of the triangular systems
!>
!>    A * x = s*b,  A**T * x = s*b,  or  A**H * x = s*b,
!>
!> with scaling to prevent overflow.  Here A is an upper or lower
!> triangular matrix, A**T denotes the transpose of A, A**H denotes the
!> conjugate transpose of A, x and b are n-element vectors, and s is a
!> scaling factor, usually less than or equal to 1, chosen so that the
!> components of x will be less than the overflow threshold.  If the
!> unscaled problem will not cause overflow, the Level 2 BLAS routine
!> CTRSV is called. If the matrix A is singular (A(j,j) = 0 for some j),
!> then s is set to 0 and a non-trivial solution to A*x = 0 is returned.
!> 

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          Specifies whether the matrix A is upper or lower triangular.
!>          = 'U':  Upper triangular
!>          = 'L':  Lower triangular
!> 

TRANS

!>          TRANS is CHARACTER*1
!>          Specifies the operation applied to A.
!>          = 'N':  Solve A * x = s*b     (No transpose)
!>          = 'T':  Solve A**T * x = s*b  (Transpose)
!>          = 'C':  Solve A**H * x = s*b  (Conjugate transpose)
!> 

DIAG

!>          DIAG is CHARACTER*1
!>          Specifies whether or not the matrix A is unit triangular.
!>          = 'N':  Non-unit triangular
!>          = 'U':  Unit triangular
!> 

NORMIN

!>          NORMIN is CHARACTER*1
!>          Specifies whether CNORM has been set or not.
!>          = 'Y':  CNORM contains the column norms on entry
!>          = 'N':  CNORM is not set on entry.  On exit, the norms will
!>                  be computed and stored in CNORM.
!> 

N

!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!> 

A

!>          A is COMPLEX array, dimension (LDA,N)
!>          The triangular matrix A.  If UPLO = 'U', the leading n by n
!>          upper triangular part of the array A contains the upper
!>          triangular matrix, and the strictly lower triangular part of
!>          A is not referenced.  If UPLO = 'L', the leading n by n lower
!>          triangular part of the array A contains the lower triangular
!>          matrix, and the strictly upper triangular part of A is not
!>          referenced.  If DIAG = 'U', the diagonal elements of A are
!>          also not referenced and are assumed to be 1.
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max (1,N).
!> 

X

!>          X is COMPLEX array, dimension (N)
!>          On entry, the right hand side b of the triangular system.
!>          On exit, X is overwritten by the solution vector x.
!> 

SCALE

!>          SCALE is REAL
!>          The scaling factor s for the triangular system
!>             A * x = s*b,  A**T * x = s*b,  or  A**H * x = s*b.
!>          If SCALE = 0, the matrix A is singular or badly scaled, and
!>          the vector x is an exact or approximate solution to A*x = 0.
!> 

CNORM

!>          CNORM is REAL array, dimension (N)
!>
!>          If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
!>          contains the norm of the off-diagonal part of the j-th column
!>          of A.  If TRANS = 'N', CNORM(j) must be greater than or equal
!>          to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
!>          must be greater than or equal to the 1-norm.
!>
!>          If NORMIN = 'N', CNORM is an output argument and CNORM(j)
!>          returns the 1-norm of the offdiagonal part of the j-th column
!>          of A.
!> 

INFO

!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -k, the k-th argument had an illegal value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

!>
!>  A rough bound on x is computed; if that is less than overflow, CTRSV
!>  is called, otherwise, specific code is used which checks for possible
!>  overflow or divide-by-zero at every operation.
!>
!>  A columnwise scheme is used for solving A*x = b.  The basic algorithm
!>  if A is lower triangular is
!>
!>       x[1:n] := b[1:n]
!>       for j = 1, ..., n
!>            x(j) := x(j) / A(j,j)
!>            x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
!>       end
!>
!>  Define bounds on the components of x after j iterations of the loop:
!>     M(j) = bound on x[1:j]
!>     G(j) = bound on x[j+1:n]
!>  Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.
!>
!>  Then for iteration j+1 we have
!>     M(j+1) <= G(j) / | A(j+1,j+1) |
!>     G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
!>            <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )
!>
!>  where CNORM(j+1) is greater than or equal to the infinity-norm of
!>  column j+1 of A, not counting the diagonal.  Hence
!>
!>     G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
!>                  1<=i<=j
!>  and
!>
!>     |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
!>                                   1<=i< j
!>
!>  Since |x(j)| <= M(j), we use the Level 2 BLAS routine CTRSV if the
!>  reciprocal of the largest M(j), j=1,..,n, is larger than
!>  max(underflow, 1/overflow).
!>
!>  The bound on x(j) is also used to determine when a step in the
!>  columnwise method can be performed without fear of overflow.  If
!>  the computed bound is greater than a large constant, x is scaled to
!>  prevent overflow, but if the bound overflows, x is set to 0, x(j) to
!>  1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
!>
!>  Similarly, a row-wise scheme is used to solve A**T *x = b  or
!>  A**H *x = b.  The basic algorithm for A upper triangular is
!>
!>       for j = 1, ..., n
!>            x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
!>       end
!>
!>  We simultaneously compute two bounds
!>       G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
!>       M(j) = bound on x(i), 1<=i<=j
!>
!>  The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
!>  add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
!>  Then the bound on x(j) is
!>
!>       M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
!>
!>            <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
!>                      1<=i<=j
!>
!>  and we can safely call CTRSV if 1/M(n) and 1/G(n) are both greater
!>  than max(underflow, 1/overflow).
!> 

Definition at line 237 of file clatrs.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Version 3.12.0 LAPACK