table of contents
latdf(3) | Library Functions Manual | latdf(3) |
NAME¶
latdf - latdf: Dif-estimate with complete pivoting LU, step in tgsen
SYNOPSIS¶
Functions¶
subroutine CLATDF (ijob, n, z, ldz, rhs, rdsum, rdscal,
ipiv, jpiv)
CLATDF uses the LU factorization of the n-by-n matrix computed by
sgetc2 and computes a contribution to the reciprocal Dif-estimate.
subroutine DLATDF (ijob, n, z, ldz, rhs, rdsum, rdscal, ipiv, jpiv)
DLATDF uses the LU factorization of the n-by-n matrix computed by
sgetc2 and computes a contribution to the reciprocal Dif-estimate.
subroutine SLATDF (ijob, n, z, ldz, rhs, rdsum, rdscal, ipiv, jpiv)
SLATDF uses the LU factorization of the n-by-n matrix computed by
sgetc2 and computes a contribution to the reciprocal Dif-estimate.
subroutine ZLATDF (ijob, n, z, ldz, rhs, rdsum, rdscal, ipiv, jpiv)
ZLATDF uses the LU factorization of the n-by-n matrix computed by
sgetc2 and computes a contribution to the reciprocal Dif-estimate.
Detailed Description¶
Function Documentation¶
subroutine CLATDF (integer ijob, integer n, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) rhs, real rdsum, real rdscal, integer, dimension( * ) ipiv, integer, dimension( * ) jpiv)¶
CLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate.
Purpose:
!> !> CLATDF computes the contribution to the reciprocal Dif-estimate !> by solving for x in Z * x = b, where b is chosen such that the norm !> of x is as large as possible. It is assumed that LU decomposition !> of Z has been computed by CGETC2. On entry RHS = f holds the !> contribution from earlier solved sub-systems, and on return RHS = x. !> !> The factorization of Z returned by CGETC2 has the form !> Z = P * L * U * Q, where P and Q are permutation matrices. L is lower !> triangular with unit diagonal elements and U is upper triangular. !>
Parameters
!> IJOB is INTEGER !> IJOB = 2: First compute an approximative null-vector e !> of Z using CGECON, e is normalized and solve for !> Zx = +-e - f with the sign giving the greater value of !> 2-norm(x). About 5 times as expensive as Default. !> IJOB .ne. 2: Local look ahead strategy where !> all entries of the r.h.s. b is chosen as either +1 or !> -1. Default. !>
N
!> N is INTEGER !> The number of columns of the matrix Z. !>
Z
!> Z is COMPLEX array, dimension (LDZ, N) !> On entry, the LU part of the factorization of the n-by-n !> matrix Z computed by CGETC2: Z = P * L * U * Q !>
LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDA >= max(1, N). !>
RHS
!> RHS is COMPLEX array, dimension (N). !> On entry, RHS contains contributions from other subsystems. !> On exit, RHS contains the solution of the subsystem with !> entries according to the value of IJOB (see above). !>
RDSUM
!> RDSUM is REAL !> On entry, the sum of squares of computed contributions to !> the Dif-estimate under computation by CTGSYL, where the !> scaling factor RDSCAL (see below) has been factored out. !> On exit, the corresponding sum of squares updated with the !> contributions from the current sub-system. !> If TRANS = 'T' RDSUM is not touched. !> NOTE: RDSUM only makes sense when CTGSY2 is called by CTGSYL. !>
RDSCAL
!> RDSCAL is REAL !> On entry, scaling factor used to prevent overflow in RDSUM. !> On exit, RDSCAL is updated w.r.t. the current contributions !> in RDSUM. !> If TRANS = 'T', RDSCAL is not touched. !> NOTE: RDSCAL only makes sense when CTGSY2 is called by !> CTGSYL. !>
IPIV
!> IPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= i <= N, row i of the !> matrix has been interchanged with row IPIV(i). !>
JPIV
!> JPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= j <= N, column j of the !> matrix has been interchanged with column JPIV(j). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Contributors:
References:
[2] Peter Poromaa, On Efficient and Robust Estimators for the Separation between two Regular Matrix Pairs with Applications in Condition Estimation. Report UMINF-95.05, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1995.
Definition at line 167 of file clatdf.f.
subroutine DLATDF (integer ijob, integer n, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) rhs, double precision rdsum, double precision rdscal, integer, dimension( * ) ipiv, integer, dimension( * ) jpiv)¶
DLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate.
Purpose:
!> !> DLATDF uses the LU factorization of the n-by-n matrix Z computed by !> DGETC2 and computes a contribution to the reciprocal Dif-estimate !> by solving Z * x = b for x, and choosing the r.h.s. b such that !> the norm of x is as large as possible. On entry RHS = b holds the !> contribution from earlier solved sub-systems, and on return RHS = x. !> !> The factorization of Z returned by DGETC2 has the form Z = P*L*U*Q, !> where P and Q are permutation matrices. L is lower triangular with !> unit diagonal elements and U is upper triangular. !>
Parameters
!> IJOB is INTEGER !> IJOB = 2: First compute an approximative null-vector e !> of Z using DGECON, e is normalized and solve for !> Zx = +-e - f with the sign giving the greater value !> of 2-norm(x). About 5 times as expensive as Default. !> IJOB .ne. 2: Local look ahead strategy where all entries of !> the r.h.s. b is chosen as either +1 or -1 (Default). !>
N
!> N is INTEGER !> The number of columns of the matrix Z. !>
Z
!> Z is DOUBLE PRECISION array, dimension (LDZ, N) !> On entry, the LU part of the factorization of the n-by-n !> matrix Z computed by DGETC2: Z = P * L * U * Q !>
LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDA >= max(1, N). !>
RHS
!> RHS is DOUBLE PRECISION array, dimension (N) !> On entry, RHS contains contributions from other subsystems. !> On exit, RHS contains the solution of the subsystem with !> entries according to the value of IJOB (see above). !>
RDSUM
!> RDSUM is DOUBLE PRECISION !> On entry, the sum of squares of computed contributions to !> the Dif-estimate under computation by DTGSYL, where the !> scaling factor RDSCAL (see below) has been factored out. !> On exit, the corresponding sum of squares updated with the !> contributions from the current sub-system. !> If TRANS = 'T' RDSUM is not touched. !> NOTE: RDSUM only makes sense when DTGSY2 is called by STGSYL. !>
RDSCAL
!> RDSCAL is DOUBLE PRECISION !> On entry, scaling factor used to prevent overflow in RDSUM. !> On exit, RDSCAL is updated w.r.t. the current contributions !> in RDSUM. !> If TRANS = 'T', RDSCAL is not touched. !> NOTE: RDSCAL only makes sense when DTGSY2 is called by !> DTGSYL. !>
IPIV
!> IPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= i <= N, row i of the !> matrix has been interchanged with row IPIV(i). !>
JPIV
!> JPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= j <= N, column j of the !> matrix has been interchanged with column JPIV(j). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Contributors:
References:
!> !> !> [1] Bo Kagstrom and Lars Westin, !> Generalized Schur Methods with Condition Estimators for !> Solving the Generalized Sylvester Equation, IEEE Transactions !> on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751. !> !> [2] Peter Poromaa, !> On Efficient and Robust Estimators for the Separation !> between two Regular Matrix Pairs with Applications in !> Condition Estimation. Report IMINF-95.05, Departement of !> Computing Science, Umea University, S-901 87 Umea, Sweden, 1995. !>
Definition at line 169 of file dlatdf.f.
subroutine SLATDF (integer ijob, integer n, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) rhs, real rdsum, real rdscal, integer, dimension( * ) ipiv, integer, dimension( * ) jpiv)¶
SLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate.
Purpose:
!> !> SLATDF uses the LU factorization of the n-by-n matrix Z computed by !> SGETC2 and computes a contribution to the reciprocal Dif-estimate !> by solving Z * x = b for x, and choosing the r.h.s. b such that !> the norm of x is as large as possible. On entry RHS = b holds the !> contribution from earlier solved sub-systems, and on return RHS = x. !> !> The factorization of Z returned by SGETC2 has the form Z = P*L*U*Q, !> where P and Q are permutation matrices. L is lower triangular with !> unit diagonal elements and U is upper triangular. !>
Parameters
!> IJOB is INTEGER !> IJOB = 2: First compute an approximative null-vector e !> of Z using SGECON, e is normalized and solve for !> Zx = +-e - f with the sign giving the greater value !> of 2-norm(x). About 5 times as expensive as Default. !> IJOB .ne. 2: Local look ahead strategy where all entries of !> the r.h.s. b is chosen as either +1 or -1 (Default). !>
N
!> N is INTEGER !> The number of columns of the matrix Z. !>
Z
!> Z is REAL array, dimension (LDZ, N) !> On entry, the LU part of the factorization of the n-by-n !> matrix Z computed by SGETC2: Z = P * L * U * Q !>
LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDA >= max(1, N). !>
RHS
!> RHS is REAL array, dimension N. !> On entry, RHS contains contributions from other subsystems. !> On exit, RHS contains the solution of the subsystem with !> entries according to the value of IJOB (see above). !>
RDSUM
!> RDSUM is REAL !> On entry, the sum of squares of computed contributions to !> the Dif-estimate under computation by STGSYL, where the !> scaling factor RDSCAL (see below) has been factored out. !> On exit, the corresponding sum of squares updated with the !> contributions from the current sub-system. !> If TRANS = 'T' RDSUM is not touched. !> NOTE: RDSUM only makes sense when STGSY2 is called by STGSYL. !>
RDSCAL
!> RDSCAL is REAL !> On entry, scaling factor used to prevent overflow in RDSUM. !> On exit, RDSCAL is updated w.r.t. the current contributions !> in RDSUM. !> If TRANS = 'T', RDSCAL is not touched. !> NOTE: RDSCAL only makes sense when STGSY2 is called by !> STGSYL. !>
IPIV
!> IPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= i <= N, row i of the !> matrix has been interchanged with row IPIV(i). !>
JPIV
!> JPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= j <= N, column j of the !> matrix has been interchanged with column JPIV(j). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Contributors:
References:
!> !> !> [1] Bo Kagstrom and Lars Westin, !> Generalized Schur Methods with Condition Estimators for !> Solving the Generalized Sylvester Equation, IEEE Transactions !> on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751. !> !> [2] Peter Poromaa, !> On Efficient and Robust Estimators for the Separation !> between two Regular Matrix Pairs with Applications in !> Condition Estimation. Report IMINF-95.05, Departement of !> Computing Science, Umea University, S-901 87 Umea, Sweden, 1995. !>
Definition at line 169 of file slatdf.f.
subroutine ZLATDF (integer ijob, integer n, complex*16, dimension( ldz, * ) z, integer ldz, complex*16, dimension( * ) rhs, double precision rdsum, double precision rdscal, integer, dimension( * ) ipiv, integer, dimension( * ) jpiv)¶
ZLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate.
Purpose:
!> !> ZLATDF computes the contribution to the reciprocal Dif-estimate !> by solving for x in Z * x = b, where b is chosen such that the norm !> of x is as large as possible. It is assumed that LU decomposition !> of Z has been computed by ZGETC2. On entry RHS = f holds the !> contribution from earlier solved sub-systems, and on return RHS = x. !> !> The factorization of Z returned by ZGETC2 has the form !> Z = P * L * U * Q, where P and Q are permutation matrices. L is lower !> triangular with unit diagonal elements and U is upper triangular. !>
Parameters
!> IJOB is INTEGER !> IJOB = 2: First compute an approximative null-vector e !> of Z using ZGECON, e is normalized and solve for !> Zx = +-e - f with the sign giving the greater value of !> 2-norm(x). About 5 times as expensive as Default. !> IJOB .ne. 2: Local look ahead strategy where !> all entries of the r.h.s. b is chosen as either +1 or !> -1. Default. !>
N
!> N is INTEGER !> The number of columns of the matrix Z. !>
Z
!> Z is COMPLEX*16 array, dimension (LDZ, N) !> On entry, the LU part of the factorization of the n-by-n !> matrix Z computed by ZGETC2: Z = P * L * U * Q !>
LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDA >= max(1, N). !>
RHS
!> RHS is COMPLEX*16 array, dimension (N). !> On entry, RHS contains contributions from other subsystems. !> On exit, RHS contains the solution of the subsystem with !> entries according to the value of IJOB (see above). !>
RDSUM
!> RDSUM is DOUBLE PRECISION !> On entry, the sum of squares of computed contributions to !> the Dif-estimate under computation by ZTGSYL, where the !> scaling factor RDSCAL (see below) has been factored out. !> On exit, the corresponding sum of squares updated with the !> contributions from the current sub-system. !> If TRANS = 'T' RDSUM is not touched. !> NOTE: RDSUM only makes sense when ZTGSY2 is called by CTGSYL. !>
RDSCAL
!> RDSCAL is DOUBLE PRECISION !> On entry, scaling factor used to prevent overflow in RDSUM. !> On exit, RDSCAL is updated w.r.t. the current contributions !> in RDSUM. !> If TRANS = 'T', RDSCAL is not touched. !> NOTE: RDSCAL only makes sense when ZTGSY2 is called by !> ZTGSYL. !>
IPIV
!> IPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= i <= N, row i of the !> matrix has been interchanged with row IPIV(i). !>
JPIV
!> JPIV is INTEGER array, dimension (N). !> The pivot indices; for 1 <= j <= N, column j of the !> matrix has been interchanged with column JPIV(j). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Contributors:
References:
[2] Peter Poromaa, On Efficient and Robust Estimators for the Separation between two Regular Matrix Pairs with Applications in Condition Estimation. Report UMINF-95.05, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1995.
Definition at line 167 of file zlatdf.f.
Author¶
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