File:  [local] / rpl / lapack / lapack / dlatrs3.f
Revision 1.1: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:55:30 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Ajout de fichiers de lapack 3.11

    1: *> \brief \b DLATRS3 solves a triangular system of equations with the scale factors set to prevent overflow.
    2: *
    3: *  Definition:
    4: *  ===========
    5: *
    6: *      SUBROUTINE DLATRS3( UPLO, TRANS, DIAG, NORMIN, N, NRHS, A, LDA,
    7: *                          X, LDX, SCALE, CNORM, WORK, LWORK, INFO )
    8: *
    9: *       .. Scalar Arguments ..
   10: *       CHARACTER          DIAG, NORMIN, TRANS, UPLO
   11: *       INTEGER            INFO, LDA, LWORK, LDX, N, NRHS
   12: *       ..
   13: *       .. Array Arguments ..
   14: *       DOUBLE PRECISION   A( LDA, * ), CNORM( * ), SCALE( * ), 
   15: *                          WORK( * ), X( LDX, * )
   16: *       ..
   17: *
   18: *
   19: *> \par Purpose:
   20: *  =============
   21: *>
   22: *> \verbatim
   23: *>
   24: *> DLATRS3 solves one of the triangular systems
   25: *>
   26: *>    A * X = B * diag(scale)  or  A**T * X = B * diag(scale)
   27: *>
   28: *> with scaling to prevent overflow.  Here A is an upper or lower
   29: *> triangular matrix, A**T denotes the transpose of A. X and B are
   30: *> n by nrhs matrices and scale is an nrhs element vector of scaling
   31: *> factors. A scaling factor scale(j) is usually less than or equal
   32: *> to 1, chosen such that X(:,j) is less than the overflow threshold.
   33: *> If the matrix A is singular (A(j,j) = 0 for some j), then
   34: *> a non-trivial solution to A*X = 0 is returned. If the system is
   35: *> so badly scaled that the solution cannot be represented as
   36: *> (1/scale(k))*X(:,k), then x(:,k) = 0 and scale(k) is returned.
   37: *>
   38: *> This is a BLAS-3 version of LATRS for solving several right
   39: *> hand sides simultaneously.
   40: *>
   41: *> \endverbatim
   42: *
   43: *  Arguments:
   44: *  ==========
   45: *
   46: *> \param[in] UPLO
   47: *> \verbatim
   48: *>          UPLO is CHARACTER*1
   49: *>          Specifies whether the matrix A is upper or lower triangular.
   50: *>          = 'U':  Upper triangular
   51: *>          = 'L':  Lower triangular
   52: *> \endverbatim
   53: *>
   54: *> \param[in] TRANS
   55: *> \verbatim
   56: *>          TRANS is CHARACTER*1
   57: *>          Specifies the operation applied to A.
   58: *>          = 'N':  Solve A * x = s*b  (No transpose)
   59: *>          = 'T':  Solve A**T* x = s*b  (Transpose)
   60: *>          = 'C':  Solve A**T* x = s*b  (Conjugate transpose = Transpose)
   61: *> \endverbatim
   62: *>
   63: *> \param[in] DIAG
   64: *> \verbatim
   65: *>          DIAG is CHARACTER*1
   66: *>          Specifies whether or not the matrix A is unit triangular.
   67: *>          = 'N':  Non-unit triangular
   68: *>          = 'U':  Unit triangular
   69: *> \endverbatim
   70: *>
   71: *> \param[in] NORMIN
   72: *> \verbatim
   73: *>          NORMIN is CHARACTER*1
   74: *>          Specifies whether CNORM has been set or not.
   75: *>          = 'Y':  CNORM contains the column norms on entry
   76: *>          = 'N':  CNORM is not set on entry.  On exit, the norms will
   77: *>                  be computed and stored in CNORM.
   78: *> \endverbatim
   79: *>
   80: *> \param[in] N
   81: *> \verbatim
   82: *>          N is INTEGER
   83: *>          The order of the matrix A.  N >= 0.
   84: *> \endverbatim
   85: *>
   86: *> \param[in] NRHS
   87: *> \verbatim
   88: *>          NRHS is INTEGER
   89: *>          The number of columns of X.  NRHS >= 0.
   90: *> \endverbatim
   91: *>
   92: *> \param[in] A
   93: *> \verbatim
   94: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
   95: *>          The triangular matrix A.  If UPLO = 'U', the leading n by n
   96: *>          upper triangular part of the array A contains the upper
   97: *>          triangular matrix, and the strictly lower triangular part of
   98: *>          A is not referenced.  If UPLO = 'L', the leading n by n lower
   99: *>          triangular part of the array A contains the lower triangular
  100: *>          matrix, and the strictly upper triangular part of A is not
  101: *>          referenced.  If DIAG = 'U', the diagonal elements of A are
  102: *>          also not referenced and are assumed to be 1.
  103: *> \endverbatim
  104: *>
  105: *> \param[in] LDA
  106: *> \verbatim
  107: *>          LDA is INTEGER
  108: *>          The leading dimension of the array A.  LDA >= max (1,N).
  109: *> \endverbatim
  110: *>
  111: *> \param[in,out] X
  112: *> \verbatim
  113: *>          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  114: *>          On entry, the right hand side B of the triangular system.
  115: *>          On exit, X is overwritten by the solution matrix X.
  116: *> \endverbatim
  117: *>
  118: *> \param[in] LDX
  119: *> \verbatim
  120: *>          LDX is INTEGER
  121: *>          The leading dimension of the array X.  LDX >= max (1,N).
  122: *> \endverbatim
  123: *>
  124: *> \param[out] SCALE
  125: *> \verbatim
  126: *>          SCALE is DOUBLE PRECISION array, dimension (NRHS)
  127: *>          The scaling factor s(k) is for the triangular system
  128: *>          A * x(:,k) = s(k)*b(:,k)  or  A**T* x(:,k) = s(k)*b(:,k).
  129: *>          If SCALE = 0, the matrix A is singular or badly scaled.
  130: *>          If A(j,j) = 0 is encountered, a non-trivial vector x(:,k)
  131: *>          that is an exact or approximate solution to A*x(:,k) = 0
  132: *>          is returned. If the system so badly scaled that solution
  133: *>          cannot be presented as x(:,k) * 1/s(k), then x(:,k) = 0
  134: *>          is returned.
  135: *> \endverbatim
  136: *>
  137: *> \param[in,out] CNORM
  138: *> \verbatim
  139: *>          CNORM is DOUBLE PRECISION array, dimension (N)
  140: *>
  141: *>          If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
  142: *>          contains the norm of the off-diagonal part of the j-th column
  143: *>          of A.  If TRANS = 'N', CNORM(j) must be greater than or equal
  144: *>          to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
  145: *>          must be greater than or equal to the 1-norm.
  146: *>
  147: *>          If NORMIN = 'N', CNORM is an output argument and CNORM(j)
  148: *>          returns the 1-norm of the offdiagonal part of the j-th column
  149: *>          of A.
  150: *> \endverbatim
  151: *>
  152: *> \param[out] WORK
  153: *> \verbatim
  154: *>          WORK is DOUBLE PRECISION array, dimension (LWORK).
  155: *>          On exit, if INFO = 0, WORK(1) returns the optimal size of
  156: *>          WORK.
  157: *> \endverbatim
  158: *>
  159: *> \param[in] LWORK
  160: *>          LWORK is INTEGER
  161: *>          LWORK >= MAX(1, 2*NBA * MAX(NBA, MIN(NRHS, 32)), where
  162: *>          NBA = (N + NB - 1)/NB and NB is the optimal block size.
  163: *>
  164: *>          If LWORK = -1, then a workspace query is assumed; the routine
  165: *>          only calculates the optimal dimensions of the WORK array, returns
  166: *>          this value as the first entry of the WORK array, and no error
  167: *>          message related to LWORK is issued by XERBLA.
  168: *>
  169: *> \param[out] INFO
  170: *> \verbatim
  171: *>          INFO is INTEGER
  172: *>          = 0:  successful exit
  173: *>          < 0:  if INFO = -k, the k-th argument had an illegal value
  174: *> \endverbatim
  175: *
  176: *  Authors:
  177: *  ========
  178: *
  179: *> \author Univ. of Tennessee
  180: *> \author Univ. of California Berkeley
  181: *> \author Univ. of Colorado Denver
  182: *> \author NAG Ltd.
  183: *
  184: *> \ingroup doubleOTHERauxiliary
  185: *> \par Further Details:
  186: *  =====================
  187: *  \verbatim
  188: *  The algorithm follows the structure of a block triangular solve.
  189: *  The diagonal block is solved with a call to the robust the triangular
  190: *  solver LATRS for every right-hand side RHS = 1, ..., NRHS
  191: *     op(A( J, J )) * x( J, RHS ) = SCALOC * b( J, RHS ),
  192: *  where op( A ) = A or op( A ) = A**T.
  193: *  The linear block updates operate on block columns of X,
  194: *     B( I, K ) - op(A( I, J )) * X( J, K )
  195: *  and use GEMM. To avoid overflow in the linear block update, the worst case
  196: *  growth is estimated. For every RHS, a scale factor s <= 1.0 is computed
  197: *  such that
  198: *     || s * B( I, RHS )||_oo
  199: *   + || op(A( I, J )) ||_oo * || s *  X( J, RHS ) ||_oo <= Overflow threshold
  200: *
  201: *  Once all columns of a block column have been rescaled (BLAS-1), the linear
  202: *  update is executed with GEMM without overflow.
  203: *
  204: *  To limit rescaling, local scale factors track the scaling of column segments.
  205: *  There is one local scale factor s( I, RHS ) per block row I = 1, ..., NBA
  206: *  per right-hand side column RHS = 1, ..., NRHS. The global scale factor
  207: *  SCALE( RHS ) is chosen as the smallest local scale factor s( I, RHS )
  208: *  I = 1, ..., NBA.
  209: *  A triangular solve op(A( J, J )) * x( J, RHS ) = SCALOC * b( J, RHS )
  210: *  updates the local scale factor s( J, RHS ) := s( J, RHS ) * SCALOC. The
  211: *  linear update of potentially inconsistently scaled vector segments
  212: *     s( I, RHS ) * b( I, RHS ) - op(A( I, J )) * ( s( J, RHS )* x( J, RHS ) )
  213: *  computes a consistent scaling SCAMIN = MIN( s(I, RHS ), s(J, RHS) ) and,
  214: *  if necessary, rescales the blocks prior to calling GEMM.
  215: *
  216: *  \endverbatim
  217: *  =====================================================================
  218: *  References:
  219: *  C. C. Kjelgaard Mikkelsen, A. B. Schwarz and L. Karlsson (2019).
  220: *  Parallel robust solution of triangular linear systems. Concurrency
  221: *  and Computation: Practice and Experience, 31(19), e5064.
  222: *
  223: *  Contributor:
  224: *   Angelika Schwarz, Umea University, Sweden.
  225: *
  226: *  =====================================================================
  227:       SUBROUTINE DLATRS3( UPLO, TRANS, DIAG, NORMIN, N, NRHS, A, LDA,
  228:      $                    X, LDX, SCALE, CNORM, WORK, LWORK, INFO )
  229:       IMPLICIT NONE
  230: *
  231: *     .. Scalar Arguments ..
  232:       CHARACTER          DIAG, TRANS, NORMIN, UPLO
  233:       INTEGER            INFO, LDA, LWORK, LDX, N, NRHS
  234: *     ..
  235: *     .. Array Arguments ..
  236:       DOUBLE PRECISION   A( LDA, * ), CNORM( * ), X( LDX, * ),
  237:      $                   SCALE( * ), WORK( * )
  238: *     ..
  239: *
  240: *  =====================================================================
  241: *
  242: *     .. Parameters ..
  243:       DOUBLE PRECISION   ZERO, ONE
  244:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  245:       INTEGER            NBMAX, NBMIN, NBRHS, NRHSMIN
  246:       PARAMETER          ( NRHSMIN = 2, NBRHS = 32 )
  247:       PARAMETER          ( NBMIN = 8, NBMAX = 64 )
  248: *     ..
  249: *     .. Local Arrays ..
  250:       DOUBLE PRECISION   W( NBMAX ), XNRM( NBRHS )
  251: *     ..
  252: *     .. Local Scalars ..
  253:       LOGICAL            LQUERY, NOTRAN, NOUNIT, UPPER
  254:       INTEGER            AWRK, I, IFIRST, IINC, ILAST, II, I1, I2, J,
  255:      $                   JFIRST, JINC, JLAST, J1, J2, K, KK, K1, K2,
  256:      $                   LANRM, LDS, LSCALE, NB, NBA, NBX, RHS
  257:       DOUBLE PRECISION   ANRM, BIGNUM, BNRM, RSCAL, SCAL, SCALOC,
  258:      $                   SCAMIN, SMLNUM, TMAX
  259: *     ..
  260: *     .. External Functions ..
  261:       LOGICAL            LSAME
  262:       INTEGER            ILAENV
  263:       DOUBLE PRECISION   DLAMCH, DLANGE, DLARMM
  264:       EXTERNAL           DLAMCH, DLANGE, DLARMM, ILAENV, LSAME
  265: *     ..
  266: *     .. External Subroutines ..
  267:       EXTERNAL           DLATRS, DSCAL, XERBLA
  268: *     ..
  269: *     .. Intrinsic Functions ..
  270:       INTRINSIC          ABS, MAX, MIN
  271: *     ..
  272: *     .. Executable Statements ..
  273: *
  274:       INFO = 0
  275:       UPPER = LSAME( UPLO, 'U' )
  276:       NOTRAN = LSAME( TRANS, 'N' )
  277:       NOUNIT = LSAME( DIAG, 'N' )
  278:       LQUERY = ( LWORK.EQ.-1 )
  279: *
  280: *     Partition A and X into blocks
  281: *
  282:       NB = MAX( 8, ILAENV( 1, 'DLATRS', '', N, N, -1, -1 ) )
  283:       NB = MIN( NBMAX, NB )
  284:       NBA = MAX( 1, (N + NB - 1) / NB )
  285:       NBX = MAX( 1, (NRHS + NBRHS - 1) / NBRHS )
  286: *
  287: *     Compute the workspace
  288: *
  289: *     The workspace comprises two parts.
  290: *     The first part stores the local scale factors. Each simultaneously
  291: *     computed right-hand side requires one local scale factor per block
  292: *     row. WORK( I+KK*LDS ) is the scale factor of the vector
  293: *     segment associated with the I-th block row and the KK-th vector
  294: *     in the block column.
  295:       LSCALE = NBA * MAX( NBA, MIN( NRHS, NBRHS ) )
  296:       LDS = NBA
  297: *     The second part stores upper bounds of the triangular A. There are
  298: *     a total of NBA x NBA blocks, of which only the upper triangular
  299: *     part or the lower triangular part is referenced. The upper bound of
  300: *     the block A( I, J ) is stored as WORK( AWRK + I + J * NBA ).
  301:       LANRM = NBA * NBA
  302:       AWRK = LSCALE
  303:       WORK( 1 ) = LSCALE + LANRM
  304: *
  305: *     Test the input parameters
  306: *
  307:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  308:          INFO = -1
  309:       ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
  310:      $         LSAME( TRANS, 'C' ) ) THEN
  311:          INFO = -2
  312:       ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
  313:          INFO = -3
  314:       ELSE IF( .NOT.LSAME( NORMIN, 'Y' ) .AND. .NOT.
  315:      $         LSAME( NORMIN, 'N' ) ) THEN
  316:          INFO = -4
  317:       ELSE IF( N.LT.0 ) THEN
  318:          INFO = -5
  319:       ELSE IF( NRHS.LT.0 ) THEN
  320:          INFO = -6
  321:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  322:          INFO = -8
  323:       ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  324:          INFO = -10
  325:       ELSE IF( .NOT.LQUERY .AND. LWORK.LT.WORK( 1 ) ) THEN
  326:          INFO = -14
  327:       END IF
  328:       IF( INFO.NE.0 ) THEN
  329:          CALL XERBLA( 'DLATRS3', -INFO )
  330:          RETURN
  331:       ELSE IF( LQUERY ) THEN
  332:          RETURN
  333:       END IF
  334: *
  335: *     Initialize scaling factors
  336: *
  337:       DO KK = 1, NRHS
  338:          SCALE( KK ) = ONE
  339:       END DO
  340: *
  341: *     Quick return if possible
  342: *
  343:       IF( MIN( N, NRHS ).EQ.0 )
  344:      $   RETURN
  345: *
  346: *     Determine machine dependent constant to control overflow.
  347: *
  348:       BIGNUM = DLAMCH( 'Overflow' )
  349:       SMLNUM = DLAMCH( 'Safe Minimum' )
  350: *
  351: *     Use unblocked code for small problems
  352: *
  353:       IF( NRHS.LT.NRHSMIN ) THEN
  354:          CALL DLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X( 1, 1),
  355:      $                SCALE( 1 ), CNORM, INFO )
  356:          DO K = 2, NRHS
  357:             CALL DLATRS( UPLO, TRANS, DIAG, 'Y', N, A, LDA, X( 1, K ),
  358:      $                   SCALE( K ), CNORM, INFO )
  359:          END DO
  360:          RETURN
  361:       END IF
  362: *
  363: *     Compute norms of blocks of A excluding diagonal blocks and find
  364: *     the block with the largest norm TMAX.
  365: *
  366:       TMAX = ZERO
  367:       DO J = 1, NBA
  368:          J1 = (J-1)*NB + 1
  369:          J2 = MIN( J*NB, N ) + 1
  370:          IF ( UPPER ) THEN
  371:             IFIRST = 1
  372:             ILAST = J - 1
  373:          ELSE
  374:             IFIRST = J + 1
  375:             ILAST = NBA
  376:          END IF
  377:          DO I = IFIRST, ILAST
  378:             I1 = (I-1)*NB + 1
  379:             I2 = MIN( I*NB, N ) + 1
  380: *
  381: *           Compute upper bound of A( I1:I2-1, J1:J2-1 ).
  382: *
  383:             IF( NOTRAN ) THEN
  384:                ANRM = DLANGE( 'I', I2-I1, J2-J1, A( I1, J1 ), LDA, W )
  385:                WORK( AWRK + I+(J-1)*NBA ) = ANRM
  386:             ELSE
  387:                ANRM = DLANGE( '1', I2-I1, J2-J1, A( I1, J1 ), LDA, W )
  388:                WORK( AWRK + J+(I-1)*NBA ) = ANRM
  389:             END IF
  390:             TMAX = MAX( TMAX, ANRM )
  391:          END DO
  392:       END DO
  393: *
  394:       IF( .NOT. TMAX.LE.DLAMCH('Overflow') ) THEN
  395: *
  396: *        Some matrix entries have huge absolute value. At least one upper
  397: *        bound norm( A(I1:I2-1, J1:J2-1), 'I') is not a valid floating-point
  398: *        number, either due to overflow in LANGE or due to Inf in A.
  399: *        Fall back to LATRS. Set normin = 'N' for every right-hand side to
  400: *        force computation of TSCAL in LATRS to avoid the likely overflow
  401: *        in the computation of the column norms CNORM.
  402: *
  403:          DO K = 1, NRHS
  404:             CALL DLATRS( UPLO, TRANS, DIAG, 'N', N, A, LDA, X( 1, K ),
  405:      $                   SCALE( K ), CNORM, INFO )
  406:          END DO
  407:          RETURN
  408:       END IF
  409: *
  410: *     Every right-hand side requires workspace to store NBA local scale
  411: *     factors. To save workspace, X is computed successively in block columns
  412: *     of width NBRHS, requiring a total of NBA x NBRHS space. If sufficient
  413: *     workspace is available, larger values of NBRHS or NBRHS = NRHS are viable.
  414:       DO K = 1, NBX
  415: *        Loop over block columns (index = K) of X and, for column-wise scalings,
  416: *        over individual columns (index = KK).
  417: *        K1: column index of the first column in X( J, K )
  418: *        K2: column index of the first column in X( J, K+1 )
  419: *        so the K2 - K1 is the column count of the block X( J, K )
  420:          K1 = (K-1)*NBRHS + 1
  421:          K2 = MIN( K*NBRHS, NRHS ) + 1
  422: *
  423: *        Initialize local scaling factors of current block column X( J, K )
  424: *
  425:          DO KK = 1, K2-K1
  426:             DO I = 1, NBA
  427:                WORK( I+KK*LDS ) = ONE
  428:             END DO
  429:          END DO
  430: *
  431:          IF( NOTRAN ) THEN
  432: *
  433: *           Solve A * X(:, K1:K2-1) = B * diag(scale(K1:K2-1))
  434: *
  435:             IF( UPPER ) THEN
  436:                JFIRST = NBA
  437:                JLAST = 1
  438:                JINC = -1
  439:             ELSE
  440:                JFIRST = 1
  441:                JLAST = NBA
  442:                JINC = 1
  443:             END IF
  444:          ELSE
  445: *
  446: *           Solve A**T * X(:, K1:K2-1) = B * diag(scale(K1:K2-1))
  447: *
  448:             IF( UPPER ) THEN
  449:                JFIRST = 1
  450:                JLAST = NBA
  451:                JINC = 1
  452:             ELSE
  453:                JFIRST = NBA
  454:                JLAST = 1
  455:                JINC = -1
  456:             END IF
  457:          END IF
  458: *
  459:          DO J = JFIRST, JLAST, JINC
  460: *           J1: row index of the first row in A( J, J )
  461: *           J2: row index of the first row in A( J+1, J+1 )
  462: *           so that J2 - J1 is the row count of the block A( J, J )
  463:             J1 = (J-1)*NB + 1
  464:             J2 = MIN( J*NB, N ) + 1
  465: *
  466: *           Solve op(A( J, J )) * X( J, RHS ) = SCALOC * B( J, RHS )
  467: *           for all right-hand sides in the current block column,
  468: *           one RHS at a time.
  469: *
  470:             DO KK = 1, K2-K1
  471:                RHS = K1 + KK - 1
  472:                IF( KK.EQ.1 ) THEN
  473:                   CALL DLATRS( UPLO, TRANS, DIAG, 'N', J2-J1,
  474:      $                         A( J1, J1 ), LDA, X( J1, RHS ),
  475:      $                         SCALOC, CNORM, INFO )
  476:                ELSE
  477:                   CALL DLATRS( UPLO, TRANS, DIAG, 'Y', J2-J1,
  478:      $                         A( J1, J1 ), LDA, X( J1, RHS ),
  479:      $                         SCALOC, CNORM, INFO )
  480:                END IF
  481: *              Find largest absolute value entry in the vector segment
  482: *              X( J1:J2-1, RHS ) as an upper bound for the worst case
  483: *              growth in the linear updates.
  484:                XNRM( KK ) = DLANGE( 'I', J2-J1, 1, X( J1, RHS ),
  485:      $                              LDX, W )
  486: *
  487:                IF( SCALOC .EQ. ZERO ) THEN
  488: *                 LATRS found that A is singular through A(j,j) = 0.
  489: *                 Reset the computation x(1:n) = 0, x(j) = 1, SCALE = 0
  490: *                 and compute A*x = 0 (or A**T*x = 0). Note that
  491: *                 X(J1:J2-1, KK) is set by LATRS.
  492:                   SCALE( RHS ) = ZERO
  493:                   DO II = 1, J1-1
  494:                      X( II, KK ) = ZERO
  495:                   END DO
  496:                   DO II = J2, N
  497:                      X( II, KK ) = ZERO
  498:                   END DO
  499: *                 Discard the local scale factors.
  500:                   DO II = 1, NBA
  501:                      WORK( II+KK*LDS ) = ONE
  502:                   END DO
  503:                   SCALOC = ONE
  504:                ELSE IF( SCALOC * WORK( J+KK*LDS ) .EQ. ZERO ) THEN
  505: *                 LATRS computed a valid scale factor, but combined with
  506: *                 the current scaling the solution does not have a
  507: *                 scale factor > 0.
  508: *
  509: *                 Set WORK( J+KK*LDS ) to smallest valid scale
  510: *                 factor and increase SCALOC accordingly.
  511:                   SCAL = WORK( J+KK*LDS ) / SMLNUM
  512:                   SCALOC = SCALOC * SCAL
  513:                   WORK( J+KK*LDS ) = SMLNUM
  514: *                 If LATRS overestimated the growth, x may be
  515: *                 rescaled to preserve a valid combined scale
  516: *                 factor WORK( J, KK ) > 0.
  517:                   RSCAL = ONE / SCALOC
  518:                   IF( XNRM( KK ) * RSCAL .LE. BIGNUM ) THEN
  519:                      XNRM( KK ) = XNRM( KK ) * RSCAL
  520:                      CALL DSCAL( J2-J1, RSCAL, X( J1, RHS ), 1 )
  521:                      SCALOC = ONE
  522:                   ELSE
  523: *                    The system op(A) * x = b is badly scaled and its
  524: *                    solution cannot be represented as (1/scale) * x.
  525: *                    Set x to zero. This approach deviates from LATRS
  526: *                    where a completely meaningless non-zero vector
  527: *                    is returned that is not a solution to op(A) * x = b.
  528:                      SCALE( RHS ) = ZERO
  529:                      DO II = 1, N
  530:                         X( II, KK ) = ZERO
  531:                      END DO
  532: *                    Discard the local scale factors.
  533:                      DO II = 1, NBA
  534:                         WORK( II+KK*LDS ) = ONE
  535:                      END DO
  536:                      SCALOC = ONE
  537:                   END IF
  538:                END IF
  539:                SCALOC = SCALOC * WORK( J+KK*LDS )
  540:                WORK( J+KK*LDS ) = SCALOC
  541:             END DO
  542: *
  543: *           Linear block updates
  544: *
  545:             IF( NOTRAN ) THEN
  546:                IF( UPPER ) THEN
  547:                   IFIRST = J - 1
  548:                   ILAST = 1
  549:                   IINC = -1
  550:                ELSE
  551:                   IFIRST = J + 1
  552:                   ILAST = NBA
  553:                   IINC = 1
  554:                END IF
  555:             ELSE
  556:                IF( UPPER ) THEN
  557:                   IFIRST = J + 1
  558:                   ILAST = NBA
  559:                   IINC = 1
  560:                ELSE
  561:                   IFIRST = J - 1
  562:                   ILAST = 1
  563:                   IINC = -1
  564:                END IF
  565:             END IF
  566: *
  567:             DO I = IFIRST, ILAST, IINC
  568: *              I1: row index of the first column in X( I, K )
  569: *              I2: row index of the first column in X( I+1, K )
  570: *              so the I2 - I1 is the row count of the block X( I, K )
  571:                I1 = (I-1)*NB + 1
  572:                I2 = MIN( I*NB, N ) + 1
  573: *
  574: *              Prepare the linear update to be executed with GEMM.
  575: *              For each column, compute a consistent scaling, a
  576: *              scaling factor to survive the linear update, and
  577: *              rescale the column segments, if necesssary. Then
  578: *              the linear update is safely executed.
  579: *
  580:                DO KK = 1, K2-K1
  581:                   RHS = K1 + KK - 1
  582: *                 Compute consistent scaling
  583:                   SCAMIN = MIN( WORK( I + KK*LDS), WORK( J + KK*LDS ) )
  584: *
  585: *                 Compute scaling factor to survive the linear update
  586: *                 simulating consistent scaling.
  587: *
  588:                   BNRM = DLANGE( 'I', I2-I1, 1, X( I1, RHS ), LDX, W )
  589:                   BNRM = BNRM*( SCAMIN / WORK( I+KK*LDS ) )
  590:                   XNRM( KK ) = XNRM( KK )*(SCAMIN / WORK( J+KK*LDS ))
  591:                   ANRM = WORK( AWRK + I+(J-1)*NBA )
  592:                   SCALOC = DLARMM( ANRM, XNRM( KK ), BNRM )
  593: *
  594: *                 Simultaneously apply the robust update factor and the
  595: *                 consistency scaling factor to B( I, KK ) and B( J, KK ).
  596: *
  597:                   SCAL = ( SCAMIN / WORK( I+KK*LDS) )*SCALOC
  598:                   IF( SCAL.NE.ONE ) THEN
  599:                      CALL DSCAL( I2-I1, SCAL, X( I1, RHS ), 1 )
  600:                      WORK( I+KK*LDS ) = SCAMIN*SCALOC
  601:                   END IF
  602: *
  603:                   SCAL = ( SCAMIN / WORK( J+KK*LDS ) )*SCALOC
  604:                   IF( SCAL.NE.ONE ) THEN
  605:                      CALL DSCAL( J2-J1, SCAL, X( J1, RHS ), 1 )
  606:                      WORK( J+KK*LDS ) = SCAMIN*SCALOC
  607:                   END IF
  608:                END DO
  609: *
  610:                IF( NOTRAN ) THEN
  611: *
  612: *                 B( I, K ) := B( I, K ) - A( I, J ) * X( J, K )
  613: *
  614:                   CALL DGEMM( 'N', 'N', I2-I1, K2-K1, J2-J1, -ONE,
  615:      $                        A( I1, J1 ), LDA, X( J1, K1 ), LDX,
  616:      $                        ONE, X( I1, K1 ), LDX )
  617:                ELSE
  618: *
  619: *                 B( I, K ) := B( I, K ) - A( J, I )**T * X( J, K )
  620: *
  621:                   CALL DGEMM( 'T', 'N', I2-I1, K2-K1, J2-J1, -ONE,
  622:      $                        A( J1, I1 ), LDA, X( J1, K1 ), LDX,
  623:      $                        ONE, X( I1, K1 ), LDX )
  624:                END IF
  625:             END DO
  626:          END DO
  627: *
  628: *        Reduce local scaling factors
  629: *
  630:          DO KK = 1, K2-K1
  631:             RHS = K1 + KK - 1
  632:             DO I = 1, NBA
  633:                SCALE( RHS ) = MIN( SCALE( RHS ), WORK( I+KK*LDS ) )
  634:             END DO
  635:          END DO
  636: *
  637: *        Realize consistent scaling
  638: *
  639:          DO KK = 1, K2-K1
  640:             RHS = K1 + KK - 1
  641:             IF( SCALE( RHS ).NE.ONE .AND. SCALE( RHS ).NE. ZERO ) THEN
  642:                DO I = 1, NBA
  643:                   I1 = (I-1)*NB + 1
  644:                   I2 = MIN( I*NB, N ) + 1
  645:                   SCAL = SCALE( RHS ) / WORK( I+KK*LDS )
  646:                   IF( SCAL.NE.ONE )
  647:      $               CALL DSCAL( I2-I1, SCAL, X( I1, RHS ), 1 )
  648:                END DO
  649:             END IF
  650:          END DO
  651:       END DO
  652:       RETURN
  653: *
  654: *     End of DLATRS3
  655: *
  656:       END

CVSweb interface <joel.bertrand@systella.fr>