version 1.7, 2010/12/21 13:53:52
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version 1.19, 2018/05/29 06:55:25
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*> \brief \b ZLATBS solves a triangular banded system of equations. |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download ZLATBS + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlatbs.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlatbs.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlatbs.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* SUBROUTINE ZLATBS( UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, |
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* SCALE, CNORM, INFO ) |
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* |
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* .. Scalar Arguments .. |
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* CHARACTER DIAG, NORMIN, TRANS, UPLO |
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* INTEGER INFO, KD, LDAB, N |
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* DOUBLE PRECISION SCALE |
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* .. |
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* .. Array Arguments .. |
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* DOUBLE PRECISION CNORM( * ) |
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* COMPLEX*16 AB( LDAB, * ), X( * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> ZLATBS solves one of the triangular systems |
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*> |
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*> A * x = s*b, A**T * x = s*b, or A**H * x = s*b, |
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*> |
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*> with scaling to prevent overflow, where A is an upper or lower |
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*> triangular band matrix. Here A**T denotes the transpose of A, x and b |
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*> are n-element vectors, and s is a scaling factor, usually less than |
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*> or equal to 1, chosen so that the components of x will be less than |
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*> the overflow threshold. If the unscaled problem will not cause |
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*> overflow, the Level 2 BLAS routine ZTBSV is called. If the matrix A |
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*> is singular (A(j,j) = 0 for some j), then s is set to 0 and a |
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*> non-trivial solution to A*x = 0 is returned. |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] UPLO |
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*> \verbatim |
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*> UPLO is CHARACTER*1 |
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*> Specifies whether the matrix A is upper or lower triangular. |
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*> = 'U': Upper triangular |
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*> = 'L': Lower triangular |
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*> \endverbatim |
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*> |
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*> \param[in] TRANS |
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*> \verbatim |
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*> TRANS is CHARACTER*1 |
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*> Specifies the operation applied to A. |
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*> = 'N': Solve A * x = s*b (No transpose) |
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*> = 'T': Solve A**T * x = s*b (Transpose) |
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*> = 'C': Solve A**H * x = s*b (Conjugate transpose) |
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*> \endverbatim |
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*> |
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*> \param[in] DIAG |
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*> \verbatim |
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*> DIAG is CHARACTER*1 |
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*> Specifies whether or not the matrix A is unit triangular. |
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*> = 'N': Non-unit triangular |
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*> = 'U': Unit triangular |
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*> \endverbatim |
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*> |
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*> \param[in] NORMIN |
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*> \verbatim |
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*> NORMIN is CHARACTER*1 |
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*> Specifies whether CNORM has been set or not. |
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*> = 'Y': CNORM contains the column norms on entry |
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*> = 'N': CNORM is not set on entry. On exit, the norms will |
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*> be computed and stored in CNORM. |
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*> \endverbatim |
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*> |
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*> \param[in] N |
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*> \verbatim |
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*> N is INTEGER |
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*> The order of the matrix A. N >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in] KD |
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*> \verbatim |
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*> KD is INTEGER |
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*> The number of subdiagonals or superdiagonals in the |
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*> triangular matrix A. KD >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in] AB |
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*> \verbatim |
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*> AB is COMPLEX*16 array, dimension (LDAB,N) |
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*> The upper or lower triangular band matrix A, stored in the |
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*> first KD+1 rows of the array. The j-th column of A is stored |
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*> in the j-th column of the array AB as follows: |
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*> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; |
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*> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). |
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*> \endverbatim |
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*> |
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*> \param[in] LDAB |
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*> \verbatim |
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*> LDAB is INTEGER |
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*> The leading dimension of the array AB. LDAB >= KD+1. |
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*> \endverbatim |
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*> |
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*> \param[in,out] X |
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*> \verbatim |
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*> X is COMPLEX*16 array, dimension (N) |
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*> On entry, the right hand side b of the triangular system. |
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*> On exit, X is overwritten by the solution vector x. |
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*> \endverbatim |
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*> |
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*> \param[out] SCALE |
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*> \verbatim |
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*> SCALE is DOUBLE PRECISION |
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*> The scaling factor s for the triangular system |
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*> A * x = s*b, A**T * x = s*b, or A**H * x = s*b. |
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*> If SCALE = 0, the matrix A is singular or badly scaled, and |
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*> the vector x is an exact or approximate solution to A*x = 0. |
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*> \endverbatim |
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*> |
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*> \param[in,out] CNORM |
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*> \verbatim |
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*> CNORM is DOUBLE PRECISION array, dimension (N) |
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*> |
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*> If NORMIN = 'Y', CNORM is an input argument and CNORM(j) |
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*> contains the norm of the off-diagonal part of the j-th column |
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*> of A. If TRANS = 'N', CNORM(j) must be greater than or equal |
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*> to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j) |
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*> must be greater than or equal to the 1-norm. |
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*> |
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*> If NORMIN = 'N', CNORM is an output argument and CNORM(j) |
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*> returns the 1-norm of the offdiagonal part of the j-th column |
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*> of A. |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: successful exit |
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*> < 0: if INFO = -k, the k-th argument had an illegal value |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \date November 2017 |
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* |
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*> \ingroup complex16OTHERauxiliary |
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* |
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*> \par Further Details: |
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* ===================== |
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*> |
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*> \verbatim |
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*> |
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*> A rough bound on x is computed; if that is less than overflow, ZTBSV |
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*> is called, otherwise, specific code is used which checks for possible |
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*> overflow or divide-by-zero at every operation. |
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*> |
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*> A columnwise scheme is used for solving A*x = b. The basic algorithm |
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*> if A is lower triangular is |
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*> |
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*> x[1:n] := b[1:n] |
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*> for j = 1, ..., n |
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*> x(j) := x(j) / A(j,j) |
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*> x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j] |
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*> end |
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*> |
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*> Define bounds on the components of x after j iterations of the loop: |
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*> M(j) = bound on x[1:j] |
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*> G(j) = bound on x[j+1:n] |
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*> Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}. |
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*> |
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*> Then for iteration j+1 we have |
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*> M(j+1) <= G(j) / | A(j+1,j+1) | |
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*> G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] | |
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*> <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | ) |
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*> |
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*> where CNORM(j+1) is greater than or equal to the infinity-norm of |
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*> column j+1 of A, not counting the diagonal. Hence |
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*> |
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*> G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | ) |
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*> 1<=i<=j |
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*> and |
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*> |
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*> |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| ) |
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*> 1<=i< j |
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*> |
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*> Since |x(j)| <= M(j), we use the Level 2 BLAS routine ZTBSV if the |
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*> reciprocal of the largest M(j), j=1,..,n, is larger than |
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*> max(underflow, 1/overflow). |
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*> |
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*> The bound on x(j) is also used to determine when a step in the |
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*> columnwise method can be performed without fear of overflow. If |
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*> the computed bound is greater than a large constant, x is scaled to |
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*> prevent overflow, but if the bound overflows, x is set to 0, x(j) to |
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*> 1, and scale to 0, and a non-trivial solution to A*x = 0 is found. |
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*> |
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*> Similarly, a row-wise scheme is used to solve A**T *x = b or |
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*> A**H *x = b. The basic algorithm for A upper triangular is |
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*> |
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*> for j = 1, ..., n |
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*> x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j) |
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*> end |
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*> |
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*> We simultaneously compute two bounds |
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*> G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j |
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*> M(j) = bound on x(i), 1<=i<=j |
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*> |
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*> The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we |
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*> add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1. |
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*> Then the bound on x(j) is |
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*> |
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*> M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) | |
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*> |
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*> <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| ) |
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*> 1<=i<=j |
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*> |
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*> and we can safely call ZTBSV if 1/M(n) and 1/G(n) are both greater |
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*> than max(underflow, 1/overflow). |
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*> \endverbatim |
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*> |
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* ===================================================================== |
SUBROUTINE ZLATBS( UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, |
SUBROUTINE ZLATBS( UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, |
$ SCALE, CNORM, INFO ) |
$ SCALE, CNORM, INFO ) |
* |
* |
* -- LAPACK auxiliary routine (version 3.2) -- |
* -- LAPACK auxiliary routine (version 3.8.0) -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* November 2006 |
* November 2017 |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER DIAG, NORMIN, TRANS, UPLO |
CHARACTER DIAG, NORMIN, TRANS, UPLO |
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COMPLEX*16 AB( LDAB, * ), X( * ) |
COMPLEX*16 AB( LDAB, * ), X( * ) |
* .. |
* .. |
* |
* |
* Purpose |
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* ======= |
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* |
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* ZLATBS solves one of the triangular systems |
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* |
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* A * x = s*b, A**T * x = s*b, or A**H * x = s*b, |
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* |
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* with scaling to prevent overflow, where A is an upper or lower |
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* triangular band matrix. Here A' denotes the transpose of A, x and b |
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* are n-element vectors, and s is a scaling factor, usually less than |
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* or equal to 1, chosen so that the components of x will be less than |
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* the overflow threshold. If the unscaled problem will not cause |
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* overflow, the Level 2 BLAS routine ZTBSV is called. If the matrix A |
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* is singular (A(j,j) = 0 for some j), then s is set to 0 and a |
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* non-trivial solution to A*x = 0 is returned. |
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* |
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* Arguments |
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* ========= |
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* |
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* UPLO (input) CHARACTER*1 |
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* Specifies whether the matrix A is upper or lower triangular. |
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* = 'U': Upper triangular |
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* = 'L': Lower triangular |
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* |
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* TRANS (input) CHARACTER*1 |
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* Specifies the operation applied to A. |
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* = 'N': Solve A * x = s*b (No transpose) |
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* = 'T': Solve A**T * x = s*b (Transpose) |
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* = 'C': Solve A**H * x = s*b (Conjugate transpose) |
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* |
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* DIAG (input) CHARACTER*1 |
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* Specifies whether or not the matrix A is unit triangular. |
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* = 'N': Non-unit triangular |
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* = 'U': Unit triangular |
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* |
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* NORMIN (input) CHARACTER*1 |
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* Specifies whether CNORM has been set or not. |
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* = 'Y': CNORM contains the column norms on entry |
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* = 'N': CNORM is not set on entry. On exit, the norms will |
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* be computed and stored in CNORM. |
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* |
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* N (input) INTEGER |
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* The order of the matrix A. N >= 0. |
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* |
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* KD (input) INTEGER |
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* The number of subdiagonals or superdiagonals in the |
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* triangular matrix A. KD >= 0. |
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* |
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* AB (input) COMPLEX*16 array, dimension (LDAB,N) |
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* The upper or lower triangular band matrix A, stored in the |
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* first KD+1 rows of the array. The j-th column of A is stored |
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* in the j-th column of the array AB as follows: |
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; |
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). |
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* |
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* LDAB (input) INTEGER |
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* The leading dimension of the array AB. LDAB >= KD+1. |
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* |
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* X (input/output) COMPLEX*16 array, dimension (N) |
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* On entry, the right hand side b of the triangular system. |
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* On exit, X is overwritten by the solution vector x. |
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* |
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* SCALE (output) DOUBLE PRECISION |
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* The scaling factor s for the triangular system |
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* A * x = s*b, A**T * x = s*b, or A**H * x = s*b. |
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* If SCALE = 0, the matrix A is singular or badly scaled, and |
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* the vector x is an exact or approximate solution to A*x = 0. |
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* |
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* CNORM (input or output) DOUBLE PRECISION array, dimension (N) |
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* |
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* If NORMIN = 'Y', CNORM is an input argument and CNORM(j) |
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* contains the norm of the off-diagonal part of the j-th column |
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* of A. If TRANS = 'N', CNORM(j) must be greater than or equal |
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* to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j) |
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* must be greater than or equal to the 1-norm. |
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* |
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* If NORMIN = 'N', CNORM is an output argument and CNORM(j) |
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* returns the 1-norm of the offdiagonal part of the j-th column |
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* of A. |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit |
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* < 0: if INFO = -k, the k-th argument had an illegal value |
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* |
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* Further Details |
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* ======= ======= |
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* |
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* A rough bound on x is computed; if that is less than overflow, ZTBSV |
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* is called, otherwise, specific code is used which checks for possible |
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* overflow or divide-by-zero at every operation. |
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* |
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* A columnwise scheme is used for solving A*x = b. The basic algorithm |
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* if A is lower triangular is |
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* |
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* x[1:n] := b[1:n] |
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* for j = 1, ..., n |
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* x(j) := x(j) / A(j,j) |
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* x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j] |
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* end |
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* |
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* Define bounds on the components of x after j iterations of the loop: |
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* M(j) = bound on x[1:j] |
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* G(j) = bound on x[j+1:n] |
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* Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}. |
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* |
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* Then for iteration j+1 we have |
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* M(j+1) <= G(j) / | A(j+1,j+1) | |
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* G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] | |
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* <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | ) |
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* |
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* where CNORM(j+1) is greater than or equal to the infinity-norm of |
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* column j+1 of A, not counting the diagonal. Hence |
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* |
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* G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | ) |
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* 1<=i<=j |
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* and |
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* |
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* |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| ) |
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* 1<=i< j |
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* |
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* Since |x(j)| <= M(j), we use the Level 2 BLAS routine ZTBSV if the |
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* reciprocal of the largest M(j), j=1,..,n, is larger than |
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* max(underflow, 1/overflow). |
|
* |
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* The bound on x(j) is also used to determine when a step in the |
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* columnwise method can be performed without fear of overflow. If |
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* 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. |
|
* |
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* Similarly, a row-wise scheme is used to solve A**T *x = b or |
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* A**H *x = b. The basic algorithm for A upper triangular is |
|
* |
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* for j = 1, ..., n |
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* x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j) |
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* end |
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* |
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* We simultaneously compute two bounds |
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* G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j |
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* M(j) = bound on x(i), 1<=i<=j |
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* |
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* The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we |
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* add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1. |
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* Then the bound on x(j) is |
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* |
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* M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) | |
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* |
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* <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| ) |
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* 1<=i<=j |
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* |
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* and we can safely call ZTBSV if 1/M(n) and 1/G(n) are both greater |
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* than max(underflow, 1/overflow). |
|
* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |
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$ ZDOTU, ZLADIV |
$ ZDOTU, ZLADIV |
* .. |
* .. |
* .. External Subroutines .. |
* .. External Subroutines .. |
EXTERNAL DSCAL, XERBLA, ZAXPY, ZDSCAL, ZTBSV |
EXTERNAL DSCAL, XERBLA, ZAXPY, ZDSCAL, ZTBSV, DLABAD |
* .. |
* .. |
* .. Intrinsic Functions .. |
* .. Intrinsic Functions .. |
INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN |
INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN |