Diff for /rpl/lapack/lapack/zlatbs.f between versions 1.8 and 1.9

version 1.8, 2011/07/22 07:38:18 version 1.9, 2011/11/21 20:43:18
Line 1 Line 1
   *> \brief \b ZLATBS
   *
   *  =========== DOCUMENTATION ===========
   *
   * Online html documentation available at 
   *            http://www.netlib.org/lapack/explore-html/ 
   *
   *> \htmlonly
   *> Download ZLATBS + dependencies 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlatbs.f"> 
   *> [TGZ]</a> 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlatbs.f"> 
   *> [ZIP]</a> 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlatbs.f"> 
   *> [TXT]</a>
   *> \endhtmlonly 
   *
   *  Definition:
   *  ===========
   *
   *       SUBROUTINE ZLATBS( UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X,
   *                          SCALE, CNORM, INFO )
   * 
   *       .. Scalar Arguments ..
   *       CHARACTER          DIAG, NORMIN, TRANS, UPLO
   *       INTEGER            INFO, KD, LDAB, N
   *       DOUBLE PRECISION   SCALE
   *       ..
   *       .. Array Arguments ..
   *       DOUBLE PRECISION   CNORM( * )
   *       COMPLEX*16         AB( LDAB, * ), X( * )
   *       ..
   *  
   *
   *> \par Purpose:
   *  =============
   *>
   *> \verbatim
   *>
   *> ZLATBS 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, where A is an upper or lower
   *> triangular band matrix.  Here A**T denotes the 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 ZTBSV 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.
   *> \endverbatim
   *
   *  Arguments:
   *  ==========
   *
   *> \param[in] UPLO
   *> \verbatim
   *>          UPLO is CHARACTER*1
   *>          Specifies whether the matrix A is upper or lower triangular.
   *>          = 'U':  Upper triangular
   *>          = 'L':  Lower triangular
   *> \endverbatim
   *>
   *> \param[in] TRANS
   *> \verbatim
   *>          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)
   *> \endverbatim
   *>
   *> \param[in] DIAG
   *> \verbatim
   *>          DIAG is CHARACTER*1
   *>          Specifies whether or not the matrix A is unit triangular.
   *>          = 'N':  Non-unit triangular
   *>          = 'U':  Unit triangular
   *> \endverbatim
   *>
   *> \param[in] NORMIN
   *> \verbatim
   *>          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.
   *> \endverbatim
   *>
   *> \param[in] N
   *> \verbatim
   *>          N is INTEGER
   *>          The order of the matrix A.  N >= 0.
   *> \endverbatim
   *>
   *> \param[in] KD
   *> \verbatim
   *>          KD is INTEGER
   *>          The number of subdiagonals or superdiagonals in the
   *>          triangular matrix A.  KD >= 0.
   *> \endverbatim
   *>
   *> \param[in] AB
   *> \verbatim
   *>          AB is COMPLEX*16 array, dimension (LDAB,N)
   *>          The upper or lower triangular band matrix A, stored in the
   *>          first KD+1 rows of the array. The j-th column of A is stored
   *>          in the j-th column of the array AB as follows:
   *>          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
   *>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
   *> \endverbatim
   *>
   *> \param[in] LDAB
   *> \verbatim
   *>          LDAB is INTEGER
   *>          The leading dimension of the array AB.  LDAB >= KD+1.
   *> \endverbatim
   *>
   *> \param[in,out] X
   *> \verbatim
   *>          X is COMPLEX*16 array, dimension (N)
   *>          On entry, the right hand side b of the triangular system.
   *>          On exit, X is overwritten by the solution vector x.
   *> \endverbatim
   *>
   *> \param[out] SCALE
   *> \verbatim
   *>          SCALE is DOUBLE PRECISION
   *>          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.
   *> \endverbatim
   *>
   *> \param[in,out] CNORM
   *> \verbatim
   *>          CNORM is or output) DOUBLE PRECISION 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.
   *> \endverbatim
   *>
   *> \param[out] INFO
   *> \verbatim
   *>          INFO is INTEGER
   *>          = 0:  successful exit
   *>          < 0:  if INFO = -k, the k-th argument had an illegal value
   *> \endverbatim
   *
   *  Authors:
   *  ========
   *
   *> \author Univ. of Tennessee 
   *> \author Univ. of California Berkeley 
   *> \author Univ. of Colorado Denver 
   *> \author NAG Ltd. 
   *
   *> \date November 2011
   *
   *> \ingroup complex16OTHERauxiliary
   *
   *> \par Further Details:
   *  =====================
   *>
   *> \verbatim
   *>
   *>  A rough bound on x is computed; if that is less than overflow, ZTBSV
   *>  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 ZTBSV 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 ZTBSV if 1/M(n) and 1/G(n) are both greater
   *>  than max(underflow, 1/overflow).
   *> \endverbatim
   *>
   *  =====================================================================
       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 3.4.0) --
 *  -- 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 2011
 *  *
 *     .. Scalar Arguments ..  *     .. Scalar Arguments ..
       CHARACTER          DIAG, NORMIN, TRANS, UPLO        CHARACTER          DIAG, NORMIN, TRANS, UPLO
Line 16 Line 258
       COMPLEX*16         AB( LDAB, * ), X( * )        COMPLEX*16         AB( LDAB, * ), X( * )
 *     ..  *     ..
 *  *
 *  Purpose  
 *  =======  
 *  
 *  ZLATBS 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, where A is an upper or lower  
 *  triangular band matrix.  Here A**T denotes the 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 ZTBSV 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.  
 *  
 *  Arguments  
 *  =========  
 *  
 *  UPLO    (input) CHARACTER*1  
 *          Specifies whether the matrix A is upper or lower triangular.  
 *          = 'U':  Upper triangular  
 *          = 'L':  Lower triangular  
 *  
 *  TRANS   (input) 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    (input) CHARACTER*1  
 *          Specifies whether or not the matrix A is unit triangular.  
 *          = 'N':  Non-unit triangular  
 *          = 'U':  Unit triangular  
 *  
 *  NORMIN  (input) 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       (input) INTEGER  
 *          The order of the matrix A.  N >= 0.  
 *  
 *  KD      (input) INTEGER  
 *          The number of subdiagonals or superdiagonals in the  
 *          triangular matrix A.  KD >= 0.  
 *  
 *  AB      (input) COMPLEX*16 array, dimension (LDAB,N)  
 *          The upper or lower triangular band matrix A, stored in the  
 *          first KD+1 rows of the array. The j-th column of A is stored  
 *          in the j-th column of the array AB as follows:  
 *          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;  
 *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).  
 *  
 *  LDAB    (input) INTEGER  
 *          The leading dimension of the array AB.  LDAB >= KD+1.  
 *  
 *  X       (input/output) COMPLEX*16 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   (output) DOUBLE PRECISION  
 *          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   (input or output) DOUBLE PRECISION 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    (output) INTEGER  
 *          = 0:  successful exit  
 *          < 0:  if INFO = -k, the k-th argument had an illegal value  
 *  
 *  Further Details  
 *  ======= =======  
 *  
 *  A rough bound on x is computed; if that is less than overflow, ZTBSV  
 *  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 ZTBSV 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 ZTBSV if 1/M(n) and 1/G(n) are both greater  
 *  than max(underflow, 1/overflow).  
 *  
 *  =====================================================================  *  =====================================================================
 *  *
 *     .. Parameters ..  *     .. Parameters ..

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