Diff for /rpl/lapack/lapack/zlatrs.f between versions 1.2 and 1.20

version 1.2, 2010/04/21 13:45:36 version 1.20, 2023/08/07 08:39:32
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   *> \brief \b ZLATRS solves a triangular system of equations with the scale factor set to prevent overflow.
   *
   *  =========== DOCUMENTATION ===========
   *
   * Online html documentation available at
   *            http://www.netlib.org/lapack/explore-html/
   *
   *> \htmlonly
   *> Download ZLATRS + dependencies
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlatrs.f">
   *> [TGZ]</a>
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlatrs.f">
   *> [ZIP]</a>
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlatrs.f">
   *> [TXT]</a>
   *> \endhtmlonly
   *
   *  Definition:
   *  ===========
   *
   *       SUBROUTINE ZLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,
   *                          CNORM, INFO )
   *
   *       .. Scalar Arguments ..
   *       CHARACTER          DIAG, NORMIN, TRANS, UPLO
   *       INTEGER            INFO, LDA, N
   *       DOUBLE PRECISION   SCALE
   *       ..
   *       .. Array Arguments ..
   *       DOUBLE PRECISION   CNORM( * )
   *       COMPLEX*16         A( LDA, * ), X( * )
   *       ..
   *
   *
   *> \par Purpose:
   *  =============
   *>
   *> \verbatim
   *>
   *> ZLATRS solves one of the triangular systems
   *>
   *>    A * x = s*b,  A**T * x = s*b,  or  A**H * x = s*b,
   *>
   *> with scaling to prevent overflow.  Here A is an upper or lower
   *> triangular matrix, A**T denotes the transpose of A, A**H denotes the
   *> conjugate transpose of A, x and b are n-element vectors, and s is a
   *> scaling factor, usually less than or equal to 1, chosen so that the
   *> components of x will be less than the overflow threshold.  If the
   *> unscaled problem will not cause overflow, the Level 2 BLAS routine
   *> ZTRSV 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] A
   *> \verbatim
   *>          A is COMPLEX*16 array, dimension (LDA,N)
   *>          The triangular matrix A.  If UPLO = 'U', the leading n by n
   *>          upper triangular part of the array A contains the upper
   *>          triangular matrix, and the strictly lower triangular part of
   *>          A is not referenced.  If UPLO = 'L', the leading n by n lower
   *>          triangular part of the array A contains the lower triangular
   *>          matrix, and the strictly upper triangular part of A is not
   *>          referenced.  If DIAG = 'U', the diagonal elements of A are
   *>          also not referenced and are assumed to be 1.
   *> \endverbatim
   *>
   *> \param[in] LDA
   *> \verbatim
   *>          LDA is INTEGER
   *>          The leading dimension of the array A.  LDA >= max (1,N).
   *> \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 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.
   *
   *> \ingroup complex16OTHERauxiliary
   *
   *> \par Further Details:
   *  =====================
   *>
   *> \verbatim
   *>
   *>  A rough bound on x is computed; if that is less than overflow, ZTRSV
   *>  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 ZTRSV 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 ZTRSV if 1/M(n) and 1/G(n) are both greater
   *>  than max(underflow, 1/overflow).
   *> \endverbatim
   *>
   *  =====================================================================
       SUBROUTINE ZLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,        SUBROUTINE ZLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,
      $                   CNORM, INFO )       $                   CNORM, INFO )
 *  *
 *  -- LAPACK auxiliary routine (version 3.2) --  *  -- LAPACK auxiliary routine --
 *  -- 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  
 *  *
 *     .. Scalar Arguments ..  *     .. Scalar Arguments ..
       CHARACTER          DIAG, NORMIN, TRANS, UPLO        CHARACTER          DIAG, NORMIN, TRANS, UPLO
Line 16 Line 251
       COMPLEX*16         A( LDA, * ), X( * )        COMPLEX*16         A( LDA, * ), X( * )
 *     ..  *     ..
 *  *
 *  Purpose  
 *  =======  
 *  
 *  ZLATRS solves one of the triangular systems  
 *  
 *     A * x = s*b,  A**T * x = s*b,  or  A**H * x = s*b,  
 *  
 *  with scaling to prevent overflow.  Here A is an upper or lower  
 *  triangular matrix, A**T denotes the transpose of A, A**H denotes the  
 *  conjugate transpose of A, x and b are n-element vectors, and s is a  
 *  scaling factor, usually less than or equal to 1, chosen so that the  
 *  components of x will be less than the overflow threshold.  If the  
 *  unscaled problem will not cause overflow, the Level 2 BLAS routine  
 *  ZTRSV 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.  
 *  
 *  A       (input) COMPLEX*16 array, dimension (LDA,N)  
 *          The triangular matrix A.  If UPLO = 'U', the leading n by n  
 *          upper triangular part of the array A contains the upper  
 *          triangular matrix, and the strictly lower triangular part of  
 *          A is not referenced.  If UPLO = 'L', the leading n by n lower  
 *          triangular part of the array A contains the lower triangular  
 *          matrix, and the strictly upper triangular part of A is not  
 *          referenced.  If DIAG = 'U', the diagonal elements of A are  
 *          also not referenced and are assumed to be 1.  
 *  
 *  LDA     (input) INTEGER  
 *          The leading dimension of the array A.  LDA >= max (1,N).  
 *  
 *  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, ZTRSV  
 *  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 ZTRSV 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 ZTRSV if 1/M(n) and 1/G(n) are both greater  
 *  than max(underflow, 1/overflow).  
 *  
 *  =====================================================================  *  =====================================================================
 *  *
 *     .. Parameters ..  *     .. Parameters ..
Line 235 Line 318
 *  *
 *     Quick return if possible  *     Quick return if possible
 *  *
         SCALE = ONE
       IF( N.EQ.0 )        IF( N.EQ.0 )
      $   RETURN       $   RETURN
 *  *
 *     Determine machine dependent parameters to control overflow.  *     Determine machine dependent parameters to control overflow.
 *  *
       SMLNUM = DLAMCH( 'Safe minimum' )        SMLNUM = DLAMCH( 'Safe minimum' ) / DLAMCH( 'Precision' )
       BIGNUM = ONE / SMLNUM        BIGNUM = ONE / SMLNUM
       CALL DLABAD( SMLNUM, BIGNUM )  
       SMLNUM = SMLNUM / DLAMCH( 'Precision' )  
       BIGNUM = ONE / SMLNUM  
       SCALE = ONE  
 *  *
       IF( LSAME( NORMIN, 'N' ) ) THEN        IF( LSAME( NORMIN, 'N' ) ) THEN
 *  *
Line 277 Line 357
       IF( TMAX.LE.BIGNUM*HALF ) THEN        IF( TMAX.LE.BIGNUM*HALF ) THEN
          TSCAL = ONE           TSCAL = ONE
       ELSE        ELSE
          TSCAL = HALF / ( SMLNUM*TMAX )  *
          CALL DSCAL( N, TSCAL, CNORM, 1 )  *        Avoid NaN generation if entries in CNORM exceed the
   *        overflow threshold
   *
            IF ( TMAX.LE.DLAMCH('Overflow') ) THEN
   *           Case 1: All entries in CNORM are valid floating-point numbers
               TSCAL = HALF / ( SMLNUM*TMAX )
               CALL DSCAL( N, TSCAL, CNORM, 1 )
            ELSE
   *           Case 2: At least one column norm of A cannot be
   *           represented as a floating-point number. Find the
   *           maximum offdiagonal absolute value
   *           max( |Re(A(I,J))|, |Im(A(I,J)| ). If this entry is
   *           not +/- Infinity, use this value as TSCAL.
               TMAX = ZERO
               IF( UPPER ) THEN
   *
   *              A is upper triangular.
   *
                  DO J = 2, N
                     DO I = 1, J - 1
                        TMAX = MAX( TMAX, ABS( DBLE( A( I, J ) ) ),
        $                           ABS( DIMAG(A ( I, J ) ) ) )
                     END DO
                  END DO
               ELSE
   *
   *              A is lower triangular.
   *
                  DO J = 1, N - 1
                     DO I = J + 1, N
                        TMAX = MAX( TMAX, ABS( DBLE( A( I, J ) ) ),
        $                           ABS( DIMAG(A ( I, J ) ) ) )
                     END DO
                  END DO
               END IF
   *
               IF( TMAX.LE.DLAMCH('Overflow') ) THEN
                  TSCAL = ONE / ( SMLNUM*TMAX )
                  DO J = 1, N
                     IF( CNORM( J ).LE.DLAMCH('Overflow') ) THEN
                        CNORM( J ) = CNORM( J )*TSCAL
                     ELSE
   *                    Recompute the 1-norm of each column without
   *                    introducing Infinity in the summation.
                        TSCAL = TWO * TSCAL
                        CNORM( J ) = ZERO
                        IF( UPPER ) THEN
                           DO I = 1, J - 1
                              CNORM( J ) = CNORM( J ) +
        $                                  TSCAL * CABS2( A( I, J ) )
                           END DO
                        ELSE
                           DO I = J + 1, N
                              CNORM( J ) = CNORM( J ) +
        $                                  TSCAL * CABS2( A( I, J ) )
                           END DO
                        END IF
                        TSCAL = TSCAL * HALF
                     END IF
                  END DO
               ELSE
   *              At least one entry of A is not a valid floating-point
   *              entry. Rely on TRSV to propagate Inf and NaN.
                  CALL ZTRSV( UPLO, TRANS, DIAG, N, A, LDA, X, 1 )
                  RETURN
               END IF
            END IF
       END IF        END IF
 *  *
 *     Compute a bound on the computed solution vector to see if the  *     Compute a bound on the computed solution vector to see if the

Removed from v.1.2  
changed lines
  Added in v.1.20


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