DLATBS (3) - Linux Manuals

dlatbs.f -

SYNOPSIS

Functions/Subroutines

subroutine dlatbs (UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, SCALE, CNORM, INFO)
DLATBS solves a triangular banded system of equations.

Function/Subroutine Documentation

subroutine dlatbs (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )X, double precisionSCALE, double precision, dimension( * )CNORM, integerINFO)

DLATBS solves a triangular banded system of equations.

Purpose:

``` DLATBS solves one of the triangular systems

A *x = s*b  or  A**T*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 DTBSV 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.
```

Parameters:

UPLO

```          UPLO is CHARACTER*1
Specifies whether the matrix A is upper or lower triangular.
= 'U':  Upper triangular
= 'L':  Lower triangular
```

TRANS

```          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**T* x = s*b  (Conjugate transpose = Transpose)
```

DIAG

```          DIAG is CHARACTER*1
Specifies whether or not the matrix A is unit triangular.
= 'N':  Non-unit triangular
= 'U':  Unit triangular
```

NORMIN

```          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.
```

N

```          N is INTEGER
The order of the matrix A.  N >= 0.
```

KD

```          KD is INTEGER
The number of subdiagonals or superdiagonals in the
triangular matrix A.  KD >= 0.
```

AB

```          AB is DOUBLE PRECISION 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

```          LDAB is INTEGER
The leading dimension of the array AB.  LDAB >= KD+1.
```

X

```          X is DOUBLE PRECISION 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

```          SCALE is DOUBLE PRECISION
The scaling factor s for the triangular system
A * x = s*b  or  A**T* 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

```          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.
```

INFO

```          INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -k, the k-th argument had an illegal value
```

Author:

Univ. of Tennessee

Univ. of California Berkeley

NAG Ltd.

Date:

September 2012

Further Details:

```  A rough bound on x is computed; if that is less than overflow, DTBSV
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 DTBSV 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.  The basic
algorithm for A upper triangular is

for j = 1, ..., n
x(j) := ( b(j) - A[1:j-1,j]**T * x[1:j-1] ) / A(j,j)
end

We simultaneously compute two bounds
G(j) = bound on ( b(i) - A[1:i-1,i]**T * 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 DTBSV if 1/M(n) and 1/G(n) are both greater
than max(underflow, 1/overflow).
```

Definition at line 242 of file dlatbs.f.

Author

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