zlatrs.f (3)  Linux Manuals
NAME
zlatrs.f 
SYNOPSIS
Functions/Subroutines
subroutine zlatrs (UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE, CNORM, INFO)
ZLATRS solves a triangular system of equations with the scale factor set to prevent overflow.
Function/Subroutine Documentation
subroutine zlatrs (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( * )X, double precisionSCALE, double precision, dimension( * )CNORM, integerINFO)
ZLATRS solves a triangular system of equations with the scale factor set to prevent overflow.
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 nelement 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 nontrivial 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
TRANSTRANS 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)
DIAGDIAG is CHARACTER*1 Specifies whether or not the matrix A is unit triangular. = 'N': Nonunit triangular = 'U': Unit triangular
NORMINNORMIN 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA 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.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max (1,N).
XX 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.
SCALESCALE 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.
CNORMCNORM is DOUBLE PRECISION array, dimension (N) If NORMIN = 'Y', CNORM is an input argument and CNORM(j) contains the norm of the offdiagonal part of the jth column of A. If TRANS = 'N', CNORM(j) must be greater than or equal to the infinitynorm, and if TRANS = 'T' or 'C', CNORM(j) must be greater than or equal to the 1norm. If NORMIN = 'N', CNORM is an output argument and CNORM(j) returns the 1norm of the offdiagonal part of the jth column of A.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = k, the kth argument had an illegal value
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
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 dividebyzero 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 infinitynorm 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 nontrivial solution to A*x = 0 is found. Similarly, a rowwise 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:j1,j]' * x[1:j1] ) / A(j,j) end We simultaneously compute two bounds G(j) = bound on ( b(i)  A[1:i1,i]' * x[1:i1] ), 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(j1) and M(j) >= M(j1) for j >= 1. Then the bound on x(j) is M(j) <= M(j1) * ( 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).
Definition at line 239 of file zlatrs.f.
Author
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