slatbs (l) - Linux Manuals
slatbs: solves one of the triangular systems A *x = s*b or Aaq*x = s*b with scaling to prevent overflow, where A is an upper or lower triangular band matrix
NAME
SLATBS - solves one of the triangular systems A *x = s*b or Aaq*x = s*b with scaling to prevent overflow, where A is an upper or lower triangular band matrixSYNOPSIS
- SUBROUTINE SLATBS(
- UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, SCALE, CNORM, INFO )
- CHARACTER DIAG, NORMIN, TRANS, UPLO
- INTEGER INFO, KD, LDAB, N
- REAL SCALE
- REAL AB( LDAB, * ), CNORM( * ), X( * )
PURPOSE
SLATBS solves one of the triangular systems 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 STBSV 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.
= aqUaq: Upper triangular
= aqLaq: Lower triangular - TRANS (input) CHARACTER*1
-
Specifies the operation applied to A.
= aqNaq: Solve A * x = s*b (No transpose)
= aqTaq: Solve Aaq* x = s*b (Transpose)
= aqCaq: Solve Aaq* x = s*b (Conjugate transpose = Transpose) - DIAG (input) CHARACTER*1
-
Specifies whether or not the matrix A is unit triangular.
= aqNaq: Non-unit triangular
= aqUaq: Unit triangular - NORMIN (input) CHARACTER*1
-
Specifies whether CNORM has been set or not.
= aqYaq: CNORM contains the column norms on entry
= aqNaq: 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) REAL 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 = aqUaq, AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = aqLaq, 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) REAL 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) REAL
- The scaling factor s for the triangular system A * x = s*b or Aaq* 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) REAL array, dimension (N)
- If NORMIN = aqYaq, 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 = aqNaq, CNORM(j) must be greater than or equal to the infinity-norm, and if TRANS = aqTaq or aqCaq, CNORM(j) must be greater than or equal to the 1-norm. If NORMIN = aqNaq, 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, STBSV 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
Define bounds on the components of x after j iterations of the loop:
M(j)
G(j)
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+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)
and
|x(j)|
Since |x(j)| <= M(j), we use the Level 2 BLAS routine STBSV 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 Aaq*x = b. The basic algorithm for A upper triangular is
We simultaneously compute two bounds
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
and we can safely call STBSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow).