SRC/clatrs.f(3)

NAME
SRC/clatrs.f

SYNOPSIS

  Functions/Subroutines
subroutine clatrs (uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info)
CLATRS solves a triangular system of equations with the scale factor set to prevent overflow.

Function/Subroutine Documentation

  subroutine clatrs (character uplo, character trans, character diag, character normin, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info)

CLATRS solves a triangular system of equations with the scale factor set to prevent overflow.

Purpose:

    !>
    !> CLATRS 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
    !> CTRSV 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**H * x = s*b  (Conjugate 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.
    !>

    A

    !>          A is COMPLEX 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

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max (1,N).
    !>

    X

    !>          X is COMPLEX 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 REAL
    !>          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

    !>          CNORM is REAL 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

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

    !>
    !>  A rough bound on x is computed; if that is less than overflow, CTRSV
    !>  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 CTRSV 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 CTRSV if 1/M(n) and 1/G(n) are both greater
    !>  than max(underflow, 1/overflow).
    !>

Definition at line 237 of file clatrs.f.

Author

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