dbltrsylv - Man Page
Name
dbltrsylv — Double Precision
— Double Precision routines for triangular standard Sylvester.
Synopsis
Functions
subroutine dla_trsylv2_dag (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the discrete time Sylvester equation with DAG based parallelization.
subroutine dla_trsylv_dag (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation with DAG parallelization.
subroutine dla_trsylv2_kernel_44nn (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = N, TRANSB = N)
subroutine dla_trsylv2_kernel_44nt (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = N, TRANSB = T)
subroutine dla_trsylv2_kernel_44tn (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = T, TRANSB = N)
subroutine dla_trsylv2_kernel_44tt (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = T, TRANSB = T)
subroutine dla_trsylv_kernel_44nn (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 Sylvester equation (TRANSA = N, TRANSB = N)
subroutine dla_trsylv_kernel_44nt (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 Sylvester equation (TRANSA = N, TRANSB = T)
subroutine dla_trsylv_kernel_44tn (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 Sylvester equation (TRANSA = T, TRANSB = N)
subroutine dla_trsylv_kernel_44tt (sgn, m, n, a, lda, b, ldb, x, ldx, scale, info)
Solver for a 4x4 Sylvester equation (TRANSA = T, TRANSB = T)
subroutine dla_trsylv2_l2 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_local_copy (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_local_copy_128 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_local_copy_32 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_local_copy_64 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_local_copy_96 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_reorder (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l2_unopt (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (unoptimized)
subroutine dla_trsylv_l2 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (optimized)
subroutine dla_trsylv_l2_local_copy (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (optimized)
subroutine dla_trsylv_l2_local_copy_128 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
subroutine dla_trsylv_l2_local_copy_32 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
subroutine dla_trsylv_l2_local_copy_64 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
subroutine dla_trsylv_l2_local_copy_96 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
subroutine dla_trsylv_l2_reorder (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (optimized)
subroutine dla_trsylv_l2_unopt (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (unoptimized)
subroutine dla_trsylv2_l3_2s (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Two level blocked Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l3 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
subroutine dla_trsylv2_l3_unopt (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Not Optimized)
subroutine dla_trsylv_l3_2s (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation.
subroutine dla_trsylv_l3 (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation.
subroutine dla_trsylv_l3_unopt (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation (unoptimized)
recursive subroutine dla_trsylv2_recursive (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Recursive Blocked Algorithm for the discrete time Sylvester equation.
recursive subroutine dla_trsylv_recursive (transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-3 Recursive Blocked Solver for the Sylvester equation.
Detailed Description
Double Precision routines for triangular standard Sylvester.
This section contains the solvers for the standard Sylvester equation with (quasi) triangular coefficient matrices. The coefficient matrices are normally generated with the help of the Schur decomposition from LAPACK. The routines use double precision arithmetic for computation and data.
Function Documentation
subroutine dla_trsylv2_dag (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, m) a, integer lda, double precision, dimension(ldb, n) b, integer ldb, double precision, dimension(ldx, n) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the discrete time Sylvester equation with DAG based parallelization.
Purpose:
DLA_TRSYLV2_DAG solves a discrete time Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Remarks
The algorithm is implemented using BLAS level 3 operations and OpenMP 4.0 DAG scheduling.
- Attention
Due to the parallel nature of the algorithm the scaling is not applied to the right hand. If the problem is ill-posed and scaling appears you have to solve the equation again with a solver with complete scaling support like the DLA_TRSYLV2_L3 routine.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDX >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true. If SCALE .NE. 1 the problem is no solved correctly in this case one have to use an other solver.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 181 of file dla_trsylv2_dag.f90.
subroutine dla_trsylv2_kernel_44nn (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = N, TRANSB = N)
Purpose:
DLA_TRSYLV2_KERNEL_44NN solves a discrete time Sylvester equation of the following form
A * X * B + SGN * X = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N quasi upper
triangular matrix. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.
The algorithm is implemented using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrix A. 4 >= M >= 0.N
N is INTEGER The order of the matrix B. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) as selected by SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On input: = 1 : Skip the input data checks <> 1: Check input data like normal LAPACK like routines. On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 135 of file dla_trsylv2_kernel_44_nn.f90.
subroutine dla_trsylv2_kernel_44nt (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = N, TRANSB = T)
Purpose:
DLA_TRSYLV2_KERNEL_44NT solves a discrete time Sylvester equation of the following form
A * X * B**T + SGN * X = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N quasi upper
triangular matrix. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.
The algorithm is implemented using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrix A. 4 >= M >= 0.N
N is INTEGER The order of the matrix B. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) as selected by SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On input: = 1 : Skip the input data checks <> 1: Check input data like normal LAPACK like routines. On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 134 of file dla_trsylv2_kernel_44_nt.f90.
subroutine dla_trsylv2_kernel_44tn (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = T, TRANSB = N)
Purpose:
DLA_TRSYLV2_KERNEL_44TN solves a discrete time Sylvester equation of the following form
A**T * X * B + SGN * X = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N quasi upper
triangular matrix. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.
The algorithm is implemented using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrix A. 4 >= M >= 0.N
N is INTEGER The order of the matrix B. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) as selected by SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On input: = 1 : Skip the input data checks <> 1: Check input data like normal LAPACK like routines. On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 135 of file dla_trsylv2_kernel_44_tn.f90.
subroutine dla_trsylv2_kernel_44tt (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 discrete time Sylvester equation (TRANSA = T, TRANSB = T)
Purpose:
DLA_TRSYLV2_KERNEL_44TT solves a discrete time Sylvester equation of the following form
A**T * X * B**T + SGN * X = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N quasi upper
triangular matrix. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.
The algorithm is implemented using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrix A. 4 >= M >= 0.N
N is INTEGER The order of the matrix B. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) as selected by SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On input: = 1 : Skip the input data checks <> 1: Check input data like normal LAPACK like routines. On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 135 of file dla_trsylv2_kernel_44_tt.f90.
subroutine dla_trsylv2_l2 (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2 solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV and DGER by Fortran intrinsic,
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 182 of file dla_trsylv2_l2.f90.
subroutine dla_trsylv2_l2_local_copy (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2_LOCAL_COPY solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV and DGER by Fortran intrinsic,
- Use local copies of A, B, C, D, and X (M, N <=128) .
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 184 of file dla_trsylv2_l2_opt_local_copy.f90.
subroutine dla_trsylv2_l2_local_copy_128 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2_LOCAL_COPY_128 solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Attention
The size of the Problem is limited by M,N <= 128
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 128
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 184 of file dla_trsylv2_l2_opt_local_copy_128.f90.
subroutine dla_trsylv2_l2_local_copy_32 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2_LOCAL_COPY_32 solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Attention
The size of the Problem is limited by M,N <= 32
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 32
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 184 of file dla_trsylv2_l2_opt_local_copy_32.f90.
subroutine dla_trsylv2_l2_local_copy_64 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2_LOCAL_COPY_64 solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Attention
The size of the Problem is limited by M,N <= 64
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 64
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 184 of file dla_trsylv2_l2_opt_local_copy_64.f90.
subroutine dla_trsylv2_l2_local_copy_96 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2_LOCAL_COPY_96 solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Attention
The size of the Problem is limited by M,N <= 96
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 96
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 184 of file dla_trsylv2_l2_opt_local_copy_96.f90.
subroutine dla_trsylv2_l2_reorder (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L2_UNOPT solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV and DGER by Fortran intrinsic,
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 183 of file dla_trsylv2_l2_opt_reorder.f90.
subroutine dla_trsylv2_l2_unopt (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the discrete time Sylvester equation (unoptimized)
Purpose:
DLA_TRSYLV2_L2_UNOPT solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Attention
The algorithm is implemented using BLAS level 2 operations without further optimizations. For a faster implementation see DLA_TRSYLV2_L2.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Nothing.
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 181 of file dla_trsylv2_l2_unopt.f90.
subroutine dla_trsylv2_l3 (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L3 solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 173 of file dla_trsylv2_l3_opt.f90.
subroutine dla_trsylv2_l3_2s (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Two level blocked Bartels-Stewart Algorithm for the discrete time Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV2_L3_2S solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Remarks
The algorithm used level-3 BLAS operations and a DAG scheduled inner solver.
- Attention
Due to the parallel nature of the inner solvers the scaling is turned off and SCALE is set to ONE.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 174 of file dla_trsylv2_l3_2stage.f90.
subroutine dla_trsylv2_l3_unopt (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the discrete time Sylvester equation (Not Optimized)
Purpose:
DLA_TRSYLV2_L3_UNOPT solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Attention
This function iterates column first over the result and from this fact it will be a bit slower than DLA_TRSYLV2_L3.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 175 of file dla_trsylv2_l3_unopt.f90.
recursive subroutine dla_trsylv2_recursive (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Recursive Blocked Algorithm for the discrete time Sylvester equation.
Purpose:
DLA_TRSYLV2_RECURSIVE solves a generalized Sylvester equation of the following forms
op1(A) * X * op2(B) + X = SCALE * Y (1)
or
op1(A) * X * op2(B) - X = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix and B is a N-by-N upper
quasi triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are created by DGEES from LAPACK.- Remarks
The algorithm uses recursive blocking instead of the Bartels-Stewart approach.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension M*N Workspace for the algorithmINFO
INFO is INTEGER == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 163 of file dla_trsylv2_recursive.f90.
subroutine dla_trsylv_dag (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, n) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation with DAG parallelization.
Purpose:
DLA_TRSYLV_DAG solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Remarks
The algorithm is implemented using BLAS level 3 operations and OpenMP 4.0 DAG Scheduling.
- Attention
Due to the parallel nature of the algorithm the scaling is not applied to the right hand. If the problem is ill-posed and scaling appears you have to solve the equation again with a solver with complete scaling support like DLA_TRSYLV_L3.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 177 of file dla_trsylv_dag.f90.
subroutine dla_trsylv_kernel_44nn (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 Sylvester equation (TRANSA = N, TRANSB = N)
Purpose:
DLA_TRSYLV_KERNEL_44NN solves a Sylvester equation of the following form
A * X + SGN * X * B = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is N-by-N quasi
upper triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are create by DGEES from LAPACK.
The algorithm is implemented without using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrices A and C. 4 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 134 of file dla_trsylv_kernel_44_nn.f90.
subroutine dla_trsylv_kernel_44nt (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 Sylvester equation (TRANSA = N, TRANSB = T)
Purpose:
DLA_TRSYLV_KERNEL_44NT solves a Sylvester equation of the following form
A * X + SGN * X * B**T = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is N-by-N quasi
upper triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are create by DGEES from LAPACK.
The algorithm is implemented using without BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrices A and C. 4 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 133 of file dla_trsylv_kernel_44_nt.f90.
subroutine dla_trsylv_kernel_44tn (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 Sylvester equation (TRANSA = T, TRANSB = N)
Purpose:
DLA_TRSYLV_KERNEL_44TN solves a Sylvester equation of the following form
A**T * X + SGN * X * B = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is N-by-N quasi
upper triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are create by DGEES from LAPACK.
The algorithm is implemented without using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrices A and C. 4 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 133 of file dla_trsylv_kernel_44_tn.f90.
subroutine dla_trsylv_kernel_44tt (double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, integer info)
Solver for a 4x4 Sylvester equation (TRANSA = T, TRANSB = T)
Purpose:
DLA_TRSYLV_KERNEL_44TT solves a Sylvester equation of the following form
A**T * X + SGN * X * B**T = SCALE * Y (1)
where A is a M-by-M quasi upper triangular matrix and B is N-by-N quasi
upper triangular matrices. The right hand side Y and the solution X
M-by-N matrices. Typically the matrices A and B are create by DGEES from LAPACK.
The algorithm is implemented without using BLAS level 2
operations. Thereby the order of M and N is at most 4. Furthermore, for fast execution
the function does not check the input arguments.- Parameters
SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation.M
M is INTEGER The order of the matrices A and C. 4 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 4 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular. If the matrix D is already quasi-upper triangular the matrix B must be upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCAL <= 1 holds true.INFO
INFO is INTEGER On output: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 133 of file dla_trsylv_kernel_44_tt.f90.
subroutine dla_trsylv_l2 (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (optimized)
Purpose:
DLA_TRSYLV_L2 solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV and DGER by Fortran intrinsic,
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 180 of file dla_trsylv_l2.f90.
subroutine dla_trsylv_l2_local_copy (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (optimized)
Purpose:
DLA_TRSYLV_L2_LOCAL_COPY solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV and DGER by Fortran intrinsic,
- Use local copies of A, B, C, D, and X (M, N <=128) .
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 181 of file dla_trsylv_l2_opt_local_copy.f90.
subroutine dla_trsylv_l2_local_copy_128 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV_L2_LOCAL_COPY_128 solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. 128 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 128 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 64
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 183 of file dla_trsylv_l2_opt_local_copy_128.f90.
subroutine dla_trsylv_l2_local_copy_32 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV_L2_LOCAL_COPY_32 solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. 32 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 32 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 64
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 183 of file dla_trsylv_l2_opt_local_copy_32.f90.
subroutine dla_trsylv_l2_local_copy_64 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV_L2_LOCAL_COPY_64 solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. 64 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 64 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 64
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 182 of file dla_trsylv_l2_opt_local_copy_64.f90.
subroutine dla_trsylv_l2_local_copy_96 ( transa, transb, sgn, m, n, a, lda, b, ldb, x, ldx, scale, work, info)
Level-2 Bartels-Stewart Algorithm for the generalized Sylvester equation (Optimized)
Purpose:
DLA_TRSYLV_L2_LOCAL_COPY_96 solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. 96 >= M >= 0.N
N is INTEGER The order of the matrices B and D. 96 >= N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV by Fortran intrinsic,
- Use local copies of A, B, C, D, and X.
- Align local copies and fix problem size to <= 64
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 181 of file dla_trsylv_l2_opt_local_copy_96.f90.
subroutine dla_trsylv_l2_reorder (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (optimized)
Purpose:
DLA_TRSYLV_L2_REORDER solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Attention
The algorithm is implemented using BLAS level 2 operations without further optimizations. For a faster implementation see DLA_TRSYLV_L2 .
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Replaced level-3 by level-2 and level-1 calls,
- Reorder the solution order to column first style,
- Replaced DAXPY operation by Fortran intrinsic
- Replaced all BLAS calls except of DTRMV and DGER by Fortran intrinsic,
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 182 of file dla_trsylv_l2_opt_reorder.f90.
subroutine dla_trsylv_l2_unopt (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-2 Bartels-Stewart Algorithm for the Sylvester equation (unoptimized)
Purpose:
DLA_TRSYLV_L2_UNOPT solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Attention
The algorithm is implemented using BLAS level 2 operations without further optimizations. For a faster implementation see DLA_TRSYLV_L2 .
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A and C: == 'N': op1(A) = A, op1(C) = C (No transpose for A and C) == 'T': op1(A) = A**T, op1(C) = C **T (Transpose A and C)TRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B and D: == 'N': op2(B) = B, op2(D) = D (No transpose for B and D) == 'T': op2(B) = B**T, op2(D) = D **T (Transpose B and D)SGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Optimizations:
- Nothing.
- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 180 of file dla_trsylv_l2_unopt.f90.
subroutine dla_trsylv_l3 (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation.
Purpose:
DLA_TRSYLV_L3 solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Attention
The algorithm is implemented using BLAS level 3 operations.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 172 of file dla_trsylv_l3_opt.f90.
subroutine dla_trsylv_l3_2s (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation.
Purpose:
DLA_TRSYLV_L3_2S solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Remarks
The algorithm is implemented using BLAS level 3 operations and a two level inner solver consisting of a massive parallel DAG scheduled solver from DLA_TRSYLV_DAG and optimized kernel solvers.
- Attention
Due to the parallel nature of the inner solvers the scaling is turned off and SCALE is set to ONE.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 174 of file dla_trsylv_l3_2stage.f90.
subroutine dla_trsylv_l3_unopt (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Bartels-Stewart Algorithm for the generalized Sylvester equation (unoptimized)
Purpose:
DLA_TRSYLV_L3_UNOPT solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Attention
The algorithm is implemented using BLAS level 3 operations.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension LWORK Workspace for the algorithm. The workspace needs to queried before the running the computation. The query is performed by calling the subroutine with INFO == -1 on input. The required workspace is then returned in INFO.INFO
INFO is INTEGER On input: == -1 : Perform a workspace query <> -1: normal operation On exit, workspace query: < 0 : if INFO = -i, the i-th argument had an illegal value >= 0: The value of INFO is the required number of elements in the workspace. On exit, normal operation: == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 172 of file dla_trsylv_l3_unopt.f90.
recursive subroutine dla_trsylv_recursive (character, dimension(1) transa, character, dimension(1) transb, double precision sgn, integer m, integer n, double precision, dimension(lda, *) a, integer lda, double precision, dimension(ldb, *) b, integer ldb, double precision, dimension(ldx, *) x, integer ldx, double precision scale, double precision, dimension(*) work, integer info)
Level-3 Recursive Blocked Solver for the Sylvester equation.
Purpose:
DLA_TRSYLV_RECURSIVE solves a Sylvester equation of the following forms
op1(A) * X + X * op2(B) = SCALE * Y (1)
or
op1(A) * X - X * op2(B) = SCALE * Y (2)
where A is a M-by-M quasi upper triangular matrix, B is a N-by-N quasi upper triangular
matrix. The right hand side Y and the solution X are M-by-N matrices. Typically the matrices
A and B are generated via DGEES form LAPACK.- Attention
The algorithm is implemented using BLAS level 3 operations and recursive blocking.
- Parameters
TRANSA
TRANSA is CHARACTER(1) Specifies the form of the system of equations with respect to A: == 'N': op1(A) = A == 'T': op1(A) = A**TTRANSB
TRANSB is CHARACTER(1) Specifies the form of the system of equations with respect to B: == 'N': op2(B) = B, == 'T': op2(B) = B**TSGN
SGN is DOUBLE PRECISION, allowed values: +/-1 Specifies the sign between the two parts of the Sylvester equation. = 1 : Solve Equation (1) == -1: Solve Equation (2)M
M is INTEGER The order of the matrices A and C. M >= 0.N
N is INTEGER The order of the matrices B and D. N >= 0.A
A is DOUBLE PRECISION array, dimension (LDA,M) The matrix A must be (quasi-) upper triangular.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).B
B is DOUBLE PRECISION array, dimension (LDB,N) The matrix B must be (quasi-) upper triangular.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).X
X is DOUBLE PRECISION array, dimension (LDX,N) On input, the matrix X contains the right hand side Y. On output, the matrix X contains the solution of Equation (1) or (2) as selected by TRANSA, TRANSB, and SGN. Right hand side Y and the solution X are M-by-N matrices.LDX
LDX is INTEGER The leading dimension of the array X. LDB >= max(1,M).SCALE
SCALE is DOUBLE PRECISION SCALE is a scaling factor to prevent the overflow in the result. If INFO == 0 then SCALE is 1.0D0 otherwise if one of the inner systems could not be solved correctly, 0 < SCALE <= 1 holds true.WORK
WORK is DOUBLE PRECISION array, dimension 1 Workspace for the algorithmINFO
INFO is INTEGER == 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: The equation is not solved correctly. One of the arising inner system got singular.- Author
Martin Koehler, MPI Magdeburg
- Date
January 2024
Definition at line 160 of file dla_trsylv_recursive.f90.
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