slatps.f man page

slatps.f —

Synopsis

Functions/Subroutines

subroutine slatps (UPLO, TRANS, DIAG, NORMIN, N, AP, X, SCALE, CNORM, INFO)
SLATPS solves a triangular system of equations with the matrix held in packed storage.

Function/Subroutine Documentation

subroutine slatps (character UPLO, character TRANS, character DIAG, character NORMIN, integer N, real, dimension( * ) AP, real, dimension( * ) X, real SCALE, real, dimension( * ) CNORM, integer INFO)

SLATPS solves a triangular system of equations with the matrix held in packed storage.  

Purpose:

 SLATPS solves one of the triangular systems

    A *x = s*b  or  A**T*x = s*b

 with scaling to prevent overflow, where A is an upper or lower
 triangular matrix stored in packed form.  Here A**T denotes the
 transpose of A, x and b are n-element vectors, and s is a scaling
 factor, usually less than or equal to 1, chosen so that the
 components of x will be less than the overflow threshold.  If the
 unscaled problem will not cause overflow, the Level 2 BLAS routine
 STPSV is called. If the matrix A is singular (A(j,j) = 0 for some j),
 then s is set to 0 and a non-trivial solution to A*x = 0 is returned.
Parameters:

UPLO

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

TRANS

          TRANS is CHARACTER*1
          Specifies the operation applied to A.
          = 'N':  Solve A * x = s*b  (No transpose)
          = 'T':  Solve A**T* x = s*b  (Transpose)
          = 'C':  Solve A**T* x = s*b  (Conjugate transpose = Transpose)

DIAG

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

NORMIN

          NORMIN is CHARACTER*1
          Specifies whether CNORM has been set or not.
          = 'Y':  CNORM contains the column norms on entry
          = 'N':  CNORM is not set on entry.  On exit, the norms will
                  be computed and stored in CNORM.

N

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

AP

          AP is REAL array, dimension (N*(N+1)/2)
          The upper or lower triangular matrix A, packed columnwise in
          a linear array.  The j-th column of A is stored in the array
          AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

X

          X is REAL array, dimension (N)
          On entry, the right hand side b of the triangular system.
          On exit, X is overwritten by the solution vector x.

SCALE

          SCALE is REAL
          The scaling factor s for the triangular system
             A * x = s*b  or  A**T* x = s*b.
          If SCALE = 0, the matrix A is singular or badly scaled, and
          the vector x is an exact or approximate solution to A*x = 0.

CNORM

          CNORM is REAL array, dimension (N)

          If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
          contains the norm of the off-diagonal part of the j-th column
          of A.  If TRANS = 'N', CNORM(j) must be greater than or equal
          to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
          must be greater than or equal to the 1-norm.

          If NORMIN = 'N', CNORM is an output argument and CNORM(j)
          returns the 1-norm of the offdiagonal part of the j-th column
          of A.

INFO

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

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

December 2016

Further Details:

  A rough bound on x is computed; if that is less than overflow, STPSV
  is called, otherwise, specific code is used which checks for possible
  overflow or divide-by-zero at every operation.

  A columnwise scheme is used for solving A*x = b.  The basic algorithm
  if A is lower triangular is

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

  Define bounds on the components of x after j iterations of the loop:
     M(j) = bound on x[1:j]
     G(j) = bound on x[j+1:n]
  Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.

  Then for iteration j+1 we have
     M(j+1) <= G(j) / | A(j+1,j+1) |
     G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
            <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )

  where CNORM(j+1) is greater than or equal to the infinity-norm of
  column j+1 of A, not counting the diagonal.  Hence

     G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
                  1<=i<=j
  and

     |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
                                   1<=i< j

  Since |x(j)| <= M(j), we use the Level 2 BLAS routine STPSV if the
  reciprocal of the largest M(j), j=1,..,n, is larger than
  max(underflow, 1/overflow).

  The bound on x(j) is also used to determine when a step in the
  columnwise method can be performed without fear of overflow.  If
  the computed bound is greater than a large constant, x is scaled to
  prevent overflow, but if the bound overflows, x is set to 0, x(j) to
  1, and scale to 0, and a non-trivial solution to A*x = 0 is found.

  Similarly, a row-wise scheme is used to solve A**T*x = b.  The basic
  algorithm for A upper triangular is

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

  We simultaneously compute two bounds
       G(j) = bound on ( b(i) - A[1:i-1,i]**T * x[1:i-1] ), 1<=i<=j
       M(j) = bound on x(i), 1<=i<=j

  The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
  add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
  Then the bound on x(j) is

       M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |

            <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
                      1<=i<=j

  and we can safely call STPSV if 1/M(n) and 1/G(n) are both greater
  than max(underflow, 1/overflow).

Definition at line 231 of file slatps.f.

Author

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Referenced By

The man page slatps(3) is an alias of slatps.f(3).

Sat Jun 24 2017 Version 3.7.1 LAPACK