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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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+ SUBROUTINE SLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
+ $ JPIV )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IJOB, LDZ, N
+ REAL RDSCAL, RDSUM
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ REAL RHS( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* SLATDF uses the LU factorization of the n-by-n matrix Z computed by
+* SGETC2 and computes a contribution to the reciprocal Dif-estimate
+* by solving Z * x = b for x, and choosing the r.h.s. b such that
+* the norm of x is as large as possible. On entry RHS = b holds the
+* contribution from earlier solved sub-systems, and on return RHS = x.
+*
+* The factorization of Z returned by SGETC2 has the form Z = P*L*U*Q,
+* where P and Q are permutation matrices. L is lower triangular with
+* unit diagonal elements and U is upper triangular.
+*
+* Arguments
+* =========
+*
+* IJOB (input) INTEGER
+* IJOB = 2: First compute an approximative null-vector e
+* of Z using SGECON, e is normalized and solve for
+* Zx = +-e - f with the sign giving the greater value
+* of 2-norm(x). About 5 times as expensive as Default.
+* IJOB .ne. 2: Local look ahead strategy where all entries of
+* the r.h.s. b is choosen as either +1 or -1 (Default).
+*
+* N (input) INTEGER
+* The number of columns of the matrix Z.
+*
+* Z (input) REAL array, dimension (LDZ, N)
+* On entry, the LU part of the factorization of the n-by-n
+* matrix Z computed by SGETC2: Z = P * L * U * Q
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDA >= max(1, N).
+*
+* RHS (input/output) REAL array, dimension N.
+* On entry, RHS contains contributions from other subsystems.
+* On exit, RHS contains the solution of the subsystem with
+* entries acoording to the value of IJOB (see above).
+*
+* RDSUM (input/output) REAL
+* On entry, the sum of squares of computed contributions to
+* the Dif-estimate under computation by STGSYL, where the
+* scaling factor RDSCAL (see below) has been factored out.
+* On exit, the corresponding sum of squares updated with the
+* contributions from the current sub-system.
+* If TRANS = 'T' RDSUM is not touched.
+* NOTE: RDSUM only makes sense when STGSY2 is called by STGSYL.
+*
+* RDSCAL (input/output) REAL
+* On entry, scaling factor used to prevent overflow in RDSUM.
+* On exit, RDSCAL is updated w.r.t. the current contributions
+* in RDSUM.
+* If TRANS = 'T', RDSCAL is not touched.
+* NOTE: RDSCAL only makes sense when STGSY2 is called by
+* STGSYL.
+*
+* IPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (input) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* This routine is a further developed implementation of algorithm
+* BSOLVE in [1] using complete pivoting in the LU factorization.
+*
+* [1] Bo Kagstrom and Lars Westin,
+* Generalized Schur Methods with Condition Estimators for
+* Solving the Generalized Sylvester Equation, IEEE Transactions
+* on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751.
+*
+* [2] Peter Poromaa,
+* On Efficient and Robust Estimators for the Separation
+* between two Regular Matrix Pairs with Applications in
+* Condition Estimation. Report IMINF-95.05, Departement of
+* Computing Science, Umea University, S-901 87 Umea, Sweden, 1995.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER MAXDIM
+ PARAMETER ( MAXDIM = 8 )
+ REAL ZERO, ONE
+ PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J, K
+ REAL BM, BP, PMONE, SMINU, SPLUS, TEMP
+* ..
+* .. Local Arrays ..
+ INTEGER IWORK( MAXDIM )
+ REAL WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
+* ..
+* .. External Subroutines ..
+ EXTERNAL SAXPY, SCOPY, SGECON, SGESC2, SLASSQ, SLASWP,
+ $ SSCAL
+* ..
+* .. External Functions ..
+ REAL SASUM, SDOT
+ EXTERNAL SASUM, SDOT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( IJOB.NE.2 ) THEN
+*
+* Apply permutations IPIV to RHS
+*
+ CALL SLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 )
+*
+* Solve for L-part choosing RHS either to +1 or -1.
+*
+ PMONE = -ONE
+*
+ DO 10 J = 1, N - 1
+ BP = RHS( J ) + ONE
+ BM = RHS( J ) - ONE
+ SPLUS = ONE
+*
+* Look-ahead for L-part RHS(1:N-1) = + or -1, SPLUS and
+* SMIN computed more efficiently than in BSOLVE [1].
+*
+ SPLUS = SPLUS + SDOT( N-J, Z( J+1, J ), 1, Z( J+1, J ), 1 )
+ SMINU = SDOT( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 )
+ SPLUS = SPLUS*RHS( J )
+ IF( SPLUS.GT.SMINU ) THEN
+ RHS( J ) = BP
+ ELSE IF( SMINU.GT.SPLUS ) THEN
+ RHS( J ) = BM
+ ELSE
+*
+* In this case the updating sums are equal and we can
+* choose RHS(J) +1 or -1. The first time this happens
+* we choose -1, thereafter +1. This is a simple way to
+* get good estimates of matrices like Byers well-known
+* example (see [1]). (Not done in BSOLVE.)
+*
+ RHS( J ) = RHS( J ) + PMONE
+ PMONE = ONE
+ END IF
+*
+* Compute the remaining r.h.s.
+*
+ TEMP = -RHS( J )
+ CALL SAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 )
+*
+ 10 CONTINUE
+*
+* Solve for U-part, look-ahead for RHS(N) = +-1. This is not done
+* in BSOLVE and will hopefully give us a better estimate because
+* any ill-conditioning of the original matrix is transfered to U
+* and not to L. U(N, N) is an approximation to sigma_min(LU).
+*
+ CALL SCOPY( N-1, RHS, 1, XP, 1 )
+ XP( N ) = RHS( N ) + ONE
+ RHS( N ) = RHS( N ) - ONE
+ SPLUS = ZERO
+ SMINU = ZERO
+ DO 30 I = N, 1, -1
+ TEMP = ONE / Z( I, I )
+ XP( I ) = XP( I )*TEMP
+ RHS( I ) = RHS( I )*TEMP
+ DO 20 K = I + 1, N
+ XP( I ) = XP( I ) - XP( K )*( Z( I, K )*TEMP )
+ RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP )
+ 20 CONTINUE
+ SPLUS = SPLUS + ABS( XP( I ) )
+ SMINU = SMINU + ABS( RHS( I ) )
+ 30 CONTINUE
+ IF( SPLUS.GT.SMINU )
+ $ CALL SCOPY( N, XP, 1, RHS, 1 )
+*
+* Apply the permutations JPIV to the computed solution (RHS)
+*
+ CALL SLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 )
+*
+* Compute the sum of squares
+*
+ CALL SLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+*
+ ELSE
+*
+* IJOB = 2, Compute approximate nullvector XM of Z
+*
+ CALL SGECON( 'I', N, Z, LDZ, ONE, TEMP, WORK, IWORK, INFO )
+ CALL SCOPY( N, WORK( N+1 ), 1, XM, 1 )
+*
+* Compute RHS
+*
+ CALL SLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 )
+ TEMP = ONE / SQRT( SDOT( N, XM, 1, XM, 1 ) )
+ CALL SSCAL( N, TEMP, XM, 1 )
+ CALL SCOPY( N, XM, 1, XP, 1 )
+ CALL SAXPY( N, ONE, RHS, 1, XP, 1 )
+ CALL SAXPY( N, -ONE, XM, 1, RHS, 1 )
+ CALL SGESC2( N, Z, LDZ, RHS, IPIV, JPIV, TEMP )
+ CALL SGESC2( N, Z, LDZ, XP, IPIV, JPIV, TEMP )
+ IF( SASUM( N, XP, 1 ).GT.SASUM( N, RHS, 1 ) )
+ $ CALL SCOPY( N, XP, 1, RHS, 1 )
+*
+* Compute the sum of squares
+*
+ CALL SLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+*
+ END IF
+*
+ RETURN
+*
+* End of SLATDF
+*
+ END