*> \brief \b SLATPS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> Download SLATPS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] * * Definition * ========== * * SUBROUTINE SLATPS( UPLO, TRANS, DIAG, NORMIN, N, AP, X, SCALE, * CNORM, INFO ) * * .. Scalar Arguments .. * CHARACTER DIAG, NORMIN, TRANS, UPLO * INTEGER INFO, N * REAL SCALE * .. * .. Array Arguments .. * REAL AP( * ), CNORM( * ), X( * ) * .. * * Purpose * ======= * *>\details \b Purpose: *>\verbatim *> *> 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. *> *>\endverbatim * * Arguments * ========= * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> Specifies whether the matrix A is upper or lower triangular. *> = 'U': Upper triangular *> = 'L': Lower triangular *> \endverbatim *> *> \param[in] TRANS *> \verbatim *> 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) *> \endverbatim *> *> \param[in] DIAG *> \verbatim *> DIAG is CHARACTER*1 *> Specifies whether or not the matrix A is unit triangular. *> = 'N': Non-unit triangular *> = 'U': Unit triangular *> \endverbatim *> *> \param[in] NORMIN *> \verbatim *> 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. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] AP *> \verbatim *> 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. *> \endverbatim *> *> \param[in,out] X *> \verbatim *> 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. *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> 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. *> \endverbatim *> *> \param[in,out] CNORM *> \verbatim *> CNORM is or output) REAL array, dimension (N) *> \endverbatim *> \verbatim *> 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. *> \endverbatim *> \verbatim *> 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. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -k, the k-th argument had an illegal value *> \endverbatim *> * * Authors * ======= * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup realOTHERauxiliary * * * Further Details * =============== *>\details \b Further \b Details *> \verbatim *> *> 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). *> *> \endverbatim *> * ===================================================================== SUBROUTINE SLATPS( UPLO, TRANS, DIAG, NORMIN, N, AP, X, SCALE, $ CNORM, INFO ) * * -- LAPACK auxiliary routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. CHARACTER DIAG, NORMIN, TRANS, UPLO INTEGER INFO, N REAL SCALE * .. * .. Array Arguments .. REAL AP( * ), CNORM( * ), X( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, HALF, ONE PARAMETER ( ZERO = 0.0E+0, HALF = 0.5E+0, ONE = 1.0E+0 ) * .. * .. Local Scalars .. LOGICAL NOTRAN, NOUNIT, UPPER INTEGER I, IMAX, IP, J, JFIRST, JINC, JLAST, JLEN REAL BIGNUM, GROW, REC, SMLNUM, SUMJ, TJJ, TJJS, $ TMAX, TSCAL, USCAL, XBND, XJ, XMAX * .. * .. External Functions .. LOGICAL LSAME INTEGER ISAMAX REAL SASUM, SDOT, SLAMCH EXTERNAL LSAME, ISAMAX, SASUM, SDOT, SLAMCH * .. * .. External Subroutines .. EXTERNAL SAXPY, SSCAL, STPSV, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. Executable Statements .. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) NOTRAN = LSAME( TRANS, 'N' ) NOUNIT = LSAME( DIAG, 'N' ) * * Test the input parameters. * IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -2 ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN INFO = -3 ELSE IF( .NOT.LSAME( NORMIN, 'Y' ) .AND. .NOT. $ LSAME( NORMIN, 'N' ) ) THEN INFO = -4 ELSE IF( N.LT.0 ) THEN INFO = -5 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SLATPS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Determine machine dependent parameters to control overflow. * SMLNUM = SLAMCH( 'Safe minimum' ) / SLAMCH( 'Precision' ) BIGNUM = ONE / SMLNUM SCALE = ONE * IF( LSAME( NORMIN, 'N' ) ) THEN * * Compute the 1-norm of each column, not including the diagonal. * IF( UPPER ) THEN * * A is upper triangular. * IP = 1 DO 10 J = 1, N CNORM( J ) = SASUM( J-1, AP( IP ), 1 ) IP = IP + J 10 CONTINUE ELSE * * A is lower triangular. * IP = 1 DO 20 J = 1, N - 1 CNORM( J ) = SASUM( N-J, AP( IP+1 ), 1 ) IP = IP + N - J + 1 20 CONTINUE CNORM( N ) = ZERO END IF END IF * * Scale the column norms by TSCAL if the maximum element in CNORM is * greater than BIGNUM. * IMAX = ISAMAX( N, CNORM, 1 ) TMAX = CNORM( IMAX ) IF( TMAX.LE.BIGNUM ) THEN TSCAL = ONE ELSE TSCAL = ONE / ( SMLNUM*TMAX ) CALL SSCAL( N, TSCAL, CNORM, 1 ) END IF * * Compute a bound on the computed solution vector to see if the * Level 2 BLAS routine STPSV can be used. * J = ISAMAX( N, X, 1 ) XMAX = ABS( X( J ) ) XBND = XMAX IF( NOTRAN ) THEN * * Compute the growth in A * x = b. * IF( UPPER ) THEN JFIRST = N JLAST = 1 JINC = -1 ELSE JFIRST = 1 JLAST = N JINC = 1 END IF * IF( TSCAL.NE.ONE ) THEN GROW = ZERO GO TO 50 END IF * IF( NOUNIT ) THEN * * A is non-unit triangular. * * Compute GROW = 1/G(j) and XBND = 1/M(j). * Initially, G(0) = max{x(i), i=1,...,n}. * GROW = ONE / MAX( XBND, SMLNUM ) XBND = GROW IP = JFIRST*( JFIRST+1 ) / 2 JLEN = N DO 30 J = JFIRST, JLAST, JINC * * Exit the loop if the growth factor is too small. * IF( GROW.LE.SMLNUM ) $ GO TO 50 * * M(j) = G(j-1) / abs(A(j,j)) * TJJ = ABS( AP( IP ) ) XBND = MIN( XBND, MIN( ONE, TJJ )*GROW ) IF( TJJ+CNORM( J ).GE.SMLNUM ) THEN * * G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) ) * GROW = GROW*( TJJ / ( TJJ+CNORM( J ) ) ) ELSE * * G(j) could overflow, set GROW to 0. * GROW = ZERO END IF IP = IP + JINC*JLEN JLEN = JLEN - 1 30 CONTINUE GROW = XBND ELSE * * A is unit triangular. * * Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}. * GROW = MIN( ONE, ONE / MAX( XBND, SMLNUM ) ) DO 40 J = JFIRST, JLAST, JINC * * Exit the loop if the growth factor is too small. * IF( GROW.LE.SMLNUM ) $ GO TO 50 * * G(j) = G(j-1)*( 1 + CNORM(j) ) * GROW = GROW*( ONE / ( ONE+CNORM( J ) ) ) 40 CONTINUE END IF 50 CONTINUE * ELSE * * Compute the growth in A**T * x = b. * IF( UPPER ) THEN JFIRST = 1 JLAST = N JINC = 1 ELSE JFIRST = N JLAST = 1 JINC = -1 END IF * IF( TSCAL.NE.ONE ) THEN GROW = ZERO GO TO 80 END IF * IF( NOUNIT ) THEN * * A is non-unit triangular. * * Compute GROW = 1/G(j) and XBND = 1/M(j). * Initially, M(0) = max{x(i), i=1,...,n}. * GROW = ONE / MAX( XBND, SMLNUM ) XBND = GROW IP = JFIRST*( JFIRST+1 ) / 2 JLEN = 1 DO 60 J = JFIRST, JLAST, JINC * * Exit the loop if the growth factor is too small. * IF( GROW.LE.SMLNUM ) $ GO TO 80 * * G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) ) * XJ = ONE + CNORM( J ) GROW = MIN( GROW, XBND / XJ ) * * M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j)) * TJJ = ABS( AP( IP ) ) IF( XJ.GT.TJJ ) $ XBND = XBND*( TJJ / XJ ) JLEN = JLEN + 1 IP = IP + JINC*JLEN 60 CONTINUE GROW = MIN( GROW, XBND ) ELSE * * A is unit triangular. * * Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}. * GROW = MIN( ONE, ONE / MAX( XBND, SMLNUM ) ) DO 70 J = JFIRST, JLAST, JINC * * Exit the loop if the growth factor is too small. * IF( GROW.LE.SMLNUM ) $ GO TO 80 * * G(j) = ( 1 + CNORM(j) )*G(j-1) * XJ = ONE + CNORM( J ) GROW = GROW / XJ 70 CONTINUE END IF 80 CONTINUE END IF * IF( ( GROW*TSCAL ).GT.SMLNUM ) THEN * * Use the Level 2 BLAS solve if the reciprocal of the bound on * elements of X is not too small. * CALL STPSV( UPLO, TRANS, DIAG, N, AP, X, 1 ) ELSE * * Use a Level 1 BLAS solve, scaling intermediate results. * IF( XMAX.GT.BIGNUM ) THEN * * Scale X so that its components are less than or equal to * BIGNUM in absolute value. * SCALE = BIGNUM / XMAX CALL SSCAL( N, SCALE, X, 1 ) XMAX = BIGNUM END IF * IF( NOTRAN ) THEN * * Solve A * x = b * IP = JFIRST*( JFIRST+1 ) / 2 DO 100 J = JFIRST, JLAST, JINC * * Compute x(j) = b(j) / A(j,j), scaling x if necessary. * XJ = ABS( X( J ) ) IF( NOUNIT ) THEN TJJS = AP( IP )*TSCAL ELSE TJJS = TSCAL IF( TSCAL.EQ.ONE ) $ GO TO 95 END IF TJJ = ABS( TJJS ) IF( TJJ.GT.SMLNUM ) THEN * * abs(A(j,j)) > SMLNUM: * IF( TJJ.LT.ONE ) THEN IF( XJ.GT.TJJ*BIGNUM ) THEN * * Scale x by 1/b(j). * REC = ONE / XJ CALL SSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF X( J ) = X( J ) / TJJS XJ = ABS( X( J ) ) ELSE IF( TJJ.GT.ZERO ) THEN * * 0 < abs(A(j,j)) <= SMLNUM: * IF( XJ.GT.TJJ*BIGNUM ) THEN * * Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM * to avoid overflow when dividing by A(j,j). * REC = ( TJJ*BIGNUM ) / XJ IF( CNORM( J ).GT.ONE ) THEN * * Scale by 1/CNORM(j) to avoid overflow when * multiplying x(j) times column j. * REC = REC / CNORM( J ) END IF CALL SSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF X( J ) = X( J ) / TJJS XJ = ABS( X( J ) ) ELSE * * A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and * scale = 0, and compute a solution to A*x = 0. * DO 90 I = 1, N X( I ) = ZERO 90 CONTINUE X( J ) = ONE XJ = ONE SCALE = ZERO XMAX = ZERO END IF 95 CONTINUE * * Scale x if necessary to avoid overflow when adding a * multiple of column j of A. * IF( XJ.GT.ONE ) THEN REC = ONE / XJ IF( CNORM( J ).GT.( BIGNUM-XMAX )*REC ) THEN * * Scale x by 1/(2*abs(x(j))). * REC = REC*HALF CALL SSCAL( N, REC, X, 1 ) SCALE = SCALE*REC END IF ELSE IF( XJ*CNORM( J ).GT.( BIGNUM-XMAX ) ) THEN * * Scale x by 1/2. * CALL SSCAL( N, HALF, X, 1 ) SCALE = SCALE*HALF END IF * IF( UPPER ) THEN IF( J.GT.1 ) THEN * * Compute the update * x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j) * CALL SAXPY( J-1, -X( J )*TSCAL, AP( IP-J+1 ), 1, X, $ 1 ) I = ISAMAX( J-1, X, 1 ) XMAX = ABS( X( I ) ) END IF IP = IP - J ELSE IF( J.LT.N ) THEN * * Compute the update * x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j) * CALL SAXPY( N-J, -X( J )*TSCAL, AP( IP+1 ), 1, $ X( J+1 ), 1 ) I = J + ISAMAX( N-J, X( J+1 ), 1 ) XMAX = ABS( X( I ) ) END IF IP = IP + N - J + 1 END IF 100 CONTINUE * ELSE * * Solve A**T * x = b * IP = JFIRST*( JFIRST+1 ) / 2 JLEN = 1 DO 140 J = JFIRST, JLAST, JINC * * Compute x(j) = b(j) - sum A(k,j)*x(k). * k<>j * XJ = ABS( X( J ) ) USCAL = TSCAL REC = ONE / MAX( XMAX, ONE ) IF( CNORM( J ).GT.( BIGNUM-XJ )*REC ) THEN * * If x(j) could overflow, scale x by 1/(2*XMAX). * REC = REC*HALF IF( NOUNIT ) THEN TJJS = AP( IP )*TSCAL ELSE TJJS = TSCAL END IF TJJ = ABS( TJJS ) IF( TJJ.GT.ONE ) THEN * * Divide by A(j,j) when scaling x if A(j,j) > 1. * REC = MIN( ONE, REC*TJJ ) USCAL = USCAL / TJJS END IF IF( REC.LT.ONE ) THEN CALL SSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF * SUMJ = ZERO IF( USCAL.EQ.ONE ) THEN * * If the scaling needed for A in the dot product is 1, * call SDOT to perform the dot product. * IF( UPPER ) THEN SUMJ = SDOT( J-1, AP( IP-J+1 ), 1, X, 1 ) ELSE IF( J.LT.N ) THEN SUMJ = SDOT( N-J, AP( IP+1 ), 1, X( J+1 ), 1 ) END IF ELSE * * Otherwise, use in-line code for the dot product. * IF( UPPER ) THEN DO 110 I = 1, J - 1 SUMJ = SUMJ + ( AP( IP-J+I )*USCAL )*X( I ) 110 CONTINUE ELSE IF( J.LT.N ) THEN DO 120 I = 1, N - J SUMJ = SUMJ + ( AP( IP+I )*USCAL )*X( J+I ) 120 CONTINUE END IF END IF * IF( USCAL.EQ.TSCAL ) THEN * * Compute x(j) := ( x(j) - sumj ) / A(j,j) if 1/A(j,j) * was not used to scale the dotproduct. * X( J ) = X( J ) - SUMJ XJ = ABS( X( J ) ) IF( NOUNIT ) THEN * * Compute x(j) = x(j) / A(j,j), scaling if necessary. * TJJS = AP( IP )*TSCAL ELSE TJJS = TSCAL IF( TSCAL.EQ.ONE ) $ GO TO 135 END IF TJJ = ABS( TJJS ) IF( TJJ.GT.SMLNUM ) THEN * * abs(A(j,j)) > SMLNUM: * IF( TJJ.LT.ONE ) THEN IF( XJ.GT.TJJ*BIGNUM ) THEN * * Scale X by 1/abs(x(j)). * REC = ONE / XJ CALL SSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF X( J ) = X( J ) / TJJS ELSE IF( TJJ.GT.ZERO ) THEN * * 0 < abs(A(j,j)) <= SMLNUM: * IF( XJ.GT.TJJ*BIGNUM ) THEN * * Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. * REC = ( TJJ*BIGNUM ) / XJ CALL SSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF X( J ) = X( J ) / TJJS ELSE * * A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and * scale = 0, and compute a solution to A**T*x = 0. * DO 130 I = 1, N X( I ) = ZERO 130 CONTINUE X( J ) = ONE SCALE = ZERO XMAX = ZERO END IF 135 CONTINUE ELSE * * Compute x(j) := x(j) / A(j,j) - sumj if the dot * product has already been divided by 1/A(j,j). * X( J ) = X( J ) / TJJS - SUMJ END IF XMAX = MAX( XMAX, ABS( X( J ) ) ) JLEN = JLEN + 1 IP = IP + JINC*JLEN 140 CONTINUE END IF SCALE = SCALE / TSCAL END IF * * Scale the column norms by 1/TSCAL for return. * IF( TSCAL.NE.ONE ) THEN CALL SSCAL( N, ONE / TSCAL, CNORM, 1 ) END IF * RETURN * * End of SLATPS * END