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| latbs(3) | LAPACK | latbs(3) |
NAME
latbs - latbs: triangular solve with scaling
SYNOPSIS
Functions
subroutine clatbs (uplo, trans, diag, normin, n, kd, ab,
ldab, x, scale, cnorm, info)
CLATBS solves a triangular banded system of equations. subroutine
dlatbs (uplo, trans, diag, normin, n, kd, ab, ldab, x, scale, cnorm,
info)
DLATBS solves a triangular banded system of equations. subroutine
slatbs (uplo, trans, diag, normin, n, kd, ab, ldab, x, scale, cnorm,
info)
SLATBS solves a triangular banded system of equations. subroutine
zlatbs (uplo, trans, diag, normin, n, kd, ab, ldab, x, scale, cnorm,
info)
ZLATBS solves a triangular banded system of equations.
Detailed Description
Function Documentation
subroutine clatbs (character uplo, character trans, character diag, character normin, integer n, integer kd, complex, dimension( ldab, * ) ab, integer ldab, complex, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info)
CLATBS solves a triangular banded system of equations.
Purpose:
CLATBS solves one of the triangular systems
A * x = s*b, A**T * x = s*b, or A**H * x = s*b,
with scaling to prevent overflow, where A is an upper or lower
triangular band matrix. 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 CTBSV is called. If the matrix A
is singular (A(j,j) = 0 for some j), then s is set to 0 and a
non-trivial solution to A*x = 0 is returned.
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the matrix A is upper or lower triangular.
= 'U': Upper triangular
= 'L': Lower triangular
TRANS
TRANS is CHARACTER*1
Specifies the operation applied to A.
= 'N': Solve A * x = s*b (No transpose)
= 'T': Solve A**T * x = s*b (Transpose)
= 'C': Solve A**H * x = s*b (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
Specifies whether or not the matrix A is unit triangular.
= 'N': Non-unit triangular
= 'U': Unit triangular
NORMIN
NORMIN is CHARACTER*1
Specifies whether CNORM has been set or not.
= 'Y': CNORM contains the column norms on entry
= 'N': CNORM is not set on entry. On exit, the norms will
be computed and stored in CNORM.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of subdiagonals or superdiagonals in the
triangular matrix A. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first KD+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
X
X is COMPLEX array, dimension (N)
On entry, the right hand side b of the triangular system.
On exit, X is overwritten by the solution vector x.
SCALE
SCALE is REAL
The scaling factor s for the triangular system
A * x = s*b, A**T * x = s*b, or A**H * x = s*b.
If SCALE = 0, the matrix A is singular or badly scaled, and
the vector x is an exact or approximate solution to A*x = 0.
CNORM
CNORM is REAL array, dimension (N)
If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
contains the norm of the off-diagonal part of the j-th column
of A. If TRANS = 'N', CNORM(j) must be greater than or equal
to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
must be greater than or equal to the 1-norm.
If NORMIN = 'N', CNORM is an output argument and CNORM(j)
returns the 1-norm of the offdiagonal part of the j-th column
of A.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
A rough bound on x is computed; if that is less than overflow, CTBSV
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 CTBSV if the
reciprocal of the largest M(j), j=1,..,n, is larger than
max(underflow, 1/overflow).
The bound on x(j) is also used to determine when a step in the
columnwise method can be performed without fear of overflow. If
the computed bound is greater than a large constant, x is scaled to
prevent overflow, but if the bound overflows, x is set to 0, x(j) to
1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
Similarly, a row-wise scheme is used to solve A**T *x = b or
A**H *x = b. The basic algorithm for A upper triangular is
for j = 1, ..., n
x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
end
We simultaneously compute two bounds
G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
M(j) = bound on x(i), 1<=i<=j
The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
Then the bound on x(j) is
M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
<= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
1<=i<=j
and we can safely call CTBSV if 1/M(n) and 1/G(n) are both greater
than max(underflow, 1/overflow).
Definition at line 241 of file clatbs.f.
subroutine dlatbs (character uplo, character trans, character diag, character normin, integer n, integer kd, double precision, dimension( ldab, * ) ab, integer ldab, double precision, dimension( * ) x, double precision scale, double precision, dimension( * ) cnorm, integer info)
DLATBS solves a triangular banded system of equations.
Purpose:
DLATBS 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 band matrix. 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 DTBSV 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.
KD
KD is INTEGER
The number of subdiagonals or superdiagonals in the
triangular matrix A. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first KD+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
X
X is DOUBLE PRECISION 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 DOUBLE PRECISION
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 DOUBLE PRECISION array, dimension (N)
If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
contains the norm of the off-diagonal part of the j-th column
of A. If TRANS = 'N', CNORM(j) must be greater than or equal
to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
must be greater than or equal to the 1-norm.
If NORMIN = 'N', CNORM is an output argument and CNORM(j)
returns the 1-norm of the offdiagonal part of the j-th column
of A.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
A rough bound on x is computed; if that is less than overflow, DTBSV
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 DTBSV 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 DTBSV if 1/M(n) and 1/G(n) are both greater
than max(underflow, 1/overflow).
Definition at line 240 of file dlatbs.f.
subroutine slatbs (character uplo, character trans, character diag, character normin, integer n, integer kd, real, dimension( ldab, * ) ab, integer ldab, real, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info)
SLATBS solves a triangular banded system of equations.
Purpose:
SLATBS 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 band matrix. 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 STBSV 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.
KD
KD is INTEGER
The number of subdiagonals or superdiagonals in the
triangular matrix A. KD >= 0.
AB
AB is REAL array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first KD+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
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.
Further Details:
A rough bound on x is computed; if that is less than overflow, STBSV
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 STBSV 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 STBSV if 1/M(n) and 1/G(n) are both greater
than max(underflow, 1/overflow).
Definition at line 240 of file slatbs.f.
subroutine zlatbs (character uplo, character trans, character diag, character normin, integer n, integer kd, complex*16, dimension( ldab, * ) ab, integer ldab, complex*16, dimension( * ) x, double precision scale, double precision, dimension( * ) cnorm, integer info)
ZLATBS solves a triangular banded system of equations.
Purpose:
ZLATBS solves one of the triangular systems
A * x = s*b, A**T * x = s*b, or A**H * x = s*b,
with scaling to prevent overflow, where A is an upper or lower
triangular band matrix. 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 ZTBSV is called. If the matrix A
is singular (A(j,j) = 0 for some j), then s is set to 0 and a
non-trivial solution to A*x = 0 is returned.
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the matrix A is upper or lower triangular.
= 'U': Upper triangular
= 'L': Lower triangular
TRANS
TRANS is CHARACTER*1
Specifies the operation applied to A.
= 'N': Solve A * x = s*b (No transpose)
= 'T': Solve A**T * x = s*b (Transpose)
= 'C': Solve A**H * x = s*b (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
Specifies whether or not the matrix A is unit triangular.
= 'N': Non-unit triangular
= 'U': Unit triangular
NORMIN
NORMIN is CHARACTER*1
Specifies whether CNORM has been set or not.
= 'Y': CNORM contains the column norms on entry
= 'N': CNORM is not set on entry. On exit, the norms will
be computed and stored in CNORM.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of subdiagonals or superdiagonals in the
triangular matrix A. KD >= 0.
AB
AB is COMPLEX*16 array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first KD+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
X
X is COMPLEX*16 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 DOUBLE PRECISION
The scaling factor s for the triangular system
A * x = s*b, A**T * x = s*b, or A**H * x = s*b.
If SCALE = 0, the matrix A is singular or badly scaled, and
the vector x is an exact or approximate solution to A*x = 0.
CNORM
CNORM is DOUBLE PRECISION array, dimension (N)
If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
contains the norm of the off-diagonal part of the j-th column
of A. If TRANS = 'N', CNORM(j) must be greater than or equal
to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
must be greater than or equal to the 1-norm.
If NORMIN = 'N', CNORM is an output argument and CNORM(j)
returns the 1-norm of the offdiagonal part of the j-th column
of A.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
A rough bound on x is computed; if that is less than overflow, ZTBSV
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 ZTBSV if the
reciprocal of the largest M(j), j=1,..,n, is larger than
max(underflow, 1/overflow).
The bound on x(j) is also used to determine when a step in the
columnwise method can be performed without fear of overflow. If
the computed bound is greater than a large constant, x is scaled to
prevent overflow, but if the bound overflows, x is set to 0, x(j) to
1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
Similarly, a row-wise scheme is used to solve A**T *x = b or
A**H *x = b. The basic algorithm for A upper triangular is
for j = 1, ..., n
x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
end
We simultaneously compute two bounds
G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
M(j) = bound on x(i), 1<=i<=j
The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
Then the bound on x(j) is
M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
<= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
1<=i<=j
and we can safely call ZTBSV if 1/M(n) and 1/G(n) are both greater
than max(underflow, 1/overflow).
Definition at line 241 of file zlatbs.f.
Author
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