GSP
Quick Navigator

Search Site

Unix VPS
A - Starter
B - Basic
C - Preferred
D - Commercial
MPS - Dedicated
Previous VPSs
* Sign Up! *

Support
Contact Us
Online Help
Handbooks
Domain Status
Man Pages

FAQ
Virtual Servers
Pricing
Billing
Technical

Network
Facilities
Connectivity
Topology Map

Miscellaneous
Server Agreement
Year 2038
Credits
 

USA Flag

 

 

Man Pages
zlatbs.f(3) LAPACK zlatbs.f(3)

zlatbs.f -


subroutine zlatbs (UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, SCALE, CNORM, INFO)
 
ZLATBS solves a triangular banded system of equations.

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.
Date:
September 2012
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 243 of file zlatbs.f.

Generated automatically by Doxygen for LAPACK from the source code.
Sat Nov 16 2013 Version 3.4.2

Search for    or go to Top of page |  Section 3 |  Main Index

Powered by GSP Visit the GSP FreeBSD Man Page Interface.
Output converted with ManDoc.