SUBROUTINE CLATDF( 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( * ) COMPLEX RHS( * ), Z( LDZ, * ) * .. * * Purpose * ======= * * CLATDF computes the contribution to the reciprocal Dif-estimate * by solving for x in Z * x = b, where b is chosen such that the norm * of x is as large as possible. It is assumed that LU decomposition * of Z has been computed by CGETC2. On entry RHS = f holds the * contribution from earlier solved sub-systems, and on return RHS = x. * * The factorization of Z returned by CGETC2 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 CGECON, 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 CGETC2: 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 according 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 CTGSYL, 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 CTGSY2 is called by CTGSYL. * * 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 CTGSY2 is called by * CTGSYL. * * 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 UMINF-95.05, Department of * Computing Science, Umea University, S-901 87 Umea, Sweden, * 1995. * * ===================================================================== * * .. Parameters .. INTEGER MAXDIM PARAMETER ( MAXDIM = 2 ) REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) COMPLEX CONE PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) ) * .. * .. Local Scalars .. INTEGER I, INFO, J, K REAL RTEMP, SCALE, SMINU, SPLUS COMPLEX BM, BP, PMONE, TEMP * .. * .. Local Arrays .. REAL RWORK( MAXDIM ) COMPLEX WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM ) * .. * .. External Subroutines .. EXTERNAL CAXPY, CCOPY, CGECON, CGESC2, CLASSQ, CLASWP, $ CSCAL * .. * .. External Functions .. REAL SCASUM COMPLEX CDOTC EXTERNAL SCASUM, CDOTC * .. * .. Intrinsic Functions .. INTRINSIC ABS, REAL, SQRT * .. * .. Executable Statements .. * IF( IJOB.NE.2 ) THEN * * Apply permutations IPIV to RHS * CALL CLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 ) * * Solve for L-part choosing RHS either to +1 or -1. * PMONE = -CONE DO 10 J = 1, N - 1 BP = RHS( J ) + CONE BM = RHS( J ) - CONE SPLUS = ONE * * Lockahead for L- part RHS(1:N-1) = +-1 * SPLUS and SMIN computed more efficiently than in BSOLVE[1]. * SPLUS = SPLUS + REAL( CDOTC( N-J, Z( J+1, J ), 1, Z( J+1, $ J ), 1 ) ) SMINU = REAL( CDOTC( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 ) ) SPLUS = SPLUS*REAL( 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 = CONE END IF * * Compute the remaining r.h.s. * TEMP = -RHS( J ) CALL CAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 ) 10 CONTINUE * * Solve for U- part, lockahead 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 CCOPY( N-1, RHS, 1, WORK, 1 ) WORK( N ) = RHS( N ) + CONE RHS( N ) = RHS( N ) - CONE SPLUS = ZERO SMINU = ZERO DO 30 I = N, 1, -1 TEMP = CONE / Z( I, I ) WORK( I ) = WORK( I )*TEMP RHS( I ) = RHS( I )*TEMP DO 20 K = I + 1, N WORK( I ) = WORK( I ) - WORK( K )*( Z( I, K )*TEMP ) RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP ) 20 CONTINUE SPLUS = SPLUS + ABS( WORK( I ) ) SMINU = SMINU + ABS( RHS( I ) ) 30 CONTINUE IF( SPLUS.GT.SMINU ) $ CALL CCOPY( N, WORK, 1, RHS, 1 ) * * Apply the permutations JPIV to the computed solution (RHS) * CALL CLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 ) * * Compute the sum of squares * CALL CLASSQ( N, RHS, 1, RDSCAL, RDSUM ) RETURN END IF * * ENTRY IJOB = 2 * * Compute approximate nullvector XM of Z * CALL CGECON( 'I', N, Z, LDZ, ONE, RTEMP, WORK, RWORK, INFO ) CALL CCOPY( N, WORK( N+1 ), 1, XM, 1 ) * * Compute RHS * CALL CLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 ) TEMP = CONE / SQRT( CDOTC( N, XM, 1, XM, 1 ) ) CALL CSCAL( N, TEMP, XM, 1 ) CALL CCOPY( N, XM, 1, XP, 1 ) CALL CAXPY( N, CONE, RHS, 1, XP, 1 ) CALL CAXPY( N, -CONE, XM, 1, RHS, 1 ) CALL CGESC2( N, Z, LDZ, RHS, IPIV, JPIV, SCALE ) CALL CGESC2( N, Z, LDZ, XP, IPIV, JPIV, SCALE ) IF( SCASUM( N, XP, 1 ).GT.SCASUM( N, RHS, 1 ) ) $ CALL CCOPY( N, XP, 1, RHS, 1 ) * * Compute the sum of squares * CALL CLASSQ( N, RHS, 1, RDSCAL, RDSUM ) RETURN * * End of CLATDF * END