LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dlatdf()

subroutine dlatdf ( integer  ijob,
integer  n,
double precision, dimension( ldz, * )  z,
integer  ldz,
double precision, dimension( * )  rhs,
double precision  rdsum,
double precision  rdscal,
integer, dimension( * )  ipiv,
integer, dimension( * )  jpiv 
)

DLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate.

Download DLATDF + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DLATDF uses the LU factorization of the n-by-n matrix Z computed by
 DGETC2 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 DGETC2 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.
Parameters
[in]IJOB
          IJOB is INTEGER
          IJOB = 2: First compute an approximative null-vector e
              of Z using DGECON, 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 chosen as either +1 or -1 (Default).
[in]N
          N is INTEGER
          The number of columns of the matrix Z.
[in]Z
          Z is DOUBLE PRECISION array, dimension (LDZ, N)
          On entry, the LU part of the factorization of the n-by-n
          matrix Z computed by DGETC2:  Z = P * L * U * Q
[in]LDZ
          LDZ is INTEGER
          The leading dimension of the array Z.  LDA >= max(1, N).
[in,out]RHS
          RHS is DOUBLE PRECISION 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).
[in,out]RDSUM
          RDSUM is DOUBLE PRECISION
          On entry, the sum of squares of computed contributions to
          the Dif-estimate under computation by DTGSYL, 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 DTGSY2 is called by STGSYL.
[in,out]RDSCAL
          RDSCAL is DOUBLE PRECISION
          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 DTGSY2 is called by
                DTGSYL.
[in]IPIV
          IPIV is INTEGER array, dimension (N).
          The pivot indices; for 1 <= i <= N, row i of the
          matrix has been interchanged with row IPIV(i).
[in]JPIV
          JPIV is INTEGER array, dimension (N).
          The pivot indices; for 1 <= j <= N, column j of the
          matrix has been interchanged with column JPIV(j).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
This routine is a further developed implementation of algorithm BSOLVE in [1] using complete pivoting in the LU factorization.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
References:
  [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.

Definition at line 169 of file dlatdf.f.

171*
172* -- LAPACK auxiliary routine --
173* -- LAPACK is a software package provided by Univ. of Tennessee, --
174* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
175*
176* .. Scalar Arguments ..
177 INTEGER IJOB, LDZ, N
178 DOUBLE PRECISION RDSCAL, RDSUM
179* ..
180* .. Array Arguments ..
181 INTEGER IPIV( * ), JPIV( * )
182 DOUBLE PRECISION RHS( * ), Z( LDZ, * )
183* ..
184*
185* =====================================================================
186*
187* .. Parameters ..
188 INTEGER MAXDIM
189 parameter( maxdim = 8 )
190 DOUBLE PRECISION ZERO, ONE
191 parameter( zero = 0.0d+0, one = 1.0d+0 )
192* ..
193* .. Local Scalars ..
194 INTEGER I, INFO, J, K
195 DOUBLE PRECISION BM, BP, PMONE, SMINU, SPLUS, TEMP
196* ..
197* .. Local Arrays ..
198 INTEGER IWORK( MAXDIM )
199 DOUBLE PRECISION WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
200* ..
201* .. External Subroutines ..
202 EXTERNAL daxpy, dcopy, dgecon, dgesc2, dlassq, dlaswp,
203 $ dscal
204* ..
205* .. External Functions ..
206 DOUBLE PRECISION DASUM, DDOT
207 EXTERNAL dasum, ddot
208* ..
209* .. Intrinsic Functions ..
210 INTRINSIC abs, sqrt
211* ..
212* .. Executable Statements ..
213*
214 IF( ijob.NE.2 ) THEN
215*
216* Apply permutations IPIV to RHS
217*
218 CALL dlaswp( 1, rhs, ldz, 1, n-1, ipiv, 1 )
219*
220* Solve for L-part choosing RHS either to +1 or -1.
221*
222 pmone = -one
223*
224 DO 10 j = 1, n - 1
225 bp = rhs( j ) + one
226 bm = rhs( j ) - one
227 splus = one
228*
229* Look-ahead for L-part RHS(1:N-1) = + or -1, SPLUS and
230* SMIN computed more efficiently than in BSOLVE [1].
231*
232 splus = splus + ddot( n-j, z( j+1, j ), 1, z( j+1, j ), 1 )
233 sminu = ddot( n-j, z( j+1, j ), 1, rhs( j+1 ), 1 )
234 splus = splus*rhs( j )
235 IF( splus.GT.sminu ) THEN
236 rhs( j ) = bp
237 ELSE IF( sminu.GT.splus ) THEN
238 rhs( j ) = bm
239 ELSE
240*
241* In this case the updating sums are equal and we can
242* choose RHS(J) +1 or -1. The first time this happens
243* we choose -1, thereafter +1. This is a simple way to
244* get good estimates of matrices like Byers well-known
245* example (see [1]). (Not done in BSOLVE.)
246*
247 rhs( j ) = rhs( j ) + pmone
248 pmone = one
249 END IF
250*
251* Compute the remaining r.h.s.
252*
253 temp = -rhs( j )
254 CALL daxpy( n-j, temp, z( j+1, j ), 1, rhs( j+1 ), 1 )
255*
256 10 CONTINUE
257*
258* Solve for U-part, look-ahead for RHS(N) = +-1. This is not done
259* in BSOLVE and will hopefully give us a better estimate because
260* any ill-conditioning of the original matrix is transferred to U
261* and not to L. U(N, N) is an approximation to sigma_min(LU).
262*
263 CALL dcopy( n-1, rhs, 1, xp, 1 )
264 xp( n ) = rhs( n ) + one
265 rhs( n ) = rhs( n ) - one
266 splus = zero
267 sminu = zero
268 DO 30 i = n, 1, -1
269 temp = one / z( i, i )
270 xp( i ) = xp( i )*temp
271 rhs( i ) = rhs( i )*temp
272 DO 20 k = i + 1, n
273 xp( i ) = xp( i ) - xp( k )*( z( i, k )*temp )
274 rhs( i ) = rhs( i ) - rhs( k )*( z( i, k )*temp )
275 20 CONTINUE
276 splus = splus + abs( xp( i ) )
277 sminu = sminu + abs( rhs( i ) )
278 30 CONTINUE
279 IF( splus.GT.sminu )
280 $ CALL dcopy( n, xp, 1, rhs, 1 )
281*
282* Apply the permutations JPIV to the computed solution (RHS)
283*
284 CALL dlaswp( 1, rhs, ldz, 1, n-1, jpiv, -1 )
285*
286* Compute the sum of squares
287*
288 CALL dlassq( n, rhs, 1, rdscal, rdsum )
289*
290 ELSE
291*
292* IJOB = 2, Compute approximate nullvector XM of Z
293*
294 CALL dgecon( 'I', n, z, ldz, one, temp, work, iwork, info )
295 CALL dcopy( n, work( n+1 ), 1, xm, 1 )
296*
297* Compute RHS
298*
299 CALL dlaswp( 1, xm, ldz, 1, n-1, ipiv, -1 )
300 temp = one / sqrt( ddot( n, xm, 1, xm, 1 ) )
301 CALL dscal( n, temp, xm, 1 )
302 CALL dcopy( n, xm, 1, xp, 1 )
303 CALL daxpy( n, one, rhs, 1, xp, 1 )
304 CALL daxpy( n, -one, xm, 1, rhs, 1 )
305 CALL dgesc2( n, z, ldz, rhs, ipiv, jpiv, temp )
306 CALL dgesc2( n, z, ldz, xp, ipiv, jpiv, temp )
307 IF( dasum( n, xp, 1 ).GT.dasum( n, rhs, 1 ) )
308 $ CALL dcopy( n, xp, 1, rhs, 1 )
309*
310* Compute the sum of squares
311*
312 CALL dlassq( n, rhs, 1, rdscal, rdsum )
313*
314 END IF
315*
316 RETURN
317*
318* End of DLATDF
319*
double precision function dasum(n, dx, incx)
DASUM
Definition dasum.f:71
subroutine daxpy(n, da, dx, incx, dy, incy)
DAXPY
Definition daxpy.f:89
subroutine dcopy(n, dx, incx, dy, incy)
DCOPY
Definition dcopy.f:82
double precision function ddot(n, dx, incx, dy, incy)
DDOT
Definition ddot.f:82
subroutine dgecon(norm, n, a, lda, anorm, rcond, work, iwork, info)
DGECON
Definition dgecon.f:132
subroutine dgesc2(n, a, lda, rhs, ipiv, jpiv, scale)
DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed...
Definition dgesc2.f:114
subroutine dlassq(n, x, incx, scale, sumsq)
DLASSQ updates a sum of squares represented in scaled form.
Definition dlassq.f90:124
subroutine dlaswp(n, a, lda, k1, k2, ipiv, incx)
DLASWP performs a series of row interchanges on a general rectangular matrix.
Definition dlaswp.f:115
subroutine dscal(n, da, dx, incx)
DSCAL
Definition dscal.f:79
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