latrs(3) Library Functions Manual latrs(3) NAME latrs - latrs: triangular solve with robust scaling SYNOPSIS Functions subroutine clatrs (uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info) CLATRS solves a triangular system of equations with the scale factor set to prevent overflow. subroutine dlatrs (uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info) DLATRS solves a triangular system of equations with the scale factor set to prevent overflow. subroutine slatrs (uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info) SLATRS solves a triangular system of equations with the scale factor set to prevent overflow. subroutine zlatrs (uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info) ZLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Detailed Description Function Documentation subroutine clatrs (character uplo, character trans, character diag, character normin, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info) CLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Purpose: CLATRS 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. Here A is an upper or lower triangular matrix, A**T denotes the transpose of A, A**H denotes the conjugate 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 CTRSV 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. A A is COMPLEX array, dimension (LDA,N) The triangular matrix A. If UPLO = 'U', the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = 'U', the diagonal elements of A are also not referenced and are assumed to be 1. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max (1,N). 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, CTRSV 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 CTRSV 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 CTRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). Definition at line 237 of file clatrs.f. subroutine dlatrs (character uplo, character trans, character diag, character normin, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) x, double precision scale, double precision, dimension( * ) cnorm, integer info) DLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Purpose: DLATRS solves one of the triangular systems A *x = s*b or A**T *x = s*b with scaling to prevent overflow. Here A is an upper or lower triangular matrix, 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 DTRSV 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. A A is DOUBLE PRECISION array, dimension (LDA,N) The triangular matrix A. If UPLO = 'U', the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = 'U', the diagonal elements of A are also not referenced and are assumed to be 1. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max (1,N). 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, DTRSV 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 DTRSV 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 DTRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). Definition at line 236 of file dlatrs.f. subroutine slatrs (character uplo, character trans, character diag, character normin, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info) SLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Purpose: SLATRS solves one of the triangular systems A *x = s*b or A**T*x = s*b with scaling to prevent overflow. Here A is an upper or lower triangular matrix, 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 STRSV 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. A A is REAL array, dimension (LDA,N) The triangular matrix A. If UPLO = 'U', the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = 'U', the diagonal elements of A are also not referenced and are assumed to be 1. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max (1,N). 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, STRSV 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 STRSV 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 STRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). Definition at line 236 of file slatrs.f. subroutine zlatrs (character uplo, character trans, character diag, character normin, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) x, double precision scale, double precision, dimension( * ) cnorm, integer info) ZLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Purpose: ZLATRS 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. Here A is an upper or lower triangular matrix, A**T denotes the transpose of A, A**H denotes the conjugate 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 ZTRSV 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. A A is COMPLEX*16 array, dimension (LDA,N) The triangular matrix A. If UPLO = 'U', the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = 'U', the diagonal elements of A are also not referenced and are assumed to be 1. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max (1,N). 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, ZTRSV 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 ZTRSV 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 ZTRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). Definition at line 237 of file zlatrs.f. Author Generated automatically by Doxygen for LAPACK from the source code. LAPACK Version 3.12.0 latrs(3)