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slatrs.f(3) LAPACK slatrs.f(3)NAMEslatrs.f-SYNOPSISFunctions/Subroutines 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.Function/Subroutine Documentation subroutine slatrs (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )X, realSCALE, real, dimension( * )CNORM, integerINFO) 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 =, 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, 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 238 of file slatrs.f.-kAuthorGenerated automatically by Doxygen for LAPACK from the source code.Version 3.4.2Tue Sep 25 2012 slatrs.f(3)

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