*> \brief \b DLAQTR solves a real quasi-triangular system of equations, or a complex quasi-triangular system of special form, in real arithmetic. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLAQTR + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLAQTR( LTRAN, LREAL, N, T, LDT, B, W, SCALE, X, WORK, * INFO ) * * .. Scalar Arguments .. * LOGICAL LREAL, LTRAN * INTEGER INFO, LDT, N * DOUBLE PRECISION SCALE, W * .. * .. Array Arguments .. * DOUBLE PRECISION B( * ), T( LDT, * ), WORK( * ), X( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLAQTR solves the real quasi-triangular system *> *> op(T)*p = scale*c, if LREAL = .TRUE. *> *> or the complex quasi-triangular systems *> *> op(T + iB)*(p+iq) = scale*(c+id), if LREAL = .FALSE. *> *> in real arithmetic, where T is upper quasi-triangular. *> If LREAL = .FALSE., then the first diagonal block of T must be *> 1 by 1, B is the specially structured matrix *> *> B = [ b(1) b(2) ... b(n) ] *> [ w ] *> [ w ] *> [ . ] *> [ w ] *> *> op(A) = A or A**T, A**T denotes the transpose of *> matrix A. *> *> On input, X = [ c ]. On output, X = [ p ]. *> [ d ] [ q ] *> *> This subroutine is designed for the condition number estimation *> in routine DTRSNA. *> \endverbatim * * Arguments: * ========== * *> \param[in] LTRAN *> \verbatim *> LTRAN is LOGICAL *> On entry, LTRAN specifies the option of conjugate transpose: *> = .FALSE., op(T+i*B) = T+i*B, *> = .TRUE., op(T+i*B) = (T+i*B)**T. *> \endverbatim *> *> \param[in] LREAL *> \verbatim *> LREAL is LOGICAL *> On entry, LREAL specifies the input matrix structure: *> = .FALSE., the input is complex *> = .TRUE., the input is real *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> On entry, N specifies the order of T+i*B. N >= 0. *> \endverbatim *> *> \param[in] T *> \verbatim *> T is DOUBLE PRECISION array, dimension (LDT,N) *> On entry, T contains a matrix in Schur canonical form. *> If LREAL = .FALSE., then the first diagonal block of T mu *> be 1 by 1. *> \endverbatim *> *> \param[in] LDT *> \verbatim *> LDT is INTEGER *> The leading dimension of the matrix T. LDT >= max(1,N). *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (N) *> On entry, B contains the elements to form the matrix *> B as described above. *> If LREAL = .TRUE., B is not referenced. *> \endverbatim *> *> \param[in] W *> \verbatim *> W is DOUBLE PRECISION *> On entry, W is the diagonal element of the matrix B. *> If LREAL = .TRUE., W is not referenced. *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is DOUBLE PRECISION *> On exit, SCALE is the scale factor. *> \endverbatim *> *> \param[in,out] X *> \verbatim *> X is DOUBLE PRECISION array, dimension (2*N) *> On entry, X contains the right hand side of the system. *> On exit, X is overwritten by the solution. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> On exit, INFO is set to *> 0: successful exit. *> 1: the some diagonal 1 by 1 block has been perturbed by *> a small number SMIN to keep nonsingularity. *> 2: the some diagonal 2 by 2 block has been perturbed by *> a small number in DLALN2 to keep nonsingularity. *> NOTE: In the interests of speed, this routine does not *> check the inputs for errors. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup doubleOTHERauxiliary * * ===================================================================== SUBROUTINE DLAQTR( LTRAN, LREAL, N, T, LDT, B, W, SCALE, X, WORK, $ INFO ) * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. LOGICAL LREAL, LTRAN INTEGER INFO, LDT, N DOUBLE PRECISION SCALE, W * .. * .. Array Arguments .. DOUBLE PRECISION B( * ), T( LDT, * ), WORK( * ), X( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOTRAN INTEGER I, IERR, J, J1, J2, JNEXT, K, N1, N2 DOUBLE PRECISION BIGNUM, EPS, REC, SCALOC, SI, SMIN, SMINW, $ SMLNUM, SR, TJJ, TMP, XJ, XMAX, XNORM, Z * .. * .. Local Arrays .. DOUBLE PRECISION D( 2, 2 ), V( 2, 2 ) * .. * .. External Functions .. INTEGER IDAMAX DOUBLE PRECISION DASUM, DDOT, DLAMCH, DLANGE EXTERNAL IDAMAX, DASUM, DDOT, DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DAXPY, DLADIV, DLALN2, DSCAL * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX * .. * .. Executable Statements .. * * Do not test the input parameters for errors * NOTRAN = .NOT.LTRAN INFO = 0 * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Set constants to control overflow * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) / EPS BIGNUM = ONE / SMLNUM * XNORM = DLANGE( 'M', N, N, T, LDT, D ) IF( .NOT.LREAL ) $ XNORM = MAX( XNORM, ABS( W ), DLANGE( 'M', N, 1, B, N, D ) ) SMIN = MAX( SMLNUM, EPS*XNORM ) * * Compute 1-norm of each column of strictly upper triangular * part of T to control overflow in triangular solver. * WORK( 1 ) = ZERO DO 10 J = 2, N WORK( J ) = DASUM( J-1, T( 1, J ), 1 ) 10 CONTINUE * IF( .NOT.LREAL ) THEN DO 20 I = 2, N WORK( I ) = WORK( I ) + ABS( B( I ) ) 20 CONTINUE END IF * N2 = 2*N N1 = N IF( .NOT.LREAL ) $ N1 = N2 K = IDAMAX( N1, X, 1 ) XMAX = ABS( X( K ) ) SCALE = ONE * IF( XMAX.GT.BIGNUM ) THEN SCALE = BIGNUM / XMAX CALL DSCAL( N1, SCALE, X, 1 ) XMAX = BIGNUM END IF * IF( LREAL ) THEN * IF( NOTRAN ) THEN * * Solve T*p = scale*c * JNEXT = N DO 30 J = N, 1, -1 IF( J.GT.JNEXT ) $ GO TO 30 J1 = J J2 = J JNEXT = J - 1 IF( J.GT.1 ) THEN IF( T( J, J-1 ).NE.ZERO ) THEN J1 = J - 1 JNEXT = J - 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * Meet 1 by 1 diagonal block * * Scale to avoid overflow when computing * x(j) = b(j)/T(j,j) * XJ = ABS( X( J1 ) ) TJJ = ABS( T( J1, J1 ) ) TMP = T( J1, J1 ) IF( TJJ.LT.SMIN ) THEN TMP = SMIN TJJ = SMIN INFO = 1 END IF * IF( XJ.EQ.ZERO ) $ GO TO 30 * IF( TJJ.LT.ONE ) THEN IF( XJ.GT.BIGNUM*TJJ ) THEN REC = ONE / XJ CALL DSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF X( J1 ) = X( J1 ) / TMP XJ = ABS( X( J1 ) ) * * Scale x if necessary to avoid overflow when adding a * multiple of column j1 of T. * IF( XJ.GT.ONE ) THEN REC = ONE / XJ IF( WORK( J1 ).GT.( BIGNUM-XMAX )*REC ) THEN CALL DSCAL( N, REC, X, 1 ) SCALE = SCALE*REC END IF END IF IF( J1.GT.1 ) THEN CALL DAXPY( J1-1, -X( J1 ), T( 1, J1 ), 1, X, 1 ) K = IDAMAX( J1-1, X, 1 ) XMAX = ABS( X( K ) ) END IF * ELSE * * Meet 2 by 2 diagonal block * * Call 2 by 2 linear system solve, to take * care of possible overflow by scaling factor. * D( 1, 1 ) = X( J1 ) D( 2, 1 ) = X( J2 ) CALL DLALN2( .FALSE., 2, 1, SMIN, ONE, T( J1, J1 ), $ LDT, ONE, ONE, D, 2, ZERO, ZERO, V, 2, $ SCALOC, XNORM, IERR ) IF( IERR.NE.0 ) $ INFO = 2 * IF( SCALOC.NE.ONE ) THEN CALL DSCAL( N, SCALOC, X, 1 ) SCALE = SCALE*SCALOC END IF X( J1 ) = V( 1, 1 ) X( J2 ) = V( 2, 1 ) * * Scale V(1,1) (= X(J1)) and/or V(2,1) (=X(J2)) * to avoid overflow in updating right-hand side. * XJ = MAX( ABS( V( 1, 1 ) ), ABS( V( 2, 1 ) ) ) IF( XJ.GT.ONE ) THEN REC = ONE / XJ IF( MAX( WORK( J1 ), WORK( J2 ) ).GT. $ ( BIGNUM-XMAX )*REC ) THEN CALL DSCAL( N, REC, X, 1 ) SCALE = SCALE*REC END IF END IF * * Update right-hand side * IF( J1.GT.1 ) THEN CALL DAXPY( J1-1, -X( J1 ), T( 1, J1 ), 1, X, 1 ) CALL DAXPY( J1-1, -X( J2 ), T( 1, J2 ), 1, X, 1 ) K = IDAMAX( J1-1, X, 1 ) XMAX = ABS( X( K ) ) END IF * END IF * 30 CONTINUE * ELSE * * Solve T**T*p = scale*c * JNEXT = 1 DO 40 J = 1, N IF( J.LT.JNEXT ) $ GO TO 40 J1 = J J2 = J JNEXT = J + 1 IF( J.LT.N ) THEN IF( T( J+1, J ).NE.ZERO ) THEN J2 = J + 1 JNEXT = J + 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1 by 1 diagonal block * * Scale if necessary to avoid overflow in forming the * right-hand side element by inner product. * XJ = ABS( X( J1 ) ) IF( XMAX.GT.ONE ) THEN REC = ONE / XMAX IF( WORK( J1 ).GT.( BIGNUM-XJ )*REC ) THEN CALL DSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF * X( J1 ) = X( J1 ) - DDOT( J1-1, T( 1, J1 ), 1, X, 1 ) * XJ = ABS( X( J1 ) ) TJJ = ABS( T( J1, J1 ) ) TMP = T( J1, J1 ) IF( TJJ.LT.SMIN ) THEN TMP = SMIN TJJ = SMIN INFO = 1 END IF * IF( TJJ.LT.ONE ) THEN IF( XJ.GT.BIGNUM*TJJ ) THEN REC = ONE / XJ CALL DSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF X( J1 ) = X( J1 ) / TMP XMAX = MAX( XMAX, ABS( X( J1 ) ) ) * ELSE * * 2 by 2 diagonal block * * Scale if necessary to avoid overflow in forming the * right-hand side elements by inner product. * XJ = MAX( ABS( X( J1 ) ), ABS( X( J2 ) ) ) IF( XMAX.GT.ONE ) THEN REC = ONE / XMAX IF( MAX( WORK( J2 ), WORK( J1 ) ).GT.( BIGNUM-XJ )* $ REC ) THEN CALL DSCAL( N, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF * D( 1, 1 ) = X( J1 ) - DDOT( J1-1, T( 1, J1 ), 1, X, $ 1 ) D( 2, 1 ) = X( J2 ) - DDOT( J1-1, T( 1, J2 ), 1, X, $ 1 ) * CALL DLALN2( .TRUE., 2, 1, SMIN, ONE, T( J1, J1 ), $ LDT, ONE, ONE, D, 2, ZERO, ZERO, V, 2, $ SCALOC, XNORM, IERR ) IF( IERR.NE.0 ) $ INFO = 2 * IF( SCALOC.NE.ONE ) THEN CALL DSCAL( N, SCALOC, X, 1 ) SCALE = SCALE*SCALOC END IF X( J1 ) = V( 1, 1 ) X( J2 ) = V( 2, 1 ) XMAX = MAX( ABS( X( J1 ) ), ABS( X( J2 ) ), XMAX ) * END IF 40 CONTINUE END IF * ELSE * SMINW = MAX( EPS*ABS( W ), SMIN ) IF( NOTRAN ) THEN * * Solve (T + iB)*(p+iq) = c+id * JNEXT = N DO 70 J = N, 1, -1 IF( J.GT.JNEXT ) $ GO TO 70 J1 = J J2 = J JNEXT = J - 1 IF( J.GT.1 ) THEN IF( T( J, J-1 ).NE.ZERO ) THEN J1 = J - 1 JNEXT = J - 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1 by 1 diagonal block * * Scale if necessary to avoid overflow in division * Z = W IF( J1.EQ.1 ) $ Z = B( 1 ) XJ = ABS( X( J1 ) ) + ABS( X( N+J1 ) ) TJJ = ABS( T( J1, J1 ) ) + ABS( Z ) TMP = T( J1, J1 ) IF( TJJ.LT.SMINW ) THEN TMP = SMINW TJJ = SMINW INFO = 1 END IF * IF( XJ.EQ.ZERO ) $ GO TO 70 * IF( TJJ.LT.ONE ) THEN IF( XJ.GT.BIGNUM*TJJ ) THEN REC = ONE / XJ CALL DSCAL( N2, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF CALL DLADIV( X( J1 ), X( N+J1 ), TMP, Z, SR, SI ) X( J1 ) = SR X( N+J1 ) = SI XJ = ABS( X( J1 ) ) + ABS( X( N+J1 ) ) * * Scale x if necessary to avoid overflow when adding a * multiple of column j1 of T. * IF( XJ.GT.ONE ) THEN REC = ONE / XJ IF( WORK( J1 ).GT.( BIGNUM-XMAX )*REC ) THEN CALL DSCAL( N2, REC, X, 1 ) SCALE = SCALE*REC END IF END IF * IF( J1.GT.1 ) THEN CALL DAXPY( J1-1, -X( J1 ), T( 1, J1 ), 1, X, 1 ) CALL DAXPY( J1-1, -X( N+J1 ), T( 1, J1 ), 1, $ X( N+1 ), 1 ) * X( 1 ) = X( 1 ) + B( J1 )*X( N+J1 ) X( N+1 ) = X( N+1 ) - B( J1 )*X( J1 ) * XMAX = ZERO DO 50 K = 1, J1 - 1 XMAX = MAX( XMAX, ABS( X( K ) )+ $ ABS( X( K+N ) ) ) 50 CONTINUE END IF * ELSE * * Meet 2 by 2 diagonal block * D( 1, 1 ) = X( J1 ) D( 2, 1 ) = X( J2 ) D( 1, 2 ) = X( N+J1 ) D( 2, 2 ) = X( N+J2 ) CALL DLALN2( .FALSE., 2, 2, SMINW, ONE, T( J1, J1 ), $ LDT, ONE, ONE, D, 2, ZERO, -W, V, 2, $ SCALOC, XNORM, IERR ) IF( IERR.NE.0 ) $ INFO = 2 * IF( SCALOC.NE.ONE ) THEN CALL DSCAL( 2*N, SCALOC, X, 1 ) SCALE = SCALOC*SCALE END IF X( J1 ) = V( 1, 1 ) X( J2 ) = V( 2, 1 ) X( N+J1 ) = V( 1, 2 ) X( N+J2 ) = V( 2, 2 ) * * Scale X(J1), .... to avoid overflow in * updating right hand side. * XJ = MAX( ABS( V( 1, 1 ) )+ABS( V( 1, 2 ) ), $ ABS( V( 2, 1 ) )+ABS( V( 2, 2 ) ) ) IF( XJ.GT.ONE ) THEN REC = ONE / XJ IF( MAX( WORK( J1 ), WORK( J2 ) ).GT. $ ( BIGNUM-XMAX )*REC ) THEN CALL DSCAL( N2, REC, X, 1 ) SCALE = SCALE*REC END IF END IF * * Update the right-hand side. * IF( J1.GT.1 ) THEN CALL DAXPY( J1-1, -X( J1 ), T( 1, J1 ), 1, X, 1 ) CALL DAXPY( J1-1, -X( J2 ), T( 1, J2 ), 1, X, 1 ) * CALL DAXPY( J1-1, -X( N+J1 ), T( 1, J1 ), 1, $ X( N+1 ), 1 ) CALL DAXPY( J1-1, -X( N+J2 ), T( 1, J2 ), 1, $ X( N+1 ), 1 ) * X( 1 ) = X( 1 ) + B( J1 )*X( N+J1 ) + $ B( J2 )*X( N+J2 ) X( N+1 ) = X( N+1 ) - B( J1 )*X( J1 ) - $ B( J2 )*X( J2 ) * XMAX = ZERO DO 60 K = 1, J1 - 1 XMAX = MAX( ABS( X( K ) )+ABS( X( K+N ) ), $ XMAX ) 60 CONTINUE END IF * END IF 70 CONTINUE * ELSE * * Solve (T + iB)**T*(p+iq) = c+id * JNEXT = 1 DO 80 J = 1, N IF( J.LT.JNEXT ) $ GO TO 80 J1 = J J2 = J JNEXT = J + 1 IF( J.LT.N ) THEN IF( T( J+1, J ).NE.ZERO ) THEN J2 = J + 1 JNEXT = J + 2 END IF END IF * IF( J1.EQ.J2 ) THEN * * 1 by 1 diagonal block * * Scale if necessary to avoid overflow in forming the * right-hand side element by inner product. * XJ = ABS( X( J1 ) ) + ABS( X( J1+N ) ) IF( XMAX.GT.ONE ) THEN REC = ONE / XMAX IF( WORK( J1 ).GT.( BIGNUM-XJ )*REC ) THEN CALL DSCAL( N2, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF * X( J1 ) = X( J1 ) - DDOT( J1-1, T( 1, J1 ), 1, X, 1 ) X( N+J1 ) = X( N+J1 ) - DDOT( J1-1, T( 1, J1 ), 1, $ X( N+1 ), 1 ) IF( J1.GT.1 ) THEN X( J1 ) = X( J1 ) - B( J1 )*X( N+1 ) X( N+J1 ) = X( N+J1 ) + B( J1 )*X( 1 ) END IF XJ = ABS( X( J1 ) ) + ABS( X( J1+N ) ) * Z = W IF( J1.EQ.1 ) $ Z = B( 1 ) * * Scale if necessary to avoid overflow in * complex division * TJJ = ABS( T( J1, J1 ) ) + ABS( Z ) TMP = T( J1, J1 ) IF( TJJ.LT.SMINW ) THEN TMP = SMINW TJJ = SMINW INFO = 1 END IF * IF( TJJ.LT.ONE ) THEN IF( XJ.GT.BIGNUM*TJJ ) THEN REC = ONE / XJ CALL DSCAL( N2, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF CALL DLADIV( X( J1 ), X( N+J1 ), TMP, -Z, SR, SI ) X( J1 ) = SR X( J1+N ) = SI XMAX = MAX( ABS( X( J1 ) )+ABS( X( J1+N ) ), XMAX ) * ELSE * * 2 by 2 diagonal block * * Scale if necessary to avoid overflow in forming the * right-hand side element by inner product. * XJ = MAX( ABS( X( J1 ) )+ABS( X( N+J1 ) ), $ ABS( X( J2 ) )+ABS( X( N+J2 ) ) ) IF( XMAX.GT.ONE ) THEN REC = ONE / XMAX IF( MAX( WORK( J1 ), WORK( J2 ) ).GT. $ ( BIGNUM-XJ ) / XMAX ) THEN CALL DSCAL( N2, REC, X, 1 ) SCALE = SCALE*REC XMAX = XMAX*REC END IF END IF * D( 1, 1 ) = X( J1 ) - DDOT( J1-1, T( 1, J1 ), 1, X, $ 1 ) D( 2, 1 ) = X( J2 ) - DDOT( J1-1, T( 1, J2 ), 1, X, $ 1 ) D( 1, 2 ) = X( N+J1 ) - DDOT( J1-1, T( 1, J1 ), 1, $ X( N+1 ), 1 ) D( 2, 2 ) = X( N+J2 ) - DDOT( J1-1, T( 1, J2 ), 1, $ X( N+1 ), 1 ) D( 1, 1 ) = D( 1, 1 ) - B( J1 )*X( N+1 ) D( 2, 1 ) = D( 2, 1 ) - B( J2 )*X( N+1 ) D( 1, 2 ) = D( 1, 2 ) + B( J1 )*X( 1 ) D( 2, 2 ) = D( 2, 2 ) + B( J2 )*X( 1 ) * CALL DLALN2( .TRUE., 2, 2, SMINW, ONE, T( J1, J1 ), $ LDT, ONE, ONE, D, 2, ZERO, W, V, 2, $ SCALOC, XNORM, IERR ) IF( IERR.NE.0 ) $ INFO = 2 * IF( SCALOC.NE.ONE ) THEN CALL DSCAL( N2, SCALOC, X, 1 ) SCALE = SCALOC*SCALE END IF X( J1 ) = V( 1, 1 ) X( J2 ) = V( 2, 1 ) X( N+J1 ) = V( 1, 2 ) X( N+J2 ) = V( 2, 2 ) XMAX = MAX( ABS( X( J1 ) )+ABS( X( N+J1 ) ), $ ABS( X( J2 ) )+ABS( X( N+J2 ) ), XMAX ) * END IF * 80 CONTINUE * END IF * END IF * RETURN * * End of DLAQTR * END