*> \brief \b SLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SLATDF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV, * JPIV ) * * .. Scalar Arguments .. * INTEGER IJOB, LDZ, N * REAL RDSCAL, RDSUM * .. * .. Array Arguments .. * INTEGER IPIV( * ), JPIV( * ) * REAL RHS( * ), Z( LDZ, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> SLATDF uses the LU factorization of the n-by-n matrix Z computed by *> SGETC2 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 SGETC2 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. *> \endverbatim * * Arguments: * ========== * *> \param[in] IJOB *> \verbatim *> IJOB is INTEGER *> IJOB = 2: First compute an approximative null-vector e *> of Z using SGECON, 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). *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix Z. *> \endverbatim *> *> \param[in] Z *> \verbatim *> Z is REAL array, dimension (LDZ, N) *> On entry, the LU part of the factorization of the n-by-n *> matrix Z computed by SGETC2: Z = P * L * U * Q *> \endverbatim *> *> \param[in] LDZ *> \verbatim *> LDZ is INTEGER *> The leading dimension of the array Z. LDA >= max(1, N). *> \endverbatim *> *> \param[in,out] RHS *> \verbatim *> RHS is REAL array, dimension N. *> On entry, RHS contains contributions from other subsystems. *> On exit, RHS contains the solution of the subsystem with *> entries acoording to the value of IJOB (see above). *> \endverbatim *> *> \param[in,out] RDSUM *> \verbatim *> RDSUM is REAL *> On entry, the sum of squares of computed contributions to *> the Dif-estimate under computation by STGSYL, 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 STGSY2 is called by STGSYL. *> \endverbatim *> *> \param[in,out] RDSCAL *> \verbatim *> RDSCAL is 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 STGSY2 is called by *> STGSYL. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> 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). *> \endverbatim *> *> \param[in] JPIV *> \verbatim *> 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). *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date September 2012 * *> \ingroup realOTHERauxiliary * *> \par Further Details: * ===================== *> *> This routine is a further developed implementation of algorithm *> BSOLVE in [1] using complete pivoting in the LU factorization. * *> \par Contributors: * ================== *> *> Bo Kagstrom and Peter Poromaa, Department of Computing Science, *> Umea University, S-901 87 Umea, Sweden. * *> \par References: * ================ *> *> \verbatim *> *> *> [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. *> \endverbatim *> * ===================================================================== SUBROUTINE SLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV, $ JPIV ) * * -- LAPACK auxiliary routine (version 3.4.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * September 2012 * * .. Scalar Arguments .. INTEGER IJOB, LDZ, N REAL RDSCAL, RDSUM * .. * .. Array Arguments .. INTEGER IPIV( * ), JPIV( * ) REAL RHS( * ), Z( LDZ, * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER MAXDIM PARAMETER ( MAXDIM = 8 ) REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) * .. * .. Local Scalars .. INTEGER I, INFO, J, K REAL BM, BP, PMONE, SMINU, SPLUS, TEMP * .. * .. Local Arrays .. INTEGER IWORK( MAXDIM ) REAL WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM ) * .. * .. External Subroutines .. EXTERNAL SAXPY, SCOPY, SGECON, SGESC2, SLASSQ, SLASWP, $ SSCAL * .. * .. External Functions .. REAL SASUM, SDOT EXTERNAL SASUM, SDOT * .. * .. Intrinsic Functions .. INTRINSIC ABS, SQRT * .. * .. Executable Statements .. * IF( IJOB.NE.2 ) THEN * * Apply permutations IPIV to RHS * CALL SLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 ) * * Solve for L-part choosing RHS either to +1 or -1. * PMONE = -ONE * DO 10 J = 1, N - 1 BP = RHS( J ) + ONE BM = RHS( J ) - ONE SPLUS = ONE * * Look-ahead for L-part RHS(1:N-1) = + or -1, SPLUS and * SMIN computed more efficiently than in BSOLVE [1]. * SPLUS = SPLUS + SDOT( N-J, Z( J+1, J ), 1, Z( J+1, J ), 1 ) SMINU = SDOT( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 ) SPLUS = SPLUS*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 = ONE END IF * * Compute the remaining r.h.s. * TEMP = -RHS( J ) CALL SAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 ) * 10 CONTINUE * * Solve for U-part, look-ahead 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 SCOPY( N-1, RHS, 1, XP, 1 ) XP( N ) = RHS( N ) + ONE RHS( N ) = RHS( N ) - ONE SPLUS = ZERO SMINU = ZERO DO 30 I = N, 1, -1 TEMP = ONE / Z( I, I ) XP( I ) = XP( I )*TEMP RHS( I ) = RHS( I )*TEMP DO 20 K = I + 1, N XP( I ) = XP( I ) - XP( K )*( Z( I, K )*TEMP ) RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP ) 20 CONTINUE SPLUS = SPLUS + ABS( XP( I ) ) SMINU = SMINU + ABS( RHS( I ) ) 30 CONTINUE IF( SPLUS.GT.SMINU ) $ CALL SCOPY( N, XP, 1, RHS, 1 ) * * Apply the permutations JPIV to the computed solution (RHS) * CALL SLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 ) * * Compute the sum of squares * CALL SLASSQ( N, RHS, 1, RDSCAL, RDSUM ) * ELSE * * IJOB = 2, Compute approximate nullvector XM of Z * CALL SGECON( 'I', N, Z, LDZ, ONE, TEMP, WORK, IWORK, INFO ) CALL SCOPY( N, WORK( N+1 ), 1, XM, 1 ) * * Compute RHS * CALL SLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 ) TEMP = ONE / SQRT( SDOT( N, XM, 1, XM, 1 ) ) CALL SSCAL( N, TEMP, XM, 1 ) CALL SCOPY( N, XM, 1, XP, 1 ) CALL SAXPY( N, ONE, RHS, 1, XP, 1 ) CALL SAXPY( N, -ONE, XM, 1, RHS, 1 ) CALL SGESC2( N, Z, LDZ, RHS, IPIV, JPIV, TEMP ) CALL SGESC2( N, Z, LDZ, XP, IPIV, JPIV, TEMP ) IF( SASUM( N, XP, 1 ).GT.SASUM( N, RHS, 1 ) ) $ CALL SCOPY( N, XP, 1, RHS, 1 ) * * Compute the sum of squares * CALL SLASSQ( N, RHS, 1, RDSCAL, RDSUM ) * END IF * RETURN * * End of SLATDF * END