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- *> \brief \b DLATDF 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 DLATDF + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlatdf.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlatdf.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlatdf.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
- * JPIV )
- *
- * .. Scalar Arguments ..
- * INTEGER IJOB, LDZ, N
- * DOUBLE PRECISION RDSCAL, RDSUM
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * ), JPIV( * )
- * DOUBLE PRECISION RHS( * ), Z( LDZ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> 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.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] IJOB
- *> \verbatim
- *> 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).
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix Z.
- *> \endverbatim
- *>
- *> \param[in] Z
- *> \verbatim
- *> 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
- *> \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 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).
- *> \endverbatim
- *>
- *> \param[in,out] RDSUM
- *> \verbatim
- *> 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.
- *> \endverbatim
- *>
- *> \param[in,out] RDSCAL
- *> \verbatim
- *> 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.
- *> \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 June 2016
- *
- *> \ingroup doubleOTHERauxiliary
- *
- *> \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 DLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
- $ JPIV )
- *
- * -- LAPACK auxiliary routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * June 2016
- *
- * .. Scalar Arguments ..
- INTEGER IJOB, LDZ, N
- DOUBLE PRECISION RDSCAL, RDSUM
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * ), JPIV( * )
- DOUBLE PRECISION RHS( * ), Z( LDZ, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- INTEGER MAXDIM
- PARAMETER ( MAXDIM = 8 )
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- * ..
- * .. Local Scalars ..
- INTEGER I, INFO, J, K
- DOUBLE PRECISION BM, BP, PMONE, SMINU, SPLUS, TEMP
- * ..
- * .. Local Arrays ..
- INTEGER IWORK( MAXDIM )
- DOUBLE PRECISION WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
- * ..
- * .. External Subroutines ..
- EXTERNAL DAXPY, DCOPY, DGECON, DGESC2, DLASSQ, DLASWP,
- $ DSCAL
- * ..
- * .. External Functions ..
- DOUBLE PRECISION DASUM, DDOT
- EXTERNAL DASUM, DDOT
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, SQRT
- * ..
- * .. Executable Statements ..
- *
- IF( IJOB.NE.2 ) THEN
- *
- * Apply permutations IPIV to RHS
- *
- CALL DLASWP( 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 + DDOT( N-J, Z( J+1, J ), 1, Z( J+1, J ), 1 )
- SMINU = DDOT( 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 DAXPY( 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 transferred to U
- * and not to L. U(N, N) is an approximation to sigma_min(LU).
- *
- CALL DCOPY( 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 DCOPY( N, XP, 1, RHS, 1 )
- *
- * Apply the permutations JPIV to the computed solution (RHS)
- *
- CALL DLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 )
- *
- * Compute the sum of squares
- *
- CALL DLASSQ( N, RHS, 1, RDSCAL, RDSUM )
- *
- ELSE
- *
- * IJOB = 2, Compute approximate nullvector XM of Z
- *
- CALL DGECON( 'I', N, Z, LDZ, ONE, TEMP, WORK, IWORK, INFO )
- CALL DCOPY( N, WORK( N+1 ), 1, XM, 1 )
- *
- * Compute RHS
- *
- CALL DLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 )
- TEMP = ONE / SQRT( DDOT( N, XM, 1, XM, 1 ) )
- CALL DSCAL( N, TEMP, XM, 1 )
- CALL DCOPY( N, XM, 1, XP, 1 )
- CALL DAXPY( N, ONE, RHS, 1, XP, 1 )
- CALL DAXPY( N, -ONE, XM, 1, RHS, 1 )
- CALL DGESC2( N, Z, LDZ, RHS, IPIV, JPIV, TEMP )
- CALL DGESC2( N, Z, LDZ, XP, IPIV, JPIV, TEMP )
- IF( DASUM( N, XP, 1 ).GT.DASUM( N, RHS, 1 ) )
- $ CALL DCOPY( N, XP, 1, RHS, 1 )
- *
- * Compute the sum of squares
- *
- CALL DLASSQ( N, RHS, 1, RDSCAL, RDSUM )
- *
- END IF
- *
- RETURN
- *
- * End of DLATDF
- *
- END
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