CLATRS(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’… CLATRS(3) β€” solving triangular systems with the scale factor set to prevent overflow πŸ’…

okay so bestie, this is CLATRS(3) from the Library Functions Manual, and the path floating around near the top is /home/abui...RC/clatrs.f(3). Slay. ✨

πŸŽ€ NAME πŸŽ€

The NAME section is literally just this source-file path, no cap:

/home/abuild/rpmbuild/BUILD/lapack-
static-3.12.0-build/lapack-3.12.0/SRC/clatrs.f

✨ SYNOPSIS ✨

πŸ¦‹ Functions/Subroutines πŸ¦‹

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. Periodt. πŸ’–

🌸 Function/Subroutine Documentation 🌸

Here's the full signature, bestie:

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.

πŸ’– Purpose πŸ’–

okay so 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. Literally protecting your numbers from overflow drama. 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. Not me explaining singular matrices at 2am. 😭

🌈 Parameters 🌈

  • UPLO β€” CHARACTER*1. Specifies whether the matrix A is upper or lower triangular.
    • = 'U': Upper triangular
    • = 'L': Lower triangular
  • TRANS β€” 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 β€” CHARACTER*1. Specifies whether or not the matrix A is unit triangular.
    • = 'N': Non-unit triangular
    • = 'U': Unit triangular
  • NORMIN β€” 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 β€” INTEGER. The order of the matrix A. N >= 0.
  • A β€” 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 β€” INTEGER. The leading dimension of the array A. LDA >= max (1,N).
  • X β€” 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 β€” 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 β€” 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 β€” INTEGER.
    • = 0: successful exit
    • < 0: if INFO = -k, the k-th argument had an illegal value

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ”₯ Further Details πŸ”₯

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. Every single operation, bestie. πŸ’…

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. Yes, that's the dramatic part. πŸ’€

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.

🧚 Author 🧚

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okay that's the whole page, bestie πŸ’– This was LAPACK Version 3.12.0, from /home/abui...RC/clatrs.f(3) β€” the page doesn't list a date, so we're just gonna vibe with the version. Bye bestie 🫢✨

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