SLATRS(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’– NAME πŸ’–

okay so this is SLATRS(3) from the Library Functions Manual, and the source file is literally /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/slatrs.f. That's the whole name vibe, bestie. πŸŽ€

✨ SYNOPSIS ✨

πŸ¦‹ Functions/Subroutines πŸ¦‹

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. No cap, that's the whole point. πŸ’…

🫢 Function/Subroutine Documentation 🫢

subroutine SLATRS (character uplo, character trans, character diag,
    character normin, integer n, real, dimension( lda, * ) a, integer lda,
    real, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer
    info)

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. πŸ’–

🧚 Parameters 🧚

UPLO

UPLO is CHARACTER*1 and specifies whether the matrix A is upper or lower triangular.

  • = 'U': Upper triangular
  • = 'L': Lower triangular

TRANS

TRANS is CHARACTER*1 and 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 and specifies whether or not the matrix A is unit triangular.

  • = 'N': Non-unit triangular
  • = 'U': Unit triangular

NORMIN

NORMIN is CHARACTER*1 and 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. πŸ¦‹

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. πŸ’€

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 = -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, 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 236 of file slatrs.f.

πŸ‘‘ Author (the generated one) πŸ‘‘

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πŸ’– okay that's the whole page: LAPACK, Version 3.12.0, footer source path /home/abui...RC/slatrs.f(3), and the original footer doesn't print a date so I'm not inventing one, bestie. Slay. πŸ’…

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