latps(3)
πΈ NAME πΈ
Okay so this is latps(3) from the Library Functions Manual, and the whole page is about latps β triangular solve with robust scaling π
. No cap, that's the name and the vibe.
β¨ SYNOPSIS β¨
π Functions π
Bestie, there are four flavors of this routine. Same energy, different precision:
clatps
subroutine clatps (uplo, trans, diag, normin, n, ap, x, scale, cnorm,
info)
CLATPS solves a triangular system of equations with the matrix held in packed storage.
dlatps
subroutine dlatps (uplo, trans, diag, normin, n, ap, x, scale, cnorm,
info)
DLATPS solves a triangular system of equations with the matrix held in packed storage.
slatps
subroutine slatps (uplo, trans, diag, normin, n, ap, x, scale, cnorm,
info)
SLATPS solves a triangular system of equations with the matrix held in packed storage.
zlatps
subroutine zlatps (uplo, trans, diag, normin, n, ap, x, scale, cnorm,
info)
ZLATPS solves a triangular system of equations with the matrix held in packed storage.
π¦ Detailed Description π¦
This is the overview part, bestie. The actual function tea is right below under Function Documentation. π«Ά
π Function Documentation π
π subroutine clatps π
subroutine clatps (character uplo, character trans, character diag,
character normin, integer n, complex, dimension( * ) ap, complex,
dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info)
CLATPS solves a triangular system of equations with the matrix held in packed storage. Iconic.
π Purpose π
Okay so CLATPS is out here solving one of these triangular systems:
A * x = s*b, A**T * x = s*b, or A**H * x = s*b,
...with scaling to prevent overflow, where A is an upper or lower triangular matrix stored in packed form. Here 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. If the unscaled problem will not cause overflow, the Level 2 BLAS routine CTPSV 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. π That singular-matrix moment is real.
π Parameters π
UPLOβCHARACTER*1. Specifies whether the matrix A is upper or lower triangular.= 'U': Upper triangular;= 'L': Lower triangular.TRANSβCHARACTER*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).DIAGβCHARACTER*1. Specifies whether or not the matrix A is unit triangular.= 'N': Non-unit triangular;= 'U': Unit triangular.NORMINβCHARACTER*1. Specifies whetherCNORMhas 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.NβINTEGER. The order of the matrix A.N >= 0.APβCOMPLEX array, dimension (N*(N+1)/2). The upper or lower triangular matrix A, packed columnwise in a linear array. The j-th column of A is stored in the arrayAPas follows: ifUPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; ifUPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n.XβCOMPLEX array, dimension (N). On entry, the right hand sidebof the triangular system. On exit,Xis overwritten by the solution vectorx.SCALEβREAL. The scaling factorsfor the triangular systemA * x = s*b, A**T * x = s*b, or A**H * x = s*b.IfSCALE = 0, the matrix A is singular or badly scaled, and the vectorxis an exact or approximate solution toA*x = 0.CNORMβREAL array, dimension (N). IfNORMIN = 'Y',CNORMis an input argument andCNORM(j)contains the norm of the off-diagonal part of the j-th column of A. IfTRANS = 'N',CNORM(j)must be greater than or equal to the infinity-norm, and ifTRANS = 'T'or'C',CNORM(j)must be greater than or equal to the 1-norm. IfNORMIN = 'N',CNORMis an output argument andCNORM(j)returns the 1-norm of the offdiagonal part of the j-th column of A.INFOβINTEGER.= 0: successful exit;< 0: if INFO = -k, the k-th argument had an illegal value.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details π₯
A rough bound on x is computed; if that is less than overflow, CTPSV 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 CTPSV 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 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 CTPSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow).
Definition at line 229 of file clatps.f.
π subroutine dlatps π
subroutine dlatps (character uplo, character trans, character diag,
character normin, integer n, double precision, dimension( * ) ap, double
precision, dimension( * ) x, double precision scale, double precision,
dimension( * ) cnorm, integer info)
DLATPS solves a triangular system of equations with the matrix held in packed storage.
π Purpose π
DLATPS solves one of the triangular systems:
A *x = s*b or A**T*x = s*b
with scaling to prevent overflow, where A is an upper or lower triangular matrix stored in packed form. Here 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 DTPSV 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. π Singular matrix said "not today."
π Parameters π
UPLOβCHARACTER*1. Specifies whether the matrix A is upper or lower triangular.= 'U': Upper triangular;= 'L': Lower triangular.TRANSβCHARACTER*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**T* x = s*b (Conjugate transpose = Transpose).DIAGβCHARACTER*1. Specifies whether or not the matrix A is unit triangular.= 'N': Non-unit triangular;= 'U': Unit triangular.NORMINβCHARACTER*1. Specifies whetherCNORMhas 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.NβINTEGER. The order of the matrix A.N >= 0.
π
AP π
AP
AP is a DOUBLE PRECISION array, dimension (N*(N+1)/2). It's the upper or lower triangular matrix A, packed columnwise in a linear array (no cap, that's just how she's stored π
). The j-th column of A lives in AP like this:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
X
X is a DOUBLE PRECISION array, dimension (N). On entry it's the right hand side b of the triangular system. On exit, X is overwritten by the solution vector x β so yeah, your b is gone, she ate it π. Grab a copy first if you're sentimental.
SCALE
SCALE is DOUBLE PRECISION. It's the scaling factor s for the triangular system
A * x = s*b or A**T* x = s*b.
If SCALE = 0, that means the matrix A is singular or badly scaled, and the vector x is an exact or approximate solution to A*x = 0. So SCALE = 0 is that red flag moment π© β note it and move on.
CNORM
CNORM is a DOUBLE PRECISION 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. Feed her a bound that's too small and that's on you bestie π«Ά.
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. Free real estate, she fills it in herself β¨.
INFO
INFO is INTEGER.
= 0: successful exit π< 0: ifINFO = -k, the k-th argument had an illegal value
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π₯ Further Details: π₯
okay this next bit is the whole why of it, and it's genuinely iconic β she doesn't just vibe-check the overflow risk, she bounds it π
A rough bound on x is computed; if that is less than overflow, DTPSV 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 DTPSV 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. That's the plot twist of the whole routine tbh.
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 DTPSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow).
Definition at line 227 of file dlatps.f.
πΈ subroutine slatps πΈ
subroutine slatps (character uplo, character trans, character diag,
character normin, integer n, real, dimension( * ) ap, real, dimension( *
) x, real scale, real, dimension( * ) cnorm, integer info)
SLATPS solves a triangular system of equations with the matrix held in packed storage. Same energy as her double-precision big sister, just single precision π.
β¨ Purpose: β¨
SLATPS solves one of the triangular systems
A *x = s*b or A**T*x = s*b
with scaling to prevent overflow, where A is an upper or lower triangular matrix stored in packed form. Here 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 STPSV 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. Singular matrix? She still comes through with something. main character energy fr fr.
π Parameters π
UPLO
UPLO is CHARACTER*1. Specifies whether the matrix A is upper or lower triangular.
= 'U': Upper triangular= 'L': Lower triangular
TRANS
TRANS is CHARACTER*1. Specifies the operation applied to A.
= 'N': SolveA * x = s*b(No transpose)= 'T': SolveA**T* x = s*b(Transpose)= 'C': SolveA**T* x = s*b(Conjugate transpose = Transpose)
DIAG
DIAG is CHARACTER*1. Specifies whether or not the matrix A is unit triangular.
= 'N': Non-unit triangular= 'U': Unit triangular
NORMIN
NORMIN is CHARACTER*1. Specifies whether CNORM has been set or not.
= 'Y':CNORMcontains the column norms on entry= 'N':CNORMis not set on entry. On exit, the norms will be computed and stored inCNORM.
N
N is INTEGER. The order of the matrix A. N >= 0. Respect the constraint bestie, she checks.
AP
AP is REAL array, dimension (N*(N+1)/2). The upper or lower triangular matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=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 β again, she takes your b, that's the deal π.
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.
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: ifINFO = -k, the k-th argument had an illegal value
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
β Further Details: β
okay so we're still deep in Further Details, and the first line is literally: A rough bound on x is computed; if that is less than overflow, STPSV is called, otherwise, specific code is used which checks for possible overflow or divide-by-zero at every operation. π
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}. πΈ
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 STPSV if the reciprocal of the largest M(j), j=1,..,n, is larger than max(underflow, 1/overflow). π₯
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. π
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 STPSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). π
and that's a wrap on this block β Definition at line 227 of file slatps.f. π
π§ subroutine zlatps β the COMPLEX*16 packed-triangular solver π
subroutine zlatps (character uplo, character trans, character diag,
character normin, integer n, complex*16, dimension( * ) ap, complex*16,
dimension( * ) x, double precision scale, double precision, dimension( *
) cnorm, integer info)
ZLATPS solves a triangular system of equations with the matrix held in packed storage. no cap. β¨
β¨ Purpose:
ZLATPS 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, where A is an upper or lower triangular matrix stored in packed form. Here 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. If the unscaled problem will not cause overflow, the Level 2 BLAS routine ZTPSV 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. π
π Parameters
UPLOβCHARACTER*1. Specifies whether the matrixAis upper or lower triangular.
= 'U': Upper triangular
= 'L': Lower triangular
TRANSβCHARACTER*1. Specifies the operation applied toA.
= '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)
DIAGβCHARACTER*1. Specifies whether or not the matrixAis unit triangular.
= 'N': Non-unit triangular
= 'U': Unit triangular
NORMINβCHARACTER*1. Specifies whetherCNORMhas 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.
NβINTEGER. The order of the matrixA.N >= 0.APβCOMPLEX*16 array, dimension (N*(N+1)/2). The upper or lower triangular matrixA, packed columnwise in a linear array. Thej-th column ofAis stored in the arrayAPas follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
XβCOMPLEX*16 array, dimension (N). On entry, the right hand sidebof the triangular system. On exit,Xis overwritten by the solution vectorx.SCALEβDOUBLE PRECISION. The scaling factorsfor 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.
CNORMβDOUBLE PRECISION array, dimension (N). IfNORMIN = 'Y',CNORMis an input argument andCNORM(j)contains the norm of the off-diagonal part of thej-th column ofA. IfTRANS = 'N',CNORM(j)must be greater than or equal to the infinity-norm, and ifTRANS = 'T'or'C',CNORM(j)must be greater than or equal to the 1-norm. IfNORMIN = 'N',CNORMis an output argument andCNORM(j)returns the 1-norm of the offdiagonal part of thej-th column ofA.INFOβINTEGER.
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details:
okay so the Further Details for ZLATPS are the same energy as above but with ZTPSV and the conjugate-transpose ' notation. here's every line, no skips: π
A rough bound on x is computed; if that is less than overflow, ZTPSV
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 ZTPSV 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 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 ZTPSV if 1/M(n) and 1/G(n) are both greater
than max(underflow, 1/overflow).
Definition at line 229 of file zlatps.f. π¦
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