SRC/zlatps.f(3)
π SRC/zlatps.f(3) β Library Functions Manual π
okay so bestie, buckle up β this is the manual page for SRC/zlatps.f, straight out of the Library Functions Manual, and it's genuinely iconic. It's giving "linear algebra but make it safe from overflow" and honestly? Obsessed. β¨
πΈ NAME πΈ
SRC/zlatps.f β the file, the legend, the whole vibe π
π¦ SYNOPSIS π¦
Functions/Subroutines
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. no cap, that's literally what it does π«Ά
π Function/Subroutine Documentation 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. periodt. π
β¨ Purpose β¨
ZLATPS solves one of the triangular systems fortran 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 (she's doing her best and honestly, so are we)
π Parameters π
UPLO
UPLOisCHARACTER*1Specifies whether the matrixAis upper or lower triangular. -= 'U':Upper triangular -= 'L':Lower triangular
tl;dr: upper or lower, pick your fighter π
TRANS
TRANSisCHARACTER*1Specifies the operation applied toA. -= 'N':SolveA * x = s*b(No transpose) -= 'T':SolveA**T * x = s*b(Transpose) -= 'C':SolveA**H * x = s*b(Conjugate transpose)
three whole modes, main character energy fr fr π₯
DIAG
DIAGisCHARACTER*1Specifies whether or not the matrixAis unit triangular. -= 'N':Non-unit triangular -= 'U':Unit triangular
NORMIN
NORMINisCHARACTER*1Specifies whetherCNORMhas 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.
it's giving "did you already do the homework or should I" π
N
NisINTEGERThe order of the matrixA.N >= 0.
zero is legal, negative is not, that's the vibe check β
AP
APisCOMPLEX*16array, 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: - 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.
packed storage is lowkey the closet organizer of linear algebra β everything folded, nothing wasted π
X
XisCOMPLEX*16array, dimension(N)On entry, the right hand sidebof the triangular system. On exit,Xis overwritten by the solution vectorx.
she gets replaced, iconic behaviour, no notes π¦
SCALE
SCALEisDOUBLE PRECISIONThe scaling factorsfor the triangular systemfortran A * x = s*b, A**T * x = s*b, or A**H * x = s*b.IfSCALE = 0, the matrixAis singular or badly scaled, and the vectorxis an exact or approximate solution toA*x = 0.
β οΈ warning bestie: if SCALE comes back as 0, that matrix is singular or badly scaled. not a drill π
CNORM
CNORMisDOUBLE PRECISIONarray, 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.
β οΈ yeah so those "greater than or equal to" bits are on you β feed her a norm that's too small and things go sideways π
INFO
INFOisINTEGER-= 0:successful exit -< 0:ifINFO = -k, thek-th argument had an illegal value
so if it's negative it's snitching on which argument was messy π
π«Ά Author π«Ά
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
(the whole squad, credited, as they should be π )
πΈ Further Details: πΈ
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 solvingA*x = b. The basic algorithm ifAis lower triangular isfortran 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 ofxafterjiterations of the loop: -M(j)= bound onx[1:j]-G(j)= bound onx[j+1:n]Initially, letM(0) = 0andG(0) = max{x(i), i=1,...,n}.
Then for iterationj+1we havefortran 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) | )
whereCNORM(j+1)is greater than or equal to the infinity-norm of columnj+1ofA, not counting the diagonal. Hencefortran G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | ) 1<=i<=jandfortran |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 largestM(j),j=1,..,n, is larger thanmax(underflow, 1/overflow).
The bound onx(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,xis scaled to prevent overflow, but if the bound overflows,xis set to 0,x(j)to 1, andscaleto 0, and a non-trivial solution toA*x = 0is found.
Similarly, a row-wise scheme is used to solveA**T *x = borA**H *x = b. The basic algorithm forAupper triangular isfortran 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 onx(i),1<=i<=j
The initial values areG(0) = 0,M(0) = max{b(i), i=1,..,n}, and we add the constraintG(j) >= G(j-1)andM(j) >= M(j-1)forj >= 1. Then the bound onx(j)isfortran 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 if1/M(n)and1/G(n)are both greater thanmax(underflow, 1/overflow).
likeβ¦ the math is mathing, the bounds are bounding, we love a safety-first queen π§ββοΈβ
π Definition π
Definition at line 229 of file zlatps.f.
π Author π
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