dlatrs.c
来自「InsightToolkit-1.4.0(有大量的优化算法程序)」· C语言 代码 · 共 742 行 · 第 1/2 页
C
742 行
#include "f2c.h"
#include "netlib.h"
/* Table of constant values */
static integer c__1 = 1;
static doublereal c_b36 = .5;
/* Subroutine */ void dlatrs_(uplo, trans, diag, normin, n, a, lda, x, scale, cnorm, info)
const char *uplo, *trans, *diag, *normin;
const integer *n;
const doublereal *a;
const integer *lda;
doublereal *x, *scale, *cnorm;
integer *info;
{
/* System generated locals */
integer a_dim1, a_offset, i__1, i__2, i__3;
doublereal d__1;
/* Local variables */
static integer jinc;
static doublereal xbnd;
static integer imax;
static doublereal tmax, tjjs, xmax, grow, sumj;
static integer i, j;
static doublereal tscal, uscal;
static integer jlast;
static logical upper;
static doublereal xj;
static doublereal bignum;
static logical notran;
static integer jfirst;
static doublereal smlnum;
static logical nounit;
static doublereal rec, tjj;
/* -- LAPACK auxiliary routine (version 3.0) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/* Courant Institute, Argonne National Lab, and Rice University */
/* June 30, 1992 */
/* Purpose */
/* ======= */
/* */
/* DLATRS solves one of the triangular systems */
/* */
/* A *x = s*b or A'*x = s*b */
/* */
/* with scaling to prevent overflow. Here A is an upper or lower */
/* triangular matrix, A' 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 DTRSV 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. */
/* */
/* Arguments */
/* ========= */
/* */
/* UPLO (input) CHARACTER*1 */
/* Specifies whether the matrix A is upper or lower triangular. */
/* = 'U': Upper triangular */
/* = 'L': Lower triangular */
/* */
/* TRANS (input) CHARACTER*1 */
/* Specifies the operation applied to A. */
/* = 'N': Solve A * x = s*b (No transpose) */
/* = 'T': Solve A'* x = s*b (Transpose) */
/* = 'C': Solve A'* x = s*b (Conjugate transpose = Transpose) */
/* */
/* DIAG (input) CHARACTER*1 */
/* Specifies whether or not the matrix A is unit triangular. */
/* = 'N': Non-unit triangular */
/* = 'U': Unit triangular */
/* */
/* NORMIN (input) 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 (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* */
/* A (input) DOUBLE PRECISION 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 (input) INTEGER */
/* The leading dimension of the array A. LDA >= max (1,N). */
/* */
/* X (input/output) DOUBLE PRECISION 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 (output) DOUBLE PRECISION */
/* The scaling factor s for the triangular system */
/* A * x = s*b or A'* 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 (input or output) 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. */
/* */
/* 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 (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -k, the k-th argument had an illegal value */
/* */
/* Further Details */
/* ======= ======= */
/* */
/* A rough bound on x is computed; if that is less than overflow, DTRSV */
/* 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 DTRSV 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'*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 DTRSV if 1/M(n) and 1/G(n) are both greater */
/* than max(underflow, 1/overflow). */
/* */
/* ===================================================================== */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
--x;
--cnorm;
*info = 0;
upper = lsame_(uplo, "U");
notran = lsame_(trans, "N");
nounit = lsame_(diag, "N");
/* Test the input parameters. */
if (! upper && ! lsame_(uplo, "L")) {
*info = -1;
} else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, "C")) {
*info = -2;
} else if (! nounit && ! lsame_(diag, "U")) {
*info = -3;
} else if (! lsame_(normin, "Y") && ! lsame_(normin, "N")) {
*info = -4;
} else if (*n < 0) {
*info = -5;
} else if (*lda < max(1,*n)) {
*info = -7;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLATRS", &i__1);
return;
}
/* Quick return if possible */
if (*n == 0) {
return;
}
/* Determine machine dependent parameters to control overflow. */
smlnum = dlamch_("Safe minimum") / dlamch_("Precision");
bignum = 1. / smlnum;
*scale = 1.;
if (lsame_(normin, "N")) {
/* Compute the 1-norm of each column, not including the diagonal. */
if (upper) {
/* A is upper triangular. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = j - 1;
cnorm[j] = dasum_(&i__2, &a[j * a_dim1 + 1], &c__1);
}
} else {
/* A is lower triangular. */
i__1 = *n - 1;
for (j = 1; j <= i__1; ++j) {
i__2 = *n - j;
cnorm[j] = dasum_(&i__2, &a[j + 1 + j * a_dim1], &c__1);
}
cnorm[*n] = 0.;
}
}
/* Scale the column norms by TSCAL if the maximum element in CNORM is */
/* greater than BIGNUM. */
imax = idamax_(n, &cnorm[1], &c__1);
tmax = cnorm[imax];
if (tmax <= bignum) {
tscal = 1.;
} else {
tscal = 1. / (smlnum * tmax);
dscal_(n, &tscal, &cnorm[1], &c__1);
}
/* Compute a bound on the computed solution vector to see if the */
/* Level 2 BLAS routine DTRSV can be used. */
j = idamax_(n, &x[1], &c__1);
xmax = abs(x[j]);
xbnd = xmax;
if (notran) {
/* Compute the growth in A * x = b. */
if (upper) {
jfirst = *n;
jlast = 1;
jinc = -1;
} else {
jfirst = 1;
jlast = *n;
jinc = 1;
}
if (tscal != 1.) {
grow = 0.;
goto L50;
}
if (nounit) {
/* A is non-unit triangular. */
/* Compute GROW = 1/G(j) and XBND = 1/M(j). */
/* Initially, G(0) = max{x(i), i=1,...,n}. */
grow = 1. / max(xbnd,smlnum);
xbnd = grow;
i__1 = jlast;
i__2 = jinc;
for (j = jfirst; i__2 < 0 ? j >= i__1 : j <= i__1; j += i__2) {
/* Exit the loop if the growth factor is too small. */
if (grow <= smlnum) {
goto L50;
}
/* M(j) = G(j-1) / abs(A(j,j)) */
tjj = abs(a[j + j * a_dim1]);
xbnd = min(xbnd, min(1.,tjj) * grow);
if (tjj + cnorm[j] >= smlnum) {
/* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) ) */
grow *= tjj / (tjj + cnorm[j]);
} else {
/* G(j) could overflow, set GROW to 0. */
grow = 0.;
}
}
grow = xbnd;
} else {
/* A is unit triangular. */
/* Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...,n}. */
grow = min(1., 1./max(xbnd,smlnum));
i__2 = jlast;
i__1 = jinc;
for (j = jfirst; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) {
/* Exit the loop if the growth factor is too small. */
if (grow <= smlnum) {
goto L50;
}
/* G(j) = G(j-1)*( 1 + CNORM(j) ) */
grow *= 1. / (cnorm[j] + 1.);
}
}
L50:
;
} else {
/* Compute the growth in A' * x = b. */
if (upper) {
jfirst = 1;
jlast = *n;
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