dlaln2 (l) - Linux Manuals

dlaln2: solves a system of the form (ca A - w D ) X = s B or (ca Aaq - w D) X = s B with possible scaling ("s") and perturbation of A

NAME

DLALN2 - solves a system of the form (ca A - w D ) X = s B or (ca Aaq - w D) X = s B with possible scaling ("s") and perturbation of A

SYNOPSIS

SUBROUTINE DLALN2(
LTRANS, NA, NW, SMIN, CA, A, LDA, D1, D2, B, LDB, WR, WI, X, LDX, SCALE, XNORM, INFO )

    
LOGICAL LTRANS

    
INTEGER INFO, LDA, LDB, LDX, NA, NW

    
DOUBLE PRECISION CA, D1, D2, SCALE, SMIN, WI, WR, XNORM

    
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), X( LDX, * )

PURPOSE

DLALN2 solves a system of the form (ca A - w D ) X = s B or (ca Aaq - w D) X = s B with possible scaling ("s") and perturbation of A. (Aaq means A-transpose.) A is an NA x NA real matrix, ca is a real scalar, D is an NA x NA real diagonal matrix, w is a real or complex value, and X and B are NA x 1 matrices -- real if w is real, complex if w is complex. NA may be 1 or 2.
If w is complex, X and B are represented as NA x 2 matrices, the first column of each being the real part and the second being the imaginary part.
"s" is a scaling factor (.LE. 1), computed by DLALN2, which is so chosen that X can be computed without overflow. X is further scaled if necessary to assure that norm(ca A - w D)*norm(X) is less than overflow.
If both singular values of (ca A - w D) are less than SMIN, SMIN*identity will be used instead of (ca A - w D). If only one singular value is less than SMIN, one element of (ca A - w D) will be perturbed enough to make the smallest singular value roughly SMIN. If both singular values are at least SMIN, (ca A - w D) will not be perturbed. In any case, the perturbation will be at most some small multiple of max( SMIN, ulp*norm(ca A - w D) ). The singular values are computed by infinity-norm approximations, and thus will only be correct to a factor of 2 or so.
Note: all input quantities are assumed to be smaller than overflow by a reasonable factor. (See BIGNUM.)

ARGUMENTS

LTRANS (input) LOGICAL
=.TRUE.: A-transpose will be used.
=.FALSE.: A will be used (not transposed.)
NA (input) INTEGER
The size of the matrix A. It may (only) be 1 or 2.
NW (input) INTEGER
1 if "w" is real, 2 if "w" is complex. It may only be 1 or 2.
SMIN (input) DOUBLE PRECISION
The desired lower bound on the singular values of A. This should be a safe distance away from underflow or overflow, say, between (underflow/machine precision) and (machine precision * overflow ). (See BIGNUM and ULP.)
CA (input) DOUBLE PRECISION
The coefficient c, which A is multiplied by.
A (input) DOUBLE PRECISION array, dimension (LDA,NA)
The NA x NA matrix A.
LDA (input) INTEGER
The leading dimension of A. It must be at least NA.
D1 (input) DOUBLE PRECISION
The 1,1 element in the diagonal matrix D.
D2 (input) DOUBLE PRECISION
The 2,2 element in the diagonal matrix D. Not used if NW=1.
B (input) DOUBLE PRECISION array, dimension (LDB,NW)
The NA x NW matrix B (right-hand side). If NW=2 ("w" is complex), column 1 contains the real part of B and column 2 contains the imaginary part.
LDB (input) INTEGER
The leading dimension of B. It must be at least NA.
WR (input) DOUBLE PRECISION
The real part of the scalar "w".
WI (input) DOUBLE PRECISION
The imaginary part of the scalar "w". Not used if NW=1.
X (output) DOUBLE PRECISION array, dimension (LDX,NW)
The NA x NW matrix X (unknowns), as computed by DLALN2. If NW=2 ("w" is complex), on exit, column 1 will contain the real part of X and column 2 will contain the imaginary part.
LDX (input) INTEGER
The leading dimension of X. It must be at least NA.
SCALE (output) DOUBLE PRECISION
The scale factor that B must be multiplied by to insure that overflow does not occur when computing X. Thus, (ca A - w D) X will be SCALE*B, not B (ignoring perturbations of A.) It will be at most 1.
XNORM (output) DOUBLE PRECISION
The infinity-norm of X, when X is regarded as an NA x NW real matrix.
INFO (output) INTEGER
An error flag. It will be set to zero if no error occurs, a negative number if an argument is in error, or a positive number if ca A - w D had to be perturbed. The possible values are:
= 0: No error occurred, and (ca A - w D) did not have to be perturbed. = 1: (ca A - w D) had to be perturbed to make its smallest (or only) singular value greater than SMIN. NOTE: In the interests of speed, this routine does not check the inputs for errors.

Pages related to dlaln2

  • dlaln2 (3)
  • dlals0 (l) - applies back the multiplying factors of either the left or the right singular vector matrix of a diagonal matrix appended by a row to the right hand side matrix B in solving the least squares problem using the divide-and-conquer SVD approach
  • dlalsa (l) - is an itermediate step in solving the least squares problem by computing the SVD of the coefficient matrix in compact form (The singular vectors are computed as products of simple orthorgonal matrices.)
  • dlalsd (l) - uses the singular value decomposition of A to solve the least squares problem of finding X to minimize the Euclidean norm of each column of A*X-B, where A is N-by-N upper bidiagonal, and X and B are N-by-NRHS
  • dla_gbamv (l) - performs one of the matrix-vector operations y := alpha*abs(A)*abs(x) + beta*abs(y),
  • dla_gbrcond (l) - DLA_GERCOND Estimate the Skeel condition number of op(A) * op2(C) where op2 is determined by CMODE as follows CMODE = 1 op2(C) = C CMODE = 0 op2(C) = I CMODE = -1 op2(C) = inv(C) The Skeel condition number cond(A) = norminf( |inv(A)||A| ) is computed by computing scaling factors R such that diag(R)*A*op2(C) is row equilibrated and computing the standard infinity-norm condition number
  • dla_gbrfsx_extended (l) - computes ..
  • dla_geamv (l) - performs one of the matrix-vector operations y := alpha*abs(A)*abs(x) + beta*abs(y),