Provided by: liblapack-doc_3.12.0-3build1.1_all
NAME
laln2 - laln2: 1x1 or 2x2 solve, step in trevc
SYNOPSIS
Functions subroutine dlaln2 (ltrans, na, nw, smin, ca, a, lda, d1, d2, b, ldb, wr, wi, x, ldx, scale, xnorm, info) DLALN2 solves a 1-by-1 or 2-by-2 linear system of equations of the specified form. subroutine slaln2 (ltrans, na, nw, smin, ca, a, lda, d1, d2, b, ldb, wr, wi, x, ldx, scale, xnorm, info) SLALN2 solves a 1-by-1 or 2-by-2 linear system of equations of the specified form.
Detailed Description
Function Documentation
subroutine dlaln2 (logical ltrans, integer na, integer nw, double precision smin, double precision ca, double precision, dimension( lda, * ) a, integer lda, double precision d1, double precision d2, double precision, dimension( ldb, * ) b, integer ldb, double precision wr, double precision wi, double precision, dimension( ldx, * ) x, integer ldx, double precision scale, double precision xnorm, integer info) DLALN2 solves a 1-by-1 or 2-by-2 linear system of equations of the specified form. Purpose: DLALN2 solves a system of the form (ca A - w D ) X = s B or (ca A**T - w D) X = s B with possible scaling ('s') and perturbation of A. (A**T 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 (<= 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.) Parameters LTRANS LTRANS is LOGICAL =.TRUE.: A-transpose will be used. =.FALSE.: A will be used (not transposed.) NA NA is INTEGER The size of the matrix A. It may (only) be 1 or 2. NW NW is INTEGER 1 if 'w' is real, 2 if 'w' is complex. It may only be 1 or 2. SMIN SMIN is 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 CA is DOUBLE PRECISION The coefficient c, which A is multiplied by. A A is DOUBLE PRECISION array, dimension (LDA,NA) The NA x NA matrix A. LDA LDA is INTEGER The leading dimension of A. It must be at least NA. D1 D1 is DOUBLE PRECISION The 1,1 element in the diagonal matrix D. D2 D2 is DOUBLE PRECISION The 2,2 element in the diagonal matrix D. Not used if NA=1. B B is 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 LDB is INTEGER The leading dimension of B. It must be at least NA. WR WR is DOUBLE PRECISION The real part of the scalar 'w'. WI WI is DOUBLE PRECISION The imaginary part of the scalar 'w'. Not used if NW=1. X X is 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 LDX is INTEGER The leading dimension of X. It must be at least NA. SCALE SCALE is 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 XNORM is DOUBLE PRECISION The infinity-norm of X, when X is regarded as an NA x NW real matrix. INFO INFO is 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. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine slaln2 (logical ltrans, integer na, integer nw, real smin, real ca, real, dimension( lda, * ) a, integer lda, real d1, real d2, real, dimension( ldb, * ) b, integer ldb, real wr, real wi, real, dimension( ldx, * ) x, integer ldx, real scale, real xnorm, integer info) SLALN2 solves a 1-by-1 or 2-by-2 linear system of equations of the specified form. Purpose: SLALN2 solves a system of the form (ca A - w D ) X = s B or (ca A**T - w D) X = s B with possible scaling ('s') and perturbation of A. (A**T 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 (<= 1), computed by SLALN2, 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.) Parameters LTRANS LTRANS is LOGICAL =.TRUE.: A-transpose will be used. =.FALSE.: A will be used (not transposed.) NA NA is INTEGER The size of the matrix A. It may (only) be 1 or 2. NW NW is INTEGER 1 if 'w' is real, 2 if 'w' is complex. It may only be 1 or 2. SMIN SMIN is REAL 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 CA is REAL The coefficient c, which A is multiplied by. A A is REAL array, dimension (LDA,NA) The NA x NA matrix A. LDA LDA is INTEGER The leading dimension of A. It must be at least NA. D1 D1 is REAL The 1,1 element in the diagonal matrix D. D2 D2 is REAL The 2,2 element in the diagonal matrix D. Not used if NA=1. B B is REAL 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 LDB is INTEGER The leading dimension of B. It must be at least NA. WR WR is REAL The real part of the scalar 'w'. WI WI is REAL The imaginary part of the scalar 'w'. Not used if NW=1. X X is REAL array, dimension (LDX,NW) The NA x NW matrix X (unknowns), as computed by SLALN2. 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 LDX is INTEGER The leading dimension of X. It must be at least NA. SCALE SCALE is REAL 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 XNORM is REAL The infinity-norm of X, when X is regarded as an NA x NW real matrix. INFO INFO is 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. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.
Author
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