DLATDF(1) LAPACK auxiliary routine (version 3.2) DLATDF(1)NAMEDLATDF - uses the LU factorization of the n-by-n matrix Z computed by
DGETC2 and computes a contribution to the reciprocal Dif-estimate by
solving Z * x = b for x, and choosing the r.h.s
SYNOPSIS
SUBROUTINE DLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV, JPIV )
INTEGER IJOB, LDZ, N
DOUBLE PRECISION RDSCAL, RDSUM
INTEGER IPIV( * ), JPIV( * )
DOUBLE PRECISION RHS( * ), Z( LDZ, * )
PURPOSEDLATDF uses the LU factorization of the n-by-n matrix Z computed by
DGETC2 and computes a contribution to the reciprocal Dif-estimate by
solving Z * x = b for x, and choosing the r.h.s. b such that the norm
of x is as large as possible. On entry RHS = b holds the contribution
from earlier solved sub-systems, and on return RHS = x. The factoriza‐
tion of Z returned by DGETC2 has the form Z = P*L*U*Q, where P and Q
are permutation matrices. L is lower triangular with unit diagonal ele‐
ments and U is upper triangular.
ARGUMENTS
IJOB (input) INTEGER
IJOB = 2: First compute an approximative null-vector e of Z
using DGECON, e is normalized and solve for Zx = +-e - f with
the sign giving the greater value of 2-norm(x). About 5 times
as expensive as Default. IJOB .ne. 2: Local look ahead strat‐
egy where all entries of the r.h.s. b is choosen as either +1
or -1 (Default).
N (input) INTEGER
The number of columns of the matrix Z.
Z (input) DOUBLE PRECISION array, dimension (LDZ, N)
On entry, the LU part of the factorization of the n-by-n matrix
Z computed by DGETC2: Z = P * L * U * Q
LDZ (input) INTEGER
The leading dimension of the array Z. LDA >= max(1, N).
RHS (input/output) DOUBLE PRECISION array, dimension N.
On entry, RHS contains contributions from other subsystems. On
exit, RHS contains the solution of the subsystem with entries
acoording to the value of IJOB (see above).
RDSUM (input/output) DOUBLE PRECISION
On entry, the sum of squares of computed contributions to the
Dif-estimate under computation by DTGSYL, where the scaling
factor RDSCAL (see below) has been factored out. On exit, the
corresponding sum of squares updated with the contributions
from the current sub-system. If TRANS = 'T' RDSUM is not
touched. NOTE: RDSUM only makes sense when DTGSY2 is called by
STGSYL.
RDSCAL (input/output) DOUBLE PRECISION
On entry, scaling factor used to prevent overflow in RDSUM. On
exit, RDSCAL is updated w.r.t. the current contributions in
RDSUM. If TRANS = 'T', RDSCAL is not touched. NOTE: RDSCAL
only makes sense when DTGSY2 is called by DTGSYL.
IPIV (input) INTEGER array, dimension (N).
The pivot indices; for 1 <= i <= N, row i of the matrix has
been interchanged with row IPIV(i).
JPIV (input) INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the matrix has
been interchanged with column JPIV(j).
FURTHER DETAILS
Based on contributions by
Bo Kagstrom and Peter Poromaa, Department of Computing Science,
Umea University, S-901 87 Umea, Sweden.
This routine is a further developed implementation of algorithm BSOLVE
in [1] using complete pivoting in the LU factorization. [1] Bo
Kagstrom and Lars Westin,
Generalized Schur Methods with Condition Estimators for
Solving the Generalized Sylvester Equation, IEEE Transactions
on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751. [2]
Peter Poromaa,
On Efficient and Robust Estimators for the Separation
between two Regular Matrix Pairs with Applications in
Condition Estimation. Report IMINF-95.05, Departement of
Computing Science, Umea University, S-901 87 Umea, Sweden, 1995.
LAPACK auxiliary routine (versioNovember 2008 DLATDF(1)