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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ SUBROUTINE DLALN2( LTRANS, NA, NW, SMIN, CA, A, LDA, D1, D2, B,
+ $ LDB, WR, WI, X, LDX, SCALE, XNORM, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ LOGICAL LTRANS
+ INTEGER INFO, LDA, LDB, LDX, NA, NW
+ DOUBLE PRECISION CA, D1, D2, SCALE, SMIN, WI, WR, XNORM
+* ..
+* .. Array Arguments ..
+ 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 A' - w D) X = s B with possible scaling ("s") and
+* perturbation of A. (A' 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.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER ICMAX, J
+ DOUBLE PRECISION BBND, BI1, BI2, BIGNUM, BNORM, BR1, BR2, CI21,
+ $ CI22, CMAX, CNORM, CR21, CR22, CSI, CSR, LI21,
+ $ LR21, SMINI, SMLNUM, TEMP, U22ABS, UI11, UI11R,
+ $ UI12, UI12S, UI22, UR11, UR11R, UR12, UR12S,
+ $ UR22, XI1, XI2, XR1, XR2
+* ..
+* .. Local Arrays ..
+ LOGICAL RSWAP( 4 ), ZSWAP( 4 )
+ INTEGER IPIVOT( 4, 4 )
+ DOUBLE PRECISION CI( 2, 2 ), CIV( 4 ), CR( 2, 2 ), CRV( 4 )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLADIV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. Equivalences ..
+ EQUIVALENCE ( CI( 1, 1 ), CIV( 1 ) ),
+ $ ( CR( 1, 1 ), CRV( 1 ) )
+* ..
+* .. Data statements ..
+ DATA ZSWAP / .FALSE., .FALSE., .TRUE., .TRUE. /
+ DATA RSWAP / .FALSE., .TRUE., .FALSE., .TRUE. /
+ DATA IPIVOT / 1, 2, 3, 4, 2, 1, 4, 3, 3, 4, 1, 2, 4,
+ $ 3, 2, 1 /
+* ..
+* .. Executable Statements ..
+*
+* Compute BIGNUM
+*
+ SMLNUM = TWO*DLAMCH( 'Safe minimum' )
+ BIGNUM = ONE / SMLNUM
+ SMINI = MAX( SMIN, SMLNUM )
+*
+* Don't check for input errors
+*
+ INFO = 0
+*
+* Standard Initializations
+*
+ SCALE = ONE
+*
+ IF( NA.EQ.1 ) THEN
+*
+* 1 x 1 (i.e., scalar) system C X = B
+*
+ IF( NW.EQ.1 ) THEN
+*
+* Real 1x1 system.
+*
+* C = ca A - w D
+*
+ CSR = CA*A( 1, 1 ) - WR*D1
+ CNORM = ABS( CSR )
+*
+* If | C | < SMINI, use C = SMINI
+*
+ IF( CNORM.LT.SMINI ) THEN
+ CSR = SMINI
+ CNORM = SMINI
+ INFO = 1
+ END IF
+*
+* Check scaling for X = B / C
+*
+ BNORM = ABS( B( 1, 1 ) )
+ IF( CNORM.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*CNORM )
+ $ SCALE = ONE / BNORM
+ END IF
+*
+* Compute X
+*
+ X( 1, 1 ) = ( B( 1, 1 )*SCALE ) / CSR
+ XNORM = ABS( X( 1, 1 ) )
+ ELSE
+*
+* Complex 1x1 system (w is complex)
+*
+* C = ca A - w D
+*
+ CSR = CA*A( 1, 1 ) - WR*D1
+ CSI = -WI*D1
+ CNORM = ABS( CSR ) + ABS( CSI )
+*
+* If | C | < SMINI, use C = SMINI
+*
+ IF( CNORM.LT.SMINI ) THEN
+ CSR = SMINI
+ CSI = ZERO
+ CNORM = SMINI
+ INFO = 1
+ END IF
+*
+* Check scaling for X = B / C
+*
+ BNORM = ABS( B( 1, 1 ) ) + ABS( B( 1, 2 ) )
+ IF( CNORM.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*CNORM )
+ $ SCALE = ONE / BNORM
+ END IF
+*
+* Compute X
+*
+ CALL DLADIV( SCALE*B( 1, 1 ), SCALE*B( 1, 2 ), CSR, CSI,
+ $ X( 1, 1 ), X( 1, 2 ) )
+ XNORM = ABS( X( 1, 1 ) ) + ABS( X( 1, 2 ) )
+ END IF
+*
+ ELSE
+*
+* 2x2 System
+*
+* Compute the real part of C = ca A - w D (or ca A' - w D )
+*
+ CR( 1, 1 ) = CA*A( 1, 1 ) - WR*D1
+ CR( 2, 2 ) = CA*A( 2, 2 ) - WR*D2
+ IF( LTRANS ) THEN
+ CR( 1, 2 ) = CA*A( 2, 1 )
+ CR( 2, 1 ) = CA*A( 1, 2 )
+ ELSE
+ CR( 2, 1 ) = CA*A( 2, 1 )
+ CR( 1, 2 ) = CA*A( 1, 2 )
+ END IF
+*
+ IF( NW.EQ.1 ) THEN
+*
+* Real 2x2 system (w is real)
+*
+* Find the largest element in C
+*
+ CMAX = ZERO
+ ICMAX = 0
+*
+ DO 10 J = 1, 4
+ IF( ABS( CRV( J ) ).GT.CMAX ) THEN
+ CMAX = ABS( CRV( J ) )
+ ICMAX = J
+ END IF
+ 10 CONTINUE
+*
+* If norm(C) < SMINI, use SMINI*identity.
+*
+ IF( CMAX.LT.SMINI ) THEN
+ BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 2, 1 ) ) )
+ IF( SMINI.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*SMINI )
+ $ SCALE = ONE / BNORM
+ END IF
+ TEMP = SCALE / SMINI
+ X( 1, 1 ) = TEMP*B( 1, 1 )
+ X( 2, 1 ) = TEMP*B( 2, 1 )
+ XNORM = TEMP*BNORM
+ INFO = 1
+ RETURN
+ END IF
+*
+* Gaussian elimination with complete pivoting.
+*
+ UR11 = CRV( ICMAX )
+ CR21 = CRV( IPIVOT( 2, ICMAX ) )
+ UR12 = CRV( IPIVOT( 3, ICMAX ) )
+ CR22 = CRV( IPIVOT( 4, ICMAX ) )
+ UR11R = ONE / UR11
+ LR21 = UR11R*CR21
+ UR22 = CR22 - UR12*LR21
+*
+* If smaller pivot < SMINI, use SMINI
+*
+ IF( ABS( UR22 ).LT.SMINI ) THEN
+ UR22 = SMINI
+ INFO = 1
+ END IF
+ IF( RSWAP( ICMAX ) ) THEN
+ BR1 = B( 2, 1 )
+ BR2 = B( 1, 1 )
+ ELSE
+ BR1 = B( 1, 1 )
+ BR2 = B( 2, 1 )
+ END IF
+ BR2 = BR2 - LR21*BR1
+ BBND = MAX( ABS( BR1*( UR22*UR11R ) ), ABS( BR2 ) )
+ IF( BBND.GT.ONE .AND. ABS( UR22 ).LT.ONE ) THEN
+ IF( BBND.GE.BIGNUM*ABS( UR22 ) )
+ $ SCALE = ONE / BBND
+ END IF
+*
+ XR2 = ( BR2*SCALE ) / UR22
+ XR1 = ( SCALE*BR1 )*UR11R - XR2*( UR11R*UR12 )
+ IF( ZSWAP( ICMAX ) ) THEN
+ X( 1, 1 ) = XR2
+ X( 2, 1 ) = XR1
+ ELSE
+ X( 1, 1 ) = XR1
+ X( 2, 1 ) = XR2
+ END IF
+ XNORM = MAX( ABS( XR1 ), ABS( XR2 ) )
+*
+* Further scaling if norm(A) norm(X) > overflow
+*
+ IF( XNORM.GT.ONE .AND. CMAX.GT.ONE ) THEN
+ IF( XNORM.GT.BIGNUM / CMAX ) THEN
+ TEMP = CMAX / BIGNUM
+ X( 1, 1 ) = TEMP*X( 1, 1 )
+ X( 2, 1 ) = TEMP*X( 2, 1 )
+ XNORM = TEMP*XNORM
+ SCALE = TEMP*SCALE
+ END IF
+ END IF
+ ELSE
+*
+* Complex 2x2 system (w is complex)
+*
+* Find the largest element in C
+*
+ CI( 1, 1 ) = -WI*D1
+ CI( 2, 1 ) = ZERO
+ CI( 1, 2 ) = ZERO
+ CI( 2, 2 ) = -WI*D2
+ CMAX = ZERO
+ ICMAX = 0
+*
+ DO 20 J = 1, 4
+ IF( ABS( CRV( J ) )+ABS( CIV( J ) ).GT.CMAX ) THEN
+ CMAX = ABS( CRV( J ) ) + ABS( CIV( J ) )
+ ICMAX = J
+ END IF
+ 20 CONTINUE
+*
+* If norm(C) < SMINI, use SMINI*identity.
+*
+ IF( CMAX.LT.SMINI ) THEN
+ BNORM = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ),
+ $ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) )
+ IF( SMINI.LT.ONE .AND. BNORM.GT.ONE ) THEN
+ IF( BNORM.GT.BIGNUM*SMINI )
+ $ SCALE = ONE / BNORM
+ END IF
+ TEMP = SCALE / SMINI
+ X( 1, 1 ) = TEMP*B( 1, 1 )
+ X( 2, 1 ) = TEMP*B( 2, 1 )
+ X( 1, 2 ) = TEMP*B( 1, 2 )
+ X( 2, 2 ) = TEMP*B( 2, 2 )
+ XNORM = TEMP*BNORM
+ INFO = 1
+ RETURN
+ END IF
+*
+* Gaussian elimination with complete pivoting.
+*
+ UR11 = CRV( ICMAX )
+ UI11 = CIV( ICMAX )
+ CR21 = CRV( IPIVOT( 2, ICMAX ) )
+ CI21 = CIV( IPIVOT( 2, ICMAX ) )
+ UR12 = CRV( IPIVOT( 3, ICMAX ) )
+ UI12 = CIV( IPIVOT( 3, ICMAX ) )
+ CR22 = CRV( IPIVOT( 4, ICMAX ) )
+ CI22 = CIV( IPIVOT( 4, ICMAX ) )
+ IF( ICMAX.EQ.1 .OR. ICMAX.EQ.4 ) THEN
+*
+* Code when off-diagonals of pivoted C are real
+*
+ IF( ABS( UR11 ).GT.ABS( UI11 ) ) THEN
+ TEMP = UI11 / UR11
+ UR11R = ONE / ( UR11*( ONE+TEMP**2 ) )
+ UI11R = -TEMP*UR11R
+ ELSE
+ TEMP = UR11 / UI11
+ UI11R = -ONE / ( UI11*( ONE+TEMP**2 ) )
+ UR11R = -TEMP*UI11R
+ END IF
+ LR21 = CR21*UR11R
+ LI21 = CR21*UI11R
+ UR12S = UR12*UR11R
+ UI12S = UR12*UI11R
+ UR22 = CR22 - UR12*LR21
+ UI22 = CI22 - UR12*LI21
+ ELSE
+*
+* Code when diagonals of pivoted C are real
+*
+ UR11R = ONE / UR11
+ UI11R = ZERO
+ LR21 = CR21*UR11R
+ LI21 = CI21*UR11R
+ UR12S = UR12*UR11R
+ UI12S = UI12*UR11R
+ UR22 = CR22 - UR12*LR21 + UI12*LI21
+ UI22 = -UR12*LI21 - UI12*LR21
+ END IF
+ U22ABS = ABS( UR22 ) + ABS( UI22 )
+*
+* If smaller pivot < SMINI, use SMINI
+*
+ IF( U22ABS.LT.SMINI ) THEN
+ UR22 = SMINI
+ UI22 = ZERO
+ INFO = 1
+ END IF
+ IF( RSWAP( ICMAX ) ) THEN
+ BR2 = B( 1, 1 )
+ BR1 = B( 2, 1 )
+ BI2 = B( 1, 2 )
+ BI1 = B( 2, 2 )
+ ELSE
+ BR1 = B( 1, 1 )
+ BR2 = B( 2, 1 )
+ BI1 = B( 1, 2 )
+ BI2 = B( 2, 2 )
+ END IF
+ BR2 = BR2 - LR21*BR1 + LI21*BI1
+ BI2 = BI2 - LI21*BR1 - LR21*BI1
+ BBND = MAX( ( ABS( BR1 )+ABS( BI1 ) )*
+ $ ( U22ABS*( ABS( UR11R )+ABS( UI11R ) ) ),
+ $ ABS( BR2 )+ABS( BI2 ) )
+ IF( BBND.GT.ONE .AND. U22ABS.LT.ONE ) THEN
+ IF( BBND.GE.BIGNUM*U22ABS ) THEN
+ SCALE = ONE / BBND
+ BR1 = SCALE*BR1
+ BI1 = SCALE*BI1
+ BR2 = SCALE*BR2
+ BI2 = SCALE*BI2
+ END IF
+ END IF
+*
+ CALL DLADIV( BR2, BI2, UR22, UI22, XR2, XI2 )
+ XR1 = UR11R*BR1 - UI11R*BI1 - UR12S*XR2 + UI12S*XI2
+ XI1 = UI11R*BR1 + UR11R*BI1 - UI12S*XR2 - UR12S*XI2
+ IF( ZSWAP( ICMAX ) ) THEN
+ X( 1, 1 ) = XR2
+ X( 2, 1 ) = XR1
+ X( 1, 2 ) = XI2
+ X( 2, 2 ) = XI1
+ ELSE
+ X( 1, 1 ) = XR1
+ X( 2, 1 ) = XR2
+ X( 1, 2 ) = XI1
+ X( 2, 2 ) = XI2
+ END IF
+ XNORM = MAX( ABS( XR1 )+ABS( XI1 ), ABS( XR2 )+ABS( XI2 ) )
+*
+* Further scaling if norm(A) norm(X) > overflow
+*
+ IF( XNORM.GT.ONE .AND. CMAX.GT.ONE ) THEN
+ IF( XNORM.GT.BIGNUM / CMAX ) THEN
+ TEMP = CMAX / BIGNUM
+ X( 1, 1 ) = TEMP*X( 1, 1 )
+ X( 2, 1 ) = TEMP*X( 2, 1 )
+ X( 1, 2 ) = TEMP*X( 1, 2 )
+ X( 2, 2 ) = TEMP*X( 2, 2 )
+ XNORM = TEMP*XNORM
+ SCALE = TEMP*SCALE
+ END IF
+ END IF
+ END IF
+ END IF
+*
+ RETURN
+*
+* End of DLALN2
+*
+ END