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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 ZLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
+ $ JPIV )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IJOB, LDZ, N
+ DOUBLE PRECISION RDSCAL, RDSUM
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ COMPLEX*16 RHS( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLATDF computes the contribution to the reciprocal Dif-estimate
+* by solving for x in Z * x = b, where b is chosen such that the norm
+* of x is as large as possible. It is assumed that LU decomposition
+* of Z has been computed by ZGETC2. On entry RHS = f holds the
+* contribution from earlier solved sub-systems, and on return RHS = x.
+*
+* The factorization of Z returned by ZGETC2 has the form
+* Z = P * L * U * Q, where P and Q are permutation matrices. L is lower
+* triangular with unit diagonal elements and U is upper triangular.
+*
+* Arguments
+* =========
+*
+* IJOB (input) INTEGER
+* IJOB = 2: First compute an approximative null-vector e
+* of Z using ZGECON, 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 strategy 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 ZGETC2: 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 according 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 ZTGSYL, 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 ZTGSY2 is called by CTGSYL.
+*
+* 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 ZTGSY2 is called by
+* ZTGSYL.
+*
+* 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 UMINF-95.05, Department of
+* Computing Science, Umea University, S-901 87 Umea, Sweden,
+* 1995.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER MAXDIM
+ PARAMETER ( MAXDIM = 2 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CONE
+ PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ INTEGER I, INFO, J, K
+ DOUBLE PRECISION RTEMP, SCALE, SMINU, SPLUS
+ COMPLEX*16 BM, BP, PMONE, TEMP
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION RWORK( MAXDIM )
+ COMPLEX*16 WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZCOPY, ZGECON, ZGESC2, ZLASSQ, ZLASWP,
+ $ ZSCAL
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DZASUM
+ COMPLEX*16 ZDOTC
+ EXTERNAL DZASUM, ZDOTC
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, SQRT
+* ..
+* .. Executable Statements ..
+*
+ IF( IJOB.NE.2 ) THEN
+*
+* Apply permutations IPIV to RHS
+*
+ CALL ZLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 )
+*
+* Solve for L-part choosing RHS either to +1 or -1.
+*
+ PMONE = -CONE
+ DO 10 J = 1, N - 1
+ BP = RHS( J ) + CONE
+ BM = RHS( J ) - CONE
+ SPLUS = ONE
+*
+* Lockahead for L- part RHS(1:N-1) = +-1
+* SPLUS and SMIN computed more efficiently than in BSOLVE[1].
+*
+ SPLUS = SPLUS + DBLE( ZDOTC( N-J, Z( J+1, J ), 1, Z( J+1,
+ $ J ), 1 ) )
+ SMINU = DBLE( ZDOTC( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 ) )
+ SPLUS = SPLUS*DBLE( RHS( J ) )
+ IF( SPLUS.GT.SMINU ) THEN
+ RHS( J ) = BP
+ ELSE IF( SMINU.GT.SPLUS ) THEN
+ RHS( J ) = BM
+ ELSE
+*
+* In this case the updating sums are equal and we can
+* choose RHS(J) +1 or -1. The first time this happens we
+* choose -1, thereafter +1. This is a simple way to get
+* good estimates of matrices like Byers well-known example
+* (see [1]). (Not done in BSOLVE.)
+*
+ RHS( J ) = RHS( J ) + PMONE
+ PMONE = CONE
+ END IF
+*
+* Compute the remaining r.h.s.
+*
+ TEMP = -RHS( J )
+ CALL ZAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 )
+ 10 CONTINUE
+*
+* Solve for U- part, lockahead for RHS(N) = +-1. This is not done
+* In BSOLVE and will hopefully give us a better estimate because
+* any ill-conditioning of the original matrix is transfered to U
+* and not to L. U(N, N) is an approximation to sigma_min(LU).
+*
+ CALL ZCOPY( N-1, RHS, 1, WORK, 1 )
+ WORK( N ) = RHS( N ) + CONE
+ RHS( N ) = RHS( N ) - CONE
+ SPLUS = ZERO
+ SMINU = ZERO
+ DO 30 I = N, 1, -1
+ TEMP = CONE / Z( I, I )
+ WORK( I ) = WORK( I )*TEMP
+ RHS( I ) = RHS( I )*TEMP
+ DO 20 K = I + 1, N
+ WORK( I ) = WORK( I ) - WORK( K )*( Z( I, K )*TEMP )
+ RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP )
+ 20 CONTINUE
+ SPLUS = SPLUS + ABS( WORK( I ) )
+ SMINU = SMINU + ABS( RHS( I ) )
+ 30 CONTINUE
+ IF( SPLUS.GT.SMINU )
+ $ CALL ZCOPY( N, WORK, 1, RHS, 1 )
+*
+* Apply the permutations JPIV to the computed solution (RHS)
+*
+ CALL ZLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 )
+*
+* Compute the sum of squares
+*
+ CALL ZLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+ RETURN
+ END IF
+*
+* ENTRY IJOB = 2
+*
+* Compute approximate nullvector XM of Z
+*
+ CALL ZGECON( 'I', N, Z, LDZ, ONE, RTEMP, WORK, RWORK, INFO )
+ CALL ZCOPY( N, WORK( N+1 ), 1, XM, 1 )
+*
+* Compute RHS
+*
+ CALL ZLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 )
+ TEMP = CONE / SQRT( ZDOTC( N, XM, 1, XM, 1 ) )
+ CALL ZSCAL( N, TEMP, XM, 1 )
+ CALL ZCOPY( N, XM, 1, XP, 1 )
+ CALL ZAXPY( N, CONE, RHS, 1, XP, 1 )
+ CALL ZAXPY( N, -CONE, XM, 1, RHS, 1 )
+ CALL ZGESC2( N, Z, LDZ, RHS, IPIV, JPIV, SCALE )
+ CALL ZGESC2( N, Z, LDZ, XP, IPIV, JPIV, SCALE )
+ IF( DZASUM( N, XP, 1 ).GT.DZASUM( N, RHS, 1 ) )
+ $ CALL ZCOPY( N, XP, 1, RHS, 1 )
+*
+* Compute the sum of squares
+*
+ CALL ZLASSQ( N, RHS, 1, RDSCAL, RDSUM )
+ RETURN
+*
+* End of ZLATDF
+*
+ END