dlasy2
C DLASY2 SOURCE BP208322 18/07/10 21:15:21 9872 *> \brief \b DLASY2 solves the Sylvester matrix equation where the matrices are of order 1 or 2. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLASY2 + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasy2.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasy2.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasy2.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLASY2( LTRANL, LTRANR, ISGN, N1, N2, TL, LDTL, TR, * LDTR, B, LDB, SCALE, X, LDX, XNORM, INFO ) * * .. Scalar Arguments .. * LOGICAL LTRANL, LTRANR * INTEGER INFO, ISGN, LDB, LDTL, LDTR, LDX, N1, N2 * REAL*8 SCALE, XNORM * .. * .. Array Arguments .. * REAL*8 B( LDB, * ), TL( LDTL, * ), TR( LDTR, * ), * $ X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLASY2 solves for the N1 by N2 matrix X, 1 <= N1,N2 <= 2, in *> *> op(TL)*X + ISGN*X*op(TR) = SCALE*B, *> *> where TL is N1 by N1, TR is N2 by N2, B is N1 by N2, and ISGN = 1 or *> -1. op(T) = T or T**T, where T**T denotes the transpose of T. *> \endverbatim * * Arguments: * ========== * *> \param[in] LTRANL *> \verbatim *> LTRANL is LOGICAL *> On entry, LTRANL specifies the op(TL): *> = .FALSE., op(TL) = TL, *> = .TRUE., op(TL) = TL**T. *> \endverbatim *> *> \param[in] LTRANR *> \verbatim *> LTRANR is LOGICAL *> On entry, LTRANR specifies the op(TR): *> = .FALSE., op(TR) = TR, *> = .TRUE., op(TR) = TR**T. *> \endverbatim *> *> \param[in] ISGN *> \verbatim *> ISGN is INTEGER *> On entry, ISGN specifies the sign of the equation *> as described before. ISGN may only be 1 or -1. *> \endverbatim *> *> \param[in] N1 *> \verbatim *> N1 is INTEGER *> On entry, N1 specifies the order of matrix TL. *> N1 may only be 0, 1 or 2. *> \endverbatim *> *> \param[in] N2 *> \verbatim *> N2 is INTEGER *> On entry, N2 specifies the order of matrix TR. *> N2 may only be 0, 1 or 2. *> \endverbatim *> *> \param[in] TL *> \verbatim *> TL is DOUBLE PRECISION array, dimension (LDTL,2) *> On entry, TL contains an N1 by N1 matrix. *> \endverbatim *> *> \param[in] LDTL *> \verbatim *> LDTL is INTEGER *> The leading dimension of the matrix TL. LDTL >= max(1,N1). *> \endverbatim *> *> \param[in] TR *> \verbatim *> TR is DOUBLE PRECISION array, dimension (LDTR,2) *> On entry, TR contains an N2 by N2 matrix. *> \endverbatim *> *> \param[in] LDTR *> \verbatim *> LDTR is INTEGER *> The leading dimension of the matrix TR. LDTR >= max(1,N2). *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,2) *> On entry, the N1 by N2 matrix B contains the right-hand *> side of the equation. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the matrix B. LDB >= max(1,N1). *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is DOUBLE PRECISION *> On exit, SCALE contains the scale factor. SCALE is chosen *> less than or equal to 1 to prevent the solution overflowing. *> \endverbatim *> *> \param[out] X *> \verbatim *> X is DOUBLE PRECISION array, dimension (LDX,2) *> On exit, X contains the N1 by N2 solution. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the matrix X. LDX >= max(1,N1). *> \endverbatim *> *> \param[out] XNORM *> \verbatim *> XNORM is DOUBLE PRECISION *> On exit, XNORM is the infinity-norm of the solution. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> On exit, INFO is set to *> 0: successful exit. *> 1: TL and TR have too close eigenvalues, so TL or *> TR is perturbed to get a nonsingular equation. *> NOTE: In the interests of speed, this routine does not *> check the inputs for errors. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleSYauxiliary * * ===================================================================== $ LDTR, B, LDB, SCALE, X, LDX, XNORM, INFO ) * * -- LAPACK auxiliary routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. LOGICAL LTRANL, LTRANR INTEGER INFO, ISGN, LDB, LDTL, LDTR, LDX, N1, N2 REAL*8 SCALE, XNORM * .. * .. Array Arguments .. REAL*8 B( LDB, * ), TL( LDTL, * ), TR( LDTR, * ), $ X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. REAL*8 TWO, HALF, EIGHT PARAMETER ( TWO = 2.0D+0, HALF = 0.5D+0, EIGHT = 8.0D+0 ) * .. * .. Local Scalars .. LOGICAL BSWAP, XSWAP INTEGER I, IP, IPIV, IPSV, J, JP, JPSV, K REAL*8 BET, EPS, GAM, L21, SGN, SMIN, SMLNUM, TAU1, $ TEMP, U11, U12, U22, XMAX * .. * .. Local Arrays .. LOGICAL BSWPIV( 4 ), XSWPIV( 4 ) INTEGER JPIV( 4 ), LOCL21( 4 ), LOCU12( 4 ), $ LOCU22( 4 ) REAL*8 BTMP( 4 ), T16( 4, 4 ), TMP( 4 ), X2( 2 ) * .. * .. External Functions .. INTEGER IDAMAX * .. * .. External Subroutines .. * .. ** .. Intrinsic Functions .. * INTRINSIC ABS, MAX ** .. ** .. Data statements .. DATA LOCU12 / 3, 4, 1, 2 / DATA LOCL21 / 2, 1, 4, 3 / DATA LOCU22 / 4, 3, 2, 1 / DATA XSWPIV / .FALSE., .FALSE., .TRUE., .TRUE. / DATA BSWPIV / .FALSE., .TRUE., .FALSE., .TRUE. / ** .. ** .. Executable Statements .. * * Do not check the input parameters for errors * INFO = 0 * * Quick return if possible * IF( N1.EQ.0 .OR. N2.EQ.0 ) $ RETURN * * Set constants to control overflow * SGN = ISGN * K = N1 + N1 + N2 - 2 GO TO ( 10, 20, 30, 50 )K * * 1 by 1: TL11*X + SGN*X*TR11 = B11 * 10 CONTINUE TAU1 = TL( 1, 1 ) + SGN*TR( 1, 1 ) BET = ABS( TAU1 ) IF( BET.LE.SMLNUM ) THEN TAU1 = SMLNUM BET = SMLNUM INFO = 1 END IF * SCALE = ONE GAM = ABS( B( 1, 1 ) ) IF( SMLNUM*GAM.GT.BET ) $ SCALE = ONE / GAM * X( 1, 1 ) = ( B( 1, 1 )*SCALE ) / TAU1 XNORM = ABS( X( 1, 1 ) ) RETURN * * 1 by 2: * TL11*[X11 X12] + ISGN*[X11 X12]*op[TR11 TR12] = [B11 B12] * [TR21 TR22] * 20 CONTINUE * SMIN = MAX( EPS*MAX( ABS( TL( 1, 1 ) ), ABS( TR( 1, 1 ) ), $ ABS( TR( 1, 2 ) ), ABS( TR( 2, 1 ) ), ABS( TR( 2, 2 ) ) ), $ SMLNUM ) TMP( 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 ) TMP( 4 ) = TL( 1, 1 ) + SGN*TR( 2, 2 ) IF( LTRANR ) THEN TMP( 2 ) = SGN*TR( 2, 1 ) TMP( 3 ) = SGN*TR( 1, 2 ) ELSE TMP( 2 ) = SGN*TR( 1, 2 ) TMP( 3 ) = SGN*TR( 2, 1 ) END IF BTMP( 1 ) = B( 1, 1 ) BTMP( 2 ) = B( 1, 2 ) GO TO 40 * * 2 by 1: * op[TL11 TL12]*[X11] + ISGN* [X11]*TR11 = [B11] * [TL21 TL22] [X21] [X21] [B21] * 30 CONTINUE SMIN = MAX( EPS*MAX( ABS( TR( 1, 1 ) ), ABS( TL( 1, 1 ) ), $ ABS( TL( 1, 2 ) ), ABS( TL( 2, 1 ) ), ABS( TL( 2, 2 ) ) ), $ SMLNUM ) TMP( 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 ) TMP( 4 ) = TL( 2, 2 ) + SGN*TR( 1, 1 ) IF( LTRANL ) THEN TMP( 2 ) = TL( 1, 2 ) TMP( 3 ) = TL( 2, 1 ) ELSE TMP( 2 ) = TL( 2, 1 ) TMP( 3 ) = TL( 1, 2 ) END IF BTMP( 1 ) = B( 1, 1 ) BTMP( 2 ) = B( 2, 1 ) 40 CONTINUE * * Solve 2 by 2 system using complete pivoting. * Set pivots less than SMIN to SMIN. * U11 = TMP( IPIV ) IF( ABS( U11 ).LE.SMIN ) THEN INFO = 1 U11 = SMIN END IF U12 = TMP( LOCU12( IPIV ) ) L21 = TMP( LOCL21( IPIV ) ) / U11 U22 = TMP( LOCU22( IPIV ) ) - U12*L21 XSWAP = XSWPIV( IPIV ) BSWAP = BSWPIV( IPIV ) IF( ABS( U22 ).LE.SMIN ) THEN INFO = 1 U22 = SMIN END IF IF( BSWAP ) THEN TEMP = BTMP( 2 ) BTMP( 2 ) = BTMP( 1 ) - L21*TEMP BTMP( 1 ) = TEMP ELSE BTMP( 2 ) = BTMP( 2 ) - L21*BTMP( 1 ) END IF SCALE = ONE IF( ( TWO*SMLNUM )*ABS( BTMP( 2 ) ).GT.ABS( U22 ) .OR. $ ( TWO*SMLNUM )*ABS( BTMP( 1 ) ).GT.ABS( U11 ) ) THEN SCALE = HALF / MAX( ABS( BTMP( 1 ) ), ABS( BTMP( 2 ) ) ) BTMP( 1 ) = BTMP( 1 )*SCALE BTMP( 2 ) = BTMP( 2 )*SCALE END IF X2( 2 ) = BTMP( 2 ) / U22 X2( 1 ) = BTMP( 1 ) / U11 - ( U12 / U11 )*X2( 2 ) IF( XSWAP ) THEN TEMP = X2( 2 ) X2( 2 ) = X2( 1 ) X2( 1 ) = TEMP END IF X( 1, 1 ) = X2( 1 ) IF( N1.EQ.1 ) THEN X( 1, 2 ) = X2( 2 ) XNORM = ABS( X( 1, 1 ) ) + ABS( X( 1, 2 ) ) ELSE X( 2, 1 ) = X2( 2 ) XNORM = MAX( ABS( X( 1, 1 ) ), ABS( X( 2, 1 ) ) ) END IF RETURN * * 2 by 2: * op[TL11 TL12]*[X11 X12] +ISGN* [X11 X12]*op[TR11 TR12] = [B11 B12] * [TL21 TL22] [X21 X22] [X21 X22] [TR21 TR22] [B21 B22] * * Solve equivalent 4 by 4 system using complete pivoting. * Set pivots less than SMIN to SMIN. * 50 CONTINUE SMIN = MAX( ABS( TR( 1, 1 ) ), ABS( TR( 1, 2 ) ), $ ABS( TR( 2, 1 ) ), ABS( TR( 2, 2 ) ) ) SMIN = MAX( SMIN, ABS( TL( 1, 1 ) ), ABS( TL( 1, 2 ) ), $ ABS( TL( 2, 1 ) ), ABS( TL( 2, 2 ) ) ) SMIN = MAX( EPS*SMIN, SMLNUM ) T16( 1, 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 ) T16( 2, 2 ) = TL( 2, 2 ) + SGN*TR( 1, 1 ) T16( 3, 3 ) = TL( 1, 1 ) + SGN*TR( 2, 2 ) T16( 4, 4 ) = TL( 2, 2 ) + SGN*TR( 2, 2 ) IF( LTRANL ) THEN T16( 1, 2 ) = TL( 2, 1 ) T16( 2, 1 ) = TL( 1, 2 ) T16( 3, 4 ) = TL( 2, 1 ) T16( 4, 3 ) = TL( 1, 2 ) ELSE T16( 1, 2 ) = TL( 1, 2 ) T16( 2, 1 ) = TL( 2, 1 ) T16( 3, 4 ) = TL( 1, 2 ) T16( 4, 3 ) = TL( 2, 1 ) END IF IF( LTRANR ) THEN T16( 1, 3 ) = SGN*TR( 1, 2 ) T16( 2, 4 ) = SGN*TR( 1, 2 ) T16( 3, 1 ) = SGN*TR( 2, 1 ) T16( 4, 2 ) = SGN*TR( 2, 1 ) ELSE T16( 1, 3 ) = SGN*TR( 2, 1 ) T16( 2, 4 ) = SGN*TR( 2, 1 ) T16( 3, 1 ) = SGN*TR( 1, 2 ) T16( 4, 2 ) = SGN*TR( 1, 2 ) END IF BTMP( 1 ) = B( 1, 1 ) BTMP( 2 ) = B( 2, 1 ) BTMP( 3 ) = B( 1, 2 ) BTMP( 4 ) = B( 2, 2 ) * * Perform elimination * DO 100 I = 1, 3 XMAX = ZERO DO 70 IP = I, 4 DO 60 JP = I, 4 IF( ABS( T16( IP, JP ) ).GE.XMAX ) THEN XMAX = ABS( T16( IP, JP ) ) IPSV = IP JPSV = JP END IF 60 CONTINUE 70 CONTINUE IF( IPSV.NE.I ) THEN TEMP = BTMP( I ) BTMP( I ) = BTMP( IPSV ) BTMP( IPSV ) = TEMP END IF IF( JPSV.NE.I ) JPIV( I ) = JPSV IF( ABS( T16( I, I ) ).LT.SMIN ) THEN INFO = 1 T16( I, I ) = SMIN END IF DO 90 J = I + 1, 4 T16( J, I ) = T16( J, I ) / T16( I, I ) BTMP( J ) = BTMP( J ) - T16( J, I )*BTMP( I ) DO 80 K = I + 1, 4 T16( J, K ) = T16( J, K ) - T16( J, I )*T16( I, K ) 80 CONTINUE 90 CONTINUE 100 CONTINUE IF( ABS( T16( 4, 4 ) ).LT.SMIN ) THEN INFO = 1 T16( 4, 4 ) = SMIN END IF SCALE = ONE IF( ( EIGHT*SMLNUM )*ABS( BTMP( 1 ) ).GT.ABS( T16( 1, 1 ) ) .OR. $ ( EIGHT*SMLNUM )*ABS( BTMP( 2 ) ).GT.ABS( T16( 2, 2 ) ) .OR. $ ( EIGHT*SMLNUM )*ABS( BTMP( 3 ) ).GT.ABS( T16( 3, 3 ) ) .OR. $ ( EIGHT*SMLNUM )*ABS( BTMP( 4 ) ).GT.ABS( T16( 4, 4 ) ) ) THEN SCALE = ( ONE / EIGHT ) / MAX( ABS( BTMP( 1 ) ), $ ABS( BTMP( 2 ) ), ABS( BTMP( 3 ) ), ABS( BTMP( 4 ) ) ) BTMP( 1 ) = BTMP( 1 )*SCALE BTMP( 2 ) = BTMP( 2 )*SCALE BTMP( 3 ) = BTMP( 3 )*SCALE BTMP( 4 ) = BTMP( 4 )*SCALE END IF DO 120 I = 1, 4 K = 5 - I TEMP = ONE / T16( K, K ) TMP( K ) = BTMP( K )*TEMP DO 110 J = K + 1, 4 TMP( K ) = TMP( K ) - ( TEMP*T16( K, J ) )*TMP( J ) 110 CONTINUE 120 CONTINUE DO 130 I = 1, 3 IF( JPIV( 4-I ).NE.4-I ) THEN TEMP = TMP( 4-I ) TMP( 4-I ) = TMP( JPIV( 4-I ) ) TMP( JPIV( 4-I ) ) = TEMP END IF 130 CONTINUE X( 1, 1 ) = TMP( 1 ) X( 2, 1 ) = TMP( 2 ) X( 1, 2 ) = TMP( 3 ) X( 2, 2 ) = TMP( 4 ) XNORM = MAX( ABS( TMP( 1 ) )+ABS( TMP( 3 ) ), $ ABS( TMP( 2 ) )+ABS( TMP( 4 ) ) ) RETURN * * End of DLASY2 * END
© Cast3M 2003 - Tous droits réservés.
Mentions légales