Functions/Subroutines
subroutine	slatbs (UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, SCALE, CNORM, INFO)
	SLATBS solves a triangular banded system of equations.

Function/Subroutine Documentation

subroutine slatbs	(	character	UPLO,
		character	TRANS,
		character	DIAG,
		character	NORMIN,
		integer	N,
		integer	KD,
		real, dimension( ldab, * )	AB,
		integer	LDAB,
		real, dimension( * )	X,
		real	SCALE,
		real, dimension( * )	CNORM,
		integer	INFO
	)

SLATBS solves a triangular banded system of equations.

Download SLATBS + dependencies [TGZ] [ZIP] [TXT]

Purpose:

 SLATBS solves one of the triangular systems

    A *x = s*b  or  A**T*x = s*b

 with scaling to prevent overflow, where A is an upper or lower
 triangular band matrix.  Here A**T denotes the transpose of A, x and b
 are n-element vectors, and s is a scaling factor, usually less than
 or equal to 1, chosen so that the components of x will be less than
 the overflow threshold.  If the unscaled problem will not cause
 overflow, the Level 2 BLAS routine STBSV is called.  If the matrix A
 is singular (A(j,j) = 0 for some j), then s is set to 0 and a
 non-trivial solution to A*x = 0 is returned.

Parameters:

[in]	UPLO	UPLO is CHARACTER*1 Specifies whether the matrix A is upper or lower triangular. = 'U': Upper triangular = 'L': Lower triangular
[in]	TRANS	TRANS is CHARACTER1 Specifies the operation applied to A. = 'N': Solve A x = sb (No transpose) = 'T': Solve AT x = sb (Transpose) = 'C': Solve AT x = s*b (Conjugate transpose = Transpose)
[in]	DIAG	DIAG is CHARACTER*1 Specifies whether or not the matrix A is unit triangular. = 'N': Non-unit triangular = 'U': Unit triangular
[in]	NORMIN	NORMIN is CHARACTER*1 Specifies whether CNORM has been set or not. = 'Y': CNORM contains the column norms on entry = 'N': CNORM is not set on entry. On exit, the norms will be computed and stored in CNORM.
[in]	N	N is INTEGER The order of the matrix A. N >= 0.
[in]	KD	KD is INTEGER The number of subdiagonals or superdiagonals in the triangular matrix A. KD >= 0.
[in]	AB	AB is REAL array, dimension (LDAB,N) The upper or lower triangular band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
[in]	LDAB	LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
[in,out]	X	X is REAL array, dimension (N) On entry, the right hand side b of the triangular system. On exit, X is overwritten by the solution vector x.
[out]	SCALE	SCALE is REAL The scaling factor s for the triangular system A * x = sb or AT x = sb. If SCALE = 0, the matrix A is singular or badly scaled, and the vector x is an exact or approximate solution to Ax = 0.
[in,out]	CNORM	CNORM is REAL array, dimension (N) If NORMIN = 'Y', CNORM is an input argument and CNORM(j) contains the norm of the off-diagonal part of the j-th column of A. If TRANS = 'N', CNORM(j) must be greater than or equal to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j) must be greater than or equal to the 1-norm. If NORMIN = 'N', CNORM is an output argument and CNORM(j) returns the 1-norm of the offdiagonal part of the j-th column of A.
[out]	INFO	INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value

Author:: Univ. of Tennessee; Univ. of California Berkeley; Univ. of Colorado Denver; NAG Ltd.

Date:: September 2012

Further Details:

  A rough bound on x is computed; if that is less than overflow, STBSV
  is called, otherwise, specific code is used which checks for possible
  overflow or divide-by-zero at every operation.

  A columnwise scheme is used for solving A*x = b.  The basic algorithm
  if A is lower triangular is

       x[1:n] := b[1:n]
       for j = 1, ..., n
            x(j) := x(j) / A(j,j)
            x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
       end

  Define bounds on the components of x after j iterations of the loop:
     M(j) = bound on x[1:j]
     G(j) = bound on x[j+1:n]
  Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.

  Then for iteration j+1 we have
     M(j+1) <= G(j) / | A(j+1,j+1) |
     G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
            <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )

  where CNORM(j+1) is greater than or equal to the infinity-norm of
  column j+1 of A, not counting the diagonal.  Hence

     G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
                  1<=i<=j
  and

     |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
                                   1<=i< j

  Since |x(j)| <= M(j), we use the Level 2 BLAS routine STBSV if the
  reciprocal of the largest M(j), j=1,..,n, is larger than
  max(underflow, 1/overflow).

  The bound on x(j) is also used to determine when a step in the
  columnwise method can be performed without fear of overflow.  If
  the computed bound is greater than a large constant, x is scaled to
  prevent overflow, but if the bound overflows, x is set to 0, x(j) to
  1, and scale to 0, and a non-trivial solution to A*x = 0 is found.

  Similarly, a row-wise scheme is used to solve A**T*x = b.  The basic
  algorithm for A upper triangular is

       for j = 1, ..., n
            x(j) := ( b(j) - A[1:j-1,j]**T * x[1:j-1] ) / A(j,j)
       end

  We simultaneously compute two bounds
       G(j) = bound on ( b(i) - A[1:i-1,i]**T * x[1:i-1] ), 1<=i<=j
       M(j) = bound on x(i), 1<=i<=j

  The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
  add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
  Then the bound on x(j) is

       M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |

            <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
                      1<=i<=j

  and we can safely call STBSV if 1/M(n) and 1/G(n) are both greater
  than max(underflow, 1/overflow).

Definition at line 242 of file slatbs.f.

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