DLALN2(3F)DLALN2(3F)NAMEDLALN2 - solve 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
SYNOPSIS
SUBROUTINE DLALN2( LTRANS, NA, NW, SMIN, CA, A, LDA, D1, D2, B, LDB, WR,
WI, X, LDX, SCALE, XNORM, INFO )
LOGICAL LTRANS
INTEGER INFO, LDA, LDB, LDX, NA, NW
DOUBLE PRECISION CA, D1, D2, SCALE, SMIN, WI, WR, XNORM
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), X( LDX, * )
PURPOSEDLALN2 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.)
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DLALN2(3F)DLALN2(3F)
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
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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.
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