DLALN2(1) LAPACK auxiliary routine (version 3.2) DLALN2(1)NAME
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
SUBROUTINE DLALN2( LTRANS, NA, NW, SMIN, CA, A, LDA, D1, D2, B, LDB,
WR, WI, X, LDX, SCALE, XNORM, INFO )
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, * )
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 com‐
plex. 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
"s" is a scaling factor (.LE. 1), computed by DLALN2, which is so cho‐
sen 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 over‐
If both singular values of (ca A - w D) are less than SMIN, SMIN*iden‐
tity 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.)
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 com‐
plex), column 1 contains the real part of B and column 2 con‐
tains 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
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 num‐
ber if ca A - w D had to be perturbed. The possible values
= 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
LAPACK auxiliary routine (versioNovember 2008 DLALN2(1)