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dlaln2.f(3) LAPACK dlaln2.f(3)

NAME

dlaln2.f -

SYNOPSIS

Functions/Subroutines


subroutine dlaln2 (LTRANS, NA, NW, SMIN, CA, A, LDA, D1, D2, B, LDB, WR, WI, X, LDX, SCALE, XNORM, INFO)
 
DLALN2 solves a 1-by-1 or 2-by-2 linear system of equations of the specified form.

Function/Subroutine Documentation

subroutine dlaln2 (logicalLTRANS, integerNA, integerNW, double precisionSMIN, double precisionCA, double precision, dimension( lda, * )A, integerLDA, double precisionD1, double precisionD2, double precision, dimension( ldb, * )B, integerLDB, double precisionWR, double precisionWI, double precision, dimension( ldx, * )X, integerLDX, double precisionSCALE, double precisionXNORM, integerINFO)

DLALN2 solves a 1-by-1 or 2-by-2 linear system of equations of the specified form.
Purpose:
 DLALN2 solves a system of the form  (ca A - w D ) X = s B
 or (ca A**T - w D) X = s B   with possible scaling ("s") and
 perturbation of A.  (A**T 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.)
Parameters:
LTRANS
          LTRANS is LOGICAL
          =.TRUE.:  A-transpose will be used.
          =.FALSE.: A will be used (not transposed.)
NA
          NA is INTEGER
          The size of the matrix A.  It may (only) be 1 or 2.
NW
          NW is INTEGER
          1 if "w" is real, 2 if "w" is complex.  It may only be 1
          or 2.
SMIN
          SMIN is 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
          CA is DOUBLE PRECISION
          The coefficient c, which A is multiplied by.
A
          A is DOUBLE PRECISION array, dimension (LDA,NA)
          The NA x NA matrix A.
LDA
          LDA is INTEGER
          The leading dimension of A.  It must be at least NA.
D1
          D1 is DOUBLE PRECISION
          The 1,1 element in the diagonal matrix D.
D2
          D2 is DOUBLE PRECISION
          The 2,2 element in the diagonal matrix D.  Not used if NW=1.
B
          B is 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
          LDB is INTEGER
          The leading dimension of B.  It must be at least NA.
WR
          WR is DOUBLE PRECISION
          The real part of the scalar "w".
WI
          WI is DOUBLE PRECISION
          The imaginary part of the scalar "w".  Not used if NW=1.
X
          X is 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
          LDX is INTEGER
          The leading dimension of X.  It must be at least NA.
SCALE
          SCALE is 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
          XNORM is DOUBLE PRECISION
          The infinity-norm of X, when X is regarded as an NA x NW
          real matrix.
INFO
          INFO is 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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Definition at line 218 of file dlaln2.f.

Author

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