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SUBROUTINE CLATDF( IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV,
$ JPIV )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* .. Scalar Arguments ..
INTEGER IJOB, LDZ, N
REAL RDSCAL, RDSUM
* ..
* .. Array Arguments ..
INTEGER IPIV( * ), JPIV( * )
COMPLEX RHS( * ), Z( LDZ, * )
* ..
*
* Purpose
* =======
*
* CLATDF computes the contribution to the reciprocal Dif-estimate
* by solving for x in Z * x = b, where b is chosen such that the norm
* of x is as large as possible. It is assumed that LU decomposition
* of Z has been computed by CGETC2. On entry RHS = f holds the
* contribution from earlier solved sub-systems, and on return RHS = x.
*
* The factorization of Z returned by CGETC2 has the form
* Z = P * L * U * Q, where P and Q are permutation matrices. L is lower
* triangular with unit diagonal elements and U is upper triangular.
*
* Arguments
* =========
*
* IJOB (input) INTEGER
* IJOB = 2: First compute an approximative null-vector e
* of Z using CGECON, e is normalized and solve for
* Zx = +-e - f with the sign giving the greater value of
* 2-norm(x). About 5 times as expensive as Default.
* IJOB .ne. 2: Local look ahead strategy where
* all entries of the r.h.s. b is choosen as either +1 or
* -1. Default.
*
* N (input) INTEGER
* The number of columns of the matrix Z.
*
* Z (input) REAL array, dimension (LDZ, N)
* On entry, the LU part of the factorization of the n-by-n
* matrix Z computed by CGETC2: Z = P * L * U * Q
*
* LDZ (input) INTEGER
* The leading dimension of the array Z. LDA >= max(1, N).
*
* RHS (input/output) REAL array, dimension (N).
* On entry, RHS contains contributions from other subsystems.
* On exit, RHS contains the solution of the subsystem with
* entries according to the value of IJOB (see above).
*
* RDSUM (input/output) REAL
* On entry, the sum of squares of computed contributions to
* the Dif-estimate under computation by CTGSYL, where the
* scaling factor RDSCAL (see below) has been factored out.
* On exit, the corresponding sum of squares updated with the
* contributions from the current sub-system.
* If TRANS = 'T' RDSUM is not touched.
* NOTE: RDSUM only makes sense when CTGSY2 is called by CTGSYL.
*
* RDSCAL (input/output) REAL
* On entry, scaling factor used to prevent overflow in RDSUM.
* On exit, RDSCAL is updated w.r.t. the current contributions
* in RDSUM.
* If TRANS = 'T', RDSCAL is not touched.
* NOTE: RDSCAL only makes sense when CTGSY2 is called by
* CTGSYL.
*
* IPIV (input) INTEGER array, dimension (N).
* The pivot indices; for 1 <= i <= N, row i of the
* matrix has been interchanged with row IPIV(i).
*
* JPIV (input) INTEGER array, dimension (N).
* The pivot indices; for 1 <= j <= N, column j of the
* matrix has been interchanged with column JPIV(j).
*
* Further Details
* ===============
*
* Based on contributions by
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
* Umea University, S-901 87 Umea, Sweden.
*
* This routine is a further developed implementation of algorithm
* BSOLVE in [1] using complete pivoting in the LU factorization.
*
* [1] Bo Kagstrom and Lars Westin,
* Generalized Schur Methods with Condition Estimators for
* Solving the Generalized Sylvester Equation, IEEE Transactions
* on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751.
*
* [2] Peter Poromaa,
* On Efficient and Robust Estimators for the Separation
* between two Regular Matrix Pairs with Applications in
* Condition Estimation. Report UMINF-95.05, Department of
* Computing Science, Umea University, S-901 87 Umea, Sweden,
* 1995.
*
* =====================================================================
*
* .. Parameters ..
INTEGER MAXDIM
PARAMETER ( MAXDIM = 2 )
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
COMPLEX CONE
PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
* ..
* .. Local Scalars ..
INTEGER I, INFO, J, K
REAL RTEMP, SCALE, SMINU, SPLUS
COMPLEX BM, BP, PMONE, TEMP
* ..
* .. Local Arrays ..
REAL RWORK( MAXDIM )
COMPLEX WORK( 4*MAXDIM ), XM( MAXDIM ), XP( MAXDIM )
* ..
* .. External Subroutines ..
EXTERNAL CAXPY, CCOPY, CGECON, CGESC2, CLASSQ, CLASWP,
$ CSCAL
* ..
* .. External Functions ..
REAL SCASUM
COMPLEX CDOTC
EXTERNAL SCASUM, CDOTC
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, REAL, SQRT
* ..
* .. Executable Statements ..
*
IF( IJOB.NE.2 ) THEN
*
* Apply permutations IPIV to RHS
*
CALL CLASWP( 1, RHS, LDZ, 1, N-1, IPIV, 1 )
*
* Solve for L-part choosing RHS either to +1 or -1.
*
PMONE = -CONE
DO 10 J = 1, N - 1
BP = RHS( J ) + CONE
BM = RHS( J ) - CONE
SPLUS = ONE
*
* Lockahead for L- part RHS(1:N-1) = +-1
* SPLUS and SMIN computed more efficiently than in BSOLVE[1].
*
SPLUS = SPLUS + REAL( CDOTC( N-J, Z( J+1, J ), 1, Z( J+1,
$ J ), 1 ) )
SMINU = REAL( CDOTC( N-J, Z( J+1, J ), 1, RHS( J+1 ), 1 ) )
SPLUS = SPLUS*REAL( RHS( J ) )
IF( SPLUS.GT.SMINU ) THEN
RHS( J ) = BP
ELSE IF( SMINU.GT.SPLUS ) THEN
RHS( J ) = BM
ELSE
*
* In this case the updating sums are equal and we can
* choose RHS(J) +1 or -1. The first time this happens we
* choose -1, thereafter +1. This is a simple way to get
* good estimates of matrices like Byers well-known example
* (see [1]). (Not done in BSOLVE.)
*
RHS( J ) = RHS( J ) + PMONE
PMONE = CONE
END IF
*
* Compute the remaining r.h.s.
*
TEMP = -RHS( J )
CALL CAXPY( N-J, TEMP, Z( J+1, J ), 1, RHS( J+1 ), 1 )
10 CONTINUE
*
* Solve for U- part, lockahead for RHS(N) = +-1. This is not done
* In BSOLVE and will hopefully give us a better estimate because
* any ill-conditioning of the original matrix is transfered to U
* and not to L. U(N, N) is an approximation to sigma_min(LU).
*
CALL CCOPY( N-1, RHS, 1, WORK, 1 )
WORK( N ) = RHS( N ) + CONE
RHS( N ) = RHS( N ) - CONE
SPLUS = ZERO
SMINU = ZERO
DO 30 I = N, 1, -1
TEMP = CONE / Z( I, I )
WORK( I ) = WORK( I )*TEMP
RHS( I ) = RHS( I )*TEMP
DO 20 K = I + 1, N
WORK( I ) = WORK( I ) - WORK( K )*( Z( I, K )*TEMP )
RHS( I ) = RHS( I ) - RHS( K )*( Z( I, K )*TEMP )
20 CONTINUE
SPLUS = SPLUS + ABS( WORK( I ) )
SMINU = SMINU + ABS( RHS( I ) )
30 CONTINUE
IF( SPLUS.GT.SMINU )
$ CALL CCOPY( N, WORK, 1, RHS, 1 )
*
* Apply the permutations JPIV to the computed solution (RHS)
*
CALL CLASWP( 1, RHS, LDZ, 1, N-1, JPIV, -1 )
*
* Compute the sum of squares
*
CALL CLASSQ( N, RHS, 1, RDSCAL, RDSUM )
RETURN
END IF
*
* ENTRY IJOB = 2
*
* Compute approximate nullvector XM of Z
*
CALL CGECON( 'I', N, Z, LDZ, ONE, RTEMP, WORK, RWORK, INFO )
CALL CCOPY( N, WORK( N+1 ), 1, XM, 1 )
*
* Compute RHS
*
CALL CLASWP( 1, XM, LDZ, 1, N-1, IPIV, -1 )
TEMP = CONE / SQRT( CDOTC( N, XM, 1, XM, 1 ) )
CALL CSCAL( N, TEMP, XM, 1 )
CALL CCOPY( N, XM, 1, XP, 1 )
CALL CAXPY( N, CONE, RHS, 1, XP, 1 )
CALL CAXPY( N, -CONE, XM, 1, RHS, 1 )
CALL CGESC2( N, Z, LDZ, RHS, IPIV, JPIV, SCALE )
CALL CGESC2( N, Z, LDZ, XP, IPIV, JPIV, SCALE )
IF( SCASUM( N, XP, 1 ).GT.SCASUM( N, RHS, 1 ) )
$ CALL CCOPY( N, XP, 1, RHS, 1 )
*
* Compute the sum of squares
*
CALL CLASSQ( N, RHS, 1, RDSCAL, RDSUM )
RETURN
*
* End of CLATDF
*
END
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