MAGMA  2.3.0
Matrix Algebra for GPU and Multicore Architectures
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latrsd: Triangular solve with modified diagonal; used by trevc

Functions

magma_int_t magma_clatrsd (magma_uplo_t uplo, magma_trans_t trans, magma_diag_t diag, magma_bool_t normin, magma_int_t n, const magmaFloatComplex *A, magma_int_t lda, magmaFloatComplex lambda, magmaFloatComplex *x, float *scale, float *cnorm, magma_int_t *info)
 CLATRSD solves one of the triangular systems with modified diagonal (A - lambda*I) * x = s*b, (A - lambda*I)**T * x = s*b, or (A - lambda*I)**H * x = s*b, with scaling to prevent overflow. More...
 
magma_int_t magma_zlatrsd (magma_uplo_t uplo, magma_trans_t trans, magma_diag_t diag, magma_bool_t normin, magma_int_t n, const magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex lambda, magmaDoubleComplex *x, double *scale, double *cnorm, magma_int_t *info)
 ZLATRSD solves one of the triangular systems with modified diagonal (A - lambda*I) * x = s*b, (A - lambda*I)**T * x = s*b, or (A - lambda*I)**H * x = s*b, with scaling to prevent overflow. More...
 

Detailed Description

Function Documentation

magma_int_t magma_clatrsd ( magma_uplo_t  uplo,
magma_trans_t  trans,
magma_diag_t  diag,
magma_bool_t  normin,
magma_int_t  n,
const magmaFloatComplex *  A,
magma_int_t  lda,
magmaFloatComplex  lambda,
magmaFloatComplex *  x,
float *  scale,
float *  cnorm,
magma_int_t *  info 
)

CLATRSD solves one of the triangular systems with modified diagonal (A - lambda*I) * x = s*b, (A - lambda*I)**T * x = s*b, or (A - lambda*I)**H * x = s*b, with scaling to prevent overflow.

Here A is an upper or lower triangular matrix, A**T denotes the transpose of A, A**H denotes the conjugate 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 CTRSV 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.

This version subtracts lambda from the diagonal, for use in ctrevc to compute eigenvectors. It does not modify A during the computation.

Parameters
[in]uplomagma_uplo_t Specifies whether the matrix A is upper or lower triangular.
  • = MagmaUpper: Upper triangular
  • = MagmaLower: Lower triangular
[in]transmagma_trans_t Specifies the operation applied to A.
  • = MagmaNoTrans: Solve (A - lambda*I) * x = s*b (No transpose)
  • = MagmaTrans: Solve (A - lambda*I)**T * x = s*b (Transpose)
  • = MagmaConjTrans: Solve (A - lambda*I)**H * x = s*b (Conjugate transpose)
[in]diagmagma_diag_t Specifies whether or not the matrix A is unit triangular.
  • = MagmaNonUnit: Non-unit triangular
  • = MagmaUnit: Unit triangular
[in]norminmagma_bool_t Specifies whether CNORM has been set or not.
  • = MagmaTrue: CNORM contains the column norms on entry
  • = MagmaFalse: CNORM is not set on entry. On exit, the norms will be computed and stored in CNORM.
[in]nINTEGER The order of the matrix A. N >= 0.
[in]ACOMPLEX array, dimension (LDA,N) The triangular matrix A. If UPLO = MagmaUpper, the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = MagmaLower, the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = MagmaUnit, the diagonal elements of A are also not referenced and are assumed to be 1.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max (1,N).
[in]lambdaCOMPLEX Eigenvalue to subtract from diagonal of A.
[in,out]xCOMPLEX 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]scaleREAL The scaling factor s for the triangular system A * x = s*b, A**T * x = s*b, or A**H * x = s*b. If SCALE = 0, the matrix A is singular or badly scaled, and the vector x is an exact or approximate solution to A*x = 0.
[in,out]cnorm(input or output) REAL array, dimension (N)
  • If NORMIN = MagmaTrue, 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 = MagmaNoTrans, CNORM(j) must be greater than or equal to the infinity-norm, and if TRANS = MagmaTrans or MagmaConjTrans, CNORM(j) must be greater than or equal to the 1-norm.
  • If NORMIN = MagmaFalse, CNORM is an output argument and CNORM(j) returns the 1-norm of the offdiagonal part of the j-th column of A.
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -k, the k-th argument had an illegal value

Further Details

A rough bound on x is computed; if that is less than overflow, CTRSV 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 CTRSV 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 or A**H *x = b. The basic algorithm for upper triangular A is:

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

We simultaneously compute two bounds G(j) = bound on ( b(i) - A[1:i-1,i]' * 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 CTRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow).

magma_int_t magma_zlatrsd ( magma_uplo_t  uplo,
magma_trans_t  trans,
magma_diag_t  diag,
magma_bool_t  normin,
magma_int_t  n,
const magmaDoubleComplex *  A,
magma_int_t  lda,
magmaDoubleComplex  lambda,
magmaDoubleComplex *  x,
double *  scale,
double *  cnorm,
magma_int_t *  info 
)

ZLATRSD solves one of the triangular systems with modified diagonal (A - lambda*I) * x = s*b, (A - lambda*I)**T * x = s*b, or (A - lambda*I)**H * x = s*b, with scaling to prevent overflow.

Here A is an upper or lower triangular matrix, A**T denotes the transpose of A, A**H denotes the conjugate 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 ZTRSV 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.

This version subtracts lambda from the diagonal, for use in ztrevc to compute eigenvectors. It does not modify A during the computation.

Parameters
[in]uplomagma_uplo_t Specifies whether the matrix A is upper or lower triangular.
  • = MagmaUpper: Upper triangular
  • = MagmaLower: Lower triangular
[in]transmagma_trans_t Specifies the operation applied to A.
  • = MagmaNoTrans: Solve (A - lambda*I) * x = s*b (No transpose)
  • = MagmaTrans: Solve (A - lambda*I)**T * x = s*b (Transpose)
  • = MagmaConjTrans: Solve (A - lambda*I)**H * x = s*b (Conjugate transpose)
[in]diagmagma_diag_t Specifies whether or not the matrix A is unit triangular.
  • = MagmaNonUnit: Non-unit triangular
  • = MagmaUnit: Unit triangular
[in]norminmagma_bool_t Specifies whether CNORM has been set or not.
  • = MagmaTrue: CNORM contains the column norms on entry
  • = MagmaFalse: CNORM is not set on entry. On exit, the norms will be computed and stored in CNORM.
[in]nINTEGER The order of the matrix A. N >= 0.
[in]ACOMPLEX_16 array, dimension (LDA,N) The triangular matrix A. If UPLO = MagmaUpper, the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = MagmaLower, the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = MagmaUnit, the diagonal elements of A are also not referenced and are assumed to be 1.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max (1,N).
[in]lambdaCOMPLEX_16 Eigenvalue to subtract from diagonal of A.
[in,out]xCOMPLEX_16 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]scaleDOUBLE PRECISION The scaling factor s for the triangular system A * x = s*b, A**T * x = s*b, or A**H * x = s*b. If SCALE = 0, the matrix A is singular or badly scaled, and the vector x is an exact or approximate solution to A*x = 0.
[in,out]cnorm(input or output) DOUBLE PRECISION array, dimension (N)
  • If NORMIN = MagmaTrue, 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 = MagmaNoTrans, CNORM(j) must be greater than or equal to the infinity-norm, and if TRANS = MagmaTrans or MagmaConjTrans, CNORM(j) must be greater than or equal to the 1-norm.
  • If NORMIN = MagmaFalse, CNORM is an output argument and CNORM(j) returns the 1-norm of the offdiagonal part of the j-th column of A.
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -k, the k-th argument had an illegal value

Further Details

A rough bound on x is computed; if that is less than overflow, ZTRSV 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 ZTRSV 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 or A**H *x = b. The basic algorithm for upper triangular A is:

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

We simultaneously compute two bounds G(j) = bound on ( b(i) - A[1:i-1,i]' * 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 ZTRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow).