Annotation of rpl/lapack/lapack/dspsvx.f, revision 1.20
1.9 bertrand 1: *> \brief <b> DSPSVX computes the solution to system of linear equations A * X = B for OTHER matrices</b>
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download DSPSVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspsvx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspsvx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspsvx.f">
1.9 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DSPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X,
22: * LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
1.16 bertrand 23: *
1.9 bertrand 24: * .. Scalar Arguments ..
25: * CHARACTER FACT, UPLO
26: * INTEGER INFO, LDB, LDX, N, NRHS
27: * DOUBLE PRECISION RCOND
28: * ..
29: * .. Array Arguments ..
30: * INTEGER IPIV( * ), IWORK( * )
31: * DOUBLE PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ),
32: * $ FERR( * ), WORK( * ), X( LDX, * )
33: * ..
1.16 bertrand 34: *
1.9 bertrand 35: *
36: *> \par Purpose:
37: * =============
38: *>
39: *> \verbatim
40: *>
41: *> DSPSVX uses the diagonal pivoting factorization A = U*D*U**T or
42: *> A = L*D*L**T to compute the solution to a real system of linear
43: *> equations A * X = B, where A is an N-by-N symmetric matrix stored
44: *> in packed format and X and B are N-by-NRHS matrices.
45: *>
46: *> Error bounds on the solution and a condition estimate are also
47: *> provided.
48: *> \endverbatim
49: *
50: *> \par Description:
51: * =================
52: *>
53: *> \verbatim
54: *>
55: *> The following steps are performed:
56: *>
57: *> 1. If FACT = 'N', the diagonal pivoting method is used to factor A as
58: *> A = U * D * U**T, if UPLO = 'U', or
59: *> A = L * D * L**T, if UPLO = 'L',
60: *> where U (or L) is a product of permutation and unit upper (lower)
61: *> triangular matrices and D is symmetric and block diagonal with
62: *> 1-by-1 and 2-by-2 diagonal blocks.
63: *>
64: *> 2. If some D(i,i)=0, so that D is exactly singular, then the routine
65: *> returns with INFO = i. Otherwise, the factored form of A is used
66: *> to estimate the condition number of the matrix A. If the
67: *> reciprocal of the condition number is less than machine precision,
68: *> INFO = N+1 is returned as a warning, but the routine still goes on
69: *> to solve for X and compute error bounds as described below.
70: *>
71: *> 3. The system of equations is solved for X using the factored form
72: *> of A.
73: *>
74: *> 4. Iterative refinement is applied to improve the computed solution
75: *> matrix and calculate error bounds and backward error estimates
76: *> for it.
77: *> \endverbatim
78: *
79: * Arguments:
80: * ==========
81: *
82: *> \param[in] FACT
83: *> \verbatim
84: *> FACT is CHARACTER*1
85: *> Specifies whether or not the factored form of A has been
86: *> supplied on entry.
87: *> = 'F': On entry, AFP and IPIV contain the factored form of
88: *> A. AP, AFP and IPIV will not be modified.
89: *> = 'N': The matrix A will be copied to AFP and factored.
90: *> \endverbatim
91: *>
92: *> \param[in] UPLO
93: *> \verbatim
94: *> UPLO is CHARACTER*1
95: *> = 'U': Upper triangle of A is stored;
96: *> = 'L': Lower triangle of A is stored.
97: *> \endverbatim
98: *>
99: *> \param[in] N
100: *> \verbatim
101: *> N is INTEGER
102: *> The number of linear equations, i.e., the order of the
103: *> matrix A. N >= 0.
104: *> \endverbatim
105: *>
106: *> \param[in] NRHS
107: *> \verbatim
108: *> NRHS is INTEGER
109: *> The number of right hand sides, i.e., the number of columns
110: *> of the matrices B and X. NRHS >= 0.
111: *> \endverbatim
112: *>
113: *> \param[in] AP
114: *> \verbatim
115: *> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
116: *> The upper or lower triangle of the symmetric matrix A, packed
117: *> columnwise in a linear array. The j-th column of A is stored
118: *> in the array AP as follows:
119: *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
120: *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
121: *> See below for further details.
122: *> \endverbatim
123: *>
124: *> \param[in,out] AFP
125: *> \verbatim
1.18 bertrand 126: *> AFP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
1.9 bertrand 127: *> If FACT = 'F', then AFP is an input argument and on entry
128: *> contains the block diagonal matrix D and the multipliers used
129: *> to obtain the factor U or L from the factorization
130: *> A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
131: *> a packed triangular matrix in the same storage format as A.
132: *>
133: *> If FACT = 'N', then AFP is an output argument and on exit
134: *> contains the block diagonal matrix D and the multipliers used
135: *> to obtain the factor U or L from the factorization
136: *> A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
137: *> a packed triangular matrix in the same storage format as A.
138: *> \endverbatim
139: *>
140: *> \param[in,out] IPIV
141: *> \verbatim
1.11 bertrand 142: *> IPIV is INTEGER array, dimension (N)
1.9 bertrand 143: *> If FACT = 'F', then IPIV is an input argument and on entry
144: *> contains details of the interchanges and the block structure
145: *> of D, as determined by DSPTRF.
146: *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
147: *> interchanged and D(k,k) is a 1-by-1 diagonal block.
148: *> If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
149: *> columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
150: *> is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
151: *> IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
152: *> interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
153: *>
154: *> If FACT = 'N', then IPIV is an output argument and on exit
155: *> contains details of the interchanges and the block structure
156: *> of D, as determined by DSPTRF.
157: *> \endverbatim
158: *>
159: *> \param[in] B
160: *> \verbatim
161: *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
162: *> The N-by-NRHS right hand side matrix B.
163: *> \endverbatim
164: *>
165: *> \param[in] LDB
166: *> \verbatim
167: *> LDB is INTEGER
168: *> The leading dimension of the array B. LDB >= max(1,N).
169: *> \endverbatim
170: *>
171: *> \param[out] X
172: *> \verbatim
173: *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
174: *> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
175: *> \endverbatim
176: *>
177: *> \param[in] LDX
178: *> \verbatim
179: *> LDX is INTEGER
180: *> The leading dimension of the array X. LDX >= max(1,N).
181: *> \endverbatim
182: *>
183: *> \param[out] RCOND
184: *> \verbatim
185: *> RCOND is DOUBLE PRECISION
186: *> The estimate of the reciprocal condition number of the matrix
187: *> A. If RCOND is less than the machine precision (in
188: *> particular, if RCOND = 0), the matrix is singular to working
189: *> precision. This condition is indicated by a return code of
190: *> INFO > 0.
191: *> \endverbatim
192: *>
193: *> \param[out] FERR
194: *> \verbatim
195: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
196: *> The estimated forward error bound for each solution vector
197: *> X(j) (the j-th column of the solution matrix X).
198: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
199: *> is an estimated upper bound for the magnitude of the largest
200: *> element in (X(j) - XTRUE) divided by the magnitude of the
201: *> largest element in X(j). The estimate is as reliable as
202: *> the estimate for RCOND, and is almost always a slight
203: *> overestimate of the true error.
204: *> \endverbatim
205: *>
206: *> \param[out] BERR
207: *> \verbatim
208: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
209: *> The componentwise relative backward error of each solution
210: *> vector X(j) (i.e., the smallest relative change in
211: *> any element of A or B that makes X(j) an exact solution).
212: *> \endverbatim
213: *>
214: *> \param[out] WORK
215: *> \verbatim
216: *> WORK is DOUBLE PRECISION array, dimension (3*N)
217: *> \endverbatim
218: *>
219: *> \param[out] IWORK
220: *> \verbatim
221: *> IWORK is INTEGER array, dimension (N)
222: *> \endverbatim
223: *>
224: *> \param[out] INFO
225: *> \verbatim
226: *> INFO is INTEGER
227: *> = 0: successful exit
228: *> < 0: if INFO = -i, the i-th argument had an illegal value
229: *> > 0: if INFO = i, and i is
230: *> <= N: D(i,i) is exactly zero. The factorization
231: *> has been completed but the factor D is exactly
232: *> singular, so the solution and error bounds could
233: *> not be computed. RCOND = 0 is returned.
234: *> = N+1: D is nonsingular, but RCOND is less than machine
235: *> precision, meaning that the matrix is singular
236: *> to working precision. Nevertheless, the
237: *> solution and error bounds are computed because
238: *> there are a number of situations where the
239: *> computed solution can be more accurate than the
240: *> value of RCOND would suggest.
241: *> \endverbatim
242: *
243: * Authors:
244: * ========
245: *
1.16 bertrand 246: *> \author Univ. of Tennessee
247: *> \author Univ. of California Berkeley
248: *> \author Univ. of Colorado Denver
249: *> \author NAG Ltd.
1.9 bertrand 250: *
251: *> \ingroup doubleOTHERsolve
252: *
253: *> \par Further Details:
254: * =====================
255: *>
256: *> \verbatim
257: *>
258: *> The packed storage scheme is illustrated by the following example
259: *> when N = 4, UPLO = 'U':
260: *>
261: *> Two-dimensional storage of the symmetric matrix A:
262: *>
263: *> a11 a12 a13 a14
264: *> a22 a23 a24
265: *> a33 a34 (aij = aji)
266: *> a44
267: *>
268: *> Packed storage of the upper triangle of A:
269: *>
270: *> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
271: *> \endverbatim
272: *>
273: * =====================================================================
1.1 bertrand 274: SUBROUTINE DSPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X,
275: $ LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
276: *
1.20 ! bertrand 277: * -- LAPACK driver routine --
1.1 bertrand 278: * -- LAPACK is a software package provided by Univ. of Tennessee, --
279: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
280: *
281: * .. Scalar Arguments ..
282: CHARACTER FACT, UPLO
283: INTEGER INFO, LDB, LDX, N, NRHS
284: DOUBLE PRECISION RCOND
285: * ..
286: * .. Array Arguments ..
287: INTEGER IPIV( * ), IWORK( * )
288: DOUBLE PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ),
289: $ FERR( * ), WORK( * ), X( LDX, * )
290: * ..
291: *
292: * =====================================================================
293: *
294: * .. Parameters ..
295: DOUBLE PRECISION ZERO
296: PARAMETER ( ZERO = 0.0D+0 )
297: * ..
298: * .. Local Scalars ..
299: LOGICAL NOFACT
300: DOUBLE PRECISION ANORM
301: * ..
302: * .. External Functions ..
303: LOGICAL LSAME
304: DOUBLE PRECISION DLAMCH, DLANSP
305: EXTERNAL LSAME, DLAMCH, DLANSP
306: * ..
307: * .. External Subroutines ..
308: EXTERNAL DCOPY, DLACPY, DSPCON, DSPRFS, DSPTRF, DSPTRS,
309: $ XERBLA
310: * ..
311: * .. Intrinsic Functions ..
312: INTRINSIC MAX
313: * ..
314: * .. Executable Statements ..
315: *
316: * Test the input parameters.
317: *
318: INFO = 0
319: NOFACT = LSAME( FACT, 'N' )
320: IF( .NOT.NOFACT .AND. .NOT.LSAME( FACT, 'F' ) ) THEN
321: INFO = -1
322: ELSE IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) )
323: $ THEN
324: INFO = -2
325: ELSE IF( N.LT.0 ) THEN
326: INFO = -3
327: ELSE IF( NRHS.LT.0 ) THEN
328: INFO = -4
329: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
330: INFO = -9
331: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
332: INFO = -11
333: END IF
334: IF( INFO.NE.0 ) THEN
335: CALL XERBLA( 'DSPSVX', -INFO )
336: RETURN
337: END IF
338: *
339: IF( NOFACT ) THEN
340: *
1.8 bertrand 341: * Compute the factorization A = U*D*U**T or A = L*D*L**T.
1.1 bertrand 342: *
343: CALL DCOPY( N*( N+1 ) / 2, AP, 1, AFP, 1 )
344: CALL DSPTRF( UPLO, N, AFP, IPIV, INFO )
345: *
346: * Return if INFO is non-zero.
347: *
348: IF( INFO.GT.0 )THEN
349: RCOND = ZERO
350: RETURN
351: END IF
352: END IF
353: *
354: * Compute the norm of the matrix A.
355: *
356: ANORM = DLANSP( 'I', UPLO, N, AP, WORK )
357: *
358: * Compute the reciprocal of the condition number of A.
359: *
360: CALL DSPCON( UPLO, N, AFP, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
361: *
362: * Compute the solution vectors X.
363: *
364: CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
365: CALL DSPTRS( UPLO, N, NRHS, AFP, IPIV, X, LDX, INFO )
366: *
367: * Use iterative refinement to improve the computed solutions and
368: * compute error bounds and backward error estimates for them.
369: *
370: CALL DSPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR,
371: $ BERR, WORK, IWORK, INFO )
372: *
373: * Set INFO = N+1 if the matrix is singular to working precision.
374: *
375: IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
376: $ INFO = N + 1
377: *
378: RETURN
379: *
380: * End of DSPSVX
381: *
382: END
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