--- rpl/lapack/lapack/dsysvx.f 2010/01/26 15:22:46 1.1.1.1 +++ rpl/lapack/lapack/dsysvx.f 2018/05/29 07:18:09 1.18 @@ -1,11 +1,293 @@ +*> \brief DSYSVX computes the solution to system of linear equations A * X = B for SY matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DSYSVX + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DSYSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, +* LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, +* IWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER FACT, UPLO +* INTEGER INFO, LDA, LDAF, LDB, LDX, LWORK, N, NRHS +* DOUBLE PRECISION RCOND +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ), IWORK( * ) +* DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), +* $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DSYSVX uses the diagonal pivoting factorization to compute the +*> solution to a real system of linear equations A * X = B, +*> where A is an N-by-N symmetric matrix and X and B are N-by-NRHS +*> matrices. +*> +*> Error bounds on the solution and a condition estimate are also +*> provided. +*> \endverbatim +* +*> \par Description: +* ================= +*> +*> \verbatim +*> +*> The following steps are performed: +*> +*> 1. If FACT = 'N', the diagonal pivoting method is used to factor A. +*> The form of the factorization is +*> A = U * D * U**T, if UPLO = 'U', or +*> A = L * D * L**T, if UPLO = 'L', +*> where U (or L) is a product of permutation and unit upper (lower) +*> triangular matrices, and D is symmetric and block diagonal with +*> 1-by-1 and 2-by-2 diagonal blocks. +*> +*> 2. If some D(i,i)=0, so that D is exactly singular, then the routine +*> returns with INFO = i. Otherwise, the factored form of A is used +*> to estimate the condition number of the matrix A. If the +*> reciprocal of the condition number is less than machine precision, +*> INFO = N+1 is returned as a warning, but the routine still goes on +*> to solve for X and compute error bounds as described below. +*> +*> 3. The system of equations is solved for X using the factored form +*> of A. +*> +*> 4. Iterative refinement is applied to improve the computed solution +*> matrix and calculate error bounds and backward error estimates +*> for it. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] FACT +*> \verbatim +*> FACT is CHARACTER*1 +*> Specifies whether or not the factored form of A has been +*> supplied on entry. +*> = 'F': On entry, AF and IPIV contain the factored form of +*> A. AF and IPIV will not be modified. +*> = 'N': The matrix A will be copied to AF and factored. +*> \endverbatim +*> +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> = 'U': Upper triangle of A is stored; +*> = 'L': Lower triangle of A is stored. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of linear equations, i.e., the order of the +*> matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in] NRHS +*> \verbatim +*> NRHS is INTEGER +*> The number of right hand sides, i.e., the number of columns +*> of the matrices B and X. NRHS >= 0. +*> \endverbatim +*> +*> \param[in] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> The symmetric matrix A. If UPLO = 'U', the leading N-by-N +*> upper triangular part of A contains the upper triangular part +*> of the matrix A, and the strictly lower triangular part of A +*> is not referenced. If UPLO = 'L', the leading N-by-N lower +*> triangular part of A contains the lower triangular part of +*> the matrix A, and the strictly upper triangular part of A is +*> not referenced. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] AF +*> \verbatim +*> AF is DOUBLE PRECISION array, dimension (LDAF,N) +*> If FACT = 'F', then AF is an input argument and on entry +*> contains the block diagonal matrix D and the multipliers used +*> to obtain the factor U or L from the factorization +*> A = U*D*U**T or A = L*D*L**T as computed by DSYTRF. +*> +*> If FACT = 'N', then AF is an output argument and on exit +*> returns the block diagonal matrix D and the multipliers used +*> to obtain the factor U or L from the factorization +*> A = U*D*U**T or A = L*D*L**T. +*> \endverbatim +*> +*> \param[in] LDAF +*> \verbatim +*> LDAF is INTEGER +*> The leading dimension of the array AF. LDAF >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] IPIV +*> \verbatim +*> IPIV is INTEGER array, dimension (N) +*> If FACT = 'F', then IPIV is an input argument and on entry +*> contains details of the interchanges and the block structure +*> of D, as determined by DSYTRF. +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) were +*> interchanged and D(k,k) is a 1-by-1 diagonal block. +*> If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and +*> columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) +*> is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = +*> IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were +*> interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. +*> +*> If FACT = 'N', then IPIV is an output argument and on exit +*> contains details of the interchanges and the block structure +*> of D, as determined by DSYTRF. +*> \endverbatim +*> +*> \param[in] B +*> \verbatim +*> B is DOUBLE PRECISION array, dimension (LDB,NRHS) +*> The N-by-NRHS right hand side matrix B. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] X +*> \verbatim +*> X is DOUBLE PRECISION array, dimension (LDX,NRHS) +*> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. +*> \endverbatim +*> +*> \param[in] LDX +*> \verbatim +*> LDX is INTEGER +*> The leading dimension of the array X. LDX >= max(1,N). +*> \endverbatim +*> +*> \param[out] RCOND +*> \verbatim +*> RCOND is DOUBLE PRECISION +*> The estimate of the reciprocal condition number of the matrix +*> A. If RCOND is less than the machine precision (in +*> particular, if RCOND = 0), the matrix is singular to working +*> precision. This condition is indicated by a return code of +*> INFO > 0. +*> \endverbatim +*> +*> \param[out] FERR +*> \verbatim +*> FERR is DOUBLE PRECISION array, dimension (NRHS) +*> The estimated forward error bound for each solution vector +*> X(j) (the j-th column of the solution matrix X). +*> If XTRUE is the true solution corresponding to X(j), FERR(j) +*> is an estimated upper bound for the magnitude of the largest +*> element in (X(j) - XTRUE) divided by the magnitude of the +*> largest element in X(j). The estimate is as reliable as +*> the estimate for RCOND, and is almost always a slight +*> overestimate of the true error. +*> \endverbatim +*> +*> \param[out] BERR +*> \verbatim +*> BERR is DOUBLE PRECISION array, dimension (NRHS) +*> The componentwise relative backward error of each solution +*> vector X(j) (i.e., the smallest relative change in +*> any element of A or B that makes X(j) an exact solution). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The length of WORK. LWORK >= max(1,3*N), and for best +*> performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where +*> NB is the optimal blocksize for DSYTRF. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] IWORK +*> \verbatim +*> IWORK is INTEGER array, dimension (N) +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> > 0: if INFO = i, and i is +*> <= N: D(i,i) is exactly zero. The factorization +*> has been completed but the factor D is exactly +*> singular, so the solution and error bounds could +*> not be computed. RCOND = 0 is returned. +*> = N+1: D is nonsingular, but RCOND is less than machine +*> precision, meaning that the matrix is singular +*> to working precision. Nevertheless, the +*> solution and error bounds are computed because +*> there are a number of situations where the +*> computed solution can be more accurate than the +*> value of RCOND would suggest. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date April 2012 +* +*> \ingroup doubleSYsolve +* +* ===================================================================== SUBROUTINE DSYSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, $ LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, $ IWORK, INFO ) * -* -- LAPACK driver routine (version 3.2) -- +* -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* April 2012 * * .. Scalar Arguments .. CHARACTER FACT, UPLO @@ -18,173 +300,6 @@ $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * -* Purpose -* ======= -* -* DSYSVX uses the diagonal pivoting factorization to compute the -* solution to a real system of linear equations A * X = B, -* where A is an N-by-N symmetric matrix and X and B are N-by-NRHS -* matrices. -* -* Error bounds on the solution and a condition estimate are also -* provided. -* -* Description -* =========== -* -* The following steps are performed: -* -* 1. If FACT = 'N', the diagonal pivoting method is used to factor A. -* The form of the factorization is -* A = U * D * U**T, if UPLO = 'U', or -* A = L * D * L**T, if UPLO = 'L', -* where U (or L) is a product of permutation and unit upper (lower) -* triangular matrices, and D is symmetric and block diagonal with -* 1-by-1 and 2-by-2 diagonal blocks. -* -* 2. If some D(i,i)=0, so that D is exactly singular, then the routine -* returns with INFO = i. Otherwise, the factored form of A is used -* to estimate the condition number of the matrix A. If the -* reciprocal of the condition number is less than machine precision, -* INFO = N+1 is returned as a warning, but the routine still goes on -* to solve for X and compute error bounds as described below. -* -* 3. The system of equations is solved for X using the factored form -* of A. -* -* 4. Iterative refinement is applied to improve the computed solution -* matrix and calculate error bounds and backward error estimates -* for it. -* -* Arguments -* ========= -* -* FACT (input) CHARACTER*1 -* Specifies whether or not the factored form of A has been -* supplied on entry. -* = 'F': On entry, AF and IPIV contain the factored form of -* A. AF and IPIV will not be modified. -* = 'N': The matrix A will be copied to AF and factored. -* -* UPLO (input) CHARACTER*1 -* = 'U': Upper triangle of A is stored; -* = 'L': Lower triangle of A is stored. -* -* N (input) INTEGER -* The number of linear equations, i.e., the order of the -* matrix A. N >= 0. -* -* NRHS (input) INTEGER -* The number of right hand sides, i.e., the number of columns -* of the matrices B and X. NRHS >= 0. -* -* A (input) DOUBLE PRECISION array, dimension (LDA,N) -* The symmetric matrix A. If UPLO = 'U', the leading N-by-N -* upper triangular part of A contains the upper triangular part -* of the matrix A, and the strictly lower triangular part of A -* is not referenced. If UPLO = 'L', the leading N-by-N lower -* triangular part of A contains the lower triangular part of -* the matrix A, and the strictly upper triangular part of A is -* not referenced. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N) -* If FACT = 'F', then AF is an input argument and on entry -* contains the block diagonal matrix D and the multipliers used -* to obtain the factor U or L from the factorization -* A = U*D*U**T or A = L*D*L**T as computed by DSYTRF. -* -* If FACT = 'N', then AF is an output argument and on exit -* returns the block diagonal matrix D and the multipliers used -* to obtain the factor U or L from the factorization -* A = U*D*U**T or A = L*D*L**T. -* -* LDAF (input) INTEGER -* The leading dimension of the array AF. LDAF >= max(1,N). -* -* IPIV (input or output) INTEGER array, dimension (N) -* If FACT = 'F', then IPIV is an input argument and on entry -* contains details of the interchanges and the block structure -* of D, as determined by DSYTRF. -* If IPIV(k) > 0, then rows and columns k and IPIV(k) were -* interchanged and D(k,k) is a 1-by-1 diagonal block. -* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and -* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) -* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = -* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were -* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. -* -* If FACT = 'N', then IPIV is an output argument and on exit -* contains details of the interchanges and the block structure -* of D, as determined by DSYTRF. -* -* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) -* The N-by-NRHS right hand side matrix B. -* -* LDB (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,N). -* -* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) -* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. -* -* LDX (input) INTEGER -* The leading dimension of the array X. LDX >= max(1,N). -* -* RCOND (output) DOUBLE PRECISION -* The estimate of the reciprocal condition number of the matrix -* A. If RCOND is less than the machine precision (in -* particular, if RCOND = 0), the matrix is singular to working -* precision. This condition is indicated by a return code of -* INFO > 0. -* -* FERR (output) DOUBLE PRECISION array, dimension (NRHS) -* The estimated forward error bound for each solution vector -* X(j) (the j-th column of the solution matrix X). -* If XTRUE is the true solution corresponding to X(j), FERR(j) -* is an estimated upper bound for the magnitude of the largest -* element in (X(j) - XTRUE) divided by the magnitude of the -* largest element in X(j). The estimate is as reliable as -* the estimate for RCOND, and is almost always a slight -* overestimate of the true error. -* -* BERR (output) DOUBLE PRECISION array, dimension (NRHS) -* The componentwise relative backward error of each solution -* vector X(j) (i.e., the smallest relative change in -* any element of A or B that makes X(j) an exact solution). -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The length of WORK. LWORK >= max(1,3*N), and for best -* performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where -* NB is the optimal blocksize for DSYTRF. -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal size of the WORK array, returns -* this value as the first entry of the WORK array, and no error -* message related to LWORK is issued by XERBLA. -* -* IWORK (workspace) INTEGER array, dimension (N) -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value -* > 0: if INFO = i, and i is -* <= N: D(i,i) is exactly zero. The factorization -* has been completed but the factor D is exactly -* singular, so the solution and error bounds could -* not be computed. RCOND = 0 is returned. -* = N+1: D is nonsingular, but RCOND is less than machine -* precision, meaning that the matrix is singular -* to working precision. Nevertheless, the -* solution and error bounds are computed because -* there are a number of situations where the -* computed solution can be more accurate than the -* value of RCOND would suggest. -* * ===================================================================== * * .. Parameters .. @@ -254,7 +369,7 @@ * IF( NOFACT ) THEN * -* Compute the factorization A = U*D*U' or A = L*D*L'. +* Compute the factorization A = U*D*U**T or A = L*D*L**T. * CALL DLACPY( UPLO, N, N, A, LDA, AF, LDAF ) CALL DSYTRF( UPLO, N, AF, LDAF, IPIV, WORK, LWORK, INFO )