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Fri Aug 6 15:28:50 2010 UTC (13 years, 9 months ago) by bertrand
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    1:       SUBROUTINE ZCGESV( N, NRHS, A, LDA, IPIV, B, LDB, X, LDX, WORK,
    2:      +                   SWORK, RWORK, ITER, INFO )
    3: *
    4: *  -- LAPACK PROTOTYPE driver routine (version 3.2) --
    5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    7: *     January 2007
    8: *
    9: *     ..
   10: *     .. Scalar Arguments ..
   11:       INTEGER            INFO, ITER, LDA, LDB, LDX, N, NRHS
   12: *     ..
   13: *     .. Array Arguments ..
   14:       INTEGER            IPIV( * )
   15:       DOUBLE PRECISION   RWORK( * )
   16:       COMPLEX            SWORK( * )
   17:       COMPLEX*16         A( LDA, * ), B( LDB, * ), WORK( N, * ),
   18:      +                   X( LDX, * )
   19: *     ..
   20: *
   21: *  Purpose
   22: *  =======
   23: *
   24: *  ZCGESV computes the solution to a complex system of linear equations
   25: *     A * X = B,
   26: *  where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
   27: *
   28: *  ZCGESV first attempts to factorize the matrix in COMPLEX and use this
   29: *  factorization within an iterative refinement procedure to produce a
   30: *  solution with COMPLEX*16 normwise backward error quality (see below).
   31: *  If the approach fails the method switches to a COMPLEX*16
   32: *  factorization and solve.
   33: *
   34: *  The iterative refinement is not going to be a winning strategy if
   35: *  the ratio COMPLEX performance over COMPLEX*16 performance is too
   36: *  small. A reasonable strategy should take the number of right-hand
   37: *  sides and the size of the matrix into account. This might be done
   38: *  with a call to ILAENV in the future. Up to now, we always try
   39: *  iterative refinement.
   40: *
   41: *  The iterative refinement process is stopped if
   42: *      ITER > ITERMAX
   43: *  or for all the RHS we have:
   44: *      RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
   45: *  where
   46: *      o ITER is the number of the current iteration in the iterative
   47: *        refinement process
   48: *      o RNRM is the infinity-norm of the residual
   49: *      o XNRM is the infinity-norm of the solution
   50: *      o ANRM is the infinity-operator-norm of the matrix A
   51: *      o EPS is the machine epsilon returned by DLAMCH('Epsilon')
   52: *  The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
   53: *  respectively.
   54: *
   55: *  Arguments
   56: *  =========
   57: *
   58: *  N       (input) INTEGER
   59: *          The number of linear equations, i.e., the order of the
   60: *          matrix A.  N >= 0.
   61: *
   62: *  NRHS    (input) INTEGER
   63: *          The number of right hand sides, i.e., the number of columns
   64: *          of the matrix B.  NRHS >= 0.
   65: *
   66: *  A       (input or input/ouptut) COMPLEX*16 array,
   67: *          dimension (LDA,N)
   68: *          On entry, the N-by-N coefficient matrix A.
   69: *          On exit, if iterative refinement has been successfully used
   70: *          (INFO.EQ.0 and ITER.GE.0, see description below), then A is
   71: *          unchanged, if double precision factorization has been used
   72: *          (INFO.EQ.0 and ITER.LT.0, see description below), then the
   73: *          array A contains the factors L and U from the factorization
   74: *          A = P*L*U; the unit diagonal elements of L are not stored.
   75: *
   76: *  LDA     (input) INTEGER
   77: *          The leading dimension of the array A.  LDA >= max(1,N).
   78: *
   79: *  IPIV    (output) INTEGER array, dimension (N)
   80: *          The pivot indices that define the permutation matrix P;
   81: *          row i of the matrix was interchanged with row IPIV(i).
   82: *          Corresponds either to the single precision factorization
   83: *          (if INFO.EQ.0 and ITER.GE.0) or the double precision
   84: *          factorization (if INFO.EQ.0 and ITER.LT.0).
   85: *
   86: *  B       (input) COMPLEX*16 array, dimension (LDB,NRHS)
   87: *          The N-by-NRHS right hand side matrix B.
   88: *
   89: *  LDB     (input) INTEGER
   90: *          The leading dimension of the array B.  LDB >= max(1,N).
   91: *
   92: *  X       (output) COMPLEX*16 array, dimension (LDX,NRHS)
   93: *          If INFO = 0, the N-by-NRHS solution matrix X.
   94: *
   95: *  LDX     (input) INTEGER
   96: *          The leading dimension of the array X.  LDX >= max(1,N).
   97: *
   98: *  WORK    (workspace) COMPLEX*16 array, dimension (N*NRHS)
   99: *          This array is used to hold the residual vectors.
  100: *
  101: *  SWORK   (workspace) COMPLEX array, dimension (N*(N+NRHS))
  102: *          This array is used to use the single precision matrix and the
  103: *          right-hand sides or solutions in single precision.
  104: *
  105: *  RWORK   (workspace) DOUBLE PRECISION array, dimension (N)
  106: *
  107: *  ITER    (output) INTEGER
  108: *          < 0: iterative refinement has failed, COMPLEX*16
  109: *               factorization has been performed
  110: *               -1 : the routine fell back to full precision for
  111: *                    implementation- or machine-specific reasons
  112: *               -2 : narrowing the precision induced an overflow,
  113: *                    the routine fell back to full precision
  114: *               -3 : failure of CGETRF
  115: *               -31: stop the iterative refinement after the 30th
  116: *                    iterations
  117: *          > 0: iterative refinement has been sucessfully used.
  118: *               Returns the number of iterations
  119: *
  120: *  INFO    (output) INTEGER
  121: *          = 0:  successful exit
  122: *          < 0:  if INFO = -i, the i-th argument had an illegal value
  123: *          > 0:  if INFO = i, U(i,i) computed in COMPLEX*16 is exactly
  124: *                zero.  The factorization has been completed, but the
  125: *                factor U is exactly singular, so the solution
  126: *                could not be computed.
  127: *
  128: *  =========
  129: *
  130: *     .. Parameters ..
  131:       LOGICAL            DOITREF
  132:       PARAMETER          ( DOITREF = .TRUE. )
  133: *
  134:       INTEGER            ITERMAX
  135:       PARAMETER          ( ITERMAX = 30 )
  136: *
  137:       DOUBLE PRECISION   BWDMAX
  138:       PARAMETER          ( BWDMAX = 1.0E+00 )
  139: *
  140:       COMPLEX*16         NEGONE, ONE
  141:       PARAMETER          ( NEGONE = ( -1.0D+00, 0.0D+00 ),
  142:      +                   ONE = ( 1.0D+00, 0.0D+00 ) )
  143: *
  144: *     .. Local Scalars ..
  145:       INTEGER            I, IITER, PTSA, PTSX
  146:       DOUBLE PRECISION   ANRM, CTE, EPS, RNRM, XNRM
  147:       COMPLEX*16         ZDUM
  148: *
  149: *     .. External Subroutines ..
  150:       EXTERNAL           CGETRS, CGETRF, CLAG2Z, XERBLA, ZAXPY, ZGEMM,
  151:      +                   ZLACPY, ZLAG2C
  152: *     ..
  153: *     .. External Functions ..
  154:       INTEGER            IZAMAX
  155:       DOUBLE PRECISION   DLAMCH, ZLANGE
  156:       EXTERNAL           IZAMAX, DLAMCH, ZLANGE
  157: *     ..
  158: *     .. Intrinsic Functions ..
  159:       INTRINSIC          ABS, DBLE, MAX, SQRT
  160: *     ..
  161: *     .. Statement Functions ..
  162:       DOUBLE PRECISION   CABS1
  163: *     ..
  164: *     .. Statement Function definitions ..
  165:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  166: *     ..
  167: *     .. Executable Statements ..
  168: *
  169:       INFO = 0
  170:       ITER = 0
  171: *
  172: *     Test the input parameters.
  173: *
  174:       IF( N.LT.0 ) THEN
  175:          INFO = -1
  176:       ELSE IF( NRHS.LT.0 ) THEN
  177:          INFO = -2
  178:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  179:          INFO = -4
  180:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  181:          INFO = -7
  182:       ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  183:          INFO = -9
  184:       END IF
  185:       IF( INFO.NE.0 ) THEN
  186:          CALL XERBLA( 'ZCGESV', -INFO )
  187:          RETURN
  188:       END IF
  189: *
  190: *     Quick return if (N.EQ.0).
  191: *
  192:       IF( N.EQ.0 )
  193:      +   RETURN
  194: *
  195: *     Skip single precision iterative refinement if a priori slower
  196: *     than double precision factorization.
  197: *
  198:       IF( .NOT.DOITREF ) THEN
  199:          ITER = -1
  200:          GO TO 40
  201:       END IF
  202: *
  203: *     Compute some constants.
  204: *
  205:       ANRM = ZLANGE( 'I', N, N, A, LDA, RWORK )
  206:       EPS = DLAMCH( 'Epsilon' )
  207:       CTE = ANRM*EPS*SQRT( DBLE( N ) )*BWDMAX
  208: *
  209: *     Set the indices PTSA, PTSX for referencing SA and SX in SWORK.
  210: *
  211:       PTSA = 1
  212:       PTSX = PTSA + N*N
  213: *
  214: *     Convert B from double precision to single precision and store the
  215: *     result in SX.
  216: *
  217:       CALL ZLAG2C( N, NRHS, B, LDB, SWORK( PTSX ), N, INFO )
  218: *
  219:       IF( INFO.NE.0 ) THEN
  220:          ITER = -2
  221:          GO TO 40
  222:       END IF
  223: *
  224: *     Convert A from double precision to single precision and store the
  225: *     result in SA.
  226: *
  227:       CALL ZLAG2C( N, N, A, LDA, SWORK( PTSA ), N, INFO )
  228: *
  229:       IF( INFO.NE.0 ) THEN
  230:          ITER = -2
  231:          GO TO 40
  232:       END IF
  233: *
  234: *     Compute the LU factorization of SA.
  235: *
  236:       CALL CGETRF( N, N, SWORK( PTSA ), N, IPIV, INFO )
  237: *
  238:       IF( INFO.NE.0 ) THEN
  239:          ITER = -3
  240:          GO TO 40
  241:       END IF
  242: *
  243: *     Solve the system SA*SX = SB.
  244: *
  245:       CALL CGETRS( 'No transpose', N, NRHS, SWORK( PTSA ), N, IPIV,
  246:      +             SWORK( PTSX ), N, INFO )
  247: *
  248: *     Convert SX back to double precision
  249: *
  250:       CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, X, LDX, INFO )
  251: *
  252: *     Compute R = B - AX (R is WORK).
  253: *
  254:       CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N )
  255: *
  256:       CALL ZGEMM( 'No Transpose', 'No Transpose', N, NRHS, N, NEGONE, A,
  257:      +            LDA, X, LDX, ONE, WORK, N )
  258: *
  259: *     Check whether the NRHS normwise backward errors satisfy the
  260: *     stopping criterion. If yes, set ITER=0 and return.
  261: *
  262:       DO I = 1, NRHS
  263:          XNRM = CABS1( X( IZAMAX( N, X( 1, I ), 1 ), I ) )
  264:          RNRM = CABS1( WORK( IZAMAX( N, WORK( 1, I ), 1 ), I ) )
  265:          IF( RNRM.GT.XNRM*CTE )
  266:      +      GO TO 10
  267:       END DO
  268: *
  269: *     If we are here, the NRHS normwise backward errors satisfy the
  270: *     stopping criterion. We are good to exit.
  271: *
  272:       ITER = 0
  273:       RETURN
  274: *
  275:    10 CONTINUE
  276: *
  277:       DO 30 IITER = 1, ITERMAX
  278: *
  279: *        Convert R (in WORK) from double precision to single precision
  280: *        and store the result in SX.
  281: *
  282:          CALL ZLAG2C( N, NRHS, WORK, N, SWORK( PTSX ), N, INFO )
  283: *
  284:          IF( INFO.NE.0 ) THEN
  285:             ITER = -2
  286:             GO TO 40
  287:          END IF
  288: *
  289: *        Solve the system SA*SX = SR.
  290: *
  291:          CALL CGETRS( 'No transpose', N, NRHS, SWORK( PTSA ), N, IPIV,
  292:      +                SWORK( PTSX ), N, INFO )
  293: *
  294: *        Convert SX back to double precision and update the current
  295: *        iterate.
  296: *
  297:          CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, WORK, N, INFO )
  298: *
  299:          DO I = 1, NRHS
  300:             CALL ZAXPY( N, ONE, WORK( 1, I ), 1, X( 1, I ), 1 )
  301:          END DO
  302: *
  303: *        Compute R = B - AX (R is WORK).
  304: *
  305:          CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N )
  306: *
  307:          CALL ZGEMM( 'No Transpose', 'No Transpose', N, NRHS, N, NEGONE,
  308:      +               A, LDA, X, LDX, ONE, WORK, N )
  309: *
  310: *        Check whether the NRHS normwise backward errors satisfy the
  311: *        stopping criterion. If yes, set ITER=IITER>0 and return.
  312: *
  313:          DO I = 1, NRHS
  314:             XNRM = CABS1( X( IZAMAX( N, X( 1, I ), 1 ), I ) )
  315:             RNRM = CABS1( WORK( IZAMAX( N, WORK( 1, I ), 1 ), I ) )
  316:             IF( RNRM.GT.XNRM*CTE )
  317:      +         GO TO 20
  318:          END DO
  319: *
  320: *        If we are here, the NRHS normwise backward errors satisfy the
  321: *        stopping criterion, we are good to exit.
  322: *
  323:          ITER = IITER
  324: *
  325:          RETURN
  326: *
  327:    20    CONTINUE
  328: *
  329:    30 CONTINUE
  330: *
  331: *     If we are at this place of the code, this is because we have
  332: *     performed ITER=ITERMAX iterations and never satisified the stopping
  333: *     criterion, set up the ITER flag accordingly and follow up on double
  334: *     precision routine.
  335: *
  336:       ITER = -ITERMAX - 1
  337: *
  338:    40 CONTINUE
  339: *
  340: *     Single-precision iterative refinement failed to converge to a
  341: *     satisfactory solution, so we resort to double precision.
  342: *
  343:       CALL ZGETRF( N, N, A, LDA, IPIV, INFO )
  344: *
  345:       IF( INFO.NE.0 )
  346:      +   RETURN
  347: *
  348:       CALL ZLACPY( 'All', N, NRHS, B, LDB, X, LDX )
  349:       CALL ZGETRS( 'No transpose', N, NRHS, A, LDA, IPIV, X, LDX,
  350:      +             INFO )
  351: *
  352:       RETURN
  353: *
  354: *     End of ZCGESV.
  355: *
  356:       END

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