Annotation of rpl/lapack/lapack/zgbsvxx.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE ZGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB,
! 2: $ LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX,
! 3: $ RCOND, RPVGRW, BERR, N_ERR_BNDS,
! 4: $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
! 5: $ WORK, RWORK, INFO )
! 6: *
! 7: * -- LAPACK driver routine (version 3.2.2) --
! 8: * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
! 9: * -- Jason Riedy of Univ. of California Berkeley. --
! 10: * -- June 2010 --
! 11: *
! 12: * -- LAPACK is a software package provided by Univ. of Tennessee, --
! 13: * -- Univ. of California Berkeley and NAG Ltd. --
! 14: *
! 15: IMPLICIT NONE
! 16: * ..
! 17: * .. Scalar Arguments ..
! 18: CHARACTER EQUED, FACT, TRANS
! 19: INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS,
! 20: $ N_ERR_BNDS
! 21: DOUBLE PRECISION RCOND, RPVGRW
! 22: * ..
! 23: * .. Array Arguments ..
! 24: INTEGER IPIV( * )
! 25: COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
! 26: $ X( LDX , * ),WORK( * )
! 27: DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
! 28: $ ERR_BNDS_NORM( NRHS, * ),
! 29: $ ERR_BNDS_COMP( NRHS, * ), RWORK( * )
! 30: * ..
! 31: *
! 32: * Purpose
! 33: * =======
! 34: *
! 35: * ZGBSVXX uses the LU factorization to compute the solution to a
! 36: * complex*16 system of linear equations A * X = B, where A is an
! 37: * N-by-N matrix and X and B are N-by-NRHS matrices.
! 38: *
! 39: * If requested, both normwise and maximum componentwise error bounds
! 40: * are returned. ZGBSVXX will return a solution with a tiny
! 41: * guaranteed error (O(eps) where eps is the working machine
! 42: * precision) unless the matrix is very ill-conditioned, in which
! 43: * case a warning is returned. Relevant condition numbers also are
! 44: * calculated and returned.
! 45: *
! 46: * ZGBSVXX accepts user-provided factorizations and equilibration
! 47: * factors; see the definitions of the FACT and EQUED options.
! 48: * Solving with refinement and using a factorization from a previous
! 49: * ZGBSVXX call will also produce a solution with either O(eps)
! 50: * errors or warnings, but we cannot make that claim for general
! 51: * user-provided factorizations and equilibration factors if they
! 52: * differ from what ZGBSVXX would itself produce.
! 53: *
! 54: * Description
! 55: * ===========
! 56: *
! 57: * The following steps are performed:
! 58: *
! 59: * 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
! 60: * the system:
! 61: *
! 62: * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
! 63: * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
! 64: * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
! 65: *
! 66: * Whether or not the system will be equilibrated depends on the
! 67: * scaling of the matrix A, but if equilibration is used, A is
! 68: * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
! 69: * or diag(C)*B (if TRANS = 'T' or 'C').
! 70: *
! 71: * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
! 72: * the matrix A (after equilibration if FACT = 'E') as
! 73: *
! 74: * A = P * L * U,
! 75: *
! 76: * where P is a permutation matrix, L is a unit lower triangular
! 77: * matrix, and U is upper triangular.
! 78: *
! 79: * 3. If some U(i,i)=0, so that U is exactly singular, then the
! 80: * routine returns with INFO = i. Otherwise, the factored form of A
! 81: * is used to estimate the condition number of the matrix A (see
! 82: * argument RCOND). If the reciprocal of the condition number is less
! 83: * than machine precision, the routine still goes on to solve for X
! 84: * and compute error bounds as described below.
! 85: *
! 86: * 4. The system of equations is solved for X using the factored form
! 87: * of A.
! 88: *
! 89: * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
! 90: * the routine will use iterative refinement to try to get a small
! 91: * error and error bounds. Refinement calculates the residual to at
! 92: * least twice the working precision.
! 93: *
! 94: * 6. If equilibration was used, the matrix X is premultiplied by
! 95: * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
! 96: * that it solves the original system before equilibration.
! 97: *
! 98: * Arguments
! 99: * =========
! 100: *
! 101: * Some optional parameters are bundled in the PARAMS array. These
! 102: * settings determine how refinement is performed, but often the
! 103: * defaults are acceptable. If the defaults are acceptable, users
! 104: * can pass NPARAMS = 0 which prevents the source code from accessing
! 105: * the PARAMS argument.
! 106: *
! 107: * FACT (input) CHARACTER*1
! 108: * Specifies whether or not the factored form of the matrix A is
! 109: * supplied on entry, and if not, whether the matrix A should be
! 110: * equilibrated before it is factored.
! 111: * = 'F': On entry, AF and IPIV contain the factored form of A.
! 112: * If EQUED is not 'N', the matrix A has been
! 113: * equilibrated with scaling factors given by R and C.
! 114: * A, AF, and IPIV are not modified.
! 115: * = 'N': The matrix A will be copied to AF and factored.
! 116: * = 'E': The matrix A will be equilibrated if necessary, then
! 117: * copied to AF and factored.
! 118: *
! 119: * TRANS (input) CHARACTER*1
! 120: * Specifies the form of the system of equations:
! 121: * = 'N': A * X = B (No transpose)
! 122: * = 'T': A**T * X = B (Transpose)
! 123: * = 'C': A**H * X = B (Conjugate Transpose = Transpose)
! 124: *
! 125: * N (input) INTEGER
! 126: * The number of linear equations, i.e., the order of the
! 127: * matrix A. N >= 0.
! 128: *
! 129: * KL (input) INTEGER
! 130: * The number of subdiagonals within the band of A. KL >= 0.
! 131: *
! 132: * KU (input) INTEGER
! 133: * The number of superdiagonals within the band of A. KU >= 0.
! 134: *
! 135: * NRHS (input) INTEGER
! 136: * The number of right hand sides, i.e., the number of columns
! 137: * of the matrices B and X. NRHS >= 0.
! 138: *
! 139: * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
! 140: * On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
! 141: * The j-th column of A is stored in the j-th column of the
! 142: * array AB as follows:
! 143: * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
! 144: *
! 145: * If FACT = 'F' and EQUED is not 'N', then AB must have been
! 146: * equilibrated by the scaling factors in R and/or C. AB is not
! 147: * modified if FACT = 'F' or 'N', or if FACT = 'E' and
! 148: * EQUED = 'N' on exit.
! 149: *
! 150: * On exit, if EQUED .ne. 'N', A is scaled as follows:
! 151: * EQUED = 'R': A := diag(R) * A
! 152: * EQUED = 'C': A := A * diag(C)
! 153: * EQUED = 'B': A := diag(R) * A * diag(C).
! 154: *
! 155: * LDAB (input) INTEGER
! 156: * The leading dimension of the array AB. LDAB >= KL+KU+1.
! 157: *
! 158: * AFB (input or output) COMPLEX*16 array, dimension (LDAFB,N)
! 159: * If FACT = 'F', then AFB is an input argument and on entry
! 160: * contains details of the LU factorization of the band matrix
! 161: * A, as computed by ZGBTRF. U is stored as an upper triangular
! 162: * band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
! 163: * and the multipliers used during the factorization are stored
! 164: * in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
! 165: * the factored form of the equilibrated matrix A.
! 166: *
! 167: * If FACT = 'N', then AF is an output argument and on exit
! 168: * returns the factors L and U from the factorization A = P*L*U
! 169: * of the original matrix A.
! 170: *
! 171: * If FACT = 'E', then AF is an output argument and on exit
! 172: * returns the factors L and U from the factorization A = P*L*U
! 173: * of the equilibrated matrix A (see the description of A for
! 174: * the form of the equilibrated matrix).
! 175: *
! 176: * LDAFB (input) INTEGER
! 177: * The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
! 178: *
! 179: * IPIV (input or output) INTEGER array, dimension (N)
! 180: * If FACT = 'F', then IPIV is an input argument and on entry
! 181: * contains the pivot indices from the factorization A = P*L*U
! 182: * as computed by DGETRF; row i of the matrix was interchanged
! 183: * with row IPIV(i).
! 184: *
! 185: * If FACT = 'N', then IPIV is an output argument and on exit
! 186: * contains the pivot indices from the factorization A = P*L*U
! 187: * of the original matrix A.
! 188: *
! 189: * If FACT = 'E', then IPIV is an output argument and on exit
! 190: * contains the pivot indices from the factorization A = P*L*U
! 191: * of the equilibrated matrix A.
! 192: *
! 193: * EQUED (input or output) CHARACTER*1
! 194: * Specifies the form of equilibration that was done.
! 195: * = 'N': No equilibration (always true if FACT = 'N').
! 196: * = 'R': Row equilibration, i.e., A has been premultiplied by
! 197: * diag(R).
! 198: * = 'C': Column equilibration, i.e., A has been postmultiplied
! 199: * by diag(C).
! 200: * = 'B': Both row and column equilibration, i.e., A has been
! 201: * replaced by diag(R) * A * diag(C).
! 202: * EQUED is an input argument if FACT = 'F'; otherwise, it is an
! 203: * output argument.
! 204: *
! 205: * R (input or output) DOUBLE PRECISION array, dimension (N)
! 206: * The row scale factors for A. If EQUED = 'R' or 'B', A is
! 207: * multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
! 208: * is not accessed. R is an input argument if FACT = 'F';
! 209: * otherwise, R is an output argument. If FACT = 'F' and
! 210: * EQUED = 'R' or 'B', each element of R must be positive.
! 211: * If R is output, each element of R is a power of the radix.
! 212: * If R is input, each element of R should be a power of the radix
! 213: * to ensure a reliable solution and error estimates. Scaling by
! 214: * powers of the radix does not cause rounding errors unless the
! 215: * result underflows or overflows. Rounding errors during scaling
! 216: * lead to refining with a matrix that is not equivalent to the
! 217: * input matrix, producing error estimates that may not be
! 218: * reliable.
! 219: *
! 220: * C (input or output) DOUBLE PRECISION array, dimension (N)
! 221: * The column scale factors for A. If EQUED = 'C' or 'B', A is
! 222: * multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
! 223: * is not accessed. C is an input argument if FACT = 'F';
! 224: * otherwise, C is an output argument. If FACT = 'F' and
! 225: * EQUED = 'C' or 'B', each element of C must be positive.
! 226: * If C is output, each element of C is a power of the radix.
! 227: * If C is input, each element of C should be a power of the radix
! 228: * to ensure a reliable solution and error estimates. Scaling by
! 229: * powers of the radix does not cause rounding errors unless the
! 230: * result underflows or overflows. Rounding errors during scaling
! 231: * lead to refining with a matrix that is not equivalent to the
! 232: * input matrix, producing error estimates that may not be
! 233: * reliable.
! 234: *
! 235: * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
! 236: * On entry, the N-by-NRHS right hand side matrix B.
! 237: * On exit,
! 238: * if EQUED = 'N', B is not modified;
! 239: * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
! 240: * diag(R)*B;
! 241: * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
! 242: * overwritten by diag(C)*B.
! 243: *
! 244: * LDB (input) INTEGER
! 245: * The leading dimension of the array B. LDB >= max(1,N).
! 246: *
! 247: * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
! 248: * If INFO = 0, the N-by-NRHS solution matrix X to the original
! 249: * system of equations. Note that A and B are modified on exit
! 250: * if EQUED .ne. 'N', and the solution to the equilibrated system is
! 251: * inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
! 252: * inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
! 253: *
! 254: * LDX (input) INTEGER
! 255: * The leading dimension of the array X. LDX >= max(1,N).
! 256: *
! 257: * RCOND (output) DOUBLE PRECISION
! 258: * Reciprocal scaled condition number. This is an estimate of the
! 259: * reciprocal Skeel condition number of the matrix A after
! 260: * equilibration (if done). If this is less than the machine
! 261: * precision (in particular, if it is zero), the matrix is singular
! 262: * to working precision. Note that the error may still be small even
! 263: * if this number is very small and the matrix appears ill-
! 264: * conditioned.
! 265: *
! 266: * RPVGRW (output) DOUBLE PRECISION
! 267: * Reciprocal pivot growth. On exit, this contains the reciprocal
! 268: * pivot growth factor norm(A)/norm(U). The "max absolute element"
! 269: * norm is used. If this is much less than 1, then the stability of
! 270: * the LU factorization of the (equilibrated) matrix A could be poor.
! 271: * This also means that the solution X, estimated condition numbers,
! 272: * and error bounds could be unreliable. If factorization fails with
! 273: * 0<INFO<=N, then this contains the reciprocal pivot growth factor
! 274: * for the leading INFO columns of A. In DGESVX, this quantity is
! 275: * returned in WORK(1).
! 276: *
! 277: * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
! 278: * Componentwise relative backward error. This is the
! 279: * componentwise relative backward error of each solution vector X(j)
! 280: * (i.e., the smallest relative change in any element of A or B that
! 281: * makes X(j) an exact solution).
! 282: *
! 283: * N_ERR_BNDS (input) INTEGER
! 284: * Number of error bounds to return for each right hand side
! 285: * and each type (normwise or componentwise). See ERR_BNDS_NORM and
! 286: * ERR_BNDS_COMP below.
! 287: *
! 288: * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
! 289: * For each right-hand side, this array contains information about
! 290: * various error bounds and condition numbers corresponding to the
! 291: * normwise relative error, which is defined as follows:
! 292: *
! 293: * Normwise relative error in the ith solution vector:
! 294: * max_j (abs(XTRUE(j,i) - X(j,i)))
! 295: * ------------------------------
! 296: * max_j abs(X(j,i))
! 297: *
! 298: * The array is indexed by the type of error information as described
! 299: * below. There currently are up to three pieces of information
! 300: * returned.
! 301: *
! 302: * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
! 303: * right-hand side.
! 304: *
! 305: * The second index in ERR_BNDS_NORM(:,err) contains the following
! 306: * three fields:
! 307: * err = 1 "Trust/don't trust" boolean. Trust the answer if the
! 308: * reciprocal condition number is less than the threshold
! 309: * sqrt(n) * dlamch('Epsilon').
! 310: *
! 311: * err = 2 "Guaranteed" error bound: The estimated forward error,
! 312: * almost certainly within a factor of 10 of the true error
! 313: * so long as the next entry is greater than the threshold
! 314: * sqrt(n) * dlamch('Epsilon'). This error bound should only
! 315: * be trusted if the previous boolean is true.
! 316: *
! 317: * err = 3 Reciprocal condition number: Estimated normwise
! 318: * reciprocal condition number. Compared with the threshold
! 319: * sqrt(n) * dlamch('Epsilon') to determine if the error
! 320: * estimate is "guaranteed". These reciprocal condition
! 321: * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
! 322: * appropriately scaled matrix Z.
! 323: * Let Z = S*A, where S scales each row by a power of the
! 324: * radix so all absolute row sums of Z are approximately 1.
! 325: *
! 326: * See Lapack Working Note 165 for further details and extra
! 327: * cautions.
! 328: *
! 329: * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
! 330: * For each right-hand side, this array contains information about
! 331: * various error bounds and condition numbers corresponding to the
! 332: * componentwise relative error, which is defined as follows:
! 333: *
! 334: * Componentwise relative error in the ith solution vector:
! 335: * abs(XTRUE(j,i) - X(j,i))
! 336: * max_j ----------------------
! 337: * abs(X(j,i))
! 338: *
! 339: * The array is indexed by the right-hand side i (on which the
! 340: * componentwise relative error depends), and the type of error
! 341: * information as described below. There currently are up to three
! 342: * pieces of information returned for each right-hand side. If
! 343: * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
! 344: * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
! 345: * the first (:,N_ERR_BNDS) entries are returned.
! 346: *
! 347: * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
! 348: * right-hand side.
! 349: *
! 350: * The second index in ERR_BNDS_COMP(:,err) contains the following
! 351: * three fields:
! 352: * err = 1 "Trust/don't trust" boolean. Trust the answer if the
! 353: * reciprocal condition number is less than the threshold
! 354: * sqrt(n) * dlamch('Epsilon').
! 355: *
! 356: * err = 2 "Guaranteed" error bound: The estimated forward error,
! 357: * almost certainly within a factor of 10 of the true error
! 358: * so long as the next entry is greater than the threshold
! 359: * sqrt(n) * dlamch('Epsilon'). This error bound should only
! 360: * be trusted if the previous boolean is true.
! 361: *
! 362: * err = 3 Reciprocal condition number: Estimated componentwise
! 363: * reciprocal condition number. Compared with the threshold
! 364: * sqrt(n) * dlamch('Epsilon') to determine if the error
! 365: * estimate is "guaranteed". These reciprocal condition
! 366: * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
! 367: * appropriately scaled matrix Z.
! 368: * Let Z = S*(A*diag(x)), where x is the solution for the
! 369: * current right-hand side and S scales each row of
! 370: * A*diag(x) by a power of the radix so all absolute row
! 371: * sums of Z are approximately 1.
! 372: *
! 373: * See Lapack Working Note 165 for further details and extra
! 374: * cautions.
! 375: *
! 376: * NPARAMS (input) INTEGER
! 377: * Specifies the number of parameters set in PARAMS. If .LE. 0, the
! 378: * PARAMS array is never referenced and default values are used.
! 379: *
! 380: * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
! 381: * Specifies algorithm parameters. If an entry is .LT. 0.0, then
! 382: * that entry will be filled with default value used for that
! 383: * parameter. Only positions up to NPARAMS are accessed; defaults
! 384: * are used for higher-numbered parameters.
! 385: *
! 386: * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
! 387: * refinement or not.
! 388: * Default: 1.0D+0
! 389: * = 0.0 : No refinement is performed, and no error bounds are
! 390: * computed.
! 391: * = 1.0 : Use the extra-precise refinement algorithm.
! 392: * (other values are reserved for future use)
! 393: *
! 394: * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
! 395: * computations allowed for refinement.
! 396: * Default: 10
! 397: * Aggressive: Set to 100 to permit convergence using approximate
! 398: * factorizations or factorizations other than LU. If
! 399: * the factorization uses a technique other than
! 400: * Gaussian elimination, the guarantees in
! 401: * err_bnds_norm and err_bnds_comp may no longer be
! 402: * trustworthy.
! 403: *
! 404: * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
! 405: * will attempt to find a solution with small componentwise
! 406: * relative error in the double-precision algorithm. Positive
! 407: * is true, 0.0 is false.
! 408: * Default: 1.0 (attempt componentwise convergence)
! 409: *
! 410: * WORK (workspace) COMPLEX*16 array, dimension (2*N)
! 411: *
! 412: * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
! 413: *
! 414: * INFO (output) INTEGER
! 415: * = 0: Successful exit. The solution to every right-hand side is
! 416: * guaranteed.
! 417: * < 0: If INFO = -i, the i-th argument had an illegal value
! 418: * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
! 419: * has been completed, but the factor U is exactly singular, so
! 420: * the solution and error bounds could not be computed. RCOND = 0
! 421: * is returned.
! 422: * = N+J: The solution corresponding to the Jth right-hand side is
! 423: * not guaranteed. The solutions corresponding to other right-
! 424: * hand sides K with K > J may not be guaranteed as well, but
! 425: * only the first such right-hand side is reported. If a small
! 426: * componentwise error is not requested (PARAMS(3) = 0.0) then
! 427: * the Jth right-hand side is the first with a normwise error
! 428: * bound that is not guaranteed (the smallest J such
! 429: * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
! 430: * the Jth right-hand side is the first with either a normwise or
! 431: * componentwise error bound that is not guaranteed (the smallest
! 432: * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
! 433: * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
! 434: * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
! 435: * about all of the right-hand sides check ERR_BNDS_NORM or
! 436: * ERR_BNDS_COMP.
! 437: *
! 438: * ==================================================================
! 439: *
! 440: * .. Parameters ..
! 441: DOUBLE PRECISION ZERO, ONE
! 442: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
! 443: INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
! 444: INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
! 445: INTEGER CMP_ERR_I, PIV_GROWTH_I
! 446: PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
! 447: $ BERR_I = 3 )
! 448: PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
! 449: PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
! 450: $ PIV_GROWTH_I = 9 )
! 451: * ..
! 452: * .. Local Scalars ..
! 453: LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
! 454: INTEGER INFEQU, I, J, KL, KU
! 455: DOUBLE PRECISION AMAX, BIGNUM, COLCND, RCMAX, RCMIN,
! 456: $ ROWCND, SMLNUM
! 457: * ..
! 458: * .. External Functions ..
! 459: EXTERNAL LSAME, DLAMCH, ZLA_GBRPVGRW
! 460: LOGICAL LSAME
! 461: DOUBLE PRECISION DLAMCH, ZLA_GBRPVGRW
! 462: * ..
! 463: * .. External Subroutines ..
! 464: EXTERNAL ZGBEQUB, ZGBTRF, ZGBTRS, ZLACPY, ZLAQGB,
! 465: $ XERBLA, ZLASCL2, ZGBRFSX
! 466: * ..
! 467: * .. Intrinsic Functions ..
! 468: INTRINSIC MAX, MIN
! 469: * ..
! 470: * .. Executable Statements ..
! 471: *
! 472: INFO = 0
! 473: NOFACT = LSAME( FACT, 'N' )
! 474: EQUIL = LSAME( FACT, 'E' )
! 475: NOTRAN = LSAME( TRANS, 'N' )
! 476: SMLNUM = DLAMCH( 'Safe minimum' )
! 477: BIGNUM = ONE / SMLNUM
! 478: IF( NOFACT .OR. EQUIL ) THEN
! 479: EQUED = 'N'
! 480: ROWEQU = .FALSE.
! 481: COLEQU = .FALSE.
! 482: ELSE
! 483: ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
! 484: COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
! 485: END IF
! 486: *
! 487: * Default is failure. If an input parameter is wrong or
! 488: * factorization fails, make everything look horrible. Only the
! 489: * pivot growth is set here, the rest is initialized in ZGBRFSX.
! 490: *
! 491: RPVGRW = ZERO
! 492: *
! 493: * Test the input parameters. PARAMS is not tested until DGERFSX.
! 494: *
! 495: IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.
! 496: $ LSAME( FACT, 'F' ) ) THEN
! 497: INFO = -1
! 498: ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
! 499: $ LSAME( TRANS, 'C' ) ) THEN
! 500: INFO = -2
! 501: ELSE IF( N.LT.0 ) THEN
! 502: INFO = -3
! 503: ELSE IF( KL.LT.0 ) THEN
! 504: INFO = -4
! 505: ELSE IF( KU.LT.0 ) THEN
! 506: INFO = -5
! 507: ELSE IF( NRHS.LT.0 ) THEN
! 508: INFO = -6
! 509: ELSE IF( LDAB.LT.KL+KU+1 ) THEN
! 510: INFO = -8
! 511: ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN
! 512: INFO = -10
! 513: ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
! 514: $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
! 515: INFO = -12
! 516: ELSE
! 517: IF( ROWEQU ) THEN
! 518: RCMIN = BIGNUM
! 519: RCMAX = ZERO
! 520: DO 10 J = 1, N
! 521: RCMIN = MIN( RCMIN, R( J ) )
! 522: RCMAX = MAX( RCMAX, R( J ) )
! 523: 10 CONTINUE
! 524: IF( RCMIN.LE.ZERO ) THEN
! 525: INFO = -13
! 526: ELSE IF( N.GT.0 ) THEN
! 527: ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
! 528: ELSE
! 529: ROWCND = ONE
! 530: END IF
! 531: END IF
! 532: IF( COLEQU .AND. INFO.EQ.0 ) THEN
! 533: RCMIN = BIGNUM
! 534: RCMAX = ZERO
! 535: DO 20 J = 1, N
! 536: RCMIN = MIN( RCMIN, C( J ) )
! 537: RCMAX = MAX( RCMAX, C( J ) )
! 538: 20 CONTINUE
! 539: IF( RCMIN.LE.ZERO ) THEN
! 540: INFO = -14
! 541: ELSE IF( N.GT.0 ) THEN
! 542: COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
! 543: ELSE
! 544: COLCND = ONE
! 545: END IF
! 546: END IF
! 547: IF( INFO.EQ.0 ) THEN
! 548: IF( LDB.LT.MAX( 1, N ) ) THEN
! 549: INFO = -15
! 550: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
! 551: INFO = -16
! 552: END IF
! 553: END IF
! 554: END IF
! 555: *
! 556: IF( INFO.NE.0 ) THEN
! 557: CALL XERBLA( 'ZGBSVXX', -INFO )
! 558: RETURN
! 559: END IF
! 560: *
! 561: IF( EQUIL ) THEN
! 562: *
! 563: * Compute row and column scalings to equilibrate the matrix A.
! 564: *
! 565: CALL ZGBEQUB( N, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
! 566: $ AMAX, INFEQU )
! 567: IF( INFEQU.EQ.0 ) THEN
! 568: *
! 569: * Equilibrate the matrix.
! 570: *
! 571: CALL ZLAQGB( N, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
! 572: $ AMAX, EQUED )
! 573: ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
! 574: COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
! 575: END IF
! 576: *
! 577: * If the scaling factors are not applied, set them to 1.0.
! 578: *
! 579: IF ( .NOT.ROWEQU ) THEN
! 580: DO J = 1, N
! 581: R( J ) = 1.0D+0
! 582: END DO
! 583: END IF
! 584: IF ( .NOT.COLEQU ) THEN
! 585: DO J = 1, N
! 586: C( J ) = 1.0D+0
! 587: END DO
! 588: END IF
! 589: END IF
! 590: *
! 591: * Scale the right-hand side.
! 592: *
! 593: IF( NOTRAN ) THEN
! 594: IF( ROWEQU ) CALL ZLASCL2( N, NRHS, R, B, LDB )
! 595: ELSE
! 596: IF( COLEQU ) CALL ZLASCL2( N, NRHS, C, B, LDB )
! 597: END IF
! 598: *
! 599: IF( NOFACT .OR. EQUIL ) THEN
! 600: *
! 601: * Compute the LU factorization of A.
! 602: *
! 603: DO 40, J = 1, N
! 604: DO 30, I = KL+1, 2*KL+KU+1
! 605: AFB( I, J ) = AB( I-KL, J )
! 606: 30 CONTINUE
! 607: 40 CONTINUE
! 608: CALL ZGBTRF( N, N, KL, KU, AFB, LDAFB, IPIV, INFO )
! 609: *
! 610: * Return if INFO is non-zero.
! 611: *
! 612: IF( INFO.GT.0 ) THEN
! 613: *
! 614: * Pivot in column INFO is exactly 0
! 615: * Compute the reciprocal pivot growth factor of the
! 616: * leading rank-deficient INFO columns of A.
! 617: *
! 618: RPVGRW = ZLA_GBRPVGRW( N, KL, KU, INFO, AB, LDAB, AFB,
! 619: $ LDAFB )
! 620: RETURN
! 621: END IF
! 622: END IF
! 623: *
! 624: * Compute the reciprocal pivot growth factor RPVGRW.
! 625: *
! 626: RPVGRW = ZLA_GBRPVGRW( N, KL, KU, N, AB, LDAB, AFB, LDAFB )
! 627: *
! 628: * Compute the solution matrix X.
! 629: *
! 630: CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
! 631: CALL ZGBTRS( TRANS, N, KL, KU, NRHS, AFB, LDAFB, IPIV, X, LDX,
! 632: $ INFO )
! 633: *
! 634: * Use iterative refinement to improve the computed solution and
! 635: * compute error bounds and backward error estimates for it.
! 636: *
! 637: CALL ZGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB,
! 638: $ IPIV, R, C, B, LDB, X, LDX, RCOND, BERR,
! 639: $ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
! 640: $ WORK, RWORK, INFO )
! 641:
! 642: *
! 643: * Scale solutions.
! 644: *
! 645: IF ( COLEQU .AND. NOTRAN ) THEN
! 646: CALL ZLASCL2( N, NRHS, C, X, LDX )
! 647: ELSE IF ( ROWEQU .AND. .NOT.NOTRAN ) THEN
! 648: CALL ZLASCL2( N, NRHS, R, X, LDX )
! 649: END IF
! 650: *
! 651: RETURN
! 652: *
! 653: * End of ZGBSVXX
! 654: *
! 655: END
CVSweb interface <joel.bertrand@systella.fr>