--- rpl/lapack/lapack/zgtsvx.f 2010/12/21 13:53:45 1.7 +++ rpl/lapack/lapack/zgtsvx.f 2011/11/21 20:43:11 1.8 @@ -1,11 +1,303 @@ +*> \brief \b ZGTSVX +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZGTSVX + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, +* DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, +* WORK, RWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER FACT, TRANS +* INTEGER INFO, LDB, LDX, N, NRHS +* DOUBLE PRECISION RCOND +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ) +* COMPLEX*16 B( LDB, * ), D( * ), DF( * ), DL( * ), +* $ DLF( * ), DU( * ), DU2( * ), DUF( * ), +* $ WORK( * ), X( LDX, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZGTSVX uses the LU factorization to compute the solution to a complex +*> system of linear equations A * X = B, A**T * X = B, or A**H * X = B, +*> where A is a tridiagonal matrix of order N 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 LU decomposition is used to factor the matrix A +*> as A = L * U, where L is a product of permutation and unit lower +*> bidiagonal matrices and U is upper triangular with nonzeros in +*> only the main diagonal and first two superdiagonals. +*> +*> 2. If some U(i,i)=0, so that U 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': DLF, DF, DUF, DU2, and IPIV contain the factored form +*> of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not +*> be modified. +*> = 'N': The matrix will be copied to DLF, DF, and DUF +*> and factored. +*> \endverbatim +*> +*> \param[in] TRANS +*> \verbatim +*> TRANS is CHARACTER*1 +*> Specifies the form of the system of equations: +*> = 'N': A * X = B (No transpose) +*> = 'T': A**T * X = B (Transpose) +*> = 'C': A**H * X = B (Conjugate transpose) +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> 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 matrix B. NRHS >= 0. +*> \endverbatim +*> +*> \param[in] DL +*> \verbatim +*> DL is COMPLEX*16 array, dimension (N-1) +*> The (n-1) subdiagonal elements of A. +*> \endverbatim +*> +*> \param[in] D +*> \verbatim +*> D is COMPLEX*16 array, dimension (N) +*> The n diagonal elements of A. +*> \endverbatim +*> +*> \param[in] DU +*> \verbatim +*> DU is COMPLEX*16 array, dimension (N-1) +*> The (n-1) superdiagonal elements of A. +*> \endverbatim +*> +*> \param[in,out] DLF +*> \verbatim +*> DLF is or output) COMPLEX*16 array, dimension (N-1) +*> If FACT = 'F', then DLF is an input argument and on entry +*> contains the (n-1) multipliers that define the matrix L from +*> the LU factorization of A as computed by ZGTTRF. +*> +*> If FACT = 'N', then DLF is an output argument and on exit +*> contains the (n-1) multipliers that define the matrix L from +*> the LU factorization of A. +*> \endverbatim +*> +*> \param[in,out] DF +*> \verbatim +*> DF is or output) COMPLEX*16 array, dimension (N) +*> If FACT = 'F', then DF is an input argument and on entry +*> contains the n diagonal elements of the upper triangular +*> matrix U from the LU factorization of A. +*> +*> If FACT = 'N', then DF is an output argument and on exit +*> contains the n diagonal elements of the upper triangular +*> matrix U from the LU factorization of A. +*> \endverbatim +*> +*> \param[in,out] DUF +*> \verbatim +*> DUF is or output) COMPLEX*16 array, dimension (N-1) +*> If FACT = 'F', then DUF is an input argument and on entry +*> contains the (n-1) elements of the first superdiagonal of U. +*> +*> If FACT = 'N', then DUF is an output argument and on exit +*> contains the (n-1) elements of the first superdiagonal of U. +*> \endverbatim +*> +*> \param[in,out] DU2 +*> \verbatim +*> DU2 is or output) COMPLEX*16 array, dimension (N-2) +*> If FACT = 'F', then DU2 is an input argument and on entry +*> contains the (n-2) elements of the second superdiagonal of +*> U. +*> +*> If FACT = 'N', then DU2 is an output argument and on exit +*> contains the (n-2) elements of the second superdiagonal of +*> U. +*> \endverbatim +*> +*> \param[in,out] IPIV +*> \verbatim +*> IPIV is or output) INTEGER array, dimension (N) +*> If FACT = 'F', then IPIV is an input argument and on entry +*> contains the pivot indices from the LU factorization of A as +*> computed by ZGTTRF. +*> +*> If FACT = 'N', then IPIV is an output argument and on exit +*> contains the pivot indices from the LU factorization of A; +*> row i of the matrix was interchanged with row IPIV(i). +*> IPIV(i) will always be either i or i+1; IPIV(i) = i indicates +*> a row interchange was not required. +*> \endverbatim +*> +*> \param[in] B +*> \verbatim +*> B is COMPLEX*16 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 COMPLEX*16 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 COMPLEX*16 array, dimension (2*N) +*> \endverbatim +*> +*> \param[out] RWORK +*> \verbatim +*> RWORK is DOUBLE PRECISION 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: U(i,i) is exactly zero. The factorization +*> has not been completed unless i = N, but the +*> factor U is exactly singular, so the solution +*> and error bounds could not be computed. +*> RCOND = 0 is returned. +*> = N+1: U 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 November 2011 +* +*> \ingroup complex16OTHERcomputational +* +* ===================================================================== SUBROUTINE ZGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, $ DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, $ WORK, RWORK, INFO ) * -* -- LAPACK routine (version 3.2) -- +* -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* November 2011 * * .. Scalar Arguments .. CHARACTER FACT, TRANS @@ -20,175 +312,6 @@ $ WORK( * ), X( LDX, * ) * .. * -* Purpose -* ======= -* -* ZGTSVX uses the LU factorization to compute the solution to a complex -* system of linear equations A * X = B, A**T * X = B, or A**H * X = B, -* where A is a tridiagonal matrix of order N 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 LU decomposition is used to factor the matrix A -* as A = L * U, where L is a product of permutation and unit lower -* bidiagonal matrices and U is upper triangular with nonzeros in -* only the main diagonal and first two superdiagonals. -* -* 2. If some U(i,i)=0, so that U 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': DLF, DF, DUF, DU2, and IPIV contain the factored form -* of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not -* be modified. -* = 'N': The matrix will be copied to DLF, DF, and DUF -* and factored. -* -* TRANS (input) CHARACTER*1 -* Specifies the form of the system of equations: -* = 'N': A * X = B (No transpose) -* = 'T': A**T * X = B (Transpose) -* = 'C': A**H * X = B (Conjugate transpose) -* -* N (input) INTEGER -* 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 matrix B. NRHS >= 0. -* -* DL (input) COMPLEX*16 array, dimension (N-1) -* The (n-1) subdiagonal elements of A. -* -* D (input) COMPLEX*16 array, dimension (N) -* The n diagonal elements of A. -* -* DU (input) COMPLEX*16 array, dimension (N-1) -* The (n-1) superdiagonal elements of A. -* -* DLF (input or output) COMPLEX*16 array, dimension (N-1) -* If FACT = 'F', then DLF is an input argument and on entry -* contains the (n-1) multipliers that define the matrix L from -* the LU factorization of A as computed by ZGTTRF. -* -* If FACT = 'N', then DLF is an output argument and on exit -* contains the (n-1) multipliers that define the matrix L from -* the LU factorization of A. -* -* DF (input or output) COMPLEX*16 array, dimension (N) -* If FACT = 'F', then DF is an input argument and on entry -* contains the n diagonal elements of the upper triangular -* matrix U from the LU factorization of A. -* -* If FACT = 'N', then DF is an output argument and on exit -* contains the n diagonal elements of the upper triangular -* matrix U from the LU factorization of A. -* -* DUF (input or output) COMPLEX*16 array, dimension (N-1) -* If FACT = 'F', then DUF is an input argument and on entry -* contains the (n-1) elements of the first superdiagonal of U. -* -* If FACT = 'N', then DUF is an output argument and on exit -* contains the (n-1) elements of the first superdiagonal of U. -* -* DU2 (input or output) COMPLEX*16 array, dimension (N-2) -* If FACT = 'F', then DU2 is an input argument and on entry -* contains the (n-2) elements of the second superdiagonal of -* U. -* -* If FACT = 'N', then DU2 is an output argument and on exit -* contains the (n-2) elements of the second superdiagonal of -* U. -* -* IPIV (input or output) INTEGER array, dimension (N) -* If FACT = 'F', then IPIV is an input argument and on entry -* contains the pivot indices from the LU factorization of A as -* computed by ZGTTRF. -* -* If FACT = 'N', then IPIV is an output argument and on exit -* contains the pivot indices from the LU factorization of A; -* row i of the matrix was interchanged with row IPIV(i). -* IPIV(i) will always be either i or i+1; IPIV(i) = i indicates -* a row interchange was not required. -* -* B (input) COMPLEX*16 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) COMPLEX*16 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) COMPLEX*16 array, dimension (2*N) -* -* RWORK (workspace) DOUBLE PRECISION 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: U(i,i) is exactly zero. The factorization -* has not been completed unless i = N, but the -* factor U is exactly singular, so the solution -* and error bounds could not be computed. -* RCOND = 0 is returned. -* = N+1: U 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 ..