Annotation of rpl/lapack/lapack/zgtsvx.f, revision 1.19
1.16 bertrand 1: *> \brief <b> ZGTSVX computes the solution to system of linear equations A * X = B for GT matrices </b>
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download ZGTSVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgtsvx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgtsvx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgtsvx.f">
1.8 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF,
22: * DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR,
23: * WORK, RWORK, INFO )
1.16 bertrand 24: *
1.8 bertrand 25: * .. Scalar Arguments ..
26: * CHARACTER FACT, TRANS
27: * INTEGER INFO, LDB, LDX, N, NRHS
28: * DOUBLE PRECISION RCOND
29: * ..
30: * .. Array Arguments ..
31: * INTEGER IPIV( * )
32: * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
33: * COMPLEX*16 B( LDB, * ), D( * ), DF( * ), DL( * ),
34: * $ DLF( * ), DU( * ), DU2( * ), DUF( * ),
35: * $ WORK( * ), X( LDX, * )
36: * ..
1.16 bertrand 37: *
1.8 bertrand 38: *
39: *> \par Purpose:
40: * =============
41: *>
42: *> \verbatim
43: *>
44: *> ZGTSVX uses the LU factorization to compute the solution to a complex
45: *> system of linear equations A * X = B, A**T * X = B, or A**H * X = B,
46: *> where A is a tridiagonal matrix of order N and X and B are N-by-NRHS
47: *> matrices.
48: *>
49: *> Error bounds on the solution and a condition estimate are also
50: *> provided.
51: *> \endverbatim
52: *
53: *> \par Description:
54: * =================
55: *>
56: *> \verbatim
57: *>
58: *> The following steps are performed:
59: *>
60: *> 1. If FACT = 'N', the LU decomposition is used to factor the matrix A
61: *> as A = L * U, where L is a product of permutation and unit lower
62: *> bidiagonal matrices and U is upper triangular with nonzeros in
63: *> only the main diagonal and first two superdiagonals.
64: *>
65: *> 2. If some U(i,i)=0, so that U is exactly singular, then the routine
66: *> returns with INFO = i. Otherwise, the factored form of A is used
67: *> to estimate the condition number of the matrix A. If the
68: *> reciprocal of the condition number is less than machine precision,
69: *> INFO = N+1 is returned as a warning, but the routine still goes on
70: *> to solve for X and compute error bounds as described below.
71: *>
72: *> 3. The system of equations is solved for X using the factored form
73: *> of A.
74: *>
75: *> 4. Iterative refinement is applied to improve the computed solution
76: *> matrix and calculate error bounds and backward error estimates
77: *> for it.
78: *> \endverbatim
79: *
80: * Arguments:
81: * ==========
82: *
83: *> \param[in] FACT
84: *> \verbatim
85: *> FACT is CHARACTER*1
86: *> Specifies whether or not the factored form of A has been
87: *> supplied on entry.
88: *> = 'F': DLF, DF, DUF, DU2, and IPIV contain the factored form
89: *> of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not
90: *> be modified.
91: *> = 'N': The matrix will be copied to DLF, DF, and DUF
92: *> and factored.
93: *> \endverbatim
94: *>
95: *> \param[in] TRANS
96: *> \verbatim
97: *> TRANS is CHARACTER*1
98: *> Specifies the form of the system of equations:
99: *> = 'N': A * X = B (No transpose)
100: *> = 'T': A**T * X = B (Transpose)
101: *> = 'C': A**H * X = B (Conjugate transpose)
102: *> \endverbatim
103: *>
104: *> \param[in] N
105: *> \verbatim
106: *> N is INTEGER
107: *> The order of the matrix A. N >= 0.
108: *> \endverbatim
109: *>
110: *> \param[in] NRHS
111: *> \verbatim
112: *> NRHS is INTEGER
113: *> The number of right hand sides, i.e., the number of columns
114: *> of the matrix B. NRHS >= 0.
115: *> \endverbatim
116: *>
117: *> \param[in] DL
118: *> \verbatim
119: *> DL is COMPLEX*16 array, dimension (N-1)
120: *> The (n-1) subdiagonal elements of A.
121: *> \endverbatim
122: *>
123: *> \param[in] D
124: *> \verbatim
125: *> D is COMPLEX*16 array, dimension (N)
126: *> The n diagonal elements of A.
127: *> \endverbatim
128: *>
129: *> \param[in] DU
130: *> \verbatim
131: *> DU is COMPLEX*16 array, dimension (N-1)
132: *> The (n-1) superdiagonal elements of A.
133: *> \endverbatim
134: *>
135: *> \param[in,out] DLF
136: *> \verbatim
1.10 bertrand 137: *> DLF is COMPLEX*16 array, dimension (N-1)
1.8 bertrand 138: *> If FACT = 'F', then DLF is an input argument and on entry
139: *> contains the (n-1) multipliers that define the matrix L from
140: *> the LU factorization of A as computed by ZGTTRF.
141: *>
142: *> If FACT = 'N', then DLF is an output argument and on exit
143: *> contains the (n-1) multipliers that define the matrix L from
144: *> the LU factorization of A.
145: *> \endverbatim
146: *>
147: *> \param[in,out] DF
148: *> \verbatim
1.10 bertrand 149: *> DF is COMPLEX*16 array, dimension (N)
1.8 bertrand 150: *> If FACT = 'F', then DF is an input argument and on entry
151: *> contains the n diagonal elements of the upper triangular
152: *> matrix U from the LU factorization of A.
153: *>
154: *> If FACT = 'N', then DF is an output argument and on exit
155: *> contains the n diagonal elements of the upper triangular
156: *> matrix U from the LU factorization of A.
157: *> \endverbatim
158: *>
159: *> \param[in,out] DUF
160: *> \verbatim
1.10 bertrand 161: *> DUF is COMPLEX*16 array, dimension (N-1)
1.8 bertrand 162: *> If FACT = 'F', then DUF is an input argument and on entry
163: *> contains the (n-1) elements of the first superdiagonal of U.
164: *>
165: *> If FACT = 'N', then DUF is an output argument and on exit
166: *> contains the (n-1) elements of the first superdiagonal of U.
167: *> \endverbatim
168: *>
169: *> \param[in,out] DU2
170: *> \verbatim
1.10 bertrand 171: *> DU2 is COMPLEX*16 array, dimension (N-2)
1.8 bertrand 172: *> If FACT = 'F', then DU2 is an input argument and on entry
173: *> contains the (n-2) elements of the second superdiagonal of
174: *> U.
175: *>
176: *> If FACT = 'N', then DU2 is an output argument and on exit
177: *> contains the (n-2) elements of the second superdiagonal of
178: *> U.
179: *> \endverbatim
180: *>
181: *> \param[in,out] IPIV
182: *> \verbatim
1.10 bertrand 183: *> IPIV is INTEGER array, dimension (N)
1.8 bertrand 184: *> If FACT = 'F', then IPIV is an input argument and on entry
185: *> contains the pivot indices from the LU factorization of A as
186: *> computed by ZGTTRF.
187: *>
188: *> If FACT = 'N', then IPIV is an output argument and on exit
189: *> contains the pivot indices from the LU factorization of A;
190: *> row i of the matrix was interchanged with row IPIV(i).
191: *> IPIV(i) will always be either i or i+1; IPIV(i) = i indicates
192: *> a row interchange was not required.
193: *> \endverbatim
194: *>
195: *> \param[in] B
196: *> \verbatim
197: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
198: *> The N-by-NRHS right hand side matrix B.
199: *> \endverbatim
200: *>
201: *> \param[in] LDB
202: *> \verbatim
203: *> LDB is INTEGER
204: *> The leading dimension of the array B. LDB >= max(1,N).
205: *> \endverbatim
206: *>
207: *> \param[out] X
208: *> \verbatim
209: *> X is COMPLEX*16 array, dimension (LDX,NRHS)
210: *> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
211: *> \endverbatim
212: *>
213: *> \param[in] LDX
214: *> \verbatim
215: *> LDX is INTEGER
216: *> The leading dimension of the array X. LDX >= max(1,N).
217: *> \endverbatim
218: *>
219: *> \param[out] RCOND
220: *> \verbatim
221: *> RCOND is DOUBLE PRECISION
222: *> The estimate of the reciprocal condition number of the matrix
223: *> A. If RCOND is less than the machine precision (in
224: *> particular, if RCOND = 0), the matrix is singular to working
225: *> precision. This condition is indicated by a return code of
226: *> INFO > 0.
227: *> \endverbatim
228: *>
229: *> \param[out] FERR
230: *> \verbatim
231: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
232: *> The estimated forward error bound for each solution vector
233: *> X(j) (the j-th column of the solution matrix X).
234: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
235: *> is an estimated upper bound for the magnitude of the largest
236: *> element in (X(j) - XTRUE) divided by the magnitude of the
237: *> largest element in X(j). The estimate is as reliable as
238: *> the estimate for RCOND, and is almost always a slight
239: *> overestimate of the true error.
240: *> \endverbatim
241: *>
242: *> \param[out] BERR
243: *> \verbatim
244: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
245: *> The componentwise relative backward error of each solution
246: *> vector X(j) (i.e., the smallest relative change in
247: *> any element of A or B that makes X(j) an exact solution).
248: *> \endverbatim
249: *>
250: *> \param[out] WORK
251: *> \verbatim
252: *> WORK is COMPLEX*16 array, dimension (2*N)
253: *> \endverbatim
254: *>
255: *> \param[out] RWORK
256: *> \verbatim
257: *> RWORK is DOUBLE PRECISION array, dimension (N)
258: *> \endverbatim
259: *>
260: *> \param[out] INFO
261: *> \verbatim
262: *> INFO is INTEGER
263: *> = 0: successful exit
264: *> < 0: if INFO = -i, the i-th argument had an illegal value
265: *> > 0: if INFO = i, and i is
266: *> <= N: U(i,i) is exactly zero. The factorization
267: *> has not been completed unless i = N, but the
268: *> factor U is exactly singular, so the solution
269: *> and error bounds could not be computed.
270: *> RCOND = 0 is returned.
271: *> = N+1: U is nonsingular, but RCOND is less than machine
272: *> precision, meaning that the matrix is singular
273: *> to working precision. Nevertheless, the
274: *> solution and error bounds are computed because
275: *> there are a number of situations where the
276: *> computed solution can be more accurate than the
277: *> value of RCOND would suggest.
278: *> \endverbatim
279: *
280: * Authors:
281: * ========
282: *
1.16 bertrand 283: *> \author Univ. of Tennessee
284: *> \author Univ. of California Berkeley
285: *> \author Univ. of Colorado Denver
286: *> \author NAG Ltd.
1.8 bertrand 287: *
1.12 bertrand 288: *> \ingroup complex16GTsolve
1.8 bertrand 289: *
290: * =====================================================================
1.1 bertrand 291: SUBROUTINE ZGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF,
292: $ DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR,
293: $ WORK, RWORK, INFO )
294: *
1.19 ! bertrand 295: * -- LAPACK driver routine --
1.1 bertrand 296: * -- LAPACK is a software package provided by Univ. of Tennessee, --
297: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
298: *
299: * .. Scalar Arguments ..
300: CHARACTER FACT, TRANS
301: INTEGER INFO, LDB, LDX, N, NRHS
302: DOUBLE PRECISION RCOND
303: * ..
304: * .. Array Arguments ..
305: INTEGER IPIV( * )
306: DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
307: COMPLEX*16 B( LDB, * ), D( * ), DF( * ), DL( * ),
308: $ DLF( * ), DU( * ), DU2( * ), DUF( * ),
309: $ WORK( * ), X( LDX, * )
310: * ..
311: *
312: * =====================================================================
313: *
314: * .. Parameters ..
315: DOUBLE PRECISION ZERO
316: PARAMETER ( ZERO = 0.0D+0 )
317: * ..
318: * .. Local Scalars ..
319: LOGICAL NOFACT, NOTRAN
320: CHARACTER NORM
321: DOUBLE PRECISION ANORM
322: * ..
323: * .. External Functions ..
324: LOGICAL LSAME
325: DOUBLE PRECISION DLAMCH, ZLANGT
326: EXTERNAL LSAME, DLAMCH, ZLANGT
327: * ..
328: * .. External Subroutines ..
329: EXTERNAL XERBLA, ZCOPY, ZGTCON, ZGTRFS, ZGTTRF, ZGTTRS,
330: $ ZLACPY
331: * ..
332: * .. Intrinsic Functions ..
333: INTRINSIC MAX
334: * ..
335: * .. Executable Statements ..
336: *
337: INFO = 0
338: NOFACT = LSAME( FACT, 'N' )
339: NOTRAN = LSAME( TRANS, 'N' )
340: IF( .NOT.NOFACT .AND. .NOT.LSAME( FACT, 'F' ) ) THEN
341: INFO = -1
342: ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
343: $ LSAME( TRANS, 'C' ) ) THEN
344: INFO = -2
345: ELSE IF( N.LT.0 ) THEN
346: INFO = -3
347: ELSE IF( NRHS.LT.0 ) THEN
348: INFO = -4
349: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
350: INFO = -14
351: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
352: INFO = -16
353: END IF
354: IF( INFO.NE.0 ) THEN
355: CALL XERBLA( 'ZGTSVX', -INFO )
356: RETURN
357: END IF
358: *
359: IF( NOFACT ) THEN
360: *
361: * Compute the LU factorization of A.
362: *
363: CALL ZCOPY( N, D, 1, DF, 1 )
364: IF( N.GT.1 ) THEN
365: CALL ZCOPY( N-1, DL, 1, DLF, 1 )
366: CALL ZCOPY( N-1, DU, 1, DUF, 1 )
367: END IF
368: CALL ZGTTRF( N, DLF, DF, DUF, DU2, IPIV, INFO )
369: *
370: * Return if INFO is non-zero.
371: *
372: IF( INFO.GT.0 )THEN
373: RCOND = ZERO
374: RETURN
375: END IF
376: END IF
377: *
378: * Compute the norm of the matrix A.
379: *
380: IF( NOTRAN ) THEN
381: NORM = '1'
382: ELSE
383: NORM = 'I'
384: END IF
385: ANORM = ZLANGT( NORM, N, DL, D, DU )
386: *
387: * Compute the reciprocal of the condition number of A.
388: *
389: CALL ZGTCON( NORM, N, DLF, DF, DUF, DU2, IPIV, ANORM, RCOND, WORK,
390: $ INFO )
391: *
392: * Compute the solution vectors X.
393: *
394: CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
395: CALL ZGTTRS( TRANS, N, NRHS, DLF, DF, DUF, DU2, IPIV, X, LDX,
396: $ INFO )
397: *
398: * Use iterative refinement to improve the computed solutions and
399: * compute error bounds and backward error estimates for them.
400: *
401: CALL ZGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV,
402: $ B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
403: *
404: * Set INFO = N+1 if the matrix is singular to working precision.
405: *
406: IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
407: $ INFO = N + 1
408: *
409: RETURN
410: *
411: * End of ZGTSVX
412: *
413: END
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