version 1.6, 2010/08/13 21:04:05
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version 1.12, 2012/12/14 14:22:47
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*> \brief \b ZHERFS |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download ZHERFS + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zherfs.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zherfs.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zherfs.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* SUBROUTINE ZHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, |
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* X, LDX, FERR, BERR, WORK, RWORK, INFO ) |
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* |
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* .. Scalar Arguments .. |
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* CHARACTER UPLO |
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* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS |
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* .. |
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* .. Array Arguments .. |
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* INTEGER IPIV( * ) |
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* DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ) |
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* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ), |
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* $ WORK( * ), X( LDX, * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> ZHERFS improves the computed solution to a system of linear |
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*> equations when the coefficient matrix is Hermitian indefinite, and |
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*> provides error bounds and backward error estimates for the solution. |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] UPLO |
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*> \verbatim |
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*> UPLO is CHARACTER*1 |
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*> = 'U': Upper triangle of A is stored; |
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*> = 'L': Lower triangle of A is stored. |
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*> \endverbatim |
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*> |
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*> \param[in] N |
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*> \verbatim |
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*> N is INTEGER |
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*> The order of the matrix A. N >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in] NRHS |
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*> \verbatim |
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*> NRHS is INTEGER |
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*> The number of right hand sides, i.e., the number of columns |
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*> of the matrices B and X. NRHS >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in] A |
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*> \verbatim |
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*> A is COMPLEX*16 array, dimension (LDA,N) |
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*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N |
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*> upper triangular part of A contains the upper triangular part |
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*> of the matrix A, and the strictly lower triangular part of A |
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*> is not referenced. If UPLO = 'L', the leading N-by-N lower |
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*> triangular part of A contains the lower triangular part of |
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*> the matrix A, and the strictly upper triangular part of A is |
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*> not referenced. |
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*> \endverbatim |
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*> |
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*> \param[in] LDA |
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*> \verbatim |
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*> LDA is INTEGER |
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*> The leading dimension of the array A. LDA >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[in] AF |
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*> \verbatim |
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*> AF is COMPLEX*16 array, dimension (LDAF,N) |
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*> The factored form of the matrix A. AF contains the block |
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*> diagonal matrix D and the multipliers used to obtain the |
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*> factor U or L from the factorization A = U*D*U**H or |
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*> A = L*D*L**H as computed by ZHETRF. |
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*> \endverbatim |
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*> |
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*> \param[in] LDAF |
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*> \verbatim |
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*> LDAF is INTEGER |
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*> The leading dimension of the array AF. LDAF >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[in] IPIV |
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*> \verbatim |
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*> IPIV is INTEGER array, dimension (N) |
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*> Details of the interchanges and the block structure of D |
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*> as determined by ZHETRF. |
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*> \endverbatim |
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*> |
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*> \param[in] B |
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*> \verbatim |
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*> B is COMPLEX*16 array, dimension (LDB,NRHS) |
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*> The right hand side matrix B. |
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*> \endverbatim |
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*> |
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*> \param[in] LDB |
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*> \verbatim |
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*> LDB is INTEGER |
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*> The leading dimension of the array B. LDB >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[in,out] X |
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*> \verbatim |
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*> X is COMPLEX*16 array, dimension (LDX,NRHS) |
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*> On entry, the solution matrix X, as computed by ZHETRS. |
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*> On exit, the improved solution matrix X. |
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*> \endverbatim |
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*> |
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*> \param[in] LDX |
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*> \verbatim |
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*> LDX is INTEGER |
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*> The leading dimension of the array X. LDX >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[out] FERR |
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*> \verbatim |
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*> FERR is DOUBLE PRECISION array, dimension (NRHS) |
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*> The estimated forward error bound for each solution vector |
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*> X(j) (the j-th column of the solution matrix X). |
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*> If XTRUE is the true solution corresponding to X(j), FERR(j) |
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*> is an estimated upper bound for the magnitude of the largest |
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*> element in (X(j) - XTRUE) divided by the magnitude of the |
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*> largest element in X(j). The estimate is as reliable as |
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*> the estimate for RCOND, and is almost always a slight |
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*> overestimate of the true error. |
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*> \endverbatim |
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*> |
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*> \param[out] BERR |
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*> \verbatim |
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*> BERR is DOUBLE PRECISION array, dimension (NRHS) |
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*> The componentwise relative backward error of each solution |
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*> vector X(j) (i.e., the smallest relative change in |
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*> any element of A or B that makes X(j) an exact solution). |
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*> \endverbatim |
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*> |
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*> \param[out] WORK |
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*> \verbatim |
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*> WORK is COMPLEX*16 array, dimension (2*N) |
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*> \endverbatim |
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*> |
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*> \param[out] RWORK |
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*> \verbatim |
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*> RWORK is DOUBLE PRECISION array, dimension (N) |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: successful exit |
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*> < 0: if INFO = -i, the i-th argument had an illegal value |
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*> \endverbatim |
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* |
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*> \par Internal Parameters: |
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* ========================= |
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*> |
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*> \verbatim |
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*> ITMAX is the maximum number of steps of iterative refinement. |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \date November 2011 |
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* |
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*> \ingroup complex16HEcomputational |
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* |
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* ===================================================================== |
SUBROUTINE ZHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, |
SUBROUTINE ZHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, |
$ X, LDX, FERR, BERR, WORK, RWORK, INFO ) |
$ X, LDX, 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, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* November 2006 |
* November 2011 |
* |
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* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. |
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* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER UPLO |
CHARACTER UPLO |
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$ WORK( * ), X( LDX, * ) |
$ WORK( * ), X( LDX, * ) |
* .. |
* .. |
* |
* |
* Purpose |
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* ======= |
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* |
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* ZHERFS improves the computed solution to a system of linear |
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* equations when the coefficient matrix is Hermitian indefinite, and |
|
* provides error bounds and backward error estimates for the solution. |
|
* |
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* Arguments |
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* ========= |
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* |
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* UPLO (input) CHARACTER*1 |
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* = 'U': Upper triangle of A is stored; |
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* = 'L': Lower triangle of A is stored. |
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* |
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* N (input) INTEGER |
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* The order of the matrix A. N >= 0. |
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* |
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* NRHS (input) INTEGER |
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* The number of right hand sides, i.e., the number of columns |
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* of the matrices B and X. NRHS >= 0. |
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* |
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* A (input) COMPLEX*16 array, dimension (LDA,N) |
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* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N |
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* upper triangular part of A contains the upper triangular part |
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* of the matrix A, and the strictly lower triangular part of A |
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* is not referenced. If UPLO = 'L', the leading N-by-N lower |
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* triangular part of A contains the lower triangular part of |
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* the matrix A, and the strictly upper triangular part of A is |
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* not referenced. |
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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,N). |
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* |
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* AF (input) COMPLEX*16 array, dimension (LDAF,N) |
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* The factored form of the matrix A. AF contains the block |
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* diagonal matrix D and the multipliers used to obtain the |
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* factor U or L from the factorization A = U*D*U**H or |
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* A = L*D*L**H as computed by ZHETRF. |
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* |
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* LDAF (input) INTEGER |
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* The leading dimension of the array AF. LDAF >= max(1,N). |
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* |
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* IPIV (input) INTEGER array, dimension (N) |
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* Details of the interchanges and the block structure of D |
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* as determined by ZHETRF. |
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* |
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* B (input) COMPLEX*16 array, dimension (LDB,NRHS) |
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* The right hand side matrix B. |
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* |
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* LDB (input) INTEGER |
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* The leading dimension of the array B. LDB >= max(1,N). |
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* |
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* X (input/output) COMPLEX*16 array, dimension (LDX,NRHS) |
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* On entry, the solution matrix X, as computed by ZHETRS. |
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* On exit, the improved solution matrix X. |
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* |
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* LDX (input) INTEGER |
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* The leading dimension of the array X. LDX >= max(1,N). |
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* |
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* FERR (output) DOUBLE PRECISION array, dimension (NRHS) |
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* The estimated forward error bound for each solution vector |
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* X(j) (the j-th column of the solution matrix X). |
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* If XTRUE is the true solution corresponding to X(j), FERR(j) |
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* is an estimated upper bound for the magnitude of the largest |
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* element in (X(j) - XTRUE) divided by the magnitude of the |
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* largest element in X(j). The estimate is as reliable as |
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* the estimate for RCOND, and is almost always a slight |
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* overestimate of the true error. |
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* |
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* BERR (output) DOUBLE PRECISION array, dimension (NRHS) |
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* The componentwise relative backward error of each solution |
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* vector X(j) (i.e., the smallest relative change in |
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* any element of A or B that makes X(j) an exact solution). |
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* |
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* WORK (workspace) COMPLEX*16 array, dimension (2*N) |
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* |
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* RWORK (workspace) DOUBLE PRECISION array, dimension (N) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit |
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* < 0: if INFO = -i, the i-th argument had an illegal value |
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* |
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* Internal Parameters |
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* =================== |
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* |
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* ITMAX is the maximum number of steps of iterative refinement. |
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* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |
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IF( KASE.NE.0 ) THEN |
IF( KASE.NE.0 ) THEN |
IF( KASE.EQ.1 ) THEN |
IF( KASE.EQ.1 ) THEN |
* |
* |
* Multiply by diag(W)*inv(A'). |
* Multiply by diag(W)*inv(A**H). |
* |
* |
CALL ZHETRS( UPLO, N, 1, AF, LDAF, IPIV, WORK, N, INFO ) |
CALL ZHETRS( UPLO, N, 1, AF, LDAF, IPIV, WORK, N, INFO ) |
DO 110 I = 1, N |
DO 110 I = 1, N |