--- rpl/lapack/lapack/zhesvx.f 2011/07/22 07:38:15 1.8
+++ rpl/lapack/lapack/zhesvx.f 2011/11/21 20:43:12 1.9
@@ -1,11 +1,294 @@
+*> \brief ZHESVX computes the solution to system of linear equations A * X = B for HE matrices
+*
+* =========== DOCUMENTATION ===========
+*
+* Online html documentation available at
+* http://www.netlib.org/lapack/explore-html/
+*
+*> \htmlonly
+*> Download ZHESVX + dependencies
+*>
+*> [TGZ]
+*>
+*> [ZIP]
+*>
+*> [TXT]
+*> \endhtmlonly
+*
+* Definition:
+* ===========
+*
+* SUBROUTINE ZHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B,
+* LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK,
+* RWORK, INFO )
+*
+* .. Scalar Arguments ..
+* CHARACTER FACT, UPLO
+* INTEGER INFO, LDA, LDAF, LDB, LDX, LWORK, N, NRHS
+* DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+* INTEGER IPIV( * )
+* DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
+* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
+* $ WORK( * ), X( LDX, * )
+* ..
+*
+*
+*> \par Purpose:
+* =============
+*>
+*> \verbatim
+*>
+*> ZHESVX uses the diagonal pivoting factorization to compute the
+*> solution to a complex system of linear equations A * X = B,
+*> where A is an N-by-N Hermitian matrix 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 diagonal pivoting method is used to factor A.
+*> The form of the factorization is
+*> A = U * D * U**H, if UPLO = 'U', or
+*> A = L * D * L**H, if UPLO = 'L',
+*> where U (or L) is a product of permutation and unit upper (lower)
+*> triangular matrices, and D is Hermitian and block diagonal with
+*> 1-by-1 and 2-by-2 diagonal blocks.
+*>
+*> 2. If some D(i,i)=0, so that D 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': On entry, AF and IPIV contain the factored form
+*> of A. A, AF and IPIV will not be modified.
+*> = 'N': The matrix A will be copied to AF and factored.
+*> \endverbatim
+*>
+*> \param[in] UPLO
+*> \verbatim
+*> UPLO is CHARACTER*1
+*> = 'U': Upper triangle of A is stored;
+*> = 'L': Lower triangle of A is stored.
+*> \endverbatim
+*>
+*> \param[in] N
+*> \verbatim
+*> N is INTEGER
+*> The number of linear equations, i.e., 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 matrices B and X. NRHS >= 0.
+*> \endverbatim
+*>
+*> \param[in] A
+*> \verbatim
+*> A is COMPLEX*16 array, dimension (LDA,N)
+*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
+*> upper triangular part of A contains the upper triangular part
+*> of the matrix A, and the strictly lower triangular part of A
+*> is not referenced. If UPLO = 'L', the leading N-by-N lower
+*> triangular part of A contains the lower triangular part of
+*> the matrix A, and the strictly upper triangular part of A is
+*> not referenced.
+*> \endverbatim
+*>
+*> \param[in] LDA
+*> \verbatim
+*> LDA is INTEGER
+*> The leading dimension of the array A. LDA >= max(1,N).
+*> \endverbatim
+*>
+*> \param[in,out] AF
+*> \verbatim
+*> AF is or output) COMPLEX*16 array, dimension (LDAF,N)
+*> If FACT = 'F', then AF is an input argument and on entry
+*> contains the block diagonal matrix D and the multipliers used
+*> to obtain the factor U or L from the factorization
+*> A = U*D*U**H or A = L*D*L**H as computed by ZHETRF.
+*>
+*> If FACT = 'N', then AF is an output argument and on exit
+*> returns the block diagonal matrix D and the multipliers used
+*> to obtain the factor U or L from the factorization
+*> A = U*D*U**H or A = L*D*L**H.
+*> \endverbatim
+*>
+*> \param[in] LDAF
+*> \verbatim
+*> LDAF is INTEGER
+*> The leading dimension of the array AF. LDAF >= max(1,N).
+*> \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 details of the interchanges and the block structure
+*> of D, as determined by ZHETRF.
+*> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
+*> interchanged and D(k,k) is a 1-by-1 diagonal block.
+*> If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
+*> columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
+*> is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
+*> IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
+*> interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
+*>
+*> If FACT = 'N', then IPIV is an output argument and on exit
+*> contains details of the interchanges and the block structure
+*> of D, as determined by ZHETRF.
+*> \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 (MAX(1,LWORK))
+*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*> \endverbatim
+*>
+*> \param[in] LWORK
+*> \verbatim
+*> LWORK is INTEGER
+*> The length of WORK. LWORK >= max(1,2*N), and for best
+*> performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
+*> NB is the optimal blocksize for ZHETRF.
+*>
+*> If LWORK = -1, then a workspace query is assumed; the routine
+*> only calculates the optimal size of the WORK array, returns
+*> this value as the first entry of the WORK array, and no error
+*> message related to LWORK is issued by XERBLA.
+*> \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: D(i,i) is exactly zero. The factorization
+*> has been completed but the factor D is exactly
+*> singular, so the solution and error bounds could
+*> not be computed. RCOND = 0 is returned.
+*> = N+1: D 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 complex16HEsolve
+*
+* =====================================================================
SUBROUTINE ZHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B,
$ LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK,
$ RWORK, INFO )
*
-* -- LAPACK driver routine (version 3.3.1) --
+* -- LAPACK driver 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..--
-* -- April 2011 --
+* November 2011
*
* .. Scalar Arguments ..
CHARACTER FACT, UPLO
@@ -19,173 +302,6 @@
$ WORK( * ), X( LDX, * )
* ..
*
-* Purpose
-* =======
-*
-* ZHESVX uses the diagonal pivoting factorization to compute the
-* solution to a complex system of linear equations A * X = B,
-* where A is an N-by-N Hermitian matrix 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 diagonal pivoting method is used to factor A.
-* The form of the factorization is
-* A = U * D * U**H, if UPLO = 'U', or
-* A = L * D * L**H, if UPLO = 'L',
-* where U (or L) is a product of permutation and unit upper (lower)
-* triangular matrices, and D is Hermitian and block diagonal with
-* 1-by-1 and 2-by-2 diagonal blocks.
-*
-* 2. If some D(i,i)=0, so that D 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': On entry, AF and IPIV contain the factored form
-* of A. A, AF and IPIV will not be modified.
-* = 'N': The matrix A will be copied to AF and factored.
-*
-* UPLO (input) CHARACTER*1
-* = 'U': Upper triangle of A is stored;
-* = 'L': Lower triangle of A is stored.
-*
-* N (input) INTEGER
-* The number of linear equations, i.e., 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 matrices B and X. NRHS >= 0.
-*
-* A (input) COMPLEX*16 array, dimension (LDA,N)
-* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
-* upper triangular part of A contains the upper triangular part
-* of the matrix A, and the strictly lower triangular part of A
-* is not referenced. If UPLO = 'L', the leading N-by-N lower
-* triangular part of A contains the lower triangular part of
-* the matrix A, and the strictly upper triangular part of A is
-* not referenced.
-*
-* LDA (input) INTEGER
-* The leading dimension of the array A. LDA >= max(1,N).
-*
-* AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
-* If FACT = 'F', then AF is an input argument and on entry
-* contains the block diagonal matrix D and the multipliers used
-* to obtain the factor U or L from the factorization
-* A = U*D*U**H or A = L*D*L**H as computed by ZHETRF.
-*
-* If FACT = 'N', then AF is an output argument and on exit
-* returns the block diagonal matrix D and the multipliers used
-* to obtain the factor U or L from the factorization
-* A = U*D*U**H or A = L*D*L**H.
-*
-* LDAF (input) INTEGER
-* The leading dimension of the array AF. LDAF >= max(1,N).
-*
-* IPIV (input or output) INTEGER array, dimension (N)
-* If FACT = 'F', then IPIV is an input argument and on entry
-* contains details of the interchanges and the block structure
-* of D, as determined by ZHETRF.
-* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
-* interchanged and D(k,k) is a 1-by-1 diagonal block.
-* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
-* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
-* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
-* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
-* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
-*
-* If FACT = 'N', then IPIV is an output argument and on exit
-* contains details of the interchanges and the block structure
-* of D, as determined by ZHETRF.
-*
-* 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/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
-* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
-*
-* LWORK (input) INTEGER
-* The length of WORK. LWORK >= max(1,2*N), and for best
-* performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
-* NB is the optimal blocksize for ZHETRF.
-*
-* If LWORK = -1, then a workspace query is assumed; the routine
-* only calculates the optimal size of the WORK array, returns
-* this value as the first entry of the WORK array, and no error
-* message related to LWORK is issued by XERBLA.
-*
-* 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: D(i,i) is exactly zero. The factorization
-* has been completed but the factor D is exactly
-* singular, so the solution and error bounds could
-* not be computed. RCOND = 0 is returned.
-* = N+1: D 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 ..