Annotation of rpl/lapack/lapack/zpbsvx.f, revision 1.13
1.9 bertrand 1: *> \brief <b> ZPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices</b>
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZPBSVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbsvx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbsvx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbsvx.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB,
22: * EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR,
23: * WORK, RWORK, INFO )
24: *
25: * .. Scalar Arguments ..
26: * CHARACTER EQUED, FACT, UPLO
27: * INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
28: * DOUBLE PRECISION RCOND
29: * ..
30: * .. Array Arguments ..
31: * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
32: * COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
33: * $ WORK( * ), X( LDX, * )
34: * ..
35: *
36: *
37: *> \par Purpose:
38: * =============
39: *>
40: *> \verbatim
41: *>
42: *> ZPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
43: *> compute the solution to a complex system of linear equations
44: *> A * X = B,
45: *> where A is an N-by-N Hermitian positive definite band matrix and X
46: *> and B are N-by-NRHS matrices.
47: *>
48: *> Error bounds on the solution and a condition estimate are also
49: *> provided.
50: *> \endverbatim
51: *
52: *> \par Description:
53: * =================
54: *>
55: *> \verbatim
56: *>
57: *> The following steps are performed:
58: *>
59: *> 1. If FACT = 'E', real scaling factors are computed to equilibrate
60: *> the system:
61: *> diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
62: *> Whether or not the system will be equilibrated depends on the
63: *> scaling of the matrix A, but if equilibration is used, A is
64: *> overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
65: *>
66: *> 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
67: *> factor the matrix A (after equilibration if FACT = 'E') as
68: *> A = U**H * U, if UPLO = 'U', or
69: *> A = L * L**H, if UPLO = 'L',
70: *> where U is an upper triangular band matrix, and L is a lower
71: *> triangular band matrix.
72: *>
73: *> 3. If the leading i-by-i principal minor is not positive definite,
74: *> then the routine returns with INFO = i. Otherwise, the factored
75: *> form of A is used to estimate the condition number of the matrix
76: *> A. If the reciprocal of the condition number is less than machine
77: *> precision, INFO = N+1 is returned as a warning, but the routine
78: *> still goes on to solve for X and compute error bounds as
79: *> described below.
80: *>
81: *> 4. The system of equations is solved for X using the factored form
82: *> of A.
83: *>
84: *> 5. Iterative refinement is applied to improve the computed solution
85: *> matrix and calculate error bounds and backward error estimates
86: *> for it.
87: *>
88: *> 6. If equilibration was used, the matrix X is premultiplied by
89: *> diag(S) so that it solves the original system before
90: *> equilibration.
91: *> \endverbatim
92: *
93: * Arguments:
94: * ==========
95: *
96: *> \param[in] FACT
97: *> \verbatim
98: *> FACT is CHARACTER*1
99: *> Specifies whether or not the factored form of the matrix A is
100: *> supplied on entry, and if not, whether the matrix A should be
101: *> equilibrated before it is factored.
102: *> = 'F': On entry, AFB contains the factored form of A.
103: *> If EQUED = 'Y', the matrix A has been equilibrated
104: *> with scaling factors given by S. AB and AFB will not
105: *> be modified.
106: *> = 'N': The matrix A will be copied to AFB and factored.
107: *> = 'E': The matrix A will be equilibrated if necessary, then
108: *> copied to AFB and factored.
109: *> \endverbatim
110: *>
111: *> \param[in] UPLO
112: *> \verbatim
113: *> UPLO is CHARACTER*1
114: *> = 'U': Upper triangle of A is stored;
115: *> = 'L': Lower triangle of A is stored.
116: *> \endverbatim
117: *>
118: *> \param[in] N
119: *> \verbatim
120: *> N is INTEGER
121: *> The number of linear equations, i.e., the order of the
122: *> matrix A. N >= 0.
123: *> \endverbatim
124: *>
125: *> \param[in] KD
126: *> \verbatim
127: *> KD is INTEGER
128: *> The number of superdiagonals of the matrix A if UPLO = 'U',
129: *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
130: *> \endverbatim
131: *>
132: *> \param[in] NRHS
133: *> \verbatim
134: *> NRHS is INTEGER
135: *> The number of right-hand sides, i.e., the number of columns
136: *> of the matrices B and X. NRHS >= 0.
137: *> \endverbatim
138: *>
139: *> \param[in,out] AB
140: *> \verbatim
141: *> AB is COMPLEX*16 array, dimension (LDAB,N)
142: *> On entry, the upper or lower triangle of the Hermitian band
143: *> matrix A, stored in the first KD+1 rows of the array, except
144: *> if FACT = 'F' and EQUED = 'Y', then A must contain the
145: *> equilibrated matrix diag(S)*A*diag(S). The j-th column of A
146: *> is stored in the j-th column of the array AB as follows:
147: *> if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
148: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
149: *> See below for further details.
150: *>
151: *> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
152: *> diag(S)*A*diag(S).
153: *> \endverbatim
154: *>
155: *> \param[in] LDAB
156: *> \verbatim
157: *> LDAB is INTEGER
158: *> The leading dimension of the array A. LDAB >= KD+1.
159: *> \endverbatim
160: *>
161: *> \param[in,out] AFB
162: *> \verbatim
1.11 bertrand 163: *> AFB is COMPLEX*16 array, dimension (LDAFB,N)
1.9 bertrand 164: *> If FACT = 'F', then AFB is an input argument and on entry
165: *> contains the triangular factor U or L from the Cholesky
166: *> factorization A = U**H *U or A = L*L**H of the band matrix
167: *> A, in the same storage format as A (see AB). If EQUED = 'Y',
168: *> then AFB is the factored form of the equilibrated matrix A.
169: *>
170: *> If FACT = 'N', then AFB is an output argument and on exit
171: *> returns the triangular factor U or L from the Cholesky
172: *> factorization A = U**H *U or A = L*L**H.
173: *>
174: *> If FACT = 'E', then AFB is an output argument and on exit
175: *> returns the triangular factor U or L from the Cholesky
176: *> factorization A = U**H *U or A = L*L**H of the equilibrated
177: *> matrix A (see the description of A for the form of the
178: *> equilibrated matrix).
179: *> \endverbatim
180: *>
181: *> \param[in] LDAFB
182: *> \verbatim
183: *> LDAFB is INTEGER
184: *> The leading dimension of the array AFB. LDAFB >= KD+1.
185: *> \endverbatim
186: *>
187: *> \param[in,out] EQUED
188: *> \verbatim
1.11 bertrand 189: *> EQUED is CHARACTER*1
1.9 bertrand 190: *> Specifies the form of equilibration that was done.
191: *> = 'N': No equilibration (always true if FACT = 'N').
192: *> = 'Y': Equilibration was done, i.e., A has been replaced by
193: *> diag(S) * A * diag(S).
194: *> EQUED is an input argument if FACT = 'F'; otherwise, it is an
195: *> output argument.
196: *> \endverbatim
197: *>
198: *> \param[in,out] S
199: *> \verbatim
1.11 bertrand 200: *> S is DOUBLE PRECISION array, dimension (N)
1.9 bertrand 201: *> The scale factors for A; not accessed if EQUED = 'N'. S is
202: *> an input argument if FACT = 'F'; otherwise, S is an output
203: *> argument. If FACT = 'F' and EQUED = 'Y', each element of S
204: *> must be positive.
205: *> \endverbatim
206: *>
207: *> \param[in,out] B
208: *> \verbatim
209: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
210: *> On entry, the N-by-NRHS right hand side matrix B.
211: *> On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
212: *> B is overwritten by diag(S) * B.
213: *> \endverbatim
214: *>
215: *> \param[in] LDB
216: *> \verbatim
217: *> LDB is INTEGER
218: *> The leading dimension of the array B. LDB >= max(1,N).
219: *> \endverbatim
220: *>
221: *> \param[out] X
222: *> \verbatim
223: *> X is COMPLEX*16 array, dimension (LDX,NRHS)
224: *> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
225: *> the original system of equations. Note that if EQUED = 'Y',
226: *> A and B are modified on exit, and the solution to the
227: *> equilibrated system is inv(diag(S))*X.
228: *> \endverbatim
229: *>
230: *> \param[in] LDX
231: *> \verbatim
232: *> LDX is INTEGER
233: *> The leading dimension of the array X. LDX >= max(1,N).
234: *> \endverbatim
235: *>
236: *> \param[out] RCOND
237: *> \verbatim
238: *> RCOND is DOUBLE PRECISION
239: *> The estimate of the reciprocal condition number of the matrix
240: *> A after equilibration (if done). If RCOND is less than the
241: *> machine precision (in particular, if RCOND = 0), the matrix
242: *> is singular to working precision. This condition is
243: *> indicated by a return code of INFO > 0.
244: *> \endverbatim
245: *>
246: *> \param[out] FERR
247: *> \verbatim
248: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
249: *> The estimated forward error bound for each solution vector
250: *> X(j) (the j-th column of the solution matrix X).
251: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
252: *> is an estimated upper bound for the magnitude of the largest
253: *> element in (X(j) - XTRUE) divided by the magnitude of the
254: *> largest element in X(j). The estimate is as reliable as
255: *> the estimate for RCOND, and is almost always a slight
256: *> overestimate of the true error.
257: *> \endverbatim
258: *>
259: *> \param[out] BERR
260: *> \verbatim
261: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
262: *> The componentwise relative backward error of each solution
263: *> vector X(j) (i.e., the smallest relative change in
264: *> any element of A or B that makes X(j) an exact solution).
265: *> \endverbatim
266: *>
267: *> \param[out] WORK
268: *> \verbatim
269: *> WORK is COMPLEX*16 array, dimension (2*N)
270: *> \endverbatim
271: *>
272: *> \param[out] RWORK
273: *> \verbatim
274: *> RWORK is DOUBLE PRECISION array, dimension (N)
275: *> \endverbatim
276: *>
277: *> \param[out] INFO
278: *> \verbatim
279: *> INFO is INTEGER
280: *> = 0: successful exit
281: *> < 0: if INFO = -i, the i-th argument had an illegal value
282: *> > 0: if INFO = i, and i is
283: *> <= N: the leading minor of order i of A is
284: *> not positive definite, so the factorization
285: *> could not be completed, and the solution has not
286: *> been computed. RCOND = 0 is returned.
287: *> = N+1: U is nonsingular, but RCOND is less than machine
288: *> precision, meaning that the matrix is singular
289: *> to working precision. Nevertheless, the
290: *> solution and error bounds are computed because
291: *> there are a number of situations where the
292: *> computed solution can be more accurate than the
293: *> value of RCOND would suggest.
294: *> \endverbatim
295: *
296: * Authors:
297: * ========
298: *
299: *> \author Univ. of Tennessee
300: *> \author Univ. of California Berkeley
301: *> \author Univ. of Colorado Denver
302: *> \author NAG Ltd.
303: *
1.11 bertrand 304: *> \date April 2012
1.9 bertrand 305: *
306: *> \ingroup complex16OTHERsolve
307: *
308: *> \par Further Details:
309: * =====================
310: *>
311: *> \verbatim
312: *>
313: *> The band storage scheme is illustrated by the following example, when
314: *> N = 6, KD = 2, and UPLO = 'U':
315: *>
316: *> Two-dimensional storage of the Hermitian matrix A:
317: *>
318: *> a11 a12 a13
319: *> a22 a23 a24
320: *> a33 a34 a35
321: *> a44 a45 a46
322: *> a55 a56
323: *> (aij=conjg(aji)) a66
324: *>
325: *> Band storage of the upper triangle of A:
326: *>
327: *> * * a13 a24 a35 a46
328: *> * a12 a23 a34 a45 a56
329: *> a11 a22 a33 a44 a55 a66
330: *>
331: *> Similarly, if UPLO = 'L' the format of A is as follows:
332: *>
333: *> a11 a22 a33 a44 a55 a66
334: *> a21 a32 a43 a54 a65 *
335: *> a31 a42 a53 a64 * *
336: *>
337: *> Array elements marked * are not used by the routine.
338: *> \endverbatim
339: *>
340: * =====================================================================
1.1 bertrand 341: SUBROUTINE ZPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB,
342: $ EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR,
343: $ WORK, RWORK, INFO )
344: *
1.11 bertrand 345: * -- LAPACK driver routine (version 3.4.1) --
1.1 bertrand 346: * -- LAPACK is a software package provided by Univ. of Tennessee, --
347: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.11 bertrand 348: * April 2012
1.1 bertrand 349: *
350: * .. Scalar Arguments ..
351: CHARACTER EQUED, FACT, UPLO
352: INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
353: DOUBLE PRECISION RCOND
354: * ..
355: * .. Array Arguments ..
356: DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
357: COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
358: $ WORK( * ), X( LDX, * )
359: * ..
360: *
361: * =====================================================================
362: *
363: * .. Parameters ..
364: DOUBLE PRECISION ZERO, ONE
365: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
366: * ..
367: * .. Local Scalars ..
368: LOGICAL EQUIL, NOFACT, RCEQU, UPPER
369: INTEGER I, INFEQU, J, J1, J2
370: DOUBLE PRECISION AMAX, ANORM, BIGNUM, SCOND, SMAX, SMIN, SMLNUM
371: * ..
372: * .. External Functions ..
373: LOGICAL LSAME
374: DOUBLE PRECISION DLAMCH, ZLANHB
375: EXTERNAL LSAME, DLAMCH, ZLANHB
376: * ..
377: * .. External Subroutines ..
378: EXTERNAL XERBLA, ZCOPY, ZLACPY, ZLAQHB, ZPBCON, ZPBEQU,
379: $ ZPBRFS, ZPBTRF, ZPBTRS
380: * ..
381: * .. Intrinsic Functions ..
382: INTRINSIC MAX, MIN
383: * ..
384: * .. Executable Statements ..
385: *
386: INFO = 0
387: NOFACT = LSAME( FACT, 'N' )
388: EQUIL = LSAME( FACT, 'E' )
389: UPPER = LSAME( UPLO, 'U' )
390: IF( NOFACT .OR. EQUIL ) THEN
391: EQUED = 'N'
392: RCEQU = .FALSE.
393: ELSE
394: RCEQU = LSAME( EQUED, 'Y' )
395: SMLNUM = DLAMCH( 'Safe minimum' )
396: BIGNUM = ONE / SMLNUM
397: END IF
398: *
399: * Test the input parameters.
400: *
401: IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) )
402: $ THEN
403: INFO = -1
404: ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
405: INFO = -2
406: ELSE IF( N.LT.0 ) THEN
407: INFO = -3
408: ELSE IF( KD.LT.0 ) THEN
409: INFO = -4
410: ELSE IF( NRHS.LT.0 ) THEN
411: INFO = -5
412: ELSE IF( LDAB.LT.KD+1 ) THEN
413: INFO = -7
414: ELSE IF( LDAFB.LT.KD+1 ) THEN
415: INFO = -9
416: ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
417: $ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
418: INFO = -10
419: ELSE
420: IF( RCEQU ) THEN
421: SMIN = BIGNUM
422: SMAX = ZERO
423: DO 10 J = 1, N
424: SMIN = MIN( SMIN, S( J ) )
425: SMAX = MAX( SMAX, S( J ) )
426: 10 CONTINUE
427: IF( SMIN.LE.ZERO ) THEN
428: INFO = -11
429: ELSE IF( N.GT.0 ) THEN
430: SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
431: ELSE
432: SCOND = ONE
433: END IF
434: END IF
435: IF( INFO.EQ.0 ) THEN
436: IF( LDB.LT.MAX( 1, N ) ) THEN
437: INFO = -13
438: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
439: INFO = -15
440: END IF
441: END IF
442: END IF
443: *
444: IF( INFO.NE.0 ) THEN
445: CALL XERBLA( 'ZPBSVX', -INFO )
446: RETURN
447: END IF
448: *
449: IF( EQUIL ) THEN
450: *
451: * Compute row and column scalings to equilibrate the matrix A.
452: *
453: CALL ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFEQU )
454: IF( INFEQU.EQ.0 ) THEN
455: *
456: * Equilibrate the matrix.
457: *
458: CALL ZLAQHB( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, EQUED )
459: RCEQU = LSAME( EQUED, 'Y' )
460: END IF
461: END IF
462: *
463: * Scale the right-hand side.
464: *
465: IF( RCEQU ) THEN
466: DO 30 J = 1, NRHS
467: DO 20 I = 1, N
468: B( I, J ) = S( I )*B( I, J )
469: 20 CONTINUE
470: 30 CONTINUE
471: END IF
472: *
473: IF( NOFACT .OR. EQUIL ) THEN
474: *
1.8 bertrand 475: * Compute the Cholesky factorization A = U**H *U or A = L*L**H.
1.1 bertrand 476: *
477: IF( UPPER ) THEN
478: DO 40 J = 1, N
479: J1 = MAX( J-KD, 1 )
480: CALL ZCOPY( J-J1+1, AB( KD+1-J+J1, J ), 1,
481: $ AFB( KD+1-J+J1, J ), 1 )
482: 40 CONTINUE
483: ELSE
484: DO 50 J = 1, N
485: J2 = MIN( J+KD, N )
486: CALL ZCOPY( J2-J+1, AB( 1, J ), 1, AFB( 1, J ), 1 )
487: 50 CONTINUE
488: END IF
489: *
490: CALL ZPBTRF( UPLO, N, KD, AFB, LDAFB, INFO )
491: *
492: * Return if INFO is non-zero.
493: *
494: IF( INFO.GT.0 )THEN
495: RCOND = ZERO
496: RETURN
497: END IF
498: END IF
499: *
500: * Compute the norm of the matrix A.
501: *
502: ANORM = ZLANHB( '1', UPLO, N, KD, AB, LDAB, RWORK )
503: *
504: * Compute the reciprocal of the condition number of A.
505: *
506: CALL ZPBCON( UPLO, N, KD, AFB, LDAFB, ANORM, RCOND, WORK, RWORK,
507: $ INFO )
508: *
509: * Compute the solution matrix X.
510: *
511: CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
512: CALL ZPBTRS( UPLO, N, KD, NRHS, AFB, LDAFB, X, LDX, INFO )
513: *
514: * Use iterative refinement to improve the computed solution and
515: * compute error bounds and backward error estimates for it.
516: *
517: CALL ZPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X,
518: $ LDX, FERR, BERR, WORK, RWORK, INFO )
519: *
520: * Transform the solution matrix X to a solution of the original
521: * system.
522: *
523: IF( RCEQU ) THEN
524: DO 70 J = 1, NRHS
525: DO 60 I = 1, N
526: X( I, J ) = S( I )*X( I, J )
527: 60 CONTINUE
528: 70 CONTINUE
529: DO 80 J = 1, NRHS
530: FERR( J ) = FERR( J ) / SCOND
531: 80 CONTINUE
532: END IF
533: *
534: * Set INFO = N+1 if the matrix is singular to working precision.
535: *
536: IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
537: $ INFO = N + 1
538: *
539: RETURN
540: *
541: * End of ZPBSVX
542: *
543: END
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