Annotation of rpl/lapack/lapack/zpbsvx.f, revision 1.19
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: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 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">
1.9 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.9 bertrand 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 )
1.16 bertrand 24: *
1.9 bertrand 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: * ..
1.16 bertrand 35: *
1.9 bertrand 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: *
1.16 bertrand 299: *> \author Univ. of Tennessee
300: *> \author Univ. of California Berkeley
301: *> \author Univ. of Colorado Denver
302: *> \author NAG Ltd.
1.9 bertrand 303: *
304: *> \ingroup complex16OTHERsolve
305: *
306: *> \par Further Details:
307: * =====================
308: *>
309: *> \verbatim
310: *>
311: *> The band storage scheme is illustrated by the following example, when
312: *> N = 6, KD = 2, and UPLO = 'U':
313: *>
314: *> Two-dimensional storage of the Hermitian matrix A:
315: *>
316: *> a11 a12 a13
317: *> a22 a23 a24
318: *> a33 a34 a35
319: *> a44 a45 a46
320: *> a55 a56
321: *> (aij=conjg(aji)) a66
322: *>
323: *> Band storage of the upper triangle of A:
324: *>
325: *> * * a13 a24 a35 a46
326: *> * a12 a23 a34 a45 a56
327: *> a11 a22 a33 a44 a55 a66
328: *>
329: *> Similarly, if UPLO = 'L' the format of A is as follows:
330: *>
331: *> a11 a22 a33 a44 a55 a66
332: *> a21 a32 a43 a54 a65 *
333: *> a31 a42 a53 a64 * *
334: *>
335: *> Array elements marked * are not used by the routine.
336: *> \endverbatim
337: *>
338: * =====================================================================
1.1 bertrand 339: SUBROUTINE ZPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB,
340: $ EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR,
341: $ WORK, RWORK, INFO )
342: *
1.19 ! bertrand 343: * -- LAPACK driver routine --
1.1 bertrand 344: * -- LAPACK is a software package provided by Univ. of Tennessee, --
345: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
346: *
347: * .. Scalar Arguments ..
348: CHARACTER EQUED, FACT, UPLO
349: INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
350: DOUBLE PRECISION RCOND
351: * ..
352: * .. Array Arguments ..
353: DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
354: COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
355: $ WORK( * ), X( LDX, * )
356: * ..
357: *
358: * =====================================================================
359: *
360: * .. Parameters ..
361: DOUBLE PRECISION ZERO, ONE
362: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
363: * ..
364: * .. Local Scalars ..
365: LOGICAL EQUIL, NOFACT, RCEQU, UPPER
366: INTEGER I, INFEQU, J, J1, J2
367: DOUBLE PRECISION AMAX, ANORM, BIGNUM, SCOND, SMAX, SMIN, SMLNUM
368: * ..
369: * .. External Functions ..
370: LOGICAL LSAME
371: DOUBLE PRECISION DLAMCH, ZLANHB
372: EXTERNAL LSAME, DLAMCH, ZLANHB
373: * ..
374: * .. External Subroutines ..
375: EXTERNAL XERBLA, ZCOPY, ZLACPY, ZLAQHB, ZPBCON, ZPBEQU,
376: $ ZPBRFS, ZPBTRF, ZPBTRS
377: * ..
378: * .. Intrinsic Functions ..
379: INTRINSIC MAX, MIN
380: * ..
381: * .. Executable Statements ..
382: *
383: INFO = 0
384: NOFACT = LSAME( FACT, 'N' )
385: EQUIL = LSAME( FACT, 'E' )
386: UPPER = LSAME( UPLO, 'U' )
387: IF( NOFACT .OR. EQUIL ) THEN
388: EQUED = 'N'
389: RCEQU = .FALSE.
390: ELSE
391: RCEQU = LSAME( EQUED, 'Y' )
392: SMLNUM = DLAMCH( 'Safe minimum' )
393: BIGNUM = ONE / SMLNUM
394: END IF
395: *
396: * Test the input parameters.
397: *
398: IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) )
399: $ THEN
400: INFO = -1
401: ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
402: INFO = -2
403: ELSE IF( N.LT.0 ) THEN
404: INFO = -3
405: ELSE IF( KD.LT.0 ) THEN
406: INFO = -4
407: ELSE IF( NRHS.LT.0 ) THEN
408: INFO = -5
409: ELSE IF( LDAB.LT.KD+1 ) THEN
410: INFO = -7
411: ELSE IF( LDAFB.LT.KD+1 ) THEN
412: INFO = -9
413: ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
414: $ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
415: INFO = -10
416: ELSE
417: IF( RCEQU ) THEN
418: SMIN = BIGNUM
419: SMAX = ZERO
420: DO 10 J = 1, N
421: SMIN = MIN( SMIN, S( J ) )
422: SMAX = MAX( SMAX, S( J ) )
423: 10 CONTINUE
424: IF( SMIN.LE.ZERO ) THEN
425: INFO = -11
426: ELSE IF( N.GT.0 ) THEN
427: SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
428: ELSE
429: SCOND = ONE
430: END IF
431: END IF
432: IF( INFO.EQ.0 ) THEN
433: IF( LDB.LT.MAX( 1, N ) ) THEN
434: INFO = -13
435: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
436: INFO = -15
437: END IF
438: END IF
439: END IF
440: *
441: IF( INFO.NE.0 ) THEN
442: CALL XERBLA( 'ZPBSVX', -INFO )
443: RETURN
444: END IF
445: *
446: IF( EQUIL ) THEN
447: *
448: * Compute row and column scalings to equilibrate the matrix A.
449: *
450: CALL ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFEQU )
451: IF( INFEQU.EQ.0 ) THEN
452: *
453: * Equilibrate the matrix.
454: *
455: CALL ZLAQHB( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, EQUED )
456: RCEQU = LSAME( EQUED, 'Y' )
457: END IF
458: END IF
459: *
460: * Scale the right-hand side.
461: *
462: IF( RCEQU ) THEN
463: DO 30 J = 1, NRHS
464: DO 20 I = 1, N
465: B( I, J ) = S( I )*B( I, J )
466: 20 CONTINUE
467: 30 CONTINUE
468: END IF
469: *
470: IF( NOFACT .OR. EQUIL ) THEN
471: *
1.8 bertrand 472: * Compute the Cholesky factorization A = U**H *U or A = L*L**H.
1.1 bertrand 473: *
474: IF( UPPER ) THEN
475: DO 40 J = 1, N
476: J1 = MAX( J-KD, 1 )
477: CALL ZCOPY( J-J1+1, AB( KD+1-J+J1, J ), 1,
478: $ AFB( KD+1-J+J1, J ), 1 )
479: 40 CONTINUE
480: ELSE
481: DO 50 J = 1, N
482: J2 = MIN( J+KD, N )
483: CALL ZCOPY( J2-J+1, AB( 1, J ), 1, AFB( 1, J ), 1 )
484: 50 CONTINUE
485: END IF
486: *
487: CALL ZPBTRF( UPLO, N, KD, AFB, LDAFB, INFO )
488: *
489: * Return if INFO is non-zero.
490: *
491: IF( INFO.GT.0 )THEN
492: RCOND = ZERO
493: RETURN
494: END IF
495: END IF
496: *
497: * Compute the norm of the matrix A.
498: *
499: ANORM = ZLANHB( '1', UPLO, N, KD, AB, LDAB, RWORK )
500: *
501: * Compute the reciprocal of the condition number of A.
502: *
503: CALL ZPBCON( UPLO, N, KD, AFB, LDAFB, ANORM, RCOND, WORK, RWORK,
504: $ INFO )
505: *
506: * Compute the solution matrix X.
507: *
508: CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
509: CALL ZPBTRS( UPLO, N, KD, NRHS, AFB, LDAFB, X, LDX, INFO )
510: *
511: * Use iterative refinement to improve the computed solution and
512: * compute error bounds and backward error estimates for it.
513: *
514: CALL ZPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X,
515: $ LDX, FERR, BERR, WORK, RWORK, INFO )
516: *
517: * Transform the solution matrix X to a solution of the original
518: * system.
519: *
520: IF( RCEQU ) THEN
521: DO 70 J = 1, NRHS
522: DO 60 I = 1, N
523: X( I, J ) = S( I )*X( I, J )
524: 60 CONTINUE
525: 70 CONTINUE
526: DO 80 J = 1, NRHS
527: FERR( J ) = FERR( J ) / SCOND
528: 80 CONTINUE
529: END IF
530: *
531: * Set INFO = N+1 if the matrix is singular to working precision.
532: *
533: IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
534: $ INFO = N + 1
535: *
536: RETURN
537: *
538: * End of ZPBSVX
539: *
540: END
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