Annotation of rpl/lapack/lapack/zposvx.f, revision 1.9
1.9 ! bertrand 1: *> \brief <b> ZPOSVX computes the solution to system of linear equations A * X = B for PO 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 ZPOSVX + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zposvx.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zposvx.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zposvx.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED,
! 22: * S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK,
! 23: * RWORK, INFO )
! 24: *
! 25: * .. Scalar Arguments ..
! 26: * CHARACTER EQUED, FACT, UPLO
! 27: * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
! 28: * DOUBLE PRECISION RCOND
! 29: * ..
! 30: * .. Array Arguments ..
! 31: * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
! 32: * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
! 33: * $ WORK( * ), X( LDX, * )
! 34: * ..
! 35: *
! 36: *
! 37: *> \par Purpose:
! 38: * =============
! 39: *>
! 40: *> \verbatim
! 41: *>
! 42: *> ZPOSVX 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 matrix and X and B
! 46: *> 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 matrix and L is a lower triangular
! 71: *> 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, AF contains the factored form of A.
! 103: *> If EQUED = 'Y', the matrix A has been equilibrated
! 104: *> with scaling factors given by S. A and AF will not
! 105: *> be modified.
! 106: *> = 'N': The matrix A will be copied to AF and factored.
! 107: *> = 'E': The matrix A will be equilibrated if necessary, then
! 108: *> copied to AF 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] NRHS
! 126: *> \verbatim
! 127: *> NRHS is INTEGER
! 128: *> The number of right hand sides, i.e., the number of columns
! 129: *> of the matrices B and X. NRHS >= 0.
! 130: *> \endverbatim
! 131: *>
! 132: *> \param[in,out] A
! 133: *> \verbatim
! 134: *> A is COMPLEX*16 array, dimension (LDA,N)
! 135: *> On entry, the Hermitian matrix A, except if FACT = 'F' and
! 136: *> EQUED = 'Y', then A must contain the equilibrated matrix
! 137: *> diag(S)*A*diag(S). If UPLO = 'U', the leading
! 138: *> N-by-N upper triangular part of A contains the upper
! 139: *> triangular part of the matrix A, and the strictly lower
! 140: *> triangular part of A is not referenced. If UPLO = 'L', the
! 141: *> leading N-by-N lower triangular part of A contains the lower
! 142: *> triangular part of the matrix A, and the strictly upper
! 143: *> triangular part of A is not referenced. A is not modified if
! 144: *> FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
! 145: *>
! 146: *> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
! 147: *> diag(S)*A*diag(S).
! 148: *> \endverbatim
! 149: *>
! 150: *> \param[in] LDA
! 151: *> \verbatim
! 152: *> LDA is INTEGER
! 153: *> The leading dimension of the array A. LDA >= max(1,N).
! 154: *> \endverbatim
! 155: *>
! 156: *> \param[in,out] AF
! 157: *> \verbatim
! 158: *> AF is or output) COMPLEX*16 array, dimension (LDAF,N)
! 159: *> If FACT = 'F', then AF is an input argument and on entry
! 160: *> contains the triangular factor U or L from the Cholesky
! 161: *> factorization A = U**H *U or A = L*L**H, in the same storage
! 162: *> format as A. If EQUED .ne. 'N', then AF is the factored form
! 163: *> of the equilibrated matrix diag(S)*A*diag(S).
! 164: *>
! 165: *> If FACT = 'N', then AF is an output argument and on exit
! 166: *> returns the triangular factor U or L from the Cholesky
! 167: *> factorization A = U**H *U or A = L*L**H of the original
! 168: *> matrix A.
! 169: *>
! 170: *> If FACT = 'E', then AF 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 of the equilibrated
! 173: *> matrix A (see the description of A for the form of the
! 174: *> equilibrated matrix).
! 175: *> \endverbatim
! 176: *>
! 177: *> \param[in] LDAF
! 178: *> \verbatim
! 179: *> LDAF is INTEGER
! 180: *> The leading dimension of the array AF. LDAF >= max(1,N).
! 181: *> \endverbatim
! 182: *>
! 183: *> \param[in,out] EQUED
! 184: *> \verbatim
! 185: *> EQUED is or output) CHARACTER*1
! 186: *> Specifies the form of equilibration that was done.
! 187: *> = 'N': No equilibration (always true if FACT = 'N').
! 188: *> = 'Y': Equilibration was done, i.e., A has been replaced by
! 189: *> diag(S) * A * diag(S).
! 190: *> EQUED is an input argument if FACT = 'F'; otherwise, it is an
! 191: *> output argument.
! 192: *> \endverbatim
! 193: *>
! 194: *> \param[in,out] S
! 195: *> \verbatim
! 196: *> S is or output) DOUBLE PRECISION array, dimension (N)
! 197: *> The scale factors for A; not accessed if EQUED = 'N'. S is
! 198: *> an input argument if FACT = 'F'; otherwise, S is an output
! 199: *> argument. If FACT = 'F' and EQUED = 'Y', each element of S
! 200: *> must be positive.
! 201: *> \endverbatim
! 202: *>
! 203: *> \param[in,out] B
! 204: *> \verbatim
! 205: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
! 206: *> On entry, the N-by-NRHS righthand side matrix B.
! 207: *> On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
! 208: *> B is overwritten by diag(S) * B.
! 209: *> \endverbatim
! 210: *>
! 211: *> \param[in] LDB
! 212: *> \verbatim
! 213: *> LDB is INTEGER
! 214: *> The leading dimension of the array B. LDB >= max(1,N).
! 215: *> \endverbatim
! 216: *>
! 217: *> \param[out] X
! 218: *> \verbatim
! 219: *> X is COMPLEX*16 array, dimension (LDX,NRHS)
! 220: *> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
! 221: *> the original system of equations. Note that if EQUED = 'Y',
! 222: *> A and B are modified on exit, and the solution to the
! 223: *> equilibrated system is inv(diag(S))*X.
! 224: *> \endverbatim
! 225: *>
! 226: *> \param[in] LDX
! 227: *> \verbatim
! 228: *> LDX is INTEGER
! 229: *> The leading dimension of the array X. LDX >= max(1,N).
! 230: *> \endverbatim
! 231: *>
! 232: *> \param[out] RCOND
! 233: *> \verbatim
! 234: *> RCOND is DOUBLE PRECISION
! 235: *> The estimate of the reciprocal condition number of the matrix
! 236: *> A after equilibration (if done). If RCOND is less than the
! 237: *> machine precision (in particular, if RCOND = 0), the matrix
! 238: *> is singular to working precision. This condition is
! 239: *> indicated by a return code of INFO > 0.
! 240: *> \endverbatim
! 241: *>
! 242: *> \param[out] FERR
! 243: *> \verbatim
! 244: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
! 245: *> The estimated forward error bound for each solution vector
! 246: *> X(j) (the j-th column of the solution matrix X).
! 247: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
! 248: *> is an estimated upper bound for the magnitude of the largest
! 249: *> element in (X(j) - XTRUE) divided by the magnitude of the
! 250: *> largest element in X(j). The estimate is as reliable as
! 251: *> the estimate for RCOND, and is almost always a slight
! 252: *> overestimate of the true error.
! 253: *> \endverbatim
! 254: *>
! 255: *> \param[out] BERR
! 256: *> \verbatim
! 257: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
! 258: *> The componentwise relative backward error of each solution
! 259: *> vector X(j) (i.e., the smallest relative change in
! 260: *> any element of A or B that makes X(j) an exact solution).
! 261: *> \endverbatim
! 262: *>
! 263: *> \param[out] WORK
! 264: *> \verbatim
! 265: *> WORK is COMPLEX*16 array, dimension (2*N)
! 266: *> \endverbatim
! 267: *>
! 268: *> \param[out] RWORK
! 269: *> \verbatim
! 270: *> RWORK is DOUBLE PRECISION array, dimension (N)
! 271: *> \endverbatim
! 272: *>
! 273: *> \param[out] INFO
! 274: *> \verbatim
! 275: *> INFO is INTEGER
! 276: *> = 0: successful exit
! 277: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 278: *> > 0: if INFO = i, and i is
! 279: *> <= N: the leading minor of order i of A is
! 280: *> not positive definite, so the factorization
! 281: *> could not be completed, and the solution has not
! 282: *> been computed. RCOND = 0 is returned.
! 283: *> = N+1: U is nonsingular, but RCOND is less than machine
! 284: *> precision, meaning that the matrix is singular
! 285: *> to working precision. Nevertheless, the
! 286: *> solution and error bounds are computed because
! 287: *> there are a number of situations where the
! 288: *> computed solution can be more accurate than the
! 289: *> value of RCOND would suggest.
! 290: *> \endverbatim
! 291: *
! 292: * Authors:
! 293: * ========
! 294: *
! 295: *> \author Univ. of Tennessee
! 296: *> \author Univ. of California Berkeley
! 297: *> \author Univ. of Colorado Denver
! 298: *> \author NAG Ltd.
! 299: *
! 300: *> \date November 2011
! 301: *
! 302: *> \ingroup complex16POsolve
! 303: *
! 304: * =====================================================================
1.1 bertrand 305: SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED,
306: $ S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK,
307: $ RWORK, INFO )
308: *
1.9 ! bertrand 309: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 310: * -- LAPACK is a software package provided by Univ. of Tennessee, --
311: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 312: * November 2011
1.1 bertrand 313: *
314: * .. Scalar Arguments ..
315: CHARACTER EQUED, FACT, UPLO
316: INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
317: DOUBLE PRECISION RCOND
318: * ..
319: * .. Array Arguments ..
320: DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
321: COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
322: $ WORK( * ), X( LDX, * )
323: * ..
324: *
325: * =====================================================================
326: *
327: * .. Parameters ..
328: DOUBLE PRECISION ZERO, ONE
329: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
330: * ..
331: * .. Local Scalars ..
332: LOGICAL EQUIL, NOFACT, RCEQU
333: INTEGER I, INFEQU, J
334: DOUBLE PRECISION AMAX, ANORM, BIGNUM, SCOND, SMAX, SMIN, SMLNUM
335: * ..
336: * .. External Functions ..
337: LOGICAL LSAME
338: DOUBLE PRECISION DLAMCH, ZLANHE
339: EXTERNAL LSAME, DLAMCH, ZLANHE
340: * ..
341: * .. External Subroutines ..
342: EXTERNAL XERBLA, ZLACPY, ZLAQHE, ZPOCON, ZPOEQU, ZPORFS,
343: $ ZPOTRF, ZPOTRS
344: * ..
345: * .. Intrinsic Functions ..
346: INTRINSIC MAX, MIN
347: * ..
348: * .. Executable Statements ..
349: *
350: INFO = 0
351: NOFACT = LSAME( FACT, 'N' )
352: EQUIL = LSAME( FACT, 'E' )
353: IF( NOFACT .OR. EQUIL ) THEN
354: EQUED = 'N'
355: RCEQU = .FALSE.
356: ELSE
357: RCEQU = LSAME( EQUED, 'Y' )
358: SMLNUM = DLAMCH( 'Safe minimum' )
359: BIGNUM = ONE / SMLNUM
360: END IF
361: *
362: * Test the input parameters.
363: *
364: IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) )
365: $ THEN
366: INFO = -1
367: ELSE IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) )
368: $ THEN
369: INFO = -2
370: ELSE IF( N.LT.0 ) THEN
371: INFO = -3
372: ELSE IF( NRHS.LT.0 ) THEN
373: INFO = -4
374: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
375: INFO = -6
376: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
377: INFO = -8
378: ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
379: $ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
380: INFO = -9
381: ELSE
382: IF( RCEQU ) THEN
383: SMIN = BIGNUM
384: SMAX = ZERO
385: DO 10 J = 1, N
386: SMIN = MIN( SMIN, S( J ) )
387: SMAX = MAX( SMAX, S( J ) )
388: 10 CONTINUE
389: IF( SMIN.LE.ZERO ) THEN
390: INFO = -10
391: ELSE IF( N.GT.0 ) THEN
392: SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
393: ELSE
394: SCOND = ONE
395: END IF
396: END IF
397: IF( INFO.EQ.0 ) THEN
398: IF( LDB.LT.MAX( 1, N ) ) THEN
399: INFO = -12
400: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
401: INFO = -14
402: END IF
403: END IF
404: END IF
405: *
406: IF( INFO.NE.0 ) THEN
407: CALL XERBLA( 'ZPOSVX', -INFO )
408: RETURN
409: END IF
410: *
411: IF( EQUIL ) THEN
412: *
413: * Compute row and column scalings to equilibrate the matrix A.
414: *
415: CALL ZPOEQU( N, A, LDA, S, SCOND, AMAX, INFEQU )
416: IF( INFEQU.EQ.0 ) THEN
417: *
418: * Equilibrate the matrix.
419: *
420: CALL ZLAQHE( UPLO, N, A, LDA, S, SCOND, AMAX, EQUED )
421: RCEQU = LSAME( EQUED, 'Y' )
422: END IF
423: END IF
424: *
425: * Scale the right hand side.
426: *
427: IF( RCEQU ) THEN
428: DO 30 J = 1, NRHS
429: DO 20 I = 1, N
430: B( I, J ) = S( I )*B( I, J )
431: 20 CONTINUE
432: 30 CONTINUE
433: END IF
434: *
435: IF( NOFACT .OR. EQUIL ) THEN
436: *
1.8 bertrand 437: * Compute the Cholesky factorization A = U**H *U or A = L*L**H.
1.1 bertrand 438: *
439: CALL ZLACPY( UPLO, N, N, A, LDA, AF, LDAF )
440: CALL ZPOTRF( UPLO, N, AF, LDAF, INFO )
441: *
442: * Return if INFO is non-zero.
443: *
444: IF( INFO.GT.0 )THEN
445: RCOND = ZERO
446: RETURN
447: END IF
448: END IF
449: *
450: * Compute the norm of the matrix A.
451: *
452: ANORM = ZLANHE( '1', UPLO, N, A, LDA, RWORK )
453: *
454: * Compute the reciprocal of the condition number of A.
455: *
456: CALL ZPOCON( UPLO, N, AF, LDAF, ANORM, RCOND, WORK, RWORK, INFO )
457: *
458: * Compute the solution matrix X.
459: *
460: CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
461: CALL ZPOTRS( UPLO, N, NRHS, AF, LDAF, X, LDX, INFO )
462: *
463: * Use iterative refinement to improve the computed solution and
464: * compute error bounds and backward error estimates for it.
465: *
466: CALL ZPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX,
467: $ FERR, BERR, WORK, RWORK, INFO )
468: *
469: * Transform the solution matrix X to a solution of the original
470: * system.
471: *
472: IF( RCEQU ) THEN
473: DO 50 J = 1, NRHS
474: DO 40 I = 1, N
475: X( I, J ) = S( I )*X( I, J )
476: 40 CONTINUE
477: 50 CONTINUE
478: DO 60 J = 1, NRHS
479: FERR( J ) = FERR( J ) / SCOND
480: 60 CONTINUE
481: END IF
482: *
483: * Set INFO = N+1 if the matrix is singular to working precision.
484: *
485: IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
486: $ INFO = N + 1
487: *
488: RETURN
489: *
490: * End of ZPOSVX
491: *
492: END
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