version 1.6, 2010/08/13 21:04:14
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version 1.12, 2012/08/22 09:48:39
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*> \brief \b ZPTSVX |
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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 ZPTSVX + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zptsvx.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/zptsvx.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/zptsvx.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 ZPTSVX( FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, |
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* RCOND, FERR, BERR, WORK, RWORK, INFO ) |
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* |
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* .. Scalar Arguments .. |
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* CHARACTER FACT |
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* INTEGER INFO, LDB, LDX, N, NRHS |
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* DOUBLE PRECISION RCOND |
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* .. |
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* .. Array Arguments .. |
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* DOUBLE PRECISION BERR( * ), D( * ), DF( * ), FERR( * ), |
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* $ RWORK( * ) |
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* COMPLEX*16 B( LDB, * ), E( * ), EF( * ), WORK( * ), |
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* $ 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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*> ZPTSVX uses the factorization A = L*D*L**H to compute the solution |
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*> to a complex system of linear equations A*X = B, where A is an |
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*> N-by-N Hermitian positive definite tridiagonal matrix and X and B |
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*> are N-by-NRHS matrices. |
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*> |
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*> Error bounds on the solution and a condition estimate are also |
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*> provided. |
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*> \endverbatim |
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* |
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*> \par Description: |
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* ================= |
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*> |
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*> \verbatim |
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*> |
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*> The following steps are performed: |
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*> |
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*> 1. If FACT = 'N', the matrix A is factored as A = L*D*L**H, where L |
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*> is a unit lower bidiagonal matrix and D is diagonal. The |
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*> factorization can also be regarded as having the form |
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*> A = U**H*D*U. |
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*> |
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*> 2. If the leading i-by-i principal minor is not positive definite, |
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*> then the routine returns with INFO = i. Otherwise, the factored |
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*> form of A is used to estimate the condition number of the matrix |
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*> A. If the reciprocal of the condition number is less than machine |
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*> precision, INFO = N+1 is returned as a warning, but the routine |
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*> still goes on to solve for X and compute error bounds as |
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*> described below. |
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*> |
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*> 3. The system of equations is solved for X using the factored form |
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*> of A. |
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*> |
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*> 4. Iterative refinement is applied to improve the computed solution |
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*> matrix and calculate error bounds and backward error estimates |
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*> for it. |
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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] FACT |
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*> \verbatim |
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*> FACT is CHARACTER*1 |
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*> Specifies whether or not the factored form of the matrix |
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*> A is supplied on entry. |
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*> = 'F': On entry, DF and EF contain the factored form of A. |
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*> D, E, DF, and EF will not be modified. |
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*> = 'N': The matrix A will be copied to DF and EF and |
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*> factored. |
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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] D |
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*> \verbatim |
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*> D is DOUBLE PRECISION array, dimension (N) |
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*> The n diagonal elements of the tridiagonal matrix A. |
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*> \endverbatim |
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*> |
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*> \param[in] E |
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*> \verbatim |
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*> E is COMPLEX*16 array, dimension (N-1) |
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*> The (n-1) subdiagonal elements of the tridiagonal matrix A. |
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*> \endverbatim |
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*> |
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*> \param[in,out] DF |
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*> \verbatim |
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*> DF is DOUBLE PRECISION array, dimension (N) |
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*> If FACT = 'F', then DF is an input argument and on entry |
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*> contains the n diagonal elements of the diagonal matrix D |
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*> from the L*D*L**H factorization of A. |
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*> If FACT = 'N', then DF is an output argument and on exit |
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*> contains the n diagonal elements of the diagonal matrix D |
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*> from the L*D*L**H factorization of A. |
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*> \endverbatim |
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*> |
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*> \param[in,out] EF |
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*> \verbatim |
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*> EF is COMPLEX*16 array, dimension (N-1) |
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*> If FACT = 'F', then EF is an input argument and on entry |
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*> contains the (n-1) subdiagonal elements of the unit |
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*> bidiagonal factor L from the L*D*L**H factorization of A. |
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*> If FACT = 'N', then EF is an output argument and on exit |
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*> contains the (n-1) subdiagonal elements of the unit |
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*> bidiagonal factor L from the L*D*L**H factorization of A. |
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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 N-by-NRHS 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[out] X |
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*> \verbatim |
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*> X is COMPLEX*16 array, dimension (LDX,NRHS) |
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*> If INFO = 0 or INFO = N+1, the N-by-NRHS 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] RCOND |
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*> \verbatim |
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*> RCOND is DOUBLE PRECISION |
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*> The reciprocal condition number of the matrix A. If RCOND |
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*> is less than the machine precision (in particular, if |
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*> RCOND = 0), the matrix is singular to working precision. |
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*> This condition is indicated by a return code of INFO > 0. |
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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 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). |
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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 any |
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*> 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 (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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*> > 0: if INFO = i, and i is |
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*> <= N: the leading minor of order i of A is |
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*> not positive definite, so the factorization |
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*> could not be completed, and the solution has not |
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*> been computed. RCOND = 0 is returned. |
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*> = N+1: U is nonsingular, but RCOND is less than machine |
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*> precision, meaning that the matrix is singular |
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*> to working precision. Nevertheless, the |
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*> solution and error bounds are computed because |
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*> there are a number of situations where the |
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*> computed solution can be more accurate than the |
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*> value of RCOND would suggest. |
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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 April 2012 |
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* |
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*> \ingroup complex16OTHERcomputational |
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* |
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* ===================================================================== |
SUBROUTINE ZPTSVX( FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, |
SUBROUTINE ZPTSVX( FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, |
$ RCOND, FERR, BERR, WORK, RWORK, INFO ) |
$ RCOND, FERR, BERR, WORK, RWORK, INFO ) |
* |
* |
* -- LAPACK routine (version 3.2) -- |
* -- LAPACK computational routine (version 3.4.1) -- |
* -- 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 |
* April 2012 |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER FACT |
CHARACTER FACT |
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$ X( LDX, * ) |
$ X( LDX, * ) |
* .. |
* .. |
* |
* |
* Purpose |
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* ======= |
|
* |
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* ZPTSVX uses the factorization A = L*D*L**H to compute the solution |
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* to a complex system of linear equations A*X = B, where A is an |
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* N-by-N Hermitian positive definite tridiagonal matrix and X and B |
|
* are N-by-NRHS matrices. |
|
* |
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* Error bounds on the solution and a condition estimate are also |
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* provided. |
|
* |
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* Description |
|
* =========== |
|
* |
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* The following steps are performed: |
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* |
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* 1. If FACT = 'N', the matrix A is factored as A = L*D*L**H, where L |
|
* is a unit lower bidiagonal matrix and D is diagonal. The |
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* factorization can also be regarded as having the form |
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* A = U**H*D*U. |
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* |
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* 2. If the leading i-by-i principal minor is not positive definite, |
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* then the routine returns with INFO = i. Otherwise, the factored |
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* form of A is used to estimate the condition number of the matrix |
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* A. If the reciprocal of the condition number is less than machine |
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* precision, INFO = N+1 is returned as a warning, but the routine |
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* still goes on to solve for X and compute error bounds as |
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* described below. |
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* |
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* 3. The system of equations is solved for X using the factored form |
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* of A. |
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* |
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* 4. Iterative refinement is applied to improve the computed solution |
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* matrix and calculate error bounds and backward error estimates |
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* for it. |
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* |
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* Arguments |
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* ========= |
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* |
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* FACT (input) CHARACTER*1 |
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* Specifies whether or not the factored form of the matrix |
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* A is supplied on entry. |
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* = 'F': On entry, DF and EF contain the factored form of A. |
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* D, E, DF, and EF will not be modified. |
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* = 'N': The matrix A will be copied to DF and EF and |
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* factored. |
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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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* D (input) DOUBLE PRECISION array, dimension (N) |
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* The n diagonal elements of the tridiagonal matrix A. |
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* |
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* E (input) COMPLEX*16 array, dimension (N-1) |
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* The (n-1) subdiagonal elements of the tridiagonal matrix A. |
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* |
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* DF (input or output) DOUBLE PRECISION array, dimension (N) |
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* If FACT = 'F', then DF is an input argument and on entry |
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* contains the n diagonal elements of the diagonal matrix D |
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* from the L*D*L**H factorization of A. |
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* If FACT = 'N', then DF is an output argument and on exit |
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* contains the n diagonal elements of the diagonal matrix D |
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* from the L*D*L**H factorization of A. |
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* |
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* EF (input or output) COMPLEX*16 array, dimension (N-1) |
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* If FACT = 'F', then EF is an input argument and on entry |
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* contains the (n-1) subdiagonal elements of the unit |
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* bidiagonal factor L from the L*D*L**H factorization of A. |
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* If FACT = 'N', then EF is an output argument and on exit |
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* contains the (n-1) subdiagonal elements of the unit |
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* bidiagonal factor L from the L*D*L**H factorization of A. |
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* |
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* B (input) COMPLEX*16 array, dimension (LDB,NRHS) |
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* The N-by-NRHS 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 (output) COMPLEX*16 array, dimension (LDX,NRHS) |
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* If INFO = 0 or INFO = N+1, the N-by-NRHS 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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* RCOND (output) DOUBLE PRECISION |
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* The reciprocal condition number of the matrix A. If RCOND |
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* is less than the machine precision (in particular, if |
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* RCOND = 0), the matrix is singular to working precision. |
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* This condition is indicated by a return code of INFO > 0. |
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* |
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* FERR (output) DOUBLE PRECISION array, dimension (NRHS) |
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* The 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). |
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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 any |
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* 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 (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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* > 0: if INFO = i, and i is |
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* <= N: the leading minor of order i of A is |
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* not positive definite, so the factorization |
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* could not be completed, and the solution has not |
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* been computed. RCOND = 0 is returned. |
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* = N+1: U is nonsingular, but RCOND is less than machine |
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* precision, meaning that the matrix is singular |
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* to working precision. Nevertheless, the |
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* solution and error bounds are computed because |
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* there are a number of situations where the |
|
* computed solution can be more accurate than the |
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* value of RCOND would suggest. |
|
* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |
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* |
* |
IF( NOFACT ) THEN |
IF( NOFACT ) THEN |
* |
* |
* Compute the L*D*L' (or U'*D*U) factorization of A. |
* Compute the L*D*L**H (or U**H*D*U) factorization of A. |
* |
* |
CALL DCOPY( N, D, 1, DF, 1 ) |
CALL DCOPY( N, D, 1, DF, 1 ) |
IF( N.GT.1 ) |
IF( N.GT.1 ) |