numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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| lapack/SRC/zhesvx.f | 14343B | -rw-r--r-- |
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*> \brief <b> ZHESVX computes the solution to system of linear equations A * X = B for HE matrices</b> * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZHESVX + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhesvx.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhesvx.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhesvx.f"> *> [TXT]</a> *> \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 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 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. * *> \ingroup hesvx * * ===================================================================== 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 -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. 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, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, NOFACT INTEGER LWKOPT, LWKMIN, NB DOUBLE PRECISION ANORM * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, ZLANHE EXTERNAL LSAME, ILAENV, DLAMCH, ZLANHE * .. * .. External Subroutines .. EXTERNAL XERBLA, ZHECON, ZHERFS, ZHETRF, ZHETRS, $ ZLACPY * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOFACT = LSAME( FACT, 'N' ) LQUERY = ( LWORK.EQ.-1 ) LWKMIN = MAX( 1, 2*N ) IF( .NOT.NOFACT .AND. .NOT.LSAME( FACT, 'F' ) ) THEN INFO = -1 ELSE IF( .NOT.LSAME( UPLO, 'U' ) .AND. $ .NOT.LSAME( UPLO, 'L' ) ) $ THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN INFO = -8 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -11 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -13 ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN INFO = -18 END IF * IF( INFO.EQ.0 ) THEN LWKOPT = LWKMIN IF( NOFACT ) THEN NB = ILAENV( 1, 'ZHETRF', UPLO, N, -1, -1, -1 ) LWKOPT = MAX( LWKOPT, N*NB ) END IF WORK( 1 ) = LWKOPT END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'ZHESVX', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * IF( NOFACT ) THEN * * Compute the factorization A = U*D*U**H or A = L*D*L**H. * CALL ZLACPY( UPLO, N, N, A, LDA, AF, LDAF ) CALL ZHETRF( UPLO, N, AF, LDAF, IPIV, WORK, LWORK, INFO ) * * Return if INFO is non-zero. * IF( INFO.GT.0 )THEN RCOND = ZERO RETURN END IF END IF * * Compute the norm of the matrix A. * ANORM = ZLANHE( 'I', UPLO, N, A, LDA, RWORK ) * * Compute the reciprocal of the condition number of A. * CALL ZHECON( UPLO, N, AF, LDAF, IPIV, ANORM, RCOND, WORK, $ INFO ) * * Compute the solution vectors X. * CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) CALL ZHETRS( UPLO, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO ) * * Use iterative refinement to improve the computed solutions and * compute error bounds and backward error estimates for them. * CALL ZHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, $ LDX, FERR, BERR, WORK, RWORK, INFO ) * * Set INFO = N+1 if the matrix is singular to working precision. * IF( RCOND.LT.DLAMCH( 'Epsilon' ) ) $ INFO = N + 1 * WORK( 1 ) = LWKOPT * RETURN * * End of ZHESVX * END