Beispiel #1
0
	DLLEXPORT int c_cholesky_solve_factored(int n, int nrhs, complex a[], complex b[])
	{
		char uplo = 'L';
		int info = 0;
		cpotrs_(&uplo, &n, &nrhs, a, &n, b, &n, &info);
		return info;
	}
Beispiel #2
0
	DLLEXPORT MKL_INT c_cholesky_solve_factored(MKL_INT n, MKL_INT nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
	{
		char uplo = 'L';
		MKL_INT info = 0;
		cpotrs_(&uplo, &n, &nrhs, a, &n, b, &n, &info);
		return info;
	}
Beispiel #3
0
	DLLEXPORT int c_cholesky_solve(int n, int nrhs, complex a[], complex b[])
	{
		complex* clone = new complex[n*n];
		memcpy(clone, a, n*n*sizeof(complex));
		char uplo = 'L';
		int info = 0;
		cpotrf_(&uplo, &n, clone, &n, &info);

		if (info != 0){
			delete[] clone;
			return info;
		}

		cpotrs_(&uplo, &n, &nrhs, clone, &n, b, &n, &info);
		return info;
	}
Beispiel #4
0
	DLLEXPORT MKL_INT c_cholesky_solve(MKL_INT n, MKL_INT nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
	{
		MKL_Complex8* clone = new MKL_Complex8[n*n];
		std::memcpy(clone, a, n*n*sizeof(MKL_Complex8));
		char uplo = 'L';
		MKL_INT info = 0;
		cpotrf_(&uplo, &n, clone, &n, &info);

		if (info != 0){
			delete[] clone;
			return info;
		}

		cpotrs_(&uplo, &n, &nrhs, clone, &n, b, &n, &info);
		delete[] clone;
		return info;
	}
Beispiel #5
0
/* Subroutine */ int cporfs_(char *uplo, integer *n, integer *nrhs, complex *
                             a, integer *lda, complex *af, integer *ldaf, complex *b, integer *ldb,
                             complex *x, integer *ldx, real *ferr, real *berr, complex *work,
                             real *rwork, integer *info)
{
    /*  -- LAPACK routine (version 3.0) --
           Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
           Courant Institute, Argonne National Lab, and Rice University
           September 30, 1994


        Purpose
        =======

        CPORFS improves the computed solution to a system of linear
        equations when the coefficient matrix is Hermitian positive definite,
        and provides error bounds and backward error estimates for the
        solution.

        Arguments
        =========

        UPLO    (input) CHARACTER*1
                = 'U':  Upper triangle of A is stored;
                = 'L':  Lower triangle of A is stored.

        N       (input) INTEGER
                The order of the matrix A.  N >= 0.

        NRHS    (input) INTEGER
                The number of right hand sides, i.e., the number of columns
                of the matrices B and X.  NRHS >= 0.

        A       (input) COMPLEX 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.

        LDA     (input) INTEGER
                The leading dimension of the array A.  LDA >= max(1,N).

        AF      (input) COMPLEX array, dimension (LDAF,N)
                The triangular factor U or L from the Cholesky factorization
                A = U**H*U or A = L*L**H, as computed by CPOTRF.

        LDAF    (input) INTEGER
                The leading dimension of the array AF.  LDAF >= max(1,N).

        B       (input) COMPLEX array, dimension (LDB,NRHS)
                The right hand side matrix B.

        LDB     (input) INTEGER
                The leading dimension of the array B.  LDB >= max(1,N).

        X       (input/output) COMPLEX array, dimension (LDX,NRHS)
                On entry, the solution matrix X, as computed by CPOTRS.
                On exit, the improved solution matrix X.

        LDX     (input) INTEGER
                The leading dimension of the array X.  LDX >= max(1,N).

        FERR    (output) REAL 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.

        BERR    (output) REAL 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).

        WORK    (workspace) COMPLEX array, dimension (2*N)

        RWORK   (workspace) REAL array, dimension (N)

        INFO    (output) INTEGER
                = 0:  successful exit
                < 0:  if INFO = -i, the i-th argument had an illegal value

        Internal Parameters
        ===================

        ITMAX is the maximum number of steps of iterative refinement.

        ====================================================================


           Test the input parameters.

           Parameter adjustments */
    /* Table of constant values */
    static complex c_b1 = {1.f,0.f};
    static integer c__1 = 1;

    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
            x_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2, r__3, r__4;
    complex q__1;
    /* Builtin functions */
    double r_imag(complex *);
    /* Local variables */
    static integer kase;
    static real safe1, safe2;
    static integer i__, j, k;
    static real s;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int chemv_(char *, integer *, complex *, complex *
                                       , integer *, complex *, integer *, complex *, complex *, integer *
                                      ), ccopy_(integer *, complex *, integer *, complex *,
                                              integer *), caxpy_(integer *, complex *, complex *, integer *,
                                                      complex *, integer *);
    static integer count;
    static logical upper;
    extern /* Subroutine */ int clacon_(integer *, complex *, complex *, real
                                        *, integer *);
    static real xk;
    extern doublereal slamch_(char *);
    static integer nz;
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *), cpotrs_(
        char *, integer *, integer *, complex *, integer *, complex *,
        integer *, integer *);
    static real lstres, eps;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define x_subscr(a_1,a_2) (a_2)*x_dim1 + a_1
#define x_ref(a_1,a_2) x[x_subscr(a_1,a_2)]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1 * 1;
    af -= af_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1 * 1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
        *info = -1;
    } else if (*n < 0) {
        *info = -2;
    } else if (*nrhs < 0) {
        *info = -3;
    } else if (*lda < max(1,*n)) {
        *info = -5;
    } else if (*ldaf < max(1,*n)) {
        *info = -7;
    } else if (*ldb < max(1,*n)) {
        *info = -9;
    } else if (*ldx < max(1,*n)) {
        *info = -11;
    }
    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("CPORFS", &i__1);
        return 0;
    }

    /*     Quick return if possible */

    if (*n == 0 || *nrhs == 0) {
        i__1 = *nrhs;
        for (j = 1; j <= i__1; ++j) {
            ferr[j] = 0.f;
            berr[j] = 0.f;
            /* L10: */
        }
        return 0;
    }

    /*     NZ = maximum number of nonzero elements in each row of A, plus 1 */

    nz = *n + 1;
    eps = slamch_("Epsilon");
    safmin = slamch_("Safe minimum");
    safe1 = nz * safmin;
    safe2 = safe1 / eps;

    /*     Do for each right hand side */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {

        count = 1;
        lstres = 3.f;
L20:

        /*        Loop until stopping criterion is satisfied.

                  Compute residual R = B - A * X */

        ccopy_(n, &b_ref(1, j), &c__1, &work[1], &c__1);
        q__1.r = -1.f, q__1.i = 0.f;
        chemv_(uplo, n, &q__1, &a[a_offset], lda, &x_ref(1, j), &c__1, &c_b1,
               &work[1], &c__1);

        /*        Compute componentwise relative backward error from formula

                  max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )

                  where abs(Z) is the componentwise absolute value of the matrix
                  or vector Z.  If the i-th component of the denominator is less
                  than SAFE2, then SAFE1 is added to the i-th components of the
                  numerator and denominator before dividing. */

        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            i__3 = b_subscr(i__, j);
            rwork[i__] = (r__1 = b[i__3].r, dabs(r__1)) + (r__2 = r_imag(&
                         b_ref(i__, j)), dabs(r__2));
            /* L30: */
        }

        /*        Compute abs(A)*abs(X) + abs(B). */

        if (upper) {
            i__2 = *n;
            for (k = 1; k <= i__2; ++k) {
                s = 0.f;
                i__3 = x_subscr(k, j);
                xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x_ref(k,
                                                       j)), dabs(r__2));
                i__3 = k - 1;
                for (i__ = 1; i__ <= i__3; ++i__) {
                    i__4 = a_subscr(i__, k);
                    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 =
                                       r_imag(&a_ref(i__, k)), dabs(r__2))) * xk;
                    i__4 = a_subscr(i__, k);
                    i__5 = x_subscr(i__, j);
                    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&
                                                            a_ref(i__, k)), dabs(r__2))) * ((r__3 = x[i__5].r,
                                                                    dabs(r__3)) + (r__4 = r_imag(&x_ref(i__, j)),
                                                                            dabs(r__4)));
                    /* L40: */
                }
                i__3 = a_subscr(k, k);
                rwork[k] = rwork[k] + (r__1 = a[i__3].r, dabs(r__1)) * xk + s;
                /* L50: */
            }
        } else {
            i__2 = *n;
            for (k = 1; k <= i__2; ++k) {
                s = 0.f;
                i__3 = x_subscr(k, j);
                xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x_ref(k,
                                                       j)), dabs(r__2));
                i__3 = a_subscr(k, k);
                rwork[k] += (r__1 = a[i__3].r, dabs(r__1)) * xk;
                i__3 = *n;
                for (i__ = k + 1; i__ <= i__3; ++i__) {
                    i__4 = a_subscr(i__, k);
                    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 =
                                       r_imag(&a_ref(i__, k)), dabs(r__2))) * xk;
                    i__4 = a_subscr(i__, k);
                    i__5 = x_subscr(i__, j);
                    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&
                                                            a_ref(i__, k)), dabs(r__2))) * ((r__3 = x[i__5].r,
                                                                    dabs(r__3)) + (r__4 = r_imag(&x_ref(i__, j)),
                                                                            dabs(r__4)));
                    /* L60: */
                }
                rwork[k] += s;
                /* L70: */
            }
        }
        s = 0.f;
        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            if (rwork[i__] > safe2) {
                /* Computing MAX */
                i__3 = i__;
                r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 =
                                      r_imag(&work[i__]), dabs(r__2))) / rwork[i__];
                s = dmax(r__3,r__4);
            } else {
                /* Computing MAX */
                i__3 = i__;
                r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 =
                                      r_imag(&work[i__]), dabs(r__2)) + safe1) / (rwork[i__]
                                              + safe1);
                s = dmax(r__3,r__4);
            }
            /* L80: */
        }
        berr[j] = s;

        /*        Test stopping criterion. Continue iterating if
                     1) The residual BERR(J) is larger than machine epsilon, and
                     2) BERR(J) decreased by at least a factor of 2 during the
                        last iteration, and
                     3) At most ITMAX iterations tried. */

        if (berr[j] > eps && berr[j] * 2.f <= lstres && count <= 5) {

            /*           Update solution and try again. */

            cpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[1], n, info);
            caxpy_(n, &c_b1, &work[1], &c__1, &x_ref(1, j), &c__1);
            lstres = berr[j];
            ++count;
            goto L20;
        }

        /*        Bound error from formula

                  norm(X - XTRUE) / norm(X) .le. FERR =
                  norm( abs(inv(A))*
                     ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)

                  where
                    norm(Z) is the magnitude of the largest component of Z
                    inv(A) is the inverse of A
                    abs(Z) is the componentwise absolute value of the matrix or
                       vector Z
                    NZ is the maximum number of nonzeros in any row of A, plus 1
                    EPS is machine epsilon

                  The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
                  is incremented by SAFE1 if the i-th component of
                  abs(A)*abs(X) + abs(B) is less than SAFE2.

                  Use CLACON to estimate the infinity-norm of the matrix
                     inv(A) * diag(W),
                  where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */

        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            if (rwork[i__] > safe2) {
                i__3 = i__;
                rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 =
                                 r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
                                 i__];
            } else {
                i__3 = i__;
                rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 =
                                 r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
                                 i__] + safe1;
            }
            /* L90: */
        }

        kase = 0;
L100:
        clacon_(n, &work[*n + 1], &work[1], &ferr[j], &kase);
        if (kase != 0) {
            if (kase == 1) {

                /*              Multiply by diag(W)*inv(A'). */

                cpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[1], n,
                        info);
                i__2 = *n;
                for (i__ = 1; i__ <= i__2; ++i__) {
                    i__3 = i__;
                    i__4 = i__;
                    i__5 = i__;
                    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4]
                             * work[i__5].i;
                    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
                    /* L110: */
                }
            } else if (kase == 2) {

                /*              Multiply by inv(A)*diag(W). */

                i__2 = *n;
                for (i__ = 1; i__ <= i__2; ++i__) {
                    i__3 = i__;
                    i__4 = i__;
                    i__5 = i__;
                    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4]
                             * work[i__5].i;
                    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
                    /* L120: */
                }
                cpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[1], n,
                        info);
            }
            goto L100;
        }

        /*        Normalize error. */

        lstres = 0.f;
        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            /* Computing MAX */
            i__3 = x_subscr(i__, j);
            r__3 = lstres, r__4 = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 =
                                      r_imag(&x_ref(i__, j)), dabs(r__2));
            lstres = dmax(r__3,r__4);
            /* L130: */
        }
        if (lstres != 0.f) {
            ferr[j] /= lstres;
        }

        /* L140: */
    }

    return 0;

    /*     End of CPORFS */

} /* cporfs_ */
Beispiel #6
0
/* Subroutine */ int cchkpo_(logical *dotype, integer *nn, integer *nval, 
	integer *nnb, integer *nbval, integer *nns, integer *nsval, real *
	thresh, logical *tsterr, integer *nmax, complex *a, complex *afac, 
	complex *ainv, complex *b, complex *x, complex *xact, complex *work, 
	real *rwork, integer *nout)
{
    /* Initialized data */

    static integer iseedy[4] = { 1988,1989,1990,1991 };
    static char uplos[1*2] = "U" "L";

    /* Format strings */
    static char fmt_9999[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002, "
	    "NB =\002,i4,\002, type \002,i2,\002, test \002,i2,\002, ratio "
	    "=\002,g12.5)";
    static char fmt_9998[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002, "
	    "NRHS=\002,i3,\002, type \002,i2,\002, test(\002,i2,\002) =\002,g"
	    "12.5)";
    static char fmt_9997[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002"
	    ",\002,10x,\002 type \002,i2,\002, test(\002,i2,\002) =\002,g12.5)"
	    ;

    /* System generated locals */
    integer i__1, i__2, i__3, i__4;

    /* Local variables */
    integer i__, k, n, nb, in, kl, ku, lda, inb, ioff, mode, imat, info;
    char path[3], dist[1];
    integer irhs, nrhs;
    char uplo[1], type__[1];
    integer nrun;
    integer nfail, iseed[4];
    real rcond;
    integer nimat;
    real anorm;
    integer iuplo, izero, nerrs;
    logical zerot;
    char xtype[1];
    real rcondc;
    real cndnum;
    real result[8];

    /* Fortran I/O blocks */
    static cilist io___33 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___36 = { 0, 0, 0, fmt_9998, 0 };
    static cilist io___38 = { 0, 0, 0, fmt_9997, 0 };



/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CCHKPO tests CPOTRF, -TRI, -TRS, -RFS, and -CON */

/*  Arguments */
/*  ========= */

/*  DOTYPE  (input) LOGICAL array, dimension (NTYPES) */
/*          The matrix types to be used for testing.  Matrices of type j */
/*          (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) = */
/*          .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used. */

/*  NN      (input) INTEGER */
/*          The number of values of N contained in the vector NVAL. */

/*  NVAL    (input) INTEGER array, dimension (NN) */
/*          The values of the matrix dimension N. */

/*  NNB     (input) INTEGER */
/*          The number of values of NB contained in the vector NBVAL. */

/*  NBVAL   (input) INTEGER array, dimension (NBVAL) */
/*          The values of the blocksize NB. */

/*  NNS     (input) INTEGER */
/*          The number of values of NRHS contained in the vector NSVAL. */

/*  NSVAL   (input) INTEGER array, dimension (NNS) */
/*          The values of the number of right hand sides NRHS. */

/*  THRESH  (input) REAL */
/*          The threshold value for the test ratios.  A result is */
/*          included in the output file if RESULT >= THRESH.  To have */
/*          every test ratio printed, use THRESH = 0. */

/*  TSTERR  (input) LOGICAL */
/*          Flag that indicates whether error exits are to be tested. */

/*  NMAX    (input) INTEGER */
/*          The maximum value permitted for N, used in dimensioning the */
/*          work arrays. */

/*  A       (workspace) COMPLEX array, dimension (NMAX*NMAX) */

/*  AFAC    (workspace) COMPLEX array, dimension (NMAX*NMAX) */

/*  AINV    (workspace) COMPLEX array, dimension (NMAX*NMAX) */

/*  B       (workspace) COMPLEX array, dimension (NMAX*NSMAX) */
/*          where NSMAX is the largest entry in NSVAL. */

/*  X       (workspace) COMPLEX array, dimension (NMAX*NSMAX) */

/*  XACT    (workspace) COMPLEX array, dimension (NMAX*NSMAX) */

/*  WORK    (workspace) COMPLEX array, dimension */
/*                      (NMAX*max(3,NSMAX)) */

/*  RWORK   (workspace) REAL array, dimension */
/*                      (NMAX+2*NSMAX) */

/*  NOUT    (input) INTEGER */
/*          The unit number for output. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Scalars in Common .. */
/*     .. */
/*     .. Common blocks .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Data statements .. */
    /* Parameter adjustments */
    --rwork;
    --work;
    --xact;
    --x;
    --b;
    --ainv;
    --afac;
    --a;
    --nsval;
    --nbval;
    --nval;
    --dotype;

    /* Function Body */
/*     .. */
/*     .. Executable Statements .. */

/*     Initialize constants and the random number seed. */

    s_copy(path, "Complex precision", (ftnlen)1, (ftnlen)17);
    s_copy(path + 1, "PO", (ftnlen)2, (ftnlen)2);
    nrun = 0;
    nfail = 0;
    nerrs = 0;
    for (i__ = 1; i__ <= 4; ++i__) {
	iseed[i__ - 1] = iseedy[i__ - 1];
/* L10: */
    }

/*     Test the error exits */

    if (*tsterr) {
	cerrpo_(path, nout);
    }
    infoc_1.infot = 0;

/*     Do for each value of N in NVAL */

    i__1 = *nn;
    for (in = 1; in <= i__1; ++in) {
	n = nval[in];
	lda = max(n,1);
	*(unsigned char *)xtype = 'N';
	nimat = 9;
	if (n <= 0) {
	    nimat = 1;
	}

	izero = 0;
	i__2 = nimat;
	for (imat = 1; imat <= i__2; ++imat) {

/*           Do the tests only if DOTYPE( IMAT ) is true. */

	    if (! dotype[imat]) {
		goto L110;
	    }

/*           Skip types 3, 4, or 5 if the matrix size is too small. */

	    zerot = imat >= 3 && imat <= 5;
	    if (zerot && n < imat - 2) {
		goto L110;
	    }

/*           Do first for UPLO = 'U', then for UPLO = 'L' */

	    for (iuplo = 1; iuplo <= 2; ++iuplo) {
		*(unsigned char *)uplo = *(unsigned char *)&uplos[iuplo - 1];

/*              Set up parameters with CLATB4 and generate a test matrix */
/*              with CLATMS. */

		clatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, 
			&cndnum, dist);

		s_copy(srnamc_1.srnamt, "CLATMS", (ftnlen)32, (ftnlen)6);
		clatms_(&n, &n, dist, iseed, type__, &rwork[1], &mode, &
			cndnum, &anorm, &kl, &ku, uplo, &a[1], &lda, &work[1], 
			 &info);

/*              Check error code from CLATMS. */

		if (info != 0) {
		    alaerh_(path, "CLATMS", &info, &c__0, uplo, &n, &n, &c_n1, 
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		    goto L100;
		}

/*              For types 3-5, zero one row and column of the matrix to */
/*              test that INFO is returned correctly. */

		if (zerot) {
		    if (imat == 3) {
			izero = 1;
		    } else if (imat == 4) {
			izero = n;
		    } else {
			izero = n / 2 + 1;
		    }
		    ioff = (izero - 1) * lda;

/*                 Set row and column IZERO of A to 0. */

		    if (iuplo == 1) {
			i__3 = izero - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = ioff + i__;
			    a[i__4].r = 0.f, a[i__4].i = 0.f;
/* L20: */
			}
			ioff += izero;
			i__3 = n;
			for (i__ = izero; i__ <= i__3; ++i__) {
			    i__4 = ioff;
			    a[i__4].r = 0.f, a[i__4].i = 0.f;
			    ioff += lda;
/* L30: */
			}
		    } else {
			ioff = izero;
			i__3 = izero - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = ioff;
			    a[i__4].r = 0.f, a[i__4].i = 0.f;
			    ioff += lda;
/* L40: */
			}
			ioff -= izero;
			i__3 = n;
			for (i__ = izero; i__ <= i__3; ++i__) {
			    i__4 = ioff + i__;
			    a[i__4].r = 0.f, a[i__4].i = 0.f;
/* L50: */
			}
		    }
		} else {
		    izero = 0;
		}

/*              Set the imaginary part of the diagonals. */

		i__3 = lda + 1;
		claipd_(&n, &a[1], &i__3, &c__0);

/*              Do for each value of NB in NBVAL */

		i__3 = *nnb;
		for (inb = 1; inb <= i__3; ++inb) {
		    nb = nbval[inb];
		    xlaenv_(&c__1, &nb);

/*                 Compute the L*L' or U'*U factorization of the matrix. */

		    clacpy_(uplo, &n, &n, &a[1], &lda, &afac[1], &lda);
		    s_copy(srnamc_1.srnamt, "CPOTRF", (ftnlen)32, (ftnlen)6);
		    cpotrf_(uplo, &n, &afac[1], &lda, &info);

/*                 Check error code from CPOTRF. */

		    if (info != izero) {
			alaerh_(path, "CPOTRF", &info, &izero, uplo, &n, &n, &
				c_n1, &c_n1, &nb, &imat, &nfail, &nerrs, nout);
			goto L90;
		    }

/*                 Skip the tests if INFO is not 0. */

		    if (info != 0) {
			goto L90;
		    }

/* +    TEST 1 */
/*                 Reconstruct matrix from factors and compute residual. */

		    clacpy_(uplo, &n, &n, &afac[1], &lda, &ainv[1], &lda);
		    cpot01_(uplo, &n, &a[1], &lda, &ainv[1], &lda, &rwork[1], 
			    result);

/* +    TEST 2 */
/*                 Form the inverse and compute the residual. */

		    clacpy_(uplo, &n, &n, &afac[1], &lda, &ainv[1], &lda);
		    s_copy(srnamc_1.srnamt, "CPOTRI", (ftnlen)32, (ftnlen)6);
		    cpotri_(uplo, &n, &ainv[1], &lda, &info);

/*                 Check error code from CPOTRI. */

		    if (info != 0) {
			alaerh_(path, "CPOTRI", &info, &c__0, uplo, &n, &n, &
				c_n1, &c_n1, &c_n1, &imat, &nfail, &nerrs, 
				nout);
		    }

		    cpot03_(uplo, &n, &a[1], &lda, &ainv[1], &lda, &work[1], &
			    lda, &rwork[1], &rcondc, &result[1]);

/*                 Print information about the tests that did not pass */
/*                 the threshold. */

		    for (k = 1; k <= 2; ++k) {
			if (result[k - 1] >= *thresh) {
			    if (nfail == 0 && nerrs == 0) {
				alahd_(nout, path);
			    }
			    io___33.ciunit = *nout;
			    s_wsfe(&io___33);
			    do_fio(&c__1, uplo, (ftnlen)1);
			    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&nb, (ftnlen)sizeof(integer)
				    );
			    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
				    sizeof(real));
			    e_wsfe();
			    ++nfail;
			}
/* L60: */
		    }
		    nrun += 2;

/*                 Skip the rest of the tests unless this is the first */
/*                 blocksize. */

		    if (inb != 1) {
			goto L90;
		    }

		    i__4 = *nns;
		    for (irhs = 1; irhs <= i__4; ++irhs) {
			nrhs = nsval[irhs];

/* +    TEST 3 */
/*                 Solve and compute residual for A * X = B . */

			s_copy(srnamc_1.srnamt, "CLARHS", (ftnlen)32, (ftnlen)
				6);
			clarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, &
				nrhs, &a[1], &lda, &xact[1], &lda, &b[1], &
				lda, iseed, &info);
			clacpy_("Full", &n, &nrhs, &b[1], &lda, &x[1], &lda);

			s_copy(srnamc_1.srnamt, "CPOTRS", (ftnlen)32, (ftnlen)
				6);
			cpotrs_(uplo, &n, &nrhs, &afac[1], &lda, &x[1], &lda, 
				&info);

/*                 Check error code from CPOTRS. */

			if (info != 0) {
			    alaerh_(path, "CPOTRS", &info, &c__0, uplo, &n, &
				    n, &c_n1, &c_n1, &nrhs, &imat, &nfail, &
				    nerrs, nout);
			}

			clacpy_("Full", &n, &nrhs, &b[1], &lda, &work[1], &
				lda);
			cpot02_(uplo, &n, &nrhs, &a[1], &lda, &x[1], &lda, &
				work[1], &lda, &rwork[1], &result[2]);

/* +    TEST 4 */
/*                 Check solution from generated exact solution. */

			cget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &
				rcondc, &result[3]);

/* +    TESTS 5, 6, and 7 */
/*                 Use iterative refinement to improve the solution. */

			s_copy(srnamc_1.srnamt, "CPORFS", (ftnlen)32, (ftnlen)
				6);
			cporfs_(uplo, &n, &nrhs, &a[1], &lda, &afac[1], &lda, 
				&b[1], &lda, &x[1], &lda, &rwork[1], &rwork[
				nrhs + 1], &work[1], &rwork[(nrhs << 1) + 1], 
				&info);

/*                 Check error code from CPORFS. */

			if (info != 0) {
			    alaerh_(path, "CPORFS", &info, &c__0, uplo, &n, &
				    n, &c_n1, &c_n1, &nrhs, &imat, &nfail, &
				    nerrs, nout);
			}

			cget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &
				rcondc, &result[4]);
			cpot05_(uplo, &n, &nrhs, &a[1], &lda, &b[1], &lda, &x[
				1], &lda, &xact[1], &lda, &rwork[1], &rwork[
				nrhs + 1], &result[5]);

/*                    Print information about the tests that did not pass */
/*                    the threshold. */

			for (k = 3; k <= 7; ++k) {
			    if (result[k - 1] >= *thresh) {
				if (nfail == 0 && nerrs == 0) {
				    alahd_(nout, path);
				}
				io___36.ciunit = *nout;
				s_wsfe(&io___36);
				do_fio(&c__1, uplo, (ftnlen)1);
				do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&nrhs, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&k, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
					sizeof(real));
				e_wsfe();
				++nfail;
			    }
/* L70: */
			}
			nrun += 5;
/* L80: */
		    }

/* +    TEST 8 */
/*                 Get an estimate of RCOND = 1/CNDNUM. */

		    anorm = clanhe_("1", uplo, &n, &a[1], &lda, &rwork[1]);
		    s_copy(srnamc_1.srnamt, "CPOCON", (ftnlen)32, (ftnlen)6);
		    cpocon_(uplo, &n, &afac[1], &lda, &anorm, &rcond, &work[1]
, &rwork[1], &info);

/*                 Check error code from CPOCON. */

		    if (info != 0) {
			alaerh_(path, "CPOCON", &info, &c__0, uplo, &n, &n, &
				c_n1, &c_n1, &c_n1, &imat, &nfail, &nerrs, 
				nout);
		    }

		    result[7] = sget06_(&rcond, &rcondc);

/*                 Print the test ratio if it is .GE. THRESH. */

		    if (result[7] >= *thresh) {
			if (nfail == 0 && nerrs == 0) {
			    alahd_(nout, path);
			}
			io___38.ciunit = *nout;
			s_wsfe(&io___38);
			do_fio(&c__1, uplo, (ftnlen)1);
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&c__8, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&result[7], (ftnlen)sizeof(real)
				);
			e_wsfe();
			++nfail;
		    }
		    ++nrun;
L90:
		    ;
		}
L100:
		;
	    }
L110:
	    ;
	}
/* L120: */
    }

/*     Print a summary of the results. */

    alasum_(path, nout, &nfail, &nrun, &nerrs);

    return 0;

/*     End of CCHKPO */

} /* cchkpo_ */
Beispiel #7
0
/* Subroutine */ int cposv_(char *uplo, integer *n, integer *nrhs, complex *a, 
	 integer *lda, complex *b, integer *ldb, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1;

    /* Local variables */
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int xerbla_(char *, integer *), cpotrf_(
	    char *, integer *, complex *, integer *, integer *), 
	    cpotrs_(char *, integer *, integer *, complex *, integer *, 
	    complex *, integer *, integer *);


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CPOSV computes the solution to a complex system of linear equations */
/*     A * X = B, */
/*  where A is an N-by-N Hermitian positive definite matrix and X and B */
/*  are N-by-NRHS matrices. */

/*  The Cholesky decomposition is used to factor A as */
/*     A = U**H* U,  if UPLO = 'U', or */
/*     A = L * L**H,  if UPLO = 'L', */
/*  where U is an upper triangular matrix and  L is a lower triangular */
/*  matrix.  The factored form of A is then used to solve the system of */
/*  equations A * X = B. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The number of linear equations, i.e., the order of the */
/*          matrix A.  N >= 0. */

/*  NRHS    (input) INTEGER */
/*          The number of right hand sides, i.e., the number of columns */
/*          of the matrix B.  NRHS >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, 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. */

/*          On exit, if INFO = 0, the factor U or L from the Cholesky */
/*          factorization A = U**H*U or A = L*L**H. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  B       (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*          On entry, the N-by-NRHS right hand side matrix B. */
/*          On exit, if INFO = 0, the N-by-NRHS solution matrix X. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B.  LDB >= max(1,N). */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, the leading minor of order i of A is not */
/*                positive definite, so the factorization could not be */
/*                completed, and the solution has not been computed. */

/*  ===================================================================== */

/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;

    /* Function Body */
    *info = 0;
    if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CPOSV ", &i__1);
	return 0;
    }

/*     Compute the Cholesky factorization A = U'*U or A = L*L'. */

    cpotrf_(uplo, n, &a[a_offset], lda, info);
    if (*info == 0) {

/*        Solve the system A*X = B, overwriting B with X. */

	cpotrs_(uplo, n, nrhs, &a[a_offset], lda, &b[b_offset], ldb, info);

    }
    return 0;

/*     End of CPOSV */

} /* cposv_ */
Beispiel #8
0
/* Subroutine */ int cposvx_(char *fact, char *uplo, integer *n, integer *
                             nrhs, complex *a, integer *lda, complex *af, integer *ldaf, char *
                             equed, real *s, complex *b, integer *ldb, complex *x, integer *ldx,
                             real *rcond, real *ferr, real *berr, complex *work, real *rwork,
                             integer *info)
{
    /*  -- LAPACK driver routine (version 3.0) --
           Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
           Courant Institute, Argonne National Lab, and Rice University
           June 30, 1999


        Purpose
        =======

        CPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
        compute the solution to a complex system of linear equations
           A * X = B,
        where A is an N-by-N Hermitian positive definite matrix and X and B
        are N-by-NRHS matrices.

        Error bounds on the solution and a condition estimate are also
        provided.

        Description
        ===========

        The following steps are performed:

        1. If FACT = 'E', real scaling factors are computed to equilibrate
           the system:
              diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
           Whether or not the system will be equilibrated depends on the
           scaling of the matrix A, but if equilibration is used, A is
           overwritten by diag(S)*A*diag(S) and B by diag(S)*B.

        2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
           factor the matrix A (after equilibration if FACT = 'E') as
              A = U**H* U,  if UPLO = 'U', or
              A = L * L**H,  if UPLO = 'L',
           where U is an upper triangular matrix and L is a lower triangular
           matrix.

        3. If the leading i-by-i principal minor is not positive definite,
           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.

        4. The system of equations is solved for X using the factored form
           of A.

        5. Iterative refinement is applied to improve the computed solution
           matrix and calculate error bounds and backward error estimates
           for it.

        6. If equilibration was used, the matrix X is premultiplied by
           diag(S) so that it solves the original system before
           equilibration.

        Arguments
        =========

        FACT    (input) CHARACTER*1
                Specifies whether or not the factored form of the matrix A is
                supplied on entry, and if not, whether the matrix A should be
                equilibrated before it is factored.
                = 'F':  On entry, AF contains the factored form of A.
                        If EQUED = 'Y', the matrix A has been equilibrated
                        with scaling factors given by S.  A and AF will not
                        be modified.
                = 'N':  The matrix A will be copied to AF and factored.
                = 'E':  The matrix A will be equilibrated if necessary, then
                        copied to AF and factored.

        UPLO    (input) CHARACTER*1
                = 'U':  Upper triangle of A is stored;
                = 'L':  Lower triangle of A is stored.

        N       (input) INTEGER
                The number of linear equations, i.e., the order of the
                matrix A.  N >= 0.

        NRHS    (input) INTEGER
                The number of right hand sides, i.e., the number of columns
                of the matrices B and X.  NRHS >= 0.

        A       (input/output) COMPLEX array, dimension (LDA,N)
                On entry, the Hermitian matrix A, except if FACT = 'F' and
                EQUED = 'Y', then A must contain the equilibrated matrix
                diag(S)*A*diag(S).  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.  A is not modified if
                FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.

                On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
                diag(S)*A*diag(S).

        LDA     (input) INTEGER
                The leading dimension of the array A.  LDA >= max(1,N).

        AF      (input or output) COMPLEX array, dimension (LDAF,N)
                If FACT = 'F', then AF is an input argument and on entry
                contains the triangular factor U or L from the Cholesky
                factorization A = U**H*U or A = L*L**H, in the same storage
                format as A.  If EQUED .ne. 'N', then AF is the factored form
                of the equilibrated matrix diag(S)*A*diag(S).

                If FACT = 'N', then AF is an output argument and on exit
                returns the triangular factor U or L from the Cholesky
                factorization A = U**H*U or A = L*L**H of the original
                matrix A.

                If FACT = 'E', then AF is an output argument and on exit
                returns the triangular factor U or L from the Cholesky
                factorization A = U**H*U or A = L*L**H of the equilibrated
                matrix A (see the description of A for the form of the
                equilibrated matrix).

        LDAF    (input) INTEGER
                The leading dimension of the array AF.  LDAF >= max(1,N).

        EQUED   (input or output) CHARACTER*1
                Specifies the form of equilibration that was done.
                = 'N':  No equilibration (always true if FACT = 'N').
                = 'Y':  Equilibration was done, i.e., A has been replaced by
                        diag(S) * A * diag(S).
                EQUED is an input argument if FACT = 'F'; otherwise, it is an
                output argument.

        S       (input or output) REAL array, dimension (N)
                The scale factors for A; not accessed if EQUED = 'N'.  S is
                an input argument if FACT = 'F'; otherwise, S is an output
                argument.  If FACT = 'F' and EQUED = 'Y', each element of S
                must be positive.

        B       (input/output) COMPLEX array, dimension (LDB,NRHS)
                On entry, the N-by-NRHS righthand side matrix B.
                On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
                B is overwritten by diag(S) * B.

        LDB     (input) INTEGER
                The leading dimension of the array B.  LDB >= max(1,N).

        X       (output) COMPLEX array, dimension (LDX,NRHS)
                If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
                the original system of equations.  Note that if EQUED = 'Y',
                A and B are modified on exit, and the solution to the
                equilibrated system is inv(diag(S))*X.

        LDX     (input) INTEGER
                The leading dimension of the array X.  LDX >= max(1,N).

        RCOND   (output) REAL
                The estimate of the reciprocal condition number of the matrix
                A after equilibration (if done).  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.

        FERR    (output) REAL 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.

        BERR    (output) REAL 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).

        WORK    (workspace) COMPLEX array, dimension (2*N)

        RWORK   (workspace) REAL array, dimension (N)

        INFO    (output) INTEGER
                = 0: successful exit
                < 0: if INFO = -i, the i-th argument had an illegal value
                > 0: if INFO = i, and i is
                      <= N:  the leading minor of order i of A is
                             not positive definite, so the factorization
                             could not be completed, and the solution has not
                             been computed. RCOND = 0 is returned.
                      = N+1: U 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.

        =====================================================================


           Parameter adjustments */
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
            x_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2;
    complex q__1;
    /* Local variables */
    static real amax, smin, smax;
    static integer i__, j;
    extern logical lsame_(char *, char *);
    static real scond, anorm;
    static logical equil, rcequ;
    extern doublereal clanhe_(char *, char *, integer *, complex *, integer *,
                              real *);
    extern /* Subroutine */ int claqhe_(char *, integer *, complex *, integer
                                        *, real *, real *, real *, char *);
    extern doublereal slamch_(char *);
    static logical nofact;
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex
                                        *, integer *, complex *, integer *), xerbla_(char *,
                                                integer *);
    static real bignum;
    extern /* Subroutine */ int cpocon_(char *, integer *, complex *, integer
                                        *, real *, real *, complex *, real *, integer *);
    static integer infequ;
    extern /* Subroutine */ int cpoequ_(integer *, complex *, integer *, real
                                        *, real *, real *, integer *), cporfs_(char *, integer *, integer
                                                *, complex *, integer *, complex *, integer *, complex *, integer
                                                *, complex *, integer *, real *, real *, complex *, real *,
                                                integer *), cpotrf_(char *, integer *, complex *, integer
                                                        *, integer *), cpotrs_(char *, integer *, integer *,
                                                                complex *, integer *, complex *, integer *, integer *);
    static real smlnum;
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define x_subscr(a_1,a_2) (a_2)*x_dim1 + a_1
#define x_ref(a_1,a_2) x[x_subscr(a_1,a_2)]

    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1 * 1;
    af -= af_offset;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1 * 1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    if (nofact || equil) {
        *(unsigned char *)equed = 'N';
        rcequ = FALSE_;
    } else {
        rcequ = lsame_(equed, "Y");
        smlnum = slamch_("Safe minimum");
        bignum = 1.f / smlnum;
    }

    /*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
        *info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo,
               "L")) {
        *info = -2;
    } else if (*n < 0) {
        *info = -3;
    } else if (*nrhs < 0) {
        *info = -4;
    } else if (*lda < max(1,*n)) {
        *info = -6;
    } else if (*ldaf < max(1,*n)) {
        *info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
                                           equed, "N"))) {
        *info = -9;
    } else {
        if (rcequ) {
            smin = bignum;
            smax = 0.f;
            i__1 = *n;
            for (j = 1; j <= i__1; ++j) {
                /* Computing MIN */
                r__1 = smin, r__2 = s[j];
                smin = dmin(r__1,r__2);
                /* Computing MAX */
                r__1 = smax, r__2 = s[j];
                smax = dmax(r__1,r__2);
                /* L10: */
            }
            if (smin <= 0.f) {
                *info = -10;
            } else if (*n > 0) {
                scond = dmax(smin,smlnum) / dmin(smax,bignum);
            } else {
                scond = 1.f;
            }
        }
        if (*info == 0) {
            if (*ldb < max(1,*n)) {
                *info = -12;
            } else if (*ldx < max(1,*n)) {
                *info = -14;
            }
        }
    }

    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("CPOSVX", &i__1);
        return 0;
    }

    if (equil) {

        /*        Compute row and column scalings to equilibrate the matrix A. */

        cpoequ_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
        if (infequ == 0) {

            /*           Equilibrate the matrix. */

            claqhe_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
            rcequ = lsame_(equed, "Y");
        }
    }

    /*     Scale the right hand side. */

    if (rcequ) {
        i__1 = *nrhs;
        for (j = 1; j <= i__1; ++j) {
            i__2 = *n;
            for (i__ = 1; i__ <= i__2; ++i__) {
                i__3 = b_subscr(i__, j);
                i__4 = i__;
                i__5 = b_subscr(i__, j);
                q__1.r = s[i__4] * b[i__5].r, q__1.i = s[i__4] * b[i__5].i;
                b[i__3].r = q__1.r, b[i__3].i = q__1.i;
                /* L20: */
            }
            /* L30: */
        }
    }

    if (nofact || equil) {

        /*        Compute the Cholesky factorization A = U'*U or A = L*L'. */

        clacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        cpotrf_(uplo, n, &af[af_offset], ldaf, info);

        /*        Return if INFO is non-zero. */

        if (*info != 0) {
            if (*info > 0) {
                *rcond = 0.f;
            }
            return 0;
        }
    }

    /*     Compute the norm of the matrix A. */

    anorm = clanhe_("1", uplo, n, &a[a_offset], lda, &rwork[1]);

    /*     Compute the reciprocal of the condition number of A. */

    cpocon_(uplo, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &rwork[1],
            info);

    /*     Set INFO = N+1 if the matrix is singular to working precision. */

    if (*rcond < slamch_("Epsilon")) {
        *info = *n + 1;
    }

    /*     Compute the solution matrix X. */

    clacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    cpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info);

    /*     Use iterative refinement to improve the computed solution and
           compute error bounds and backward error estimates for it. */

    cporfs_(uplo, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &b[
                b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[1], &
            rwork[1], info);

    /*     Transform the solution matrix X to a solution of the original
           system. */

    if (rcequ) {
        i__1 = *nrhs;
        for (j = 1; j <= i__1; ++j) {
            i__2 = *n;
            for (i__ = 1; i__ <= i__2; ++i__) {
                i__3 = x_subscr(i__, j);
                i__4 = i__;
                i__5 = x_subscr(i__, j);
                q__1.r = s[i__4] * x[i__5].r, q__1.i = s[i__4] * x[i__5].i;
                x[i__3].r = q__1.r, x[i__3].i = q__1.i;
                /* L40: */
            }
            /* L50: */
        }
        i__1 = *nrhs;
        for (j = 1; j <= i__1; ++j) {
            ferr[j] /= scond;
            /* L60: */
        }
    }

    return 0;

    /*     End of CPOSVX */

} /* cposvx_ */
Beispiel #9
0
/* Subroutine */ int cerrpo_(char *path, integer *nunit)
{
    /* System generated locals */
    integer i__1;
    real r__1, r__2;
    complex q__1;

    /* Local variables */
    complex a[16]	/* was [4][4] */, b[4];
    integer i__, j;
    real r__[4];
    complex w[8], x[4];
    char c2[2];
    real r1[4], r2[4];
    complex af[16]	/* was [4][4] */;
    integer info;
    real anrm, rcond;

    /* Fortran I/O blocks */
    static cilist io___1 = { 0, 0, 0, 0, 0 };



/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CERRPO tests the error exits for the COMPLEX routines */
/*  for Hermitian positive definite matrices. */

/*  Arguments */
/*  ========= */

/*  PATH    (input) CHARACTER*3 */
/*          The LAPACK path name for the routines to be tested. */

/*  NUNIT   (input) INTEGER */
/*          The unit number for output. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Scalars in Common .. */
/*     .. */
/*     .. Common blocks .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    infoc_1.nout = *nunit;
    io___1.ciunit = infoc_1.nout;
    s_wsle(&io___1);
    e_wsle();
    s_copy(c2, path + 1, (ftnlen)2, (ftnlen)2);

/*     Set the variables to innocuous values. */

    for (j = 1; j <= 4; ++j) {
	for (i__ = 1; i__ <= 4; ++i__) {
	    i__1 = i__ + (j << 2) - 5;
	    r__1 = 1.f / (real) (i__ + j);
	    r__2 = -1.f / (real) (i__ + j);
	    q__1.r = r__1, q__1.i = r__2;
	    a[i__1].r = q__1.r, a[i__1].i = q__1.i;
	    i__1 = i__ + (j << 2) - 5;
	    r__1 = 1.f / (real) (i__ + j);
	    r__2 = -1.f / (real) (i__ + j);
	    q__1.r = r__1, q__1.i = r__2;
	    af[i__1].r = q__1.r, af[i__1].i = q__1.i;
/* L10: */
	}
	i__1 = j - 1;
	b[i__1].r = 0.f, b[i__1].i = 0.f;
	r1[j - 1] = 0.f;
	r2[j - 1] = 0.f;
	i__1 = j - 1;
	w[i__1].r = 0.f, w[i__1].i = 0.f;
	i__1 = j - 1;
	x[i__1].r = 0.f, x[i__1].i = 0.f;
/* L20: */
    }
    anrm = 1.f;
    infoc_1.ok = TRUE_;

/*     Test error exits of the routines that use the Cholesky */
/*     decomposition of a Hermitian positive definite matrix. */

    if (lsamen_(&c__2, c2, "PO")) {

/*        CPOTRF */

	s_copy(srnamc_1.srnamt, "CPOTRF", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpotrf_("/", &c__0, a, &c__1, &info);
	chkxer_("CPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpotrf_("U", &c_n1, a, &c__1, &info);
	chkxer_("CPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	cpotrf_("U", &c__2, a, &c__1, &info);
	chkxer_("CPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPOTF2 */

	s_copy(srnamc_1.srnamt, "CPOTF2", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpotf2_("/", &c__0, a, &c__1, &info);
	chkxer_("CPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpotf2_("U", &c_n1, a, &c__1, &info);
	chkxer_("CPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	cpotf2_("U", &c__2, a, &c__1, &info);
	chkxer_("CPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPOTRI */

	s_copy(srnamc_1.srnamt, "CPOTRI", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpotri_("/", &c__0, a, &c__1, &info);
	chkxer_("CPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpotri_("U", &c_n1, a, &c__1, &info);
	chkxer_("CPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	cpotri_("U", &c__2, a, &c__1, &info);
	chkxer_("CPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPOTRS */

	s_copy(srnamc_1.srnamt, "CPOTRS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpotrs_("/", &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("CPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpotrs_("U", &c_n1, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("CPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpotrs_("U", &c__0, &c_n1, a, &c__1, b, &c__1, &info);
	chkxer_("CPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	cpotrs_("U", &c__2, &c__1, a, &c__1, b, &c__2, &info);
	chkxer_("CPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	cpotrs_("U", &c__2, &c__1, a, &c__2, b, &c__1, &info);
	chkxer_("CPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPORFS */

	s_copy(srnamc_1.srnamt, "CPORFS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cporfs_("/", &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cporfs_("U", &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cporfs_("U", &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	cporfs_("U", &c__2, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &c__2, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	cporfs_("U", &c__2, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &c__2, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	cporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__1, x, &c__2, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 11;
	cporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__2, x, &c__1, 
		r1, r2, w, r__, &info);
	chkxer_("CPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPOCON */

	s_copy(srnamc_1.srnamt, "CPOCON", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpocon_("/", &c__0, a, &c__1, &anrm, &rcond, w, r__, &info)
		;
	chkxer_("CPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpocon_("U", &c_n1, a, &c__1, &anrm, &rcond, w, r__, &info)
		;
	chkxer_("CPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	cpocon_("U", &c__2, a, &c__1, &anrm, &rcond, w, r__, &info)
		;
	chkxer_("CPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	r__1 = -anrm;
	cpocon_("U", &c__1, a, &c__1, &r__1, &rcond, w, r__, &info)
		;
	chkxer_("CPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPOEQU */

	s_copy(srnamc_1.srnamt, "CPOEQU", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpoequ_(&c_n1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("CPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpoequ_(&c__2, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("CPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*     Test error exits of the routines that use the Cholesky */
/*     decomposition of a Hermitian positive definite packed matrix. */

    } else if (lsamen_(&c__2, c2, "PP")) {

/*        CPPTRF */

	s_copy(srnamc_1.srnamt, "CPPTRF", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpptrf_("/", &c__0, a, &info);
	chkxer_("CPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpptrf_("U", &c_n1, a, &info);
	chkxer_("CPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPPTRI */

	s_copy(srnamc_1.srnamt, "CPPTRI", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpptri_("/", &c__0, a, &info);
	chkxer_("CPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpptri_("U", &c_n1, a, &info);
	chkxer_("CPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPPTRS */

	s_copy(srnamc_1.srnamt, "CPPTRS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpptrs_("/", &c__0, &c__0, a, b, &c__1, &info);
	chkxer_("CPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpptrs_("U", &c_n1, &c__0, a, b, &c__1, &info);
	chkxer_("CPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpptrs_("U", &c__0, &c_n1, a, b, &c__1, &info);
	chkxer_("CPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	cpptrs_("U", &c__2, &c__1, a, b, &c__1, &info);
	chkxer_("CPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPPRFS */

	s_copy(srnamc_1.srnamt, "CPPRFS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpprfs_("/", &c__0, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, r__, 
		&info);
	chkxer_("CPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpprfs_("U", &c_n1, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, r__, 
		&info);
	chkxer_("CPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpprfs_("U", &c__0, &c_n1, a, af, b, &c__1, x, &c__1, r1, r2, w, r__, 
		&info);
	chkxer_("CPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	cpprfs_("U", &c__2, &c__1, a, af, b, &c__1, x, &c__2, r1, r2, w, r__, 
		&info);
	chkxer_("CPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	cpprfs_("U", &c__2, &c__1, a, af, b, &c__2, x, &c__1, r1, r2, w, r__, 
		&info);
	chkxer_("CPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPPCON */

	s_copy(srnamc_1.srnamt, "CPPCON", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cppcon_("/", &c__0, a, &anrm, &rcond, w, r__, &info);
	chkxer_("CPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cppcon_("U", &c_n1, a, &anrm, &rcond, w, r__, &info);
	chkxer_("CPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	r__1 = -anrm;
	cppcon_("U", &c__1, a, &r__1, &rcond, w, r__, &info);
	chkxer_("CPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPPEQU */

	s_copy(srnamc_1.srnamt, "CPPEQU", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cppequ_("/", &c__0, a, r1, &rcond, &anrm, &info);
	chkxer_("CPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cppequ_("U", &c_n1, a, r1, &rcond, &anrm, &info);
	chkxer_("CPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*     Test error exits of the routines that use the Cholesky */
/*     decomposition of a Hermitian positive definite band matrix. */

    } else if (lsamen_(&c__2, c2, "PB")) {

/*        CPBTRF */

	s_copy(srnamc_1.srnamt, "CPBTRF", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpbtrf_("/", &c__0, &c__0, a, &c__1, &info);
	chkxer_("CPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpbtrf_("U", &c_n1, &c__0, a, &c__1, &info);
	chkxer_("CPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpbtrf_("U", &c__1, &c_n1, a, &c__1, &info);
	chkxer_("CPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	cpbtrf_("U", &c__2, &c__1, a, &c__1, &info);
	chkxer_("CPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPBTF2 */

	s_copy(srnamc_1.srnamt, "CPBTF2", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpbtf2_("/", &c__0, &c__0, a, &c__1, &info);
	chkxer_("CPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpbtf2_("U", &c_n1, &c__0, a, &c__1, &info);
	chkxer_("CPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpbtf2_("U", &c__1, &c_n1, a, &c__1, &info);
	chkxer_("CPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	cpbtf2_("U", &c__2, &c__1, a, &c__1, &info);
	chkxer_("CPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPBTRS */

	s_copy(srnamc_1.srnamt, "CPBTRS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpbtrs_("/", &c__0, &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("CPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpbtrs_("U", &c_n1, &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("CPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpbtrs_("U", &c__1, &c_n1, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("CPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	cpbtrs_("U", &c__0, &c__0, &c_n1, a, &c__1, b, &c__1, &info);
	chkxer_("CPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	cpbtrs_("U", &c__2, &c__1, &c__1, a, &c__1, b, &c__1, &info);
	chkxer_("CPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	cpbtrs_("U", &c__2, &c__0, &c__1, a, &c__1, b, &c__1, &info);
	chkxer_("CPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPBRFS */

	s_copy(srnamc_1.srnamt, "CPBRFS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpbrfs_("/", &c__0, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpbrfs_("U", &c_n1, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpbrfs_("U", &c__1, &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	cpbrfs_("U", &c__0, &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	cpbrfs_("U", &c__2, &c__1, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &
		c__2, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	cpbrfs_("U", &c__2, &c__1, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &
		c__2, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 10;
	cpbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__1, x, &
		c__2, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 12;
	cpbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__2, x, &
		c__1, r1, r2, w, r__, &info);
	chkxer_("CPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPBCON */

	s_copy(srnamc_1.srnamt, "CPBCON", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpbcon_("/", &c__0, &c__0, a, &c__1, &anrm, &rcond, w, r__, &info);
	chkxer_("CPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpbcon_("U", &c_n1, &c__0, a, &c__1, &anrm, &rcond, w, r__, &info);
	chkxer_("CPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpbcon_("U", &c__1, &c_n1, a, &c__1, &anrm, &rcond, w, r__, &info);
	chkxer_("CPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	cpbcon_("U", &c__2, &c__1, a, &c__1, &anrm, &rcond, w, r__, &info);
	chkxer_("CPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	r__1 = -anrm;
	cpbcon_("U", &c__1, &c__0, a, &c__1, &r__1, &rcond, w, r__, &info);
	chkxer_("CPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        CPBEQU */

	s_copy(srnamc_1.srnamt, "CPBEQU", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	cpbequ_("/", &c__0, &c__0, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("CPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	cpbequ_("U", &c_n1, &c__0, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("CPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	cpbequ_("U", &c__1, &c_n1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("CPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	cpbequ_("U", &c__2, &c__1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("CPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
    }

/*     Print a summary line. */

    alaesm_(path, &infoc_1.ok, &infoc_1.nout);

    return 0;

/*     End of CERRPO */

} /* cerrpo_ */
Beispiel #10
0
/* Subroutine */
int cposvxx_(char *fact, char *uplo, integer *n, integer * nrhs, complex *a, integer *lda, complex *af, integer *ldaf, char * equed, real *s, complex *b, integer *ldb, complex *x, integer *ldx, real *rcond, real *rpvgrw, real *berr, integer *n_err_bnds__, real * err_bnds_norm__, real *err_bnds_comp__, integer *nparams, real * params, complex *work, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    real r__1, r__2;
    /* Local variables */
    integer j;
    real amax, smin, smax;
    extern real cla_porpvgrw_(char *, integer *, complex *, integer *, complex *, integer *, real *);
    extern logical lsame_(char *, char *);
    real scond;
    logical equil, rcequ;
    extern /* Subroutine */
    int claqhe_(char *, integer *, complex *, integer *, real *, real *, real *, char *);
    extern real slamch_(char *);
    logical nofact;
    extern /* Subroutine */
    int clacpy_(char *, integer *, integer *, complex *, integer *, complex *, integer *), xerbla_(char *, integer *);
    real bignum;
    integer infequ;
    extern /* Subroutine */
    int cpotrf_(char *, integer *, complex *, integer *, integer *), cpotrs_(char *, integer *, integer *, complex *, integer *, complex *, integer *, integer *);
    real smlnum;
    extern /* Subroutine */
    int clascl2_(integer *, integer *, real *, complex *, integer *), cpoequb_(integer *, complex *, integer *, real *, real *, real *, integer *), cporfsx_(char *, char *, integer *, integer *, complex *, integer *, complex *, integer *, real *, complex *, integer *, complex *, integer *, real *, real * , integer *, real *, real *, integer *, real *, complex *, real *, integer *);
    /* -- LAPACK driver routine (version 3.4.1) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* April 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --rwork;
    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = slamch_("Safe minimum");
    bignum = 1.f / smlnum;
    if (nofact || equil)
    {
        *(unsigned char *)equed = 'N';
        rcequ = FALSE_;
    }
    else
    {
        rcequ = lsame_(equed, "Y");
    }
    /* Default is failure. If an input parameter is wrong or */
    /* factorization fails, make everything look horrible. Only the */
    /* pivot growth is set here, the rest is initialized in CPORFSX. */
    *rpvgrw = 0.f;
    /* Test the input parameters. PARAMS is not tested until CPORFSX. */
    if (! nofact && ! equil && ! lsame_(fact, "F"))
    {
        *info = -1;
    }
    else if (! lsame_(uplo, "U") && ! lsame_(uplo, "L"))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    else if (*nrhs < 0)
    {
        *info = -4;
    }
    else if (*lda < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -8;
    }
    else if (lsame_(fact, "F") && ! (rcequ || lsame_( equed, "N")))
    {
        *info = -9;
    }
    else
    {
        if (rcequ)
        {
            smin = bignum;
            smax = 0.f;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                /* Computing MIN */
                r__1 = smin;
                r__2 = s[j]; // , expr subst
                smin = min(r__1,r__2);
                /* Computing MAX */
                r__1 = smax;
                r__2 = s[j]; // , expr subst
                smax = max(r__1,r__2);
                /* L10: */
            }
            if (smin <= 0.f)
            {
                *info = -10;
            }
            else if (*n > 0)
            {
                scond = max(smin,smlnum) / min(smax,bignum);
            }
            else
            {
                scond = 1.f;
            }
        }
        if (*info == 0)
        {
            if (*ldb < max(1,*n))
            {
                *info = -12;
            }
            else if (*ldx < max(1,*n))
            {
                *info = -14;
            }
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CPOSVXX", &i__1);
        return 0;
    }
    if (equil)
    {
        /* Compute row and column scalings to equilibrate the matrix A. */
        cpoequb_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
        if (infequ == 0)
        {
            /* Equilibrate the matrix. */
            claqhe_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
            rcequ = lsame_(equed, "Y");
        }
    }
    /* Scale the right-hand side. */
    if (rcequ)
    {
        clascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }
    if (nofact || equil)
    {
        /* Compute the Cholesky factorization of A. */
        clacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        cpotrf_(uplo, n, &af[af_offset], ldaf, info);
        /* Return if INFO is non-zero. */
        if (*info > 0)
        {
            /* Pivot in column INFO is exactly 0 */
            /* Compute the reciprocal pivot growth factor of the */
            /* leading rank-deficient INFO columns of A. */
            *rpvgrw = cla_porpvgrw_(uplo, n, &a[a_offset], lda, &af[ af_offset], ldaf, &rwork[1]);
            return 0;
        }
    }
    /* Compute the reciprocal pivot growth factor RPVGRW. */
    *rpvgrw = cla_porpvgrw_(uplo, n, &a[a_offset], lda, &af[af_offset], ldaf, &rwork[1]);
    /* Compute the solution matrix X. */
    clacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    cpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info);
    /* Use iterative refinement to improve the computed solution and */
    /* compute error bounds and backward error estimates for it. */
    cporfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, & s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, &berr[1], n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], & err_bnds_comp__[err_bnds_comp_offset], nparams, &params[1], &work[ 1], &rwork[1], info);
    /* Scale solutions. */
    if (rcequ)
    {
        clascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }
    return 0;
    /* End of CPOSVXX */
}
Beispiel #11
0
/* Subroutine */ int cposv_(char *uplo, integer *n, integer *nrhs, complex *a,
	 integer *lda, complex *b, integer *ldb, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    CPOSV computes the solution to a complex system of linear equations   
       A * X = B,   
    where A is an N-by-N Hermitian positive definite matrix and X and B   
    are N-by-NRHS matrices.   

    The Cholesky decomposition is used to factor A as   
       A = U**H* U,  if UPLO = 'U', or   
       A = L * L**H,  if UPLO = 'L',   
    where U is an upper triangular matrix and  L is a lower triangular   
    matrix.  The factored form of A is then used to solve the system of   
    equations A * X = B.   

    Arguments   
    =========   

    UPLO    (input) CHARACTER*1   
            = 'U':  Upper triangle of A is stored;   
            = 'L':  Lower triangle of A is stored.   

    N       (input) INTEGER   
            The number of linear equations, i.e., the order of the   
            matrix A.  N >= 0.   

    NRHS    (input) INTEGER   
            The number of right hand sides, i.e., the number of columns   
            of the matrix B.  NRHS >= 0.   

    A       (input/output) COMPLEX array, dimension (LDA,N)   
            On entry, 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.   

            On exit, if INFO = 0, the factor U or L from the Cholesky   
            factorization A = U**H*U or A = L*L**H.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,N).   

    B       (input/output) COMPLEX array, dimension (LDB,NRHS)   
            On entry, the N-by-NRHS right hand side matrix B.   
            On exit, if INFO = 0, the N-by-NRHS solution matrix X.   

    LDB     (input) INTEGER   
            The leading dimension of the array B.  LDB >= max(1,N).   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, the leading minor of order i of A is not   
                  positive definite, so the factorization could not be   
                  completed, and the solution has not been computed.   

    =====================================================================   


       Test the input parameters.   

       Parameter adjustments */
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1;
    /* Local variables */
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int xerbla_(char *, integer *), cpotrf_(
	    char *, integer *, complex *, integer *, integer *), 
	    cpotrs_(char *, integer *, integer *, complex *, integer *, 
	    complex *, integer *, integer *);

    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;

    /* Function Body */
    *info = 0;
    if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CPOSV ", &i__1);
	return 0;
    }

/*     Compute the Cholesky factorization A = U'*U or A = L*L'. */

    cpotrf_(uplo, n, &a[a_offset], lda, info);
    if (*info == 0) {

/*        Solve the system A*X = B, overwriting B with X. */

	cpotrs_(uplo, n, nrhs, &a[a_offset], lda, &b[b_offset], ldb, info);

    }
    return 0;

/*     End of CPOSV */

} /* cposv_ */
Beispiel #12
0
/* Subroutine */ int cporfs_(char *uplo, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *af, integer *ldaf, complex *b, integer *ldb, 
	 complex *x, integer *ldx, real *ferr, real *berr, complex *work, 
	real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2, r__3, r__4;
    complex q__1;

    /* Local variables */
    integer i__, j, k;
    real s, xk;
    integer nz;
    real eps;
    integer kase;
    real safe1, safe2;
    integer isave[3];
    integer count;
    logical upper;
    real safmin;
    real lstres;

/*  -- LAPACK routine (version 3.2) -- */
/*     November 2006 */

/*     Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH. */

/*  Purpose */
/*  ======= */

/*  CPORFS improves the computed solution to a system of linear */
/*  equations when the coefficient matrix is Hermitian positive definite, */
/*  and provides error bounds and backward error estimates for the */
/*  solution. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  NRHS    (input) INTEGER */
/*          The number of right hand sides, i.e., the number of columns */
/*          of the matrices B and X.  NRHS >= 0. */

/*  A       (input) COMPLEX 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. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  AF      (input) COMPLEX array, dimension (LDAF,N) */
/*          The triangular factor U or L from the Cholesky factorization */
/*          A = U**H*U or A = L*L**H, as computed by CPOTRF. */

/*  LDAF    (input) INTEGER */
/*          The leading dimension of the array AF.  LDAF >= max(1,N). */

/*  B       (input) COMPLEX array, dimension (LDB,NRHS) */
/*          The right hand side matrix B. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B.  LDB >= max(1,N). */

/*  X       (input/output) COMPLEX array, dimension (LDX,NRHS) */
/*          On entry, the solution matrix X, as computed by CPOTRS. */
/*          On exit, the improved solution matrix X. */

/*  LDX     (input) INTEGER */
/*          The leading dimension of the array X.  LDX >= max(1,N). */

/*  FERR    (output) REAL 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. */

/*  BERR    (output) REAL 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). */

/*  WORK    (workspace) COMPLEX array, dimension (2*N) */

/*  RWORK   (workspace) REAL array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  Internal Parameters */
/*  =================== */

/*  ITMAX is the maximum number of steps of iterative refinement. */

/*  ==================================================================== */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldaf < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -9;
    } else if (*ldx < max(1,*n)) {
	*info = -11;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CPORFS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0 || *nrhs == 0) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] = 0.f;
	    berr[j] = 0.f;
	}
	return 0;
    }

/*     NZ = maximum number of nonzero elements in each row of A, plus 1 */

    nz = *n + 1;
    eps = slamch_("Epsilon");
    safmin = slamch_("Safe minimum");
    safe1 = nz * safmin;
    safe2 = safe1 / eps;

/*     Do for each right hand side */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {

	count = 1;
	lstres = 3.f;
L20:

/*        Loop until stopping criterion is satisfied. */

/*        Compute residual R = B - A * X */

	ccopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
	q__1.r = -1.f, q__1.i = -0.f;
	chemv_(uplo, n, &q__1, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, &
		c_b1, &work[1], &c__1);

/*        Compute componentwise relative backward error from formula */

/*        max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) ) */

/*        where abs(Z) is the componentwise absolute value of the matrix */
/*        or vector Z.  If the i-th component of the denominator is less */
/*        than SAFE2, then SAFE1 is added to the i-th components of the */
/*        numerator and denominator before dividing. */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = i__ + j * b_dim1;
	    rwork[i__] = (r__1 = b[i__3].r, dabs(r__1)) + (r__2 = r_imag(&b[
		    i__ + j * b_dim1]), dabs(r__2));
	}

/*        Compute abs(A)*abs(X) + abs(B). */

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		i__3 = k + j * x_dim1;
		xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x[k + j 
			* x_dim1]), dabs(r__2));
		i__3 = k - 1;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    i__4 = i__ + k * a_dim1;
		    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = 
			    r_imag(&a[i__ + k * a_dim1]), dabs(r__2))) * xk;
		    i__4 = i__ + k * a_dim1;
		    i__5 = i__ + j * x_dim1;
		    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[
			    i__ + k * a_dim1]), dabs(r__2))) * ((r__3 = x[
			    i__5].r, dabs(r__3)) + (r__4 = r_imag(&x[i__ + j *
			     x_dim1]), dabs(r__4)));
		}
		i__3 = k + k * a_dim1;
		rwork[k] = rwork[k] + (r__1 = a[i__3].r, dabs(r__1)) * xk + s;
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		i__3 = k + j * x_dim1;
		xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x[k + j 
			* x_dim1]), dabs(r__2));
		i__3 = k + k * a_dim1;
		rwork[k] += (r__1 = a[i__3].r, dabs(r__1)) * xk;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    i__4 = i__ + k * a_dim1;
		    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = 
			    r_imag(&a[i__ + k * a_dim1]), dabs(r__2))) * xk;
		    i__4 = i__ + k * a_dim1;
		    i__5 = i__ + j * x_dim1;
		    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[
			    i__ + k * a_dim1]), dabs(r__2))) * ((r__3 = x[
			    i__5].r, dabs(r__3)) + (r__4 = r_imag(&x[i__ + j *
			     x_dim1]), dabs(r__4)));
		}
		rwork[k] += s;
	    }
	}
	s = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
/* Computing MAX */
		i__3 = i__;
		r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2))) / rwork[i__];
		s = dmax(r__3,r__4);
	    } else {
/* Computing MAX */
		i__3 = i__;
		r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + safe1) / (rwork[i__]
			 + safe1);
		s = dmax(r__3,r__4);
	    }
	}
	berr[j] = s;

/*        Test stopping criterion. Continue iterating if */
/*           1) The residual BERR(J) is larger than machine epsilon, and */
/*           2) BERR(J) decreased by at least a factor of 2 during the */
/*              last iteration, and */
/*           3) At most ITMAX iterations tried. */

	if (berr[j] > eps && berr[j] * 2.f <= lstres && count <= 5) {

/*           Update solution and try again. */

	    cpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[1], n, info);
	    caxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1);
	    lstres = berr[j];
	    ++count;
	    goto L20;
	}

/*        Bound error from formula */

/*        norm(X - XTRUE) / norm(X) .le. FERR = */
/*        norm( abs(inv(A))* */
/*           ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X) */

/*        where */
/*          norm(Z) is the magnitude of the largest component of Z */
/*          inv(A) is the inverse of A */
/*          abs(Z) is the componentwise absolute value of the matrix or */
/*             vector Z */
/*          NZ is the maximum number of nonzeros in any row of A, plus 1 */
/*          EPS is machine epsilon */

/*        The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B)) */
/*        is incremented by SAFE1 if the i-th component of */
/*        abs(A)*abs(X) + abs(B) is less than SAFE2. */

/*        Use CLACN2 to estimate the infinity-norm of the matrix */
/*           inv(A) * diag(W), */
/*        where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
		i__3 = i__;
		rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
			i__];
	    } else {
		i__3 = i__;
		rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
			i__] + safe1;
	    }
	}

	kase = 0;
L100:
	clacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

/*              Multiply by diag(W)*inv(A'). */

		cpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[1], n, 
			info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
		}
	    } else if (kase == 2) {

/*              Multiply by inv(A)*diag(W). */

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
		}
		cpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[1], n, 
			info);
	    }
	    goto L100;
	}

/*        Normalize error. */

	lstres = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
	    i__3 = i__ + j * x_dim1;
	    r__3 = lstres, r__4 = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = 
		    r_imag(&x[i__ + j * x_dim1]), dabs(r__2));
	    lstres = dmax(r__3,r__4);
	}
	if (lstres != 0.f) {
	    ferr[j] /= lstres;
	}

    }

    return 0;

/*     End of CPORFS */

} /* cporfs_ */
Beispiel #13
0
/* Subroutine */ int cposvxx_(char *fact, char *uplo, integer *n, integer *
	nrhs, complex *a, integer *lda, complex *af, integer *ldaf, char *
	equed, real *s, complex *b, integer *ldb, complex *x, integer *ldx, 
	real *rcond, real *rpvgrw, real *berr, integer *n_err_bnds__, real *
	err_bnds_norm__, real *err_bnds_comp__, integer *nparams, real *
	params, complex *work, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 
	    err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    real r__1, r__2;

    /* Local variables */
    integer j;
    real amax, smin, smax;
    extern doublereal cla_porpvgrw__(char *, integer *, complex *, integer *, 
	    complex *, integer *, real *, ftnlen);
    extern logical lsame_(char *, char *);
    real scond;
    logical equil, rcequ;
    extern /* Subroutine */ int claqhe_(char *, integer *, complex *, integer 
	    *, real *, real *, real *, char *);
    extern doublereal slamch_(char *);
    logical nofact;
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), xerbla_(char *, 
	    integer *);
    real bignum;
    integer infequ;
    extern /* Subroutine */ int cpotrf_(char *, integer *, complex *, integer 
	    *, integer *), cpotrs_(char *, integer *, integer *, 
	    complex *, integer *, complex *, integer *, integer *);
    real smlnum;
    extern /* Subroutine */ int clascl2_(integer *, integer *, real *, 
	    complex *, integer *), cpoequb_(integer *, complex *, integer *, 
	    real *, real *, real *, integer *), cporfsx_(char *, char *, 
	    integer *, integer *, complex *, integer *, complex *, integer *, 
	    real *, complex *, integer *, complex *, integer *, real *, real *
, integer *, real *, real *, integer *, real *, complex *, real *, 
	     integer *);


/*     -- LAPACK driver routine (version 3.2.1)                          -- */
/*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
/*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
/*     -- April 2009                                                   -- */

/*     -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/*     -- Univ. of California Berkeley and NAG Ltd.                    -- */

/*     .. */
/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*     Purpose */
/*     ======= */

/*     CPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T */
/*     to compute the solution to a complex system of linear equations */
/*     A * X = B, where A is an N-by-N symmetric positive definite matrix */
/*     and X and B are N-by-NRHS matrices. */

/*     If requested, both normwise and maximum componentwise error bounds */
/*     are returned. CPOSVXX will return a solution with a tiny */
/*     guaranteed error (O(eps) where eps is the working machine */
/*     precision) unless the matrix is very ill-conditioned, in which */
/*     case a warning is returned. Relevant condition numbers also are */
/*     calculated and returned. */

/*     CPOSVXX accepts user-provided factorizations and equilibration */
/*     factors; see the definitions of the FACT and EQUED options. */
/*     Solving with refinement and using a factorization from a previous */
/*     CPOSVXX call will also produce a solution with either O(eps) */
/*     errors or warnings, but we cannot make that claim for general */
/*     user-provided factorizations and equilibration factors if they */
/*     differ from what CPOSVXX would itself produce. */

/*     Description */
/*     =========== */

/*     The following steps are performed: */

/*     1. If FACT = 'E', real scaling factors are computed to equilibrate */
/*     the system: */

/*       diag(S)*A*diag(S)     *inv(diag(S))*X = diag(S)*B */

/*     Whether or not the system will be equilibrated depends on the */
/*     scaling of the matrix A, but if equilibration is used, A is */
/*     overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */

/*     2. If FACT = 'N' or 'E', the Cholesky decomposition is used to */
/*     factor the matrix A (after equilibration if FACT = 'E') as */
/*        A = U**T* U,  if UPLO = 'U', or */
/*        A = L * L**T,  if UPLO = 'L', */
/*     where U is an upper triangular matrix and L is a lower triangular */
/*     matrix. */

/*     3. If the leading i-by-i principal minor is not positive definite, */
/*     then the routine returns with INFO = i. Otherwise, the factored */
/*     form of A is used to estimate the condition number of the matrix */
/*     A (see argument RCOND).  If the reciprocal of the condition number */
/*     is less than machine precision, the routine still goes on to solve */
/*     for X and compute error bounds as described below. */

/*     4. The system of equations is solved for X using the factored form */
/*     of A. */

/*     5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), */
/*     the routine will use iterative refinement to try to get a small */
/*     error and error bounds.  Refinement calculates the residual to at */
/*     least twice the working precision. */

/*     6. If equilibration was used, the matrix X is premultiplied by */
/*     diag(S) so that it solves the original system before */
/*     equilibration. */

/*     Arguments */
/*     ========= */

/*     Some optional parameters are bundled in the PARAMS array.  These */
/*     settings determine how refinement is performed, but often the */
/*     defaults are acceptable.  If the defaults are acceptable, users */
/*     can pass NPARAMS = 0 which prevents the source code from accessing */
/*     the PARAMS argument. */

/*     FACT    (input) CHARACTER*1 */
/*     Specifies whether or not the factored form of the matrix A is */
/*     supplied on entry, and if not, whether the matrix A should be */
/*     equilibrated before it is factored. */
/*       = 'F':  On entry, AF contains the factored form of A. */
/*               If EQUED is not 'N', the matrix A has been */
/*               equilibrated with scaling factors given by S. */
/*               A and AF are not modified. */
/*       = 'N':  The matrix A will be copied to AF and factored. */
/*       = 'E':  The matrix A will be equilibrated if necessary, then */
/*               copied to AF and factored. */

/*     UPLO    (input) CHARACTER*1 */
/*       = 'U':  Upper triangle of A is stored; */
/*       = 'L':  Lower triangle of A is stored. */

/*     N       (input) INTEGER */
/*     The number of linear equations, i.e., the order of the */
/*     matrix A.  N >= 0. */

/*     NRHS    (input) INTEGER */
/*     The number of right hand sides, i.e., the number of columns */
/*     of the matrices B and X.  NRHS >= 0. */

/*     A       (input/output) COMPLEX array, dimension (LDA,N) */
/*     On entry, the symmetric matrix A, except if FACT = 'F' and EQUED = */
/*     'Y', then A must contain the equilibrated matrix */
/*     diag(S)*A*diag(S).  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.  A is */
/*     not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = */
/*     'N' on exit. */

/*     On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */
/*     diag(S)*A*diag(S). */

/*     LDA     (input) INTEGER */
/*     The leading dimension of the array A.  LDA >= max(1,N). */

/*     AF      (input or output) COMPLEX array, dimension (LDAF,N) */
/*     If FACT = 'F', then AF is an input argument and on entry */
/*     contains the triangular factor U or L from the Cholesky */
/*     factorization A = U**T*U or A = L*L**T, in the same storage */
/*     format as A.  If EQUED .ne. 'N', then AF is the factored */
/*     form of the equilibrated matrix diag(S)*A*diag(S). */

/*     If FACT = 'N', then AF is an output argument and on exit */
/*     returns the triangular factor U or L from the Cholesky */
/*     factorization A = U**T*U or A = L*L**T of the original */
/*     matrix A. */

/*     If FACT = 'E', then AF is an output argument and on exit */
/*     returns the triangular factor U or L from the Cholesky */
/*     factorization A = U**T*U or A = L*L**T of the equilibrated */
/*     matrix A (see the description of A for the form of the */
/*     equilibrated matrix). */

/*     LDAF    (input) INTEGER */
/*     The leading dimension of the array AF.  LDAF >= max(1,N). */

/*     EQUED   (input or output) CHARACTER*1 */
/*     Specifies the form of equilibration that was done. */
/*       = 'N':  No equilibration (always true if FACT = 'N'). */
/*       = 'Y':  Both row and column equilibration, i.e., A has been */
/*               replaced by diag(S) * A * diag(S). */
/*     EQUED is an input argument if FACT = 'F'; otherwise, it is an */
/*     output argument. */

/*     S       (input or output) REAL array, dimension (N) */
/*     The row scale factors for A.  If EQUED = 'Y', A is multiplied on */
/*     the left and right by diag(S).  S is an input argument if FACT = */
/*     'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED */
/*     = 'Y', each element of S must be positive.  If S is output, each */
/*     element of S is a power of the radix. If S is input, each element */
/*     of S should be a power of the radix to ensure a reliable solution */
/*     and error estimates. Scaling by powers of the radix does not cause */
/*     rounding errors unless the result underflows or overflows. */
/*     Rounding errors during scaling lead to refining with a matrix that */
/*     is not equivalent to the input matrix, producing error estimates */
/*     that may not be reliable. */

/*     B       (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*     On entry, the N-by-NRHS right hand side matrix B. */
/*     On exit, */
/*     if EQUED = 'N', B is not modified; */
/*     if EQUED = 'Y', B is overwritten by diag(S)*B; */

/*     LDB     (input) INTEGER */
/*     The leading dimension of the array B.  LDB >= max(1,N). */

/*     X       (output) COMPLEX array, dimension (LDX,NRHS) */
/*     If INFO = 0, the N-by-NRHS solution matrix X to the original */
/*     system of equations.  Note that A and B are modified on exit if */
/*     EQUED .ne. 'N', and the solution to the equilibrated system is */
/*     inv(diag(S))*X. */

/*     LDX     (input) INTEGER */
/*     The leading dimension of the array X.  LDX >= max(1,N). */

/*     RCOND   (output) REAL */
/*     Reciprocal scaled condition number.  This is an estimate of the */
/*     reciprocal Skeel condition number of the matrix A after */
/*     equilibration (if done).  If this is less than the machine */
/*     precision (in particular, if it is zero), the matrix is singular */
/*     to working precision.  Note that the error may still be small even */
/*     if this number is very small and the matrix appears ill- */
/*     conditioned. */

/*     RPVGRW  (output) REAL */
/*     Reciprocal pivot growth.  On exit, this contains the reciprocal */
/*     pivot growth factor norm(A)/norm(U). The "max absolute element" */
/*     norm is used.  If this is much less than 1, then the stability of */
/*     the LU factorization of the (equilibrated) matrix A could be poor. */
/*     This also means that the solution X, estimated condition numbers, */
/*     and error bounds could be unreliable. If factorization fails with */
/*     0<INFO<=N, then this contains the reciprocal pivot growth factor */
/*     for the leading INFO columns of A. */

/*     BERR    (output) REAL array, dimension (NRHS) */
/*     Componentwise relative backward error.  This is 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). */

/*     N_ERR_BNDS (input) INTEGER */
/*     Number of error bounds to return for each right hand side */
/*     and each type (normwise or componentwise).  See ERR_BNDS_NORM and */
/*     ERR_BNDS_COMP below. */

/*     ERR_BNDS_NORM  (output) REAL array, dimension (NRHS, N_ERR_BNDS) */
/*     For each right-hand side, this array contains information about */
/*     various error bounds and condition numbers corresponding to the */
/*     normwise relative error, which is defined as follows: */

/*     Normwise relative error in the ith solution vector: */
/*             max_j (abs(XTRUE(j,i) - X(j,i))) */
/*            ------------------------------ */
/*                  max_j abs(X(j,i)) */

/*     The array is indexed by the type of error information as described */
/*     below. There currently are up to three pieces of information */
/*     returned. */

/*     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith */
/*     right-hand side. */

/*     The second index in ERR_BNDS_NORM(:,err) contains the following */
/*     three fields: */
/*     err = 1 "Trust/don't trust" boolean. Trust the answer if the */
/*              reciprocal condition number is less than the threshold */
/*              sqrt(n) * slamch('Epsilon'). */

/*     err = 2 "Guaranteed" error bound: The estimated forward error, */
/*              almost certainly within a factor of 10 of the true error */
/*              so long as the next entry is greater than the threshold */
/*              sqrt(n) * slamch('Epsilon'). This error bound should only */
/*              be trusted if the previous boolean is true. */

/*     err = 3  Reciprocal condition number: Estimated normwise */
/*              reciprocal condition number.  Compared with the threshold */
/*              sqrt(n) * slamch('Epsilon') to determine if the error */
/*              estimate is "guaranteed". These reciprocal condition */
/*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */
/*              appropriately scaled matrix Z. */
/*              Let Z = S*A, where S scales each row by a power of the */
/*              radix so all absolute row sums of Z are approximately 1. */

/*     See Lapack Working Note 165 for further details and extra */
/*     cautions. */

/*     ERR_BNDS_COMP  (output) REAL array, dimension (NRHS, N_ERR_BNDS) */
/*     For each right-hand side, this array contains information about */
/*     various error bounds and condition numbers corresponding to the */
/*     componentwise relative error, which is defined as follows: */

/*     Componentwise relative error in the ith solution vector: */
/*                    abs(XTRUE(j,i) - X(j,i)) */
/*             max_j ---------------------- */
/*                         abs(X(j,i)) */

/*     The array is indexed by the right-hand side i (on which the */
/*     componentwise relative error depends), and the type of error */
/*     information as described below. There currently are up to three */
/*     pieces of information returned for each right-hand side. If */
/*     componentwise accuracy is not requested (PARAMS(3) = 0.0), then */
/*     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most */
/*     the first (:,N_ERR_BNDS) entries are returned. */

/*     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith */
/*     right-hand side. */

/*     The second index in ERR_BNDS_COMP(:,err) contains the following */
/*     three fields: */
/*     err = 1 "Trust/don't trust" boolean. Trust the answer if the */
/*              reciprocal condition number is less than the threshold */
/*              sqrt(n) * slamch('Epsilon'). */

/*     err = 2 "Guaranteed" error bound: The estimated forward error, */
/*              almost certainly within a factor of 10 of the true error */
/*              so long as the next entry is greater than the threshold */
/*              sqrt(n) * slamch('Epsilon'). This error bound should only */
/*              be trusted if the previous boolean is true. */

/*     err = 3  Reciprocal condition number: Estimated componentwise */
/*              reciprocal condition number.  Compared with the threshold */
/*              sqrt(n) * slamch('Epsilon') to determine if the error */
/*              estimate is "guaranteed". These reciprocal condition */
/*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */
/*              appropriately scaled matrix Z. */
/*              Let Z = S*(A*diag(x)), where x is the solution for the */
/*              current right-hand side and S scales each row of */
/*              A*diag(x) by a power of the radix so all absolute row */
/*              sums of Z are approximately 1. */

/*     See Lapack Working Note 165 for further details and extra */
/*     cautions. */

/*     NPARAMS (input) INTEGER */
/*     Specifies the number of parameters set in PARAMS.  If .LE. 0, the */
/*     PARAMS array is never referenced and default values are used. */

/*     PARAMS  (input / output) REAL array, dimension NPARAMS */
/*     Specifies algorithm parameters.  If an entry is .LT. 0.0, then */
/*     that entry will be filled with default value used for that */
/*     parameter.  Only positions up to NPARAMS are accessed; defaults */
/*     are used for higher-numbered parameters. */

/*       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative */
/*            refinement or not. */
/*         Default: 1.0 */
/*            = 0.0 : No refinement is performed, and no error bounds are */
/*                    computed. */
/*            = 1.0 : Use the double-precision refinement algorithm, */
/*                    possibly with doubled-single computations if the */
/*                    compilation environment does not support DOUBLE */
/*                    PRECISION. */
/*              (other values are reserved for future use) */

/*       PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual */
/*            computations allowed for refinement. */
/*         Default: 10 */
/*         Aggressive: Set to 100 to permit convergence using approximate */
/*                     factorizations or factorizations other than LU. If */
/*                     the factorization uses a technique other than */
/*                     Gaussian elimination, the guarantees in */
/*                     err_bnds_norm and err_bnds_comp may no longer be */
/*                     trustworthy. */

/*       PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code */
/*            will attempt to find a solution with small componentwise */
/*            relative error in the double-precision algorithm.  Positive */
/*            is true, 0.0 is false. */
/*         Default: 1.0 (attempt componentwise convergence) */

/*     WORK    (workspace) COMPLEX array, dimension (2*N) */

/*     RWORK   (workspace) REAL array, dimension (2*N) */

/*     INFO    (output) INTEGER */
/*       = 0:  Successful exit. The solution to every right-hand side is */
/*         guaranteed. */
/*       < 0:  If INFO = -i, the i-th argument had an illegal value */
/*       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization */
/*         has been completed, but the factor U is exactly singular, so */
/*         the solution and error bounds could not be computed. RCOND = 0 */
/*         is returned. */
/*       = N+J: The solution corresponding to the Jth right-hand side is */
/*         not guaranteed. The solutions corresponding to other right- */
/*         hand sides K with K > J may not be guaranteed as well, but */
/*         only the first such right-hand side is reported. If a small */
/*         componentwise error is not requested (PARAMS(3) = 0.0) then */
/*         the Jth right-hand side is the first with a normwise error */
/*         bound that is not guaranteed (the smallest J such */
/*         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) */
/*         the Jth right-hand side is the first with either a normwise or */
/*         componentwise error bound that is not guaranteed (the smallest */
/*         J such that either ERR_BNDS_NORM(J,1) = 0.0 or */
/*         ERR_BNDS_COMP(J,1) = 0.0). See the definition of */
/*         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information */
/*         about all of the right-hand sides check ERR_BNDS_NORM or */
/*         ERR_BNDS_COMP. */

/*     ================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = slamch_("Safe minimum");
    bignum = 1.f / smlnum;
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rcequ = FALSE_;
    } else {
	rcequ = lsame_(equed, "Y");
    }

/*     Default is failure.  If an input parameter is wrong or */
/*     factorization fails, make everything look horrible.  Only the */
/*     pivot growth is set here, the rest is initialized in CPORFSX. */

    *rpvgrw = 0.f;

/*     Test the input parameters.  PARAMS is not tested until CPORFSX. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
	    equed, "N"))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.f;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		r__1 = smin, r__2 = s[j];
		smin = dmin(r__1,r__2);
/* Computing MAX */
		r__1 = smax, r__2 = s[j];
		smax = dmax(r__1,r__2);
/* L10: */
	    }
	    if (smin <= 0.f) {
		*info = -10;
	    } else if (*n > 0) {
		scond = dmax(smin,smlnum) / dmin(smax,bignum);
	    } else {
		scond = 1.f;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CPOSVXX", &i__1);
	return 0;
    }

    if (equil) {

/*     Compute row and column scalings to equilibrate the matrix A. */

	cpoequb_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
	if (infequ == 0) {

/*     Equilibrate the matrix. */

	    claqhe_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
	    rcequ = lsame_(equed, "Y");
	}
    }

/*     Scale the right-hand side. */

    if (rcequ) {
	clascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }

    if (nofact || equil) {

/*        Compute the LU factorization of A. */

	clacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
	cpotrf_(uplo, n, &af[af_offset], ldaf, info);

/*        Return if INFO is non-zero. */

	if (*info > 0) {

/*           Pivot in column INFO is exactly 0 */
/*           Compute the reciprocal pivot growth factor of the */
/*           leading rank-deficient INFO columns of A. */

	    *rpvgrw = cla_porpvgrw__(uplo, n, &a[a_offset], lda, &af[
		    af_offset], ldaf, &rwork[1], (ftnlen)1);
	    return 0;
	}
    }

/*     Compute the reciprocal pivot growth factor RPVGRW. */

    *rpvgrw = cla_porpvgrw__(uplo, n, &a[a_offset], lda, &af[af_offset], ldaf,
	     &rwork[1], (ftnlen)1);

/*     Compute the solution matrix X. */

    clacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    cpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info);

/*     Use iterative refinement to improve the computed solution and */
/*     compute error bounds and backward error estimates for it. */

    cporfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &
	    s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, &berr[1], 
	    n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], &
	    err_bnds_comp__[err_bnds_comp_offset], nparams, &params[1], &work[
	    1], &rwork[1], info);

/*     Scale solutions. */

    if (rcequ) {
	clascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }

    return 0;

/*     End of CPOSVXX */

} /* cposvxx_ */