Beispiel #1
0
/* Subroutine */ int zdrvpo_(logical *dotype, integer *nn, integer *nval, 
	integer *nrhs, doublereal *thresh, logical *tsterr, integer *nmax, 
	doublecomplex *a, doublecomplex *afac, doublecomplex *asav, 
	doublecomplex *b, doublecomplex *bsav, doublecomplex *x, 
	doublecomplex *xact, doublereal *s, doublecomplex *work, doublereal *
	rwork, integer *nout)
{
    /* Initialized data */

    static integer iseedy[4] = { 1988,1989,1990,1991 };
    static char uplos[1*2] = "U" "L";
    static char facts[1*3] = "F" "N" "E";
    static char equeds[1*2] = "N" "Y";

    /* Format strings */
    static char fmt_9999[] = "(1x,a6,\002, UPLO='\002,a1,\002', N =\002,i5"
	    ",\002, type \002,i1,\002, test(\002,i1,\002)=\002,g12.5)";
    static char fmt_9997[] = "(1x,a6,\002, FACT='\002,a1,\002', UPLO='\002,a"
	    "1,\002', N=\002,i5,\002, EQUED='\002,a1,\002', type \002,i1,\002"
	    ", test(\002,i1,\002) =\002,g12.5)";
    static char fmt_9998[] = "(1x,a6,\002, FACT='\002,a1,\002', UPLO='\002,a"
	    "1,\002', N=\002,i5,\002, type \002,i1,\002, test(\002,i1,\002)"
	    "=\002,g12.5)";

    /* System generated locals */
    address a__1[2];
    integer i__1, i__2, i__3, i__4, i__5[2];
    char ch__1[2];

    /* Builtin functions   
       Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);
    integer s_wsfe(cilist *), do_fio(integer *, char *, ftnlen), e_wsfe(void);
    /* Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen);

    /* Local variables */
    static char fact[1];
    static integer ioff, mode;
    static doublereal amax;
    static char path[3];
    static integer imat, info;
    static char dist[1], uplo[1], type__[1];
    static integer nrun, i__, k, n, ifact, nfail, iseed[4], nfact;
    extern doublereal dget06_(doublereal *, doublereal *);
    extern logical lsame_(char *, char *);
    static char equed[1];
    static integer nbmin;
    static doublereal rcond, roldc, scond;
    static integer nimat;
    static doublereal anorm;
    extern /* Subroutine */ int zget04_(integer *, integer *, doublecomplex *,
	     integer *, doublecomplex *, integer *, doublereal *, doublereal *
	    );
    static logical equil;
    static integer iuplo, izero, nerrs, k1;
    extern /* Subroutine */ int zpot01_(char *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublereal *, doublereal *), zpot02_(char *, integer *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, integer *,
	     doublereal *, doublereal *), zpot05_(char *, integer *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, integer *,
	     doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublereal *, doublereal *, doublereal *);
    static logical zerot;
    static char xtype[1];
    extern /* Subroutine */ int zposv_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, integer *), zlatb4_(char *, integer *, integer *, integer *, char *,
	     integer *, integer *, doublereal *, integer *, doublereal *, 
	    char *), aladhd_(integer *, char *);
    static integer nb, in, kl;
    extern /* Subroutine */ int alaerh_(char *, char *, integer *, integer *, 
	    char *, integer *, integer *, integer *, integer *, integer *, 
	    integer *, integer *, integer *, integer *);
    static logical prefac;
    static integer ku, nt;
    static doublereal rcondc;
    static logical nofact;
    static integer iequed;
    extern doublereal zlanhe_(char *, char *, integer *, doublecomplex *, 
	    integer *, doublereal *);
    extern /* Subroutine */ int alasvm_(char *, integer *, integer *, integer 
	    *, integer *);
    static doublereal cndnum;
    extern /* Subroutine */ int zlaipd_(integer *, doublecomplex *, integer *,
	     integer *), zlaqhe_(char *, integer *, doublecomplex *, integer *
	    , doublereal *, doublereal *, doublereal *, char *);
    static doublereal ainvnm;
    extern /* Subroutine */ int xlaenv_(integer *, integer *), zlacpy_(char *,
	     integer *, integer *, doublecomplex *, integer *, doublecomplex *
	    , integer *), zlarhs_(char *, char *, char *, char *, 
	    integer *, integer *, integer *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, integer *, integer *), zlaset_(char *, integer *, integer *, 
	    doublecomplex *, doublecomplex *, doublecomplex *, integer *), zlatms_(integer *, integer *, char *, integer *, char *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    integer *, char *, doublecomplex *, integer *, doublecomplex *, 
	    integer *);
    static doublereal result[6];
    extern /* Subroutine */ int zpoequ_(integer *, doublecomplex *, integer *,
	     doublereal *, doublereal *, doublereal *, integer *), zpotrf_(
	    char *, integer *, doublecomplex *, integer *, integer *),
	     zpotri_(char *, integer *, doublecomplex *, integer *, integer *), zerrvx_(char *, integer *), zposvx_(char *, 
	    char *, integer *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, char *, doublereal *, doublecomplex *,
	     integer *, doublecomplex *, integer *, doublereal *, doublereal *
	    , doublereal *, doublecomplex *, doublereal *, integer *);
    static integer lda;

    /* Fortran I/O blocks */
    static cilist io___48 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___51 = { 0, 0, 0, fmt_9997, 0 };
    static cilist io___52 = { 0, 0, 0, fmt_9998, 0 };



/*  -- LAPACK test 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   
    =======   

    ZDRVPO tests the driver routines ZPOSV and -SVX.   

    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.   

    NRHS    (input) INTEGER   
            The number of right hand side vectors to be generated for   
            each linear system.   

    THRESH  (input) DOUBLE PRECISION   
            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*16 array, dimension (NMAX*NMAX)   

    AFAC    (workspace) COMPLEX*16 array, dimension (NMAX*NMAX)   

    ASAV    (workspace) COMPLEX*16 array, dimension (NMAX*NMAX)   

    B       (workspace) COMPLEX*16 array, dimension (NMAX*NRHS)   

    BSAV    (workspace) COMPLEX*16 array, dimension (NMAX*NRHS)   

    X       (workspace) COMPLEX*16 array, dimension (NMAX*NRHS)   

    XACT    (workspace) COMPLEX*16 array, dimension (NMAX*NRHS)   

    S       (workspace) DOUBLE PRECISION array, dimension (NMAX)   

    WORK    (workspace) COMPLEX*16 array, dimension   
                        (NMAX*max(3,NRHS))   

    RWORK   (workspace) DOUBLE PRECISION array, dimension (NMAX+2*NRHS)   

    NOUT    (input) INTEGER   
            The unit number for output.   

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

       Parameter adjustments */
    --rwork;
    --work;
    --s;
    --xact;
    --x;
    --bsav;
    --b;
    --asav;
    --afac;
    --a;
    --nval;
    --dotype;

    /* Function Body   

       Initialize constants and the random number seed. */

    s_copy(path, "Zomplex 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) {
	zerrvx_(path, nout);
    }
    infoc_1.infot = 0;

/*     Set the block size and minimum block size for testing. */

    nb = 1;
    nbmin = 2;
    xlaenv_(&c__1, &nb);
    xlaenv_(&c__2, &nbmin);

/*     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;
	}

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

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

	    if (! dotype[imat]) {
		goto L120;
	    }

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

	    zerot = imat >= 3 && imat <= 5;
	    if (zerot && n < imat - 2) {
		goto L120;
	    }

/*           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 ZLATB4 and generate a test matrix   
                with ZLATMS. */

		zlatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, 
			&cndnum, dist);

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

/*              Check error code from ZLATMS. */

		if (info != 0) {
		    alaerh_(path, "ZLATMS", &info, &c__0, uplo, &n, &n, &c_n1,
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		    goto L110;
		}

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

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

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

/*              Save a copy of the matrix A in ASAV. */

		zlacpy_(uplo, &n, &n, &a[1], &lda, &asav[1], &lda);

		for (iequed = 1; iequed <= 2; ++iequed) {
		    *(unsigned char *)equed = *(unsigned char *)&equeds[
			    iequed - 1];
		    if (iequed == 1) {
			nfact = 3;
		    } else {
			nfact = 1;
		    }

		    i__3 = nfact;
		    for (ifact = 1; ifact <= i__3; ++ifact) {
			*(unsigned char *)fact = *(unsigned char *)&facts[
				ifact - 1];
			prefac = lsame_(fact, "F");
			nofact = lsame_(fact, "N");
			equil = lsame_(fact, "E");

			if (zerot) {
			    if (prefac) {
				goto L90;
			    }
			    rcondc = 0.;

			} else if (! lsame_(fact, "N")) 
				{

/*                       Compute the condition number for comparison with   
                         the value returned by ZPOSVX (FACT = 'N' reuses   
                         the condition number from the previous iteration   
                         with FACT = 'F'). */

			    zlacpy_(uplo, &n, &n, &asav[1], &lda, &afac[1], &
				    lda);
			    if (equil || iequed > 1) {

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

				zpoequ_(&n, &afac[1], &lda, &s[1], &scond, &
					amax, &info);
				if (info == 0 && n > 0) {
				    if (iequed > 1) {
					scond = 0.;
				    }

/*                             Equilibrate the matrix. */

				    zlaqhe_(uplo, &n, &afac[1], &lda, &s[1], &
					    scond, &amax, equed);
				}
			    }

/*                       Save the condition number of the   
                         non-equilibrated system for use in ZGET04. */

			    if (equil) {
				roldc = rcondc;
			    }

/*                       Compute the 1-norm of A. */

			    anorm = zlanhe_("1", uplo, &n, &afac[1], &lda, &
				    rwork[1]);

/*                       Factor the matrix A. */

			    zpotrf_(uplo, &n, &afac[1], &lda, &info);

/*                       Form the inverse of A. */

			    zlacpy_(uplo, &n, &n, &afac[1], &lda, &a[1], &lda);
			    zpotri_(uplo, &n, &a[1], &lda, &info);

/*                       Compute the 1-norm condition number of A. */

			    ainvnm = zlanhe_("1", uplo, &n, &a[1], &lda, &
				    rwork[1]);
			    if (anorm <= 0. || ainvnm <= 0.) {
				rcondc = 1.;
			    } else {
				rcondc = 1. / anorm / ainvnm;
			    }
			}

/*                    Restore the matrix A. */

			zlacpy_(uplo, &n, &n, &asav[1], &lda, &a[1], &lda);

/*                    Form an exact solution and set the right hand side. */

			s_copy(srnamc_1.srnamt, "ZLARHS", (ftnlen)6, (ftnlen)
				6);
			zlarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, 
				nrhs, &a[1], &lda, &xact[1], &lda, &b[1], &
				lda, iseed, &info);
			*(unsigned char *)xtype = 'C';
			zlacpy_("Full", &n, nrhs, &b[1], &lda, &bsav[1], &lda);

			if (nofact) {

/*                       --- Test ZPOSV  ---   

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

			    zlacpy_(uplo, &n, &n, &a[1], &lda, &afac[1], &lda);
			    zlacpy_("Full", &n, nrhs, &b[1], &lda, &x[1], &
				    lda);

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

/*                       Check error code from ZPOSV . */

			    if (info != izero) {
				alaerh_(path, "ZPOSV ", &info, &izero, uplo, &
					n, &n, &c_n1, &c_n1, nrhs, &imat, &
					nfail, &nerrs, nout);
				goto L70;
			    } else if (info != 0) {
				goto L70;
			    }

/*                       Reconstruct matrix from factors and compute   
                         residual. */

			    zpot01_(uplo, &n, &a[1], &lda, &afac[1], &lda, &
				    rwork[1], result);

/*                       Compute residual of the computed solution. */

			    zlacpy_("Full", &n, nrhs, &b[1], &lda, &work[1], &
				    lda);
			    zpot02_(uplo, &n, nrhs, &a[1], &lda, &x[1], &lda, 
				    &work[1], &lda, &rwork[1], &result[1]);

/*                       Check solution from generated exact solution. */

			    zget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda, &
				    rcondc, &result[2]);
			    nt = 3;

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

			    i__4 = nt;
			    for (k = 1; k <= i__4; ++k) {
				if (result[k - 1] >= *thresh) {
				    if (nfail == 0 && nerrs == 0) {
					aladhd_(nout, path);
				    }
				    io___48.ciunit = *nout;
				    s_wsfe(&io___48);
				    do_fio(&c__1, "ZPOSV ", (ftnlen)6);
				    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 *)&k, (ftnlen)sizeof(
					    integer));
				    do_fio(&c__1, (char *)&result[k - 1], (
					    ftnlen)sizeof(doublereal));
				    e_wsfe();
				    ++nfail;
				}
/* L60: */
			    }
			    nrun += nt;
L70:
			    ;
			}

/*                    --- Test ZPOSVX --- */

			if (! prefac) {
			    zlaset_(uplo, &n, &n, &c_b51, &c_b51, &afac[1], &
				    lda);
			}
			zlaset_("Full", &n, nrhs, &c_b51, &c_b51, &x[1], &lda);
			if (iequed > 1 && n > 0) {

/*                       Equilibrate the matrix if FACT='F' and   
                         EQUED='Y'. */

			    zlaqhe_(uplo, &n, &a[1], &lda, &s[1], &scond, &
				    amax, equed);
			}

/*                    Solve the system and compute the condition number   
                      and error bounds using ZPOSVX. */

			s_copy(srnamc_1.srnamt, "ZPOSVX", (ftnlen)6, (ftnlen)
				6);
			zposvx_(fact, uplo, &n, nrhs, &a[1], &lda, &afac[1], &
				lda, equed, &s[1], &b[1], &lda, &x[1], &lda, &
				rcond, &rwork[1], &rwork[*nrhs + 1], &work[1],
				 &rwork[(*nrhs << 1) + 1], &info);

/*                    Check the error code from ZPOSVX. */

			if (info != izero) {
/* Writing concatenation */
			    i__5[0] = 1, a__1[0] = fact;
			    i__5[1] = 1, a__1[1] = uplo;
			    s_cat(ch__1, a__1, i__5, &c__2, (ftnlen)2);
			    alaerh_(path, "ZPOSVX", &info, &izero, ch__1, &n, 
				    &n, &c_n1, &c_n1, nrhs, &imat, &nfail, &
				    nerrs, nout);
			    goto L90;
			}

			if (info == 0) {
			    if (! prefac) {

/*                          Reconstruct matrix from factors and compute   
                            residual. */

				zpot01_(uplo, &n, &a[1], &lda, &afac[1], &lda,
					 &rwork[(*nrhs << 1) + 1], result);
				k1 = 1;
			    } else {
				k1 = 2;
			    }

/*                       Compute residual of the computed solution. */

			    zlacpy_("Full", &n, nrhs, &bsav[1], &lda, &work[1]
				    , &lda);
			    zpot02_(uplo, &n, nrhs, &asav[1], &lda, &x[1], &
				    lda, &work[1], &lda, &rwork[(*nrhs << 1) 
				    + 1], &result[1]);

/*                       Check solution from generated exact solution. */

			    if (nofact || prefac && lsame_(equed, "N")) {
				zget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
					 &rcondc, &result[2]);
			    } else {
				zget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
					 &roldc, &result[2]);
			    }

/*                       Check the error bounds from iterative   
                         refinement. */

			    zpot05_(uplo, &n, nrhs, &asav[1], &lda, &b[1], &
				    lda, &x[1], &lda, &xact[1], &lda, &rwork[
				    1], &rwork[*nrhs + 1], &result[3]);
			} else {
			    k1 = 6;
			}

/*                    Compare RCOND from ZPOSVX with the computed value   
                      in RCONDC. */

			result[5] = dget06_(&rcond, &rcondc);

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

			for (k = k1; k <= 6; ++k) {
			    if (result[k - 1] >= *thresh) {
				if (nfail == 0 && nerrs == 0) {
				    aladhd_(nout, path);
				}
				if (prefac) {
				    io___51.ciunit = *nout;
				    s_wsfe(&io___51);
				    do_fio(&c__1, "ZPOSVX", (ftnlen)6);
				    do_fio(&c__1, fact, (ftnlen)1);
				    do_fio(&c__1, uplo, (ftnlen)1);
				    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
					    integer));
				    do_fio(&c__1, equed, (ftnlen)1);
				    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(doublereal));
				    e_wsfe();
				} else {
				    io___52.ciunit = *nout;
				    s_wsfe(&io___52);
				    do_fio(&c__1, "ZPOSVX", (ftnlen)6);
				    do_fio(&c__1, fact, (ftnlen)1);
				    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 *)&k, (ftnlen)sizeof(
					    integer));
				    do_fio(&c__1, (char *)&result[k - 1], (
					    ftnlen)sizeof(doublereal));
				    e_wsfe();
				}
				++nfail;
			    }
/* L80: */
			}
			nrun = nrun + 7 - k1;
L90:
			;
		    }
/* L100: */
		}
L110:
		;
	    }
L120:
	    ;
	}
/* L130: */
    }

/*     Print a summary of the results. */

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

    return 0;

/*     End of ZDRVPO */

} /* zdrvpo_ */
Beispiel #2
0
/* Subroutine */ int zposvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer *
	ldaf, char *equed, doublereal *s, doublecomplex *b, integer *ldb, 
	doublecomplex *x, integer *ldx, doublereal *rcond, doublereal *ferr, 
	doublereal *berr, doublecomplex *work, doublereal *rwork, integer *
	info, ftnlen fact_len, ftnlen uplo_len, ftnlen equed_len)
{
    /* 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;
    doublereal d__1, d__2;
    doublecomplex z__1;

    /* Local variables */
    static integer i__, j;
    static doublereal amax, smin, smax;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    static doublereal scond, anorm;
    static logical equil, rcequ;
    extern doublereal dlamch_(char *, ftnlen);
    static logical nofact;
    extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
    static doublereal bignum;
    extern doublereal zlanhe_(char *, char *, integer *, doublecomplex *, 
	    integer *, doublereal *, ftnlen, ftnlen);
    extern /* Subroutine */ int zlaqhe_(char *, integer *, doublecomplex *, 
	    integer *, doublereal *, doublereal *, doublereal *, char *, 
	    ftnlen, ftnlen);
    static integer infequ;
    extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, ftnlen), 
	    zpocon_(char *, integer *, doublecomplex *, integer *, doublereal 
	    *, doublereal *, doublecomplex *, doublereal *, integer *, ftnlen)
	    ;
    static doublereal smlnum;
    extern /* Subroutine */ int zpoequ_(integer *, doublecomplex *, integer *,
	     doublereal *, doublereal *, doublereal *, integer *), zporfs_(
	    char *, integer *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublereal *, doublereal *, 
	    doublecomplex *, doublereal *, integer *, ftnlen), zpotrf_(char *,
	     integer *, doublecomplex *, integer *, integer *, ftnlen), 
	    zpotrs_(char *, integer *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, integer *, ftnlen);


/*  -- 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 */

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

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

/*  ZPOSVX 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*16 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*16 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) DOUBLE PRECISION 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*16 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*16 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) DOUBLE PRECISION */
/*          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) DOUBLE PRECISION array, dimension (NRHS) */
/*          The estimated forward error bound for each solution vector */
/*          X(j) (the j-th column of the solution matrix X). */
/*          If XTRUE is the true solution corresponding to X(j), FERR(j) */
/*          is an estimated upper bound for the magnitude of the largest */
/*          element in (X(j) - XTRUE) divided by the magnitude of the */
/*          largest element in X(j).  The estimate is as reliable as */
/*          the estimate for RCOND, and is almost always a slight */
/*          overestimate of the true error. */

/*  BERR    (output) DOUBLE PRECISION array, dimension (NRHS) */
/*          The componentwise relative backward error of each solution */
/*          vector X(j) (i.e., the smallest relative change in */
/*          any element of A or B that makes X(j) an exact solution). */

/*  WORK    (workspace) COMPLEX*16 array, dimension (2*N) */

/*  RWORK   (workspace) DOUBLE PRECISION 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. */

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

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

    /* Parameter adjustments */
    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;
    --ferr;
    --berr;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N", (ftnlen)1, (ftnlen)1);
    equil = lsame_(fact, "E", (ftnlen)1, (ftnlen)1);
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rcequ = FALSE_;
    } else {
	rcequ = lsame_(equed, "Y", (ftnlen)1, (ftnlen)1);
	smlnum = dlamch_("Safe minimum", (ftnlen)12);
	bignum = 1. / smlnum;
    }

/*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F", (ftnlen)1, (ftnlen)1)) {
	*info = -1;
    } else if (! lsame_(uplo, "U", (ftnlen)1, (ftnlen)1) && ! lsame_(uplo, 
	    "L", (ftnlen)1, (ftnlen)1)) {
	*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", (ftnlen)1, (ftnlen)1) && ! (rcequ || lsame_(
	    equed, "N", (ftnlen)1, (ftnlen)1))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = smin, d__2 = s[j];
		smin = min(d__1,d__2);
/* Computing MAX */
		d__1 = smax, d__2 = s[j];
		smax = max(d__1,d__2);
/* L10: */
	    }
	    if (smin <= 0.) {
		*info = -10;
	    } else if (*n > 0) {
		scond = max(smin,smlnum) / min(smax,bignum);
	    } else {
		scond = 1.;
	    }
	}
	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_("ZPOSVX", &i__1, (ftnlen)6);
	return 0;
    }

    if (equil) {

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

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

/*           Equilibrate the matrix. */

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

/*     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 = i__ + j * b_dim1;
		i__4 = i__;
		i__5 = i__ + j * b_dim1;
		z__1.r = s[i__4] * b[i__5].r, z__1.i = s[i__4] * b[i__5].i;
		b[i__3].r = z__1.r, b[i__3].i = z__1.i;
/* L20: */
	    }
/* L30: */
	}
    }

    if (nofact || equil) {

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

	zlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf, (ftnlen)
		1);
	zpotrf_(uplo, n, &af[af_offset], ldaf, info, (ftnlen)1);

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

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

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

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

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

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

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

    if (*rcond < dlamch_("Epsilon", (ftnlen)7)) {
	*info = *n + 1;
    }

/*     Compute the solution matrix X. */

    zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx, (ftnlen)4);
    zpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info, (
	    ftnlen)1);

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

    zporfs_(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, (ftnlen)1);

/*     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 = i__ + j * x_dim1;
		i__4 = i__;
		i__5 = i__ + j * x_dim1;
		z__1.r = s[i__4] * x[i__5].r, z__1.i = s[i__4] * x[i__5].i;
		x[i__3].r = z__1.r, x[i__3].i = z__1.i;
/* L40: */
	    }
/* L50: */
	}
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] /= scond;
/* L60: */
	}
    }

    return 0;

/*     End of ZPOSVX */

} /* zposvx_ */
Beispiel #3
0
/* Subroutine */
int zposvx_(char *fact, char *uplo, integer *n, integer * nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer * ldaf, char *equed, doublereal *s, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *rcond, doublereal *ferr, doublereal *berr, doublecomplex *work, doublereal *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;
    doublereal d__1, d__2;
    doublecomplex z__1;
    /* Local variables */
    integer i__, j;
    doublereal amax, smin, smax;
    extern logical lsame_(char *, char *);
    doublereal scond, anorm;
    logical equil, rcequ;
    extern doublereal dlamch_(char *);
    logical nofact;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal bignum;
    extern doublereal zlanhe_(char *, char *, integer *, doublecomplex *, integer *, doublereal *);
    extern /* Subroutine */
    int zlaqhe_(char *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublereal *, char *);
    integer infequ;
    extern /* Subroutine */
    int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *), zpocon_(char *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublecomplex *, doublereal *, integer *) ;
    doublereal smlnum;
    extern /* Subroutine */
    int zpoequ_(integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublereal *, integer *), zporfs_( char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublecomplex *, doublereal *, integer *), zpotrf_(char *, integer *, doublecomplex *, integer *, integer *), zpotrs_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, 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 */
    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;
    --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 = dlamch_("Safe minimum");
        bignum = 1. / 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.;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                /* Computing MIN */
                d__1 = smin;
                d__2 = s[j]; // , expr subst
                smin = min(d__1,d__2);
                /* Computing MAX */
                d__1 = smax;
                d__2 = s[j]; // , expr subst
                smax = max(d__1,d__2);
                /* L10: */
            }
            if (smin <= 0.)
            {
                *info = -10;
            }
            else if (*n > 0)
            {
                scond = max(smin,smlnum) / min(smax,bignum);
            }
            else
            {
                scond = 1.;
            }
        }
        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_("ZPOSVX", &i__1);
        return 0;
    }
    if (equil)
    {
        /* Compute row and column scalings to equilibrate the matrix A. */
        zpoequ_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
        if (infequ == 0)
        {
            /* Equilibrate the matrix. */
            zlaqhe_(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 = i__ + j * b_dim1;
                i__4 = i__;
                i__5 = i__ + j * b_dim1;
                z__1.r = s[i__4] * b[i__5].r;
                z__1.i = s[i__4] * b[i__5].i; // , expr subst
                b[i__3].r = z__1.r;
                b[i__3].i = z__1.i; // , expr subst
                /* L20: */
            }
            /* L30: */
        }
    }
    if (nofact || equil)
    {
        /* Compute the Cholesky factorization A = U**H *U or A = L*L**H. */
        zlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        zpotrf_(uplo, n, &af[af_offset], ldaf, info);
        /* Return if INFO is non-zero. */
        if (*info > 0)
        {
            *rcond = 0.;
            return 0;
        }
    }
    /* Compute the norm of the matrix A. */
    anorm = zlanhe_("1", uplo, n, &a[a_offset], lda, &rwork[1]);
    /* Compute the reciprocal of the condition number of A. */
    zpocon_(uplo, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &rwork[1], info);
    /* Compute the solution matrix X. */
    zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    zpotrs_(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. */
    zporfs_(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 = i__ + j * x_dim1;
                i__4 = i__;
                i__5 = i__ + j * x_dim1;
                z__1.r = s[i__4] * x[i__5].r;
                z__1.i = s[i__4] * x[i__5].i; // , expr subst
                x[i__3].r = z__1.r;
                x[i__3].i = z__1.i; // , expr subst
                /* L40: */
            }
            /* L50: */
        }
        i__1 = *nrhs;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            ferr[j] /= scond;
            /* L60: */
        }
    }
    /* Set INFO = N+1 if the matrix is singular to working precision. */
    if (*rcond < dlamch_("Epsilon"))
    {
        *info = *n + 1;
    }
    return 0;
    /* End of ZPOSVX */
}
Beispiel #4
0
/* Subroutine */
int zposvxx_(char *fact, char *uplo, integer *n, integer * nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer * ldaf, char *equed, doublereal *s, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *rcond, doublereal *rpvgrw, doublereal *berr, integer *n_err_bnds__, doublereal *err_bnds_norm__, doublereal *err_bnds_comp__, integer *nparams, doublereal *params, doublecomplex *work, doublereal *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;
    doublereal d__1, d__2;
    /* Local variables */
    integer j;
    doublereal amax, smin, smax;
    extern doublereal zla_porpvgrw_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *);
    extern logical lsame_(char *, char *);
    doublereal scond;
    logical equil, rcequ;
    extern doublereal dlamch_(char *);
    logical nofact;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal bignum;
    extern /* Subroutine */
    int zlaqhe_(char *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublereal *, char *);
    integer infequ;
    extern /* Subroutine */
    int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    doublereal smlnum;
    extern /* Subroutine */
    int zpotrf_(char *, integer *, doublecomplex *, integer *, integer *), zpotrs_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *), zlascl2_(integer *, integer *, doublereal *, doublecomplex *, integer *), zpoequb_(integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublereal *, integer *), zporfsx_(char *, char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublecomplex *, doublereal *, 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 = dlamch_("Safe minimum");
    bignum = 1. / 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 ZPORFSX. */
    *rpvgrw = 0.;
    /* Test the input parameters. PARAMS is not tested until ZPORFSX. */
    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.;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                /* Computing MIN */
                d__1 = smin;
                d__2 = s[j]; // , expr subst
                smin = min(d__1,d__2);
                /* Computing MAX */
                d__1 = smax;
                d__2 = s[j]; // , expr subst
                smax = max(d__1,d__2);
                /* L10: */
            }
            if (smin <= 0.)
            {
                *info = -10;
            }
            else if (*n > 0)
            {
                scond = max(smin,smlnum) / min(smax,bignum);
            }
            else
            {
                scond = 1.;
            }
        }
        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_("ZPOSVXX", &i__1);
        return 0;
    }
    if (equil)
    {
        /* Compute row and column scalings to equilibrate the matrix A. */
        zpoequb_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
        if (infequ == 0)
        {
            /* Equilibrate the matrix. */
            zlaqhe_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
            rcequ = lsame_(equed, "Y");
        }
    }
    /* Scale the right-hand side. */
    if (rcequ)
    {
        zlascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }
    if (nofact || equil)
    {
        /* Compute the Cholesky factorization of A. */
        zlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        zpotrf_(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 = zla_porpvgrw_(uplo, n, &a[a_offset], lda, &af[ af_offset], ldaf, &rwork[1]);
            return 0;
        }
    }
    /* Compute the reciprocal pivot growth factor RPVGRW. */
    *rpvgrw = zla_porpvgrw_(uplo, n, &a[a_offset], lda, &af[af_offset], ldaf, &rwork[1]);
    /* Compute the solution matrix X. */
    zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    zpotrs_(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. */
    zporfsx_(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)
    {
        zlascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }
    return 0;
    /* End of ZPOSVXX */
}