Ejemplo n.º 1
0
int
f2c_ztpsv(char* uplo, char* trans, char* diag, integer* N, 
          doublecomplex* Ap, 
          doublecomplex* X, integer* incX)
{
    ztpsv_(uplo, trans, diag,
           N, Ap, X, incX);
    return 0;
} 
Ejemplo n.º 2
0
void
ztpsv(char uplo, char transa, char diag, int n, doublecomplex *ap, doublecomplex *x, int incx)
{
   ztpsv_( &uplo, &transa, &diag, &n, ap, x, &incx);
}
Ejemplo n.º 3
0
/* Subroutine */
int zlatps_(char *uplo, char *trans, char *diag, char * normin, integer *n, doublecomplex *ap, doublecomplex *x, doublereal * scale, doublereal *cnorm, integer *info)
{
    /* System generated locals */
    integer i__1, i__2, i__3, i__4, i__5;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1, z__2, z__3, z__4;
    /* Builtin functions */
    double d_imag(doublecomplex *);
    void d_cnjg(doublecomplex *, doublecomplex *);
    /* Local variables */
    integer i__, j, ip;
    doublereal xj, rec, tjj;
    integer jinc, jlen;
    doublereal xbnd;
    integer imax;
    doublereal tmax;
    doublecomplex tjjs;
    doublereal xmax, grow;
    extern /* Subroutine */
    int dscal_(integer *, doublereal *, doublereal *, integer *);
    extern logical lsame_(char *, char *);
    doublereal tscal;
    doublecomplex uscal;
    integer jlast;
    doublecomplex csumj;
    extern /* Double Complex */
    VOID zdotc_f2c_(doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    logical upper;
    extern /* Double Complex */
    VOID zdotu_f2c_(doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    extern /* Subroutine */
    int zaxpy_(integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *), ztpsv_( char *, char *, char *, integer *, doublecomplex *, doublecomplex *, integer *), dlabad_(doublereal *, doublereal *);
    extern doublereal dlamch_(char *);
    extern integer idamax_(integer *, doublereal *, integer *);
    extern /* Subroutine */
    int xerbla_(char *, integer *), zdscal_( integer *, doublereal *, doublecomplex *, integer *);
    doublereal bignum;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    extern /* Double Complex */
    VOID zladiv_(doublecomplex *, doublecomplex *, doublecomplex *);
    logical notran;
    integer jfirst;
    extern doublereal dzasum_(integer *, doublecomplex *, integer *);
    doublereal smlnum;
    logical nounit;
    /* -- LAPACK auxiliary routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    --cnorm;
    --x;
    --ap;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    notran = lsame_(trans, "N");
    nounit = lsame_(diag, "N");
    /* Test the input parameters. */
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, "C"))
    {
        *info = -2;
    }
    else if (! nounit && ! lsame_(diag, "U"))
    {
        *info = -3;
    }
    else if (! lsame_(normin, "Y") && ! lsame_(normin, "N"))
    {
        *info = -4;
    }
    else if (*n < 0)
    {
        *info = -5;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZLATPS", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    /* Determine machine dependent parameters to control overflow. */
    smlnum = dlamch_("Safe minimum");
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    smlnum /= dlamch_("Precision");
    bignum = 1. / smlnum;
    *scale = 1.;
    if (lsame_(normin, "N"))
    {
        /* Compute the 1-norm of each column, not including the diagonal. */
        if (upper)
        {
            /* A is upper triangular. */
            ip = 1;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                i__2 = j - 1;
                cnorm[j] = dzasum_(&i__2, &ap[ip], &c__1);
                ip += j;
                /* L10: */
            }
        }
        else
        {
            /* A is lower triangular. */
            ip = 1;
            i__1 = *n - 1;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                i__2 = *n - j;
                cnorm[j] = dzasum_(&i__2, &ap[ip + 1], &c__1);
                ip = ip + *n - j + 1;
                /* L20: */
            }
            cnorm[*n] = 0.;
        }
    }
    /* Scale the column norms by TSCAL if the maximum element in CNORM is */
    /* greater than BIGNUM/2. */
    imax = idamax_(n, &cnorm[1], &c__1);
    tmax = cnorm[imax];
    if (tmax <= bignum * .5)
    {
        tscal = 1.;
    }
    else
    {
        tscal = .5 / (smlnum * tmax);
        dscal_(n, &tscal, &cnorm[1], &c__1);
    }
    /* Compute a bound on the computed solution vector to see if the */
    /* Level 2 BLAS routine ZTPSV can be used. */
    xmax = 0.;
    i__1 = *n;
    for (j = 1;
            j <= i__1;
            ++j)
    {
        /* Computing MAX */
        i__2 = j;
        d__3 = xmax;
        d__4 = (d__1 = x[i__2].r / 2., abs(d__1)) + (d__2 = d_imag(&x[j]) / 2., abs(d__2)); // , expr subst
        xmax = max(d__3,d__4);
        /* L30: */
    }
    xbnd = xmax;
    if (notran)
    {
        /* Compute the growth in A * x = b. */
        if (upper)
        {
            jfirst = *n;
            jlast = 1;
            jinc = -1;
        }
        else
        {
            jfirst = 1;
            jlast = *n;
            jinc = 1;
        }
        if (tscal != 1.)
        {
            grow = 0.;
            goto L60;
        }
        if (nounit)
        {
            /* A is non-unit triangular. */
            /* Compute GROW = 1/G(j) and XBND = 1/M(j). */
            /* Initially, G(0) = max{
            x(i), i=1,...,n}
            . */
            grow = .5 / max(xbnd,smlnum);
            xbnd = grow;
            ip = jfirst * (jfirst + 1) / 2;
            jlen = *n;
            i__1 = jlast;
            i__2 = jinc;
            for (j = jfirst;
                    i__2 < 0 ? j >= i__1 : j <= i__1;
                    j += i__2)
            {
                /* Exit the loop if the growth factor is too small. */
                if (grow <= smlnum)
                {
                    goto L60;
                }
                i__3 = ip;
                tjjs.r = ap[i__3].r;
                tjjs.i = ap[i__3].i; // , expr subst
                tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs( d__2));
                if (tjj >= smlnum)
                {
                    /* M(j) = G(j-1) / abs(A(j,j)) */
                    /* Computing MIN */
                    d__1 = xbnd;
                    d__2 = min(1.,tjj) * grow; // , expr subst
                    xbnd = min(d__1,d__2);
                }
                else
                {
                    /* M(j) could overflow, set XBND to 0. */
                    xbnd = 0.;
                }
                if (tjj + cnorm[j] >= smlnum)
                {
                    /* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) ) */
                    grow *= tjj / (tjj + cnorm[j]);
                }
                else
                {
                    /* G(j) could overflow, set GROW to 0. */
                    grow = 0.;
                }
                ip += jinc * jlen;
                --jlen;
                /* L40: */
            }
            grow = xbnd;
        }
        else
        {
            /* A is unit triangular. */
            /* Compute GROW = 1/G(j), where G(0) = max{
            x(i), i=1,...,n}
            . */
            /* Computing MIN */
            d__1 = 1.;
            d__2 = .5 / max(xbnd,smlnum); // , expr subst
            grow = min(d__1,d__2);
            i__2 = jlast;
            i__1 = jinc;
            for (j = jfirst;
                    i__1 < 0 ? j >= i__2 : j <= i__2;
                    j += i__1)
            {
                /* Exit the loop if the growth factor is too small. */
                if (grow <= smlnum)
                {
                    goto L60;
                }
                /* G(j) = G(j-1)*( 1 + CNORM(j) ) */
                grow *= 1. / (cnorm[j] + 1.);
                /* L50: */
            }
        }
L60:
        ;
    }
    else
    {
        /* Compute the growth in A**T * x = b or A**H * x = b. */
        if (upper)
        {
            jfirst = 1;
            jlast = *n;
            jinc = 1;
        }
        else
        {
            jfirst = *n;
            jlast = 1;
            jinc = -1;
        }
        if (tscal != 1.)
        {
            grow = 0.;
            goto L90;
        }
        if (nounit)
        {
            /* A is non-unit triangular. */
            /* Compute GROW = 1/G(j) and XBND = 1/M(j). */
            /* Initially, M(0) = max{
            x(i), i=1,...,n}
            . */
            grow = .5 / max(xbnd,smlnum);
            xbnd = grow;
            ip = jfirst * (jfirst + 1) / 2;
            jlen = 1;
            i__1 = jlast;
            i__2 = jinc;
            for (j = jfirst;
                    i__2 < 0 ? j >= i__1 : j <= i__1;
                    j += i__2)
            {
                /* Exit the loop if the growth factor is too small. */
                if (grow <= smlnum)
                {
                    goto L90;
                }
                /* G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) ) */
                xj = cnorm[j] + 1.;
                /* Computing MIN */
                d__1 = grow;
                d__2 = xbnd / xj; // , expr subst
                grow = min(d__1,d__2);
                i__3 = ip;
                tjjs.r = ap[i__3].r;
                tjjs.i = ap[i__3].i; // , expr subst
                tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs( d__2));
                if (tjj >= smlnum)
                {
                    /* M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j)) */
                    if (xj > tjj)
                    {
                        xbnd *= tjj / xj;
                    }
                }
                else
                {
                    /* M(j) could overflow, set XBND to 0. */
                    xbnd = 0.;
                }
                ++jlen;
                ip += jinc * jlen;
                /* L70: */
            }
            grow = min(grow,xbnd);
        }
        else
        {
            /* A is unit triangular. */
            /* Compute GROW = 1/G(j), where G(0) = max{
            x(i), i=1,...,n}
            . */
            /* Computing MIN */
            d__1 = 1.;
            d__2 = .5 / max(xbnd,smlnum); // , expr subst
            grow = min(d__1,d__2);
            i__2 = jlast;
            i__1 = jinc;
            for (j = jfirst;
                    i__1 < 0 ? j >= i__2 : j <= i__2;
                    j += i__1)
            {
                /* Exit the loop if the growth factor is too small. */
                if (grow <= smlnum)
                {
                    goto L90;
                }
                /* G(j) = ( 1 + CNORM(j) )*G(j-1) */
                xj = cnorm[j] + 1.;
                grow /= xj;
                /* L80: */
            }
        }
L90:
        ;
    }
    if (grow * tscal > smlnum)
    {
        /* Use the Level 2 BLAS solve if the reciprocal of the bound on */
        /* elements of X is not too small. */
        ztpsv_(uplo, trans, diag, n, &ap[1], &x[1], &c__1);
    }
    else
    {
        /* Use a Level 1 BLAS solve, scaling intermediate results. */
        if (xmax > bignum * .5)
        {
            /* Scale X so that its components are less than or equal to */
            /* BIGNUM in absolute value. */
            *scale = bignum * .5 / xmax;
            zdscal_(n, scale, &x[1], &c__1);
            xmax = bignum;
        }
        else
        {
            xmax *= 2.;
        }
        if (notran)
        {
            /* Solve A * x = b */
            ip = jfirst * (jfirst + 1) / 2;
            i__1 = jlast;
            i__2 = jinc;
            for (j = jfirst;
                    i__2 < 0 ? j >= i__1 : j <= i__1;
                    j += i__2)
            {
                /* Compute x(j) = b(j) / A(j,j), scaling x if necessary. */
                i__3 = j;
                xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]), abs(d__2));
                if (nounit)
                {
                    i__3 = ip;
                    z__1.r = tscal * ap[i__3].r;
                    z__1.i = tscal * ap[i__3].i; // , expr subst
                    tjjs.r = z__1.r;
                    tjjs.i = z__1.i; // , expr subst
                }
                else
                {
                    tjjs.r = tscal;
                    tjjs.i = 0.; // , expr subst
                    if (tscal == 1.)
                    {
                        goto L110;
                    }
                }
                tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs( d__2));
                if (tjj > smlnum)
                {
                    /* abs(A(j,j)) > SMLNUM: */
                    if (tjj < 1.)
                    {
                        if (xj > tjj * bignum)
                        {
                            /* Scale x by 1/b(j). */
                            rec = 1. / xj;
                            zdscal_(n, &rec, &x[1], &c__1);
                            *scale *= rec;
                            xmax *= rec;
                        }
                    }
                    i__3 = j;
                    zladiv_(&z__1, &x[j], &tjjs);
                    x[i__3].r = z__1.r;
                    x[i__3].i = z__1.i; // , expr subst
                    i__3 = j;
                    xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]) , abs(d__2));
                }
                else if (tjj > 0.)
                {
                    /* 0 < abs(A(j,j)) <= SMLNUM: */
                    if (xj > tjj * bignum)
                    {
                        /* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM */
                        /* to avoid overflow when dividing by A(j,j). */
                        rec = tjj * bignum / xj;
                        if (cnorm[j] > 1.)
                        {
                            /* Scale by 1/CNORM(j) to avoid overflow when */
                            /* multiplying x(j) times column j. */
                            rec /= cnorm[j];
                        }
                        zdscal_(n, &rec, &x[1], &c__1);
                        *scale *= rec;
                        xmax *= rec;
                    }
                    i__3 = j;
                    zladiv_(&z__1, &x[j], &tjjs);
                    x[i__3].r = z__1.r;
                    x[i__3].i = z__1.i; // , expr subst
                    i__3 = j;
                    xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]) , abs(d__2));
                }
                else
                {
                    /* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
                    /* scale = 0, and compute a solution to A*x = 0. */
                    i__3 = *n;
                    for (i__ = 1;
                            i__ <= i__3;
                            ++i__)
                    {
                        i__4 = i__;
                        x[i__4].r = 0.;
                        x[i__4].i = 0.; // , expr subst
                        /* L100: */
                    }
                    i__3 = j;
                    x[i__3].r = 1.;
                    x[i__3].i = 0.; // , expr subst
                    xj = 1.;
                    *scale = 0.;
                    xmax = 0.;
                }
L110: /* Scale x if necessary to avoid overflow when adding a */
                /* multiple of column j of A. */
                if (xj > 1.)
                {
                    rec = 1. / xj;
                    if (cnorm[j] > (bignum - xmax) * rec)
                    {
                        /* Scale x by 1/(2*abs(x(j))). */
                        rec *= .5;
                        zdscal_(n, &rec, &x[1], &c__1);
                        *scale *= rec;
                    }
                }
                else if (xj * cnorm[j] > bignum - xmax)
                {
                    /* Scale x by 1/2. */
                    zdscal_(n, &c_b36, &x[1], &c__1);
                    *scale *= .5;
                }
                if (upper)
                {
                    if (j > 1)
                    {
                        /* Compute the update */
                        /* x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j) */
                        i__3 = j - 1;
                        i__4 = j;
                        z__2.r = -x[i__4].r;
                        z__2.i = -x[i__4].i; // , expr subst
                        z__1.r = tscal * z__2.r;
                        z__1.i = tscal * z__2.i; // , expr subst
                        zaxpy_(&i__3, &z__1, &ap[ip - j + 1], &c__1, &x[1], & c__1);
                        i__3 = j - 1;
                        i__ = izamax_(&i__3, &x[1], &c__1);
                        i__3 = i__;
                        xmax = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag( &x[i__]), abs(d__2));
                    }
                    ip -= j;
                }
                else
                {
                    if (j < *n)
                    {
                        /* Compute the update */
                        /* x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j) */
                        i__3 = *n - j;
                        i__4 = j;
                        z__2.r = -x[i__4].r;
                        z__2.i = -x[i__4].i; // , expr subst
                        z__1.r = tscal * z__2.r;
                        z__1.i = tscal * z__2.i; // , expr subst
                        zaxpy_(&i__3, &z__1, &ap[ip + 1], &c__1, &x[j + 1], & c__1);
                        i__3 = *n - j;
                        i__ = j + izamax_(&i__3, &x[j + 1], &c__1);
                        i__3 = i__;
                        xmax = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag( &x[i__]), abs(d__2));
                    }
                    ip = ip + *n - j + 1;
                }
                /* L120: */
            }
        }
        else if (lsame_(trans, "T"))
        {
            /* Solve A**T * x = b */
            ip = jfirst * (jfirst + 1) / 2;
            jlen = 1;
            i__2 = jlast;
            i__1 = jinc;
            for (j = jfirst;
                    i__1 < 0 ? j >= i__2 : j <= i__2;
                    j += i__1)
            {
                /* Compute x(j) = b(j) - sum A(k,j)*x(k). */
                /* k<>j */
                i__3 = j;
                xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]), abs(d__2));
                uscal.r = tscal;
                uscal.i = 0.; // , expr subst
                rec = 1. / max(xmax,1.);
                if (cnorm[j] > (bignum - xj) * rec)
                {
                    /* If x(j) could overflow, scale x by 1/(2*XMAX). */
                    rec *= .5;
                    if (nounit)
                    {
                        i__3 = ip;
                        z__1.r = tscal * ap[i__3].r;
                        z__1.i = tscal * ap[i__3] .i; // , expr subst
                        tjjs.r = z__1.r;
                        tjjs.i = z__1.i; // , expr subst
                    }
                    else
                    {
                        tjjs.r = tscal;
                        tjjs.i = 0.; // , expr subst
                    }
                    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(d__2));
                    if (tjj > 1.)
                    {
                        /* Divide by A(j,j) when scaling x if A(j,j) > 1. */
                        /* Computing MIN */
                        d__1 = 1.;
                        d__2 = rec * tjj; // , expr subst
                        rec = min(d__1,d__2);
                        zladiv_(&z__1, &uscal, &tjjs);
                        uscal.r = z__1.r;
                        uscal.i = z__1.i; // , expr subst
                    }
                    if (rec < 1.)
                    {
                        zdscal_(n, &rec, &x[1], &c__1);
                        *scale *= rec;
                        xmax *= rec;
                    }
                }
                csumj.r = 0.;
                csumj.i = 0.; // , expr subst
                if (uscal.r == 1. && uscal.i == 0.)
                {
                    /* If the scaling needed for A in the dot product is 1, */
                    /* call ZDOTU to perform the dot product. */
                    if (upper)
                    {
                        i__3 = j - 1;
                        zdotu_f2c_(&z__1, &i__3, &ap[ip - j + 1], &c__1, &x[1], & c__1);
                        csumj.r = z__1.r;
                        csumj.i = z__1.i; // , expr subst
                    }
                    else if (j < *n)
                    {
                        i__3 = *n - j;
                        zdotu_f2c_(&z__1, &i__3, &ap[ip + 1], &c__1, &x[j + 1], & c__1);
                        csumj.r = z__1.r;
                        csumj.i = z__1.i; // , expr subst
                    }
                }
                else
                {
                    /* Otherwise, use in-line code for the dot product. */
                    if (upper)
                    {
                        i__3 = j - 1;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            i__4 = ip - j + i__;
                            z__3.r = ap[i__4].r * uscal.r - ap[i__4].i * uscal.i;
                            z__3.i = ap[i__4].r * uscal.i + ap[i__4].i * uscal.r; // , expr subst
                            i__5 = i__;
                            z__2.r = z__3.r * x[i__5].r - z__3.i * x[i__5].i;
                            z__2.i = z__3.r * x[i__5].i + z__3.i * x[ i__5].r; // , expr subst
                            z__1.r = csumj.r + z__2.r;
                            z__1.i = csumj.i + z__2.i; // , expr subst
                            csumj.r = z__1.r;
                            csumj.i = z__1.i; // , expr subst
                            /* L130: */
                        }
                    }
                    else if (j < *n)
                    {
                        i__3 = *n - j;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            i__4 = ip + i__;
                            z__3.r = ap[i__4].r * uscal.r - ap[i__4].i * uscal.i;
                            z__3.i = ap[i__4].r * uscal.i + ap[i__4].i * uscal.r; // , expr subst
                            i__5 = j + i__;
                            z__2.r = z__3.r * x[i__5].r - z__3.i * x[i__5].i;
                            z__2.i = z__3.r * x[i__5].i + z__3.i * x[ i__5].r; // , expr subst
                            z__1.r = csumj.r + z__2.r;
                            z__1.i = csumj.i + z__2.i; // , expr subst
                            csumj.r = z__1.r;
                            csumj.i = z__1.i; // , expr subst
                            /* L140: */
                        }
                    }
                }
                z__1.r = tscal;
                z__1.i = 0.; // , expr subst
                if (uscal.r == z__1.r && uscal.i == z__1.i)
                {
                    /* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
                    /* was not used to scale the dotproduct. */
                    i__3 = j;
                    i__4 = j;
                    z__1.r = x[i__4].r - csumj.r;
                    z__1.i = x[i__4].i - csumj.i; // , expr subst
                    x[i__3].r = z__1.r;
                    x[i__3].i = z__1.i; // , expr subst
                    i__3 = j;
                    xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]) , abs(d__2));
                    if (nounit)
                    {
                        /* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
                        i__3 = ip;
                        z__1.r = tscal * ap[i__3].r;
                        z__1.i = tscal * ap[i__3] .i; // , expr subst
                        tjjs.r = z__1.r;
                        tjjs.i = z__1.i; // , expr subst
                    }
                    else
                    {
                        tjjs.r = tscal;
                        tjjs.i = 0.; // , expr subst
                        if (tscal == 1.)
                        {
                            goto L160;
                        }
                    }
                    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(d__2));
                    if (tjj > smlnum)
                    {
                        /* abs(A(j,j)) > SMLNUM: */
                        if (tjj < 1.)
                        {
                            if (xj > tjj * bignum)
                            {
                                /* Scale X by 1/abs(x(j)). */
                                rec = 1. / xj;
                                zdscal_(n, &rec, &x[1], &c__1);
                                *scale *= rec;
                                xmax *= rec;
                            }
                        }
                        i__3 = j;
                        zladiv_(&z__1, &x[j], &tjjs);
                        x[i__3].r = z__1.r;
                        x[i__3].i = z__1.i; // , expr subst
                    }
                    else if (tjj > 0.)
                    {
                        /* 0 < abs(A(j,j)) <= SMLNUM: */
                        if (xj > tjj * bignum)
                        {
                            /* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
                            rec = tjj * bignum / xj;
                            zdscal_(n, &rec, &x[1], &c__1);
                            *scale *= rec;
                            xmax *= rec;
                        }
                        i__3 = j;
                        zladiv_(&z__1, &x[j], &tjjs);
                        x[i__3].r = z__1.r;
                        x[i__3].i = z__1.i; // , expr subst
                    }
                    else
                    {
                        /* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
                        /* scale = 0 and compute a solution to A**T *x = 0. */
                        i__3 = *n;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            i__4 = i__;
                            x[i__4].r = 0.;
                            x[i__4].i = 0.; // , expr subst
                            /* L150: */
                        }
                        i__3 = j;
                        x[i__3].r = 1.;
                        x[i__3].i = 0.; // , expr subst
                        *scale = 0.;
                        xmax = 0.;
                    }
L160:
                    ;
                }
                else
                {
                    /* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
                    /* product has already been divided by 1/A(j,j). */
                    i__3 = j;
                    zladiv_(&z__2, &x[j], &tjjs);
                    z__1.r = z__2.r - csumj.r;
                    z__1.i = z__2.i - csumj.i; // , expr subst
                    x[i__3].r = z__1.r;
                    x[i__3].i = z__1.i; // , expr subst
                }
                /* Computing MAX */
                i__3 = j;
                d__3 = xmax;
                d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]), abs(d__2)); // , expr subst
                xmax = max(d__3,d__4);
                ++jlen;
                ip += jinc * jlen;
                /* L170: */
            }
        }
        else
        {
            /* Solve A**H * x = b */
            ip = jfirst * (jfirst + 1) / 2;
            jlen = 1;
            i__1 = jlast;
            i__2 = jinc;
            for (j = jfirst;
                    i__2 < 0 ? j >= i__1 : j <= i__1;
                    j += i__2)
            {
                /* Compute x(j) = b(j) - sum A(k,j)*x(k). */
                /* k<>j */
                i__3 = j;
                xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]), abs(d__2));
                uscal.r = tscal;
                uscal.i = 0.; // , expr subst
                rec = 1. / max(xmax,1.);
                if (cnorm[j] > (bignum - xj) * rec)
                {
                    /* If x(j) could overflow, scale x by 1/(2*XMAX). */
                    rec *= .5;
                    if (nounit)
                    {
                        d_cnjg(&z__2, &ap[ip]);
                        z__1.r = tscal * z__2.r;
                        z__1.i = tscal * z__2.i; // , expr subst
                        tjjs.r = z__1.r;
                        tjjs.i = z__1.i; // , expr subst
                    }
                    else
                    {
                        tjjs.r = tscal;
                        tjjs.i = 0.; // , expr subst
                    }
                    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(d__2));
                    if (tjj > 1.)
                    {
                        /* Divide by A(j,j) when scaling x if A(j,j) > 1. */
                        /* Computing MIN */
                        d__1 = 1.;
                        d__2 = rec * tjj; // , expr subst
                        rec = min(d__1,d__2);
                        zladiv_(&z__1, &uscal, &tjjs);
                        uscal.r = z__1.r;
                        uscal.i = z__1.i; // , expr subst
                    }
                    if (rec < 1.)
                    {
                        zdscal_(n, &rec, &x[1], &c__1);
                        *scale *= rec;
                        xmax *= rec;
                    }
                }
                csumj.r = 0.;
                csumj.i = 0.; // , expr subst
                if (uscal.r == 1. && uscal.i == 0.)
                {
                    /* If the scaling needed for A in the dot product is 1, */
                    /* call ZDOTC to perform the dot product. */
                    if (upper)
                    {
                        i__3 = j - 1;
                        zdotc_f2c_(&z__1, &i__3, &ap[ip - j + 1], &c__1, &x[1], & c__1);
                        csumj.r = z__1.r;
                        csumj.i = z__1.i; // , expr subst
                    }
                    else if (j < *n)
                    {
                        i__3 = *n - j;
                        zdotc_f2c_(&z__1, &i__3, &ap[ip + 1], &c__1, &x[j + 1], & c__1);
                        csumj.r = z__1.r;
                        csumj.i = z__1.i; // , expr subst
                    }
                }
                else
                {
                    /* Otherwise, use in-line code for the dot product. */
                    if (upper)
                    {
                        i__3 = j - 1;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            d_cnjg(&z__4, &ap[ip - j + i__]);
                            z__3.r = z__4.r * uscal.r - z__4.i * uscal.i;
                            z__3.i = z__4.r * uscal.i + z__4.i * uscal.r; // , expr subst
                            i__4 = i__;
                            z__2.r = z__3.r * x[i__4].r - z__3.i * x[i__4].i;
                            z__2.i = z__3.r * x[i__4].i + z__3.i * x[ i__4].r; // , expr subst
                            z__1.r = csumj.r + z__2.r;
                            z__1.i = csumj.i + z__2.i; // , expr subst
                            csumj.r = z__1.r;
                            csumj.i = z__1.i; // , expr subst
                            /* L180: */
                        }
                    }
                    else if (j < *n)
                    {
                        i__3 = *n - j;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            d_cnjg(&z__4, &ap[ip + i__]);
                            z__3.r = z__4.r * uscal.r - z__4.i * uscal.i;
                            z__3.i = z__4.r * uscal.i + z__4.i * uscal.r; // , expr subst
                            i__4 = j + i__;
                            z__2.r = z__3.r * x[i__4].r - z__3.i * x[i__4].i;
                            z__2.i = z__3.r * x[i__4].i + z__3.i * x[ i__4].r; // , expr subst
                            z__1.r = csumj.r + z__2.r;
                            z__1.i = csumj.i + z__2.i; // , expr subst
                            csumj.r = z__1.r;
                            csumj.i = z__1.i; // , expr subst
                            /* L190: */
                        }
                    }
                }
                z__1.r = tscal;
                z__1.i = 0.; // , expr subst
                if (uscal.r == z__1.r && uscal.i == z__1.i)
                {
                    /* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
                    /* was not used to scale the dotproduct. */
                    i__3 = j;
                    i__4 = j;
                    z__1.r = x[i__4].r - csumj.r;
                    z__1.i = x[i__4].i - csumj.i; // , expr subst
                    x[i__3].r = z__1.r;
                    x[i__3].i = z__1.i; // , expr subst
                    i__3 = j;
                    xj = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]) , abs(d__2));
                    if (nounit)
                    {
                        /* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
                        d_cnjg(&z__2, &ap[ip]);
                        z__1.r = tscal * z__2.r;
                        z__1.i = tscal * z__2.i; // , expr subst
                        tjjs.r = z__1.r;
                        tjjs.i = z__1.i; // , expr subst
                    }
                    else
                    {
                        tjjs.r = tscal;
                        tjjs.i = 0.; // , expr subst
                        if (tscal == 1.)
                        {
                            goto L210;
                        }
                    }
                    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(d__2));
                    if (tjj > smlnum)
                    {
                        /* abs(A(j,j)) > SMLNUM: */
                        if (tjj < 1.)
                        {
                            if (xj > tjj * bignum)
                            {
                                /* Scale X by 1/abs(x(j)). */
                                rec = 1. / xj;
                                zdscal_(n, &rec, &x[1], &c__1);
                                *scale *= rec;
                                xmax *= rec;
                            }
                        }
                        i__3 = j;
                        zladiv_(&z__1, &x[j], &tjjs);
                        x[i__3].r = z__1.r;
                        x[i__3].i = z__1.i; // , expr subst
                    }
                    else if (tjj > 0.)
                    {
                        /* 0 < abs(A(j,j)) <= SMLNUM: */
                        if (xj > tjj * bignum)
                        {
                            /* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
                            rec = tjj * bignum / xj;
                            zdscal_(n, &rec, &x[1], &c__1);
                            *scale *= rec;
                            xmax *= rec;
                        }
                        i__3 = j;
                        zladiv_(&z__1, &x[j], &tjjs);
                        x[i__3].r = z__1.r;
                        x[i__3].i = z__1.i; // , expr subst
                    }
                    else
                    {
                        /* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
                        /* scale = 0 and compute a solution to A**H *x = 0. */
                        i__3 = *n;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            i__4 = i__;
                            x[i__4].r = 0.;
                            x[i__4].i = 0.; // , expr subst
                            /* L200: */
                        }
                        i__3 = j;
                        x[i__3].r = 1.;
                        x[i__3].i = 0.; // , expr subst
                        *scale = 0.;
                        xmax = 0.;
                    }
L210:
                    ;
                }
                else
                {
                    /* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
                    /* product has already been divided by 1/A(j,j). */
                    i__3 = j;
                    zladiv_(&z__2, &x[j], &tjjs);
                    z__1.r = z__2.r - csumj.r;
                    z__1.i = z__2.i - csumj.i; // , expr subst
                    x[i__3].r = z__1.r;
                    x[i__3].i = z__1.i; // , expr subst
                }
                /* Computing MAX */
                i__3 = j;
                d__3 = xmax;
                d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[j]), abs(d__2)); // , expr subst
                xmax = max(d__3,d__4);
                ++jlen;
                ip += jinc * jlen;
                /* L220: */
            }
        }
        *scale /= tscal;
    }
    /* Scale the column norms by 1/TSCAL for return. */
    if (tscal != 1.)
    {
        d__1 = 1. / tscal;
        dscal_(n, &d__1, &cnorm[1], &c__1);
    }
    return 0;
    /* End of ZLATPS */
}
Ejemplo n.º 4
0
/* Subroutine */ int zhpgst_(integer *itype, char *uplo, integer *n, 
	doublecomplex *ap, doublecomplex *bp, integer *info)
{
    /* System generated locals */
    integer i__1, i__2, i__3, i__4;
    doublereal d__1, d__2;
    doublecomplex z__1, z__2, z__3;

    /* Local variables */
    integer j, k, j1, k1, jj, kk;
    doublecomplex ct;
    doublereal ajj;
    integer j1j1;
    doublereal akk;
    integer k1k1;
    doublereal bjj, bkk;
    extern /* Subroutine */ int zhpr2_(char *, integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublecomplex *);
    extern logical lsame_(char *, char *);
    extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    logical upper;
    extern /* Subroutine */ int zhpmv_(char *, integer *, doublecomplex *, 
	    doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
	    doublecomplex *, integer *), zaxpy_(integer *, 
	    doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
	    integer *), ztpmv_(char *, char *, char *, integer *, 
	    doublecomplex *, doublecomplex *, integer *), ztpsv_(char *, char *, char *, integer *, doublecomplex *
, doublecomplex *, integer *), xerbla_(
	    char *, integer *), zdscal_(integer *, doublereal *, 
	    doublecomplex *, integer *);


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

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

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

/*  ZHPGST reduces a complex Hermitian-definite generalized */
/*  eigenproblem to standard form, using packed storage. */

/*  If ITYPE = 1, the problem is A*x = lambda*B*x, */
/*  and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) */

/*  If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or */
/*  B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L. */

/*  B must have been previously factorized as U**H*U or L*L**H by ZPPTRF. */

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

/*  ITYPE   (input) INTEGER */
/*          = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); */
/*          = 2 or 3: compute U*A*U**H or L**H*A*L. */

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

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

/*  AP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the Hermitian matrix */
/*          A, packed columnwise in a linear array.  The j-th column of A */
/*          is stored in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */

/*          On exit, if INFO = 0, the transformed matrix, stored in the */
/*          same format as A. */

/*  BP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The triangular factor from the Cholesky factorization of B, */
/*          stored in the same format as A, as returned by ZPPTRF. */

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

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --bp;
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (*itype < 1 || *itype > 3) {
	*info = -1;
    } else if (! upper && ! lsame_(uplo, "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZHPGST", &i__1);
	return 0;
    }

    if (*itype == 1) {
	if (upper) {

/*           Compute inv(U')*A*inv(U) */

/*           J1 and JJ are the indices of A(1,j) and A(j,j) */

	    jj = 0;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
		j1 = jj + 1;
		jj += j;

/*              Compute the j-th column of the upper triangle of A */

		i__2 = jj;
		i__3 = jj;
		d__1 = ap[i__3].r;
		ap[i__2].r = d__1, ap[i__2].i = 0.;
		i__2 = jj;
		bjj = bp[i__2].r;
		ztpsv_(uplo, "Conjugate transpose", "Non-unit", &j, &bp[1], &
			ap[j1], &c__1);
		i__2 = j - 1;
		z__1.r = -1., z__1.i = -0.;
		zhpmv_(uplo, &i__2, &z__1, &ap[1], &bp[j1], &c__1, &c_b1, &ap[
			j1], &c__1);
		i__2 = j - 1;
		d__1 = 1. / bjj;
		zdscal_(&i__2, &d__1, &ap[j1], &c__1);
		i__2 = jj;
		i__3 = jj;
		i__4 = j - 1;
		zdotc_(&z__3, &i__4, &ap[j1], &c__1, &bp[j1], &c__1);
		z__2.r = ap[i__3].r - z__3.r, z__2.i = ap[i__3].i - z__3.i;
		z__1.r = z__2.r / bjj, z__1.i = z__2.i / bjj;
		ap[i__2].r = z__1.r, ap[i__2].i = z__1.i;
/* L10: */
	    }
	} else {

/*           Compute inv(L)*A*inv(L') */

/*           KK and K1K1 are the indices of A(k,k) and A(k+1,k+1) */

	    kk = 1;
	    i__1 = *n;
	    for (k = 1; k <= i__1; ++k) {
		k1k1 = kk + *n - k + 1;

/*              Update the lower triangle of A(k:n,k:n) */

		i__2 = kk;
		akk = ap[i__2].r;
		i__2 = kk;
		bkk = bp[i__2].r;
/* Computing 2nd power */
		d__1 = bkk;
		akk /= d__1 * d__1;
		i__2 = kk;
		ap[i__2].r = akk, ap[i__2].i = 0.;
		if (k < *n) {
		    i__2 = *n - k;
		    d__1 = 1. / bkk;
		    zdscal_(&i__2, &d__1, &ap[kk + 1], &c__1);
		    d__1 = akk * -.5;
		    ct.r = d__1, ct.i = 0.;
		    i__2 = *n - k;
		    zaxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1)
			    ;
		    i__2 = *n - k;
		    z__1.r = -1., z__1.i = -0.;
		    zhpr2_(uplo, &i__2, &z__1, &ap[kk + 1], &c__1, &bp[kk + 1]
, &c__1, &ap[k1k1]);
		    i__2 = *n - k;
		    zaxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1)
			    ;
		    i__2 = *n - k;
		    ztpsv_(uplo, "No transpose", "Non-unit", &i__2, &bp[k1k1], 
			     &ap[kk + 1], &c__1);
		}
		kk = k1k1;
/* L20: */
	    }
	}
    } else {
	if (upper) {

/*           Compute U*A*U' */

/*           K1 and KK are the indices of A(1,k) and A(k,k) */

	    kk = 0;
	    i__1 = *n;
	    for (k = 1; k <= i__1; ++k) {
		k1 = kk + 1;
		kk += k;

/*              Update the upper triangle of A(1:k,1:k) */

		i__2 = kk;
		akk = ap[i__2].r;
		i__2 = kk;
		bkk = bp[i__2].r;
		i__2 = k - 1;
		ztpmv_(uplo, "No transpose", "Non-unit", &i__2, &bp[1], &ap[
			k1], &c__1);
		d__1 = akk * .5;
		ct.r = d__1, ct.i = 0.;
		i__2 = k - 1;
		zaxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
		i__2 = k - 1;
		zhpr2_(uplo, &i__2, &c_b1, &ap[k1], &c__1, &bp[k1], &c__1, &
			ap[1]);
		i__2 = k - 1;
		zaxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
		i__2 = k - 1;
		zdscal_(&i__2, &bkk, &ap[k1], &c__1);
		i__2 = kk;
/* Computing 2nd power */
		d__2 = bkk;
		d__1 = akk * (d__2 * d__2);
		ap[i__2].r = d__1, ap[i__2].i = 0.;
/* L30: */
	    }
	} else {

/*           Compute L'*A*L */

/*           JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1) */

	    jj = 1;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
		j1j1 = jj + *n - j + 1;

/*              Compute the j-th column of the lower triangle of A */

		i__2 = jj;
		ajj = ap[i__2].r;
		i__2 = jj;
		bjj = bp[i__2].r;
		i__2 = jj;
		d__1 = ajj * bjj;
		i__3 = *n - j;
		zdotc_(&z__2, &i__3, &ap[jj + 1], &c__1, &bp[jj + 1], &c__1);
		z__1.r = d__1 + z__2.r, z__1.i = z__2.i;
		ap[i__2].r = z__1.r, ap[i__2].i = z__1.i;
		i__2 = *n - j;
		zdscal_(&i__2, &bjj, &ap[jj + 1], &c__1);
		i__2 = *n - j;
		zhpmv_(uplo, &i__2, &c_b1, &ap[j1j1], &bp[jj + 1], &c__1, &
			c_b1, &ap[jj + 1], &c__1);
		i__2 = *n - j + 1;
		ztpmv_(uplo, "Conjugate transpose", "Non-unit", &i__2, &bp[jj]
, &ap[jj], &c__1);
		jj = j1j1;
/* L40: */
	    }
	}
    }
    return 0;

/*     End of ZHPGST */

} /* zhpgst_ */
Ejemplo n.º 5
0
/* Subroutine */ int ztprfs_(char *uplo, char *trans, char *diag, integer *n, 
	integer *nrhs, doublecomplex *ap, doublecomplex *b, integer *ldb, 
	doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, 
	doublecomplex *work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    integer i__, j, k;
    doublereal s;
    integer kc;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), ztpmv_(
	    char *, char *, char *, integer *, doublecomplex *, doublecomplex 
	    *, integer *), ztpsv_(char *, char *, 
	    char *, integer *, doublecomplex *, doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    logical notran;
    char transn[1], transt[1];
    logical nounit;
    doublereal lstres;


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

/*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

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

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

/*  ZTPRFS provides error bounds and backward error estimates for the */
/*  solution to a system of linear equations with a triangular packed */
/*  coefficient matrix. */

/*  The solution matrix X must be computed by ZTPTRS or some other */
/*  means before entering this routine.  ZTPRFS does not do iterative */
/*  refinement because doing so cannot improve the backward error. */

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

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  A is upper triangular; */
/*          = 'L':  A is lower triangular. */

/*  TRANS   (input) CHARACTER*1 */
/*          Specifies the form of the system of equations: */
/*          = 'N':  A * X = B     (No transpose) */
/*          = 'T':  A**T * X = B  (Transpose) */
/*          = 'C':  A**H * X = B  (Conjugate transpose) */

/*  DIAG    (input) CHARACTER*1 */
/*          = 'N':  A is non-unit triangular; */
/*          = 'U':  A is unit triangular. */

/*  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. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The upper or lower triangular matrix A, packed columnwise in */
/*          a linear array.  The j-th column of A is stored in the array */
/*          AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/*          If DIAG = 'U', the diagonal elements of A are not referenced */
/*          and are assumed to be 1. */

/*  B       (input) COMPLEX*16 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) COMPLEX*16 array, dimension (LDX,NRHS) */
/*          The solution matrix X. */

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

/*  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 */

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

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    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");
    notran = lsame_(trans, "N");
    nounit = lsame_(diag, "N");

    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (! notran && ! lsame_(trans, "T") && ! 
	    lsame_(trans, "C")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*ldx < max(1,*n)) {
	*info = -10;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTPRFS", &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.;
	    berr[j] = 0.;
/* L10: */
	}
	return 0;
    }

    if (notran) {
	*(unsigned char *)transn = 'N';
	*(unsigned char *)transt = 'C';
    } else {
	*(unsigned char *)transn = 'C';
	*(unsigned char *)transt = 'N';
    }

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

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

/*     Do for each right hand side */

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

/*        Compute residual R = B - op(A) * X, */
/*        where op(A) = A, A**T, or A**H, depending on TRANS. */

	zcopy_(n, &x[j * x_dim1 + 1], &c__1, &work[1], &c__1);
	ztpmv_(uplo, trans, diag, n, &ap[1], &work[1], &c__1);
	z__1.r = -1., z__1.i = -0.;
	zaxpy_(n, &z__1, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);

/*        Compute componentwise relative backward error from formula */

/*        max(i) ( abs(R(i)) / ( abs(op(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__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = d_imag(&b[
		    i__ + j * b_dim1]), abs(d__2));
/* L20: */
	}

	if (notran) {

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

	    if (upper) {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&
				x[k + j * x_dim1]), abs(d__2));
			i__3 = k;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - 1;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - 1]), abs(
				    d__2))) * xk;
/* L30: */
			}
			kc += k;
/* L40: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&
				x[k + j * x_dim1]), abs(d__2));
			i__3 = k - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - 1;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - 1]), abs(
				    d__2))) * xk;
/* L50: */
			}
			rwork[k] += xk;
			kc += k;
/* L60: */
		    }
		}
	    } else {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&
				x[k + j * x_dim1]), abs(d__2));
			i__3 = *n;
			for (i__ = k; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - k]), abs(
				    d__2))) * xk;
/* L70: */
			}
			kc = kc + *n - k + 1;
/* L80: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&
				x[k + j * x_dim1]), abs(d__2));
			i__3 = *n;
			for (i__ = k + 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - k]), abs(
				    d__2))) * xk;
/* L90: */
			}
			rwork[k] += xk;
			kc = kc + *n - k + 1;
/* L100: */
		    }
		}
	    }
	} else {

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

	    if (upper) {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = 0.;
			i__3 = k;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - 1;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - 1]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L110: */
			}
			rwork[k] += s;
			kc += k;
/* L120: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			s = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[
				k + j * x_dim1]), abs(d__2));
			i__3 = k - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - 1;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - 1]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L130: */
			}
			rwork[k] += s;
			kc += k;
/* L140: */
		    }
		}
	    } else {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = 0.;
			i__3 = *n;
			for (i__ = k; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - k]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L150: */
			}
			rwork[k] += s;
			kc = kc + *n - k + 1;
/* L160: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			s = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[
				k + j * x_dim1]), abs(d__2));
			i__3 = *n;
			for (i__ = k + 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - k]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L170: */
			}
			rwork[k] += s;
			kc = kc + *n - k + 1;
/* L180: */
		    }
		}
	    }
	}
	s = 0.;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
/* Computing MAX */
		i__3 = i__;
		d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = 
			d_imag(&work[i__]), abs(d__2))) / rwork[i__];
		s = max(d__3,d__4);
	    } else {
/* Computing MAX */
		i__3 = i__;
		d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = 
			d_imag(&work[i__]), abs(d__2)) + safe1) / (rwork[i__] 
			+ safe1);
		s = max(d__3,d__4);
	    }
/* L190: */
	}
	berr[j] = s;

/*        Bound error from formula */

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

/*        where */
/*          norm(Z) is the magnitude of the largest component of Z */
/*          inv(op(A)) is the inverse of op(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(op(A))*abs(X)+abs(B)) */
/*        is incremented by SAFE1 if the i-th component of */
/*        abs(op(A))*abs(X) + abs(B) is less than SAFE2. */

/*        Use ZLACN2 to estimate the infinity-norm of the matrix */
/*           inv(op(A)) * diag(W), */
/*        where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
		i__3 = i__;
		rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = 
			d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__]
			;
	    } else {
		i__3 = i__;
		rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = 
			d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__]
			 + safe1;
	    }
/* L200: */
	}

	kase = 0;
L210:
	zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

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

		ztpsv_(uplo, transt, diag, n, &ap[1], &work[1], &c__1);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = z__1.r, work[i__3].i = z__1.i;
/* L220: */
		}
	    } else {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = z__1.r, work[i__3].i = z__1.i;
/* L230: */
		}
		ztpsv_(uplo, transn, diag, n, &ap[1], &work[1], &c__1);
	    }
	    goto L210;
	}

/*        Normalize error. */

	lstres = 0.;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
	    i__3 = i__ + j * x_dim1;
	    d__3 = lstres, d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = 
		    d_imag(&x[i__ + j * x_dim1]), abs(d__2));
	    lstres = max(d__3,d__4);
/* L240: */
	}
	if (lstres != 0.) {
	    ferr[j] /= lstres;
	}

/* L250: */
    }

    return 0;

/*     End of ZTPRFS */

} /* ztprfs_ */
Ejemplo n.º 6
0
/* Subroutine */ int zhpgvx_(integer *itype, char *jobz, char *range, char *
	uplo, integer *n, doublecomplex *ap, doublecomplex *bp, doublereal *
	vl, doublereal *vu, integer *il, integer *iu, doublereal *abstol, 
	integer *m, doublereal *w, doublecomplex *z__, integer *ldz, 
	doublecomplex *work, doublereal *rwork, integer *iwork, integer *
	ifail, integer *info)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1;

    /* Local variables */
    integer j;
    char trans[1];
    logical upper, wantz;
    logical alleig, indeig, valeig;

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

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

/*  ZHPGVX computes selected eigenvalues and, optionally, eigenvectors */
/*  of a complex generalized Hermitian-definite eigenproblem, of the form */
/*  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and */
/*  B are assumed to be Hermitian, stored in packed format, and B is also */
/*  positive definite.  Eigenvalues and eigenvectors can be selected by */
/*  specifying either a range of values or a range of indices for the */
/*  desired eigenvalues. */

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

/*  ITYPE   (input) INTEGER */
/*          Specifies the problem type to be solved: */
/*          = 1:  A*x = (lambda)*B*x */
/*          = 2:  A*B*x = (lambda)*x */
/*          = 3:  B*A*x = (lambda)*x */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  RANGE   (input) CHARACTER*1 */
/*          = 'A': all eigenvalues will be found; */
/*          = 'V': all eigenvalues in the half-open interval (VL,VU] */
/*                 will be found; */
/*          = 'I': the IL-th through IU-th eigenvalues will be found. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangles of A and B are stored; */
/*          = 'L':  Lower triangles of A and B are stored. */

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

/*  AP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the Hermitian matrix */
/*          A, packed columnwise in a linear array.  The j-th column of A */
/*          is stored in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

/*          On exit, the contents of AP are destroyed. */

/*  BP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the Hermitian matrix */
/*          B, packed columnwise in a linear array.  The j-th column of B */
/*          is stored in the array BP as follows: */
/*          if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n. */

/*          On exit, the triangular factor U or L from the Cholesky */
/*          factorization B = U**H*U or B = L*L**H, in the same storage */
/*          format as B. */

/*  VL      (input) DOUBLE PRECISION */
/*  VU      (input) DOUBLE PRECISION */
/*          If RANGE='V', the lower and upper bounds of the interval to */
/*          be searched for eigenvalues. VL < VU. */
/*          Not referenced if RANGE = 'A' or 'I'. */

/*  IL      (input) INTEGER */
/*  IU      (input) INTEGER */
/*          If RANGE='I', the indices (in ascending order) of the */
/*          smallest and largest eigenvalues to be returned. */
/*          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. */
/*          Not referenced if RANGE = 'A' or 'V'. */

/*  ABSTOL  (input) DOUBLE PRECISION */
/*          The absolute error tolerance for the eigenvalues. */
/*          An approximate eigenvalue is accepted as converged */
/*          when it is determined to lie in an interval [a,b] */
/*          of width less than or equal to */

/*                  ABSTOL + EPS *   max( |a|,|b| ) , */

/*          where EPS is the machine precision.  If ABSTOL is less than */
/*          or equal to zero, then  EPS*|T|  will be used in its place, */
/*          where |T| is the 1-norm of the tridiagonal matrix obtained */
/*          by reducing AP to tridiagonal form. */

/*          Eigenvalues will be computed most accurately when ABSTOL is */
/*          set to twice the underflow threshold 2*DLAMCH('S'), not zero. */
/*          If this routine returns with INFO>0, indicating that some */
/*          eigenvectors did not converge, try setting ABSTOL to */
/*          2*DLAMCH('S'). */

/*  M       (output) INTEGER */
/*          The total number of eigenvalues found.  0 <= M <= N. */
/*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. */

/*  W       (output) DOUBLE PRECISION array, dimension (N) */
/*          On normal exit, the first M elements contain the selected */
/*          eigenvalues in ascending order. */

/*  Z       (output) COMPLEX*16 array, dimension (LDZ, N) */
/*          If JOBZ = 'N', then Z is not referenced. */
/*          If JOBZ = 'V', then if INFO = 0, the first M columns of Z */
/*          contain the orthonormal eigenvectors of the matrix A */
/*          corresponding to the selected eigenvalues, with the i-th */
/*          column of Z holding the eigenvector associated with W(i). */
/*          The eigenvectors are normalized as follows: */
/*          if ITYPE = 1 or 2, Z**H*B*Z = I; */
/*          if ITYPE = 3, Z**H*inv(B)*Z = I. */

/*          If an eigenvector fails to converge, then that column of Z */
/*          contains the latest approximation to the eigenvector, and the */
/*          index of the eigenvector is returned in IFAIL. */
/*          Note: the user must ensure that at least max(1,M) columns are */
/*          supplied in the array Z; if RANGE = 'V', the exact value of M */
/*          is not known in advance and an upper bound must be used. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z.  LDZ >= 1, and if */
/*          JOBZ = 'V', LDZ >= max(1,N). */

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

/*  RWORK   (workspace) DOUBLE PRECISION array, dimension (7*N) */

/*  IWORK   (workspace) INTEGER array, dimension (5*N) */

/*  IFAIL   (output) INTEGER array, dimension (N) */
/*          If JOBZ = 'V', then if INFO = 0, the first M elements of */
/*          IFAIL are zero.  If INFO > 0, then IFAIL contains the */
/*          indices of the eigenvectors that failed to converge. */
/*          If JOBZ = 'N', then IFAIL is not referenced. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  ZPPTRF or ZHPEVX returned an error code: */
/*             <= N:  if INFO = i, ZHPEVX failed to converge; */
/*                    i eigenvectors failed to converge.  Their indices */
/*                    are stored in array IFAIL. */
/*             > N:   if INFO = N + i, for 1 <= i <= n, then the leading */
/*                    minor of order i of B is not positive definite. */
/*                    The factorization of B could not be completed and */
/*                    no eigenvalues or eigenvectors were computed. */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA */

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    --bp;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    --rwork;
    --iwork;
    --ifail;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    upper = lsame_(uplo, "U");
    alleig = lsame_(range, "A");
    valeig = lsame_(range, "V");
    indeig = lsame_(range, "I");

    *info = 0;
    if (*itype < 1 || *itype > 3) {
	*info = -1;
    } else if (! (wantz || lsame_(jobz, "N"))) {
	*info = -2;
    } else if (! (alleig || valeig || indeig)) {
	*info = -3;
    } else if (! (upper || lsame_(uplo, "L"))) {
	*info = -4;
    } else if (*n < 0) {
	*info = -5;
    } else {
	if (valeig) {
	    if (*n > 0 && *vu <= *vl) {
		*info = -9;
	    }
	} else if (indeig) {
	    if (*il < 1) {
		*info = -10;
	    } else if (*iu < min(*n,*il) || *iu > *n) {
		*info = -11;
	    }
	}
    }
    if (*info == 0) {
	if (*ldz < 1 || wantz && *ldz < *n) {
	    *info = -16;
	}
    }

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

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Form a Cholesky factorization of B. */

    zpptrf_(uplo, n, &bp[1], info);
    if (*info != 0) {
	*info = *n + *info;
	return 0;
    }

/*     Transform problem to standard eigenvalue problem and solve. */

    zhpgst_(itype, uplo, n, &ap[1], &bp[1], info);
    zhpevx_(jobz, range, uplo, n, &ap[1], vl, vu, il, iu, abstol, m, &w[1], &
	    z__[z_offset], ldz, &work[1], &rwork[1], &iwork[1], &ifail[1], 
	    info);

    if (wantz) {

/*        Backtransform eigenvectors to the original problem. */

	if (*info > 0) {
	    *m = *info - 1;
	}
	if (*itype == 1 || *itype == 2) {

/*           For A*x=(lambda)*B*x and A*B*x=(lambda)*x; */
/*           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */

	    if (upper) {
		*(unsigned char *)trans = 'N';
	    } else {
		*(unsigned char *)trans = 'C';
	    }

	    i__1 = *m;
	    for (j = 1; j <= i__1; ++j) {
		ztpsv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 + 
			1], &c__1);
	    }

	} else if (*itype == 3) {

/*           For B*A*x=(lambda)*x; */
/*           backtransform eigenvectors: x = L*y or U'*y */

	    if (upper) {
		*(unsigned char *)trans = 'C';
	    } else {
		*(unsigned char *)trans = 'N';
	    }

	    i__1 = *m;
	    for (j = 1; j <= i__1; ++j) {
		ztpmv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 + 
			1], &c__1);
	    }
	}
    }

    return 0;

/*     End of ZHPGVX */

} /* zhpgvx_ */
Ejemplo n.º 7
0
/* Subroutine */ int zlatps_(char *uplo, char *trans, char *diag, char *
	normin, integer *n, doublecomplex *ap, doublecomplex *x, doublereal *
	scale, doublereal *cnorm, integer *info)
{
/*  -- LAPACK auxiliary routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       October 31, 1992   


    Purpose   
    =======   

    ZLATPS solves one of the triangular systems   

       A * x = s*b,  A**T * x = s*b,  or  A**H * x = s*b,   

    with scaling to prevent overflow, where A is an upper or lower   
    triangular matrix stored in packed form.  Here A**T denotes the   
    transpose of A, A**H denotes the conjugate transpose of A, x and b   
    are n-element vectors, and s is a scaling factor, usually less than   
    or equal to 1, chosen so that the components of x will be less than   
    the overflow threshold.  If the unscaled problem will not cause   
    overflow, the Level 2 BLAS routine ZTPSV is called. If the matrix A   
    is singular (A(j,j) = 0 for some j), then s is set to 0 and a   
    non-trivial solution to A*x = 0 is returned.   

    Arguments   
    =========   

    UPLO    (input) CHARACTER*1   
            Specifies whether the matrix A is upper or lower triangular. 
  
            = 'U':  Upper triangular   
            = 'L':  Lower triangular   

    TRANS   (input) CHARACTER*1   
            Specifies the operation applied to A.   
            = 'N':  Solve A * x = s*b     (No transpose)   
            = 'T':  Solve A**T * x = s*b  (Transpose)   
            = 'C':  Solve A**H * x = s*b  (Conjugate transpose)   

    DIAG    (input) CHARACTER*1   
            Specifies whether or not the matrix A is unit triangular.   
            = 'N':  Non-unit triangular   
            = 'U':  Unit triangular   

    NORMIN  (input) CHARACTER*1   
            Specifies whether CNORM has been set or not.   
            = 'Y':  CNORM contains the column norms on entry   
            = 'N':  CNORM is not set on entry.  On exit, the norms will   
                    be computed and stored in CNORM.   

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

    AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2)   
            The upper or lower triangular matrix A, packed columnwise in 
  
            a linear array.  The j-th column of A is stored in the array 
  
            AP as follows:   
            if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;   
            if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.   

    X       (input/output) COMPLEX*16 array, dimension (N)   
            On entry, the right hand side b of the triangular system.   
            On exit, X is overwritten by the solution vector x.   

    SCALE   (output) DOUBLE PRECISION   
            The scaling factor s for the triangular system   
               A * x = s*b,  A**T * x = s*b,  or  A**H * x = s*b.   
            If SCALE = 0, the matrix A is singular or badly scaled, and   
            the vector x is an exact or approximate solution to A*x = 0. 
  

    CNORM   (input or output) DOUBLE PRECISION array, dimension (N)   

            If NORMIN = 'Y', CNORM is an input argument and CNORM(j)   
            contains the norm of the off-diagonal part of the j-th column 
  
            of A.  If TRANS = 'N', CNORM(j) must be greater than or equal 
  
            to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)   
            must be greater than or equal to the 1-norm.   

            If NORMIN = 'N', CNORM is an output argument and CNORM(j)   
            returns the 1-norm of the offdiagonal part of the j-th column 
  
            of A.   

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

    Further Details   
    ======= =======   

    A rough bound on x is computed; if that is less than overflow, ZTPSV 
  
    is called, otherwise, specific code is used which checks for possible 
  
    overflow or divide-by-zero at every operation.   

    A columnwise scheme is used for solving A*x = b.  The basic algorithm 
  
    if A is lower triangular is   

         x[1:n] := b[1:n]   
         for j = 1, ..., n   
              x(j) := x(j) / A(j,j)   
              x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]   
         end   

    Define bounds on the components of x after j iterations of the loop: 
  
       M(j) = bound on x[1:j]   
       G(j) = bound on x[j+1:n]   
    Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.   

    Then for iteration j+1 we have   
       M(j+1) <= G(j) / | A(j+1,j+1) |   
       G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |   
              <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )   

    where CNORM(j+1) is greater than or equal to the infinity-norm of   
    column j+1 of A, not counting the diagonal.  Hence   

       G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )   
                    1<=i<=j   
    and   

       |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| ) 
  
                                     1<=i< j   

    Since |x(j)| <= M(j), we use the Level 2 BLAS routine ZTPSV if the   
    reciprocal of the largest M(j), j=1,..,n, is larger than   
    max(underflow, 1/overflow).   

    The bound on x(j) is also used to determine when a step in the   
    columnwise method can be performed without fear of overflow.  If   
    the computed bound is greater than a large constant, x is scaled to   
    prevent overflow, but if the bound overflows, x is set to 0, x(j) to 
  
    1, and scale to 0, and a non-trivial solution to A*x = 0 is found.   

    Similarly, a row-wise scheme is used to solve A**T *x = b  or   
    A**H *x = b.  The basic algorithm for A upper triangular is   

         for j = 1, ..., n   
              x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)   
         end   

    We simultaneously compute two bounds   
         G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j   
         M(j) = bound on x(i), 1<=i<=j   

    The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we   
    add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.   
    Then the bound on x(j) is   

         M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |   

              <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )   
                        1<=i<=j   

    and we can safely call ZTPSV if 1/M(n) and 1/G(n) are both greater   
    than max(underflow, 1/overflow).   

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


    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b36 = .5;
    
    /* System generated locals */
    integer i__1, i__2, i__3, i__4, i__5;
    doublereal d__1, d__2, d__3, d__4;
    doublecomplex z__1, z__2, z__3, z__4;
    /* Builtin functions */
    double d_imag(doublecomplex *);
    void d_cnjg(doublecomplex *, doublecomplex *);
    /* Local variables */
    static integer jinc, jlen;
    static doublereal xbnd;
    static integer imax;
    static doublereal tmax;
    static doublecomplex tjjs;
    static doublereal xmax, grow;
    static integer i, j;
    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 
	    integer *);
    extern logical lsame_(char *, char *);
    static doublereal tscal;
    static doublecomplex uscal;
    static integer jlast;
    static doublecomplex csumj;
    extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    static logical upper;
    extern /* Double Complex */ VOID zdotu_(doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    extern /* Subroutine */ int zaxpy_(integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), ztpsv_(
	    char *, char *, char *, integer *, doublecomplex *, doublecomplex 
	    *, integer *), dlabad_(doublereal *, 
	    doublereal *);
    extern doublereal dlamch_(char *);
    static integer ip;
    static doublereal xj;
    extern integer idamax_(integer *, doublereal *, integer *);
    extern /* Subroutine */ int xerbla_(char *, integer *), zdscal_(
	    integer *, doublereal *, doublecomplex *, integer *);
    static doublereal bignum;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    extern /* Double Complex */ VOID zladiv_(doublecomplex *, doublecomplex *,
	     doublecomplex *);
    static logical notran;
    static integer jfirst;
    extern doublereal dzasum_(integer *, doublecomplex *, integer *);
    static doublereal smlnum;
    static logical nounit;
    static doublereal rec, tjj;



#define CNORM(I) cnorm[(I)-1]
#define X(I) x[(I)-1]
#define AP(I) ap[(I)-1]


    *info = 0;
    upper = lsame_(uplo, "U");
    notran = lsame_(trans, "N");
    nounit = lsame_(diag, "N");

/*     Test the input parameters. */

    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, 
	    "C")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (! lsame_(normin, "Y") && ! lsame_(normin, "N"))
	     {
	*info = -4;
    } else if (*n < 0) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZLATPS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Determine machine dependent parameters to control overflow. */

    smlnum = dlamch_("Safe minimum");
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    smlnum /= dlamch_("Precision");
    bignum = 1. / smlnum;
    *scale = 1.;

    if (lsame_(normin, "N")) {

/*        Compute the 1-norm of each column, not including the diagona
l. */

	if (upper) {

/*           A is upper triangular. */

	    ip = 1;
	    i__1 = *n;
	    for (j = 1; j <= *n; ++j) {
		i__2 = j - 1;
		CNORM(j) = dzasum_(&i__2, &AP(ip), &c__1);
		ip += j;
/* L10: */
	    }
	} else {

/*           A is lower triangular. */

	    ip = 1;
	    i__1 = *n - 1;
	    for (j = 1; j <= *n-1; ++j) {
		i__2 = *n - j;
		CNORM(j) = dzasum_(&i__2, &AP(ip + 1), &c__1);
		ip = ip + *n - j + 1;
/* L20: */
	    }
	    CNORM(*n) = 0.;
	}
    }

/*     Scale the column norms by TSCAL if the maximum element in CNORM is 
  
       greater than BIGNUM/2. */

    imax = idamax_(n, &CNORM(1), &c__1);
    tmax = CNORM(imax);
    if (tmax <= bignum * .5) {
	tscal = 1.;
    } else {
	tscal = .5 / (smlnum * tmax);
	dscal_(n, &tscal, &CNORM(1), &c__1);
    }

/*     Compute a bound on the computed solution vector to see if the   
       Level 2 BLAS routine ZTPSV can be used. */

    xmax = 0.;
    i__1 = *n;
    for (j = 1; j <= *n; ++j) {
/* Computing MAX */
	i__2 = j;
	d__3 = xmax, d__4 = (d__1 = X(j).r / 2., abs(d__1)) + (d__2 = 
		d_imag(&X(j)) / 2., abs(d__2));
	xmax = max(d__3,d__4);
/* L30: */
    }
    xbnd = xmax;
    if (notran) {

/*        Compute the growth in A * x = b. */

	if (upper) {
	    jfirst = *n;
	    jlast = 1;
	    jinc = -1;
	} else {
	    jfirst = 1;
	    jlast = *n;
	    jinc = 1;
	}

	if (tscal != 1.) {
	    grow = 0.;
	    goto L60;
	}

	if (nounit) {

/*           A is non-unit triangular.   

             Compute GROW = 1/G(j) and XBND = 1/M(j).   
             Initially, G(0) = max{x(i), i=1,...,n}. */

	    grow = .5 / max(xbnd,smlnum);
	    xbnd = grow;
	    ip = jfirst * (jfirst + 1) / 2;
	    jlen = *n;
	    i__1 = jlast;
	    i__2 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Exit the loop if the growth factor is too smal
l. */

		if (grow <= smlnum) {
		    goto L60;
		}

		i__3 = ip;
		tjjs.r = AP(ip).r, tjjs.i = AP(ip).i;
		tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(
			d__2));

		if (tjj >= smlnum) {

/*                 M(j) = G(j-1) / abs(A(j,j))   

   Computing MIN */
		    d__1 = xbnd, d__2 = min(1.,tjj) * grow;
		    xbnd = min(d__1,d__2);
		} else {

/*                 M(j) could overflow, set XBND to 0. */

		    xbnd = 0.;
		}

		if (tjj + CNORM(j) >= smlnum) {

/*                 G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,
j)) ) */

		    grow *= tjj / (tjj + CNORM(j));
		} else {

/*                 G(j) could overflow, set GROW to 0. */

		    grow = 0.;
		}
		ip += jinc * jlen;
		--jlen;
/* L40: */
	    }
	    grow = xbnd;
	} else {

/*           A is unit triangular.   

             Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...
,n}.   

   Computing MIN */
	    d__1 = 1., d__2 = .5 / max(xbnd,smlnum);
	    grow = min(d__1,d__2);
	    i__2 = jlast;
	    i__1 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Exit the loop if the growth factor is too smal
l. */

		if (grow <= smlnum) {
		    goto L60;
		}

/*              G(j) = G(j-1)*( 1 + CNORM(j) ) */

		grow *= 1. / (CNORM(j) + 1.);
/* L50: */
	    }
	}
L60:

	;
    } else {

/*        Compute the growth in A**T * x = b  or  A**H * x = b. */

	if (upper) {
	    jfirst = 1;
	    jlast = *n;
	    jinc = 1;
	} else {
	    jfirst = *n;
	    jlast = 1;
	    jinc = -1;
	}

	if (tscal != 1.) {
	    grow = 0.;
	    goto L90;
	}

	if (nounit) {

/*           A is non-unit triangular.   

             Compute GROW = 1/G(j) and XBND = 1/M(j).   
             Initially, M(0) = max{x(i), i=1,...,n}. */

	    grow = .5 / max(xbnd,smlnum);
	    xbnd = grow;
	    ip = jfirst * (jfirst + 1) / 2;
	    jlen = 1;
	    i__1 = jlast;
	    i__2 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Exit the loop if the growth factor is too smal
l. */

		if (grow <= smlnum) {
		    goto L90;
		}

/*              G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) ) 
*/

		xj = CNORM(j) + 1.;
/* Computing MIN */
		d__1 = grow, d__2 = xbnd / xj;
		grow = min(d__1,d__2);

		i__3 = ip;
		tjjs.r = AP(ip).r, tjjs.i = AP(ip).i;
		tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(
			d__2));

		if (tjj >= smlnum) {

/*                 M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(
j,j)) */

		    if (xj > tjj) {
			xbnd *= tjj / xj;
		    }
		} else {

/*                 M(j) could overflow, set XBND to 0. */

		    xbnd = 0.;
		}
		++jlen;
		ip += jinc * jlen;
/* L70: */
	    }
	    grow = min(grow,xbnd);
	} else {

/*           A is unit triangular.   

             Compute GROW = 1/G(j), where G(0) = max{x(i), i=1,...
,n}.   

   Computing MIN */
	    d__1 = 1., d__2 = .5 / max(xbnd,smlnum);
	    grow = min(d__1,d__2);
	    i__2 = jlast;
	    i__1 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Exit the loop if the growth factor is too smal
l. */

		if (grow <= smlnum) {
		    goto L90;
		}

/*              G(j) = ( 1 + CNORM(j) )*G(j-1) */

		xj = CNORM(j) + 1.;
		grow /= xj;
/* L80: */
	    }
	}
L90:
	;
    }

    if (grow * tscal > smlnum) {

/*        Use the Level 2 BLAS solve if the reciprocal of the bound on
   
          elements of X is not too small. */

	ztpsv_(uplo, trans, diag, n, &AP(1), &X(1), &c__1);
    } else {

/*        Use a Level 1 BLAS solve, scaling intermediate results. */

	if (xmax > bignum * .5) {

/*           Scale X so that its components are less than or equal
 to   
             BIGNUM in absolute value. */

	    *scale = bignum * .5 / xmax;
	    zdscal_(n, scale, &X(1), &c__1);
	    xmax = bignum;
	} else {
	    xmax *= 2.;
	}

	if (notran) {

/*           Solve A * x = b */

	    ip = jfirst * (jfirst + 1) / 2;
	    i__1 = jlast;
	    i__2 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Compute x(j) = b(j) / A(j,j), scaling x if nec
essary. */

		i__3 = j;
		xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j)), 
			abs(d__2));
		if (nounit) {
		    i__3 = ip;
		    z__1.r = tscal * AP(ip).r, z__1.i = tscal * AP(ip).i;
		    tjjs.r = z__1.r, tjjs.i = z__1.i;
		} else {
		    tjjs.r = tscal, tjjs.i = 0.;
		    if (tscal == 1.) {
			goto L110;
		    }
		}
		tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), abs(
			d__2));
		if (tjj > smlnum) {

/*                    abs(A(j,j)) > SMLNUM: */

		    if (tjj < 1.) {
			if (xj > tjj * bignum) {

/*                          Scale x by 1/b(j). */

			    rec = 1. / xj;
			    zdscal_(n, &rec, &X(1), &c__1);
			    *scale *= rec;
			    xmax *= rec;
			}
		    }
		    i__3 = j;
		    zladiv_(&z__1, &X(j), &tjjs);
		    X(j).r = z__1.r, X(j).i = z__1.i;
		    i__3 = j;
		    xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j))
			    , abs(d__2));
		} else if (tjj > 0.) {

/*                    0 < abs(A(j,j)) <= SMLNUM: */

		    if (xj > tjj * bignum) {

/*                       Scale x by (1/abs(x(j)))*abs(
A(j,j))*BIGNUM   
                         to avoid overflow when dividi
ng by A(j,j). */

			rec = tjj * bignum / xj;
			if (CNORM(j) > 1.) {

/*                          Scale by 1/CNORM(j) to
 avoid overflow when   
                            multiplying x(j) times
 column j. */

			    rec /= CNORM(j);
			}
			zdscal_(n, &rec, &X(1), &c__1);
			*scale *= rec;
			xmax *= rec;
		    }
		    i__3 = j;
		    zladiv_(&z__1, &X(j), &tjjs);
		    X(j).r = z__1.r, X(j).i = z__1.i;
		    i__3 = j;
		    xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j))
			    , abs(d__2));
		} else {

/*                    A(j,j) = 0:  Set x(1:n) = 0, x(j) = 
1, and   
                      scale = 0, and compute a solution to
 A*x = 0. */

		    i__3 = *n;
		    for (i = 1; i <= *n; ++i) {
			i__4 = i;
			X(i).r = 0., X(i).i = 0.;
/* L100: */
		    }
		    i__3 = j;
		    X(j).r = 1., X(j).i = 0.;
		    xj = 1.;
		    *scale = 0.;
		    xmax = 0.;
		}
L110:

/*              Scale x if necessary to avoid overflow when ad
ding a   
                multiple of column j of A. */

		if (xj > 1.) {
		    rec = 1. / xj;
		    if (CNORM(j) > (bignum - xmax) * rec) {

/*                    Scale x by 1/(2*abs(x(j))). */

			rec *= .5;
			zdscal_(n, &rec, &X(1), &c__1);
			*scale *= rec;
		    }
		} else if (xj * CNORM(j) > bignum - xmax) {

/*                 Scale x by 1/2. */

		    zdscal_(n, &c_b36, &X(1), &c__1);
		    *scale *= .5;
		}

		if (upper) {
		    if (j > 1) {

/*                    Compute the update   
                         x(1:j-1) := x(1:j-1) - x(j) *
 A(1:j-1,j) */

			i__3 = j - 1;
			i__4 = j;
			z__2.r = -X(j).r, z__2.i = -X(j).i;
			z__1.r = tscal * z__2.r, z__1.i = tscal * z__2.i;
			zaxpy_(&i__3, &z__1, &AP(ip - j + 1), &c__1, &X(1), &
				c__1);
			i__3 = j - 1;
			i = izamax_(&i__3, &X(1), &c__1);
			i__3 = i;
			xmax = (d__1 = X(i).r, abs(d__1)) + (d__2 = d_imag(
				&X(i)), abs(d__2));
		    }
		    ip -= j;
		} else {
		    if (j < *n) {

/*                    Compute the update   
                         x(j+1:n) := x(j+1:n) - x(j) *
 A(j+1:n,j) */

			i__3 = *n - j;
			i__4 = j;
			z__2.r = -X(j).r, z__2.i = -X(j).i;
			z__1.r = tscal * z__2.r, z__1.i = tscal * z__2.i;
			zaxpy_(&i__3, &z__1, &AP(ip + 1), &c__1, &X(j + 1), &
				c__1);
			i__3 = *n - j;
			i = j + izamax_(&i__3, &X(j + 1), &c__1);
			i__3 = i;
			xmax = (d__1 = X(i).r, abs(d__1)) + (d__2 = d_imag(
				&X(i)), abs(d__2));
		    }
		    ip = ip + *n - j + 1;
		}
/* L120: */
	    }

	} else if (lsame_(trans, "T")) {

/*           Solve A**T * x = b */

	    ip = jfirst * (jfirst + 1) / 2;
	    jlen = 1;
	    i__2 = jlast;
	    i__1 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Compute x(j) = b(j) - sum A(k,j)*x(k).   
                                      k<>j */

		i__3 = j;
		xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j)), 
			abs(d__2));
		uscal.r = tscal, uscal.i = 0.;
		rec = 1. / max(xmax,1.);
		if (CNORM(j) > (bignum - xj) * rec) {

/*                 If x(j) could overflow, scale x by 1/(2
*XMAX). */

		    rec *= .5;
		    if (nounit) {
			i__3 = ip;
			z__1.r = tscal * AP(ip).r, z__1.i = tscal * AP(ip)
				.i;
			tjjs.r = z__1.r, tjjs.i = z__1.i;
		    } else {
			tjjs.r = tscal, tjjs.i = 0.;
		    }
		    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), 
			    abs(d__2));
		    if (tjj > 1.) {

/*                       Divide by A(j,j) when scaling
 x if A(j,j) > 1.   

   Computing MIN */
			d__1 = 1., d__2 = rec * tjj;
			rec = min(d__1,d__2);
			zladiv_(&z__1, &uscal, &tjjs);
			uscal.r = z__1.r, uscal.i = z__1.i;
		    }
		    if (rec < 1.) {
			zdscal_(n, &rec, &X(1), &c__1);
			*scale *= rec;
			xmax *= rec;
		    }
		}

		csumj.r = 0., csumj.i = 0.;
		if (uscal.r == 1. && uscal.i == 0.) {

/*                 If the scaling needed for A in the dot 
product is 1,   
                   call ZDOTU to perform the dot product. 
*/

		    if (upper) {
			i__3 = j - 1;
			zdotu_(&z__1, &i__3, &AP(ip - j + 1), &c__1, &X(1), &
				c__1);
			csumj.r = z__1.r, csumj.i = z__1.i;
		    } else if (j < *n) {
			i__3 = *n - j;
			zdotu_(&z__1, &i__3, &AP(ip + 1), &c__1, &X(j + 1), &
				c__1);
			csumj.r = z__1.r, csumj.i = z__1.i;
		    }
		} else {

/*                 Otherwise, use in-line code for the dot
 product. */

		    if (upper) {
			i__3 = j - 1;
			for (i = 1; i <= j-1; ++i) {
			    i__4 = ip - j + i;
			    z__3.r = AP(ip-j+i).r * uscal.r - AP(ip-j+i).i * 
				    uscal.i, z__3.i = AP(ip-j+i).r * uscal.i + 
				    AP(ip-j+i).i * uscal.r;
			    i__5 = i;
			    z__2.r = z__3.r * X(i).r - z__3.i * X(i).i, 
				    z__2.i = z__3.r * X(i).i + z__3.i * X(
				    i).r;
			    z__1.r = csumj.r + z__2.r, z__1.i = csumj.i + 
				    z__2.i;
			    csumj.r = z__1.r, csumj.i = z__1.i;
/* L130: */
			}
		    } else if (j < *n) {
			i__3 = *n - j;
			for (i = 1; i <= *n-j; ++i) {
			    i__4 = ip + i;
			    z__3.r = AP(ip+i).r * uscal.r - AP(ip+i).i * 
				    uscal.i, z__3.i = AP(ip+i).r * uscal.i + 
				    AP(ip+i).i * uscal.r;
			    i__5 = j + i;
			    z__2.r = z__3.r * X(j+i).r - z__3.i * X(j+i).i, 
				    z__2.i = z__3.r * X(j+i).i + z__3.i * X(
				    j+i).r;
			    z__1.r = csumj.r + z__2.r, z__1.i = csumj.i + 
				    z__2.i;
			    csumj.r = z__1.r, csumj.i = z__1.i;
/* L140: */
			}
		    }
		}

		z__1.r = tscal, z__1.i = 0.;
		if (uscal.r == z__1.r && uscal.i == z__1.i) {

/*                 Compute x(j) := ( x(j) - CSUMJ ) / A(j,
j) if 1/A(j,j)   
                   was not used to scale the dotproduct. 
*/

		    i__3 = j;
		    i__4 = j;
		    z__1.r = X(j).r - csumj.r, z__1.i = X(j).i - 
			    csumj.i;
		    X(j).r = z__1.r, X(j).i = z__1.i;
		    i__3 = j;
		    xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j))
			    , abs(d__2));
		    if (nounit) {

/*                    Compute x(j) = x(j) / A(j,j), sc
aling if necessary. */

			i__3 = ip;
			z__1.r = tscal * AP(ip).r, z__1.i = tscal * AP(ip)
				.i;
			tjjs.r = z__1.r, tjjs.i = z__1.i;
		    } else {
			tjjs.r = tscal, tjjs.i = 0.;
			if (tscal == 1.) {
			    goto L160;
			}
		    }
		    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), 
			    abs(d__2));
		    if (tjj > smlnum) {

/*                       abs(A(j,j)) > SMLNUM: */

			if (tjj < 1.) {
			    if (xj > tjj * bignum) {

/*                             Scale X by 1/ab
s(x(j)). */

				rec = 1. / xj;
				zdscal_(n, &rec, &X(1), &c__1);
				*scale *= rec;
				xmax *= rec;
			    }
			}
			i__3 = j;
			zladiv_(&z__1, &X(j), &tjjs);
			X(j).r = z__1.r, X(j).i = z__1.i;
		    } else if (tjj > 0.) {

/*                       0 < abs(A(j,j)) <= SMLNUM: */

			if (xj > tjj * bignum) {

/*                          Scale x by (1/abs(x(j)
))*abs(A(j,j))*BIGNUM. */

			    rec = tjj * bignum / xj;
			    zdscal_(n, &rec, &X(1), &c__1);
			    *scale *= rec;
			    xmax *= rec;
			}
			i__3 = j;
			zladiv_(&z__1, &X(j), &tjjs);
			X(j).r = z__1.r, X(j).i = z__1.i;
		    } else {

/*                       A(j,j) = 0:  Set x(1:n) = 0, 
x(j) = 1, and   
                         scale = 0 and compute a solut
ion to A**T *x = 0. */

			i__3 = *n;
			for (i = 1; i <= *n; ++i) {
			    i__4 = i;
			    X(i).r = 0., X(i).i = 0.;
/* L150: */
			}
			i__3 = j;
			X(j).r = 1., X(j).i = 0.;
			*scale = 0.;
			xmax = 0.;
		    }
L160:
		    ;
		} else {

/*                 Compute x(j) := x(j) / A(j,j) - CSUMJ i
f the dot   
                   product has already been divided by 1/A
(j,j). */

		    i__3 = j;
		    zladiv_(&z__2, &X(j), &tjjs);
		    z__1.r = z__2.r - csumj.r, z__1.i = z__2.i - csumj.i;
		    X(j).r = z__1.r, X(j).i = z__1.i;
		}
/* Computing MAX */
		i__3 = j;
		d__3 = xmax, d__4 = (d__1 = X(j).r, abs(d__1)) + (d__2 = 
			d_imag(&X(j)), abs(d__2));
		xmax = max(d__3,d__4);
		++jlen;
		ip += jinc * jlen;
/* L170: */
	    }

	} else {

/*           Solve A**H * x = b */

	    ip = jfirst * (jfirst + 1) / 2;
	    jlen = 1;
	    i__1 = jlast;
	    i__2 = jinc;
	    for (j = jfirst; jinc < 0 ? j >= jlast : j <= jlast; j += jinc) {

/*              Compute x(j) = b(j) - sum A(k,j)*x(k).   
                                      k<>j */

		i__3 = j;
		xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j)), 
			abs(d__2));
		uscal.r = tscal, uscal.i = 0.;
		rec = 1. / max(xmax,1.);
		if (CNORM(j) > (bignum - xj) * rec) {

/*                 If x(j) could overflow, scale x by 1/(2
*XMAX). */

		    rec *= .5;
		    if (nounit) {
			d_cnjg(&z__2, &AP(ip));
			z__1.r = tscal * z__2.r, z__1.i = tscal * z__2.i;
			tjjs.r = z__1.r, tjjs.i = z__1.i;
		    } else {
			tjjs.r = tscal, tjjs.i = 0.;
		    }
		    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), 
			    abs(d__2));
		    if (tjj > 1.) {

/*                       Divide by A(j,j) when scaling
 x if A(j,j) > 1.   

   Computing MIN */
			d__1 = 1., d__2 = rec * tjj;
			rec = min(d__1,d__2);
			zladiv_(&z__1, &uscal, &tjjs);
			uscal.r = z__1.r, uscal.i = z__1.i;
		    }
		    if (rec < 1.) {
			zdscal_(n, &rec, &X(1), &c__1);
			*scale *= rec;
			xmax *= rec;
		    }
		}

		csumj.r = 0., csumj.i = 0.;
		if (uscal.r == 1. && uscal.i == 0.) {

/*                 If the scaling needed for A in the dot 
product is 1,   
                   call ZDOTC to perform the dot product. 
*/

		    if (upper) {
			i__3 = j - 1;
			zdotc_(&z__1, &i__3, &AP(ip - j + 1), &c__1, &X(1), &
				c__1);
			csumj.r = z__1.r, csumj.i = z__1.i;
		    } else if (j < *n) {
			i__3 = *n - j;
			zdotc_(&z__1, &i__3, &AP(ip + 1), &c__1, &X(j + 1), &
				c__1);
			csumj.r = z__1.r, csumj.i = z__1.i;
		    }
		} else {

/*                 Otherwise, use in-line code for the dot
 product. */

		    if (upper) {
			i__3 = j - 1;
			for (i = 1; i <= j-1; ++i) {
			    d_cnjg(&z__4, &AP(ip - j + i));
			    z__3.r = z__4.r * uscal.r - z__4.i * uscal.i, 
				    z__3.i = z__4.r * uscal.i + z__4.i * 
				    uscal.r;
			    i__4 = i;
			    z__2.r = z__3.r * X(i).r - z__3.i * X(i).i, 
				    z__2.i = z__3.r * X(i).i + z__3.i * X(
				    i).r;
			    z__1.r = csumj.r + z__2.r, z__1.i = csumj.i + 
				    z__2.i;
			    csumj.r = z__1.r, csumj.i = z__1.i;
/* L180: */
			}
		    } else if (j < *n) {
			i__3 = *n - j;
			for (i = 1; i <= *n-j; ++i) {
			    d_cnjg(&z__4, &AP(ip + i));
			    z__3.r = z__4.r * uscal.r - z__4.i * uscal.i, 
				    z__3.i = z__4.r * uscal.i + z__4.i * 
				    uscal.r;
			    i__4 = j + i;
			    z__2.r = z__3.r * X(j+i).r - z__3.i * X(j+i).i, 
				    z__2.i = z__3.r * X(j+i).i + z__3.i * X(
				    j+i).r;
			    z__1.r = csumj.r + z__2.r, z__1.i = csumj.i + 
				    z__2.i;
			    csumj.r = z__1.r, csumj.i = z__1.i;
/* L190: */
			}
		    }
		}

		z__1.r = tscal, z__1.i = 0.;
		if (uscal.r == z__1.r && uscal.i == z__1.i) {

/*                 Compute x(j) := ( x(j) - CSUMJ ) / A(j,
j) if 1/A(j,j)   
                   was not used to scale the dotproduct. 
*/

		    i__3 = j;
		    i__4 = j;
		    z__1.r = X(j).r - csumj.r, z__1.i = X(j).i - 
			    csumj.i;
		    X(j).r = z__1.r, X(j).i = z__1.i;
		    i__3 = j;
		    xj = (d__1 = X(j).r, abs(d__1)) + (d__2 = d_imag(&X(j))
			    , abs(d__2));
		    if (nounit) {

/*                    Compute x(j) = x(j) / A(j,j), sc
aling if necessary. */

			d_cnjg(&z__2, &AP(ip));
			z__1.r = tscal * z__2.r, z__1.i = tscal * z__2.i;
			tjjs.r = z__1.r, tjjs.i = z__1.i;
		    } else {
			tjjs.r = tscal, tjjs.i = 0.;
			if (tscal == 1.) {
			    goto L210;
			}
		    }
		    tjj = (d__1 = tjjs.r, abs(d__1)) + (d__2 = d_imag(&tjjs), 
			    abs(d__2));
		    if (tjj > smlnum) {

/*                       abs(A(j,j)) > SMLNUM: */

			if (tjj < 1.) {
			    if (xj > tjj * bignum) {

/*                             Scale X by 1/ab
s(x(j)). */

				rec = 1. / xj;
				zdscal_(n, &rec, &X(1), &c__1);
				*scale *= rec;
				xmax *= rec;
			    }
			}
			i__3 = j;
			zladiv_(&z__1, &X(j), &tjjs);
			X(j).r = z__1.r, X(j).i = z__1.i;
		    } else if (tjj > 0.) {

/*                       0 < abs(A(j,j)) <= SMLNUM: */

			if (xj > tjj * bignum) {

/*                          Scale x by (1/abs(x(j)
))*abs(A(j,j))*BIGNUM. */

			    rec = tjj * bignum / xj;
			    zdscal_(n, &rec, &X(1), &c__1);
			    *scale *= rec;
			    xmax *= rec;
			}
			i__3 = j;
			zladiv_(&z__1, &X(j), &tjjs);
			X(j).r = z__1.r, X(j).i = z__1.i;
		    } else {

/*                       A(j,j) = 0:  Set x(1:n) = 0, 
x(j) = 1, and   
                         scale = 0 and compute a solut
ion to A**H *x = 0. */

			i__3 = *n;
			for (i = 1; i <= *n; ++i) {
			    i__4 = i;
			    X(i).r = 0., X(i).i = 0.;
/* L200: */
			}
			i__3 = j;
			X(j).r = 1., X(j).i = 0.;
			*scale = 0.;
			xmax = 0.;
		    }
L210:
		    ;
		} else {

/*                 Compute x(j) := x(j) / A(j,j) - CSUMJ i
f the dot   
                   product has already been divided by 1/A
(j,j). */

		    i__3 = j;
		    zladiv_(&z__2, &X(j), &tjjs);
		    z__1.r = z__2.r - csumj.r, z__1.i = z__2.i - csumj.i;
		    X(j).r = z__1.r, X(j).i = z__1.i;
		}
/* Computing MAX */
		i__3 = j;
		d__3 = xmax, d__4 = (d__1 = X(j).r, abs(d__1)) + (d__2 = 
			d_imag(&X(j)), abs(d__2));
		xmax = max(d__3,d__4);
		++jlen;
		ip += jinc * jlen;
/* L220: */
	    }
	}
	*scale /= tscal;
    }

/*     Scale the column norms by 1/TSCAL for return. */

    if (tscal != 1.) {
	d__1 = 1. / tscal;
	dscal_(n, &d__1, &CNORM(1), &c__1);
    }

    return 0;

/*     End of ZLATPS */

} /* zlatps_ */
Ejemplo n.º 8
0
/* Subroutine */ int zhpgvd_(integer *itype, char *jobz, char *uplo, integer *
                             n, doublecomplex *ap, doublecomplex *bp, doublereal *w, doublecomplex
                             *z__, integer *ldz, doublecomplex *work, integer *lwork, doublereal *
                             rwork, integer *lrwork, integer *iwork, integer *liwork, integer *
                             info)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    doublereal d__1, d__2;

    /* Local variables */
    integer j, neig;
    integer lwmin;
    char trans[1];
    logical upper, wantz;
    integer liwmin;
    integer lrwmin;
    logical lquery;

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

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

    /*  ZHPGVD computes all the eigenvalues and, optionally, the eigenvectors */
    /*  of a complex generalized Hermitian-definite eigenproblem, of the form */
    /*  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and */
    /*  B are assumed to be Hermitian, stored in packed format, and B is also */
    /*  positive definite. */
    /*  If eigenvectors are desired, it uses a divide and conquer algorithm. */

    /*  The divide and conquer algorithm makes very mild assumptions about */
    /*  floating point arithmetic. It will work on machines with a guard */
    /*  digit in add/subtract, or on those binary machines without guard */
    /*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
    /*  Cray-2. It could conceivably fail on hexadecimal or decimal machines */
    /*  without guard digits, but we know of none. */

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

    /*  ITYPE   (input) INTEGER */
    /*          Specifies the problem type to be solved: */
    /*          = 1:  A*x = (lambda)*B*x */
    /*          = 2:  A*B*x = (lambda)*x */
    /*          = 3:  B*A*x = (lambda)*x */

    /*  JOBZ    (input) CHARACTER*1 */
    /*          = 'N':  Compute eigenvalues only; */
    /*          = 'V':  Compute eigenvalues and eigenvectors. */

    /*  UPLO    (input) CHARACTER*1 */
    /*          = 'U':  Upper triangles of A and B are stored; */
    /*          = 'L':  Lower triangles of A and B are stored. */

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

    /*  AP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */
    /*          On entry, the upper or lower triangle of the Hermitian matrix */
    /*          A, packed columnwise in a linear array.  The j-th column of A */
    /*          is stored in the array AP as follows: */
    /*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
    /*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

    /*          On exit, the contents of AP are destroyed. */

    /*  BP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */
    /*          On entry, the upper or lower triangle of the Hermitian matrix */
    /*          B, packed columnwise in a linear array.  The j-th column of B */
    /*          is stored in the array BP as follows: */
    /*          if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; */
    /*          if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n. */

    /*          On exit, the triangular factor U or L from the Cholesky */
    /*          factorization B = U**H*U or B = L*L**H, in the same storage */
    /*          format as B. */

    /*  W       (output) DOUBLE PRECISION array, dimension (N) */
    /*          If INFO = 0, the eigenvalues in ascending order. */

    /*  Z       (output) COMPLEX*16 array, dimension (LDZ, N) */
    /*          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of */
    /*          eigenvectors.  The eigenvectors are normalized as follows: */
    /*          if ITYPE = 1 or 2, Z**H*B*Z = I; */
    /*          if ITYPE = 3, Z**H*inv(B)*Z = I. */
    /*          If JOBZ = 'N', then Z is not referenced. */

    /*  LDZ     (input) INTEGER */
    /*          The leading dimension of the array Z.  LDZ >= 1, and if */
    /*          JOBZ = 'V', LDZ >= max(1,N). */

    /*  WORK    (workspace) COMPLEX*16 array, dimension (MAX(1,LWORK)) */
    /*          On exit, if INFO = 0, WORK(1) returns the required LWORK. */

    /*  LWORK   (input) INTEGER */
    /*          The dimension of array WORK. */
    /*          If N <= 1,               LWORK >= 1. */
    /*          If JOBZ = 'N' and N > 1, LWORK >= N. */
    /*          If JOBZ = 'V' and N > 1, LWORK >= 2*N. */

    /*          If LWORK = -1, then a workspace query is assumed; the routine */
    /*          only calculates the required sizes of the WORK, RWORK and */
    /*          IWORK arrays, returns these values as the first entries of */
    /*          the WORK, RWORK and IWORK arrays, and no error message */
    /*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

    /*  RWORK   (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) */
    /*          On exit, if INFO = 0, RWORK(1) returns the required LRWORK. */

    /*  LRWORK  (input) INTEGER */
    /*          The dimension of array RWORK. */
    /*          If N <= 1,               LRWORK >= 1. */
    /*          If JOBZ = 'N' and N > 1, LRWORK >= N. */
    /*          If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. */

    /*          If LRWORK = -1, then a workspace query is assumed; the */
    /*          routine only calculates the required sizes of the WORK, RWORK */
    /*          and IWORK arrays, returns these values as the first entries */
    /*          of the WORK, RWORK and IWORK arrays, and no error message */
    /*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

    /*  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
    /*          On exit, if INFO = 0, IWORK(1) returns the required LIWORK. */

    /*  LIWORK  (input) INTEGER */
    /*          The dimension of array IWORK. */
    /*          If JOBZ  = 'N' or N <= 1, LIWORK >= 1. */
    /*          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N. */

    /*          If LIWORK = -1, then a workspace query is assumed; the */
    /*          routine only calculates the required sizes of the WORK, RWORK */
    /*          and IWORK arrays, returns these values as the first entries */
    /*          of the WORK, RWORK and IWORK arrays, and no error message */
    /*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */
    /*          > 0:  ZPPTRF or ZHPEVD returned an error code: */
    /*             <= N:  if INFO = i, ZHPEVD failed to converge; */
    /*                    i off-diagonal elements of an intermediate */
    /*                    tridiagonal form did not convergeto zero; */
    /*             > N:   if INFO = N + i, for 1 <= i <= n, then the leading */
    /*                    minor of order i of B is not positive definite. */
    /*                    The factorization of B could not be completed and */
    /*                    no eigenvalues or eigenvectors were computed. */

    /*  Further Details */
    /*  =============== */

    /*  Based on contributions by */
    /*     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA */

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

    /*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    --bp;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    --rwork;
    --iwork;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    upper = lsame_(uplo, "U");
    lquery = *lwork == -1 || *lrwork == -1 || *liwork == -1;

    *info = 0;
    if (*itype < 1 || *itype > 3) {
        *info = -1;
    } else if (! (wantz || lsame_(jobz, "N"))) {
        *info = -2;
    } else if (! (upper || lsame_(uplo, "L"))) {
        *info = -3;
    } else if (*n < 0) {
        *info = -4;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
        *info = -9;
    }

    if (*info == 0) {
        if (*n <= 1) {
            lwmin = 1;
            liwmin = 1;
            lrwmin = 1;
        } else {
            if (wantz) {
                lwmin = *n << 1;
                /* Computing 2nd power */
                i__1 = *n;
                lrwmin = *n * 5 + 1 + (i__1 * i__1 << 1);
                liwmin = *n * 5 + 3;
            } else {
                lwmin = *n;
                lrwmin = *n;
                liwmin = 1;
            }
        }

        work[1].r = (doublereal) lwmin, work[1].i = 0.;
        rwork[1] = (doublereal) lrwmin;
        iwork[1] = liwmin;
        if (*lwork < lwmin && ! lquery) {
            *info = -11;
        } else if (*lrwork < lrwmin && ! lquery) {
            *info = -13;
        } else if (*liwork < liwmin && ! lquery) {
            *info = -15;
        }
    }

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

    /*     Quick return if possible */

    if (*n == 0) {
        return 0;
    }

    /*     Form a Cholesky factorization of B. */

    zpptrf_(uplo, n, &bp[1], info);
    if (*info != 0) {
        *info = *n + *info;
        return 0;
    }

    /*     Transform problem to standard eigenvalue problem and solve. */

    zhpgst_(itype, uplo, n, &ap[1], &bp[1], info);
    zhpevd_(jobz, uplo, n, &ap[1], &w[1], &z__[z_offset], ldz, &work[1],
            lwork, &rwork[1], lrwork, &iwork[1], liwork, info);
    /* Computing MAX */
    d__1 = (doublereal) lwmin, d__2 = work[1].r;
    lwmin = (integer) max(d__1,d__2);
    /* Computing MAX */
    d__1 = (doublereal) lrwmin;
    lrwmin = (integer) max(d__1,rwork[1]);
    /* Computing MAX */
    d__1 = (doublereal) liwmin, d__2 = (doublereal) iwork[1];
    liwmin = (integer) max(d__1,d__2);

    if (wantz) {

        /*        Backtransform eigenvectors to the original problem. */

        neig = *n;
        if (*info > 0) {
            neig = *info - 1;
        }
        if (*itype == 1 || *itype == 2) {

            /*           For A*x=(lambda)*B*x and A*B*x=(lambda)*x; */
            /*           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */

            if (upper) {
                *(unsigned char *)trans = 'N';
            } else {
                *(unsigned char *)trans = 'C';
            }

            i__1 = neig;
            for (j = 1; j <= i__1; ++j) {
                ztpsv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 +
                        1], &c__1);
            }

        } else if (*itype == 3) {

            /*           For B*A*x=(lambda)*x; */
            /*           backtransform eigenvectors: x = L*y or U'*y */

            if (upper) {
                *(unsigned char *)trans = 'C';
            } else {
                *(unsigned char *)trans = 'N';
            }

            i__1 = neig;
            for (j = 1; j <= i__1; ++j) {
                ztpmv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 +
                        1], &c__1);
            }
        }
    }

    work[1].r = (doublereal) lwmin, work[1].i = 0.;
    rwork[1] = (doublereal) lrwmin;
    iwork[1] = liwmin;
    return 0;

    /*     End of ZHPGVD */

} /* zhpgvd_ */
Ejemplo n.º 9
0
/* Subroutine */
int zpptrs_(char *uplo, integer *n, integer *nrhs, doublecomplex *ap, doublecomplex *b, integer *ldb, integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, i__1;
    /* Local variables */
    integer i__;
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */
    int ztpsv_(char *, char *, char *, integer *, doublecomplex *, doublecomplex *, integer *), xerbla_(char *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    /* 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 (*ldb < max(1,*n))
    {
        *info = -6;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZPPTRS", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0 || *nrhs == 0)
    {
        return 0;
    }
    if (upper)
    {
        /* Solve A*X = B where A = U**H * U. */
        i__1 = *nrhs;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            /* Solve U**H *X = B, overwriting B with X. */
            ztpsv_("Upper", "Conjugate transpose", "Non-unit", n, &ap[1], &b[ i__ * b_dim1 + 1], &c__1);
            /* Solve U*X = B, overwriting B with X. */
            ztpsv_("Upper", "No transpose", "Non-unit", n, &ap[1], &b[i__ * b_dim1 + 1], &c__1);
            /* L10: */
        }
    }
    else
    {
        /* Solve A*X = B where A = L * L**H. */
        i__1 = *nrhs;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            /* Solve L*Y = B, overwriting B with X. */
            ztpsv_("Lower", "No transpose", "Non-unit", n, &ap[1], &b[i__ * b_dim1 + 1], &c__1);
            /* Solve L**H *X = Y, overwriting B with X. */
            ztpsv_("Lower", "Conjugate transpose", "Non-unit", n, &ap[1], &b[ i__ * b_dim1 + 1], &c__1);
            /* L20: */
        }
    }
    return 0;
    /* End of ZPPTRS */
}
Ejemplo n.º 10
0
/* Subroutine */ int zpptrs_(char *uplo, integer *n, integer *nrhs, 
	doublecomplex *ap, doublecomplex *b, integer *ldb, integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, i__1;

    /* Local variables */
    integer i__;
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */ int ztpsv_(char *, char *, char *, integer *, 
	    doublecomplex *, doublecomplex *, integer *), xerbla_(char *, integer *);


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

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

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

/*  ZPPTRS solves a system of linear equations A*X = B with a Hermitian */
/*  positive definite matrix A in packed storage using the Cholesky */
/*  factorization A = U**H*U or A = L*L**H computed by ZPPTRF. */

/*  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 matrix B.  NRHS >= 0. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The triangular factor U or L from the Cholesky factorization */
/*          A = U**H*U or A = L*L**H, packed columnwise in a linear */
/*          array.  The j-th column of U or L is stored in the array AP */
/*          as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n. */

/*  B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS) */
/*          On entry, the right hand side matrix B. */
/*          On exit, the 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 */

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;

    /* 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 (*ldb < max(1,*n)) {
	*info = -6;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZPPTRS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0 || *nrhs == 0) {
	return 0;
    }

    if (upper) {

/*        Solve A*X = B where A = U'*U. */

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

/*           Solve U'*X = B, overwriting B with X. */

	    ztpsv_("Upper", "Conjugate transpose", "Non-unit", n, &ap[1], &b[
		    i__ * b_dim1 + 1], &c__1);

/*           Solve U*X = B, overwriting B with X. */

	    ztpsv_("Upper", "No transpose", "Non-unit", n, &ap[1], &b[i__ * 
		    b_dim1 + 1], &c__1);
/* L10: */
	}
    } else {

/*        Solve A*X = B where A = L*L'. */

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

/*           Solve L*Y = B, overwriting B with X. */

	    ztpsv_("Lower", "No transpose", "Non-unit", n, &ap[1], &b[i__ * 
		    b_dim1 + 1], &c__1);

/*           Solve L'*X = Y, overwriting B with X. */

	    ztpsv_("Lower", "Conjugate transpose", "Non-unit", n, &ap[1], &b[
		    i__ * b_dim1 + 1], &c__1);
/* L20: */
	}
    }

    return 0;

/*     End of ZPPTRS */

} /* zpptrs_ */
Ejemplo n.º 11
0
/* Subroutine */ int zpptrf_(char *uplo, integer *n, doublecomplex *ap, 
	integer *info)
{
    /* System generated locals */
    integer i__1, i__2, i__3;
    doublereal d__1;
    doublecomplex z__1, z__2;

    /* Local variables */
    integer j, jc, jj;
    doublereal ajj;
    logical upper;

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

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

/*  ZPPTRF computes the Cholesky factorization of a complex Hermitian */
/*  positive definite matrix A stored in packed format. */

/*  The factorization has the form */
/*     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 lower triangular. */

/*  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. */

/*  AP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the Hermitian matrix */
/*          A, packed columnwise in a linear array.  The j-th column of A */
/*          is stored in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/*          See below for further details. */

/*          On exit, if INFO = 0, 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. */

/*  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 is not */
/*                positive definite, and the factorization could not be */
/*                completed. */

/*  Further Details */
/*  =============== */

/*  The packed storage scheme is illustrated by the following example */
/*  when N = 4, UPLO = 'U': */

/*  Two-dimensional storage of the Hermitian matrix A: */

/*     a11 a12 a13 a14 */
/*         a22 a23 a24 */
/*             a33 a34     (aij = conjg(aji)) */
/*                 a44 */

/*  Packed storage of the upper triangle of A: */

/*  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZPPTRF", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (upper) {

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

	jj = 0;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    jc = jj + 1;
	    jj += j;

/*           Compute elements 1:J-1 of column J. */

	    if (j > 1) {
		i__2 = j - 1;
		ztpsv_("Upper", "Conjugate transpose", "Non-unit", &i__2, &ap[
			1], &ap[jc], &c__1);
	    }

/*           Compute U(J,J) and test for non-positive-definiteness. */

	    i__2 = jj;
	    d__1 = ap[i__2].r;
	    i__3 = j - 1;
	    zdotc_(&z__2, &i__3, &ap[jc], &c__1, &ap[jc], &c__1);
	    z__1.r = d__1 - z__2.r, z__1.i = -z__2.i;
	    ajj = z__1.r;
	    if (ajj <= 0.) {
		i__2 = jj;
		ap[i__2].r = ajj, ap[i__2].i = 0.;
		goto L30;
	    }
	    i__2 = jj;
	    d__1 = sqrt(ajj);
	    ap[i__2].r = d__1, ap[i__2].i = 0.;
	}
    } else {

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

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

/*           Compute L(J,J) and test for non-positive-definiteness. */

	    i__2 = jj;
	    ajj = ap[i__2].r;
	    if (ajj <= 0.) {
		i__2 = jj;
		ap[i__2].r = ajj, ap[i__2].i = 0.;
		goto L30;
	    }
	    ajj = sqrt(ajj);
	    i__2 = jj;
	    ap[i__2].r = ajj, ap[i__2].i = 0.;

/*           Compute elements J+1:N of column J and update the trailing */
/*           submatrix. */

	    if (j < *n) {
		i__2 = *n - j;
		d__1 = 1. / ajj;
		zdscal_(&i__2, &d__1, &ap[jj + 1], &c__1);
		i__2 = *n - j;
		zhpr_("Lower", &i__2, &c_b16, &ap[jj + 1], &c__1, &ap[jj + *n 
			- j + 1]);
		jj = jj + *n - j + 1;
	    }
	}
    }
    goto L40;

L30:
    *info = j;

L40:
    return 0;

/*     End of ZPPTRF */

} /* zpptrf_ */
Ejemplo n.º 12
0
/* Subroutine */ int ztptrs_(char *uplo, char *trans, char *diag, integer *n, 
	integer *nrhs, doublecomplex *ap, doublecomplex *b, integer *ldb, 
	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   
    =======   

    ZTPTRS solves a triangular system of the form   

       A * X = B,  A**T * X = B,  or  A**H * X = B,   

    where A is a triangular matrix of order N stored in packed format,   
    and B is an N-by-NRHS matrix.  A check is made to verify that A is   
    nonsingular.   

    Arguments   
    =========   

    UPLO    (input) CHARACTER*1   
            = 'U':  A is upper triangular;   
            = 'L':  A is lower triangular.   

    TRANS   (input) CHARACTER*1   
            Specifies the form of the system of equations:   
            = 'N':  A * X = B     (No transpose)   
            = 'T':  A**T * X = B  (Transpose)   
            = 'C':  A**H * X = B  (Conjugate transpose)   

    DIAG    (input) CHARACTER*1   
            = 'N':  A is non-unit triangular;   
            = 'U':  A is unit triangular.   

    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 matrix B.  NRHS >= 0.   

    AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2)   
            The upper or lower triangular matrix A, packed columnwise in   
            a linear array.  The j-th column of A is stored in the array   
            AP as follows:   
            if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;   
            if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.   

    B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS)   
            On entry, the right hand side matrix B.   
            On exit, if INFO = 0, the 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 i-th diagonal element of A is zero,   
                  indicating that the matrix is singular and the   
                  solutions X have not been computed.   

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer b_dim1, b_offset, i__1, i__2;
    /* Local variables */
    static integer j;
    extern logical lsame_(char *, char *);
    static logical upper;
    extern /* Subroutine */ int ztpsv_(char *, char *, char *, integer *, 
	    doublecomplex *, doublecomplex *, integer *);
    static integer jc;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static logical nounit;
#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)]


    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    nounit = lsame_(diag, "N");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (! lsame_(trans, "N") && ! lsame_(trans, 
	    "T") && ! lsame_(trans, "C")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -8;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTPTRS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Check for singularity. */

    if (nounit) {
	if (upper) {
	    jc = 1;
	    i__1 = *n;
	    for (*info = 1; *info <= i__1; ++(*info)) {
		i__2 = jc + *info - 1;
		if (ap[i__2].r == 0. && ap[i__2].i == 0.) {
		    return 0;
		}
		jc += *info;
/* L10: */
	    }
	} else {
	    jc = 1;
	    i__1 = *n;
	    for (*info = 1; *info <= i__1; ++(*info)) {
		i__2 = jc;
		if (ap[i__2].r == 0. && ap[i__2].i == 0.) {
		    return 0;
		}
		jc = jc + *n - *info + 1;
/* L20: */
	    }
	}
    }
    *info = 0;

/*     Solve  A * x = b,  A**T * x = b,  or  A**H * x = b. */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	ztpsv_(uplo, trans, diag, n, &ap[1], &b_ref(1, j), &c__1);
/* L30: */
    }

    return 0;

/*     End of ZTPTRS */

} /* ztptrs_ */
Ejemplo n.º 13
0
/* Subroutine */ int ztptrs_(char *uplo, char *trans, char *diag, integer *n, 
	integer *nrhs, doublecomplex *ap, doublecomplex *b, integer *ldb, 
	integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, i__1, i__2;

    /* Local variables */
    integer j, jc;
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */ int ztpsv_(char *, char *, char *, integer *, 
	    doublecomplex *, doublecomplex *, integer *), xerbla_(char *, integer *);
    logical nounit;


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

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

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

/*  ZTPTRS solves a triangular system of the form */

/*     A * X = B,  A**T * X = B,  or  A**H * X = B, */

/*  where A is a triangular matrix of order N stored in packed format, */
/*  and B is an N-by-NRHS matrix.  A check is made to verify that A is */
/*  nonsingular. */

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

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  A is upper triangular; */
/*          = 'L':  A is lower triangular. */

/*  TRANS   (input) CHARACTER*1 */
/*          Specifies the form of the system of equations: */
/*          = 'N':  A * X = B     (No transpose) */
/*          = 'T':  A**T * X = B  (Transpose) */
/*          = 'C':  A**H * X = B  (Conjugate transpose) */

/*  DIAG    (input) CHARACTER*1 */
/*          = 'N':  A is non-unit triangular; */
/*          = 'U':  A is unit triangular. */

/*  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 matrix B.  NRHS >= 0. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The upper or lower triangular matrix A, packed columnwise in */
/*          a linear array.  The j-th column of A is stored in the array */
/*          AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

/*  B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS) */
/*          On entry, the right hand side matrix B. */
/*          On exit, if INFO = 0, the 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 i-th diagonal element of A is zero, */
/*                indicating that the matrix is singular and the */
/*                solutions X have not been computed. */

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    nounit = lsame_(diag, "N");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (! lsame_(trans, "N") && ! lsame_(trans, 
	    "T") && ! lsame_(trans, "C")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -8;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTPTRS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Check for singularity. */

    if (nounit) {
	if (upper) {
	    jc = 1;
	    i__1 = *n;
	    for (*info = 1; *info <= i__1; ++(*info)) {
		i__2 = jc + *info - 1;
		if (ap[i__2].r == 0. && ap[i__2].i == 0.) {
		    return 0;
		}
		jc += *info;
/* L10: */
	    }
	} else {
	    jc = 1;
	    i__1 = *n;
	    for (*info = 1; *info <= i__1; ++(*info)) {
		i__2 = jc;
		if (ap[i__2].r == 0. && ap[i__2].i == 0.) {
		    return 0;
		}
		jc = jc + *n - *info + 1;
/* L20: */
	    }
	}
    }
    *info = 0;

/*     Solve  A * x = b,  A**T * x = b,  or  A**H * x = b. */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	ztpsv_(uplo, trans, diag, n, &ap[1], &b[j * b_dim1 + 1], &c__1);
/* L30: */
    }

    return 0;

/*     End of ZTPTRS */

} /* ztptrs_ */
Ejemplo n.º 14
0
/* Subroutine */ int zpptrf_(char *uplo, integer *n, doublecomplex *ap, 
	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   
    =======   

    ZPPTRF computes the Cholesky factorization of a complex Hermitian   
    positive definite matrix A stored in packed format.   

    The factorization has the form   
       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 lower triangular.   

    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.   

    AP      (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)   
            On entry, the upper or lower triangle of the Hermitian matrix   
            A, packed columnwise in a linear array.  The j-th column of A   
            is stored in the array AP as follows:   
            if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;   
            if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.   
            See below for further details.   

            On exit, if INFO = 0, 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.   

    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 is not   
                  positive definite, and the factorization could not be   
                  completed.   

    Further Details   
    ===============   

    The packed storage scheme is illustrated by the following example   
    when N = 4, UPLO = 'U':   

    Two-dimensional storage of the Hermitian matrix A:   

       a11 a12 a13 a14   
           a22 a23 a24   
               a33 a34     (aij = conjg(aji))   
                   a44   

    Packed storage of the upper triangle of A:   

    AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]   

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b16 = -1.;
    
    /* System generated locals */
    integer i__1, i__2, i__3;
    doublereal d__1;
    doublecomplex z__1, z__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    extern /* Subroutine */ int zhpr_(char *, integer *, doublereal *, 
	    doublecomplex *, integer *, doublecomplex *);
    static integer j;
    extern logical lsame_(char *, char *);
    extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    static logical upper;
    extern /* Subroutine */ int ztpsv_(char *, char *, char *, integer *, 
	    doublecomplex *, doublecomplex *, integer *);
    static integer jc, jj;
    extern /* Subroutine */ int xerbla_(char *, integer *), zdscal_(
	    integer *, doublereal *, doublecomplex *, integer *);
    static doublereal ajj;


    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZPPTRF", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (upper) {

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

	jj = 0;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    jc = jj + 1;
	    jj += j;

/*           Compute elements 1:J-1 of column J. */

	    if (j > 1) {
		i__2 = j - 1;
		ztpsv_("Upper", "Conjugate transpose", "Non-unit", &i__2, &ap[
			1], &ap[jc], &c__1);
	    }

/*           Compute U(J,J) and test for non-positive-definiteness. */

	    i__2 = jj;
	    d__1 = ap[i__2].r;
	    i__3 = j - 1;
	    zdotc_(&z__2, &i__3, &ap[jc], &c__1, &ap[jc], &c__1);
	    z__1.r = d__1 - z__2.r, z__1.i = -z__2.i;
	    ajj = z__1.r;
	    if (ajj <= 0.) {
		i__2 = jj;
		ap[i__2].r = ajj, ap[i__2].i = 0.;
		goto L30;
	    }
	    i__2 = jj;
	    d__1 = sqrt(ajj);
	    ap[i__2].r = d__1, ap[i__2].i = 0.;
/* L10: */
	}
    } else {

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

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

/*           Compute L(J,J) and test for non-positive-definiteness. */

	    i__2 = jj;
	    ajj = ap[i__2].r;
	    if (ajj <= 0.) {
		i__2 = jj;
		ap[i__2].r = ajj, ap[i__2].i = 0.;
		goto L30;
	    }
	    ajj = sqrt(ajj);
	    i__2 = jj;
	    ap[i__2].r = ajj, ap[i__2].i = 0.;

/*           Compute elements J+1:N of column J and update the trailing   
             submatrix. */

	    if (j < *n) {
		i__2 = *n - j;
		d__1 = 1. / ajj;
		zdscal_(&i__2, &d__1, &ap[jj + 1], &c__1);
		i__2 = *n - j;
		zhpr_("Lower", &i__2, &c_b16, &ap[jj + 1], &c__1, &ap[jj + *n 
			- j + 1]);
		jj = jj + *n - j + 1;
	    }
/* L20: */
	}
    }
    goto L40;

L30:
    *info = j;

L40:
    return 0;

/*     End of ZPPTRF */

} /* zpptrf_ */
Ejemplo n.º 15
0
/* Subroutine */
int zhpgst_(integer *itype, char *uplo, integer *n, doublecomplex *ap, doublecomplex *bp, integer *info)
{
    /* System generated locals */
    integer i__1, i__2, i__3, i__4;
    doublereal d__1, d__2;
    doublecomplex z__1, z__2, z__3;
    /* Local variables */
    integer j, k, j1, k1, jj, kk;
    doublecomplex ct;
    doublereal ajj;
    integer j1j1;
    doublereal akk;
    integer k1k1;
    doublereal bjj, bkk;
    extern /* Subroutine */
    int zhpr2_(char *, integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *);
    extern logical lsame_(char *, char *);
    extern /* Double Complex */
    VOID zdotc_f2c_(doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    logical upper;
    extern /* Subroutine */
    int zhpmv_(char *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *), ztpmv_(char *, char *, char *, integer *, doublecomplex *, doublecomplex *, integer *), ztpsv_(char *, char *, char *, integer *, doublecomplex * , doublecomplex *, integer *), xerbla_( char *, integer *), zdscal_(integer *, doublereal *, doublecomplex *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    --bp;
    --ap;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (*itype < 1 || *itype > 3)
    {
        *info = -1;
    }
    else if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZHPGST", &i__1);
        return 0;
    }
    if (*itype == 1)
    {
        if (upper)
        {
            /* Compute inv(U**H)*A*inv(U) */
            /* J1 and JJ are the indices of A(1,j) and A(j,j) */
            jj = 0;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                j1 = jj + 1;
                jj += j;
                /* Compute the j-th column of the upper triangle of A */
                i__2 = jj;
                i__3 = jj;
                d__1 = ap[i__3].r;
                ap[i__2].r = d__1;
                ap[i__2].i = 0.; // , expr subst
                i__2 = jj;
                bjj = bp[i__2].r;
                ztpsv_(uplo, "Conjugate transpose", "Non-unit", &j, &bp[1], & ap[j1], &c__1);
                i__2 = j - 1;
                z__1.r = -1.;
                z__1.i = -0.; // , expr subst
                zhpmv_(uplo, &i__2, &z__1, &ap[1], &bp[j1], &c__1, &c_b1, &ap[ j1], &c__1);
                i__2 = j - 1;
                d__1 = 1. / bjj;
                zdscal_(&i__2, &d__1, &ap[j1], &c__1);
                i__2 = jj;
                i__3 = jj;
                i__4 = j - 1;
                zdotc_f2c_(&z__3, &i__4, &ap[j1], &c__1, &bp[j1], &c__1);
                z__2.r = ap[i__3].r - z__3.r;
                z__2.i = ap[i__3].i - z__3.i; // , expr subst
                z__1.r = z__2.r / bjj;
                z__1.i = z__2.i / bjj; // , expr subst
                ap[i__2].r = z__1.r;
                ap[i__2].i = z__1.i; // , expr subst
                /* L10: */
            }
        }
        else
        {
            /* Compute inv(L)*A*inv(L**H) */
            /* KK and K1K1 are the indices of A(k,k) and A(k+1,k+1) */
            kk = 1;
            i__1 = *n;
            for (k = 1;
                    k <= i__1;
                    ++k)
            {
                k1k1 = kk + *n - k + 1;
                /* Update the lower triangle of A(k:n,k:n) */
                i__2 = kk;
                akk = ap[i__2].r;
                i__2 = kk;
                bkk = bp[i__2].r;
                /* Computing 2nd power */
                d__1 = bkk;
                akk /= d__1 * d__1;
                i__2 = kk;
                ap[i__2].r = akk;
                ap[i__2].i = 0.; // , expr subst
                if (k < *n)
                {
                    i__2 = *n - k;
                    d__1 = 1. / bkk;
                    zdscal_(&i__2, &d__1, &ap[kk + 1], &c__1);
                    d__1 = akk * -.5;
                    ct.r = d__1;
                    ct.i = 0.; // , expr subst
                    i__2 = *n - k;
                    zaxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1) ;
                    i__2 = *n - k;
                    z__1.r = -1.;
                    z__1.i = -0.; // , expr subst
                    zhpr2_(uplo, &i__2, &z__1, &ap[kk + 1], &c__1, &bp[kk + 1] , &c__1, &ap[k1k1]);
                    i__2 = *n - k;
                    zaxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1) ;
                    i__2 = *n - k;
                    ztpsv_(uplo, "No transpose", "Non-unit", &i__2, &bp[k1k1], &ap[kk + 1], &c__1);
                }
                kk = k1k1;
                /* L20: */
            }
        }
    }
    else
    {
        if (upper)
        {
            /* Compute U*A*U**H */
            /* K1 and KK are the indices of A(1,k) and A(k,k) */
            kk = 0;
            i__1 = *n;
            for (k = 1;
                    k <= i__1;
                    ++k)
            {
                k1 = kk + 1;
                kk += k;
                /* Update the upper triangle of A(1:k,1:k) */
                i__2 = kk;
                akk = ap[i__2].r;
                i__2 = kk;
                bkk = bp[i__2].r;
                i__2 = k - 1;
                ztpmv_(uplo, "No transpose", "Non-unit", &i__2, &bp[1], &ap[ k1], &c__1);
                d__1 = akk * .5;
                ct.r = d__1;
                ct.i = 0.; // , expr subst
                i__2 = k - 1;
                zaxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
                i__2 = k - 1;
                zhpr2_(uplo, &i__2, &c_b1, &ap[k1], &c__1, &bp[k1], &c__1, & ap[1]);
                i__2 = k - 1;
                zaxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
                i__2 = k - 1;
                zdscal_(&i__2, &bkk, &ap[k1], &c__1);
                i__2 = kk;
                /* Computing 2nd power */
                d__2 = bkk;
                d__1 = akk * (d__2 * d__2);
                ap[i__2].r = d__1;
                ap[i__2].i = 0.; // , expr subst
                /* L30: */
            }
        }
        else
        {
            /* Compute L**H *A*L */
            /* JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1) */
            jj = 1;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                j1j1 = jj + *n - j + 1;
                /* Compute the j-th column of the lower triangle of A */
                i__2 = jj;
                ajj = ap[i__2].r;
                i__2 = jj;
                bjj = bp[i__2].r;
                i__2 = jj;
                d__1 = ajj * bjj;
                i__3 = *n - j;
                zdotc_f2c_(&z__2, &i__3, &ap[jj + 1], &c__1, &bp[jj + 1], &c__1);
                z__1.r = d__1 + z__2.r;
                z__1.i = z__2.i; // , expr subst
                ap[i__2].r = z__1.r;
                ap[i__2].i = z__1.i; // , expr subst
                i__2 = *n - j;
                zdscal_(&i__2, &bjj, &ap[jj + 1], &c__1);
                i__2 = *n - j;
                zhpmv_(uplo, &i__2, &c_b1, &ap[j1j1], &bp[jj + 1], &c__1, & c_b1, &ap[jj + 1], &c__1);
                i__2 = *n - j + 1;
                ztpmv_(uplo, "Conjugate transpose", "Non-unit", &i__2, &bp[jj] , &ap[jj], &c__1);
                jj = j1j1;
                /* L40: */
            }
        }
    }
    return 0;
    /* End of ZHPGST */
}