Example #1
0
/* Subroutine */ int zchkhp_(logical *dotype, integer *nn, integer *nval, 
	integer *nns, integer *nsval, doublereal *thresh, logical *tsterr, 
	integer *nmax, doublecomplex *a, doublecomplex *afac, doublecomplex *
	ainv, doublecomplex *b, doublecomplex *x, doublecomplex *xact, 
	doublecomplex *work, doublereal *rwork, integer *iwork, integer *nout)
{
    /* Initialized data */

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

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

    /* System generated locals */
    integer i__1, i__2, i__3, i__4, i__5;

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

    /* Local variables */
    integer i__, j, k, n, i1, i2, in, kl, ku, nt, lda, npp, ioff, mode, imat, 
	    info;
    char path[3], dist[1];
    integer irhs, nrhs;
    char uplo[1], type__[1];
    integer nrun;
    extern /* Subroutine */ int alahd_(integer *, char *);
    integer nfail, iseed[4];
    extern doublereal dget06_(doublereal *, doublereal *);
    extern logical lsame_(char *, char *);
    doublereal rcond;
    integer nimat;
    doublereal anorm;
    extern /* Subroutine */ int zget04_(integer *, integer *, doublecomplex *, 
	     integer *, doublecomplex *, integer *, doublereal *, doublereal *
), zhpt01_(char *, integer *, doublecomplex *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublereal *, doublereal *);
    integer iuplo, izero, nerrs;
    extern /* Subroutine */ int zppt02_(char *, integer *, integer *, 
	    doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
	    integer *, doublereal *, doublereal *), zppt03_(char *, 
	    integer *, doublecomplex *, doublecomplex *, doublecomplex *, 
	    integer *, doublereal *, doublereal *, doublereal *);
    logical zerot;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *), zppt05_(char *, integer *, integer *, 
	     doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *, doublereal *, doublereal *, 
	     doublereal *);
    char xtype[1];
    extern /* Subroutine */ int zlatb4_(char *, integer *, integer *, integer 
	    *, char *, integer *, integer *, doublereal *, integer *, 
	    doublereal *, char *), alaerh_(char *, 
	    char *, integer *, integer *, char *, integer *, integer *, 
	    integer *, integer *, integer *, integer *, integer *, integer *, 
	    integer *);
    doublereal rcondc;
    char packit[1];
    extern /* Subroutine */ int alasum_(char *, integer *, integer *, integer 
	    *, integer *);
    doublereal cndnum;
    extern /* Subroutine */ int zlaipd_(integer *, doublecomplex *, integer *, 
	     integer *);
    logical trfcon;
    extern doublereal zlanhp_(char *, char *, integer *, doublecomplex *, 
	    doublereal *);
    extern /* Subroutine */ int zhpcon_(char *, integer *, doublecomplex *, 
	    integer *, doublereal *, doublereal *, doublecomplex *, integer *), zlacpy_(char *, integer *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *), zlarhs_(char *, 
	    char *, char *, char *, integer *, integer *, integer *, integer *
, integer *, doublecomplex *, integer *, doublecomplex *, integer 
	    *, doublecomplex *, integer *, integer *, integer *), zlatms_(integer *, integer *, char *, 
	    integer *, char *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *, integer *, char *, doublecomplex *, 
	    integer *, doublecomplex *, integer *), 
	    zhprfs_(char *, integer *, integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublereal *, doublereal *, 
	    doublecomplex *, doublereal *, integer *), zhptrf_(char *, 
	     integer *, doublecomplex *, integer *, integer *);
    doublereal result[8];
    extern /* Subroutine */ int zhptri_(char *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *), zhptrs_(char *, 
	    integer *, integer *, doublecomplex *, integer *, doublecomplex *, 
	     integer *, integer *), zerrsy_(char *, integer *)
	    ;

    /* Fortran I/O blocks */
    static cilist io___38 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___41 = { 0, 0, 0, fmt_9998, 0 };
    static cilist io___43 = { 0, 0, 0, fmt_9999, 0 };



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

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

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

/*  ZCHKHP tests ZHPTRF, -TRI, -TRS, -RFS, and -CON */

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

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

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

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

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

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

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

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

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

/*  A       (workspace) COMPLEX*16 array, dimension */
/*                      (NMAX*(NMAX+1)/2) */

/*  AFAC    (workspace) COMPLEX*16 array, dimension */
/*                      (NMAX*(NMAX+1)/2) */

/*  AINV    (workspace) COMPLEX*16 array, dimension */
/*                      (NMAX*(NMAX+1)/2) */

/*  B       (workspace) COMPLEX*16 array, dimension (NMAX*NSMAX) */
/*          where NSMAX is the largest entry in NSVAL. */

/*  X       (workspace) COMPLEX*16 array, dimension (NMAX*NSMAX) */

/*  XACT    (workspace) COMPLEX*16 array, dimension (NMAX*NSMAX) */

/*  WORK    (workspace) COMPLEX*16 array, dimension */
/*                      (NMAX*max(2,NSMAX)) */

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

/*  IWORK   (workspace) INTEGER array, dimension (NMAX) */

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

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

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

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

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

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

/*     Test the error exits */

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

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

    i__1 = *nn;
    for (in = 1; in <= i__1; ++in) {
	n = nval[in];
	lda = max(n,1);
	*(unsigned char *)xtype = 'N';
	nimat = 10;
	if (n <= 0) {
	    nimat = 1;
	}

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

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

	    if (! dotype[imat]) {
		goto L160;
	    }

/*           Skip types 3, 4, 5, or 6 if the matrix size is too small. */

	    zerot = imat >= 3 && imat <= 6;
	    if (zerot && n < imat - 2) {
		goto L160;
	    }

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

	    for (iuplo = 1; iuplo <= 2; ++iuplo) {
		*(unsigned char *)uplo = *(unsigned char *)&uplos[iuplo - 1];
		if (lsame_(uplo, "U")) {
		    *(unsigned char *)packit = 'C';
		} else {
		    *(unsigned char *)packit = 'R';
		}

/*              Set up parameters with ZLATB4 and generate a test matrix */
/*              with ZLATMS. */

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

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

/*              Check error code from ZLATMS. */

		if (info != 0) {
		    alaerh_(path, "ZLATMS", &info, &c__0, uplo, &n, &n, &c_n1, 
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		    goto L150;
		}

/*              For types 3-6, zero one or more rows and columns of */
/*              the matrix to test that INFO is returned correctly. */

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

		    if (imat < 6) {

/*                    Set row and column IZERO to zero. */

			if (iuplo == 1) {
			    ioff = (izero - 1) * izero / 2;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				i__4 = ioff + i__;
				a[i__4].r = 0., a[i__4].i = 0.;
/* L20: */
			    }
			    ioff += izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				i__4 = ioff;
				a[i__4].r = 0., a[i__4].i = 0.;
				ioff += i__;
/* L30: */
			    }
			} else {
			    ioff = izero;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				i__4 = ioff;
				a[i__4].r = 0., a[i__4].i = 0.;
				ioff = ioff + n - i__;
/* L40: */
			    }
			    ioff -= izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				i__4 = ioff + i__;
				a[i__4].r = 0., a[i__4].i = 0.;
/* L50: */
			    }
			}
		    } else {
			ioff = 0;
			if (iuplo == 1) {

/*                       Set the first IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i2 = min(j,izero);
				i__4 = i2;
				for (i__ = 1; i__ <= i__4; ++i__) {
				    i__5 = ioff + i__;
				    a[i__5].r = 0., a[i__5].i = 0.;
/* L60: */
				}
				ioff += j;
/* L70: */
			    }
			} else {

/*                       Set the last IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i1 = max(j,izero);
				i__4 = n;
				for (i__ = i1; i__ <= i__4; ++i__) {
				    i__5 = ioff + i__;
				    a[i__5].r = 0., a[i__5].i = 0.;
/* L80: */
				}
				ioff = ioff + n - j;
/* L90: */
			    }
			}
		    }
		} else {
		    izero = 0;
		}

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

		if (iuplo == 1) {
		    zlaipd_(&n, &a[1], &c__2, &c__1);
		} else {
		    zlaipd_(&n, &a[1], &n, &c_n1);
		}

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

		npp = n * (n + 1) / 2;
		zcopy_(&npp, &a[1], &c__1, &afac[1], &c__1);
		s_copy(srnamc_1.srnamt, "ZHPTRF", (ftnlen)6, (ftnlen)6);
		zhptrf_(uplo, &n, &afac[1], &iwork[1], &info);

/*              Adjust the expected value of INFO to account for */
/*              pivoting. */

		k = izero;
		if (k > 0) {
L100:
		    if (iwork[k] < 0) {
			if (iwork[k] != -k) {
			    k = -iwork[k];
			    goto L100;
			}
		    } else if (iwork[k] != k) {
			k = iwork[k];
			goto L100;
		    }
		}

/*              Check error code from ZHPTRF. */

		if (info != k) {
		    alaerh_(path, "ZHPTRF", &info, &k, uplo, &n, &n, &c_n1, &
			    c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		}
		if (info != 0) {
		    trfcon = TRUE_;
		} else {
		    trfcon = FALSE_;
		}

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

		zhpt01_(uplo, &n, &a[1], &afac[1], &iwork[1], &ainv[1], &lda, 
			&rwork[1], result);
		nt = 1;

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

		if (! trfcon) {
		    zcopy_(&npp, &afac[1], &c__1, &ainv[1], &c__1);
		    s_copy(srnamc_1.srnamt, "ZHPTRI", (ftnlen)6, (ftnlen)6);
		    zhptri_(uplo, &n, &ainv[1], &iwork[1], &work[1], &info);

/*              Check error code from ZHPTRI. */

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

		    zppt03_(uplo, &n, &a[1], &ainv[1], &work[1], &lda, &rwork[
			    1], &rcondc, &result[1]);
		    nt = 2;
		}

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

		i__3 = nt;
		for (k = 1; k <= i__3; ++k) {
		    if (result[k - 1] >= *thresh) {
			if (nfail == 0 && nerrs == 0) {
			    alahd_(nout, path);
			}
			io___38.ciunit = *nout;
			s_wsfe(&io___38);
			do_fio(&c__1, uplo, (ftnlen)1);
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&result[k - 1], (ftnlen)sizeof(
				doublereal));
			e_wsfe();
			++nfail;
		    }
/* L110: */
		}
		nrun += nt;

/*              Do only the condition estimate if INFO is not 0. */

		if (trfcon) {
		    rcondc = 0.;
		    goto L140;
		}

		i__3 = *nns;
		for (irhs = 1; irhs <= i__3; ++irhs) {
		    nrhs = nsval[irhs];

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

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

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

/*              Check error code from ZHPTRS. */

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

		    zlacpy_("Full", &n, &nrhs, &b[1], &lda, &work[1], &lda);
		    zppt02_(uplo, &n, &nrhs, &a[1], &x[1], &lda, &work[1], &
			    lda, &rwork[1], &result[2]);

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

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

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

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

/*              Check error code from ZHPRFS. */

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

		    zget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &rcondc, &
			    result[4]);
		    zppt05_(uplo, &n, &nrhs, &a[1], &b[1], &lda, &x[1], &lda, 
			    &xact[1], &lda, &rwork[1], &rwork[nrhs + 1], &
			    result[5]);

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

		    for (k = 3; k <= 7; ++k) {
			if (result[k - 1] >= *thresh) {
			    if (nfail == 0 && nerrs == 0) {
				alahd_(nout, path);
			    }
			    io___41.ciunit = *nout;
			    s_wsfe(&io___41);
			    do_fio(&c__1, uplo, (ftnlen)1);
			    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&nrhs, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
				    sizeof(doublereal));
			    e_wsfe();
			    ++nfail;
			}
/* L120: */
		    }
		    nrun += 5;
/* L130: */
		}

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

L140:
		anorm = zlanhp_("1", uplo, &n, &a[1], &rwork[1]);
		s_copy(srnamc_1.srnamt, "ZHPCON", (ftnlen)6, (ftnlen)6);
		zhpcon_(uplo, &n, &afac[1], &iwork[1], &anorm, &rcond, &work[
			1], &info);

/*              Check error code from ZHPCON. */

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

		result[7] = dget06_(&rcond, &rcondc);

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

		if (result[7] >= *thresh) {
		    if (nfail == 0 && nerrs == 0) {
			alahd_(nout, path);
		    }
		    io___43.ciunit = *nout;
		    s_wsfe(&io___43);
		    do_fio(&c__1, uplo, (ftnlen)1);
		    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&c__8, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&result[7], (ftnlen)sizeof(
			    doublereal));
		    e_wsfe();
		    ++nfail;
		}
		++nrun;
L150:
		;
	    }
L160:
	    ;
	}
/* L170: */
    }

/*     Print a summary of the results. */

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

    return 0;

/*     End of ZCHKHP */

} /* zchkhp_ */
Example #2
0
/* Subroutine */ int zhpsv_(char *uplo, integer *n, integer *nrhs, 
	doublecomplex *ap, integer *ipiv, doublecomplex *b, integer *ldb, 
	integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    ZHPSV computes the solution to a complex system of linear equations   
       A * X = B,   
    where A is an N-by-N Hermitian matrix stored in packed format and X   
    and B are N-by-NRHS matrices.   

    The diagonal pivoting method is used to factor A as   
       A = U * D * U**H,  if UPLO = 'U', or   
       A = L * D * L**H,  if UPLO = 'L',   
    where U (or L) is a product of permutation and unit upper (lower)   
    triangular matrices, D is Hermitian and block diagonal with 1-by-1   
    and 2-by-2 diagonal blocks.  The factored form of A is then used to   
    solve the system of equations A * X = B.   

    Arguments   
    =========   

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

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

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

    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, the block diagonal matrix D and the multipliers used   
            to obtain the factor U or L from the factorization   
            A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as   
            a packed triangular matrix in the same storage format as A.   

    IPIV    (output) INTEGER array, dimension (N)   
            Details of the interchanges and the block structure of D, as   
            determined by ZHPTRF.  If IPIV(k) > 0, then rows and columns   
            k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1   
            diagonal block.  If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,   
            then rows and columns k-1 and -IPIV(k) were interchanged and   
            D(k-1:k,k-1:k) is a 2-by-2 diagonal block.  If UPLO = 'L' and   
            IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and   
            -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2   
            diagonal block.   

    B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS)   
            On entry, the N-by-NRHS right hand side matrix B.   
            On exit, if INFO = 0, the N-by-NRHS solution matrix X.   

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

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization   
                  has been completed, but the block diagonal matrix D is   
                  exactly singular, so the solution could not be   
                  computed.   

    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 */
    /* System generated locals */
    integer b_dim1, b_offset, i__1;
    /* Local variables */
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int xerbla_(char *, integer *), zhptrf_(
	    char *, integer *, doublecomplex *, integer *, integer *),
	     zhptrs_(char *, integer *, integer *, doublecomplex *, integer *,
	     doublecomplex *, integer *, integer *);

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

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

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

    zhptrf_(uplo, n, &ap[1], &ipiv[1], info);
    if (*info == 0) {

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

	zhptrs_(uplo, n, nrhs, &ap[1], &ipiv[1], &b[b_offset], ldb, info);

    }
    return 0;

/*     End of ZHPSV */

} /* zhpsv_ */
Example #3
0
/* Subroutine */ int zhpcon_(char *uplo, integer *n, doublecomplex *ap, 
	integer *ipiv, doublereal *anorm, doublereal *rcond, doublecomplex *
	work, integer *info)
{
/*  -- LAPACK routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    ZHPCON estimates the reciprocal of the condition number of a complex   
    Hermitian packed matrix A using the factorization A = U*D*U**H or   
    A = L*D*L**H computed by ZHPTRF.   

    An estimate is obtained for norm(inv(A)), and the reciprocal of the   
    condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).   

    Arguments   
    =========   

    UPLO    (input) CHARACTER*1   
            Specifies whether the details of the factorization are stored   
            as an upper or lower triangular matrix.   
            = 'U':  Upper triangular, form is A = U*D*U**H;   
            = 'L':  Lower triangular, form is A = L*D*L**H.   

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

    AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2)   
            The block diagonal matrix D and the multipliers used to   
            obtain the factor U or L as computed by ZHPTRF, stored as a   
            packed triangular matrix.   

    IPIV    (input) INTEGER array, dimension (N)   
            Details of the interchanges and the block structure of D   
            as determined by ZHPTRF.   

    ANORM   (input) DOUBLE PRECISION   
            The 1-norm of the original matrix A.   

    RCOND   (output) DOUBLE PRECISION   
            The reciprocal of the condition number of the matrix A,   
            computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an   
            estimate of the 1-norm of inv(A) computed in this routine.   

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

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

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer i__1, i__2;
    /* Local variables */
    static integer kase, i__;
    extern logical lsame_(char *, char *);
    static logical upper;
    static integer ip;
    extern /* Subroutine */ int xerbla_(char *, integer *), zlacon_(
	    integer *, doublecomplex *, doublecomplex *, doublereal *, 
	    integer *);
    static doublereal ainvnm;
    extern /* Subroutine */ int zhptrs_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, integer *);


    --work;
    --ipiv;
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*anorm < 0.) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZHPCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm <= 0.) {
	return 0;
    }

/*     Check that the diagonal matrix D is nonsingular. */

    if (upper) {

/*        Upper triangular storage: examine D from bottom to top */

	ip = *n * (*n + 1) / 2;
	for (i__ = *n; i__ >= 1; --i__) {
	    i__1 = ip;
	    if (ipiv[i__] > 0 && (ap[i__1].r == 0. && ap[i__1].i == 0.)) {
		return 0;
	    }
	    ip -= i__;
/* L10: */
	}
    } else {

/*        Lower triangular storage: examine D from top to bottom. */

	ip = 1;
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    i__2 = ip;
	    if (ipiv[i__] > 0 && (ap[i__2].r == 0. && ap[i__2].i == 0.)) {
		return 0;
	    }
	    ip = ip + *n - i__ + 1;
/* L20: */
	}
    }

/*     Estimate the 1-norm of the inverse. */

    kase = 0;
L30:
    zlacon_(n, &work[*n + 1], &work[1], &ainvnm, &kase);
    if (kase != 0) {

/*        Multiply by inv(L*D*L') or inv(U*D*U'). */

	zhptrs_(uplo, n, &c__1, &ap[1], &ipiv[1], &work[1], n, info);
	goto L30;
    }

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

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

    return 0;

/*     End of ZHPCON */

} /* zhpcon_ */
Example #4
0
/* Subroutine */ int zhpsvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, doublecomplex *ap, doublecomplex *afp, integer *ipiv, 
	doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, 
	doublereal *rcond, doublereal *ferr, doublereal *berr, doublecomplex *
	work, doublereal *rwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    ZHPSVX uses the diagonal pivoting factorization A = U*D*U**H or   
    A = L*D*L**H to compute the solution to a complex system of linear   
    equations A * X = B, where A is an N-by-N Hermitian matrix stored   
    in packed format and X and B are N-by-NRHS matrices.   

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

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

    The following steps are performed:   

    1. If FACT = 'N', the diagonal pivoting method is used to factor A as   
          A = U * D * U**H,  if UPLO = 'U', or   
          A = L * D * L**H,  if UPLO = 'L',   
       where U (or L) is a product of permutation and unit upper (lower)   
       triangular matrices and D is Hermitian and block diagonal with   
       1-by-1 and 2-by-2 diagonal blocks.   

    2. If some D(i,i)=0, so that D is exactly singular, then the routine   
       returns with INFO = i. Otherwise, the factored form of A is used   
       to estimate the condition number of the matrix A.  If the   
       reciprocal of the condition number is less than machine precision,   
       INFO = N+1 is returned as a warning, but the routine still goes on   
       to solve for X and compute error bounds as described below.   

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

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

    Arguments   
    =========   

    FACT    (input) CHARACTER*1   
            Specifies whether or not the factored form of A has been   
            supplied on entry.   
            = 'F':  On entry, AFP and IPIV contain the factored form of   
                    A.  AFP and IPIV will not be modified.   
            = 'N':  The matrix A will be copied to AFP and factored.   

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

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

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

    AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2)   
            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.   
            See below for further details.   

    AFP     (input or output) COMPLEX*16 array, dimension (N*(N+1)/2)   
            If FACT = 'F', then AFP is an input argument and on entry   
            contains the block diagonal matrix D and the multipliers used   
            to obtain the factor U or L from the factorization   
            A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as   
            a packed triangular matrix in the same storage format as A.   

            If FACT = 'N', then AFP is an output argument and on exit   
            contains the block diagonal matrix D and the multipliers used   
            to obtain the factor U or L from the factorization   
            A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as   
            a packed triangular matrix in the same storage format as A.   

    IPIV    (input or output) INTEGER array, dimension (N)   
            If FACT = 'F', then IPIV is an input argument and on entry   
            contains details of the interchanges and the block structure   
            of D, as determined by ZHPTRF.   
            If IPIV(k) > 0, then rows and columns k and IPIV(k) were   
            interchanged and D(k,k) is a 1-by-1 diagonal block.   
            If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and   
            columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)   
            is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =   
            IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were   
            interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.   

            If FACT = 'N', then IPIV is an output argument and on exit   
            contains details of the interchanges and the block structure   
            of D, as determined by ZHPTRF.   

    B       (input) COMPLEX*16 array, dimension (LDB,NRHS)   
            The N-by-NRHS right hand side matrix B.   

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

    X       (output) COMPLEX*16 array, dimension (LDX,NRHS)   
            If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.   

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

    RCOND   (output) DOUBLE PRECISION   
            The estimate of the reciprocal condition number of the matrix   
            A.  If RCOND is less than the machine precision (in   
            particular, if RCOND = 0), the matrix is singular to working   
            precision.  This condition is indicated by a return code of   
            INFO > 0.   

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

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

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

    RWORK   (workspace) DOUBLE PRECISION array, dimension (N)   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, and i is   
                  <= N:  D(i,i) is exactly zero.  The factorization   
                         has been completed but the factor D is exactly   
                         singular, so the solution and error bounds could   
                         not be computed. RCOND = 0 is returned.   
                  = N+1: D is nonsingular, but RCOND is less than machine   
                         precision, meaning that the matrix is singular   
                         to working precision.  Nevertheless, the   
                         solution and error bounds are computed because   
                         there are a number of situations where the   
                         computed solution can be more accurate than the   
                         value of RCOND would suggest.   

    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;
    
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1;
    /* Local variables */
    extern logical lsame_(char *, char *);
    static doublereal anorm;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *);
    extern doublereal dlamch_(char *);
    static logical nofact;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    extern doublereal zlanhp_(char *, char *, integer *, doublecomplex *, 
	    doublereal *);
    extern /* Subroutine */ int zhpcon_(char *, integer *, doublecomplex *, 
	    integer *, doublereal *, doublereal *, doublecomplex *, integer *), zlacpy_(char *, integer *, integer *, doublecomplex *, 
	    integer *, doublecomplex *, integer *), zhprfs_(char *, 
	    integer *, integer *, doublecomplex *, doublecomplex *, integer *,
	     doublecomplex *, integer *, doublecomplex *, integer *, 
	    doublereal *, doublereal *, doublecomplex *, doublereal *, 
	    integer *), zhptrf_(char *, integer *, doublecomplex *, 
	    integer *, integer *), zhptrs_(char *, integer *, integer 
	    *, doublecomplex *, integer *, doublecomplex *, integer *, 
	    integer *);


    --ap;
    --afp;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1 * 1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    if (! nofact && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*ldb < max(1,*n)) {
	*info = -9;
    } else if (*ldx < max(1,*n)) {
	*info = -11;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZHPSVX", &i__1);
	return 0;
    }

    if (nofact) {

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

	i__1 = *n * (*n + 1) / 2;
	zcopy_(&i__1, &ap[1], &c__1, &afp[1], &c__1);
	zhptrf_(uplo, n, &afp[1], &ipiv[1], info);

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

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

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

    anorm = zlanhp_("I", uplo, n, &ap[1], &rwork[1]);

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

    zhpcon_(uplo, n, &afp[1], &ipiv[1], &anorm, rcond, &work[1], info);

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

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

/*     Compute the solution vectors X. */

    zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    zhptrs_(uplo, n, nrhs, &afp[1], &ipiv[1], &x[x_offset], ldx, info);

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

    zhprfs_(uplo, n, nrhs, &ap[1], &afp[1], &ipiv[1], &b[b_offset], ldb, &x[
	    x_offset], ldx, &ferr[1], &berr[1], &work[1], &rwork[1], info);

    return 0;

/*     End of ZHPSVX */

} /* zhpsvx_ */
Example #5
0
/* Subroutine */
int zhprfs_(char *uplo, integer *n, integer *nrhs, doublecomplex *ap, doublecomplex *afp, integer *ipiv, 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 ik, kk;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3], count;
    logical upper;
    extern /* Subroutine */
    int zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *), zhpmv_(char *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *), zaxpy_( integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal safmin;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal lstres;
    extern /* Subroutine */
    int zhptrs_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, 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 .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    --ap;
    --afp;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*nrhs < 0)
    {
        *info = -3;
    }
    else if (*ldb < max(1,*n))
    {
        *info = -8;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -10;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZHPRFS", &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;
    }
    /* 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)
    {
        count = 1;
        lstres = 3.;
L20: /* Loop until stopping criterion is satisfied. */
        /* Compute residual R = B - A * X */
        zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
        z__1.r = -1.;
        z__1.i = -0.; // , expr subst
        zhpmv_(uplo, n, &z__1, &ap[1], &x[j * x_dim1 + 1], &c__1, &c_b1, & work[1], &c__1);
        /* Compute componentwise relative backward error from formula */
        /* max(i) ( f2c_abs(R(i)) / ( f2c_abs(A)*f2c_abs(X) + f2c_abs(B) )(i) ) */
        /* where f2c_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, f2c_abs(d__1)) + (d__2 = d_imag(&b[ i__ + j * b_dim1]), f2c_abs(d__2));
            /* L30: */
        }
        /* Compute f2c_abs(A)*f2c_abs(X) + f2c_abs(B). */
        kk = 1;
        if (upper)
        {
            i__2 = *n;
            for (k = 1;
                    k <= i__2;
                    ++k)
            {
                s = 0.;
                i__3 = k + j * x_dim1;
                xk = (d__1 = x[i__3].r, f2c_abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), f2c_abs(d__2));
                ik = kk;
                i__3 = k - 1;
                for (i__ = 1;
                        i__ <= i__3;
                        ++i__)
                {
                    i__4 = ik;
                    rwork[i__] += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ik]), f2c_abs(d__2))) * xk;
                    i__4 = ik;
                    i__5 = i__ + j * x_dim1;
                    s += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ ik]), f2c_abs(d__2))) * ((d__3 = x[i__5].r, f2c_abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), f2c_abs(d__4) ));
                    ++ik;
                    /* L40: */
                }
                i__3 = kk + k - 1;
                rwork[k] = rwork[k] + (d__1 = ap[i__3].r, f2c_abs(d__1)) * xk + s;
                kk += k;
                /* L50: */
            }
        }
        else
        {
            i__2 = *n;
            for (k = 1;
                    k <= i__2;
                    ++k)
            {
                s = 0.;
                i__3 = k + j * x_dim1;
                xk = (d__1 = x[i__3].r, f2c_abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), f2c_abs(d__2));
                i__3 = kk;
                rwork[k] += (d__1 = ap[i__3].r, f2c_abs(d__1)) * xk;
                ik = kk + 1;
                i__3 = *n;
                for (i__ = k + 1;
                        i__ <= i__3;
                        ++i__)
                {
                    i__4 = ik;
                    rwork[i__] += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ik]), f2c_abs(d__2))) * xk;
                    i__4 = ik;
                    i__5 = i__ + j * x_dim1;
                    s += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ ik]), f2c_abs(d__2))) * ((d__3 = x[i__5].r, f2c_abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), f2c_abs(d__4) ));
                    ++ik;
                    /* L60: */
                }
                rwork[k] += s;
                kk += *n - k + 1;
                /* L70: */
            }
        }
        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, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2))) / rwork[i__]; // , expr subst
                s = max(d__3,d__4);
            }
            else
            {
                /* Computing MAX */
                i__3 = i__;
                d__3 = s;
                d__4 = ((d__1 = work[i__3].r, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2)) + safe1) / (rwork[i__] + safe1); // , expr subst
                s = max(d__3,d__4);
            }
            /* L80: */
        }
        berr[j] = s;
        /* Test stopping criterion. Continue iterating if */
        /* 1) The residual BERR(J) is larger than machine epsilon, and */
        /* 2) BERR(J) decreased by at least a factor of 2 during the */
        /* last iteration, and */
        /* 3) At most ITMAX iterations tried. */
        if (berr[j] > eps && berr[j] * 2. <= lstres && count <= 5)
        {
            /* Update solution and try again. */
            zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info);
            zaxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1);
            lstres = berr[j];
            ++count;
            goto L20;
        }
        /* Bound error from formula */
        /* norm(X - XTRUE) / norm(X) .le. FERR = */
        /* norm( f2c_abs(inv(A))* */
        /* ( f2c_abs(R) + NZ*EPS*( f2c_abs(A)*f2c_abs(X)+f2c_abs(B) ))) / norm(X) */
        /* where */
        /* norm(Z) is the magnitude of the largest component of Z */
        /* inv(A) is the inverse of A */
        /* f2c_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 f2c_abs(R)+NZ*EPS*(f2c_abs(A)*f2c_abs(X)+f2c_abs(B)) */
        /* is incremented by SAFE1 if the i-th component of */
        /* f2c_abs(A)*f2c_abs(X) + f2c_abs(B) is less than SAFE2. */
        /* Use ZLACN2 to estimate the infinity-norm of the matrix */
        /* inv(A) * diag(W), */
        /* where W = f2c_abs(R) + NZ*EPS*( f2c_abs(A)*f2c_abs(X)+f2c_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, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2)) + nz * eps * rwork[i__] ;
            }
            else
            {
                i__3 = i__;
                rwork[i__] = (d__1 = work[i__3].r, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2)) + nz * eps * rwork[i__] + safe1;
            }
            /* L90: */
        }
        kase = 0;
L100:
        zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
        if (kase != 0)
        {
            if (kase == 1)
            {
                /* Multiply by diag(W)*inv(A**H). */
                zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info);
                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; // , expr subst
                    work[i__3].r = z__1.r;
                    work[i__3].i = z__1.i; // , expr subst
                    /* L110: */
                }
            }
            else if (kase == 2)
            {
                /* Multiply by inv(A)*diag(W). */
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    i__3 = i__;
                    i__4 = i__;
                    i__5 = i__;
                    z__1.r = rwork[i__4] * work[i__5].r;
                    z__1.i = rwork[i__4] * work[i__5].i; // , expr subst
                    work[i__3].r = z__1.r;
                    work[i__3].i = z__1.i; // , expr subst
                    /* L120: */
                }
                zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info);
            }
            goto L100;
        }
        /* 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, f2c_abs(d__1)) + (d__2 = d_imag(&x[i__ + j * x_dim1]), f2c_abs(d__2)); // , expr subst
            lstres = max(d__3,d__4);
            /* L130: */
        }
        if (lstres != 0.)
        {
            ferr[j] /= lstres;
        }
        /* L140: */
    }
    return 0;
    /* End of ZHPRFS */
}
Example #6
0
int main(void)
{
    /* Local scalars */
    char uplo, uplo_i;
    lapack_int n, n_i;
    lapack_int nrhs, nrhs_i;
    lapack_int ldb, ldb_i;
    lapack_int ldb_r;
    lapack_int info, info_i;
    lapack_int i;
    int failed;

    /* Local arrays */
    lapack_complex_double *ap = NULL, *ap_i = NULL;
    lapack_int *ipiv = NULL, *ipiv_i = NULL;
    lapack_complex_double *b = NULL, *b_i = NULL;
    lapack_complex_double *b_save = NULL;
    lapack_complex_double *ap_r = NULL;
    lapack_complex_double *b_r = NULL;

    /* Iniitialize the scalar parameters */
    init_scalars_zhptrs( &uplo, &n, &nrhs, &ldb );
    ldb_r = nrhs+2;
    uplo_i = uplo;
    n_i = n;
    nrhs_i = nrhs;
    ldb_i = ldb;

    /* Allocate memory for the LAPACK routine arrays */
    ap = (lapack_complex_double *)
        LAPACKE_malloc( ((n*(n+1)/2)) * sizeof(lapack_complex_double) );
    ipiv = (lapack_int *)LAPACKE_malloc( n * sizeof(lapack_int) );
    b = (lapack_complex_double *)
        LAPACKE_malloc( ldb*nrhs * sizeof(lapack_complex_double) );

    /* Allocate memory for the C interface function arrays */
    ap_i = (lapack_complex_double *)
        LAPACKE_malloc( ((n*(n+1)/2)) * sizeof(lapack_complex_double) );
    ipiv_i = (lapack_int *)LAPACKE_malloc( n * sizeof(lapack_int) );
    b_i = (lapack_complex_double *)
        LAPACKE_malloc( ldb*nrhs * sizeof(lapack_complex_double) );

    /* Allocate memory for the backup arrays */
    b_save = (lapack_complex_double *)
        LAPACKE_malloc( ldb*nrhs * sizeof(lapack_complex_double) );

    /* Allocate memory for the row-major arrays */
    ap_r = (lapack_complex_double *)
        LAPACKE_malloc( n*(n+1)/2 * sizeof(lapack_complex_double) );
    b_r = (lapack_complex_double *)
        LAPACKE_malloc( n*(nrhs+2) * sizeof(lapack_complex_double) );

    /* Initialize input arrays */
    init_ap( (n*(n+1)/2), ap );
    init_ipiv( n, ipiv );
    init_b( ldb*nrhs, b );

    /* Backup the ouptut arrays */
    for( i = 0; i < ldb*nrhs; i++ ) {
        b_save[i] = b[i];
    }

    /* Call the LAPACK routine */
    zhptrs_( &uplo, &n, &nrhs, ap, ipiv, b, &ldb, &info );

    /* Initialize input data, call the column-major middle-level
     * interface to LAPACK routine and check the results */
    for( i = 0; i < (n*(n+1)/2); i++ ) {
        ap_i[i] = ap[i];
    }
    for( i = 0; i < n; i++ ) {
        ipiv_i[i] = ipiv[i];
    }
    for( i = 0; i < ldb*nrhs; i++ ) {
        b_i[i] = b_save[i];
    }
    info_i = LAPACKE_zhptrs_work( LAPACK_COL_MAJOR, uplo_i, n_i, nrhs_i, ap_i,
                                  ipiv_i, b_i, ldb_i );

    failed = compare_zhptrs( b, b_i, info, info_i, ldb, nrhs );
    if( failed == 0 ) {
        printf( "PASSED: column-major middle-level interface to zhptrs\n" );
    } else {
        printf( "FAILED: column-major middle-level interface to zhptrs\n" );
    }

    /* Initialize input data, call the column-major high-level
     * interface to LAPACK routine and check the results */
    for( i = 0; i < (n*(n+1)/2); i++ ) {
        ap_i[i] = ap[i];
    }
    for( i = 0; i < n; i++ ) {
        ipiv_i[i] = ipiv[i];
    }
    for( i = 0; i < ldb*nrhs; i++ ) {
        b_i[i] = b_save[i];
    }
    info_i = LAPACKE_zhptrs( LAPACK_COL_MAJOR, uplo_i, n_i, nrhs_i, ap_i,
                             ipiv_i, b_i, ldb_i );

    failed = compare_zhptrs( b, b_i, info, info_i, ldb, nrhs );
    if( failed == 0 ) {
        printf( "PASSED: column-major high-level interface to zhptrs\n" );
    } else {
        printf( "FAILED: column-major high-level interface to zhptrs\n" );
    }

    /* Initialize input data, call the row-major middle-level
     * interface to LAPACK routine and check the results */
    for( i = 0; i < (n*(n+1)/2); i++ ) {
        ap_i[i] = ap[i];
    }
    for( i = 0; i < n; i++ ) {
        ipiv_i[i] = ipiv[i];
    }
    for( i = 0; i < ldb*nrhs; i++ ) {
        b_i[i] = b_save[i];
    }

    LAPACKE_zpp_trans( LAPACK_COL_MAJOR, uplo, n, ap_i, ap_r );
    LAPACKE_zge_trans( LAPACK_COL_MAJOR, n, nrhs, b_i, ldb, b_r, nrhs+2 );
    info_i = LAPACKE_zhptrs_work( LAPACK_ROW_MAJOR, uplo_i, n_i, nrhs_i, ap_r,
                                  ipiv_i, b_r, ldb_r );

    LAPACKE_zge_trans( LAPACK_ROW_MAJOR, n, nrhs, b_r, nrhs+2, b_i, ldb );

    failed = compare_zhptrs( b, b_i, info, info_i, ldb, nrhs );
    if( failed == 0 ) {
        printf( "PASSED: row-major middle-level interface to zhptrs\n" );
    } else {
        printf( "FAILED: row-major middle-level interface to zhptrs\n" );
    }

    /* Initialize input data, call the row-major high-level
     * interface to LAPACK routine and check the results */
    for( i = 0; i < (n*(n+1)/2); i++ ) {
        ap_i[i] = ap[i];
    }
    for( i = 0; i < n; i++ ) {
        ipiv_i[i] = ipiv[i];
    }
    for( i = 0; i < ldb*nrhs; i++ ) {
        b_i[i] = b_save[i];
    }

    /* Init row_major arrays */
    LAPACKE_zpp_trans( LAPACK_COL_MAJOR, uplo, n, ap_i, ap_r );
    LAPACKE_zge_trans( LAPACK_COL_MAJOR, n, nrhs, b_i, ldb, b_r, nrhs+2 );
    info_i = LAPACKE_zhptrs( LAPACK_ROW_MAJOR, uplo_i, n_i, nrhs_i, ap_r,
                             ipiv_i, b_r, ldb_r );

    LAPACKE_zge_trans( LAPACK_ROW_MAJOR, n, nrhs, b_r, nrhs+2, b_i, ldb );

    failed = compare_zhptrs( b, b_i, info, info_i, ldb, nrhs );
    if( failed == 0 ) {
        printf( "PASSED: row-major high-level interface to zhptrs\n" );
    } else {
        printf( "FAILED: row-major high-level interface to zhptrs\n" );
    }

    /* Release memory */
    if( ap != NULL ) {
        LAPACKE_free( ap );
    }
    if( ap_i != NULL ) {
        LAPACKE_free( ap_i );
    }
    if( ap_r != NULL ) {
        LAPACKE_free( ap_r );
    }
    if( ipiv != NULL ) {
        LAPACKE_free( ipiv );
    }
    if( ipiv_i != NULL ) {
        LAPACKE_free( ipiv_i );
    }
    if( b != NULL ) {
        LAPACKE_free( b );
    }
    if( b_i != NULL ) {
        LAPACKE_free( b_i );
    }
    if( b_r != NULL ) {
        LAPACKE_free( b_r );
    }
    if( b_save != NULL ) {
        LAPACKE_free( b_save );
    }

    return 0;
}
Example #7
0
/* Subroutine */ int zhprfs_(char *uplo, integer *n, integer *nrhs, 
	doublecomplex *ap, doublecomplex *afp, integer *ipiv, 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 ik, kk;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3], count;
    logical upper;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *), zhpmv_(char *, integer *, 
	    doublecomplex *, doublecomplex *, doublecomplex *, integer *, 
	    doublecomplex *, doublecomplex *, integer *), zaxpy_(
	    integer *, doublecomplex *, doublecomplex *, integer *, 
	    doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal lstres;
    extern /* Subroutine */ int zhptrs_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *, integer *);


/*  -- LAPACK routine (version 3.1) -- */
/*     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 */
/*  ======= */

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

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

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

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

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

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          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. */

/*  AFP     (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The factored form of the matrix A.  AFP contains the block */
/*          diagonal matrix D and the multipliers used to obtain the */
/*          factor U or L from the factorization A = U*D*U**H or */
/*          A = L*D*L**H as computed by ZHPTRF, stored as a packed */
/*          triangular matrix. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          Details of the interchanges and the block structure of D */
/*          as determined by ZHPTRF. */

/*  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/output) COMPLEX*16 array, dimension (LDX,NRHS) */
/*          On entry, the solution matrix X, as computed by ZHPTRS. */
/*          On exit, the improved 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 */

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

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

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

/*     .. 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;
    --afp;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*ldx < max(1,*n)) {
	*info = -10;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZHPRFS", &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;
    }

/*     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) {

	count = 1;
	lstres = 3.;
L20:

/*        Loop until stopping criterion is satisfied. */

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

	zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
	z__1.r = -1., z__1.i = -0.;
	zhpmv_(uplo, n, &z__1, &ap[1], &x[j * x_dim1 + 1], &c__1, &c_b1, &
		work[1], &c__1);

/*        Compute componentwise relative backward error from formula */

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

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

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = i__ + j * b_dim1;
	    rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = d_imag(&b[
		    i__ + j * b_dim1]), abs(d__2));
/* L30: */
	}

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

	kk = 1;
	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.;
		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));
		ik = kk;
		i__3 = k - 1;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    i__4 = ik;
		    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
			    d_imag(&ap[ik]), abs(d__2))) * xk;
		    i__4 = ik;
		    i__5 = i__ + j * x_dim1;
		    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[
			    ik]), abs(d__2))) * ((d__3 = x[i__5].r, abs(d__3))
			     + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)
			    ));
		    ++ik;
/* L40: */
		}
		i__3 = kk + k - 1;
		rwork[k] = rwork[k] + (d__1 = ap[i__3].r, abs(d__1)) * xk + s;
		kk += k;
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.;
		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 = kk;
		rwork[k] += (d__1 = ap[i__3].r, abs(d__1)) * xk;
		ik = kk + 1;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    i__4 = ik;
		    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
			    d_imag(&ap[ik]), abs(d__2))) * xk;
		    i__4 = ik;
		    i__5 = i__ + j * x_dim1;
		    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[
			    ik]), abs(d__2))) * ((d__3 = x[i__5].r, abs(d__3))
			     + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)
			    ));
		    ++ik;
/* L60: */
		}
		rwork[k] += s;
		kk += *n - k + 1;
/* L70: */
	    }
	}
	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);
	    }
/* L80: */
	}
	berr[j] = s;

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

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

/*           Update solution and try again. */

	    zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info);
	    zaxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1);
	    lstres = berr[j];
	    ++count;
	    goto L20;
	}

/*        Bound error from formula */

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

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

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

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

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
		i__3 = i__;
		rwork[i__] = (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;
	    }
/* L90: */
	}

	kase = 0;
L100:
	zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

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

		zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info);
		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;
/* L110: */
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    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;
/* L120: */
		}
		zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info);
	    }
	    goto L100;
	}

/*        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);
/* L130: */
	}
	if (lstres != 0.) {
	    ferr[j] /= lstres;
	}

/* L140: */
    }

    return 0;

/*     End of ZHPRFS */

} /* zhprfs_ */
Example #8
0
/* Subroutine */ int zhpcon_(char *uplo, integer *n, doublecomplex *ap, 
	integer *ipiv, doublereal *anorm, doublereal *rcond, doublecomplex *
	work, integer *info)
{
    /* System generated locals */
    integer i__1, i__2;

    /* Local variables */
    integer i__, ip, kase;
    integer isave[3];
    logical upper;
    doublereal ainvnm;

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

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

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

/*  ZHPCON estimates the reciprocal of the condition number of a complex */
/*  Hermitian packed matrix A using the factorization A = U*D*U**H or */
/*  A = L*D*L**H computed by ZHPTRF. */

/*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). */

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

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the details of the factorization are stored */
/*          as an upper or lower triangular matrix. */
/*          = 'U':  Upper triangular, form is A = U*D*U**H; */
/*          = 'L':  Lower triangular, form is A = L*D*L**H. */

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

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The block diagonal matrix D and the multipliers used to */
/*          obtain the factor U or L as computed by ZHPTRF, stored as a */
/*          packed triangular matrix. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          Details of the interchanges and the block structure of D */
/*          as determined by ZHPTRF. */

/*  ANORM   (input) DOUBLE PRECISION */
/*          The 1-norm of the original matrix A. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an */
/*          estimate of the 1-norm of inv(A) computed in this routine. */

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

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --work;
    --ipiv;
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*anorm < 0.) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZHPCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm <= 0.) {
	return 0;
    }

/*     Check that the diagonal matrix D is nonsingular. */

    if (upper) {

/*        Upper triangular storage: examine D from bottom to top */

	ip = *n * (*n + 1) / 2;
	for (i__ = *n; i__ >= 1; --i__) {
	    i__1 = ip;
	    if (ipiv[i__] > 0 && (ap[i__1].r == 0. && ap[i__1].i == 0.)) {
		return 0;
	    }
	    ip -= i__;
	}
    } else {

/*        Lower triangular storage: examine D from top to bottom. */

	ip = 1;
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    i__2 = ip;
	    if (ipiv[i__] > 0 && (ap[i__2].r == 0. && ap[i__2].i == 0.)) {
		return 0;
	    }
	    ip = ip + *n - i__ + 1;
	}
    }

/*     Estimate the 1-norm of the inverse. */

    kase = 0;
L30:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {

/*        Multiply by inv(L*D*L') or inv(U*D*U'). */

	zhptrs_(uplo, n, &c__1, &ap[1], &ipiv[1], &work[1], n, info);
	goto L30;
    }

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

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

    return 0;

/*     End of ZHPCON */

} /* zhpcon_ */