Esempio n. 1
0
/* Subroutine */ int dposvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, 
	char *equed, doublereal *s, doublereal *b, integer *ldb, doublereal *
	x, integer *ldx, doublereal *rcond, doublereal *ferr, doublereal *
	berr, doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2;
    doublereal d__1, d__2;

    /* Local variables */
    integer i__, j;
    doublereal amax, smin, smax;
    doublereal scond, anorm;
    logical equil, rcequ;
    logical nofact;
    doublereal bignum;
    integer infequ;
    doublereal smlnum;

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

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

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

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

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

/*  The following steps are performed: */

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

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

/*  3. If the leading i-by-i principal minor is not positive definite, */
/*     then the routine returns with INFO = i. Otherwise, the factored */
/*     form of A is used to estimate the condition number of the matrix */
/*     A.  If the reciprocal of the condition number is less than machine */
/*     precision, INFO = N+1 is returned as a warning, but the routine */
/*     still goes on to solve for X and compute error bounds as */
/*     described below. */

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

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

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

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

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

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

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

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

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the symmetric matrix A, except if FACT = 'F' and */
/*          EQUED = 'Y', then A must contain the equilibrated matrix */
/*          diag(S)*A*diag(S).  If UPLO = 'U', the leading */
/*          N-by-N upper triangular part of A contains the upper */
/*          triangular part of the matrix A, and the strictly lower */
/*          triangular part of A is not referenced.  If UPLO = 'L', the */
/*          leading N-by-N lower triangular part of A contains the lower */
/*          triangular part of the matrix A, and the strictly upper */
/*          triangular part of A is not referenced.  A is not modified if */
/*          FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N) */

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

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

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

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

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

/*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
	    equed, "N"))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = smin, d__2 = s[j];
		smin = min(d__1,d__2);
/* Computing MAX */
		d__1 = smax, d__2 = s[j];
		smax = max(d__1,d__2);
	    }
	    if (smin <= 0.) {
		*info = -10;
	    } else if (*n > 0) {
		scond = max(smin,smlnum) / min(smax,bignum);
	    } else {
		scond = 1.;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

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

    if (equil) {

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

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

/*           Equilibrate the matrix. */

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

/*     Scale the right hand side. */

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		b[i__ + j * b_dim1] = s[i__] * b[i__ + j * b_dim1];
	    }
	}
    }

    if (nofact || equil) {

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

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

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

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

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

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

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

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

/*     Compute the solution matrix X. */

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

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

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

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

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		x[i__ + j * x_dim1] = s[i__] * x[i__ + j * x_dim1];
	    }
	}
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] /= scond;
	}
    }

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

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

    return 0;

/*     End of DPOSVX */

} /* dposvx_ */
Esempio n. 2
0
/* Subroutine */ int ddrvpo_(logical *dotype, integer *nn, integer *nval, 
	integer *nrhs, doublereal *thresh, logical *tsterr, integer *nmax, 
	doublereal *a, doublereal *afac, doublereal *asav, doublereal *b, 
	doublereal *bsav, doublereal *x, doublereal *xact, doublereal *s, 
	doublereal *work, doublereal *rwork, integer *iwork, integer *nout)
{
    /* Initialized data */

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

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

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

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

    /* Local variables */
    integer i__, k, n, k1, nb, in, kl, ku, nt, lda;
    char fact[1];
    integer ioff, mode;
    doublereal amax;
    char path[3];
    integer imat, info;
    char dist[1], uplo[1], type__[1];
    integer nrun, ifact;
    extern /* Subroutine */ int dget04_(integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *);
    integer nfail, iseed[4], nfact;
    extern doublereal dget06_(doublereal *, doublereal *);
    extern logical lsame_(char *, char *);
    char equed[1];
    integer nbmin;
    doublereal rcond, roldc, scond;
    integer nimat;
    extern /* Subroutine */ int dpot01_(char *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *), dpot02_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *), dpot05_(char *, integer *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, doublereal *);
    doublereal anorm;
    logical equil;
    integer iuplo, izero, nerrs;
    extern /* Subroutine */ int dposv_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, integer *);
    logical zerot;
    char xtype[1];
    extern /* Subroutine */ int dlatb4_(char *, integer *, integer *, integer 
	    *, char *, integer *, integer *, doublereal *, integer *, 
	    doublereal *, char *), aladhd_(integer *, 
	    char *), alaerh_(char *, char *, integer *, integer *, 
	    char *, integer *, integer *, integer *, integer *, integer *, 
	    integer *, integer *, integer *, integer *);
    logical prefac;
    doublereal rcondc;
    logical nofact;
    integer iequed;
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    dlarhs_(char *, char *, char *, char *, integer *, integer *, 
	    integer *, integer *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, integer *, 
	    integer *), dlaset_(char *, 
	    integer *, integer *, doublereal *, doublereal *, doublereal *, 
	    integer *), alasvm_(char *, integer *, integer *, integer 
	    *, integer *);
    doublereal cndnum;
    extern /* Subroutine */ int dlatms_(integer *, integer *, char *, integer 
	    *, char *, doublereal *, integer *, doublereal *, doublereal *, 
	    integer *, integer *, char *, doublereal *, integer *, doublereal 
	    *, integer *);
    doublereal ainvnm;
    extern doublereal dlansy_(char *, char *, integer *, doublereal *, 
	    integer *, doublereal *);
    extern /* Subroutine */ int dlaqsy_(char *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *, doublereal *, char *), dpoequ_(integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *), dpotrf_(
	    char *, integer *, doublereal *, integer *, integer *), 
	    dpotri_(char *, integer *, doublereal *, integer *, integer *), xlaenv_(integer *, integer *), derrvx_(char *, integer *);
    doublereal result[6];
    extern /* Subroutine */ int dposvx_(char *, char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, char *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, integer *, 
	     integer *);

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



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

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

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

/*  DDRVPO tests the driver routines DPOSV and -SVX. */

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

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

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

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

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

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

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

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

/*  A       (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX) */

/*  AFAC    (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX) */

/*  ASAV    (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX) */

/*  B       (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */

/*  BSAV    (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */

/*  X       (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */

/*  XACT    (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */

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

/*  WORK    (workspace) DOUBLE PRECISION array, dimension */
/*                      (NMAX*max(3,NRHS)) */

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

/*  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;
    --s;
    --xact;
    --x;
    --bsav;
    --b;
    --asav;
    --afac;
    --a;
    --nval;
    --dotype;

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

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

    s_copy(path, "Double precision", (ftnlen)1, (ftnlen)16);
    s_copy(path + 1, "PO", (ftnlen)2, (ftnlen)2);
    nrun = 0;
    nfail = 0;
    nerrs = 0;
    for (i__ = 1; i__ <= 4; ++i__) {
	iseed[i__ - 1] = iseedy[i__ - 1];
/* L10: */
    }

/*     Test the error exits */

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

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

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

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

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

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

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

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

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

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

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

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

/*              Set up parameters with DLATB4 and generate a test matrix */
/*              with DLATMS. */

		dlatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, 
			&cndnum, dist);

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

/*              Check error code from DLATMS. */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*                             Equilibrate the matrix. */

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

/*                       Save the condition number of the */
/*                       non-equilibrated system for use in DGET04. */

			    if (equil) {
				roldc = rcondc;
			    }

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

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

/*                       Factor the matrix A. */

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

/*                       Form the inverse of A. */

			    dlacpy_(uplo, &n, &n, &afac[1], &lda, &a[1], &lda);
			    dpotri_(uplo, &n, &a[1], &lda, &info);

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

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

/*                    Restore the matrix A. */

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

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

			s_copy(srnamc_1.srnamt, "DLARHS", (ftnlen)32, (ftnlen)
				6);
			dlarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, 
				nrhs, &a[1], &lda, &xact[1], &lda, &b[1], &
				lda, iseed, &info);
			*(unsigned char *)xtype = 'C';
			dlacpy_("Full", &n, nrhs, &b[1], &lda, &bsav[1], &lda);

			if (nofact) {

/*                       --- Test DPOSV  --- */

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

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

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

/*                       Check error code from DPOSV . */

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

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

			    dpot01_(uplo, &n, &a[1], &lda, &afac[1], &lda, &
				    rwork[1], result);

/*                       Compute residual of the computed solution. */

			    dlacpy_("Full", &n, nrhs, &b[1], &lda, &work[1], &
				    lda);
			    dpot02_(uplo, &n, nrhs, &a[1], &lda, &x[1], &lda, 
				    &work[1], &lda, &rwork[1], &result[1]);

/*                       Check solution from generated exact solution. */

			    dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda, &
				    rcondc, &result[2]);
			    nt = 3;

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

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

/*                    --- Test DPOSVX --- */

			if (! prefac) {
			    dlaset_(uplo, &n, &n, &c_b50, &c_b50, &afac[1], &
				    lda);
			}
			dlaset_("Full", &n, nrhs, &c_b50, &c_b50, &x[1], &lda);
			if (iequed > 1 && n > 0) {

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

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

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

			s_copy(srnamc_1.srnamt, "DPOSVX", (ftnlen)32, (ftnlen)
				6);
			dposvx_(fact, uplo, &n, nrhs, &a[1], &lda, &afac[1], &
				lda, equed, &s[1], &b[1], &lda, &x[1], &lda, &
				rcond, &rwork[1], &rwork[*nrhs + 1], &work[1], 
				 &iwork[1], &info);

/*                    Check the error code from DPOSVX. */

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

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

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

				dpot01_(uplo, &n, &a[1], &lda, &afac[1], &lda, 
					 &rwork[(*nrhs << 1) + 1], result);
				k1 = 1;
			    } else {
				k1 = 2;
			    }

/*                       Compute residual of the computed solution. */

			    dlacpy_("Full", &n, nrhs, &bsav[1], &lda, &work[1]
, &lda);
			    dpot02_(uplo, &n, nrhs, &asav[1], &lda, &x[1], &
				    lda, &work[1], &lda, &rwork[(*nrhs << 1) 
				    + 1], &result[1]);

/*                       Check solution from generated exact solution. */

			    if (nofact || prefac && lsame_(equed, "N")) {
				dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda, 
					 &rcondc, &result[2]);
			    } else {
				dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda, 
					 &roldc, &result[2]);
			    }

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

			    dpot05_(uplo, &n, nrhs, &asav[1], &lda, &b[1], &
				    lda, &x[1], &lda, &xact[1], &lda, &rwork[
				    1], &rwork[*nrhs + 1], &result[3]);
			} else {
			    k1 = 6;
			}

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

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

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

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

/*     Print a summary of the results. */

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

    return 0;

/*     End of DDRVPO */

} /* ddrvpo_ */
Esempio n. 3
0
/* Subroutine */ int dsysvxx_(char *fact, char *uplo, integer *n, integer *
	nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, 
	integer *ipiv, char *equed, doublereal *s, doublereal *b, integer *
	ldb, doublereal *x, integer *ldx, doublereal *rcond, doublereal *
	rpvgrw, doublereal *berr, integer *n_err_bnds__, doublereal *
	err_bnds_norm__, doublereal *err_bnds_comp__, integer *nparams, 
	doublereal *params, doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 
	    err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    doublereal d__1, d__2;

    /* Local variables */
    integer j;
    doublereal amax, smin, smax;
    doublereal scond;
    logical equil, rcequ;
    logical nofact;
    doublereal bignum;
    integer infequ;
    doublereal smlnum;

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

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

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

/*     DSYSVXX uses the diagonal pivoting factorization to compute the */
/*     solution to a double precision system of linear equations A * X = B, where A */
/*     is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. */

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

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

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

/*     The following steps are performed: */

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

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

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

/*     2. If FACT = 'N' or 'E', the LU decomposition is used to factor */
/*     the matrix A (after equilibration if FACT = 'E') as */

/*        A = U * D * U**T,  if UPLO = 'U', or */
/*        A = L * D * L**T,  if UPLO = 'L', */

/*     where U (or L) is a product of permutation and unit upper (lower) */
/*     triangular matrices, and D is symmetric and block diagonal with */
/*     1-by-1 and 2-by-2 diagonal blocks. */

/*     3. 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 (see */
/*     argument RCOND).  If the reciprocal of the condition number is */
/*     less than machine precision, the routine still goes on to solve */
/*     for X and compute error bounds as described below. */

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

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

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

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

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

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

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

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

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

/*     A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*     The symmetric matrix A.  If UPLO = 'U', the leading N-by-N */
/*     upper triangular part of A contains the upper triangular */
/*     part of the matrix A, and the strictly lower triangular */
/*     part of A is not referenced.  If UPLO = 'L', the leading */
/*     N-by-N lower triangular part of A contains the lower */
/*     triangular part of the matrix A, and the strictly upper */
/*     triangular part of A is not referenced. */

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

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

/*     AF      (input or output) DOUBLE PRECISION array, dimension (LDAF,N) */
/*     If FACT = 'F', then AF is an input argument and on entry */
/*     contains the block diagonal matrix D and the multipliers */
/*     used to obtain the factor U or L from the factorization A = */
/*     U*D*U**T or A = L*D*L**T as computed by DSYTRF. */

/*     If FACT = 'N', then AF is an output argument and on exit */
/*     returns the block diagonal matrix D and the multipliers */
/*     used to obtain the factor U or L from the factorization A = */
/*     U*D*U**T or A = L*D*L**T. */

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

/*     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 DSYTRF.  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 DSYTRF. */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative */
/*            refinement or not. */
/*         Default: 1.0D+0 */
/*            = 0.0 : No refinement is performed, and no error bounds are */
/*                    computed. */
/*            = 1.0 : Use the extra-precise refinement algorithm. */
/*              (other values are reserved for future use) */

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

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

/*     WORK    (workspace) DOUBLE PRECISION array, dimension (4*N) */

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

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

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

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

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

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

    *rpvgrw = 0.;

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

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
	    equed, "N"))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = smin, d__2 = s[j];
		smin = min(d__1,d__2);
/* Computing MAX */
		d__1 = smax, d__2 = s[j];
		smax = max(d__1,d__2);
	    }
	    if (smin <= 0.) {
		*info = -10;
	    } else if (*n > 0) {
		scond = max(smin,smlnum) / min(smax,bignum);
	    } else {
		scond = 1.;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

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

    if (equil) {

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

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

/*     Equilibrate the matrix. */

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

/*     Scale the right-hand side. */

    if (rcequ) {
	dlascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }

    if (nofact || equil) {

/*        Compute the LU factorization of A. */

	dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
	i__1 = max(1,*n) * 5;
	dsytrf_(uplo, n, &af[af_offset], ldaf, &ipiv[1], &work[1], &i__1, 
		info);

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

	if (*info > 0) {

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

	    if (*n > 0) {
		*rpvgrw = dla_syrpvgrw__(uplo, n, info, &a[a_offset], lda, &
			af[af_offset], ldaf, &ipiv[1], &work[1], (ftnlen)1);
	    }
	    return 0;
	}
    }

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

    if (*n > 0) {
	*rpvgrw = dla_syrpvgrw__(uplo, n, info, &a[a_offset], lda, &af[
		af_offset], ldaf, &ipiv[1], &work[1], (ftnlen)1);
    }

/*     Compute the solution matrix X. */

    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dsytrs_(uplo, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx, 
	    info);

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

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

/*     Scale solutions. */

    if (rcequ) {
	dlascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }

    return 0;

/*     End of DSYSVXX */

} /* dsysvxx_ */
Esempio n. 4
0
/* Subroutine */
int dsysvxx_(char *fact, char *uplo, integer *n, integer * nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer *ipiv, char *equed, doublereal *s, doublereal *b, integer * ldb, doublereal *x, integer *ldx, doublereal *rcond, doublereal * rpvgrw, doublereal *berr, integer *n_err_bnds__, doublereal * err_bnds_norm__, doublereal *err_bnds_comp__, integer *nparams, doublereal *params, doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    doublereal d__1, d__2;
    /* Local variables */
    integer j;
    doublereal amax, smin, smax;
    extern doublereal dla_syrpvgrw_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, doublereal *);
    extern logical lsame_(char *, char *);
    doublereal scond;
    logical equil, rcequ;
    extern doublereal dlamch_(char *);
    logical nofact;
    extern /* Subroutine */
    int dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
    doublereal bignum;
    integer infequ;
    extern /* Subroutine */
    int dlaqsy_(char *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, char *);
    doublereal smlnum;
    extern /* Subroutine */
    int dsytrf_(char *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlascl2_(integer *, integer *, doublereal *, doublereal *, integer *), dsytrs_(char *, integer *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dsyequb_(char *, integer *, doublereal *, integer *, doublereal * , doublereal *, doublereal *, doublereal *, integer *), dsyrfsx_(char *, char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *);
    /* -- LAPACK driver 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 .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --iwork;
    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = dlamch_("Safe minimum");
    bignum = 1. / smlnum;
    if (nofact || equil)
    {
        *(unsigned char *)equed = 'N';
        rcequ = FALSE_;
    }
    else
    {
        rcequ = lsame_(equed, "Y");
    }
    /* Default is failure. If an input parameter is wrong or */
    /* factorization fails, make everything look horrible. Only the */
    /* pivot growth is set here, the rest is initialized in DSYRFSX. */
    *rpvgrw = 0.;
    /* Test the input parameters. PARAMS is not tested until DSYRFSX. */
    if (! nofact && ! equil && ! lsame_(fact, "F"))
    {
        *info = -1;
    }
    else if (! lsame_(uplo, "U") && ! lsame_(uplo, "L"))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    else if (*nrhs < 0)
    {
        *info = -4;
    }
    else if (*lda < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -8;
    }
    else if (lsame_(fact, "F") && ! (rcequ || lsame_( equed, "N")))
    {
        *info = -9;
    }
    else
    {
        if (rcequ)
        {
            smin = bignum;
            smax = 0.;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                /* Computing MIN */
                d__1 = smin;
                d__2 = s[j]; // , expr subst
                smin = min(d__1,d__2);
                /* Computing MAX */
                d__1 = smax;
                d__2 = s[j]; // , expr subst
                smax = max(d__1,d__2);
                /* L10: */
            }
            if (smin <= 0.)
            {
                *info = -10;
            }
            else if (*n > 0)
            {
                scond = max(smin,smlnum) / min(smax,bignum);
            }
            else
            {
                scond = 1.;
            }
        }
        if (*info == 0)
        {
            if (*ldb < max(1,*n))
            {
                *info = -12;
            }
            else if (*ldx < max(1,*n))
            {
                *info = -14;
            }
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DSYSVXX", &i__1);
        return 0;
    }
    if (equil)
    {
        /* Compute row and column scalings to equilibrate the matrix A. */
        dsyequb_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, &work[1], & infequ);
        if (infequ == 0)
        {
            /* Equilibrate the matrix. */
            dlaqsy_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
            rcequ = lsame_(equed, "Y");
        }
    }
    /* Scale the right-hand side. */
    if (rcequ)
    {
        dlascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }
    if (nofact || equil)
    {
        /* Compute the LDL^T or UDU^T factorization of A. */
        dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        i__1 = max(1,*n) * 5;
        dsytrf_(uplo, n, &af[af_offset], ldaf, &ipiv[1], &work[1], &i__1, info);
        /* Return if INFO is non-zero. */
        if (*info > 0)
        {
            /* Pivot in column INFO is exactly 0 */
            /* Compute the reciprocal pivot growth factor of the */
            /* leading rank-deficient INFO columns of A. */
            if (*n > 0)
            {
                *rpvgrw = dla_syrpvgrw_(uplo, n, info, &a[a_offset], lda, & af[af_offset], ldaf, &ipiv[1], &work[1]);
            }
            return 0;
        }
    }
    /* Compute the reciprocal pivot growth factor RPVGRW. */
    if (*n > 0)
    {
        *rpvgrw = dla_syrpvgrw_(uplo, n, info, &a[a_offset], lda, &af[ af_offset], ldaf, &ipiv[1], &work[1]);
    }
    /* Compute the solution matrix X. */
    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dsytrs_(uplo, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx, info);
    /* Use iterative refinement to improve the computed solution and */
    /* compute error bounds and backward error estimates for it. */
    dsyrfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, & ipiv[1], &s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, & berr[1], n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], & err_bnds_comp__[err_bnds_comp_offset], nparams, &params[1], &work[ 1], &iwork[1], info);
    /* Scale solutions. */
    if (rcequ)
    {
        dlascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }
    return 0;
    /* End of DSYSVXX */
}