Exemplo n.º 1
0
int
f2c_stpsv(char* uplo, char* trans, char* diag, integer* N, 
          real* Ap, 
          real* X, integer* incX)
{
    stpsv_(uplo, trans, diag,
           N, Ap, X, incX);
    return 0;
} 
Exemplo n.º 2
0
/* Subroutine */ int slatps_(char *uplo, char *trans, char *diag, char *
	normin, integer *n, real *ap, real *x, real *scale, real *cnorm, 
	integer *info)
{
/*  -- LAPACK auxiliary routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1992   


    Purpose   
    =======   

    SLATPS solves one of the triangular systems   

       A *x = s*b  or  A'*x = s*b   

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

    Arguments   
    =========   

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

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

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

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

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

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

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

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

    CNORM   (input or output) REAL array, dimension (N)   

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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


       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static real c_b36 = .5f;
    
    /* System generated locals */
    integer i__1, i__2, i__3;
    real r__1, r__2, r__3;
    /* Local variables */
    static integer jinc, jlen;
    static real xbnd;
    static integer imax;
    static real tmax, tjjs;
    extern doublereal sdot_(integer *, real *, integer *, real *, integer *);
    static real xmax, grow, sumj;
    static integer i__, j;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    static real tscal, uscal;
    static integer jlast;
    extern doublereal sasum_(integer *, real *, integer *);
    static logical upper;
    extern /* Subroutine */ int saxpy_(integer *, real *, real *, integer *, 
	    real *, integer *), stpsv_(char *, char *, char *, integer *, 
	    real *, real *, integer *);
    static integer ip;
    static real xj;
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static real bignum;
    extern integer isamax_(integer *, real *, integer *);
    static logical notran;
    static integer jfirst;
    static real smlnum;
    static logical nounit;
    static real rec, tjj;


    --cnorm;
    --x;
    --ap;

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

/*     Test the input parameters. */

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

/*     Quick return if possible */

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

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

    smlnum = slamch_("Safe minimum") / slamch_("Precision");
    bignum = 1.f / smlnum;
    *scale = 1.f;

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

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

	if (upper) {

/*           A is upper triangular. */

	    ip = 1;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
		i__2 = j - 1;
		cnorm[j] = sasum_(&i__2, &ap[ip], &c__1);
		ip += j;
/* L10: */
	    }
	} else {

/*           A is lower triangular. */

	    ip = 1;
	    i__1 = *n - 1;
	    for (j = 1; j <= i__1; ++j) {
		i__2 = *n - j;
		cnorm[j] = sasum_(&i__2, &ap[ip + 1], &c__1);
		ip = ip + *n - j + 1;
/* L20: */
	    }
	    cnorm[*n] = 0.f;
	}
    }

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

    imax = isamax_(n, &cnorm[1], &c__1);
    tmax = cnorm[imax];
    if (tmax <= bignum) {
	tscal = 1.f;
    } else {
	tscal = 1.f / (smlnum * tmax);
	sscal_(n, &tscal, &cnorm[1], &c__1);
    }

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

    j = isamax_(n, &x[1], &c__1);
    xmax = (r__1 = x[j], dabs(r__1));
    xbnd = xmax;
    if (notran) {

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

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

	if (tscal != 1.f) {
	    grow = 0.f;
	    goto L50;
	}

	if (nounit) {

/*           A is non-unit triangular.   

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

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

/*              Exit the loop if the growth factor is too small. */

		if (grow <= smlnum) {
		    goto L50;
		}

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

		tjj = (r__1 = ap[ip], dabs(r__1));
/* Computing MIN */
		r__1 = xbnd, r__2 = dmin(1.f,tjj) * grow;
		xbnd = dmin(r__1,r__2);
		if (tjj + cnorm[j] >= smlnum) {

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

		    grow *= tjj / (tjj + cnorm[j]);
		} else {

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

		    grow = 0.f;
		}
		ip += jinc * jlen;
		--jlen;
/* L30: */
	    }
	    grow = xbnd;
	} else {

/*           A is unit triangular.   

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

   Computing MIN */
	    r__1 = 1.f, r__2 = 1.f / dmax(xbnd,smlnum);
	    grow = dmin(r__1,r__2);
	    i__2 = jlast;
	    i__1 = jinc;
	    for (j = jfirst; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) {

/*              Exit the loop if the growth factor is too small. */

		if (grow <= smlnum) {
		    goto L50;
		}

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

		grow *= 1.f / (cnorm[j] + 1.f);
/* L40: */
	    }
	}
L50:

	;
    } else {

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

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

	if (tscal != 1.f) {
	    grow = 0.f;
	    goto L80;
	}

	if (nounit) {

/*           A is non-unit triangular.   

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

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

/*              Exit the loop if the growth factor is too small. */

		if (grow <= smlnum) {
		    goto L80;
		}

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

		xj = cnorm[j] + 1.f;
/* Computing MIN */
		r__1 = grow, r__2 = xbnd / xj;
		grow = dmin(r__1,r__2);

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

		tjj = (r__1 = ap[ip], dabs(r__1));
		if (xj > tjj) {
		    xbnd *= tjj / xj;
		}
		++jlen;
		ip += jinc * jlen;
/* L60: */
	    }
	    grow = dmin(grow,xbnd);
	} else {

/*           A is unit triangular.   

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

   Computing MIN */
	    r__1 = 1.f, r__2 = 1.f / dmax(xbnd,smlnum);
	    grow = dmin(r__1,r__2);
	    i__2 = jlast;
	    i__1 = jinc;
	    for (j = jfirst; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) {

/*              Exit the loop if the growth factor is too small. */

		if (grow <= smlnum) {
		    goto L80;
		}

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

		xj = cnorm[j] + 1.f;
		grow /= xj;
/* L70: */
	    }
	}
L80:
	;
    }

    if (grow * tscal > smlnum) {

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

	stpsv_(uplo, trans, diag, n, &ap[1], &x[1], &c__1);
    } else {

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

	if (xmax > bignum) {

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

	    *scale = bignum / xmax;
	    sscal_(n, scale, &x[1], &c__1);
	    xmax = bignum;
	}

	if (notran) {

/*           Solve A * x = b */

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

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

		xj = (r__1 = x[j], dabs(r__1));
		if (nounit) {
		    tjjs = ap[ip] * tscal;
		} else {
		    tjjs = tscal;
		    if (tscal == 1.f) {
			goto L95;
		    }
		}
		tjj = dabs(tjjs);
		if (tjj > smlnum) {

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

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

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

			    rec = 1.f / xj;
			    sscal_(n, &rec, &x[1], &c__1);
			    *scale *= rec;
			    xmax *= rec;
			}
		    }
		    x[j] /= tjjs;
		    xj = (r__1 = x[j], dabs(r__1));
		} else if (tjj > 0.f) {

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

		    if (xj > tjj * bignum) {

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

			rec = tjj * bignum / xj;
			if (cnorm[j] > 1.f) {

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

			    rec /= cnorm[j];
			}
			sscal_(n, &rec, &x[1], &c__1);
			*scale *= rec;
			xmax *= rec;
		    }
		    x[j] /= tjjs;
		    xj = (r__1 = x[j], dabs(r__1));
		} else {

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

		    i__3 = *n;
		    for (i__ = 1; i__ <= i__3; ++i__) {
			x[i__] = 0.f;
/* L90: */
		    }
		    x[j] = 1.f;
		    xj = 1.f;
		    *scale = 0.f;
		    xmax = 0.f;
		}
L95:

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

		if (xj > 1.f) {
		    rec = 1.f / xj;
		    if (cnorm[j] > (bignum - xmax) * rec) {

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

			rec *= .5f;
			sscal_(n, &rec, &x[1], &c__1);
			*scale *= rec;
		    }
		} else if (xj * cnorm[j] > bignum - xmax) {

/*                 Scale x by 1/2. */

		    sscal_(n, &c_b36, &x[1], &c__1);
		    *scale *= .5f;
		}

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

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

			i__3 = j - 1;
			r__1 = -x[j] * tscal;
			saxpy_(&i__3, &r__1, &ap[ip - j + 1], &c__1, &x[1], &
				c__1);
			i__3 = j - 1;
			i__ = isamax_(&i__3, &x[1], &c__1);
			xmax = (r__1 = x[i__], dabs(r__1));
		    }
		    ip -= j;
		} else {
		    if (j < *n) {

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

			i__3 = *n - j;
			r__1 = -x[j] * tscal;
			saxpy_(&i__3, &r__1, &ap[ip + 1], &c__1, &x[j + 1], &
				c__1);
			i__3 = *n - j;
			i__ = j + isamax_(&i__3, &x[j + 1], &c__1);
			xmax = (r__1 = x[i__], dabs(r__1));
		    }
		    ip = ip + *n - j + 1;
		}
/* L100: */
	    }

	} else {

/*           Solve A' * x = b */

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

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

		xj = (r__1 = x[j], dabs(r__1));
		uscal = tscal;
		rec = 1.f / dmax(xmax,1.f);
		if (cnorm[j] > (bignum - xj) * rec) {

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

		    rec *= .5f;
		    if (nounit) {
			tjjs = ap[ip] * tscal;
		    } else {
			tjjs = tscal;
		    }
		    tjj = dabs(tjjs);
		    if (tjj > 1.f) {

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

   Computing MIN */
			r__1 = 1.f, r__2 = rec * tjj;
			rec = dmin(r__1,r__2);
			uscal /= tjjs;
		    }
		    if (rec < 1.f) {
			sscal_(n, &rec, &x[1], &c__1);
			*scale *= rec;
			xmax *= rec;
		    }
		}

		sumj = 0.f;
		if (uscal == 1.f) {

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

		    if (upper) {
			i__3 = j - 1;
			sumj = sdot_(&i__3, &ap[ip - j + 1], &c__1, &x[1], &
				c__1);
		    } else if (j < *n) {
			i__3 = *n - j;
			sumj = sdot_(&i__3, &ap[ip + 1], &c__1, &x[j + 1], &
				c__1);
		    }
		} else {

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

		    if (upper) {
			i__3 = j - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    sumj += ap[ip - j + i__] * uscal * x[i__];
/* L110: */
			}
		    } else if (j < *n) {
			i__3 = *n - j;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    sumj += ap[ip + i__] * uscal * x[j + i__];
/* L120: */
			}
		    }
		}

		if (uscal == tscal) {

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

		    x[j] -= sumj;
		    xj = (r__1 = x[j], dabs(r__1));
		    if (nounit) {

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

			tjjs = ap[ip] * tscal;
		    } else {
			tjjs = tscal;
			if (tscal == 1.f) {
			    goto L135;
			}
		    }
		    tjj = dabs(tjjs);
		    if (tjj > smlnum) {

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

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

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

				rec = 1.f / xj;
				sscal_(n, &rec, &x[1], &c__1);
				*scale *= rec;
				xmax *= rec;
			    }
			}
			x[j] /= tjjs;
		    } else if (tjj > 0.f) {

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

			if (xj > tjj * bignum) {

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

			    rec = tjj * bignum / xj;
			    sscal_(n, &rec, &x[1], &c__1);
			    *scale *= rec;
			    xmax *= rec;
			}
			x[j] /= tjjs;
		    } else {

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

			i__3 = *n;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    x[i__] = 0.f;
/* L130: */
			}
			x[j] = 1.f;
			*scale = 0.f;
			xmax = 0.f;
		    }
L135:
		    ;
		} else {

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

		    x[j] = x[j] / tjjs - sumj;
		}
/* Computing MAX */
		r__2 = xmax, r__3 = (r__1 = x[j], dabs(r__1));
		xmax = dmax(r__2,r__3);
		++jlen;
		ip += jinc * jlen;
/* L140: */
	    }
	}
	*scale /= tscal;
    }

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

    if (tscal != 1.f) {
	r__1 = 1.f / tscal;
	sscal_(n, &r__1, &cnorm[1], &c__1);
    }

    return 0;

/*     End of SLATPS */

} /* slatps_ */
Exemplo n.º 3
0
/* Subroutine */
int stprfs_(char *uplo, char *trans, char *diag, integer *n, integer *nrhs, real *ap, real *b, integer *ldb, real *x, integer *ldx, real *ferr, real *berr, real *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3;
    real r__1, r__2, r__3;
    /* Local variables */
    integer i__, j, k;
    real s;
    integer kc;
    real xk;
    integer nz;
    real eps;
    integer kase;
    real safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */
    int scopy_(integer *, real *, integer *, real *, integer *), saxpy_(integer *, real *, real *, integer *, real *, integer *), stpmv_(char *, char *, char *, integer *, real *, real *, integer *), stpsv_(char *, char *, char *, integer *, real *, real *, integer *), slacn2_(integer *, real *, real *, integer *, real *, integer *, integer *);
    extern real slamch_(char *);
    real safmin;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    logical notran;
    char transt[1];
    logical nounit;
    real lstres;
    /* -- 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 .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    notran = lsame_(trans, "N");
    nounit = lsame_(diag, "N");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, "C"))
    {
        *info = -2;
    }
    else if (! nounit && ! lsame_(diag, "U"))
    {
        *info = -3;
    }
    else if (*n < 0)
    {
        *info = -4;
    }
    else if (*nrhs < 0)
    {
        *info = -5;
    }
    else if (*ldb < max(1,*n))
    {
        *info = -8;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -10;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("STPRFS", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0 || *nrhs == 0)
    {
        i__1 = *nrhs;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            ferr[j] = 0.f;
            berr[j] = 0.f;
            /* L10: */
        }
        return 0;
    }
    if (notran)
    {
        *(unsigned char *)transt = 'T';
    }
    else
    {
        *(unsigned char *)transt = 'N';
    }
    /* NZ = maximum number of nonzero elements in each row of A, plus 1 */
    nz = *n + 1;
    eps = slamch_("Epsilon");
    safmin = slamch_("Safe minimum");
    safe1 = nz * safmin;
    safe2 = safe1 / eps;
    /* Do for each right hand side */
    i__1 = *nrhs;
    for (j = 1;
            j <= i__1;
            ++j)
    {
        /* Compute residual R = B - op(A) * X, */
        /* where op(A) = A or A**T, depending on TRANS. */
        scopy_(n, &x[j * x_dim1 + 1], &c__1, &work[*n + 1], &c__1);
        stpmv_(uplo, trans, diag, n, &ap[1], &work[*n + 1], &c__1);
        saxpy_(n, &c_b19, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);
        /* Compute componentwise relative backward error from formula */
        /* max(i) ( f2c_abs(R(i)) / ( f2c_abs(op(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__)
        {
            work[i__] = (r__1 = b[i__ + j * b_dim1], f2c_abs(r__1));
            /* L20: */
        }
        if (notran)
        {
            /* Compute f2c_abs(A)*f2c_abs(X) + f2c_abs(B). */
            if (upper)
            {
                kc = 1;
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        xk = (r__1 = x[k + j * x_dim1], f2c_abs(r__1));
                        i__3 = k;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            work[i__] += (r__1 = ap[kc + i__ - 1], f2c_abs(r__1)) * xk;
                            /* L30: */
                        }
                        kc += k;
                        /* L40: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        xk = (r__1 = x[k + j * x_dim1], f2c_abs(r__1));
                        i__3 = k - 1;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            work[i__] += (r__1 = ap[kc + i__ - 1], f2c_abs(r__1)) * xk;
                            /* L50: */
                        }
                        work[k] += xk;
                        kc += k;
                        /* L60: */
                    }
                }
            }
            else
            {
                kc = 1;
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        xk = (r__1 = x[k + j * x_dim1], f2c_abs(r__1));
                        i__3 = *n;
                        for (i__ = k;
                                i__ <= i__3;
                                ++i__)
                        {
                            work[i__] += (r__1 = ap[kc + i__ - k], f2c_abs(r__1)) * xk;
                            /* L70: */
                        }
                        kc = kc + *n - k + 1;
                        /* L80: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        xk = (r__1 = x[k + j * x_dim1], f2c_abs(r__1));
                        i__3 = *n;
                        for (i__ = k + 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            work[i__] += (r__1 = ap[kc + i__ - k], f2c_abs(r__1)) * xk;
                            /* L90: */
                        }
                        work[k] += xk;
                        kc = kc + *n - k + 1;
                        /* L100: */
                    }
                }
            }
        }
        else
        {
            /* Compute f2c_abs(A**T)*f2c_abs(X) + f2c_abs(B). */
            if (upper)
            {
                kc = 1;
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        s = 0.f;
                        i__3 = k;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            s += (r__1 = ap[kc + i__ - 1], f2c_abs(r__1)) * (r__2 = x[i__ + j * x_dim1], f2c_abs(r__2));
                            /* L110: */
                        }
                        work[k] += s;
                        kc += k;
                        /* L120: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        s = (r__1 = x[k + j * x_dim1], f2c_abs(r__1));
                        i__3 = k - 1;
                        for (i__ = 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            s += (r__1 = ap[kc + i__ - 1], f2c_abs(r__1)) * (r__2 = x[i__ + j * x_dim1], f2c_abs(r__2));
                            /* L130: */
                        }
                        work[k] += s;
                        kc += k;
                        /* L140: */
                    }
                }
            }
            else
            {
                kc = 1;
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        s = 0.f;
                        i__3 = *n;
                        for (i__ = k;
                                i__ <= i__3;
                                ++i__)
                        {
                            s += (r__1 = ap[kc + i__ - k], f2c_abs(r__1)) * (r__2 = x[i__ + j * x_dim1], f2c_abs(r__2));
                            /* L150: */
                        }
                        work[k] += s;
                        kc = kc + *n - k + 1;
                        /* L160: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        s = (r__1 = x[k + j * x_dim1], f2c_abs(r__1));
                        i__3 = *n;
                        for (i__ = k + 1;
                                i__ <= i__3;
                                ++i__)
                        {
                            s += (r__1 = ap[kc + i__ - k], f2c_abs(r__1)) * (r__2 = x[i__ + j * x_dim1], f2c_abs(r__2));
                            /* L170: */
                        }
                        work[k] += s;
                        kc = kc + *n - k + 1;
                        /* L180: */
                    }
                }
            }
        }
        s = 0.f;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (work[i__] > safe2)
            {
                /* Computing MAX */
                r__2 = s;
                r__3 = (r__1 = work[*n + i__], f2c_abs(r__1)) / work[ i__]; // , expr subst
                s = max(r__2,r__3);
            }
            else
            {
                /* Computing MAX */
                r__2 = s;
                r__3 = ((r__1 = work[*n + i__], f2c_abs(r__1)) + safe1) / (work[i__] + safe1); // , expr subst
                s = max(r__2,r__3);
            }
            /* L190: */
        }
        berr[j] = s;
        /* Bound error from formula */
        /* norm(X - XTRUE) / norm(X) .le. FERR = */
        /* norm( f2c_abs(inv(op(A)))* */
        /* ( f2c_abs(R) + NZ*EPS*( f2c_abs(op(A))*f2c_abs(X)+f2c_abs(B) ))) / norm(X) */
        /* where */
        /* norm(Z) is the magnitude of the largest component of Z */
        /* inv(op(A)) is the inverse of op(A) */
        /* 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(op(A))*f2c_abs(X)+f2c_abs(B)) */
        /* is incremented by SAFE1 if the i-th component of */
        /* f2c_abs(op(A))*f2c_abs(X) + f2c_abs(B) is less than SAFE2. */
        /* Use SLACN2 to estimate the infinity-norm of the matrix */
        /* inv(op(A)) * diag(W), */
        /* where W = f2c_abs(R) + NZ*EPS*( f2c_abs(op(A))*f2c_abs(X)+f2c_abs(B) ))) */
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (work[i__] > safe2)
            {
                work[i__] = (r__1 = work[*n + i__], f2c_abs(r__1)) + nz * eps * work[i__];
            }
            else
            {
                work[i__] = (r__1 = work[*n + i__], f2c_abs(r__1)) + nz * eps * work[i__] + safe1;
            }
            /* L200: */
        }
        kase = 0;
L210:
        slacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], & kase, isave);
        if (kase != 0)
        {
            if (kase == 1)
            {
                /* Multiply by diag(W)*inv(op(A)**T). */
                stpsv_(uplo, transt, diag, n, &ap[1], &work[*n + 1], &c__1);
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    work[*n + i__] = work[i__] * work[*n + i__];
                    /* L220: */
                }
            }
            else
            {
                /* Multiply by inv(op(A))*diag(W). */
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    work[*n + i__] = work[i__] * work[*n + i__];
                    /* L230: */
                }
                stpsv_(uplo, trans, diag, n, &ap[1], &work[*n + 1], &c__1);
            }
            goto L210;
        }
        /* Normalize error. */
        lstres = 0.f;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            /* Computing MAX */
            r__2 = lstres;
            r__3 = (r__1 = x[i__ + j * x_dim1], f2c_abs(r__1)); // , expr subst
            lstres = max(r__2,r__3);
            /* L240: */
        }
        if (lstres != 0.f)
        {
            ferr[j] /= lstres;
        }
        /* L250: */
    }
    return 0;
    /* End of STPRFS */
}
Exemplo n.º 4
0
/* Subroutine */ int sspgvd_(integer *itype, char *jobz, char *uplo, integer *
	n, real *ap, real *bp, real *w, real *z__, integer *ldz, real *work, 
	integer *lwork, integer *iwork, integer *liwork, integer *info)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    real r__1, r__2;

    /* Local variables */
    integer j, neig;
    extern logical lsame_(char *, char *);
    integer lwmin;
    char trans[1];
    logical upper, wantz;
    extern /* Subroutine */ int stpmv_(char *, char *, char *, integer *, 
	    real *, real *, integer *), stpsv_(char *, 
	     char *, char *, integer *, real *, real *, integer *), xerbla_(char *, integer *);
    integer liwmin;
    extern /* Subroutine */ int sspevd_(char *, char *, integer *, real *, 
	    real *, real *, integer *, real *, integer *, integer *, integer *
, integer *), spptrf_(char *, integer *, real *, 
	    integer *);
    logical lquery;
    extern /* Subroutine */ int sspgst_(integer *, char *, integer *, real *, 
	    real *, integer *);


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          If N <= 1,               LWORK >= 1. */
/*          If JOBZ = 'N' and N > 1, LWORK >= 2*N. */
/*          If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. */

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

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

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

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

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

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

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

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

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

/*     Test the input parameters. */

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

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

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

    if (*info == 0) {
	if (*n <= 1) {
	    liwmin = 1;
	    lwmin = 1;
	} else {
	    if (wantz) {
		liwmin = *n * 5 + 3;
/* Computing 2nd power */
		i__1 = *n;
		lwmin = *n * 6 + 1 + (i__1 * i__1 << 1);
	    } else {
		liwmin = 1;
		lwmin = *n << 1;
	    }
	}
	work[1] = (real) lwmin;
	iwork[1] = liwmin;

	if (*lwork < lwmin && ! lquery) {
	    *info = -11;
	} else if (*liwork < liwmin && ! lquery) {
	    *info = -13;
	}
    }

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

/*     Quick return if possible */

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

/*     Form a Cholesky factorization of BP. */

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

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

    sspgst_(itype, uplo, n, &ap[1], &bp[1], info);
    sspevd_(jobz, uplo, n, &ap[1], &w[1], &z__[z_offset], ldz, &work[1], 
	    lwork, &iwork[1], liwork, info);
/* Computing MAX */
    r__1 = (real) lwmin;
    lwmin = dmax(r__1,work[1]);
/* Computing MAX */
    r__1 = (real) liwmin, r__2 = (real) iwork[1];
    liwmin = dmax(r__1,r__2);

    if (wantz) {

/*        Backtransform eigenvectors to the original problem. */

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

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

	    if (upper) {
		*(unsigned char *)trans = 'N';
	    } else {
		*(unsigned char *)trans = 'T';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpsv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 + 
			1], &c__1);
/* L10: */
	    }

	} else if (*itype == 3) {

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

	    if (upper) {
		*(unsigned char *)trans = 'T';
	    } else {
		*(unsigned char *)trans = 'N';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpmv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 + 
			1], &c__1);
/* L20: */
	    }
	}
    }

    work[1] = (real) lwmin;
    iwork[1] = liwmin;

    return 0;

/*     End of SSPGVD */

} /* sspgvd_ */
Exemplo n.º 5
0
/* Subroutine */ int sspgst_(integer *itype, char *uplo, integer *n, real *ap, 
	 real *bp, integer *info)
{
    /* System generated locals */
    integer i__1, i__2;
    real r__1;

    /* Local variables */
    integer j, k, j1, k1, jj, kk;
    real ct, ajj;
    integer j1j1;
    real akk;
    integer k1k1;
    real bjj, bkk;
    extern doublereal sdot_(integer *, real *, integer *, real *, integer *);
    extern /* Subroutine */ int sspr2_(char *, integer *, real *, real *, 
	    integer *, real *, integer *, real *);
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    logical upper;
    extern /* Subroutine */ int saxpy_(integer *, real *, real *, integer *, 
	    real *, integer *), sspmv_(char *, integer *, real *, real *, 
	    real *, integer *, real *, real *, integer *), stpmv_(
	    char *, char *, char *, integer *, real *, real *, integer *), stpsv_(char *, char *, char *, integer *, 
	     real *, real *, integer *), xerbla_(char 
	    *, integer *);


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

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

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

/*  SSPGST reduces a real symmetric-definite generalized eigenproblem */
/*  to standard form, using packed storage. */

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

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

/*  B must have been previously factorized as U**T*U or L*L**T by SPPTRF. */

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

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

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored and B is factored as */
/*                  U**T*U; */
/*          = 'L':  Lower triangle of A is stored and B is factored as */
/*                  L*L**T. */

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

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

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

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

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

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

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

/*     Test the input parameters. */

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

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

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

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

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

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

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

		bjj = bp[jj];
		stpsv_(uplo, "Transpose", "Nonunit", &j, &bp[1], &ap[j1], &
			c__1);
		i__2 = j - 1;
		sspmv_(uplo, &i__2, &c_b9, &ap[1], &bp[j1], &c__1, &c_b11, &
			ap[j1], &c__1);
		i__2 = j - 1;
		r__1 = 1.f / bjj;
		sscal_(&i__2, &r__1, &ap[j1], &c__1);
		i__2 = j - 1;
		ap[jj] = (ap[jj] - sdot_(&i__2, &ap[j1], &c__1, &bp[j1], &
			c__1)) / bjj;
/* L10: */
	    }
	} else {

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

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

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

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

		akk = ap[kk];
		bkk = bp[kk];
/* Computing 2nd power */
		r__1 = bkk;
		akk /= r__1 * r__1;
		ap[kk] = akk;
		if (k < *n) {
		    i__2 = *n - k;
		    r__1 = 1.f / bkk;
		    sscal_(&i__2, &r__1, &ap[kk + 1], &c__1);
		    ct = akk * -.5f;
		    i__2 = *n - k;
		    saxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1)
			    ;
		    i__2 = *n - k;
		    sspr2_(uplo, &i__2, &c_b9, &ap[kk + 1], &c__1, &bp[kk + 1]
, &c__1, &ap[k1k1]);
		    i__2 = *n - k;
		    saxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1)
			    ;
		    i__2 = *n - k;
		    stpsv_(uplo, "No transpose", "Non-unit", &i__2, &bp[k1k1], 
			     &ap[kk + 1], &c__1);
		}
		kk = k1k1;
/* L20: */
	    }
	}
    } else {
	if (upper) {

/*           Compute U*A*U' */

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

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

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

		akk = ap[kk];
		bkk = bp[kk];
		i__2 = k - 1;
		stpmv_(uplo, "No transpose", "Non-unit", &i__2, &bp[1], &ap[
			k1], &c__1);
		ct = akk * .5f;
		i__2 = k - 1;
		saxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
		i__2 = k - 1;
		sspr2_(uplo, &i__2, &c_b11, &ap[k1], &c__1, &bp[k1], &c__1, &
			ap[1]);
		i__2 = k - 1;
		saxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
		i__2 = k - 1;
		sscal_(&i__2, &bkk, &ap[k1], &c__1);
/* Computing 2nd power */
		r__1 = bkk;
		ap[kk] = akk * (r__1 * r__1);
/* L30: */
	    }
	} else {

/*           Compute L'*A*L */

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

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

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

		ajj = ap[jj];
		bjj = bp[jj];
		i__2 = *n - j;
		ap[jj] = ajj * bjj + sdot_(&i__2, &ap[jj + 1], &c__1, &bp[jj 
			+ 1], &c__1);
		i__2 = *n - j;
		sscal_(&i__2, &bjj, &ap[jj + 1], &c__1);
		i__2 = *n - j;
		sspmv_(uplo, &i__2, &c_b11, &ap[j1j1], &bp[jj + 1], &c__1, &
			c_b11, &ap[jj + 1], &c__1);
		i__2 = *n - j + 1;
		stpmv_(uplo, "Transpose", "Non-unit", &i__2, &bp[jj], &ap[jj], 
			 &c__1);
		jj = j1j1;
/* L40: */
	    }
	}
    }
    return 0;

/*     End of SSPGST */

} /* sspgst_ */
Exemplo n.º 6
0
void
stpsv(char uplo, char transa, char diag, int n, float *ap, float *x, int incx)
{
   stpsv_( &uplo, &transa, &diag, &n, ap, x, &incx);
}
Exemplo n.º 7
0
 int sspgv_(int *itype, char *jobz, char *uplo, int *
	n, float *ap, float *bp, float *w, float *z__, int *ldz, float *work, 
	int *info)
{
    /* System generated locals */
    int z_dim1, z_offset, i__1;

    /* Local variables */
    int j, neig;
    extern int lsame_(char *, char *);
    char trans[1];
    int upper;
    extern  int sspev_(char *, char *, int *, float *, 
	    float *, float *, int *, float *, int *);
    int wantz;
    extern  int stpmv_(char *, char *, char *, int *, 
	    float *, float *, int *), stpsv_(char *, 
	     char *, char *, int *, float *, float *, int *), xerbla_(char *, int *), spptrf_(char 
	    *, int *, float *, int *), sspgst_(int *, char 
	    *, int *, float *, float *, int *);


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

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

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

/*  SSPGV computes all the eigenvalues and, optionally, the eigenvectors */
/*  of a float generalized symmetric-definite eigenproblem, of the form */
/*  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x. */
/*  Here A and B are assumed to be symmetric, stored in packed format, */
/*  and B is also positive definite. */

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

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

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

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

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

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

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

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

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

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

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

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

/*  WORK    (workspace) REAL array, dimension (3*N) */

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

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

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

/*     Test the input parameters. */

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

    /* Function Body */
    wantz = lsame_(jobz, "V");
    upper = lsame_(uplo, "U");

    *info = 0;
    if (*itype < 1 || *itype > 3) {
	*info = -1;
    } else if (! (wantz || lsame_(jobz, "N"))) {
	*info = -2;
    } else if (! (upper || lsame_(uplo, "L"))) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -9;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SSPGV ", &i__1);
	return 0;
    }

/*     Quick return if possible */

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

/*     Form a Cholesky factorization of B. */

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

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

    sspgst_(itype, uplo, n, &ap[1], &bp[1], info);
    sspev_(jobz, uplo, n, &ap[1], &w[1], &z__[z_offset], ldz, &work[1], info);

    if (wantz) {

/*        Backtransform eigenvectors to the original problem. */

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

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

	    if (upper) {
		*(unsigned char *)trans = 'N';
	    } else {
		*(unsigned char *)trans = 'T';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpsv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 + 
			1], &c__1);
/* L10: */
	    }

	} else if (*itype == 3) {

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

	    if (upper) {
		*(unsigned char *)trans = 'T';
	    } else {
		*(unsigned char *)trans = 'N';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpmv_(uplo, trans, "Non-unit", n, &bp[1], &z__[j * z_dim1 + 
			1], &c__1);
/* L20: */
	    }
	}
    }
    return 0;

/*     End of SSPGV */

} /* sspgv_ */
Exemplo n.º 8
0
 int spptrf_(char *uplo, int *n, float *ap, int *info)
{
    /* System generated locals */
    int i__1, i__2;
    float r__1;

    /* Builtin functions */
    double sqrt(double);

    /* Local variables */
    int j, jc, jj;
    float ajj;
    extern double sdot_(int *, float *, int *, float *, int *);
    extern  int sspr_(char *, int *, float *, float *, 
	    int *, float *);
    extern int lsame_(char *, char *);
    extern  int sscal_(int *, float *, float *, int *);
    int upper;
    extern  int stpsv_(char *, char *, char *, int *, 
	    float *, float *, int *), xerbla_(char *
, int *);


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

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

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

/*  SPPTRF computes the Cholesky factorization of a float symmetric */
/*  positive definite matrix A stored in packed format. */

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

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

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

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

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

/*          On exit, if INFO = 0, the triangular factor U or L from the */
/*          Cholesky factorization A = U**T*U or A = L*L**T, in the same */
/*          storage format as A. */

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

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

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

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

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

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

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

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;

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

/*     Quick return if possible */

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

    if (upper) {

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

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

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

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

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

	    i__2 = j - 1;
	    ajj = ap[jj] - sdot_(&i__2, &ap[jc], &c__1, &ap[jc], &c__1);
	    if (ajj <= 0.f) {
		ap[jj] = ajj;
		goto L30;
	    }
	    ap[jj] = sqrt(ajj);
/* L10: */
	}
    } else {

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

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

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

	    ajj = ap[jj];
	    if (ajj <= 0.f) {
		ap[jj] = ajj;
		goto L30;
	    }
	    ajj = sqrt(ajj);
	    ap[jj] = ajj;

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

	    if (j < *n) {
		i__2 = *n - j;
		r__1 = 1.f / ajj;
		sscal_(&i__2, &r__1, &ap[jj + 1], &c__1);
		i__2 = *n - j;
		sspr_("Lower", &i__2, &c_b16, &ap[jj + 1], &c__1, &ap[jj + *n 
			- j + 1]);
		jj = jj + *n - j + 1;
	    }
/* L20: */
	}
    }
    goto L40;

L30:
    *info = j;

L40:
    return 0;

/*     End of SPPTRF */

} /* spptrf_ */
Exemplo n.º 9
0
/* Subroutine */ int spptrs_(char *uplo, integer *n, integer *nrhs, real *ap, 
	real *b, integer *ldb, integer *info)
{
/*  -- LAPACK routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    SPPTRS solves a system of linear equations A*X = B with a symmetric   
    positive definite matrix A in packed storage using the Cholesky   
    factorization A = U**T*U or A = L*L**T computed by SPPTRF.   

    Arguments   
    =========   

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

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

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

    AP      (input) REAL array, dimension (N*(N+1)/2)   
            The triangular factor U or L from the Cholesky factorization 
  
            A = U**T*U or A = L*L**T, packed columnwise in a linear   
            array.  The j-th column of U or L is stored in the array AP   
            as follows:   
            if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;   
            if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.   

    B       (input/output) REAL array, dimension (LDB,NRHS)   
            On entry, the right hand side matrix B.   
            On exit, the solution matrix X.   

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

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

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


       Test the input parameters.   

    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer b_dim1, b_offset, i__1;
    /* Local variables */
    static integer i;
    extern logical lsame_(char *, char *);
    static logical upper;
    extern /* Subroutine */ int stpsv_(char *, char *, char *, integer *, 
	    real *, real *, integer *), xerbla_(char *
	    , integer *);



#define AP(I) ap[(I)-1]

#define B(I,J) b[(I)-1 + ((J)-1)* ( *ldb)]

    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*ldb < max(1,*n)) {
	*info = -6;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPPTRS", &i__1);
	return 0;
    }

/*     Quick return if possible */

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

    if (upper) {

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

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

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

	    stpsv_("Upper", "Transpose", "Non-unit", n, &AP(1), &B(1,i), &c__1);

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

	    stpsv_("Upper", "No transpose", "Non-unit", n, &AP(1), &B(1,i), &c__1);
/* L10: */
	}
    } else {

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

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

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

	    stpsv_("Lower", "No transpose", "Non-unit", n, &AP(1), &B(1,i), &c__1);

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

	    stpsv_("Lower", "Transpose", "Non-unit", n, &AP(1), &B(1,i), &c__1);
/* L20: */
	}
    }

    return 0;

/*     End of SPPTRS */

} /* spptrs_ */
Exemplo n.º 10
0
/* Subroutine */ int sspgv_(integer *itype, char *jobz, char *uplo, integer *
	n, real *ap, real *bp, real *w, real *z__, integer *ldz, real *work, 
	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   
       September 30, 1994   


    Purpose   
    =======   

    SSPGV computes all the eigenvalues and, optionally, the eigenvectors   
    of a real generalized symmetric-definite eigenproblem, of the form   
    A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.   
    Here A and B are assumed to be symmetric, stored in packed format,   
    and B is also positive definite.   

    Arguments   
    =========   

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

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

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

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

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

            On exit, the contents of AP are destroyed.   

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

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

    W       (output) REAL array, dimension (N)   
            If INFO = 0, the eigenvalues in ascending order.   

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

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

    WORK    (workspace) REAL array, dimension (3*N)   

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

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    /* Local variables */
    static integer neig, j;
    extern logical lsame_(char *, char *);
    static char trans[1];
    static logical upper;
    extern /* Subroutine */ int sspev_(char *, char *, integer *, real *, 
	    real *, real *, integer *, real *, integer *);
    static logical wantz;
    extern /* Subroutine */ int stpmv_(char *, char *, char *, integer *, 
	    real *, real *, integer *), stpsv_(char *,
	     char *, char *, integer *, real *, real *, integer *), xerbla_(char *, integer *), spptrf_(char 
	    *, integer *, real *, integer *), sspgst_(integer *, char 
	    *, integer *, real *, real *, integer *);
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]


    --ap;
    --bp;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1 * 1;
    z__ -= z_offset;
    --work;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    upper = lsame_(uplo, "U");

    *info = 0;
    if (*itype < 0 || *itype > 3) {
	*info = -1;
    } else if (! (wantz || lsame_(jobz, "N"))) {
	*info = -2;
    } else if (! (upper || lsame_(uplo, "L"))) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -9;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SSPGV ", &i__1);
	return 0;
    }

/*     Quick return if possible */

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

/*     Form a Cholesky factorization of B. */

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

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

    sspgst_(itype, uplo, n, &ap[1], &bp[1], info);
    sspev_(jobz, uplo, n, &ap[1], &w[1], &z__[z_offset], ldz, &work[1], info);

    if (wantz) {

/*        Backtransform eigenvectors to the original problem. */

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

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

	    if (upper) {
		*(unsigned char *)trans = 'N';
	    } else {
		*(unsigned char *)trans = 'T';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpsv_(uplo, trans, "Non-unit", n, &bp[1], &z___ref(1, j), &
			c__1);
/* L10: */
	    }

	} else if (*itype == 3) {

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

	    if (upper) {
		*(unsigned char *)trans = 'T';
	    } else {
		*(unsigned char *)trans = 'N';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpmv_(uplo, trans, "Non-unit", n, &bp[1], &z___ref(1, j), &
			c__1);
/* L20: */
	    }
	}
    }
    return 0;

/*     End of SSPGV */

} /* sspgv_ */
Exemplo n.º 11
0
/* Subroutine */ int spptrs_(char *uplo, integer *n, integer *nrhs, real *ap, 
	real *b, integer *ldb, integer *info, ftnlen uplo_len)
{
    /* System generated locals */
    integer b_dim1, b_offset, i__1;

    /* Local variables */
    static integer i__;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    static logical upper;
    extern /* Subroutine */ int stpsv_(char *, char *, char *, integer *, 
	    real *, real *, integer *, ftnlen, ftnlen, ftnlen), xerbla_(char *
	    , integer *, ftnlen);


/*  -- 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 */

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

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

/*  SPPTRS solves a system of linear equations A*X = B with a symmetric */
/*  positive definite matrix A in packed storage using the Cholesky */
/*  factorization A = U**T*U or A = L*L**T computed by SPPTRF. */

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

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

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

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

/*  AP      (input) REAL array, dimension (N*(N+1)/2) */
/*          The triangular factor U or L from the Cholesky factorization */
/*          A = U**T*U or A = L*L**T, packed columnwise in a linear */
/*          array.  The j-th column of U or L is stored in the array AP */
/*          as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n. */

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

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

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

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

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

/*     Test the input parameters. */

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

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U", (ftnlen)1, (ftnlen)1);
    if (! upper && ! lsame_(uplo, "L", (ftnlen)1, (ftnlen)1)) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*ldb < max(1,*n)) {
	*info = -6;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPPTRS", &i__1, (ftnlen)6);
	return 0;
    }

/*     Quick return if possible */

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

    if (upper) {

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

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

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

	    stpsv_("Upper", "Transpose", "Non-unit", n, &ap[1], &b[i__ * 
		    b_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)9, (ftnlen)8);

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

	    stpsv_("Upper", "No transpose", "Non-unit", n, &ap[1], &b[i__ * 
		    b_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)12, (ftnlen)8);
/* L10: */
	}
    } else {

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

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

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

	    stpsv_("Lower", "No transpose", "Non-unit", n, &ap[1], &b[i__ * 
		    b_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)12, (ftnlen)8);

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

	    stpsv_("Lower", "Transpose", "Non-unit", n, &ap[1], &b[i__ * 
		    b_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)9, (ftnlen)8);
/* L20: */
	}
    }

    return 0;

/*     End of SPPTRS */

} /* spptrs_ */
Exemplo n.º 12
0
/* Subroutine */ int stptrs_(char *uplo, char *trans, char *diag, integer *n,
                             integer *nrhs, real *ap, real *b, integer *ldb, integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, i__1;

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


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */
    /*          > 0:  if INFO = i, the i-th diagonal element of A is zero, */
    /*                indicating that the matrix is singular and the */
    /*                solutions X have not been computed. */

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

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

    /*     Test the input parameters. */

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

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

    /*     Quick return if possible */

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

    /*     Check for singularity. */

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

    /*     Solve A * x = b  or  A' * x = b. */

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

    return 0;

    /*     End of STPTRS */

} /* stptrs_ */
Exemplo n.º 13
0
/* Subroutine */ int sspgvd_(integer *itype, char *jobz, char *uplo, integer *
	n, real *ap, real *bp, real *w, real *z__, integer *ldz, real *work, 
	integer *lwork, integer *iwork, integer *liwork, 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   
    =======   

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

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

    Arguments   
    =========   

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

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

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

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

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

            On exit, the contents of AP are destroyed.   

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

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

    W       (output) REAL array, dimension (N)   
            If INFO = 0, the eigenvalues in ascending order.   

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

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

    WORK    (workspace/output) REAL array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.   
            If N <= 1,               LWORK >= 1.   
            If JOBZ = 'N' and N > 1, LWORK >= 2*N.   
            If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   

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

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

            If LIWORK = -1, then a workspace query is assumed; the   
            routine only calculates the optimal size of the IWORK array,   
            returns this value as the first entry of the IWORK array, and   
            no error message related to LIWORK is issued by XERBLA.   

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

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

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

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__2 = 2;
    static integer c__1 = 1;
    
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    real r__1, r__2;
    /* Builtin functions */
    double log(doublereal);
    integer pow_ii(integer *, integer *);
    /* Local variables */
    static integer neig, j;
    extern logical lsame_(char *, char *);
    static integer lwmin;
    static char trans[1];
    static logical upper, wantz;
    extern /* Subroutine */ int stpmv_(char *, char *, char *, integer *, 
	    real *, real *, integer *), stpsv_(char *,
	     char *, char *, integer *, real *, real *, integer *), xerbla_(char *, integer *);
    static integer liwmin;
    extern /* Subroutine */ int sspevd_(char *, char *, integer *, real *, 
	    real *, real *, integer *, real *, integer *, integer *, integer *
	    , integer *), spptrf_(char *, integer *, real *, 
	    integer *);
    static logical lquery;
    extern /* Subroutine */ int sspgst_(integer *, char *, integer *, real *, 
	    real *, integer *);
    static integer lgn;
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]


    --ap;
    --bp;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1 * 1;
    z__ -= z_offset;
    --work;
    --iwork;

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

    *info = 0;
    if (*n <= 1) {
	lgn = 0;
	liwmin = 1;
	lwmin = 1;
    } else {
	lgn = (integer) (log((real) (*n)) / log(2.f));
	if (pow_ii(&c__2, &lgn) < *n) {
	    ++lgn;
	}
	if (pow_ii(&c__2, &lgn) < *n) {
	    ++lgn;
	}
	if (wantz) {
	    liwmin = *n * 5 + 3;
/* Computing 2nd power */
	    i__1 = *n;
	    lwmin = *n * 5 + 1 + (*n << 1) * lgn + (i__1 * i__1 << 1);
	} else {
	    liwmin = 1;
	    lwmin = *n << 1;
	}
    }

    if (*itype < 0 || *itype > 3) {
	*info = -1;
    } else if (! (wantz || lsame_(jobz, "N"))) {
	*info = -2;
    } else if (! (upper || lsame_(uplo, "L"))) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldz < max(1,*n)) {
	*info = -9;
    } else if (*lwork < lwmin && ! lquery) {
	*info = -11;
    } else if (*liwork < liwmin && ! lquery) {
	*info = -13;
    }

    if (*info == 0) {
	work[1] = (real) lwmin;
	iwork[1] = liwmin;
    }

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

/*     Quick return if possible */

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

/*     Form a Cholesky factorization of BP. */

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

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

    sspgst_(itype, uplo, n, &ap[1], &bp[1], info);
    sspevd_(jobz, uplo, n, &ap[1], &w[1], &z__[z_offset], ldz, &work[1], 
	    lwork, &iwork[1], liwork, info);
/* Computing MAX */
    r__1 = (real) lwmin;
    lwmin = dmax(r__1,work[1]);
/* Computing MAX */
    r__1 = (real) liwmin, r__2 = (real) iwork[1];
    liwmin = dmax(r__1,r__2);

    if (wantz) {

/*        Backtransform eigenvectors to the original problem. */

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

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

	    if (upper) {
		*(unsigned char *)trans = 'N';
	    } else {
		*(unsigned char *)trans = 'T';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpsv_(uplo, trans, "Non-unit", n, &bp[1], &z___ref(1, j), &
			c__1);
/* L10: */
	    }

	} else if (*itype == 3) {

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

	    if (upper) {
		*(unsigned char *)trans = 'T';
	    } else {
		*(unsigned char *)trans = 'N';
	    }

	    i__1 = neig;
	    for (j = 1; j <= i__1; ++j) {
		stpmv_(uplo, trans, "Non-unit", n, &bp[1], &z___ref(1, j), &
			c__1);
/* L20: */
	    }
	}
    }

    work[1] = (real) lwmin;
    iwork[1] = liwmin;

    return 0;

/*     End of SSPGVD */

} /* sspgvd_ */
Exemplo n.º 14
0
/* Subroutine */ int stptrs_(char *uplo, char *trans, char *diag, integer *n, 
	integer *nrhs, real *ap, real *b, integer *ldb, integer *info)
{
/*  -- LAPACK routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    STPTRS solves a triangular system of the form   

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

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

    Arguments   
    =========   

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

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

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

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

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

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

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

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

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, the i-th diagonal element of A is zero,   
                  indicating that the matrix is singular and the   
                  solutions X have not been computed.   

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer b_dim1, b_offset, i__1;
    /* Local variables */
    static integer j;
    extern logical lsame_(char *, char *);
    static logical upper;
    extern /* Subroutine */ int stpsv_(char *, char *, char *, integer *, 
	    real *, real *, integer *);
    static integer jc;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static logical nounit;
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]


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

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

/*     Quick return if possible */

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

/*     Check for singularity. */

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

/*     Solve A * x = b  or  A' * x = b. */

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

    return 0;

/*     End of STPTRS */

} /* stptrs_ */
Exemplo n.º 15
0
/* Subroutine */ int stprfs_(char *uplo, char *trans, char *diag, integer *n,
                             integer *nrhs, real *ap, real *b, integer *ldb, real *x, integer *ldx,
                             real *ferr, real *berr, real *work, integer *iwork, integer *info)
{
    /*  -- LAPACK routine (version 2.0) --
           Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
           Courant Institute, Argonne National Lab, and Rice University
           September 30, 1994


        Purpose
        =======

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

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

        Arguments
        =========

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

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

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

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

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

        AP      (input) REAL array, dimension (N*(N+1)/2)
                The upper or lower triangular matrix A, packed columnwise in

                a linear array.  The j-th column of A is stored in the array

                AP as follows:
                if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
                if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

                If DIAG = 'U', the diagonal elements of A are not referenced

                and are assumed to be 1.

        B       (input) REAL 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) REAL array, dimension (LDX,NRHS)
                The solution matrix X.

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

        FERR    (output) REAL array, dimension (NRHS)
                The estimated forward error bound for each solution vector
                X(j) (the j-th column of the solution matrix X).
                If XTRUE is the true solution corresponding to X(j), FERR(j)

                is an estimated upper bound for the magnitude of the largest

                element in (X(j) - XTRUE) divided by the magnitude of the
                largest element in X(j).  The estimate is as reliable as
                the estimate for RCOND, and is almost always a slight
                overestimate of the true error.

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

        WORK    (workspace) REAL 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

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



           Test the input parameters.


       Parameter adjustments
           Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static real c_b19 = -1.f;

    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3;
    real r__1, r__2, r__3;
    /* Local variables */
    static integer kase;
    static real safe1, safe2;
    static integer i, j, k;
    static real s;
    extern logical lsame_(char *, char *);
    static logical upper;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
                                       integer *), saxpy_(integer *, real *, real *, integer *, real *,
                                               integer *), stpmv_(char *, char *, char *, integer *, real *,
                                                       real *, integer *), stpsv_(char *, char *,
                                                               char *, integer *, real *, real *, integer *);
    static integer kc;
    static real xk;
    extern doublereal slamch_(char *);
    static integer nz;
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *), slacon_(
        integer *, real *, real *, integer *, real *, integer *);
    static logical notran;
    static char transt[1];
    static logical nounit;
    static real lstres, eps;



#define AP(I) ap[(I)-1]
#define FERR(I) ferr[(I)-1]
#define BERR(I) berr[(I)-1]
#define WORK(I) work[(I)-1]
#define IWORK(I) iwork[(I)-1]

#define B(I,J) b[(I)-1 + ((J)-1)* ( *ldb)]
#define X(I,J) x[(I)-1 + ((J)-1)* ( *ldx)]

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

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

    /*     Quick return if possible */

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

    if (notran) {
        *(unsigned char *)transt = 'T';
    } else {
        *(unsigned char *)transt = 'N';
    }

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

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

    /*     Do for each right hand side */

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

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

        scopy_(n, &X(1,j), &c__1, &WORK(*n + 1), &c__1);
        stpmv_(uplo, trans, diag, n, &AP(1), &WORK(*n + 1), &c__1)
        ;
        saxpy_(n, &c_b19, &B(1,j), &c__1, &WORK(*n + 1), &c__1);

        /*        Compute componentwise relative backward error from formula


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

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

        i__2 = *n;
        for (i = 1; i <= *n; ++i) {
            WORK(i) = (r__1 = B(i,j), dabs(r__1));
            /* L20: */
        }

        if (notran) {

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

            if (upper) {
                kc = 1;
                if (nounit) {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        xk = (r__1 = X(k,j), dabs(r__1));
                        i__3 = k;
                        for (i = 1; i <= k; ++i) {
                            WORK(i) += (r__1 = AP(kc + i - 1), dabs(r__1)) *
                                       xk;
                            /* L30: */
                        }
                        kc += k;
                        /* L40: */
                    }
                } else {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        xk = (r__1 = X(k,j), dabs(r__1));
                        i__3 = k - 1;
                        for (i = 1; i <= k-1; ++i) {
                            WORK(i) += (r__1 = AP(kc + i - 1), dabs(r__1)) *
                                       xk;
                            /* L50: */
                        }
                        WORK(k) += xk;
                        kc += k;
                        /* L60: */
                    }
                }
            } else {
                kc = 1;
                if (nounit) {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        xk = (r__1 = X(k,j), dabs(r__1));
                        i__3 = *n;
                        for (i = k; i <= *n; ++i) {
                            WORK(i) += (r__1 = AP(kc + i - k), dabs(r__1)) *
                                       xk;
                            /* L70: */
                        }
                        kc = kc + *n - k + 1;
                        /* L80: */
                    }
                } else {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        xk = (r__1 = X(k,j), dabs(r__1));
                        i__3 = *n;
                        for (i = k + 1; i <= *n; ++i) {
                            WORK(i) += (r__1 = AP(kc + i - k), dabs(r__1)) *
                                       xk;
                            /* L90: */
                        }
                        WORK(k) += xk;
                        kc = kc + *n - k + 1;
                        /* L100: */
                    }
                }
            }
        } else {

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

            if (upper) {
                kc = 1;
                if (nounit) {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        s = 0.f;
                        i__3 = k;
                        for (i = 1; i <= k; ++i) {
                            s += (r__1 = AP(kc + i - 1), dabs(r__1)) * (r__2 =
                                        X(i,j), dabs(r__2));
                            /* L110: */
                        }
                        WORK(k) += s;
                        kc += k;
                        /* L120: */
                    }
                } else {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        s = (r__1 = X(k,j), dabs(r__1));
                        i__3 = k - 1;
                        for (i = 1; i <= k-1; ++i) {
                            s += (r__1 = AP(kc + i - 1), dabs(r__1)) * (r__2 =
                                        X(i,j), dabs(r__2));
                            /* L130: */
                        }
                        WORK(k) += s;
                        kc += k;
                        /* L140: */
                    }
                }
            } else {
                kc = 1;
                if (nounit) {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        s = 0.f;
                        i__3 = *n;
                        for (i = k; i <= *n; ++i) {
                            s += (r__1 = AP(kc + i - k), dabs(r__1)) * (r__2 =
                                        X(i,j), dabs(r__2));
                            /* L150: */
                        }
                        WORK(k) += s;
                        kc = kc + *n - k + 1;
                        /* L160: */
                    }
                } else {
                    i__2 = *n;
                    for (k = 1; k <= *n; ++k) {
                        s = (r__1 = X(k,j), dabs(r__1));
                        i__3 = *n;
                        for (i = k + 1; i <= *n; ++i) {
                            s += (r__1 = AP(kc + i - k), dabs(r__1)) * (r__2 =
                                        X(i,j), dabs(r__2));
                            /* L170: */
                        }
                        WORK(k) += s;
                        kc = kc + *n - k + 1;
                        /* L180: */
                    }
                }
            }
        }
        s = 0.f;
        i__2 = *n;
        for (i = 1; i <= *n; ++i) {
            if (WORK(i) > safe2) {
                /* Computing MAX */
                r__2 = s, r__3 = (r__1 = WORK(*n + i), dabs(r__1)) / WORK(i);
                s = dmax(r__2,r__3);
            } else {
                /* Computing MAX */
                r__2 = s, r__3 = ((r__1 = WORK(*n + i), dabs(r__1)) + safe1) /
                                 (WORK(i) + safe1);
                s = dmax(r__2,r__3);
            }
            /* L190: */
        }
        BERR(j) = s;

        /*        Bound error from formula

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

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

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

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

        i__2 = *n;
        for (i = 1; i <= *n; ++i) {
            if (WORK(i) > safe2) {
                WORK(i) = (r__1 = WORK(*n + i), dabs(r__1)) + nz * eps * WORK(
                              i);
            } else {
                WORK(i) = (r__1 = WORK(*n + i), dabs(r__1)) + nz * eps * WORK(
                              i) + safe1;
            }
            /* L200: */
        }

        kase = 0;
L210:
        slacon_(n, &WORK((*n << 1) + 1), &WORK(*n + 1), &IWORK(1), &FERR(j), &
                kase);
        if (kase != 0) {
            if (kase == 1) {

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

                stpsv_(uplo, transt, diag, n, &AP(1), &WORK(*n + 1), &c__1);
                i__2 = *n;
                for (i = 1; i <= *n; ++i) {
                    WORK(*n + i) = WORK(i) * WORK(*n + i);
                    /* L220: */
                }
            } else {

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

                i__2 = *n;
                for (i = 1; i <= *n; ++i) {
                    WORK(*n + i) = WORK(i) * WORK(*n + i);
                    /* L230: */
                }
                stpsv_(uplo, trans, diag, n, &AP(1), &WORK(*n + 1), &c__1);
            }
            goto L210;
        }

        /*        Normalize error. */

        lstres = 0.f;
        i__2 = *n;
        for (i = 1; i <= *n; ++i) {
            /* Computing MAX */
            r__2 = lstres, r__3 = (r__1 = X(i,j), dabs(r__1));
            lstres = dmax(r__2,r__3);
            /* L240: */
        }
        if (lstres != 0.f) {
            FERR(j) /= lstres;
        }

        /* L250: */
    }

    return 0;

    /*     End of STPRFS */

} /* stprfs_ */
Exemplo n.º 16
0
/* Subroutine */ int stprfs_(char *uplo, char *trans, char *diag, integer *n, 
	integer *nrhs, real *ap, real *b, integer *ldb, real *x, integer *ldx,
	 real *ferr, real *berr, real *work, integer *iwork, integer *info, 
	ftnlen uplo_len, ftnlen trans_len, ftnlen diag_len)
{
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3;
    real r__1, r__2, r__3;

    /* Local variables */
    static integer i__, j, k;
    static real s;
    static integer kc;
    static real xk;
    static integer nz;
    static real eps;
    static integer kase;
    static real safe1, safe2;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    static logical upper;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), saxpy_(integer *, real *, real *, integer *, real *, 
	    integer *), stpmv_(char *, char *, char *, integer *, real *, 
	    real *, integer *, ftnlen, ftnlen, ftnlen), stpsv_(char *, char *,
	     char *, integer *, real *, real *, integer *, ftnlen, ftnlen, 
	    ftnlen);
    extern doublereal slamch_(char *, ftnlen);
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen), slacon_(
	    integer *, real *, real *, integer *, real *, integer *);
    static logical notran;
    static char transt[1];
    static logical nounit;
    static real lstres;


/*  -- LAPACK routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     September 30, 1994 */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*  WORK    (workspace) REAL 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 */

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U", (ftnlen)1, (ftnlen)1);
    notran = lsame_(trans, "N", (ftnlen)1, (ftnlen)1);
    nounit = lsame_(diag, "N", (ftnlen)1, (ftnlen)1);

    if (! upper && ! lsame_(uplo, "L", (ftnlen)1, (ftnlen)1)) {
	*info = -1;
    } else if (! notran && ! lsame_(trans, "T", (ftnlen)1, (ftnlen)1) && ! 
	    lsame_(trans, "C", (ftnlen)1, (ftnlen)1)) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U", (ftnlen)1, (ftnlen)1)) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*ldx < max(1,*n)) {
	*info = -10;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("STPRFS", &i__1, (ftnlen)6);
	return 0;
    }

/*     Quick return if possible */

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

    if (notran) {
	*(unsigned char *)transt = 'T';
    } else {
	*(unsigned char *)transt = 'N';
    }

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

    nz = *n + 1;
    eps = slamch_("Epsilon", (ftnlen)7);
    safmin = slamch_("Safe minimum", (ftnlen)12);
    safe1 = nz * safmin;
    safe2 = safe1 / eps;

/*     Do for each right hand side */

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

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

	scopy_(n, &x[j * x_dim1 + 1], &c__1, &work[*n + 1], &c__1);
	stpmv_(uplo, trans, diag, n, &ap[1], &work[*n + 1], &c__1, (ftnlen)1, 
		(ftnlen)1, (ftnlen)1);
	saxpy_(n, &c_b19, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);

/*        Compute componentwise relative backward error from formula */

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

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

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    work[i__] = (r__1 = b[i__ + j * b_dim1], dabs(r__1));
/* L20: */
	}

	if (notran) {

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

	    if (upper) {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			xk = (r__1 = x[k + j * x_dim1], dabs(r__1));
			i__3 = k;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    work[i__] += (r__1 = ap[kc + i__ - 1], dabs(r__1))
				     * xk;
/* L30: */
			}
			kc += k;
/* L40: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			xk = (r__1 = x[k + j * x_dim1], dabs(r__1));
			i__3 = k - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    work[i__] += (r__1 = ap[kc + i__ - 1], dabs(r__1))
				     * xk;
/* L50: */
			}
			work[k] += xk;
			kc += k;
/* L60: */
		    }
		}
	    } else {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			xk = (r__1 = x[k + j * x_dim1], dabs(r__1));
			i__3 = *n;
			for (i__ = k; i__ <= i__3; ++i__) {
			    work[i__] += (r__1 = ap[kc + i__ - k], dabs(r__1))
				     * xk;
/* L70: */
			}
			kc = kc + *n - k + 1;
/* L80: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			xk = (r__1 = x[k + j * x_dim1], dabs(r__1));
			i__3 = *n;
			for (i__ = k + 1; i__ <= i__3; ++i__) {
			    work[i__] += (r__1 = ap[kc + i__ - k], dabs(r__1))
				     * xk;
/* L90: */
			}
			work[k] += xk;
			kc = kc + *n - k + 1;
/* L100: */
		    }
		}
	    }
	} else {

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

	    if (upper) {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = 0.f;
			i__3 = k;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    s += (r__1 = ap[kc + i__ - 1], dabs(r__1)) * (
				    r__2 = x[i__ + j * x_dim1], dabs(r__2));
/* L110: */
			}
			work[k] += s;
			kc += k;
/* L120: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = (r__1 = x[k + j * x_dim1], dabs(r__1));
			i__3 = k - 1;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    s += (r__1 = ap[kc + i__ - 1], dabs(r__1)) * (
				    r__2 = x[i__ + j * x_dim1], dabs(r__2));
/* L130: */
			}
			work[k] += s;
			kc += k;
/* L140: */
		    }
		}
	    } else {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = 0.f;
			i__3 = *n;
			for (i__ = k; i__ <= i__3; ++i__) {
			    s += (r__1 = ap[kc + i__ - k], dabs(r__1)) * (
				    r__2 = x[i__ + j * x_dim1], dabs(r__2));
/* L150: */
			}
			work[k] += s;
			kc = kc + *n - k + 1;
/* L160: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = (r__1 = x[k + j * x_dim1], dabs(r__1));
			i__3 = *n;
			for (i__ = k + 1; i__ <= i__3; ++i__) {
			    s += (r__1 = ap[kc + i__ - k], dabs(r__1)) * (
				    r__2 = x[i__ + j * x_dim1], dabs(r__2));
/* L170: */
			}
			work[k] += s;
			kc = kc + *n - k + 1;
/* L180: */
		    }
		}
	    }
	}
	s = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (work[i__] > safe2) {
/* Computing MAX */
		r__2 = s, r__3 = (r__1 = work[*n + i__], dabs(r__1)) / work[
			i__];
		s = dmax(r__2,r__3);
	    } else {
/* Computing MAX */
		r__2 = s, r__3 = ((r__1 = work[*n + i__], dabs(r__1)) + safe1)
			 / (work[i__] + safe1);
		s = dmax(r__2,r__3);
	    }
/* L190: */
	}
	berr[j] = s;

/*        Bound error from formula */

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

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

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

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

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (work[i__] > safe2) {
		work[i__] = (r__1 = work[*n + i__], dabs(r__1)) + nz * eps * 
			work[i__];
	    } else {
		work[i__] = (r__1 = work[*n + i__], dabs(r__1)) + nz * eps * 
			work[i__] + safe1;
	    }
/* L200: */
	}

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

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

		stpsv_(uplo, transt, diag, n, &ap[1], &work[*n + 1], &c__1, (
			ftnlen)1, (ftnlen)1, (ftnlen)1);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] = work[i__] * work[*n + i__];
/* L220: */
		}
	    } else {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] = work[i__] * work[*n + i__];
/* L230: */
		}
		stpsv_(uplo, trans, diag, n, &ap[1], &work[*n + 1], &c__1, (
			ftnlen)1, (ftnlen)1, (ftnlen)1);
	    }
	    goto L210;
	}

/*        Normalize error. */

	lstres = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
	    r__2 = lstres, r__3 = (r__1 = x[i__ + j * x_dim1], dabs(r__1));
	    lstres = dmax(r__2,r__3);
/* L240: */
	}
	if (lstres != 0.f) {
	    ferr[j] /= lstres;
	}

/* L250: */
    }

    return 0;

/*     End of STPRFS */

} /* stprfs_ */