Пример #1
0
	DLLEXPORT int s_cholesky_solve_factored(int n, int nrhs, float a[], float b[])
	{
		char uplo = 'L';
		int info = 0;
		spotrs_(&uplo, &n, &nrhs, a, &n, b, &n, &info);
		return info;
	}
Пример #2
0
	DLLEXPORT MKL_INT s_cholesky_solve_factored(MKL_INT n, MKL_INT nrhs, float a[], float b[])
	{
		char uplo = 'L';
		MKL_INT info = 0;
		spotrs_(&uplo, &n, &nrhs, a, &n, b, &n, &info);
		return info;
	}
Пример #3
0
/* Solve A*X = B with a symmetric positive definite matrix A using the Cholesky factorization */
void THLapack_(potrs)(char uplo, int n, int nrhs, real *a, int lda, real *b, int ldb, int *info)
{
#ifdef  USE_LAPACK
#if defined(TH_REAL_IS_DOUBLE)
  dpotrs_(&uplo, &n, &nrhs, a, &lda, b, &ldb, info);
#else
  spotrs_(&uplo, &n, &nrhs, a, &lda, b, &ldb, info);
#endif
#else
  THError("potrs: Lapack library not found in compile time\n");
#endif
}
Пример #4
0
void THLapack_(gpotrs)(char uplo, int n, int nrhs, real *a, int lda, real *b, int ldb, int *info)
{
#ifdef USE_LAPACK
#if defined(TH_REAL_IS_DOUBLE)
    extern void dpotrs_(char *uplo, int *n, int *nrhs, double *a, int *lda, double *b, int *ldb, int *info);
    dpotrs_(&uplo, &n, &nrhs, a, &lda, b, &ldb, info);
#else
    extern void spotrs_(char *uplo, int *n, int *nrhs, float *a, int *lda, float *b, int *ldb, int *info);
    spotrs_(&uplo, &n, &nrhs, a, &lda, b, &ldb, info);
#endif
#else
    THError("gpotrs : Lapack library not found in compile time\n");
#endif
}
Пример #5
0
	DLLEXPORT int s_cholesky_solve(int n, int nrhs, float a[], float b[])
	{
		float* clone = new float[n*n];
		memcpy(clone, a, n*n*sizeof(float));
		char uplo = 'L';
		int info = 0;
		spotrf_(&uplo, &n, clone, &n, &info);

		if (info != 0){
			delete[] clone;
			return info;
		}

		spotrs_(&uplo, &n, &nrhs, clone, &n, b, &n, &info);
		return info;
	}
Пример #6
0
	DLLEXPORT MKL_INT s_cholesky_solve(MKL_INT n, MKL_INT nrhs, float a[], float b[])
	{
		float* clone = new float[n*n];
		std::memcpy(clone, a, n*n*sizeof(float));
		char uplo = 'L';
		MKL_INT info = 0;
		spotrf_(&uplo, &n, clone, &n, &info);

		if (info != 0){
			delete[] clone;
			return info;
		}

		spotrs_(&uplo, &n, &nrhs, clone, &n, b, &n, &info);
		delete[] clone;
		return info;
	}
Пример #7
0
/* Subroutine */ int sposvxx_(char *fact, char *uplo, integer *n, integer *
	nrhs, real *a, integer *lda, real *af, integer *ldaf, char *equed, 
	real *s, real *b, integer *ldb, real *x, integer *ldx, real *rcond, 
	real *rpvgrw, real *berr, integer *n_err_bnds__, real *
	err_bnds_norm__, real *err_bnds_comp__, integer *nparams, real *
	params, real *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 
	    err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    real r__1, r__2;

    /* Local variables */
    integer j;
    real amax, smin, smax;
    extern doublereal sla_porpvgrw__(char *, integer *, real *, integer *, 
	    real *, integer *, real *, ftnlen);
    extern logical lsame_(char *, char *);
    real scond;
    logical equil, rcequ;
    extern doublereal slamch_(char *);
    logical nofact;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real bignum;
    integer infequ;
    extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *);
    real smlnum;
    extern /* Subroutine */ int slaqsy_(char *, integer *, real *, integer *, 
	    real *, real *, real *, char *), spotrf_(char *, 
	    integer *, real *, integer *, integer *), spotrs_(char *, 
	    integer *, integer *, real *, integer *, real *, integer *, 
	    integer *), slascl2_(integer *, integer *, real *, real *, 
	     integer *), spoequb_(integer *, real *, integer *, real *, real *
, real *, integer *), sporfsx_(char *, char *, integer *, integer 
	    *, real *, integer *, real *, integer *, real *, real *, integer *
, real *, integer *, real *, real *, integer *, real *, real *, 
	    integer *, real *, real *, integer *, integer *);


/*     -- LAPACK driver routine (version 3.2)                          -- */
/*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
/*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
/*     -- November 2008                                                -- */

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

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

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

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

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

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

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

/*     The following steps are performed: */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative */
/*            refinement or not. */
/*         Default: 1.0 */
/*            = 0.0 : No refinement is performed, and no error bounds are */
/*                    computed. */
/*            = 1.0 : Use the double-precision refinement algorithm, */
/*                    possibly with doubled-single computations if the */
/*                    compilation environment does not support DOUBLE */
/*                    PRECISION. */
/*              (other values are reserved for future use) */

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

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

/*     WORK    (workspace) REAL array, dimension (4*N) */

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

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

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

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

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

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

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

    *rpvgrw = 0.f;

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

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
	    equed, "N"))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.f;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		r__1 = smin, r__2 = s[j];
		smin = dmin(r__1,r__2);
/* Computing MAX */
		r__1 = smax, r__2 = s[j];
		smax = dmax(r__1,r__2);
/* L10: */
	    }
	    if (smin <= 0.f) {
		*info = -10;
	    } else if (*n > 0) {
		scond = dmax(smin,smlnum) / dmin(smax,bignum);
	    } else {
		scond = 1.f;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

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

    if (equil) {

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

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

/*     Equilibrate the matrix. */

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

/*     Scale the right-hand side. */

    if (rcequ) {
	slascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }

    if (nofact || equil) {

/*        Compute the LU factorization of A. */

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

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

	if (*info != 0) {

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

	    *rpvgrw = sla_porpvgrw__(uplo, info, &a[a_offset], lda, &af[
		    af_offset], ldaf, &work[1], (ftnlen)1);
	    return 0;
	}
    }

/*     Compute the reciprocal growth factor RPVGRW. */

    *rpvgrw = sla_porpvgrw__(uplo, n, &a[a_offset], lda, &af[af_offset], ldaf,
	     &work[1], (ftnlen)1);

/*     Compute the solution matrix X. */

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

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

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

/*     Scale solutions. */

    if (rcequ) {
	slascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }

    return 0;

/*     End of SPOSVXX */

} /* sposvxx_ */
Пример #8
0
/* Subroutine */
int sposvxx_(char *fact, char *uplo, integer *n, integer * nrhs, real *a, integer *lda, real *af, integer *ldaf, char *equed, real *s, real *b, integer *ldb, real *x, integer *ldx, real *rcond, real *rpvgrw, real *berr, integer *n_err_bnds__, real * err_bnds_norm__, real *err_bnds_comp__, integer *nparams, real * params, real *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    real r__1, r__2;
    /* Local variables */
    integer j;
    real amax, smin, smax;
    extern real sla_porpvgrw_(char *, integer *, real *, integer *, real *, integer *, real *);
    extern logical lsame_(char *, char *);
    real scond;
    logical equil, rcequ;
    extern real slamch_(char *);
    logical nofact;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    real bignum;
    integer infequ;
    extern /* Subroutine */
    int slacpy_(char *, integer *, integer *, real *, integer *, real *, integer *);
    real smlnum;
    extern /* Subroutine */
    int slaqsy_(char *, integer *, real *, integer *, real *, real *, real *, char *), spotrf_(char *, integer *, real *, integer *, integer *), spotrs_(char *, integer *, integer *, real *, integer *, real *, integer *, integer *), slascl2_(integer *, integer *, real *, real *, integer *), spoequb_(integer *, real *, integer *, real *, real * , real *, integer *), sporfsx_(char *, char *, integer *, integer *, real *, integer *, real *, integer *, real *, real *, integer * , real *, integer *, real *, real *, integer *, real *, real *, integer *, real *, real *, integer *, integer *);
    /* -- LAPACK driver routine (version 3.4.1) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* April 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --iwork;
    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = slamch_("Safe minimum");
    bignum = 1.f / smlnum;
    if (nofact || equil)
    {
        *(unsigned char *)equed = 'N';
        rcequ = FALSE_;
    }
    else
    {
        rcequ = lsame_(equed, "Y");
    }
    /* Default is failure. If an input parameter is wrong or */
    /* factorization fails, make everything look horrible. Only the */
    /* pivot growth is set here, the rest is initialized in SPORFSX. */
    *rpvgrw = 0.f;
    /* Test the input parameters. PARAMS is not tested until SPORFSX. */
    if (! nofact && ! equil && ! lsame_(fact, "F"))
    {
        *info = -1;
    }
    else if (! lsame_(uplo, "U") && ! lsame_(uplo, "L"))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    else if (*nrhs < 0)
    {
        *info = -4;
    }
    else if (*lda < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -8;
    }
    else if (lsame_(fact, "F") && ! (rcequ || lsame_( equed, "N")))
    {
        *info = -9;
    }
    else
    {
        if (rcequ)
        {
            smin = bignum;
            smax = 0.f;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                /* Computing MIN */
                r__1 = smin;
                r__2 = s[j]; // , expr subst
                smin = min(r__1,r__2);
                /* Computing MAX */
                r__1 = smax;
                r__2 = s[j]; // , expr subst
                smax = max(r__1,r__2);
                /* L10: */
            }
            if (smin <= 0.f)
            {
                *info = -10;
            }
            else if (*n > 0)
            {
                scond = max(smin,smlnum) / min(smax,bignum);
            }
            else
            {
                scond = 1.f;
            }
        }
        if (*info == 0)
        {
            if (*ldb < max(1,*n))
            {
                *info = -12;
            }
            else if (*ldx < max(1,*n))
            {
                *info = -14;
            }
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("SPOSVXX", &i__1);
        return 0;
    }
    if (equil)
    {
        /* Compute row and column scalings to equilibrate the matrix A. */
        spoequb_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
        if (infequ == 0)
        {
            /* Equilibrate the matrix. */
            slaqsy_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
            rcequ = lsame_(equed, "Y");
        }
    }
    /* Scale the right-hand side. */
    if (rcequ)
    {
        slascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }
    if (nofact || equil)
    {
        /* Compute the Cholesky factorization of A. */
        slacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        spotrf_(uplo, n, &af[af_offset], ldaf, info);
        /* Return if INFO is non-zero. */
        if (*info != 0)
        {
            /* Pivot in column INFO is exactly 0 */
            /* Compute the reciprocal pivot growth factor of the */
            /* leading rank-deficient INFO columns of A. */
            *rpvgrw = sla_porpvgrw_(uplo, info, &a[a_offset], lda, &af[ af_offset], ldaf, &work[1]);
            return 0;
        }
    }
    /* Compute the reciprocal growth factor RPVGRW. */
    *rpvgrw = sla_porpvgrw_(uplo, n, &a[a_offset], lda, &af[af_offset], ldaf, &work[1]);
    /* Compute the solution matrix X. */
    slacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    spotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info);
    /* Use iterative refinement to improve the computed solution and */
    /* compute error bounds and backward error estimates for it. */
    sporfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, & s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, &berr[1], n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], & err_bnds_comp__[err_bnds_comp_offset], nparams, &params[1], &work[ 1], &iwork[1], info);
    /* Scale solutions. */
    if (rcequ)
    {
        slascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }
    return 0;
    /* End of SPOSVXX */
}
Пример #9
0
doublereal sla_porcond__(char *uplo, integer *n, real *a, integer *lda, real *
	af, integer *ldaf, integer *cmode, real *c__, integer *info, real *
	work, integer *iwork, ftnlen uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2;
    real ret_val, r__1;

    /* Local variables */
    integer i__, j;
    logical up;
    real tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Subroutine */ int slacn2_(integer *, real *, real *, integer *, 
	    real *, integer *, integer *), xerbla_(char *, integer *);
    real ainvnm;
    extern /* Subroutine */ int spotrs_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *);


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

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

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

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

/*     SLA_PORCOND Estimates the Skeel condition number of  op(A) * op2(C) */
/*     where op2 is determined by CMODE as follows */
/*     CMODE =  1    op2(C) = C */
/*     CMODE =  0    op2(C) = I */
/*     CMODE = -1    op2(C) = inv(C) */
/*     The Skeel condition number  cond(A) = norminf( |inv(A)||A| ) */
/*     is computed by computing scaling factors R such that */
/*     diag(R)*A*op2(C) is row equilibrated and computing the standard */
/*     infinity-norm condition number. */

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

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

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

/*     A       (input) REAL array, dimension (LDA,N) */
/*     On entry, the N-by-N matrix A. */

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

/*     AF      (input) REAL array, dimension (LDAF,N) */
/*     The triangular factor U or L from the Cholesky factorization */
/*     A = U**T*U or A = L*L**T, as computed by SPOTRF. */

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

/*     CMODE   (input) INTEGER */
/*     Determines op2(C) in the formula op(A) * op2(C) as follows: */
/*     CMODE =  1    op2(C) = C */
/*     CMODE =  0    op2(C) = I */
/*     CMODE = -1    op2(C) = inv(C) */

/*     C       (input) REAL array, dimension (N) */
/*     The vector C in the formula op(A) * op2(C). */

/*     INFO    (output) INTEGER */
/*       = 0:  Successful exit. */
/*     i > 0:  The ith argument is invalid. */

/*     WORK    (input) REAL array, dimension (3*N). */
/*     Workspace. */

/*     IWORK   (input) INTEGER array, dimension (N). */
/*     Workspace. */

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

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

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --c__;
    --work;
    --iwork;

    /* Function Body */
    ret_val = 0.f;

    *info = 0;
    if (*n < 0) {
	*info = -2;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SLA_PORCOND", &i__1);
	return ret_val;
    }
    if (*n == 0) {
	ret_val = 1.f;
	return ret_val;
    }
    up = FALSE_;
    if (lsame_(uplo, "U")) {
	up = TRUE_;
    }

/*     Compute the equilibration matrix R such that */
/*     inv(R)*A*C has unit 1-norm. */

    if (up) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.f;
	    if (*cmode == 1) {
		i__2 = i__;
		for (j = 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[j + i__ * a_dim1] * c__[j], dabs(r__1));
		}
		i__2 = *n;
		for (j = i__ + 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[i__ + j * a_dim1] * c__[j], dabs(r__1));
		}
	    } else if (*cmode == 0) {
		i__2 = i__;
		for (j = 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[j + i__ * a_dim1], dabs(r__1));
		}
		i__2 = *n;
		for (j = i__ + 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[i__ + j * a_dim1], dabs(r__1));
		}
	    } else {
		i__2 = i__;
		for (j = 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[j + i__ * a_dim1] / c__[j], dabs(r__1));
		}
		i__2 = *n;
		for (j = i__ + 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[i__ + j * a_dim1] / c__[j], dabs(r__1));
		}
	    }
	    work[(*n << 1) + i__] = tmp;
	}
    } else {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.f;
	    if (*cmode == 1) {
		i__2 = i__;
		for (j = 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[i__ + j * a_dim1] * c__[j], dabs(r__1));
		}
		i__2 = *n;
		for (j = i__ + 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[j + i__ * a_dim1] * c__[j], dabs(r__1));
		}
	    } else if (*cmode == 0) {
		i__2 = i__;
		for (j = 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[i__ + j * a_dim1], dabs(r__1));
		}
		i__2 = *n;
		for (j = i__ + 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[j + i__ * a_dim1], dabs(r__1));
		}
	    } else {
		i__2 = i__;
		for (j = 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[i__ + j * a_dim1] / c__[j], dabs(r__1));
		}
		i__2 = *n;
		for (j = i__ + 1; j <= i__2; ++j) {
		    tmp += (r__1 = a[j + i__ * a_dim1] / c__[j], dabs(r__1));
		}
	    }
	    work[(*n << 1) + i__] = tmp;
	}
    }

/*     Estimate the norm of inv(op(A)). */

    ainvnm = 0.f;
    kase = 0;
L10:
    slacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == 2) {

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		work[i__] *= work[(*n << 1) + i__];
	    }
	    if (up) {
		spotrs_("Upper", n, &c__1, &af[af_offset], ldaf, &work[1], n, 
			info);
	    } else {
		spotrs_("Lower", n, &c__1, &af[af_offset], ldaf, &work[1], n, 
			info);
	    }

/*           Multiply by inv(C). */

	    if (*cmode == 1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] /= c__[i__];
		}
	    } else if (*cmode == -1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] *= c__[i__];
		}
	    }
	} else {

/*           Multiply by inv(C'). */

	    if (*cmode == 1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] /= c__[i__];
		}
	    } else if (*cmode == -1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] *= c__[i__];
		}
	    }
	    if (up) {
		spotrs_("Upper", n, &c__1, &af[af_offset], ldaf, &work[1], n, 
			info);
	    } else {
		spotrs_("Lower", n, &c__1, &af[af_offset], ldaf, &work[1], n, 
			info);
	    }

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		work[i__] *= work[(*n << 1) + i__];
	    }
	}
	goto L10;
    }

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

    if (ainvnm != 0.f) {
	ret_val = 1.f / ainvnm;
    }

    return ret_val;

} /* sla_porcond__ */
Пример #10
0
/* Subroutine */ int sposv_(char *uplo, integer *n, integer *nrhs, real *a,
	integer *lda, real *b, integer *ldb, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1;

    /* Local variables */
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int xerbla_(char *, integer *), spotrf_(
	    char *, integer *, real *, integer *, integer *), spotrs_(
	    char *, integer *, integer *, real *, integer *, real *, integer *
	    , integer *);


/*
    -- LAPACK driver routine (version 3.0) --
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
       Courant Institute, Argonne National Lab, and Rice University
       March 31, 1993


    Purpose
    =======

    SPOSV computes the solution to a real system of linear equations
       A * X = B,
    where A is an N-by-N symmetric positive definite matrix and X and B
    are N-by-NRHS matrices.

    The Cholesky decomposition is used to factor A as
       A = U**T* U,  if UPLO = 'U', or
       A = L * L**T,  if UPLO = 'L',
    where U is an upper triangular matrix and L is a lower triangular
    matrix.  The factored form of A is then used to solve the system of
    equations A * X = B.

    Arguments
    =========

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

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

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

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

            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = U**T*U or A = L*L**T.

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

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

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

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

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


       Test the input parameters.
*/

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;

    /* Function Body */
    *info = 0;
    if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -7;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPOSV ", &i__1);
	return 0;
    }

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

    spotrf_(uplo, n, &a[a_offset], lda, info);
    if (*info == 0) {

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

	spotrs_(uplo, n, nrhs, &a[a_offset], lda, &b[b_offset], ldb, info);

    }
    return 0;

/*     End of SPOSV */

} /* sposv_ */
Пример #11
0
/* ===================================================================== */
real sla_porcond_(char *uplo, integer *n, real *a, integer *lda, real *af, integer *ldaf, integer *cmode, real *c__, integer *info, real *work, integer *iwork)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2;
    real ret_val, r__1;
    /* Local variables */
    integer i__, j;
    logical up;
    real tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Subroutine */
    int slacn2_(integer *, real *, real *, integer *, real *, integer *, integer *), xerbla_(char *, integer *);
    real ainvnm;
    extern /* Subroutine */
    int spotrs_(char *, integer *, integer *, real *, integer *, real *, integer *, integer *);
    /* -- LAPACK computational routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --c__;
    --work;
    --iwork;
    /* Function Body */
    ret_val = 0.f;
    *info = 0;
    if (*n < 0)
    {
        *info = -2;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("SLA_PORCOND", &i__1);
        return ret_val;
    }
    if (*n == 0)
    {
        ret_val = 1.f;
        return ret_val;
    }
    up = FALSE_;
    if (lsame_(uplo, "U"))
    {
        up = TRUE_;
    }
    /* Compute the equilibration matrix R such that */
    /* inv(R)*A*C has unit 1-norm. */
    if (up)
    {
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            tmp = 0.f;
            if (*cmode == 1)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[j + i__ * a_dim1] * c__[j], abs(r__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[i__ + j * a_dim1] * c__[j], abs(r__1));
                }
            }
            else if (*cmode == 0)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[j + i__ * a_dim1], abs(r__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[i__ + j * a_dim1], abs(r__1));
                }
            }
            else
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[j + i__ * a_dim1] / c__[j], abs(r__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[i__ + j * a_dim1] / c__[j], abs(r__1));
                }
            }
            work[(*n << 1) + i__] = tmp;
        }
    }
    else
    {
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            tmp = 0.f;
            if (*cmode == 1)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[i__ + j * a_dim1] * c__[j], abs(r__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[j + i__ * a_dim1] * c__[j], abs(r__1));
                }
            }
            else if (*cmode == 0)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[i__ + j * a_dim1], abs(r__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[j + i__ * a_dim1], abs(r__1));
                }
            }
            else
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[i__ + j * a_dim1] / c__[j], abs(r__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (r__1 = a[j + i__ * a_dim1] / c__[j], abs(r__1));
                }
            }
            work[(*n << 1) + i__] = tmp;
        }
    }
    /* Estimate the norm of inv(op(A)). */
    ainvnm = 0.f;
    kase = 0;
L10:
    slacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave);
    if (kase != 0)
    {
        if (kase == 2)
        {
            /* Multiply by R. */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                work[i__] *= work[(*n << 1) + i__];
            }
            if (up)
            {
                spotrs_("Upper", n, &c__1, &af[af_offset], ldaf, &work[1], n, info);
            }
            else
            {
                spotrs_("Lower", n, &c__1, &af[af_offset], ldaf, &work[1], n, info);
            }
            /* Multiply by inv(C). */
            if (*cmode == 1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] /= c__[i__];
                }
            }
            else if (*cmode == -1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] *= c__[i__];
                }
            }
        }
        else
        {
            /* Multiply by inv(C**T). */
            if (*cmode == 1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] /= c__[i__];
                }
            }
            else if (*cmode == -1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] *= c__[i__];
                }
            }
            if (up)
            {
                spotrs_("Upper", n, &c__1, &af[af_offset], ldaf, &work[1], n, info);
            }
            else
            {
                spotrs_("Lower", n, &c__1, &af[af_offset], ldaf, &work[1], n, info);
            }
            /* Multiply by R. */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                work[i__] *= work[(*n << 1) + i__];
            }
        }
        goto L10;
    }
    /* Compute the estimate of the reciprocal condition number. */
    if (ainvnm != 0.f)
    {
        ret_val = 1.f / ainvnm;
    }
    return ret_val;
}
Пример #12
0
/* Subroutine */ int serrpo_(char *path, integer *nunit)
{
    /* Builtin functions */
    integer s_wsle(cilist *), e_wsle(void);
    /* Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);

    /* Local variables */
    static integer info;
    static real anrm, a[16]	/* was [4][4] */, b[4];
    static integer i__, j;
    static real w[12], x[4], rcond;
    static char c2[2];
    static real r1[4], r2[4];
    extern /* Subroutine */ int spbtf2_(char *, integer *, integer *, real *, 
	    integer *, integer *);
    static real af[16]	/* was [4][4] */;
    extern /* Subroutine */ int spotf2_(char *, integer *, real *, integer *, 
	    integer *);
    static integer iw[4];
    extern /* Subroutine */ int alaesm_(char *, logical *, integer *);
    extern logical lsamen_(integer *, char *, char *);
    extern /* Subroutine */ int chkxer_(char *, integer *, integer *, logical 
	    *, logical *), spbcon_(char *, integer *, integer *, real 
	    *, integer *, real *, real *, real *, integer *, integer *), spbequ_(char *, integer *, integer *, real *, integer *, 
	    real *, real *, real *, integer *), spbrfs_(char *, 
	    integer *, integer *, integer *, real *, integer *, real *, 
	    integer *, real *, integer *, real *, integer *, real *, real *, 
	    real *, integer *, integer *), spbtrf_(char *, integer *, 
	    integer *, real *, integer *, integer *), spocon_(char *, 
	    integer *, real *, integer *, real *, real *, real *, integer *, 
	    integer *), sppcon_(char *, integer *, real *, real *, 
	    real *, real *, integer *, integer *), spoequ_(integer *, 
	    real *, integer *, real *, real *, real *, integer *), spbtrs_(
	    char *, integer *, integer *, integer *, real *, integer *, real *
	    , integer *, integer *), sporfs_(char *, integer *, 
	    integer *, real *, integer *, real *, integer *, real *, integer *
	    , real *, integer *, real *, real *, real *, integer *, integer *), spotrf_(char *, integer *, real *, integer *, integer *), spotri_(char *, integer *, real *, integer *, integer *), sppequ_(char *, integer *, real *, real *, real *, real 
	    *, integer *), spprfs_(char *, integer *, integer *, real 
	    *, real *, real *, integer *, real *, integer *, real *, real *, 
	    real *, integer *, integer *), spptrf_(char *, integer *, 
	    real *, integer *), spptri_(char *, integer *, real *, 
	    integer *), spotrs_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *), spptrs_(char *, 
	    integer *, integer *, real *, real *, integer *, integer *);

    /* Fortran I/O blocks */
    static cilist io___1 = { 0, 0, 0, 0, 0 };



#define a_ref(a_1,a_2) a[(a_2)*4 + a_1 - 5]
#define af_ref(a_1,a_2) af[(a_2)*4 + a_1 - 5]


/*  -- LAPACK test routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       February 29, 1992   


    Purpose   
    =======   

    SERRPO tests the error exits for the REAL routines   
    for symmetric positive definite matrices.   

    Arguments   
    =========   

    PATH    (input) CHARACTER*3   
            The LAPACK path name for the routines to be tested.   

    NUNIT   (input) INTEGER   
            The unit number for output.   

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


    infoc_1.nout = *nunit;
    io___1.ciunit = infoc_1.nout;
    s_wsle(&io___1);
    e_wsle();
    s_copy(c2, path + 1, (ftnlen)2, (ftnlen)2);

/*     Set the variables to innocuous values. */

    for (j = 1; j <= 4; ++j) {
	for (i__ = 1; i__ <= 4; ++i__) {
	    a_ref(i__, j) = 1.f / (real) (i__ + j);
	    af_ref(i__, j) = 1.f / (real) (i__ + j);
/* L10: */
	}
	b[j - 1] = 0.f;
	r1[j - 1] = 0.f;
	r2[j - 1] = 0.f;
	w[j - 1] = 0.f;
	x[j - 1] = 0.f;
	iw[j - 1] = j;
/* L20: */
    }
    infoc_1.ok = TRUE_;

    if (lsamen_(&c__2, c2, "PO")) {

/*        Test error exits of the routines that use the Cholesky   
          decomposition of a symmetric positive definite matrix.   

          SPOTRF */

	s_copy(srnamc_1.srnamt, "SPOTRF", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spotrf_("/", &c__0, a, &c__1, &info);
	chkxer_("SPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotrf_("U", &c_n1, a, &c__1, &info);
	chkxer_("SPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spotrf_("U", &c__2, a, &c__1, &info);
	chkxer_("SPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOTF2 */

	s_copy(srnamc_1.srnamt, "SPOTF2", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spotf2_("/", &c__0, a, &c__1, &info);
	chkxer_("SPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotf2_("U", &c_n1, a, &c__1, &info);
	chkxer_("SPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spotf2_("U", &c__2, a, &c__1, &info);
	chkxer_("SPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOTRI */

	s_copy(srnamc_1.srnamt, "SPOTRI", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spotri_("/", &c__0, a, &c__1, &info);
	chkxer_("SPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotri_("U", &c_n1, a, &c__1, &info);
	chkxer_("SPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spotri_("U", &c__2, a, &c__1, &info);
	chkxer_("SPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOTRS */

	s_copy(srnamc_1.srnamt, "SPOTRS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spotrs_("/", &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotrs_("U", &c_n1, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spotrs_("U", &c__0, &c_n1, a, &c__1, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spotrs_("U", &c__2, &c__1, a, &c__1, b, &c__2, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	spotrs_("U", &c__2, &c__1, a, &c__2, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPORFS */

	s_copy(srnamc_1.srnamt, "SPORFS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	sporfs_("/", &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	sporfs_("U", &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	sporfs_("U", &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	sporfs_("U", &c__2, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &c__2, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	sporfs_("U", &c__2, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &c__2, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	sporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__1, x, &c__2, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 11;
	sporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__2, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOCON */

	s_copy(srnamc_1.srnamt, "SPOCON", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spocon_("/", &c__0, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spocon_("U", &c_n1, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spocon_("U", &c__2, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOEQU */

	s_copy(srnamc_1.srnamt, "SPOEQU", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spoequ_(&c_n1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spoequ_(&c__2, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

    } else if (lsamen_(&c__2, c2, "PP")) {

/*        Test error exits of the routines that use the Cholesky   
          decomposition of a symmetric positive definite packed matrix.   

          SPPTRF */

	s_copy(srnamc_1.srnamt, "SPPTRF", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spptrf_("/", &c__0, a, &info);
	chkxer_("SPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spptrf_("U", &c_n1, a, &info);
	chkxer_("SPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPTRI */

	s_copy(srnamc_1.srnamt, "SPPTRI", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spptri_("/", &c__0, a, &info);
	chkxer_("SPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spptri_("U", &c_n1, a, &info);
	chkxer_("SPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPTRS */

	s_copy(srnamc_1.srnamt, "SPPTRS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spptrs_("/", &c__0, &c__0, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spptrs_("U", &c_n1, &c__0, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spptrs_("U", &c__0, &c_n1, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	spptrs_("U", &c__2, &c__1, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPRFS */

	s_copy(srnamc_1.srnamt, "SPPRFS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spprfs_("/", &c__0, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spprfs_("U", &c_n1, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spprfs_("U", &c__0, &c_n1, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	spprfs_("U", &c__2, &c__1, a, af, b, &c__1, x, &c__2, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	spprfs_("U", &c__2, &c__1, a, af, b, &c__2, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPCON */

	s_copy(srnamc_1.srnamt, "SPPCON", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	sppcon_("/", &c__0, a, &anrm, &rcond, w, iw, &info);
	chkxer_("SPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	sppcon_("U", &c_n1, a, &anrm, &rcond, w, iw, &info);
	chkxer_("SPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPEQU */

	s_copy(srnamc_1.srnamt, "SPPEQU", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	sppequ_("/", &c__0, a, r1, &rcond, &anrm, &info);
	chkxer_("SPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	sppequ_("U", &c_n1, a, r1, &rcond, &anrm, &info);
	chkxer_("SPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

    } else if (lsamen_(&c__2, c2, "PB")) {

/*        Test error exits of the routines that use the Cholesky   
          decomposition of a symmetric positive definite band matrix.   

          SPBTRF */

	s_copy(srnamc_1.srnamt, "SPBTRF", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spbtrf_("/", &c__0, &c__0, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbtrf_("U", &c_n1, &c__0, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbtrf_("U", &c__1, &c_n1, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbtrf_("U", &c__2, &c__1, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBTF2 */

	s_copy(srnamc_1.srnamt, "SPBTF2", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spbtf2_("/", &c__0, &c__0, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbtf2_("U", &c_n1, &c__0, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbtf2_("U", &c__1, &c_n1, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbtf2_("U", &c__2, &c__1, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBTRS */

	s_copy(srnamc_1.srnamt, "SPBTRS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spbtrs_("/", &c__0, &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbtrs_("U", &c_n1, &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbtrs_("U", &c__1, &c_n1, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spbtrs_("U", &c__0, &c__0, &c_n1, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	spbtrs_("U", &c__2, &c__1, &c__1, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	spbtrs_("U", &c__2, &c__0, &c__1, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBRFS */

	s_copy(srnamc_1.srnamt, "SPBRFS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spbrfs_("/", &c__0, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbrfs_("U", &c_n1, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbrfs_("U", &c__1, &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spbrfs_("U", &c__0, &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	spbrfs_("U", &c__2, &c__1, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	spbrfs_("U", &c__2, &c__1, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 10;
	spbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__1, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 12;
	spbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__2, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBCON */

	s_copy(srnamc_1.srnamt, "SPBCON", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spbcon_("/", &c__0, &c__0, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbcon_("U", &c_n1, &c__0, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbcon_("U", &c__1, &c_n1, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbcon_("U", &c__2, &c__1, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBEQU */

	s_copy(srnamc_1.srnamt, "SPBEQU", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	spbequ_("/", &c__0, &c__0, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbequ_("U", &c_n1, &c__0, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbequ_("U", &c__1, &c_n1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbequ_("U", &c__2, &c__1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
    }

/*     Print a summary line. */

    alaesm_(path, &infoc_1.ok, &infoc_1.nout);

    return 0;

/*     End of SERRPO */

} /* serrpo_ */
Пример #13
0
/* Subroutine */
int sla_porfsx_extended_(integer *prec_type__, char *uplo, integer *n, integer *nrhs, real *a, integer *lda, real *af, integer * ldaf, logical *colequ, real *c__, real *b, integer *ldb, real *y, integer *ldy, real *berr_out__, integer *n_norms__, real * err_bnds_norm__, real *err_bnds_comp__, real *res, real *ayb, real * dy, real *y_tail__, real *rcond, integer *ithresh, real *rthresh, real *dz_ub__, logical *ignore_cwise__, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, y_dim1, y_offset, err_bnds_norm_dim1, err_bnds_norm_offset, err_bnds_comp_dim1, err_bnds_comp_offset, i__1, i__2, i__3;
    real r__1, r__2;
    /* Local variables */
    real dxratmax, dzratmax;
    integer i__, j;
    logical incr_prec__;
    extern /* Subroutine */
    int sla_syamv_(integer *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *);
    real prev_dz_z__, yk, final_dx_x__, final_dz_z__;
    extern /* Subroutine */
    int sla_wwaddw_(integer *, real *, real *, real * );
    real prevnormdx;
    integer cnt;
    real dyk, eps, incr_thresh__, dx_x__, dz_z__, ymin;
    extern /* Subroutine */
    int sla_lin_berr_(integer *, integer *, integer * , real *, real *, real *);
    integer y_prec_state__, uplo2;
    extern /* Subroutine */
    int blas_ssymv_x_(integer *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *, integer *);
    extern logical lsame_(char *, char *);
    real dxrat, dzrat;
    extern /* Subroutine */
    int blas_ssymv2_x_(integer *, integer *, real *, real *, integer *, real *, real *, integer *, real *, real *, integer *, integer *), scopy_(integer *, real *, integer *, real * , integer *);
    real normx, normy;
    extern /* Subroutine */
    int saxpy_(integer *, real *, real *, integer *, real *, integer *), ssymv_(char *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *);
    extern real slamch_(char *);
    real normdx;
    extern /* Subroutine */
    int spotrs_(char *, integer *, integer *, real *, integer *, real *, integer *, integer *);
    real hugeval;
    extern integer ilauplo_(char *);
    integer x_state__, z_state__;
    /* -- LAPACK computational routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Parameters .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --c__;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    y_dim1 = *ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;
    --berr_out__;
    --res;
    --ayb;
    --dy;
    --y_tail__;
    /* Function Body */
    if (*info != 0)
    {
        return 0;
    }
    eps = slamch_("Epsilon");
    hugeval = slamch_("Overflow");
    /* Force HUGEVAL to Inf */
    hugeval *= hugeval;
    /* Using HUGEVAL may lead to spurious underflows. */
    incr_thresh__ = (real) (*n) * eps;
    if (lsame_(uplo, "L"))
    {
        uplo2 = ilauplo_("L");
    }
    else
    {
        uplo2 = ilauplo_("U");
    }
    i__1 = *nrhs;
    for (j = 1;
            j <= i__1;
            ++j)
    {
        y_prec_state__ = 1;
        if (y_prec_state__ == 2)
        {
            i__2 = *n;
            for (i__ = 1;
                    i__ <= i__2;
                    ++i__)
            {
                y_tail__[i__] = 0.f;
            }
        }
        dxrat = 0.f;
        dxratmax = 0.f;
        dzrat = 0.f;
        dzratmax = 0.f;
        final_dx_x__ = hugeval;
        final_dz_z__ = hugeval;
        prevnormdx = hugeval;
        prev_dz_z__ = hugeval;
        dz_z__ = hugeval;
        dx_x__ = hugeval;
        x_state__ = 1;
        z_state__ = 0;
        incr_prec__ = FALSE_;
        i__2 = *ithresh;
        for (cnt = 1;
                cnt <= i__2;
                ++cnt)
        {
            /* Compute residual RES = B_s - op(A_s) * Y, */
            /* op(A) = A, A**T, or A**H depending on TRANS (and type). */
            scopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
            if (y_prec_state__ == 0)
            {
                ssymv_(uplo, n, &c_b9, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b11, &res[1], &c__1);
            }
            else if (y_prec_state__ == 1)
            {
                blas_ssymv_x_(&uplo2, n, &c_b9, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b11, &res[1], &c__1, prec_type__);
            }
            else
            {
                blas_ssymv2_x_(&uplo2, n, &c_b9, &a[a_offset], lda, &y[j * y_dim1 + 1], &y_tail__[1], &c__1, &c_b11, &res[1], & c__1, prec_type__);
            }
            /* XXX: RES is no longer needed. */
            scopy_(n, &res[1], &c__1, &dy[1], &c__1);
            spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &dy[1], n, info);
            /* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT. */
            normx = 0.f;
            normy = 0.f;
            normdx = 0.f;
            dz_z__ = 0.f;
            ymin = hugeval;
            i__3 = *n;
            for (i__ = 1;
                    i__ <= i__3;
                    ++i__)
            {
                yk = (r__1 = y[i__ + j * y_dim1], abs(r__1));
                dyk = (r__1 = dy[i__], abs(r__1));
                if (yk != 0.f)
                {
                    /* Computing MAX */
                    r__1 = dz_z__;
                    r__2 = dyk / yk; // , expr subst
                    dz_z__ = max(r__1,r__2);
                }
                else if (dyk != 0.f)
                {
                    dz_z__ = hugeval;
                }
                ymin = min(ymin,yk);
                normy = max(normy,yk);
                if (*colequ)
                {
                    /* Computing MAX */
                    r__1 = normx;
                    r__2 = yk * c__[i__]; // , expr subst
                    normx = max(r__1,r__2);
                    /* Computing MAX */
                    r__1 = normdx;
                    r__2 = dyk * c__[i__]; // , expr subst
                    normdx = max(r__1,r__2);
                }
                else
                {
                    normx = normy;
                    normdx = max(normdx,dyk);
                }
            }
            if (normx != 0.f)
            {
                dx_x__ = normdx / normx;
            }
            else if (normdx == 0.f)
            {
                dx_x__ = 0.f;
            }
            else
            {
                dx_x__ = hugeval;
            }
            dxrat = normdx / prevnormdx;
            dzrat = dz_z__ / prev_dz_z__;
            /* Check termination criteria. */
            if (ymin * *rcond < incr_thresh__ * normy && y_prec_state__ < 2)
            {
                incr_prec__ = TRUE_;
            }
            if (x_state__ == 3 && dxrat <= *rthresh)
            {
                x_state__ = 1;
            }
            if (x_state__ == 1)
            {
                if (dx_x__ <= eps)
                {
                    x_state__ = 2;
                }
                else if (dxrat > *rthresh)
                {
                    if (y_prec_state__ != 2)
                    {
                        incr_prec__ = TRUE_;
                    }
                    else
                    {
                        x_state__ = 3;
                    }
                }
                else
                {
                    if (dxrat > dxratmax)
                    {
                        dxratmax = dxrat;
                    }
                }
                if (x_state__ > 1)
                {
                    final_dx_x__ = dx_x__;
                }
            }
            if (z_state__ == 0 && dz_z__ <= *dz_ub__)
            {
                z_state__ = 1;
            }
            if (z_state__ == 3 && dzrat <= *rthresh)
            {
                z_state__ = 1;
            }
            if (z_state__ == 1)
            {
                if (dz_z__ <= eps)
                {
                    z_state__ = 2;
                }
                else if (dz_z__ > *dz_ub__)
                {
                    z_state__ = 0;
                    dzratmax = 0.f;
                    final_dz_z__ = hugeval;
                }
                else if (dzrat > *rthresh)
                {
                    if (y_prec_state__ != 2)
                    {
                        incr_prec__ = TRUE_;
                    }
                    else
                    {
                        z_state__ = 3;
                    }
                }
                else
                {
                    if (dzrat > dzratmax)
                    {
                        dzratmax = dzrat;
                    }
                }
                if (z_state__ > 1)
                {
                    final_dz_z__ = dz_z__;
                }
            }
            if (x_state__ != 1 && (*ignore_cwise__ || z_state__ != 1))
            {
                goto L666;
            }
            if (incr_prec__)
            {
                incr_prec__ = FALSE_;
                ++y_prec_state__;
                i__3 = *n;
                for (i__ = 1;
                        i__ <= i__3;
                        ++i__)
                {
                    y_tail__[i__] = 0.f;
                }
            }
            prevnormdx = normdx;
            prev_dz_z__ = dz_z__;
            /* Update soluton. */
            if (y_prec_state__ < 2)
            {
                saxpy_(n, &c_b11, &dy[1], &c__1, &y[j * y_dim1 + 1], &c__1);
            }
            else
            {
                sla_wwaddw_(n, &y[j * y_dim1 + 1], &y_tail__[1], &dy[1]);
            }
        }
        /* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't CALL F90_EXIT. */
L666: /* Set final_* when cnt hits ithresh. */
        if (x_state__ == 1)
        {
            final_dx_x__ = dx_x__;
        }
        if (z_state__ == 1)
        {
            final_dz_z__ = dz_z__;
        }
        /* Compute error bounds. */
        if (*n_norms__ >= 1)
        {
            err_bnds_norm__[j + (err_bnds_norm_dim1 << 1)] = final_dx_x__ / ( 1 - dxratmax);
        }
        if (*n_norms__ >= 2)
        {
            err_bnds_comp__[j + (err_bnds_comp_dim1 << 1)] = final_dz_z__ / ( 1 - dzratmax);
        }
        /* Compute componentwise relative backward error from formula */
        /* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) */
        /* where abs(Z) is the componentwise absolute value of the matrix */
        /* or vector Z. */
        /* Compute residual RES = B_s - op(A_s) * Y, */
        /* op(A) = A, A**T, or A**H depending on TRANS (and type). */
        scopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
        ssymv_(uplo, n, &c_b9, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, & c_b11, &res[1], &c__1);
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            ayb[i__] = (r__1 = b[i__ + j * b_dim1], abs(r__1));
        }
        /* Compute abs(op(A_s))*abs(Y) + abs(B_s). */
        sla_syamv_(&uplo2, n, &c_b11, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b11, &ayb[1], &c__1);
        sla_lin_berr_(n, n, &c__1, &res[1], &ayb[1], &berr_out__[j]);
        /* End of loop for each RHS. */
    }
    return 0;
}
Пример #14
0
/* Subroutine */ int serrpo_(char *path, integer *nunit)
{
    /* Builtin functions */
    integer s_wsle(cilist *), e_wsle(void);
    /* Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);

    /* Local variables */
    real a[16]	/* was [4][4] */, b[4];
    integer i__, j;
    real w[12], x[4];
    char c2[2];
    real r1[4], r2[4], af[16]	/* was [4][4] */;
    integer iw[4], info;
    real anrm, rcond;
    extern /* Subroutine */ int spbtf2_(char *, integer *, integer *, real *, 
	    integer *, integer *), spotf2_(char *, integer *, real *, 
	    integer *, integer *), alaesm_(char *, logical *, integer 
	    *);
    extern logical lsamen_(integer *, char *, char *);
    extern /* Subroutine */ int chkxer_(char *, integer *, integer *, logical 
	    *, logical *), spbcon_(char *, integer *, integer *, real 
	    *, integer *, real *, real *, real *, integer *, integer *), spbequ_(char *, integer *, integer *, real *, integer *, 
	    real *, real *, real *, integer *), spbrfs_(char *, 
	    integer *, integer *, integer *, real *, integer *, real *, 
	    integer *, real *, integer *, real *, integer *, real *, real *, 
	    real *, integer *, integer *), spbtrf_(char *, integer *, 
	    integer *, real *, integer *, integer *), spocon_(char *, 
	    integer *, real *, integer *, real *, real *, real *, integer *, 
	    integer *), sppcon_(char *, integer *, real *, real *, 
	    real *, real *, integer *, integer *), spoequ_(integer *, 
	    real *, integer *, real *, real *, real *, integer *), spbtrs_(
	    char *, integer *, integer *, integer *, real *, integer *, real *
, integer *, integer *), sporfs_(char *, integer *, 
	    integer *, real *, integer *, real *, integer *, real *, integer *
, real *, integer *, real *, real *, real *, integer *, integer *), spotrf_(char *, integer *, real *, integer *, integer *), spotri_(char *, integer *, real *, integer *, integer *), sppequ_(char *, integer *, real *, real *, real *, real 
	    *, integer *), spprfs_(char *, integer *, integer *, real 
	    *, real *, real *, integer *, real *, integer *, real *, real *, 
	    real *, integer *, integer *), spptrf_(char *, integer *, 
	    real *, integer *), spptri_(char *, integer *, real *, 
	    integer *), spotrs_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *), spptrs_(char *, 
	    integer *, integer *, real *, real *, integer *, integer *);

    /* Fortran I/O blocks */
    static cilist io___1 = { 0, 0, 0, 0, 0 };



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

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

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

/*  SERRPO tests the error exits for the REAL routines */
/*  for symmetric positive definite matrices. */

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

/*  PATH    (input) CHARACTER*3 */
/*          The LAPACK path name for the routines to be tested. */

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

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

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Scalars in Common .. */
/*     .. */
/*     .. Common blocks .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    infoc_1.nout = *nunit;
    io___1.ciunit = infoc_1.nout;
    s_wsle(&io___1);
    e_wsle();
    s_copy(c2, path + 1, (ftnlen)2, (ftnlen)2);

/*     Set the variables to innocuous values. */

    for (j = 1; j <= 4; ++j) {
	for (i__ = 1; i__ <= 4; ++i__) {
	    a[i__ + (j << 2) - 5] = 1.f / (real) (i__ + j);
	    af[i__ + (j << 2) - 5] = 1.f / (real) (i__ + j);
/* L10: */
	}
	b[j - 1] = 0.f;
	r1[j - 1] = 0.f;
	r2[j - 1] = 0.f;
	w[j - 1] = 0.f;
	x[j - 1] = 0.f;
	iw[j - 1] = j;
/* L20: */
    }
    infoc_1.ok = TRUE_;

    if (lsamen_(&c__2, c2, "PO")) {

/*        Test error exits of the routines that use the Cholesky */
/*        decomposition of a symmetric positive definite matrix. */

/*        SPOTRF */

	s_copy(srnamc_1.srnamt, "SPOTRF", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spotrf_("/", &c__0, a, &c__1, &info);
	chkxer_("SPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotrf_("U", &c_n1, a, &c__1, &info);
	chkxer_("SPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spotrf_("U", &c__2, a, &c__1, &info);
	chkxer_("SPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOTF2 */

	s_copy(srnamc_1.srnamt, "SPOTF2", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spotf2_("/", &c__0, a, &c__1, &info);
	chkxer_("SPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotf2_("U", &c_n1, a, &c__1, &info);
	chkxer_("SPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spotf2_("U", &c__2, a, &c__1, &info);
	chkxer_("SPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOTRI */

	s_copy(srnamc_1.srnamt, "SPOTRI", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spotri_("/", &c__0, a, &c__1, &info);
	chkxer_("SPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotri_("U", &c_n1, a, &c__1, &info);
	chkxer_("SPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spotri_("U", &c__2, a, &c__1, &info);
	chkxer_("SPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOTRS */

	s_copy(srnamc_1.srnamt, "SPOTRS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spotrs_("/", &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spotrs_("U", &c_n1, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spotrs_("U", &c__0, &c_n1, a, &c__1, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spotrs_("U", &c__2, &c__1, a, &c__1, b, &c__2, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	spotrs_("U", &c__2, &c__1, a, &c__2, b, &c__1, &info);
	chkxer_("SPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPORFS */

	s_copy(srnamc_1.srnamt, "SPORFS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	sporfs_("/", &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	sporfs_("U", &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	sporfs_("U", &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	sporfs_("U", &c__2, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &c__2, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	sporfs_("U", &c__2, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &c__2, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	sporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__1, x, &c__2, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 11;
	sporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__2, x, &c__1, 
		r1, r2, w, iw, &info);
	chkxer_("SPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOCON */

	s_copy(srnamc_1.srnamt, "SPOCON", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spocon_("/", &c__0, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spocon_("U", &c_n1, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spocon_("U", &c__2, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPOEQU */

	s_copy(srnamc_1.srnamt, "SPOEQU", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spoequ_(&c_n1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spoequ_(&c__2, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

    } else if (lsamen_(&c__2, c2, "PP")) {

/*        Test error exits of the routines that use the Cholesky */
/*        decomposition of a symmetric positive definite packed matrix. */

/*        SPPTRF */

	s_copy(srnamc_1.srnamt, "SPPTRF", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spptrf_("/", &c__0, a, &info);
	chkxer_("SPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spptrf_("U", &c_n1, a, &info);
	chkxer_("SPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPTRI */

	s_copy(srnamc_1.srnamt, "SPPTRI", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spptri_("/", &c__0, a, &info);
	chkxer_("SPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spptri_("U", &c_n1, a, &info);
	chkxer_("SPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPTRS */

	s_copy(srnamc_1.srnamt, "SPPTRS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spptrs_("/", &c__0, &c__0, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spptrs_("U", &c_n1, &c__0, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spptrs_("U", &c__0, &c_n1, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	spptrs_("U", &c__2, &c__1, a, b, &c__1, &info);
	chkxer_("SPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPRFS */

	s_copy(srnamc_1.srnamt, "SPPRFS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spprfs_("/", &c__0, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spprfs_("U", &c_n1, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spprfs_("U", &c__0, &c_n1, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	spprfs_("U", &c__2, &c__1, a, af, b, &c__1, x, &c__2, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	spprfs_("U", &c__2, &c__1, a, af, b, &c__2, x, &c__1, r1, r2, w, iw, &
		info);
	chkxer_("SPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPCON */

	s_copy(srnamc_1.srnamt, "SPPCON", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	sppcon_("/", &c__0, a, &anrm, &rcond, w, iw, &info);
	chkxer_("SPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	sppcon_("U", &c_n1, a, &anrm, &rcond, w, iw, &info);
	chkxer_("SPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPPEQU */

	s_copy(srnamc_1.srnamt, "SPPEQU", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	sppequ_("/", &c__0, a, r1, &rcond, &anrm, &info);
	chkxer_("SPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	sppequ_("U", &c_n1, a, r1, &rcond, &anrm, &info);
	chkxer_("SPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

    } else if (lsamen_(&c__2, c2, "PB")) {

/*        Test error exits of the routines that use the Cholesky */
/*        decomposition of a symmetric positive definite band matrix. */

/*        SPBTRF */

	s_copy(srnamc_1.srnamt, "SPBTRF", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spbtrf_("/", &c__0, &c__0, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbtrf_("U", &c_n1, &c__0, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbtrf_("U", &c__1, &c_n1, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbtrf_("U", &c__2, &c__1, a, &c__1, &info);
	chkxer_("SPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBTF2 */

	s_copy(srnamc_1.srnamt, "SPBTF2", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spbtf2_("/", &c__0, &c__0, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbtf2_("U", &c_n1, &c__0, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbtf2_("U", &c__1, &c_n1, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbtf2_("U", &c__2, &c__1, a, &c__1, &info);
	chkxer_("SPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBTRS */

	s_copy(srnamc_1.srnamt, "SPBTRS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spbtrs_("/", &c__0, &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbtrs_("U", &c_n1, &c__0, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbtrs_("U", &c__1, &c_n1, &c__0, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spbtrs_("U", &c__0, &c__0, &c_n1, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	spbtrs_("U", &c__2, &c__1, &c__1, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	spbtrs_("U", &c__2, &c__0, &c__1, a, &c__1, b, &c__1, &info);
	chkxer_("SPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBRFS */

	s_copy(srnamc_1.srnamt, "SPBRFS", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spbrfs_("/", &c__0, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbrfs_("U", &c_n1, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbrfs_("U", &c__1, &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	spbrfs_("U", &c__0, &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	spbrfs_("U", &c__2, &c__1, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	spbrfs_("U", &c__2, &c__1, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 10;
	spbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__1, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 12;
	spbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__2, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("SPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBCON */

	s_copy(srnamc_1.srnamt, "SPBCON", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spbcon_("/", &c__0, &c__0, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbcon_("U", &c_n1, &c__0, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbcon_("U", &c__1, &c_n1, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbcon_("U", &c__2, &c__1, a, &c__1, &anrm, &rcond, w, iw, &info);
	chkxer_("SPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        SPBEQU */

	s_copy(srnamc_1.srnamt, "SPBEQU", (ftnlen)32, (ftnlen)6);
	infoc_1.infot = 1;
	spbequ_("/", &c__0, &c__0, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	spbequ_("U", &c_n1, &c__0, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	spbequ_("U", &c__1, &c_n1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	spbequ_("U", &c__2, &c__1, a, &c__1, r1, &rcond, &anrm, &info);
	chkxer_("SPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
    }

/*     Print a summary line. */

    alaesm_(path, &infoc_1.ok, &infoc_1.nout);

    return 0;

/*     End of SERRPO */

} /* serrpo_ */
Пример #15
0
/* Subroutine */ int sporfs_(char *uplo, integer *n, integer *nrhs, real *a, 
	integer *lda, real *af, integer *ldaf, 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   
    =======   

    SPORFS improves the computed solution to a system of linear   
    equations when the coefficient matrix is symmetric positive definite, 
  
    and provides error bounds and backward error estimates for the   
    solution.   

    Arguments   
    =========   

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

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

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

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

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

    AF      (input) REAL array, dimension (LDAF,N)   
            The triangular factor U or L from the Cholesky factorization 
  
            A = U**T*U or A = L*L**T, as computed by SPOTRF.   

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

    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/output) REAL array, dimension (LDX,NRHS)   
            On entry, the solution matrix X, as computed by SPOTRS.   
            On exit, the improved 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   

    Internal Parameters   
    ===================   

    ITMAX is the maximum number of steps of iterative refinement.   

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


       Test the input parameters.   

    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static real c_b12 = -1.f;
    static real c_b14 = 1.f;
    
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2, i__3;
    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 integer count;
    static logical upper;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), saxpy_(integer *, real *, real *, integer *, real *, 
	    integer *), ssymv_(char *, integer *, real *, real *, integer *, 
	    real *, integer *, real *, real *, integer *);
    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 real lstres;
    extern /* Subroutine */ int spotrs_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *);
    static real eps;



#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 A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]
#define AF(I,J) af[(I)-1 + ((J)-1)* ( *ldaf)]
#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");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldaf < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -9;
    } else if (*ldx < max(1,*n)) {
	*info = -11;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPORFS", &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;
    }

/*     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) {

	count = 1;
	lstres = 3.f;
L20:

/*        Loop until stopping criterion is satisfied.   

          Compute residual R = B - A * X */

	scopy_(n, &B(1,j), &c__1, &WORK(*n + 1), &c__1);
	ssymv_(uplo, n, &c_b12, &A(1,1), lda, &X(1,j), &c__1, 
		&c_b14, &WORK(*n + 1), &c__1);

/*        Compute componentwise relative backward error from formula 
  

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

          where abs(Z) is the componentwise absolute value of the 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));
/* L30: */
	}

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

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= *n; ++k) {
		s = 0.f;
		xk = (r__1 = X(k,j), dabs(r__1));
		i__3 = k - 1;
		for (i = 1; i <= k-1; ++i) {
		    WORK(i) += (r__1 = A(i,k), dabs(r__1)) * xk;
		    s += (r__1 = A(i,k), dabs(r__1)) * (r__2 = X(i,j), dabs(r__2));
/* L40: */
		}
		WORK(k) = WORK(k) + (r__1 = A(k,k), dabs(r__1)) * 
			xk + s;
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= *n; ++k) {
		s = 0.f;
		xk = (r__1 = X(k,j), dabs(r__1));
		WORK(k) += (r__1 = A(k,k), dabs(r__1)) * xk;
		i__3 = *n;
		for (i = k + 1; i <= *n; ++i) {
		    WORK(i) += (r__1 = A(i,k), dabs(r__1)) * xk;
		    s += (r__1 = A(i,k), dabs(r__1)) * (r__2 = X(i,j), dabs(r__2));
/* L60: */
		}
		WORK(k) += s;
/* L70: */
	    }
	}
	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);
	    }
/* L80: */
	}
	BERR(j) = s;

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

	if (BERR(j) > eps && BERR(j) * 2.f <= lstres && count <= 5) {

/*           Update solution and try again. */

	    spotrs_(uplo, n, &c__1, &AF(1,1), ldaf, &WORK(*n + 1), n, 
		    info);
	    saxpy_(n, &c_b14, &WORK(*n + 1), &c__1, &X(1,j), &c__1)
		    ;
	    lstres = BERR(j);
	    ++count;
	    goto L20;
	}

/*        Bound error from formula   

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

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

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

	i__2 = *n;
	for (i = 1; i <= *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;
	    }
/* L90: */
	}

	kase = 0;
L100:
	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(A'). */

		spotrs_(uplo, n, &c__1, &AF(1,1), ldaf, &WORK(*n + 1), 
			n, info);
		i__2 = *n;
		for (i = 1; i <= *n; ++i) {
		    WORK(*n + i) = WORK(i) * WORK(*n + i);
/* L110: */
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i = 1; i <= *n; ++i) {
		    WORK(*n + i) = WORK(i) * WORK(*n + i);
/* L120: */
		}
		spotrs_(uplo, n, &c__1, &AF(1,1), ldaf, &WORK(*n + 1), 
			n, info);
	    }
	    goto L100;
	}

/*        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);
/* L130: */
	}
	if (lstres != 0.f) {
	    FERR(j) /= lstres;
	}

/* L140: */
    }

    return 0;

/*     End of SPORFS */

} /* sporfs_ */
Пример #16
0
/* Subroutine */ int sposvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, real *a, integer *lda, real *af, integer *ldaf, char *equed, 
	real *s, real *b, integer *ldb, real *x, integer *ldx, real *rcond, 
	real *ferr, real *berr, real *work, integer *iwork, integer *info, 
	ftnlen fact_len, ftnlen uplo_len, ftnlen equed_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2;
    real r__1, r__2;

    /* Local variables */
    static integer i__, j;
    static real amax, smin, smax;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    static real scond, anorm;
    static logical equil, rcequ;
    extern doublereal slamch_(char *, ftnlen);
    static logical nofact;
    extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
    static real bignum;
    static integer infequ;
    extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, ftnlen), spocon_(char *, integer *, 
	    real *, integer *, real *, real *, real *, integer *, integer *, 
	    ftnlen);
    extern doublereal slansy_(char *, char *, integer *, real *, integer *, 
	    real *, ftnlen, ftnlen);
    static real smlnum;
    extern /* Subroutine */ int slaqsy_(char *, integer *, real *, integer *, 
	    real *, real *, real *, char *, ftnlen, ftnlen), spoequ_(integer *
	    , real *, integer *, real *, real *, real *, integer *), sporfs_(
	    char *, integer *, integer *, real *, integer *, real *, integer *
	    , real *, integer *, real *, integer *, real *, real *, real *, 
	    integer *, integer *, ftnlen), spotrf_(char *, integer *, real *, 
	    integer *, integer *, ftnlen), spotrs_(char *, integer *, integer 
	    *, real *, integer *, real *, integer *, integer *, ftnlen);


/*  -- LAPACK driver routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     June 30, 1999 */

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

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

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

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

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

/*  The following steps are performed: */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F", (ftnlen)1, (ftnlen)1)) {
	*info = -1;
    } else if (! lsame_(uplo, "U", (ftnlen)1, (ftnlen)1) && ! lsame_(uplo, 
	    "L", (ftnlen)1, (ftnlen)1)) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F", (ftnlen)1, (ftnlen)1) && ! (rcequ || lsame_(
	    equed, "N", (ftnlen)1, (ftnlen)1))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.f;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		r__1 = smin, r__2 = s[j];
		smin = dmin(r__1,r__2);
/* Computing MAX */
		r__1 = smax, r__2 = s[j];
		smax = dmax(r__1,r__2);
/* L10: */
	    }
	    if (smin <= 0.f) {
		*info = -10;
	    } else if (*n > 0) {
		scond = dmax(smin,smlnum) / dmin(smax,bignum);
	    } else {
		scond = 1.f;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPOSVX", &i__1, (ftnlen)6);
	return 0;
    }

    if (equil) {

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

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

/*           Equilibrate the matrix. */

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

/*     Scale the right hand side. */

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		b[i__ + j * b_dim1] = s[i__] * b[i__ + j * b_dim1];
/* L20: */
	    }
/* L30: */
	}
    }

    if (nofact || equil) {

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

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

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

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

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

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

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

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

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

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

/*     Compute the solution matrix X. */

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

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

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

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

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		x[i__ + j * x_dim1] = s[i__] * x[i__ + j * x_dim1];
/* L40: */
	    }
/* L50: */
	}
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] /= scond;
/* L60: */
	}
    }

    return 0;

/*     End of SPOSVX */

} /* sposvx_ */
Пример #17
0
/* Subroutine */ int sporfs_(char *uplo, integer *n, integer *nrhs, real *a, 
	integer *lda, real *af, integer *ldaf, real *b, integer *ldb, real *x, 
	 integer *ldx, real *ferr, real *berr, real *work, integer *iwork, 
	integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2, i__3;
    real r__1, r__2, r__3;

    /* Local variables */
    integer i__, j, k;
    real s, xk;
    integer nz;
    real eps;
    integer kase;
    real safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3], count;
    logical upper;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), saxpy_(integer *, real *, real *, integer *, real *, 
	    integer *), ssymv_(char *, integer *, real *, real *, integer *, 
	    real *, integer *, real *, real *, integer *), slacn2_(
	    integer *, real *, real *, integer *, real *, integer *, integer *
);
    extern doublereal slamch_(char *);
    real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real lstres;
    extern /* Subroutine */ int spotrs_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *);


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

/*     Modified to call SLACN2 in place of SLACON, 7 Feb 03, SJH. */

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

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

/*  SPORFS improves the computed solution to a system of linear */
/*  equations when the coefficient matrix is symmetric positive definite, */
/*  and provides error bounds and backward error estimates for the */
/*  solution. */

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

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

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

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

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

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

/*  AF      (input) REAL array, dimension (LDAF,N) */
/*          The triangular factor U or L from the Cholesky factorization */
/*          A = U**T*U or A = L*L**T, as computed by SPOTRF. */

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

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

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

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

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    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");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldaf < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -9;
    } else if (*ldx < max(1,*n)) {
	*info = -11;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPORFS", &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;
    }

/*     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) {

	count = 1;
	lstres = 3.f;
L20:

/*        Loop until stopping criterion is satisfied. */

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

	scopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);
	ssymv_(uplo, n, &c_b12, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, 
		&c_b14, &work[*n + 1], &c__1);

/*        Compute componentwise relative backward error from formula */

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

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

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    work[i__] = (r__1 = b[i__ + j * b_dim1], dabs(r__1));
/* L30: */
	}

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

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		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 = a[i__ + k * a_dim1], dabs(r__1)) * 
			    xk;
		    s += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * (r__2 = x[
			    i__ + j * x_dim1], dabs(r__2));
/* L40: */
		}
		work[k] = work[k] + (r__1 = a[k + k * a_dim1], dabs(r__1)) * 
			xk + s;
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		xk = (r__1 = x[k + j * x_dim1], dabs(r__1));
		work[k] += (r__1 = a[k + k * a_dim1], dabs(r__1)) * xk;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    work[i__] += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * 
			    xk;
		    s += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * (r__2 = x[
			    i__ + j * x_dim1], dabs(r__2));
/* L60: */
		}
		work[k] += s;
/* L70: */
	    }
	}
	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);
	    }
/* L80: */
	}
	berr[j] = s;

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

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

/*           Update solution and try again. */

	    spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[*n + 1], n, 
		    info);
	    saxpy_(n, &c_b14, &work[*n + 1], &c__1, &x[j * x_dim1 + 1], &c__1)
		    ;
	    lstres = berr[j];
	    ++count;
	    goto L20;
	}

/*        Bound error from formula */

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

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

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

/*        Use SLACN2 to estimate the infinity-norm of the matrix */
/*           inv(A) * diag(W), */
/*        where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (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;
	    }
/* L90: */
	}

	kase = 0;
L100:
	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(A'). */

		spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[*n + 1], 
			n, info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] = work[i__] * work[*n + i__];
/* L110: */
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] = work[i__] * work[*n + i__];
/* L120: */
		}
		spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[*n + 1], 
			n, info);
	    }
	    goto L100;
	}

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

/* L140: */
    }

    return 0;

/*     End of SPORFS */

} /* sporfs_ */
Пример #18
0
/* Subroutine */ int sposvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, real *a, integer *lda, real *af, integer *ldaf, char *equed, 
	real *s, real *b, integer *ldb, real *x, integer *ldx, real *rcond, 
	real *ferr, real *berr, real *work, integer *iwork, integer *info)
{
/*  -- LAPACK driver 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   
    =======   

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

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

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

    The following steps are performed:   

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

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

    3. The factored form of A is used to estimate the condition number   
       of the matrix A.  If the reciprocal of the condition number is   
       less than machine precision, steps 4-6 are skipped.   

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

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

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

    Arguments   
    =========   

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    RCOND   (output) REAL   
            The estimate of the reciprocal condition number of the matrix 
  
            A after equilibration (if done).  If RCOND is less than the   
            machine precision (in particular, if RCOND = 0), the matrix   
            is singular to working precision.  This condition is   
            indicated by a return code of INFO > 0, and the solution and 
  
            error bounds are not computed.   

    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   
            > 0: if INFO = i, and i is   
                 <= N: the leading minor of order i of A   
                       is not positive definite, so the factorization   
                       could not be completed, and the solution and error 
  
                       bounds could not be computed.   
                 = N+1: RCOND is less than machine precision.  The   
                       factorization has been completed, but the matrix   
                       is singular to working precision, and the solution 
  
                       and error bounds have not been computed.   

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


    
   Parameter adjustments   
       Function Body */
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2;
    real r__1, r__2;
    /* Local variables */
    static real amax, smin, smax;
    static integer i, j;
    extern logical lsame_(char *, char *);
    static real scond, anorm;
    static logical equil, rcequ;
    extern doublereal slamch_(char *);
    static logical nofact;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static real bignum;
    static integer infequ;
    extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *), spocon_(char *, integer *, 
	    real *, integer *, real *, real *, real *, integer *, integer *);
    extern doublereal slansy_(char *, char *, integer *, real *, integer *, 
	    real *);
    static real smlnum;
    extern /* Subroutine */ int slaqsy_(char *, integer *, real *, integer *, 
	    real *, real *, real *, char *), spoequ_(integer *
	    , real *, integer *, real *, real *, real *, integer *), sporfs_(
	    char *, integer *, integer *, real *, integer *, real *, integer *
	    , real *, integer *, real *, integer *, real *, real *, real *, 
	    integer *, integer *), spotrf_(char *, integer *, real *, 
	    integer *, integer *), spotrs_(char *, integer *, integer 
	    *, real *, integer *, real *, integer *, integer *);


#define S(I) s[(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 A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]
#define AF(I,J) af[(I)-1 + ((J)-1)* ( *ldaf)]
#define B(I,J) b[(I)-1 + ((J)-1)* ( *ldb)]
#define X(I,J) x[(I)-1 + ((J)-1)* ( *ldx)]

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

/*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(equed, "N"))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.f;
	    i__1 = *n;
	    for (j = 1; j <= *n; ++j) {
/* Computing MIN */
		r__1 = smin, r__2 = S(j);
		smin = dmin(r__1,r__2);
/* Computing MAX */
		r__1 = smax, r__2 = S(j);
		smax = dmax(r__1,r__2);
/* L10: */
	    }
	    if (smin <= 0.f) {
		*info = -10;
	    } else if (*n > 0) {
		scond = dmax(smin,smlnum) / dmin(smax,bignum);
	    } else {
		scond = 1.f;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

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

    if (equil) {

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

	spoequ_(n, &A(1,1), lda, &S(1), &scond, &amax, &infequ);
	if (infequ == 0) {

/*           Equilibrate the matrix. */

	    slaqsy_(uplo, n, &A(1,1), lda, &S(1), &scond, &amax, equed);
	    rcequ = lsame_(equed, "Y");
	}
    }

/*     Scale the right hand side. */

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= *nrhs; ++j) {
	    i__2 = *n;
	    for (i = 1; i <= *n; ++i) {
		B(i,j) = S(i) * B(i,j);
/* L20: */
	    }
/* L30: */
	}
    }

    if (nofact || equil) {

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

	slacpy_(uplo, n, n, &A(1,1), lda, &AF(1,1), ldaf);
	spotrf_(uplo, n, &AF(1,1), ldaf, info);

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

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

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

    anorm = slansy_("1", uplo, n, &A(1,1), lda, &WORK(1));

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

    spocon_(uplo, n, &AF(1,1), ldaf, &anorm, rcond, &WORK(1), &IWORK(1),
	     info);

/*     Return if the matrix is singular to working precision. */

    if (*rcond < slamch_("Epsilon")) {
	*info = *n + 1;
	return 0;
    }

/*     Compute the solution matrix X. */

    slacpy_("Full", n, nrhs, &B(1,1), ldb, &X(1,1), ldx);
    spotrs_(uplo, n, nrhs, &AF(1,1), ldaf, &X(1,1), ldx, info);

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

    sporfs_(uplo, n, nrhs, &A(1,1), lda, &AF(1,1), ldaf, &B(1,1), ldb, &X(1,1), ldx, &FERR(1), &BERR(1), &WORK(1), &
	    IWORK(1), info);

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

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= *nrhs; ++j) {
	    i__2 = *n;
	    for (i = 1; i <= *n; ++i) {
		X(i,j) = S(i) * X(i,j);
/* L40: */
	    }
/* L50: */
	}
	i__1 = *nrhs;
	for (j = 1; j <= *nrhs; ++j) {
	    FERR(j) /= scond;
/* L60: */
	}
    }

    return 0;

/*     End of SPOSVX */

} /* sposvx_ */
Пример #19
0
/* Subroutine */
int dsposv_(char *uplo, integer *n, integer *nrhs, doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal * x, integer *ldx, doublereal *work, real *swork, integer *iter, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, work_dim1, work_offset, x_dim1, x_offset, i__1;
    doublereal d__1;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    integer i__;
    doublereal cte, eps, anrm;
    integer ptsa;
    doublereal rnrm, xnrm;
    integer ptsx;
    extern logical lsame_(char *, char *);
    integer iiter;
    extern /* Subroutine */
    int daxpy_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dsymm_(char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *), dlag2s_(integer *, integer *, doublereal *, integer *, real *, integer *, integer *), slag2d_(integer *, integer *, real *, integer *, doublereal *, integer *, integer *), dlat2s_(char *, integer *, doublereal *, integer *, real *, integer *, integer *);
    extern doublereal dlamch_(char *);
    extern integer idamax_(integer *, doublereal *, integer *);
    extern /* Subroutine */
    int dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
    extern doublereal dlansy_(char *, char *, integer *, doublereal *, integer *, doublereal *);
    extern /* Subroutine */
    int dpotrf_(char *, integer *, doublereal *, integer *, integer *), dpotrs_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), spotrf_(char *, integer *, real *, integer *, integer *), spotrs_(char *, integer *, integer *, real *, integer *, real *, integer *, integer *);
    /* -- LAPACK driver routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. Local Scalars .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    work_dim1 = *n;
    work_offset = 1 + work_dim1;
    work -= work_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --swork;
    /* Function Body */
    *info = 0;
    *iter = 0;
    /* Test the input parameters. */
    if (! lsame_(uplo, "U") && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*nrhs < 0)
    {
        *info = -3;
    }
    else if (*lda < max(1,*n))
    {
        *info = -5;
    }
    else if (*ldb < max(1,*n))
    {
        *info = -7;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -9;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DSPOSV", &i__1);
        return 0;
    }
    /* Quick return if (N.EQ.0). */
    if (*n == 0)
    {
        return 0;
    }
    /* Skip single precision iterative refinement if a priori slower */
    /* than double precision factorization. */
    if (FALSE_)
    {
        *iter = -1;
        goto L40;
    }
    /* Compute some constants. */
    anrm = dlansy_("I", uplo, n, &a[a_offset], lda, &work[work_offset]);
    eps = dlamch_("Epsilon");
    cte = anrm * eps * sqrt((doublereal) (*n)) * 1.;
    /* Set the indices PTSA, PTSX for referencing SA and SX in SWORK. */
    ptsa = 1;
    ptsx = ptsa + *n * *n;
    /* Convert B from double precision to single precision and store the */
    /* result in SX. */
    dlag2s_(n, nrhs, &b[b_offset], ldb, &swork[ptsx], n, info);
    if (*info != 0)
    {
        *iter = -2;
        goto L40;
    }
    /* Convert A from double precision to single precision and store the */
    /* result in SA. */
    dlat2s_(uplo, n, &a[a_offset], lda, &swork[ptsa], n, info);
    if (*info != 0)
    {
        *iter = -2;
        goto L40;
    }
    /* Compute the Cholesky factorization of SA. */
    spotrf_(uplo, n, &swork[ptsa], n, info);
    if (*info != 0)
    {
        *iter = -3;
        goto L40;
    }
    /* Solve the system SA*SX = SB. */
    spotrs_(uplo, n, nrhs, &swork[ptsa], n, &swork[ptsx], n, info);
    /* Convert SX back to double precision */
    slag2d_(n, nrhs, &swork[ptsx], n, &x[x_offset], ldx, info);
    /* Compute R = B - AX (R is WORK). */
    dlacpy_("All", n, nrhs, &b[b_offset], ldb, &work[work_offset], n);
    dsymm_("Left", uplo, n, nrhs, &c_b10, &a[a_offset], lda, &x[x_offset], ldx, &c_b11, &work[work_offset], n);
    /* Check whether the NRHS normwise backward errors satisfy the */
    /* stopping criterion. If yes, set ITER=0 and return. */
    i__1 = *nrhs;
    for (i__ = 1;
            i__ <= i__1;
            ++i__)
    {
        xnrm = (d__1 = x[idamax_(n, &x[i__ * x_dim1 + 1], &c__1) + i__ * x_dim1], f2c_abs(d__1));
        rnrm = (d__1 = work[idamax_(n, &work[i__ * work_dim1 + 1], &c__1) + i__ * work_dim1], f2c_abs(d__1));
        if (rnrm > xnrm * cte)
        {
            goto L10;
        }
    }
    /* If we are here, the NRHS normwise backward errors satisfy the */
    /* stopping criterion. We are good to exit. */
    *iter = 0;
    return 0;
L10:
    for (iiter = 1;
            iiter <= 30;
            ++iiter)
    {
        /* Convert R (in WORK) from double precision to single precision */
        /* and store the result in SX. */
        dlag2s_(n, nrhs, &work[work_offset], n, &swork[ptsx], n, info);
        if (*info != 0)
        {
            *iter = -2;
            goto L40;
        }
        /* Solve the system SA*SX = SR. */
        spotrs_(uplo, n, nrhs, &swork[ptsa], n, &swork[ptsx], n, info);
        /* Convert SX back to double precision and update the current */
        /* iterate. */
        slag2d_(n, nrhs, &swork[ptsx], n, &work[work_offset], n, info);
        i__1 = *nrhs;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            daxpy_(n, &c_b11, &work[i__ * work_dim1 + 1], &c__1, &x[i__ * x_dim1 + 1], &c__1);
        }
        /* Compute R = B - AX (R is WORK). */
        dlacpy_("All", n, nrhs, &b[b_offset], ldb, &work[work_offset], n);
        dsymm_("L", uplo, n, nrhs, &c_b10, &a[a_offset], lda, &x[x_offset], ldx, &c_b11, &work[work_offset], n);
        /* Check whether the NRHS normwise backward errors satisfy the */
        /* stopping criterion. If yes, set ITER=IITER>0 and return. */
        i__1 = *nrhs;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            xnrm = (d__1 = x[idamax_(n, &x[i__ * x_dim1 + 1], &c__1) + i__ * x_dim1], f2c_abs(d__1));
            rnrm = (d__1 = work[idamax_(n, &work[i__ * work_dim1 + 1], &c__1) + i__ * work_dim1], f2c_abs(d__1));
            if (rnrm > xnrm * cte)
            {
                goto L20;
            }
        }
        /* If we are here, the NRHS normwise backward errors satisfy the */
        /* stopping criterion, we are good to exit. */
        *iter = iiter;
        return 0;
L20: /* L30: */
        ;
    }
    /* If we are at this place of the code, this is because we have */
    /* performed ITER=ITERMAX iterations and never satisified the */
    /* stopping criterion, set up the ITER flag accordingly and follow */
    /* up on double precision routine. */
    *iter = -31;
L40: /* Single-precision iterative refinement failed to converge to a */
    /* satisfactory solution, so we resort to double precision. */
    dpotrf_(uplo, n, &a[a_offset], lda, info);
    if (*info != 0)
    {
        return 0;
    }
    dlacpy_("All", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dpotrs_(uplo, n, nrhs, &a[a_offset], lda, &x[x_offset], ldx, info);
    return 0;
    /* End of DSPOSV. */
}