#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; /* Subroutine */ int cpbsvx_(char *fact, char *uplo, integer *n, integer *kd, integer *nrhs, complex *ab, integer *ldab, complex *afb, integer * ldafb, char *equed, real *s, complex *b, integer *ldb, complex *x, integer *ldx, real *rcond, real *ferr, real *berr, complex *work, real *rwork, integer *info) { /* System generated locals */ integer ab_dim1, ab_offset, afb_dim1, afb_offset, b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5; real r__1, r__2; complex q__1; /* Local variables */ integer i__, j, j1, j2; real amax, smin, smax; extern logical lsame_(char *, char *); real scond, anorm; extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, complex *, integer *); logical equil, rcequ, upper; extern doublereal clanhb_(char *, char *, integer *, integer *, complex *, integer *, real *); extern /* Subroutine */ int claqhb_(char *, integer *, integer *, complex *, integer *, real *, real *, real *, char *), cpbcon_(char *, integer *, integer *, complex *, integer *, real * , real *, complex *, real *, integer *); extern doublereal slamch_(char *); logical nofact; extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex *, integer *, complex *, integer *), xerbla_(char *, integer *), cpbequ_(char *, integer *, integer *, complex *, integer *, real *, real *, real *, integer *), cpbrfs_( char *, integer *, integer *, integer *, complex *, integer *, complex *, integer *, complex *, integer *, complex *, integer *, real *, real *, complex *, real *, integer *); real bignum; extern /* Subroutine */ int cpbtrf_(char *, integer *, integer *, complex *, integer *, integer *); integer infequ; extern /* Subroutine */ int cpbtrs_(char *, integer *, integer *, integer *, complex *, integer *, complex *, integer *, integer *); real smlnum; /* -- LAPACK driver routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* CPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to */ /* compute the solution to a complex system of linear equations */ /* A * X = B, */ /* where A is an N-by-N Hermitian positive definite band 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**H * U, if UPLO = 'U', or */ /* A = L * L**H, if UPLO = 'L', */ /* where U is an upper triangular band matrix, and L is a lower */ /* triangular band 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, AFB contains the factored form of A. */ /* If EQUED = 'Y', the matrix A has been equilibrated */ /* with scaling factors given by S. AB and AFB will not */ /* be modified. */ /* = 'N': The matrix A will be copied to AFB and factored. */ /* = 'E': The matrix A will be equilibrated if necessary, then */ /* copied to AFB 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. */ /* KD (input) INTEGER */ /* The number of superdiagonals of the matrix A if UPLO = 'U', */ /* or the number of subdiagonals if UPLO = 'L'. KD >= 0. */ /* NRHS (input) INTEGER */ /* The number of right-hand sides, i.e., the number of columns */ /* of the matrices B and X. NRHS >= 0. */ /* AB (input/output) COMPLEX array, dimension (LDAB,N) */ /* On entry, the upper or lower triangle of the Hermitian band */ /* matrix A, stored in the first KD+1 rows of the array, except */ /* if FACT = 'F' and EQUED = 'Y', then A must contain the */ /* equilibrated matrix diag(S)*A*diag(S). The j-th column of A */ /* is stored in the j-th column of the array AB as follows: */ /* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j; */ /* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD). */ /* See below for further details. */ /* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */ /* diag(S)*A*diag(S). */ /* LDAB (input) INTEGER */ /* The leading dimension of the array A. LDAB >= KD+1. */ /* AFB (input or output) COMPLEX array, dimension (LDAFB,N) */ /* If FACT = 'F', then AFB is an input argument and on entry */ /* contains the triangular factor U or L from the Cholesky */ /* factorization A = U**H*U or A = L*L**H of the band matrix */ /* A, in the same storage format as A (see AB). If EQUED = 'Y', */ /* then AFB is the factored form of the equilibrated matrix A. */ /* If FACT = 'N', then AFB is an output argument and on exit */ /* returns the triangular factor U or L from the Cholesky */ /* factorization A = U**H*U or A = L*L**H. */ /* If FACT = 'E', then AFB is an output argument and on exit */ /* returns the triangular factor U or L from the Cholesky */ /* factorization A = U**H*U or A = L*L**H of the equilibrated */ /* matrix A (see the description of A for the form of the */ /* equilibrated matrix). */ /* LDAFB (input) INTEGER */ /* The leading dimension of the array AFB. LDAFB >= KD+1. */ /* 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) COMPLEX 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) COMPLEX 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) COMPLEX array, dimension (2*N) */ /* RWORK (workspace) REAL 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. */ /* Further Details */ /* =============== */ /* The band storage scheme is illustrated by the following example, when */ /* N = 6, KD = 2, and UPLO = 'U': */ /* Two-dimensional storage of the Hermitian matrix A: */ /* a11 a12 a13 */ /* a22 a23 a24 */ /* a33 a34 a35 */ /* a44 a45 a46 */ /* a55 a56 */ /* (aij=conjg(aji)) a66 */ /* Band storage of the upper triangle of A: */ /* * * a13 a24 a35 a46 */ /* * a12 a23 a34 a45 a56 */ /* a11 a22 a33 a44 a55 a66 */ /* Similarly, if UPLO = 'L' the format of A is as follows: */ /* a11 a22 a33 a44 a55 a66 */ /* a21 a32 a43 a54 a65 * */ /* a31 a42 a53 a64 * * */ /* Array elements marked * are not used by the routine. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ ab_dim1 = *ldab; ab_offset = 1 + ab_dim1; ab -= ab_offset; afb_dim1 = *ldafb; afb_offset = 1 + afb_dim1; afb -= afb_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; --rwork; /* Function Body */ *info = 0; nofact = lsame_(fact, "N"); equil = lsame_(fact, "E"); upper = lsame_(uplo, "U"); 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 (! upper && ! lsame_(uplo, "L")) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*kd < 0) { *info = -4; } else if (*nrhs < 0) { *info = -5; } else if (*ldab < *kd + 1) { *info = -7; } else if (*ldafb < *kd + 1) { *info = -9; } else if (lsame_(fact, "F") && ! (rcequ || lsame_( equed, "N"))) { *info = -10; } 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 = -11; } else if (*n > 0) { scond = dmax(smin,smlnum) / dmin(smax,bignum); } else { scond = 1.f; } } if (*info == 0) { if (*ldb < max(1,*n)) { *info = -13; } else if (*ldx < max(1,*n)) { *info = -15; } } } if (*info != 0) { i__1 = -(*info); xerbla_("CPBSVX", &i__1); return 0; } if (equil) { /* Compute row and column scalings to equilibrate the matrix A. */ cpbequ_(uplo, n, kd, &ab[ab_offset], ldab, &s[1], &scond, &amax, & infequ); if (infequ == 0) { /* Equilibrate the matrix. */ claqhb_(uplo, n, kd, &ab[ab_offset], ldab, &s[1], &scond, &amax, equed); rcequ = lsame_(equed, "Y"); } } /* Scale the right-hand side. */ if (rcequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; i__4 = i__; i__5 = i__ + j * b_dim1; q__1.r = s[i__4] * b[i__5].r, q__1.i = s[i__4] * b[i__5].i; b[i__3].r = q__1.r, b[i__3].i = q__1.i; /* L20: */ } /* L30: */ } } if (nofact || equil) { /* Compute the Cholesky factorization A = U'*U or A = L*L'. */ if (upper) { i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MAX */ i__2 = j - *kd; j1 = max(i__2,1); i__2 = j - j1 + 1; ccopy_(&i__2, &ab[*kd + 1 - j + j1 + j * ab_dim1], &c__1, & afb[*kd + 1 - j + j1 + j * afb_dim1], &c__1); /* L40: */ } } else { i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MIN */ i__2 = j + *kd; j2 = min(i__2,*n); i__2 = j2 - j + 1; ccopy_(&i__2, &ab[j * ab_dim1 + 1], &c__1, &afb[j * afb_dim1 + 1], &c__1); /* L50: */ } } cpbtrf_(uplo, n, kd, &afb[afb_offset], ldafb, info); /* Return if INFO is non-zero. */ if (*info > 0) { *rcond = 0.f; return 0; } } /* Compute the norm of the matrix A. */ anorm = clanhb_("1", uplo, n, kd, &ab[ab_offset], ldab, &rwork[1]); /* Compute the reciprocal of the condition number of A. */ cpbcon_(uplo, n, kd, &afb[afb_offset], ldafb, &anorm, rcond, &work[1], & rwork[1], info); /* Compute the solution matrix X. */ clacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx); cpbtrs_(uplo, n, kd, nrhs, &afb[afb_offset], ldafb, &x[x_offset], ldx, info); /* Use iterative refinement to improve the computed solution and */ /* compute error bounds and backward error estimates for it. */ cpbrfs_(uplo, n, kd, nrhs, &ab[ab_offset], ldab, &afb[afb_offset], ldafb, &b[b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[1] , &rwork[1], info); /* Transform the solution matrix X to a solution of the original */ /* system. */ if (rcequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * x_dim1; i__4 = i__; i__5 = i__ + j * x_dim1; q__1.r = s[i__4] * x[i__5].r, q__1.i = s[i__4] * x[i__5].i; x[i__3].r = q__1.r, x[i__3].i = q__1.i; /* L60: */ } /* L70: */ } i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { ferr[j] /= scond; /* L80: */ } } /* Set INFO = N+1 if the matrix is singular to working precision. */ if (*rcond < slamch_("Epsilon")) { *info = *n + 1; } return 0; /* End of CPBSVX */ } /* cpbsvx_ */