/* sposvx.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* 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) { /* 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 */ integer i__, j; real amax, smin, smax; extern logical lsame_(char *, char *); real scond, anorm; 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 *), spocon_(char *, integer *, real *, integer *, real *, real *, real *, integer *, integer *); extern doublereal slansy_(char *, char *, integer *, real *, integer *, real *); 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 *); /* -- LAPACK driver routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. 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"); 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 <= 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); 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); rcequ = lsame_(equed, "Y"); } } /* Scale the right hand side. */ if (rcequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = s[i__] * b[i__ + j * b_dim1]; /* 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); spotrf_(uplo, n, &af[af_offset], ldaf, info); /* Return if INFO is non-zero. */ 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]); /* Compute the reciprocal of the condition number of A. */ spocon_(uplo, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &iwork[1], info); /* 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. */ 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); /* 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: */ } } /* Set INFO = N+1 if the matrix is singular to working precision. */ if (*rcond < slamch_("Epsilon")) { *info = *n + 1; } return 0; /* End of SPOSVX */ } /* sposvx_ */