/* zppsvx.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" /* Table of constant values */ static integer c__1 = 1; /* Subroutine */ int zppsvx_(char *fact, char *uplo, integer *n, integer * nrhs, doublecomplex *ap, doublecomplex *afp, char *equed, doublereal * s, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *rcond, doublereal *ferr, doublereal *berr, doublecomplex * work, doublereal *rwork, integer *info) { /* System generated locals */ integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5; doublereal d__1, d__2; doublecomplex z__1; /* Local variables */ integer i__, j; doublereal amax, smin, smax; extern logical lsame_(char *, char *); doublereal scond, anorm; logical equil, rcequ; extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *); extern doublereal dlamch_(char *); logical nofact; extern /* Subroutine */ int xerbla_(char *, integer *); doublereal bignum; integer infequ; extern doublereal zlanhp_(char *, char *, integer *, doublecomplex *, doublereal *); extern /* Subroutine */ int zlaqhp_(char *, integer *, doublecomplex *, doublereal *, doublereal *, doublereal *, char *), zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *), zppcon_(char *, integer *, doublecomplex *, doublereal *, doublereal *, doublecomplex *, doublereal *, integer *); doublereal smlnum; extern /* Subroutine */ int zppequ_(char *, integer *, doublecomplex *, doublereal *, doublereal *, doublereal *, integer *), zpprfs_(char *, integer *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublecomplex *, doublereal *, integer *), zpptrf_(char *, integer *, doublecomplex *, integer *), zpptrs_(char *, integer *, integer *, doublecomplex *, doublecomplex *, 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 */ /* ======= */ /* ZPPSVX 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 matrix stored in */ /* packed format 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'* U , if UPLO = 'U', or */ /* A = L * L', if UPLO = 'L', */ /* where U is an upper triangular matrix, L is a lower triangular */ /* matrix, and ' indicates conjugate transpose. */ /* 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, AFP contains the factored form of A. */ /* If EQUED = 'Y', the matrix A has been equilibrated */ /* with scaling factors given by S. AP and AFP will not */ /* be modified. */ /* = 'N': The matrix A will be copied to AFP and factored. */ /* = 'E': The matrix A will be equilibrated if necessary, then */ /* copied to AFP 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. */ /* AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) */ /* On entry, the upper or lower triangle of the Hermitian matrix */ /* A, packed columnwise in a linear 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 */ /* array AP as follows: */ /* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */ /* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */ /* See below for further details. 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). */ /* AFP (input or output) COMPLEX*16 array, dimension (N*(N+1)/2) */ /* If FACT = 'F', then AFP 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, in the same storage */ /* format as A. If EQUED .ne. 'N', then AFP is the factored */ /* form of the equilibrated matrix A. */ /* If FACT = 'N', then AFP 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 original */ /* matrix A. */ /* If FACT = 'E', then AFP 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 AP for the form of the */ /* equilibrated matrix). */ /* EQUED (input or output) CHARACTER*1 */ /* Specifies the form of equilibration that was done. */ /* = 'N': No equilibration (always true if FACT = 'N'). */ /* = 'Y': Equilibration was done, i.e., A has been replaced by */ /* diag(S) * A * diag(S). */ /* EQUED is an input argument if FACT = 'F'; otherwise, it is an */ /* output argument. */ /* S (input or output) DOUBLE PRECISION array, dimension (N) */ /* The scale factors for A; not accessed if EQUED = 'N'. S is */ /* an input argument if FACT = 'F'; otherwise, S is an output */ /* argument. If FACT = 'F' and EQUED = 'Y', each element of S */ /* must be positive. */ /* B (input/output) COMPLEX*16 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*16 array, dimension (LDX,NRHS) */ /* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to */ /* the original system of equations. Note that if EQUED = 'Y', */ /* A and B are modified on exit, and the solution to the */ /* equilibrated system is inv(diag(S))*X. */ /* LDX (input) INTEGER */ /* The leading dimension of the array X. LDX >= max(1,N). */ /* RCOND (output) DOUBLE PRECISION */ /* The estimate of the reciprocal condition number of the matrix */ /* A after equilibration (if done). If RCOND is less than the */ /* machine precision (in particular, if RCOND = 0), the matrix */ /* is singular to working precision. This condition is */ /* indicated by a return code of INFO > 0. */ /* FERR (output) DOUBLE PRECISION array, dimension (NRHS) */ /* The estimated forward error bound for each solution vector */ /* X(j) (the j-th column of the solution matrix X). */ /* If XTRUE is the true solution corresponding to X(j), FERR(j) */ /* is an estimated upper bound for the magnitude of the largest */ /* element in (X(j) - XTRUE) divided by the magnitude of the */ /* largest element in X(j). The estimate is as reliable as */ /* the estimate for RCOND, and is almost always a slight */ /* overestimate of the true error. */ /* BERR (output) DOUBLE PRECISION array, dimension (NRHS) */ /* The componentwise relative backward error of each solution */ /* vector X(j) (i.e., the smallest relative change in */ /* any element of A or B that makes X(j) an exact solution). */ /* WORK (workspace) COMPLEX*16 array, dimension (2*N) */ /* RWORK (workspace) DOUBLE PRECISION 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 packed storage scheme is illustrated by the following example */ /* when N = 4, UPLO = 'U': */ /* Two-dimensional storage of the Hermitian matrix A: */ /* a11 a12 a13 a14 */ /* a22 a23 a24 */ /* a33 a34 (aij = conjg(aji)) */ /* a44 */ /* Packed storage of the upper triangle of A: */ /* AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ --ap; --afp; --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"); if (nofact || equil) { *(unsigned char *)equed = 'N'; rcequ = FALSE_; } else { rcequ = lsame_(equed, "Y"); smlnum = dlamch_("Safe minimum"); bignum = 1. / smlnum; } /* Test the input parameters. */ if (! nofact && ! equil && ! lsame_(fact, "F")) { *info = -1; } else if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*nrhs < 0) { *info = -4; } else if (lsame_(fact, "F") && ! (rcequ || lsame_( equed, "N"))) { *info = -7; } else { if (rcequ) { smin = bignum; smax = 0.; i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MIN */ d__1 = smin, d__2 = s[j]; smin = min(d__1,d__2); /* Computing MAX */ d__1 = smax, d__2 = s[j]; smax = max(d__1,d__2); /* L10: */ } if (smin <= 0.) { *info = -8; } else if (*n > 0) { scond = max(smin,smlnum) / min(smax,bignum); } else { scond = 1.; } } if (*info == 0) { if (*ldb < max(1,*n)) { *info = -10; } else if (*ldx < max(1,*n)) { *info = -12; } } } if (*info != 0) { i__1 = -(*info); xerbla_("ZPPSVX", &i__1); return 0; } if (equil) { /* Compute row and column scalings to equilibrate the matrix A. */ zppequ_(uplo, n, &ap[1], &s[1], &scond, &amax, &infequ); if (infequ == 0) { /* Equilibrate the matrix. */ zlaqhp_(uplo, n, &ap[1], &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; z__1.r = s[i__4] * b[i__5].r, z__1.i = s[i__4] * b[i__5].i; b[i__3].r = z__1.r, b[i__3].i = z__1.i; /* L20: */ } /* L30: */ } } if (nofact || equil) { /* Compute the Cholesky factorization A = U'*U or A = L*L'. */ i__1 = *n * (*n + 1) / 2; zcopy_(&i__1, &ap[1], &c__1, &afp[1], &c__1); zpptrf_(uplo, n, &afp[1], info); /* Return if INFO is non-zero. */ if (*info > 0) { *rcond = 0.; return 0; } } /* Compute the norm of the matrix A. */ anorm = zlanhp_("I", uplo, n, &ap[1], &rwork[1]); /* Compute the reciprocal of the condition number of A. */ zppcon_(uplo, n, &afp[1], &anorm, rcond, &work[1], &rwork[1], info); /* Compute the solution matrix X. */ zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx); zpptrs_(uplo, n, nrhs, &afp[1], &x[x_offset], ldx, info); /* Use iterative refinement to improve the computed solution and */ /* compute error bounds and backward error estimates for it. */ zpprfs_(uplo, n, nrhs, &ap[1], &afp[1], &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; z__1.r = s[i__4] * x[i__5].r, z__1.i = s[i__4] * x[i__5].i; x[i__3].r = z__1.r, x[i__3].i = z__1.i; /* 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 < dlamch_("Epsilon")) { *info = *n + 1; } return 0; /* End of ZPPSVX */ } /* zppsvx_ */