SUBROUTINE CGESVXX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV,
$ EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW,
$ BERR, N_ERR_BNDS, ERR_BNDS_NORM,
$ ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK,
$ INFO )
*
* -- LAPACK driver 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. --
*
IMPLICIT NONE
* ..
* .. Scalar Arguments ..
CHARACTER EQUED, FACT, TRANS
INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
$ N_ERR_BNDS
REAL RCOND, RPVGRW
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
$ X( LDX , * ),WORK( * )
REAL R( * ), C( * ), PARAMS( * ), BERR( * ),
$ ERR_BNDS_NORM( NRHS, * ),
$ ERR_BNDS_COMP( NRHS, * ), RWORK( * )
* ..
*
* Purpose
* =======
*
* CGESVXX uses the LU factorization to compute the solution to a
* complex system of linear equations A * X = B, where A is an
* N-by-N matrix and X and B are N-by-NRHS matrices.
*
* If requested, both normwise and maximum componentwise error bounds
* are returned. CGESVXX 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.
*
* CGESVXX 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
* CGESVXX 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 CGESVXX would itself produce.
*
* Description
* ===========
*
* The following steps are performed:
*
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
* the system:
*
* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
* or diag(C)*B (if TRANS = 'T' or 'C').
*
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
* the matrix A (after equilibration if FACT = 'E') as
*
* A = P * L * U,
*
* where P is a permutation matrix, L is a unit lower triangular
* matrix, and U is upper triangular.
*
* 3. If some U(i,i)=0, so that U is exactly singular, 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(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') 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 and IPIV contain the factored form of A.
* If EQUED is not 'N', the matrix A has been
* equilibrated with scaling factors given by R and C.
* A, AF, and IPIV 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.
*
* TRANS (input) CHARACTER*1
* Specifies the form of the system of equations:
* = 'N': A * X = B (No transpose)
* = 'T': A**T * X = B (Transpose)
* = 'C': A**H * X = B (Conjugate Transpose)
*
* 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) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is
* not 'N', then A must have been equilibrated by the scaling
* factors in R and/or C. A is not modified if FACT = 'F' or
* 'N', or if FACT = 'E' and EQUED = 'N' on exit.
*
* On exit, if EQUED .ne. 'N', A is scaled as follows:
* EQUED = 'R': A := diag(R) * A
* EQUED = 'C': A := A * diag(C)
* EQUED = 'B': A := diag(R) * A * diag(C).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* AF (input or output) COMPLEX array, dimension (LDAF,N)
* If FACT = 'F', then AF is an input argument and on entry
* contains the factors L and U from the factorization
* A = P*L*U as computed by CGETRF. If EQUED .ne. 'N', then
* AF is the factored form of the equilibrated matrix A.
*
* If FACT = 'N', then AF is an output argument and on exit
* returns the factors L and U from the factorization A = P*L*U
* of the original matrix A.
*
* If FACT = 'E', then AF is an output argument and on exit
* returns the factors L and U from the factorization A = P*L*U
* 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).
*
* IPIV (input or output) INTEGER array, dimension (N)
* If FACT = 'F', then IPIV is an input argument and on entry
* contains the pivot indices from the factorization A = P*L*U
* as computed by CGETRF; row i of the matrix was interchanged
* with row IPIV(i).
*
* If FACT = 'N', then IPIV is an output argument and on exit
* contains the pivot indices from the factorization A = P*L*U
* of the original matrix A.
*
* If FACT = 'E', then IPIV is an output argument and on exit
* contains the pivot indices from the factorization A = P*L*U
* of the equilibrated matrix A.
*
* EQUED (input or output) CHARACTER*1
* Specifies the form of equilibration that was done.
* = 'N': No equilibration (always true if FACT = 'N').
* = 'R': Row equilibration, i.e., A has been premultiplied by
* diag(R).
* = 'C': Column equilibration, i.e., A has been postmultiplied
* by diag(C).
* = 'B': Both row and column equilibration, i.e., A has been
* replaced by diag(R) * A * diag(C).
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
* output argument.
*
* R (input or output) REAL array, dimension (N)
* The row scale factors for A. If EQUED = 'R' or 'B', A is
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
* is not accessed. R is an input argument if FACT = 'F';
* otherwise, R is an output argument. If FACT = 'F' and
* EQUED = 'R' or 'B', each element of R must be positive.
* If R is output, each element of R is a power of the radix.
* If R is input, each element of R 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.
*
* C (input or output) REAL array, dimension (N)
* The column scale factors for A. If EQUED = 'C' or 'B', A is
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
* is not accessed. C is an input argument if FACT = 'F';
* otherwise, C is an output argument. If FACT = 'F' and
* EQUED = 'C' or 'B', each element of C must be positive.
* If C is output, each element of C is a power of the radix.
* If C is input, each element of C 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) 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 TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
* diag(R)*B;
* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
* overwritten by diag(C)*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, 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(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
* inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
*
* 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 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 ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
INTEGER CMP_ERR_I, PIV_GROWTH_I
PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
$ BERR_I = 3 )
PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
$ PIV_GROWTH_I = 9 )
* ..
* .. Local Scalars ..
LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
INTEGER INFEQU, J
REAL AMAX, BIGNUM, COLCND, RCMAX, RCMIN,
$ ROWCND, SMLNUM
* ..
* .. External Functions ..
EXTERNAL LSAME, SLAMCH, CLA_RPVGRW
LOGICAL LSAME
REAL SLAMCH, CLA_RPVGRW
* ..
* .. External Subroutines ..
EXTERNAL CGEEQUB, CGETRF, CGETRS, CLACPY, CLAQGE,
$ XERBLA, CLASCL2, CGERFSX
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. Executable Statements ..
*
INFO = 0
NOFACT = LSAME( FACT, 'N' )
EQUIL = LSAME( FACT, 'E' )
NOTRAN = LSAME( TRANS, 'N' )
SMLNUM = SLAMCH( 'Safe minimum' )
BIGNUM = ONE / SMLNUM
IF( NOFACT .OR. EQUIL ) THEN
EQUED = 'N'
ROWEQU = .FALSE.
COLEQU = .FALSE.
ELSE
ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
END IF
*
* 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 CGERFSX.
*
RPVGRW = ZERO
*
* Test the input parameters. PARAMS is not tested until CGERFSX.
*
IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.
$ LSAME( FACT, 'F' ) ) THEN
INFO = -1
ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
$ LSAME( TRANS, 'C' ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( NRHS.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
$ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
INFO = -10
ELSE
IF( ROWEQU ) THEN
RCMIN = BIGNUM
RCMAX = ZERO
DO 10 J = 1, N
RCMIN = MIN( RCMIN, R( J ) )
RCMAX = MAX( RCMAX, R( J ) )
10 CONTINUE
IF( RCMIN.LE.ZERO ) THEN
INFO = -11
ELSE IF( N.GT.0 ) THEN
ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
ELSE
ROWCND = ONE
END IF
END IF
IF( COLEQU .AND. INFO.EQ.0 ) THEN
RCMIN = BIGNUM
RCMAX = ZERO
DO 20 J = 1, N
RCMIN = MIN( RCMIN, C( J ) )
RCMAX = MAX( RCMAX, C( J ) )
20 CONTINUE
IF( RCMIN.LE.ZERO ) THEN
INFO = -12
ELSE IF( N.GT.0 ) THEN
COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
ELSE
COLCND = ONE
END IF
END IF
IF( INFO.EQ.0 ) THEN
IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -14
ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
INFO = -16
END IF
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CGESVXX', -INFO )
RETURN
END IF
*
IF( EQUIL ) THEN
*
* Compute row and column scalings to equilibrate the matrix A.
*
CALL CGEEQUB( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
$ INFEQU )
IF( INFEQU.EQ.0 ) THEN
*
* Equilibrate the matrix.
*
CALL CLAQGE( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
$ EQUED )
ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
END IF
*
* If the scaling factors are not applied, set them to 1.0.
*
IF ( .NOT.ROWEQU ) THEN
DO J = 1, N
R( J ) = 1.0
END DO
END IF
IF ( .NOT.COLEQU ) THEN
DO J = 1, N
C( J ) = 1.0
END DO
END IF
END IF
*
* Scale the right-hand side.
*
IF( NOTRAN ) THEN
IF( ROWEQU ) CALL CLASCL2( N, NRHS, R, B, LDB )
ELSE
IF( COLEQU ) CALL CLASCL2( N, NRHS, C, B, LDB )
END IF
*
IF( NOFACT .OR. EQUIL ) THEN
*
* Compute the LU factorization of A.
*
CALL CLACPY( 'Full', N, N, A, LDA, AF, LDAF )
CALL CGETRF( N, N, AF, LDAF, IPIV, INFO )
*
* Return if INFO is non-zero.
*
IF( INFO.GT.0 ) THEN
*
* Pivot in column INFO is exactly 0
* Compute the reciprocal pivot growth factor of the
* leading rank-deficient INFO columns of A.
*
RPVGRW = CLA_RPVGRW( N, INFO, A, LDA, AF, LDAF )
RETURN
END IF
END IF
*
* Compute the reciprocal pivot growth factor RPVGRW.
*
RPVGRW = CLA_RPVGRW( N, N, A, LDA, AF, LDAF )
*
* Compute the solution matrix X.
*
CALL CLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
CALL CGETRS( TRANS, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO )
*
* Use iterative refinement to improve the computed solution and
* compute error bounds and backward error estimates for it.
*
CALL CGERFSX( TRANS, EQUED, N, NRHS, A, LDA, AF, LDAF,
$ IPIV, R, C, B, LDB, X, LDX, RCOND, BERR,
$ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
$ WORK, RWORK, INFO )
*
* Scale solutions.
*
IF ( COLEQU .AND. NOTRAN ) THEN
CALL CLASCL2 ( N, NRHS, C, X, LDX )
ELSE IF ( ROWEQU .AND. .NOT.NOTRAN ) THEN
CALL CLASCL2 ( N, NRHS, R, X, LDX )
END IF
*
RETURN
*
* End of CGESVXX
*
END