LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ zgesvx()

subroutine zgesvx ( character  FACT,
character  TRANS,
integer  N,
integer  NRHS,
complex*16, dimension( lda, * )  A,
integer  LDA,
complex*16, dimension( ldaf, * )  AF,
integer  LDAF,
integer, dimension( * )  IPIV,
character  EQUED,
double precision, dimension( * )  R,
double precision, dimension( * )  C,
complex*16, dimension( ldb, * )  B,
integer  LDB,
complex*16, dimension( ldx, * )  X,
integer  LDX,
double precision  RCOND,
double precision, dimension( * )  FERR,
double precision, dimension( * )  BERR,
complex*16, dimension( * )  WORK,
double precision, dimension( * )  RWORK,
integer  INFO 
)

ZGESVX computes the solution to system of linear equations A * X = B for GE matrices

Download ZGESVX + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZGESVX 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.

 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:
       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.  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(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
    that it solves the original system before equilibration.
Parameters
[in]FACT
          FACT is 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.
[in]TRANS
          TRANS is 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)
[in]N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
[in]NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrices B and X.  NRHS >= 0.
[in,out]A
          A is COMPLEX*16 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).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in,out]AF
          AF is COMPLEX*16 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 ZGETRF.  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).
[in]LDAF
          LDAF is INTEGER
          The leading dimension of the array AF.  LDAF >= max(1,N).
[in,out]IPIV
          IPIV is 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 ZGETRF; 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.
[in,out]EQUED
          EQUED is 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.
[in,out]R
          R is DOUBLE PRECISION 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.
[in,out]C
          C is DOUBLE PRECISION 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.
[in,out]B
          B is 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 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.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
[out]X
          X is 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 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'.
[in]LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
[out]RCOND
          RCOND is 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.
[out]FERR
          FERR is 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.
[out]BERR
          BERR is 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).
[out]WORK
          WORK is COMPLEX*16 array, dimension (2*N)
[out]RWORK
          RWORK is DOUBLE PRECISION array, dimension (2*N)
          On exit, RWORK(1) contains the reciprocal pivot growth
          factor norm(A)/norm(U). The "max absolute element" norm is
          used. If RWORK(1) 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, condition
          estimator RCOND, and forward error bound FERR could be
          unreliable. If factorization fails with 0<INFO<=N, then
          RWORK(1) contains the reciprocal pivot growth factor for the
          leading INFO columns of A.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, and i is
                <= N:  U(i,i) 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+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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 347 of file zgesvx.f.

350 *
351 * -- LAPACK driver routine --
352 * -- LAPACK is a software package provided by Univ. of Tennessee, --
353 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
354 *
355 * .. Scalar Arguments ..
356  CHARACTER EQUED, FACT, TRANS
357  INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
358  DOUBLE PRECISION RCOND
359 * ..
360 * .. Array Arguments ..
361  INTEGER IPIV( * )
362  DOUBLE PRECISION BERR( * ), C( * ), FERR( * ), R( * ),
363  $ RWORK( * )
364  COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
365  $ WORK( * ), X( LDX, * )
366 * ..
367 *
368 * =====================================================================
369 *
370 * .. Parameters ..
371  DOUBLE PRECISION ZERO, ONE
372  parameter( zero = 0.0d+0, one = 1.0d+0 )
373 * ..
374 * .. Local Scalars ..
375  LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
376  CHARACTER NORM
377  INTEGER I, INFEQU, J
378  DOUBLE PRECISION AMAX, ANORM, BIGNUM, COLCND, RCMAX, RCMIN,
379  $ ROWCND, RPVGRW, SMLNUM
380 * ..
381 * .. External Functions ..
382  LOGICAL LSAME
383  DOUBLE PRECISION DLAMCH, ZLANGE, ZLANTR
384  EXTERNAL lsame, dlamch, zlange, zlantr
385 * ..
386 * .. External Subroutines ..
387  EXTERNAL xerbla, zgecon, zgeequ, zgerfs, zgetrf, zgetrs,
388  $ zlacpy, zlaqge
389 * ..
390 * .. Intrinsic Functions ..
391  INTRINSIC max, min
392 * ..
393 * .. Executable Statements ..
394 *
395  info = 0
396  nofact = lsame( fact, 'N' )
397  equil = lsame( fact, 'E' )
398  notran = lsame( trans, 'N' )
399  IF( nofact .OR. equil ) THEN
400  equed = 'N'
401  rowequ = .false.
402  colequ = .false.
403  ELSE
404  rowequ = lsame( equed, 'R' ) .OR. lsame( equed, 'B' )
405  colequ = lsame( equed, 'C' ) .OR. lsame( equed, 'B' )
406  smlnum = dlamch( 'Safe minimum' )
407  bignum = one / smlnum
408  END IF
409 *
410 * Test the input parameters.
411 *
412  IF( .NOT.nofact .AND. .NOT.equil .AND. .NOT.lsame( fact, 'F' ) )
413  $ THEN
414  info = -1
415  ELSE IF( .NOT.notran .AND. .NOT.lsame( trans, 'T' ) .AND. .NOT.
416  $ lsame( trans, 'C' ) ) THEN
417  info = -2
418  ELSE IF( n.LT.0 ) THEN
419  info = -3
420  ELSE IF( nrhs.LT.0 ) THEN
421  info = -4
422  ELSE IF( lda.LT.max( 1, n ) ) THEN
423  info = -6
424  ELSE IF( ldaf.LT.max( 1, n ) ) THEN
425  info = -8
426  ELSE IF( lsame( fact, 'F' ) .AND. .NOT.
427  $ ( rowequ .OR. colequ .OR. lsame( equed, 'N' ) ) ) THEN
428  info = -10
429  ELSE
430  IF( rowequ ) THEN
431  rcmin = bignum
432  rcmax = zero
433  DO 10 j = 1, n
434  rcmin = min( rcmin, r( j ) )
435  rcmax = max( rcmax, r( j ) )
436  10 CONTINUE
437  IF( rcmin.LE.zero ) THEN
438  info = -11
439  ELSE IF( n.GT.0 ) THEN
440  rowcnd = max( rcmin, smlnum ) / min( rcmax, bignum )
441  ELSE
442  rowcnd = one
443  END IF
444  END IF
445  IF( colequ .AND. info.EQ.0 ) THEN
446  rcmin = bignum
447  rcmax = zero
448  DO 20 j = 1, n
449  rcmin = min( rcmin, c( j ) )
450  rcmax = max( rcmax, c( j ) )
451  20 CONTINUE
452  IF( rcmin.LE.zero ) THEN
453  info = -12
454  ELSE IF( n.GT.0 ) THEN
455  colcnd = max( rcmin, smlnum ) / min( rcmax, bignum )
456  ELSE
457  colcnd = one
458  END IF
459  END IF
460  IF( info.EQ.0 ) THEN
461  IF( ldb.LT.max( 1, n ) ) THEN
462  info = -14
463  ELSE IF( ldx.LT.max( 1, n ) ) THEN
464  info = -16
465  END IF
466  END IF
467  END IF
468 *
469  IF( info.NE.0 ) THEN
470  CALL xerbla( 'ZGESVX', -info )
471  RETURN
472  END IF
473 *
474  IF( equil ) THEN
475 *
476 * Compute row and column scalings to equilibrate the matrix A.
477 *
478  CALL zgeequ( n, n, a, lda, r, c, rowcnd, colcnd, amax, infequ )
479  IF( infequ.EQ.0 ) THEN
480 *
481 * Equilibrate the matrix.
482 *
483  CALL zlaqge( n, n, a, lda, r, c, rowcnd, colcnd, amax,
484  $ equed )
485  rowequ = lsame( equed, 'R' ) .OR. lsame( equed, 'B' )
486  colequ = lsame( equed, 'C' ) .OR. lsame( equed, 'B' )
487  END IF
488  END IF
489 *
490 * Scale the right hand side.
491 *
492  IF( notran ) THEN
493  IF( rowequ ) THEN
494  DO 40 j = 1, nrhs
495  DO 30 i = 1, n
496  b( i, j ) = r( i )*b( i, j )
497  30 CONTINUE
498  40 CONTINUE
499  END IF
500  ELSE IF( colequ ) THEN
501  DO 60 j = 1, nrhs
502  DO 50 i = 1, n
503  b( i, j ) = c( i )*b( i, j )
504  50 CONTINUE
505  60 CONTINUE
506  END IF
507 *
508  IF( nofact .OR. equil ) THEN
509 *
510 * Compute the LU factorization of A.
511 *
512  CALL zlacpy( 'Full', n, n, a, lda, af, ldaf )
513  CALL zgetrf( n, n, af, ldaf, ipiv, info )
514 *
515 * Return if INFO is non-zero.
516 *
517  IF( info.GT.0 ) THEN
518 *
519 * Compute the reciprocal pivot growth factor of the
520 * leading rank-deficient INFO columns of A.
521 *
522  rpvgrw = zlantr( 'M', 'U', 'N', info, info, af, ldaf,
523  $ rwork )
524  IF( rpvgrw.EQ.zero ) THEN
525  rpvgrw = one
526  ELSE
527  rpvgrw = zlange( 'M', n, info, a, lda, rwork ) /
528  $ rpvgrw
529  END IF
530  rwork( 1 ) = rpvgrw
531  rcond = zero
532  RETURN
533  END IF
534  END IF
535 *
536 * Compute the norm of the matrix A and the
537 * reciprocal pivot growth factor RPVGRW.
538 *
539  IF( notran ) THEN
540  norm = '1'
541  ELSE
542  norm = 'I'
543  END IF
544  anorm = zlange( norm, n, n, a, lda, rwork )
545  rpvgrw = zlantr( 'M', 'U', 'N', n, n, af, ldaf, rwork )
546  IF( rpvgrw.EQ.zero ) THEN
547  rpvgrw = one
548  ELSE
549  rpvgrw = zlange( 'M', n, n, a, lda, rwork ) / rpvgrw
550  END IF
551 *
552 * Compute the reciprocal of the condition number of A.
553 *
554  CALL zgecon( norm, n, af, ldaf, anorm, rcond, work, rwork, info )
555 *
556 * Compute the solution matrix X.
557 *
558  CALL zlacpy( 'Full', n, nrhs, b, ldb, x, ldx )
559  CALL zgetrs( trans, n, nrhs, af, ldaf, ipiv, x, ldx, info )
560 *
561 * Use iterative refinement to improve the computed solution and
562 * compute error bounds and backward error estimates for it.
563 *
564  CALL zgerfs( trans, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x,
565  $ ldx, ferr, berr, work, rwork, info )
566 *
567 * Transform the solution matrix X to a solution of the original
568 * system.
569 *
570  IF( notran ) THEN
571  IF( colequ ) THEN
572  DO 80 j = 1, nrhs
573  DO 70 i = 1, n
574  x( i, j ) = c( i )*x( i, j )
575  70 CONTINUE
576  80 CONTINUE
577  DO 90 j = 1, nrhs
578  ferr( j ) = ferr( j ) / colcnd
579  90 CONTINUE
580  END IF
581  ELSE IF( rowequ ) THEN
582  DO 110 j = 1, nrhs
583  DO 100 i = 1, n
584  x( i, j ) = r( i )*x( i, j )
585  100 CONTINUE
586  110 CONTINUE
587  DO 120 j = 1, nrhs
588  ferr( j ) = ferr( j ) / rowcnd
589  120 CONTINUE
590  END IF
591 *
592 * Set INFO = N+1 if the matrix is singular to working precision.
593 *
594  IF( rcond.LT.dlamch( 'Epsilon' ) )
595  $ info = n + 1
596 *
597  rwork( 1 ) = rpvgrw
598  RETURN
599 *
600 * End of ZGESVX
601 *
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
double precision function zlange(NORM, M, N, A, LDA, WORK)
ZLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: zlange.f:115
subroutine zlaqge(M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)
ZLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
Definition: zlaqge.f:143
subroutine zgetrs(TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
ZGETRS
Definition: zgetrs.f:121
subroutine zgerfs(TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
ZGERFS
Definition: zgerfs.f:186
subroutine zgeequ(M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO)
ZGEEQU
Definition: zgeequ.f:140
subroutine zgecon(NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO)
ZGECON
Definition: zgecon.f:124
double precision function zlantr(NORM, UPLO, DIAG, M, N, A, LDA, WORK)
ZLANTR returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: zlantr.f:142
subroutine zlacpy(UPLO, M, N, A, LDA, B, LDB)
ZLACPY copies all or part of one two-dimensional array to another.
Definition: zlacpy.f:103
subroutine zgetrf(M, N, A, LDA, IPIV, INFO)
ZGETRF VARIANT: Crout Level 3 BLAS version of the algorithm.
Definition: zgetrf.f:102
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