LAPACK
3.9.0
LAPACK: Linear Algebra PACKage

subroutine chpsvx  (  character  FACT, 
character  UPLO,  
integer  N,  
integer  NRHS,  
complex, dimension( * )  AP,  
complex, dimension( * )  AFP,  
integer, dimension( * )  IPIV,  
complex, dimension( ldb, * )  B,  
integer  LDB,  
complex, dimension( ldx, * )  X,  
integer  LDX,  
real  RCOND,  
real, dimension( * )  FERR,  
real, dimension( * )  BERR,  
complex, dimension( * )  WORK,  
real, dimension( * )  RWORK,  
integer  INFO  
) 
CHPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Download CHPSVX + dependencies [TGZ] [ZIP] [TXT]
CHPSVX uses the diagonal pivoting factorization A = U*D*U**H or A = L*D*L**H to compute the solution to a complex system of linear equations A * X = B, where A is an NbyN Hermitian matrix stored in packed format and X and B are NbyNRHS matrices. Error bounds on the solution and a condition estimate are also provided.
The following steps are performed: 1. If FACT = 'N', the diagonal pivoting method is used to factor A as A = U * D * U**H, if UPLO = 'U', or A = L * D * L**H, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices and D is Hermitian and block diagonal with 1by1 and 2by2 diagonal blocks. 2. If some D(i,i)=0, so that D 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. 3. The system of equations is solved for X using the factored form of A. 4. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
[in]  FACT  FACT is CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': On entry, AFP and IPIV contain the factored form of A. AFP and IPIV will not be modified. = 'N': The matrix A will be copied to AFP and factored. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. 
[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]  AP  AP is COMPLEX array, dimension (N*(N+1)/2) The upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The jth column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j1)*(2*nj)/2) = A(i,j) for j<=i<=n. See below for further details. 
[in,out]  AFP  AFP is COMPLEX array, dimension (N*(N+1)/2) If FACT = 'F', then AFP is an input argument and on entry contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as a packed triangular matrix in the same storage format as A. If FACT = 'N', then AFP is an output argument and on exit contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as a packed triangular matrix in the same storage format as A. 
[in,out]  IPIV  IPIV is INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains details of the interchanges and the block structure of D, as determined by CHPTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1by1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k1) < 0, then rows and columns k1 and IPIV(k) were interchanged and D(k1:k,k1:k) is a 2by2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2by2 diagonal block. If FACT = 'N', then IPIV is an output argument and on exit contains details of the interchanges and the block structure of D, as determined by CHPTRF. 
[in]  B  B is COMPLEX array, dimension (LDB,NRHS) The NbyNRHS right hand side matrix B. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  X  X is COMPLEX array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the NbyNRHS solution matrix X. 
[in]  LDX  LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). 
[out]  RCOND  RCOND is REAL The estimate of the reciprocal condition number of the matrix A. 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 REAL array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the jth 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 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). 
[out]  WORK  WORK is COMPLEX array, dimension (2*N) 
[out]  RWORK  RWORK is REAL array, dimension (N) 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i, and i is <= N: D(i,i) is exactly zero. The factorization has been completed but the factor D is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: D 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. 
The packed storage scheme is illustrated by the following example when N = 4, UPLO = 'U': Twodimensional 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 ]
Definition at line 279 of file chpsvx.f.