LAPACK  3.6.0 LAPACK: Linear Algebra PACKage
complex
Collaboration diagram for complex:


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## Functions

subroutine cposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
CPOSV computes the solution to system of linear equations A * X = B for PO matrices More...

subroutine cposvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
CPOSVX computes the solution to system of linear equations A * X = B for PO matrices More...

subroutine cposvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CPOSVXX computes the solution to system of linear equations A * X = B for PO matrices More...

## Detailed Description

This is the group of complex solve driver functions for PO matrices

## Function Documentation

 subroutine cposv ( character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, integer INFO )

CPOSV computes the solution to system of linear equations A * X = B for PO matrices

Purpose:
``` CPOSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix and X and B
are N-by-NRHS matrices.

The Cholesky decomposition is used to factor A as
A = U**H* U,  if UPLO = 'U', or
A = L * L**H,  if UPLO = 'L',
where U is an upper triangular matrix and  L is a lower triangular
matrix.  The factored form of A is then used to solve the system of
equations A * X = B.```
Parameters
 [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 matrix B. NRHS >= 0.``` [in,out] A ``` A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian matrix A. 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. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in,out] B ``` B is COMPLEX array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, 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.```
Date
November 2011

Definition at line 132 of file cposv.f.

132 *
133 * -- LAPACK driver routine (version 3.4.0) --
134 * -- LAPACK is a software package provided by Univ. of Tennessee, --
135 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
136 * November 2011
137 *
138 * .. Scalar Arguments ..
139  CHARACTER uplo
140  INTEGER info, lda, ldb, n, nrhs
141 * ..
142 * .. Array Arguments ..
143  COMPLEX a( lda, * ), b( ldb, * )
144 * ..
145 *
146 * =====================================================================
147 *
148 * .. External Functions ..
149  LOGICAL lsame
150  EXTERNAL lsame
151 * ..
152 * .. External Subroutines ..
153  EXTERNAL cpotrf, cpotrs, xerbla
154 * ..
155 * .. Intrinsic Functions ..
156  INTRINSIC max
157 * ..
158 * .. Executable Statements ..
159 *
160 * Test the input parameters.
161 *
162  info = 0
163  IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
164  info = -1
165  ELSE IF( n.LT.0 ) THEN
166  info = -2
167  ELSE IF( nrhs.LT.0 ) THEN
168  info = -3
169  ELSE IF( lda.LT.max( 1, n ) ) THEN
170  info = -5
171  ELSE IF( ldb.LT.max( 1, n ) ) THEN
172  info = -7
173  END IF
174  IF( info.NE.0 ) THEN
175  CALL xerbla( 'CPOSV ', -info )
176  RETURN
177  END IF
178 *
179 * Compute the Cholesky factorization A = U**H*U or A = L*L**H.
180 *
181  CALL cpotrf( uplo, n, a, lda, info )
182  IF( info.EQ.0 ) THEN
183 *
184 * Solve the system A*X = B, overwriting B with X.
185 *
186  CALL cpotrs( uplo, n, nrhs, a, lda, b, ldb, info )
187 *
188  END IF
189  RETURN
190 *
191 * End of CPOSV
192 *
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55
subroutine cpotrs(UPLO, N, NRHS, A, LDA, B, LDB, INFO)
CPOTRS
Definition: cpotrs.f:112
subroutine cpotrf(UPLO, N, A, LDA, INFO)
CPOTRF
Definition: cpotrf.f:109

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 subroutine cposvx ( character FACT, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, character EQUED, real, dimension( * ) S, 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 )

CPOSVX computes the solution to system of linear equations A * X = B for PO matrices

Purpose:
``` CPOSVX 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 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**H* U,  if UPLO = 'U', or
A = L * L**H,  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.```
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 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.``` [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,out] A ``` A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian 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).``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in,out] AF ``` AF is COMPLEX 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**H*U or A = L*L**H, 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**H*U or A = L*L**H 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**H*U or A = L*L**H 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] EQUED ``` EQUED is 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.``` [in,out] S ``` S is 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.``` [in,out] B ``` B is COMPLEX array, dimension (LDB,NRHS) On entry, the N-by-NRHS righthand side matrix B. On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', B is overwritten by diag(S) * 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 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.``` [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 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 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.``` [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 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.```
Date
April 2012

Definition at line 308 of file cposvx.f.

308 *
309 * -- LAPACK driver routine (version 3.4.1) --
310 * -- LAPACK is a software package provided by Univ. of Tennessee, --
311 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
312 * April 2012
313 *
314 * .. Scalar Arguments ..
315  CHARACTER equed, fact, uplo
316  INTEGER info, lda, ldaf, ldb, ldx, n, nrhs
317  REAL rcond
318 * ..
319 * .. Array Arguments ..
320  REAL berr( * ), ferr( * ), rwork( * ), s( * )
321  COMPLEX a( lda, * ), af( ldaf, * ), b( ldb, * ),
322  \$ work( * ), x( ldx, * )
323 * ..
324 *
325 * =====================================================================
326 *
327 * .. Parameters ..
328  REAL zero, one
329  parameter( zero = 0.0e+0, one = 1.0e+0 )
330 * ..
331 * .. Local Scalars ..
332  LOGICAL equil, nofact, rcequ
333  INTEGER i, infequ, j
334  REAL amax, anorm, bignum, scond, smax, smin, smlnum
335 * ..
336 * .. External Functions ..
337  LOGICAL lsame
338  REAL clanhe, slamch
339  EXTERNAL lsame, clanhe, slamch
340 * ..
341 * .. External Subroutines ..
342  EXTERNAL clacpy, claqhe, cpocon, cpoequ, cporfs, cpotrf,
343  \$ cpotrs, xerbla
344 * ..
345 * .. Intrinsic Functions ..
346  INTRINSIC max, min
347 * ..
348 * .. Executable Statements ..
349 *
350  info = 0
351  nofact = lsame( fact, 'N' )
352  equil = lsame( fact, 'E' )
353  IF( nofact .OR. equil ) THEN
354  equed = 'N'
355  rcequ = .false.
356  ELSE
357  rcequ = lsame( equed, 'Y' )
358  smlnum = slamch( 'Safe minimum' )
359  bignum = one / smlnum
360  END IF
361 *
362 * Test the input parameters.
363 *
364  IF( .NOT.nofact .AND. .NOT.equil .AND. .NOT.lsame( fact, 'F' ) )
365  \$ THEN
366  info = -1
367  ELSE IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) )
368  \$ THEN
369  info = -2
370  ELSE IF( n.LT.0 ) THEN
371  info = -3
372  ELSE IF( nrhs.LT.0 ) THEN
373  info = -4
374  ELSE IF( lda.LT.max( 1, n ) ) THEN
375  info = -6
376  ELSE IF( ldaf.LT.max( 1, n ) ) THEN
377  info = -8
378  ELSE IF( lsame( fact, 'F' ) .AND. .NOT.
379  \$ ( rcequ .OR. lsame( equed, 'N' ) ) ) THEN
380  info = -9
381  ELSE
382  IF( rcequ ) THEN
383  smin = bignum
384  smax = zero
385  DO 10 j = 1, n
386  smin = min( smin, s( j ) )
387  smax = max( smax, s( j ) )
388  10 CONTINUE
389  IF( smin.LE.zero ) THEN
390  info = -10
391  ELSE IF( n.GT.0 ) THEN
392  scond = max( smin, smlnum ) / min( smax, bignum )
393  ELSE
394  scond = one
395  END IF
396  END IF
397  IF( info.EQ.0 ) THEN
398  IF( ldb.LT.max( 1, n ) ) THEN
399  info = -12
400  ELSE IF( ldx.LT.max( 1, n ) ) THEN
401  info = -14
402  END IF
403  END IF
404  END IF
405 *
406  IF( info.NE.0 ) THEN
407  CALL xerbla( 'CPOSVX', -info )
408  RETURN
409  END IF
410 *
411  IF( equil ) THEN
412 *
413 * Compute row and column scalings to equilibrate the matrix A.
414 *
415  CALL cpoequ( n, a, lda, s, scond, amax, infequ )
416  IF( infequ.EQ.0 ) THEN
417 *
418 * Equilibrate the matrix.
419 *
420  CALL claqhe( uplo, n, a, lda, s, scond, amax, equed )
421  rcequ = lsame( equed, 'Y' )
422  END IF
423  END IF
424 *
425 * Scale the right hand side.
426 *
427  IF( rcequ ) THEN
428  DO 30 j = 1, nrhs
429  DO 20 i = 1, n
430  b( i, j ) = s( i )*b( i, j )
431  20 CONTINUE
432  30 CONTINUE
433  END IF
434 *
435  IF( nofact .OR. equil ) THEN
436 *
437 * Compute the Cholesky factorization A = U**H *U or A = L*L**H.
438 *
439  CALL clacpy( uplo, n, n, a, lda, af, ldaf )
440  CALL cpotrf( uplo, n, af, ldaf, info )
441 *
442 * Return if INFO is non-zero.
443 *
444  IF( info.GT.0 )THEN
445  rcond = zero
446  RETURN
447  END IF
448  END IF
449 *
450 * Compute the norm of the matrix A.
451 *
452  anorm = clanhe( '1', uplo, n, a, lda, rwork )
453 *
454 * Compute the reciprocal of the condition number of A.
455 *
456  CALL cpocon( uplo, n, af, ldaf, anorm, rcond, work, rwork, info )
457 *
458 * Compute the solution matrix X.
459 *
460  CALL clacpy( 'Full', n, nrhs, b, ldb, x, ldx )
461  CALL cpotrs( uplo, n, nrhs, af, ldaf, x, ldx, info )
462 *
463 * Use iterative refinement to improve the computed solution and
464 * compute error bounds and backward error estimates for it.
465 *
466  CALL cporfs( uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx,
467  \$ ferr, berr, work, rwork, info )
468 *
469 * Transform the solution matrix X to a solution of the original
470 * system.
471 *
472  IF( rcequ ) THEN
473  DO 50 j = 1, nrhs
474  DO 40 i = 1, n
475  x( i, j ) = s( i )*x( i, j )
476  40 CONTINUE
477  50 CONTINUE
478  DO 60 j = 1, nrhs
479  ferr( j ) = ferr( j ) / scond
480  60 CONTINUE
481  END IF
482 *
483 * Set INFO = N+1 if the matrix is singular to working precision.
484 *
485  IF( rcond.LT.slamch( 'Epsilon' ) )
486  \$ info = n + 1
487 *
488  RETURN
489 *
490 * End of CPOSVX
491 *
real function clanhe(NORM, UPLO, N, A, LDA, WORK)
CLANHE returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex Hermitian matrix.
Definition: clanhe.f:126
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:69
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine claqhe(UPLO, N, A, LDA, S, SCOND, AMAX, EQUED)
CLAQHE scales a Hermitian matrix.
Definition: claqhe.f:136
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:105
subroutine cpotrs(UPLO, N, NRHS, A, LDA, B, LDB, INFO)
CPOTRS
Definition: cpotrs.f:112
subroutine cpotrf(UPLO, N, A, LDA, INFO)
CPOTRF
Definition: cpotrf.f:109
subroutine cpoequ(N, A, LDA, S, SCOND, AMAX, INFO)
CPOEQU
Definition: cpoequ.f:115
subroutine cporfs(UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CPORFS
Definition: cporfs.f:185
subroutine cpocon(UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO)
CPOCON
Definition: cpocon.f:123

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 subroutine cposvxx ( character FACT, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, character EQUED, real, dimension( * ) S, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real RPVGRW, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO )

CPOSVXX computes the solution to system of linear equations A * X = B for PO matrices

Purpose:
```    CPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T
to compute the solution to a complex 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.

If requested, both normwise and maximum componentwise error bounds
are returned. CPOSVXX 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.

CPOSVXX 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
CPOSVXX 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 CPOSVXX would itself produce.```
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 (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(S) so that it solves the original system before
equilibration.```
```     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.```
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 contains the factored form of A. If EQUED is not 'N', the matrix A has been equilibrated with scaling factors given by S. A and AF 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] 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,out] A ``` A is COMPLEX 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).``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in,out] AF ``` AF is COMPLEX 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).``` [in] LDAF ``` LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).``` [in,out] EQUED ``` EQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'Y': Both row and column equilibration, 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.``` [in,out] S ``` S is REAL array, dimension (N) The row scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). 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. If S is output, each element of S is a power of the radix. If S is input, each element of S 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.``` [in,out] B ``` B is 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 EQUED = 'Y', B is overwritten by diag(S)*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, 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(S))*X.``` [in] LDX ``` LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).``` [out] RCOND ``` RCOND is 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.``` [out] RPVGRW ``` RPVGRW is 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.```
Date
April 2012

Definition at line 498 of file cposvxx.f.

498 *
499 * -- LAPACK driver routine (version 3.4.1) --
500 * -- LAPACK is a software package provided by Univ. of Tennessee, --
501 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
502 * April 2012
503 *
504 * .. Scalar Arguments ..
505  CHARACTER equed, fact, uplo
506  INTEGER info, lda, ldaf, ldb, ldx, n, nrhs, nparams,
507  \$ n_err_bnds
508  REAL rcond, rpvgrw
509 * ..
510 * .. Array Arguments ..
511  COMPLEX a( lda, * ), af( ldaf, * ), b( ldb, * ),
512  \$ work( * ), x( ldx, * )
513  REAL s( * ), params( * ), berr( * ), rwork( * ),
514  \$ err_bnds_norm( nrhs, * ),
515  \$ err_bnds_comp( nrhs, * )
516 * ..
517 *
518 * ==================================================================
519 *
520 * .. Parameters ..
521  REAL zero, one
522  parameter( zero = 0.0e+0, one = 1.0e+0 )
523  INTEGER final_nrm_err_i, final_cmp_err_i, berr_i
524  INTEGER rcond_i, nrm_rcond_i, nrm_err_i, cmp_rcond_i
525  INTEGER cmp_err_i, piv_growth_i
526  parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
527  \$ berr_i = 3 )
528  parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
529  parameter( cmp_rcond_i = 7, cmp_err_i = 8,
530  \$ piv_growth_i = 9 )
531 * ..
532 * .. Local Scalars ..
533  LOGICAL equil, nofact, rcequ
534  INTEGER infequ, j
535  REAL amax, bignum, smin, smax, scond, smlnum
536 * ..
537 * .. External Functions ..
538  EXTERNAL lsame, slamch, cla_porpvgrw
539  LOGICAL lsame
540  REAL slamch, cla_porpvgrw
541 * ..
542 * .. External Subroutines ..
543  EXTERNAL cpocon, cpoequb, cpotrf, cpotrs, clacpy,
545 * ..
546 * .. Intrinsic Functions ..
547  INTRINSIC max, min
548 * ..
549 * .. Executable Statements ..
550 *
551  info = 0
552  nofact = lsame( fact, 'N' )
553  equil = lsame( fact, 'E' )
554  smlnum = slamch( 'Safe minimum' )
555  bignum = one / smlnum
556  IF( nofact .OR. equil ) THEN
557  equed = 'N'
558  rcequ = .false.
559  ELSE
560  rcequ = lsame( equed, 'Y' )
561  ENDIF
562 *
563 * Default is failure. If an input parameter is wrong or
564 * factorization fails, make everything look horrible. Only the
565 * pivot growth is set here, the rest is initialized in CPORFSX.
566 *
567  rpvgrw = zero
568 *
569 * Test the input parameters. PARAMS is not tested until CPORFSX.
570 *
571  IF( .NOT.nofact .AND. .NOT.equil .AND. .NOT.
572  \$ lsame( fact, 'F' ) ) THEN
573  info = -1
574  ELSE IF( .NOT.lsame( uplo, 'U' ) .AND.
575  \$ .NOT.lsame( uplo, 'L' ) ) THEN
576  info = -2
577  ELSE IF( n.LT.0 ) THEN
578  info = -3
579  ELSE IF( nrhs.LT.0 ) THEN
580  info = -4
581  ELSE IF( lda.LT.max( 1, n ) ) THEN
582  info = -6
583  ELSE IF( ldaf.LT.max( 1, n ) ) THEN
584  info = -8
585  ELSE IF( lsame( fact, 'F' ) .AND. .NOT.
586  \$ ( rcequ .OR. lsame( equed, 'N' ) ) ) THEN
587  info = -9
588  ELSE
589  IF ( rcequ ) THEN
590  smin = bignum
591  smax = zero
592  DO 10 j = 1, n
593  smin = min( smin, s( j ) )
594  smax = max( smax, s( j ) )
595  10 CONTINUE
596  IF( smin.LE.zero ) THEN
597  info = -10
598  ELSE IF( n.GT.0 ) THEN
599  scond = max( smin, smlnum ) / min( smax, bignum )
600  ELSE
601  scond = one
602  END IF
603  END IF
604  IF( info.EQ.0 ) THEN
605  IF( ldb.LT.max( 1, n ) ) THEN
606  info = -12
607  ELSE IF( ldx.LT.max( 1, n ) ) THEN
608  info = -14
609  END IF
610  END IF
611  END IF
612 *
613  IF( info.NE.0 ) THEN
614  CALL xerbla( 'CPOSVXX', -info )
615  RETURN
616  END IF
617 *
618  IF( equil ) THEN
619 *
620 * Compute row and column scalings to equilibrate the matrix A.
621 *
622  CALL cpoequb( n, a, lda, s, scond, amax, infequ )
623  IF( infequ.EQ.0 ) THEN
624 *
625 * Equilibrate the matrix.
626 *
627  CALL claqhe( uplo, n, a, lda, s, scond, amax, equed )
628  rcequ = lsame( equed, 'Y' )
629  END IF
630  END IF
631 *
632 * Scale the right-hand side.
633 *
634  IF( rcequ ) CALL clascl2( n, nrhs, s, b, ldb )
635 *
636  IF( nofact .OR. equil ) THEN
637 *
638 * Compute the Cholesky factorization of A.
639 *
640  CALL clacpy( uplo, n, n, a, lda, af, ldaf )
641  CALL cpotrf( uplo, n, af, ldaf, info )
642 *
643 * Return if INFO is non-zero.
644 *
645  IF( info.GT.0 ) THEN
646 *
647 * Pivot in column INFO is exactly 0
648 * Compute the reciprocal pivot growth factor of the
649 * leading rank-deficient INFO columns of A.
650 *
651  rpvgrw = cla_porpvgrw( uplo, n, a, lda, af, ldaf, rwork )
652  RETURN
653  END IF
654  END IF
655 *
656 * Compute the reciprocal pivot growth factor RPVGRW.
657 *
658  rpvgrw = cla_porpvgrw( uplo, n, a, lda, af, ldaf, rwork )
659 *
660 * Compute the solution matrix X.
661 *
662  CALL clacpy( 'Full', n, nrhs, b, ldb, x, ldx )
663  CALL cpotrs( uplo, n, nrhs, af, ldaf, x, ldx, info )
664 *
665 * Use iterative refinement to improve the computed solution and
666 * compute error bounds and backward error estimates for it.
667 *
668  CALL cporfsx( uplo, equed, n, nrhs, a, lda, af, ldaf,
669  \$ s, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm,
670  \$ err_bnds_comp, nparams, params, work, rwork, info )
671
672 *
673 * Scale solutions.
674 *
675  IF ( rcequ ) THEN
676  CALL clascl2( n, nrhs, s, x, ldx )
677  END IF
678 *
679  RETURN
680 *
681 * End of CPOSVXX
682 *
subroutine clascl2(M, N, D, X, LDX)
CLASCL2 performs diagonal scaling on a vector.
Definition: clascl2.f:93
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:69
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine claqhe(UPLO, N, A, LDA, S, SCOND, AMAX, EQUED)
CLAQHE scales a Hermitian matrix.
Definition: claqhe.f:136
subroutine cporfsx(UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CPORFSX
Definition: cporfsx.f:395
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:105
subroutine cpotrs(UPLO, N, NRHS, A, LDA, B, LDB, INFO)
CPOTRS
Definition: cpotrs.f:112
subroutine cpotrf(UPLO, N, A, LDA, INFO)
CPOTRF
Definition: cpotrf.f:109
subroutine cpocon(UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO)
CPOCON
Definition: cpocon.f:123
subroutine cpoequb(N, A, LDA, S, SCOND, AMAX, INFO)
CPOEQUB
Definition: cpoequb.f:115
real function cla_porpvgrw(UPLO, NCOLS, A, LDA, AF, LDAF, WORK)
CLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian...
Definition: cla_porpvgrw.f:107

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