SUBROUTINE DPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB,
$ EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR,
$ WORK, IWORK, INFO )
*
* -- LAPACK driver routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER EQUED, FACT, UPLO
INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
DOUBLE PRECISION RCOND
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
$ BERR( * ), FERR( * ), S( * ), WORK( * ),
$ X( LDX, * )
* ..
*
* Purpose
* =======
*
* DPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to
* compute the solution to a real system of linear equations
* A * X = B,
* where A is an N-by-N symmetric positive definite band 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**T * U, if UPLO = 'U', or
* A = L * L**T, if UPLO = 'L',
* where U is an upper triangular band matrix, and L is a lower
* triangular band 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.
*
* 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, AFB contains the factored form of A.
* If EQUED = 'Y', the matrix A has been equilibrated
* with scaling factors given by S. AB and AFB will not
* be modified.
* = 'N': The matrix A will be copied to AFB and factored.
* = 'E': The matrix A will be equilibrated if necessary, then
* copied to AFB 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.
*
* KD (input) INTEGER
* The number of superdiagonals of the matrix A if UPLO = 'U',
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
*
* NRHS (input) INTEGER
* The number of right-hand sides, i.e., the number of columns
* of the matrices B and X. NRHS >= 0.
*
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
* On entry, the upper or lower triangle of the symmetric band
* matrix A, stored in the first KD+1 rows of the 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 j-th column of the array AB as follows:
* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
* See below for further details.
*
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
* diag(S)*A*diag(S).
*
* LDAB (input) INTEGER
* The leading dimension of the array A. LDAB >= KD+1.
*
* AFB (input or output) DOUBLE PRECISION array, dimension (LDAFB,N)
* If FACT = 'F', then AFB 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 of the band matrix
* A, in the same storage format as A (see AB). If EQUED = 'Y',
* then AFB is the factored form of the equilibrated matrix A.
*
* If FACT = 'N', then AFB 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.
*
* If FACT = 'E', then AFB 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).
*
* LDAFB (input) INTEGER
* The leading dimension of the array AFB. LDAFB >= KD+1.
*
* 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N)
*
* IWORK (workspace) INTEGER 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 band storage scheme is illustrated by the following example, when
* N = 6, KD = 2, and UPLO = 'U':
*
* Two-dimensional storage of the symmetric matrix A:
*
* a11 a12 a13
* a22 a23 a24
* a33 a34 a35
* a44 a45 a46
* a55 a56
* (aij=conjg(aji)) a66
*
* Band storage of the upper triangle of A:
*
* * * a13 a24 a35 a46
* * a12 a23 a34 a45 a56
* a11 a22 a33 a44 a55 a66
*
* Similarly, if UPLO = 'L' the format of A is as follows:
*
* a11 a22 a33 a44 a55 a66
* a21 a32 a43 a54 a65 *
* a31 a42 a53 a64 * *
*
* Array elements marked * are not used by the routine.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL EQUIL, NOFACT, RCEQU, UPPER
INTEGER I, INFEQU, J, J1, J2
DOUBLE PRECISION AMAX, ANORM, BIGNUM, SCOND, SMAX, SMIN, SMLNUM
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, DLANSB
EXTERNAL LSAME, DLAMCH, DLANSB
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DLACPY, DLAQSB, DPBCON, DPBEQU, DPBRFS,
$ DPBTRF, DPBTRS, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. Executable Statements ..
*
INFO = 0
NOFACT = LSAME( FACT, 'N' )
EQUIL = LSAME( FACT, 'E' )
UPPER = LSAME( UPLO, 'U' )
IF( NOFACT .OR. EQUIL ) THEN
EQUED = 'N'
RCEQU = .FALSE.
ELSE
RCEQU = LSAME( EQUED, 'Y' )
SMLNUM = DLAMCH( 'Safe minimum' )
BIGNUM = ONE / SMLNUM
END IF
*
* Test the input parameters.
*
IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) )
$ THEN
INFO = -1
ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( KD.LT.0 ) THEN
INFO = -4
ELSE IF( NRHS.LT.0 ) THEN
INFO = -5
ELSE IF( LDAB.LT.KD+1 ) THEN
INFO = -7
ELSE IF( LDAFB.LT.KD+1 ) THEN
INFO = -9
ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
$ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
INFO = -10
ELSE
IF( RCEQU ) THEN
SMIN = BIGNUM
SMAX = ZERO
DO 10 J = 1, N
SMIN = MIN( SMIN, S( J ) )
SMAX = MAX( SMAX, S( J ) )
10 CONTINUE
IF( SMIN.LE.ZERO ) THEN
INFO = -11
ELSE IF( N.GT.0 ) THEN
SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
ELSE
SCOND = ONE
END IF
END IF
IF( INFO.EQ.0 ) THEN
IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -13
ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
INFO = -15
END IF
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DPBSVX', -INFO )
RETURN
END IF
*
IF( EQUIL ) THEN
*
* Compute row and column scalings to equilibrate the matrix A.
*
CALL DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFEQU )
IF( INFEQU.EQ.0 ) THEN
*
* Equilibrate the matrix.
*
CALL DLAQSB( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, EQUED )
RCEQU = LSAME( EQUED, 'Y' )
END IF
END IF
*
* Scale the right-hand side.
*
IF( RCEQU ) THEN
DO 30 J = 1, NRHS
DO 20 I = 1, N
B( I, J ) = S( I )*B( I, J )
20 CONTINUE
30 CONTINUE
END IF
*
IF( NOFACT .OR. EQUIL ) THEN
*
* Compute the Cholesky factorization A = U'*U or A = L*L'.
*
IF( UPPER ) THEN
DO 40 J = 1, N
J1 = MAX( J-KD, 1 )
CALL DCOPY( J-J1+1, AB( KD+1-J+J1, J ), 1,
$ AFB( KD+1-J+J1, J ), 1 )
40 CONTINUE
ELSE
DO 50 J = 1, N
J2 = MIN( J+KD, N )
CALL DCOPY( J2-J+1, AB( 1, J ), 1, AFB( 1, J ), 1 )
50 CONTINUE
END IF
*
CALL DPBTRF( UPLO, N, KD, AFB, LDAFB, INFO )
*
* Return if INFO is non-zero.
*
IF( INFO.GT.0 )THEN
RCOND = ZERO
RETURN
END IF
END IF
*
* Compute the norm of the matrix A.
*
ANORM = DLANSB( '1', UPLO, N, KD, AB, LDAB, WORK )
*
* Compute the reciprocal of the condition number of A.
*
CALL DPBCON( UPLO, N, KD, AFB, LDAFB, ANORM, RCOND, WORK, IWORK,
$ INFO )
*
* Compute the solution matrix X.
*
CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
CALL DPBTRS( UPLO, N, KD, NRHS, AFB, LDAFB, X, LDX, INFO )
*
* Use iterative refinement to improve the computed solution and
* compute error bounds and backward error estimates for it.
*
CALL DPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X,
$ LDX, FERR, BERR, WORK, IWORK, INFO )
*
* Transform the solution matrix X to a solution of the original
* system.
*
IF( RCEQU ) THEN
DO 70 J = 1, NRHS
DO 60 I = 1, N
X( I, J ) = S( I )*X( I, J )
60 CONTINUE
70 CONTINUE
DO 80 J = 1, NRHS
FERR( J ) = FERR( J ) / SCOND
80 CONTINUE
END IF
*
* Set INFO = N+1 if the matrix is singular to working precision.
*
IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
$ INFO = N + 1
*
RETURN
*
* End of DPBSVX
*
END