#include "f2c.h" #include "blaswrap.h" /* Subroutine */ int zgesvx_(char *fact, char *trans, integer *n, integer * nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer * ldaf, integer *ipiv, char *equed, doublereal *r__, doublereal *c__, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *rcond, doublereal *ferr, doublereal *berr, doublecomplex * work, doublereal *rwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5; doublereal d__1, d__2; doublecomplex z__1; /* Local variables */ integer i__, j; doublereal amax; char norm[1]; extern logical lsame_(char *, char *); doublereal rcmin, rcmax, anorm; logical equil; extern doublereal dlamch_(char *); doublereal colcnd; logical nofact; extern /* Subroutine */ int xerbla_(char *, integer *); extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *); doublereal bignum; extern /* Subroutine */ int zlaqge_(integer *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublereal *, doublereal * , doublereal *, char *), zgecon_(char *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublecomplex *, doublereal *, integer *); integer infequ; logical colequ; doublereal rowcnd; extern /* Subroutine */ int zgeequ_(integer *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublereal *, doublereal * , doublereal *, integer *); logical notran; extern /* Subroutine */ int zgerfs_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, doublereal *, doublecomplex *, doublereal *, integer *), zgetrf_(integer *, integer *, doublecomplex *, integer *, integer *, integer *), zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *); extern doublereal zlantr_(char *, char *, char *, integer *, integer *, doublecomplex *, integer *, doublereal *); doublereal smlnum; extern /* Subroutine */ int zgetrs_(char *, integer *, integer *, doublecomplex *, integer *, integer *, doublecomplex *, integer *, integer *); logical rowequ; doublereal rpvgrw; /* -- LAPACK driver routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* 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. */ /* 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, 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*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). */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* AF (input or output) 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). */ /* 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 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. */ /* 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) 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. */ /* C (input or output) 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. */ /* B (input/output) 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. */ /* LDB (input) INTEGER */ /* The leading dimension of the array B. LDB >= max(1,N). */ /* X (output) 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'. */ /* 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) COMPLEX*16 array, dimension (2*N) */ /* RWORK (workspace/output) 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 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. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; af_dim1 = *ldaf; af_offset = 1 + af_dim1; af -= af_offset; --ipiv; --r__; --c__; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; x_dim1 = *ldx; x_offset = 1 + x_dim1; x -= x_offset; --ferr; --berr; --work; --rwork; /* Function Body */ *info = 0; nofact = lsame_(fact, "N"); equil = lsame_(fact, "E"); notran = lsame_(trans, "N"); if (nofact || equil) { *(unsigned char *)equed = 'N'; rowequ = FALSE_; colequ = FALSE_; } else { rowequ = lsame_(equed, "R") || lsame_(equed, "B"); colequ = lsame_(equed, "C") || lsame_(equed, "B"); smlnum = dlamch_("Safe minimum"); bignum = 1. / smlnum; } /* Test the input parameters. */ if (! nofact && ! equil && ! lsame_(fact, "F")) { *info = -1; } else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, "C")) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*nrhs < 0) { *info = -4; } else if (*lda < max(1,*n)) { *info = -6; } else if (*ldaf < max(1,*n)) { *info = -8; } else if (lsame_(fact, "F") && ! (rowequ || colequ || lsame_(equed, "N"))) { *info = -10; } else { if (rowequ) { rcmin = bignum; rcmax = 0.; i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MIN */ d__1 = rcmin, d__2 = r__[j]; rcmin = min(d__1,d__2); /* Computing MAX */ d__1 = rcmax, d__2 = r__[j]; rcmax = max(d__1,d__2); /* L10: */ } if (rcmin <= 0.) { *info = -11; } else if (*n > 0) { rowcnd = max(rcmin,smlnum) / min(rcmax,bignum); } else { rowcnd = 1.; } } if (colequ && *info == 0) { rcmin = bignum; rcmax = 0.; i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MIN */ d__1 = rcmin, d__2 = c__[j]; rcmin = min(d__1,d__2); /* Computing MAX */ d__1 = rcmax, d__2 = c__[j]; rcmax = max(d__1,d__2); /* L20: */ } if (rcmin <= 0.) { *info = -12; } else if (*n > 0) { colcnd = max(rcmin,smlnum) / min(rcmax,bignum); } else { colcnd = 1.; } } if (*info == 0) { if (*ldb < max(1,*n)) { *info = -14; } else if (*ldx < max(1,*n)) { *info = -16; } } } if (*info != 0) { i__1 = -(*info); xerbla_("ZGESVX", &i__1); return 0; } if (equil) { /* Compute row and column scalings to equilibrate the matrix A. */ zgeequ_(n, n, &a[a_offset], lda, &r__[1], &c__[1], &rowcnd, &colcnd, & amax, &infequ); if (infequ == 0) { /* Equilibrate the matrix. */ zlaqge_(n, n, &a[a_offset], lda, &r__[1], &c__[1], &rowcnd, & colcnd, &amax, equed); rowequ = lsame_(equed, "R") || lsame_(equed, "B"); colequ = lsame_(equed, "C") || lsame_(equed, "B"); } } /* Scale the right hand side. */ if (notran) { if (rowequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; i__4 = i__; i__5 = i__ + j * b_dim1; z__1.r = r__[i__4] * b[i__5].r, z__1.i = r__[i__4] * b[ i__5].i; b[i__3].r = z__1.r, b[i__3].i = z__1.i; /* L30: */ } /* L40: */ } } } else if (colequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; i__4 = i__; i__5 = i__ + j * b_dim1; z__1.r = c__[i__4] * b[i__5].r, z__1.i = c__[i__4] * b[i__5] .i; b[i__3].r = z__1.r, b[i__3].i = z__1.i; /* L50: */ } /* L60: */ } } if (nofact || equil) { /* Compute the LU factorization of A. */ zlacpy_("Full", n, n, &a[a_offset], lda, &af[af_offset], ldaf); zgetrf_(n, n, &af[af_offset], ldaf, &ipiv[1], info); /* Return if INFO is non-zero. */ if (*info > 0) { /* Compute the reciprocal pivot growth factor of the */ /* leading rank-deficient INFO columns of A. */ rpvgrw = zlantr_("M", "U", "N", info, info, &af[af_offset], ldaf, &rwork[1]); if (rpvgrw == 0.) { rpvgrw = 1.; } else { rpvgrw = zlange_("M", n, info, &a[a_offset], lda, &rwork[1]) / rpvgrw; } rwork[1] = rpvgrw; *rcond = 0.; return 0; } } /* Compute the norm of the matrix A and the */ /* reciprocal pivot growth factor RPVGRW. */ if (notran) { *(unsigned char *)norm = '1'; } else { *(unsigned char *)norm = 'I'; } anorm = zlange_(norm, n, n, &a[a_offset], lda, &rwork[1]); rpvgrw = zlantr_("M", "U", "N", n, n, &af[af_offset], ldaf, &rwork[1]); if (rpvgrw == 0.) { rpvgrw = 1.; } else { rpvgrw = zlange_("M", n, n, &a[a_offset], lda, &rwork[1]) / rpvgrw; } /* Compute the reciprocal of the condition number of A. */ zgecon_(norm, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &rwork[1], info); /* Compute the solution matrix X. */ zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx); zgetrs_(trans, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx, info); /* Use iterative refinement to improve the computed solution and */ /* compute error bounds and backward error estimates for it. */ zgerfs_(trans, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &ipiv[1], &b[b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[ 1], &rwork[1], info); /* Transform the solution matrix X to a solution of the original */ /* system. */ if (notran) { if (colequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * x_dim1; i__4 = i__; i__5 = i__ + j * x_dim1; z__1.r = c__[i__4] * x[i__5].r, z__1.i = c__[i__4] * x[ i__5].i; x[i__3].r = z__1.r, x[i__3].i = z__1.i; /* L70: */ } /* L80: */ } i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { ferr[j] /= colcnd; /* L90: */ } } } else if (rowequ) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * x_dim1; i__4 = i__; i__5 = i__ + j * x_dim1; z__1.r = r__[i__4] * x[i__5].r, z__1.i = r__[i__4] * x[i__5] .i; x[i__3].r = z__1.r, x[i__3].i = z__1.i; /* L100: */ } /* L110: */ } i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { ferr[j] /= rowcnd; /* L120: */ } } /* Set INFO = N+1 if the matrix is singular to working precision. */ if (*rcond < dlamch_("Epsilon")) { *info = *n + 1; } rwork[1] = rpvgrw; return 0; /* End of ZGESVX */ } /* zgesvx_ */