LAPACK 3.12.0 LAPACK: Linear Algebra PACKage
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chesvxx.f
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1*> \brief <b> CHESVXX computes the solution to system of linear equations A * X = B for HE matrices</b>
2*
3* =========== DOCUMENTATION ===========
4*
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17*
18* Definition:
19* ===========
20*
21* SUBROUTINE CHESVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV,
22* EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
23* N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
24* NPARAMS, PARAMS, WORK, RWORK, INFO )
25*
26* .. Scalar Arguments ..
27* CHARACTER EQUED, FACT, UPLO
28* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
29* \$ N_ERR_BNDS
30* REAL RCOND, RPVGRW
31* ..
32* .. Array Arguments ..
33* INTEGER IPIV( * )
34* COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
35* \$ WORK( * ), X( LDX, * )
36* REAL S( * ), PARAMS( * ), BERR( * ), RWORK( * ),
37* \$ ERR_BNDS_NORM( NRHS, * ),
38* \$ ERR_BNDS_COMP( NRHS, * )
39* ..
40*
41*
42*> \par Purpose:
43* =============
44*>
45*> \verbatim
46*>
47*> CHESVXX uses the diagonal pivoting factorization to compute the
48*> solution to a complex system of linear equations A * X = B, where
49*> A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
50*> matrices.
51*>
52*> If requested, both normwise and maximum componentwise error bounds
53*> are returned. CHESVXX will return a solution with a tiny
54*> guaranteed error (O(eps) where eps is the working machine
55*> precision) unless the matrix is very ill-conditioned, in which
56*> case a warning is returned. Relevant condition numbers also are
57*> calculated and returned.
58*>
59*> CHESVXX accepts user-provided factorizations and equilibration
60*> factors; see the definitions of the FACT and EQUED options.
61*> Solving with refinement and using a factorization from a previous
62*> CHESVXX call will also produce a solution with either O(eps)
63*> errors or warnings, but we cannot make that claim for general
64*> user-provided factorizations and equilibration factors if they
65*> differ from what CHESVXX would itself produce.
66*> \endverbatim
67*
68*> \par Description:
69* =================
70*>
71*> \verbatim
72*>
73*> The following steps are performed:
74*>
75*> 1. If FACT = 'E', real scaling factors are computed to equilibrate
76*> the system:
77*>
78*> diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
79*>
80*> Whether or not the system will be equilibrated depends on the
81*> scaling of the matrix A, but if equilibration is used, A is
82*> overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
83*>
84*> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
85*> the matrix A (after equilibration if FACT = 'E') as
86*>
87*> A = U * D * U**T, if UPLO = 'U', or
88*> A = L * D * L**T, if UPLO = 'L',
89*>
90*> where U (or L) is a product of permutation and unit upper (lower)
91*> triangular matrices, and D is Hermitian and block diagonal with
92*> 1-by-1 and 2-by-2 diagonal blocks.
93*>
94*> 3. If some D(i,i)=0, so that D is exactly singular, then the
95*> routine returns with INFO = i. Otherwise, the factored form of A
96*> is used to estimate the condition number of the matrix A (see
97*> argument RCOND). If the reciprocal of the condition number is
98*> less than machine precision, the routine still goes on to solve
99*> for X and compute error bounds as described below.
100*>
101*> 4. The system of equations is solved for X using the factored form
102*> of A.
103*>
104*> 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
105*> the routine will use iterative refinement to try to get a small
106*> error and error bounds. Refinement calculates the residual to at
107*> least twice the working precision.
108*>
109*> 6. If equilibration was used, the matrix X is premultiplied by
110*> diag(R) so that it solves the original system before
111*> equilibration.
112*> \endverbatim
113*
114* Arguments:
115* ==========
116*
117*> \verbatim
118*> Some optional parameters are bundled in the PARAMS array. These
119*> settings determine how refinement is performed, but often the
120*> defaults are acceptable. If the defaults are acceptable, users
121*> can pass NPARAMS = 0 which prevents the source code from accessing
122*> the PARAMS argument.
123*> \endverbatim
124*>
125*> \param[in] FACT
126*> \verbatim
127*> FACT is CHARACTER*1
128*> Specifies whether or not the factored form of the matrix A is
129*> supplied on entry, and if not, whether the matrix A should be
130*> equilibrated before it is factored.
131*> = 'F': On entry, AF and IPIV contain the factored form of A.
132*> If EQUED is not 'N', the matrix A has been
133*> equilibrated with scaling factors given by S.
134*> A, AF, and IPIV are not modified.
135*> = 'N': The matrix A will be copied to AF and factored.
136*> = 'E': The matrix A will be equilibrated if necessary, then
137*> copied to AF and factored.
138*> \endverbatim
139*>
140*> \param[in] UPLO
141*> \verbatim
142*> UPLO is CHARACTER*1
143*> = 'U': Upper triangle of A is stored;
144*> = 'L': Lower triangle of A is stored.
145*> \endverbatim
146*>
147*> \param[in] N
148*> \verbatim
149*> N is INTEGER
150*> The number of linear equations, i.e., the order of the
151*> matrix A. N >= 0.
152*> \endverbatim
153*>
154*> \param[in] NRHS
155*> \verbatim
156*> NRHS is INTEGER
157*> The number of right hand sides, i.e., the number of columns
158*> of the matrices B and X. NRHS >= 0.
159*> \endverbatim
160*>
161*> \param[in,out] A
162*> \verbatim
163*> A is COMPLEX array, dimension (LDA,N)
164*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
165*> upper triangular part of A contains the upper triangular
166*> part of the matrix A, and the strictly lower triangular
167*> part of A is not referenced. If UPLO = 'L', the leading
168*> N-by-N lower triangular part of A contains the lower
169*> triangular part of the matrix A, and the strictly upper
170*> triangular part of A is not referenced.
171*>
172*> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
173*> diag(S)*A*diag(S).
174*> \endverbatim
175*>
176*> \param[in] LDA
177*> \verbatim
178*> LDA is INTEGER
179*> The leading dimension of the array A. LDA >= max(1,N).
180*> \endverbatim
181*>
182*> \param[in,out] AF
183*> \verbatim
184*> AF is COMPLEX array, dimension (LDAF,N)
185*> If FACT = 'F', then AF is an input argument and on entry
186*> contains the block diagonal matrix D and the multipliers
187*> used to obtain the factor U or L from the factorization A =
188*> U*D*U**H or A = L*D*L**H as computed by CHETRF.
189*>
190*> If FACT = 'N', then AF is an output argument and on exit
191*> returns the block diagonal matrix D and the multipliers
192*> used to obtain the factor U or L from the factorization A =
193*> U*D*U**H or A = L*D*L**H.
194*> \endverbatim
195*>
196*> \param[in] LDAF
197*> \verbatim
198*> LDAF is INTEGER
199*> The leading dimension of the array AF. LDAF >= max(1,N).
200*> \endverbatim
201*>
202*> \param[in,out] IPIV
203*> \verbatim
204*> IPIV is INTEGER array, dimension (N)
205*> If FACT = 'F', then IPIV is an input argument and on entry
206*> contains details of the interchanges and the block
207*> structure of D, as determined by CHETRF. If IPIV(k) > 0,
208*> then rows and columns k and IPIV(k) were interchanged and
209*> D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
210*> IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
211*> -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
212*> diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
213*> then rows and columns k+1 and -IPIV(k) were interchanged
214*> and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
215*>
216*> If FACT = 'N', then IPIV is an output argument and on exit
217*> contains details of the interchanges and the block
218*> structure of D, as determined by CHETRF.
219*> \endverbatim
220*>
221*> \param[in,out] EQUED
222*> \verbatim
223*> EQUED is CHARACTER*1
224*> Specifies the form of equilibration that was done.
225*> = 'N': No equilibration (always true if FACT = 'N').
226*> = 'Y': Both row and column equilibration, i.e., A has been
227*> replaced by diag(S) * A * diag(S).
228*> EQUED is an input argument if FACT = 'F'; otherwise, it is an
229*> output argument.
230*> \endverbatim
231*>
232*> \param[in,out] S
233*> \verbatim
234*> S is REAL array, dimension (N)
235*> The scale factors for A. If EQUED = 'Y', A is multiplied on
236*> the left and right by diag(S). S is an input argument if FACT =
237*> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
238*> = 'Y', each element of S must be positive. If S is output, each
239*> element of S is a power of the radix. If S is input, each element
240*> of S should be a power of the radix to ensure a reliable solution
241*> and error estimates. Scaling by powers of the radix does not cause
242*> rounding errors unless the result underflows or overflows.
243*> Rounding errors during scaling lead to refining with a matrix that
244*> is not equivalent to the input matrix, producing error estimates
245*> that may not be reliable.
246*> \endverbatim
247*>
248*> \param[in,out] B
249*> \verbatim
250*> B is COMPLEX array, dimension (LDB,NRHS)
251*> On entry, the N-by-NRHS right hand side matrix B.
252*> On exit,
253*> if EQUED = 'N', B is not modified;
254*> if EQUED = 'Y', B is overwritten by diag(S)*B;
255*> \endverbatim
256*>
257*> \param[in] LDB
258*> \verbatim
259*> LDB is INTEGER
260*> The leading dimension of the array B. LDB >= max(1,N).
261*> \endverbatim
262*>
263*> \param[out] X
264*> \verbatim
265*> X is COMPLEX array, dimension (LDX,NRHS)
266*> If INFO = 0, the N-by-NRHS solution matrix X to the original
267*> system of equations. Note that A and B are modified on exit if
268*> EQUED .ne. 'N', and the solution to the equilibrated system is
269*> inv(diag(S))*X.
270*> \endverbatim
271*>
272*> \param[in] LDX
273*> \verbatim
274*> LDX is INTEGER
275*> The leading dimension of the array X. LDX >= max(1,N).
276*> \endverbatim
277*>
278*> \param[out] RCOND
279*> \verbatim
280*> RCOND is REAL
281*> Reciprocal scaled condition number. This is an estimate of the
282*> reciprocal Skeel condition number of the matrix A after
283*> equilibration (if done). If this is less than the machine
284*> precision (in particular, if it is zero), the matrix is singular
285*> to working precision. Note that the error may still be small even
286*> if this number is very small and the matrix appears ill-
287*> conditioned.
288*> \endverbatim
289*>
290*> \param[out] RPVGRW
291*> \verbatim
292*> RPVGRW is REAL
293*> Reciprocal pivot growth. On exit, this contains the reciprocal
294*> pivot growth factor norm(A)/norm(U). The "max absolute element"
295*> norm is used. If this is much less than 1, then the stability of
296*> the LU factorization of the (equilibrated) matrix A could be poor.
297*> This also means that the solution X, estimated condition numbers,
298*> and error bounds could be unreliable. If factorization fails with
299*> 0<INFO<=N, then this contains the reciprocal pivot growth factor
300*> for the leading INFO columns of A.
301*> \endverbatim
302*>
303*> \param[out] BERR
304*> \verbatim
305*> BERR is REAL array, dimension (NRHS)
306*> Componentwise relative backward error. This is the
307*> componentwise relative backward error of each solution vector X(j)
308*> (i.e., the smallest relative change in any element of A or B that
309*> makes X(j) an exact solution).
310*> \endverbatim
311*>
312*> \param[in] N_ERR_BNDS
313*> \verbatim
314*> N_ERR_BNDS is INTEGER
315*> Number of error bounds to return for each right hand side
316*> and each type (normwise or componentwise). See ERR_BNDS_NORM and
317*> ERR_BNDS_COMP below.
318*> \endverbatim
319*>
320*> \param[out] ERR_BNDS_NORM
321*> \verbatim
322*> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
323*> For each right-hand side, this array contains information about
324*> various error bounds and condition numbers corresponding to the
325*> normwise relative error, which is defined as follows:
326*>
327*> Normwise relative error in the ith solution vector:
328*> max_j (abs(XTRUE(j,i) - X(j,i)))
329*> ------------------------------
330*> max_j abs(X(j,i))
331*>
332*> The array is indexed by the type of error information as described
333*> below. There currently are up to three pieces of information
334*> returned.
335*>
336*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
337*> right-hand side.
338*>
339*> The second index in ERR_BNDS_NORM(:,err) contains the following
340*> three fields:
341*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
342*> reciprocal condition number is less than the threshold
343*> sqrt(n) * slamch('Epsilon').
344*>
345*> err = 2 "Guaranteed" error bound: The estimated forward error,
346*> almost certainly within a factor of 10 of the true error
347*> so long as the next entry is greater than the threshold
348*> sqrt(n) * slamch('Epsilon'). This error bound should only
349*> be trusted if the previous boolean is true.
350*>
351*> err = 3 Reciprocal condition number: Estimated normwise
352*> reciprocal condition number. Compared with the threshold
353*> sqrt(n) * slamch('Epsilon') to determine if the error
354*> estimate is "guaranteed". These reciprocal condition
355*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
356*> appropriately scaled matrix Z.
357*> Let Z = S*A, where S scales each row by a power of the
358*> radix so all absolute row sums of Z are approximately 1.
359*>
360*> See Lapack Working Note 165 for further details and extra
361*> cautions.
362*> \endverbatim
363*>
364*> \param[out] ERR_BNDS_COMP
365*> \verbatim
366*> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
367*> For each right-hand side, this array contains information about
368*> various error bounds and condition numbers corresponding to the
369*> componentwise relative error, which is defined as follows:
370*>
371*> Componentwise relative error in the ith solution vector:
372*> abs(XTRUE(j,i) - X(j,i))
373*> max_j ----------------------
374*> abs(X(j,i))
375*>
376*> The array is indexed by the right-hand side i (on which the
377*> componentwise relative error depends), and the type of error
378*> information as described below. There currently are up to three
379*> pieces of information returned for each right-hand side. If
380*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
381*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
382*> the first (:,N_ERR_BNDS) entries are returned.
383*>
384*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
385*> right-hand side.
386*>
387*> The second index in ERR_BNDS_COMP(:,err) contains the following
388*> three fields:
389*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
390*> reciprocal condition number is less than the threshold
391*> sqrt(n) * slamch('Epsilon').
392*>
393*> err = 2 "Guaranteed" error bound: The estimated forward error,
394*> almost certainly within a factor of 10 of the true error
395*> so long as the next entry is greater than the threshold
396*> sqrt(n) * slamch('Epsilon'). This error bound should only
397*> be trusted if the previous boolean is true.
398*>
399*> err = 3 Reciprocal condition number: Estimated componentwise
400*> reciprocal condition number. Compared with the threshold
401*> sqrt(n) * slamch('Epsilon') to determine if the error
402*> estimate is "guaranteed". These reciprocal condition
403*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
404*> appropriately scaled matrix Z.
405*> Let Z = S*(A*diag(x)), where x is the solution for the
406*> current right-hand side and S scales each row of
407*> A*diag(x) by a power of the radix so all absolute row
408*> sums of Z are approximately 1.
409*>
410*> See Lapack Working Note 165 for further details and extra
411*> cautions.
412*> \endverbatim
413*>
414*> \param[in] NPARAMS
415*> \verbatim
416*> NPARAMS is INTEGER
417*> Specifies the number of parameters set in PARAMS. If <= 0, the
418*> PARAMS array is never referenced and default values are used.
419*> \endverbatim
420*>
421*> \param[in,out] PARAMS
422*> \verbatim
423*> PARAMS is REAL array, dimension NPARAMS
424*> Specifies algorithm parameters. If an entry is < 0.0, then
425*> that entry will be filled with default value used for that
426*> parameter. Only positions up to NPARAMS are accessed; defaults
427*> are used for higher-numbered parameters.
428*>
429*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
430*> refinement or not.
431*> Default: 1.0
432*> = 0.0: No refinement is performed, and no error bounds are
433*> computed.
434*> = 1.0: Use the double-precision refinement algorithm,
435*> possibly with doubled-single computations if the
436*> compilation environment does not support DOUBLE
437*> PRECISION.
438*> (other values are reserved for future use)
439*>
440*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
441*> computations allowed for refinement.
442*> Default: 10
443*> Aggressive: Set to 100 to permit convergence using approximate
444*> factorizations or factorizations other than LU. If
445*> the factorization uses a technique other than
446*> Gaussian elimination, the guarantees in
447*> err_bnds_norm and err_bnds_comp may no longer be
448*> trustworthy.
449*>
450*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
451*> will attempt to find a solution with small componentwise
452*> relative error in the double-precision algorithm. Positive
453*> is true, 0.0 is false.
454*> Default: 1.0 (attempt componentwise convergence)
455*> \endverbatim
456*>
457*> \param[out] WORK
458*> \verbatim
459*> WORK is COMPLEX array, dimension (5*N)
460*> \endverbatim
461*>
462*> \param[out] RWORK
463*> \verbatim
464*> RWORK is REAL array, dimension (2*N)
465*> \endverbatim
466*>
467*> \param[out] INFO
468*> \verbatim
469*> INFO is INTEGER
470*> = 0: Successful exit. The solution to every right-hand side is
471*> guaranteed.
472*> < 0: If INFO = -i, the i-th argument had an illegal value
473*> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
474*> has been completed, but the factor U is exactly singular, so
475*> the solution and error bounds could not be computed. RCOND = 0
476*> is returned.
477*> = N+J: The solution corresponding to the Jth right-hand side is
478*> not guaranteed. The solutions corresponding to other right-
479*> hand sides K with K > J may not be guaranteed as well, but
480*> only the first such right-hand side is reported. If a small
481*> componentwise error is not requested (PARAMS(3) = 0.0) then
482*> the Jth right-hand side is the first with a normwise error
483*> bound that is not guaranteed (the smallest J such
484*> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
485*> the Jth right-hand side is the first with either a normwise or
486*> componentwise error bound that is not guaranteed (the smallest
487*> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
488*> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
489*> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
490*> about all of the right-hand sides check ERR_BNDS_NORM or
491*> ERR_BNDS_COMP.
492*> \endverbatim
493*
494* Authors:
495* ========
496*
497*> \author Univ. of Tennessee
498*> \author Univ. of California Berkeley
499*> \author Univ. of Colorado Denver
500*> \author NAG Ltd.
501*
502*> \ingroup hesvxx
503*
504* =====================================================================
505 SUBROUTINE chesvxx( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV,
506 \$ EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
507 \$ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
508 \$ NPARAMS, PARAMS, WORK, RWORK, INFO )
509*
510* -- LAPACK driver routine --
511* -- LAPACK is a software package provided by Univ. of Tennessee, --
512* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
513*
514* .. Scalar Arguments ..
515 CHARACTER EQUED, FACT, UPLO
516 INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
517 \$ N_ERR_BNDS
518 REAL RCOND, RPVGRW
519* ..
520* .. Array Arguments ..
521 INTEGER IPIV( * )
522 COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
523 \$ WORK( * ), X( LDX, * )
524 REAL S( * ), PARAMS( * ), BERR( * ), RWORK( * ),
525 \$ err_bnds_norm( nrhs, * ),
526 \$ err_bnds_comp( nrhs, * )
527* ..
528*
529* ==================================================================
530*
531* .. Parameters ..
532 REAL ZERO, ONE
533 PARAMETER ( ZERO = 0.0e+0, one = 1.0e+0 )
534 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
535 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
536 INTEGER CMP_ERR_I, PIV_GROWTH_I
537 parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
538 \$ berr_i = 3 )
539 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
540 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
541 \$ piv_growth_i = 9 )
542* ..
543* .. Local Scalars ..
544 LOGICAL EQUIL, NOFACT, RCEQU
545 INTEGER INFEQU, J
546 REAL AMAX, BIGNUM, SMIN, SMAX, SCOND, SMLNUM
547* ..
548* .. External Functions ..
549 EXTERNAL lsame, slamch, cla_herpvgrw
550 LOGICAL LSAME
551 REAL SLAMCH, CLA_HERPVGRW
552* ..
553* .. External Subroutines ..
554 EXTERNAL cheequb, chetrf, chetrs, clacpy,
556* ..
557* .. Intrinsic Functions ..
558 INTRINSIC max, min
559* ..
560* .. Executable Statements ..
561*
562 info = 0
563 nofact = lsame( fact, 'N' )
564 equil = lsame( fact, 'E' )
565 smlnum = slamch( 'Safe minimum' )
566 bignum = one / smlnum
567 IF( nofact .OR. equil ) THEN
568 equed = 'N'
569 rcequ = .false.
570 ELSE
571 rcequ = lsame( equed, 'Y' )
572 ENDIF
573*
574* Default is failure. If an input parameter is wrong or
575* factorization fails, make everything look horrible. Only the
576* pivot growth is set here, the rest is initialized in CHERFSX.
577*
578 rpvgrw = zero
579*
580* Test the input parameters. PARAMS is not tested until CHERFSX.
581*
582 IF( .NOT.nofact .AND. .NOT.equil .AND. .NOT.
583 \$ lsame( fact, 'F' ) ) THEN
584 info = -1
585 ELSE IF( .NOT.lsame( uplo, 'U' ) .AND.
586 \$ .NOT.lsame( uplo, 'L' ) ) THEN
587 info = -2
588 ELSE IF( n.LT.0 ) THEN
589 info = -3
590 ELSE IF( nrhs.LT.0 ) THEN
591 info = -4
592 ELSE IF( lda.LT.max( 1, n ) ) THEN
593 info = -6
594 ELSE IF( ldaf.LT.max( 1, n ) ) THEN
595 info = -8
596 ELSE IF( lsame( fact, 'F' ) .AND. .NOT.
597 \$ ( rcequ .OR. lsame( equed, 'N' ) ) ) THEN
598 info = -9
599 ELSE
600 IF ( rcequ ) THEN
601 smin = bignum
602 smax = zero
603 DO 10 j = 1, n
604 smin = min( smin, s( j ) )
605 smax = max( smax, s( j ) )
606 10 CONTINUE
607 IF( smin.LE.zero ) THEN
608 info = -10
609 ELSE IF( n.GT.0 ) THEN
610 scond = max( smin, smlnum ) / min( smax, bignum )
611 ELSE
612 scond = one
613 END IF
614 END IF
615 IF( info.EQ.0 ) THEN
616 IF( ldb.LT.max( 1, n ) ) THEN
617 info = -12
618 ELSE IF( ldx.LT.max( 1, n ) ) THEN
619 info = -14
620 END IF
621 END IF
622 END IF
623*
624 IF( info.NE.0 ) THEN
625 CALL xerbla( 'CHESVXX', -info )
626 RETURN
627 END IF
628*
629 IF( equil ) THEN
630*
631* Compute row and column scalings to equilibrate the matrix A.
632*
633 CALL cheequb( uplo, n, a, lda, s, scond, amax, work, infequ )
634 IF( infequ.EQ.0 ) THEN
635*
636* Equilibrate the matrix.
637*
638 CALL claqhe( uplo, n, a, lda, s, scond, amax, equed )
639 rcequ = lsame( equed, 'Y' )
640 END IF
641 END IF
642*
643* Scale the right-hand side.
644*
645 IF( rcequ ) CALL clascl2( n, nrhs, s, b, ldb )
646*
647 IF( nofact .OR. equil ) THEN
648*
649* Compute the LDL^H or UDU^H factorization of A.
650*
651 CALL clacpy( uplo, n, n, a, lda, af, ldaf )
652 CALL chetrf( uplo, n, af, ldaf, ipiv, work, 5*max(1,n), info )
653*
654* Return if INFO is non-zero.
655*
656 IF( info.GT.0 ) THEN
657*
658* Pivot in column INFO is exactly 0
659* Compute the reciprocal pivot growth factor of the
660* leading rank-deficient INFO columns of A.
661*
662 IF( n.GT.0 )
663 \$ rpvgrw = cla_herpvgrw( uplo, n, info, a, lda, af, ldaf,
664 \$ ipiv, rwork )
665 RETURN
666 END IF
667 END IF
668*
669* Compute the reciprocal pivot growth factor RPVGRW.
670*
671 IF( n.GT.0 )
672 \$ rpvgrw = cla_herpvgrw( uplo, n, info, a, lda, af, ldaf, ipiv,
673 \$ rwork )
674*
675* Compute the solution matrix X.
676*
677 CALL clacpy( 'Full', n, nrhs, b, ldb, x, ldx )
678 CALL chetrs( uplo, n, nrhs, af, ldaf, ipiv, x, ldx, info )
679*
680* Use iterative refinement to improve the computed solution and
681* compute error bounds and backward error estimates for it.
682*
683 CALL cherfsx( uplo, equed, n, nrhs, a, lda, af, ldaf, ipiv,
684 \$ s, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm,
685 \$ err_bnds_comp, nparams, params, work, rwork, info )
686*
687* Scale solutions.
688*
689 IF ( rcequ ) THEN
690 CALL clascl2 ( n, nrhs, s, x, ldx )
691 END IF
692*
693 RETURN
694*
695* End of CHESVXX
696*
697 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine cheequb(uplo, n, a, lda, s, scond, amax, work, info)
CHEEQUB
Definition cheequb.f:132
subroutine cherfsx(uplo, equed, n, nrhs, a, lda, af, ldaf, ipiv, s, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm, err_bnds_comp, nparams, params, work, rwork, info)
CHERFSX
Definition cherfsx.f:401
subroutine chesvxx(fact, uplo, n, nrhs, a, lda, af, ldaf, ipiv, equed, s, b, ldb, x, ldx, rcond, rpvgrw, berr, n_err_bnds, err_bnds_norm, err_bnds_comp, nparams, params, work, rwork, info)
CHESVXX computes the solution to system of linear equations A * X = B for HE matrices
Definition chesvxx.f:509
subroutine chetrf(uplo, n, a, lda, ipiv, work, lwork, info)
CHETRF
Definition chetrf.f:177
subroutine chetrs(uplo, n, nrhs, a, lda, ipiv, b, ldb, info)
CHETRS
Definition chetrs.f:120
real function cla_herpvgrw(uplo, n, info, a, lda, af, ldaf, ipiv, work)
CLA_HERPVGRW
subroutine clacpy(uplo, m, n, a, lda, b, ldb)
CLACPY copies all or part of one two-dimensional array to another.
Definition clacpy.f:103
real function slamch(cmach)
SLAMCH
Definition slamch.f:68
subroutine claqhe(uplo, n, a, lda, s, scond, amax, equed)
CLAQHE scales a Hermitian matrix.
Definition claqhe.f:134
subroutine clascl2(m, n, d, x, ldx)
CLASCL2 performs diagonal scaling on a matrix.
Definition clascl2.f:91
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48