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complex(3) LAPACK complex(3)

NAME

complex -

Functions


subroutine chesv (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
 
CHESV computes the solution to system of linear equations A * X = B for HE matrices subroutine chesv_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
 
CHESV_AA computes the solution to system of linear equations A * X = B for HE matrices subroutine chesv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO)
 
CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices subroutine chesv_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
 
CHESV_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using the bounded Bunch-Kaufman ('rook') diagonal pivoting method subroutine chesvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO)
 
CHESVX computes the solution to system of linear equations A * X = B for HE matrices 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

Detailed Description

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

Function Documentation

subroutine chesv (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )WORK, integerLWORK, integerINFO)

CHESV computes the solution to system of linear equations A * X = B for HE matrices
Purpose:
 CHESV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
 matrices.
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 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
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 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 CHETRF.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D, as
          determined by CHETRF.  If IPIV(k) > 0, then rows and columns
          k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
          diagonal block.  If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
          then rows and columns k-1 and -IPIV(k) were interchanged and
          D(k-1:k,k-1:k) is a 2-by-2 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 2-by-2
          diagonal block.
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.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= 1, and for best performance
          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
          CHETRF.
          for LWORK < N, TRS will be done with Level BLAS 2
          for LWORK >= N, TRS will be done with Level BLAS 3
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular, so the solution could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine chesv_aa (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )WORK, integerLWORK, integerINFO)

CHESV_AA computes the solution to system of linear equations A * X = B for HE matrices
Purpose:
 CHESV_AA computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
 matrices.
Aasen's algorithm is used to factor A as A = U * T * U**H, if UPLO = 'U', or A = L * T * L**H, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is Hermitian and tridiagonal. The factored form of A is then used to solve the system of equations A * X = B.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
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 tridiagonal matrix T and the multipliers used to obtain the factor U or L from the factorization A = U*T*U**H or A = L*T*L**H as computed by CHETRF_AA.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          On exit, it contains the details of the interchanges, i.e.,
          the row and column k of A were interchanged with the
          row and column IPIV(k).
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.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= MAX(1,2*N,3*N-2), and for best 
          performance LWORK >= MAX(1,N*NB), where NB is the optimal
          blocksize for CHETRF.
          for LWORK < N, TRS will be done with Level BLAS 2
          for LWORK >= N, TRS will be done with Level BLAS 3
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular, so the solution could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine chesv_rk (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )E, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )WORK, integerLWORK, integerINFO)

CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices
Purpose:
 CHESV_RK computes the solution to a complex system of linear
 equations A * X = B, where A is an N-by-N Hermitian matrix
 and X and B are N-by-NRHS matrices.
The bounded Bunch-Kaufman (rook) diagonal pivoting method is used to factor A as A = P*U*D*(U**H)*(P**T), if UPLO = 'U', or A = P*L*D*(L**H)*(P**T), if UPLO = 'L', where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
CHETRF_RK is called to compute the factorization of a complex Hermitian matrix. The factored form of A is then used to solve the system of equations A * X = B by calling BLAS3 routine CHETRS_3.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          Hermitian matrix A is stored:
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
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, diagonal of the block diagonal matrix D and factors U or L as computed by CHETRF_RK: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
For more info see the description of CHETRF_RK routine.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is COMPLEX array, dimension (N)
          On exit, contains the output computed by the factorization
          routine CHETRF_RK, i.e. the superdiagonal (or subdiagonal)
          elements of the Hermitian block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.
For more info see the description of CHETRF_RK routine.
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D,
          as determined by CHETRF_RK.
For more info see the description of CHETRF_RK routine.
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.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
WORK
          WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).
          Work array used in the factorization stage.
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= 1. For best performance
          of factorization stage LWORK >= max(1,N*NB), where NB is
          the optimal blocksize for CHETRF_RK.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array for factorization stage, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine chesv_rook (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )WORK, integerLWORK, integerINFO)

CHESV_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using the bounded Bunch-Kaufman ('rook') diagonal pivoting method
Purpose:
 CHESV_ROOK computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
 matrices.
The bounded Bunch-Kaufman ("rook") diagonal pivoting method is used to factor A as A = U * D * U**T, if UPLO = 'U', or A = L * D * L**T, 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 1-by-1 and 2-by-2 diagonal blocks.
CHETRF_ROOK is called to compute the factorization of a complex Hermition matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
The factored form of A is then used to solve the system of equations A * X = B by calling CHETRS_ROOK (uses BLAS 2).
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
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 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 CHETRF_ROOK.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
If UPLO = 'U': Only the last KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L': Only the first KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
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.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= 1, and for best performance
          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
          CHETRF_ROOK.
          for LWORK < N, TRS will be done with Level BLAS 2
          for LWORK >= N, TRS will be done with Level BLAS 3
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular, so the solution could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
  November 2013,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester.fi
 

subroutine chesvx (characterFACT, characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X, integerLDX, realRCOND, real, dimension( * )FERR, real, dimension( * )BERR, complex, dimension( * )WORK, integerLWORK, real, dimension( * )RWORK, integerINFO)

CHESVX computes the solution to system of linear equations A * X = B for HE matrices
Purpose:
 CHESVX uses the diagonal pivoting factorization to compute the
 solution to a complex system of linear equations A * X = B,
 where A is an N-by-N Hermitian 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 = 'N', the diagonal pivoting method is used to factor A. The form of the factorization is 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 1-by-1 and 2-by-2 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.
Parameters:
FACT
          FACT is CHARACTER*1
          Specifies whether or not the factored form of A has been
          supplied on entry.
          = 'F':  On entry, AF and IPIV contain the factored form
                  of A.  A, AF and IPIV will not be modified.
          = 'N':  The matrix A will be copied to AF and factored.
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrices B and X.  NRHS >= 0.
A
          A is COMPLEX array, dimension (LDA,N)
          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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is COMPLEX array, dimension (LDAF,N)
          If FACT = 'F', then AF 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 CHETRF.
If FACT = 'N', then AF is an output argument and on exit returns 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.
LDAF
          LDAF is INTEGER
          The leading dimension of the array AF.  LDAF >= max(1,N).
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 CHETRF.
          If IPIV(k) > 0, then rows and columns k and IPIV(k) were
          interchanged and D(k,k) is a 1-by-1 diagonal block.
          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
          is a 2-by-2 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 2-by-2 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 CHETRF.
B
          B is COMPLEX array, dimension (LDB,NRHS)
          The N-by-NRHS right hand side matrix B.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
X
          X is COMPLEX array, dimension (LDX,NRHS)
          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
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.
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.
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).
WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= max(1,2*N), and for best
          performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
          NB is the optimal blocksize for CHETRF.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
RWORK
          RWORK is REAL array, dimension (N)
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:  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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012

subroutine chesvxx (characterFACT, characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, characterEQUED, real, dimension( * )S, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X, integerLDX, realRCOND, realRPVGRW, real, dimension( * )BERR, integerN_ERR_BNDS, real, dimension( nrhs, * )ERR_BNDS_NORM, real, dimension( nrhs, * )ERR_BNDS_COMP, integerNPARAMS, real, dimension( * )PARAMS, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO)

CHESVXX computes the solution to system of linear equations A * X = B for HE matrices
Purpose:
    CHESVXX uses the diagonal pivoting factorization to compute the
    solution to a complex system of linear equations A * X = B, where
    A is an N-by-N symmetric matrix and X and B are N-by-NRHS
    matrices.
If requested, both normwise and maximum componentwise error bounds are returned. CHESVXX 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.
CHESVXX 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 CHESVXX 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 CHESVXX 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 LU decomposition is used to factor the matrix A (after equilibration if FACT = 'E') as
A = U * D * U**T, if UPLO = 'U', or A = L * D * L**T, if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
3. 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 (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(R) 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:
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 and IPIV contain the factored form of A.
               If EQUED is not 'N', the matrix A has been
               equilibrated with scaling factors given by S.
               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.
UPLO
          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
     The number of right hand sides, i.e., the number of columns
     of the matrices B and X.  NRHS >= 0.
A
          A is COMPLEX array, dimension (LDA,N)
     The symmetric 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 FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
LDA
          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is COMPLEX array, dimension (LDAF,N)
     If FACT = 'F', then AF 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**T or A = L*D*L**T as computed by SSYTRF.
If FACT = 'N', then AF is an output argument and on exit returns the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T.
LDAF
          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).
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 CHETRF.  If IPIV(k) > 0,
     then rows and columns k and IPIV(k) were interchanged and
     D(k,k) is a 1-by-1 diagonal block.  If UPLO = 'U' and
     IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
     -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
     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 2-by-2 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 CHETRF.
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.
S
          S is REAL array, dimension (N)
     The 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.
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;
LDB
          LDB is INTEGER
     The leading dimension of the array B.  LDB >= max(1,N).
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.
LDX
          LDX is INTEGER
     The leading dimension of the array X.  LDX >= max(1,N).
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.
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<INFO<=N, then this contains the reciprocal pivot growth factor
     for the leading INFO columns of A.
BERR
          BERR is REAL array, dimension (NRHS)
     Componentwise relative backward error.  This is 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).
N_ERR_BNDS
          N_ERR_BNDS is INTEGER
     Number of error bounds to return for each right hand side
     and each type (normwise or componentwise).  See ERR_BNDS_NORM and
     ERR_BNDS_COMP below.
ERR_BNDS_NORM
          ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i))
The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra cautions.
ERR_BNDS_COMP
          ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i))
The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra cautions.
NPARAMS
          NPARAMS is INTEGER
     Specifies the number of parameters set in PARAMS.  If .LE. 0, the
     PARAMS array is never referenced and default values are used.
PARAMS
          PARAMS is REAL array, dimension NPARAMS
     Specifies algorithm parameters.  If an entry is .LT. 0.0, then
     that entry will be filled with default value used for that
     parameter.  Only positions up to NPARAMS are accessed; defaults
     are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0 = 0.0 : No refinement is performed, and no error bounds are computed. = 1.0 : Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use)
PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy.
PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence)
WORK
          WORK is COMPLEX array, dimension (5*N)
RWORK
          RWORK is REAL array, dimension (2*N)
INFO
          INFO is INTEGER
       = 0:  Successful exit. The solution to every right-hand side is
         guaranteed.
       < 0:  If INFO = -i, the i-th argument had an illegal value
       > 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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012

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