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LAPACK 3.3.0
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LAPACK 3.3.0
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00001 SUBROUTINE CPTSVX( FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, 00002 $ RCOND, FERR, BERR, WORK, RWORK, INFO ) 00003 * 00004 * -- LAPACK routine (version 3.2) -- 00005 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00006 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00007 * November 2006 00008 * 00009 * .. Scalar Arguments .. 00010 CHARACTER FACT 00011 INTEGER INFO, LDB, LDX, N, NRHS 00012 REAL RCOND 00013 * .. 00014 * .. Array Arguments .. 00015 REAL BERR( * ), D( * ), DF( * ), FERR( * ), 00016 $ RWORK( * ) 00017 COMPLEX B( LDB, * ), E( * ), EF( * ), WORK( * ), 00018 $ X( LDX, * ) 00019 * .. 00020 * 00021 * Purpose 00022 * ======= 00023 * 00024 * CPTSVX uses the factorization A = L*D*L**H to compute the solution 00025 * to a complex system of linear equations A*X = B, where A is an 00026 * N-by-N Hermitian positive definite tridiagonal matrix and X and B 00027 * are N-by-NRHS matrices. 00028 * 00029 * Error bounds on the solution and a condition estimate are also 00030 * provided. 00031 * 00032 * Description 00033 * =========== 00034 * 00035 * The following steps are performed: 00036 * 00037 * 1. If FACT = 'N', the matrix A is factored as A = L*D*L**H, where L 00038 * is a unit lower bidiagonal matrix and D is diagonal. The 00039 * factorization can also be regarded as having the form 00040 * A = U**H*D*U. 00041 * 00042 * 2. If the leading i-by-i principal minor is not positive definite, 00043 * then the routine returns with INFO = i. Otherwise, the factored 00044 * form of A is used to estimate the condition number of the matrix 00045 * A. If the reciprocal of the condition number is less than machine 00046 * precision, INFO = N+1 is returned as a warning, but the routine 00047 * still goes on to solve for X and compute error bounds as 00048 * described below. 00049 * 00050 * 3. The system of equations is solved for X using the factored form 00051 * of A. 00052 * 00053 * 4. Iterative refinement is applied to improve the computed solution 00054 * matrix and calculate error bounds and backward error estimates 00055 * for it. 00056 * 00057 * Arguments 00058 * ========= 00059 * 00060 * FACT (input) CHARACTER*1 00061 * Specifies whether or not the factored form of the matrix 00062 * A is supplied on entry. 00063 * = 'F': On entry, DF and EF contain the factored form of A. 00064 * D, E, DF, and EF will not be modified. 00065 * = 'N': The matrix A will be copied to DF and EF and 00066 * factored. 00067 * 00068 * N (input) INTEGER 00069 * The order of the matrix A. N >= 0. 00070 * 00071 * NRHS (input) INTEGER 00072 * The number of right hand sides, i.e., the number of columns 00073 * of the matrices B and X. NRHS >= 0. 00074 * 00075 * D (input) REAL array, dimension (N) 00076 * The n diagonal elements of the tridiagonal matrix A. 00077 * 00078 * E (input) COMPLEX array, dimension (N-1) 00079 * The (n-1) subdiagonal elements of the tridiagonal matrix A. 00080 * 00081 * DF (input or output) REAL array, dimension (N) 00082 * If FACT = 'F', then DF is an input argument and on entry 00083 * contains the n diagonal elements of the diagonal matrix D 00084 * from the L*D*L**H factorization of A. 00085 * If FACT = 'N', then DF is an output argument and on exit 00086 * contains the n diagonal elements of the diagonal matrix D 00087 * from the L*D*L**H factorization of A. 00088 * 00089 * EF (input or output) COMPLEX array, dimension (N-1) 00090 * If FACT = 'F', then EF is an input argument and on entry 00091 * contains the (n-1) subdiagonal elements of the unit 00092 * bidiagonal factor L from the L*D*L**H factorization of A. 00093 * If FACT = 'N', then EF is an output argument and on exit 00094 * contains the (n-1) subdiagonal elements of the unit 00095 * bidiagonal factor L from the L*D*L**H factorization of A. 00096 * 00097 * B (input) COMPLEX array, dimension (LDB,NRHS) 00098 * The N-by-NRHS right hand side matrix B. 00099 * 00100 * LDB (input) INTEGER 00101 * The leading dimension of the array B. LDB >= max(1,N). 00102 * 00103 * X (output) COMPLEX array, dimension (LDX,NRHS) 00104 * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. 00105 * 00106 * LDX (input) INTEGER 00107 * The leading dimension of the array X. LDX >= max(1,N). 00108 * 00109 * RCOND (output) REAL 00110 * The reciprocal condition number of the matrix A. If RCOND 00111 * is less than the machine precision (in particular, if 00112 * RCOND = 0), the matrix is singular to working precision. 00113 * This condition is indicated by a return code of INFO > 0. 00114 * 00115 * FERR (output) REAL array, dimension (NRHS) 00116 * The forward error bound for each solution vector 00117 * X(j) (the j-th column of the solution matrix X). 00118 * If XTRUE is the true solution corresponding to X(j), FERR(j) 00119 * is an estimated upper bound for the magnitude of the largest 00120 * element in (X(j) - XTRUE) divided by the magnitude of the 00121 * largest element in X(j). 00122 * 00123 * BERR (output) REAL array, dimension (NRHS) 00124 * The componentwise relative backward error of each solution 00125 * vector X(j) (i.e., the smallest relative change in any 00126 * element of A or B that makes X(j) an exact solution). 00127 * 00128 * WORK (workspace) COMPLEX array, dimension (N) 00129 * 00130 * RWORK (workspace) REAL array, dimension (N) 00131 * 00132 * INFO (output) INTEGER 00133 * = 0: successful exit 00134 * < 0: if INFO = -i, the i-th argument had an illegal value 00135 * > 0: if INFO = i, and i is 00136 * <= N: the leading minor of order i of A is 00137 * not positive definite, so the factorization 00138 * could not be completed, and the solution has not 00139 * been computed. RCOND = 0 is returned. 00140 * = N+1: U is nonsingular, but RCOND is less than machine 00141 * precision, meaning that the matrix is singular 00142 * to working precision. Nevertheless, the 00143 * solution and error bounds are computed because 00144 * there are a number of situations where the 00145 * computed solution can be more accurate than the 00146 * value of RCOND would suggest. 00147 * 00148 * ===================================================================== 00149 * 00150 * .. Parameters .. 00151 REAL ZERO 00152 PARAMETER ( ZERO = 0.0E+0 ) 00153 * .. 00154 * .. Local Scalars .. 00155 LOGICAL NOFACT 00156 REAL ANORM 00157 * .. 00158 * .. External Functions .. 00159 LOGICAL LSAME 00160 REAL CLANHT, SLAMCH 00161 EXTERNAL LSAME, CLANHT, SLAMCH 00162 * .. 00163 * .. External Subroutines .. 00164 EXTERNAL CCOPY, CLACPY, CPTCON, CPTRFS, CPTTRF, CPTTRS, 00165 $ SCOPY, XERBLA 00166 * .. 00167 * .. Intrinsic Functions .. 00168 INTRINSIC MAX 00169 * .. 00170 * .. Executable Statements .. 00171 * 00172 * Test the input parameters. 00173 * 00174 INFO = 0 00175 NOFACT = LSAME( FACT, 'N' ) 00176 IF( .NOT.NOFACT .AND. .NOT.LSAME( FACT, 'F' ) ) THEN 00177 INFO = -1 00178 ELSE IF( N.LT.0 ) THEN 00179 INFO = -2 00180 ELSE IF( NRHS.LT.0 ) THEN 00181 INFO = -3 00182 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN 00183 INFO = -9 00184 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN 00185 INFO = -11 00186 END IF 00187 IF( INFO.NE.0 ) THEN 00188 CALL XERBLA( 'CPTSVX', -INFO ) 00189 RETURN 00190 END IF 00191 * 00192 IF( NOFACT ) THEN 00193 * 00194 * Compute the L*D*L' (or U'*D*U) factorization of A. 00195 * 00196 CALL SCOPY( N, D, 1, DF, 1 ) 00197 IF( N.GT.1 ) 00198 $ CALL CCOPY( N-1, E, 1, EF, 1 ) 00199 CALL CPTTRF( N, DF, EF, INFO ) 00200 * 00201 * Return if INFO is non-zero. 00202 * 00203 IF( INFO.GT.0 )THEN 00204 RCOND = ZERO 00205 RETURN 00206 END IF 00207 END IF 00208 * 00209 * Compute the norm of the matrix A. 00210 * 00211 ANORM = CLANHT( '1', N, D, E ) 00212 * 00213 * Compute the reciprocal of the condition number of A. 00214 * 00215 CALL CPTCON( N, DF, EF, ANORM, RCOND, RWORK, INFO ) 00216 * 00217 * Compute the solution vectors X. 00218 * 00219 CALL CLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) 00220 CALL CPTTRS( 'Lower', N, NRHS, DF, EF, X, LDX, INFO ) 00221 * 00222 * Use iterative refinement to improve the computed solutions and 00223 * compute error bounds and backward error estimates for them. 00224 * 00225 CALL CPTRFS( 'Lower', N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, 00226 $ BERR, WORK, RWORK, INFO ) 00227 * 00228 * Set INFO = N+1 if the matrix is singular to working precision. 00229 * 00230 IF( RCOND.LT.SLAMCH( 'Epsilon' ) ) 00231 $ INFO = N + 1 00232 * 00233 RETURN 00234 * 00235 * End of CPTSVX 00236 * 00237 END
1.7.3 
