zcposv.f

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      SUBROUTINE ZCPOSV( UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK,
     +                   SWORK, RWORK, ITER, INFO )
*
*  -- LAPACK PROTOTYPE driver routine (version 3.3.0)                 --
*
*     November 2010
*
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     ..
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, ITER, LDA, LDB, LDX, N, NRHS
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   RWORK( * )
      COMPLEX            SWORK( * )
      COMPLEX*16         A( LDA, * ), B( LDB, * ), WORK( N, * ),
     +                   X( LDX, * )
*     ..
*
*  Purpose
*  =======
*
*  ZCPOSV computes the solution to a complex system of linear equations
*     A * X = B,
*  where A is an N-by-N Hermitian positive definite matrix and X and B
*  are N-by-NRHS matrices.
*
*  ZCPOSV first attempts to factorize the matrix in COMPLEX and use this
*  factorization within an iterative refinement procedure to produce a
*  solution with COMPLEX*16 normwise backward error quality (see below).
*  If the approach fails the method switches to a COMPLEX*16
*  factorization and solve.
*
*  The iterative refinement is not going to be a winning strategy if
*  the ratio COMPLEX performance over COMPLEX*16 performance is too
*  small. A reasonable strategy should take the number of right-hand
*  sides and the size of the matrix into account. This might be done
*  with a call to ILAENV in the future. Up to now, we always try
*  iterative refinement.
*
*  The iterative refinement process is stopped if
*      ITER > ITERMAX
*  or for all the RHS we have:
*      RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
*  where
*      o ITER is the number of the current iteration in the iterative
*        refinement process
*      o RNRM is the infinity-norm of the residual
*      o XNRM is the infinity-norm of the solution
*      o ANRM is the infinity-operator-norm of the matrix A
*      o EPS is the machine epsilon returned by DLAMCH('Epsilon')
*  The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
*  respectively.
*
*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The number of linear equations, i.e., the order of the
*          matrix A.  N >= 0.
*
*  NRHS    (input) INTEGER
*          The number of right hand sides, i.e., the number of columns
*          of the matrix B.  NRHS >= 0.
*
*  A       (input/output) COMPLEX*16 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.
*
*          Note that the imaginary parts of the diagonal
*          elements need not be set and are assumed to be zero.
*
*          On exit, if iterative refinement has been successfully used
*          (INFO.EQ.0 and ITER.GE.0, see description below), then A is
*          unchanged, if double precision factorization has been used
*          (INFO.EQ.0 and ITER.LT.0, see description below), then the
*          array A contains the factor U or L from the Cholesky
*          factorization A = U**H*U or A = L*L**H.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max(1,N).
*
*  B       (input) COMPLEX*16 array, dimension (LDB,NRHS)
*          The N-by-NRHS right hand side matrix 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, the N-by-NRHS solution matrix X.
*
*  LDX     (input) INTEGER
*          The leading dimension of the array X.  LDX >= max(1,N).
*
*  WORK    (workspace) COMPLEX*16 array, dimension (N*NRHS)
*          This array is used to hold the residual vectors.
*
*  SWORK   (workspace) COMPLEX array, dimension (N*(N+NRHS))
*          This array is used to use the single precision matrix and the
*          right-hand sides or solutions in single precision.
*
*  RWORK   (workspace) DOUBLE PRECISION array, dimension (N)
*
*  ITER    (output) INTEGER
*          < 0: iterative refinement has failed, COMPLEX*16
*               factorization has been performed
*               -1 : the routine fell back to full precision for
*                    implementation- or machine-specific reasons
*               -2 : narrowing the precision induced an overflow,
*                    the routine fell back to full precision
*               -3 : failure of CPOTRF
*               -31: stop the iterative refinement after the 30th
*                    iterations
*          > 0: iterative refinement has been sucessfully used.
*               Returns the number of iterations
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*          > 0:  if INFO = i, the leading minor of order i of
*                (COMPLEX*16) A is not positive definite, so the
*                factorization could not be completed, and the solution
*                has not been computed.
*
*  =========
*
*     .. Parameters ..
      LOGICAL            DOITREF
      PARAMETER          ( DOITREF = .TRUE. )
*
      INTEGER            ITERMAX
      PARAMETER          ( ITERMAX = 30 )
*
      DOUBLE PRECISION   BWDMAX
      PARAMETER          ( BWDMAX = 1.0E+00 )
*
      COMPLEX*16         NEGONE, ONE
      PARAMETER          ( NEGONE = ( -1.0D+00, 0.0D+00 ),
     +                   ONE = ( 1.0D+00, 0.0D+00 ) )
*
*     .. Local Scalars ..
      INTEGER            I, IITER, PTSA, PTSX
      DOUBLE PRECISION   ANRM, CTE, EPS, RNRM, XNRM
      COMPLEX*16         ZDUM
*
*     .. External Subroutines ..
      EXTERNAL           ZAXPY, ZHEMM, ZLACPY, ZLAT2C, ZLAG2C, CLAG2Z,
     +                   CPOTRF, CPOTRS, XERBLA
*     ..
*     .. External Functions ..
      INTEGER            IZAMAX
      DOUBLE PRECISION   DLAMCH, ZLANHE
      LOGICAL            LSAME
      EXTERNAL           IZAMAX, DLAMCH, ZLANHE, LSAME
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, DBLE, MAX, SQRT
*     .. Statement Functions ..
      DOUBLE PRECISION   CABS1
*     ..
*     .. Statement Function definitions ..
      CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
*     ..
*     .. Executable Statements ..
*
      INFO = 0
      ITER = 0
*
*     Test the input parameters.
*
      IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( NRHS.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -5
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -7
      ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
         INFO = -9
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZCPOSV', -INFO )
         RETURN
      END IF
*
*     Quick return if (N.EQ.0).
*
      IF( N.EQ.0 )
     +   RETURN
*
*     Skip single precision iterative refinement if a priori slower
*     than double precision factorization.
*
      IF( .NOT.DOITREF ) THEN
         ITER = -1
         GO TO 40
      END IF
*
*     Compute some constants.
*
      ANRM = ZLANHE( 'I', UPLO, N, A, LDA, RWORK )
      EPS = DLAMCH( 'Epsilon' )
      CTE = ANRM*EPS*SQRT( DBLE( N ) )*BWDMAX
*
*     Set the indices PTSA, PTSX for referencing SA and SX in SWORK.
*
      PTSA = 1
      PTSX = PTSA + N*N
*
*     Convert B from double precision to single precision and store the
*     result in SX.
*
      CALL ZLAG2C( N, NRHS, B, LDB, SWORK( PTSX ), N, INFO )
*
      IF( INFO.NE.0 ) THEN
         ITER = -2
         GO TO 40
      END IF
*
*     Convert A from double precision to single precision and store the
*     result in SA.
*
      CALL ZLAT2C( UPLO, N, A, LDA, SWORK( PTSA ), N, INFO )
*
      IF( INFO.NE.0 ) THEN
         ITER = -2
         GO TO 40
      END IF
*
*     Compute the Cholesky factorization of SA.
*
      CALL CPOTRF( UPLO, N, SWORK( PTSA ), N, INFO )
*
      IF( INFO.NE.0 ) THEN
         ITER = -3
         GO TO 40
      END IF
*
*     Solve the system SA*SX = SB.
*
      CALL CPOTRS( UPLO, N, NRHS, SWORK( PTSA ), N, SWORK( PTSX ), N,
     +             INFO )
*
*     Convert SX back to COMPLEX*16
*
      CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, X, LDX, INFO )
*
*     Compute R = B - AX (R is WORK).
*
      CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N )
*
      CALL ZHEMM( 'Left', UPLO, N, NRHS, NEGONE, A, LDA, X, LDX, ONE,
     +            WORK, N )
*
*     Check whether the NRHS normwise backward errors satisfy the
*     stopping criterion. If yes, set ITER=0 and return.
*
      DO I = 1, NRHS
         XNRM = CABS1( X( IZAMAX( N, X( 1, I ), 1 ), I ) )
         RNRM = CABS1( WORK( IZAMAX( N, WORK( 1, I ), 1 ), I ) )
         IF( RNRM.GT.XNRM*CTE )
     +      GO TO 10
      END DO
*
*     If we are here, the NRHS normwise backward errors satisfy the
*     stopping criterion. We are good to exit.
*
      ITER = 0
      RETURN
*
   10 CONTINUE
*
      DO 30 IITER = 1, ITERMAX
*
*        Convert R (in WORK) from double precision to single precision
*        and store the result in SX.
*
         CALL ZLAG2C( N, NRHS, WORK, N, SWORK( PTSX ), N, INFO )
*
         IF( INFO.NE.0 ) THEN
            ITER = -2
            GO TO 40
         END IF
*
*        Solve the system SA*SX = SR.
*
         CALL CPOTRS( UPLO, N, NRHS, SWORK( PTSA ), N, SWORK( PTSX ), N,
     +                INFO )
*
*        Convert SX back to double precision and update the current
*        iterate.
*
         CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, WORK, N, INFO )
*
         DO I = 1, NRHS
            CALL ZAXPY( N, ONE, WORK( 1, I ), 1, X( 1, I ), 1 )
         END DO
*
*        Compute R = B - AX (R is WORK).
*
         CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N )
*
         CALL ZHEMM( 'L', UPLO, N, NRHS, NEGONE, A, LDA, X, LDX, ONE,
     +               WORK, N )
*
*        Check whether the NRHS normwise backward errors satisfy the
*        stopping criterion. If yes, set ITER=IITER>0 and return.
*
         DO I = 1, NRHS
            XNRM = CABS1( X( IZAMAX( N, X( 1, I ), 1 ), I ) )
            RNRM = CABS1( WORK( IZAMAX( N, WORK( 1, I ), 1 ), I ) )
            IF( RNRM.GT.XNRM*CTE )
     +         GO TO 20
         END DO
*
*        If we are here, the NRHS normwise backward errors satisfy the
*        stopping criterion, we are good to exit.
*
         ITER = IITER
*
         RETURN
*
   20    CONTINUE
*
   30 CONTINUE
*
*     If we are at this place of the code, this is because we have
*     performed ITER=ITERMAX iterations and never satisified the
*     stopping criterion, set up the ITER flag accordingly and follow
*     up on double precision routine.
*
      ITER = -ITERMAX - 1
*
   40 CONTINUE
*
*     Single-precision iterative refinement failed to converge to a
*     satisfactory solution, so we resort to double precision.
*
      CALL ZPOTRF( UPLO, N, A, LDA, INFO )
*
      IF( INFO.NE.0 )
     +   RETURN
*
      CALL ZLACPY( 'All', N, NRHS, B, LDB, X, LDX )
      CALL ZPOTRS( UPLO, N, NRHS, A, LDA, X, LDX, INFO )
*
      RETURN
*
*     End of ZCPOSV.
*
      END