LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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dsysvxx.f
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1*> \brief \b DSYSVXX
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download DSYSVXX + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsysvxx.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsysvxx.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsysvxx.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE DSYSVXX( 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, IWORK, 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* DOUBLE PRECISION RCOND, RPVGRW
31* ..
32* .. Array Arguments ..
33* INTEGER IPIV( * ), IWORK( * )
34* DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
35* $ X( LDX, * ), WORK( * )
36* DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
37* $ ERR_BNDS_NORM( NRHS, * ),
38* $ ERR_BNDS_COMP( NRHS, * )
39* ..
40*
41*
42*> \par Purpose:
43* =============
44*>
45*> \verbatim
46*>
47*> DSYSVXX uses the diagonal pivoting factorization to compute the
48*> solution to a double precision system of linear equations A * X = B, where A
49*> is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices.
50*>
51*> If requested, both normwise and maximum componentwise error bounds
52*> are returned. DSYSVXX will return a solution with a tiny
53*> guaranteed error (O(eps) where eps is the working machine
54*> precision) unless the matrix is very ill-conditioned, in which
55*> case a warning is returned. Relevant condition numbers also are
56*> calculated and returned.
57*>
58*> DSYSVXX accepts user-provided factorizations and equilibration
59*> factors; see the definitions of the FACT and EQUED options.
60*> Solving with refinement and using a factorization from a previous
61*> DSYSVXX call will also produce a solution with either O(eps)
62*> errors or warnings, but we cannot make that claim for general
63*> user-provided factorizations and equilibration factors if they
64*> differ from what DSYSVXX would itself produce.
65*> \endverbatim
66*
67*> \par Description:
68* =================
69*>
70*> \verbatim
71*>
72*> The following steps are performed:
73*>
74*> 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
75*> the system:
76*>
77*> diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
78*>
79*> Whether or not the system will be equilibrated depends on the
80*> scaling of the matrix A, but if equilibration is used, A is
81*> overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
82*>
83*> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
84*> the matrix A (after equilibration if FACT = 'E') as
85*>
86*> A = U * D * U**T, if UPLO = 'U', or
87*> A = L * D * L**T, if UPLO = 'L',
88*>
89*> where U (or L) is a product of permutation and unit upper (lower)
90*> triangular matrices, and D is symmetric and block diagonal with
91*> 1-by-1 and 2-by-2 diagonal blocks.
92*>
93*> 3. If some D(i,i)=0, so that D is exactly singular, then the
94*> routine returns with INFO = i. Otherwise, the factored form of A
95*> is used to estimate the condition number of the matrix A (see
96*> argument RCOND). If the reciprocal of the condition number is
97*> less than machine precision, the routine still goes on to solve
98*> for X and compute error bounds as described below.
99*>
100*> 4. The system of equations is solved for X using the factored form
101*> of A.
102*>
103*> 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
104*> the routine will use iterative refinement to try to get a small
105*> error and error bounds. Refinement calculates the residual to at
106*> least twice the working precision.
107*>
108*> 6. If equilibration was used, the matrix X is premultiplied by
109*> diag(R) so that it solves the original system before
110*> equilibration.
111*> \endverbatim
112*
113* Arguments:
114* ==========
115*
116*> \verbatim
117*> Some optional parameters are bundled in the PARAMS array. These
118*> settings determine how refinement is performed, but often the
119*> defaults are acceptable. If the defaults are acceptable, users
120*> can pass NPARAMS = 0 which prevents the source code from accessing
121*> the PARAMS argument.
122*> \endverbatim
123*>
124*> \param[in] FACT
125*> \verbatim
126*> FACT is CHARACTER*1
127*> Specifies whether or not the factored form of the matrix A is
128*> supplied on entry, and if not, whether the matrix A should be
129*> equilibrated before it is factored.
130*> = 'F': On entry, AF and IPIV contain the factored form of A.
131*> If EQUED is not 'N', the matrix A has been
132*> equilibrated with scaling factors given by S.
133*> A, AF, and IPIV are not modified.
134*> = 'N': The matrix A will be copied to AF and factored.
135*> = 'E': The matrix A will be equilibrated if necessary, then
136*> copied to AF and factored.
137*> \endverbatim
138*>
139*> \param[in] UPLO
140*> \verbatim
141*> UPLO is CHARACTER*1
142*> = 'U': Upper triangle of A is stored;
143*> = 'L': Lower triangle of A is stored.
144*> \endverbatim
145*>
146*> \param[in] N
147*> \verbatim
148*> N is INTEGER
149*> The number of linear equations, i.e., the order of the
150*> matrix A. N >= 0.
151*> \endverbatim
152*>
153*> \param[in] NRHS
154*> \verbatim
155*> NRHS is INTEGER
156*> The number of right hand sides, i.e., the number of columns
157*> of the matrices B and X. NRHS >= 0.
158*> \endverbatim
159*>
160*> \param[in,out] A
161*> \verbatim
162*> A is DOUBLE PRECISION array, dimension (LDA,N)
163*> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
164*> upper triangular part of A contains the upper triangular
165*> part of the matrix A, and the strictly lower triangular
166*> part of A is not referenced. If UPLO = 'L', the leading
167*> N-by-N lower triangular part of A contains the lower
168*> triangular part of the matrix A, and the strictly upper
169*> triangular part of A is not referenced.
170*>
171*> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
172*> diag(S)*A*diag(S).
173*> \endverbatim
174*>
175*> \param[in] LDA
176*> \verbatim
177*> LDA is INTEGER
178*> The leading dimension of the array A. LDA >= max(1,N).
179*> \endverbatim
180*>
181*> \param[in,out] AF
182*> \verbatim
183*> AF is DOUBLE PRECISION array, dimension (LDAF,N)
184*> If FACT = 'F', then AF is an input argument and on entry
185*> contains the block diagonal matrix D and the multipliers
186*> used to obtain the factor U or L from the factorization A =
187*> U*D*U**T or A = L*D*L**T as computed by DSYTRF.
188*>
189*> If FACT = 'N', then AF is an output argument and on exit
190*> returns the block diagonal matrix D and the multipliers
191*> used to obtain the factor U or L from the factorization A =
192*> U*D*U**T or A = L*D*L**T.
193*> \endverbatim
194*>
195*> \param[in] LDAF
196*> \verbatim
197*> LDAF is INTEGER
198*> The leading dimension of the array AF. LDAF >= max(1,N).
199*> \endverbatim
200*>
201*> \param[in,out] IPIV
202*> \verbatim
203*> IPIV is INTEGER array, dimension (N)
204*> If FACT = 'F', then IPIV is an input argument and on entry
205*> contains details of the interchanges and the block
206*> structure of D, as determined by DSYTRF. If IPIV(k) > 0,
207*> then rows and columns k and IPIV(k) were interchanged and
208*> D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
209*> IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
210*> -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
211*> diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
212*> then rows and columns k+1 and -IPIV(k) were interchanged
213*> and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
214*>
215*> If FACT = 'N', then IPIV is an output argument and on exit
216*> contains details of the interchanges and the block
217*> structure of D, as determined by DSYTRF.
218*> \endverbatim
219*>
220*> \param[in,out] EQUED
221*> \verbatim
222*> EQUED is CHARACTER*1
223*> Specifies the form of equilibration that was done.
224*> = 'N': No equilibration (always true if FACT = 'N').
225*> = 'Y': Both row and column equilibration, i.e., A has been
226*> replaced by diag(S) * A * diag(S).
227*> EQUED is an input argument if FACT = 'F'; otherwise, it is an
228*> output argument.
229*> \endverbatim
230*>
231*> \param[in,out] S
232*> \verbatim
233*> S is DOUBLE PRECISION array, dimension (N)
234*> The scale factors for A. If EQUED = 'Y', A is multiplied on
235*> the left and right by diag(S). S is an input argument if FACT =
236*> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
237*> = 'Y', each element of S must be positive. If S is output, each
238*> element of S is a power of the radix. If S is input, each element
239*> of S should be a power of the radix to ensure a reliable solution
240*> and error estimates. Scaling by powers of the radix does not cause
241*> rounding errors unless the result underflows or overflows.
242*> Rounding errors during scaling lead to refining with a matrix that
243*> is not equivalent to the input matrix, producing error estimates
244*> that may not be reliable.
245*> \endverbatim
246*>
247*> \param[in,out] B
248*> \verbatim
249*> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
250*> On entry, the N-by-NRHS right hand side matrix B.
251*> On exit,
252*> if EQUED = 'N', B is not modified;
253*> if EQUED = 'Y', B is overwritten by diag(S)*B;
254*> \endverbatim
255*>
256*> \param[in] LDB
257*> \verbatim
258*> LDB is INTEGER
259*> The leading dimension of the array B. LDB >= max(1,N).
260*> \endverbatim
261*>
262*> \param[out] X
263*> \verbatim
264*> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
265*> If INFO = 0, the N-by-NRHS solution matrix X to the original
266*> system of equations. Note that A and B are modified on exit if
267*> EQUED .ne. 'N', and the solution to the equilibrated system is
268*> inv(diag(S))*X.
269*> \endverbatim
270*>
271*> \param[in] LDX
272*> \verbatim
273*> LDX is INTEGER
274*> The leading dimension of the array X. LDX >= max(1,N).
275*> \endverbatim
276*>
277*> \param[out] RCOND
278*> \verbatim
279*> RCOND is DOUBLE PRECISION
280*> Reciprocal scaled condition number. This is an estimate of the
281*> reciprocal Skeel condition number of the matrix A after
282*> equilibration (if done). If this is less than the machine
283*> precision (in particular, if it is zero), the matrix is singular
284*> to working precision. Note that the error may still be small even
285*> if this number is very small and the matrix appears ill-
286*> conditioned.
287*> \endverbatim
288*>
289*> \param[out] RPVGRW
290*> \verbatim
291*> RPVGRW is DOUBLE PRECISION
292*> Reciprocal pivot growth. On exit, this contains the reciprocal
293*> pivot growth factor norm(A)/norm(U). The "max absolute element"
294*> norm is used. If this is much less than 1, then the stability of
295*> the LU factorization of the (equilibrated) matrix A could be poor.
296*> This also means that the solution X, estimated condition numbers,
297*> and error bounds could be unreliable. If factorization fails with
298*> 0<INFO<=N, then this contains the reciprocal pivot growth factor
299*> for the leading INFO columns of A.
300*> \endverbatim
301*>
302*> \param[out] BERR
303*> \verbatim
304*> BERR is DOUBLE PRECISION array, dimension (NRHS)
305*> Componentwise relative backward error. This is the
306*> componentwise relative backward error of each solution vector X(j)
307*> (i.e., the smallest relative change in any element of A or B that
308*> makes X(j) an exact solution).
309*> \endverbatim
310*>
311*> \param[in] N_ERR_BNDS
312*> \verbatim
313*> N_ERR_BNDS is INTEGER
314*> Number of error bounds to return for each right hand side
315*> and each type (normwise or componentwise). See ERR_BNDS_NORM and
316*> ERR_BNDS_COMP below.
317*> \endverbatim
318*>
319*> \param[out] ERR_BNDS_NORM
320*> \verbatim
321*> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
322*> For each right-hand side, this array contains information about
323*> various error bounds and condition numbers corresponding to the
324*> normwise relative error, which is defined as follows:
325*>
326*> Normwise relative error in the ith solution vector:
327*> max_j (abs(XTRUE(j,i) - X(j,i)))
328*> ------------------------------
329*> max_j abs(X(j,i))
330*>
331*> The array is indexed by the type of error information as described
332*> below. There currently are up to three pieces of information
333*> returned.
334*>
335*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
336*> right-hand side.
337*>
338*> The second index in ERR_BNDS_NORM(:,err) contains the following
339*> three fields:
340*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
341*> reciprocal condition number is less than the threshold
342*> sqrt(n) * dlamch('Epsilon').
343*>
344*> err = 2 "Guaranteed" error bound: The estimated forward error,
345*> almost certainly within a factor of 10 of the true error
346*> so long as the next entry is greater than the threshold
347*> sqrt(n) * dlamch('Epsilon'). This error bound should only
348*> be trusted if the previous boolean is true.
349*>
350*> err = 3 Reciprocal condition number: Estimated normwise
351*> reciprocal condition number. Compared with the threshold
352*> sqrt(n) * dlamch('Epsilon') to determine if the error
353*> estimate is "guaranteed". These reciprocal condition
354*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
355*> appropriately scaled matrix Z.
356*> Let Z = S*A, where S scales each row by a power of the
357*> radix so all absolute row sums of Z are approximately 1.
358*>
359*> See Lapack Working Note 165 for further details and extra
360*> cautions.
361*> \endverbatim
362*>
363*> \param[out] ERR_BNDS_COMP
364*> \verbatim
365*> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
366*> For each right-hand side, this array contains information about
367*> various error bounds and condition numbers corresponding to the
368*> componentwise relative error, which is defined as follows:
369*>
370*> Componentwise relative error in the ith solution vector:
371*> abs(XTRUE(j,i) - X(j,i))
372*> max_j ----------------------
373*> abs(X(j,i))
374*>
375*> The array is indexed by the right-hand side i (on which the
376*> componentwise relative error depends), and the type of error
377*> information as described below. There currently are up to three
378*> pieces of information returned for each right-hand side. If
379*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
380*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
381*> the first (:,N_ERR_BNDS) entries are returned.
382*>
383*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
384*> right-hand side.
385*>
386*> The second index in ERR_BNDS_COMP(:,err) contains the following
387*> three fields:
388*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
389*> reciprocal condition number is less than the threshold
390*> sqrt(n) * dlamch('Epsilon').
391*>
392*> err = 2 "Guaranteed" error bound: The estimated forward error,
393*> almost certainly within a factor of 10 of the true error
394*> so long as the next entry is greater than the threshold
395*> sqrt(n) * dlamch('Epsilon'). This error bound should only
396*> be trusted if the previous boolean is true.
397*>
398*> err = 3 Reciprocal condition number: Estimated componentwise
399*> reciprocal condition number. Compared with the threshold
400*> sqrt(n) * dlamch('Epsilon') to determine if the error
401*> estimate is "guaranteed". These reciprocal condition
402*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
403*> appropriately scaled matrix Z.
404*> Let Z = S*(A*diag(x)), where x is the solution for the
405*> current right-hand side and S scales each row of
406*> A*diag(x) by a power of the radix so all absolute row
407*> sums of Z are approximately 1.
408*>
409*> See Lapack Working Note 165 for further details and extra
410*> cautions.
411*> \endverbatim
412*>
413*> \param[in] NPARAMS
414*> \verbatim
415*> NPARAMS is INTEGER
416*> Specifies the number of parameters set in PARAMS. If <= 0, the
417*> PARAMS array is never referenced and default values are used.
418*> \endverbatim
419*>
420*> \param[in,out] PARAMS
421*> \verbatim
422*> PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
423*> Specifies algorithm parameters. If an entry is < 0.0, then
424*> that entry will be filled with default value used for that
425*> parameter. Only positions up to NPARAMS are accessed; defaults
426*> are used for higher-numbered parameters.
427*>
428*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
429*> refinement or not.
430*> Default: 1.0D+0
431*> = 0.0: No refinement is performed, and no error bounds are
432*> computed.
433*> = 1.0: Use the extra-precise refinement algorithm.
434*> (other values are reserved for future use)
435*>
436*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
437*> computations allowed for refinement.
438*> Default: 10
439*> Aggressive: Set to 100 to permit convergence using approximate
440*> factorizations or factorizations other than LU. If
441*> the factorization uses a technique other than
442*> Gaussian elimination, the guarantees in
443*> err_bnds_norm and err_bnds_comp may no longer be
444*> trustworthy.
445*>
446*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
447*> will attempt to find a solution with small componentwise
448*> relative error in the double-precision algorithm. Positive
449*> is true, 0.0 is false.
450*> Default: 1.0 (attempt componentwise convergence)
451*> \endverbatim
452*>
453*> \param[out] WORK
454*> \verbatim
455*> WORK is DOUBLE PRECISION array, dimension (4*N)
456*> \endverbatim
457*>
458*> \param[out] IWORK
459*> \verbatim
460*> IWORK is INTEGER array, dimension (N)
461*> \endverbatim
462*>
463*> \param[out] INFO
464*> \verbatim
465*> INFO is INTEGER
466*> = 0: Successful exit. The solution to every right-hand side is
467*> guaranteed.
468*> < 0: If INFO = -i, the i-th argument had an illegal value
469*> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
470*> has been completed, but the factor U is exactly singular, so
471*> the solution and error bounds could not be computed. RCOND = 0
472*> is returned.
473*> = N+J: The solution corresponding to the Jth right-hand side is
474*> not guaranteed. The solutions corresponding to other right-
475*> hand sides K with K > J may not be guaranteed as well, but
476*> only the first such right-hand side is reported. If a small
477*> componentwise error is not requested (PARAMS(3) = 0.0) then
478*> the Jth right-hand side is the first with a normwise error
479*> bound that is not guaranteed (the smallest J such
480*> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
481*> the Jth right-hand side is the first with either a normwise or
482*> componentwise error bound that is not guaranteed (the smallest
483*> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
484*> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
485*> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
486*> about all of the right-hand sides check ERR_BNDS_NORM or
487*> ERR_BNDS_COMP.
488*> \endverbatim
489*
490* Authors:
491* ========
492*
493*> \author Univ. of Tennessee
494*> \author Univ. of California Berkeley
495*> \author Univ. of Colorado Denver
496*> \author NAG Ltd.
497*
498*> \ingroup hesvxx
499*
500* =====================================================================
501 SUBROUTINE dsysvxx( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV,
502 $ EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
503 $ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
504 $ NPARAMS, PARAMS, WORK, IWORK, INFO )
505*
506* -- LAPACK driver routine --
507* -- LAPACK is a software package provided by Univ. of Tennessee, --
508* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
509*
510* .. Scalar Arguments ..
511 CHARACTER EQUED, FACT, UPLO
512 INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
513 $ N_ERR_BNDS
514 DOUBLE PRECISION RCOND, RPVGRW
515* ..
516* .. Array Arguments ..
517 INTEGER IPIV( * ), IWORK( * )
518 DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
519 $ X( LDX, * ), WORK( * )
520 DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
521 $ err_bnds_norm( nrhs, * ),
522 $ err_bnds_comp( nrhs, * )
523* ..
524*
525* ==================================================================
526*
527* .. Parameters ..
528 DOUBLE PRECISION ZERO, ONE
529 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
530 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
531 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
532 INTEGER CMP_ERR_I, PIV_GROWTH_I
533 parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
534 $ berr_i = 3 )
535 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
536 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
537 $ piv_growth_i = 9 )
538* ..
539* .. Local Scalars ..
540 LOGICAL EQUIL, NOFACT, RCEQU
541 INTEGER INFEQU, J
542 DOUBLE PRECISION AMAX, BIGNUM, SMIN, SMAX, SCOND, SMLNUM
543* ..
544* .. External Functions ..
545 EXTERNAL lsame, dlamch, dla_syrpvgrw
546 LOGICAL LSAME
547 DOUBLE PRECISION DLAMCH, DLA_SYRPVGRW
548* ..
549* .. External Subroutines ..
550 EXTERNAL dsyequb, dsytrf, dsytrs,
552* ..
553* .. Intrinsic Functions ..
554 INTRINSIC max, min
555* ..
556* .. Executable Statements ..
557*
558 info = 0
559 nofact = lsame( fact, 'N' )
560 equil = lsame( fact, 'E' )
561 smlnum = dlamch( 'Safe minimum' )
562 bignum = one / smlnum
563 IF( nofact .OR. equil ) THEN
564 equed = 'N'
565 rcequ = .false.
566 ELSE
567 rcequ = lsame( equed, 'Y' )
568 ENDIF
569*
570* Default is failure. If an input parameter is wrong or
571* factorization fails, make everything look horrible. Only the
572* pivot growth is set here, the rest is initialized in DSYRFSX.
573*
574 rpvgrw = zero
575*
576* Test the input parameters. PARAMS is not tested until DSYRFSX.
577*
578 IF( .NOT.nofact .AND. .NOT.equil .AND. .NOT.
579 $ lsame( fact, 'F' ) ) THEN
580 info = -1
581 ELSE IF( .NOT.lsame(uplo, 'U') .AND.
582 $ .NOT.lsame(uplo, 'L') ) THEN
583 info = -2
584 ELSE IF( n.LT.0 ) THEN
585 info = -3
586 ELSE IF( nrhs.LT.0 ) THEN
587 info = -4
588 ELSE IF( lda.LT.max( 1, n ) ) THEN
589 info = -6
590 ELSE IF( ldaf.LT.max( 1, n ) ) THEN
591 info = -8
592 ELSE IF( lsame( fact, 'F' ) .AND. .NOT.
593 $ ( rcequ .OR. lsame( equed, 'N' ) ) ) THEN
594 info = -10
595 ELSE
596 IF ( rcequ ) THEN
597 smin = bignum
598 smax = zero
599 DO 10 j = 1, n
600 smin = min( smin, s( j ) )
601 smax = max( smax, s( j ) )
602 10 CONTINUE
603 IF( smin.LE.zero ) THEN
604 info = -11
605 ELSE IF( n.GT.0 ) THEN
606 scond = max( smin, smlnum ) / min( smax, bignum )
607 ELSE
608 scond = one
609 END IF
610 END IF
611 IF( info.EQ.0 ) THEN
612 IF( ldb.LT.max( 1, n ) ) THEN
613 info = -13
614 ELSE IF( ldx.LT.max( 1, n ) ) THEN
615 info = -15
616 END IF
617 END IF
618 END IF
619*
620 IF( info.NE.0 ) THEN
621 CALL xerbla( 'DSYSVXX', -info )
622 RETURN
623 END IF
624*
625 IF( equil ) THEN
626*
627* Compute row and column scalings to equilibrate the matrix A.
628*
629 CALL dsyequb( uplo, n, a, lda, s, scond, amax, work, infequ )
630 IF( infequ.EQ.0 ) THEN
631*
632* Equilibrate the matrix.
633*
634 CALL dlaqsy( uplo, n, a, lda, s, scond, amax, equed )
635 rcequ = lsame( equed, 'Y' )
636 END IF
637 END IF
638*
639* Scale the right-hand side.
640*
641 IF( rcequ ) CALL dlascl2( n, nrhs, s, b, ldb )
642*
643 IF( nofact .OR. equil ) THEN
644*
645* Compute the LDL^T or UDU^T factorization of A.
646*
647 CALL dlacpy( uplo, n, n, a, lda, af, ldaf )
648 CALL dsytrf( uplo, n, af, ldaf, ipiv, work, 5*max(1,n), info )
649*
650* Return if INFO is non-zero.
651*
652 IF( info.GT.0 ) THEN
653*
654* Pivot in column INFO is exactly 0
655* Compute the reciprocal pivot growth factor of the
656* leading rank-deficient INFO columns of A.
657*
658 IF ( n.GT.0 )
659 $ rpvgrw = dla_syrpvgrw(uplo, n, info, a, lda, af,
660 $ ldaf, ipiv, work )
661 RETURN
662 END IF
663 END IF
664*
665* Compute the reciprocal pivot growth factor RPVGRW.
666*
667 IF ( n.GT.0 )
668 $ rpvgrw = dla_syrpvgrw( uplo, n, info, a, lda, af, ldaf,
669 $ ipiv, work )
670*
671* Compute the solution matrix X.
672*
673 CALL dlacpy( 'Full', n, nrhs, b, ldb, x, ldx )
674 CALL dsytrs( uplo, n, nrhs, af, ldaf, ipiv, x, ldx, info )
675*
676* Use iterative refinement to improve the computed solution and
677* compute error bounds and backward error estimates for it.
678*
679 CALL dsyrfsx( uplo, equed, n, nrhs, a, lda, af, ldaf, ipiv,
680 $ s, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm,
681 $ err_bnds_comp, nparams, params, work, iwork, info )
682*
683* Scale solutions.
684*
685 IF ( rcequ ) THEN
686 CALL dlascl2 ( n, nrhs, s, x, ldx )
687 END IF
688*
689 RETURN
690*
691* End of DSYSVXX
692*
693 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dsyequb(uplo, n, a, lda, s, scond, amax, work, info)
DSYEQUB
Definition dsyequb.f:131
subroutine dsyrfsx(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, iwork, info)
DSYRFSX
Definition dsyrfsx.f:402
subroutine dsysvxx(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, iwork, info)
DSYSVXX
Definition dsysvxx.f:505
subroutine dsytrf(uplo, n, a, lda, ipiv, work, lwork, info)
DSYTRF
Definition dsytrf.f:182
subroutine dsytrs(uplo, n, nrhs, a, lda, ipiv, b, ldb, info)
DSYTRS
Definition dsytrs.f:120
double precision function dla_syrpvgrw(uplo, n, info, a, lda, af, ldaf, ipiv, work)
DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite m...
subroutine dlacpy(uplo, m, n, a, lda, b, ldb)
DLACPY copies all or part of one two-dimensional array to another.
Definition dlacpy.f:103
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
subroutine dlaqsy(uplo, n, a, lda, s, scond, amax, equed)
DLAQSY scales a symmetric/Hermitian matrix, using scaling factors computed by spoequ.
Definition dlaqsy.f:133
subroutine dlascl2(m, n, d, x, ldx)
DLASCL2 performs diagonal scaling on a matrix.
Definition dlascl2.f:90
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48