LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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zgesvxx.f
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1*> \brief <b> ZGESVXX computes the solution to system of linear equations A * X = B for GE matrices</b>
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download ZGESVXX + dependencies
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10*> [TGZ]</a>
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12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgesvxx.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE ZGESVXX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV,
20* EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW,
21* BERR, N_ERR_BNDS, ERR_BNDS_NORM,
22* ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK,
23* INFO )
24*
25* .. Scalar Arguments ..
26* CHARACTER EQUED, FACT, TRANS
27* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
28* $ N_ERR_BNDS
29* DOUBLE PRECISION RCOND, RPVGRW
30* ..
31* .. Array Arguments ..
32* INTEGER IPIV( * )
33* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
34* $ X( LDX , * ),WORK( * )
35* DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
36* $ ERR_BNDS_NORM( NRHS, * ),
37* $ ERR_BNDS_COMP( NRHS, * ), RWORK( * )
38* ..
39*
40*
41*> \par Purpose:
42* =============
43*>
44*> \verbatim
45*>
46*> ZGESVXX uses the LU factorization to compute the solution to a
47*> complex*16 system of linear equations A * X = B, where A is an
48*> N-by-N matrix and X and B are N-by-NRHS matrices.
49*>
50*> If requested, both normwise and maximum componentwise error bounds
51*> are returned. ZGESVXX will return a solution with a tiny
52*> guaranteed error (O(eps) where eps is the working machine
53*> precision) unless the matrix is very ill-conditioned, in which
54*> case a warning is returned. Relevant condition numbers also are
55*> calculated and returned.
56*>
57*> ZGESVXX accepts user-provided factorizations and equilibration
58*> factors; see the definitions of the FACT and EQUED options.
59*> Solving with refinement and using a factorization from a previous
60*> ZGESVXX call will also produce a solution with either O(eps)
61*> errors or warnings, but we cannot make that claim for general
62*> user-provided factorizations and equilibration factors if they
63*> differ from what ZGESVXX would itself produce.
64*> \endverbatim
65*
66*> \par Description:
67* =================
68*>
69*> \verbatim
70*>
71*> The following steps are performed:
72*>
73*> 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
74*> the system:
75*>
76*> TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
77*> TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
78*> TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
83*> or diag(C)*B (if TRANS = 'T' or 'C').
84*>
85*> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
86*> the matrix A (after equilibration if FACT = 'E') as
87*>
88*> A = P * L * U,
89*>
90*> where P is a permutation matrix, L is a unit lower triangular
91*> matrix, and U is upper triangular.
92*>
93*> 3. If some U(i,i)=0, so that U 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 less
97*> than machine precision, the routine still goes on to solve for X
98*> 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(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
110*> that it solves the original system before 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 R and C.
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] TRANS
140*> \verbatim
141*> TRANS is CHARACTER*1
142*> Specifies the form of the system of equations:
143*> = 'N': A * X = B (No transpose)
144*> = 'T': A**T * X = B (Transpose)
145*> = 'C': A**H * X = B (Conjugate Transpose)
146*> \endverbatim
147*>
148*> \param[in] N
149*> \verbatim
150*> N is INTEGER
151*> The number of linear equations, i.e., the order of the
152*> matrix A. N >= 0.
153*> \endverbatim
154*>
155*> \param[in] NRHS
156*> \verbatim
157*> NRHS is INTEGER
158*> The number of right hand sides, i.e., the number of columns
159*> of the matrices B and X. NRHS >= 0.
160*> \endverbatim
161*>
162*> \param[in,out] A
163*> \verbatim
164*> A is COMPLEX*16 array, dimension (LDA,N)
165*> On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is
166*> not 'N', then A must have been equilibrated by the scaling
167*> factors in R and/or C. A is not modified if FACT = 'F' or
168*> 'N', or if FACT = 'E' and EQUED = 'N' on exit.
169*>
170*> On exit, if EQUED .ne. 'N', A is scaled as follows:
171*> EQUED = 'R': A := diag(R) * A
172*> EQUED = 'C': A := A * diag(C)
173*> EQUED = 'B': A := diag(R) * A * diag(C).
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*16 array, dimension (LDAF,N)
185*> If FACT = 'F', then AF is an input argument and on entry
186*> contains the factors L and U from the factorization
187*> A = P*L*U as computed by ZGETRF. If EQUED .ne. 'N', then
188*> AF is the factored form of the equilibrated matrix A.
189*>
190*> If FACT = 'N', then AF is an output argument and on exit
191*> returns the factors L and U from the factorization A = P*L*U
192*> of the original matrix A.
193*>
194*> If FACT = 'E', then AF is an output argument and on exit
195*> returns the factors L and U from the factorization A = P*L*U
196*> of the equilibrated matrix A (see the description of A for
197*> the form of the equilibrated matrix).
198*> \endverbatim
199*>
200*> \param[in] LDAF
201*> \verbatim
202*> LDAF is INTEGER
203*> The leading dimension of the array AF. LDAF >= max(1,N).
204*> \endverbatim
205*>
206*> \param[in,out] IPIV
207*> \verbatim
208*> IPIV is INTEGER array, dimension (N)
209*> If FACT = 'F', then IPIV is an input argument and on entry
210*> contains the pivot indices from the factorization A = P*L*U
211*> as computed by ZGETRF; row i of the matrix was interchanged
212*> with row IPIV(i).
213*>
214*> If FACT = 'N', then IPIV is an output argument and on exit
215*> contains the pivot indices from the factorization A = P*L*U
216*> of the original matrix A.
217*>
218*> If FACT = 'E', then IPIV is an output argument and on exit
219*> contains the pivot indices from the factorization A = P*L*U
220*> of the equilibrated matrix A.
221*> \endverbatim
222*>
223*> \param[in,out] EQUED
224*> \verbatim
225*> EQUED is CHARACTER*1
226*> Specifies the form of equilibration that was done.
227*> = 'N': No equilibration (always true if FACT = 'N').
228*> = 'R': Row equilibration, i.e., A has been premultiplied by
229*> diag(R).
230*> = 'C': Column equilibration, i.e., A has been postmultiplied
231*> by diag(C).
232*> = 'B': Both row and column equilibration, i.e., A has been
233*> replaced by diag(R) * A * diag(C).
234*> EQUED is an input argument if FACT = 'F'; otherwise, it is an
235*> output argument.
236*> \endverbatim
237*>
238*> \param[in,out] R
239*> \verbatim
240*> R is DOUBLE PRECISION array, dimension (N)
241*> The row scale factors for A. If EQUED = 'R' or 'B', A is
242*> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
243*> is not accessed. R is an input argument if FACT = 'F';
244*> otherwise, R is an output argument. If FACT = 'F' and
245*> EQUED = 'R' or 'B', each element of R must be positive.
246*> If R is output, each element of R is a power of the radix.
247*> If R is input, each element of R should be a power of the radix
248*> to ensure a reliable solution and error estimates. Scaling by
249*> powers of the radix does not cause rounding errors unless the
250*> result underflows or overflows. Rounding errors during scaling
251*> lead to refining with a matrix that is not equivalent to the
252*> input matrix, producing error estimates that may not be
253*> reliable.
254*> \endverbatim
255*>
256*> \param[in,out] C
257*> \verbatim
258*> C is DOUBLE PRECISION array, dimension (N)
259*> The column scale factors for A. If EQUED = 'C' or 'B', A is
260*> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
261*> is not accessed. C is an input argument if FACT = 'F';
262*> otherwise, C is an output argument. If FACT = 'F' and
263*> EQUED = 'C' or 'B', each element of C must be positive.
264*> If C is output, each element of C is a power of the radix.
265*> If C is input, each element of C should be a power of the radix
266*> to ensure a reliable solution and error estimates. Scaling by
267*> powers of the radix does not cause rounding errors unless the
268*> result underflows or overflows. Rounding errors during scaling
269*> lead to refining with a matrix that is not equivalent to the
270*> input matrix, producing error estimates that may not be
271*> reliable.
272*> \endverbatim
273*>
274*> \param[in,out] B
275*> \verbatim
276*> B is COMPLEX*16 array, dimension (LDB,NRHS)
277*> On entry, the N-by-NRHS right hand side matrix B.
278*> On exit,
279*> if EQUED = 'N', B is not modified;
280*> if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
281*> diag(R)*B;
282*> if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
283*> overwritten by diag(C)*B.
284*> \endverbatim
285*>
286*> \param[in] LDB
287*> \verbatim
288*> LDB is INTEGER
289*> The leading dimension of the array B. LDB >= max(1,N).
290*> \endverbatim
291*>
292*> \param[out] X
293*> \verbatim
294*> X is COMPLEX*16 array, dimension (LDX,NRHS)
295*> If INFO = 0, the N-by-NRHS solution matrix X to the original
296*> system of equations. Note that A and B are modified on exit
297*> if EQUED .ne. 'N', and the solution to the equilibrated system is
298*> inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
299*> inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
300*> \endverbatim
301*>
302*> \param[in] LDX
303*> \verbatim
304*> LDX is INTEGER
305*> The leading dimension of the array X. LDX >= max(1,N).
306*> \endverbatim
307*>
308*> \param[out] RCOND
309*> \verbatim
310*> RCOND is DOUBLE PRECISION
311*> Reciprocal scaled condition number. This is an estimate of the
312*> reciprocal Skeel condition number of the matrix A after
313*> equilibration (if done). If this is less than the machine
314*> precision (in particular, if it is zero), the matrix is singular
315*> to working precision. Note that the error may still be small even
316*> if this number is very small and the matrix appears ill-
317*> conditioned.
318*> \endverbatim
319*>
320*> \param[out] RPVGRW
321*> \verbatim
322*> RPVGRW is DOUBLE PRECISION
323*> Reciprocal pivot growth. On exit, this contains the reciprocal
324*> pivot growth factor norm(A)/norm(U). The "max absolute element"
325*> norm is used. If this is much less than 1, then the stability of
326*> the LU factorization of the (equilibrated) matrix A could be poor.
327*> This also means that the solution X, estimated condition numbers,
328*> and error bounds could be unreliable. If factorization fails with
329*> 0<INFO<=N, then this contains the reciprocal pivot growth factor
330*> for the leading INFO columns of A. In ZGESVX, this quantity is
331*> returned in WORK(1).
332*> \endverbatim
333*>
334*> \param[out] BERR
335*> \verbatim
336*> BERR is DOUBLE PRECISION array, dimension (NRHS)
337*> Componentwise relative backward error. This is the
338*> componentwise relative backward error of each solution vector X(j)
339*> (i.e., the smallest relative change in any element of A or B that
340*> makes X(j) an exact solution).
341*> \endverbatim
342*>
343*> \param[in] N_ERR_BNDS
344*> \verbatim
345*> N_ERR_BNDS is INTEGER
346*> Number of error bounds to return for each right hand side
347*> and each type (normwise or componentwise). See ERR_BNDS_NORM and
348*> ERR_BNDS_COMP below.
349*> \endverbatim
350*>
351*> \param[out] ERR_BNDS_NORM
352*> \verbatim
353*> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
354*> For each right-hand side, this array contains information about
355*> various error bounds and condition numbers corresponding to the
356*> normwise relative error, which is defined as follows:
357*>
358*> Normwise relative error in the ith solution vector:
359*> max_j (abs(XTRUE(j,i) - X(j,i)))
360*> ------------------------------
361*> max_j abs(X(j,i))
362*>
363*> The array is indexed by the type of error information as described
364*> below. There currently are up to three pieces of information
365*> returned.
366*>
367*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
368*> right-hand side.
369*>
370*> The second index in ERR_BNDS_NORM(:,err) contains the following
371*> three fields:
372*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
373*> reciprocal condition number is less than the threshold
374*> sqrt(n) * dlamch('Epsilon').
375*>
376*> err = 2 "Guaranteed" error bound: The estimated forward error,
377*> almost certainly within a factor of 10 of the true error
378*> so long as the next entry is greater than the threshold
379*> sqrt(n) * dlamch('Epsilon'). This error bound should only
380*> be trusted if the previous boolean is true.
381*>
382*> err = 3 Reciprocal condition number: Estimated normwise
383*> reciprocal condition number. Compared with the threshold
384*> sqrt(n) * dlamch('Epsilon') to determine if the error
385*> estimate is "guaranteed". These reciprocal condition
386*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
387*> appropriately scaled matrix Z.
388*> Let Z = S*A, where S scales each row by a power of the
389*> radix so all absolute row sums of Z are approximately 1.
390*>
391*> See Lapack Working Note 165 for further details and extra
392*> cautions.
393*> \endverbatim
394*>
395*> \param[out] ERR_BNDS_COMP
396*> \verbatim
397*> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
398*> For each right-hand side, this array contains information about
399*> various error bounds and condition numbers corresponding to the
400*> componentwise relative error, which is defined as follows:
401*>
402*> Componentwise relative error in the ith solution vector:
403*> abs(XTRUE(j,i) - X(j,i))
404*> max_j ----------------------
405*> abs(X(j,i))
406*>
407*> The array is indexed by the right-hand side i (on which the
408*> componentwise relative error depends), and the type of error
409*> information as described below. There currently are up to three
410*> pieces of information returned for each right-hand side. If
411*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
412*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
413*> the first (:,N_ERR_BNDS) entries are returned.
414*>
415*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
416*> right-hand side.
417*>
418*> The second index in ERR_BNDS_COMP(:,err) contains the following
419*> three fields:
420*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
421*> reciprocal condition number is less than the threshold
422*> sqrt(n) * dlamch('Epsilon').
423*>
424*> err = 2 "Guaranteed" error bound: The estimated forward error,
425*> almost certainly within a factor of 10 of the true error
426*> so long as the next entry is greater than the threshold
427*> sqrt(n) * dlamch('Epsilon'). This error bound should only
428*> be trusted if the previous boolean is true.
429*>
430*> err = 3 Reciprocal condition number: Estimated componentwise
431*> reciprocal condition number. Compared with the threshold
432*> sqrt(n) * dlamch('Epsilon') to determine if the error
433*> estimate is "guaranteed". These reciprocal condition
434*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
435*> appropriately scaled matrix Z.
436*> Let Z = S*(A*diag(x)), where x is the solution for the
437*> current right-hand side and S scales each row of
438*> A*diag(x) by a power of the radix so all absolute row
439*> sums of Z are approximately 1.
440*>
441*> See Lapack Working Note 165 for further details and extra
442*> cautions.
443*> \endverbatim
444*>
445*> \param[in] NPARAMS
446*> \verbatim
447*> NPARAMS is INTEGER
448*> Specifies the number of parameters set in PARAMS. If <= 0, the
449*> PARAMS array is never referenced and default values are used.
450*> \endverbatim
451*>
452*> \param[in,out] PARAMS
453*> \verbatim
454*> PARAMS is DOUBLE PRECISION array, dimension NPARAMS
455*> Specifies algorithm parameters. If an entry is < 0.0, then
456*> that entry will be filled with default value used for that
457*> parameter. Only positions up to NPARAMS are accessed; defaults
458*> are used for higher-numbered parameters.
459*>
460*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
461*> refinement or not.
462*> Default: 1.0D+0
463*> = 0.0: No refinement is performed, and no error bounds are
464*> computed.
465*> = 1.0: Use the extra-precise refinement algorithm.
466*> (other values are reserved for future use)
467*>
468*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
469*> computations allowed for refinement.
470*> Default: 10
471*> Aggressive: Set to 100 to permit convergence using approximate
472*> factorizations or factorizations other than LU. If
473*> the factorization uses a technique other than
474*> Gaussian elimination, the guarantees in
475*> err_bnds_norm and err_bnds_comp may no longer be
476*> trustworthy.
477*>
478*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
479*> will attempt to find a solution with small componentwise
480*> relative error in the double-precision algorithm. Positive
481*> is true, 0.0 is false.
482*> Default: 1.0 (attempt componentwise convergence)
483*> \endverbatim
484*>
485*> \param[out] WORK
486*> \verbatim
487*> WORK is COMPLEX*16 array, dimension (2*N)
488*> \endverbatim
489*>
490*> \param[out] RWORK
491*> \verbatim
492*> RWORK is DOUBLE PRECISION array, dimension (2*N)
493*> \endverbatim
494*>
495*> \param[out] INFO
496*> \verbatim
497*> INFO is INTEGER
498*> = 0: Successful exit. The solution to every right-hand side is
499*> guaranteed.
500*> < 0: If INFO = -i, the i-th argument had an illegal value
501*> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
502*> has been completed, but the factor U is exactly singular, so
503*> the solution and error bounds could not be computed. RCOND = 0
504*> is returned.
505*> = N+J: The solution corresponding to the Jth right-hand side is
506*> not guaranteed. The solutions corresponding to other right-
507*> hand sides K with K > J may not be guaranteed as well, but
508*> only the first such right-hand side is reported. If a small
509*> componentwise error is not requested (PARAMS(3) = 0.0) then
510*> the Jth right-hand side is the first with a normwise error
511*> bound that is not guaranteed (the smallest J such
512*> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
513*> the Jth right-hand side is the first with either a normwise or
514*> componentwise error bound that is not guaranteed (the smallest
515*> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
516*> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
517*> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
518*> about all of the right-hand sides check ERR_BNDS_NORM or
519*> ERR_BNDS_COMP.
520*> \endverbatim
521*
522* Authors:
523* ========
524*
525*> \author Univ. of Tennessee
526*> \author Univ. of California Berkeley
527*> \author Univ. of Colorado Denver
528*> \author NAG Ltd.
529*
530*> \ingroup gesvxx
531*
532* =====================================================================
533 SUBROUTINE zgesvxx( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF,
534 $ IPIV,
535 $ EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW,
536 $ BERR, N_ERR_BNDS, ERR_BNDS_NORM,
537 $ ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK,
538 $ INFO )
539*
540* -- LAPACK driver routine --
541* -- LAPACK is a software package provided by Univ. of Tennessee, --
542* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
543*
544* .. Scalar Arguments ..
545 CHARACTER EQUED, FACT, TRANS
546 INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
547 $ N_ERR_BNDS
548 DOUBLE PRECISION RCOND, RPVGRW
549* ..
550* .. Array Arguments ..
551 INTEGER IPIV( * )
552 COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
553 $ x( ldx , * ),work( * )
554 DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
555 $ ERR_BNDS_NORM( NRHS, * ),
556 $ err_bnds_comp( nrhs, * ), rwork( * )
557* ..
558*
559* ==================================================================
560*
561* .. Parameters ..
562 DOUBLE PRECISION ZERO, ONE
563 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
564 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
565 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
566 INTEGER CMP_ERR_I, PIV_GROWTH_I
567 parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
568 $ berr_i = 3 )
569 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
570 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
571 $ piv_growth_i = 9 )
572* ..
573* .. Local Scalars ..
574 LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
575 INTEGER INFEQU, J
576 DOUBLE PRECISION AMAX, BIGNUM, COLCND, RCMAX, RCMIN,
577 $ ROWCND, SMLNUM
578* ..
579* .. External Functions ..
580 EXTERNAL lsame, dlamch, zla_gerpvgrw
581 LOGICAL LSAME
582 DOUBLE PRECISION DLAMCH, ZLA_GERPVGRW
583* ..
584* .. External Subroutines ..
585 EXTERNAL zgeequb, zgetrf, zgetrs, zlacpy,
586 $ zlaqge,
588* ..
589* .. Intrinsic Functions ..
590 INTRINSIC max, min
591* ..
592* .. Executable Statements ..
593*
594 info = 0
595 nofact = lsame( fact, 'N' )
596 equil = lsame( fact, 'E' )
597 notran = lsame( trans, 'N' )
598 smlnum = dlamch( 'Safe minimum' )
599 bignum = one / smlnum
600 IF( nofact .OR. equil ) THEN
601 equed = 'N'
602 rowequ = .false.
603 colequ = .false.
604 ELSE
605 rowequ = lsame( equed, 'R' ) .OR. lsame( equed, 'B' )
606 colequ = lsame( equed, 'C' ) .OR. lsame( equed, 'B' )
607 END IF
608*
609* Default is failure. If an input parameter is wrong or
610* factorization fails, make everything look horrible. Only the
611* pivot growth is set here, the rest is initialized in ZGERFSX.
612*
613 rpvgrw = zero
614*
615* Test the input parameters. PARAMS is not tested until ZGERFSX.
616*
617 IF( .NOT.nofact .AND. .NOT.equil .AND. .NOT.
618 $ lsame( fact, 'F' ) ) THEN
619 info = -1
620 ELSE IF( .NOT.notran .AND. .NOT.lsame( trans, 'T' ) .AND. .NOT.
621 $ lsame( trans, 'C' ) ) THEN
622 info = -2
623 ELSE IF( n.LT.0 ) THEN
624 info = -3
625 ELSE IF( nrhs.LT.0 ) THEN
626 info = -4
627 ELSE IF( lda.LT.max( 1, n ) ) THEN
628 info = -6
629 ELSE IF( ldaf.LT.max( 1, n ) ) THEN
630 info = -8
631 ELSE IF( lsame( fact, 'F' ) .AND. .NOT.
632 $ ( rowequ .OR. colequ .OR. lsame( equed, 'N' ) ) ) THEN
633 info = -10
634 ELSE
635 IF( rowequ ) THEN
636 rcmin = bignum
637 rcmax = zero
638 DO 10 j = 1, n
639 rcmin = min( rcmin, r( j ) )
640 rcmax = max( rcmax, r( j ) )
641 10 CONTINUE
642 IF( rcmin.LE.zero ) THEN
643 info = -11
644 ELSE IF( n.GT.0 ) THEN
645 rowcnd = max( rcmin, smlnum ) / min( rcmax, bignum )
646 ELSE
647 rowcnd = one
648 END IF
649 END IF
650 IF( colequ .AND. info.EQ.0 ) THEN
651 rcmin = bignum
652 rcmax = zero
653 DO 20 j = 1, n
654 rcmin = min( rcmin, c( j ) )
655 rcmax = max( rcmax, c( j ) )
656 20 CONTINUE
657 IF( rcmin.LE.zero ) THEN
658 info = -12
659 ELSE IF( n.GT.0 ) THEN
660 colcnd = max( rcmin, smlnum ) / min( rcmax, bignum )
661 ELSE
662 colcnd = one
663 END IF
664 END IF
665 IF( info.EQ.0 ) THEN
666 IF( ldb.LT.max( 1, n ) ) THEN
667 info = -14
668 ELSE IF( ldx.LT.max( 1, n ) ) THEN
669 info = -16
670 END IF
671 END IF
672 END IF
673*
674 IF( info.NE.0 ) THEN
675 CALL xerbla( 'ZGESVXX', -info )
676 RETURN
677 END IF
678*
679 IF( equil ) THEN
680*
681* Compute row and column scalings to equilibrate the matrix A.
682*
683 CALL zgeequb( n, n, a, lda, r, c, rowcnd, colcnd, amax,
684 $ infequ )
685 IF( infequ.EQ.0 ) THEN
686*
687* Equilibrate the matrix.
688*
689 CALL zlaqge( n, n, a, lda, r, c, rowcnd, colcnd, amax,
690 $ equed )
691 rowequ = lsame( equed, 'R' ) .OR. lsame( equed, 'B' )
692 colequ = lsame( equed, 'C' ) .OR. lsame( equed, 'B' )
693 END IF
694*
695* If the scaling factors are not applied, set them to 1.0.
696*
697 IF ( .NOT.rowequ ) THEN
698 DO j = 1, n
699 r( j ) = 1.0d+0
700 END DO
701 END IF
702 IF ( .NOT.colequ ) THEN
703 DO j = 1, n
704 c( j ) = 1.0d+0
705 END DO
706 END IF
707 END IF
708*
709* Scale the right-hand side.
710*
711 IF( notran ) THEN
712 IF( rowequ ) CALL zlascl2( n, nrhs, r, b, ldb )
713 ELSE
714 IF( colequ ) CALL zlascl2( n, nrhs, c, b, ldb )
715 END IF
716*
717 IF( nofact .OR. equil ) THEN
718*
719* Compute the LU factorization of A.
720*
721 CALL zlacpy( 'Full', n, n, a, lda, af, ldaf )
722 CALL zgetrf( n, n, af, ldaf, ipiv, info )
723*
724* Return if INFO is non-zero.
725*
726 IF( info.GT.0 ) THEN
727*
728* Pivot in column INFO is exactly 0
729* Compute the reciprocal pivot growth factor of the
730* leading rank-deficient INFO columns of A.
731*
732 rpvgrw = zla_gerpvgrw( n, info, a, lda, af, ldaf )
733 RETURN
734 END IF
735 END IF
736*
737* Compute the reciprocal pivot growth factor RPVGRW.
738*
739 rpvgrw = zla_gerpvgrw( n, n, a, lda, af, ldaf )
740*
741* Compute the solution matrix X.
742*
743 CALL zlacpy( 'Full', n, nrhs, b, ldb, x, ldx )
744 CALL zgetrs( trans, n, nrhs, af, ldaf, ipiv, x, ldx, info )
745*
746* Use iterative refinement to improve the computed solution and
747* compute error bounds and backward error estimates for it.
748*
749 CALL zgerfsx( trans, equed, n, nrhs, a, lda, af, ldaf,
750 $ ipiv, r, c, b, ldb, x, ldx, rcond, berr,
751 $ n_err_bnds, err_bnds_norm, err_bnds_comp, nparams, params,
752 $ work, rwork, info )
753*
754* Scale solutions.
755*
756 IF ( colequ .AND. notran ) THEN
757 CALL zlascl2 ( n, nrhs, c, x, ldx )
758 ELSE IF ( rowequ .AND. .NOT.notran ) THEN
759 CALL zlascl2 ( n, nrhs, r, x, ldx )
760 END IF
761*
762 RETURN
763*
764* End of ZGESVXX
765*
766 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine zgeequb(m, n, a, lda, r, c, rowcnd, colcnd, amax, info)
ZGEEQUB
Definition zgeequb.f:145
subroutine zgerfsx(trans, equed, n, nrhs, a, lda, af, ldaf, ipiv, r, c, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm, err_bnds_comp, nparams, params, work, rwork, info)
ZGERFSX
Definition zgerfsx.f:413
subroutine zgesvxx(fact, trans, n, nrhs, a, lda, af, ldaf, ipiv, equed, r, c, b, ldb, x, ldx, rcond, rpvgrw, berr, n_err_bnds, err_bnds_norm, err_bnds_comp, nparams, params, work, rwork, info)
ZGESVXX computes the solution to system of linear equations A * X = B for GE matrices
Definition zgesvxx.f:539
subroutine zgetrf(m, n, a, lda, ipiv, info)
ZGETRF
Definition zgetrf.f:106
subroutine zgetrs(trans, n, nrhs, a, lda, ipiv, b, ldb, info)
ZGETRS
Definition zgetrs.f:119
double precision function zla_gerpvgrw(n, ncols, a, lda, af, ldaf)
ZLA_GERPVGRW multiplies a square real matrix by a complex matrix.
subroutine zlacpy(uplo, m, n, a, lda, b, ldb)
ZLACPY copies all or part of one two-dimensional array to another.
Definition zlacpy.f:101
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
subroutine zlaqge(m, n, a, lda, r, c, rowcnd, colcnd, amax, equed)
ZLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
Definition zlaqge.f:141
subroutine zlascl2(m, n, d, x, ldx)
ZLASCL2 performs diagonal scaling on a matrix.
Definition zlascl2.f:89
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48