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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/cpbsvx.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/cpbsvx.f')
-rw-r--r-- | SRC/cpbsvx.f | 421 |
1 files changed, 421 insertions, 0 deletions
diff --git a/SRC/cpbsvx.f b/SRC/cpbsvx.f new file mode 100644 index 00000000..90d25538 --- /dev/null +++ b/SRC/cpbsvx.f @@ -0,0 +1,421 @@ + SUBROUTINE CPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, + $ EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, + $ WORK, RWORK, INFO ) +* +* -- LAPACK driver routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER EQUED, FACT, UPLO + INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS + REAL RCOND +* .. +* .. Array Arguments .. + REAL BERR( * ), FERR( * ), RWORK( * ), S( * ) + COMPLEX AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), + $ WORK( * ), X( LDX, * ) +* .. +* +* Purpose +* ======= +* +* CPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to +* compute the solution to a complex system of linear equations +* A * X = B, +* where A is an N-by-N Hermitian positive definite band 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 = '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 Cholesky decomposition is used to +* factor the matrix A (after equilibration if FACT = 'E') as +* A = U**H * U, if UPLO = 'U', or +* A = L * L**H, if UPLO = 'L', +* where U is an upper triangular band matrix, and L is a lower +* triangular band matrix. +* +* 3. If the leading i-by-i principal minor is not positive definite, +* 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. +* +* 4. The system of equations is solved for X using the factored form +* of A. +* +* 5. Iterative refinement is applied to improve the computed solution +* matrix and calculate error bounds and backward error estimates +* for it. +* +* 6. If equilibration was used, the matrix X is premultiplied by +* diag(S) so that it solves the original system before +* equilibration. +* +* Arguments +* ========= +* +* FACT (input) 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, AFB contains the factored form of A. +* If EQUED = 'Y', the matrix A has been equilibrated +* with scaling factors given by S. AB and AFB will not +* be modified. +* = 'N': The matrix A will be copied to AFB and factored. +* = 'E': The matrix A will be equilibrated if necessary, then +* copied to AFB and factored. +* +* 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. +* +* KD (input) INTEGER +* The number of superdiagonals of the matrix A if UPLO = 'U', +* or the number of subdiagonals if UPLO = 'L'. KD >= 0. +* +* NRHS (input) INTEGER +* The number of right-hand sides, i.e., the number of columns +* of the matrices B and X. NRHS >= 0. +* +* AB (input/output) COMPLEX array, dimension (LDAB,N) +* On entry, the upper or lower triangle of the Hermitian band +* matrix A, stored in the first KD+1 rows of the array, except +* if FACT = 'F' and EQUED = 'Y', then A must contain the +* equilibrated matrix diag(S)*A*diag(S). The j-th column of A +* is stored in the j-th column of the array AB as follows: +* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j; +* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD). +* See below for further details. +* +* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by +* diag(S)*A*diag(S). +* +* LDAB (input) INTEGER +* The leading dimension of the array A. LDAB >= KD+1. +* +* AFB (input or output) COMPLEX array, dimension (LDAFB,N) +* If FACT = 'F', then AFB is an input argument and on entry +* contains the triangular factor U or L from the Cholesky +* factorization A = U**H*U or A = L*L**H of the band matrix +* A, in the same storage format as A (see AB). If EQUED = 'Y', +* then AFB is the factored form of the equilibrated matrix A. +* +* If FACT = 'N', then AFB is an output argument and on exit +* returns the triangular factor U or L from the Cholesky +* factorization A = U**H*U or A = L*L**H. +* +* If FACT = 'E', then AFB is an output argument and on exit +* returns the triangular factor U or L from the Cholesky +* factorization A = U**H*U or A = L*L**H of the equilibrated +* matrix A (see the description of A for the form of the +* equilibrated matrix). +* +* LDAFB (input) INTEGER +* The leading dimension of the array AFB. LDAFB >= KD+1. +* +* EQUED (input or output) CHARACTER*1 +* Specifies the form of equilibration that was done. +* = 'N': No equilibration (always true if FACT = 'N'). +* = 'Y': Equilibration was done, 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 (input or output) REAL array, dimension (N) +* The scale factors for A; not accessed if EQUED = 'N'. 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. +* +* B (input/output) 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 (input) INTEGER +* The leading dimension of the array B. LDB >= max(1,N). +* +* X (output) COMPLEX array, dimension (LDX,NRHS) +* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to +* the original system of equations. Note that if EQUED = 'Y', +* A and B are modified on exit, and the solution to the +* equilibrated system is inv(diag(S))*X. +* +* LDX (input) INTEGER +* The leading dimension of the array X. LDX >= max(1,N). +* +* RCOND (output) REAL +* The estimate of the reciprocal condition number of the matrix +* A after equilibration (if done). 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 (output) 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 (output) 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 (workspace) COMPLEX array, dimension (2*N) +* +* RWORK (workspace) REAL array, dimension (N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: if INFO = i, and i is +* <= N: the leading minor of order i of A is +* not positive definite, so the factorization +* could not be completed, and the solution has not +* been computed. RCOND = 0 is returned. +* = N+1: U 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. +* +* Further Details +* =============== +* +* The band storage scheme is illustrated by the following example, when +* N = 6, KD = 2, and UPLO = 'U': +* +* Two-dimensional storage of the Hermitian matrix A: +* +* a11 a12 a13 +* a22 a23 a24 +* a33 a34 a35 +* a44 a45 a46 +* a55 a56 +* (aij=conjg(aji)) a66 +* +* Band storage of the upper triangle of A: +* +* * * a13 a24 a35 a46 +* * a12 a23 a34 a45 a56 +* a11 a22 a33 a44 a55 a66 +* +* Similarly, if UPLO = 'L' the format of A is as follows: +* +* a11 a22 a33 a44 a55 a66 +* a21 a32 a43 a54 a65 * +* a31 a42 a53 a64 * * +* +* Array elements marked * are not used by the routine. +* +* ===================================================================== +* +* .. Parameters .. + REAL ZERO, ONE + PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) +* .. +* .. Local Scalars .. + LOGICAL EQUIL, NOFACT, RCEQU, UPPER + INTEGER I, INFEQU, J, J1, J2 + REAL AMAX, ANORM, BIGNUM, SCOND, SMAX, SMIN, SMLNUM +* .. +* .. External Functions .. + LOGICAL LSAME + REAL CLANHB, SLAMCH + EXTERNAL LSAME, CLANHB, SLAMCH +* .. +* .. External Subroutines .. + EXTERNAL CCOPY, CLACPY, CLAQHB, CPBCON, CPBEQU, CPBRFS, + $ CPBTRF, CPBTRS, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* + INFO = 0 + NOFACT = LSAME( FACT, 'N' ) + EQUIL = LSAME( FACT, 'E' ) + UPPER = LSAME( UPLO, 'U' ) + IF( NOFACT .OR. EQUIL ) THEN + EQUED = 'N' + RCEQU = .FALSE. + ELSE + RCEQU = LSAME( EQUED, 'Y' ) + SMLNUM = SLAMCH( 'Safe minimum' ) + BIGNUM = ONE / SMLNUM + END IF +* +* Test the input parameters. +* + IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) ) + $ THEN + INFO = -1 + ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -2 + ELSE IF( N.LT.0 ) THEN + INFO = -3 + ELSE IF( KD.LT.0 ) THEN + INFO = -4 + ELSE IF( NRHS.LT.0 ) THEN + INFO = -5 + ELSE IF( LDAB.LT.KD+1 ) THEN + INFO = -7 + ELSE IF( LDAFB.LT.KD+1 ) THEN + INFO = -9 + ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT. + $ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN + INFO = -10 + ELSE + IF( RCEQU ) THEN + SMIN = BIGNUM + SMAX = ZERO + DO 10 J = 1, N + SMIN = MIN( SMIN, S( J ) ) + SMAX = MAX( SMAX, S( J ) ) + 10 CONTINUE + IF( SMIN.LE.ZERO ) THEN + INFO = -11 + ELSE IF( N.GT.0 ) THEN + SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM ) + ELSE + SCOND = ONE + END IF + END IF + IF( INFO.EQ.0 ) THEN + IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -13 + ELSE IF( LDX.LT.MAX( 1, N ) ) THEN + INFO = -15 + END IF + END IF + END IF +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'CPBSVX', -INFO ) + RETURN + END IF +* + IF( EQUIL ) THEN +* +* Compute row and column scalings to equilibrate the matrix A. +* + CALL CPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFEQU ) + IF( INFEQU.EQ.0 ) THEN +* +* Equilibrate the matrix. +* + CALL CLAQHB( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, EQUED ) + RCEQU = LSAME( EQUED, 'Y' ) + END IF + END IF +* +* Scale the right-hand side. +* + IF( RCEQU ) THEN + DO 30 J = 1, NRHS + DO 20 I = 1, N + B( I, J ) = S( I )*B( I, J ) + 20 CONTINUE + 30 CONTINUE + END IF +* + IF( NOFACT .OR. EQUIL ) THEN +* +* Compute the Cholesky factorization A = U'*U or A = L*L'. +* + IF( UPPER ) THEN + DO 40 J = 1, N + J1 = MAX( J-KD, 1 ) + CALL CCOPY( J-J1+1, AB( KD+1-J+J1, J ), 1, + $ AFB( KD+1-J+J1, J ), 1 ) + 40 CONTINUE + ELSE + DO 50 J = 1, N + J2 = MIN( J+KD, N ) + CALL CCOPY( J2-J+1, AB( 1, J ), 1, AFB( 1, J ), 1 ) + 50 CONTINUE + END IF +* + CALL CPBTRF( UPLO, N, KD, AFB, LDAFB, INFO ) +* +* Return if INFO is non-zero. +* + IF( INFO.GT.0 )THEN + RCOND = ZERO + RETURN + END IF + END IF +* +* Compute the norm of the matrix A. +* + ANORM = CLANHB( '1', UPLO, N, KD, AB, LDAB, RWORK ) +* +* Compute the reciprocal of the condition number of A. +* + CALL CPBCON( UPLO, N, KD, AFB, LDAFB, ANORM, RCOND, WORK, RWORK, + $ INFO ) +* +* Compute the solution matrix X. +* + CALL CLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) + CALL CPBTRS( UPLO, N, KD, NRHS, AFB, LDAFB, X, LDX, INFO ) +* +* Use iterative refinement to improve the computed solution and +* compute error bounds and backward error estimates for it. +* + CALL CPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, + $ LDX, FERR, BERR, WORK, RWORK, INFO ) +* +* Transform the solution matrix X to a solution of the original +* system. +* + IF( RCEQU ) THEN + DO 70 J = 1, NRHS + DO 60 I = 1, N + X( I, J ) = S( I )*X( I, J ) + 60 CONTINUE + 70 CONTINUE + DO 80 J = 1, NRHS + FERR( J ) = FERR( J ) / SCOND + 80 CONTINUE + END IF +* +* Set INFO = N+1 if the matrix is singular to working precision. +* + IF( RCOND.LT.SLAMCH( 'Epsilon' ) ) + $ INFO = N + 1 +* + RETURN +* +* End of CPBSVX +* + END |