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authorjulie <julielangou@users.noreply.github.com>2008-12-16 17:06:58 +0000
committerjulie <julielangou@users.noreply.github.com>2008-12-16 17:06:58 +0000
commitff981f106bde4ce6a74aa4f4a572c943f5a395b2 (patch)
treea386cad907bcaefd6893535c31d67ec9468e693e /SRC/zcgesv.f
parente58b61578b55644f6391f3333262b72c1dc88437 (diff)
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-rw-r--r--SRC/zcgesv.f280
1 files changed, 145 insertions, 135 deletions
diff --git a/SRC/zcgesv.f b/SRC/zcgesv.f
index 5a6d5c28..a6e6aa8e 100644
--- a/SRC/zcgesv.f
+++ b/SRC/zcgesv.f
@@ -1,49 +1,46 @@
SUBROUTINE ZCGESV( N, NRHS, A, LDA, IPIV, B, LDB, X, LDX, WORK,
- + SWORK, ITER, INFO)
+ + SWORK, RWORK, ITER, INFO )
*
-* -- LAPACK PROTOTYPE driver routine (version 3.1.1) --
+* -- LAPACK PROTOTYPE driver routine (version 3.2) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* January 2007
*
* ..
-* .. WARNING: PROTOTYPE ..
-* This is an LAPACK PROTOTYPE routine which means that the
-* interface of this routine is likely to be changed in the future
-* based on community feedback.
-*
-* ..
* .. Scalar Arguments ..
- INTEGER INFO,ITER,LDA,LDB,LDX,N,NRHS
+ INTEGER INFO, ITER, LDA, LDB, LDX, N, NRHS
* ..
* .. Array Arguments ..
- INTEGER IPIV(*)
- COMPLEX SWORK(*)
- COMPLEX*16 A(LDA,*),B(LDB,*),WORK(N,*),X(LDX,*)
+ INTEGER IPIV( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX SWORK( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( N, * ),
+ + X( LDX, * )
* ..
*
* Purpose
* =======
*
-* ZCGESV computes the solution to a real system of linear equations
+* ZCGESV computes the solution to a complex system of linear equations
* A * X = B,
* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
*
-* ZCGESV first attempts to factorize the matrix in SINGLE COMPLEX PRECISION
-* and use this factorization within an iterative refinement procedure to
-* produce a solution with DOUBLE COMPLEX PRECISION normwise backward error
-* quality (see below). If the approach fails the method switches to a
-* DOUBLE COMPLEX PRECISION factorization and solve.
+* ZCGESV 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 SINGLE PRECISION performance over DOUBLE PRECISION 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 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
+* RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
* where
* o ITER is the number of the current iteration in the iterative
* refinement process
@@ -51,7 +48,8 @@
* 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.
+* The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
+* respectively.
*
* Arguments
* =========
@@ -80,12 +78,12 @@
* IPIV (output) INTEGER array, dimension (N)
* The pivot indices that define the permutation matrix P;
* row i of the matrix was interchanged with row IPIV(i).
-* Corresponds either to the single precision factorization
-* (if INFO.EQ.0 and ITER.GE.0) or the double precision
+* Corresponds either to the single precision factorization
+* (if INFO.EQ.0 and ITER.GE.0) or the double precision
* factorization (if INFO.EQ.0 and ITER.LT.0).
*
* B (input) COMPLEX*16 array, dimension (LDB,NRHS)
-* The N-by-NRHS matrix of right hand side matrix B.
+* The N-by-NRHS right hand side matrix B.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
@@ -100,17 +98,19 @@
* 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
+* 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, double precision
+* < 0: iterative refinement has failed, COMPLEX*16
* factorization has been performed
-* -1 : taking into account machine parameters, N, NRHS, it
-* is a priori not worth working in SINGLE PRECISION
-* -2 : overflow of an entry when moving from double to
-* SINGLE PRECISION
-* -3 : failure of SGETRF
+* -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 CGETRF
* -31: stop the iterative refinement after the 30th
* iterations
* > 0: iterative refinement has been sucessfully used.
@@ -119,34 +119,43 @@
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
-* > 0: if INFO = i, U(i,i) computed in DOUBLE PRECISION is
-* exactly zero. The factorization has been completed,
-* but the factor U is exactly singular, so the solution
+* > 0: if INFO = i, U(i,i) computed in COMPLEX*16 is exactly
+* zero. The factorization has been completed, but the
+* factor U is exactly singular, so the solution
* could not be computed.
*
* =========
*
* .. Parameters ..
- COMPLEX*16 NEGONE,ONE
- PARAMETER (NEGONE=(-1.0D+00,0.0D+00),ONE=(1.0D+00,0.0D+00))
+ 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 ..
- LOGICAL DOITREF
- INTEGER I,IITER,ITERMAX,OK,PTSA,PTSX
- DOUBLE PRECISION ANRM,BWDMAX,CTE,EPS,RNRM,XNRM
- COMPLEX*16 ZDUM
+ INTEGER I, IITER, PTSA, PTSX
+ DOUBLE PRECISION ANRM, CTE, EPS, RNRM, XNRM
+ COMPLEX*16 ZDUM
*
* .. External Subroutines ..
- EXTERNAL CGETRS,CGETRF,CLAG2Z,XERBLA,ZAXPY,
- $ ZGEMM,ZLACPY,ZLAG2C
+ EXTERNAL CGETRS, CGETRF, CLAG2Z, XERBLA, ZAXPY, ZGEMM,
+ + ZLACPY, ZLAG2C
* ..
* .. External Functions ..
- INTEGER IZAMAX
- DOUBLE PRECISION DLAMCH,ZLANGE
- EXTERNAL IZAMAX,DLAMCH,ZLANGE
+ INTEGER IZAMAX
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL IZAMAX, DLAMCH, ZLANGE
* ..
* .. Intrinsic Functions ..
- INTRINSIC ABS,DBLE,MAX,SQRT
+ INTRINSIC ABS, DBLE, MAX, SQRT
* ..
* .. Statement Functions ..
DOUBLE PRECISION CABS1
@@ -156,51 +165,47 @@
* ..
* .. Executable Statements ..
*
- ITERMAX = 30
- BWDMAX = 1.0E+00
- DOITREF = .TRUE.
-*
- OK = 0
INFO = 0
ITER = 0
*
* Test the input parameters.
*
- IF (N.LT.0) THEN
- INFO = -1
- ELSE IF (NRHS.LT.0) THEN
- INFO = -2
- ELSE IF (LDA.LT.MAX(1,N)) THEN
- INFO = -4
- ELSE IF (LDB.LT.MAX(1,N)) THEN
- INFO = -7
- ELSE IF (LDX.LT.MAX(1,N)) THEN
- INFO = -9
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -4
+ 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('ZCGESV',-INFO)
- RETURN
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZCGESV', -INFO )
+ RETURN
END IF
*
* Quick return if (N.EQ.0).
*
- IF (N.EQ.0) RETURN
+ 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
+ IF( .NOT.DOITREF ) THEN
+ ITER = -1
+ GO TO 40
END IF
*
* Compute some constants.
*
- ANRM = ZLANGE('I',N,N,A,LDA,WORK)
- EPS = DLAMCH('Epsilon')
- CTE = ANRM*EPS*SQRT(DBLE(N))*BWDMAX
+ ANRM = ZLANGE( 'I', N, N, A, LDA, RWORK )
+ EPS = DLAMCH( 'Epsilon' )
+ CTE = ANRM*EPS*SQRT( DBLE( N ) )*BWDMAX
*
-* Set the pointers PTSA, PTSX for referencing SA and SX in SWORK.
+* Set the indices PTSA, PTSX for referencing SA and SX in SWORK.
*
PTSA = 1
PTSX = PTSA + N*N
@@ -208,58 +213,59 @@
* Convert B from double precision to single precision and store the
* result in SX.
*
- CALL ZLAG2C(N,NRHS,B,LDB,SWORK(PTSX),N,INFO)
+ CALL ZLAG2C( N, NRHS, B, LDB, SWORK( PTSX ), N, INFO )
*
- IF (INFO.NE.0) THEN
- ITER = -2
- GO TO 40
+ 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 ZLAG2C(N,N,A,LDA,SWORK(PTSA),N,INFO)
+ CALL ZLAG2C( N, N, A, LDA, SWORK( PTSA ), N, INFO )
*
- IF (INFO.NE.0) THEN
- ITER = -2
- GO TO 40
+ IF( INFO.NE.0 ) THEN
+ ITER = -2
+ GO TO 40
END IF
*
* Compute the LU factorization of SA.
*
- CALL CGETRF(N,N,SWORK(PTSA),N,IPIV,INFO)
+ CALL CGETRF( N, N, SWORK( PTSA ), N, IPIV, INFO )
*
- IF (INFO.NE.0) THEN
- ITER = -3
- GO TO 40
+ IF( INFO.NE.0 ) THEN
+ ITER = -3
+ GO TO 40
END IF
*
* Solve the system SA*SX = SB.
*
- CALL CGETRS('No transpose',N,NRHS,SWORK(PTSA),N,IPIV,
- + SWORK(PTSX),N,INFO)
+ CALL CGETRS( 'No transpose', N, NRHS, SWORK( PTSA ), N, IPIV,
+ + SWORK( PTSX ), N, INFO )
*
* Convert SX back to double precision
*
- CALL CLAG2Z(N,NRHS,SWORK(PTSX),N,X,LDX,INFO)
+ 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 ZLACPY( 'All', N, NRHS, B, LDB, WORK, N )
*
- CALL ZGEMM('No Transpose','No Transpose',N,NRHS,N,NEGONE,A,LDA,X,
- + LDX,ONE,WORK,N)
+ CALL ZGEMM( 'No Transpose', 'No Transpose', N, NRHS, N, NEGONE, A,
+ + LDA, X, LDX, ONE, WORK, N )
*
-* Check whether the NRHS normwised backward errors satisfy the
+* 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) GOTO 10
+ 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 normwised backward errors satisfy the
+* If we are here, the NRHS normwise backward errors satisfy the
* stopping criterion. We are good to exit.
*
ITER = 0
@@ -267,54 +273,57 @@
*
10 CONTINUE
*
- DO 30 IITER = 1,ITERMAX
+ DO 30 IITER = 1, ITERMAX
*
-* Convert R (in WORK) from double precision to single precision
-* and store the result in SX.
+* 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)
+ CALL ZLAG2C( N, NRHS, WORK, N, SWORK( PTSX ), N, INFO )
*
- IF (INFO.NE.0) THEN
- ITER = -2
- GO TO 40
- END IF
+ IF( INFO.NE.0 ) THEN
+ ITER = -2
+ GO TO 40
+ END IF
*
-* Solve the system SA*SX = SR.
+* Solve the system SA*SX = SR.
*
- CALL CGETRS('No transpose',N,NRHS,SWORK(PTSA),N,IPIV,
- + SWORK(PTSX),N,INFO)
+ CALL CGETRS( 'No transpose', N, NRHS, SWORK( PTSA ), N, IPIV,
+ + SWORK( PTSX ), N, INFO )
*
-* Convert SX back to double precision and update the current
-* iterate.
+* Convert SX back to double precision and update the current
+* iterate.
*
- CALL CLAG2Z(N,NRHS,SWORK(PTSX),N,WORK,N,INFO)
+ CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, WORK, N, INFO )
*
- CALL ZAXPY(N*NRHS,ONE,WORK,1,X,1)
+ 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).
+* Compute R = B - AX (R is WORK).
*
- CALL ZLACPY('All',N,NRHS,B,LDB,WORK,N)
+ CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N )
*
- CALL ZGEMM('No Transpose','No Transpose',N,NRHS,N,NEGONE,A,
- + LDA,X,LDX,ONE,WORK,N)
+ CALL ZGEMM( 'No Transpose', 'No Transpose', N, NRHS, N, NEGONE,
+ + A, LDA, X, LDX, ONE, WORK, N )
*
-* Check whether the NRHS normwised backward errors satisfy the
-* stopping criterion. If yes, set ITER=IITER>0 and return.
+* 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) GOTO 20
- END DO
+ 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 normwised backward errors satisfy the
-* stopping criterion, we are good to exit.
+* If we are here, the NRHS normwise backward errors satisfy the
+* stopping criterion, we are good to exit.
*
- ITER = IITER
+ ITER = IITER
*
- RETURN
+ RETURN
*
- 20 CONTINUE
+ 20 CONTINUE
*
30 CONTINUE
*
@@ -330,13 +339,14 @@
* Single-precision iterative refinement failed to converge to a
* satisfactory solution, so we resort to double precision.
*
- CALL ZGETRF(N,N,A,LDA,IPIV,INFO)
+ CALL ZGETRF( N, N, A, LDA, IPIV, INFO )
*
- CALL ZLACPY('All',N,NRHS,B,LDB,X,LDX)
+ IF( INFO.NE.0 )
+ + RETURN
*
- IF (INFO.EQ.0) THEN
- CALL ZGETRS('No transpose',N,NRHS,A,LDA,IPIV,X,LDX,INFO)
- END IF
+ CALL ZLACPY( 'All', N, NRHS, B, LDB, X, LDX )
+ CALL ZGETRS( 'No transpose', N, NRHS, A, LDA, IPIV, X, LDX,
+ + INFO )
*
RETURN
*