added lapack 3.7.0 with latest patches from git
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lapack-netlib/SRC/sposvxx.f
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lapack-netlib/SRC/sposvxx.f
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*> \brief <b> SPOSVXX computes the solution to system of linear equations A * X = B for PO matrices</b>
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*
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* =========== DOCUMENTATION ===========
|
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*
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||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
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||||
*> \htmlonly
|
||||
*> Download SPOSVXX + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sposvxx.f">
|
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*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sposvxx.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sposvxx.f">
|
||||
*> [TXT]</a>
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*> \endhtmlonly
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*
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||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE SPOSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED,
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* S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
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||||
* N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
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* NPARAMS, PARAMS, WORK, IWORK, INFO )
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*
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* .. Scalar Arguments ..
|
||||
* CHARACTER EQUED, FACT, UPLO
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||||
* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
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* $ N_ERR_BNDS
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* REAL RCOND, RPVGRW
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* ..
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||||
* .. Array Arguments ..
|
||||
* INTEGER IWORK( * )
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* REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
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* $ X( LDX, * ), WORK( * )
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* REAL S( * ), PARAMS( * ), BERR( * ),
|
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* $ ERR_BNDS_NORM( NRHS, * ),
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* $ ERR_BNDS_COMP( NRHS, * )
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||||
* ..
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||||
*
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||||
*
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*> \par Purpose:
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||||
* =============
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||||
*>
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||||
*> \verbatim
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||||
*>
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||||
*> SPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T
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*> to compute the solution to a real system of linear equations
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*> A * X = B, where A is an N-by-N symmetric positive definite matrix
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*> and X and B are N-by-NRHS matrices.
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*>
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||||
*> If requested, both normwise and maximum componentwise error bounds
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*> are returned. SPOSVXX will return a solution with a tiny
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*> guaranteed error (O(eps) where eps is the working machine
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*> precision) unless the matrix is very ill-conditioned, in which
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*> case a warning is returned. Relevant condition numbers also are
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*> calculated and returned.
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*>
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||||
*> SPOSVXX accepts user-provided factorizations and equilibration
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*> factors; see the definitions of the FACT and EQUED options.
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*> Solving with refinement and using a factorization from a previous
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*> SPOSVXX call will also produce a solution with either O(eps)
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*> errors or warnings, but we cannot make that claim for general
|
||||
*> user-provided factorizations and equilibration factors if they
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*> differ from what SPOSVXX would itself produce.
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||||
*> \endverbatim
|
||||
*
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||||
*> \par Description:
|
||||
* =================
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||||
*>
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||||
*> \verbatim
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||||
*>
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||||
*> The following steps are performed:
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||||
*>
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||||
*> 1. If FACT = 'E', real scaling factors are computed to equilibrate
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*> the system:
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*>
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*> diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
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*>
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*> Whether or not the system will be equilibrated depends on the
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*> scaling of the matrix A, but if equilibration is used, A is
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*> overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
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*>
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*> 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
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*> factor the matrix A (after equilibration if FACT = 'E') as
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*> A = U**T* U, if UPLO = 'U', or
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*> A = L * L**T, if UPLO = 'L',
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||||
*> where U is an upper triangular matrix and L is a lower triangular
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||||
*> matrix.
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||||
*>
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||||
*> 3. If the leading i-by-i principal minor is not positive definite,
|
||||
*> then the routine returns with INFO = i. Otherwise, the factored
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||||
*> form of A is used to estimate the condition number of the matrix
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*> A (see argument RCOND). If the reciprocal of the condition number
|
||||
*> is less than machine precision, the routine still goes on to solve
|
||||
*> for X and compute error bounds as described below.
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||||
*>
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||||
*> 4. The system of equations is solved for X using the factored form
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||||
*> of A.
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*>
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||||
*> 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
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*> the routine will use iterative refinement to try to get a small
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||||
*> error and error bounds. Refinement calculates the residual to at
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||||
*> least twice the working precision.
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||||
*>
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||||
*> 6. If equilibration was used, the matrix X is premultiplied by
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||||
*> diag(S) so that it solves the original system before
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||||
*> equilibration.
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||||
*> \endverbatim
|
||||
*
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||||
* Arguments:
|
||||
* ==========
|
||||
*
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||||
*> \verbatim
|
||||
*> Some optional parameters are bundled in the PARAMS array. These
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||||
*> settings determine how refinement is performed, but often the
|
||||
*> defaults are acceptable. If the defaults are acceptable, users
|
||||
*> can pass NPARAMS = 0 which prevents the source code from accessing
|
||||
*> the PARAMS argument.
|
||||
*> \endverbatim
|
||||
*>
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||||
*> \param[in] FACT
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*> \verbatim
|
||||
*> FACT is 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, AF contains the factored form of A.
|
||||
*> If EQUED is not 'N', the matrix A has been
|
||||
*> equilibrated with scaling factors given by S.
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*> A and AF are not modified.
|
||||
*> = 'N': The matrix A will be copied to AF and factored.
|
||||
*> = 'E': The matrix A will be equilibrated if necessary, then
|
||||
*> copied to AF and factored.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] UPLO
|
||||
*> \verbatim
|
||||
*> UPLO is CHARACTER*1
|
||||
*> = 'U': Upper triangle of A is stored;
|
||||
*> = 'L': Lower triangle of A is stored.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The number of linear equations, i.e., the order of the
|
||||
*> matrix A. N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] NRHS
|
||||
*> \verbatim
|
||||
*> NRHS is INTEGER
|
||||
*> The number of right hand sides, i.e., the number of columns
|
||||
*> of the matrices B and X. NRHS >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] A
|
||||
*> \verbatim
|
||||
*> A is REAL array, dimension (LDA,N)
|
||||
*> On entry, the symmetric matrix A, except if FACT = 'F' and EQUED =
|
||||
*> 'Y', then A must contain the equilibrated matrix
|
||||
*> diag(S)*A*diag(S). 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. A is
|
||||
*> not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED =
|
||||
*> 'N' on exit.
|
||||
*>
|
||||
*> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
||||
*> diag(S)*A*diag(S).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDA
|
||||
*> \verbatim
|
||||
*> LDA is INTEGER
|
||||
*> The leading dimension of the array A. LDA >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] AF
|
||||
*> \verbatim
|
||||
*> AF is REAL array, dimension (LDAF,N)
|
||||
*> If FACT = 'F', then AF is an input argument and on entry
|
||||
*> contains the triangular factor U or L from the Cholesky
|
||||
*> factorization A = U**T*U or A = L*L**T, in the same storage
|
||||
*> format as A. If EQUED .ne. 'N', then AF is the factored
|
||||
*> form of the equilibrated matrix diag(S)*A*diag(S).
|
||||
*>
|
||||
*> If FACT = 'N', then AF is an output argument and on exit
|
||||
*> returns the triangular factor U or L from the Cholesky
|
||||
*> factorization A = U**T*U or A = L*L**T of the original
|
||||
*> matrix A.
|
||||
*>
|
||||
*> If FACT = 'E', then AF is an output argument and on exit
|
||||
*> returns the triangular factor U or L from the Cholesky
|
||||
*> factorization A = U**T*U or A = L*L**T of the equilibrated
|
||||
*> matrix A (see the description of A for the form of the
|
||||
*> equilibrated matrix).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDAF
|
||||
*> \verbatim
|
||||
*> LDAF is INTEGER
|
||||
*> The leading dimension of the array AF. LDAF >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] EQUED
|
||||
*> \verbatim
|
||||
*> EQUED is CHARACTER*1
|
||||
*> Specifies the form of equilibration that was done.
|
||||
*> = 'N': No equilibration (always true if FACT = 'N').
|
||||
*> = 'Y': Both row and column equilibration, 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] S
|
||||
*> \verbatim
|
||||
*> S is REAL array, dimension (N)
|
||||
*> The row scale factors for A. If EQUED = 'Y', A is multiplied on
|
||||
*> the left and right by diag(S). 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. If S is output, each
|
||||
*> element of S is a power of the radix. If S is input, each element
|
||||
*> of S should be a power of the radix to ensure a reliable solution
|
||||
*> and error estimates. Scaling by powers of the radix does not cause
|
||||
*> rounding errors unless the result underflows or overflows.
|
||||
*> Rounding errors during scaling lead to refining with a matrix that
|
||||
*> is not equivalent to the input matrix, producing error estimates
|
||||
*> that may not be reliable.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] B
|
||||
*> \verbatim
|
||||
*> B is REAL 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;
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDB
|
||||
*> \verbatim
|
||||
*> LDB is INTEGER
|
||||
*> The leading dimension of the array B. LDB >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] X
|
||||
*> \verbatim
|
||||
*> X is REAL array, dimension (LDX,NRHS)
|
||||
*> If INFO = 0, the N-by-NRHS solution matrix X to the original
|
||||
*> system of equations. Note that A and B are modified on exit if
|
||||
*> EQUED .ne. 'N', and the solution to the equilibrated system is
|
||||
*> inv(diag(S))*X.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDX
|
||||
*> \verbatim
|
||||
*> LDX is INTEGER
|
||||
*> The leading dimension of the array X. LDX >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] RCOND
|
||||
*> \verbatim
|
||||
*> RCOND is REAL
|
||||
*> Reciprocal scaled condition number. This is an estimate of the
|
||||
*> reciprocal Skeel condition number of the matrix A after
|
||||
*> equilibration (if done). If this is less than the machine
|
||||
*> precision (in particular, if it is zero), the matrix is singular
|
||||
*> to working precision. Note that the error may still be small even
|
||||
*> if this number is very small and the matrix appears ill-
|
||||
*> conditioned.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] RPVGRW
|
||||
*> \verbatim
|
||||
*> RPVGRW is REAL
|
||||
*> Reciprocal pivot growth. On exit, this contains the reciprocal
|
||||
*> pivot growth factor norm(A)/norm(U). The "max absolute element"
|
||||
*> norm is used. If this is much less than 1, then the stability of
|
||||
*> the LU factorization of the (equilibrated) matrix A could be poor.
|
||||
*> This also means that the solution X, estimated condition numbers,
|
||||
*> and error bounds could be unreliable. If factorization fails with
|
||||
*> 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
||||
*> for the leading INFO columns of A.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] BERR
|
||||
*> \verbatim
|
||||
*> BERR is REAL array, dimension (NRHS)
|
||||
*> Componentwise relative backward error. This is 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).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N_ERR_BNDS
|
||||
*> \verbatim
|
||||
*> N_ERR_BNDS is INTEGER
|
||||
*> Number of error bounds to return for each right hand side
|
||||
*> and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
||||
*> ERR_BNDS_COMP below.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] ERR_BNDS_NORM
|
||||
*> \verbatim
|
||||
*> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
|
||||
*> For each right-hand side, this array contains information about
|
||||
*> various error bounds and condition numbers corresponding to the
|
||||
*> normwise relative error, which is defined as follows:
|
||||
*>
|
||||
*> Normwise relative error in the ith solution vector:
|
||||
*> max_j (abs(XTRUE(j,i) - X(j,i)))
|
||||
*> ------------------------------
|
||||
*> max_j abs(X(j,i))
|
||||
*>
|
||||
*> The array is indexed by the type of error information as described
|
||||
*> below. There currently are up to three pieces of information
|
||||
*> returned.
|
||||
*>
|
||||
*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
||||
*> right-hand side.
|
||||
*>
|
||||
*> The second index in ERR_BNDS_NORM(:,err) contains the following
|
||||
*> three fields:
|
||||
*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
||||
*> reciprocal condition number is less than the threshold
|
||||
*> sqrt(n) * slamch('Epsilon').
|
||||
*>
|
||||
*> err = 2 "Guaranteed" error bound: The estimated forward error,
|
||||
*> almost certainly within a factor of 10 of the true error
|
||||
*> so long as the next entry is greater than the threshold
|
||||
*> sqrt(n) * slamch('Epsilon'). This error bound should only
|
||||
*> be trusted if the previous boolean is true.
|
||||
*>
|
||||
*> err = 3 Reciprocal condition number: Estimated normwise
|
||||
*> reciprocal condition number. Compared with the threshold
|
||||
*> sqrt(n) * slamch('Epsilon') to determine if the error
|
||||
*> estimate is "guaranteed". These reciprocal condition
|
||||
*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
||||
*> appropriately scaled matrix Z.
|
||||
*> Let Z = S*A, where S scales each row by a power of the
|
||||
*> radix so all absolute row sums of Z are approximately 1.
|
||||
*>
|
||||
*> See Lapack Working Note 165 for further details and extra
|
||||
*> cautions.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] ERR_BNDS_COMP
|
||||
*> \verbatim
|
||||
*> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
|
||||
*> For each right-hand side, this array contains information about
|
||||
*> various error bounds and condition numbers corresponding to the
|
||||
*> componentwise relative error, which is defined as follows:
|
||||
*>
|
||||
*> Componentwise relative error in the ith solution vector:
|
||||
*> abs(XTRUE(j,i) - X(j,i))
|
||||
*> max_j ----------------------
|
||||
*> abs(X(j,i))
|
||||
*>
|
||||
*> The array is indexed by the right-hand side i (on which the
|
||||
*> componentwise relative error depends), and the type of error
|
||||
*> information as described below. There currently are up to three
|
||||
*> pieces of information returned for each right-hand side. If
|
||||
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
||||
*> the first (:,N_ERR_BNDS) entries are returned.
|
||||
*>
|
||||
*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
||||
*> right-hand side.
|
||||
*>
|
||||
*> The second index in ERR_BNDS_COMP(:,err) contains the following
|
||||
*> three fields:
|
||||
*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
||||
*> reciprocal condition number is less than the threshold
|
||||
*> sqrt(n) * slamch('Epsilon').
|
||||
*>
|
||||
*> err = 2 "Guaranteed" error bound: The estimated forward error,
|
||||
*> almost certainly within a factor of 10 of the true error
|
||||
*> so long as the next entry is greater than the threshold
|
||||
*> sqrt(n) * slamch('Epsilon'). This error bound should only
|
||||
*> be trusted if the previous boolean is true.
|
||||
*>
|
||||
*> err = 3 Reciprocal condition number: Estimated componentwise
|
||||
*> reciprocal condition number. Compared with the threshold
|
||||
*> sqrt(n) * slamch('Epsilon') to determine if the error
|
||||
*> estimate is "guaranteed". These reciprocal condition
|
||||
*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
||||
*> appropriately scaled matrix Z.
|
||||
*> Let Z = S*(A*diag(x)), where x is the solution for the
|
||||
*> current right-hand side and S scales each row of
|
||||
*> A*diag(x) by a power of the radix so all absolute row
|
||||
*> sums of Z are approximately 1.
|
||||
*>
|
||||
*> See Lapack Working Note 165 for further details and extra
|
||||
*> cautions.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] NPARAMS
|
||||
*> \verbatim
|
||||
*> NPARAMS is INTEGER
|
||||
*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
||||
*> PARAMS array is never referenced and default values are used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] PARAMS
|
||||
*> \verbatim
|
||||
*> PARAMS is REAL array, dimension NPARAMS
|
||||
*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
||||
*> that entry will be filled with default value used for that
|
||||
*> parameter. Only positions up to NPARAMS are accessed; defaults
|
||||
*> are used for higher-numbered parameters.
|
||||
*>
|
||||
*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
||||
*> refinement or not.
|
||||
*> Default: 1.0
|
||||
*> = 0.0 : No refinement is performed, and no error bounds are
|
||||
*> computed.
|
||||
*> = 1.0 : Use the double-precision refinement algorithm,
|
||||
*> possibly with doubled-single computations if the
|
||||
*> compilation environment does not support DOUBLE
|
||||
*> PRECISION.
|
||||
*> (other values are reserved for future use)
|
||||
*>
|
||||
*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
||||
*> computations allowed for refinement.
|
||||
*> Default: 10
|
||||
*> Aggressive: Set to 100 to permit convergence using approximate
|
||||
*> factorizations or factorizations other than LU. If
|
||||
*> the factorization uses a technique other than
|
||||
*> Gaussian elimination, the guarantees in
|
||||
*> err_bnds_norm and err_bnds_comp may no longer be
|
||||
*> trustworthy.
|
||||
*>
|
||||
*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
||||
*> will attempt to find a solution with small componentwise
|
||||
*> relative error in the double-precision algorithm. Positive
|
||||
*> is true, 0.0 is false.
|
||||
*> Default: 1.0 (attempt componentwise convergence)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is REAL array, dimension (4*N)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] IWORK
|
||||
*> \verbatim
|
||||
*> IWORK is INTEGER array, dimension (N)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: Successful exit. The solution to every right-hand side is
|
||||
*> guaranteed.
|
||||
*> < 0: If INFO = -i, the i-th argument had an illegal value
|
||||
*> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
||||
*> has been completed, but the factor U is exactly singular, so
|
||||
*> the solution and error bounds could not be computed. RCOND = 0
|
||||
*> is returned.
|
||||
*> = N+J: The solution corresponding to the Jth right-hand side is
|
||||
*> not guaranteed. The solutions corresponding to other right-
|
||||
*> hand sides K with K > J may not be guaranteed as well, but
|
||||
*> only the first such right-hand side is reported. If a small
|
||||
*> componentwise error is not requested (PARAMS(3) = 0.0) then
|
||||
*> the Jth right-hand side is the first with a normwise error
|
||||
*> bound that is not guaranteed (the smallest J such
|
||||
*> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
||||
*> the Jth right-hand side is the first with either a normwise or
|
||||
*> componentwise error bound that is not guaranteed (the smallest
|
||||
*> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
||||
*> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
||||
*> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
||||
*> about all of the right-hand sides check ERR_BNDS_NORM or
|
||||
*> ERR_BNDS_COMP.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \date April 2012
|
||||
*
|
||||
*> \ingroup realPOsolve
|
||||
*
|
||||
* =====================================================================
|
||||
SUBROUTINE SPOSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED,
|
||||
$ S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
|
||||
$ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
|
||||
$ NPARAMS, PARAMS, WORK, IWORK, INFO )
|
||||
*
|
||||
* -- LAPACK driver routine (version 3.7.0) --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* April 2012
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER EQUED, FACT, UPLO
|
||||
INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
|
||||
$ N_ERR_BNDS
|
||||
REAL RCOND, RPVGRW
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
INTEGER IWORK( * )
|
||||
REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
|
||||
$ X( LDX, * ), WORK( * )
|
||||
REAL S( * ), PARAMS( * ), BERR( * ),
|
||||
$ ERR_BNDS_NORM( NRHS, * ),
|
||||
$ ERR_BNDS_COMP( NRHS, * )
|
||||
* ..
|
||||
*
|
||||
* ==================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
REAL ZERO, ONE
|
||||
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
|
||||
INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
|
||||
INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
|
||||
INTEGER CMP_ERR_I, PIV_GROWTH_I
|
||||
PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
|
||||
$ BERR_I = 3 )
|
||||
PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
|
||||
PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
|
||||
$ PIV_GROWTH_I = 9 )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
LOGICAL EQUIL, NOFACT, RCEQU
|
||||
INTEGER INFEQU, J
|
||||
REAL AMAX, BIGNUM, SMIN, SMAX,
|
||||
$ SCOND, SMLNUM
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
EXTERNAL LSAME, SLAMCH, SLA_PORPVGRW
|
||||
LOGICAL LSAME
|
||||
REAL SLAMCH, SLA_PORPVGRW
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL SPOEQUB, SPOTRF, SPOTRS, SLACPY, SLAQSY,
|
||||
$ XERBLA, SLASCL2, SPORFSX
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC MAX, MIN
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
INFO = 0
|
||||
NOFACT = LSAME( FACT, 'N' )
|
||||
EQUIL = LSAME( FACT, 'E' )
|
||||
SMLNUM = SLAMCH( 'Safe minimum' )
|
||||
BIGNUM = ONE / SMLNUM
|
||||
IF( NOFACT .OR. EQUIL ) THEN
|
||||
EQUED = 'N'
|
||||
RCEQU = .FALSE.
|
||||
ELSE
|
||||
RCEQU = LSAME( EQUED, 'Y' )
|
||||
ENDIF
|
||||
*
|
||||
* Default is failure. If an input parameter is wrong or
|
||||
* factorization fails, make everything look horrible. Only the
|
||||
* pivot growth is set here, the rest is initialized in SPORFSX.
|
||||
*
|
||||
RPVGRW = ZERO
|
||||
*
|
||||
* Test the input parameters. PARAMS is not tested until SPORFSX.
|
||||
*
|
||||
IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.
|
||||
$ LSAME( FACT, 'F' ) ) THEN
|
||||
INFO = -1
|
||||
ELSE IF( .NOT.LSAME( UPLO, 'U' ) .AND.
|
||||
$ .NOT.LSAME( UPLO, 'L' ) ) THEN
|
||||
INFO = -2
|
||||
ELSE IF( N.LT.0 ) THEN
|
||||
INFO = -3
|
||||
ELSE IF( NRHS.LT.0 ) THEN
|
||||
INFO = -4
|
||||
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
|
||||
INFO = -6
|
||||
ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
|
||||
INFO = -8
|
||||
ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
|
||||
$ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
|
||||
INFO = -9
|
||||
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 = -10
|
||||
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 = -12
|
||||
ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
|
||||
INFO = -14
|
||||
END IF
|
||||
END IF
|
||||
END IF
|
||||
*
|
||||
IF( INFO.NE.0 ) THEN
|
||||
CALL XERBLA( 'SPOSVXX', -INFO )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
IF( EQUIL ) THEN
|
||||
*
|
||||
* Compute row and column scalings to equilibrate the matrix A.
|
||||
*
|
||||
CALL SPOEQUB( N, A, LDA, S, SCOND, AMAX, INFEQU )
|
||||
IF( INFEQU.EQ.0 ) THEN
|
||||
*
|
||||
* Equilibrate the matrix.
|
||||
*
|
||||
CALL SLAQSY( UPLO, N, A, LDA, S, SCOND, AMAX, EQUED )
|
||||
RCEQU = LSAME( EQUED, 'Y' )
|
||||
END IF
|
||||
END IF
|
||||
*
|
||||
* Scale the right-hand side.
|
||||
*
|
||||
IF( RCEQU ) CALL SLASCL2( N, NRHS, S, B, LDB )
|
||||
*
|
||||
IF( NOFACT .OR. EQUIL ) THEN
|
||||
*
|
||||
* Compute the Cholesky factorization of A.
|
||||
*
|
||||
CALL SLACPY( UPLO, N, N, A, LDA, AF, LDAF )
|
||||
CALL SPOTRF( UPLO, N, AF, LDAF, INFO )
|
||||
*
|
||||
* Return if INFO is non-zero.
|
||||
*
|
||||
IF( INFO.NE.0 ) THEN
|
||||
*
|
||||
* Pivot in column INFO is exactly 0
|
||||
* Compute the reciprocal pivot growth factor of the
|
||||
* leading rank-deficient INFO columns of A.
|
||||
*
|
||||
RPVGRW = SLA_PORPVGRW( UPLO, INFO, A, LDA, AF, LDAF, WORK )
|
||||
RETURN
|
||||
ENDIF
|
||||
END IF
|
||||
*
|
||||
* Compute the reciprocal growth factor RPVGRW.
|
||||
*
|
||||
RPVGRW = SLA_PORPVGRW( UPLO, N, A, LDA, AF, LDAF, WORK )
|
||||
*
|
||||
* Compute the solution matrix X.
|
||||
*
|
||||
CALL SLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
|
||||
CALL SPOTRS( UPLO, N, NRHS, AF, LDAF, X, LDX, INFO )
|
||||
*
|
||||
* Use iterative refinement to improve the computed solution and
|
||||
* compute error bounds and backward error estimates for it.
|
||||
*
|
||||
CALL SPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF,
|
||||
$ S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM,
|
||||
$ ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
||||
|
||||
*
|
||||
* Scale solutions.
|
||||
*
|
||||
IF ( RCEQU ) THEN
|
||||
CALL SLASCL2 ( N, NRHS, S, X, LDX )
|
||||
END IF
|
||||
*
|
||||
RETURN
|
||||
*
|
||||
* End of SPOSVXX
|
||||
*
|
||||
END
|
||||
Reference in New Issue
Block a user