938 lines
30 KiB
C
938 lines
30 KiB
C
#include <math.h>
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#include <stdlib.h>
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#include <string.h>
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#include <stdio.h>
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#include <complex.h>
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#ifdef complex
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#undef complex
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#endif
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#ifdef I
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#undef I
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#endif
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#if defined(_WIN64)
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typedef long long BLASLONG;
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typedef unsigned long long BLASULONG;
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#else
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typedef long BLASLONG;
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typedef unsigned long BLASULONG;
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#endif
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#ifdef LAPACK_ILP64
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typedef BLASLONG blasint;
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#if defined(_WIN64)
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#define blasabs(x) llabs(x)
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#else
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#define blasabs(x) labs(x)
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#endif
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#else
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typedef int blasint;
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#define blasabs(x) abs(x)
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#endif
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typedef blasint integer;
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typedef unsigned int uinteger;
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typedef char *address;
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typedef short int shortint;
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typedef float real;
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typedef double doublereal;
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typedef struct { real r, i; } complex;
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typedef struct { doublereal r, i; } doublecomplex;
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#ifdef _MSC_VER
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static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
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static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
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static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
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static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
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#else
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static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
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static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
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static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
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static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
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#endif
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#define pCf(z) (*_pCf(z))
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#define pCd(z) (*_pCd(z))
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typedef blasint logical;
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typedef char logical1;
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typedef char integer1;
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#define TRUE_ (1)
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#define FALSE_ (0)
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/* Extern is for use with -E */
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#ifndef Extern
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#define Extern extern
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#endif
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/* I/O stuff */
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typedef int flag;
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typedef int ftnlen;
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typedef int ftnint;
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/*external read, write*/
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typedef struct
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{ flag cierr;
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ftnint ciunit;
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flag ciend;
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char *cifmt;
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ftnint cirec;
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} cilist;
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/*internal read, write*/
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typedef struct
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{ flag icierr;
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char *iciunit;
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flag iciend;
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char *icifmt;
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ftnint icirlen;
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ftnint icirnum;
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} icilist;
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/*open*/
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typedef struct
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{ flag oerr;
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ftnint ounit;
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char *ofnm;
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ftnlen ofnmlen;
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char *osta;
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char *oacc;
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char *ofm;
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ftnint orl;
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char *oblnk;
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} olist;
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/*close*/
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typedef struct
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{ flag cerr;
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ftnint cunit;
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char *csta;
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} cllist;
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/*rewind, backspace, endfile*/
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typedef struct
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{ flag aerr;
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ftnint aunit;
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} alist;
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/* inquire */
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typedef struct
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{ flag inerr;
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ftnint inunit;
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char *infile;
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ftnlen infilen;
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ftnint *inex; /*parameters in standard's order*/
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ftnint *inopen;
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ftnint *innum;
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ftnint *innamed;
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char *inname;
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ftnlen innamlen;
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char *inacc;
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ftnlen inacclen;
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char *inseq;
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ftnlen inseqlen;
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char *indir;
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ftnlen indirlen;
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char *infmt;
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ftnlen infmtlen;
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char *inform;
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ftnint informlen;
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char *inunf;
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ftnlen inunflen;
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ftnint *inrecl;
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ftnint *innrec;
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char *inblank;
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ftnlen inblanklen;
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} inlist;
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#define VOID void
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union Multitype { /* for multiple entry points */
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integer1 g;
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shortint h;
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integer i;
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/* longint j; */
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real r;
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doublereal d;
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complex c;
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doublecomplex z;
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};
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typedef union Multitype Multitype;
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struct Vardesc { /* for Namelist */
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char *name;
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char *addr;
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ftnlen *dims;
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int type;
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};
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typedef struct Vardesc Vardesc;
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struct Namelist {
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char *name;
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Vardesc **vars;
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int nvars;
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};
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typedef struct Namelist Namelist;
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#define abs(x) ((x) >= 0 ? (x) : -(x))
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#define dabs(x) (fabs(x))
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#define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
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#define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
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#define dmin(a,b) (f2cmin(a,b))
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#define dmax(a,b) (f2cmax(a,b))
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#define bit_test(a,b) ((a) >> (b) & 1)
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#define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
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#define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
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#define abort_() { sig_die("Fortran abort routine called", 1); }
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#define c_abs(z) (cabsf(Cf(z)))
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#define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
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#ifdef _MSC_VER
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#define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
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#define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
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#else
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#define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
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#define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
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#endif
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#define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
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#define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
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#define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
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//#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
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#define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
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#define d_abs(x) (fabs(*(x)))
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#define d_acos(x) (acos(*(x)))
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#define d_asin(x) (asin(*(x)))
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#define d_atan(x) (atan(*(x)))
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#define d_atn2(x, y) (atan2(*(x),*(y)))
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#define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
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#define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
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#define d_cos(x) (cos(*(x)))
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#define d_cosh(x) (cosh(*(x)))
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#define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
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#define d_exp(x) (exp(*(x)))
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#define d_imag(z) (cimag(Cd(z)))
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#define r_imag(z) (cimagf(Cf(z)))
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#define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
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#define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
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#define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
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#define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
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#define d_log(x) (log(*(x)))
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#define d_mod(x, y) (fmod(*(x), *(y)))
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#define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
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#define d_nint(x) u_nint(*(x))
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#define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
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#define d_sign(a,b) u_sign(*(a),*(b))
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#define r_sign(a,b) u_sign(*(a),*(b))
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#define d_sin(x) (sin(*(x)))
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#define d_sinh(x) (sinh(*(x)))
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#define d_sqrt(x) (sqrt(*(x)))
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#define d_tan(x) (tan(*(x)))
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#define d_tanh(x) (tanh(*(x)))
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#define i_abs(x) abs(*(x))
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#define i_dnnt(x) ((integer)u_nint(*(x)))
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#define i_len(s, n) (n)
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#define i_nint(x) ((integer)u_nint(*(x)))
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#define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
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#define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
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#define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
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#define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
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#define sig_die(s, kill) { exit(1); }
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#define s_stop(s, n) {exit(0);}
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#define z_abs(z) (cabs(Cd(z)))
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#define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
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#define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
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#define myexit_() break;
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#define mycycle() continue;
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#define myceiling(w) {ceil(w)}
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#define myhuge(w) {HUGE_VAL}
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//#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
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#define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
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/* -- translated by f2c (version 20000121).
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You must link the resulting object file with the libraries:
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-lf2c -lm (in that order)
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*/
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/* > \brief <b> SGESVX computes the solution to system of linear equations A * X = B for GE matrices</b> */
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/* =========== DOCUMENTATION =========== */
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/* Online html documentation available at */
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/* http://www.netlib.org/lapack/explore-html/ */
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/* > \htmlonly */
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/* > Download SGESVX + dependencies */
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/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgesvx.
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f"> */
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/* > [TGZ]</a> */
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/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgesvx.
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f"> */
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/* > [ZIP]</a> */
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/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgesvx.
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f"> */
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/* > [TXT]</a> */
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/* > \endhtmlonly */
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/* Definition: */
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/* =========== */
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/* SUBROUTINE SGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, */
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/* EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, */
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/* WORK, IWORK, INFO ) */
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/* CHARACTER EQUED, FACT, TRANS */
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/* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS */
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/* REAL RCOND */
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/* INTEGER IPIV( * ), IWORK( * ) */
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/* REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ), */
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/* $ BERR( * ), C( * ), FERR( * ), R( * ), */
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/* $ WORK( * ), X( LDX, * ) */
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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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/* > SGESVX uses the LU factorization to compute the solution to a real */
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/* > system of linear equations */
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/* > A * X = B, */
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/* > where A is an N-by-N matrix and X and B are N-by-NRHS matrices. */
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/* > */
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/* > Error bounds on the solution and a condition estimate are also */
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/* > provided. */
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/* > \endverbatim */
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/* > \par Description: */
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/* ================= */
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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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/* > TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B */
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/* > TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B */
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/* > TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B */
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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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') */
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/* > or diag(C)*B (if TRANS = 'T' or 'C'). */
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/* > */
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/* > 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the */
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/* > matrix A (after equilibration if FACT = 'E') as */
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/* > A = P * L * U, */
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/* > where P is a permutation matrix, L is a unit lower triangular */
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/* > matrix, and U is upper triangular. */
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/* > */
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/* > 3. If some U(i,i)=0, so that U is exactly singular, then the routine */
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/* > returns with INFO = i. Otherwise, the factored form of A is used */
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/* > to estimate the condition number of the matrix A. If the */
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/* > reciprocal of the condition number is less than machine precision, */
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/* > INFO = N+1 is returned as a warning, but the routine still goes on */
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/* > 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. Iterative refinement is applied to improve the computed solution */
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/* > matrix and calculate error bounds and backward error estimates */
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/* > for it. */
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/* > */
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/* > 6. If equilibration was used, the matrix X is premultiplied by */
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/* > diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so */
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/* > that it solves the original system before equilibration. */
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/* > \endverbatim */
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/* Arguments: */
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/* ========== */
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/* > \param[in] FACT */
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/* > \verbatim */
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/* > FACT is CHARACTER*1 */
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/* > Specifies whether or not the factored form of the matrix A is */
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/* > supplied on entry, and if not, whether the matrix A should be */
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/* > equilibrated before it is factored. */
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/* > = 'F': On entry, AF and IPIV contain the factored form of A. */
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/* > If EQUED is not 'N', the matrix A has been */
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/* > equilibrated with scaling factors given by R and C. */
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/* > A, AF, and IPIV are not modified. */
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/* > = 'N': The matrix A will be copied to AF and factored. */
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/* > = 'E': The matrix A will be equilibrated if necessary, then */
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/* > copied to AF and factored. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] TRANS */
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/* > \verbatim */
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/* > TRANS is CHARACTER*1 */
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/* > Specifies the form of the system of equations: */
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/* > = 'N': A * X = B (No transpose) */
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/* > = 'T': A**T * X = B (Transpose) */
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/* > = 'C': A**H * X = B (Transpose) */
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/* > \endverbatim */
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/* > */
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/* > \param[in] N */
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/* > \verbatim */
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/* > N is INTEGER */
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/* > The number of linear equations, i.e., the order of the */
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/* > matrix A. N >= 0. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] NRHS */
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/* > \verbatim */
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/* > NRHS is INTEGER */
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/* > The number of right hand sides, i.e., the number of columns */
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/* > of the matrices B and X. NRHS >= 0. */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] A */
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/* > \verbatim */
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/* > A is REAL array, dimension (LDA,N) */
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/* > On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is */
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/* > not 'N', then A must have been equilibrated by the scaling */
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/* > factors in R and/or C. A is not modified if FACT = 'F' or */
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/* > 'N', or if FACT = 'E' and EQUED = 'N' on exit. */
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/* > */
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/* > On exit, if EQUED .ne. 'N', A is scaled as follows: */
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/* > EQUED = 'R': A := diag(R) * A */
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/* > EQUED = 'C': A := A * diag(C) */
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/* > EQUED = 'B': A := diag(R) * A * diag(C). */
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/* > \endverbatim */
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/* > */
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/* > \param[in] LDA */
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/* > \verbatim */
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/* > LDA is INTEGER */
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/* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] AF */
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/* > \verbatim */
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/* > AF is REAL array, dimension (LDAF,N) */
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/* > If FACT = 'F', then AF is an input argument and on entry */
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/* > contains the factors L and U from the factorization */
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/* > A = P*L*U as computed by SGETRF. If EQUED .ne. 'N', then */
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/* > AF is the factored form of the equilibrated matrix A. */
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/* > */
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/* > If FACT = 'N', then AF is an output argument and on exit */
|
|
/* > returns the factors L and U from the factorization A = P*L*U */
|
|
/* > of the original matrix A. */
|
|
/* > */
|
|
/* > If FACT = 'E', then AF is an output argument and on exit */
|
|
/* > returns the factors L and U from the factorization A = P*L*U */
|
|
/* > 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 >= f2cmax(1,N). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in,out] IPIV */
|
|
/* > \verbatim */
|
|
/* > IPIV is INTEGER array, dimension (N) */
|
|
/* > If FACT = 'F', then IPIV is an input argument and on entry */
|
|
/* > contains the pivot indices from the factorization A = P*L*U */
|
|
/* > as computed by SGETRF; row i of the matrix was interchanged */
|
|
/* > with row IPIV(i). */
|
|
/* > */
|
|
/* > If FACT = 'N', then IPIV is an output argument and on exit */
|
|
/* > contains the pivot indices from the factorization A = P*L*U */
|
|
/* > of the original matrix A. */
|
|
/* > */
|
|
/* > If FACT = 'E', then IPIV is an output argument and on exit */
|
|
/* > contains the pivot indices from the factorization A = P*L*U */
|
|
/* > of the equilibrated matrix A. */
|
|
/* > \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'). */
|
|
/* > = 'R': Row equilibration, i.e., A has been premultiplied by */
|
|
/* > diag(R). */
|
|
/* > = 'C': Column equilibration, i.e., A has been postmultiplied */
|
|
/* > by diag(C). */
|
|
/* > = 'B': Both row and column equilibration, i.e., A has been */
|
|
/* > replaced by diag(R) * A * diag(C). */
|
|
/* > EQUED is an input argument if FACT = 'F'; otherwise, it is an */
|
|
/* > output argument. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in,out] R */
|
|
/* > \verbatim */
|
|
/* > R is REAL array, dimension (N) */
|
|
/* > The row scale factors for A. If EQUED = 'R' or 'B', A is */
|
|
/* > multiplied on the left by diag(R); if EQUED = 'N' or 'C', R */
|
|
/* > is not accessed. R is an input argument if FACT = 'F'; */
|
|
/* > otherwise, R is an output argument. If FACT = 'F' and */
|
|
/* > EQUED = 'R' or 'B', each element of R must be positive. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in,out] C */
|
|
/* > \verbatim */
|
|
/* > C is REAL array, dimension (N) */
|
|
/* > The column scale factors for A. If EQUED = 'C' or 'B', A is */
|
|
/* > multiplied on the right by diag(C); if EQUED = 'N' or 'R', C */
|
|
/* > is not accessed. C is an input argument if FACT = 'F'; */
|
|
/* > otherwise, C is an output argument. If FACT = 'F' and */
|
|
/* > EQUED = 'C' or 'B', each element of C must be positive. */
|
|
/* > \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 TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by */
|
|
/* > diag(R)*B; */
|
|
/* > if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is */
|
|
/* > overwritten by diag(C)*B. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] LDB */
|
|
/* > \verbatim */
|
|
/* > LDB is INTEGER */
|
|
/* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] X */
|
|
/* > \verbatim */
|
|
/* > X is REAL 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 A and B are */
|
|
/* > modified on exit if EQUED .ne. 'N', and the solution to the */
|
|
/* > equilibrated system is inv(diag(C))*X if TRANS = 'N' and */
|
|
/* > EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' */
|
|
/* > and EQUED = 'R' or 'B'. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[in] LDX */
|
|
/* > \verbatim */
|
|
/* > LDX is INTEGER */
|
|
/* > The leading dimension of the array X. LDX >= f2cmax(1,N). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] RCOND */
|
|
/* > \verbatim */
|
|
/* > RCOND is 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. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] FERR */
|
|
/* > \verbatim */
|
|
/* > FERR is 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. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] BERR */
|
|
/* > \verbatim */
|
|
/* > BERR is 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). */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] WORK */
|
|
/* > \verbatim */
|
|
/* > WORK is REAL array, dimension (4*N) */
|
|
/* > On exit, WORK(1) contains the reciprocal pivot growth */
|
|
/* > factor norm(A)/norm(U). The "f2cmax absolute element" norm is */
|
|
/* > used. If WORK(1) 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, condition */
|
|
/* > estimator RCOND, and forward error bound FERR could be */
|
|
/* > unreliable. If factorization fails with 0<INFO<=N, then */
|
|
/* > WORK(1) contains the reciprocal pivot growth factor for the */
|
|
/* > leading INFO columns of A. */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] IWORK */
|
|
/* > \verbatim */
|
|
/* > IWORK is INTEGER array, dimension (N) */
|
|
/* > \endverbatim */
|
|
/* > */
|
|
/* > \param[out] INFO */
|
|
/* > \verbatim */
|
|
/* > INFO is INTEGER */
|
|
/* > = 0: successful exit */
|
|
/* > < 0: if INFO = -i, the i-th argument had an illegal value */
|
|
/* > > 0: if INFO = i, and i is */
|
|
/* > <= N: U(i,i) 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+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. */
|
|
/* > \endverbatim */
|
|
|
|
/* Authors: */
|
|
/* ======== */
|
|
|
|
/* > \author Univ. of Tennessee */
|
|
/* > \author Univ. of California Berkeley */
|
|
/* > \author Univ. of Colorado Denver */
|
|
/* > \author NAG Ltd. */
|
|
|
|
/* > \date April 2012 */
|
|
|
|
/* > \ingroup realGEsolve */
|
|
|
|
/* ===================================================================== */
|
|
/* Subroutine */ void sgesvx_(char *fact, char *trans, integer *n, integer *
|
|
nrhs, real *a, integer *lda, real *af, integer *ldaf, integer *ipiv,
|
|
char *equed, real *r__, real *c__, real *b, integer *ldb, real *x,
|
|
integer *ldx, real *rcond, real *ferr, real *berr, real *work,
|
|
integer *iwork, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
|
|
x_offset, i__1, i__2;
|
|
real r__1, r__2;
|
|
|
|
/* Local variables */
|
|
real amax;
|
|
char norm[1];
|
|
integer i__, j;
|
|
extern logical lsame_(char *, char *);
|
|
real rcmin, rcmax, anorm;
|
|
logical equil;
|
|
real colcnd;
|
|
extern real slamch_(char *), slange_(char *, integer *, integer *,
|
|
real *, integer *, real *);
|
|
logical nofact;
|
|
extern /* Subroutine */ void slaqge_(integer *, integer *, real *, integer
|
|
*, real *, real *, real *, real *, real *, char *);
|
|
extern int xerbla_(char *, integer *, ftnlen);
|
|
extern void sgecon_(char *, integer *,
|
|
real *, integer *, real *, real *, real *, integer *, integer *);
|
|
real bignum;
|
|
integer infequ;
|
|
logical colequ;
|
|
extern /* Subroutine */ void sgeequ_(integer *, integer *, real *, integer
|
|
*, real *, real *, real *, real *, real *, integer *), sgerfs_(
|
|
char *, integer *, integer *, real *, integer *, real *, integer *
|
|
, integer *, real *, integer *, real *, integer *, real *, real *,
|
|
real *, integer *, integer *);
|
|
extern int sgetrf_(integer *,
|
|
integer *, real *, integer *, integer *, integer *);
|
|
real rowcnd;
|
|
extern /* Subroutine */ void slacpy_(char *, integer *, integer *, real *,
|
|
integer *, real *, integer *);
|
|
logical notran;
|
|
extern real slantr_(char *, char *, char *, integer *, integer *, real *,
|
|
integer *, real *);
|
|
extern /* Subroutine */ int sgetrs_(char *, integer *, integer *, real *,
|
|
integer *, integer *, real *, integer *, integer *);
|
|
real smlnum;
|
|
logical rowequ;
|
|
real rpvgrw;
|
|
|
|
|
|
/* -- 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 */
|
|
|
|
|
|
/* ===================================================================== */
|
|
|
|
|
|
/* Parameter adjustments */
|
|
a_dim1 = *lda;
|
|
a_offset = 1 + a_dim1 * 1;
|
|
a -= a_offset;
|
|
af_dim1 = *ldaf;
|
|
af_offset = 1 + af_dim1 * 1;
|
|
af -= af_offset;
|
|
--ipiv;
|
|
--r__;
|
|
--c__;
|
|
b_dim1 = *ldb;
|
|
b_offset = 1 + b_dim1 * 1;
|
|
b -= b_offset;
|
|
x_dim1 = *ldx;
|
|
x_offset = 1 + x_dim1 * 1;
|
|
x -= x_offset;
|
|
--ferr;
|
|
--berr;
|
|
--work;
|
|
--iwork;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
nofact = lsame_(fact, "N");
|
|
equil = lsame_(fact, "E");
|
|
notran = lsame_(trans, "N");
|
|
if (nofact || equil) {
|
|
*(unsigned char *)equed = 'N';
|
|
rowequ = FALSE_;
|
|
colequ = FALSE_;
|
|
} else {
|
|
rowequ = lsame_(equed, "R") || lsame_(equed,
|
|
"B");
|
|
colequ = lsame_(equed, "C") || lsame_(equed,
|
|
"B");
|
|
smlnum = slamch_("Safe minimum");
|
|
bignum = 1.f / smlnum;
|
|
}
|
|
|
|
/* Test the input parameters. */
|
|
|
|
if (! nofact && ! equil && ! lsame_(fact, "F")) {
|
|
*info = -1;
|
|
} else if (! notran && ! lsame_(trans, "T") && !
|
|
lsame_(trans, "C")) {
|
|
*info = -2;
|
|
} else if (*n < 0) {
|
|
*info = -3;
|
|
} else if (*nrhs < 0) {
|
|
*info = -4;
|
|
} else if (*lda < f2cmax(1,*n)) {
|
|
*info = -6;
|
|
} else if (*ldaf < f2cmax(1,*n)) {
|
|
*info = -8;
|
|
} else if (lsame_(fact, "F") && ! (rowequ || colequ
|
|
|| lsame_(equed, "N"))) {
|
|
*info = -10;
|
|
} else {
|
|
if (rowequ) {
|
|
rcmin = bignum;
|
|
rcmax = 0.f;
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
/* Computing MIN */
|
|
r__1 = rcmin, r__2 = r__[j];
|
|
rcmin = f2cmin(r__1,r__2);
|
|
/* Computing MAX */
|
|
r__1 = rcmax, r__2 = r__[j];
|
|
rcmax = f2cmax(r__1,r__2);
|
|
/* L10: */
|
|
}
|
|
if (rcmin <= 0.f) {
|
|
*info = -11;
|
|
} else if (*n > 0) {
|
|
rowcnd = f2cmax(rcmin,smlnum) / f2cmin(rcmax,bignum);
|
|
} else {
|
|
rowcnd = 1.f;
|
|
}
|
|
}
|
|
if (colequ && *info == 0) {
|
|
rcmin = bignum;
|
|
rcmax = 0.f;
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
/* Computing MIN */
|
|
r__1 = rcmin, r__2 = c__[j];
|
|
rcmin = f2cmin(r__1,r__2);
|
|
/* Computing MAX */
|
|
r__1 = rcmax, r__2 = c__[j];
|
|
rcmax = f2cmax(r__1,r__2);
|
|
/* L20: */
|
|
}
|
|
if (rcmin <= 0.f) {
|
|
*info = -12;
|
|
} else if (*n > 0) {
|
|
colcnd = f2cmax(rcmin,smlnum) / f2cmin(rcmax,bignum);
|
|
} else {
|
|
colcnd = 1.f;
|
|
}
|
|
}
|
|
if (*info == 0) {
|
|
if (*ldb < f2cmax(1,*n)) {
|
|
*info = -14;
|
|
} else if (*ldx < f2cmax(1,*n)) {
|
|
*info = -16;
|
|
}
|
|
}
|
|
}
|
|
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("SGESVX", &i__1, (ftnlen)6);
|
|
return;
|
|
}
|
|
|
|
if (equil) {
|
|
|
|
/* Compute row and column scalings to equilibrate the matrix A. */
|
|
|
|
sgeequ_(n, n, &a[a_offset], lda, &r__[1], &c__[1], &rowcnd, &colcnd, &
|
|
amax, &infequ);
|
|
if (infequ == 0) {
|
|
|
|
/* Equilibrate the matrix. */
|
|
|
|
slaqge_(n, n, &a[a_offset], lda, &r__[1], &c__[1], &rowcnd, &
|
|
colcnd, &amax, equed);
|
|
rowequ = lsame_(equed, "R") || lsame_(equed,
|
|
"B");
|
|
colequ = lsame_(equed, "C") || lsame_(equed,
|
|
"B");
|
|
}
|
|
}
|
|
|
|
/* Scale the right hand side. */
|
|
|
|
if (notran) {
|
|
if (rowequ) {
|
|
i__1 = *nrhs;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
i__2 = *n;
|
|
for (i__ = 1; i__ <= i__2; ++i__) {
|
|
b[i__ + j * b_dim1] = r__[i__] * b[i__ + j * b_dim1];
|
|
/* L30: */
|
|
}
|
|
/* L40: */
|
|
}
|
|
}
|
|
} else if (colequ) {
|
|
i__1 = *nrhs;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
i__2 = *n;
|
|
for (i__ = 1; i__ <= i__2; ++i__) {
|
|
b[i__ + j * b_dim1] = c__[i__] * b[i__ + j * b_dim1];
|
|
/* L50: */
|
|
}
|
|
/* L60: */
|
|
}
|
|
}
|
|
|
|
if (nofact || equil) {
|
|
|
|
/* Compute the LU factorization of A. */
|
|
|
|
slacpy_("Full", n, n, &a[a_offset], lda, &af[af_offset], ldaf);
|
|
sgetrf_(n, n, &af[af_offset], ldaf, &ipiv[1], info);
|
|
|
|
/* Return if INFO is non-zero. */
|
|
|
|
if (*info > 0) {
|
|
|
|
/* Compute the reciprocal pivot growth factor of the */
|
|
/* leading rank-deficient INFO columns of A. */
|
|
|
|
rpvgrw = slantr_("M", "U", "N", info, info, &af[af_offset], ldaf,
|
|
&work[1]);
|
|
if (rpvgrw == 0.f) {
|
|
rpvgrw = 1.f;
|
|
} else {
|
|
rpvgrw = slange_("M", n, info, &a[a_offset], lda, &work[1]) / rpvgrw;
|
|
}
|
|
work[1] = rpvgrw;
|
|
*rcond = 0.f;
|
|
return;
|
|
}
|
|
}
|
|
|
|
/* Compute the norm of the matrix A and the */
|
|
/* reciprocal pivot growth factor RPVGRW. */
|
|
|
|
if (notran) {
|
|
*(unsigned char *)norm = '1';
|
|
} else {
|
|
*(unsigned char *)norm = 'I';
|
|
}
|
|
anorm = slange_(norm, n, n, &a[a_offset], lda, &work[1]);
|
|
rpvgrw = slantr_("M", "U", "N", n, n, &af[af_offset], ldaf, &work[1]);
|
|
if (rpvgrw == 0.f) {
|
|
rpvgrw = 1.f;
|
|
} else {
|
|
rpvgrw = slange_("M", n, n, &a[a_offset], lda, &work[1]) /
|
|
rpvgrw;
|
|
}
|
|
|
|
/* Compute the reciprocal of the condition number of A. */
|
|
|
|
sgecon_(norm, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &iwork[1],
|
|
info);
|
|
|
|
/* Compute the solution matrix X. */
|
|
|
|
slacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
|
|
sgetrs_(trans, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx,
|
|
info);
|
|
|
|
/* Use iterative refinement to improve the computed solution and */
|
|
/* compute error bounds and backward error estimates for it. */
|
|
|
|
sgerfs_(trans, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &ipiv[1],
|
|
&b[b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[
|
|
1], &iwork[1], info);
|
|
|
|
/* Transform the solution matrix X to a solution of the original */
|
|
/* system. */
|
|
|
|
if (notran) {
|
|
if (colequ) {
|
|
i__1 = *nrhs;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
i__2 = *n;
|
|
for (i__ = 1; i__ <= i__2; ++i__) {
|
|
x[i__ + j * x_dim1] = c__[i__] * x[i__ + j * x_dim1];
|
|
/* L70: */
|
|
}
|
|
/* L80: */
|
|
}
|
|
i__1 = *nrhs;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
ferr[j] /= colcnd;
|
|
/* L90: */
|
|
}
|
|
}
|
|
} else if (rowequ) {
|
|
i__1 = *nrhs;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
i__2 = *n;
|
|
for (i__ = 1; i__ <= i__2; ++i__) {
|
|
x[i__ + j * x_dim1] = r__[i__] * x[i__ + j * x_dim1];
|
|
/* L100: */
|
|
}
|
|
/* L110: */
|
|
}
|
|
i__1 = *nrhs;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
ferr[j] /= rowcnd;
|
|
/* L120: */
|
|
}
|
|
}
|
|
|
|
/* Set INFO = N+1 if the matrix is singular to working precision. */
|
|
|
|
if (*rcond < slamch_("Epsilon")) {
|
|
*info = *n + 1;
|
|
}
|
|
|
|
work[1] = rpvgrw;
|
|
return;
|
|
|
|
/* End of SGESVX */
|
|
|
|
} /* sgesvx_ */
|
|
|