493 lines
16 KiB
Fortran
493 lines
16 KiB
Fortran
*> \brief <b> ZPOSVX 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
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download ZPOSVX + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zposvx.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/zposvx.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/zposvx.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED,
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* S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK,
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* RWORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER EQUED, FACT, UPLO
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* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
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* DOUBLE PRECISION RCOND
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
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* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
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* $ WORK( * ), X( LDX, * )
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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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*> ZPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
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*> compute the solution to a complex system of linear equations
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*> A * X = B,
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*> where A is an N-by-N Hermitian positive definite matrix and X and B
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*> 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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*
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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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*> diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * 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(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**H* U, if UPLO = 'U', or
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*> A = L * L**H, 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,
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*> 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. If the reciprocal of the condition number is less than machine
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*> precision, INFO = N+1 is returned as a warning, but the routine
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*> still goes on to solve for X and compute error bounds as
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*> 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(S) so that it solves the original system before
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*> equilibration.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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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 contains the factored form of A.
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*> If EQUED = 'Y', the matrix A has been equilibrated
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*> with scaling factors given by S. A and AF will not
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*> be 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] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> = 'U': Upper triangle of A is stored;
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*> = 'L': Lower triangle of A is stored.
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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 COMPLEX*16 array, dimension (LDA,N)
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*> On entry, the Hermitian matrix A, except if FACT = 'F' and
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*> EQUED = 'Y', then A must contain the equilibrated matrix
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*> diag(S)*A*diag(S). If UPLO = 'U', the leading
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*> N-by-N upper triangular part of A contains the upper
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*> triangular part of the matrix A, and the strictly lower
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*> triangular part of A is not referenced. If UPLO = 'L', the
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*> leading N-by-N lower triangular part of A contains the lower
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*> triangular part of the matrix A, and the strictly upper
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*> triangular part of A is not referenced. A is not modified if
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*> FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
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*>
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*> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
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*> diag(S)*A*diag(S).
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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 >= max(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 COMPLEX*16 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 triangular factor U or L from the Cholesky
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*> factorization A = U**H *U or A = L*L**H, in the same storage
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*> format as A. If EQUED .ne. 'N', then AF is the factored form
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*> of the equilibrated matrix diag(S)*A*diag(S).
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*>
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*> If FACT = 'N', then AF is an output argument and on exit
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*> returns the triangular factor U or L from the Cholesky
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*> factorization A = U**H *U or A = L*L**H of the original
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*> matrix A.
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*>
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*> If FACT = 'E', then AF is an output argument and on exit
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*> returns the triangular factor U or L from the Cholesky
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*> factorization A = U**H *U or A = L*L**H of the equilibrated
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*> matrix A (see the description of A for the form of the
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*> equilibrated matrix).
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*> \endverbatim
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*>
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*> \param[in] LDAF
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*> \verbatim
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*> LDAF is INTEGER
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*> The leading dimension of the array AF. LDAF >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] EQUED
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*> \verbatim
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*> EQUED is CHARACTER*1
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*> Specifies the form of equilibration that was done.
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*> = 'N': No equilibration (always true if FACT = 'N').
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*> = 'Y': Equilibration was done, i.e., A has been replaced by
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*> diag(S) * A * diag(S).
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*> EQUED is an input argument if FACT = 'F'; otherwise, it is an
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*> output argument.
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*> \endverbatim
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*>
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*> \param[in,out] S
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*> \verbatim
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*> S is DOUBLE PRECISION array, dimension (N)
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*> The scale factors for A; not accessed if EQUED = 'N'. S is
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*> an input argument if FACT = 'F'; otherwise, S is an output
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*> argument. If FACT = 'F' and EQUED = 'Y', each element of S
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*> must be positive.
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is COMPLEX*16 array, dimension (LDB,NRHS)
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*> On entry, the N-by-NRHS righthand side matrix B.
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*> On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
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*> B is overwritten by diag(S) * B.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of the array B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] X
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*> \verbatim
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*> X is COMPLEX*16 array, dimension (LDX,NRHS)
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*> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
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*> the original system of equations. Note that if EQUED = 'Y',
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*> A and B are modified on exit, and the solution to the
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*> equilibrated system is inv(diag(S))*X.
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*> \endverbatim
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*>
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*> \param[in] LDX
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*> \verbatim
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*> LDX is INTEGER
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*> The leading dimension of the array X. LDX >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] RCOND
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*> \verbatim
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*> RCOND is DOUBLE PRECISION
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*> The estimate of the reciprocal condition number of the matrix
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*> A after equilibration (if done). If RCOND is less than the
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*> machine precision (in particular, if RCOND = 0), the matrix
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*> is singular to working precision. This condition is
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*> indicated by a return code of INFO > 0.
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*> \endverbatim
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*>
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*> \param[out] FERR
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*> \verbatim
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*> FERR is DOUBLE PRECISION array, dimension (NRHS)
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*> The estimated forward error bound for each solution vector
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*> X(j) (the j-th column of the solution matrix X).
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*> If XTRUE is the true solution corresponding to X(j), FERR(j)
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*> is an estimated upper bound for the magnitude of the largest
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*> element in (X(j) - XTRUE) divided by the magnitude of the
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*> largest element in X(j). The estimate is as reliable as
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*> the estimate for RCOND, and is almost always a slight
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*> overestimate of the true error.
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*> \endverbatim
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*>
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*> \param[out] BERR
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*> \verbatim
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*> BERR is DOUBLE PRECISION array, dimension (NRHS)
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*> The componentwise relative backward error of each solution
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*> vector X(j) (i.e., the smallest relative change in
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*> any element of A or B that makes X(j) an exact solution).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX*16 array, dimension (2*N)
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is DOUBLE PRECISION array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> > 0: if INFO = i, and i is
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*> <= N: the leading minor of order i of A is
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*> not positive definite, so the factorization
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*> could not be completed, and the solution has not
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*> been computed. RCOND = 0 is returned.
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*> = N+1: U is nonsingular, but RCOND is less than machine
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*> precision, meaning that the matrix is singular
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*> to working precision. Nevertheless, the
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*> solution and error bounds are computed because
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*> there are a number of situations where the
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*> computed solution can be more accurate than the
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*> value of RCOND would suggest.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date April 2012
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*
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*> \ingroup complex16POsolve
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*
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* =====================================================================
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SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED,
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$ S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK,
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$ RWORK, INFO )
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*
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* -- LAPACK driver routine (version 3.4.1) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* April 2012
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*
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* .. Scalar Arguments ..
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CHARACTER EQUED, FACT, UPLO
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INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
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DOUBLE PRECISION RCOND
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * )
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COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
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$ WORK( * ), X( LDX, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL EQUIL, NOFACT, RCEQU
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INTEGER I, INFEQU, J
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DOUBLE PRECISION AMAX, ANORM, BIGNUM, SCOND, SMAX, SMIN, SMLNUM
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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DOUBLE PRECISION DLAMCH, ZLANHE
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EXTERNAL LSAME, DLAMCH, ZLANHE
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* ..
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* .. External Subroutines ..
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EXTERNAL XERBLA, ZLACPY, ZLAQHE, ZPOCON, ZPOEQU, ZPORFS,
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$ ZPOTRF, ZPOTRS
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX, MIN
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* ..
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* .. Executable Statements ..
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*
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INFO = 0
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NOFACT = LSAME( FACT, 'N' )
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EQUIL = LSAME( FACT, 'E' )
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IF( NOFACT .OR. EQUIL ) THEN
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EQUED = 'N'
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RCEQU = .FALSE.
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ELSE
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RCEQU = LSAME( EQUED, 'Y' )
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SMLNUM = DLAMCH( 'Safe minimum' )
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BIGNUM = ONE / SMLNUM
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END IF
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*
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* Test the input parameters.
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*
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IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) )
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$ THEN
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INFO = -1
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ELSE IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) )
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$ THEN
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INFO = -2
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ELSE IF( N.LT.0 ) THEN
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INFO = -3
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ELSE IF( NRHS.LT.0 ) THEN
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INFO = -4
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -6
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ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
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INFO = -8
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ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
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$ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
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INFO = -9
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ELSE
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IF( RCEQU ) THEN
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SMIN = BIGNUM
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SMAX = ZERO
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DO 10 J = 1, N
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SMIN = MIN( SMIN, S( J ) )
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SMAX = MAX( SMAX, S( J ) )
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10 CONTINUE
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IF( SMIN.LE.ZERO ) THEN
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INFO = -10
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ELSE IF( N.GT.0 ) THEN
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SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
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ELSE
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SCOND = ONE
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END IF
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END IF
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IF( INFO.EQ.0 ) THEN
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IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -12
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ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
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INFO = -14
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END IF
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END IF
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END IF
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*
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'ZPOSVX', -INFO )
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RETURN
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END IF
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*
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IF( EQUIL ) THEN
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*
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* Compute row and column scalings to equilibrate the matrix A.
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*
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CALL ZPOEQU( N, A, LDA, S, SCOND, AMAX, INFEQU )
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IF( INFEQU.EQ.0 ) THEN
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*
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* Equilibrate the matrix.
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*
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CALL ZLAQHE( UPLO, N, A, LDA, S, SCOND, AMAX, EQUED )
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RCEQU = LSAME( EQUED, 'Y' )
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END IF
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END IF
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*
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* Scale the right hand side.
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*
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IF( RCEQU ) THEN
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DO 30 J = 1, NRHS
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DO 20 I = 1, N
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B( I, J ) = S( I )*B( I, J )
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20 CONTINUE
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30 CONTINUE
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END IF
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*
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IF( NOFACT .OR. EQUIL ) THEN
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*
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* Compute the Cholesky factorization A = U**H *U or A = L*L**H.
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*
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CALL ZLACPY( UPLO, N, N, A, LDA, AF, LDAF )
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CALL ZPOTRF( UPLO, N, AF, LDAF, INFO )
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*
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* Return if INFO is non-zero.
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*
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IF( INFO.GT.0 )THEN
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RCOND = ZERO
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RETURN
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END IF
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END IF
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*
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* Compute the norm of the matrix A.
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*
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ANORM = ZLANHE( '1', UPLO, N, A, LDA, RWORK )
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*
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* Compute the reciprocal of the condition number of A.
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*
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CALL ZPOCON( UPLO, N, AF, LDAF, ANORM, RCOND, WORK, RWORK, INFO )
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*
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* Compute the solution matrix X.
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*
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CALL ZLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
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CALL ZPOTRS( UPLO, N, NRHS, AF, LDAF, X, LDX, INFO )
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*
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* Use iterative refinement to improve the computed solution and
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* compute error bounds and backward error estimates for it.
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*
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CALL ZPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX,
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$ FERR, BERR, WORK, RWORK, INFO )
|
|
*
|
|
* Transform the solution matrix X to a solution of the original
|
|
* system.
|
|
*
|
|
IF( RCEQU ) THEN
|
|
DO 50 J = 1, NRHS
|
|
DO 40 I = 1, N
|
|
X( I, J ) = S( I )*X( I, J )
|
|
40 CONTINUE
|
|
50 CONTINUE
|
|
DO 60 J = 1, NRHS
|
|
FERR( J ) = FERR( J ) / SCOND
|
|
60 CONTINUE
|
|
END IF
|
|
*
|
|
* Set INFO = N+1 if the matrix is singular to working precision.
|
|
*
|
|
IF( RCOND.LT.DLAMCH( 'Epsilon' ) )
|
|
$ INFO = N + 1
|
|
*
|
|
RETURN
|
|
*
|
|
* End of ZPOSVX
|
|
*
|
|
END
|