complexHEsolve(3) LAPACK complexHEsolve(3)

complexHEsolve - complex


subroutine chesv (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CHESV computes the solution to system of linear equations A * X = B for HE matrices subroutine chesv_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CHESV_AA computes the solution to system of linear equations A * X = B for HE matrices subroutine chesv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO)
CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices subroutine chesv_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CHESV_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using the bounded Bunch-Kaufman ('rook') diagonal pivoting method subroutine chesvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO)
CHESVX computes the solution to system of linear equations A * X = B for HE matrices subroutine chesvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CHESVXX computes the solution to system of linear equations A * X = B for HE matrices

This is the group of complex solve driver functions for HE matrices

CHESV computes the solution to system of linear equations A * X = B for HE matrices

Purpose:

CHESV computes the solution to a complex system of linear equations
   A * X = B,
where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
matrices.
The diagonal pivoting method is used to factor A as
   A = U * D * U**H,  if UPLO = 'U', or
   A = L * D * L**H,  if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is Hermitian and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.  The factored form of A is then
used to solve the system of equations A * X = B.

Parameters

UPLO
UPLO is CHARACTER*1
= 'U':  Upper triangle of A is stored;
= 'L':  Lower triangle of A is stored.

N

N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B.  NRHS >= 0.

A

A is COMPLEX array, dimension (LDA,N)
On entry, the Hermitian matrix A.  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.
On exit, if INFO = 0, the block diagonal matrix D and the
multipliers used to obtain the factor U or L from the
factorization A = U*D*U**H or A = L*D*L**H as computed by
CHETRF.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

IPIV

IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D, as
determined by CHETRF.  If IPIV(k) > 0, then rows and columns
k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
diagonal block.  If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
then rows and columns k-1 and -IPIV(k) were interchanged and
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.  If UPLO = 'L' and
IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
-IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
diagonal block.

B

B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

WORK

WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The length of WORK.  LWORK >= 1, and for best performance
LWORK >= max(1,N*NB), where NB is the optimal blocksize for
CHETRF.
for LWORK < N, TRS will be done with Level BLAS 2
for LWORK >= N, TRS will be done with Level BLAS 3
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) is exactly zero.  The factorization
     has been completed, but the block diagonal matrix D is
     exactly singular, so the solution could not be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 169 of file chesv.f.

CHESV_AA computes the solution to system of linear equations A * X = B for HE matrices

Purpose:

CHESV_AA computes the solution to a complex system of linear equations
   A * X = B,
where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
matrices.
Aasen's algorithm is used to factor A as
   A = U**H * T * U,  if UPLO = 'U', or
   A = L * T * L**H,  if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and T is Hermitian and tridiagonal. The factored form
of A is then used to solve the system of equations A * X = B.

Parameters

UPLO
UPLO is CHARACTER*1
= 'U':  Upper triangle of A is stored;
= 'L':  Lower triangle of A is stored.

N

N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B.  NRHS >= 0.

A

A is COMPLEX array, dimension (LDA,N)
On entry, the Hermitian matrix A.  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.
On exit, if INFO = 0, the tridiagonal matrix T and the
multipliers used to obtain the factor U or L from the
factorization A = U**H*T*U or A = L*T*L**H as computed by
CHETRF_AA.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

IPIV

IPIV is INTEGER array, dimension (N)
On exit, it contains the details of the interchanges, i.e.,
the row and column k of A were interchanged with the
row and column IPIV(k).

B

B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

WORK

WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The length of WORK.  LWORK >= MAX(1,2*N,3*N-2), and for best 
performance LWORK >= MAX(1,N*NB), where NB is the optimal
blocksize for CHETRF.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) is exactly zero.  The factorization
     has been completed, but the block diagonal matrix D is
     exactly singular, so the solution could not be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 160 of file chesv_aa.f.

CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

CHESV_RK computes the solution to a complex system of linear
equations A * X = B, where A is an N-by-N Hermitian matrix
and X and B are N-by-NRHS matrices.
The bounded Bunch-Kaufman (rook) diagonal pivoting method is used
to factor A as
   A = P*U*D*(U**H)*(P**T),  if UPLO = 'U', or
   A = P*L*D*(L**H)*(P**T),  if UPLO = 'L',
where U (or L) is unit upper (or lower) triangular matrix,
U**H (or L**H) is the conjugate of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is Hermitian and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
CHETRF_RK is called to compute the factorization of a complex
Hermitian matrix.  The factored form of A is then used to solve
the system of equations A * X = B by calling BLAS3 routine CHETRS_3.

Parameters

UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored:
= 'U':  Upper triangle of A is stored;
= 'L':  Lower triangle of A is stored.

N

N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B.  NRHS >= 0.

A

A is COMPLEX array, dimension (LDA,N)
On entry, the Hermitian matrix A.
  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.
On exit, if INFO = 0, diagonal of the block diagonal
matrix D and factors U or L  as computed by CHETRF_RK:
  a) ONLY diagonal elements of the Hermitian block diagonal
     matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
     (superdiagonal (or subdiagonal) elements of D
      are stored on exit in array E), and
  b) If UPLO = 'U': factor U in the superdiagonal part of A.
     If UPLO = 'L': factor L in the subdiagonal part of A.
For more info see the description of CHETRF_RK routine.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

E

E is COMPLEX array, dimension (N)
On exit, contains the output computed by the factorization
routine CHETRF_RK, i.e. the superdiagonal (or subdiagonal)
elements of the Hermitian block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is set to 0 in both
UPLO = 'U' or UPLO = 'L' cases.
For more info see the description of CHETRF_RK routine.

IPIV

IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D,
as determined by CHETRF_RK.
For more info see the description of CHETRF_RK routine.

B

B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

WORK

WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).
Work array used in the factorization stage.
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The length of WORK.  LWORK >= 1. For best performance
of factorization stage LWORK >= max(1,N*NB), where NB is
the optimal blocksize for CHETRF_RK.
If LWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the WORK
array for factorization stage, returns this value as
the first entry of the WORK array, and no error message
related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because:
       If UPLO = 'U': column k in the upper
       triangular part of A contains all zeros.
       If UPLO = 'L': column k in the lower
       triangular part of A contains all zeros.
     Therefore D(k,k) is exactly zero, and superdiagonal
     elements of column k of U (or subdiagonal elements of
     column k of L ) are all zeros. The factorization has
     been completed, but the block diagonal matrix D is
     exactly singular, and division by zero will occur if
     it is used to solve a system of equations.
     NOTE: INFO only stores the first occurrence of
     a singularity, any subsequent occurrence of singularity
     is not stored in INFO even though the factorization
     always completes.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

December 2016,  Igor Kozachenko,
                Computer Science Division,
                University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                School of Mathematics,
                University of Manchester

Definition at line 226 of file chesv_rk.f.

CHESV_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using the bounded Bunch-Kaufman ('rook') diagonal pivoting method

Purpose:

CHESV_ROOK computes the solution to a complex system of linear equations
   A * X = B,
where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
matrices.
The bounded Bunch-Kaufman ("rook") diagonal pivoting method is used
to factor A as
   A = U * D * U**T,  if UPLO = 'U', or
   A = L * D * L**T,  if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is Hermitian and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.
CHETRF_ROOK is called to compute the factorization of a complex
Hermition matrix A using the bounded Bunch-Kaufman ("rook") diagonal
pivoting method.
The factored form of A is then used to solve the system
of equations A * X = B by calling CHETRS_ROOK (uses BLAS 2).

Parameters

UPLO
UPLO is CHARACTER*1
= 'U':  Upper triangle of A is stored;
= 'L':  Lower triangle of A is stored.

N

N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B.  NRHS >= 0.

A

A is COMPLEX array, dimension (LDA,N)
On entry, the Hermitian matrix A.  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.
On exit, if INFO = 0, the block diagonal matrix D and the
multipliers used to obtain the factor U or L from the
factorization A = U*D*U**H or A = L*D*L**H as computed by
CHETRF_ROOK.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

IPIV

IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
   Only the last KB elements of IPIV are set.
   If IPIV(k) > 0, then rows and columns k and IPIV(k) were
   interchanged and D(k,k) is a 1-by-1 diagonal block.
   If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
   columns k and -IPIV(k) were interchanged and rows and
   columns k-1 and -IPIV(k-1) were inerchaged,
   D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
   Only the first KB elements of IPIV are set.
   If IPIV(k) > 0, then rows and columns k and IPIV(k)
   were interchanged and D(k,k) is a 1-by-1 diagonal block.
   If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
   columns k and -IPIV(k) were interchanged and rows and
   columns k+1 and -IPIV(k+1) were inerchaged,
   D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

B

B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

WORK

WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The length of WORK.  LWORK >= 1, and for best performance
LWORK >= max(1,N*NB), where NB is the optimal blocksize for
CHETRF_ROOK.
for LWORK < N, TRS will be done with Level BLAS 2
for LWORK >= N, TRS will be done with Level BLAS 3
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) is exactly zero.  The factorization
     has been completed, but the block diagonal matrix D is
     exactly singular, so the solution could not be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

November 2013,  Igor Kozachenko,
                Computer Science Division,
                University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                School of Mathematics,
                University of Manchester.fi
Definition at line 203 of file chesv_rook.f.

CHESVX computes the solution to system of linear equations A * X = B for HE matrices

Purpose:

CHESVX uses the diagonal pivoting factorization to compute the
solution to a complex system of linear equations A * X = B,
where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
matrices.
Error bounds on the solution and a condition estimate are also
provided.

Description:

The following steps are performed:
1. If FACT = 'N', the diagonal pivoting method is used to factor A.
   The form of the factorization is
      A = U * D * U**H,  if UPLO = 'U', or
      A = L * D * L**H,  if UPLO = 'L',
   where U (or L) is a product of permutation and unit upper (lower)
   triangular matrices, and D is Hermitian and block diagonal with
   1-by-1 and 2-by-2 diagonal blocks.
2. If some D(i,i)=0, so that D is exactly singular, then the routine
   returns with INFO = i. Otherwise, the factored form of A is used
   to estimate the condition number of the matrix A.  If the
   reciprocal of the condition number is less than machine precision,
   INFO = N+1 is returned as a warning, but the routine still goes on
   to solve for X and compute error bounds as described below.
3. The system of equations is solved for X using the factored form
   of A.
4. Iterative refinement is applied to improve the computed solution
   matrix and calculate error bounds and backward error estimates
   for it.

Parameters

FACT
FACT is CHARACTER*1
Specifies whether or not the factored form of A has been
supplied on entry.
= 'F':  On entry, AF and IPIV contain the factored form
        of A.  A, AF and IPIV will not be modified.
= 'N':  The matrix A will be copied to AF and factored.

UPLO

UPLO is CHARACTER*1
= 'U':  Upper triangle of A is stored;
= 'L':  Lower triangle of A is stored.

N

N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X.  NRHS >= 0.

A

A is COMPLEX array, dimension (LDA,N)
The Hermitian matrix A.  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.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

AF

AF is COMPLEX array, dimension (LDAF,N)
If FACT = 'F', then AF is an input argument and on entry
contains the block diagonal matrix D and the multipliers used
to obtain the factor U or L from the factorization
A = U*D*U**H or A = L*D*L**H as computed by CHETRF.
If FACT = 'N', then AF is an output argument and on exit
returns the block diagonal matrix D and the multipliers used
to obtain the factor U or L from the factorization
A = U*D*U**H or A = L*D*L**H.

LDAF

LDAF is INTEGER
The leading dimension of the array AF.  LDAF >= max(1,N).

IPIV

IPIV is INTEGER array, dimension (N)
If FACT = 'F', then IPIV is an input argument and on entry
contains details of the interchanges and the block structure
of D, as determined by CHETRF.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =
IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
If FACT = 'N', then IPIV is an output argument and on exit
contains details of the interchanges and the block structure
of D, as determined by CHETRF.

B

B is COMPLEX array, dimension (LDB,NRHS)
The N-by-NRHS right hand side matrix B.

LDB

LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

X

X is COMPLEX array, dimension (LDX,NRHS)
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.

LDX

LDX is INTEGER
The leading dimension of the array X.  LDX >= max(1,N).

RCOND

RCOND is REAL
The estimate of the reciprocal condition number of the matrix
A.  If RCOND is less than the machine precision (in
particular, if RCOND = 0), the matrix is singular to working
precision.  This condition is indicated by a return code of
INFO > 0.

FERR

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.

BERR

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).

WORK

WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The length of WORK.  LWORK >= max(1,2*N), and for best
performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
NB is the optimal blocksize for CHETRF.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

RWORK

RWORK is REAL array, dimension (N)

INFO

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:  D(i,i) is exactly zero.  The factorization
             has been completed but the factor D is exactly
             singular, so the solution and error bounds could
             not be computed. RCOND = 0 is returned.
      = N+1: D 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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 282 of file chesvx.f.

CHESVXX computes the solution to system of linear equations A * X = B for HE matrices

Purpose:

CHESVXX uses the diagonal pivoting factorization to compute the
solution to a complex system of linear equations A * X = B, where
A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
matrices.
If requested, both normwise and maximum componentwise error bounds
are returned. CHESVXX will return a solution with a tiny
guaranteed error (O(eps) where eps is the working machine
precision) unless the matrix is very ill-conditioned, in which
case a warning is returned. Relevant condition numbers also are
calculated and returned.
CHESVXX accepts user-provided factorizations and equilibration
factors; see the definitions of the FACT and EQUED options.
Solving with refinement and using a factorization from a previous
CHESVXX call will also produce a solution with either O(eps)
errors or warnings, but we cannot make that claim for general
user-provided factorizations and equilibration factors if they
differ from what CHESVXX would itself produce.

Description:

The following steps are performed:
1. If FACT = 'E', real scaling factors are computed to equilibrate
the system:
  diag(S)*A*diag(S)     *inv(diag(S))*X = diag(S)*B
Whether or not the system will be equilibrated depends on the
scaling of the matrix A, but if equilibration is used, A is
overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
2. If FACT = 'N' or 'E', the LU decomposition is used to factor
the matrix A (after equilibration if FACT = 'E') as
   A = U * D * U**T,  if UPLO = 'U', or
   A = L * D * L**T,  if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is Hermitian and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.
3. If some D(i,i)=0, so that D is exactly singular, then the
routine returns with INFO = i. Otherwise, the factored form of A
is used to estimate the condition number of the matrix 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.
4. The system of equations is solved for X using the factored form
of A.
5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
the routine will use iterative refinement to try to get a small
error and error bounds.  Refinement calculates the residual to at
least twice the working precision.
6. If equilibration was used, the matrix X is premultiplied by
diag(R) so that it solves the original system before
equilibration.
Some optional parameters are bundled in the PARAMS array.  These
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.

Parameters

FACT
     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 and IPIV contain the factored form of A.
          If EQUED is not 'N', the matrix A has been
          equilibrated with scaling factors given by S.
          A, AF, and IPIV 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.

UPLO

   UPLO is CHARACTER*1
= 'U':  Upper triangle of A is stored;
= 'L':  Lower triangle of A is stored.

N

     N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.

NRHS

     NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X.  NRHS >= 0.

A

     A is COMPLEX array, dimension (LDA,N)
The Hermitian matrix A.  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.
On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
diag(S)*A*diag(S).

LDA

     LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

AF

     AF is COMPLEX array, dimension (LDAF,N)
If FACT = 'F', then AF is an input argument and on entry
contains the block diagonal matrix D and the multipliers
used to obtain the factor U or L from the factorization A =
U*D*U**H or A = L*D*L**H as computed by CHETRF.
If FACT = 'N', then AF is an output argument and on exit
returns the block diagonal matrix D and the multipliers
used to obtain the factor U or L from the factorization A =
U*D*U**H or A = L*D*L**H.

LDAF

     LDAF is INTEGER
The leading dimension of the array AF.  LDAF >= max(1,N).

IPIV

     IPIV is INTEGER array, dimension (N)
If FACT = 'F', then IPIV is an input argument and on entry
contains details of the interchanges and the block
structure of D, as determined by CHETRF.  If IPIV(k) > 0,
then rows and columns k and IPIV(k) were interchanged and
D(k,k) is a 1-by-1 diagonal block.  If UPLO = 'U' and
IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
-IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
diagonal block.  If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
then rows and columns k+1 and -IPIV(k) were interchanged
and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
If FACT = 'N', then IPIV is an output argument and on exit
contains details of the interchanges and the block
structure of D, as determined by CHETRF.

EQUED

     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.

S

     S is REAL array, dimension (N)
The 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.

B

     B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit,
if EQUED = 'N', B is not modified;
if EQUED = 'Y', B is overwritten by diag(S)*B;

LDB

     LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

X

     X is COMPLEX 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.

LDX

     LDX is INTEGER
The leading dimension of the array X.  LDX >= max(1,N).

RCOND

     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.

RPVGRW

     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.

BERR

     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).

N_ERR_BNDS

     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.

ERR_BNDS_NORM

     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.

ERR_BNDS_COMP

     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 < 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.

NPARAMS

     NPARAMS is INTEGER
Specifies the number of parameters set in PARAMS.  If <= 0, the
PARAMS array is never referenced and default values are used.

PARAMS

     PARAMS is REAL array, dimension NPARAMS
Specifies algorithm parameters.  If an entry is < 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)

WORK

WORK is COMPLEX array, dimension (5*N)

RWORK

RWORK is REAL array, dimension (2*N)

INFO

   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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 505 of file chesvxx.f.

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