SRC/zcposv.f(3) Library Functions Manual SRC/zcposv.f(3)

SRC/zcposv.f


subroutine zcposv (uplo, n, nrhs, a, lda, b, ldb, x, ldx, work, swork, rwork, iter, info)
ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices

ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices

Purpose:

!>
!> ZCPOSV computes the solution to a complex system of linear equations
!>    A * X = B,
!> where A is an N-by-N Hermitian positive definite matrix and X and B
!> are N-by-NRHS matrices.
!>
!> ZCPOSV first attempts to factorize the matrix in COMPLEX and use this
!> factorization within an iterative refinement procedure to produce a
!> solution with COMPLEX*16 normwise backward error quality (see below).
!> If the approach fails the method switches to a COMPLEX*16
!> factorization and solve.
!>
!> The iterative refinement is not going to be a winning strategy if
!> the ratio COMPLEX performance over COMPLEX*16 performance is too
!> small. A reasonable strategy should take the number of right-hand
!> sides and the size of the matrix into account. This might be done
!> with a call to ILAENV in the future. Up to now, we always try
!> iterative refinement.
!>
!> The iterative refinement process is stopped if
!>     ITER > ITERMAX
!> or for all the RHS we have:
!>     RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
!> where
!>     o ITER is the number of the current iteration in the iterative
!>       refinement process
!>     o RNRM is the infinity-norm of the residual
!>     o XNRM is the infinity-norm of the solution
!>     o ANRM is the infinity-operator-norm of the matrix A
!>     o EPS is the machine epsilon returned by DLAMCH('Epsilon')
!> The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
!> respectively.
!> 

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*16 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.
!>
!>          Note that the imaginary parts of the diagonal
!>          elements need not be set and are assumed to be zero.
!>
!>          On exit, if iterative refinement has been successfully used
!>          (INFO = 0 and ITER >= 0, see description below), then A is
!>          unchanged, if double precision factorization has been used
!>          (INFO = 0 and ITER < 0, see description below), then the
!>          array A contains the factor U or L from the Cholesky
!>          factorization A = U**H*U or A = L*L**H.
!> 

LDA

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

B

!>          B is COMPLEX*16 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*16 array, dimension (LDX,NRHS)
!>          If INFO = 0, the N-by-NRHS solution matrix X.
!> 

LDX

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

WORK

!>          WORK is COMPLEX*16 array, dimension (N,NRHS)
!>          This array is used to hold the residual vectors.
!> 

SWORK

!>          SWORK is COMPLEX array, dimension (N*(N+NRHS))
!>          This array is used to use the single precision matrix and the
!>          right-hand sides or solutions in single precision.
!> 

RWORK

!>          RWORK is DOUBLE PRECISION array, dimension (N)
!> 

ITER

!>          ITER is INTEGER
!>          < 0: iterative refinement has failed, COMPLEX*16
!>               factorization has been performed
!>               -1 : the routine fell back to full precision for
!>                    implementation- or machine-specific reasons
!>               -2 : narrowing the precision induced an overflow,
!>                    the routine fell back to full precision
!>               -3 : failure of CPOTRF
!>               -31: stop the iterative refinement after the 30th
!>                    iterations
!>          > 0: iterative refinement has been successfully used.
!>               Returns the number of iterations
!> 

INFO

!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -i, the i-th argument had an illegal value
!>          > 0:  if INFO = i, the leading principal minor of order i
!>                of (COMPLEX*16) A is not positive, so the factorization
!>                could not be completed, and the solution has not been
!>                computed.
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 207 of file zcposv.f.

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