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dppsvx.c 30 kB

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  1. /* f2c.h -- Standard Fortran to C header file */
  2. /** barf [ba:rf] 2. "He suggested using FORTRAN, and everybody barfed."
  3. - From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition) */
  4. #ifndef F2C_INCLUDE
  5. #define F2C_INCLUDE
  6. #include <math.h>
  7. #include <stdlib.h>
  8. #include <string.h>
  9. #include <stdio.h>
  10. #include <complex.h>
  11. #ifdef complex
  12. #undef complex
  13. #endif
  14. #ifdef I
  15. #undef I
  16. #endif
  17. #if defined(_WIN64)
  18. typedef long long BLASLONG;
  19. typedef unsigned long long BLASULONG;
  20. #else
  21. typedef long BLASLONG;
  22. typedef unsigned long BLASULONG;
  23. #endif
  24. #ifdef LAPACK_ILP64
  25. typedef BLASLONG blasint;
  26. #if defined(_WIN64)
  27. #define blasabs(x) llabs(x)
  28. #else
  29. #define blasabs(x) labs(x)
  30. #endif
  31. #else
  32. typedef int blasint;
  33. #define blasabs(x) abs(x)
  34. #endif
  35. typedef blasint integer;
  36. typedef unsigned int uinteger;
  37. typedef char *address;
  38. typedef short int shortint;
  39. typedef float real;
  40. typedef double doublereal;
  41. typedef struct { real r, i; } complex;
  42. typedef struct { doublereal r, i; } doublecomplex;
  43. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  44. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  46. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  47. #define pCf(z) (*_pCf(z))
  48. #define pCd(z) (*_pCd(z))
  49. typedef int logical;
  50. typedef short int shortlogical;
  51. typedef char logical1;
  52. typedef char integer1;
  53. #define TRUE_ (1)
  54. #define FALSE_ (0)
  55. /* Extern is for use with -E */
  56. #ifndef Extern
  57. #define Extern extern
  58. #endif
  59. /* I/O stuff */
  60. typedef int flag;
  61. typedef int ftnlen;
  62. typedef int ftnint;
  63. /*external read, write*/
  64. typedef struct
  65. { flag cierr;
  66. ftnint ciunit;
  67. flag ciend;
  68. char *cifmt;
  69. ftnint cirec;
  70. } cilist;
  71. /*internal read, write*/
  72. typedef struct
  73. { flag icierr;
  74. char *iciunit;
  75. flag iciend;
  76. char *icifmt;
  77. ftnint icirlen;
  78. ftnint icirnum;
  79. } icilist;
  80. /*open*/
  81. typedef struct
  82. { flag oerr;
  83. ftnint ounit;
  84. char *ofnm;
  85. ftnlen ofnmlen;
  86. char *osta;
  87. char *oacc;
  88. char *ofm;
  89. ftnint orl;
  90. char *oblnk;
  91. } olist;
  92. /*close*/
  93. typedef struct
  94. { flag cerr;
  95. ftnint cunit;
  96. char *csta;
  97. } cllist;
  98. /*rewind, backspace, endfile*/
  99. typedef struct
  100. { flag aerr;
  101. ftnint aunit;
  102. } alist;
  103. /* inquire */
  104. typedef struct
  105. { flag inerr;
  106. ftnint inunit;
  107. char *infile;
  108. ftnlen infilen;
  109. ftnint *inex; /*parameters in standard's order*/
  110. ftnint *inopen;
  111. ftnint *innum;
  112. ftnint *innamed;
  113. char *inname;
  114. ftnlen innamlen;
  115. char *inacc;
  116. ftnlen inacclen;
  117. char *inseq;
  118. ftnlen inseqlen;
  119. char *indir;
  120. ftnlen indirlen;
  121. char *infmt;
  122. ftnlen infmtlen;
  123. char *inform;
  124. ftnint informlen;
  125. char *inunf;
  126. ftnlen inunflen;
  127. ftnint *inrecl;
  128. ftnint *innrec;
  129. char *inblank;
  130. ftnlen inblanklen;
  131. } inlist;
  132. #define VOID void
  133. union Multitype { /* for multiple entry points */
  134. integer1 g;
  135. shortint h;
  136. integer i;
  137. /* longint j; */
  138. real r;
  139. doublereal d;
  140. complex c;
  141. doublecomplex z;
  142. };
  143. typedef union Multitype Multitype;
  144. struct Vardesc { /* for Namelist */
  145. char *name;
  146. char *addr;
  147. ftnlen *dims;
  148. int type;
  149. };
  150. typedef struct Vardesc Vardesc;
  151. struct Namelist {
  152. char *name;
  153. Vardesc **vars;
  154. int nvars;
  155. };
  156. typedef struct Namelist Namelist;
  157. #define abs(x) ((x) >= 0 ? (x) : -(x))
  158. #define dabs(x) (fabs(x))
  159. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  160. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  161. #define dmin(a,b) (f2cmin(a,b))
  162. #define dmax(a,b) (f2cmax(a,b))
  163. #define bit_test(a,b) ((a) >> (b) & 1)
  164. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  165. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  166. #define abort_() { sig_die("Fortran abort routine called", 1); }
  167. #define c_abs(z) (cabsf(Cf(z)))
  168. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  169. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  170. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  171. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  172. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  173. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  174. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  175. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  176. #define d_abs(x) (fabs(*(x)))
  177. #define d_acos(x) (acos(*(x)))
  178. #define d_asin(x) (asin(*(x)))
  179. #define d_atan(x) (atan(*(x)))
  180. #define d_atn2(x, y) (atan2(*(x),*(y)))
  181. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  182. #define r_cnjg(R, Z) { pCf(R) = conj(Cf(Z)); }
  183. #define d_cos(x) (cos(*(x)))
  184. #define d_cosh(x) (cosh(*(x)))
  185. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  186. #define d_exp(x) (exp(*(x)))
  187. #define d_imag(z) (cimag(Cd(z)))
  188. #define r_imag(z) (cimag(Cf(z)))
  189. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  190. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  191. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  192. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  193. #define d_log(x) (log(*(x)))
  194. #define d_mod(x, y) (fmod(*(x), *(y)))
  195. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  196. #define d_nint(x) u_nint(*(x))
  197. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  198. #define d_sign(a,b) u_sign(*(a),*(b))
  199. #define r_sign(a,b) u_sign(*(a),*(b))
  200. #define d_sin(x) (sin(*(x)))
  201. #define d_sinh(x) (sinh(*(x)))
  202. #define d_sqrt(x) (sqrt(*(x)))
  203. #define d_tan(x) (tan(*(x)))
  204. #define d_tanh(x) (tanh(*(x)))
  205. #define i_abs(x) abs(*(x))
  206. #define i_dnnt(x) ((integer)u_nint(*(x)))
  207. #define i_len(s, n) (n)
  208. #define i_nint(x) ((integer)u_nint(*(x)))
  209. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  210. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  211. #define pow_si(B,E) spow_ui(*(B),*(E))
  212. #define pow_ri(B,E) spow_ui(*(B),*(E))
  213. #define pow_di(B,E) dpow_ui(*(B),*(E))
  214. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  215. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  216. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  217. #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++ = ' '; }
  218. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  219. #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]; }
  220. #define sig_die(s, kill) { exit(1); }
  221. #define s_stop(s, n) {exit(0);}
  222. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  223. #define z_abs(z) (cabs(Cd(z)))
  224. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  225. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  226. #define myexit_() break;
  227. #define mycycle() continue;
  228. #define myceiling(w) {ceil(w)}
  229. #define myhuge(w) {HUGE_VAL}
  230. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  231. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  232. /* procedure parameter types for -A and -C++ */
  233. #define F2C_proc_par_types 1
  234. #ifdef __cplusplus
  235. typedef logical (*L_fp)(...);
  236. #else
  237. typedef logical (*L_fp)();
  238. #endif
  239. static float spow_ui(float x, integer n) {
  240. float pow=1.0; unsigned long int u;
  241. if(n != 0) {
  242. if(n < 0) n = -n, x = 1/x;
  243. for(u = n; ; ) {
  244. if(u & 01) pow *= x;
  245. if(u >>= 1) x *= x;
  246. else break;
  247. }
  248. }
  249. return pow;
  250. }
  251. static double dpow_ui(double x, integer n) {
  252. double pow=1.0; unsigned long int u;
  253. if(n != 0) {
  254. if(n < 0) n = -n, x = 1/x;
  255. for(u = n; ; ) {
  256. if(u & 01) pow *= x;
  257. if(u >>= 1) x *= x;
  258. else break;
  259. }
  260. }
  261. return pow;
  262. }
  263. static _Complex float cpow_ui(_Complex float x, integer n) {
  264. _Complex float pow=1.0; unsigned long int u;
  265. if(n != 0) {
  266. if(n < 0) n = -n, x = 1/x;
  267. for(u = n; ; ) {
  268. if(u & 01) pow *= x;
  269. if(u >>= 1) x *= x;
  270. else break;
  271. }
  272. }
  273. return pow;
  274. }
  275. static _Complex double zpow_ui(_Complex double x, integer n) {
  276. _Complex double pow=1.0; unsigned long int u;
  277. if(n != 0) {
  278. if(n < 0) n = -n, x = 1/x;
  279. for(u = n; ; ) {
  280. if(u & 01) pow *= x;
  281. if(u >>= 1) x *= x;
  282. else break;
  283. }
  284. }
  285. return pow;
  286. }
  287. static integer pow_ii(integer x, integer n) {
  288. integer pow; unsigned long int u;
  289. if (n <= 0) {
  290. if (n == 0 || x == 1) pow = 1;
  291. else if (x != -1) pow = x == 0 ? 1/x : 0;
  292. else n = -n;
  293. }
  294. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  295. u = n;
  296. for(pow = 1; ; ) {
  297. if(u & 01) pow *= x;
  298. if(u >>= 1) x *= x;
  299. else break;
  300. }
  301. }
  302. return pow;
  303. }
  304. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  305. {
  306. double m; integer i, mi;
  307. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  308. if (w[i-1]>m) mi=i ,m=w[i-1];
  309. return mi-s+1;
  310. }
  311. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  312. {
  313. float m; integer i, mi;
  314. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  315. if (w[i-1]>m) mi=i ,m=w[i-1];
  316. return mi-s+1;
  317. }
  318. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  319. integer n = *n_, incx = *incx_, incy = *incy_, i;
  320. _Complex float zdotc = 0.0;
  321. if (incx == 1 && incy == 1) {
  322. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  323. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  324. }
  325. } else {
  326. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  327. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  328. }
  329. }
  330. pCf(z) = zdotc;
  331. }
  332. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  333. integer n = *n_, incx = *incx_, incy = *incy_, i;
  334. _Complex double zdotc = 0.0;
  335. if (incx == 1 && incy == 1) {
  336. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  337. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  338. }
  339. } else {
  340. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  341. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  342. }
  343. }
  344. pCd(z) = zdotc;
  345. }
  346. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  347. integer n = *n_, incx = *incx_, incy = *incy_, i;
  348. _Complex float zdotc = 0.0;
  349. if (incx == 1 && incy == 1) {
  350. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  351. zdotc += Cf(&x[i]) * Cf(&y[i]);
  352. }
  353. } else {
  354. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  355. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  356. }
  357. }
  358. pCf(z) = zdotc;
  359. }
  360. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  361. integer n = *n_, incx = *incx_, incy = *incy_, i;
  362. _Complex double zdotc = 0.0;
  363. if (incx == 1 && incy == 1) {
  364. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  365. zdotc += Cd(&x[i]) * Cd(&y[i]);
  366. }
  367. } else {
  368. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  369. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  370. }
  371. }
  372. pCd(z) = zdotc;
  373. }
  374. #endif
  375. /* -- translated by f2c (version 20000121).
  376. You must link the resulting object file with the libraries:
  377. -lf2c -lm (in that order)
  378. */
  379. /* Table of constant values */
  380. static integer c__1 = 1;
  381. /* > \brief <b> DPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices</b> */
  382. /* =========== DOCUMENTATION =========== */
  383. /* Online html documentation available at */
  384. /* http://www.netlib.org/lapack/explore-html/ */
  385. /* > \htmlonly */
  386. /* > Download DPPSVX + dependencies */
  387. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dppsvx.
  388. f"> */
  389. /* > [TGZ]</a> */
  390. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dppsvx.
  391. f"> */
  392. /* > [ZIP]</a> */
  393. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dppsvx.
  394. f"> */
  395. /* > [TXT]</a> */
  396. /* > \endhtmlonly */
  397. /* Definition: */
  398. /* =========== */
  399. /* SUBROUTINE DPPSVX( FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, */
  400. /* X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO ) */
  401. /* CHARACTER EQUED, FACT, UPLO */
  402. /* INTEGER INFO, LDB, LDX, N, NRHS */
  403. /* DOUBLE PRECISION RCOND */
  404. /* INTEGER IWORK( * ) */
  405. /* DOUBLE PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ), */
  406. /* $ FERR( * ), S( * ), WORK( * ), X( LDX, * ) */
  407. /* > \par Purpose: */
  408. /* ============= */
  409. /* > */
  410. /* > \verbatim */
  411. /* > */
  412. /* > DPPSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to */
  413. /* > compute the solution to a real system of linear equations */
  414. /* > A * X = B, */
  415. /* > where A is an N-by-N symmetric positive definite matrix stored in */
  416. /* > packed format and X and B are N-by-NRHS matrices. */
  417. /* > */
  418. /* > Error bounds on the solution and a condition estimate are also */
  419. /* > provided. */
  420. /* > \endverbatim */
  421. /* > \par Description: */
  422. /* ================= */
  423. /* > */
  424. /* > \verbatim */
  425. /* > */
  426. /* > The following steps are performed: */
  427. /* > */
  428. /* > 1. If FACT = 'E', real scaling factors are computed to equilibrate */
  429. /* > the system: */
  430. /* > diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B */
  431. /* > Whether or not the system will be equilibrated depends on the */
  432. /* > scaling of the matrix A, but if equilibration is used, A is */
  433. /* > overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */
  434. /* > */
  435. /* > 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to */
  436. /* > factor the matrix A (after equilibration if FACT = 'E') as */
  437. /* > A = U**T* U, if UPLO = 'U', or */
  438. /* > A = L * L**T, if UPLO = 'L', */
  439. /* > where U is an upper triangular matrix and L is a lower triangular */
  440. /* > matrix. */
  441. /* > */
  442. /* > 3. If the leading i-by-i principal minor is not positive definite, */
  443. /* > then the routine returns with INFO = i. Otherwise, the factored */
  444. /* > form of A is used to estimate the condition number of the matrix */
  445. /* > A. If the reciprocal of the condition number is less than machine */
  446. /* > precision, INFO = N+1 is returned as a warning, but the routine */
  447. /* > still goes on to solve for X and compute error bounds as */
  448. /* > described below. */
  449. /* > */
  450. /* > 4. The system of equations is solved for X using the factored form */
  451. /* > of A. */
  452. /* > */
  453. /* > 5. Iterative refinement is applied to improve the computed solution */
  454. /* > matrix and calculate error bounds and backward error estimates */
  455. /* > for it. */
  456. /* > */
  457. /* > 6. If equilibration was used, the matrix X is premultiplied by */
  458. /* > diag(S) so that it solves the original system before */
  459. /* > equilibration. */
  460. /* > \endverbatim */
  461. /* Arguments: */
  462. /* ========== */
  463. /* > \param[in] FACT */
  464. /* > \verbatim */
  465. /* > FACT is CHARACTER*1 */
  466. /* > Specifies whether or not the factored form of the matrix A is */
  467. /* > supplied on entry, and if not, whether the matrix A should be */
  468. /* > equilibrated before it is factored. */
  469. /* > = 'F': On entry, AFP contains the factored form of A. */
  470. /* > If EQUED = 'Y', the matrix A has been equilibrated */
  471. /* > with scaling factors given by S. AP and AFP will not */
  472. /* > be modified. */
  473. /* > = 'N': The matrix A will be copied to AFP and factored. */
  474. /* > = 'E': The matrix A will be equilibrated if necessary, then */
  475. /* > copied to AFP and factored. */
  476. /* > \endverbatim */
  477. /* > */
  478. /* > \param[in] UPLO */
  479. /* > \verbatim */
  480. /* > UPLO is CHARACTER*1 */
  481. /* > = 'U': Upper triangle of A is stored; */
  482. /* > = 'L': Lower triangle of A is stored. */
  483. /* > \endverbatim */
  484. /* > */
  485. /* > \param[in] N */
  486. /* > \verbatim */
  487. /* > N is INTEGER */
  488. /* > The number of linear equations, i.e., the order of the */
  489. /* > matrix A. N >= 0. */
  490. /* > \endverbatim */
  491. /* > */
  492. /* > \param[in] NRHS */
  493. /* > \verbatim */
  494. /* > NRHS is INTEGER */
  495. /* > The number of right hand sides, i.e., the number of columns */
  496. /* > of the matrices B and X. NRHS >= 0. */
  497. /* > \endverbatim */
  498. /* > */
  499. /* > \param[in,out] AP */
  500. /* > \verbatim */
  501. /* > AP is DOUBLE PRECISION array, dimension (N*(N+1)/2) */
  502. /* > On entry, the upper or lower triangle of the symmetric matrix */
  503. /* > A, packed columnwise in a linear array, except if FACT = 'F' */
  504. /* > and EQUED = 'Y', then A must contain the equilibrated matrix */
  505. /* > diag(S)*A*diag(S). The j-th column of A is stored in the */
  506. /* > array AP as follows: */
  507. /* > if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
  508. /* > if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
  509. /* > See below for further details. A is not modified if */
  510. /* > FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. */
  511. /* > */
  512. /* > On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */
  513. /* > diag(S)*A*diag(S). */
  514. /* > \endverbatim */
  515. /* > */
  516. /* > \param[in,out] AFP */
  517. /* > \verbatim */
  518. /* > AFP is DOUBLE PRECISION array, dimension (N*(N+1)/2) */
  519. /* > If FACT = 'F', then AFP is an input argument and on entry */
  520. /* > contains the triangular factor U or L from the Cholesky */
  521. /* > factorization A = U**T*U or A = L*L**T, in the same storage */
  522. /* > format as A. If EQUED .ne. 'N', then AFP is the factored */
  523. /* > form of the equilibrated matrix A. */
  524. /* > */
  525. /* > If FACT = 'N', then AFP is an output argument and on exit */
  526. /* > returns the triangular factor U or L from the Cholesky */
  527. /* > factorization A = U**T * U or A = L * L**T of the original */
  528. /* > matrix A. */
  529. /* > */
  530. /* > If FACT = 'E', then AFP is an output argument and on exit */
  531. /* > returns the triangular factor U or L from the Cholesky */
  532. /* > factorization A = U**T * U or A = L * L**T of the equilibrated */
  533. /* > matrix A (see the description of AP for the form of the */
  534. /* > equilibrated matrix). */
  535. /* > \endverbatim */
  536. /* > */
  537. /* > \param[in,out] EQUED */
  538. /* > \verbatim */
  539. /* > EQUED is CHARACTER*1 */
  540. /* > Specifies the form of equilibration that was done. */
  541. /* > = 'N': No equilibration (always true if FACT = 'N'). */
  542. /* > = 'Y': Equilibration was done, i.e., A has been replaced by */
  543. /* > diag(S) * A * diag(S). */
  544. /* > EQUED is an input argument if FACT = 'F'; otherwise, it is an */
  545. /* > output argument. */
  546. /* > \endverbatim */
  547. /* > */
  548. /* > \param[in,out] S */
  549. /* > \verbatim */
  550. /* > S is DOUBLE PRECISION array, dimension (N) */
  551. /* > The scale factors for A; not accessed if EQUED = 'N'. S is */
  552. /* > an input argument if FACT = 'F'; otherwise, S is an output */
  553. /* > argument. If FACT = 'F' and EQUED = 'Y', each element of S */
  554. /* > must be positive. */
  555. /* > \endverbatim */
  556. /* > */
  557. /* > \param[in,out] B */
  558. /* > \verbatim */
  559. /* > B is DOUBLE PRECISION array, dimension (LDB,NRHS) */
  560. /* > On entry, the N-by-NRHS right hand side matrix B. */
  561. /* > On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', */
  562. /* > B is overwritten by diag(S) * B. */
  563. /* > \endverbatim */
  564. /* > */
  565. /* > \param[in] LDB */
  566. /* > \verbatim */
  567. /* > LDB is INTEGER */
  568. /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
  569. /* > \endverbatim */
  570. /* > */
  571. /* > \param[out] X */
  572. /* > \verbatim */
  573. /* > X is DOUBLE PRECISION array, dimension (LDX,NRHS) */
  574. /* > If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to */
  575. /* > the original system of equations. Note that if EQUED = 'Y', */
  576. /* > A and B are modified on exit, and the solution to the */
  577. /* > equilibrated system is inv(diag(S))*X. */
  578. /* > \endverbatim */
  579. /* > */
  580. /* > \param[in] LDX */
  581. /* > \verbatim */
  582. /* > LDX is INTEGER */
  583. /* > The leading dimension of the array X. LDX >= f2cmax(1,N). */
  584. /* > \endverbatim */
  585. /* > */
  586. /* > \param[out] RCOND */
  587. /* > \verbatim */
  588. /* > RCOND is DOUBLE PRECISION */
  589. /* > The estimate of the reciprocal condition number of the matrix */
  590. /* > A after equilibration (if done). If RCOND is less than the */
  591. /* > machine precision (in particular, if RCOND = 0), the matrix */
  592. /* > is singular to working precision. This condition is */
  593. /* > indicated by a return code of INFO > 0. */
  594. /* > \endverbatim */
  595. /* > */
  596. /* > \param[out] FERR */
  597. /* > \verbatim */
  598. /* > FERR is DOUBLE PRECISION array, dimension (NRHS) */
  599. /* > The estimated forward error bound for each solution vector */
  600. /* > X(j) (the j-th column of the solution matrix X). */
  601. /* > If XTRUE is the true solution corresponding to X(j), FERR(j) */
  602. /* > is an estimated upper bound for the magnitude of the largest */
  603. /* > element in (X(j) - XTRUE) divided by the magnitude of the */
  604. /* > largest element in X(j). The estimate is as reliable as */
  605. /* > the estimate for RCOND, and is almost always a slight */
  606. /* > overestimate of the true error. */
  607. /* > \endverbatim */
  608. /* > */
  609. /* > \param[out] BERR */
  610. /* > \verbatim */
  611. /* > BERR is DOUBLE PRECISION array, dimension (NRHS) */
  612. /* > The componentwise relative backward error of each solution */
  613. /* > vector X(j) (i.e., the smallest relative change in */
  614. /* > any element of A or B that makes X(j) an exact solution). */
  615. /* > \endverbatim */
  616. /* > */
  617. /* > \param[out] WORK */
  618. /* > \verbatim */
  619. /* > WORK is DOUBLE PRECISION array, dimension (3*N) */
  620. /* > \endverbatim */
  621. /* > */
  622. /* > \param[out] IWORK */
  623. /* > \verbatim */
  624. /* > IWORK is INTEGER array, dimension (N) */
  625. /* > \endverbatim */
  626. /* > */
  627. /* > \param[out] INFO */
  628. /* > \verbatim */
  629. /* > INFO is INTEGER */
  630. /* > = 0: successful exit */
  631. /* > < 0: if INFO = -i, the i-th argument had an illegal value */
  632. /* > > 0: if INFO = i, and i is */
  633. /* > <= N: the leading minor of order i of A is */
  634. /* > not positive definite, so the factorization */
  635. /* > could not be completed, and the solution has not */
  636. /* > been computed. RCOND = 0 is returned. */
  637. /* > = N+1: U is nonsingular, but RCOND is less than machine */
  638. /* > precision, meaning that the matrix is singular */
  639. /* > to working precision. Nevertheless, the */
  640. /* > solution and error bounds are computed because */
  641. /* > there are a number of situations where the */
  642. /* > computed solution can be more accurate than the */
  643. /* > value of RCOND would suggest. */
  644. /* > \endverbatim */
  645. /* Authors: */
  646. /* ======== */
  647. /* > \author Univ. of Tennessee */
  648. /* > \author Univ. of California Berkeley */
  649. /* > \author Univ. of Colorado Denver */
  650. /* > \author NAG Ltd. */
  651. /* > \date April 2012 */
  652. /* > \ingroup doubleOTHERsolve */
  653. /* > \par Further Details: */
  654. /* ===================== */
  655. /* > */
  656. /* > \verbatim */
  657. /* > */
  658. /* > The packed storage scheme is illustrated by the following example */
  659. /* > when N = 4, UPLO = 'U': */
  660. /* > */
  661. /* > Two-dimensional storage of the symmetric matrix A: */
  662. /* > */
  663. /* > a11 a12 a13 a14 */
  664. /* > a22 a23 a24 */
  665. /* > a33 a34 (aij = conjg(aji)) */
  666. /* > a44 */
  667. /* > */
  668. /* > Packed storage of the upper triangle of A: */
  669. /* > */
  670. /* > AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */
  671. /* > \endverbatim */
  672. /* > */
  673. /* ===================================================================== */
  674. /* Subroutine */ int dppsvx_(char *fact, char *uplo, integer *n, integer *
  675. nrhs, doublereal *ap, doublereal *afp, char *equed, doublereal *s,
  676. doublereal *b, integer *ldb, doublereal *x, integer *ldx, doublereal *
  677. rcond, doublereal *ferr, doublereal *berr, doublereal *work, integer *
  678. iwork, integer *info)
  679. {
  680. /* System generated locals */
  681. integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2;
  682. doublereal d__1, d__2;
  683. /* Local variables */
  684. doublereal amax, smin, smax;
  685. integer i__, j;
  686. extern logical lsame_(char *, char *);
  687. doublereal scond, anorm;
  688. extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
  689. doublereal *, integer *);
  690. logical equil, rcequ;
  691. extern doublereal dlamch_(char *);
  692. logical nofact;
  693. extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
  694. doublereal *, integer *, doublereal *, integer *),
  695. xerbla_(char *, integer *, ftnlen);
  696. doublereal bignum;
  697. extern doublereal dlansp_(char *, char *, integer *, doublereal *,
  698. doublereal *);
  699. extern /* Subroutine */ int dppcon_(char *, integer *, doublereal *,
  700. doublereal *, doublereal *, doublereal *, integer *, integer *), dlaqsp_(char *, integer *, doublereal *, doublereal *,
  701. doublereal *, doublereal *, char *);
  702. integer infequ;
  703. extern /* Subroutine */ int dppequ_(char *, integer *, doublereal *,
  704. doublereal *, doublereal *, doublereal *, integer *),
  705. dpprfs_(char *, integer *, integer *, doublereal *, doublereal *,
  706. doublereal *, integer *, doublereal *, integer *, doublereal *,
  707. doublereal *, doublereal *, integer *, integer *),
  708. dpptrf_(char *, integer *, doublereal *, integer *);
  709. doublereal smlnum;
  710. extern /* Subroutine */ int dpptrs_(char *, integer *, integer *,
  711. doublereal *, doublereal *, integer *, integer *);
  712. /* -- LAPACK driver routine (version 3.7.1) -- */
  713. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  714. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  715. /* April 2012 */
  716. /* ===================================================================== */
  717. /* Parameter adjustments */
  718. --ap;
  719. --afp;
  720. --s;
  721. b_dim1 = *ldb;
  722. b_offset = 1 + b_dim1 * 1;
  723. b -= b_offset;
  724. x_dim1 = *ldx;
  725. x_offset = 1 + x_dim1 * 1;
  726. x -= x_offset;
  727. --ferr;
  728. --berr;
  729. --work;
  730. --iwork;
  731. /* Function Body */
  732. *info = 0;
  733. nofact = lsame_(fact, "N");
  734. equil = lsame_(fact, "E");
  735. if (nofact || equil) {
  736. *(unsigned char *)equed = 'N';
  737. rcequ = FALSE_;
  738. } else {
  739. rcequ = lsame_(equed, "Y");
  740. smlnum = dlamch_("Safe minimum");
  741. bignum = 1. / smlnum;
  742. }
  743. /* Test the input parameters. */
  744. if (! nofact && ! equil && ! lsame_(fact, "F")) {
  745. *info = -1;
  746. } else if (! lsame_(uplo, "U") && ! lsame_(uplo,
  747. "L")) {
  748. *info = -2;
  749. } else if (*n < 0) {
  750. *info = -3;
  751. } else if (*nrhs < 0) {
  752. *info = -4;
  753. } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
  754. equed, "N"))) {
  755. *info = -7;
  756. } else {
  757. if (rcequ) {
  758. smin = bignum;
  759. smax = 0.;
  760. i__1 = *n;
  761. for (j = 1; j <= i__1; ++j) {
  762. /* Computing MIN */
  763. d__1 = smin, d__2 = s[j];
  764. smin = f2cmin(d__1,d__2);
  765. /* Computing MAX */
  766. d__1 = smax, d__2 = s[j];
  767. smax = f2cmax(d__1,d__2);
  768. /* L10: */
  769. }
  770. if (smin <= 0.) {
  771. *info = -8;
  772. } else if (*n > 0) {
  773. scond = f2cmax(smin,smlnum) / f2cmin(smax,bignum);
  774. } else {
  775. scond = 1.;
  776. }
  777. }
  778. if (*info == 0) {
  779. if (*ldb < f2cmax(1,*n)) {
  780. *info = -10;
  781. } else if (*ldx < f2cmax(1,*n)) {
  782. *info = -12;
  783. }
  784. }
  785. }
  786. if (*info != 0) {
  787. i__1 = -(*info);
  788. xerbla_("DPPSVX", &i__1, (ftnlen)6);
  789. return 0;
  790. }
  791. if (equil) {
  792. /* Compute row and column scalings to equilibrate the matrix A. */
  793. dppequ_(uplo, n, &ap[1], &s[1], &scond, &amax, &infequ);
  794. if (infequ == 0) {
  795. /* Equilibrate the matrix. */
  796. dlaqsp_(uplo, n, &ap[1], &s[1], &scond, &amax, equed);
  797. rcequ = lsame_(equed, "Y");
  798. }
  799. }
  800. /* Scale the right-hand side. */
  801. if (rcequ) {
  802. i__1 = *nrhs;
  803. for (j = 1; j <= i__1; ++j) {
  804. i__2 = *n;
  805. for (i__ = 1; i__ <= i__2; ++i__) {
  806. b[i__ + j * b_dim1] = s[i__] * b[i__ + j * b_dim1];
  807. /* L20: */
  808. }
  809. /* L30: */
  810. }
  811. }
  812. if (nofact || equil) {
  813. /* Compute the Cholesky factorization A = U**T * U or A = L * L**T. */
  814. i__1 = *n * (*n + 1) / 2;
  815. dcopy_(&i__1, &ap[1], &c__1, &afp[1], &c__1);
  816. dpptrf_(uplo, n, &afp[1], info);
  817. /* Return if INFO is non-zero. */
  818. if (*info > 0) {
  819. *rcond = 0.;
  820. return 0;
  821. }
  822. }
  823. /* Compute the norm of the matrix A. */
  824. anorm = dlansp_("I", uplo, n, &ap[1], &work[1]);
  825. /* Compute the reciprocal of the condition number of A. */
  826. dppcon_(uplo, n, &afp[1], &anorm, rcond, &work[1], &iwork[1], info);
  827. /* Compute the solution matrix X. */
  828. dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
  829. dpptrs_(uplo, n, nrhs, &afp[1], &x[x_offset], ldx, info);
  830. /* Use iterative refinement to improve the computed solution and */
  831. /* compute error bounds and backward error estimates for it. */
  832. dpprfs_(uplo, n, nrhs, &ap[1], &afp[1], &b[b_offset], ldb, &x[x_offset],
  833. ldx, &ferr[1], &berr[1], &work[1], &iwork[1], info);
  834. /* Transform the solution matrix X to a solution of the original */
  835. /* system. */
  836. if (rcequ) {
  837. i__1 = *nrhs;
  838. for (j = 1; j <= i__1; ++j) {
  839. i__2 = *n;
  840. for (i__ = 1; i__ <= i__2; ++i__) {
  841. x[i__ + j * x_dim1] = s[i__] * x[i__ + j * x_dim1];
  842. /* L40: */
  843. }
  844. /* L50: */
  845. }
  846. i__1 = *nrhs;
  847. for (j = 1; j <= i__1; ++j) {
  848. ferr[j] /= scond;
  849. /* L60: */
  850. }
  851. }
  852. /* Set INFO = N+1 if the matrix is singular to working precision. */
  853. if (*rcond < dlamch_("Epsilon")) {
  854. *info = *n + 1;
  855. }
  856. return 0;
  857. /* End of DPPSVX */
  858. } /* dppsvx_ */