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sgesvxx.f 30 kB

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  1. *> \brief <b> SGESVXX computes the solution to system of linear equations A * X = B for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGESVXX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgesvxx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgesvxx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgesvxx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGESVXX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV,
  22. * EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW,
  23. * BERR, N_ERR_BNDS, ERR_BNDS_NORM,
  24. * ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK,
  25. * INFO )
  26. *
  27. * .. Scalar Arguments ..
  28. * CHARACTER EQUED, FACT, TRANS
  29. * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  30. * $ N_ERR_BNDS
  31. * REAL RCOND, RPVGRW
  32. * ..
  33. * .. Array Arguments ..
  34. * INTEGER IPIV( * ), IWORK( * )
  35. * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  36. * $ X( LDX , * ),WORK( * )
  37. * REAL R( * ), C( * ), PARAMS( * ), BERR( * ),
  38. * $ ERR_BNDS_NORM( NRHS, * ),
  39. * $ ERR_BNDS_COMP( NRHS, * )
  40. * ..
  41. *
  42. *
  43. *> \par Purpose:
  44. * =============
  45. *>
  46. *> \verbatim
  47. *>
  48. *> SGESVXX uses the LU factorization to compute the solution to a
  49. *> real system of linear equations A * X = B, where A is an
  50. *> N-by-N matrix and X and B are N-by-NRHS matrices.
  51. *>
  52. *> If requested, both normwise and maximum componentwise error bounds
  53. *> are returned. SGESVXX will return a solution with a tiny
  54. *> guaranteed error (O(eps) where eps is the working machine
  55. *> precision) unless the matrix is very ill-conditioned, in which
  56. *> case a warning is returned. Relevant condition numbers also are
  57. *> calculated and returned.
  58. *>
  59. *> SGESVXX accepts user-provided factorizations and equilibration
  60. *> factors; see the definitions of the FACT and EQUED options.
  61. *> Solving with refinement and using a factorization from a previous
  62. *> SGESVXX call will also produce a solution with either O(eps)
  63. *> errors or warnings, but we cannot make that claim for general
  64. *> user-provided factorizations and equilibration factors if they
  65. *> differ from what SGESVXX would itself produce.
  66. *> \endverbatim
  67. *
  68. *> \par Description:
  69. * =================
  70. *>
  71. *> \verbatim
  72. *>
  73. *> The following steps are performed:
  74. *>
  75. *> 1. If FACT = 'E', real scaling factors are computed to equilibrate
  76. *> the system:
  77. *>
  78. *> TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
  79. *> TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
  80. *> TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
  81. *>
  82. *> Whether or not the system will be equilibrated depends on the
  83. *> scaling of the matrix A, but if equilibration is used, A is
  84. *> overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
  85. *> or diag(C)*B (if TRANS = 'T' or 'C').
  86. *>
  87. *> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
  88. *> the matrix A (after equilibration if FACT = 'E') as
  89. *>
  90. *> A = P * L * U,
  91. *>
  92. *> where P is a permutation matrix, L is a unit lower triangular
  93. *> matrix, and U is upper triangular.
  94. *>
  95. *> 3. If some U(i,i)=0, so that U is exactly singular, then the
  96. *> routine returns with INFO = i. Otherwise, the factored form of A
  97. *> is used to estimate the condition number of the matrix A (see
  98. *> argument RCOND). If the reciprocal of the condition number is less
  99. *> than machine precision, the routine still goes on to solve for X
  100. *> and compute error bounds as described below.
  101. *>
  102. *> 4. The system of equations is solved for X using the factored form
  103. *> of A.
  104. *>
  105. *> 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
  106. *> the routine will use iterative refinement to try to get a small
  107. *> error and error bounds. Refinement calculates the residual to at
  108. *> least twice the working precision.
  109. *>
  110. *> 6. If equilibration was used, the matrix X is premultiplied by
  111. *> diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
  112. *> that it solves the original system before equilibration.
  113. *> \endverbatim
  114. *
  115. * Arguments:
  116. * ==========
  117. *
  118. *> \verbatim
  119. *> Some optional parameters are bundled in the PARAMS array. These
  120. *> settings determine how refinement is performed, but often the
  121. *> defaults are acceptable. If the defaults are acceptable, users
  122. *> can pass NPARAMS = 0 which prevents the source code from accessing
  123. *> the PARAMS argument.
  124. *> \endverbatim
  125. *>
  126. *> \param[in] FACT
  127. *> \verbatim
  128. *> FACT is CHARACTER*1
  129. *> Specifies whether or not the factored form of the matrix A is
  130. *> supplied on entry, and if not, whether the matrix A should be
  131. *> equilibrated before it is factored.
  132. *> = 'F': On entry, AF and IPIV contain the factored form of A.
  133. *> If EQUED is not 'N', the matrix A has been
  134. *> equilibrated with scaling factors given by R and C.
  135. *> A, AF, and IPIV are not modified.
  136. *> = 'N': The matrix A will be copied to AF and factored.
  137. *> = 'E': The matrix A will be equilibrated if necessary, then
  138. *> copied to AF and factored.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] TRANS
  142. *> \verbatim
  143. *> TRANS is CHARACTER*1
  144. *> Specifies the form of the system of equations:
  145. *> = 'N': A * X = B (No transpose)
  146. *> = 'T': A**T * X = B (Transpose)
  147. *> = 'C': A**H * X = B (Conjugate Transpose = Transpose)
  148. *> \endverbatim
  149. *>
  150. *> \param[in] N
  151. *> \verbatim
  152. *> N is INTEGER
  153. *> The number of linear equations, i.e., the order of the
  154. *> matrix A. N >= 0.
  155. *> \endverbatim
  156. *>
  157. *> \param[in] NRHS
  158. *> \verbatim
  159. *> NRHS is INTEGER
  160. *> The number of right hand sides, i.e., the number of columns
  161. *> of the matrices B and X. NRHS >= 0.
  162. *> \endverbatim
  163. *>
  164. *> \param[in,out] A
  165. *> \verbatim
  166. *> A is REAL array, dimension (LDA,N)
  167. *> On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is
  168. *> not 'N', then A must have been equilibrated by the scaling
  169. *> factors in R and/or C. A is not modified if FACT = 'F' or
  170. *> 'N', or if FACT = 'E' and EQUED = 'N' on exit.
  171. *>
  172. *> On exit, if EQUED .ne. 'N', A is scaled as follows:
  173. *> EQUED = 'R': A := diag(R) * A
  174. *> EQUED = 'C': A := A * diag(C)
  175. *> EQUED = 'B': A := diag(R) * A * diag(C).
  176. *> \endverbatim
  177. *>
  178. *> \param[in] LDA
  179. *> \verbatim
  180. *> LDA is INTEGER
  181. *> The leading dimension of the array A. LDA >= max(1,N).
  182. *> \endverbatim
  183. *>
  184. *> \param[in,out] AF
  185. *> \verbatim
  186. *> AF is REAL array, dimension (LDAF,N)
  187. *> If FACT = 'F', then AF is an input argument and on entry
  188. *> contains the factors L and U from the factorization
  189. *> A = P*L*U as computed by SGETRF. If EQUED .ne. 'N', then
  190. *> AF is the factored form of the equilibrated matrix A.
  191. *>
  192. *> If FACT = 'N', then AF is an output argument and on exit
  193. *> returns the factors L and U from the factorization A = P*L*U
  194. *> of the original matrix A.
  195. *>
  196. *> If FACT = 'E', then AF is an output argument and on exit
  197. *> returns the factors L and U from the factorization A = P*L*U
  198. *> of the equilibrated matrix A (see the description of A for
  199. *> the form of the equilibrated matrix).
  200. *> \endverbatim
  201. *>
  202. *> \param[in] LDAF
  203. *> \verbatim
  204. *> LDAF is INTEGER
  205. *> The leading dimension of the array AF. LDAF >= max(1,N).
  206. *> \endverbatim
  207. *>
  208. *> \param[in,out] IPIV
  209. *> \verbatim
  210. *> IPIV is INTEGER array, dimension (N)
  211. *> If FACT = 'F', then IPIV is an input argument and on entry
  212. *> contains the pivot indices from the factorization A = P*L*U
  213. *> as computed by SGETRF; row i of the matrix was interchanged
  214. *> with row IPIV(i).
  215. *>
  216. *> If FACT = 'N', then IPIV is an output argument and on exit
  217. *> contains the pivot indices from the factorization A = P*L*U
  218. *> of the original matrix A.
  219. *>
  220. *> If FACT = 'E', then IPIV is an output argument and on exit
  221. *> contains the pivot indices from the factorization A = P*L*U
  222. *> of the equilibrated matrix A.
  223. *> \endverbatim
  224. *>
  225. *> \param[in,out] EQUED
  226. *> \verbatim
  227. *> EQUED is CHARACTER*1
  228. *> Specifies the form of equilibration that was done.
  229. *> = 'N': No equilibration (always true if FACT = 'N').
  230. *> = 'R': Row equilibration, i.e., A has been premultiplied by
  231. *> diag(R).
  232. *> = 'C': Column equilibration, i.e., A has been postmultiplied
  233. *> by diag(C).
  234. *> = 'B': Both row and column equilibration, i.e., A has been
  235. *> replaced by diag(R) * A * diag(C).
  236. *> EQUED is an input argument if FACT = 'F'; otherwise, it is an
  237. *> output argument.
  238. *> \endverbatim
  239. *>
  240. *> \param[in,out] R
  241. *> \verbatim
  242. *> R is REAL array, dimension (N)
  243. *> The row scale factors for A. If EQUED = 'R' or 'B', A is
  244. *> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
  245. *> is not accessed. R is an input argument if FACT = 'F';
  246. *> otherwise, R is an output argument. If FACT = 'F' and
  247. *> EQUED = 'R' or 'B', each element of R must be positive.
  248. *> If R is output, each element of R is a power of the radix.
  249. *> If R is input, each element of R should be a power of the radix
  250. *> to ensure a reliable solution and error estimates. Scaling by
  251. *> powers of the radix does not cause rounding errors unless the
  252. *> result underflows or overflows. Rounding errors during scaling
  253. *> lead to refining with a matrix that is not equivalent to the
  254. *> input matrix, producing error estimates that may not be
  255. *> reliable.
  256. *> \endverbatim
  257. *>
  258. *> \param[in,out] C
  259. *> \verbatim
  260. *> C is REAL array, dimension (N)
  261. *> The column scale factors for A. If EQUED = 'C' or 'B', A is
  262. *> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
  263. *> is not accessed. C is an input argument if FACT = 'F';
  264. *> otherwise, C is an output argument. If FACT = 'F' and
  265. *> EQUED = 'C' or 'B', each element of C must be positive.
  266. *> If C is output, each element of C is a power of the radix.
  267. *> If C is input, each element of C should be a power of the radix
  268. *> to ensure a reliable solution and error estimates. Scaling by
  269. *> powers of the radix does not cause rounding errors unless the
  270. *> result underflows or overflows. Rounding errors during scaling
  271. *> lead to refining with a matrix that is not equivalent to the
  272. *> input matrix, producing error estimates that may not be
  273. *> reliable.
  274. *> \endverbatim
  275. *>
  276. *> \param[in,out] B
  277. *> \verbatim
  278. *> B is REAL array, dimension (LDB,NRHS)
  279. *> On entry, the N-by-NRHS right hand side matrix B.
  280. *> On exit,
  281. *> if EQUED = 'N', B is not modified;
  282. *> if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
  283. *> diag(R)*B;
  284. *> if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
  285. *> overwritten by diag(C)*B.
  286. *> \endverbatim
  287. *>
  288. *> \param[in] LDB
  289. *> \verbatim
  290. *> LDB is INTEGER
  291. *> The leading dimension of the array B. LDB >= max(1,N).
  292. *> \endverbatim
  293. *>
  294. *> \param[out] X
  295. *> \verbatim
  296. *> X is REAL array, dimension (LDX,NRHS)
  297. *> If INFO = 0, the N-by-NRHS solution matrix X to the original
  298. *> system of equations. Note that A and B are modified on exit
  299. *> if EQUED .ne. 'N', and the solution to the equilibrated system is
  300. *> inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
  301. *> inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
  302. *> \endverbatim
  303. *>
  304. *> \param[in] LDX
  305. *> \verbatim
  306. *> LDX is INTEGER
  307. *> The leading dimension of the array X. LDX >= max(1,N).
  308. *> \endverbatim
  309. *>
  310. *> \param[out] RCOND
  311. *> \verbatim
  312. *> RCOND is REAL
  313. *> Reciprocal scaled condition number. This is an estimate of the
  314. *> reciprocal Skeel condition number of the matrix A after
  315. *> equilibration (if done). If this is less than the machine
  316. *> precision (in particular, if it is zero), the matrix is singular
  317. *> to working precision. Note that the error may still be small even
  318. *> if this number is very small and the matrix appears ill-
  319. *> conditioned.
  320. *> \endverbatim
  321. *>
  322. *> \param[out] RPVGRW
  323. *> \verbatim
  324. *> RPVGRW is REAL
  325. *> Reciprocal pivot growth. On exit, this contains the reciprocal
  326. *> pivot growth factor norm(A)/norm(U). The "max absolute element"
  327. *> norm is used. If this is much less than 1, then the stability of
  328. *> the LU factorization of the (equilibrated) matrix A could be poor.
  329. *> This also means that the solution X, estimated condition numbers,
  330. *> and error bounds could be unreliable. If factorization fails with
  331. *> 0<INFO<=N, then this contains the reciprocal pivot growth factor
  332. *> for the leading INFO columns of A. In SGESVX, this quantity is
  333. *> returned in WORK(1).
  334. *> \endverbatim
  335. *>
  336. *> \param[out] BERR
  337. *> \verbatim
  338. *> BERR is REAL array, dimension (NRHS)
  339. *> Componentwise relative backward error. This is the
  340. *> componentwise relative backward error of each solution vector X(j)
  341. *> (i.e., the smallest relative change in any element of A or B that
  342. *> makes X(j) an exact solution).
  343. *> \endverbatim
  344. *>
  345. *> \param[in] N_ERR_BNDS
  346. *> \verbatim
  347. *> N_ERR_BNDS is INTEGER
  348. *> Number of error bounds to return for each right hand side
  349. *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
  350. *> ERR_BNDS_COMP below.
  351. *> \endverbatim
  352. *>
  353. *> \param[out] ERR_BNDS_NORM
  354. *> \verbatim
  355. *> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
  356. *> For each right-hand side, this array contains information about
  357. *> various error bounds and condition numbers corresponding to the
  358. *> normwise relative error, which is defined as follows:
  359. *>
  360. *> Normwise relative error in the ith solution vector:
  361. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  362. *> ------------------------------
  363. *> max_j abs(X(j,i))
  364. *>
  365. *> The array is indexed by the type of error information as described
  366. *> below. There currently are up to three pieces of information
  367. *> returned.
  368. *>
  369. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  370. *> right-hand side.
  371. *>
  372. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  373. *> three fields:
  374. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  375. *> reciprocal condition number is less than the threshold
  376. *> sqrt(n) * slamch('Epsilon').
  377. *>
  378. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  379. *> almost certainly within a factor of 10 of the true error
  380. *> so long as the next entry is greater than the threshold
  381. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  382. *> be trusted if the previous boolean is true.
  383. *>
  384. *> err = 3 Reciprocal condition number: Estimated normwise
  385. *> reciprocal condition number. Compared with the threshold
  386. *> sqrt(n) * slamch('Epsilon') to determine if the error
  387. *> estimate is "guaranteed". These reciprocal condition
  388. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  389. *> appropriately scaled matrix Z.
  390. *> Let Z = S*A, where S scales each row by a power of the
  391. *> radix so all absolute row sums of Z are approximately 1.
  392. *>
  393. *> See Lapack Working Note 165 for further details and extra
  394. *> cautions.
  395. *> \endverbatim
  396. *>
  397. *> \param[out] ERR_BNDS_COMP
  398. *> \verbatim
  399. *> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
  400. *> For each right-hand side, this array contains information about
  401. *> various error bounds and condition numbers corresponding to the
  402. *> componentwise relative error, which is defined as follows:
  403. *>
  404. *> Componentwise relative error in the ith solution vector:
  405. *> abs(XTRUE(j,i) - X(j,i))
  406. *> max_j ----------------------
  407. *> abs(X(j,i))
  408. *>
  409. *> The array is indexed by the right-hand side i (on which the
  410. *> componentwise relative error depends), and the type of error
  411. *> information as described below. There currently are up to three
  412. *> pieces of information returned for each right-hand side. If
  413. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  414. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
  415. *> the first (:,N_ERR_BNDS) entries are returned.
  416. *>
  417. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  418. *> right-hand side.
  419. *>
  420. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  421. *> three fields:
  422. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  423. *> reciprocal condition number is less than the threshold
  424. *> sqrt(n) * slamch('Epsilon').
  425. *>
  426. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  427. *> almost certainly within a factor of 10 of the true error
  428. *> so long as the next entry is greater than the threshold
  429. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  430. *> be trusted if the previous boolean is true.
  431. *>
  432. *> err = 3 Reciprocal condition number: Estimated componentwise
  433. *> reciprocal condition number. Compared with the threshold
  434. *> sqrt(n) * slamch('Epsilon') to determine if the error
  435. *> estimate is "guaranteed". These reciprocal condition
  436. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  437. *> appropriately scaled matrix Z.
  438. *> Let Z = S*(A*diag(x)), where x is the solution for the
  439. *> current right-hand side and S scales each row of
  440. *> A*diag(x) by a power of the radix so all absolute row
  441. *> sums of Z are approximately 1.
  442. *>
  443. *> See Lapack Working Note 165 for further details and extra
  444. *> cautions.
  445. *> \endverbatim
  446. *>
  447. *> \param[in] NPARAMS
  448. *> \verbatim
  449. *> NPARAMS is INTEGER
  450. *> Specifies the number of parameters set in PARAMS. If <= 0, the
  451. *> PARAMS array is never referenced and default values are used.
  452. *> \endverbatim
  453. *>
  454. *> \param[in,out] PARAMS
  455. *> \verbatim
  456. *> PARAMS is REAL array, dimension NPARAMS
  457. *> Specifies algorithm parameters. If an entry is < 0.0, then
  458. *> that entry will be filled with default value used for that
  459. *> parameter. Only positions up to NPARAMS are accessed; defaults
  460. *> are used for higher-numbered parameters.
  461. *>
  462. *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  463. *> refinement or not.
  464. *> Default: 1.0
  465. *> = 0.0: No refinement is performed, and no error bounds are
  466. *> computed.
  467. *> = 1.0: Use the double-precision refinement algorithm,
  468. *> possibly with doubled-single computations if the
  469. *> compilation environment does not support DOUBLE
  470. *> PRECISION.
  471. *> (other values are reserved for future use)
  472. *>
  473. *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  474. *> computations allowed for refinement.
  475. *> Default: 10
  476. *> Aggressive: Set to 100 to permit convergence using approximate
  477. *> factorizations or factorizations other than LU. If
  478. *> the factorization uses a technique other than
  479. *> Gaussian elimination, the guarantees in
  480. *> err_bnds_norm and err_bnds_comp may no longer be
  481. *> trustworthy.
  482. *>
  483. *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  484. *> will attempt to find a solution with small componentwise
  485. *> relative error in the double-precision algorithm. Positive
  486. *> is true, 0.0 is false.
  487. *> Default: 1.0 (attempt componentwise convergence)
  488. *> \endverbatim
  489. *>
  490. *> \param[out] WORK
  491. *> \verbatim
  492. *> WORK is REAL array, dimension (4*N)
  493. *> \endverbatim
  494. *>
  495. *> \param[out] IWORK
  496. *> \verbatim
  497. *> IWORK is INTEGER array, dimension (N)
  498. *> \endverbatim
  499. *>
  500. *> \param[out] INFO
  501. *> \verbatim
  502. *> INFO is INTEGER
  503. *> = 0: Successful exit. The solution to every right-hand side is
  504. *> guaranteed.
  505. *> < 0: If INFO = -i, the i-th argument had an illegal value
  506. *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
  507. *> has been completed, but the factor U is exactly singular, so
  508. *> the solution and error bounds could not be computed. RCOND = 0
  509. *> is returned.
  510. *> = N+J: The solution corresponding to the Jth right-hand side is
  511. *> not guaranteed. The solutions corresponding to other right-
  512. *> hand sides K with K > J may not be guaranteed as well, but
  513. *> only the first such right-hand side is reported. If a small
  514. *> componentwise error is not requested (PARAMS(3) = 0.0) then
  515. *> the Jth right-hand side is the first with a normwise error
  516. *> bound that is not guaranteed (the smallest J such
  517. *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  518. *> the Jth right-hand side is the first with either a normwise or
  519. *> componentwise error bound that is not guaranteed (the smallest
  520. *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  521. *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  522. *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  523. *> about all of the right-hand sides check ERR_BNDS_NORM or
  524. *> ERR_BNDS_COMP.
  525. *> \endverbatim
  526. *
  527. * Authors:
  528. * ========
  529. *
  530. *> \author Univ. of Tennessee
  531. *> \author Univ. of California Berkeley
  532. *> \author Univ. of Colorado Denver
  533. *> \author NAG Ltd.
  534. *
  535. *> \ingroup realGEsolve
  536. *
  537. * =====================================================================
  538. SUBROUTINE SGESVXX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV,
  539. $ EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW,
  540. $ BERR, N_ERR_BNDS, ERR_BNDS_NORM,
  541. $ ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK,
  542. $ INFO )
  543. *
  544. * -- LAPACK driver routine --
  545. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  546. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  547. *
  548. * .. Scalar Arguments ..
  549. CHARACTER EQUED, FACT, TRANS
  550. INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  551. $ N_ERR_BNDS
  552. REAL RCOND, RPVGRW
  553. * ..
  554. * .. Array Arguments ..
  555. INTEGER IPIV( * ), IWORK( * )
  556. REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  557. $ X( LDX , * ),WORK( * )
  558. REAL R( * ), C( * ), PARAMS( * ), BERR( * ),
  559. $ ERR_BNDS_NORM( NRHS, * ),
  560. $ ERR_BNDS_COMP( NRHS, * )
  561. * ..
  562. *
  563. * ==================================================================
  564. *
  565. * .. Parameters ..
  566. REAL ZERO, ONE
  567. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  568. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  569. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  570. INTEGER CMP_ERR_I, PIV_GROWTH_I
  571. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  572. $ BERR_I = 3 )
  573. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  574. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  575. $ PIV_GROWTH_I = 9 )
  576. * ..
  577. * .. Local Scalars ..
  578. LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
  579. INTEGER INFEQU, J
  580. REAL AMAX, BIGNUM, COLCND, RCMAX, RCMIN, ROWCND,
  581. $ SMLNUM
  582. * ..
  583. * .. External Functions ..
  584. EXTERNAL LSAME, SLAMCH, SLA_GERPVGRW
  585. LOGICAL LSAME
  586. REAL SLAMCH, SLA_GERPVGRW
  587. * ..
  588. * .. External Subroutines ..
  589. EXTERNAL SGEEQUB, SGETRF, SGETRS, SLACPY, SLAQGE,
  590. $ XERBLA, SLASCL2, SGERFSX
  591. * ..
  592. * .. Intrinsic Functions ..
  593. INTRINSIC MAX, MIN
  594. * ..
  595. * .. Executable Statements ..
  596. *
  597. INFO = 0
  598. NOFACT = LSAME( FACT, 'N' )
  599. EQUIL = LSAME( FACT, 'E' )
  600. NOTRAN = LSAME( TRANS, 'N' )
  601. SMLNUM = SLAMCH( 'Safe minimum' )
  602. BIGNUM = ONE / SMLNUM
  603. IF( NOFACT .OR. EQUIL ) THEN
  604. EQUED = 'N'
  605. ROWEQU = .FALSE.
  606. COLEQU = .FALSE.
  607. ELSE
  608. ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
  609. COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
  610. END IF
  611. *
  612. * Default is failure. If an input parameter is wrong or
  613. * factorization fails, make everything look horrible. Only the
  614. * pivot growth is set here, the rest is initialized in SGERFSX.
  615. *
  616. RPVGRW = ZERO
  617. *
  618. * Test the input parameters. PARAMS is not tested until SGERFSX.
  619. *
  620. IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.
  621. $ LSAME( FACT, 'F' ) ) THEN
  622. INFO = -1
  623. ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
  624. $ LSAME( TRANS, 'C' ) ) THEN
  625. INFO = -2
  626. ELSE IF( N.LT.0 ) THEN
  627. INFO = -3
  628. ELSE IF( NRHS.LT.0 ) THEN
  629. INFO = -4
  630. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  631. INFO = -6
  632. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  633. INFO = -8
  634. ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
  635. $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
  636. INFO = -10
  637. ELSE
  638. IF( ROWEQU ) THEN
  639. RCMIN = BIGNUM
  640. RCMAX = ZERO
  641. DO 10 J = 1, N
  642. RCMIN = MIN( RCMIN, R( J ) )
  643. RCMAX = MAX( RCMAX, R( J ) )
  644. 10 CONTINUE
  645. IF( RCMIN.LE.ZERO ) THEN
  646. INFO = -11
  647. ELSE IF( N.GT.0 ) THEN
  648. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  649. ELSE
  650. ROWCND = ONE
  651. END IF
  652. END IF
  653. IF( COLEQU .AND. INFO.EQ.0 ) THEN
  654. RCMIN = BIGNUM
  655. RCMAX = ZERO
  656. DO 20 J = 1, N
  657. RCMIN = MIN( RCMIN, C( J ) )
  658. RCMAX = MAX( RCMAX, C( J ) )
  659. 20 CONTINUE
  660. IF( RCMIN.LE.ZERO ) THEN
  661. INFO = -12
  662. ELSE IF( N.GT.0 ) THEN
  663. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  664. ELSE
  665. COLCND = ONE
  666. END IF
  667. END IF
  668. IF( INFO.EQ.0 ) THEN
  669. IF( LDB.LT.MAX( 1, N ) ) THEN
  670. INFO = -14
  671. ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  672. INFO = -16
  673. END IF
  674. END IF
  675. END IF
  676. *
  677. IF( INFO.NE.0 ) THEN
  678. CALL XERBLA( 'SGESVXX', -INFO )
  679. RETURN
  680. END IF
  681. *
  682. IF( EQUIL ) THEN
  683. *
  684. * Compute row and column scalings to equilibrate the matrix A.
  685. *
  686. CALL SGEEQUB( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  687. $ INFEQU )
  688. IF( INFEQU.EQ.0 ) THEN
  689. *
  690. * Equilibrate the matrix.
  691. *
  692. CALL SLAQGE( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  693. $ EQUED )
  694. ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
  695. COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
  696. END IF
  697. *
  698. * If the scaling factors are not applied, set them to 1.0.
  699. *
  700. IF ( .NOT.ROWEQU ) THEN
  701. DO J = 1, N
  702. R( J ) = 1.0
  703. END DO
  704. END IF
  705. IF ( .NOT.COLEQU ) THEN
  706. DO J = 1, N
  707. C( J ) = 1.0
  708. END DO
  709. END IF
  710. END IF
  711. *
  712. * Scale the right-hand side.
  713. *
  714. IF( NOTRAN ) THEN
  715. IF( ROWEQU ) CALL SLASCL2( N, NRHS, R, B, LDB )
  716. ELSE
  717. IF( COLEQU ) CALL SLASCL2( N, NRHS, C, B, LDB )
  718. END IF
  719. *
  720. IF( NOFACT .OR. EQUIL ) THEN
  721. *
  722. * Compute the LU factorization of A.
  723. *
  724. CALL SLACPY( 'Full', N, N, A, LDA, AF, LDAF )
  725. CALL SGETRF( N, N, AF, LDAF, IPIV, INFO )
  726. *
  727. * Return if INFO is non-zero.
  728. *
  729. IF( INFO.GT.0 ) THEN
  730. *
  731. * Pivot in column INFO is exactly 0
  732. * Compute the reciprocal pivot growth factor of the
  733. * leading rank-deficient INFO columns of A.
  734. *
  735. RPVGRW = SLA_GERPVGRW( N, INFO, A, LDA, AF, LDAF )
  736. RETURN
  737. END IF
  738. END IF
  739. *
  740. * Compute the reciprocal pivot growth factor RPVGRW.
  741. *
  742. RPVGRW = SLA_GERPVGRW( N, N, A, LDA, AF, LDAF )
  743. *
  744. * Compute the solution matrix X.
  745. *
  746. CALL SLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
  747. CALL SGETRS( TRANS, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO )
  748. *
  749. * Use iterative refinement to improve the computed solution and
  750. * compute error bounds and backward error estimates for it.
  751. *
  752. CALL SGERFSX( TRANS, EQUED, N, NRHS, A, LDA, AF, LDAF,
  753. $ IPIV, R, C, B, LDB, X, LDX, RCOND, BERR,
  754. $ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  755. $ WORK, IWORK, INFO )
  756. *
  757. * Scale solutions.
  758. *
  759. IF ( COLEQU .AND. NOTRAN ) THEN
  760. CALL SLASCL2 ( N, NRHS, C, X, LDX )
  761. ELSE IF ( ROWEQU .AND. .NOT.NOTRAN ) THEN
  762. CALL SLASCL2 ( N, NRHS, R, X, LDX )
  763. END IF
  764. *
  765. RETURN
  766. *
  767. * End of SGESVXX
  768. END