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dsysvxx.f 27 kB

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  1. *> \brief \b DSYSVXX
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYSVXX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsysvxx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsysvxx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsysvxx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV,
  22. * EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
  23. * N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
  24. * NPARAMS, PARAMS, WORK, IWORK, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER EQUED, FACT, UPLO
  28. * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  29. * $ N_ERR_BNDS
  30. * DOUBLE PRECISION RCOND, RPVGRW
  31. * ..
  32. * .. Array Arguments ..
  33. * INTEGER IPIV( * ), IWORK( * )
  34. * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  35. * $ X( LDX, * ), WORK( * )
  36. * DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
  37. * $ ERR_BNDS_NORM( NRHS, * ),
  38. * $ ERR_BNDS_COMP( NRHS, * )
  39. * ..
  40. *
  41. *
  42. *> \par Purpose:
  43. * =============
  44. *>
  45. *> \verbatim
  46. *>
  47. *> DSYSVXX uses the diagonal pivoting factorization to compute the
  48. *> solution to a double precision system of linear equations A * X = B, where A
  49. *> is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices.
  50. *>
  51. *> If requested, both normwise and maximum componentwise error bounds
  52. *> are returned. DSYSVXX will return a solution with a tiny
  53. *> guaranteed error (O(eps) where eps is the working machine
  54. *> precision) unless the matrix is very ill-conditioned, in which
  55. *> case a warning is returned. Relevant condition numbers also are
  56. *> calculated and returned.
  57. *>
  58. *> DSYSVXX accepts user-provided factorizations and equilibration
  59. *> factors; see the definitions of the FACT and EQUED options.
  60. *> Solving with refinement and using a factorization from a previous
  61. *> DSYSVXX call will also produce a solution with either O(eps)
  62. *> errors or warnings, but we cannot make that claim for general
  63. *> user-provided factorizations and equilibration factors if they
  64. *> differ from what DSYSVXX would itself produce.
  65. *> \endverbatim
  66. *
  67. *> \par Description:
  68. * =================
  69. *>
  70. *> \verbatim
  71. *>
  72. *> The following steps are performed:
  73. *>
  74. *> 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
  75. *> the system:
  76. *>
  77. *> diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
  78. *>
  79. *> Whether or not the system will be equilibrated depends on the
  80. *> scaling of the matrix A, but if equilibration is used, A is
  81. *> overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
  82. *>
  83. *> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
  84. *> the matrix A (after equilibration if FACT = 'E') as
  85. *>
  86. *> A = U * D * U**T, if UPLO = 'U', or
  87. *> A = L * D * L**T, if UPLO = 'L',
  88. *>
  89. *> where U (or L) is a product of permutation and unit upper (lower)
  90. *> triangular matrices, and D is symmetric and block diagonal with
  91. *> 1-by-1 and 2-by-2 diagonal blocks.
  92. *>
  93. *> 3. If some D(i,i)=0, so that D is exactly singular, then the
  94. *> routine returns with INFO = i. Otherwise, the factored form of A
  95. *> is used to estimate the condition number of the matrix A (see
  96. *> argument RCOND). If the reciprocal of the condition number is
  97. *> less than machine precision, the routine still goes on to solve
  98. *> for X and compute error bounds as described below.
  99. *>
  100. *> 4. The system of equations is solved for X using the factored form
  101. *> of A.
  102. *>
  103. *> 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
  104. *> the routine will use iterative refinement to try to get a small
  105. *> error and error bounds. Refinement calculates the residual to at
  106. *> least twice the working precision.
  107. *>
  108. *> 6. If equilibration was used, the matrix X is premultiplied by
  109. *> diag(R) so that it solves the original system before
  110. *> equilibration.
  111. *> \endverbatim
  112. *
  113. * Arguments:
  114. * ==========
  115. *
  116. *> \verbatim
  117. *> Some optional parameters are bundled in the PARAMS array. These
  118. *> settings determine how refinement is performed, but often the
  119. *> defaults are acceptable. If the defaults are acceptable, users
  120. *> can pass NPARAMS = 0 which prevents the source code from accessing
  121. *> the PARAMS argument.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] FACT
  125. *> \verbatim
  126. *> FACT is CHARACTER*1
  127. *> Specifies whether or not the factored form of the matrix A is
  128. *> supplied on entry, and if not, whether the matrix A should be
  129. *> equilibrated before it is factored.
  130. *> = 'F': On entry, AF and IPIV contain the factored form of A.
  131. *> If EQUED is not 'N', the matrix A has been
  132. *> equilibrated with scaling factors given by S.
  133. *> A, AF, and IPIV are not modified.
  134. *> = 'N': The matrix A will be copied to AF and factored.
  135. *> = 'E': The matrix A will be equilibrated if necessary, then
  136. *> copied to AF and factored.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] UPLO
  140. *> \verbatim
  141. *> UPLO is CHARACTER*1
  142. *> = 'U': Upper triangle of A is stored;
  143. *> = 'L': Lower triangle of A is stored.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] N
  147. *> \verbatim
  148. *> N is INTEGER
  149. *> The number of linear equations, i.e., the order of the
  150. *> matrix A. N >= 0.
  151. *> \endverbatim
  152. *>
  153. *> \param[in] NRHS
  154. *> \verbatim
  155. *> NRHS is INTEGER
  156. *> The number of right hand sides, i.e., the number of columns
  157. *> of the matrices B and X. NRHS >= 0.
  158. *> \endverbatim
  159. *>
  160. *> \param[in,out] A
  161. *> \verbatim
  162. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  163. *> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
  164. *> upper triangular part of A contains the upper triangular
  165. *> part of the matrix A, and the strictly lower triangular
  166. *> part of A is not referenced. If UPLO = 'L', the leading
  167. *> N-by-N lower triangular part of A contains the lower
  168. *> triangular part of the matrix A, and the strictly upper
  169. *> triangular part of A is not referenced.
  170. *>
  171. *> On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
  172. *> diag(S)*A*diag(S).
  173. *> \endverbatim
  174. *>
  175. *> \param[in] LDA
  176. *> \verbatim
  177. *> LDA is INTEGER
  178. *> The leading dimension of the array A. LDA >= max(1,N).
  179. *> \endverbatim
  180. *>
  181. *> \param[in,out] AF
  182. *> \verbatim
  183. *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
  184. *> If FACT = 'F', then AF is an input argument and on entry
  185. *> contains the block diagonal matrix D and the multipliers
  186. *> used to obtain the factor U or L from the factorization A =
  187. *> U*D*U**T or A = L*D*L**T as computed by DSYTRF.
  188. *>
  189. *> If FACT = 'N', then AF is an output argument and on exit
  190. *> returns the block diagonal matrix D and the multipliers
  191. *> used to obtain the factor U or L from the factorization A =
  192. *> U*D*U**T or A = L*D*L**T.
  193. *> \endverbatim
  194. *>
  195. *> \param[in] LDAF
  196. *> \verbatim
  197. *> LDAF is INTEGER
  198. *> The leading dimension of the array AF. LDAF >= max(1,N).
  199. *> \endverbatim
  200. *>
  201. *> \param[in,out] IPIV
  202. *> \verbatim
  203. *> IPIV is INTEGER array, dimension (N)
  204. *> If FACT = 'F', then IPIV is an input argument and on entry
  205. *> contains details of the interchanges and the block
  206. *> structure of D, as determined by DSYTRF. If IPIV(k) > 0,
  207. *> then rows and columns k and IPIV(k) were interchanged and
  208. *> D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
  209. *> IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
  210. *> -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
  211. *> diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
  212. *> then rows and columns k+1 and -IPIV(k) were interchanged
  213. *> and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  214. *>
  215. *> If FACT = 'N', then IPIV is an output argument and on exit
  216. *> contains details of the interchanges and the block
  217. *> structure of D, as determined by DSYTRF.
  218. *> \endverbatim
  219. *>
  220. *> \param[in,out] EQUED
  221. *> \verbatim
  222. *> EQUED is CHARACTER*1
  223. *> Specifies the form of equilibration that was done.
  224. *> = 'N': No equilibration (always true if FACT = 'N').
  225. *> = 'Y': Both row and column equilibration, i.e., A has been
  226. *> replaced by diag(S) * A * diag(S).
  227. *> EQUED is an input argument if FACT = 'F'; otherwise, it is an
  228. *> output argument.
  229. *> \endverbatim
  230. *>
  231. *> \param[in,out] S
  232. *> \verbatim
  233. *> S is DOUBLE PRECISION array, dimension (N)
  234. *> The scale factors for A. If EQUED = 'Y', A is multiplied on
  235. *> the left and right by diag(S). S is an input argument if FACT =
  236. *> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
  237. *> = 'Y', each element of S must be positive. If S is output, each
  238. *> element of S is a power of the radix. If S is input, each element
  239. *> of S should be a power of the radix to ensure a reliable solution
  240. *> and error estimates. Scaling by powers of the radix does not cause
  241. *> rounding errors unless the result underflows or overflows.
  242. *> Rounding errors during scaling lead to refining with a matrix that
  243. *> is not equivalent to the input matrix, producing error estimates
  244. *> that may not be reliable.
  245. *> \endverbatim
  246. *>
  247. *> \param[in,out] B
  248. *> \verbatim
  249. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  250. *> On entry, the N-by-NRHS right hand side matrix B.
  251. *> On exit,
  252. *> if EQUED = 'N', B is not modified;
  253. *> if EQUED = 'Y', B is overwritten by diag(S)*B;
  254. *> \endverbatim
  255. *>
  256. *> \param[in] LDB
  257. *> \verbatim
  258. *> LDB is INTEGER
  259. *> The leading dimension of the array B. LDB >= max(1,N).
  260. *> \endverbatim
  261. *>
  262. *> \param[out] X
  263. *> \verbatim
  264. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  265. *> If INFO = 0, the N-by-NRHS solution matrix X to the original
  266. *> system of equations. Note that A and B are modified on exit if
  267. *> EQUED .ne. 'N', and the solution to the equilibrated system is
  268. *> inv(diag(S))*X.
  269. *> \endverbatim
  270. *>
  271. *> \param[in] LDX
  272. *> \verbatim
  273. *> LDX is INTEGER
  274. *> The leading dimension of the array X. LDX >= max(1,N).
  275. *> \endverbatim
  276. *>
  277. *> \param[out] RCOND
  278. *> \verbatim
  279. *> RCOND is DOUBLE PRECISION
  280. *> Reciprocal scaled condition number. This is an estimate of the
  281. *> reciprocal Skeel condition number of the matrix A after
  282. *> equilibration (if done). If this is less than the machine
  283. *> precision (in particular, if it is zero), the matrix is singular
  284. *> to working precision. Note that the error may still be small even
  285. *> if this number is very small and the matrix appears ill-
  286. *> conditioned.
  287. *> \endverbatim
  288. *>
  289. *> \param[out] RPVGRW
  290. *> \verbatim
  291. *> RPVGRW is DOUBLE PRECISION
  292. *> Reciprocal pivot growth. On exit, this contains the reciprocal
  293. *> pivot growth factor norm(A)/norm(U). The "max absolute element"
  294. *> norm is used. If this is much less than 1, then the stability of
  295. *> the LU factorization of the (equilibrated) matrix A could be poor.
  296. *> This also means that the solution X, estimated condition numbers,
  297. *> and error bounds could be unreliable. If factorization fails with
  298. *> 0<INFO<=N, then this contains the reciprocal pivot growth factor
  299. *> for the leading INFO columns of A.
  300. *> \endverbatim
  301. *>
  302. *> \param[out] BERR
  303. *> \verbatim
  304. *> BERR is DOUBLE PRECISION array, dimension (NRHS)
  305. *> Componentwise relative backward error. This is the
  306. *> componentwise relative backward error of each solution vector X(j)
  307. *> (i.e., the smallest relative change in any element of A or B that
  308. *> makes X(j) an exact solution).
  309. *> \endverbatim
  310. *>
  311. *> \param[in] N_ERR_BNDS
  312. *> \verbatim
  313. *> N_ERR_BNDS is INTEGER
  314. *> Number of error bounds to return for each right hand side
  315. *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
  316. *> ERR_BNDS_COMP below.
  317. *> \endverbatim
  318. *>
  319. *> \param[out] ERR_BNDS_NORM
  320. *> \verbatim
  321. *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  322. *> For each right-hand side, this array contains information about
  323. *> various error bounds and condition numbers corresponding to the
  324. *> normwise relative error, which is defined as follows:
  325. *>
  326. *> Normwise relative error in the ith solution vector:
  327. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  328. *> ------------------------------
  329. *> max_j abs(X(j,i))
  330. *>
  331. *> The array is indexed by the type of error information as described
  332. *> below. There currently are up to three pieces of information
  333. *> returned.
  334. *>
  335. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  336. *> right-hand side.
  337. *>
  338. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  339. *> three fields:
  340. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  341. *> reciprocal condition number is less than the threshold
  342. *> sqrt(n) * dlamch('Epsilon').
  343. *>
  344. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  345. *> almost certainly within a factor of 10 of the true error
  346. *> so long as the next entry is greater than the threshold
  347. *> sqrt(n) * dlamch('Epsilon'). This error bound should only
  348. *> be trusted if the previous boolean is true.
  349. *>
  350. *> err = 3 Reciprocal condition number: Estimated normwise
  351. *> reciprocal condition number. Compared with the threshold
  352. *> sqrt(n) * dlamch('Epsilon') to determine if the error
  353. *> estimate is "guaranteed". These reciprocal condition
  354. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  355. *> appropriately scaled matrix Z.
  356. *> Let Z = S*A, where S scales each row by a power of the
  357. *> radix so all absolute row sums of Z are approximately 1.
  358. *>
  359. *> See Lapack Working Note 165 for further details and extra
  360. *> cautions.
  361. *> \endverbatim
  362. *>
  363. *> \param[out] ERR_BNDS_COMP
  364. *> \verbatim
  365. *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  366. *> For each right-hand side, this array contains information about
  367. *> various error bounds and condition numbers corresponding to the
  368. *> componentwise relative error, which is defined as follows:
  369. *>
  370. *> Componentwise relative error in the ith solution vector:
  371. *> abs(XTRUE(j,i) - X(j,i))
  372. *> max_j ----------------------
  373. *> abs(X(j,i))
  374. *>
  375. *> The array is indexed by the right-hand side i (on which the
  376. *> componentwise relative error depends), and the type of error
  377. *> information as described below. There currently are up to three
  378. *> pieces of information returned for each right-hand side. If
  379. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  380. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
  381. *> the first (:,N_ERR_BNDS) entries are returned.
  382. *>
  383. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  384. *> right-hand side.
  385. *>
  386. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  387. *> three fields:
  388. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  389. *> reciprocal condition number is less than the threshold
  390. *> sqrt(n) * dlamch('Epsilon').
  391. *>
  392. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  393. *> almost certainly within a factor of 10 of the true error
  394. *> so long as the next entry is greater than the threshold
  395. *> sqrt(n) * dlamch('Epsilon'). This error bound should only
  396. *> be trusted if the previous boolean is true.
  397. *>
  398. *> err = 3 Reciprocal condition number: Estimated componentwise
  399. *> reciprocal condition number. Compared with the threshold
  400. *> sqrt(n) * dlamch('Epsilon') to determine if the error
  401. *> estimate is "guaranteed". These reciprocal condition
  402. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  403. *> appropriately scaled matrix Z.
  404. *> Let Z = S*(A*diag(x)), where x is the solution for the
  405. *> current right-hand side and S scales each row of
  406. *> A*diag(x) by a power of the radix so all absolute row
  407. *> sums of Z are approximately 1.
  408. *>
  409. *> See Lapack Working Note 165 for further details and extra
  410. *> cautions.
  411. *> \endverbatim
  412. *>
  413. *> \param[in] NPARAMS
  414. *> \verbatim
  415. *> NPARAMS is INTEGER
  416. *> Specifies the number of parameters set in PARAMS. If .LE. 0, the
  417. *> PARAMS array is never referenced and default values are used.
  418. *> \endverbatim
  419. *>
  420. *> \param[in,out] PARAMS
  421. *> \verbatim
  422. *> PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
  423. *> Specifies algorithm parameters. If an entry is .LT. 0.0, then
  424. *> that entry will be filled with default value used for that
  425. *> parameter. Only positions up to NPARAMS are accessed; defaults
  426. *> are used for higher-numbered parameters.
  427. *>
  428. *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  429. *> refinement or not.
  430. *> Default: 1.0D+0
  431. *> = 0.0 : No refinement is performed, and no error bounds are
  432. *> computed.
  433. *> = 1.0 : Use the extra-precise refinement algorithm.
  434. *> (other values are reserved for future use)
  435. *>
  436. *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  437. *> computations allowed for refinement.
  438. *> Default: 10
  439. *> Aggressive: Set to 100 to permit convergence using approximate
  440. *> factorizations or factorizations other than LU. If
  441. *> the factorization uses a technique other than
  442. *> Gaussian elimination, the guarantees in
  443. *> err_bnds_norm and err_bnds_comp may no longer be
  444. *> trustworthy.
  445. *>
  446. *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  447. *> will attempt to find a solution with small componentwise
  448. *> relative error in the double-precision algorithm. Positive
  449. *> is true, 0.0 is false.
  450. *> Default: 1.0 (attempt componentwise convergence)
  451. *> \endverbatim
  452. *>
  453. *> \param[out] WORK
  454. *> \verbatim
  455. *> WORK is DOUBLE PRECISION array, dimension (4*N)
  456. *> \endverbatim
  457. *>
  458. *> \param[out] IWORK
  459. *> \verbatim
  460. *> IWORK is INTEGER array, dimension (N)
  461. *> \endverbatim
  462. *>
  463. *> \param[out] INFO
  464. *> \verbatim
  465. *> INFO is INTEGER
  466. *> = 0: Successful exit. The solution to every right-hand side is
  467. *> guaranteed.
  468. *> < 0: If INFO = -i, the i-th argument had an illegal value
  469. *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
  470. *> has been completed, but the factor U is exactly singular, so
  471. *> the solution and error bounds could not be computed. RCOND = 0
  472. *> is returned.
  473. *> = N+J: The solution corresponding to the Jth right-hand side is
  474. *> not guaranteed. The solutions corresponding to other right-
  475. *> hand sides K with K > J may not be guaranteed as well, but
  476. *> only the first such right-hand side is reported. If a small
  477. *> componentwise error is not requested (PARAMS(3) = 0.0) then
  478. *> the Jth right-hand side is the first with a normwise error
  479. *> bound that is not guaranteed (the smallest J such
  480. *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  481. *> the Jth right-hand side is the first with either a normwise or
  482. *> componentwise error bound that is not guaranteed (the smallest
  483. *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  484. *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  485. *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  486. *> about all of the right-hand sides check ERR_BNDS_NORM or
  487. *> ERR_BNDS_COMP.
  488. *> \endverbatim
  489. *
  490. * Authors:
  491. * ========
  492. *
  493. *> \author Univ. of Tennessee
  494. *> \author Univ. of California Berkeley
  495. *> \author Univ. of Colorado Denver
  496. *> \author NAG Ltd.
  497. *
  498. *> \date September 2012
  499. *
  500. *> \ingroup doubleSYdriver
  501. *
  502. * =====================================================================
  503. SUBROUTINE DSYSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV,
  504. $ EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
  505. $ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP,
  506. $ NPARAMS, PARAMS, WORK, IWORK, INFO )
  507. *
  508. * -- LAPACK driver routine (version 3.4.2) --
  509. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  510. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  511. * September 2012
  512. *
  513. * .. Scalar Arguments ..
  514. CHARACTER EQUED, FACT, UPLO
  515. INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  516. $ N_ERR_BNDS
  517. DOUBLE PRECISION RCOND, RPVGRW
  518. * ..
  519. * .. Array Arguments ..
  520. INTEGER IPIV( * ), IWORK( * )
  521. DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  522. $ X( LDX, * ), WORK( * )
  523. DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
  524. $ ERR_BNDS_NORM( NRHS, * ),
  525. $ ERR_BNDS_COMP( NRHS, * )
  526. * ..
  527. *
  528. * ==================================================================
  529. *
  530. * .. Parameters ..
  531. DOUBLE PRECISION ZERO, ONE
  532. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  533. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  534. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  535. INTEGER CMP_ERR_I, PIV_GROWTH_I
  536. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  537. $ BERR_I = 3 )
  538. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  539. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  540. $ PIV_GROWTH_I = 9 )
  541. * ..
  542. * .. Local Scalars ..
  543. LOGICAL EQUIL, NOFACT, RCEQU
  544. INTEGER INFEQU, J
  545. DOUBLE PRECISION AMAX, BIGNUM, SMIN, SMAX, SCOND, SMLNUM
  546. * ..
  547. * .. External Functions ..
  548. EXTERNAL LSAME, DLAMCH, DLA_SYRPVGRW
  549. LOGICAL LSAME
  550. DOUBLE PRECISION DLAMCH, DLA_SYRPVGRW
  551. * ..
  552. * .. External Subroutines ..
  553. EXTERNAL DSYCON, DSYEQUB, DSYTRF, DSYTRS,
  554. $ DLACPY, DLAQSY, XERBLA, DLASCL2, DSYRFSX
  555. * ..
  556. * .. Intrinsic Functions ..
  557. INTRINSIC MAX, MIN
  558. * ..
  559. * .. Executable Statements ..
  560. *
  561. INFO = 0
  562. NOFACT = LSAME( FACT, 'N' )
  563. EQUIL = LSAME( FACT, 'E' )
  564. SMLNUM = DLAMCH( 'Safe minimum' )
  565. BIGNUM = ONE / SMLNUM
  566. IF( NOFACT .OR. EQUIL ) THEN
  567. EQUED = 'N'
  568. RCEQU = .FALSE.
  569. ELSE
  570. RCEQU = LSAME( EQUED, 'Y' )
  571. ENDIF
  572. *
  573. * Default is failure. If an input parameter is wrong or
  574. * factorization fails, make everything look horrible. Only the
  575. * pivot growth is set here, the rest is initialized in DSYRFSX.
  576. *
  577. RPVGRW = ZERO
  578. *
  579. * Test the input parameters. PARAMS is not tested until DSYRFSX.
  580. *
  581. IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.
  582. $ LSAME( FACT, 'F' ) ) THEN
  583. INFO = -1
  584. ELSE IF( .NOT.LSAME(UPLO, 'U') .AND.
  585. $ .NOT.LSAME(UPLO, 'L') ) THEN
  586. INFO = -2
  587. ELSE IF( N.LT.0 ) THEN
  588. INFO = -3
  589. ELSE IF( NRHS.LT.0 ) THEN
  590. INFO = -4
  591. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  592. INFO = -6
  593. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  594. INFO = -8
  595. ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
  596. $ ( RCEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
  597. INFO = -9
  598. ELSE
  599. IF ( RCEQU ) THEN
  600. SMIN = BIGNUM
  601. SMAX = ZERO
  602. DO 10 J = 1, N
  603. SMIN = MIN( SMIN, S( J ) )
  604. SMAX = MAX( SMAX, S( J ) )
  605. 10 CONTINUE
  606. IF( SMIN.LE.ZERO ) THEN
  607. INFO = -10
  608. ELSE IF( N.GT.0 ) THEN
  609. SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
  610. ELSE
  611. SCOND = ONE
  612. END IF
  613. END IF
  614. IF( INFO.EQ.0 ) THEN
  615. IF( LDB.LT.MAX( 1, N ) ) THEN
  616. INFO = -12
  617. ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  618. INFO = -14
  619. END IF
  620. END IF
  621. END IF
  622. *
  623. IF( INFO.NE.0 ) THEN
  624. CALL XERBLA( 'DSYSVXX', -INFO )
  625. RETURN
  626. END IF
  627. *
  628. IF( EQUIL ) THEN
  629. *
  630. * Compute row and column scalings to equilibrate the matrix A.
  631. *
  632. CALL DSYEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFEQU )
  633. IF( INFEQU.EQ.0 ) THEN
  634. *
  635. * Equilibrate the matrix.
  636. *
  637. CALL DLAQSY( UPLO, N, A, LDA, S, SCOND, AMAX, EQUED )
  638. RCEQU = LSAME( EQUED, 'Y' )
  639. END IF
  640. END IF
  641. *
  642. * Scale the right-hand side.
  643. *
  644. IF( RCEQU ) CALL DLASCL2( N, NRHS, S, B, LDB )
  645. *
  646. IF( NOFACT .OR. EQUIL ) THEN
  647. *
  648. * Compute the LDL^T or UDU^T factorization of A.
  649. *
  650. CALL DLACPY( UPLO, N, N, A, LDA, AF, LDAF )
  651. CALL DSYTRF( UPLO, N, AF, LDAF, IPIV, WORK, 5*MAX(1,N), INFO )
  652. *
  653. * Return if INFO is non-zero.
  654. *
  655. IF( INFO.GT.0 ) THEN
  656. *
  657. * Pivot in column INFO is exactly 0
  658. * Compute the reciprocal pivot growth factor of the
  659. * leading rank-deficient INFO columns of A.
  660. *
  661. IF ( N.GT.0 )
  662. $ RPVGRW = DLA_SYRPVGRW(UPLO, N, INFO, A, LDA, AF,
  663. $ LDAF, IPIV, WORK )
  664. RETURN
  665. END IF
  666. END IF
  667. *
  668. * Compute the reciprocal pivot growth factor RPVGRW.
  669. *
  670. IF ( N.GT.0 )
  671. $ RPVGRW = DLA_SYRPVGRW( UPLO, N, INFO, A, LDA, AF, LDAF,
  672. $ IPIV, WORK )
  673. *
  674. * Compute the solution matrix X.
  675. *
  676. CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
  677. CALL DSYTRS( UPLO, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO )
  678. *
  679. * Use iterative refinement to improve the computed solution and
  680. * compute error bounds and backward error estimates for it.
  681. *
  682. CALL DSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
  683. $ S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM,
  684. $ ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
  685. *
  686. * Scale solutions.
  687. *
  688. IF ( RCEQU ) THEN
  689. CALL DLASCL2 ( N, NRHS, S, X, LDX )
  690. END IF
  691. *
  692. RETURN
  693. *
  694. * End of DSYSVXX
  695. *
  696. END