|
- #include <math.h>
- #include <stdlib.h>
- #include <string.h>
- #include <stdio.h>
- #include <complex.h>
- #ifdef complex
- #undef complex
- #endif
- #ifdef I
- #undef I
- #endif
-
- #if defined(_WIN64)
- typedef long long BLASLONG;
- typedef unsigned long long BLASULONG;
- #else
- typedef long BLASLONG;
- typedef unsigned long BLASULONG;
- #endif
-
- #ifdef LAPACK_ILP64
- typedef BLASLONG blasint;
- #if defined(_WIN64)
- #define blasabs(x) llabs(x)
- #else
- #define blasabs(x) labs(x)
- #endif
- #else
- typedef int blasint;
- #define blasabs(x) abs(x)
- #endif
-
- typedef blasint integer;
-
- typedef unsigned int uinteger;
- typedef char *address;
- typedef short int shortint;
- typedef float real;
- typedef double doublereal;
- typedef struct { real r, i; } complex;
- typedef struct { doublereal r, i; } doublecomplex;
- #ifdef _MSC_VER
- static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
- static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
- static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
- static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
- #else
- static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
- static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
- #endif
- #define pCf(z) (*_pCf(z))
- #define pCd(z) (*_pCd(z))
- typedef blasint logical;
-
- typedef char logical1;
- typedef char integer1;
-
- #define TRUE_ (1)
- #define FALSE_ (0)
-
- /* Extern is for use with -E */
- #ifndef Extern
- #define Extern extern
- #endif
-
- /* I/O stuff */
-
- typedef int flag;
- typedef int ftnlen;
- typedef int ftnint;
-
- /*external read, write*/
- typedef struct
- { flag cierr;
- ftnint ciunit;
- flag ciend;
- char *cifmt;
- ftnint cirec;
- } cilist;
-
- /*internal read, write*/
- typedef struct
- { flag icierr;
- char *iciunit;
- flag iciend;
- char *icifmt;
- ftnint icirlen;
- ftnint icirnum;
- } icilist;
-
- /*open*/
- typedef struct
- { flag oerr;
- ftnint ounit;
- char *ofnm;
- ftnlen ofnmlen;
- char *osta;
- char *oacc;
- char *ofm;
- ftnint orl;
- char *oblnk;
- } olist;
-
- /*close*/
- typedef struct
- { flag cerr;
- ftnint cunit;
- char *csta;
- } cllist;
-
- /*rewind, backspace, endfile*/
- typedef struct
- { flag aerr;
- ftnint aunit;
- } alist;
-
- /* inquire */
- typedef struct
- { flag inerr;
- ftnint inunit;
- char *infile;
- ftnlen infilen;
- ftnint *inex; /*parameters in standard's order*/
- ftnint *inopen;
- ftnint *innum;
- ftnint *innamed;
- char *inname;
- ftnlen innamlen;
- char *inacc;
- ftnlen inacclen;
- char *inseq;
- ftnlen inseqlen;
- char *indir;
- ftnlen indirlen;
- char *infmt;
- ftnlen infmtlen;
- char *inform;
- ftnint informlen;
- char *inunf;
- ftnlen inunflen;
- ftnint *inrecl;
- ftnint *innrec;
- char *inblank;
- ftnlen inblanklen;
- } inlist;
-
- #define VOID void
-
- union Multitype { /* for multiple entry points */
- integer1 g;
- shortint h;
- integer i;
- /* longint j; */
- real r;
- doublereal d;
- complex c;
- doublecomplex z;
- };
-
- typedef union Multitype Multitype;
-
- struct Vardesc { /* for Namelist */
- char *name;
- char *addr;
- ftnlen *dims;
- int type;
- };
- typedef struct Vardesc Vardesc;
-
- struct Namelist {
- char *name;
- Vardesc **vars;
- int nvars;
- };
- typedef struct Namelist Namelist;
-
- #define abs(x) ((x) >= 0 ? (x) : -(x))
- #define dabs(x) (fabs(x))
- #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
- #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
- #define dmin(a,b) (f2cmin(a,b))
- #define dmax(a,b) (f2cmax(a,b))
- #define bit_test(a,b) ((a) >> (b) & 1)
- #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
- #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
-
- #define abort_() { sig_die("Fortran abort routine called", 1); }
- #define c_abs(z) (cabsf(Cf(z)))
- #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
- #ifdef _MSC_VER
- #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
- #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/Cd(b)._Val[1]);}
- #else
- #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
- #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
- #endif
- #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
- #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
- #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
- //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
- #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
- #define d_abs(x) (fabs(*(x)))
- #define d_acos(x) (acos(*(x)))
- #define d_asin(x) (asin(*(x)))
- #define d_atan(x) (atan(*(x)))
- #define d_atn2(x, y) (atan2(*(x),*(y)))
- #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
- #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
- #define d_cos(x) (cos(*(x)))
- #define d_cosh(x) (cosh(*(x)))
- #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
- #define d_exp(x) (exp(*(x)))
- #define d_imag(z) (cimag(Cd(z)))
- #define r_imag(z) (cimagf(Cf(z)))
- #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define d_log(x) (log(*(x)))
- #define d_mod(x, y) (fmod(*(x), *(y)))
- #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
- #define d_nint(x) u_nint(*(x))
- #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
- #define d_sign(a,b) u_sign(*(a),*(b))
- #define r_sign(a,b) u_sign(*(a),*(b))
- #define d_sin(x) (sin(*(x)))
- #define d_sinh(x) (sinh(*(x)))
- #define d_sqrt(x) (sqrt(*(x)))
- #define d_tan(x) (tan(*(x)))
- #define d_tanh(x) (tanh(*(x)))
- #define i_abs(x) abs(*(x))
- #define i_dnnt(x) ((integer)u_nint(*(x)))
- #define i_len(s, n) (n)
- #define i_nint(x) ((integer)u_nint(*(x)))
- #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
- #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
- #define pow_si(B,E) spow_ui(*(B),*(E))
- #define pow_ri(B,E) spow_ui(*(B),*(E))
- #define pow_di(B,E) dpow_ui(*(B),*(E))
- #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
- #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
- #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
- #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++ = ' '; }
- #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
- #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]; }
- #define sig_die(s, kill) { exit(1); }
- #define s_stop(s, n) {exit(0);}
- static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
- #define z_abs(z) (cabs(Cd(z)))
- #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
- #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
- #define myexit_() break;
- #define mycycle() continue;
- #define myceiling(w) {ceil(w)}
- #define myhuge(w) {HUGE_VAL}
- //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
- #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
-
- /* procedure parameter types for -A and -C++ */
-
-
- #ifdef __cplusplus
- typedef logical (*L_fp)(...);
- #else
- typedef logical (*L_fp)();
- #endif
-
- static float spow_ui(float x, integer n) {
- float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static double dpow_ui(double x, integer n) {
- double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #ifdef _MSC_VER
- static _Fcomplex cpow_ui(complex x, integer n) {
- complex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
- for(u = n; ; ) {
- if(u & 01) pow.r *= x.r, pow.i *= x.i;
- if(u >>= 1) x.r *= x.r, x.i *= x.i;
- else break;
- }
- }
- _Fcomplex p={pow.r, pow.i};
- return p;
- }
- #else
- static _Complex float cpow_ui(_Complex float x, integer n) {
- _Complex float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- #ifdef _MSC_VER
- static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
- _Dcomplex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
- for(u = n; ; ) {
- if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
- if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
- else break;
- }
- }
- _Dcomplex p = {pow._Val[0], pow._Val[1]};
- return p;
- }
- #else
- static _Complex double zpow_ui(_Complex double x, integer n) {
- _Complex double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- static integer pow_ii(integer x, integer n) {
- integer pow; unsigned long int u;
- if (n <= 0) {
- if (n == 0 || x == 1) pow = 1;
- else if (x != -1) pow = x == 0 ? 1/x : 0;
- else n = -n;
- }
- if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
- u = n;
- for(pow = 1; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static integer dmaxloc_(double *w, integer s, integer e, integer *n)
- {
- double m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static integer smaxloc_(float *w, integer s, integer e, integer *n)
- {
- float m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i]) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i]) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
-
- /* > \brief <b> ZPOSVX computes the solution to system of linear equations A * X = B for PO matrices</b> */
-
- /* =========== DOCUMENTATION =========== */
-
- /* Online html documentation available at */
- /* http://www.netlib.org/lapack/explore-html/ */
-
- /* > \htmlonly */
- /* > Download ZPOSVX + dependencies */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zposvx.
- f"> */
- /* > [TGZ]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zposvx.
- f"> */
- /* > [ZIP]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zposvx.
- f"> */
- /* > [TXT]</a> */
- /* > \endhtmlonly */
-
- /* Definition: */
- /* =========== */
-
- /* SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, */
- /* S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, */
- /* RWORK, INFO ) */
-
- /* CHARACTER EQUED, FACT, UPLO */
- /* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS */
- /* DOUBLE PRECISION RCOND */
- /* DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ), S( * ) */
- /* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ), */
- /* $ WORK( * ), X( LDX, * ) */
-
-
- /* > \par Purpose: */
- /* ============= */
- /* > */
- /* > \verbatim */
- /* > */
- /* > ZPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to */
- /* > compute 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. */
- /* > */
- /* > Error bounds on the solution and a condition estimate are also */
- /* > provided. */
- /* > \endverbatim */
-
- /* > \par Description: */
- /* ================= */
- /* > */
- /* > \verbatim */
- /* > */
- /* > The following steps are performed: */
- /* > */
- /* > 1. If FACT = 'E', real scaling factors are computed to equilibrate */
- /* > the system: */
- /* > diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B */
- /* > Whether or not the system will be equilibrated depends on the */
- /* > scaling of the matrix A, but if equilibration is used, A is */
- /* > overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */
- /* > */
- /* > 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to */
- /* > factor the matrix A (after equilibration if FACT = 'E') as */
- /* > A = U**H* U, if UPLO = 'U', or */
- /* > A = L * L**H, if UPLO = 'L', */
- /* > where U is an upper triangular matrix and L is a lower triangular */
- /* > matrix. */
- /* > */
- /* > 3. If the leading i-by-i principal minor is not positive definite, */
- /* > then the routine returns with INFO = i. Otherwise, the factored */
- /* > form of A is used to estimate the condition number of the matrix */
- /* > A. If the reciprocal of the condition number is less than machine */
- /* > precision, INFO = N+1 is returned as a warning, but the routine */
- /* > still goes on to solve for X and compute error bounds as */
- /* > described below. */
- /* > */
- /* > 4. The system of equations is solved for X using the factored form */
- /* > of A. */
- /* > */
- /* > 5. Iterative refinement is applied to improve the computed solution */
- /* > matrix and calculate error bounds and backward error estimates */
- /* > for it. */
- /* > */
- /* > 6. If equilibration was used, the matrix X is premultiplied by */
- /* > diag(S) so that it solves the original system before */
- /* > equilibration. */
- /* > \endverbatim */
-
- /* Arguments: */
- /* ========== */
-
- /* > \param[in] FACT */
- /* > \verbatim */
- /* > FACT is CHARACTER*1 */
- /* > Specifies whether or not the factored form of the matrix A is */
- /* > supplied on entry, and if not, whether the matrix A should be */
- /* > equilibrated before it is factored. */
- /* > = 'F': On entry, AF contains the factored form of A. */
- /* > If EQUED = 'Y', the matrix A has been equilibrated */
- /* > with scaling factors given by S. A and AF will not */
- /* > be modified. */
- /* > = 'N': The matrix A will be copied to AF and factored. */
- /* > = 'E': The matrix A will be equilibrated if necessary, then */
- /* > copied to AF and factored. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] UPLO */
- /* > \verbatim */
- /* > UPLO is CHARACTER*1 */
- /* > = 'U': Upper triangle of A is stored; */
- /* > = 'L': Lower triangle of A is stored. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] N */
- /* > \verbatim */
- /* > N is INTEGER */
- /* > The number of linear equations, i.e., the order of the */
- /* > matrix A. N >= 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] NRHS */
- /* > \verbatim */
- /* > NRHS is INTEGER */
- /* > The number of right hand sides, i.e., the number of columns */
- /* > of the matrices B and X. NRHS >= 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] A */
- /* > \verbatim */
- /* > A is COMPLEX*16 array, dimension (LDA,N) */
- /* > On entry, the Hermitian matrix A, except if FACT = 'F' and */
- /* > EQUED = 'Y', then A must contain the equilibrated matrix */
- /* > diag(S)*A*diag(S). 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. A is not modified if */
- /* > FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. */
- /* > */
- /* > On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */
- /* > diag(S)*A*diag(S). */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDA */
- /* > \verbatim */
- /* > LDA is INTEGER */
- /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] AF */
- /* > \verbatim */
- /* > AF is COMPLEX*16 array, dimension (LDAF,N) */
- /* > If FACT = 'F', then AF is an input argument and on entry */
- /* > contains the triangular factor U or L from the Cholesky */
- /* > factorization A = U**H *U or A = L*L**H, in the same storage */
- /* > format as A. If EQUED .ne. 'N', then AF is the factored form */
- /* > of the equilibrated matrix diag(S)*A*diag(S). */
- /* > */
- /* > If FACT = 'N', then AF is an output argument and on exit */
- /* > returns the triangular factor U or L from the Cholesky */
- /* > factorization A = U**H *U or A = L*L**H of the original */
- /* > matrix A. */
- /* > */
- /* > If FACT = 'E', then AF is an output argument and on exit */
- /* > returns the triangular factor U or L from the Cholesky */
- /* > factorization A = U**H *U or A = L*L**H of the equilibrated */
- /* > matrix A (see the description of A for the form of the */
- /* > equilibrated matrix). */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDAF */
- /* > \verbatim */
- /* > LDAF is INTEGER */
- /* > The leading dimension of the array AF. LDAF >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] EQUED */
- /* > \verbatim */
- /* > EQUED is CHARACTER*1 */
- /* > Specifies the form of equilibration that was done. */
- /* > = 'N': No equilibration (always true if FACT = 'N'). */
- /* > = 'Y': Equilibration was done, i.e., A has been replaced by */
- /* > diag(S) * A * diag(S). */
- /* > EQUED is an input argument if FACT = 'F'; otherwise, it is an */
- /* > output argument. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] S */
- /* > \verbatim */
- /* > S is DOUBLE PRECISION array, dimension (N) */
- /* > The scale factors for A; not accessed if EQUED = 'N'. S is */
- /* > an input argument if FACT = 'F'; otherwise, S is an output */
- /* > argument. If FACT = 'F' and EQUED = 'Y', each element of S */
- /* > must be positive. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] B */
- /* > \verbatim */
- /* > B is COMPLEX*16 array, dimension (LDB,NRHS) */
- /* > On entry, the N-by-NRHS righthand side matrix B. */
- /* > On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', */
- /* > B is overwritten by diag(S) * B. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDB */
- /* > \verbatim */
- /* > LDB is INTEGER */
- /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] X */
- /* > \verbatim */
- /* > X is COMPLEX*16 array, dimension (LDX,NRHS) */
- /* > If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to */
- /* > the original system of equations. Note that if EQUED = 'Y', */
- /* > A and B are modified on exit, and the solution to the */
- /* > equilibrated system is inv(diag(S))*X. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDX */
- /* > \verbatim */
- /* > LDX is INTEGER */
- /* > The leading dimension of the array X. LDX >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] RCOND */
- /* > \verbatim */
- /* > RCOND is DOUBLE PRECISION */
- /* > The estimate of the reciprocal condition number of the matrix */
- /* > A after equilibration (if done). If RCOND is less than the */
- /* > machine precision (in particular, if RCOND = 0), the matrix */
- /* > is singular to working precision. This condition is */
- /* > indicated by a return code of INFO > 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] FERR */
- /* > \verbatim */
- /* > FERR is DOUBLE PRECISION array, dimension (NRHS) */
- /* > The estimated forward error bound for each solution vector */
- /* > X(j) (the j-th column of the solution matrix X). */
- /* > If XTRUE is the true solution corresponding to X(j), FERR(j) */
- /* > is an estimated upper bound for the magnitude of the largest */
- /* > element in (X(j) - XTRUE) divided by the magnitude of the */
- /* > largest element in X(j). The estimate is as reliable as */
- /* > the estimate for RCOND, and is almost always a slight */
- /* > overestimate of the true error. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] BERR */
- /* > \verbatim */
- /* > BERR is DOUBLE PRECISION array, dimension (NRHS) */
- /* > The componentwise relative backward error of each solution */
- /* > vector X(j) (i.e., the smallest relative change in */
- /* > any element of A or B that makes X(j) an exact solution). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] WORK */
- /* > \verbatim */
- /* > WORK is COMPLEX*16 array, dimension (2*N) */
- /* > \endverbatim */
- /* > */
- /* > \param[out] RWORK */
- /* > \verbatim */
- /* > RWORK is DOUBLE PRECISION array, dimension (N) */
- /* > \endverbatim */
- /* > */
- /* > \param[out] INFO */
- /* > \verbatim */
- /* > INFO is INTEGER */
- /* > = 0: successful exit */
- /* > < 0: if INFO = -i, the i-th argument had an illegal value */
- /* > > 0: if INFO = i, and i is */
- /* > <= N: the leading minor of order i of A is */
- /* > not positive definite, so the factorization */
- /* > could not be completed, and the solution has not */
- /* > been computed. RCOND = 0 is returned. */
- /* > = N+1: U is nonsingular, but RCOND is less than machine */
- /* > precision, meaning that the matrix is singular */
- /* > to working precision. Nevertheless, the */
- /* > solution and error bounds are computed because */
- /* > there are a number of situations where the */
- /* > computed solution can be more accurate than the */
- /* > value of RCOND would suggest. */
- /* > \endverbatim */
-
- /* Authors: */
- /* ======== */
-
- /* > \author Univ. of Tennessee */
- /* > \author Univ. of California Berkeley */
- /* > \author Univ. of Colorado Denver */
- /* > \author NAG Ltd. */
-
- /* > \date April 2012 */
-
- /* > \ingroup complex16POsolve */
-
- /* ===================================================================== */
- /* Subroutine */ void zposvx_(char *fact, char *uplo, integer *n, integer *
- nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer *
- ldaf, char *equed, doublereal *s, doublecomplex *b, integer *ldb,
- doublecomplex *x, integer *ldx, doublereal *rcond, doublereal *ferr,
- doublereal *berr, doublecomplex *work, doublereal *rwork, integer *
- info)
- {
- /* System generated locals */
- integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
- x_offset, i__1, i__2, i__3, i__4, i__5;
- doublereal d__1, d__2;
- doublecomplex z__1;
-
- /* Local variables */
- doublereal amax, smin, smax;
- integer i__, j;
- extern logical lsame_(char *, char *);
- doublereal scond, anorm;
- logical equil, rcequ;
- extern doublereal dlamch_(char *);
- logical nofact;
- extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
- doublereal bignum;
- extern doublereal zlanhe_(char *, char *, integer *, doublecomplex *,
- integer *, doublereal *);
- extern /* Subroutine */ void zlaqhe_(char *, integer *, doublecomplex *,
- integer *, doublereal *, doublereal *, doublereal *, char *);
- integer infequ;
- extern /* Subroutine */ void zlacpy_(char *, integer *, integer *,
- doublecomplex *, integer *, doublecomplex *, integer *),
- zpocon_(char *, integer *, doublecomplex *, integer *, doublereal
- *, doublereal *, doublecomplex *, doublereal *, integer *)
- ;
- doublereal smlnum;
- extern /* Subroutine */ void zpoequ_(integer *, doublecomplex *, integer *,
- doublereal *, doublereal *, doublereal *, integer *), zporfs_(
- char *, integer *, integer *, doublecomplex *, integer *,
- doublecomplex *, integer *, doublecomplex *, integer *,
- doublecomplex *, integer *, doublereal *, doublereal *,
- doublecomplex *, doublereal *, integer *);
- extern int zpotrf_(char *,
- integer *, doublecomplex *, integer *, integer *);
- extern void zpotrs_(char *, integer *, integer *, doublecomplex *, integer *,
- doublecomplex *, integer *, integer *);
-
-
- /* -- LAPACK driver routine (version 3.7.0) -- */
- /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
- /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
- /* April 2012 */
-
-
- /* ===================================================================== */
-
-
- /* Parameter adjustments */
- a_dim1 = *lda;
- a_offset = 1 + a_dim1 * 1;
- a -= a_offset;
- af_dim1 = *ldaf;
- af_offset = 1 + af_dim1 * 1;
- af -= af_offset;
- --s;
- b_dim1 = *ldb;
- b_offset = 1 + b_dim1 * 1;
- b -= b_offset;
- x_dim1 = *ldx;
- x_offset = 1 + x_dim1 * 1;
- x -= x_offset;
- --ferr;
- --berr;
- --work;
- --rwork;
-
- /* Function Body */
- *info = 0;
- nofact = lsame_(fact, "N");
- equil = lsame_(fact, "E");
- if (nofact || equil) {
- *(unsigned char *)equed = 'N';
- rcequ = FALSE_;
- } else {
- rcequ = lsame_(equed, "Y");
- smlnum = dlamch_("Safe minimum");
- bignum = 1. / smlnum;
- }
-
- /* Test the input parameters. */
-
- if (! nofact && ! equil && ! lsame_(fact, "F")) {
- *info = -1;
- } else if (! lsame_(uplo, "U") && ! lsame_(uplo,
- "L")) {
- *info = -2;
- } else if (*n < 0) {
- *info = -3;
- } else if (*nrhs < 0) {
- *info = -4;
- } else if (*lda < f2cmax(1,*n)) {
- *info = -6;
- } else if (*ldaf < f2cmax(1,*n)) {
- *info = -8;
- } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
- equed, "N"))) {
- *info = -9;
- } else {
- if (rcequ) {
- smin = bignum;
- smax = 0.;
- i__1 = *n;
- for (j = 1; j <= i__1; ++j) {
- /* Computing MIN */
- d__1 = smin, d__2 = s[j];
- smin = f2cmin(d__1,d__2);
- /* Computing MAX */
- d__1 = smax, d__2 = s[j];
- smax = f2cmax(d__1,d__2);
- /* L10: */
- }
- if (smin <= 0.) {
- *info = -10;
- } else if (*n > 0) {
- scond = f2cmax(smin,smlnum) / f2cmin(smax,bignum);
- } else {
- scond = 1.;
- }
- }
- if (*info == 0) {
- if (*ldb < f2cmax(1,*n)) {
- *info = -12;
- } else if (*ldx < f2cmax(1,*n)) {
- *info = -14;
- }
- }
- }
-
- if (*info != 0) {
- i__1 = -(*info);
- xerbla_("ZPOSVX", &i__1, (ftnlen)6);
- return;
- }
-
- if (equil) {
-
- /* Compute row and column scalings to equilibrate the matrix A. */
-
- zpoequ_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
- if (infequ == 0) {
-
- /* Equilibrate the matrix. */
-
- zlaqhe_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
- rcequ = lsame_(equed, "Y");
- }
- }
-
- /* Scale the right hand side. */
-
- if (rcequ) {
- i__1 = *nrhs;
- for (j = 1; j <= i__1; ++j) {
- i__2 = *n;
- for (i__ = 1; i__ <= i__2; ++i__) {
- i__3 = i__ + j * b_dim1;
- i__4 = i__;
- i__5 = i__ + j * b_dim1;
- z__1.r = s[i__4] * b[i__5].r, z__1.i = s[i__4] * b[i__5].i;
- b[i__3].r = z__1.r, b[i__3].i = z__1.i;
- /* L20: */
- }
- /* L30: */
- }
- }
-
- if (nofact || equil) {
-
- /* Compute the Cholesky factorization A = U**H *U or A = L*L**H. */
-
- zlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
- zpotrf_(uplo, n, &af[af_offset], ldaf, info);
-
- /* Return if INFO is non-zero. */
-
- if (*info > 0) {
- *rcond = 0.;
- return;
- }
- }
-
- /* Compute the norm of the matrix A. */
-
- anorm = zlanhe_("1", uplo, n, &a[a_offset], lda, &rwork[1]);
-
- /* Compute the reciprocal of the condition number of A. */
-
- zpocon_(uplo, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &rwork[1],
- info);
-
- /* Compute the solution matrix X. */
-
- zlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
- zpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info);
-
- /* Use iterative refinement to improve the computed solution and */
- /* compute error bounds and backward error estimates for it. */
-
- zporfs_(uplo, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &b[
- b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[1], &
- rwork[1], info);
-
- /* Transform the solution matrix X to a solution of the original */
- /* system. */
-
- if (rcequ) {
- i__1 = *nrhs;
- for (j = 1; j <= i__1; ++j) {
- i__2 = *n;
- for (i__ = 1; i__ <= i__2; ++i__) {
- i__3 = i__ + j * x_dim1;
- i__4 = i__;
- i__5 = i__ + j * x_dim1;
- z__1.r = s[i__4] * x[i__5].r, z__1.i = s[i__4] * x[i__5].i;
- x[i__3].r = z__1.r, x[i__3].i = z__1.i;
- /* L40: */
- }
- /* L50: */
- }
- i__1 = *nrhs;
- for (j = 1; j <= i__1; ++j) {
- ferr[j] /= scond;
- /* L60: */
- }
- }
-
- /* Set INFO = N+1 if the matrix is singular to working precision. */
-
- if (*rcond < dlamch_("Epsilon")) {
- *info = *n + 1;
- }
-
- return;
-
- /* End of ZPOSVX */
-
- } /* zposvx_ */
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