SRC/chesvx.f(3)

NAME
SRC/chesvx.f

SYNOPSIS

  Functions/Subroutines
subroutine chesvx (fact, uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, rcond, ferr, berr, work, lwork, rwork, info)
CHESVX computes the solution to system of linear equations A * X = B for HE matrices

Function/Subroutine Documentation

  subroutine chesvx (character fact, character uplo, integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * ) ferr, real, dimension( * ) berr, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer info)

CHESVX computes the solution to system of linear equations A * X = B for HE matrices

Purpose:

    !>
    !> CHESVX uses the diagonal pivoting factorization to compute the
    !> solution to a complex system of linear equations A * X = B,
    !> where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
    !> matrices.
    !>
    !> Error bounds on the solution and a condition estimate are also
    !> provided.
    !>

Description:

    !>
    !> The following steps are performed:
    !>
    !> 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
    !>    The form of the factorization is
    !>       A = U * D * U**H,  if UPLO = 'U', or
    !>       A = L * D * L**H,  if UPLO = 'L',
    !>    where U (or L) is a product of permutation and unit upper (lower)
    !>    triangular matrices, and D is Hermitian and block diagonal with
    !>    1-by-1 and 2-by-2 diagonal blocks.
    !>
    !> 2. If some D(i,i)=0, so that D is exactly singular, 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.
    !>
    !> 3. The system of equations is solved for X using the factored form
    !>    of A.
    !>
    !> 4. Iterative refinement is applied to improve the computed solution
    !>    matrix and calculate error bounds and backward error estimates
    !>    for it.
    !>

Parameters
    FACT

    !>          FACT is CHARACTER*1
    !>          Specifies whether or not the factored form of A has been
    !>          supplied on entry.
    !>          = 'F':  On entry, AF and IPIV contain the factored form
    !>                  of A.  A, AF and IPIV will not be modified.
    !>          = 'N':  The matrix A will be copied to AF and factored.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangle of A is stored;
    !>          = 'L':  Lower triangle of A is stored.
    !>

    N

    !>          N is INTEGER
    !>          The number of linear equations, i.e., the order of the
    !>          matrix A.  N >= 0.
    !>

    NRHS

    !>          NRHS is INTEGER
    !>          The number of right hand sides, i.e., the number of columns
    !>          of the matrices B and X.  NRHS >= 0.
    !>

    A

    !>          A is COMPLEX array, dimension (LDA,N)
    !>          The Hermitian matrix A.  If UPLO = 'U', the leading N-by-N
    !>          upper triangular part of A contains the upper triangular part
    !>          of the matrix A, and the strictly lower triangular part of A
    !>          is not referenced.  If UPLO = 'L', the leading N-by-N lower
    !>          triangular part of A contains the lower triangular part of
    !>          the matrix A, and the strictly upper triangular part of A is
    !>          not referenced.
    !>

    LDA

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

    AF

    !>          AF is COMPLEX array, dimension (LDAF,N)
    !>          If FACT = 'F', then AF is an input argument and on entry
    !>          contains the block diagonal matrix D and the multipliers used
    !>          to obtain the factor U or L from the factorization
    !>          A = U*D*U**H or A = L*D*L**H as computed by CHETRF.
    !>
    !>          If FACT = 'N', then AF is an output argument and on exit
    !>          returns the block diagonal matrix D and the multipliers used
    !>          to obtain the factor U or L from the factorization
    !>          A = U*D*U**H or A = L*D*L**H.
    !>

    LDAF

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

    IPIV

    !>          IPIV is INTEGER array, dimension (N)
    !>          If FACT = 'F', then IPIV is an input argument and on entry
    !>          contains details of the interchanges and the block structure
    !>          of D, as determined by CHETRF.
    !>          If IPIV(k) > 0, then rows and columns k and IPIV(k) were
    !>          interchanged and D(k,k) is a 1-by-1 diagonal block.
    !>          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
    !>          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
    !>          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =
    !>          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
    !>          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
    !>
    !>          If FACT = 'N', then IPIV is an output argument and on exit
    !>          contains details of the interchanges and the block structure
    !>          of D, as determined by CHETRF.
    !>

    B

    !>          B is COMPLEX array, dimension (LDB,NRHS)
    !>          The N-by-NRHS right hand side matrix B.
    !>

    LDB

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

    X

    !>          X is COMPLEX array, dimension (LDX,NRHS)
    !>          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
    !>

    LDX

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

    RCOND

    !>          RCOND is REAL
    !>          The estimate of the reciprocal condition number of the matrix
    !>          A.  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.
    !>

    FERR

    !>          FERR is REAL 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.
    !>

    BERR

    !>          BERR is REAL 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).
    !>

    WORK

    !>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The length of WORK.  LWORK >= max(1,2*N), and for best
    !>          performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
    !>          NB is the optimal blocksize for CHETRF.
    !>
    !>          If LWORK = -1, then a workspace query is assumed; the routine
    !>          only calculates the optimal size of the WORK array, returns
    !>          this value as the first entry of the WORK array, and no error
    !>          message related to LWORK is issued by XERBLA.
    !>

    RWORK

    !>          RWORK is REAL array, dimension (N)
    !>

    INFO

    !>          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:  D(i,i) is exactly zero.  The factorization
    !>                       has been completed but the factor D is exactly
    !>                       singular, so the solution and error bounds could
    !>                       not be computed. RCOND = 0 is returned.
    !>                = N+1: D 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.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 282 of file chesvx.f.

Author

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