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Man Pages
complex16GEsolve(3) LAPACK complex16GEsolve(3)

complex16GEsolve - complex16


subroutine zcgesv (N, NRHS, A, LDA, IPIV, B, LDB, X, LDX, WORK, SWORK, RWORK, ITER, INFO)
ZCGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement) subroutine zgels (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
ZGELS solves overdetermined or underdetermined systems for GE matrices subroutine zgelsd (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, IWORK, INFO)
ZGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices subroutine zgelss (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, INFO)
ZGELSS solves overdetermined or underdetermined systems for GE matrices subroutine zgelsy (M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO)
ZGELSY solves overdetermined or underdetermined systems for GE matrices subroutine zgesv (N, NRHS, A, LDA, IPIV, B, LDB, INFO)
ZGESV computes the solution to system of linear equations A * X = B for GE matrices (simple driver) subroutine zgesvx (FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
ZGESVX computes the solution to system of linear equations A * X = B for GE matrices subroutine zgesvxx (FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
ZGESVXX computes the solution to system of linear equations A * X = B for GE matrices subroutine zgetsls (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
ZGETSLS

This is the group of complex16 solve driver functions for GE matrices

ZCGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement)

Purpose:

 ZCGESV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
 ZCGESV first attempts to factorize the matrix in COMPLEX and use this
 factorization within an iterative refinement procedure to produce a
 solution with COMPLEX*16 normwise backward error quality (see below).
 If the approach fails the method switches to a COMPLEX*16
 factorization and solve.
 The iterative refinement is not going to be a winning strategy if
 the ratio COMPLEX performance over COMPLEX*16 performance is too
 small. A reasonable strategy should take the number of right-hand
 sides and the size of the matrix into account. This might be done
 with a call to ILAENV in the future. Up to now, we always try
 iterative refinement.
 The iterative refinement process is stopped if
     ITER > ITERMAX
 or for all the RHS we have:
     RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
 where
     o ITER is the number of the current iteration in the iterative
       refinement process
     o RNRM is the infinity-norm of the residual
     o XNRM is the infinity-norm of the solution
     o ANRM is the infinity-operator-norm of the matrix A
     o EPS is the machine epsilon returned by DLAMCH('Epsilon')
 The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
 respectively.

Parameters

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 matrix B.  NRHS >= 0.

A

          A is COMPLEX*16 array,
          dimension (LDA,N)
          On entry, the N-by-N coefficient matrix A.
          On exit, if iterative refinement has been successfully used
          (INFO = 0 and ITER >= 0, see description below), then A is
          unchanged, if double precision factorization has been used
          (INFO = 0 and ITER < 0, see description below), then the
          array A contains the factors L and U from the factorization
          A = P*L*U; the unit diagonal elements of L are not stored.

LDA

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

IPIV

          IPIV is INTEGER array, dimension (N)
          The pivot indices that define the permutation matrix P;
          row i of the matrix was interchanged with row IPIV(i).
          Corresponds either to the single precision factorization
          (if INFO = 0 and ITER >= 0) or the double precision
          factorization (if INFO = 0 and ITER < 0).

B

          B is COMPLEX*16 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*16 array, dimension (LDX,NRHS)
          If INFO = 0, the N-by-NRHS solution matrix X.

LDX

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

WORK

          WORK is COMPLEX*16 array, dimension (N,NRHS)
          This array is used to hold the residual vectors.

SWORK

          SWORK is COMPLEX array, dimension (N*(N+NRHS))
          This array is used to use the single precision matrix and the
          right-hand sides or solutions in single precision.

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

ITER

          ITER is INTEGER
          < 0: iterative refinement has failed, COMPLEX*16
               factorization has been performed
               -1 : the routine fell back to full precision for
                    implementation- or machine-specific reasons
               -2 : narrowing the precision induced an overflow,
                    the routine fell back to full precision
               -3 : failure of CGETRF
               -31: stop the iterative refinement after the 30th
                    iterations
          > 0: iterative refinement has been successfully used.
               Returns the number of iterations

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, U(i,i) computed in COMPLEX*16 is exactly
                zero.  The factorization has been completed, but the
                factor U is exactly singular, so the solution
                could not be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 199 of file zcgesv.f.

ZGELS solves overdetermined or underdetermined systems for GE matrices

Purpose:

 ZGELS solves overdetermined or underdetermined complex linear systems
 involving an M-by-N matrix A, or its conjugate-transpose, using a QR
 or LQ factorization of A.  It is assumed that A has full rank.
 The following options are provided:
 1. If TRANS = 'N' and m >= n:  find the least squares solution of
    an overdetermined system, i.e., solve the least squares problem
                 minimize || B - A*X ||.
 2. If TRANS = 'N' and m < n:  find the minimum norm solution of
    an underdetermined system A * X = B.
 3. If TRANS = 'C' and m >= n:  find the minimum norm solution of
    an underdetermined system A**H * X = B.
 4. If TRANS = 'C' and m < n:  find the least squares solution of
    an overdetermined system, i.e., solve the least squares problem
                 minimize || B - A**H * X ||.
 Several right hand side vectors b and solution vectors x can be
 handled in a single call; they are stored as the columns of the
 M-by-NRHS right hand side matrix B and the N-by-NRHS solution
 matrix X.

Parameters

TRANS

          TRANS is CHARACTER*1
          = 'N': the linear system involves A;
          = 'C': the linear system involves A**H.

M

          M is INTEGER
          The number of rows of the matrix A.  M >= 0.

N

          N is INTEGER
          The number of columns 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*16 array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
            if M >= N, A is overwritten by details of its QR
                       factorization as returned by ZGEQRF;
            if M <  N, A is overwritten by details of its LQ
                       factorization as returned by ZGELQF.

LDA

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

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the matrix B of right hand side vectors, stored
          columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS
          if TRANS = 'C'.
          On exit, if INFO = 0, B is overwritten by the solution
          vectors, stored columnwise:
          if TRANS = 'N' and m >= n, rows 1 to n of B contain the least
          squares solution vectors; the residual sum of squares for the
          solution in each column is given by the sum of squares of the
          modulus of elements N+1 to M in that column;
          if TRANS = 'N' and m < n, rows 1 to N of B contain the
          minimum norm solution vectors;
          if TRANS = 'C' and m >= n, rows 1 to M of B contain the
          minimum norm solution vectors;
          if TRANS = 'C' and m < n, rows 1 to M of B contain the
          least squares solution vectors; the residual sum of squares
          for the solution in each column is given by the sum of
          squares of the modulus of elements M+1 to N in that column.

LDB

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

WORK

          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The dimension of the array WORK.
          LWORK >= max( 1, MN + max( MN, NRHS ) ).
          For optimal performance,
          LWORK >= max( 1, MN + max( MN, NRHS )*NB ).
          where MN = min(M,N) and NB is the optimum block size.
          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.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO =  i, the i-th diagonal element of the
                triangular factor of A is zero, so that A does not have
                full rank; the least squares solution could not be
                computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 180 of file zgels.f.

ZGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices

Purpose:

 ZGELSD computes the minimum-norm solution to a real linear least
 squares problem:
     minimize 2-norm(| b - A*x |)
 using the singular value decomposition (SVD) of A. A is an M-by-N
 matrix which may be rank-deficient.
 Several right hand side vectors b and solution vectors x can be
 handled in a single call; they are stored as the columns of the
 M-by-NRHS right hand side matrix B and the N-by-NRHS solution
 matrix X.
 The problem is solved in three steps:
 (1) Reduce the coefficient matrix A to bidiagonal form with
     Householder transformations, reducing the original problem
     into a "bidiagonal least squares problem" (BLS)
 (2) Solve the BLS using a divide and conquer approach.
 (3) Apply back all the Householder transformations to solve
     the original least squares problem.
 The effective rank of A is determined by treating as zero those
 singular values which are less than RCOND times the largest singular
 value.
 The divide and conquer algorithm makes very mild assumptions about
 floating point arithmetic. It will work on machines with a guard
 digit in add/subtract, or on those binary machines without guard
 digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
 Cray-2. It could conceivably fail on hexadecimal or decimal machines
 without guard digits, but we know of none.

Parameters

M

          M is INTEGER
          The number of rows of the matrix A. M >= 0.

N

          N is INTEGER
          The number of columns 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*16 array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, A has been destroyed.

LDA

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

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the M-by-NRHS right hand side matrix B.
          On exit, B is overwritten by the N-by-NRHS solution matrix X.
          If m >= n and RANK = n, the residual sum-of-squares for
          the solution in the i-th column is given by the sum of
          squares of the modulus of elements n+1:m in that column.

LDB

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

S

          S is DOUBLE PRECISION array, dimension (min(M,N))
          The singular values of A in decreasing order.
          The condition number of A in the 2-norm = S(1)/S(min(m,n)).

RCOND

          RCOND is DOUBLE PRECISION
          RCOND is used to determine the effective rank of A.
          Singular values S(i) <= RCOND*S(1) are treated as zero.
          If RCOND < 0, machine precision is used instead.

RANK

          RANK is INTEGER
          The effective rank of A, i.e., the number of singular values
          which are greater than RCOND*S(1).

WORK

          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The dimension of the array WORK. LWORK must be at least 1.
          The exact minimum amount of workspace needed depends on M,
          N and NRHS. As long as LWORK is at least
              2*N + N*NRHS
          if M is greater than or equal to N or
              2*M + M*NRHS
          if M is less than N, the code will execute correctly.
          For good performance, LWORK should generally be larger.
          If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the optimal size of the array WORK and the
          minimum sizes of the arrays RWORK and IWORK, and returns
          these values as the first entries of the WORK, RWORK and
          IWORK arrays, and no error message related to LWORK is issued
          by XERBLA.

RWORK

          RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
          LRWORK >=
             10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
             MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
          if M is greater than or equal to N or
             10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
             MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
          if M is less than N, the code will execute correctly.
          SMLSIZ is returned by ILAENV and is equal to the maximum
          size of the subproblems at the bottom of the computation
          tree (usually about 25), and
             NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
          On exit, if INFO = 0, RWORK(1) returns the minimum LRWORK.

IWORK

          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
          LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
          where MINMN = MIN( M,N ).
          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value.
          > 0:  the algorithm for computing the SVD failed to converge;
                if INFO = i, i off-diagonal elements of an intermediate
                bidiagonal form did not converge to zero.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA Osni Marques, LBNL/NERSC, USA

Definition at line 223 of file zgelsd.f.

ZGELSS solves overdetermined or underdetermined systems for GE matrices

Purpose:

 ZGELSS computes the minimum norm solution to a complex linear
 least squares problem:
 Minimize 2-norm(| b - A*x |).
 using the singular value decomposition (SVD) of A. A is an M-by-N
 matrix which may be rank-deficient.
 Several right hand side vectors b and solution vectors x can be
 handled in a single call; they are stored as the columns of the
 M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
 X.
 The effective rank of A is determined by treating as zero those
 singular values which are less than RCOND times the largest singular
 value.

Parameters

M

          M is INTEGER
          The number of rows of the matrix A. M >= 0.

N

          N is INTEGER
          The number of columns 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*16 array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, the first min(m,n) rows of A are overwritten with
          its right singular vectors, stored rowwise.

LDA

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

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the M-by-NRHS right hand side matrix B.
          On exit, B is overwritten by the N-by-NRHS solution matrix X.
          If m >= n and RANK = n, the residual sum-of-squares for
          the solution in the i-th column is given by the sum of
          squares of the modulus of elements n+1:m in that column.

LDB

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

S

          S is DOUBLE PRECISION array, dimension (min(M,N))
          The singular values of A in decreasing order.
          The condition number of A in the 2-norm = S(1)/S(min(m,n)).

RCOND

          RCOND is DOUBLE PRECISION
          RCOND is used to determine the effective rank of A.
          Singular values S(i) <= RCOND*S(1) are treated as zero.
          If RCOND < 0, machine precision is used instead.

RANK

          RANK is INTEGER
          The effective rank of A, i.e., the number of singular values
          which are greater than RCOND*S(1).

WORK

          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The dimension of the array WORK. LWORK >= 1, and also:
          LWORK >=  2*min(M,N) + max(M,N,NRHS)
          For good performance, LWORK should generally be larger.
          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 DOUBLE PRECISION array, dimension (5*min(M,N))

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  the algorithm for computing the SVD failed to converge;
                if INFO = i, i off-diagonal elements of an intermediate
                bidiagonal form did not converge to zero.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 176 of file zgelss.f.

ZGELSY solves overdetermined or underdetermined systems for GE matrices

Purpose:

 ZGELSY computes the minimum-norm solution to a complex linear least
 squares problem:
     minimize || A * X - B ||
 using a complete orthogonal factorization of A.  A is an M-by-N
 matrix which may be rank-deficient.
 Several right hand side vectors b and solution vectors x can be
 handled in a single call; they are stored as the columns of the
 M-by-NRHS right hand side matrix B and the N-by-NRHS solution
 matrix X.
 The routine first computes a QR factorization with column pivoting:
     A * P = Q * [ R11 R12 ]
                 [  0  R22 ]
 with R11 defined as the largest leading submatrix whose estimated
 condition number is less than 1/RCOND.  The order of R11, RANK,
 is the effective rank of A.
 Then, R22 is considered to be negligible, and R12 is annihilated
 by unitary transformations from the right, arriving at the
 complete orthogonal factorization:
    A * P = Q * [ T11 0 ] * Z
                [  0  0 ]
 The minimum-norm solution is then
    X = P * Z**H [ inv(T11)*Q1**H*B ]
                 [        0         ]
 where Q1 consists of the first RANK columns of Q.
 This routine is basically identical to the original xGELSX except
 three differences:
   o The permutation of matrix B (the right hand side) is faster and
     more simple.
   o The call to the subroutine xGEQPF has been substituted by the
     the call to the subroutine xGEQP3. This subroutine is a Blas-3
     version of the QR factorization with column pivoting.
   o Matrix B (the right hand side) is updated with Blas-3.

Parameters

M

          M is INTEGER
          The number of rows of the matrix A.  M >= 0.

N

          N is INTEGER
          The number of columns of the matrix A.  N >= 0.

NRHS

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

A

          A is COMPLEX*16 array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, A has been overwritten by details of its
          complete orthogonal factorization.

LDA

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

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the M-by-NRHS right hand side matrix B.
          On exit, the N-by-NRHS solution matrix X.

LDB

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

JPVT

          JPVT is INTEGER array, dimension (N)
          On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
          to the front of AP, otherwise column i is a free column.
          On exit, if JPVT(i) = k, then the i-th column of A*P
          was the k-th column of A.

RCOND

          RCOND is DOUBLE PRECISION
          RCOND is used to determine the effective rank of A, which
          is defined as the order of the largest leading triangular
          submatrix R11 in the QR factorization with pivoting of A,
          whose estimated condition number < 1/RCOND.

RANK

          RANK is INTEGER
          The effective rank of A, i.e., the order of the submatrix
          R11.  This is the same as the order of the submatrix T11
          in the complete orthogonal factorization of A.

WORK

          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The dimension of the array WORK.
          The unblocked strategy requires that:
            LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )
          where MN = min(M,N).
          The block algorithm requires that:
            LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )
          where NB is an upper bound on the blocksize returned
          by ILAENV for the routines ZGEQP3, ZTZRZF, CTZRQF, ZUNMQR,
          and ZUNMRZ.
          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 DOUBLE PRECISION array, dimension (2*N)

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain

Definition at line 208 of file zgelsy.f.

ZGESV computes the solution to system of linear equations A * X = B for GE matrices (simple driver)

Purpose:

 ZGESV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
 The LU decomposition with partial pivoting and row interchanges is
 used to factor A as
    A = P * L * U,
 where P is a permutation matrix, L is unit lower triangular, and U is
 upper triangular.  The factored form of A is then used to solve the
 system of equations A * X = B.

Parameters

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 matrix B.  NRHS >= 0.

A

          A is COMPLEX*16 array, dimension (LDA,N)
          On entry, the N-by-N coefficient matrix A.
          On exit, the factors L and U from the factorization
          A = P*L*U; the unit diagonal elements of L are not stored.

LDA

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

IPIV

          IPIV is INTEGER array, dimension (N)
          The pivot indices that define the permutation matrix P;
          row i of the matrix was interchanged with row IPIV(i).

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS matrix of right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

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

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, U(i,i) is exactly zero.  The factorization
                has been completed, but the factor U is exactly
                singular, so the solution could not be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 121 of file zgesv.f.

ZGESVX computes the solution to system of linear equations A * X = B for GE matrices

Purpose:

 ZGESVX uses the LU factorization to compute the solution to a complex
 system of linear equations
    A * X = B,
 where A is an N-by-N 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 = 'E', real scaling factors are computed to equilibrate
    the system:
       TRANS = 'N':  diag(R)*A*diag(C)     *inv(diag(C))*X = diag(R)*B
       TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
       TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
    or diag(C)*B (if TRANS = 'T' or 'C').
 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the
    matrix A (after equilibration if FACT = 'E') as
       A = P * L * U,
    where P is a permutation matrix, L is a unit lower triangular
    matrix, and U is upper triangular.
 3. If some U(i,i)=0, so that U 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.
 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(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
    that it solves the original system before equilibration.

Parameters

FACT

          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 and IPIV contain the factored form of A.
                  If EQUED is not 'N', the matrix A has been
                  equilibrated with scaling factors given by R and C.
                  A, AF, and IPIV are not 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.

TRANS

          TRANS is CHARACTER*1
          Specifies the form of the system of equations:
          = 'N':  A * X = B     (No transpose)
          = 'T':  A**T * X = B  (Transpose)
          = 'C':  A**H * X = B  (Conjugate transpose)

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*16 array, dimension (LDA,N)
          On entry, the N-by-N matrix A.  If FACT = 'F' and EQUED is
          not 'N', then A must have been equilibrated by the scaling
          factors in R and/or C.  A is not modified if FACT = 'F' or
          'N', or if FACT = 'E' and EQUED = 'N' on exit.
          On exit, if EQUED .ne. 'N', A is scaled as follows:
          EQUED = 'R':  A := diag(R) * A
          EQUED = 'C':  A := A * diag(C)
          EQUED = 'B':  A := diag(R) * A * diag(C).

LDA

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

AF

          AF is COMPLEX*16 array, dimension (LDAF,N)
          If FACT = 'F', then AF is an input argument and on entry
          contains the factors L and U from the factorization
          A = P*L*U as computed by ZGETRF.  If EQUED .ne. 'N', then
          AF is the factored form of the equilibrated matrix A.
          If FACT = 'N', then AF is an output argument and on exit
          returns the factors L and U from the factorization A = P*L*U
          of the original matrix A.
          If FACT = 'E', then AF is an output argument and on exit
          returns the factors L and U from the factorization A = P*L*U
          of the equilibrated matrix A (see the description of A for
          the form of the equilibrated matrix).

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 the pivot indices from the factorization A = P*L*U
          as computed by ZGETRF; row i of the matrix was interchanged
          with row IPIV(i).
          If FACT = 'N', then IPIV is an output argument and on exit
          contains the pivot indices from the factorization A = P*L*U
          of the original matrix A.
          If FACT = 'E', then IPIV is an output argument and on exit
          contains the pivot indices from the factorization A = P*L*U
          of the equilibrated matrix A.

EQUED

          EQUED is CHARACTER*1
          Specifies the form of equilibration that was done.
          = 'N':  No equilibration (always true if FACT = 'N').
          = 'R':  Row equilibration, i.e., A has been premultiplied by
                  diag(R).
          = 'C':  Column equilibration, i.e., A has been postmultiplied
                  by diag(C).
          = 'B':  Both row and column equilibration, i.e., A has been
                  replaced by diag(R) * A * diag(C).
          EQUED is an input argument if FACT = 'F'; otherwise, it is an
          output argument.

R

          R is DOUBLE PRECISION array, dimension (N)
          The row scale factors for A.  If EQUED = 'R' or 'B', A is
          multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
          is not accessed.  R is an input argument if FACT = 'F';
          otherwise, R is an output argument.  If FACT = 'F' and
          EQUED = 'R' or 'B', each element of R must be positive.

C

          C is DOUBLE PRECISION array, dimension (N)
          The column scale factors for A.  If EQUED = 'C' or 'B', A is
          multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
          is not accessed.  C is an input argument if FACT = 'F';
          otherwise, C is an output argument.  If FACT = 'F' and
          EQUED = 'C' or 'B', each element of C must be positive.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit,
          if EQUED = 'N', B is not modified;
          if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
          diag(R)*B;
          if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
          overwritten by diag(C)*B.

LDB

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

X

          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 A and B are
          modified on exit if EQUED .ne. 'N', and the solution to the
          equilibrated system is inv(diag(C))*X if TRANS = 'N' and
          EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'
          and EQUED = 'R' or 'B'.

LDX

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

RCOND

          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.

FERR

          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.

BERR

          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).

WORK

          WORK is COMPLEX*16 array, dimension (2*N)

RWORK

          RWORK is DOUBLE PRECISION array, dimension (2*N)
          On exit, RWORK(1) contains the reciprocal pivot growth
          factor norm(A)/norm(U). The "max absolute element" norm is
          used. If RWORK(1) is much less than 1, then the stability
          of the LU factorization of the (equilibrated) matrix A
          could be poor. This also means that the solution X, condition
          estimator RCOND, and forward error bound FERR could be
          unreliable. If factorization fails with 0<INFO<=N, then
          RWORK(1) contains the reciprocal pivot growth factor for the
          leading INFO columns of A.

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:  U(i,i) is exactly zero.  The factorization has
                       been completed, but the factor U is exactly
                       singular, so the solution and error bounds
                       could not be 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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 347 of file zgesvx.f.

ZGESVXX computes the solution to system of linear equations A * X = B for GE matrices

Purpose:

    ZGESVXX uses the LU factorization to compute the solution to a
    complex*16 system of linear equations  A * X = B,  where A is an
    N-by-N matrix and X and B are N-by-NRHS matrices.
    If requested, both normwise and maximum componentwise error bounds
    are returned. ZGESVXX will return a solution with a tiny
    guaranteed error (O(eps) where eps is the working machine
    precision) unless the matrix is very ill-conditioned, in which
    case a warning is returned. Relevant condition numbers also are
    calculated and returned.
    ZGESVXX accepts user-provided factorizations and equilibration
    factors; see the definitions of the FACT and EQUED options.
    Solving with refinement and using a factorization from a previous
    ZGESVXX call will also produce a solution with either O(eps)
    errors or warnings, but we cannot make that claim for general
    user-provided factorizations and equilibration factors if they
    differ from what ZGESVXX would itself produce.

Description:

    The following steps are performed:
    1. If FACT = 'E', double precision scaling factors are computed to equilibrate
    the system:
      TRANS = 'N':  diag(R)*A*diag(C)     *inv(diag(C))*X = diag(R)*B
      TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
      TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
    or diag(C)*B (if TRANS = 'T' or 'C').
    2. If FACT = 'N' or 'E', the LU decomposition is used to factor
    the matrix A (after equilibration if FACT = 'E') as
      A = P * L * U,
    where P is a permutation matrix, L is a unit lower triangular
    matrix, and U is upper triangular.
    3. If some U(i,i)=0, so that U 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 (see
    argument RCOND). If the reciprocal of the condition number is less
    than machine precision, 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. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
    the routine will use iterative refinement to try to get a small
    error and error bounds.  Refinement calculates the residual to at
    least twice the working precision.
    6. If equilibration was used, the matrix X is premultiplied by
    diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
    that it solves the original system before equilibration.

     Some optional parameters are bundled in the PARAMS array.  These
     settings determine how refinement is performed, but often the
     defaults are acceptable.  If the defaults are acceptable, users
     can pass NPARAMS = 0 which prevents the source code from accessing
     the PARAMS argument.

Parameters

FACT

          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 and IPIV contain the factored form of A.
               If EQUED is not 'N', the matrix A has been
               equilibrated with scaling factors given by R and C.
               A, AF, and IPIV are not 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.

TRANS

          TRANS is CHARACTER*1
     Specifies the form of the system of equations:
       = 'N':  A * X = B     (No transpose)
       = 'T':  A**T * X = B  (Transpose)
       = 'C':  A**H * X = B  (Conjugate Transpose)

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*16 array, dimension (LDA,N)
     On entry, the N-by-N matrix A.  If FACT = 'F' and EQUED is
     not 'N', then A must have been equilibrated by the scaling
     factors in R and/or C.  A is not modified if FACT = 'F' or
     'N', or if FACT = 'E' and EQUED = 'N' on exit.
     On exit, if EQUED .ne. 'N', A is scaled as follows:
     EQUED = 'R':  A := diag(R) * A
     EQUED = 'C':  A := A * diag(C)
     EQUED = 'B':  A := diag(R) * A * diag(C).

LDA

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

AF

          AF is COMPLEX*16 array, dimension (LDAF,N)
     If FACT = 'F', then AF is an input argument and on entry
     contains the factors L and U from the factorization
     A = P*L*U as computed by ZGETRF.  If EQUED .ne. 'N', then
     AF is the factored form of the equilibrated matrix A.
     If FACT = 'N', then AF is an output argument and on exit
     returns the factors L and U from the factorization A = P*L*U
     of the original matrix A.
     If FACT = 'E', then AF is an output argument and on exit
     returns the factors L and U from the factorization A = P*L*U
     of the equilibrated matrix A (see the description of A for
     the form of the equilibrated matrix).

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 the pivot indices from the factorization A = P*L*U
     as computed by ZGETRF; row i of the matrix was interchanged
     with row IPIV(i).
     If FACT = 'N', then IPIV is an output argument and on exit
     contains the pivot indices from the factorization A = P*L*U
     of the original matrix A.
     If FACT = 'E', then IPIV is an output argument and on exit
     contains the pivot indices from the factorization A = P*L*U
     of the equilibrated matrix A.

EQUED

          EQUED is CHARACTER*1
     Specifies the form of equilibration that was done.
       = 'N':  No equilibration (always true if FACT = 'N').
       = 'R':  Row equilibration, i.e., A has been premultiplied by
               diag(R).
       = 'C':  Column equilibration, i.e., A has been postmultiplied
               by diag(C).
       = 'B':  Both row and column equilibration, i.e., A has been
               replaced by diag(R) * A * diag(C).
     EQUED is an input argument if FACT = 'F'; otherwise, it is an
     output argument.

R

          R is DOUBLE PRECISION array, dimension (N)
     The row scale factors for A.  If EQUED = 'R' or 'B', A is
     multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
     is not accessed.  R is an input argument if FACT = 'F';
     otherwise, R is an output argument.  If FACT = 'F' and
     EQUED = 'R' or 'B', each element of R must be positive.
     If R is output, each element of R is a power of the radix.
     If R is input, each element of R should be a power of the radix
     to ensure a reliable solution and error estimates. Scaling by
     powers of the radix does not cause rounding errors unless the
     result underflows or overflows. Rounding errors during scaling
     lead to refining with a matrix that is not equivalent to the
     input matrix, producing error estimates that may not be
     reliable.

C

          C is DOUBLE PRECISION array, dimension (N)
     The column scale factors for A.  If EQUED = 'C' or 'B', A is
     multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
     is not accessed.  C is an input argument if FACT = 'F';
     otherwise, C is an output argument.  If FACT = 'F' and
     EQUED = 'C' or 'B', each element of C must be positive.
     If C is output, each element of C is a power of the radix.
     If C is input, each element of C should be a power of the radix
     to ensure a reliable solution and error estimates. Scaling by
     powers of the radix does not cause rounding errors unless the
     result underflows or overflows. Rounding errors during scaling
     lead to refining with a matrix that is not equivalent to the
     input matrix, producing error estimates that may not be
     reliable.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
     On entry, the N-by-NRHS right hand side matrix B.
     On exit,
     if EQUED = 'N', B is not modified;
     if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
        diag(R)*B;
     if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
        overwritten by diag(C)*B.

LDB

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

X

          X is COMPLEX*16 array, dimension (LDX,NRHS)
     If INFO = 0, the N-by-NRHS solution matrix X to the original
     system of equations.  Note that A and B are modified on exit
     if EQUED .ne. 'N', and the solution to the equilibrated system is
     inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
     inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.

LDX

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

RCOND

          RCOND is DOUBLE PRECISION
     Reciprocal scaled condition number.  This is an estimate of the
     reciprocal Skeel condition number of the matrix A after
     equilibration (if done).  If this is less than the machine
     precision (in particular, if it is zero), the matrix is singular
     to working precision.  Note that the error may still be small even
     if this number is very small and the matrix appears ill-
     conditioned.

RPVGRW

          RPVGRW is DOUBLE PRECISION
     Reciprocal pivot growth.  On exit, this contains the reciprocal
     pivot growth factor norm(A)/norm(U). The "max absolute element"
     norm is used.  If this is much less than 1, then the stability of
     the LU factorization of the (equilibrated) matrix A could be poor.
     This also means that the solution X, estimated condition numbers,
     and error bounds could be unreliable. If factorization fails with
     0<INFO<=N, then this contains the reciprocal pivot growth factor
     for the leading INFO columns of A.  In ZGESVX, this quantity is
     returned in WORK(1).

BERR

          BERR is DOUBLE PRECISION array, dimension (NRHS)
     Componentwise relative backward error.  This is 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).

N_ERR_BNDS

          N_ERR_BNDS is INTEGER
     Number of error bounds to return for each right hand side
     and each type (normwise or componentwise).  See ERR_BNDS_NORM and
     ERR_BNDS_COMP below.

ERR_BNDS_NORM

          ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     normwise relative error, which is defined as follows:
     Normwise relative error in the ith solution vector:
             max_j (abs(XTRUE(j,i) - X(j,i)))
            ------------------------------
                  max_j abs(X(j,i))
     The array is indexed by the type of error information as described
     below. There currently are up to three pieces of information
     returned.
     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
     right-hand side.
     The second index in ERR_BNDS_NORM(:,err) contains the following
     three fields:
     err = 1 "Trust/don't trust" boolean. Trust the answer if the
              reciprocal condition number is less than the threshold
              sqrt(n) * dlamch('Epsilon').
     err = 2 "Guaranteed" error bound: The estimated forward error,
              almost certainly within a factor of 10 of the true error
              so long as the next entry is greater than the threshold
              sqrt(n) * dlamch('Epsilon'). This error bound should only
              be trusted if the previous boolean is true.
     err = 3  Reciprocal condition number: Estimated normwise
              reciprocal condition number.  Compared with the threshold
              sqrt(n) * dlamch('Epsilon') to determine if the error
              estimate is "guaranteed". These reciprocal condition
              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
              appropriately scaled matrix Z.
              Let Z = S*A, where S scales each row by a power of the
              radix so all absolute row sums of Z are approximately 1.
     See Lapack Working Note 165 for further details and extra
     cautions.

ERR_BNDS_COMP

          ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     componentwise relative error, which is defined as follows:
     Componentwise relative error in the ith solution vector:
                    abs(XTRUE(j,i) - X(j,i))
             max_j ----------------------
                         abs(X(j,i))
     The array is indexed by the right-hand side i (on which the
     componentwise relative error depends), and the type of error
     information as described below. There currently are up to three
     pieces of information returned for each right-hand side. If
     componentwise accuracy is not requested (PARAMS(3) = 0.0), then
     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS < 3, then at most
     the first (:,N_ERR_BNDS) entries are returned.
     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
     right-hand side.
     The second index in ERR_BNDS_COMP(:,err) contains the following
     three fields:
     err = 1 "Trust/don't trust" boolean. Trust the answer if the
              reciprocal condition number is less than the threshold
              sqrt(n) * dlamch('Epsilon').
     err = 2 "Guaranteed" error bound: The estimated forward error,
              almost certainly within a factor of 10 of the true error
              so long as the next entry is greater than the threshold
              sqrt(n) * dlamch('Epsilon'). This error bound should only
              be trusted if the previous boolean is true.
     err = 3  Reciprocal condition number: Estimated componentwise
              reciprocal condition number.  Compared with the threshold
              sqrt(n) * dlamch('Epsilon') to determine if the error
              estimate is "guaranteed". These reciprocal condition
              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
              appropriately scaled matrix Z.
              Let Z = S*(A*diag(x)), where x is the solution for the
              current right-hand side and S scales each row of
              A*diag(x) by a power of the radix so all absolute row
              sums of Z are approximately 1.
     See Lapack Working Note 165 for further details and extra
     cautions.

NPARAMS

          NPARAMS is INTEGER
     Specifies the number of parameters set in PARAMS.  If <= 0, the
     PARAMS array is never referenced and default values are used.

PARAMS

          PARAMS is DOUBLE PRECISION array, dimension NPARAMS
     Specifies algorithm parameters.  If an entry is < 0.0, then
     that entry will be filled with default value used for that
     parameter.  Only positions up to NPARAMS are accessed; defaults
     are used for higher-numbered parameters.
       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
            refinement or not.
         Default: 1.0D+0
            = 0.0:  No refinement is performed, and no error bounds are
                    computed.
            = 1.0:  Use the extra-precise refinement algorithm.
              (other values are reserved for future use)
       PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
            computations allowed for refinement.
         Default: 10
         Aggressive: Set to 100 to permit convergence using approximate
                     factorizations or factorizations other than LU. If
                     the factorization uses a technique other than
                     Gaussian elimination, the guarantees in
                     err_bnds_norm and err_bnds_comp may no longer be
                     trustworthy.
       PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
            will attempt to find a solution with small componentwise
            relative error in the double-precision algorithm.  Positive
            is true, 0.0 is false.
         Default: 1.0 (attempt componentwise convergence)

WORK

          WORK is COMPLEX*16 array, dimension (2*N)

RWORK

          RWORK is DOUBLE PRECISION array, dimension (2*N)

INFO

          INFO is INTEGER
       = 0:  Successful exit. The solution to every right-hand side is
         guaranteed.
       < 0:  If INFO = -i, the i-th argument had an illegal value
       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization
         has been completed, but the factor U is exactly singular, so
         the solution and error bounds could not be computed. RCOND = 0
         is returned.
       = N+J: The solution corresponding to the Jth right-hand side is
         not guaranteed. The solutions corresponding to other right-
         hand sides K with K > J may not be guaranteed as well, but
         only the first such right-hand side is reported. If a small
         componentwise error is not requested (PARAMS(3) = 0.0) then
         the Jth right-hand side is the first with a normwise error
         bound that is not guaranteed (the smallest J such
         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
         the Jth right-hand side is the first with either a normwise or
         componentwise error bound that is not guaranteed (the smallest
         J such that either ERR_BNDS_NORM(J,1) = 0.0 or
         ERR_BNDS_COMP(J,1) = 0.0). See the definition of
         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
         about all of the right-hand sides check ERR_BNDS_NORM or
         ERR_BNDS_COMP.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 535 of file zgesvxx.f.

ZGETSLS

Purpose:

 ZGETSLS solves overdetermined or underdetermined complex linear systems
 involving an M-by-N matrix A, using a tall skinny QR or short wide LQ
 factorization of A.  It is assumed that A has full rank.
 The following options are provided:
 1. If TRANS = 'N' and m >= n:  find the least squares solution of
    an overdetermined system, i.e., solve the least squares problem
                 minimize || B - A*X ||.
 2. If TRANS = 'N' and m < n:  find the minimum norm solution of
    an underdetermined system A * X = B.
 3. If TRANS = 'C' and m >= n:  find the minimum norm solution of
    an undetermined system A**T * X = B.
 4. If TRANS = 'C' and m < n:  find the least squares solution of
    an overdetermined system, i.e., solve the least squares problem
                 minimize || B - A**T * X ||.
 Several right hand side vectors b and solution vectors x can be
 handled in a single call; they are stored as the columns of the
 M-by-NRHS right hand side matrix B and the N-by-NRHS solution
 matrix X.

Parameters

TRANS

          TRANS is CHARACTER*1
          = 'N': the linear system involves A;
          = 'C': the linear system involves A**H.

M

          M is INTEGER
          The number of rows of the matrix A.  M >= 0.

N

          N is INTEGER
          The number of columns 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*16 array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit,
          A is overwritten by details of its QR or LQ
          factorization as returned by ZGEQR or ZGELQ.

LDA

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

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the matrix B of right hand side vectors, stored
          columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS
          if TRANS = 'C'.
          On exit, if INFO = 0, B is overwritten by the solution
          vectors, stored columnwise:
          if TRANS = 'N' and m >= n, rows 1 to n of B contain the least
          squares solution vectors.
          if TRANS = 'N' and m < n, rows 1 to N of B contain the
          minimum norm solution vectors;
          if TRANS = 'C' and m >= n, rows 1 to M of B contain the
          minimum norm solution vectors;
          if TRANS = 'C' and m < n, rows 1 to M of B contain the
          least squares solution vectors.

LDB

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

WORK

          (workspace) COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) contains optimal (or either minimal
          or optimal, if query was assumed) LWORK.
          See LWORK for details.

LWORK

          LWORK is INTEGER
          The dimension of the array WORK.
          If LWORK = -1 or -2, then a workspace query is assumed.
          If LWORK = -1, the routine calculates optimal size of WORK for the
          optimal performance and returns this value in WORK(1).
          If LWORK = -2, the routine calculates minimal size of WORK and 
          returns this value in WORK(1).

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO =  i, the i-th diagonal element of the
                triangular factor of A is zero, so that A does not have
                full rank; the least squares solution could not be
                computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 160 of file zgetsls.f.

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