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complexSYsolve(3) LAPACK complexSYsolve(3)

complexSYsolve - complex


subroutine csysv (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CSYSV computes the solution to system of linear equations A * X = B for SY matrices subroutine csysv_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CSYSV_AA computes the solution to system of linear equations A * X = B for SY matrices subroutine csysv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO)
CSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices subroutine csysv_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matrices subroutine csysvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO)
CSYSVX computes the solution to system of linear equations A * X = B for SY matrices subroutine csysvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CSYSVXX computes the solution to system of linear equations A * X = B for SY matrices

This is the group of complex solve driver functions for SY matrices

CSYSV computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

 CSYSV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
 matrices.
 The diagonal pivoting method is used to factor A as
    A = U * D * U**T,  if UPLO = 'U', or
    A = L * D * L**T,  if UPLO = 'L',
 where U (or L) is a product of permutation and unit upper (lower)
 triangular matrices, and D is symmetric and block diagonal with
 1-by-1 and 2-by-2 diagonal blocks.  The factored form of A is then
 used to solve the system of equations A * X = B.

Parameters

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 matrix B.  NRHS >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the symmetric 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.
          On exit, if INFO = 0, the block diagonal matrix D and the
          multipliers used to obtain the factor U or L from the
          factorization A = U*D*U**T or A = L*D*L**T as computed by
          CSYTRF.

LDA

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

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D, as
          determined by CSYTRF.  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.

B

          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS 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).

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 >= 1, and for best performance
          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
          CSYTRF.
          for LWORK < N, TRS will be done with Level BLAS 2
          for LWORK >= N, TRS will be done with Level BLAS 3
          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, D(i,i) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D 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 169 of file csysv.f.

CSYSV_AA computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

 CSYSV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
 matrices.
 Aasen's algorithm is used to factor A as
    A = U**T * T * U,  if UPLO = 'U', or
    A = L * T * L**T,  if UPLO = 'L',
 where U (or L) is a product of permutation and unit upper (lower)
 triangular matrices, and T is symmetric tridiagonal. The factored
 form of A is then used to solve the system of equations A * X = B.

Parameters

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 matrix B.  NRHS >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the symmetric 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.
          On exit, if INFO = 0, the tridiagonal matrix T and the
          multipliers used to obtain the factor U or L from the
          factorization A = U**T*T*U or A = L*T*L**T as computed by
          CSYTRF.

LDA

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

IPIV

          IPIV is INTEGER array, dimension (N)
          On exit, it contains the details of the interchanges, i.e.,
          the row and column k of A were interchanged with the
          row and column IPIV(k).

B

          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS 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).

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(2*N, 3*N-2), and for
          the best performance, LWORK >= max(1,N*NB), where NB is
          the optimal blocksize for CSYTRF_AA.
          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, D(i,i) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D 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 160 of file csysv_aa.f.

CSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

 CSYSV_RK computes the solution to a complex system of linear
 equations A * X = B, where A is an N-by-N symmetric matrix
 and X and B are N-by-NRHS matrices.
 The bounded Bunch-Kaufman (rook) diagonal pivoting method is used
 to factor A as
    A = P*U*D*(U**T)*(P**T),  if UPLO = 'U', or
    A = P*L*D*(L**T)*(P**T),  if UPLO = 'L',
 where U (or L) is unit upper (or lower) triangular matrix,
 U**T (or L**T) is the transpose of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is symmetric and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.
 CSYTRF_RK is called to compute the factorization of a complex
 symmetric matrix.  The factored form of A is then used to solve
 the system of equations A * X = B by calling BLAS3 routine CSYTRS_3.

Parameters

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored:
          = '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 matrix B.  NRHS >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the symmetric 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.
          On exit, if INFO = 0, diagonal of the block diagonal
          matrix D and factors U or L  as computed by CSYTRF_RK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                are stored on exit in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.
          For more info see the description of CSYTRF_RK routine.

LDA

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

E

          E is COMPLEX array, dimension (N)
          On exit, contains the output computed by the factorization
          routine CSYTRF_RK, i.e. the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is set to 0 in both
          UPLO = 'U' or UPLO = 'L' cases.
          For more info see the description of CSYTRF_RK routine.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D,
          as determined by CSYTRF_RK.
          For more info see the description of CSYTRF_RK routine.

B

          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS 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).

WORK

          WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).
          Work array used in the factorization stage.
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The length of WORK.  LWORK >= 1. For best performance
          of factorization stage LWORK >= max(1,N*NB), where NB is
          the optimal blocksize for CSYTRF_RK.
          If LWORK = -1, then a workspace query is assumed;
          the routine only calculates the optimal size of the WORK
          array for factorization stage, 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 = -k, the k-th argument had an illegal value
          > 0: If INFO = k, the matrix A is singular, because:
                 If UPLO = 'U': column k in the upper
                 triangular part of A contains all zeros.
                 If UPLO = 'L': column k in the lower
                 triangular part of A contains all zeros.
               Therefore D(k,k) is exactly zero, and superdiagonal
               elements of column k of U (or subdiagonal elements of
               column k of L ) are all zeros. The factorization has
               been completed, but the block diagonal matrix D is
               exactly singular, and division by zero will occur if
               it is used to solve a system of equations.
               NOTE: INFO only stores the first occurrence of
               a singularity, any subsequent occurrence of singularity
               is not stored in INFO even though the factorization
               always completes.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                  School of Mathematics,
                  University of Manchester

Definition at line 226 of file csysv_rk.f.

CSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

 CSYSV_ROOK computes the solution to a complex system of linear
 equations
    A * X = B,
 where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
 matrices.
 The diagonal pivoting method is used to factor A as
    A = U * D * U**T,  if UPLO = 'U', or
    A = L * D * L**T,  if UPLO = 'L',
 where U (or L) is a product of permutation and unit upper (lower)
 triangular matrices, and D is symmetric and block diagonal with
 1-by-1 and 2-by-2 diagonal blocks.
 CSYTRF_ROOK is called to compute the factorization of a complex
 symmetric matrix A using the bounded Bunch-Kaufman ("rook") diagonal
 pivoting method.
 The factored form of A is then used to solve the system
 of equations A * X = B by calling CSYTRS_ROOK.

Parameters

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 matrix B.  NRHS >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the symmetric 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.
          On exit, if INFO = 0, the block diagonal matrix D and the
          multipliers used to obtain the factor U or L from the
          factorization A = U*D*U**T or A = L*D*L**T as computed by
          CSYTRF_ROOK.

LDA

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

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D,
          as determined by CSYTRF_ROOK.
          If UPLO = 'U':
               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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
               columns k and -IPIV(k) were interchanged and rows and
               columns k-1 and -IPIV(k-1) were inerchaged,
               D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
          If UPLO = 'L':
               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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
               columns k and -IPIV(k) were interchanged and rows and
               columns k+1 and -IPIV(k+1) were inerchaged,
               D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

B

          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS 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).

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 >= 1, and for best performance
          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
          CSYTRF_ROOK.
          TRS will be done with Level 2 BLAS
          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, D(i,i) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular, so the solution could not be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

   April 2012, Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                  School of Mathematics,
                  University of Manchester

Definition at line 202 of file csysv_rook.f.

CSYSVX computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

 CSYSVX 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 symmetric 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**T,  if UPLO = 'U', or
       A = L * D * L**T,  if UPLO = 'L',
    where U (or L) is a product of permutation and unit upper (lower)
    triangular matrices, and D is symmetric 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 symmetric 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**T or A = L*D*L**T as computed by CSYTRF.
          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**T or A = L*D*L**T.

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 CSYTRF.
          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 CSYTRF.

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 CSYTRF.
          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 csysvx.f.

CSYSVXX computes the solution to system of linear equations A * X = B for SY matrices

Purpose:

    CSYSVXX 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 symmetric matrix and X and B are N-by-NRHS
    matrices.
    If requested, both normwise and maximum componentwise error bounds
    are returned. CSYSVXX 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.
    CSYSVXX 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
    CSYSVXX 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 CSYSVXX would itself produce.

Description:

    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 LU decomposition is used to factor
    the matrix A (after equilibration if FACT = 'E') as
       A = U * D * U**T,  if UPLO = 'U', or
       A = L * D * L**T,  if UPLO = 'L',
    where U (or L) is a product of permutation and unit upper (lower)
    triangular matrices, and D is symmetric and block diagonal with
    1-by-1 and 2-by-2 diagonal blocks.
    3. 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 (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(R) 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 S.
               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.

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 symmetric 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.
     On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
     diag(S)*A*diag(S).

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**T or A = L*D*L**T as computed by CSYTRF.
     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**T or A = L*D*L**T.

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 CSYTRF.  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 CSYTRF.

EQUED

          EQUED is CHARACTER*1
     Specifies the form of equilibration that was done.
       = 'N':  No equilibration (always true if FACT = 'N').
       = 'Y':  Both row and column equilibration, 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.

S

          S is REAL array, dimension (N)
     The scale factors for A.  If EQUED = 'Y', A is multiplied on
     the left and right by diag(S).  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.  If S is output, each
     element of S is a power of the radix. If S is input, each element
     of S 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 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 EQUED = 'Y', B is overwritten by diag(S)*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, 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(S))*X.

LDX

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

RCOND

          RCOND is REAL
     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 REAL
     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.

BERR

          BERR is REAL 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 REAL 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) * slamch('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) * slamch('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) * slamch('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 REAL 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) * slamch('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) * slamch('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) * slamch('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 REAL 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: 1.0
            = 0.0:  No refinement is performed, and no error bounds are
                    computed.
            = 1.0:  Use the double-precision refinement algorithm,
                    possibly with doubled-single computations if the
                    compilation environment does not support DOUBLE
                    PRECISION.
              (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 array, dimension (2*N)

RWORK

          RWORK is REAL 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 505 of file csysvxx.f.

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