*> \brief ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZCPOSV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZCPOSV( UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, * SWORK, RWORK, ITER, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, ITER, LDA, LDB, LDX, N, NRHS * .. * .. Array Arguments .. * DOUBLE PRECISION RWORK( * ) * COMPLEX SWORK( * ) * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( N, * ), * $ X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZCPOSV computes the solution to a complex system of linear equations *> A * X = B, *> where A is an N-by-N Hermitian positive definite matrix and X and B *> are N-by-NRHS matrices. *> *> ZCPOSV 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. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': Upper triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is COMPLEX*16 array, *> dimension (LDA,N) *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading *> N-by-N upper triangular part of A contains the upper *> triangular part of the matrix A, and the strictly lower *> triangular part of A is not referenced. If UPLO = 'L', the *> leading N-by-N lower triangular part of A contains the lower *> triangular part of the matrix A, and the strictly upper *> triangular part of A is not referenced. *> *> Note that the imaginary parts of the diagonal *> elements need not be set and are assumed to be zero. *> *> On exit, if iterative refinement has been successfully used *> (INFO.EQ.0 and ITER.GE.0, see description below), then A is *> unchanged, if double precision factorization has been used *> (INFO.EQ.0 and ITER.LT.0, see description below), then the *> array A contains the factor U or L from the Cholesky *> factorization A = U**H*U or A = L*L**H. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] B *> \verbatim *> B is COMPLEX*16 array, dimension (LDB,NRHS) *> The N-by-NRHS right hand side matrix B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] X *> \verbatim *> X is COMPLEX*16 array, dimension (LDX,NRHS) *> If INFO = 0, the N-by-NRHS solution matrix X. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the array X. LDX >= max(1,N). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX*16 array, dimension (N*NRHS) *> This array is used to hold the residual vectors. *> \endverbatim *> *> \param[out] SWORK *> \verbatim *> 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. *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] ITER *> \verbatim *> 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 CPOTRF *> -31: stop the iterative refinement after the 30th *> iterations *> > 0: iterative refinement has been sucessfully used. *> Returns the number of iterations *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, the leading minor of order i of *> (COMPLEX*16) A is not positive definite, so the *> factorization could not be completed, and the solution *> has not been computed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup complex16POsolve * * ===================================================================== SUBROUTINE ZCPOSV( UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, $ SWORK, RWORK, ITER, INFO ) * * -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, ITER, LDA, LDB, LDX, N, NRHS * .. * .. Array Arguments .. DOUBLE PRECISION RWORK( * ) COMPLEX SWORK( * ) COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( N, * ), $ X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. LOGICAL DOITREF PARAMETER ( DOITREF = .TRUE. ) * INTEGER ITERMAX PARAMETER ( ITERMAX = 30 ) * DOUBLE PRECISION BWDMAX PARAMETER ( BWDMAX = 1.0E+00 ) * COMPLEX*16 NEGONE, ONE PARAMETER ( NEGONE = ( -1.0D+00, 0.0D+00 ), $ ONE = ( 1.0D+00, 0.0D+00 ) ) * * .. Local Scalars .. INTEGER I, IITER, PTSA, PTSX DOUBLE PRECISION ANRM, CTE, EPS, RNRM, XNRM COMPLEX*16 ZDUM * * .. External Subroutines .. EXTERNAL ZAXPY, ZHEMM, ZLACPY, ZLAT2C, ZLAG2C, CLAG2Z, $ CPOTRF, CPOTRS, XERBLA * .. * .. External Functions .. INTEGER IZAMAX DOUBLE PRECISION DLAMCH, ZLANHE LOGICAL LSAME EXTERNAL IZAMAX, DLAMCH, ZLANHE, LSAME * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, MAX, SQRT * .. Statement Functions .. DOUBLE PRECISION CABS1 * .. * .. Statement Function definitions .. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) ) * .. * .. Executable Statements .. * INFO = 0 ITER = 0 * * Test the input parameters. * IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'ZCPOSV', -INFO ) RETURN END IF * * Quick return if (N.EQ.0). * IF( N.EQ.0 ) $ RETURN * * Skip single precision iterative refinement if a priori slower * than double precision factorization. * IF( .NOT.DOITREF ) THEN ITER = -1 GO TO 40 END IF * * Compute some constants. * ANRM = ZLANHE( 'I', UPLO, N, A, LDA, RWORK ) EPS = DLAMCH( 'Epsilon' ) CTE = ANRM*EPS*SQRT( DBLE( N ) )*BWDMAX * * Set the indices PTSA, PTSX for referencing SA and SX in SWORK. * PTSA = 1 PTSX = PTSA + N*N * * Convert B from double precision to single precision and store the * result in SX. * CALL ZLAG2C( N, NRHS, B, LDB, SWORK( PTSX ), N, INFO ) * IF( INFO.NE.0 ) THEN ITER = -2 GO TO 40 END IF * * Convert A from double precision to single precision and store the * result in SA. * CALL ZLAT2C( UPLO, N, A, LDA, SWORK( PTSA ), N, INFO ) * IF( INFO.NE.0 ) THEN ITER = -2 GO TO 40 END IF * * Compute the Cholesky factorization of SA. * CALL CPOTRF( UPLO, N, SWORK( PTSA ), N, INFO ) * IF( INFO.NE.0 ) THEN ITER = -3 GO TO 40 END IF * * Solve the system SA*SX = SB. * CALL CPOTRS( UPLO, N, NRHS, SWORK( PTSA ), N, SWORK( PTSX ), N, $ INFO ) * * Convert SX back to COMPLEX*16 * CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, X, LDX, INFO ) * * Compute R = B - AX (R is WORK). * CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N ) * CALL ZHEMM( 'Left', UPLO, N, NRHS, NEGONE, A, LDA, X, LDX, ONE, $ WORK, N ) * * Check whether the NRHS normwise backward errors satisfy the * stopping criterion. If yes, set ITER=0 and return. * DO I = 1, NRHS XNRM = CABS1( X( IZAMAX( N, X( 1, I ), 1 ), I ) ) RNRM = CABS1( WORK( IZAMAX( N, WORK( 1, I ), 1 ), I ) ) IF( RNRM.GT.XNRM*CTE ) $ GO TO 10 END DO * * If we are here, the NRHS normwise backward errors satisfy the * stopping criterion. We are good to exit. * ITER = 0 RETURN * 10 CONTINUE * DO 30 IITER = 1, ITERMAX * * Convert R (in WORK) from double precision to single precision * and store the result in SX. * CALL ZLAG2C( N, NRHS, WORK, N, SWORK( PTSX ), N, INFO ) * IF( INFO.NE.0 ) THEN ITER = -2 GO TO 40 END IF * * Solve the system SA*SX = SR. * CALL CPOTRS( UPLO, N, NRHS, SWORK( PTSA ), N, SWORK( PTSX ), N, $ INFO ) * * Convert SX back to double precision and update the current * iterate. * CALL CLAG2Z( N, NRHS, SWORK( PTSX ), N, WORK, N, INFO ) * DO I = 1, NRHS CALL ZAXPY( N, ONE, WORK( 1, I ), 1, X( 1, I ), 1 ) END DO * * Compute R = B - AX (R is WORK). * CALL ZLACPY( 'All', N, NRHS, B, LDB, WORK, N ) * CALL ZHEMM( 'L', UPLO, N, NRHS, NEGONE, A, LDA, X, LDX, ONE, $ WORK, N ) * * Check whether the NRHS normwise backward errors satisfy the * stopping criterion. If yes, set ITER=IITER>0 and return. * DO I = 1, NRHS XNRM = CABS1( X( IZAMAX( N, X( 1, I ), 1 ), I ) ) RNRM = CABS1( WORK( IZAMAX( N, WORK( 1, I ), 1 ), I ) ) IF( RNRM.GT.XNRM*CTE ) $ GO TO 20 END DO * * If we are here, the NRHS normwise backward errors satisfy the * stopping criterion, we are good to exit. * ITER = IITER * RETURN * 20 CONTINUE * 30 CONTINUE * * If we are at this place of the code, this is because we have * performed ITER=ITERMAX iterations and never satisified the * stopping criterion, set up the ITER flag accordingly and follow * up on double precision routine. * ITER = -ITERMAX - 1 * 40 CONTINUE * * Single-precision iterative refinement failed to converge to a * satisfactory solution, so we resort to double precision. * CALL ZPOTRF( UPLO, N, A, LDA, INFO ) * IF( INFO.NE.0 ) $ RETURN * CALL ZLACPY( 'All', N, NRHS, B, LDB, X, LDX ) CALL ZPOTRS( UPLO, N, NRHS, A, LDA, X, LDX, INFO ) * RETURN * * End of ZCPOSV. * END