!----------------------------------------------------------------- ! ! Purpose ! ======= ! ! LA_SYSVX / LA_SYSVX uses the diagonal pivoting factorization to ! compute the solution to a system of linear equations A * X = B, ! where A is a symmetric, hermitial or complex matrix and X and B ! are either rectangular matrices or vectors. ! 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. ! ! Arguments ! ========= ! ! SUBROUTINE LA_SYSVX / LA_HESVX( A, B, X, UPLO, AF, IPIV, & ! FACT, FERR, BERR, RCOND, INFO ) ! (), INTENT(IN) :: A(:,:), ! (), INTENT(OUT) :: ! CHARACTER(LEN=1), INTENT(IN), OPTIONAL :: UPLO ! (), INTENT(INOUT), OPTIONAL :: AF(:,:) ! INTEGER, INTENT(INOUT), OPTIONAL :: IPIV(:) ! CHARACTER(LEN=1), INTENT(IN), OPTIONAL :: FACT ! REAL(), INTENT(OUT), OPTIONAL :: , RCOND ! INTEGER, INTENT(OUT), OPTIONAL :: INFO ! ::= REAL | COMPLEX ! ::= KIND(1.0) | KIND(1.0D0) ! ::= B(:,:) | B(:) ! ::= X(:,:) | X(:) ! ::= FERR(:), BERR(:) | FERR, BERR ! ! ===================== ! ! A (input) either REAL or COMPLEX square array, shape (:,:), ! SIZE(A,1) == SIZE(A,2). ! The symmetric matrix A. If UPLO = 'U', the leading ! 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 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. ! INFO = -1 if SIZE(A,2) /= SIZE(A,1) or SIZE(A,1) < 0. ! ! B (input) either REAL or COMPLEX rectangular array, ! shape either (:,:) or (:), size(B,1) or size(B) == size(A,1). ! The right hand side matrix B. ! INFO = -2 if SIZE(B,1) /= SIZE(A,1) or SIZE(B,2) < 0 ! and if shape of B is (:,:) or ! if SIZE(B) /= SIZE(A,1) and if shape of B is (:) ! ! X (output) either REAL or COMPLEX rectangular array, ! shape either (:,:) or (:), size(X,1) or size(X) == size(A,1) ! and SIZE(X,2) == SIZE(B,2). ! If INFO = 0 or INFO = n+1, the solution matrix X, where ! n = SIZE(A,1). ! INFO = -3 if SIZE(X,1) /= SIZE(A,1) or SIZE(X,2) /= SIZE(B,2) ! and if shape of X is (:,:) or ! if SIZE(X) /= SIZE(A,1) and if shape of X is (:) ! ! UPLO Optional (input) CHARACTER*1 ! = 'U': Upper triangle of A is stored; ! = 'L': Lower triangle of A is stored. ! If UPLO is not present UPLO = 'U' is assumed. ! INFO -4 if UPLO /= 'U' nor 'L'. ! ! AF Optional (input/output) either REAL or COMPLEX array, shape (:,:), ! SIZE(AF,1) == SIZE(A) and SIZE(AF,2) == SIZE(A,2). ! 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 DSYTRF. ! 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. ! INFO = -5 if SIZE(AF,1) /= SIZE(A,1) or SIZE(AF,2) /= SIZE(A,2). ! ! IPIV Optional (input/output) INTEGER array, shape (:), SIZE(IPIV) == SIZE(A,1). ! 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 _SYTRF. ! 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 _SYTRF. ! INFO = -6 if SIZE(IPIV) /= SIZE(A,1). ! ! FACT Optional (input) 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. AF and IPIV will not be modified. ! = 'N': The matrix A will be copied to AF and factored. ! If FACT is not present FACT = 'N' is assumed. ! INFO = -7 if ( FACT /= 'F' nor 'N' ) or ! if FACT ='F' and AF and IPIV are not present. ! ! FERR Optional (output) eithe REAL array, shape (:) or REAL scalar. ! SIZE(FERR) == SIZE(B,2), if FERR is an array ! 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. ! INFO = -8 if SIZE(FERR) /= SIZE(B,2) and if FERR is a vector. ! ! BERR Optional (output) eithe REAL array, shape (:) or REAL scalar. ! SIZE(BERR) == SIZE(B,2), if BERR is an array. ! 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). ! INFO = -10 if SIZE(FERR) /= SIZE(B,2) and if BERR is a vector. ! ! RCOND Optional (output) 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. ! ! INFO (output) 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. ! If INFO is not present and an error occurs, then the program is ! terminated with an error message. ! n = SIZE(A,1) is a rank of the matrix A. !-------------------------------------- .