!----------------------------------------------------------------- ! ! Purpose ! ======= ! ! LA_GBSVX uses the LU factorization to compute the solution to a system ! of linear equations A * X = B, A**T * X = B, or A**H * X = B, where ! A is a band 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 by this subroutine: ! 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 = L * U, ! where L is a product of permutation and unit lower triangular ! matrices with KL subdiagonals, and U is upper triangular with ! KL+KU superdiagonals. ! 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. ! ! Arguments ! ========= ! ! SUBROUTINE LA_GBSVX(AB, B, X, KL, ABF, IPIV, FACT, TRANS, & ! EQUED, R, C, FERR, BERR, RCOND, RPVGRW, INFO) ! (), INTENT(INOUT) :: AB(:,:), ! (), INTENT(OUT) :: ! INTEGER, INTENT(IN), OPTIONAL :: KL ! (), INTENT(INOUT), OPTIONAL :: ABF(:,:) ! INTEGER, INTENT(INOUT), OPTIONAL :: IPIV(:) ! CHARACTER(LEN=1), INTENT(IN), OPTIONAL :: TRANS, FACT ! CHARACTER(LEN=1), INTENT(INOUT), OPTIONAL :: EQUED ! REAL(), INTENT(INOUT), OPTIONAL :: C(:), R(:) ! REAL(), INTENT(OUT), OPTIONAL :: , RCOND, RPVGRW ! INTEGER, INTENT(OUT), OPTIONAL :: INFO ! ::= REAL | COMPLEX ! ::= KIND(1.0) | KIND(1.0D0) ! ::= B(:,:) | B(:) ! ::= X(:,:) | X(:) ! ::= FERR(:), BERR(:) | FERR, BERR ! ! ===================== ! ! AB (input/output) either REAL or COMPLEX rectangular array, ! shape (:,:). ! On entry, the matrix A in band storage, in rows 1 to KL+ku+1. ! The j-th column of A is stored in the j-th column of the ! array AB as follows: ! AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl) ! Description KL see below, while ku = SIZE(A,1)-2*KL-1 and ! SIZE(A,2) is the order of the banded matrix (n). ! If FACT = 'F' and EQUED is not 'N', then A must have been ! equilibrated by the scaling factors in R and/or C. AB 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). ! INFO = -1 if SIZE(AB,1) or SIZE(AB,2) < 0 ! ! B (input/output) either REAL or COMPLEX rectangular array, ! shape either (:,:) or (:), size(B,1) or size(B) == size(A,2). ! On entry, the 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. ! INFO = -2 if SIZE(B,1) /= SIZE(AB,2) or SIZE(B,2) < 0 ! and if shape of B is (:,:) or ! if SIZE(B) /= SIZE(AB,2) 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,2). ! If INFO = 0 or INFO = n+1, the solution matrix X to the original ! system of equations. Note that AB 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'. ! INFO = -3 if SIZE(X,1) /= SIZE(AB,2) or SIZE(X,2) /= SIZE(B,2) ! and if shape of X is (:,:) or ! if SIZE(X) /= SIZE(AB,2) and if shape of X is (:) ! ! KL Optional (input) INTEGER ! If KL is present it indicates the number of subdiagonals ! within the band of A. KL >= 0. The number of superdiagonals is ! calculated ku = SIZE(AB,1) - KL - 1. ! If KL is not present the system assumes equal numbers of subdiagonals ! and superdiagonals, KL = ku = ( SIZE(AB,1)-1 )/2. ! INFO = -4 if KL < 0 or KL > SIZE(AB,1)-1 ! ! ABF Optional (input/output) either REAL or COMPLEX square array, ! shape (:,:), SIZE(ABF,1) == SIZE(AB,1)+KL, SIZE(ABF,2) == SIZE(A,2). ! If FACT = 'F', then AFB is an input argument and on entry ! contains details of the LU factorization of the band matrix ! A, as computed by DGBTRF. U is stored as an upper triangular ! band matrix with KL+ku superdiagonals in rows 1 to KL+ku+1, ! and the multipliers used during the factorization are stored ! in rows KL+ku+2 to 2*KL+ku+1. If EQUED .ne. 'N', then AFB is ! the factored form of the equilibrated matrix A. ! If FACT = 'N', then AFB is an output argument and on exit ! returns details of the LU factorization of A. ! If FACT = 'E', then AFB is an output argument and on exit ! returns details of the LU factorization of the equilibrated ! matrix A (see the description of AB for the form of the ! equilibrated matrix). ! INFO = -5 if SIZE(ABF,1) /= SIZE(AB,1)+KL or SIZE(ABF,2) /= SIZE(AB,2) ! ! IPIV Optional (output) INTEGER array, shape (:), size(IPIV) == ! size(AB,2). ! If FACT = 'F', then IPIV is an input argument and on entry ! contains the pivot indices from the factorization A = L*U ! as computed by DGBTRF; row i of the matrix was interchanged ! with row IPIV(i). ! INFO = -6 if SIZE(IPIV) /= SIZE(AB,2) ! ! FACT Optional (input) 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. ! If FACT is present then: ! = 'F': On entry, AFB 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. ! AB, AFB, and IPIV are not modified. ! = 'N': The matrix A will be copied to AFB and factored. ! = 'E': The matrix A will be equilibrated if necessary, then ! copied to AFB and factored. ! If FACT is not present FACT = 'N' is assumed. ! INFO = -7 if ( FACT /= 'F' nor 'N' nor 'E' ) or ! if FACT ='F' and either ABF or IPIV is not present. ! ! TRANS Optional (input) CHARACTER*1 ! Specifies the form of the system of equations. ! If TRANS is present then: ! = 'N': A * X = B (No transpose) ! = 'T': A**T * X = B (Transpose) ! = 'C': A**H * X = B (Transpose if matrix A is REAL, ! Conjugate transpose if matrix A is COMPLEX) ! If TRANS is not present TRANS = 'N' is assumed. ! INFO = -8 if TRANS /= 'N' nor 'T' nor 'C' ! ! EQUED Optional (input or output) CHARACTER*1 ! Specifies the form of equilibration that was done. ! If EQUED is present then: ! = '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. ! If FACT is not present EQUED = 'N' is assumed. ! INFO = -9 if ( EQUED /= 'N' nor 'R' nor 'C' nor 'B' ) or ! if ( EQUED = 'R' or 'B' ) and R is not present or ! if ( EQUED = 'C' or 'B' ) and C is not present. ! ! R Optional (input or output) REAL array, shape (:), ! SIZE(R) == SIZE(A,2). 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. ! INFO = -10 if SIZE(R) /= SIZE(AB,2) or ! if R <= 0 and R in an input argument. ! ! C Optional (input or output) REAL array, shape (:), ! SIZE(R) == SIZE(A,2). 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. ! INFO = -11 if SIZE(C) /= SIZE(AB,2) or ! if C <= 0 and C in an input argument. ! ! FERR Optional (output) eithe REAL array, shape (:) or REAL scalar. ! If it is an array, SIZE(FERR) == SIZE(B,2). ! 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 = -12 if SIZE(FERR) /= SIZE(B,2) and if FERR is a vector. ! ! BERR Optional (output) eithe REAL array, shape (:) or REAL scalar. ! If it is an array, SIZE(BERR) == SIZE(B,2). ! 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 = -13 if SIZE(BERR) /= SIZE(B,2) and if BERR is a vector. ! ! RCOND Optional (output) REAL scalar. ! 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. ! ! RPVGRW Optional (output) REAL scalar. ! On exit, RPVGRW contains the reciprocal pivot growth ! factor norm(A)/norm(U). The "max absolute element" norm is ! used. If RPVGRW 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 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. ! If INFO is not present and an error occurs, then the program is ! terminated with an error message. ! n = SIZE(AB,2) is a rank of the matrix A. !-------------------------------------- .