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NAME
CHESVX - use the diagonal pivoting factorization to compute
the solution to a complex system of linear equations A * X =
B,
SYNOPSIS
SUBROUTINE CHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF,
IPIV, B, LDB, X, LDX, RCOND, FERR, BERR,
WORK, LWORK, RWORK, INFO )
CHARACTER FACT, UPLO
INTEGER INFO, LDA, LDAF, LDB, LDX, LWORK, N, NRHS
REAL RCOND
INTEGER IPIV( * )
REAL BERR( * ), FERR( * ), RWORK( * )
COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
WORK( * ), X( LDX, * )
PURPOSE
CHESVX 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 Hermitian 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**H, if UPLO = 'U', or
A = L * D * L**H, if UPLO = 'L',
where U (or L) is a product of permutation and unit upper
(lower)
triangular matrices, and D is Hermitian and block diago-
nal with
1-by-1 and 2-by-2 diagonal blocks.
2. 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, steps 3 and 4 are skipped.
3. The system of equations is solved for X using the fac-
tored 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
FACT (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. A, AF and IPIV
will not be modified. = 'N': The matrix A will be
copied to AF and factored.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The number of linear equations, i.e., the order of
the matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of
columns of the matrices B and X. NRHS >= 0.
A (input) COMPLEX array, dimension (LDA,N)
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.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF (input or output) 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**H or A = L*D*L**H as
computed by CHETRF.
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**H or A = L*D*L**H.
LDAF (input) INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV (input or output) 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 CHETRF. 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 inter-
changed 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 inter-
changed 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 CHETRF.
B (input) COMPLEX array, dimension (LDB,NRHS)
The N-by-NRHS right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
X (output) COMPLEX array, dimension (LDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
RCOND (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, and the
solution and error bounds are not computed.
FERR (output) REAL array, dimension (NRHS)
The estimated forward error bounds for each solution
vector X(j) (the j-th column of the solution matrix
X). If XTRUE is the true solution, FERR(j) bounds
the magnitude of the largest entry in (X(j) - XTRUE)
divided by the magnitude of the largest entry in
X(j). The quality of the error bound depends on the
quality of the estimate of norm(inv(A)) computed in
the code; if the estimate of norm(inv(A)) is accu-
rate, the error bound is guaranteed.
BERR (output) REAL array, dimension (NRHS)
The componentwise relative backward error of each
solution vector X(j) (i.e., the smallest relative
change in any entry of A or B that makes X(j) an
exact solution).
WORK (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The length of WORK. LWORK >= 2*N, and for best per-
formance LWORK >= N*NB, where NB is the optimal
blocksize for CHETRF.
RWORK (workspace) REAL array, dimension (N)
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 block diagonal matrix D is
exactly singular, so the solution and error bounds
could not be computed. = N+1: the block diagonal
matrix D is nonsingular, but RCOND is less than
machine precision. The factorization has been com-
pleted, but the matrix is singular to working preci-
sion, so the solution and error bounds have not been
computed.