LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ cgesvx()

subroutine cgesvx ( character fact,
character trans,
integer n,
integer nrhs,
complex, dimension( lda, * ) a,
integer lda,
complex, dimension( ldaf, * ) af,
integer ldaf,
integer, dimension( * ) ipiv,
character equed,
real, dimension( * ) r,
real, dimension( * ) c,
complex, dimension( ldb, * ) b,
integer ldb,
complex, dimension( ldx, * ) x,
integer ldx,
real rcond,
real, dimension( * ) ferr,
real, dimension( * ) berr,
complex, dimension( * ) work,
real, dimension( * ) rwork,
integer info )

CGESVX computes the solution to system of linear equations A * X = B for GE matrices

Download CGESVX + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> CGESVX uses the LU factorization to compute the solution to a complex
!> system of linear equations
!>    A * X = B,
!> where A is an N-by-N 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 = '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 = P * L * U,
!>    where P is a permutation matrix, L is a unit lower triangular
!>    matrix, and U is upper triangular.
!>
!> 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.
!>
Parameters
[in]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 R and C.
!>                  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.
!>
[in]TRANS
!>          TRANS is CHARACTER*1
!>          Specifies the form of the system of equations:
!>          = 'N':  A * X = B     (No transpose)
!>          = 'T':  A**T * X = B  (Transpose)
!>          = 'C':  A**H * X = B  (Conjugate transpose)
!>
[in]N
!>          N is INTEGER
!>          The number of linear equations, i.e., the order of the
!>          matrix A.  N >= 0.
!>
[in]NRHS
!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of columns
!>          of the matrices B and X.  NRHS >= 0.
!>
[in,out]A
!>          A is COMPLEX array, dimension (LDA,N)
!>          On entry, the N-by-N matrix A.  If FACT = 'F' and EQUED is
!>          not 'N', then A must have been equilibrated by the scaling
!>          factors in R and/or C.  A 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).
!>
[in]LDA
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,N).
!>
[in,out]AF
!>          AF is COMPLEX array, dimension (LDAF,N)
!>          If FACT = 'F', then AF is an input argument and on entry
!>          contains the factors L and U from the factorization
!>          A = P*L*U as computed by CGETRF.  If EQUED .ne. 'N', then
!>          AF is the factored form of the equilibrated matrix A.
!>
!>          If FACT = 'N', then AF is an output argument and on exit
!>          returns the factors L and U from the factorization A = P*L*U
!>          of the original matrix A.
!>
!>          If FACT = 'E', then AF is an output argument and on exit
!>          returns the factors L and U from the factorization A = P*L*U
!>          of the equilibrated matrix A (see the description of A for
!>          the form of the equilibrated matrix).
!>
[in]LDAF
!>          LDAF is INTEGER
!>          The leading dimension of the array AF.  LDAF >= max(1,N).
!>
[in,out]IPIV
!>          IPIV is INTEGER array, dimension (N)
!>          If FACT = 'F', then IPIV is an input argument and on entry
!>          contains the pivot indices from the factorization A = P*L*U
!>          as computed by CGETRF; row i of the matrix was interchanged
!>          with row IPIV(i).
!>
!>          If FACT = 'N', then IPIV is an output argument and on exit
!>          contains the pivot indices from the factorization A = P*L*U
!>          of the original matrix A.
!>
!>          If FACT = 'E', then IPIV is an output argument and on exit
!>          contains the pivot indices from the factorization A = P*L*U
!>          of the equilibrated matrix A.
!>
[in,out]EQUED
!>          EQUED is CHARACTER*1
!>          Specifies the form of equilibration that was done.
!>          = '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.
!>
[in,out]R
!>          R is REAL array, dimension (N)
!>          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.
!>
[in,out]C
!>          C is REAL array, dimension (N)
!>          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.
!>
[in,out]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 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.
!>
[in]LDB
!>          LDB is INTEGER
!>          The leading dimension of the array B.  LDB >= max(1,N).
!>
[out]X
!>          X is COMPLEX array, dimension (LDX,NRHS)
!>          If INFO = 0 or INFO = N+1, 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(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'.
!>
[in]LDX
!>          LDX is INTEGER
!>          The leading dimension of the array X.  LDX >= max(1,N).
!>
[out]RCOND
!>          RCOND is REAL
!>          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.
!>
[out]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.
!>
[out]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).
!>
[out]WORK
!>          WORK is COMPLEX array, dimension (2*N)
!>
[out]RWORK
!>          RWORK is REAL array, dimension (MAX(1,2*N))
!>          On exit, RWORK(1) contains the reciprocal pivot growth
!>          factor norm(A)/norm(U). The  norm is
!>          used. If RWORK(1) 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<INFO<=N, then
!>          RWORK(1) contains the reciprocal pivot growth factor for the
!>          leading INFO columns of A.
!>
[out]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:  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.
!>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.