zcposv()

subroutine zcposv	(	character	uplo,
		integer	n,
		integer	nrhs,
		complex*16, dimension( lda, * )	a,
		integer	lda,
		complex*16, dimension( ldb, * )	b,
		integer	ldb,
		complex*16, dimension( ldx, * )	x,
		integer	ldx,
		complex*16, dimension( n, * )	work,
		complex, dimension( * )	swork,
		double precision, dimension( * )	rwork,
		integer	iter,
		integer	info )

ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices

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

Purpose:

!>
!> 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.
!> 

Parameters

[in]	UPLO	!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored; !> = 'L': Lower triangle of A is stored. !>
[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 matrix B. NRHS >= 0. !>
[in,out]	A	!> 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 = 0 and ITER >= 0, see description below), then A is !> unchanged, if double precision factorization has been used !> (INFO = 0 and ITER < 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. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
[in]	B	!> B is COMPLEX*16 array, dimension (LDB,NRHS) !> The N-by-NRHS right hand side matrix B. !>
[in]	LDB	!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
[out]	X	!> X is COMPLEX*16 array, dimension (LDX,NRHS) !> If INFO = 0, the N-by-NRHS solution matrix X. !>
[in]	LDX	!> LDX is INTEGER !> The leading dimension of the array X. LDX >= max(1,N). !>
[out]	WORK	!> WORK is COMPLEX*16 array, dimension (N,NRHS) !> This array is used to hold the residual vectors. !>
[out]	SWORK	!> 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. !>
[out]	RWORK	!> RWORK is DOUBLE PRECISION array, dimension (N) !>
[out]	ITER	!> 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 successfully used. !> Returns the number of iterations !>
[out]	INFO	!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> of (COMPLEX*16) A is not positive, so the factorization !> could not be completed, and the solution has not been !> computed. !>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.