00001 /* dposvxx.f -- translated by f2c (version 20061008). 00002 You must link the resulting object file with libf2c: 00003 on Microsoft Windows system, link with libf2c.lib; 00004 on Linux or Unix systems, link with .../path/to/libf2c.a -lm 00005 or, if you install libf2c.a in a standard place, with -lf2c -lm 00006 -- in that order, at the end of the command line, as in 00007 cc *.o -lf2c -lm 00008 Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., 00009 00010 http://www.netlib.org/f2c/libf2c.zip 00011 */ 00012 00013 #include "f2c.h" 00014 #include "blaswrap.h" 00015 00016 /* Subroutine */ int dposvxx_(char *fact, char *uplo, integer *n, integer * 00017 nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, 00018 char *equed, doublereal *s, doublereal *b, integer *ldb, doublereal * 00019 x, integer *ldx, doublereal *rcond, doublereal *rpvgrw, doublereal * 00020 berr, integer *n_err_bnds__, doublereal *err_bnds_norm__, doublereal * 00021 err_bnds_comp__, integer *nparams, doublereal *params, doublereal * 00022 work, integer *iwork, integer *info) 00023 { 00024 /* System generated locals */ 00025 integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 00026 x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 00027 err_bnds_comp_dim1, err_bnds_comp_offset, i__1; 00028 doublereal d__1, d__2; 00029 00030 /* Local variables */ 00031 integer j; 00032 doublereal amax, smin, smax; 00033 extern doublereal dla_porpvgrw__(char *, integer *, doublereal *, integer 00034 *, doublereal *, integer *, doublereal *, ftnlen); 00035 extern logical lsame_(char *, char *); 00036 doublereal scond; 00037 logical equil, rcequ; 00038 extern doublereal dlamch_(char *); 00039 logical nofact; 00040 extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 00041 doublereal *, integer *, doublereal *, integer *), 00042 xerbla_(char *, integer *); 00043 doublereal bignum; 00044 integer infequ; 00045 extern /* Subroutine */ int dlaqsy_(char *, integer *, doublereal *, 00046 integer *, doublereal *, doublereal *, doublereal *, char *), dpotrf_(char *, integer *, doublereal *, integer 00047 *, integer *); 00048 doublereal smlnum; 00049 extern /* Subroutine */ int dpotrs_(char *, integer *, integer *, 00050 doublereal *, integer *, doublereal *, integer *, integer *), dlascl2_(integer *, integer *, doublereal *, doublereal * 00051 , integer *), dpoequb_(integer *, doublereal *, integer *, 00052 doublereal *, doublereal *, doublereal *, integer *), dporfsx_( 00053 char *, char *, integer *, integer *, doublereal *, integer *, 00054 doublereal *, integer *, doublereal *, doublereal *, integer *, 00055 doublereal *, integer *, doublereal *, doublereal *, integer *, 00056 doublereal *, doublereal *, integer *, doublereal *, doublereal *, 00057 integer *, integer *); 00058 00059 00060 /* -- LAPACK driver routine (version 3.2) -- */ 00061 /* -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */ 00062 /* -- Jason Riedy of Univ. of California Berkeley. -- */ 00063 /* -- November 2008 -- */ 00064 00065 /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */ 00066 /* -- Univ. of California Berkeley and NAG Ltd. -- */ 00067 00068 /* .. */ 00069 /* .. Scalar Arguments .. */ 00070 /* .. */ 00071 /* .. Array Arguments .. */ 00072 /* .. */ 00073 00074 /* Purpose */ 00075 /* ======= */ 00076 00077 /* DPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T */ 00078 /* to compute the solution to a double precision system of linear equations */ 00079 /* A * X = B, where A is an N-by-N symmetric positive definite matrix */ 00080 /* and X and B are N-by-NRHS matrices. */ 00081 00082 /* If requested, both normwise and maximum componentwise error bounds */ 00083 /* are returned. DPOSVXX will return a solution with a tiny */ 00084 /* guaranteed error (O(eps) where eps is the working machine */ 00085 /* precision) unless the matrix is very ill-conditioned, in which */ 00086 /* case a warning is returned. Relevant condition numbers also are */ 00087 /* calculated and returned. */ 00088 00089 /* DPOSVXX accepts user-provided factorizations and equilibration */ 00090 /* factors; see the definitions of the FACT and EQUED options. */ 00091 /* Solving with refinement and using a factorization from a previous */ 00092 /* DPOSVXX call will also produce a solution with either O(eps) */ 00093 /* errors or warnings, but we cannot make that claim for general */ 00094 /* user-provided factorizations and equilibration factors if they */ 00095 /* differ from what DPOSVXX would itself produce. */ 00096 00097 /* Description */ 00098 /* =========== */ 00099 00100 /* The following steps are performed: */ 00101 00102 /* 1. If FACT = 'E', double precision scaling factors are computed to equilibrate */ 00103 /* the system: */ 00104 00105 /* diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B */ 00106 00107 /* Whether or not the system will be equilibrated depends on the */ 00108 /* scaling of the matrix A, but if equilibration is used, A is */ 00109 /* overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */ 00110 00111 /* 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to */ 00112 /* factor the matrix A (after equilibration if FACT = 'E') as */ 00113 /* A = U**T* U, if UPLO = 'U', or */ 00114 /* A = L * L**T, if UPLO = 'L', */ 00115 /* where U is an upper triangular matrix and L is a lower triangular */ 00116 /* matrix. */ 00117 00118 /* 3. If the leading i-by-i principal minor is not positive definite, */ 00119 /* then the routine returns with INFO = i. Otherwise, the factored */ 00120 /* form of A is used to estimate the condition number of the matrix */ 00121 /* A (see argument RCOND). If the reciprocal of the condition number */ 00122 /* is less than machine precision, the routine still goes on to solve */ 00123 /* for X and compute error bounds as described below. */ 00124 00125 /* 4. The system of equations is solved for X using the factored form */ 00126 /* of A. */ 00127 00128 /* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), */ 00129 /* the routine will use iterative refinement to try to get a small */ 00130 /* error and error bounds. Refinement calculates the residual to at */ 00131 /* least twice the working precision. */ 00132 00133 /* 6. If equilibration was used, the matrix X is premultiplied by */ 00134 /* diag(S) so that it solves the original system before */ 00135 /* equilibration. */ 00136 00137 /* Arguments */ 00138 /* ========= */ 00139 00140 /* Some optional parameters are bundled in the PARAMS array. These */ 00141 /* settings determine how refinement is performed, but often the */ 00142 /* defaults are acceptable. If the defaults are acceptable, users */ 00143 /* can pass NPARAMS = 0 which prevents the source code from accessing */ 00144 /* the PARAMS argument. */ 00145 00146 /* FACT (input) CHARACTER*1 */ 00147 /* Specifies whether or not the factored form of the matrix A is */ 00148 /* supplied on entry, and if not, whether the matrix A should be */ 00149 /* equilibrated before it is factored. */ 00150 /* = 'F': On entry, AF contains the factored form of A. */ 00151 /* If EQUED is not 'N', the matrix A has been */ 00152 /* equilibrated with scaling factors given by S. */ 00153 /* A and AF are not modified. */ 00154 /* = 'N': The matrix A will be copied to AF and factored. */ 00155 /* = 'E': The matrix A will be equilibrated if necessary, then */ 00156 /* copied to AF and factored. */ 00157 00158 /* UPLO (input) CHARACTER*1 */ 00159 /* = 'U': Upper triangle of A is stored; */ 00160 /* = 'L': Lower triangle of A is stored. */ 00161 00162 /* N (input) INTEGER */ 00163 /* The number of linear equations, i.e., the order of the */ 00164 /* matrix A. N >= 0. */ 00165 00166 /* NRHS (input) INTEGER */ 00167 /* The number of right hand sides, i.e., the number of columns */ 00168 /* of the matrices B and X. NRHS >= 0. */ 00169 00170 /* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */ 00171 /* On entry, the symmetric matrix A, except if FACT = 'F' and EQUED = */ 00172 /* 'Y', then A must contain the equilibrated matrix */ 00173 /* diag(S)*A*diag(S). If UPLO = 'U', the leading N-by-N upper */ 00174 /* triangular part of A contains the upper triangular part of the */ 00175 /* matrix A, and the strictly lower triangular part of A is not */ 00176 /* referenced. If UPLO = 'L', the leading N-by-N lower triangular */ 00177 /* part of A contains the lower triangular part of the matrix A, and */ 00178 /* the strictly upper triangular part of A is not referenced. A is */ 00179 /* not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = */ 00180 /* 'N' on exit. */ 00181 00182 /* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */ 00183 /* diag(S)*A*diag(S). */ 00184 00185 /* LDA (input) INTEGER */ 00186 /* The leading dimension of the array A. LDA >= max(1,N). */ 00187 00188 /* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N) */ 00189 /* If FACT = 'F', then AF is an input argument and on entry */ 00190 /* contains the triangular factor U or L from the Cholesky */ 00191 /* factorization A = U**T*U or A = L*L**T, in the same storage */ 00192 /* format as A. If EQUED .ne. 'N', then AF is the factored */ 00193 /* form of the equilibrated matrix diag(S)*A*diag(S). */ 00194 00195 /* If FACT = 'N', then AF is an output argument and on exit */ 00196 /* returns the triangular factor U or L from the Cholesky */ 00197 /* factorization A = U**T*U or A = L*L**T of the original */ 00198 /* matrix A. */ 00199 00200 /* If FACT = 'E', then AF is an output argument and on exit */ 00201 /* returns the triangular factor U or L from the Cholesky */ 00202 /* factorization A = U**T*U or A = L*L**T of the equilibrated */ 00203 /* matrix A (see the description of A for the form of the */ 00204 /* equilibrated matrix). */ 00205 00206 /* LDAF (input) INTEGER */ 00207 /* The leading dimension of the array AF. LDAF >= max(1,N). */ 00208 00209 /* EQUED (input or output) CHARACTER*1 */ 00210 /* Specifies the form of equilibration that was done. */ 00211 /* = 'N': No equilibration (always true if FACT = 'N'). */ 00212 /* = 'Y': Both row and column equilibration, i.e., A has been */ 00213 /* replaced by diag(S) * A * diag(S). */ 00214 /* EQUED is an input argument if FACT = 'F'; otherwise, it is an */ 00215 /* output argument. */ 00216 00217 /* S (input or output) DOUBLE PRECISION array, dimension (N) */ 00218 /* The row scale factors for A. If EQUED = 'Y', A is multiplied on */ 00219 /* the left and right by diag(S). S is an input argument if FACT = */ 00220 /* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED */ 00221 /* = 'Y', each element of S must be positive. If S is output, each */ 00222 /* element of S is a power of the radix. If S is input, each element */ 00223 /* of S should be a power of the radix to ensure a reliable solution */ 00224 /* and error estimates. Scaling by powers of the radix does not cause */ 00225 /* rounding errors unless the result underflows or overflows. */ 00226 /* Rounding errors during scaling lead to refining with a matrix that */ 00227 /* is not equivalent to the input matrix, producing error estimates */ 00228 /* that may not be reliable. */ 00229 00230 /* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */ 00231 /* On entry, the N-by-NRHS right hand side matrix B. */ 00232 /* On exit, */ 00233 /* if EQUED = 'N', B is not modified; */ 00234 /* if EQUED = 'Y', B is overwritten by diag(S)*B; */ 00235 00236 /* LDB (input) INTEGER */ 00237 /* The leading dimension of the array B. LDB >= max(1,N). */ 00238 00239 /* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) */ 00240 /* If INFO = 0, the N-by-NRHS solution matrix X to the original */ 00241 /* system of equations. Note that A and B are modified on exit if */ 00242 /* EQUED .ne. 'N', and the solution to the equilibrated system is */ 00243 /* inv(diag(S))*X. */ 00244 00245 /* LDX (input) INTEGER */ 00246 /* The leading dimension of the array X. LDX >= max(1,N). */ 00247 00248 /* RCOND (output) DOUBLE PRECISION */ 00249 /* Reciprocal scaled condition number. This is an estimate of the */ 00250 /* reciprocal Skeel condition number of the matrix A after */ 00251 /* equilibration (if done). If this is less than the machine */ 00252 /* precision (in particular, if it is zero), the matrix is singular */ 00253 /* to working precision. Note that the error may still be small even */ 00254 /* if this number is very small and the matrix appears ill- */ 00255 /* conditioned. */ 00256 00257 /* RPVGRW (output) DOUBLE PRECISION */ 00258 /* Reciprocal pivot growth. On exit, this contains the reciprocal */ 00259 /* pivot growth factor norm(A)/norm(U). The "max absolute element" */ 00260 /* norm is used. If this is much less than 1, then the stability of */ 00261 /* the LU factorization of the (equilibrated) matrix A could be poor. */ 00262 /* This also means that the solution X, estimated condition numbers, */ 00263 /* and error bounds could be unreliable. If factorization fails with */ 00264 /* 0<INFO<=N, then this contains the reciprocal pivot growth factor */ 00265 /* for the leading INFO columns of A. */ 00266 00267 /* BERR (output) DOUBLE PRECISION array, dimension (NRHS) */ 00268 /* Componentwise relative backward error. This is the */ 00269 /* componentwise relative backward error of each solution vector X(j) */ 00270 /* (i.e., the smallest relative change in any element of A or B that */ 00271 /* makes X(j) an exact solution). */ 00272 00273 /* N_ERR_BNDS (input) INTEGER */ 00274 /* Number of error bounds to return for each right hand side */ 00275 /* and each type (normwise or componentwise). See ERR_BNDS_NORM and */ 00276 /* ERR_BNDS_COMP below. */ 00277 00278 /* ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) */ 00279 /* For each right-hand side, this array contains information about */ 00280 /* various error bounds and condition numbers corresponding to the */ 00281 /* normwise relative error, which is defined as follows: */ 00282 00283 /* Normwise relative error in the ith solution vector: */ 00284 /* max_j (abs(XTRUE(j,i) - X(j,i))) */ 00285 /* ------------------------------ */ 00286 /* max_j abs(X(j,i)) */ 00287 00288 /* The array is indexed by the type of error information as described */ 00289 /* below. There currently are up to three pieces of information */ 00290 /* returned. */ 00291 00292 /* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith */ 00293 /* right-hand side. */ 00294 00295 /* The second index in ERR_BNDS_NORM(:,err) contains the following */ 00296 /* three fields: */ 00297 /* err = 1 "Trust/don't trust" boolean. Trust the answer if the */ 00298 /* reciprocal condition number is less than the threshold */ 00299 /* sqrt(n) * dlamch('Epsilon'). */ 00300 00301 /* err = 2 "Guaranteed" error bound: The estimated forward error, */ 00302 /* almost certainly within a factor of 10 of the true error */ 00303 /* so long as the next entry is greater than the threshold */ 00304 /* sqrt(n) * dlamch('Epsilon'). This error bound should only */ 00305 /* be trusted if the previous boolean is true. */ 00306 00307 /* err = 3 Reciprocal condition number: Estimated normwise */ 00308 /* reciprocal condition number. Compared with the threshold */ 00309 /* sqrt(n) * dlamch('Epsilon') to determine if the error */ 00310 /* estimate is "guaranteed". These reciprocal condition */ 00311 /* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */ 00312 /* appropriately scaled matrix Z. */ 00313 /* Let Z = S*A, where S scales each row by a power of the */ 00314 /* radix so all absolute row sums of Z are approximately 1. */ 00315 00316 /* See Lapack Working Note 165 for further details and extra */ 00317 /* cautions. */ 00318 00319 /* ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) */ 00320 /* For each right-hand side, this array contains information about */ 00321 /* various error bounds and condition numbers corresponding to the */ 00322 /* componentwise relative error, which is defined as follows: */ 00323 00324 /* Componentwise relative error in the ith solution vector: */ 00325 /* abs(XTRUE(j,i) - X(j,i)) */ 00326 /* max_j ---------------------- */ 00327 /* abs(X(j,i)) */ 00328 00329 /* The array is indexed by the right-hand side i (on which the */ 00330 /* componentwise relative error depends), and the type of error */ 00331 /* information as described below. There currently are up to three */ 00332 /* pieces of information returned for each right-hand side. If */ 00333 /* componentwise accuracy is not requested (PARAMS(3) = 0.0), then */ 00334 /* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most */ 00335 /* the first (:,N_ERR_BNDS) entries are returned. */ 00336 00337 /* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith */ 00338 /* right-hand side. */ 00339 00340 /* The second index in ERR_BNDS_COMP(:,err) contains the following */ 00341 /* three fields: */ 00342 /* err = 1 "Trust/don't trust" boolean. Trust the answer if the */ 00343 /* reciprocal condition number is less than the threshold */ 00344 /* sqrt(n) * dlamch('Epsilon'). */ 00345 00346 /* err = 2 "Guaranteed" error bound: The estimated forward error, */ 00347 /* almost certainly within a factor of 10 of the true error */ 00348 /* so long as the next entry is greater than the threshold */ 00349 /* sqrt(n) * dlamch('Epsilon'). This error bound should only */ 00350 /* be trusted if the previous boolean is true. */ 00351 00352 /* err = 3 Reciprocal condition number: Estimated componentwise */ 00353 /* reciprocal condition number. Compared with the threshold */ 00354 /* sqrt(n) * dlamch('Epsilon') to determine if the error */ 00355 /* estimate is "guaranteed". These reciprocal condition */ 00356 /* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */ 00357 /* appropriately scaled matrix Z. */ 00358 /* Let Z = S*(A*diag(x)), where x is the solution for the */ 00359 /* current right-hand side and S scales each row of */ 00360 /* A*diag(x) by a power of the radix so all absolute row */ 00361 /* sums of Z are approximately 1. */ 00362 00363 /* See Lapack Working Note 165 for further details and extra */ 00364 /* cautions. */ 00365 00366 /* NPARAMS (input) INTEGER */ 00367 /* Specifies the number of parameters set in PARAMS. If .LE. 0, the */ 00368 /* PARAMS array is never referenced and default values are used. */ 00369 00370 /* PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS */ 00371 /* Specifies algorithm parameters. If an entry is .LT. 0.0, then */ 00372 /* that entry will be filled with default value used for that */ 00373 /* parameter. Only positions up to NPARAMS are accessed; defaults */ 00374 /* are used for higher-numbered parameters. */ 00375 00376 /* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative */ 00377 /* refinement or not. */ 00378 /* Default: 1.0D+0 */ 00379 /* = 0.0 : No refinement is performed, and no error bounds are */ 00380 /* computed. */ 00381 /* = 1.0 : Use the extra-precise refinement algorithm. */ 00382 /* (other values are reserved for future use) */ 00383 00384 /* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual */ 00385 /* computations allowed for refinement. */ 00386 /* Default: 10 */ 00387 /* Aggressive: Set to 100 to permit convergence using approximate */ 00388 /* factorizations or factorizations other than LU. If */ 00389 /* the factorization uses a technique other than */ 00390 /* Gaussian elimination, the guarantees in */ 00391 /* err_bnds_norm and err_bnds_comp may no longer be */ 00392 /* trustworthy. */ 00393 00394 /* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code */ 00395 /* will attempt to find a solution with small componentwise */ 00396 /* relative error in the double-precision algorithm. Positive */ 00397 /* is true, 0.0 is false. */ 00398 /* Default: 1.0 (attempt componentwise convergence) */ 00399 00400 /* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) */ 00401 00402 /* IWORK (workspace) INTEGER array, dimension (N) */ 00403 00404 /* INFO (output) INTEGER */ 00405 /* = 0: Successful exit. The solution to every right-hand side is */ 00406 /* guaranteed. */ 00407 /* < 0: If INFO = -i, the i-th argument had an illegal value */ 00408 /* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization */ 00409 /* has been completed, but the factor U is exactly singular, so */ 00410 /* the solution and error bounds could not be computed. RCOND = 0 */ 00411 /* is returned. */ 00412 /* = N+J: The solution corresponding to the Jth right-hand side is */ 00413 /* not guaranteed. The solutions corresponding to other right- */ 00414 /* hand sides K with K > J may not be guaranteed as well, but */ 00415 /* only the first such right-hand side is reported. If a small */ 00416 /* componentwise error is not requested (PARAMS(3) = 0.0) then */ 00417 /* the Jth right-hand side is the first with a normwise error */ 00418 /* bound that is not guaranteed (the smallest J such */ 00419 /* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) */ 00420 /* the Jth right-hand side is the first with either a normwise or */ 00421 /* componentwise error bound that is not guaranteed (the smallest */ 00422 /* J such that either ERR_BNDS_NORM(J,1) = 0.0 or */ 00423 /* ERR_BNDS_COMP(J,1) = 0.0). See the definition of */ 00424 /* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information */ 00425 /* about all of the right-hand sides check ERR_BNDS_NORM or */ 00426 /* ERR_BNDS_COMP. */ 00427 00428 /* ================================================================== */ 00429 00430 /* .. Parameters .. */ 00431 /* .. */ 00432 /* .. Local Scalars .. */ 00433 /* .. */ 00434 /* .. External Functions .. */ 00435 /* .. */ 00436 /* .. External Subroutines .. */ 00437 /* .. */ 00438 /* .. Intrinsic Functions .. */ 00439 /* .. */ 00440 /* .. Executable Statements .. */ 00441 00442 /* Parameter adjustments */ 00443 err_bnds_comp_dim1 = *nrhs; 00444 err_bnds_comp_offset = 1 + err_bnds_comp_dim1; 00445 err_bnds_comp__ -= err_bnds_comp_offset; 00446 err_bnds_norm_dim1 = *nrhs; 00447 err_bnds_norm_offset = 1 + err_bnds_norm_dim1; 00448 err_bnds_norm__ -= err_bnds_norm_offset; 00449 a_dim1 = *lda; 00450 a_offset = 1 + a_dim1; 00451 a -= a_offset; 00452 af_dim1 = *ldaf; 00453 af_offset = 1 + af_dim1; 00454 af -= af_offset; 00455 --s; 00456 b_dim1 = *ldb; 00457 b_offset = 1 + b_dim1; 00458 b -= b_offset; 00459 x_dim1 = *ldx; 00460 x_offset = 1 + x_dim1; 00461 x -= x_offset; 00462 --berr; 00463 --params; 00464 --work; 00465 --iwork; 00466 00467 /* Function Body */ 00468 *info = 0; 00469 nofact = lsame_(fact, "N"); 00470 equil = lsame_(fact, "E"); 00471 smlnum = dlamch_("Safe minimum"); 00472 bignum = 1. / smlnum; 00473 if (nofact || equil) { 00474 *(unsigned char *)equed = 'N'; 00475 rcequ = FALSE_; 00476 } else { 00477 rcequ = lsame_(equed, "Y"); 00478 } 00479 00480 /* Default is failure. If an input parameter is wrong or */ 00481 /* factorization fails, make everything look horrible. Only the */ 00482 /* pivot growth is set here, the rest is initialized in DPORFSX. */ 00483 00484 *rpvgrw = 0.; 00485 00486 /* Test the input parameters. PARAMS is not tested until DPORFSX. */ 00487 00488 if (! nofact && ! equil && ! lsame_(fact, "F")) { 00489 *info = -1; 00490 } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 00491 "L")) { 00492 *info = -2; 00493 } else if (*n < 0) { 00494 *info = -3; 00495 } else if (*nrhs < 0) { 00496 *info = -4; 00497 } else if (*lda < max(1,*n)) { 00498 *info = -6; 00499 } else if (*ldaf < max(1,*n)) { 00500 *info = -8; 00501 } else if (lsame_(fact, "F") && ! (rcequ || lsame_( 00502 equed, "N"))) { 00503 *info = -9; 00504 } else { 00505 if (rcequ) { 00506 smin = bignum; 00507 smax = 0.; 00508 i__1 = *n; 00509 for (j = 1; j <= i__1; ++j) { 00510 /* Computing MIN */ 00511 d__1 = smin, d__2 = s[j]; 00512 smin = min(d__1,d__2); 00513 /* Computing MAX */ 00514 d__1 = smax, d__2 = s[j]; 00515 smax = max(d__1,d__2); 00516 /* L10: */ 00517 } 00518 if (smin <= 0.) { 00519 *info = -10; 00520 } else if (*n > 0) { 00521 scond = max(smin,smlnum) / min(smax,bignum); 00522 } else { 00523 scond = 1.; 00524 } 00525 } 00526 if (*info == 0) { 00527 if (*ldb < max(1,*n)) { 00528 *info = -12; 00529 } else if (*ldx < max(1,*n)) { 00530 *info = -14; 00531 } 00532 } 00533 } 00534 00535 if (*info != 0) { 00536 i__1 = -(*info); 00537 xerbla_("DPOSVXX", &i__1); 00538 return 0; 00539 } 00540 00541 if (equil) { 00542 00543 /* Compute row and column scalings to equilibrate the matrix A. */ 00544 00545 dpoequb_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ); 00546 if (infequ == 0) { 00547 00548 /* Equilibrate the matrix. */ 00549 00550 dlaqsy_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed); 00551 rcequ = lsame_(equed, "Y"); 00552 } 00553 } 00554 00555 /* Scale the right-hand side. */ 00556 00557 if (rcequ) { 00558 dlascl2_(n, nrhs, &s[1], &b[b_offset], ldb); 00559 } 00560 00561 if (nofact || equil) { 00562 00563 /* Compute the LU factorization of A. */ 00564 00565 dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf); 00566 dpotrf_(uplo, n, &af[af_offset], ldaf, info); 00567 00568 /* Return if INFO is non-zero. */ 00569 00570 if (*info != 0) { 00571 00572 /* Pivot in column INFO is exactly 0 */ 00573 /* Compute the reciprocal pivot growth factor of the */ 00574 /* leading rank-deficient INFO columns of A. */ 00575 00576 *rpvgrw = dla_porpvgrw__(uplo, info, &a[a_offset], lda, &af[ 00577 af_offset], ldaf, &work[1], (ftnlen)1); 00578 return 0; 00579 } 00580 } 00581 00582 /* Compute the reciprocal growth factor RPVGRW. */ 00583 00584 *rpvgrw = dla_porpvgrw__(uplo, n, &a[a_offset], lda, &af[af_offset], ldaf, 00585 &work[1], (ftnlen)1); 00586 00587 /* Compute the solution matrix X. */ 00588 00589 dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx); 00590 dpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info); 00591 00592 /* Use iterative refinement to improve the computed solution and */ 00593 /* compute error bounds and backward error estimates for it. */ 00594 00595 dporfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, & 00596 s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, &berr[1], 00597 n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], & 00598 err_bnds_comp__[err_bnds_comp_offset], nparams, ¶ms[1], &work[ 00599 1], &iwork[1], info); 00600 00601 /* Scale solutions. */ 00602 00603 if (rcequ) { 00604 dlascl2_(n, nrhs, &s[1], &x[x_offset], ldx); 00605 } 00606 00607 return 0; 00608 00609 /* End of DPOSVXX */ 00610 00611 } /* dposvxx_ */