zcposv.f (3) - Linux Manuals

NAME

zcposv.f -

SYNOPSIS

Functions/Subroutines

subroutine zcposv (UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, SWORK, RWORK, ITER, INFO)
ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices

Function/Subroutine Documentation

subroutine zcposv (characterUPLO, integerN, integerNRHS, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( ldb, * )B, integerLDB, complex*16, dimension( ldx, * )X, integerLDX, complex*16, dimension( n, * )WORK, complex, dimension( * )SWORK, double precision, dimension( * )RWORK, integerITER, integerINFO)

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

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:

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.

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.EQ.0 and ITER.GE.0, see description below), then A is
          unchanged, if double precision factorization has been used
          (INFO.EQ.0 and ITER.LT.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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          The N-by-NRHS right hand side matrix B.

LDB

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).

X

          X is COMPLEX*16 array, dimension (LDX,NRHS)
          If INFO = 0, the N-by-NRHS solution matrix X.

LDX

          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).

WORK

          WORK is COMPLEX*16 array, dimension (N*NRHS)
          This array is used to hold the residual vectors.

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.

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

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 sucessfully used.
               Returns the number of iterations

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 minor of order i of
                (COMPLEX*16) A is not positive definite, 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.

Date:

November 2011

Definition at line 209 of file zcposv.f.

Author

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