cgbsvx - use the LU factorization to compute the solution to a complex system of linear equations A*X=B, A**T*X=B, or A**H*X=B, where A is a band matrix
SUBROUTINE CGBSVX(FACT, TRANSA, N, KL, KU, NRHS, A, LDA, AF, LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER*1 FACT, TRANSA, EQUED COMPLEX A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), WORK(*) INTEGER N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO INTEGER IPIVOT(*) REAL RCOND REAL R(*), C(*), FERR(*), BERR(*), WORK2(*) SUBROUTINE CGBSVX_64(FACT, TRANSA, N, KL, KU, NRHS, A, LDA, AF, LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER*1 FACT, TRANSA, EQUED COMPLEX A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), WORK(*) INTEGER*8 N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO INTEGER*8 IPIVOT(*) REAL RCOND REAL R(*), C(*), FERR(*), BERR(*), WORK2(*) F95 INTERFACE SUBROUTINE GBSVX(FACT, TRANSA, N, KL, KU, NRHS, A, LDA, AF, LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER(LEN=1) :: FACT, TRANSA, EQUED COMPLEX, DIMENSION(:) :: WORK COMPLEX, DIMENSION(:,:) :: A, AF, B, X INTEGER :: N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO INTEGER, DIMENSION(:) :: IPIVOT REAL :: RCOND REAL, DIMENSION(:) :: R, C, FERR, BERR, WORK2 SUBROUTINE GBSVX_64(FACT, TRANSA, N, KL, KU, NRHS, A, LDA, AF, LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER(LEN=1) :: FACT, TRANSA, EQUED COMPLEX, DIMENSION(:) :: WORK COMPLEX, DIMENSION(:,:) :: A, AF, B, X INTEGER(8) :: N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO INTEGER(8), DIMENSION(:) :: IPIVOT REAL :: RCOND REAL, DIMENSION(:) :: R, C, FERR, BERR, WORK2 C INTERFACE #include <sunperf.h> void cgbsvx(char fact, char transa, int n, int kl, int ku, int nrhs, complex *a, int lda, complex *af, int ldaf, int *ipivot, char *equed, float *r, float *c, complex *b, int ldb, complex *x, int ldx, float *rcond, float *ferr, float *berr, float *work2, int *info); void cgbsvx_64(char fact, char transa, long n, long kl, long ku, long nrhs, complex *a, long lda, complex *af, long ldaf, long *ipivot, char *equed, float *r, float *c, complex *b, long ldb, complex *x, long ldx, float *rcond, float *ferr, float *berr, float *work2, long *info);
Oracle Solaris Studio Performance Library cgbsvx(3P)
NAME
cgbsvx - use the LU factorization to compute the solution to a complex
system of linear equations A*X=B, A**T*X=B, or A**H*X=B, where A is a
band matrix
SYNOPSIS
SUBROUTINE CGBSVX(FACT, TRANSA, N, KL, KU, NRHS, A, LDA, AF,
LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR,
BERR, WORK, WORK2, INFO)
CHARACTER*1 FACT, TRANSA, EQUED
COMPLEX A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), WORK(*)
INTEGER N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER IPIVOT(*)
REAL RCOND
REAL R(*), C(*), FERR(*), BERR(*), WORK2(*)
SUBROUTINE CGBSVX_64(FACT, TRANSA, N, KL, KU, NRHS, A, LDA, AF,
LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR,
BERR, WORK, WORK2, INFO)
CHARACTER*1 FACT, TRANSA, EQUED
COMPLEX A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), WORK(*)
INTEGER*8 N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER*8 IPIVOT(*)
REAL RCOND
REAL R(*), C(*), FERR(*), BERR(*), WORK2(*)
F95 INTERFACE
SUBROUTINE GBSVX(FACT, TRANSA, N, KL, KU, NRHS, A, LDA,
AF, LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX,
RCOND, FERR, BERR, WORK, WORK2, INFO)
CHARACTER(LEN=1) :: FACT, TRANSA, EQUED
COMPLEX, DIMENSION(:) :: WORK
COMPLEX, DIMENSION(:,:) :: A, AF, B, X
INTEGER :: N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER, DIMENSION(:) :: IPIVOT
REAL :: RCOND
REAL, DIMENSION(:) :: R, C, FERR, BERR, WORK2
SUBROUTINE GBSVX_64(FACT, TRANSA, N, KL, KU, NRHS, A,
LDA, AF, LDAF, IPIVOT, EQUED, R, C, B, LDB, X, LDX,
RCOND, FERR, BERR, WORK, WORK2, INFO)
CHARACTER(LEN=1) :: FACT, TRANSA, EQUED
COMPLEX, DIMENSION(:) :: WORK
COMPLEX, DIMENSION(:,:) :: A, AF, B, X
INTEGER(8) :: N, KL, KU, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER(8), DIMENSION(:) :: IPIVOT
REAL :: RCOND
REAL, DIMENSION(:) :: R, C, FERR, BERR, WORK2
C INTERFACE
#include <sunperf.h>
void cgbsvx(char fact, char transa, int n, int kl, int ku, int nrhs,
complex *a, int lda, complex *af, int ldaf, int *ipivot, char
*equed, float *r, float *c, complex *b, int ldb, complex *x,
int ldx, float *rcond, float *ferr, float *berr, float
*work2, int *info);
void cgbsvx_64(char fact, char transa, long n, long kl, long ku, long
nrhs, complex *a, long lda, complex *af, long ldaf, long
*ipivot, char *equed, float *r, float *c, complex *b, long
ldb, complex *x, long ldx, float *rcond, float *ferr, float
*berr, float *work2, long *info);
PURPOSE
cgbsvx uses the LU factorization to compute the solution to a complex
system of linear equations A*X=B, A**T *X=B, or A**H *X=B, where A is a
band matrix of order N with KL subdiagonals and KU superdiagonals, and
X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also pro-
vided.
The following steps are performed by this subroutine:
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 = L * U,
where L is a product of permutation and unit lower triangular matrices
with KL subdiagonals, and U is upper triangular with KL+KU superdiago-
nals.
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.
ARGUMENTS
FACT (input)
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 IPIVOT 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 IPIVOT 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.
TRANSA (input)
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)
N (input) The number of linear equations, i.e., the order of the matrix
A. N >= 0.
KL (input)
The number of subdiagonals within the band of A. KL >= 0.
KU (input)
The number of superdiagonals within the band of A. KU >= 0.
NRHS (input)
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A (input/output)
COMPLEX array, dimension (LDA,N) On entry, the matrix A in
band storage, in rows 1 to KL+KU+1. The j-th column of A is
stored in the j-th column of the array A as follows:
A(KU+1+i-j,j)=A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
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).
LDA (input)
The leading dimension of the array A.
LDA >= KL+KU+1.
AF (input or output)
COMPLEX array, dimension (LDAF,N)
If FACT = 'F', then AF is an input argument and on entry con-
tains details of the LU factorization of the band matrix A,
as computed by CGBTRF. U is stored as an upper triangular
band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
and the multipliers used during the factorization are stored
in rows KL+KU+2 to 2*KL+KU+1. 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 details of the LU factorization of A.
If FACT = 'E', then AF is an output argument and on exit
returns details of the LU factorization of the equilibrated
matrix A (see the description of A for the form of the equi-
librated matrix).
LDAF (input)
The leading dimension of the array AF.
LDAF >= 2*KL+KU+1.
IPIVOT (input or output)
INTEGER array, dimension (N) If FACT = 'F', then IPIVOT is an
input argument and on entry contains the pivot indices from
the factorization A=L*U as computed by CGBTRF; row i of the
matrix was interchanged with row IPIVOT(i).
If FACT = 'N', then IPIVOT is an output argument and on exit
contains the pivot indices from the factorization A = L*U of
the original matrix A.
If FACT = 'E', then IPIVOT is an output argument and on exit
contains the pivot indices from the factorization A = L*U of
the equilibrated matrix A.
EQUED (input or output)
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 argu-
ment if FACT = 'F'; otherwise, it is an output argument.
R (input or output)
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 argu-
ment if FACT = 'F'; otherwise, R is an output argument. If
FACT = 'F' and EQUED = 'R' or 'B', each element of R must be
positive.
C (input or output)
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 argu-
ment if FACT = 'F'; otherwise, C is an output argument. If
FACT = 'F' and EQUED = 'C' or 'B', each element of C must be
positive.
B (input/output)
COMPLEX array, dimension (LDB,NRHS) On entry, the right hand
side matrix B.
On exit,
if EQUED = 'N', B is not modified;
if TRANSA = 'N' and EQUED = 'R' or 'B', B is overwritten by
diag(R)*B;
if TRANSA = 'T' or 'C' and EQUED = 'C' or 'B', B is overwrit-
ten by diag(C)*B.
LDB (input)
The leading dimension of the array B.
LDB >= max(1,N).
X (output)
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 TRANSA = 'N' and EQUED = 'C' or 'B', or
inv(diag(R))*X if TRANSA = 'T' or 'C' and EQUED = 'R' or 'B'.
LDX (input)
The leading dimension of the array X.
LDX >= max(1,N).
RCOND (output)
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.
FERR (output)
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 esti-
mated upper bound for the magnitude of the largest element in
(X(j) - XTRUE) divided by the magnitude of the largest ele-
ment in X(j). The estimate is as reliable as the estimate for
RCOND, and is almost always a slight overestimate of the true
error.
BERR (output)
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in any ele-
ment of A or B that makes X(j) an exact solution).
WORK (workspace)
WORK is COMPLEX array, dimension(2*N)
WORK2 (output)
WORK2 is REAL array, dimension(N) On exit, WORK2(1) contains
the reciprocal pivot growth factor norm(A)/norm(U). The "max
absolute element" norm is used. If WORK2(1) is much less than
1, then the stability of the LU factorization of the (equili-
brated) 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 WORK2(1) contains the reciprocal pivot growth
factor for the leading INFO columns of A.
INFO (output)
= 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 solu-
tion and error bounds could not be computed. RCOND = 0 is
returned.
= N+1: U is nonsingular, but RCOND is less than machine pre-
cision, meaning that the matrix is singular to working preci-
sion. Nevertheless, the solution and error bounds are com-
puted because there are a number of situations where the com-
puted solution can be more accurate than the value of RCOND
would suggest.
7 Nov 2015 cgbsvx(3P)