Previous: zhesv Up: ../lapack-z.html Next: zhetd2

NAME ZHESVX - use the diagonal pivoting factorization to compute the solution to a complex system of linear equations A * X = B, SYNOPSIS SUBROUTINE ZHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO ) CHARACTER FACT, UPLO INTEGER INFO, LDA, LDAF, LDB, LDX, LWORK, N, NRHS DOUBLE PRECISION RCOND INTEGER IPIV( * ) DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ) COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ), WORK( * ), X( LDX, * ) PURPOSE ZHESVX uses the diagonal pivoting factorization to compute the solution to a complex system of linear equations A * X = B, where A is an N-by-N Hermitian 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 = 'N', the diagonal pivoting method is used to factor A. The form of the factorization is A = U * D * U**H, if UPLO = 'U', or A = L * D * L**H, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is Hermitian and block diago- nal with 1-by-1 and 2-by-2 diagonal blocks. 2. 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, steps 3 and 4 are skipped. 3. The system of equations is solved for X using the fac- tored form of A. 4. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. ARGUMENTS FACT (input) CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': On entry, AF and IPIV contain the factored form of A. A, AF and IPIV will not be modified. = 'N': The matrix A will be copied to AF and factored. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A (input) COMPLEX*16 array, dimension (LDA,N) 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. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). AF (input or output) COMPLEX*16 array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by ZHETRF. If FACT = 'N', then AF is an output argument and on exit returns the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV (input or output) INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains details of the interchanges and the block structure of D, as determined by ZHETRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were inter- changed and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were inter- changed and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. If FACT = 'N', then IPIV is an output argument and on exit contains details of the interchanges and the block structure of D, as determined by ZHETRF. B (input) COMPLEX*16 array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). X (output) COMPLEX*16 array, dimension (LDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND (output) DOUBLE PRECISION The estimate of the reciprocal condition number of the matrix A. 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, and the solution and error bounds are not computed. FERR (output) DOUBLE PRECISION array, dimension (NRHS) The estimated forward error bounds for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution, FERR(j) bounds the magnitude of the largest entry in (X(j) - XTRUE) divided by the magnitude of the largest entry in X(j). The quality of the error bound depends on the quality of the estimate of norm(inv(A)) computed in the code; if the estimate of norm(inv(A)) is accu- rate, the error bound is guaranteed. BERR (output) DOUBLE PRECISION array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any entry of A or B that makes X(j) an exact solution). WORK (workspace) COMPLEX*16 array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of WORK. LWORK >= 2*N, and for best per- formance LWORK >= N*NB, where NB is the optimal blocksize for ZHETRF. RWORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is <= N: D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution and error bounds could not be computed. = N+1: the block diagonal matrix D is nonsingular, but RCOND is less than machine precision. The factorization has been com- pleted, but the matrix is singular to working preci- sion, so the solution and error bounds have not been computed.