SRC/zcgesv.f(3)

NAME
SRC/zcgesv.f

SYNOPSIS

  Functions/Subroutines
subroutine zcgesv (n, nrhs, a, lda, ipiv, b, ldb, x, ldx, work, swork, rwork, iter, info)
ZCGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement)

Function/Subroutine Documentation

  subroutine zcgesv (integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, integer, dimension( * ) ipiv, 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)

ZCGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement)

Purpose:

    !>
    !> ZCGESV computes the solution to a complex system of linear equations
    !>    A * X = B,
    !> where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
    !>
    !> ZCGESV 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
    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 N-by-N coefficient matrix A.
    !>          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 factors L and U from the factorization
    !>          A = P*L*U; the unit diagonal elements of L are not stored.
    !>

    LDA

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

    IPIV

    !>          IPIV is INTEGER array, dimension (N)
    !>          The pivot indices that define the permutation matrix P;
    !>          row i of the matrix was interchanged with row IPIV(i).
    !>          Corresponds either to the single precision factorization
    !>          (if INFO = 0 and ITER >= 0) or the double precision
    !>          factorization (if INFO = 0 and ITER < 0).
    !>

    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 CGETRF
    !>               -31: stop the iterative refinement after the 30th
    !>                    iterations
    !>          > 0: iterative refinement has been successfully 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, U(i,i) computed in COMPLEX*16 is exactly
    !>                zero.  The factorization has been completed, but the
    !>                factor U is exactly singular, so the solution
    !>                could not be computed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 199 of file zcgesv.f.

Author

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