posv_mixed(3)

NAME
posv_mixed - posv: factor and solve, mixed precision

SYNOPSIS

  Functions

subroutine dsposv (uplo, n, nrhs, a, lda, b, ldb, x, ldx, work, swork, iter, info)
DSPOSV computes the solution to system of linear equations A * X = B for PO matrices
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

Detailed Description

Function Documentation

  subroutine dsposv (character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, * ) x, integer ldx, double precision, dimension( n, * ) work, real, dimension( * ) swork, integer iter, integer info)

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

Purpose:

    !>
    !> DSPOSV computes the solution to a real system of linear equations
    !>    A * X = B,
    !> where A is an N-by-N symmetric positive definite matrix and X and B
    !> are N-by-NRHS matrices.
    !>
    !> DSPOSV first attempts to factorize the matrix in SINGLE PRECISION
    !> and use this factorization within an iterative refinement procedure
    !> to produce a solution with DOUBLE PRECISION normwise backward error
    !> quality (see below). If the approach fails the method switches to a
    !> DOUBLE PRECISION factorization and solve.
    !>
    !> The iterative refinement is not going to be a winning strategy if
    !> the ratio SINGLE PRECISION performance over DOUBLE PRECISION
    !> 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 DOUBLE PRECISION array,
    !>          dimension (LDA,N)
    !>          On entry, the symmetric 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.
    !>          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 factor U or L from the Cholesky
    !>          factorization A = U**T*U or A = L*L**T.
    !>

    LDA

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

    B

    !>          B is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (N,NRHS)
    !>          This array is used to hold the residual vectors.
    !>

    SWORK

    !>          SWORK is REAL 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.
    !>

    ITER

    !>          ITER is INTEGER
    !>          < 0: iterative refinement has failed, double precision
    !>               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 SPOTRF
    !>               -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, the leading principal minor of order i
    !>                of (DOUBLE PRECISION) A is not positive, 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.

  subroutine zcposv (character uplo, integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, 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)

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 = 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 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 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, the leading principal minor of order i
    !>                of (COMPLEX*16) A is not positive, 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.

Author

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