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zcgesv.f(3) LAPACK zcgesv.f(3)

NAME

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 (integerN, integerNRHS, complex*16, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, 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)

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.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 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.EQ.0 and ITER.GE.0) or the double precision
factorization (if INFO.EQ.0 and ITER.LT.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 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, 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.

Date:

November 2011

Definition at line 201 of file zcgesv.f.

Author

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Tue Sep 25 2012 Version 3.4.2