## table of contents

complexHEsolve(3) | LAPACK | complexHEsolve(3) |

# NAME¶

complexHEsolve

# SYNOPSIS¶

## Functions¶

subroutine **chesv** (UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
WORK, LWORK, INFO)

** CHESV computes the solution to system of linear equations A * X = B for HE
matrices** subroutine **chesv_aa** (UPLO, N, NRHS, A, LDA, IPIV, B,
LDB, WORK, LWORK, INFO)

** CHESV_AA computes the solution to system of linear equations A * X = B for
HE matrices** subroutine **chesv_rk** (UPLO, N, NRHS, A, LDA, E, IPIV,
B, LDB, WORK, LWORK, INFO)

** CHESV_RK computes the solution to system of linear equations A * X = B for
SY matrices** subroutine **chesv_rook** (UPLO, N, NRHS, A, LDA, IPIV,
B, LDB, WORK, LWORK, INFO)

**CHESV_ROOK** computes the solution to a system of linear equations A * X
= B for HE matrices using the bounded Bunch-Kaufman ('rook') diagonal
pivoting method subroutine **chesvx** (FACT, UPLO, N, NRHS, A, LDA, AF,
LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO)

** CHESVX computes the solution to system of linear equations A * X = B for
HE matrices** subroutine **chesvxx** (FACT, UPLO, N, NRHS, A, LDA, AF,
LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS,
ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)

** CHESVXX computes the solution to system of linear equations A * X = B for
HE matrices**

# Detailed Description¶

This is the group of complex solve driver functions for HE matrices

# Function Documentation¶

## subroutine chesv (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

** CHESV computes the solution to system of linear equations A *
X = B for HE matrices**

**Purpose:**

CHESV computes 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.

The diagonal pivoting method is used to factor A as

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 diagonal with

1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then

used to solve the system of equations A * X = B.

**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 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.

On exit, if INFO = 0, 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

CHETRF.

*LDA*

LDA is INTEGER

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

*IPIV*

IPIV is INTEGER array, dimension (N)

Details of the interchanges and the block structure of D, as

determined by CHETRF. 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 interchanged 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 interchanged and D(k:k+1,k:k+1) is a 2-by-2

diagonal block.

*B*

B is COMPLEX array, dimension (LDB,NRHS)

On entry, the N-by-NRHS right hand side matrix B.

On exit, if INFO = 0, the N-by-NRHS solution matrix X.

*LDB*

LDB is INTEGER

The leading dimension of the array B. LDB >= max(1,N).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK))

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER

The length of WORK. LWORK >= 1, and for best performance

LWORK >= max(1,N*NB), where NB is the optimal blocksize for

CHETRF.

for LWORK < N, TRS will be done with Level BLAS 2

for LWORK >= N, TRS will be done with Level BLAS 3

If LWORK = -1, then a workspace query is assumed; the routine

only calculates the optimal size of the WORK array, returns

this value as the first entry of the WORK array, and no error

message related to LWORK is issued by XERBLA.

*INFO*

INFO is INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value

> 0: if INFO = i, D(i,i) is exactly zero. The factorization

has been completed, but the block diagonal matrix D is

exactly singular, so the solution could not be computed.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chesv_aa (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

** CHESV_AA computes the solution to system of linear equations A
* X = B for HE matrices**

**Purpose:**

CHESV_AA computes 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.

Aasen's algorithm is used to factor A as

A = U**H * T * U, if UPLO = 'U', or

A = L * T * L**H, if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower)

triangular matrices, and T is Hermitian and tridiagonal. The factored form

of A is then used to solve the system of equations A * X = B.

**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 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.

On exit, if INFO = 0, the tridiagonal matrix T and the

multipliers used to obtain the factor U or L from the

factorization A = U**H*T*U or A = L*T*L**H as computed by

CHETRF_AA.

*LDA*

LDA is INTEGER

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

*IPIV*

IPIV is INTEGER array, dimension (N)

On exit, it contains the details of the interchanges, i.e.,

the row and column k of A were interchanged with the

row and column IPIV(k).

*B*

B is COMPLEX array, dimension (LDB,NRHS)

On entry, the N-by-NRHS right hand side matrix B.

On exit, if INFO = 0, the N-by-NRHS solution matrix X.

*LDB*

LDB is INTEGER

The leading dimension of the array B. LDB >= max(1,N).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK))

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER

The length of WORK. LWORK >= MAX(1,2*N,3*N-2), and for best

performance LWORK >= MAX(1,N*NB), where NB is the optimal

blocksize for CHETRF.

If LWORK = -1, then a workspace query is assumed; the routine

only calculates the optimal size of the WORK array, returns

this value as the first entry of the WORK array, and no error

message related to LWORK is issued by XERBLA.

*INFO*

INFO is INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value

> 0: if INFO = i, D(i,i) is exactly zero. The factorization

has been completed, but the block diagonal matrix D is

exactly singular, so the solution could not be computed.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chesv_rk (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

** CHESV_RK computes the solution to system of linear equations A
* X = B for SY matrices**

**Purpose:**

CHESV_RK computes 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.

The bounded Bunch-Kaufman (rook) diagonal pivoting method is used

to factor A as

A = P*U*D*(U**H)*(P**T), if UPLO = 'U', or

A = P*L*D*(L**H)*(P**T), if UPLO = 'L',

where U (or L) is unit upper (or lower) triangular matrix,

U**H (or L**H) is the conjugate of U (or L), P is a permutation

matrix, P**T is the transpose of P, and D is Hermitian and block

diagonal with 1-by-1 and 2-by-2 diagonal blocks.

CHETRF_RK is called to compute the factorization of a complex

Hermitian matrix. The factored form of A is then used to solve

the system of equations A * X = B by calling BLAS3 routine CHETRS_3.

**Parameters**

*UPLO*

UPLO is CHARACTER*1

Specifies whether the upper or lower triangular part of the

Hermitian matrix A is stored:

= '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 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.

On exit, if INFO = 0, diagonal of the block diagonal

matrix D and factors U or L as computed by CHETRF_RK:

a) ONLY diagonal elements of the Hermitian block diagonal

matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);

(superdiagonal (or subdiagonal) elements of D

are stored on exit in array E), and

b) If UPLO = 'U': factor U in the superdiagonal part of A.

If UPLO = 'L': factor L in the subdiagonal part of A.

For more info see the description of CHETRF_RK routine.

*LDA*

LDA is INTEGER

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

*E*

E is COMPLEX array, dimension (N)

On exit, contains the output computed by the factorization

routine CHETRF_RK, i.e. the superdiagonal (or subdiagonal)

elements of the Hermitian block diagonal matrix D

with 1-by-1 or 2-by-2 diagonal blocks, where

If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;

If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.

NOTE: For 1-by-1 diagonal block D(k), where

1 <= k <= N, the element E(k) is set to 0 in both

UPLO = 'U' or UPLO = 'L' cases.

For more info see the description of CHETRF_RK routine.

*IPIV*

IPIV is INTEGER array, dimension (N)

Details of the interchanges and the block structure of D,

as determined by CHETRF_RK.

For more info see the description of CHETRF_RK routine.

*B*

B is COMPLEX array, dimension (LDB,NRHS)

On entry, the N-by-NRHS right hand side matrix B.

On exit, if INFO = 0, the N-by-NRHS solution matrix X.

*LDB*

LDB is INTEGER

The leading dimension of the array B. LDB >= max(1,N).

*WORK*

WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).

Work array used in the factorization stage.

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER

The length of WORK. LWORK >= 1. For best performance

of factorization stage LWORK >= max(1,N*NB), where NB is

the optimal blocksize for CHETRF_RK.

If LWORK = -1, then a workspace query is assumed;

the routine only calculates the optimal size of the WORK

array for factorization stage, returns this value as

the first entry of the WORK array, and no error message

related to LWORK is issued by XERBLA.

*INFO*

INFO is INTEGER

= 0: successful exit

< 0: If INFO = -k, the k-th argument had an illegal value

> 0: If INFO = k, the matrix A is singular, because:

If UPLO = 'U': column k in the upper

triangular part of A contains all zeros.

If UPLO = 'L': column k in the lower

triangular part of A contains all zeros.

Therefore D(k,k) is exactly zero, and superdiagonal

elements of column k of U (or subdiagonal elements of

column k of L ) are all zeros. The factorization has

been completed, but the block diagonal matrix D is

exactly singular, and division by zero will occur if

it is used to solve a system of equations.

NOTE: INFO only stores the first occurrence of

a singularity, any subsequent occurrence of singularity

is not stored in INFO even though the factorization

always completes.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

December 2016, Igor Kozachenko,

Computer Science Division,

University of California, Berkeley

September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,

School of Mathematics,

University of Manchester

## subroutine chesv_rook (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHESV_ROOK** computes the solution to a system of linear
equations A * X = B for HE matrices using the bounded Bunch-Kaufman ('rook')
diagonal pivoting method

**Purpose:**

CHESV_ROOK computes 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.

The bounded Bunch-Kaufman ("rook") diagonal pivoting method is used

to factor A as

A = U * D * U**T, if UPLO = 'U', or

A = L * D * L**T, if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower)

triangular matrices, and D is Hermitian and block diagonal with

1-by-1 and 2-by-2 diagonal blocks.

CHETRF_ROOK is called to compute the factorization of a complex

Hermition matrix A using the bounded Bunch-Kaufman ("rook") diagonal

pivoting method.

The factored form of A is then used to solve the system

of equations A * X = B by calling CHETRS_ROOK (uses BLAS 2).

**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 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.

On exit, if INFO = 0, 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

CHETRF_ROOK.

*LDA*

LDA is INTEGER

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

*IPIV*

IPIV is INTEGER array, dimension (N)

Details of the interchanges and the block structure of D.

If UPLO = 'U':

Only the last KB elements of IPIV are set.

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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and

columns k and -IPIV(k) were interchanged and rows and

columns k-1 and -IPIV(k-1) were inerchaged,

D(k-1:k,k-1:k) is a 2-by-2 diagonal block.

If UPLO = 'L':

Only the first KB elements of IPIV are set.

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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and

columns k and -IPIV(k) were interchanged and rows and

columns k+1 and -IPIV(k+1) were inerchaged,

D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

*B*

B is COMPLEX array, dimension (LDB,NRHS)

On entry, the N-by-NRHS right hand side matrix B.

On exit, if INFO = 0, the N-by-NRHS solution matrix X.

*LDB*

LDB is INTEGER

The leading dimension of the array B. LDB >= max(1,N).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK))

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER

The length of WORK. LWORK >= 1, and for best performance

LWORK >= max(1,N*NB), where NB is the optimal blocksize for

CHETRF_ROOK.

for LWORK < N, TRS will be done with Level BLAS 2

for LWORK >= N, TRS will be done with Level BLAS 3

If LWORK = -1, then a workspace query is assumed; the routine

only calculates the optimal size of the WORK array, returns

this value as the first entry of the WORK array, and no error

message related to LWORK is issued by XERBLA.

*INFO*

INFO is INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value

> 0: if INFO = i, D(i,i) is exactly zero. The factorization

has been completed, but the block diagonal matrix D is

exactly singular, so the solution could not be computed.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

November 2013, Igor Kozachenko,

Computer Science Division,

University of California, Berkeley

September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,

School of Mathematics,

University of Manchester.fi

## subroutine chesvx (character FACT, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)¶

** CHESVX computes the solution to system of linear equations A *
X = B for HE matrices**

**Purpose:**

CHESVX 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 diagonal with

1-by-1 and 2-by-2 diagonal blocks.

2. If some D(i,i)=0, so that D 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.

3. The system of equations is solved for X using the factored form

of A.

4. Iterative refinement is applied to improve the computed solution

matrix and calculate error bounds and backward error estimates

for it.

**Parameters**

*FACT*

FACT is 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*

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 matrices B and X. NRHS >= 0.

*A*

A is COMPLEX 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*

LDA is INTEGER

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

*AF*

AF is COMPLEX 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 CHETRF.

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*

LDAF is INTEGER

The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

IPIV is 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 CHETRF.

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 interchanged 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

interchanged 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 CHETRF.

*B*

B is COMPLEX 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 array, dimension (LDX,NRHS)

If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.

*LDX*

LDX is INTEGER

The leading dimension of the array X. LDX >= max(1,N).

*RCOND*

RCOND is REAL

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.

*FERR*

FERR is REAL array, dimension (NRHS)

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 estimated upper bound for the magnitude of the largest

element in (X(j) - XTRUE) divided by the magnitude of the

largest element 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*

BERR is REAL array, dimension (NRHS)

The componentwise relative backward error of each solution

vector X(j) (i.e., the smallest relative change in

any element of A or B that makes X(j) an exact solution).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK))

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER

The length of WORK. LWORK >= max(1,2*N), and for best

performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where

NB is the optimal blocksize for CHETRF.

If LWORK = -1, then a workspace query is assumed; the routine

only calculates the optimal size of the WORK array, returns

this value as the first entry of the WORK array, and no error

message related to LWORK is issued by XERBLA.

*RWORK*

RWORK is REAL array, dimension (N)

*INFO*

INFO is 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 factor D is exactly

singular, so the solution and error bounds could

not be computed. RCOND = 0 is returned.

= N+1: D is nonsingular, but RCOND is less than machine

precision, meaning that the matrix is singular

to working precision. Nevertheless, the

solution and error bounds are computed because

there are a number of situations where the

computed solution can be more accurate than the

value of RCOND would suggest.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chesvxx (character FACT, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, character EQUED, real, dimension( * ) S, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real RPVGRW, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)¶

** CHESVXX computes the solution to system of linear equations A
* X = B for HE matrices**

**Purpose:**

CHESVXX 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.

If requested, both normwise and maximum componentwise error bounds

are returned. CHESVXX will return a solution with a tiny

guaranteed error (O(eps) where eps is the working machine

precision) unless the matrix is very ill-conditioned, in which

case a warning is returned. Relevant condition numbers also are

calculated and returned.

CHESVXX accepts user-provided factorizations and equilibration

factors; see the definitions of the FACT and EQUED options.

Solving with refinement and using a factorization from a previous

CHESVXX call will also produce a solution with either O(eps)

errors or warnings, but we cannot make that claim for general

user-provided factorizations and equilibration factors if they

differ from what CHESVXX would itself produce.

**Description:**

The following steps are performed:

1. If FACT = 'E', real scaling factors are computed to equilibrate

the system:

diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*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(S)*A*diag(S) and B by diag(S)*B.

2. If FACT = 'N' or 'E', the LU decomposition is used to factor

the matrix A (after equilibration if FACT = 'E') as

A = U * D * U**T, if UPLO = 'U', or

A = L * D * L**T, if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower)

triangular matrices, and D is Hermitian and block diagonal with

1-by-1 and 2-by-2 diagonal blocks.

3. If some D(i,i)=0, so that D 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 (see

argument RCOND). If the reciprocal of the condition number is

less than machine precision, 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. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),

the routine will use iterative refinement to try to get a small

error and error bounds. Refinement calculates the residual to at

least twice the working precision.

6. If equilibration was used, the matrix X is premultiplied by

diag(R) so that it solves the original system before

equilibration.

Some optional parameters are bundled in the PARAMS array. These

settings determine how refinement is performed, but often the

defaults are acceptable. If the defaults are acceptable, users

can pass NPARAMS = 0 which prevents the source code from accessing

the PARAMS argument.

**Parameters**

*FACT*

FACT is CHARACTER*1

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 IPIV contain the factored form of A.

If EQUED is not 'N', the matrix A has been

equilibrated with scaling factors given by S.

A, AF, and IPIV 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.

*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 matrices B and X. NRHS >= 0.

*A*

A is COMPLEX 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.

On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by

diag(S)*A*diag(S).

*LDA*

LDA is INTEGER

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

*AF*

AF is COMPLEX 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**T or A = L*D*L**T as computed by SSYTRF.

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**T or A = L*D*L**T.

*LDAF*

LDAF is INTEGER

The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

IPIV is 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 CHETRF. 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 interchanged 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 interchanged

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 CHETRF.

*EQUED*

EQUED is CHARACTER*1

Specifies the form of equilibration that was done.

= 'N': No equilibration (always true if FACT = 'N').

= 'Y': Both row and column equilibration, i.e., A has been

replaced by diag(S) * A * diag(S).

EQUED is an input argument if FACT = 'F'; otherwise, it is an

output argument.

*S*

S is REAL array, dimension (N)

The scale factors for A. If EQUED = 'Y', A is multiplied on

the left and right by diag(S). S is an input argument if FACT =

'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED

= 'Y', each element of S must be positive. If S is output, each

element of S is a power of the radix. If S is input, each element

of S should be a power of the radix to ensure a reliable solution

and error estimates. Scaling by powers of the radix does not cause

rounding errors unless the result underflows or overflows.

Rounding errors during scaling lead to refining with a matrix that

is not equivalent to the input matrix, producing error estimates

that may not be reliable.

*B*

B is COMPLEX array, dimension (LDB,NRHS)

On entry, the N-by-NRHS right hand side matrix B.

On exit,

if EQUED = 'N', B is not modified;

if EQUED = 'Y', B is overwritten by diag(S)*B;

*LDB*

LDB is INTEGER

The leading dimension of the array B. LDB >= max(1,N).

*X*

X is COMPLEX array, dimension (LDX,NRHS)

If INFO = 0, 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(S))*X.

*LDX*

LDX is INTEGER

The leading dimension of the array X. LDX >= max(1,N).

*RCOND*

RCOND is REAL

Reciprocal scaled condition number. This is an estimate of the

reciprocal Skeel condition number of the matrix A after

equilibration (if done). If this is less than the machine

precision (in particular, if it is zero), the matrix is singular

to working precision. Note that the error may still be small even

if this number is very small and the matrix appears ill-

conditioned.

*RPVGRW*

RPVGRW is REAL

Reciprocal pivot growth. On exit, this contains the reciprocal

pivot growth factor norm(A)/norm(U). The "max absolute element"

norm is used. If this is much less than 1, then the stability of

the LU factorization of the (equilibrated) matrix A could be poor.

This also means that the solution X, estimated condition numbers,

and error bounds could be unreliable. If factorization fails with

0<INFO<=N, then this contains the reciprocal pivot growth factor

for the leading INFO columns of A.

*BERR*

BERR is REAL array, dimension (NRHS)

Componentwise relative backward error. This is the

componentwise relative backward error of each solution vector X(j)

(i.e., the smallest relative change in any element of A or B that

makes X(j) an exact solution).

*N_ERR_BNDS*

N_ERR_BNDS is INTEGER

Number of error bounds to return for each right hand side

and each type (normwise or componentwise). See ERR_BNDS_NORM and

ERR_BNDS_COMP below.

*ERR_BNDS_NORM*

ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)

For each right-hand side, this array contains information about

various error bounds and condition numbers corresponding to the

normwise relative error, which is defined as follows:

Normwise relative error in the ith solution vector:

max_j (abs(XTRUE(j,i) - X(j,i)))

------------------------------

max_j abs(X(j,i))

The array is indexed by the type of error information as described

below. There currently are up to three pieces of information

returned.

The first index in ERR_BNDS_NORM(i,:) corresponds to the ith

right-hand side.

The second index in ERR_BNDS_NORM(:,err) contains the following

three fields:

err = 1 "Trust/don't trust" boolean. Trust the answer if the

reciprocal condition number is less than the threshold

sqrt(n) * slamch('Epsilon').

err = 2 "Guaranteed" error bound: The estimated forward error,

almost certainly within a factor of 10 of the true error

so long as the next entry is greater than the threshold

sqrt(n) * slamch('Epsilon'). This error bound should only

be trusted if the previous boolean is true.

err = 3 Reciprocal condition number: Estimated normwise

reciprocal condition number. Compared with the threshold

sqrt(n) * slamch('Epsilon') to determine if the error

estimate is "guaranteed". These reciprocal condition

numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some

appropriately scaled matrix Z.

Let Z = S*A, where S scales each row by a power of the

radix so all absolute row sums of Z are approximately 1.

See Lapack Working Note 165 for further details and extra

cautions.

*ERR_BNDS_COMP*

ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)

For each right-hand side, this array contains information about

various error bounds and condition numbers corresponding to the

componentwise relative error, which is defined as follows:

Componentwise relative error in the ith solution vector:

abs(XTRUE(j,i) - X(j,i))

max_j ----------------------

abs(X(j,i))

The array is indexed by the right-hand side i (on which the

componentwise relative error depends), and the type of error

information as described below. There currently are up to three

pieces of information returned for each right-hand side. If

componentwise accuracy is not requested (PARAMS(3) = 0.0), then

ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most

the first (:,N_ERR_BNDS) entries are returned.

The first index in ERR_BNDS_COMP(i,:) corresponds to the ith

right-hand side.

The second index in ERR_BNDS_COMP(:,err) contains the following

three fields:

err = 1 "Trust/don't trust" boolean. Trust the answer if the

reciprocal condition number is less than the threshold

sqrt(n) * slamch('Epsilon').

err = 2 "Guaranteed" error bound: The estimated forward error,

almost certainly within a factor of 10 of the true error

so long as the next entry is greater than the threshold

sqrt(n) * slamch('Epsilon'). This error bound should only

be trusted if the previous boolean is true.

err = 3 Reciprocal condition number: Estimated componentwise

reciprocal condition number. Compared with the threshold

sqrt(n) * slamch('Epsilon') to determine if the error

estimate is "guaranteed". These reciprocal condition

numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some

appropriately scaled matrix Z.

Let Z = S*(A*diag(x)), where x is the solution for the

current right-hand side and S scales each row of

A*diag(x) by a power of the radix so all absolute row

sums of Z are approximately 1.

See Lapack Working Note 165 for further details and extra

cautions.

*NPARAMS*

NPARAMS is INTEGER

Specifies the number of parameters set in PARAMS. If <= 0, the

PARAMS array is never referenced and default values are used.

*PARAMS*

PARAMS is REAL array, dimension NPARAMS

Specifies algorithm parameters. If an entry is < 0.0, then

that entry will be filled with default value used for that

parameter. Only positions up to NPARAMS are accessed; defaults

are used for higher-numbered parameters.

PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative

refinement or not.

Default: 1.0

= 0.0: No refinement is performed, and no error bounds are

computed.

= 1.0: Use the double-precision refinement algorithm,

possibly with doubled-single computations if the

compilation environment does not support DOUBLE

PRECISION.

(other values are reserved for future use)

PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual

computations allowed for refinement.

Default: 10

Aggressive: Set to 100 to permit convergence using approximate

factorizations or factorizations other than LU. If

the factorization uses a technique other than

Gaussian elimination, the guarantees in

err_bnds_norm and err_bnds_comp may no longer be

trustworthy.

PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code

will attempt to find a solution with small componentwise

relative error in the double-precision algorithm. Positive

is true, 0.0 is false.

Default: 1.0 (attempt componentwise convergence)

*WORK*

WORK is COMPLEX array, dimension (5*N)

*RWORK*

RWORK is REAL array, dimension (2*N)

*INFO*

INFO is INTEGER

= 0: Successful exit. The solution to every right-hand side is

guaranteed.

< 0: If INFO = -i, the i-th argument had an illegal value

> 0 and <= N: U(INFO,INFO) is exactly zero. The factorization

has been completed, but the factor U is exactly singular, so

the solution and error bounds could not be computed. RCOND = 0

is returned.

= N+J: The solution corresponding to the Jth right-hand side is

not guaranteed. The solutions corresponding to other right-

hand sides K with K > J may not be guaranteed as well, but

only the first such right-hand side is reported. If a small

componentwise error is not requested (PARAMS(3) = 0.0) then

the Jth right-hand side is the first with a normwise error

bound that is not guaranteed (the smallest J such

that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)

the Jth right-hand side is the first with either a normwise or

componentwise error bound that is not guaranteed (the smallest

J such that either ERR_BNDS_NORM(J,1) = 0.0 or

ERR_BNDS_COMP(J,1) = 0.0). See the definition of

ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information

about all of the right-hand sides check ERR_BNDS_NORM or

ERR_BNDS_COMP.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

# Author¶

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