CHPSVX(3)      LAPACK routine of NEC Numeric Library Collection      CHPSVX(3)



NAME
       CHPSVX

SYNOPSIS
       SUBROUTINE CHPSVX (FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
           RCOND, FERR, BERR, WORK, RWORK, INFO)



PURPOSE
            CHPSVX uses the diagonal pivoting factorization A = U*D*U**H or
            A = L*D*L**H to compute the solution to a complex system of linear
            equations A * X = B, where A is an N-by-N Hermitian matrix stored
            in packed format 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 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.

            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.




ARGUMENTS
           FACT      (input)
                     FACT is CHARACTER*1
                     Specifies whether or not the factored form of A has been
                     supplied on entry.
                     = 'F':  On entry, AFP and IPIV contain the factored form of
                             A.  AFP and IPIV will not be modified.
                     = 'N':  The matrix A will be copied to AFP and factored.

           UPLO      (input)
                     UPLO is CHARACTER*1
                     = 'U':  Upper triangle of A is stored;
                     = 'L':  Lower triangle of A is stored.

           N         (input)
                     N is INTEGER
                     The number of linear equations, i.e., the order of the
                     matrix A.  N >= 0.

           NRHS      (input)
                     NRHS is INTEGER
                     The number of right hand sides, i.e., the number of columns
                     of the matrices B and X.  NRHS >= 0.

           AP        (input)
                     AP is COMPLEX array, dimension (N*(N+1)/2)
                     The upper or lower triangle of the Hermitian matrix A, packed
                     columnwise in a linear array.  The j-th column of A is stored
                     in the array AP as follows:
                     if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
                     if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
                     See below for further details.

           AFP       (input/output)
                     AFP is COMPLEX array, dimension (N*(N+1)/2)
                     If FACT = 'F', then AFP 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 CHPTRF, stored as
                     a packed triangular matrix in the same storage format as A.

                     If FACT = 'N', then AFP is an output argument and on exit
                     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 CHPTRF, stored as
                     a packed triangular matrix in the same storage format as A.

           IPIV      (input/output)
                     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 CHPTRF.
                     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 CHPTRF.

           B         (input)
                     B is COMPLEX array, dimension (LDB,NRHS)
                     The N-by-NRHS right hand side matrix B.

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

           X         (output)
                     X is COMPLEX array, dimension (LDX,NRHS)
                     If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.

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

           RCOND     (output)
                     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      (output)
                     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      (output)
                     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      (output)
                     WORK is COMPLEX array, dimension (2*N)

           RWORK     (output)
                     RWORK is REAL array, dimension (N)

           INFO      (output)
                     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.






FURTHER DETAILS
             The packed storage scheme is illustrated by the following example
             when N = 4, UPLO = 'U':

             Two-dimensional storage of the Hermitian matrix A:

                a11 a12 a13 a14
                    a22 a23 a24
                        a33 a34     (aij = conjg(aji))
                            a44

             Packed storage of the upper triangle of A:

             AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]



LAPACK routine                  31 October 2017                      CHPSVX(3)