Annotation of rpl/lapack/lapack/dgbrfsx.f, revision 1.11
1.5 bertrand 1: *> \brief \b DGBRFSX
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DGBRFSX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgbrfsx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgbrfsx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgbrfsx.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB,
22: * LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND,
23: * BERR, N_ERR_BNDS, ERR_BNDS_NORM,
24: * ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK,
25: * INFO )
26: *
27: * .. Scalar Arguments ..
28: * CHARACTER TRANS, EQUED
29: * INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, KL, KU, NRHS,
30: * $ NPARAMS, N_ERR_BNDS
31: * DOUBLE PRECISION RCOND
32: * ..
33: * .. Array Arguments ..
34: * INTEGER IPIV( * ), IWORK( * )
35: * DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
36: * $ X( LDX , * ),WORK( * )
37: * DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
38: * $ ERR_BNDS_NORM( NRHS, * ),
39: * $ ERR_BNDS_COMP( NRHS, * )
40: * ..
41: *
42: *
43: *> \par Purpose:
44: * =============
45: *>
46: *> \verbatim
47: *>
48: *> DGBRFSX improves the computed solution to a system of linear
49: *> equations and provides error bounds and backward error estimates
50: *> for the solution. In addition to normwise error bound, the code
51: *> provides maximum componentwise error bound if possible. See
52: *> comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
53: *> error bounds.
54: *>
55: *> The original system of linear equations may have been equilibrated
56: *> before calling this routine, as described by arguments EQUED, R
57: *> and C below. In this case, the solution and error bounds returned
58: *> are for the original unequilibrated system.
59: *> \endverbatim
60: *
61: * Arguments:
62: * ==========
63: *
64: *> \verbatim
65: *> Some optional parameters are bundled in the PARAMS array. These
66: *> settings determine how refinement is performed, but often the
67: *> defaults are acceptable. If the defaults are acceptable, users
68: *> can pass NPARAMS = 0 which prevents the source code from accessing
69: *> the PARAMS argument.
70: *> \endverbatim
71: *>
72: *> \param[in] TRANS
73: *> \verbatim
74: *> TRANS is CHARACTER*1
75: *> Specifies the form of the system of equations:
76: *> = 'N': A * X = B (No transpose)
77: *> = 'T': A**T * X = B (Transpose)
78: *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
79: *> \endverbatim
80: *>
81: *> \param[in] EQUED
82: *> \verbatim
83: *> EQUED is CHARACTER*1
84: *> Specifies the form of equilibration that was done to A
85: *> before calling this routine. This is needed to compute
86: *> the solution and error bounds correctly.
87: *> = 'N': No equilibration
88: *> = 'R': Row equilibration, i.e., A has been premultiplied by
89: *> diag(R).
90: *> = 'C': Column equilibration, i.e., A has been postmultiplied
91: *> by diag(C).
92: *> = 'B': Both row and column equilibration, i.e., A has been
93: *> replaced by diag(R) * A * diag(C).
94: *> The right hand side B has been changed accordingly.
95: *> \endverbatim
96: *>
97: *> \param[in] N
98: *> \verbatim
99: *> N is INTEGER
100: *> The order of the matrix A. N >= 0.
101: *> \endverbatim
102: *>
103: *> \param[in] KL
104: *> \verbatim
105: *> KL is INTEGER
106: *> The number of subdiagonals within the band of A. KL >= 0.
107: *> \endverbatim
108: *>
109: *> \param[in] KU
110: *> \verbatim
111: *> KU is INTEGER
112: *> The number of superdiagonals within the band of A. KU >= 0.
113: *> \endverbatim
114: *>
115: *> \param[in] NRHS
116: *> \verbatim
117: *> NRHS is INTEGER
118: *> The number of right hand sides, i.e., the number of columns
119: *> of the matrices B and X. NRHS >= 0.
120: *> \endverbatim
121: *>
122: *> \param[in] AB
123: *> \verbatim
124: *> AB is DOUBLE PRECISION array, dimension (LDAB,N)
125: *> The original band matrix A, stored in rows 1 to KL+KU+1.
126: *> The j-th column of A is stored in the j-th column of the
127: *> array AB as follows:
128: *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
129: *> \endverbatim
130: *>
131: *> \param[in] LDAB
132: *> \verbatim
133: *> LDAB is INTEGER
134: *> The leading dimension of the array AB. LDAB >= KL+KU+1.
135: *> \endverbatim
136: *>
137: *> \param[in] AFB
138: *> \verbatim
139: *> AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
140: *> Details of the LU factorization of the band matrix A, as
141: *> computed by DGBTRF. U is stored as an upper triangular band
142: *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
143: *> the multipliers used during the factorization are stored in
144: *> rows KL+KU+2 to 2*KL+KU+1.
145: *> \endverbatim
146: *>
147: *> \param[in] LDAFB
148: *> \verbatim
149: *> LDAFB is INTEGER
150: *> The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
151: *> \endverbatim
152: *>
153: *> \param[in] IPIV
154: *> \verbatim
155: *> IPIV is INTEGER array, dimension (N)
156: *> The pivot indices from DGETRF; for 1<=i<=N, row i of the
157: *> matrix was interchanged with row IPIV(i).
158: *> \endverbatim
159: *>
160: *> \param[in,out] R
161: *> \verbatim
1.7 bertrand 162: *> R is DOUBLE PRECISION array, dimension (N)
1.5 bertrand 163: *> The row scale factors for A. If EQUED = 'R' or 'B', A is
164: *> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
165: *> is not accessed. R is an input argument if FACT = 'F';
166: *> otherwise, R is an output argument. If FACT = 'F' and
167: *> EQUED = 'R' or 'B', each element of R must be positive.
168: *> If R is output, each element of R is a power of the radix.
169: *> If R is input, each element of R should be a power of the radix
170: *> to ensure a reliable solution and error estimates. Scaling by
171: *> powers of the radix does not cause rounding errors unless the
172: *> result underflows or overflows. Rounding errors during scaling
173: *> lead to refining with a matrix that is not equivalent to the
174: *> input matrix, producing error estimates that may not be
175: *> reliable.
176: *> \endverbatim
177: *>
178: *> \param[in,out] C
179: *> \verbatim
1.7 bertrand 180: *> C is DOUBLE PRECISION array, dimension (N)
1.5 bertrand 181: *> The column scale factors for A. If EQUED = 'C' or 'B', A is
182: *> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
183: *> is not accessed. C is an input argument if FACT = 'F';
184: *> otherwise, C is an output argument. If FACT = 'F' and
185: *> EQUED = 'C' or 'B', each element of C must be positive.
186: *> If C is output, each element of C is a power of the radix.
187: *> If C is input, each element of C should be a power of the radix
188: *> to ensure a reliable solution and error estimates. Scaling by
189: *> powers of the radix does not cause rounding errors unless the
190: *> result underflows or overflows. Rounding errors during scaling
191: *> lead to refining with a matrix that is not equivalent to the
192: *> input matrix, producing error estimates that may not be
193: *> reliable.
194: *> \endverbatim
195: *>
196: *> \param[in] B
197: *> \verbatim
198: *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
199: *> The right hand side matrix B.
200: *> \endverbatim
201: *>
202: *> \param[in] LDB
203: *> \verbatim
204: *> LDB is INTEGER
205: *> The leading dimension of the array B. LDB >= max(1,N).
206: *> \endverbatim
207: *>
208: *> \param[in,out] X
209: *> \verbatim
210: *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
211: *> On entry, the solution matrix X, as computed by DGETRS.
212: *> On exit, the improved solution matrix X.
213: *> \endverbatim
214: *>
215: *> \param[in] LDX
216: *> \verbatim
217: *> LDX is INTEGER
218: *> The leading dimension of the array X. LDX >= max(1,N).
219: *> \endverbatim
220: *>
221: *> \param[out] RCOND
222: *> \verbatim
223: *> RCOND is DOUBLE PRECISION
224: *> Reciprocal scaled condition number. This is an estimate of the
225: *> reciprocal Skeel condition number of the matrix A after
226: *> equilibration (if done). If this is less than the machine
227: *> precision (in particular, if it is zero), the matrix is singular
228: *> to working precision. Note that the error may still be small even
229: *> if this number is very small and the matrix appears ill-
230: *> conditioned.
231: *> \endverbatim
232: *>
233: *> \param[out] BERR
234: *> \verbatim
235: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
236: *> Componentwise relative backward error. This is the
237: *> componentwise relative backward error of each solution vector X(j)
238: *> (i.e., the smallest relative change in any element of A or B that
239: *> makes X(j) an exact solution).
240: *> \endverbatim
241: *>
242: *> \param[in] N_ERR_BNDS
243: *> \verbatim
244: *> N_ERR_BNDS is INTEGER
245: *> Number of error bounds to return for each right hand side
246: *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
247: *> ERR_BNDS_COMP below.
248: *> \endverbatim
249: *>
250: *> \param[out] ERR_BNDS_NORM
251: *> \verbatim
252: *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
253: *> For each right-hand side, this array contains information about
254: *> various error bounds and condition numbers corresponding to the
255: *> normwise relative error, which is defined as follows:
256: *>
257: *> Normwise relative error in the ith solution vector:
258: *> max_j (abs(XTRUE(j,i) - X(j,i)))
259: *> ------------------------------
260: *> max_j abs(X(j,i))
261: *>
262: *> The array is indexed by the type of error information as described
263: *> below. There currently are up to three pieces of information
264: *> returned.
265: *>
266: *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
267: *> right-hand side.
268: *>
269: *> The second index in ERR_BNDS_NORM(:,err) contains the following
270: *> three fields:
271: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
272: *> reciprocal condition number is less than the threshold
273: *> sqrt(n) * dlamch('Epsilon').
274: *>
275: *> err = 2 "Guaranteed" error bound: The estimated forward error,
276: *> almost certainly within a factor of 10 of the true error
277: *> so long as the next entry is greater than the threshold
278: *> sqrt(n) * dlamch('Epsilon'). This error bound should only
279: *> be trusted if the previous boolean is true.
280: *>
281: *> err = 3 Reciprocal condition number: Estimated normwise
282: *> reciprocal condition number. Compared with the threshold
283: *> sqrt(n) * dlamch('Epsilon') to determine if the error
284: *> estimate is "guaranteed". These reciprocal condition
285: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
286: *> appropriately scaled matrix Z.
287: *> Let Z = S*A, where S scales each row by a power of the
288: *> radix so all absolute row sums of Z are approximately 1.
289: *>
290: *> See Lapack Working Note 165 for further details and extra
291: *> cautions.
292: *> \endverbatim
293: *>
294: *> \param[out] ERR_BNDS_COMP
295: *> \verbatim
296: *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
297: *> For each right-hand side, this array contains information about
298: *> various error bounds and condition numbers corresponding to the
299: *> componentwise relative error, which is defined as follows:
300: *>
301: *> Componentwise relative error in the ith solution vector:
302: *> abs(XTRUE(j,i) - X(j,i))
303: *> max_j ----------------------
304: *> abs(X(j,i))
305: *>
306: *> The array is indexed by the right-hand side i (on which the
307: *> componentwise relative error depends), and the type of error
308: *> information as described below. There currently are up to three
309: *> pieces of information returned for each right-hand side. If
310: *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
311: *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
312: *> the first (:,N_ERR_BNDS) entries are returned.
313: *>
314: *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
315: *> right-hand side.
316: *>
317: *> The second index in ERR_BNDS_COMP(:,err) contains the following
318: *> three fields:
319: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
320: *> reciprocal condition number is less than the threshold
321: *> sqrt(n) * dlamch('Epsilon').
322: *>
323: *> err = 2 "Guaranteed" error bound: The estimated forward error,
324: *> almost certainly within a factor of 10 of the true error
325: *> so long as the next entry is greater than the threshold
326: *> sqrt(n) * dlamch('Epsilon'). This error bound should only
327: *> be trusted if the previous boolean is true.
328: *>
329: *> err = 3 Reciprocal condition number: Estimated componentwise
330: *> reciprocal condition number. Compared with the threshold
331: *> sqrt(n) * dlamch('Epsilon') to determine if the error
332: *> estimate is "guaranteed". These reciprocal condition
333: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
334: *> appropriately scaled matrix Z.
335: *> Let Z = S*(A*diag(x)), where x is the solution for the
336: *> current right-hand side and S scales each row of
337: *> A*diag(x) by a power of the radix so all absolute row
338: *> sums of Z are approximately 1.
339: *>
340: *> See Lapack Working Note 165 for further details and extra
341: *> cautions.
342: *> \endverbatim
343: *>
344: *> \param[in] NPARAMS
345: *> \verbatim
346: *> NPARAMS is INTEGER
347: *> Specifies the number of parameters set in PARAMS. If .LE. 0, the
348: *> PARAMS array is never referenced and default values are used.
349: *> \endverbatim
350: *>
351: *> \param[in,out] PARAMS
352: *> \verbatim
1.7 bertrand 353: *> PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
1.5 bertrand 354: *> Specifies algorithm parameters. If an entry is .LT. 0.0, then
355: *> that entry will be filled with default value used for that
356: *> parameter. Only positions up to NPARAMS are accessed; defaults
357: *> are used for higher-numbered parameters.
358: *>
359: *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
360: *> refinement or not.
361: *> Default: 1.0D+0
362: *> = 0.0 : No refinement is performed, and no error bounds are
363: *> computed.
364: *> = 1.0 : Use the double-precision refinement algorithm,
365: *> possibly with doubled-single computations if the
366: *> compilation environment does not support DOUBLE
367: *> PRECISION.
368: *> (other values are reserved for future use)
369: *>
370: *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
371: *> computations allowed for refinement.
372: *> Default: 10
373: *> Aggressive: Set to 100 to permit convergence using approximate
374: *> factorizations or factorizations other than LU. If
375: *> the factorization uses a technique other than
376: *> Gaussian elimination, the guarantees in
377: *> err_bnds_norm and err_bnds_comp may no longer be
378: *> trustworthy.
379: *>
380: *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
381: *> will attempt to find a solution with small componentwise
382: *> relative error in the double-precision algorithm. Positive
383: *> is true, 0.0 is false.
384: *> Default: 1.0 (attempt componentwise convergence)
385: *> \endverbatim
386: *>
387: *> \param[out] WORK
388: *> \verbatim
389: *> WORK is DOUBLE PRECISION array, dimension (4*N)
390: *> \endverbatim
391: *>
392: *> \param[out] IWORK
393: *> \verbatim
394: *> IWORK is INTEGER array, dimension (N)
395: *> \endverbatim
396: *>
397: *> \param[out] INFO
398: *> \verbatim
399: *> INFO is INTEGER
400: *> = 0: Successful exit. The solution to every right-hand side is
401: *> guaranteed.
402: *> < 0: If INFO = -i, the i-th argument had an illegal value
403: *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
404: *> has been completed, but the factor U is exactly singular, so
405: *> the solution and error bounds could not be computed. RCOND = 0
406: *> is returned.
407: *> = N+J: The solution corresponding to the Jth right-hand side is
408: *> not guaranteed. The solutions corresponding to other right-
409: *> hand sides K with K > J may not be guaranteed as well, but
410: *> only the first such right-hand side is reported. If a small
411: *> componentwise error is not requested (PARAMS(3) = 0.0) then
412: *> the Jth right-hand side is the first with a normwise error
413: *> bound that is not guaranteed (the smallest J such
414: *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
415: *> the Jth right-hand side is the first with either a normwise or
416: *> componentwise error bound that is not guaranteed (the smallest
417: *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
418: *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
419: *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
420: *> about all of the right-hand sides check ERR_BNDS_NORM or
421: *> ERR_BNDS_COMP.
422: *> \endverbatim
423: *
424: * Authors:
425: * ========
426: *
427: *> \author Univ. of Tennessee
428: *> \author Univ. of California Berkeley
429: *> \author Univ. of Colorado Denver
430: *> \author NAG Ltd.
431: *
1.7 bertrand 432: *> \date April 2012
1.5 bertrand 433: *
434: *> \ingroup doubleGBcomputational
435: *
436: * =====================================================================
1.1 bertrand 437: SUBROUTINE DGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB,
438: $ LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND,
439: $ BERR, N_ERR_BNDS, ERR_BNDS_NORM,
440: $ ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK,
441: $ INFO )
442: *
1.11 ! bertrand 443: * -- LAPACK computational routine (version 3.6.1) --
1.5 bertrand 444: * -- LAPACK is a software package provided by Univ. of Tennessee, --
445: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.7 bertrand 446: * April 2012
1.1 bertrand 447: *
448: * .. Scalar Arguments ..
449: CHARACTER TRANS, EQUED
450: INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, KL, KU, NRHS,
451: $ NPARAMS, N_ERR_BNDS
452: DOUBLE PRECISION RCOND
453: * ..
454: * .. Array Arguments ..
455: INTEGER IPIV( * ), IWORK( * )
456: DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
457: $ X( LDX , * ),WORK( * )
458: DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
459: $ ERR_BNDS_NORM( NRHS, * ),
460: $ ERR_BNDS_COMP( NRHS, * )
461: * ..
462: *
1.5 bertrand 463: * ==================================================================
1.1 bertrand 464: *
465: * .. Parameters ..
466: DOUBLE PRECISION ZERO, ONE
467: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
468: DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
469: DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
470: DOUBLE PRECISION DZTHRESH_DEFAULT
471: PARAMETER ( ITREF_DEFAULT = 1.0D+0 )
472: PARAMETER ( ITHRESH_DEFAULT = 10.0D+0 )
473: PARAMETER ( COMPONENTWISE_DEFAULT = 1.0D+0 )
474: PARAMETER ( RTHRESH_DEFAULT = 0.5D+0 )
475: PARAMETER ( DZTHRESH_DEFAULT = 0.25D+0 )
476: INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
477: $ LA_LINRX_CWISE_I
478: PARAMETER ( LA_LINRX_ITREF_I = 1,
479: $ LA_LINRX_ITHRESH_I = 2 )
480: PARAMETER ( LA_LINRX_CWISE_I = 3 )
481: INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
482: $ LA_LINRX_RCOND_I
483: PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
484: PARAMETER ( LA_LINRX_RCOND_I = 3 )
485: * ..
486: * .. Local Scalars ..
487: CHARACTER(1) NORM
488: LOGICAL ROWEQU, COLEQU, NOTRAN
489: INTEGER J, TRANS_TYPE, PREC_TYPE, REF_TYPE
490: INTEGER N_NORMS
491: DOUBLE PRECISION ANORM, RCOND_TMP
492: DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
493: LOGICAL IGNORE_CWISE
494: INTEGER ITHRESH
495: DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
496: * ..
497: * .. External Subroutines ..
498: EXTERNAL XERBLA, DGBCON
499: EXTERNAL DLA_GBRFSX_EXTENDED
500: * ..
501: * .. Intrinsic Functions ..
502: INTRINSIC MAX, SQRT
503: * ..
504: * .. External Functions ..
505: EXTERNAL LSAME, BLAS_FPINFO_X, ILATRANS, ILAPREC
506: EXTERNAL DLAMCH, DLANGB, DLA_GBRCOND
507: DOUBLE PRECISION DLAMCH, DLANGB, DLA_GBRCOND
508: LOGICAL LSAME
509: INTEGER BLAS_FPINFO_X
510: INTEGER ILATRANS, ILAPREC
511: * ..
512: * .. Executable Statements ..
513: *
514: * Check the input parameters.
515: *
516: INFO = 0
517: TRANS_TYPE = ILATRANS( TRANS )
518: REF_TYPE = INT( ITREF_DEFAULT )
519: IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
520: IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
521: PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
522: ELSE
523: REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
524: END IF
525: END IF
526: *
527: * Set default parameters.
528: *
529: ILLRCOND_THRESH = DBLE( N ) * DLAMCH( 'Epsilon' )
530: ITHRESH = INT( ITHRESH_DEFAULT )
531: RTHRESH = RTHRESH_DEFAULT
532: UNSTABLE_THRESH = DZTHRESH_DEFAULT
533: IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
534: *
535: IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
536: IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
537: PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
538: ELSE
539: ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
540: END IF
541: END IF
542: IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
543: IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
544: IF ( IGNORE_CWISE ) THEN
545: PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
546: ELSE
547: PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
548: END IF
549: ELSE
550: IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
551: END IF
552: END IF
553: IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
554: N_NORMS = 0
555: ELSE IF ( IGNORE_CWISE ) THEN
556: N_NORMS = 1
557: ELSE
558: N_NORMS = 2
559: END IF
560: *
561: NOTRAN = LSAME( TRANS, 'N' )
562: ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
563: COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
564: *
565: * Test input parameters.
566: *
567: IF( TRANS_TYPE.EQ.-1 ) THEN
568: INFO = -1
569: ELSE IF( .NOT.ROWEQU .AND. .NOT.COLEQU .AND.
570: $ .NOT.LSAME( EQUED, 'N' ) ) THEN
571: INFO = -2
572: ELSE IF( N.LT.0 ) THEN
573: INFO = -3
574: ELSE IF( KL.LT.0 ) THEN
575: INFO = -4
576: ELSE IF( KU.LT.0 ) THEN
577: INFO = -5
578: ELSE IF( NRHS.LT.0 ) THEN
579: INFO = -6
580: ELSE IF( LDAB.LT.KL+KU+1 ) THEN
581: INFO = -8
582: ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN
583: INFO = -10
584: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
585: INFO = -13
586: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
587: INFO = -15
588: END IF
589: IF( INFO.NE.0 ) THEN
590: CALL XERBLA( 'DGBRFSX', -INFO )
591: RETURN
592: END IF
593: *
594: * Quick return if possible.
595: *
596: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
597: RCOND = 1.0D+0
598: DO J = 1, NRHS
599: BERR( J ) = 0.0D+0
600: IF ( N_ERR_BNDS .GE. 1 ) THEN
601: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
602: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
603: END IF
604: IF ( N_ERR_BNDS .GE. 2 ) THEN
605: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
606: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
607: END IF
608: IF ( N_ERR_BNDS .GE. 3 ) THEN
609: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
610: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
611: END IF
612: END DO
613: RETURN
614: END IF
615: *
616: * Default to failure.
617: *
618: RCOND = 0.0D+0
619: DO J = 1, NRHS
620: BERR( J ) = 1.0D+0
621: IF ( N_ERR_BNDS .GE. 1 ) THEN
622: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
623: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
624: END IF
625: IF ( N_ERR_BNDS .GE. 2 ) THEN
626: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
627: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
628: END IF
629: IF ( N_ERR_BNDS .GE. 3 ) THEN
630: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
631: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
632: END IF
633: END DO
634: *
635: * Compute the norm of A and the reciprocal of the condition
636: * number of A.
637: *
638: IF( NOTRAN ) THEN
639: NORM = 'I'
640: ELSE
641: NORM = '1'
642: END IF
643: ANORM = DLANGB( NORM, N, KL, KU, AB, LDAB, WORK )
644: CALL DGBCON( NORM, N, KL, KU, AFB, LDAFB, IPIV, ANORM, RCOND,
645: $ WORK, IWORK, INFO )
646: *
647: * Perform refinement on each right-hand side
648: *
1.11 ! bertrand 649: IF ( REF_TYPE .NE. 0 .AND. INFO .EQ. 0 ) THEN
1.1 bertrand 650:
651: PREC_TYPE = ILAPREC( 'E' )
652:
653: IF ( NOTRAN ) THEN
654: CALL DLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
655: $ NRHS, AB, LDAB, AFB, LDAFB, IPIV, COLEQU, C, B,
656: $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM,
657: $ ERR_BNDS_COMP, WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ),
658: $ WORK( 1 ), RCOND, ITHRESH, RTHRESH, UNSTABLE_THRESH,
659: $ IGNORE_CWISE, INFO )
660: ELSE
661: CALL DLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
662: $ NRHS, AB, LDAB, AFB, LDAFB, IPIV, ROWEQU, R, B,
663: $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM,
664: $ ERR_BNDS_COMP, WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ),
665: $ WORK( 1 ), RCOND, ITHRESH, RTHRESH, UNSTABLE_THRESH,
666: $ IGNORE_CWISE, INFO )
667: END IF
668: END IF
669:
670: ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) ) * DLAMCH( 'Epsilon' )
671: IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
672: *
673: * Compute scaled normwise condition number cond(A*C).
674: *
675: IF ( COLEQU .AND. NOTRAN ) THEN
676: RCOND_TMP = DLA_GBRCOND( TRANS, N, KL, KU, AB, LDAB, AFB,
677: $ LDAFB, IPIV, -1, C, INFO, WORK, IWORK )
678: ELSE IF ( ROWEQU .AND. .NOT. NOTRAN ) THEN
679: RCOND_TMP = DLA_GBRCOND( TRANS, N, KL, KU, AB, LDAB, AFB,
680: $ LDAFB, IPIV, -1, R, INFO, WORK, IWORK )
681: ELSE
682: RCOND_TMP = DLA_GBRCOND( TRANS, N, KL, KU, AB, LDAB, AFB,
683: $ LDAFB, IPIV, 0, R, INFO, WORK, IWORK )
684: END IF
685: DO J = 1, NRHS
686: *
687: * Cap the error at 1.0.
688: *
689: IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
690: $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
691: $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
692: *
693: * Threshold the error (see LAWN).
694: *
695: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
696: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
697: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
698: IF ( INFO .LE. N ) INFO = N + J
699: ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
700: $ THEN
701: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
702: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
703: END IF
704: *
705: * Save the condition number.
706: *
707: IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
708: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
709: END IF
710:
711: END DO
712: END IF
713:
714: IF (N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2) THEN
715: *
716: * Compute componentwise condition number cond(A*diag(Y(:,J))) for
717: * each right-hand side using the current solution as an estimate of
718: * the true solution. If the componentwise error estimate is too
719: * large, then the solution is a lousy estimate of truth and the
720: * estimated RCOND may be too optimistic. To avoid misleading users,
721: * the inverse condition number is set to 0.0 when the estimated
722: * cwise error is at least CWISE_WRONG.
723: *
724: CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
725: DO J = 1, NRHS
726: IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
727: $ THEN
728: RCOND_TMP = DLA_GBRCOND( TRANS, N, KL, KU, AB, LDAB, AFB,
729: $ LDAFB, IPIV, 1, X( 1, J ), INFO, WORK, IWORK )
730: ELSE
731: RCOND_TMP = 0.0D+0
732: END IF
733: *
734: * Cap the error at 1.0.
735: *
736: IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
737: $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
738: $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
739: *
740: * Threshold the error (see LAWN).
741: *
742: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
743: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
744: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
745: IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0D+0
746: $ .AND. INFO.LT.N + J ) INFO = N + J
747: ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
748: $ .LT. ERR_LBND ) THEN
749: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
750: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
751: END IF
752: *
753: * Save the condition number.
754: *
755: IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
756: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
757: END IF
758:
759: END DO
760: END IF
761: *
762: RETURN
763: *
764: * End of DGBRFSX
765: *
766: END
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