Annotation of rpl/lapack/lapack/dgtrfs.f, revision 1.7
1.1 bertrand 1: SUBROUTINE DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
2: $ IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK,
3: $ INFO )
4: *
5: * -- LAPACK routine (version 3.2) --
6: * -- LAPACK is a software package provided by Univ. of Tennessee, --
7: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
8: * November 2006
9: *
10: * Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
11: *
12: * .. Scalar Arguments ..
13: CHARACTER TRANS
14: INTEGER INFO, LDB, LDX, N, NRHS
15: * ..
16: * .. Array Arguments ..
17: INTEGER IPIV( * ), IWORK( * )
18: DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ),
19: $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ),
20: $ FERR( * ), WORK( * ), X( LDX, * )
21: * ..
22: *
23: * Purpose
24: * =======
25: *
26: * DGTRFS improves the computed solution to a system of linear
27: * equations when the coefficient matrix is tridiagonal, and provides
28: * error bounds and backward error estimates for the solution.
29: *
30: * Arguments
31: * =========
32: *
33: * TRANS (input) CHARACTER*1
34: * Specifies the form of the system of equations:
35: * = 'N': A * X = B (No transpose)
36: * = 'T': A**T * X = B (Transpose)
37: * = 'C': A**H * X = B (Conjugate transpose = Transpose)
38: *
39: * N (input) INTEGER
40: * The order of the matrix A. N >= 0.
41: *
42: * NRHS (input) INTEGER
43: * The number of right hand sides, i.e., the number of columns
44: * of the matrix B. NRHS >= 0.
45: *
46: * DL (input) DOUBLE PRECISION array, dimension (N-1)
47: * The (n-1) subdiagonal elements of A.
48: *
49: * D (input) DOUBLE PRECISION array, dimension (N)
50: * The diagonal elements of A.
51: *
52: * DU (input) DOUBLE PRECISION array, dimension (N-1)
53: * The (n-1) superdiagonal elements of A.
54: *
55: * DLF (input) DOUBLE PRECISION array, dimension (N-1)
56: * The (n-1) multipliers that define the matrix L from the
57: * LU factorization of A as computed by DGTTRF.
58: *
59: * DF (input) DOUBLE PRECISION array, dimension (N)
60: * The n diagonal elements of the upper triangular matrix U from
61: * the LU factorization of A.
62: *
63: * DUF (input) DOUBLE PRECISION array, dimension (N-1)
64: * The (n-1) elements of the first superdiagonal of U.
65: *
66: * DU2 (input) DOUBLE PRECISION array, dimension (N-2)
67: * The (n-2) elements of the second superdiagonal of U.
68: *
69: * IPIV (input) INTEGER array, dimension (N)
70: * The pivot indices; for 1 <= i <= n, row i of the matrix was
71: * interchanged with row IPIV(i). IPIV(i) will always be either
72: * i or i+1; IPIV(i) = i indicates a row interchange was not
73: * required.
74: *
75: * B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
76: * The right hand side matrix B.
77: *
78: * LDB (input) INTEGER
79: * The leading dimension of the array B. LDB >= max(1,N).
80: *
81: * X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
82: * On entry, the solution matrix X, as computed by DGTTRS.
83: * On exit, the improved solution matrix X.
84: *
85: * LDX (input) INTEGER
86: * The leading dimension of the array X. LDX >= max(1,N).
87: *
88: * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
89: * The estimated forward error bound for each solution vector
90: * X(j) (the j-th column of the solution matrix X).
91: * If XTRUE is the true solution corresponding to X(j), FERR(j)
92: * is an estimated upper bound for the magnitude of the largest
93: * element in (X(j) - XTRUE) divided by the magnitude of the
94: * largest element in X(j). The estimate is as reliable as
95: * the estimate for RCOND, and is almost always a slight
96: * overestimate of the true error.
97: *
98: * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
99: * The componentwise relative backward error of each solution
100: * vector X(j) (i.e., the smallest relative change in
101: * any element of A or B that makes X(j) an exact solution).
102: *
103: * WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
104: *
105: * IWORK (workspace) INTEGER array, dimension (N)
106: *
107: * INFO (output) INTEGER
108: * = 0: successful exit
109: * < 0: if INFO = -i, the i-th argument had an illegal value
110: *
111: * Internal Parameters
112: * ===================
113: *
114: * ITMAX is the maximum number of steps of iterative refinement.
115: *
116: * =====================================================================
117: *
118: * .. Parameters ..
119: INTEGER ITMAX
120: PARAMETER ( ITMAX = 5 )
121: DOUBLE PRECISION ZERO, ONE
122: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
123: DOUBLE PRECISION TWO
124: PARAMETER ( TWO = 2.0D+0 )
125: DOUBLE PRECISION THREE
126: PARAMETER ( THREE = 3.0D+0 )
127: * ..
128: * .. Local Scalars ..
129: LOGICAL NOTRAN
130: CHARACTER TRANSN, TRANST
131: INTEGER COUNT, I, J, KASE, NZ
132: DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN
133: * ..
134: * .. Local Arrays ..
135: INTEGER ISAVE( 3 )
136: * ..
137: * .. External Subroutines ..
138: EXTERNAL DAXPY, DCOPY, DGTTRS, DLACN2, DLAGTM, XERBLA
139: * ..
140: * .. Intrinsic Functions ..
141: INTRINSIC ABS, MAX
142: * ..
143: * .. External Functions ..
144: LOGICAL LSAME
145: DOUBLE PRECISION DLAMCH
146: EXTERNAL LSAME, DLAMCH
147: * ..
148: * .. Executable Statements ..
149: *
150: * Test the input parameters.
151: *
152: INFO = 0
153: NOTRAN = LSAME( TRANS, 'N' )
154: IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
155: $ LSAME( TRANS, 'C' ) ) THEN
156: INFO = -1
157: ELSE IF( N.LT.0 ) THEN
158: INFO = -2
159: ELSE IF( NRHS.LT.0 ) THEN
160: INFO = -3
161: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
162: INFO = -13
163: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
164: INFO = -15
165: END IF
166: IF( INFO.NE.0 ) THEN
167: CALL XERBLA( 'DGTRFS', -INFO )
168: RETURN
169: END IF
170: *
171: * Quick return if possible
172: *
173: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
174: DO 10 J = 1, NRHS
175: FERR( J ) = ZERO
176: BERR( J ) = ZERO
177: 10 CONTINUE
178: RETURN
179: END IF
180: *
181: IF( NOTRAN ) THEN
182: TRANSN = 'N'
183: TRANST = 'T'
184: ELSE
185: TRANSN = 'T'
186: TRANST = 'N'
187: END IF
188: *
189: * NZ = maximum number of nonzero elements in each row of A, plus 1
190: *
191: NZ = 4
192: EPS = DLAMCH( 'Epsilon' )
193: SAFMIN = DLAMCH( 'Safe minimum' )
194: SAFE1 = NZ*SAFMIN
195: SAFE2 = SAFE1 / EPS
196: *
197: * Do for each right hand side
198: *
199: DO 110 J = 1, NRHS
200: *
201: COUNT = 1
202: LSTRES = THREE
203: 20 CONTINUE
204: *
205: * Loop until stopping criterion is satisfied.
206: *
207: * Compute residual R = B - op(A) * X,
208: * where op(A) = A, A**T, or A**H, depending on TRANS.
209: *
210: CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 )
211: CALL DLAGTM( TRANS, N, 1, -ONE, DL, D, DU, X( 1, J ), LDX, ONE,
212: $ WORK( N+1 ), N )
213: *
214: * Compute abs(op(A))*abs(x) + abs(b) for use in the backward
215: * error bound.
216: *
217: IF( NOTRAN ) THEN
218: IF( N.EQ.1 ) THEN
219: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) )
220: ELSE
221: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) ) +
222: $ ABS( DU( 1 )*X( 2, J ) )
223: DO 30 I = 2, N - 1
224: WORK( I ) = ABS( B( I, J ) ) +
225: $ ABS( DL( I-1 )*X( I-1, J ) ) +
226: $ ABS( D( I )*X( I, J ) ) +
227: $ ABS( DU( I )*X( I+1, J ) )
228: 30 CONTINUE
229: WORK( N ) = ABS( B( N, J ) ) +
230: $ ABS( DL( N-1 )*X( N-1, J ) ) +
231: $ ABS( D( N )*X( N, J ) )
232: END IF
233: ELSE
234: IF( N.EQ.1 ) THEN
235: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) )
236: ELSE
237: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) ) +
238: $ ABS( DL( 1 )*X( 2, J ) )
239: DO 40 I = 2, N - 1
240: WORK( I ) = ABS( B( I, J ) ) +
241: $ ABS( DU( I-1 )*X( I-1, J ) ) +
242: $ ABS( D( I )*X( I, J ) ) +
243: $ ABS( DL( I )*X( I+1, J ) )
244: 40 CONTINUE
245: WORK( N ) = ABS( B( N, J ) ) +
246: $ ABS( DU( N-1 )*X( N-1, J ) ) +
247: $ ABS( D( N )*X( N, J ) )
248: END IF
249: END IF
250: *
251: * Compute componentwise relative backward error from formula
252: *
253: * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
254: *
255: * where abs(Z) is the componentwise absolute value of the matrix
256: * or vector Z. If the i-th component of the denominator is less
257: * than SAFE2, then SAFE1 is added to the i-th components of the
258: * numerator and denominator before dividing.
259: *
260: S = ZERO
261: DO 50 I = 1, N
262: IF( WORK( I ).GT.SAFE2 ) THEN
263: S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) )
264: ELSE
265: S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) /
266: $ ( WORK( I )+SAFE1 ) )
267: END IF
268: 50 CONTINUE
269: BERR( J ) = S
270: *
271: * Test stopping criterion. Continue iterating if
272: * 1) The residual BERR(J) is larger than machine epsilon, and
273: * 2) BERR(J) decreased by at least a factor of 2 during the
274: * last iteration, and
275: * 3) At most ITMAX iterations tried.
276: *
277: IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
278: $ COUNT.LE.ITMAX ) THEN
279: *
280: * Update solution and try again.
281: *
282: CALL DGTTRS( TRANS, N, 1, DLF, DF, DUF, DU2, IPIV,
283: $ WORK( N+1 ), N, INFO )
284: CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 )
285: LSTRES = BERR( J )
286: COUNT = COUNT + 1
287: GO TO 20
288: END IF
289: *
290: * Bound error from formula
291: *
292: * norm(X - XTRUE) / norm(X) .le. FERR =
293: * norm( abs(inv(op(A)))*
294: * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
295: *
296: * where
297: * norm(Z) is the magnitude of the largest component of Z
298: * inv(op(A)) is the inverse of op(A)
299: * abs(Z) is the componentwise absolute value of the matrix or
300: * vector Z
301: * NZ is the maximum number of nonzeros in any row of A, plus 1
302: * EPS is machine epsilon
303: *
304: * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
305: * is incremented by SAFE1 if the i-th component of
306: * abs(op(A))*abs(X) + abs(B) is less than SAFE2.
307: *
308: * Use DLACN2 to estimate the infinity-norm of the matrix
309: * inv(op(A)) * diag(W),
310: * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
311: *
312: DO 60 I = 1, N
313: IF( WORK( I ).GT.SAFE2 ) THEN
314: WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I )
315: ELSE
316: WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1
317: END IF
318: 60 CONTINUE
319: *
320: KASE = 0
321: 70 CONTINUE
322: CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ),
323: $ KASE, ISAVE )
324: IF( KASE.NE.0 ) THEN
325: IF( KASE.EQ.1 ) THEN
326: *
327: * Multiply by diag(W)*inv(op(A)**T).
328: *
329: CALL DGTTRS( TRANST, N, 1, DLF, DF, DUF, DU2, IPIV,
330: $ WORK( N+1 ), N, INFO )
331: DO 80 I = 1, N
332: WORK( N+I ) = WORK( I )*WORK( N+I )
333: 80 CONTINUE
334: ELSE
335: *
336: * Multiply by inv(op(A))*diag(W).
337: *
338: DO 90 I = 1, N
339: WORK( N+I ) = WORK( I )*WORK( N+I )
340: 90 CONTINUE
341: CALL DGTTRS( TRANSN, N, 1, DLF, DF, DUF, DU2, IPIV,
342: $ WORK( N+1 ), N, INFO )
343: END IF
344: GO TO 70
345: END IF
346: *
347: * Normalize error.
348: *
349: LSTRES = ZERO
350: DO 100 I = 1, N
351: LSTRES = MAX( LSTRES, ABS( X( I, J ) ) )
352: 100 CONTINUE
353: IF( LSTRES.NE.ZERO )
354: $ FERR( J ) = FERR( J ) / LSTRES
355: *
356: 110 CONTINUE
357: *
358: RETURN
359: *
360: * End of DGTRFS
361: *
362: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to dgtrfs.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack