Annotation of rpl/lapack/lapack/dgtrfs.f, revision 1.8
1.8 ! bertrand 1: *> \brief \b DGTRFS
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download DGTRFS + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgtrfs.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgtrfs.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgtrfs.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
! 22: * IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK,
! 23: * INFO )
! 24: *
! 25: * .. Scalar Arguments ..
! 26: * CHARACTER TRANS
! 27: * INTEGER INFO, LDB, LDX, N, NRHS
! 28: * ..
! 29: * .. Array Arguments ..
! 30: * INTEGER IPIV( * ), IWORK( * )
! 31: * DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ),
! 32: * $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ),
! 33: * $ FERR( * ), WORK( * ), X( LDX, * )
! 34: * ..
! 35: *
! 36: *
! 37: *> \par Purpose:
! 38: * =============
! 39: *>
! 40: *> \verbatim
! 41: *>
! 42: *> DGTRFS improves the computed solution to a system of linear
! 43: *> equations when the coefficient matrix is tridiagonal, and provides
! 44: *> error bounds and backward error estimates for the solution.
! 45: *> \endverbatim
! 46: *
! 47: * Arguments:
! 48: * ==========
! 49: *
! 50: *> \param[in] TRANS
! 51: *> \verbatim
! 52: *> TRANS is CHARACTER*1
! 53: *> Specifies the form of the system of equations:
! 54: *> = 'N': A * X = B (No transpose)
! 55: *> = 'T': A**T * X = B (Transpose)
! 56: *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
! 57: *> \endverbatim
! 58: *>
! 59: *> \param[in] N
! 60: *> \verbatim
! 61: *> N is INTEGER
! 62: *> The order of the matrix A. N >= 0.
! 63: *> \endverbatim
! 64: *>
! 65: *> \param[in] NRHS
! 66: *> \verbatim
! 67: *> NRHS is INTEGER
! 68: *> The number of right hand sides, i.e., the number of columns
! 69: *> of the matrix B. NRHS >= 0.
! 70: *> \endverbatim
! 71: *>
! 72: *> \param[in] DL
! 73: *> \verbatim
! 74: *> DL is DOUBLE PRECISION array, dimension (N-1)
! 75: *> The (n-1) subdiagonal elements of A.
! 76: *> \endverbatim
! 77: *>
! 78: *> \param[in] D
! 79: *> \verbatim
! 80: *> D is DOUBLE PRECISION array, dimension (N)
! 81: *> The diagonal elements of A.
! 82: *> \endverbatim
! 83: *>
! 84: *> \param[in] DU
! 85: *> \verbatim
! 86: *> DU is DOUBLE PRECISION array, dimension (N-1)
! 87: *> The (n-1) superdiagonal elements of A.
! 88: *> \endverbatim
! 89: *>
! 90: *> \param[in] DLF
! 91: *> \verbatim
! 92: *> DLF is DOUBLE PRECISION array, dimension (N-1)
! 93: *> The (n-1) multipliers that define the matrix L from the
! 94: *> LU factorization of A as computed by DGTTRF.
! 95: *> \endverbatim
! 96: *>
! 97: *> \param[in] DF
! 98: *> \verbatim
! 99: *> DF is DOUBLE PRECISION array, dimension (N)
! 100: *> The n diagonal elements of the upper triangular matrix U from
! 101: *> the LU factorization of A.
! 102: *> \endverbatim
! 103: *>
! 104: *> \param[in] DUF
! 105: *> \verbatim
! 106: *> DUF is DOUBLE PRECISION array, dimension (N-1)
! 107: *> The (n-1) elements of the first superdiagonal of U.
! 108: *> \endverbatim
! 109: *>
! 110: *> \param[in] DU2
! 111: *> \verbatim
! 112: *> DU2 is DOUBLE PRECISION array, dimension (N-2)
! 113: *> The (n-2) elements of the second superdiagonal of U.
! 114: *> \endverbatim
! 115: *>
! 116: *> \param[in] IPIV
! 117: *> \verbatim
! 118: *> IPIV is INTEGER array, dimension (N)
! 119: *> The pivot indices; for 1 <= i <= n, row i of the matrix was
! 120: *> interchanged with row IPIV(i). IPIV(i) will always be either
! 121: *> i or i+1; IPIV(i) = i indicates a row interchange was not
! 122: *> required.
! 123: *> \endverbatim
! 124: *>
! 125: *> \param[in] B
! 126: *> \verbatim
! 127: *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
! 128: *> The right hand side matrix B.
! 129: *> \endverbatim
! 130: *>
! 131: *> \param[in] LDB
! 132: *> \verbatim
! 133: *> LDB is INTEGER
! 134: *> The leading dimension of the array B. LDB >= max(1,N).
! 135: *> \endverbatim
! 136: *>
! 137: *> \param[in,out] X
! 138: *> \verbatim
! 139: *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
! 140: *> On entry, the solution matrix X, as computed by DGTTRS.
! 141: *> On exit, the improved solution matrix X.
! 142: *> \endverbatim
! 143: *>
! 144: *> \param[in] LDX
! 145: *> \verbatim
! 146: *> LDX is INTEGER
! 147: *> The leading dimension of the array X. LDX >= max(1,N).
! 148: *> \endverbatim
! 149: *>
! 150: *> \param[out] FERR
! 151: *> \verbatim
! 152: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
! 153: *> The estimated forward error bound for each solution vector
! 154: *> X(j) (the j-th column of the solution matrix X).
! 155: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
! 156: *> is an estimated upper bound for the magnitude of the largest
! 157: *> element in (X(j) - XTRUE) divided by the magnitude of the
! 158: *> largest element in X(j). The estimate is as reliable as
! 159: *> the estimate for RCOND, and is almost always a slight
! 160: *> overestimate of the true error.
! 161: *> \endverbatim
! 162: *>
! 163: *> \param[out] BERR
! 164: *> \verbatim
! 165: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
! 166: *> The componentwise relative backward error of each solution
! 167: *> vector X(j) (i.e., the smallest relative change in
! 168: *> any element of A or B that makes X(j) an exact solution).
! 169: *> \endverbatim
! 170: *>
! 171: *> \param[out] WORK
! 172: *> \verbatim
! 173: *> WORK is DOUBLE PRECISION array, dimension (3*N)
! 174: *> \endverbatim
! 175: *>
! 176: *> \param[out] IWORK
! 177: *> \verbatim
! 178: *> IWORK is INTEGER array, dimension (N)
! 179: *> \endverbatim
! 180: *>
! 181: *> \param[out] INFO
! 182: *> \verbatim
! 183: *> INFO is INTEGER
! 184: *> = 0: successful exit
! 185: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 186: *> \endverbatim
! 187: *
! 188: *> \par Internal Parameters:
! 189: * =========================
! 190: *>
! 191: *> \verbatim
! 192: *> ITMAX is the maximum number of steps of iterative refinement.
! 193: *> \endverbatim
! 194: *
! 195: * Authors:
! 196: * ========
! 197: *
! 198: *> \author Univ. of Tennessee
! 199: *> \author Univ. of California Berkeley
! 200: *> \author Univ. of Colorado Denver
! 201: *> \author NAG Ltd.
! 202: *
! 203: *> \date November 2011
! 204: *
! 205: *> \ingroup doubleOTHERcomputational
! 206: *
! 207: * =====================================================================
1.1 bertrand 208: SUBROUTINE DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
209: $ IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK,
210: $ INFO )
211: *
1.8 ! bertrand 212: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 213: * -- LAPACK is a software package provided by Univ. of Tennessee, --
214: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 ! bertrand 215: * November 2011
1.1 bertrand 216: *
217: * .. Scalar Arguments ..
218: CHARACTER TRANS
219: INTEGER INFO, LDB, LDX, N, NRHS
220: * ..
221: * .. Array Arguments ..
222: INTEGER IPIV( * ), IWORK( * )
223: DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ),
224: $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ),
225: $ FERR( * ), WORK( * ), X( LDX, * )
226: * ..
227: *
228: * =====================================================================
229: *
230: * .. Parameters ..
231: INTEGER ITMAX
232: PARAMETER ( ITMAX = 5 )
233: DOUBLE PRECISION ZERO, ONE
234: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
235: DOUBLE PRECISION TWO
236: PARAMETER ( TWO = 2.0D+0 )
237: DOUBLE PRECISION THREE
238: PARAMETER ( THREE = 3.0D+0 )
239: * ..
240: * .. Local Scalars ..
241: LOGICAL NOTRAN
242: CHARACTER TRANSN, TRANST
243: INTEGER COUNT, I, J, KASE, NZ
244: DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN
245: * ..
246: * .. Local Arrays ..
247: INTEGER ISAVE( 3 )
248: * ..
249: * .. External Subroutines ..
250: EXTERNAL DAXPY, DCOPY, DGTTRS, DLACN2, DLAGTM, XERBLA
251: * ..
252: * .. Intrinsic Functions ..
253: INTRINSIC ABS, MAX
254: * ..
255: * .. External Functions ..
256: LOGICAL LSAME
257: DOUBLE PRECISION DLAMCH
258: EXTERNAL LSAME, DLAMCH
259: * ..
260: * .. Executable Statements ..
261: *
262: * Test the input parameters.
263: *
264: INFO = 0
265: NOTRAN = LSAME( TRANS, 'N' )
266: IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
267: $ LSAME( TRANS, 'C' ) ) THEN
268: INFO = -1
269: ELSE IF( N.LT.0 ) THEN
270: INFO = -2
271: ELSE IF( NRHS.LT.0 ) THEN
272: INFO = -3
273: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
274: INFO = -13
275: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
276: INFO = -15
277: END IF
278: IF( INFO.NE.0 ) THEN
279: CALL XERBLA( 'DGTRFS', -INFO )
280: RETURN
281: END IF
282: *
283: * Quick return if possible
284: *
285: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
286: DO 10 J = 1, NRHS
287: FERR( J ) = ZERO
288: BERR( J ) = ZERO
289: 10 CONTINUE
290: RETURN
291: END IF
292: *
293: IF( NOTRAN ) THEN
294: TRANSN = 'N'
295: TRANST = 'T'
296: ELSE
297: TRANSN = 'T'
298: TRANST = 'N'
299: END IF
300: *
301: * NZ = maximum number of nonzero elements in each row of A, plus 1
302: *
303: NZ = 4
304: EPS = DLAMCH( 'Epsilon' )
305: SAFMIN = DLAMCH( 'Safe minimum' )
306: SAFE1 = NZ*SAFMIN
307: SAFE2 = SAFE1 / EPS
308: *
309: * Do for each right hand side
310: *
311: DO 110 J = 1, NRHS
312: *
313: COUNT = 1
314: LSTRES = THREE
315: 20 CONTINUE
316: *
317: * Loop until stopping criterion is satisfied.
318: *
319: * Compute residual R = B - op(A) * X,
320: * where op(A) = A, A**T, or A**H, depending on TRANS.
321: *
322: CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 )
323: CALL DLAGTM( TRANS, N, 1, -ONE, DL, D, DU, X( 1, J ), LDX, ONE,
324: $ WORK( N+1 ), N )
325: *
326: * Compute abs(op(A))*abs(x) + abs(b) for use in the backward
327: * error bound.
328: *
329: IF( NOTRAN ) THEN
330: IF( N.EQ.1 ) THEN
331: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) )
332: ELSE
333: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) ) +
334: $ ABS( DU( 1 )*X( 2, J ) )
335: DO 30 I = 2, N - 1
336: WORK( I ) = ABS( B( I, J ) ) +
337: $ ABS( DL( I-1 )*X( I-1, J ) ) +
338: $ ABS( D( I )*X( I, J ) ) +
339: $ ABS( DU( I )*X( I+1, J ) )
340: 30 CONTINUE
341: WORK( N ) = ABS( B( N, J ) ) +
342: $ ABS( DL( N-1 )*X( N-1, J ) ) +
343: $ ABS( D( N )*X( N, J ) )
344: END IF
345: ELSE
346: IF( N.EQ.1 ) THEN
347: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) )
348: ELSE
349: WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) ) +
350: $ ABS( DL( 1 )*X( 2, J ) )
351: DO 40 I = 2, N - 1
352: WORK( I ) = ABS( B( I, J ) ) +
353: $ ABS( DU( I-1 )*X( I-1, J ) ) +
354: $ ABS( D( I )*X( I, J ) ) +
355: $ ABS( DL( I )*X( I+1, J ) )
356: 40 CONTINUE
357: WORK( N ) = ABS( B( N, J ) ) +
358: $ ABS( DU( N-1 )*X( N-1, J ) ) +
359: $ ABS( D( N )*X( N, J ) )
360: END IF
361: END IF
362: *
363: * Compute componentwise relative backward error from formula
364: *
365: * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
366: *
367: * where abs(Z) is the componentwise absolute value of the matrix
368: * or vector Z. If the i-th component of the denominator is less
369: * than SAFE2, then SAFE1 is added to the i-th components of the
370: * numerator and denominator before dividing.
371: *
372: S = ZERO
373: DO 50 I = 1, N
374: IF( WORK( I ).GT.SAFE2 ) THEN
375: S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) )
376: ELSE
377: S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) /
378: $ ( WORK( I )+SAFE1 ) )
379: END IF
380: 50 CONTINUE
381: BERR( J ) = S
382: *
383: * Test stopping criterion. Continue iterating if
384: * 1) The residual BERR(J) is larger than machine epsilon, and
385: * 2) BERR(J) decreased by at least a factor of 2 during the
386: * last iteration, and
387: * 3) At most ITMAX iterations tried.
388: *
389: IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
390: $ COUNT.LE.ITMAX ) THEN
391: *
392: * Update solution and try again.
393: *
394: CALL DGTTRS( TRANS, N, 1, DLF, DF, DUF, DU2, IPIV,
395: $ WORK( N+1 ), N, INFO )
396: CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 )
397: LSTRES = BERR( J )
398: COUNT = COUNT + 1
399: GO TO 20
400: END IF
401: *
402: * Bound error from formula
403: *
404: * norm(X - XTRUE) / norm(X) .le. FERR =
405: * norm( abs(inv(op(A)))*
406: * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
407: *
408: * where
409: * norm(Z) is the magnitude of the largest component of Z
410: * inv(op(A)) is the inverse of op(A)
411: * abs(Z) is the componentwise absolute value of the matrix or
412: * vector Z
413: * NZ is the maximum number of nonzeros in any row of A, plus 1
414: * EPS is machine epsilon
415: *
416: * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
417: * is incremented by SAFE1 if the i-th component of
418: * abs(op(A))*abs(X) + abs(B) is less than SAFE2.
419: *
420: * Use DLACN2 to estimate the infinity-norm of the matrix
421: * inv(op(A)) * diag(W),
422: * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
423: *
424: DO 60 I = 1, N
425: IF( WORK( I ).GT.SAFE2 ) THEN
426: WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I )
427: ELSE
428: WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1
429: END IF
430: 60 CONTINUE
431: *
432: KASE = 0
433: 70 CONTINUE
434: CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ),
435: $ KASE, ISAVE )
436: IF( KASE.NE.0 ) THEN
437: IF( KASE.EQ.1 ) THEN
438: *
439: * Multiply by diag(W)*inv(op(A)**T).
440: *
441: CALL DGTTRS( TRANST, N, 1, DLF, DF, DUF, DU2, IPIV,
442: $ WORK( N+1 ), N, INFO )
443: DO 80 I = 1, N
444: WORK( N+I ) = WORK( I )*WORK( N+I )
445: 80 CONTINUE
446: ELSE
447: *
448: * Multiply by inv(op(A))*diag(W).
449: *
450: DO 90 I = 1, N
451: WORK( N+I ) = WORK( I )*WORK( N+I )
452: 90 CONTINUE
453: CALL DGTTRS( TRANSN, N, 1, DLF, DF, DUF, DU2, IPIV,
454: $ WORK( N+1 ), N, INFO )
455: END IF
456: GO TO 70
457: END IF
458: *
459: * Normalize error.
460: *
461: LSTRES = ZERO
462: DO 100 I = 1, N
463: LSTRES = MAX( LSTRES, ABS( X( I, J ) ) )
464: 100 CONTINUE
465: IF( LSTRES.NE.ZERO )
466: $ FERR( J ) = FERR( J ) / LSTRES
467: *
468: 110 CONTINUE
469: *
470: RETURN
471: *
472: * End of DGTRFS
473: *
474: END
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