Annotation of rpl/lapack/lapack/dla_gbrfsx_extended.f, revision 1.3

1.1       bertrand    1:       SUBROUTINE DLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
                      2:      $                                NRHS, AB, LDAB, AFB, LDAFB, IPIV,
                      3:      $                                COLEQU, C, B, LDB, Y, LDY,
                      4:      $                                BERR_OUT, N_NORMS, ERR_BNDS_NORM,
                      5:      $                                ERR_BNDS_COMP, RES, AYB, DY,
                      6:      $                                Y_TAIL, RCOND, ITHRESH, RTHRESH,
                      7:      $                                DZ_UB, IGNORE_CWISE, INFO )
                      8: *
                      9: *     -- LAPACK routine (version 3.2.1)                                 --
                     10: *     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
                     11: *     -- Jason Riedy of Univ. of California Berkeley.                 --
                     12: *     -- April 2009                                                   --
                     13: *
                     14: *     -- LAPACK is a software package provided by Univ. of Tennessee, --
                     15: *     -- Univ. of California Berkeley and NAG Ltd.                    --
                     16: *
                     17:       IMPLICIT NONE
                     18: *     ..
                     19: *     .. Scalar Arguments ..
                     20:       INTEGER            INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
                     21:      $                   PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
                     22:       LOGICAL            COLEQU, IGNORE_CWISE
                     23:       DOUBLE PRECISION   RTHRESH, DZ_UB
                     24: *     ..
                     25: *     .. Array Arguments ..
                     26:       INTEGER            IPIV( * )
                     27:       DOUBLE PRECISION   AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
                     28:      $                   Y( LDY, * ), RES(*), DY(*), Y_TAIL(*)
                     29:       DOUBLE PRECISION   C( * ), AYB(*), RCOND, BERR_OUT(*),
                     30:      $                   ERR_BNDS_NORM( NRHS, * ),
                     31:      $                   ERR_BNDS_COMP( NRHS, * )
                     32: *     ..
                     33: *
                     34: *  Purpose
                     35: *  =======
                     36: * 
                     37: *  DLA_GBRFSX_EXTENDED improves the computed solution to a system of
                     38: *  linear equations by performing extra-precise iterative refinement
                     39: *  and provides error bounds and backward error estimates for the solution.
                     40: *  This subroutine is called by DGBRFSX to perform iterative refinement.
                     41: *  In addition to normwise error bound, the code provides maximum
                     42: *  componentwise error bound if possible. See comments for ERR_BNDS_NORM
                     43: *  and ERR_BNDS_COMP for details of the error bounds. Note that this
                     44: *  subroutine is only resonsible for setting the second fields of
                     45: *  ERR_BNDS_NORM and ERR_BNDS_COMP.
                     46: *
                     47: *  Arguments
                     48: *  =========
                     49: *
                     50: *     PREC_TYPE      (input) INTEGER
                     51: *     Specifies the intermediate precision to be used in refinement.
                     52: *     The value is defined by ILAPREC(P) where P is a CHARACTER and
                     53: *     P    = 'S':  Single
                     54: *          = 'D':  Double
                     55: *          = 'I':  Indigenous
                     56: *          = 'X', 'E':  Extra
                     57: *
                     58: *     TRANS_TYPE     (input) INTEGER
                     59: *     Specifies the transposition operation on A.
                     60: *     The value is defined by ILATRANS(T) where T is a CHARACTER and
                     61: *     T    = 'N':  No transpose
                     62: *          = 'T':  Transpose
                     63: *          = 'C':  Conjugate transpose
                     64: *
                     65: *     N              (input) INTEGER
                     66: *     The number of linear equations, i.e., the order of the
                     67: *     matrix A.  N >= 0.
                     68: *
                     69: *     KL             (input) INTEGER
                     70: *     The number of subdiagonals within the band of A.  KL >= 0.
                     71: *
                     72: *     KU             (input) INTEGER
                     73: *     The number of superdiagonals within the band of A.  KU >= 0
                     74: *
                     75: *     NRHS           (input) INTEGER
                     76: *     The number of right-hand-sides, i.e., the number of columns of the
                     77: *     matrix B.
                     78: *
                     79: *     A              (input) DOUBLE PRECISION array, dimension (LDA,N)
                     80: *     On entry, the N-by-N matrix A.
                     81: *
                     82: *     LDA            (input) INTEGER
                     83: *     The leading dimension of the array A.  LDA >= max(1,N).
                     84: *
                     85: *     AF             (input) DOUBLE PRECISION array, dimension (LDAF,N)
                     86: *     The factors L and U from the factorization
                     87: *     A = P*L*U as computed by DGBTRF.
                     88: *
                     89: *     LDAF           (input) INTEGER
                     90: *     The leading dimension of the array AF.  LDAF >= max(1,N).
                     91: *
                     92: *     IPIV           (input) INTEGER array, dimension (N)
                     93: *     The pivot indices from the factorization A = P*L*U
                     94: *     as computed by DGBTRF; row i of the matrix was interchanged
                     95: *     with row IPIV(i).
                     96: *
                     97: *     COLEQU         (input) LOGICAL
                     98: *     If .TRUE. then column equilibration was done to A before calling
                     99: *     this routine. This is needed to compute the solution and error
                    100: *     bounds correctly.
                    101: *
                    102: *     C              (input) DOUBLE PRECISION array, dimension (N)
                    103: *     The column scale factors for A. If COLEQU = .FALSE., C
                    104: *     is not accessed. If C is input, each element of C should be a power
                    105: *     of the radix to ensure a reliable solution and error estimates.
                    106: *     Scaling by powers of the radix does not cause rounding errors unless
                    107: *     the result underflows or overflows. Rounding errors during scaling
                    108: *     lead to refining with a matrix that is not equivalent to the
                    109: *     input matrix, producing error estimates that may not be
                    110: *     reliable.
                    111: *
                    112: *     B              (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
                    113: *     The right-hand-side matrix B.
                    114: *
                    115: *     LDB            (input) INTEGER
                    116: *     The leading dimension of the array B.  LDB >= max(1,N).
                    117: *
                    118: *     Y              (input/output) DOUBLE PRECISION array, dimension 
                    119: *                    (LDY,NRHS)
                    120: *     On entry, the solution matrix X, as computed by DGBTRS.
                    121: *     On exit, the improved solution matrix Y.
                    122: *
                    123: *     LDY            (input) INTEGER
                    124: *     The leading dimension of the array Y.  LDY >= max(1,N).
                    125: *
                    126: *     BERR_OUT       (output) DOUBLE PRECISION array, dimension (NRHS)
                    127: *     On exit, BERR_OUT(j) contains the componentwise relative backward
                    128: *     error for right-hand-side j from the formula
                    129: *         max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
                    130: *     where abs(Z) is the componentwise absolute value of the matrix
                    131: *     or vector Z. This is computed by DLA_LIN_BERR.
                    132: *
                    133: *     N_NORMS        (input) INTEGER
                    134: *     Determines which error bounds to return (see ERR_BNDS_NORM
                    135: *     and ERR_BNDS_COMP).
                    136: *     If N_NORMS >= 1 return normwise error bounds.
                    137: *     If N_NORMS >= 2 return componentwise error bounds.
                    138: *
                    139: *     ERR_BNDS_NORM  (input/output) DOUBLE PRECISION array, dimension 
                    140: *                    (NRHS, N_ERR_BNDS)
                    141: *     For each right-hand side, this array contains information about
                    142: *     various error bounds and condition numbers corresponding to the
                    143: *     normwise relative error, which is defined as follows:
                    144: *
                    145: *     Normwise relative error in the ith solution vector:
                    146: *             max_j (abs(XTRUE(j,i) - X(j,i)))
                    147: *            ------------------------------
                    148: *                  max_j abs(X(j,i))
                    149: *
                    150: *     The array is indexed by the type of error information as described
                    151: *     below. There currently are up to three pieces of information
                    152: *     returned.
                    153: *
                    154: *     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
                    155: *     right-hand side.
                    156: *
                    157: *     The second index in ERR_BNDS_NORM(:,err) contains the following
                    158: *     three fields:
                    159: *     err = 1 "Trust/don't trust" boolean. Trust the answer if the
                    160: *              reciprocal condition number is less than the threshold
                    161: *              sqrt(n) * slamch('Epsilon').
                    162: *
                    163: *     err = 2 "Guaranteed" error bound: The estimated forward error,
                    164: *              almost certainly within a factor of 10 of the true error
                    165: *              so long as the next entry is greater than the threshold
                    166: *              sqrt(n) * slamch('Epsilon'). This error bound should only
                    167: *              be trusted if the previous boolean is true.
                    168: *
                    169: *     err = 3  Reciprocal condition number: Estimated normwise
                    170: *              reciprocal condition number.  Compared with the threshold
                    171: *              sqrt(n) * slamch('Epsilon') to determine if the error
                    172: *              estimate is "guaranteed". These reciprocal condition
                    173: *              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                    174: *              appropriately scaled matrix Z.
                    175: *              Let Z = S*A, where S scales each row by a power of the
                    176: *              radix so all absolute row sums of Z are approximately 1.
                    177: *
                    178: *     This subroutine is only responsible for setting the second field
                    179: *     above.
                    180: *     See Lapack Working Note 165 for further details and extra
                    181: *     cautions.
                    182: *
                    183: *     ERR_BNDS_COMP  (input/output) DOUBLE PRECISION array, dimension 
                    184: *                    (NRHS, N_ERR_BNDS)
                    185: *     For each right-hand side, this array contains information about
                    186: *     various error bounds and condition numbers corresponding to the
                    187: *     componentwise relative error, which is defined as follows:
                    188: *
                    189: *     Componentwise relative error in the ith solution vector:
                    190: *                    abs(XTRUE(j,i) - X(j,i))
                    191: *             max_j ----------------------
                    192: *                         abs(X(j,i))
                    193: *
                    194: *     The array is indexed by the right-hand side i (on which the
                    195: *     componentwise relative error depends), and the type of error
                    196: *     information as described below. There currently are up to three
                    197: *     pieces of information returned for each right-hand side. If
                    198: *     componentwise accuracy is not requested (PARAMS(3) = 0.0), then
                    199: *     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most
                    200: *     the first (:,N_ERR_BNDS) entries are returned.
                    201: *
                    202: *     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
                    203: *     right-hand side.
                    204: *
                    205: *     The second index in ERR_BNDS_COMP(:,err) contains the following
                    206: *     three fields:
                    207: *     err = 1 "Trust/don't trust" boolean. Trust the answer if the
                    208: *              reciprocal condition number is less than the threshold
                    209: *              sqrt(n) * slamch('Epsilon').
                    210: *
                    211: *     err = 2 "Guaranteed" error bound: The estimated forward error,
                    212: *              almost certainly within a factor of 10 of the true error
                    213: *              so long as the next entry is greater than the threshold
                    214: *              sqrt(n) * slamch('Epsilon'). This error bound should only
                    215: *              be trusted if the previous boolean is true.
                    216: *
                    217: *     err = 3  Reciprocal condition number: Estimated componentwise
                    218: *              reciprocal condition number.  Compared with the threshold
                    219: *              sqrt(n) * slamch('Epsilon') to determine if the error
                    220: *              estimate is "guaranteed". These reciprocal condition
                    221: *              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                    222: *              appropriately scaled matrix Z.
                    223: *              Let Z = S*(A*diag(x)), where x is the solution for the
                    224: *              current right-hand side and S scales each row of
                    225: *              A*diag(x) by a power of the radix so all absolute row
                    226: *              sums of Z are approximately 1.
                    227: *
                    228: *     This subroutine is only responsible for setting the second field
                    229: *     above.
                    230: *     See Lapack Working Note 165 for further details and extra
                    231: *     cautions.
                    232: *
                    233: *     RES            (input) DOUBLE PRECISION array, dimension (N)
                    234: *     Workspace to hold the intermediate residual.
                    235: *
                    236: *     AYB            (input) DOUBLE PRECISION array, dimension (N)
                    237: *     Workspace. This can be the same workspace passed for Y_TAIL.
                    238: *
                    239: *     DY             (input) DOUBLE PRECISION array, dimension (N)
                    240: *     Workspace to hold the intermediate solution.
                    241: *
                    242: *     Y_TAIL         (input) DOUBLE PRECISION array, dimension (N)
                    243: *     Workspace to hold the trailing bits of the intermediate solution.
                    244: *
                    245: *     RCOND          (input) DOUBLE PRECISION
                    246: *     Reciprocal scaled condition number.  This is an estimate of the
                    247: *     reciprocal Skeel condition number of the matrix A after
                    248: *     equilibration (if done).  If this is less than the machine
                    249: *     precision (in particular, if it is zero), the matrix is singular
                    250: *     to working precision.  Note that the error may still be small even
                    251: *     if this number is very small and the matrix appears ill-
                    252: *     conditioned.
                    253: *
                    254: *     ITHRESH        (input) INTEGER
                    255: *     The maximum number of residual computations allowed for
                    256: *     refinement. The default is 10. For 'aggressive' set to 100 to
                    257: *     permit convergence using approximate factorizations or
                    258: *     factorizations other than LU. If the factorization uses a
                    259: *     technique other than Gaussian elimination, the guarantees in
                    260: *     ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
                    261: *
                    262: *     RTHRESH        (input) DOUBLE PRECISION
                    263: *     Determines when to stop refinement if the error estimate stops
                    264: *     decreasing. Refinement will stop when the next solution no longer
                    265: *     satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
                    266: *     the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
                    267: *     default value is 0.5. For 'aggressive' set to 0.9 to permit
                    268: *     convergence on extremely ill-conditioned matrices. See LAWN 165
                    269: *     for more details.
                    270: *
                    271: *     DZ_UB          (input) DOUBLE PRECISION
                    272: *     Determines when to start considering componentwise convergence.
                    273: *     Componentwise convergence is only considered after each component
                    274: *     of the solution Y is stable, which we definte as the relative
                    275: *     change in each component being less than DZ_UB. The default value
                    276: *     is 0.25, requiring the first bit to be stable. See LAWN 165 for
                    277: *     more details.
                    278: *
                    279: *     IGNORE_CWISE   (input) LOGICAL
                    280: *     If .TRUE. then ignore componentwise convergence. Default value
                    281: *     is .FALSE..
                    282: *
                    283: *     INFO           (output) INTEGER
                    284: *       = 0:  Successful exit.
                    285: *       < 0:  if INFO = -i, the ith argument to DGBTRS had an illegal
                    286: *             value
                    287: *
                    288: *  =====================================================================
                    289: *
                    290: *     .. Local Scalars ..
                    291:       CHARACTER          TRANS
                    292:       INTEGER            CNT, I, J, M, X_STATE, Z_STATE, Y_PREC_STATE
                    293:       DOUBLE PRECISION   YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
                    294:      $                   DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
                    295:      $                   DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
                    296:      $                   EPS, HUGEVAL, INCR_THRESH
                    297:       LOGICAL            INCR_PREC
                    298: *     ..
                    299: *     .. Parameters ..
                    300:       INTEGER            UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
                    301:      $                   NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
                    302:      $                   EXTRA_Y
                    303:       PARAMETER          ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
                    304:      $                   CONV_STATE = 2, NOPROG_STATE = 3 )
                    305:       PARAMETER          ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
                    306:      $                   EXTRA_Y = 2 )
                    307:       INTEGER            FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
                    308:       INTEGER            RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
                    309:       INTEGER            CMP_ERR_I, PIV_GROWTH_I
                    310:       PARAMETER          ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
                    311:      $                   BERR_I = 3 )
                    312:       PARAMETER          ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
                    313:       PARAMETER          ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
                    314:      $                   PIV_GROWTH_I = 9 )
                    315:       INTEGER            LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
                    316:      $                   LA_LINRX_CWISE_I
                    317:       PARAMETER          ( LA_LINRX_ITREF_I = 1,
                    318:      $                   LA_LINRX_ITHRESH_I = 2 )
                    319:       PARAMETER          ( LA_LINRX_CWISE_I = 3 )
                    320:       INTEGER            LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
                    321:      $                   LA_LINRX_RCOND_I
                    322:       PARAMETER          ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
                    323:       PARAMETER          ( LA_LINRX_RCOND_I = 3 )
                    324: *     ..
                    325: *     .. External Subroutines ..
                    326:       EXTERNAL           DAXPY, DCOPY, DGBTRS, DGBMV, BLAS_DGBMV_X,
                    327:      $                   BLAS_DGBMV2_X, DLA_GBAMV, DLA_WWADDW, DLAMCH,
                    328:      $                   CHLA_TRANSTYPE, DLA_LIN_BERR
                    329:       DOUBLE PRECISION   DLAMCH
                    330:       CHARACTER          CHLA_TRANSTYPE
                    331: *     ..
                    332: *     .. Intrinsic Functions ..
                    333:       INTRINSIC          ABS, MAX, MIN
                    334: *     ..
                    335: *     .. Executable Statements ..
                    336: *
                    337:       IF (INFO.NE.0) RETURN
                    338:       TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
                    339:       EPS = DLAMCH( 'Epsilon' )
                    340:       HUGEVAL = DLAMCH( 'Overflow' )
                    341: *     Force HUGEVAL to Inf
                    342:       HUGEVAL = HUGEVAL * HUGEVAL
                    343: *     Using HUGEVAL may lead to spurious underflows.
                    344:       INCR_THRESH = DBLE( N ) * EPS
                    345:       M = KL+KU+1
                    346: 
                    347:       DO J = 1, NRHS
                    348:          Y_PREC_STATE = EXTRA_RESIDUAL
                    349:          IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
                    350:             DO I = 1, N
                    351:                Y_TAIL( I ) = 0.0D+0
                    352:             END DO
                    353:          END IF
                    354: 
                    355:          DXRAT = 0.0D+0
                    356:          DXRATMAX = 0.0D+0
                    357:          DZRAT = 0.0D+0
                    358:          DZRATMAX = 0.0D+0
                    359:          FINAL_DX_X = HUGEVAL
                    360:          FINAL_DZ_Z = HUGEVAL
                    361:          PREVNORMDX = HUGEVAL
                    362:          PREV_DZ_Z = HUGEVAL
                    363:          DZ_Z = HUGEVAL
                    364:          DX_X = HUGEVAL
                    365: 
                    366:          X_STATE = WORKING_STATE
                    367:          Z_STATE = UNSTABLE_STATE
                    368:          INCR_PREC = .FALSE.
                    369: 
                    370:          DO CNT = 1, ITHRESH
                    371: *
                    372: *        Compute residual RES = B_s - op(A_s) * Y,
                    373: *            op(A) = A, A**T, or A**H depending on TRANS (and type).
                    374: *
                    375:             CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
                    376:             IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
                    377:                CALL DGBMV( TRANS, M, N, KL, KU, -1.0D+0, AB, LDAB,
                    378:      $              Y( 1, J ), 1, 1.0D+0, RES, 1 )
                    379:             ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
                    380:                CALL BLAS_DGBMV_X( TRANS_TYPE, N, N, KL, KU,
                    381:      $              -1.0D+0, AB, LDAB, Y( 1, J ), 1, 1.0D+0, RES, 1,
                    382:      $              PREC_TYPE )
                    383:             ELSE
                    384:                CALL BLAS_DGBMV2_X( TRANS_TYPE, N, N, KL, KU, -1.0D+0,
                    385:      $              AB, LDAB, Y( 1, J ), Y_TAIL, 1, 1.0D+0, RES, 1,
                    386:      $              PREC_TYPE )
                    387:             END IF
                    388: 
                    389: !        XXX: RES is no longer needed.
                    390:             CALL DCOPY( N, RES, 1, DY, 1 )
                    391:             CALL DGBTRS( TRANS, N, KL, KU, 1, AFB, LDAFB, IPIV, DY, N,
                    392:      $           INFO )
                    393: *
                    394: *         Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
                    395: *
                    396:             NORMX = 0.0D+0
                    397:             NORMY = 0.0D+0
                    398:             NORMDX = 0.0D+0
                    399:             DZ_Z = 0.0D+0
                    400:             YMIN = HUGEVAL
                    401: 
                    402:             DO I = 1, N
                    403:                YK = ABS( Y( I, J ) )
                    404:                DYK = ABS( DY( I ) )
                    405: 
                    406:                IF ( YK .NE. 0.0D+0 ) THEN
                    407:                   DZ_Z = MAX( DZ_Z, DYK / YK )
                    408:                ELSE IF ( DYK .NE. 0.0D+0 ) THEN
                    409:                   DZ_Z = HUGEVAL
                    410:                END IF
                    411: 
                    412:                YMIN = MIN( YMIN, YK )
                    413: 
                    414:                NORMY = MAX( NORMY, YK )
                    415: 
                    416:                IF ( COLEQU ) THEN
                    417:                   NORMX = MAX( NORMX, YK * C( I ) )
                    418:                   NORMDX = MAX( NORMDX, DYK * C( I ) )
                    419:                ELSE
                    420:                   NORMX = NORMY
                    421:                   NORMDX = MAX( NORMDX, DYK )
                    422:                END IF
                    423:             END DO
                    424: 
                    425:             IF ( NORMX .NE. 0.0D+0 ) THEN
                    426:                DX_X = NORMDX / NORMX
                    427:             ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
                    428:                DX_X = 0.0D+0
                    429:             ELSE
                    430:                DX_X = HUGEVAL
                    431:             END IF
                    432: 
                    433:             DXRAT = NORMDX / PREVNORMDX
                    434:             DZRAT = DZ_Z / PREV_DZ_Z
                    435: *
                    436: *         Check termination criteria.
                    437: *
                    438:             IF ( .NOT.IGNORE_CWISE
                    439:      $           .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
                    440:      $           .AND. Y_PREC_STATE .LT. EXTRA_Y )
                    441:      $           INCR_PREC = .TRUE.
                    442: 
                    443:             IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
                    444:      $           X_STATE = WORKING_STATE
                    445:             IF ( X_STATE .EQ. WORKING_STATE ) THEN
                    446:                IF ( DX_X .LE. EPS ) THEN
                    447:                   X_STATE = CONV_STATE
                    448:                ELSE IF ( DXRAT .GT. RTHRESH ) THEN
                    449:                   IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
                    450:                      INCR_PREC = .TRUE.
                    451:                   ELSE
                    452:                      X_STATE = NOPROG_STATE
                    453:                   END IF
                    454:                ELSE
                    455:                   IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
                    456:                END IF
                    457:                IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
                    458:             END IF
                    459: 
                    460:             IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
                    461:      $           Z_STATE = WORKING_STATE
                    462:             IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
                    463:      $           Z_STATE = WORKING_STATE
                    464:             IF ( Z_STATE .EQ. WORKING_STATE ) THEN
                    465:                IF ( DZ_Z .LE. EPS ) THEN
                    466:                   Z_STATE = CONV_STATE
                    467:                ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
                    468:                   Z_STATE = UNSTABLE_STATE
                    469:                   DZRATMAX = 0.0D+0
                    470:                   FINAL_DZ_Z = HUGEVAL
                    471:                ELSE IF ( DZRAT .GT. RTHRESH ) THEN
                    472:                   IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
                    473:                      INCR_PREC = .TRUE.
                    474:                   ELSE
                    475:                      Z_STATE = NOPROG_STATE
                    476:                   END IF
                    477:                ELSE
                    478:                   IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
                    479:                END IF
                    480:                IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
                    481:             END IF
                    482: *
                    483: *           Exit if both normwise and componentwise stopped working,
                    484: *           but if componentwise is unstable, let it go at least two
                    485: *           iterations.
                    486: *
                    487:             IF ( X_STATE.NE.WORKING_STATE ) THEN
                    488:                IF ( IGNORE_CWISE ) GOTO 666
                    489:                IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
                    490:      $              GOTO 666
                    491:                IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
                    492:             END IF
                    493: 
                    494:             IF ( INCR_PREC ) THEN
                    495:                INCR_PREC = .FALSE.
                    496:                Y_PREC_STATE = Y_PREC_STATE + 1
                    497:                DO I = 1, N
                    498:                   Y_TAIL( I ) = 0.0D+0
                    499:                END DO
                    500:             END IF
                    501: 
                    502:             PREVNORMDX = NORMDX
                    503:             PREV_DZ_Z = DZ_Z
                    504: *
                    505: *           Update soluton.
                    506: *
                    507:             IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
                    508:                CALL DAXPY( N, 1.0D+0, DY, 1, Y(1,J), 1 )
                    509:             ELSE
                    510:                CALL DLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
                    511:             END IF
                    512: 
                    513:          END DO
                    514: *        Target of "IF (Z_STOP .AND. X_STOP)".  Sun's f77 won't EXIT.
                    515:  666     CONTINUE
                    516: *
                    517: *     Set final_* when cnt hits ithresh.
                    518: *
                    519:          IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
                    520:          IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
                    521: *
                    522: *     Compute error bounds.
                    523: *
                    524:          IF ( N_NORMS .GE. 1 ) THEN
                    525:             ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
                    526:      $           FINAL_DX_X / (1 - DXRATMAX)
                    527:          END IF
                    528:          IF (N_NORMS .GE. 2) THEN
                    529:             ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
                    530:      $           FINAL_DZ_Z / (1 - DZRATMAX)
                    531:          END IF
                    532: *
                    533: *     Compute componentwise relative backward error from formula
                    534: *         max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
                    535: *     where abs(Z) is the componentwise absolute value of the matrix
                    536: *     or vector Z.
                    537: *
                    538: *        Compute residual RES = B_s - op(A_s) * Y,
                    539: *            op(A) = A, A**T, or A**H depending on TRANS (and type).
                    540: *
                    541:          CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
                    542:          CALL DGBMV(TRANS, N, N, KL, KU, -1.0D+0, AB, LDAB, Y(1,J),
                    543:      $        1, 1.0D+0, RES, 1 )
                    544: 
                    545:          DO I = 1, N
                    546:             AYB( I ) = ABS( B( I, J ) )
                    547:          END DO
                    548: *
                    549: *     Compute abs(op(A_s))*abs(Y) + abs(B_s).
                    550: *
                    551:         CALL DLA_GBAMV( TRANS_TYPE, N, N, KL, KU, 1.0D+0,
                    552:      $        AB, LDAB, Y(1, J), 1, 1.0D+0, AYB, 1 )
                    553: 
                    554:          CALL DLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
                    555: *
                    556: *     End of loop for each RHS
                    557: *
                    558:       END DO
                    559: *
                    560:       RETURN
                    561:       END

CVSweb interface <joel.bertrand@systella.fr>