Annotation of rpl/lapack/lapack/dla_syrfsx_extended.f, revision 1.18
1.9 bertrand 1: *> \brief \b DLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
1.5 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.13 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.5 bertrand 7: *
8: *> \htmlonly
1.13 bertrand 9: *> Download DLA_SYRFSX_EXTENDED + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_syrfsx_extended.f">
11: *> [TGZ]</a>
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13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_syrfsx_extended.f">
1.5 bertrand 15: *> [TXT]</a>
1.13 bertrand 16: *> \endhtmlonly
1.5 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
22: * AF, LDAF, IPIV, COLEQU, C, B, LDB,
23: * Y, LDY, BERR_OUT, N_NORMS,
24: * ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
25: * AYB, DY, Y_TAIL, RCOND, ITHRESH,
26: * RTHRESH, DZ_UB, IGNORE_CWISE,
27: * INFO )
1.13 bertrand 28: *
1.5 bertrand 29: * .. Scalar Arguments ..
30: * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
31: * $ N_NORMS, ITHRESH
32: * CHARACTER UPLO
33: * LOGICAL COLEQU, IGNORE_CWISE
34: * DOUBLE PRECISION RTHRESH, DZ_UB
35: * ..
36: * .. Array Arguments ..
37: * INTEGER IPIV( * )
38: * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
39: * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
40: * DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
41: * $ ERR_BNDS_NORM( NRHS, * ),
42: * $ ERR_BNDS_COMP( NRHS, * )
43: * ..
1.13 bertrand 44: *
1.5 bertrand 45: *
46: *> \par Purpose:
47: * =============
48: *>
49: *> \verbatim
50: *>
1.13 bertrand 51: *>
1.5 bertrand 52: *> DLA_SYRFSX_EXTENDED improves the computed solution to a system of
53: *> linear equations by performing extra-precise iterative refinement
54: *> and provides error bounds and backward error estimates for the solution.
55: *> This subroutine is called by DSYRFSX to perform iterative refinement.
56: *> In addition to normwise error bound, the code provides maximum
57: *> componentwise error bound if possible. See comments for ERR_BNDS_NORM
58: *> and ERR_BNDS_COMP for details of the error bounds. Note that this
1.18 ! bertrand 59: *> subroutine is only responsible for setting the second fields of
1.5 bertrand 60: *> ERR_BNDS_NORM and ERR_BNDS_COMP.
61: *> \endverbatim
62: *
63: * Arguments:
64: * ==========
65: *
66: *> \param[in] PREC_TYPE
67: *> \verbatim
68: *> PREC_TYPE is INTEGER
69: *> Specifies the intermediate precision to be used in refinement.
1.17 bertrand 70: *> The value is defined by ILAPREC(P) where P is a CHARACTER and P
71: *> = 'S': Single
1.5 bertrand 72: *> = 'D': Double
73: *> = 'I': Indigenous
1.17 bertrand 74: *> = 'X' or 'E': Extra
1.5 bertrand 75: *> \endverbatim
76: *>
77: *> \param[in] UPLO
78: *> \verbatim
79: *> UPLO is CHARACTER*1
80: *> = 'U': Upper triangle of A is stored;
81: *> = 'L': Lower triangle of A is stored.
82: *> \endverbatim
83: *>
84: *> \param[in] N
85: *> \verbatim
86: *> N is INTEGER
87: *> The number of linear equations, i.e., the order of the
88: *> matrix A. N >= 0.
89: *> \endverbatim
90: *>
91: *> \param[in] NRHS
92: *> \verbatim
93: *> NRHS is INTEGER
94: *> The number of right-hand-sides, i.e., the number of columns of the
95: *> matrix B.
96: *> \endverbatim
97: *>
98: *> \param[in] A
99: *> \verbatim
100: *> A is DOUBLE PRECISION array, dimension (LDA,N)
101: *> On entry, the N-by-N matrix A.
102: *> \endverbatim
103: *>
104: *> \param[in] LDA
105: *> \verbatim
106: *> LDA is INTEGER
107: *> The leading dimension of the array A. LDA >= max(1,N).
108: *> \endverbatim
109: *>
110: *> \param[in] AF
111: *> \verbatim
112: *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
113: *> The block diagonal matrix D and the multipliers used to
114: *> obtain the factor U or L as computed by DSYTRF.
115: *> \endverbatim
116: *>
117: *> \param[in] LDAF
118: *> \verbatim
119: *> LDAF is INTEGER
120: *> The leading dimension of the array AF. LDAF >= max(1,N).
121: *> \endverbatim
122: *>
123: *> \param[in] IPIV
124: *> \verbatim
125: *> IPIV is INTEGER array, dimension (N)
126: *> Details of the interchanges and the block structure of D
127: *> as determined by DSYTRF.
128: *> \endverbatim
129: *>
130: *> \param[in] COLEQU
131: *> \verbatim
132: *> COLEQU is LOGICAL
133: *> If .TRUE. then column equilibration was done to A before calling
134: *> this routine. This is needed to compute the solution and error
135: *> bounds correctly.
136: *> \endverbatim
137: *>
138: *> \param[in] C
139: *> \verbatim
140: *> C is DOUBLE PRECISION array, dimension (N)
141: *> The column scale factors for A. If COLEQU = .FALSE., C
142: *> is not accessed. If C is input, each element of C should be a power
143: *> of the radix to ensure a reliable solution and error estimates.
144: *> Scaling by powers of the radix does not cause rounding errors unless
145: *> the result underflows or overflows. Rounding errors during scaling
146: *> lead to refining with a matrix that is not equivalent to the
147: *> input matrix, producing error estimates that may not be
148: *> reliable.
149: *> \endverbatim
150: *>
151: *> \param[in] B
152: *> \verbatim
153: *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
154: *> The right-hand-side matrix B.
155: *> \endverbatim
156: *>
157: *> \param[in] LDB
158: *> \verbatim
159: *> LDB is INTEGER
160: *> The leading dimension of the array B. LDB >= max(1,N).
161: *> \endverbatim
162: *>
163: *> \param[in,out] Y
164: *> \verbatim
1.15 bertrand 165: *> Y is DOUBLE PRECISION array, dimension (LDY,NRHS)
1.5 bertrand 166: *> On entry, the solution matrix X, as computed by DSYTRS.
167: *> On exit, the improved solution matrix Y.
168: *> \endverbatim
169: *>
170: *> \param[in] LDY
171: *> \verbatim
172: *> LDY is INTEGER
173: *> The leading dimension of the array Y. LDY >= max(1,N).
174: *> \endverbatim
175: *>
176: *> \param[out] BERR_OUT
177: *> \verbatim
178: *> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
179: *> On exit, BERR_OUT(j) contains the componentwise relative backward
180: *> error for right-hand-side j from the formula
181: *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
182: *> where abs(Z) is the componentwise absolute value of the matrix
183: *> or vector Z. This is computed by DLA_LIN_BERR.
184: *> \endverbatim
185: *>
186: *> \param[in] N_NORMS
187: *> \verbatim
188: *> N_NORMS is INTEGER
189: *> Determines which error bounds to return (see ERR_BNDS_NORM
190: *> and ERR_BNDS_COMP).
191: *> If N_NORMS >= 1 return normwise error bounds.
192: *> If N_NORMS >= 2 return componentwise error bounds.
193: *> \endverbatim
194: *>
195: *> \param[in,out] ERR_BNDS_NORM
196: *> \verbatim
1.15 bertrand 197: *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1.5 bertrand 198: *> For each right-hand side, this array contains information about
199: *> various error bounds and condition numbers corresponding to the
200: *> normwise relative error, which is defined as follows:
201: *>
202: *> Normwise relative error in the ith solution vector:
203: *> max_j (abs(XTRUE(j,i) - X(j,i)))
204: *> ------------------------------
205: *> max_j abs(X(j,i))
206: *>
207: *> The array is indexed by the type of error information as described
208: *> below. There currently are up to three pieces of information
209: *> returned.
210: *>
211: *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
212: *> right-hand side.
213: *>
214: *> The second index in ERR_BNDS_NORM(:,err) contains the following
215: *> three fields:
216: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
217: *> reciprocal condition number is less than the threshold
218: *> sqrt(n) * slamch('Epsilon').
219: *>
220: *> err = 2 "Guaranteed" error bound: The estimated forward error,
221: *> almost certainly within a factor of 10 of the true error
222: *> so long as the next entry is greater than the threshold
223: *> sqrt(n) * slamch('Epsilon'). This error bound should only
224: *> be trusted if the previous boolean is true.
225: *>
226: *> err = 3 Reciprocal condition number: Estimated normwise
227: *> reciprocal condition number. Compared with the threshold
228: *> sqrt(n) * slamch('Epsilon') to determine if the error
229: *> estimate is "guaranteed". These reciprocal condition
230: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
231: *> appropriately scaled matrix Z.
232: *> Let Z = S*A, where S scales each row by a power of the
233: *> radix so all absolute row sums of Z are approximately 1.
234: *>
235: *> This subroutine is only responsible for setting the second field
236: *> above.
237: *> See Lapack Working Note 165 for further details and extra
238: *> cautions.
239: *> \endverbatim
240: *>
241: *> \param[in,out] ERR_BNDS_COMP
242: *> \verbatim
1.15 bertrand 243: *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1.5 bertrand 244: *> For each right-hand side, this array contains information about
245: *> various error bounds and condition numbers corresponding to the
246: *> componentwise relative error, which is defined as follows:
247: *>
248: *> Componentwise relative error in the ith solution vector:
249: *> abs(XTRUE(j,i) - X(j,i))
250: *> max_j ----------------------
251: *> abs(X(j,i))
252: *>
253: *> The array is indexed by the right-hand side i (on which the
254: *> componentwise relative error depends), and the type of error
255: *> information as described below. There currently are up to three
256: *> pieces of information returned for each right-hand side. If
257: *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1.17 bertrand 258: *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
1.5 bertrand 259: *> the first (:,N_ERR_BNDS) entries are returned.
260: *>
261: *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
262: *> right-hand side.
263: *>
264: *> The second index in ERR_BNDS_COMP(:,err) contains the following
265: *> three fields:
266: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
267: *> reciprocal condition number is less than the threshold
268: *> sqrt(n) * slamch('Epsilon').
269: *>
270: *> err = 2 "Guaranteed" error bound: The estimated forward error,
271: *> almost certainly within a factor of 10 of the true error
272: *> so long as the next entry is greater than the threshold
273: *> sqrt(n) * slamch('Epsilon'). This error bound should only
274: *> be trusted if the previous boolean is true.
275: *>
276: *> err = 3 Reciprocal condition number: Estimated componentwise
277: *> reciprocal condition number. Compared with the threshold
278: *> sqrt(n) * slamch('Epsilon') to determine if the error
279: *> estimate is "guaranteed". These reciprocal condition
280: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
281: *> appropriately scaled matrix Z.
282: *> Let Z = S*(A*diag(x)), where x is the solution for the
283: *> current right-hand side and S scales each row of
284: *> A*diag(x) by a power of the radix so all absolute row
285: *> sums of Z are approximately 1.
286: *>
287: *> This subroutine is only responsible for setting the second field
288: *> above.
289: *> See Lapack Working Note 165 for further details and extra
290: *> cautions.
291: *> \endverbatim
292: *>
293: *> \param[in] RES
294: *> \verbatim
295: *> RES is DOUBLE PRECISION array, dimension (N)
296: *> Workspace to hold the intermediate residual.
297: *> \endverbatim
298: *>
299: *> \param[in] AYB
300: *> \verbatim
301: *> AYB is DOUBLE PRECISION array, dimension (N)
302: *> Workspace. This can be the same workspace passed for Y_TAIL.
303: *> \endverbatim
304: *>
305: *> \param[in] DY
306: *> \verbatim
307: *> DY is DOUBLE PRECISION array, dimension (N)
308: *> Workspace to hold the intermediate solution.
309: *> \endverbatim
310: *>
311: *> \param[in] Y_TAIL
312: *> \verbatim
313: *> Y_TAIL is DOUBLE PRECISION array, dimension (N)
314: *> Workspace to hold the trailing bits of the intermediate solution.
315: *> \endverbatim
316: *>
317: *> \param[in] RCOND
318: *> \verbatim
319: *> RCOND is DOUBLE PRECISION
320: *> Reciprocal scaled condition number. This is an estimate of the
321: *> reciprocal Skeel condition number of the matrix A after
322: *> equilibration (if done). If this is less than the machine
323: *> precision (in particular, if it is zero), the matrix is singular
324: *> to working precision. Note that the error may still be small even
325: *> if this number is very small and the matrix appears ill-
326: *> conditioned.
327: *> \endverbatim
328: *>
329: *> \param[in] ITHRESH
330: *> \verbatim
331: *> ITHRESH is INTEGER
332: *> The maximum number of residual computations allowed for
333: *> refinement. The default is 10. For 'aggressive' set to 100 to
334: *> permit convergence using approximate factorizations or
335: *> factorizations other than LU. If the factorization uses a
336: *> technique other than Gaussian elimination, the guarantees in
337: *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
338: *> \endverbatim
339: *>
340: *> \param[in] RTHRESH
341: *> \verbatim
342: *> RTHRESH is DOUBLE PRECISION
343: *> Determines when to stop refinement if the error estimate stops
344: *> decreasing. Refinement will stop when the next solution no longer
345: *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
346: *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
347: *> default value is 0.5. For 'aggressive' set to 0.9 to permit
348: *> convergence on extremely ill-conditioned matrices. See LAWN 165
349: *> for more details.
350: *> \endverbatim
351: *>
352: *> \param[in] DZ_UB
353: *> \verbatim
354: *> DZ_UB is DOUBLE PRECISION
355: *> Determines when to start considering componentwise convergence.
356: *> Componentwise convergence is only considered after each component
1.18 ! bertrand 357: *> of the solution Y is stable, which we define as the relative
1.5 bertrand 358: *> change in each component being less than DZ_UB. The default value
359: *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
360: *> more details.
361: *> \endverbatim
362: *>
363: *> \param[in] IGNORE_CWISE
364: *> \verbatim
365: *> IGNORE_CWISE is LOGICAL
366: *> If .TRUE. then ignore componentwise convergence. Default value
367: *> is .FALSE..
368: *> \endverbatim
369: *>
370: *> \param[out] INFO
371: *> \verbatim
372: *> INFO is INTEGER
373: *> = 0: Successful exit.
1.7 bertrand 374: *> < 0: if INFO = -i, the ith argument to DLA_SYRFSX_EXTENDED had an illegal
1.5 bertrand 375: *> value
376: *> \endverbatim
377: *
378: * Authors:
379: * ========
380: *
1.13 bertrand 381: *> \author Univ. of Tennessee
382: *> \author Univ. of California Berkeley
383: *> \author Univ. of Colorado Denver
384: *> \author NAG Ltd.
1.5 bertrand 385: *
386: *> \ingroup doubleSYcomputational
387: *
388: * =====================================================================
1.1 bertrand 389: SUBROUTINE DLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
390: $ AF, LDAF, IPIV, COLEQU, C, B, LDB,
391: $ Y, LDY, BERR_OUT, N_NORMS,
392: $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
393: $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
394: $ RTHRESH, DZ_UB, IGNORE_CWISE,
395: $ INFO )
396: *
1.18 ! bertrand 397: * -- LAPACK computational routine --
1.5 bertrand 398: * -- LAPACK is a software package provided by Univ. of Tennessee, --
399: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.1 bertrand 400: *
401: * .. Scalar Arguments ..
402: INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
403: $ N_NORMS, ITHRESH
404: CHARACTER UPLO
405: LOGICAL COLEQU, IGNORE_CWISE
406: DOUBLE PRECISION RTHRESH, DZ_UB
407: * ..
408: * .. Array Arguments ..
409: INTEGER IPIV( * )
410: DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
411: $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
412: DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
413: $ ERR_BNDS_NORM( NRHS, * ),
414: $ ERR_BNDS_COMP( NRHS, * )
415: * ..
416: *
417: * =====================================================================
418: *
419: * .. Local Scalars ..
420: INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE
421: DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
422: $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
423: $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
424: $ EPS, HUGEVAL, INCR_THRESH
1.7 bertrand 425: LOGICAL INCR_PREC, UPPER
1.1 bertrand 426: * ..
427: * .. Parameters ..
428: INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
429: $ NOPROG_STATE, Y_PREC_STATE, BASE_RESIDUAL,
430: $ EXTRA_RESIDUAL, EXTRA_Y
431: PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
432: $ CONV_STATE = 2, NOPROG_STATE = 3 )
433: PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
434: $ EXTRA_Y = 2 )
435: INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
436: INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
437: INTEGER CMP_ERR_I, PIV_GROWTH_I
438: PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
439: $ BERR_I = 3 )
440: PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
441: PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
442: $ PIV_GROWTH_I = 9 )
443: INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
444: $ LA_LINRX_CWISE_I
445: PARAMETER ( LA_LINRX_ITREF_I = 1,
446: $ LA_LINRX_ITHRESH_I = 2 )
447: PARAMETER ( LA_LINRX_CWISE_I = 3 )
448: INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
449: $ LA_LINRX_RCOND_I
450: PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
451: PARAMETER ( LA_LINRX_RCOND_I = 3 )
452: * ..
453: * .. External Functions ..
454: LOGICAL LSAME
455: EXTERNAL ILAUPLO
456: INTEGER ILAUPLO
457: * ..
458: * .. External Subroutines ..
459: EXTERNAL DAXPY, DCOPY, DSYTRS, DSYMV, BLAS_DSYMV_X,
460: $ BLAS_DSYMV2_X, DLA_SYAMV, DLA_WWADDW,
461: $ DLA_LIN_BERR
462: DOUBLE PRECISION DLAMCH
463: * ..
464: * .. Intrinsic Functions ..
465: INTRINSIC ABS, MAX, MIN
466: * ..
467: * .. Executable Statements ..
468: *
1.7 bertrand 469: INFO = 0
470: UPPER = LSAME( UPLO, 'U' )
471: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
472: INFO = -2
473: ELSE IF( N.LT.0 ) THEN
474: INFO = -3
475: ELSE IF( NRHS.LT.0 ) THEN
476: INFO = -4
477: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
478: INFO = -6
479: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
480: INFO = -8
481: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
482: INFO = -13
483: ELSE IF( LDY.LT.MAX( 1, N ) ) THEN
484: INFO = -15
485: END IF
486: IF( INFO.NE.0 ) THEN
487: CALL XERBLA( 'DLA_SYRFSX_EXTENDED', -INFO )
488: RETURN
489: END IF
1.1 bertrand 490: EPS = DLAMCH( 'Epsilon' )
491: HUGEVAL = DLAMCH( 'Overflow' )
492: * Force HUGEVAL to Inf
493: HUGEVAL = HUGEVAL * HUGEVAL
494: * Using HUGEVAL may lead to spurious underflows.
495: INCR_THRESH = DBLE( N )*EPS
496:
497: IF ( LSAME ( UPLO, 'L' ) ) THEN
498: UPLO2 = ILAUPLO( 'L' )
499: ELSE
500: UPLO2 = ILAUPLO( 'U' )
501: ENDIF
502:
503: DO J = 1, NRHS
504: Y_PREC_STATE = EXTRA_RESIDUAL
505: IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
506: DO I = 1, N
507: Y_TAIL( I ) = 0.0D+0
508: END DO
509: END IF
510:
511: DXRAT = 0.0D+0
512: DXRATMAX = 0.0D+0
513: DZRAT = 0.0D+0
514: DZRATMAX = 0.0D+0
515: FINAL_DX_X = HUGEVAL
516: FINAL_DZ_Z = HUGEVAL
517: PREVNORMDX = HUGEVAL
518: PREV_DZ_Z = HUGEVAL
519: DZ_Z = HUGEVAL
520: DX_X = HUGEVAL
521:
522: X_STATE = WORKING_STATE
523: Z_STATE = UNSTABLE_STATE
524: INCR_PREC = .FALSE.
525:
526: DO CNT = 1, ITHRESH
527: *
528: * Compute residual RES = B_s - op(A_s) * Y,
529: * op(A) = A, A**T, or A**H depending on TRANS (and type).
530: *
531: CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
532: IF (Y_PREC_STATE .EQ. BASE_RESIDUAL) THEN
533: CALL DSYMV( UPLO, N, -1.0D+0, A, LDA, Y(1,J), 1,
534: $ 1.0D+0, RES, 1 )
535: ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
536: CALL BLAS_DSYMV_X( UPLO2, N, -1.0D+0, A, LDA,
537: $ Y( 1, J ), 1, 1.0D+0, RES, 1, PREC_TYPE )
538: ELSE
539: CALL BLAS_DSYMV2_X(UPLO2, N, -1.0D+0, A, LDA,
540: $ Y(1, J), Y_TAIL, 1, 1.0D+0, RES, 1, PREC_TYPE)
541: END IF
1.13 bertrand 542:
1.1 bertrand 543: ! XXX: RES is no longer needed.
544: CALL DCOPY( N, RES, 1, DY, 1 )
545: CALL DSYTRS( UPLO, N, 1, AF, LDAF, IPIV, DY, N, INFO )
546: *
547: * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
548: *
549: NORMX = 0.0D+0
550: NORMY = 0.0D+0
551: NORMDX = 0.0D+0
552: DZ_Z = 0.0D+0
553: YMIN = HUGEVAL
1.13 bertrand 554:
1.1 bertrand 555: DO I = 1, N
556: YK = ABS( Y( I, J ) )
557: DYK = ABS( DY( I ) )
1.13 bertrand 558:
1.1 bertrand 559: IF ( YK .NE. 0.0D+0 ) THEN
560: DZ_Z = MAX( DZ_Z, DYK / YK )
561: ELSE IF ( DYK .NE. 0.0D+0 ) THEN
562: DZ_Z = HUGEVAL
563: END IF
564:
565: YMIN = MIN( YMIN, YK )
566:
567: NORMY = MAX( NORMY, YK )
568:
569: IF ( COLEQU ) THEN
570: NORMX = MAX( NORMX, YK * C( I ) )
571: NORMDX = MAX( NORMDX, DYK * C( I ) )
572: ELSE
573: NORMX = NORMY
574: NORMDX = MAX(NORMDX, DYK)
575: END IF
576: END DO
577:
578: IF ( NORMX .NE. 0.0D+0 ) THEN
579: DX_X = NORMDX / NORMX
580: ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
581: DX_X = 0.0D+0
582: ELSE
583: DX_X = HUGEVAL
584: END IF
585:
586: DXRAT = NORMDX / PREVNORMDX
587: DZRAT = DZ_Z / PREV_DZ_Z
588: *
589: * Check termination criteria.
590: *
591: IF ( YMIN*RCOND .LT. INCR_THRESH*NORMY
592: $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
593: $ INCR_PREC = .TRUE.
594:
595: IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
596: $ X_STATE = WORKING_STATE
597: IF ( X_STATE .EQ. WORKING_STATE ) THEN
598: IF ( DX_X .LE. EPS ) THEN
599: X_STATE = CONV_STATE
600: ELSE IF ( DXRAT .GT. RTHRESH ) THEN
601: IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
602: INCR_PREC = .TRUE.
603: ELSE
604: X_STATE = NOPROG_STATE
605: END IF
606: ELSE
607: IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
608: END IF
609: IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
610: END IF
611:
612: IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
613: $ Z_STATE = WORKING_STATE
614: IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
615: $ Z_STATE = WORKING_STATE
616: IF ( Z_STATE .EQ. WORKING_STATE ) THEN
617: IF ( DZ_Z .LE. EPS ) THEN
618: Z_STATE = CONV_STATE
619: ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
620: Z_STATE = UNSTABLE_STATE
621: DZRATMAX = 0.0D+0
622: FINAL_DZ_Z = HUGEVAL
623: ELSE IF ( DZRAT .GT. RTHRESH ) THEN
624: IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
625: INCR_PREC = .TRUE.
626: ELSE
627: Z_STATE = NOPROG_STATE
628: END IF
629: ELSE
630: IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
631: END IF
632: IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
633: END IF
634:
635: IF ( X_STATE.NE.WORKING_STATE.AND.
636: $ ( IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE ) )
637: $ GOTO 666
638:
639: IF ( INCR_PREC ) THEN
640: INCR_PREC = .FALSE.
641: Y_PREC_STATE = Y_PREC_STATE + 1
642: DO I = 1, N
643: Y_TAIL( I ) = 0.0D+0
644: END DO
645: END IF
646:
647: PREVNORMDX = NORMDX
648: PREV_DZ_Z = DZ_Z
649: *
650: * Update soluton.
651: *
652: IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
653: CALL DAXPY( N, 1.0D+0, DY, 1, Y(1,J), 1 )
654: ELSE
655: CALL DLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
656: END IF
1.13 bertrand 657:
1.1 bertrand 658: END DO
659: * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
660: 666 CONTINUE
661: *
662: * Set final_* when cnt hits ithresh.
663: *
664: IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
665: IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
666: *
667: * Compute error bounds.
668: *
669: IF ( N_NORMS .GE. 1 ) THEN
670: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
671: $ FINAL_DX_X / (1 - DXRATMAX)
672: END IF
673: IF ( N_NORMS .GE. 2 ) THEN
674: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
675: $ FINAL_DZ_Z / (1 - DZRATMAX)
676: END IF
677: *
678: * Compute componentwise relative backward error from formula
679: * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
680: * where abs(Z) is the componentwise absolute value of the matrix
681: * or vector Z.
682: *
683: * Compute residual RES = B_s - op(A_s) * Y,
684: * op(A) = A, A**T, or A**H depending on TRANS (and type).
685: CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
1.13 bertrand 686: CALL DSYMV( UPLO, N, -1.0D+0, A, LDA, Y(1,J), 1, 1.0D+0, RES,
1.1 bertrand 687: $ 1 )
1.13 bertrand 688:
1.1 bertrand 689: DO I = 1, N
690: AYB( I ) = ABS( B( I, J ) )
691: END DO
692: *
693: * Compute abs(op(A_s))*abs(Y) + abs(B_s).
694: *
695: CALL DLA_SYAMV( UPLO2, N, 1.0D+0,
696: $ A, LDA, Y(1, J), 1, 1.0D+0, AYB, 1 )
1.13 bertrand 697:
1.1 bertrand 698: CALL DLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
699: *
700: * End of loop for each RHS.
701: *
702: END DO
703: *
704: RETURN
1.18 ! bertrand 705: *
! 706: * End of DLA_SYRFSX_EXTENDED
! 707: *
1.1 bertrand 708: END
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