Annotation of rpl/lapack/lapack/dporfsx.f, revision 1.12
1.5 bertrand 1: *> \brief \b DPORFSX
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.12 ! bertrand 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
1.5 bertrand 7: *
8: *> \htmlonly
1.12 ! bertrand 9: *> Download DPORFSX + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dporfsx.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dporfsx.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dporfsx.f">
1.5 bertrand 15: *> [TXT]</a>
1.12 ! bertrand 16: *> \endhtmlonly
1.5 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
22: * LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
23: * ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
24: * WORK, IWORK, INFO )
1.12 ! bertrand 25: *
1.5 bertrand 26: * .. Scalar Arguments ..
27: * CHARACTER UPLO, EQUED
28: * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
29: * $ N_ERR_BNDS
30: * DOUBLE PRECISION RCOND
31: * ..
32: * .. Array Arguments ..
33: * INTEGER IWORK( * )
34: * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
35: * $ X( LDX, * ), WORK( * )
36: * DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
37: * $ ERR_BNDS_NORM( NRHS, * ),
38: * $ ERR_BNDS_COMP( NRHS, * )
39: * ..
1.12 ! bertrand 40: *
1.5 bertrand 41: *
42: *> \par Purpose:
43: * =============
44: *>
45: *> \verbatim
46: *>
47: *> DPORFSX improves the computed solution to a system of linear
48: *> equations when the coefficient matrix is symmetric positive
49: *> definite, 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 and S
57: *> below. In this case, the solution and error bounds returned are
58: *> 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] UPLO
73: *> \verbatim
74: *> UPLO is CHARACTER*1
75: *> = 'U': Upper triangle of A is stored;
76: *> = 'L': Lower triangle of A is stored.
77: *> \endverbatim
78: *>
79: *> \param[in] EQUED
80: *> \verbatim
81: *> EQUED is CHARACTER*1
82: *> Specifies the form of equilibration that was done to A
83: *> before calling this routine. This is needed to compute
84: *> the solution and error bounds correctly.
85: *> = 'N': No equilibration
86: *> = 'Y': Both row and column equilibration, i.e., A has been
87: *> replaced by diag(S) * A * diag(S).
88: *> The right hand side B has been changed accordingly.
89: *> \endverbatim
90: *>
91: *> \param[in] N
92: *> \verbatim
93: *> N is INTEGER
94: *> The order of the matrix A. N >= 0.
95: *> \endverbatim
96: *>
97: *> \param[in] NRHS
98: *> \verbatim
99: *> NRHS is INTEGER
100: *> The number of right hand sides, i.e., the number of columns
101: *> of the matrices B and X. NRHS >= 0.
102: *> \endverbatim
103: *>
104: *> \param[in] A
105: *> \verbatim
106: *> A is DOUBLE PRECISION array, dimension (LDA,N)
107: *> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
108: *> upper triangular part of A contains the upper triangular part
109: *> of the matrix A, and the strictly lower triangular part of A
110: *> is not referenced. If UPLO = 'L', the leading N-by-N lower
111: *> triangular part of A contains the lower triangular part of
112: *> the matrix A, and the strictly upper triangular part of A is
113: *> not referenced.
114: *> \endverbatim
115: *>
116: *> \param[in] LDA
117: *> \verbatim
118: *> LDA is INTEGER
119: *> The leading dimension of the array A. LDA >= max(1,N).
120: *> \endverbatim
121: *>
122: *> \param[in] AF
123: *> \verbatim
124: *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
125: *> The triangular factor U or L from the Cholesky factorization
126: *> A = U**T*U or A = L*L**T, as computed by DPOTRF.
127: *> \endverbatim
128: *>
129: *> \param[in] LDAF
130: *> \verbatim
131: *> LDAF is INTEGER
132: *> The leading dimension of the array AF. LDAF >= max(1,N).
133: *> \endverbatim
134: *>
135: *> \param[in,out] S
136: *> \verbatim
1.7 bertrand 137: *> S is DOUBLE PRECISION array, dimension (N)
1.5 bertrand 138: *> The row scale factors for A. If EQUED = 'Y', A is multiplied on
139: *> the left and right by diag(S). S is an input argument if FACT =
140: *> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
141: *> = 'Y', each element of S must be positive. If S is output, each
142: *> element of S is a power of the radix. If S is input, each element
143: *> of S should be a power of the radix to ensure a reliable solution
144: *> and error estimates. Scaling by powers of the radix does not cause
145: *> rounding errors unless the result underflows or overflows.
146: *> Rounding errors during scaling lead to refining with a matrix that
147: *> is not equivalent to the input matrix, producing error estimates
148: *> that may not be 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] X
164: *> \verbatim
165: *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
166: *> On entry, the solution matrix X, as computed by DGETRS.
167: *> On exit, the improved solution matrix X.
168: *> \endverbatim
169: *>
170: *> \param[in] LDX
171: *> \verbatim
172: *> LDX is INTEGER
173: *> The leading dimension of the array X. LDX >= max(1,N).
174: *> \endverbatim
175: *>
176: *> \param[out] RCOND
177: *> \verbatim
178: *> RCOND is DOUBLE PRECISION
179: *> Reciprocal scaled condition number. This is an estimate of the
180: *> reciprocal Skeel condition number of the matrix A after
181: *> equilibration (if done). If this is less than the machine
182: *> precision (in particular, if it is zero), the matrix is singular
183: *> to working precision. Note that the error may still be small even
184: *> if this number is very small and the matrix appears ill-
185: *> conditioned.
186: *> \endverbatim
187: *>
188: *> \param[out] BERR
189: *> \verbatim
190: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
191: *> Componentwise relative backward error. This is the
192: *> componentwise relative backward error of each solution vector X(j)
193: *> (i.e., the smallest relative change in any element of A or B that
194: *> makes X(j) an exact solution).
195: *> \endverbatim
196: *>
197: *> \param[in] N_ERR_BNDS
198: *> \verbatim
199: *> N_ERR_BNDS is INTEGER
200: *> Number of error bounds to return for each right hand side
201: *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
202: *> ERR_BNDS_COMP below.
203: *> \endverbatim
204: *>
205: *> \param[out] ERR_BNDS_NORM
206: *> \verbatim
207: *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
208: *> For each right-hand side, this array contains information about
209: *> various error bounds and condition numbers corresponding to the
210: *> normwise relative error, which is defined as follows:
211: *>
212: *> Normwise relative error in the ith solution vector:
213: *> max_j (abs(XTRUE(j,i) - X(j,i)))
214: *> ------------------------------
215: *> max_j abs(X(j,i))
216: *>
217: *> The array is indexed by the type of error information as described
218: *> below. There currently are up to three pieces of information
219: *> returned.
220: *>
221: *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
222: *> right-hand side.
223: *>
224: *> The second index in ERR_BNDS_NORM(:,err) contains the following
225: *> three fields:
226: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
227: *> reciprocal condition number is less than the threshold
228: *> sqrt(n) * dlamch('Epsilon').
229: *>
230: *> err = 2 "Guaranteed" error bound: The estimated forward error,
231: *> almost certainly within a factor of 10 of the true error
232: *> so long as the next entry is greater than the threshold
233: *> sqrt(n) * dlamch('Epsilon'). This error bound should only
234: *> be trusted if the previous boolean is true.
235: *>
236: *> err = 3 Reciprocal condition number: Estimated normwise
237: *> reciprocal condition number. Compared with the threshold
238: *> sqrt(n) * dlamch('Epsilon') to determine if the error
239: *> estimate is "guaranteed". These reciprocal condition
240: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
241: *> appropriately scaled matrix Z.
242: *> Let Z = S*A, where S scales each row by a power of the
243: *> radix so all absolute row sums of Z are approximately 1.
244: *>
245: *> See Lapack Working Note 165 for further details and extra
246: *> cautions.
247: *> \endverbatim
248: *>
249: *> \param[out] ERR_BNDS_COMP
250: *> \verbatim
251: *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
252: *> For each right-hand side, this array contains information about
253: *> various error bounds and condition numbers corresponding to the
254: *> componentwise relative error, which is defined as follows:
255: *>
256: *> Componentwise relative error in the ith solution vector:
257: *> abs(XTRUE(j,i) - X(j,i))
258: *> max_j ----------------------
259: *> abs(X(j,i))
260: *>
261: *> The array is indexed by the right-hand side i (on which the
262: *> componentwise relative error depends), and the type of error
263: *> information as described below. There currently are up to three
264: *> pieces of information returned for each right-hand side. If
265: *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
266: *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
267: *> the first (:,N_ERR_BNDS) entries are returned.
268: *>
269: *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
270: *> right-hand side.
271: *>
272: *> The second index in ERR_BNDS_COMP(:,err) contains the following
273: *> three fields:
274: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
275: *> reciprocal condition number is less than the threshold
276: *> sqrt(n) * dlamch('Epsilon').
277: *>
278: *> err = 2 "Guaranteed" error bound: The estimated forward error,
279: *> almost certainly within a factor of 10 of the true error
280: *> so long as the next entry is greater than the threshold
281: *> sqrt(n) * dlamch('Epsilon'). This error bound should only
282: *> be trusted if the previous boolean is true.
283: *>
284: *> err = 3 Reciprocal condition number: Estimated componentwise
285: *> reciprocal condition number. Compared with the threshold
286: *> sqrt(n) * dlamch('Epsilon') to determine if the error
287: *> estimate is "guaranteed". These reciprocal condition
288: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
289: *> appropriately scaled matrix Z.
290: *> Let Z = S*(A*diag(x)), where x is the solution for the
291: *> current right-hand side and S scales each row of
292: *> A*diag(x) by a power of the radix so all absolute row
293: *> sums of Z are approximately 1.
294: *>
295: *> See Lapack Working Note 165 for further details and extra
296: *> cautions.
297: *> \endverbatim
298: *>
299: *> \param[in] NPARAMS
300: *> \verbatim
301: *> NPARAMS is INTEGER
302: *> Specifies the number of parameters set in PARAMS. If .LE. 0, the
303: *> PARAMS array is never referenced and default values are used.
304: *> \endverbatim
305: *>
306: *> \param[in,out] PARAMS
307: *> \verbatim
1.7 bertrand 308: *> PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
1.5 bertrand 309: *> Specifies algorithm parameters. If an entry is .LT. 0.0, then
310: *> that entry will be filled with default value used for that
311: *> parameter. Only positions up to NPARAMS are accessed; defaults
312: *> are used for higher-numbered parameters.
313: *>
314: *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
315: *> refinement or not.
316: *> Default: 1.0D+0
317: *> = 0.0 : No refinement is performed, and no error bounds are
318: *> computed.
319: *> = 1.0 : Use the double-precision refinement algorithm,
320: *> possibly with doubled-single computations if the
321: *> compilation environment does not support DOUBLE
322: *> PRECISION.
323: *> (other values are reserved for future use)
324: *>
325: *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
326: *> computations allowed for refinement.
327: *> Default: 10
328: *> Aggressive: Set to 100 to permit convergence using approximate
329: *> factorizations or factorizations other than LU. If
330: *> the factorization uses a technique other than
331: *> Gaussian elimination, the guarantees in
332: *> err_bnds_norm and err_bnds_comp may no longer be
333: *> trustworthy.
334: *>
335: *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
336: *> will attempt to find a solution with small componentwise
337: *> relative error in the double-precision algorithm. Positive
338: *> is true, 0.0 is false.
339: *> Default: 1.0 (attempt componentwise convergence)
340: *> \endverbatim
341: *>
342: *> \param[out] WORK
343: *> \verbatim
344: *> WORK is DOUBLE PRECISION array, dimension (4*N)
345: *> \endverbatim
346: *>
347: *> \param[out] IWORK
348: *> \verbatim
349: *> IWORK is INTEGER array, dimension (N)
350: *> \endverbatim
351: *>
352: *> \param[out] INFO
353: *> \verbatim
354: *> INFO is INTEGER
355: *> = 0: Successful exit. The solution to every right-hand side is
356: *> guaranteed.
357: *> < 0: If INFO = -i, the i-th argument had an illegal value
358: *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
359: *> has been completed, but the factor U is exactly singular, so
360: *> the solution and error bounds could not be computed. RCOND = 0
361: *> is returned.
362: *> = N+J: The solution corresponding to the Jth right-hand side is
363: *> not guaranteed. The solutions corresponding to other right-
364: *> hand sides K with K > J may not be guaranteed as well, but
365: *> only the first such right-hand side is reported. If a small
366: *> componentwise error is not requested (PARAMS(3) = 0.0) then
367: *> the Jth right-hand side is the first with a normwise error
368: *> bound that is not guaranteed (the smallest J such
369: *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
370: *> the Jth right-hand side is the first with either a normwise or
371: *> componentwise error bound that is not guaranteed (the smallest
372: *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
373: *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
374: *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
375: *> about all of the right-hand sides check ERR_BNDS_NORM or
376: *> ERR_BNDS_COMP.
377: *> \endverbatim
378: *
379: * Authors:
380: * ========
381: *
1.12 ! bertrand 382: *> \author Univ. of Tennessee
! 383: *> \author Univ. of California Berkeley
! 384: *> \author Univ. of Colorado Denver
! 385: *> \author NAG Ltd.
1.5 bertrand 386: *
1.7 bertrand 387: *> \date April 2012
1.5 bertrand 388: *
389: *> \ingroup doublePOcomputational
390: *
391: * =====================================================================
1.1 bertrand 392: SUBROUTINE DPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
393: $ LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
394: $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
395: $ WORK, IWORK, INFO )
396: *
1.12 ! bertrand 397: * -- LAPACK computational routine (version 3.7.0) --
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..--
1.7 bertrand 400: * April 2012
1.1 bertrand 401: *
402: * .. Scalar Arguments ..
403: CHARACTER UPLO, EQUED
404: INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
405: $ N_ERR_BNDS
406: DOUBLE PRECISION RCOND
407: * ..
408: * .. Array Arguments ..
409: INTEGER IWORK( * )
410: DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
411: $ X( LDX, * ), WORK( * )
412: DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
413: $ ERR_BNDS_NORM( NRHS, * ),
414: $ ERR_BNDS_COMP( NRHS, * )
415: * ..
416: *
1.5 bertrand 417: * ==================================================================
1.1 bertrand 418: *
419: * .. Parameters ..
420: DOUBLE PRECISION ZERO, ONE
421: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
422: DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
423: DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
424: DOUBLE PRECISION DZTHRESH_DEFAULT
425: PARAMETER ( ITREF_DEFAULT = 1.0D+0 )
426: PARAMETER ( ITHRESH_DEFAULT = 10.0D+0 )
427: PARAMETER ( COMPONENTWISE_DEFAULT = 1.0D+0 )
428: PARAMETER ( RTHRESH_DEFAULT = 0.5D+0 )
429: PARAMETER ( DZTHRESH_DEFAULT = 0.25D+0 )
430: INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
431: $ LA_LINRX_CWISE_I
432: PARAMETER ( LA_LINRX_ITREF_I = 1,
433: $ LA_LINRX_ITHRESH_I = 2 )
434: PARAMETER ( LA_LINRX_CWISE_I = 3 )
435: INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
436: $ LA_LINRX_RCOND_I
437: PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
438: PARAMETER ( LA_LINRX_RCOND_I = 3 )
439: * ..
440: * .. Local Scalars ..
441: CHARACTER(1) NORM
442: LOGICAL RCEQU
443: INTEGER J, PREC_TYPE, REF_TYPE
444: INTEGER N_NORMS
445: DOUBLE PRECISION ANORM, RCOND_TMP
446: DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
447: LOGICAL IGNORE_CWISE
448: INTEGER ITHRESH
449: DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
450: * ..
451: * .. External Subroutines ..
452: EXTERNAL XERBLA, DPOCON, DLA_PORFSX_EXTENDED
453: * ..
454: * .. Intrinsic Functions ..
455: INTRINSIC MAX, SQRT
456: * ..
457: * .. External Functions ..
1.12 ! bertrand 458: EXTERNAL LSAME, ILAPREC
1.1 bertrand 459: EXTERNAL DLAMCH, DLANSY, DLA_PORCOND
460: DOUBLE PRECISION DLAMCH, DLANSY, DLA_PORCOND
461: LOGICAL LSAME
1.12 ! bertrand 462: INTEGER ILAPREC
1.1 bertrand 463: * ..
464: * .. Executable Statements ..
465: *
466: * Check the input parameters.
467: *
468: INFO = 0
469: REF_TYPE = INT( ITREF_DEFAULT )
470: IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
471: IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
472: PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
473: ELSE
474: REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
475: END IF
476: END IF
477: *
478: * Set default parameters.
479: *
480: ILLRCOND_THRESH = DBLE( N ) * DLAMCH( 'Epsilon' )
481: ITHRESH = INT( ITHRESH_DEFAULT )
482: RTHRESH = RTHRESH_DEFAULT
483: UNSTABLE_THRESH = DZTHRESH_DEFAULT
484: IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
485: *
486: IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
487: IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
488: PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
489: ELSE
490: ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
491: END IF
492: END IF
493: IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
494: IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
495: IF ( IGNORE_CWISE ) THEN
496: PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
497: ELSE
498: PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
499: END IF
500: ELSE
501: IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
502: END IF
503: END IF
504: IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
505: N_NORMS = 0
506: ELSE IF ( IGNORE_CWISE ) THEN
507: N_NORMS = 1
508: ELSE
509: N_NORMS = 2
510: END IF
511: *
512: RCEQU = LSAME( EQUED, 'Y' )
513: *
514: * Test input parameters.
515: *
516: IF (.NOT.LSAME(UPLO, 'U') .AND. .NOT.LSAME(UPLO, 'L')) THEN
517: INFO = -1
518: ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
519: INFO = -2
520: ELSE IF( N.LT.0 ) THEN
521: INFO = -3
522: ELSE IF( NRHS.LT.0 ) THEN
523: INFO = -4
524: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
525: INFO = -6
526: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
527: INFO = -8
528: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
529: INFO = -11
530: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
531: INFO = -13
532: END IF
533: IF( INFO.NE.0 ) THEN
534: CALL XERBLA( 'DPORFSX', -INFO )
535: RETURN
536: END IF
537: *
538: * Quick return if possible.
539: *
540: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
541: RCOND = 1.0D+0
542: DO J = 1, NRHS
543: BERR( J ) = 0.0D+0
544: IF ( N_ERR_BNDS .GE. 1 ) THEN
545: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
546: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
547: END IF
548: IF ( N_ERR_BNDS .GE. 2 ) THEN
549: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
550: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
551: END IF
552: IF ( N_ERR_BNDS .GE. 3 ) THEN
553: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
554: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
555: END IF
556: END DO
557: RETURN
558: END IF
559: *
560: * Default to failure.
561: *
562: RCOND = 0.0D+0
563: DO J = 1, NRHS
564: BERR( J ) = 1.0D+0
565: IF ( N_ERR_BNDS .GE. 1 ) THEN
566: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
567: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
568: END IF
569: IF ( N_ERR_BNDS .GE. 2 ) THEN
570: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
571: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
572: END IF
573: IF ( N_ERR_BNDS .GE. 3 ) THEN
574: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
575: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
576: END IF
577: END DO
578: *
579: * Compute the norm of A and the reciprocal of the condition
580: * number of A.
581: *
582: NORM = 'I'
583: ANORM = DLANSY( NORM, UPLO, N, A, LDA, WORK )
584: CALL DPOCON( UPLO, N, AF, LDAF, ANORM, RCOND, WORK,
585: $ IWORK, INFO )
586: *
587: * Perform refinement on each right-hand side
588: *
589: IF ( REF_TYPE .NE. 0 ) THEN
590:
591: PREC_TYPE = ILAPREC( 'E' )
592:
593: CALL DLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N,
594: $ NRHS, A, LDA, AF, LDAF, RCEQU, S, B,
595: $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
596: $ WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ), WORK( 1 ), RCOND,
597: $ ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
598: $ INFO )
599: END IF
600:
601: ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) ) * DLAMCH( 'Epsilon' )
602: IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
603: *
604: * Compute scaled normwise condition number cond(A*C).
605: *
606: IF ( RCEQU ) THEN
607: RCOND_TMP = DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
608: $ -1, S, INFO, WORK, IWORK )
609: ELSE
610: RCOND_TMP = DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
611: $ 0, S, INFO, WORK, IWORK )
612: END IF
613: DO J = 1, NRHS
614: *
615: * Cap the error at 1.0.
616: *
617: IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
618: $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
619: $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
620: *
621: * Threshold the error (see LAWN).
622: *
623: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
624: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
625: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
626: IF ( INFO .LE. N ) INFO = N + J
627: ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
628: $ THEN
629: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
630: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
631: END IF
632: *
633: * Save the condition number.
634: *
635: IF (N_ERR_BNDS .GE. LA_LINRX_RCOND_I) THEN
636: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
637: END IF
638: END DO
639: END IF
640:
641: IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
642: *
643: * Compute componentwise condition number cond(A*diag(Y(:,J))) for
644: * each right-hand side using the current solution as an estimate of
645: * the true solution. If the componentwise error estimate is too
646: * large, then the solution is a lousy estimate of truth and the
647: * estimated RCOND may be too optimistic. To avoid misleading users,
648: * the inverse condition number is set to 0.0 when the estimated
649: * cwise error is at least CWISE_WRONG.
650: *
651: CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
652: DO J = 1, NRHS
653: IF (ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
654: $ THEN
655: RCOND_TMP = DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF, 1,
656: $ X( 1, J ), INFO, WORK, IWORK )
657: ELSE
658: RCOND_TMP = 0.0D+0
659: END IF
660: *
661: * Cap the error at 1.0.
662: *
663: IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
664: $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
665: $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
666: *
667: * Threshold the error (see LAWN).
668: *
669: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
670: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
671: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
672: IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0D+0
673: $ .AND. INFO.LT.N + J ) INFO = N + J
674: ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
675: $ .LT. ERR_LBND ) THEN
676: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
677: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
678: END IF
679: *
680: * Save the condition number.
681: *
682: IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
683: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
684: END IF
685:
686: END DO
687: END IF
688: *
689: RETURN
690: *
691: * End of DPORFSX
692: *
693: END
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