Annotation of rpl/lapack/lapack/dsyrfsx.f, revision 1.15

1.5       bertrand    1: *> \brief \b DSYRFSX
                      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 DSYRFSX + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyrfsx.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyrfsx.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyrfsx.f">
1.5       bertrand   15: *> [TXT]</a>
1.12      bertrand   16: *> \endhtmlonly
1.5       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
                     22: *                           S, B, 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            IPIV( * ), 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: *>    DSYRFSX improves the computed solution to a system of linear
                     48: *>    equations when the coefficient matrix is symmetric indefinite, and
                     49: *>    provides error bounds and backward error estimates for the
                     50: *>    solution.  In addition to normwise error bound, the code provides
                     51: *>    maximum componentwise error bound if possible.  See comments for
                     52: *>    ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
                     53: *>
                     54: *>    The original system of linear equations may have been equilibrated
                     55: *>    before calling this routine, as described by arguments EQUED and S
                     56: *>    below. In this case, the solution and error bounds returned are
                     57: *>    for the original unequilibrated system.
                     58: *> \endverbatim
                     59: *
                     60: *  Arguments:
                     61: *  ==========
                     62: *
                     63: *> \verbatim
                     64: *>     Some optional parameters are bundled in the PARAMS array.  These
                     65: *>     settings determine how refinement is performed, but often the
                     66: *>     defaults are acceptable.  If the defaults are acceptable, users
                     67: *>     can pass NPARAMS = 0 which prevents the source code from accessing
                     68: *>     the PARAMS argument.
                     69: *> \endverbatim
                     70: *>
                     71: *> \param[in] UPLO
                     72: *> \verbatim
                     73: *>          UPLO is CHARACTER*1
                     74: *>       = 'U':  Upper triangle of A is stored;
                     75: *>       = 'L':  Lower triangle of A is stored.
                     76: *> \endverbatim
                     77: *>
                     78: *> \param[in] EQUED
                     79: *> \verbatim
                     80: *>          EQUED is CHARACTER*1
                     81: *>     Specifies the form of equilibration that was done to A
                     82: *>     before calling this routine. This is needed to compute
                     83: *>     the solution and error bounds correctly.
                     84: *>       = 'N':  No equilibration
                     85: *>       = 'Y':  Both row and column equilibration, i.e., A has been
                     86: *>               replaced by diag(S) * A * diag(S).
                     87: *>               The right hand side B has been changed accordingly.
                     88: *> \endverbatim
                     89: *>
                     90: *> \param[in] N
                     91: *> \verbatim
                     92: *>          N is INTEGER
                     93: *>     The order of the matrix A.  N >= 0.
                     94: *> \endverbatim
                     95: *>
                     96: *> \param[in] NRHS
                     97: *> \verbatim
                     98: *>          NRHS is INTEGER
                     99: *>     The number of right hand sides, i.e., the number of columns
                    100: *>     of the matrices B and X.  NRHS >= 0.
                    101: *> \endverbatim
                    102: *>
                    103: *> \param[in] A
                    104: *> \verbatim
                    105: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
                    106: *>     The symmetric matrix A.  If UPLO = 'U', the leading N-by-N
                    107: *>     upper triangular part of A contains the upper triangular
                    108: *>     part of the matrix A, and the strictly lower triangular
                    109: *>     part of A is not referenced.  If UPLO = 'L', the leading
                    110: *>     N-by-N lower triangular part of A contains the lower
                    111: *>     triangular part of the matrix A, and the strictly upper
                    112: *>     triangular part of A is not referenced.
                    113: *> \endverbatim
                    114: *>
                    115: *> \param[in] LDA
                    116: *> \verbatim
                    117: *>          LDA is INTEGER
                    118: *>     The leading dimension of the array A.  LDA >= max(1,N).
                    119: *> \endverbatim
                    120: *>
                    121: *> \param[in] AF
                    122: *> \verbatim
                    123: *>          AF is DOUBLE PRECISION array, dimension (LDAF,N)
                    124: *>     The factored form of the matrix A.  AF contains the block
                    125: *>     diagonal matrix D and the multipliers used to obtain the
                    126: *>     factor U or L from the factorization A = U*D*U**T or A =
                    127: *>     L*D*L**T as computed by DSYTRF.
                    128: *> \endverbatim
                    129: *>
                    130: *> \param[in] LDAF
                    131: *> \verbatim
                    132: *>          LDAF is INTEGER
                    133: *>     The leading dimension of the array AF.  LDAF >= max(1,N).
                    134: *> \endverbatim
                    135: *>
                    136: *> \param[in] IPIV
                    137: *> \verbatim
                    138: *>          IPIV is INTEGER array, dimension (N)
                    139: *>     Details of the interchanges and the block structure of D
                    140: *>     as determined by DSYTRF.
                    141: *> \endverbatim
                    142: *>
                    143: *> \param[in,out] S
                    144: *> \verbatim
1.7       bertrand  145: *>          S is DOUBLE PRECISION array, dimension (N)
1.5       bertrand  146: *>     The scale factors for A.  If EQUED = 'Y', A is multiplied on
                    147: *>     the left and right by diag(S).  S is an input argument if FACT =
                    148: *>     'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED
                    149: *>     = 'Y', each element of S must be positive.  If S is output, each
                    150: *>     element of S is a power of the radix. If S is input, each element
                    151: *>     of S should be a power of the radix to ensure a reliable solution
                    152: *>     and error estimates. Scaling by powers of the radix does not cause
                    153: *>     rounding errors unless the result underflows or overflows.
                    154: *>     Rounding errors during scaling lead to refining with a matrix that
                    155: *>     is not equivalent to the input matrix, producing error estimates
                    156: *>     that may not be reliable.
                    157: *> \endverbatim
                    158: *>
                    159: *> \param[in] B
                    160: *> \verbatim
                    161: *>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
                    162: *>     The right hand side matrix B.
                    163: *> \endverbatim
                    164: *>
                    165: *> \param[in] LDB
                    166: *> \verbatim
                    167: *>          LDB is INTEGER
                    168: *>     The leading dimension of the array B.  LDB >= max(1,N).
                    169: *> \endverbatim
                    170: *>
                    171: *> \param[in,out] X
                    172: *> \verbatim
                    173: *>          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
                    174: *>     On entry, the solution matrix X, as computed by DGETRS.
                    175: *>     On exit, the improved solution matrix X.
                    176: *> \endverbatim
                    177: *>
                    178: *> \param[in] LDX
                    179: *> \verbatim
                    180: *>          LDX is INTEGER
                    181: *>     The leading dimension of the array X.  LDX >= max(1,N).
                    182: *> \endverbatim
                    183: *>
                    184: *> \param[out] RCOND
                    185: *> \verbatim
                    186: *>          RCOND is DOUBLE PRECISION
                    187: *>     Reciprocal scaled condition number.  This is an estimate of the
                    188: *>     reciprocal Skeel condition number of the matrix A after
                    189: *>     equilibration (if done).  If this is less than the machine
                    190: *>     precision (in particular, if it is zero), the matrix is singular
                    191: *>     to working precision.  Note that the error may still be small even
                    192: *>     if this number is very small and the matrix appears ill-
                    193: *>     conditioned.
                    194: *> \endverbatim
                    195: *>
                    196: *> \param[out] BERR
                    197: *> \verbatim
                    198: *>          BERR is DOUBLE PRECISION array, dimension (NRHS)
                    199: *>     Componentwise relative backward error.  This is the
                    200: *>     componentwise relative backward error of each solution vector X(j)
                    201: *>     (i.e., the smallest relative change in any element of A or B that
                    202: *>     makes X(j) an exact solution).
                    203: *> \endverbatim
                    204: *>
                    205: *> \param[in] N_ERR_BNDS
                    206: *> \verbatim
                    207: *>          N_ERR_BNDS is INTEGER
                    208: *>     Number of error bounds to return for each right hand side
                    209: *>     and each type (normwise or componentwise).  See ERR_BNDS_NORM and
                    210: *>     ERR_BNDS_COMP below.
                    211: *> \endverbatim
                    212: *>
                    213: *> \param[out] ERR_BNDS_NORM
                    214: *> \verbatim
                    215: *>          ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
                    216: *>     For each right-hand side, this array contains information about
                    217: *>     various error bounds and condition numbers corresponding to the
                    218: *>     normwise relative error, which is defined as follows:
                    219: *>
                    220: *>     Normwise relative error in the ith solution vector:
                    221: *>             max_j (abs(XTRUE(j,i) - X(j,i)))
                    222: *>            ------------------------------
                    223: *>                  max_j abs(X(j,i))
                    224: *>
                    225: *>     The array is indexed by the type of error information as described
                    226: *>     below. There currently are up to three pieces of information
                    227: *>     returned.
                    228: *>
                    229: *>     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
                    230: *>     right-hand side.
                    231: *>
                    232: *>     The second index in ERR_BNDS_NORM(:,err) contains the following
                    233: *>     three fields:
                    234: *>     err = 1 "Trust/don't trust" boolean. Trust the answer if the
                    235: *>              reciprocal condition number is less than the threshold
                    236: *>              sqrt(n) * dlamch('Epsilon').
                    237: *>
                    238: *>     err = 2 "Guaranteed" error bound: The estimated forward error,
                    239: *>              almost certainly within a factor of 10 of the true error
                    240: *>              so long as the next entry is greater than the threshold
                    241: *>              sqrt(n) * dlamch('Epsilon'). This error bound should only
                    242: *>              be trusted if the previous boolean is true.
                    243: *>
                    244: *>     err = 3  Reciprocal condition number: Estimated normwise
                    245: *>              reciprocal condition number.  Compared with the threshold
                    246: *>              sqrt(n) * dlamch('Epsilon') to determine if the error
                    247: *>              estimate is "guaranteed". These reciprocal condition
                    248: *>              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                    249: *>              appropriately scaled matrix Z.
                    250: *>              Let Z = S*A, where S scales each row by a power of the
                    251: *>              radix so all absolute row sums of Z are approximately 1.
                    252: *>
                    253: *>     See Lapack Working Note 165 for further details and extra
                    254: *>     cautions.
                    255: *> \endverbatim
                    256: *>
                    257: *> \param[out] ERR_BNDS_COMP
                    258: *> \verbatim
                    259: *>          ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
                    260: *>     For each right-hand side, this array contains information about
                    261: *>     various error bounds and condition numbers corresponding to the
                    262: *>     componentwise relative error, which is defined as follows:
                    263: *>
                    264: *>     Componentwise relative error in the ith solution vector:
                    265: *>                    abs(XTRUE(j,i) - X(j,i))
                    266: *>             max_j ----------------------
                    267: *>                         abs(X(j,i))
                    268: *>
                    269: *>     The array is indexed by the right-hand side i (on which the
                    270: *>     componentwise relative error depends), and the type of error
                    271: *>     information as described below. There currently are up to three
                    272: *>     pieces of information returned for each right-hand side. If
                    273: *>     componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1.15    ! bertrand  274: *>     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS < 3, then at most
1.5       bertrand  275: *>     the first (:,N_ERR_BNDS) entries are returned.
                    276: *>
                    277: *>     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
                    278: *>     right-hand side.
                    279: *>
                    280: *>     The second index in ERR_BNDS_COMP(:,err) contains the following
                    281: *>     three fields:
                    282: *>     err = 1 "Trust/don't trust" boolean. Trust the answer if the
                    283: *>              reciprocal condition number is less than the threshold
                    284: *>              sqrt(n) * dlamch('Epsilon').
                    285: *>
                    286: *>     err = 2 "Guaranteed" error bound: The estimated forward error,
                    287: *>              almost certainly within a factor of 10 of the true error
                    288: *>              so long as the next entry is greater than the threshold
                    289: *>              sqrt(n) * dlamch('Epsilon'). This error bound should only
                    290: *>              be trusted if the previous boolean is true.
                    291: *>
                    292: *>     err = 3  Reciprocal condition number: Estimated componentwise
                    293: *>              reciprocal condition number.  Compared with the threshold
                    294: *>              sqrt(n) * dlamch('Epsilon') to determine if the error
                    295: *>              estimate is "guaranteed". These reciprocal condition
                    296: *>              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                    297: *>              appropriately scaled matrix Z.
                    298: *>              Let Z = S*(A*diag(x)), where x is the solution for the
                    299: *>              current right-hand side and S scales each row of
                    300: *>              A*diag(x) by a power of the radix so all absolute row
                    301: *>              sums of Z are approximately 1.
                    302: *>
                    303: *>     See Lapack Working Note 165 for further details and extra
                    304: *>     cautions.
                    305: *> \endverbatim
                    306: *>
                    307: *> \param[in] NPARAMS
                    308: *> \verbatim
                    309: *>          NPARAMS is INTEGER
1.15    ! bertrand  310: *>     Specifies the number of parameters set in PARAMS.  If <= 0, the
1.5       bertrand  311: *>     PARAMS array is never referenced and default values are used.
                    312: *> \endverbatim
                    313: *>
                    314: *> \param[in,out] PARAMS
                    315: *> \verbatim
1.7       bertrand  316: *>          PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
1.15    ! bertrand  317: *>     Specifies algorithm parameters.  If an entry is < 0.0, then
1.5       bertrand  318: *>     that entry will be filled with default value used for that
                    319: *>     parameter.  Only positions up to NPARAMS are accessed; defaults
                    320: *>     are used for higher-numbered parameters.
                    321: *>
                    322: *>       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
                    323: *>            refinement or not.
                    324: *>         Default: 1.0D+0
1.15    ! bertrand  325: *>            = 0.0:  No refinement is performed, and no error bounds are
1.5       bertrand  326: *>                    computed.
1.15    ! bertrand  327: *>            = 1.0:  Use the double-precision refinement algorithm,
1.5       bertrand  328: *>                    possibly with doubled-single computations if the
                    329: *>                    compilation environment does not support DOUBLE
                    330: *>                    PRECISION.
                    331: *>              (other values are reserved for future use)
                    332: *>
                    333: *>       PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
                    334: *>            computations allowed for refinement.
                    335: *>         Default: 10
                    336: *>         Aggressive: Set to 100 to permit convergence using approximate
                    337: *>                     factorizations or factorizations other than LU. If
                    338: *>                     the factorization uses a technique other than
                    339: *>                     Gaussian elimination, the guarantees in
                    340: *>                     err_bnds_norm and err_bnds_comp may no longer be
                    341: *>                     trustworthy.
                    342: *>
                    343: *>       PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
                    344: *>            will attempt to find a solution with small componentwise
                    345: *>            relative error in the double-precision algorithm.  Positive
                    346: *>            is true, 0.0 is false.
                    347: *>         Default: 1.0 (attempt componentwise convergence)
                    348: *> \endverbatim
                    349: *>
                    350: *> \param[out] WORK
                    351: *> \verbatim
                    352: *>          WORK is DOUBLE PRECISION array, dimension (4*N)
                    353: *> \endverbatim
                    354: *>
                    355: *> \param[out] IWORK
                    356: *> \verbatim
                    357: *>          IWORK is INTEGER array, dimension (N)
                    358: *> \endverbatim
                    359: *>
                    360: *> \param[out] INFO
                    361: *> \verbatim
                    362: *>          INFO is INTEGER
                    363: *>       = 0:  Successful exit. The solution to every right-hand side is
                    364: *>         guaranteed.
                    365: *>       < 0:  If INFO = -i, the i-th argument had an illegal value
                    366: *>       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization
                    367: *>         has been completed, but the factor U is exactly singular, so
                    368: *>         the solution and error bounds could not be computed. RCOND = 0
                    369: *>         is returned.
                    370: *>       = N+J: The solution corresponding to the Jth right-hand side is
                    371: *>         not guaranteed. The solutions corresponding to other right-
                    372: *>         hand sides K with K > J may not be guaranteed as well, but
                    373: *>         only the first such right-hand side is reported. If a small
                    374: *>         componentwise error is not requested (PARAMS(3) = 0.0) then
                    375: *>         the Jth right-hand side is the first with a normwise error
                    376: *>         bound that is not guaranteed (the smallest J such
                    377: *>         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
                    378: *>         the Jth right-hand side is the first with either a normwise or
                    379: *>         componentwise error bound that is not guaranteed (the smallest
                    380: *>         J such that either ERR_BNDS_NORM(J,1) = 0.0 or
                    381: *>         ERR_BNDS_COMP(J,1) = 0.0). See the definition of
                    382: *>         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
                    383: *>         about all of the right-hand sides check ERR_BNDS_NORM or
                    384: *>         ERR_BNDS_COMP.
                    385: *> \endverbatim
                    386: *
                    387: *  Authors:
                    388: *  ========
                    389: *
1.12      bertrand  390: *> \author Univ. of Tennessee
                    391: *> \author Univ. of California Berkeley
                    392: *> \author Univ. of Colorado Denver
                    393: *> \author NAG Ltd.
1.5       bertrand  394: *
1.7       bertrand  395: *> \date April 2012
1.5       bertrand  396: *
                    397: *> \ingroup doubleSYcomputational
                    398: *
                    399: *  =====================================================================
1.1       bertrand  400:       SUBROUTINE DSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
                    401:      $                    S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
                    402:      $                    ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
                    403:      $                    WORK, IWORK, INFO )
                    404: *
1.12      bertrand  405: *  -- LAPACK computational routine (version 3.7.0) --
1.5       bertrand  406: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    407: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.7       bertrand  408: *     April 2012
1.1       bertrand  409: *
                    410: *     .. Scalar Arguments ..
                    411:       CHARACTER          UPLO, EQUED
                    412:       INTEGER            INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
                    413:      $                   N_ERR_BNDS
                    414:       DOUBLE PRECISION   RCOND
                    415: *     ..
                    416: *     .. Array Arguments ..
                    417:       INTEGER            IPIV( * ), IWORK( * )
                    418:       DOUBLE PRECISION   A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
                    419:      $                   X( LDX, * ), WORK( * )
                    420:       DOUBLE PRECISION   S( * ), PARAMS( * ), BERR( * ),
                    421:      $                   ERR_BNDS_NORM( NRHS, * ),
                    422:      $                   ERR_BNDS_COMP( NRHS, * )
                    423: *     ..
                    424: *
1.5       bertrand  425: *  ==================================================================
1.1       bertrand  426: *
                    427: *     .. Parameters ..
                    428:       DOUBLE PRECISION   ZERO, ONE
                    429:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
                    430:       DOUBLE PRECISION   ITREF_DEFAULT, ITHRESH_DEFAULT
                    431:       DOUBLE PRECISION   COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
                    432:       DOUBLE PRECISION   DZTHRESH_DEFAULT
                    433:       PARAMETER          ( ITREF_DEFAULT = 1.0D+0 )
                    434:       PARAMETER          ( ITHRESH_DEFAULT = 10.0D+0 )
                    435:       PARAMETER          ( COMPONENTWISE_DEFAULT = 1.0D+0 )
                    436:       PARAMETER          ( RTHRESH_DEFAULT = 0.5D+0 )
                    437:       PARAMETER          ( DZTHRESH_DEFAULT = 0.25D+0 )
                    438:       INTEGER            LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
                    439:      $                   LA_LINRX_CWISE_I
                    440:       PARAMETER          ( LA_LINRX_ITREF_I = 1,
                    441:      $                   LA_LINRX_ITHRESH_I = 2 )
                    442:       PARAMETER          ( LA_LINRX_CWISE_I = 3 )
                    443:       INTEGER            LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
                    444:      $                   LA_LINRX_RCOND_I
                    445:       PARAMETER          ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
                    446:       PARAMETER          ( LA_LINRX_RCOND_I = 3 )
                    447: *     ..
                    448: *     .. Local Scalars ..
                    449:       CHARACTER(1)       NORM
                    450:       LOGICAL            RCEQU
                    451:       INTEGER            J, PREC_TYPE, REF_TYPE, N_NORMS
                    452:       DOUBLE PRECISION   ANORM, RCOND_TMP
                    453:       DOUBLE PRECISION   ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
                    454:       LOGICAL            IGNORE_CWISE
                    455:       INTEGER            ITHRESH
                    456:       DOUBLE PRECISION   RTHRESH, UNSTABLE_THRESH
                    457: *     ..
                    458: *     .. External Subroutines ..
                    459:       EXTERNAL           XERBLA, DSYCON, DLA_SYRFSX_EXTENDED
                    460: *     ..
                    461: *     .. Intrinsic Functions ..
                    462:       INTRINSIC          MAX, SQRT
                    463: *     ..
                    464: *     .. External Functions ..
1.12      bertrand  465:       EXTERNAL           LSAME, ILAPREC
1.1       bertrand  466:       EXTERNAL           DLAMCH, DLANSY, DLA_SYRCOND
                    467:       DOUBLE PRECISION   DLAMCH, DLANSY, DLA_SYRCOND
                    468:       LOGICAL            LSAME
1.12      bertrand  469:       INTEGER            ILAPREC
1.1       bertrand  470: *     ..
                    471: *     .. Executable Statements ..
                    472: *
                    473: *     Check the input parameters.
                    474: *
                    475:       INFO = 0
                    476:       REF_TYPE = INT( ITREF_DEFAULT )
                    477:       IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
                    478:          IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
                    479:             PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
                    480:          ELSE
                    481:             REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
                    482:          END IF
                    483:       END IF
                    484: *
                    485: *     Set default parameters.
                    486: *
                    487:       ILLRCOND_THRESH = DBLE( N )*DLAMCH( 'Epsilon' )
                    488:       ITHRESH = INT( ITHRESH_DEFAULT )
                    489:       RTHRESH = RTHRESH_DEFAULT
                    490:       UNSTABLE_THRESH = DZTHRESH_DEFAULT
                    491:       IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
                    492: *
                    493:       IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
                    494:          IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
                    495:             PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
                    496:          ELSE
                    497:             ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
                    498:          END IF
                    499:       END IF
                    500:       IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
                    501:          IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
                    502:             IF ( IGNORE_CWISE ) THEN
                    503:                PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
                    504:             ELSE
                    505:                PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
                    506:             END IF
                    507:          ELSE
                    508:             IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
                    509:          END IF
                    510:       END IF
                    511:       IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
                    512:          N_NORMS = 0
                    513:       ELSE IF ( IGNORE_CWISE ) THEN
                    514:          N_NORMS = 1
                    515:       ELSE
                    516:          N_NORMS = 2
                    517:       END IF
                    518: *
                    519:       RCEQU = LSAME( EQUED, 'Y' )
                    520: *
                    521: *     Test input parameters.
                    522: *
                    523:       IF ( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    524:         INFO = -1
                    525:       ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
                    526:         INFO = -2
                    527:       ELSE IF( N.LT.0 ) THEN
                    528:         INFO = -3
                    529:       ELSE IF( NRHS.LT.0 ) THEN
                    530:         INFO = -4
                    531:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    532:         INFO = -6
                    533:       ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
                    534:         INFO = -8
                    535:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
1.7       bertrand  536:         INFO = -12
1.1       bertrand  537:       ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
1.7       bertrand  538:         INFO = -14
1.1       bertrand  539:       END IF
                    540:       IF( INFO.NE.0 ) THEN
                    541:         CALL XERBLA( 'DSYRFSX', -INFO )
                    542:         RETURN
                    543:       END IF
                    544: *
                    545: *     Quick return if possible.
                    546: *
                    547:       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
                    548:          RCOND = 1.0D+0
                    549:          DO J = 1, NRHS
                    550:             BERR( J ) = 0.0D+0
                    551:             IF ( N_ERR_BNDS .GE. 1 ) THEN
                    552:                ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
                    553:                ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
                    554:             END IF
                    555:             IF ( N_ERR_BNDS .GE. 2 ) THEN
                    556:                ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
                    557:                ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
                    558:             END IF
                    559:             IF ( N_ERR_BNDS .GE. 3 ) THEN
                    560:                ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
                    561:                ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
                    562:             END IF
                    563:          END DO
                    564:          RETURN
                    565:       END IF
                    566: *
                    567: *     Default to failure.
                    568: *
                    569:       RCOND = 0.0D+0
                    570:       DO J = 1, NRHS
                    571:          BERR( J ) = 1.0D+0
                    572:          IF ( N_ERR_BNDS .GE. 1 ) THEN
                    573:             ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
                    574:             ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
                    575:          END IF
                    576:          IF ( N_ERR_BNDS .GE. 2 ) THEN
                    577:             ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
                    578:             ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
                    579:          END IF
                    580:          IF ( N_ERR_BNDS .GE. 3 ) THEN
                    581:             ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
                    582:             ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
                    583:          END IF
                    584:       END DO
                    585: *
                    586: *     Compute the norm of A and the reciprocal of the condition
                    587: *     number of A.
                    588: *
                    589:       NORM = 'I'
                    590:       ANORM = DLANSY( NORM, UPLO, N, A, LDA, WORK )
                    591:       CALL DSYCON( UPLO, N, AF, LDAF, IPIV, ANORM, RCOND, WORK,
                    592:      $     IWORK, INFO )
                    593: *
                    594: *     Perform refinement on each right-hand side
                    595: *
                    596:       IF ( REF_TYPE .NE. 0 ) THEN
                    597: 
                    598:          PREC_TYPE = ILAPREC( 'E' )
                    599: 
                    600:          CALL DLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO,  N,
                    601:      $        NRHS, A, LDA, AF, LDAF, IPIV, RCEQU, S, B,
                    602:      $        LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
                    603:      $        WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ), WORK( 1 ), RCOND,
                    604:      $        ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
                    605:      $        INFO )
                    606:       END IF
                    607: 
                    608:       ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) )*DLAMCH( 'Epsilon' )
                    609:       IF (N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1) THEN
                    610: *
                    611: *     Compute scaled normwise condition number cond(A*C).
                    612: *
                    613:          IF ( RCEQU ) THEN
                    614:             RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
                    615:      $           -1, S, INFO, WORK, IWORK )
                    616:          ELSE
                    617:             RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
                    618:      $           0, S, INFO, WORK, IWORK )
                    619:          END IF
                    620:          DO J = 1, NRHS
                    621: *
                    622: *     Cap the error at 1.0.
                    623: *
                    624:             IF (N_ERR_BNDS .GE. LA_LINRX_ERR_I
                    625:      $           .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0)
                    626:      $           ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
                    627: *
                    628: *     Threshold the error (see LAWN).
                    629: *
                    630:             IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
                    631:                ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
                    632:                ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
                    633:                IF ( INFO .LE. N ) INFO = N + J
                    634:             ELSE IF (ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND)
                    635:      $              THEN
                    636:                ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
                    637:                ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
                    638:             END IF
                    639: *
                    640: *     Save the condition number.
                    641: *
                    642:             IF (N_ERR_BNDS .GE. LA_LINRX_RCOND_I) THEN
                    643:                ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
                    644:             END IF
                    645:          END DO
                    646:       END IF
                    647: 
                    648:       IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
                    649: *
                    650: *     Compute componentwise condition number cond(A*diag(Y(:,J))) for
                    651: *     each right-hand side using the current solution as an estimate of
                    652: *     the true solution.  If the componentwise error estimate is too
                    653: *     large, then the solution is a lousy estimate of truth and the
                    654: *     estimated RCOND may be too optimistic.  To avoid misleading users,
                    655: *     the inverse condition number is set to 0.0 when the estimated
                    656: *     cwise error is at least CWISE_WRONG.
                    657: *
                    658:          CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
                    659:          DO J = 1, NRHS
                    660:             IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
                    661:      $     THEN
                    662:                RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
                    663:      $              1, X(1,J), INFO, WORK, IWORK )
                    664:             ELSE
                    665:                RCOND_TMP = 0.0D+0
                    666:             END IF
                    667: *
                    668: *     Cap the error at 1.0.
                    669: *
                    670:             IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
                    671:      $           .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
                    672:      $           ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
                    673: *
                    674: *     Threshold the error (see LAWN).
                    675: *
                    676:             IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
                    677:                ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
                    678:                ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
1.7       bertrand  679:                IF ( .NOT. IGNORE_CWISE
1.1       bertrand  680:      $              .AND. INFO.LT.N + J ) INFO = N + J
                    681:             ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
                    682:      $              .LT. ERR_LBND ) THEN
                    683:                ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
                    684:                ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
                    685:             END IF
                    686: *
                    687: *     Save the condition number.
                    688: *
                    689:             IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
                    690:                ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
                    691:             END IF
                    692: 
                    693:          END DO
                    694:       END IF
                    695: *
                    696:       RETURN
                    697: *
                    698: *     End of DSYRFSX
                    699: *
                    700:       END

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