Annotation of rpl/lapack/lapack/dsyrfsx.f, revision 1.2
1.1 bertrand 1: SUBROUTINE DSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
2: $ S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
3: $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
4: $ WORK, IWORK, INFO )
5: *
6: * -- LAPACK routine (version 3.2.2) --
7: * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
8: * -- Jason Riedy of Univ. of California Berkeley. --
9: * -- June 2010 --
10: *
11: * -- LAPACK is a software package provided by Univ. of Tennessee, --
12: * -- Univ. of California Berkeley and NAG Ltd. --
13: *
14: IMPLICIT NONE
15: * ..
16: * .. Scalar Arguments ..
17: CHARACTER UPLO, EQUED
18: INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
19: $ N_ERR_BNDS
20: DOUBLE PRECISION RCOND
21: * ..
22: * .. Array Arguments ..
23: INTEGER IPIV( * ), IWORK( * )
24: DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
25: $ X( LDX, * ), WORK( * )
26: DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
27: $ ERR_BNDS_NORM( NRHS, * ),
28: $ ERR_BNDS_COMP( NRHS, * )
29: * ..
30: *
31: * Purpose
32: * =======
33: *
34: * DSYRFSX improves the computed solution to a system of linear
35: * equations when the coefficient matrix is symmetric indefinite, and
36: * provides error bounds and backward error estimates for the
37: * solution. In addition to normwise error bound, the code provides
38: * maximum componentwise error bound if possible. See comments for
39: * ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
40: *
41: * The original system of linear equations may have been equilibrated
42: * before calling this routine, as described by arguments EQUED and S
43: * below. In this case, the solution and error bounds returned are
44: * for the original unequilibrated system.
45: *
46: * Arguments
47: * =========
48: *
49: * Some optional parameters are bundled in the PARAMS array. These
50: * settings determine how refinement is performed, but often the
51: * defaults are acceptable. If the defaults are acceptable, users
52: * can pass NPARAMS = 0 which prevents the source code from accessing
53: * the PARAMS argument.
54: *
55: * UPLO (input) CHARACTER*1
56: * = 'U': Upper triangle of A is stored;
57: * = 'L': Lower triangle of A is stored.
58: *
59: * EQUED (input) CHARACTER*1
60: * Specifies the form of equilibration that was done to A
61: * before calling this routine. This is needed to compute
62: * the solution and error bounds correctly.
63: * = 'N': No equilibration
64: * = 'Y': Both row and column equilibration, i.e., A has been
65: * replaced by diag(S) * A * diag(S).
66: * The right hand side B has been changed accordingly.
67: *
68: * N (input) INTEGER
69: * The order of the matrix A. N >= 0.
70: *
71: * NRHS (input) INTEGER
72: * The number of right hand sides, i.e., the number of columns
73: * of the matrices B and X. NRHS >= 0.
74: *
75: * A (input) DOUBLE PRECISION array, dimension (LDA,N)
76: * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
77: * upper triangular part of A contains the upper triangular
78: * part of the matrix A, and the strictly lower triangular
79: * part of A is not referenced. If UPLO = 'L', the leading
80: * N-by-N lower triangular part of A contains the lower
81: * triangular part of the matrix A, and the strictly upper
82: * triangular part of A is not referenced.
83: *
84: * LDA (input) INTEGER
85: * The leading dimension of the array A. LDA >= max(1,N).
86: *
87: * AF (input) DOUBLE PRECISION array, dimension (LDAF,N)
88: * The factored form of the matrix A. AF contains the block
89: * diagonal matrix D and the multipliers used to obtain the
90: * factor U or L from the factorization A = U*D*U**T or A =
91: * L*D*L**T as computed by DSYTRF.
92: *
93: * LDAF (input) INTEGER
94: * The leading dimension of the array AF. LDAF >= max(1,N).
95: *
96: * IPIV (input) INTEGER array, dimension (N)
97: * Details of the interchanges and the block structure of D
98: * as determined by DSYTRF.
99: *
100: * S (input or output) DOUBLE PRECISION array, dimension (N)
101: * The scale factors for A. If EQUED = 'Y', A is multiplied on
102: * the left and right by diag(S). S is an input argument if FACT =
103: * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
104: * = 'Y', each element of S must be positive. If S is output, each
105: * element of S is a power of the radix. If S is input, each element
106: * of S should be a power of the radix to ensure a reliable solution
107: * and error estimates. Scaling by powers of the radix does not cause
108: * rounding errors unless the result underflows or overflows.
109: * Rounding errors during scaling lead to refining with a matrix that
110: * is not equivalent to the input matrix, producing error estimates
111: * that may not be reliable.
112: *
113: * B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
114: * The right hand side matrix B.
115: *
116: * LDB (input) INTEGER
117: * The leading dimension of the array B. LDB >= max(1,N).
118: *
119: * X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
120: * On entry, the solution matrix X, as computed by DGETRS.
121: * On exit, the improved solution matrix X.
122: *
123: * LDX (input) INTEGER
124: * The leading dimension of the array X. LDX >= max(1,N).
125: *
126: * RCOND (output) DOUBLE PRECISION
127: * Reciprocal scaled condition number. This is an estimate of the
128: * reciprocal Skeel condition number of the matrix A after
129: * equilibration (if done). If this is less than the machine
130: * precision (in particular, if it is zero), the matrix is singular
131: * to working precision. Note that the error may still be small even
132: * if this number is very small and the matrix appears ill-
133: * conditioned.
134: *
135: * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
136: * Componentwise relative backward error. This is the
137: * componentwise relative backward error of each solution vector X(j)
138: * (i.e., the smallest relative change in any element of A or B that
139: * makes X(j) an exact solution).
140: *
141: * N_ERR_BNDS (input) INTEGER
142: * Number of error bounds to return for each right hand side
143: * and each type (normwise or componentwise). See ERR_BNDS_NORM and
144: * ERR_BNDS_COMP below.
145: *
146: * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
147: * For each right-hand side, this array contains information about
148: * various error bounds and condition numbers corresponding to the
149: * normwise relative error, which is defined as follows:
150: *
151: * Normwise relative error in the ith solution vector:
152: * max_j (abs(XTRUE(j,i) - X(j,i)))
153: * ------------------------------
154: * max_j abs(X(j,i))
155: *
156: * The array is indexed by the type of error information as described
157: * below. There currently are up to three pieces of information
158: * returned.
159: *
160: * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
161: * right-hand side.
162: *
163: * The second index in ERR_BNDS_NORM(:,err) contains the following
164: * three fields:
165: * err = 1 "Trust/don't trust" boolean. Trust the answer if the
166: * reciprocal condition number is less than the threshold
167: * sqrt(n) * dlamch('Epsilon').
168: *
169: * err = 2 "Guaranteed" error bound: The estimated forward error,
170: * almost certainly within a factor of 10 of the true error
171: * so long as the next entry is greater than the threshold
172: * sqrt(n) * dlamch('Epsilon'). This error bound should only
173: * be trusted if the previous boolean is true.
174: *
175: * err = 3 Reciprocal condition number: Estimated normwise
176: * reciprocal condition number. Compared with the threshold
177: * sqrt(n) * dlamch('Epsilon') to determine if the error
178: * estimate is "guaranteed". These reciprocal condition
179: * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
180: * appropriately scaled matrix Z.
181: * Let Z = S*A, where S scales each row by a power of the
182: * radix so all absolute row sums of Z are approximately 1.
183: *
184: * See Lapack Working Note 165 for further details and extra
185: * cautions.
186: *
187: * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
188: * For each right-hand side, this array contains information about
189: * various error bounds and condition numbers corresponding to the
190: * componentwise relative error, which is defined as follows:
191: *
192: * Componentwise relative error in the ith solution vector:
193: * abs(XTRUE(j,i) - X(j,i))
194: * max_j ----------------------
195: * abs(X(j,i))
196: *
197: * The array is indexed by the right-hand side i (on which the
198: * componentwise relative error depends), and the type of error
199: * information as described below. There currently are up to three
200: * pieces of information returned for each right-hand side. If
201: * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
202: * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
203: * the first (:,N_ERR_BNDS) entries are returned.
204: *
205: * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
206: * right-hand side.
207: *
208: * The second index in ERR_BNDS_COMP(:,err) contains the following
209: * three fields:
210: * err = 1 "Trust/don't trust" boolean. Trust the answer if the
211: * reciprocal condition number is less than the threshold
212: * sqrt(n) * dlamch('Epsilon').
213: *
214: * err = 2 "Guaranteed" error bound: The estimated forward error,
215: * almost certainly within a factor of 10 of the true error
216: * so long as the next entry is greater than the threshold
217: * sqrt(n) * dlamch('Epsilon'). This error bound should only
218: * be trusted if the previous boolean is true.
219: *
220: * err = 3 Reciprocal condition number: Estimated componentwise
221: * reciprocal condition number. Compared with the threshold
222: * sqrt(n) * dlamch('Epsilon') to determine if the error
223: * estimate is "guaranteed". These reciprocal condition
224: * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
225: * appropriately scaled matrix Z.
226: * Let Z = S*(A*diag(x)), where x is the solution for the
227: * current right-hand side and S scales each row of
228: * A*diag(x) by a power of the radix so all absolute row
229: * sums of Z are approximately 1.
230: *
231: * See Lapack Working Note 165 for further details and extra
232: * cautions.
233: *
234: * NPARAMS (input) INTEGER
235: * Specifies the number of parameters set in PARAMS. If .LE. 0, the
236: * PARAMS array is never referenced and default values are used.
237: *
238: * PARAMS (input / output) DOUBLE PRECISION array, dimension (NPARAMS)
239: * Specifies algorithm parameters. If an entry is .LT. 0.0, then
240: * that entry will be filled with default value used for that
241: * parameter. Only positions up to NPARAMS are accessed; defaults
242: * are used for higher-numbered parameters.
243: *
244: * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
245: * refinement or not.
246: * Default: 1.0D+0
247: * = 0.0 : No refinement is performed, and no error bounds are
248: * computed.
249: * = 1.0 : Use the double-precision refinement algorithm,
250: * possibly with doubled-single computations if the
251: * compilation environment does not support DOUBLE
252: * PRECISION.
253: * (other values are reserved for future use)
254: *
255: * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
256: * computations allowed for refinement.
257: * Default: 10
258: * Aggressive: Set to 100 to permit convergence using approximate
259: * factorizations or factorizations other than LU. If
260: * the factorization uses a technique other than
261: * Gaussian elimination, the guarantees in
262: * err_bnds_norm and err_bnds_comp may no longer be
263: * trustworthy.
264: *
265: * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
266: * will attempt to find a solution with small componentwise
267: * relative error in the double-precision algorithm. Positive
268: * is true, 0.0 is false.
269: * Default: 1.0 (attempt componentwise convergence)
270: *
271: * WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
272: *
273: * IWORK (workspace) INTEGER array, dimension (N)
274: *
275: * INFO (output) INTEGER
276: * = 0: Successful exit. The solution to every right-hand side is
277: * guaranteed.
278: * < 0: If INFO = -i, the i-th argument had an illegal value
279: * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
280: * has been completed, but the factor U is exactly singular, so
281: * the solution and error bounds could not be computed. RCOND = 0
282: * is returned.
283: * = N+J: The solution corresponding to the Jth right-hand side is
284: * not guaranteed. The solutions corresponding to other right-
285: * hand sides K with K > J may not be guaranteed as well, but
286: * only the first such right-hand side is reported. If a small
287: * componentwise error is not requested (PARAMS(3) = 0.0) then
288: * the Jth right-hand side is the first with a normwise error
289: * bound that is not guaranteed (the smallest J such
290: * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
291: * the Jth right-hand side is the first with either a normwise or
292: * componentwise error bound that is not guaranteed (the smallest
293: * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
294: * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
295: * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
296: * about all of the right-hand sides check ERR_BNDS_NORM or
297: * ERR_BNDS_COMP.
298: *
299: * ==================================================================
300: *
301: * .. Parameters ..
302: DOUBLE PRECISION ZERO, ONE
303: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
304: DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
305: DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
306: DOUBLE PRECISION DZTHRESH_DEFAULT
307: PARAMETER ( ITREF_DEFAULT = 1.0D+0 )
308: PARAMETER ( ITHRESH_DEFAULT = 10.0D+0 )
309: PARAMETER ( COMPONENTWISE_DEFAULT = 1.0D+0 )
310: PARAMETER ( RTHRESH_DEFAULT = 0.5D+0 )
311: PARAMETER ( DZTHRESH_DEFAULT = 0.25D+0 )
312: INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
313: $ LA_LINRX_CWISE_I
314: PARAMETER ( LA_LINRX_ITREF_I = 1,
315: $ LA_LINRX_ITHRESH_I = 2 )
316: PARAMETER ( LA_LINRX_CWISE_I = 3 )
317: INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
318: $ LA_LINRX_RCOND_I
319: PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
320: PARAMETER ( LA_LINRX_RCOND_I = 3 )
321: * ..
322: * .. Local Scalars ..
323: CHARACTER(1) NORM
324: LOGICAL RCEQU
325: INTEGER J, PREC_TYPE, REF_TYPE, N_NORMS
326: DOUBLE PRECISION ANORM, RCOND_TMP
327: DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
328: LOGICAL IGNORE_CWISE
329: INTEGER ITHRESH
330: DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
331: * ..
332: * .. External Subroutines ..
333: EXTERNAL XERBLA, DSYCON, DLA_SYRFSX_EXTENDED
334: * ..
335: * .. Intrinsic Functions ..
336: INTRINSIC MAX, SQRT
337: * ..
338: * .. External Functions ..
339: EXTERNAL LSAME, BLAS_FPINFO_X, ILATRANS, ILAPREC
340: EXTERNAL DLAMCH, DLANSY, DLA_SYRCOND
341: DOUBLE PRECISION DLAMCH, DLANSY, DLA_SYRCOND
342: LOGICAL LSAME
343: INTEGER BLAS_FPINFO_X
344: INTEGER ILATRANS, ILAPREC
345: * ..
346: * .. Executable Statements ..
347: *
348: * Check the input parameters.
349: *
350: INFO = 0
351: REF_TYPE = INT( ITREF_DEFAULT )
352: IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
353: IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
354: PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
355: ELSE
356: REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
357: END IF
358: END IF
359: *
360: * Set default parameters.
361: *
362: ILLRCOND_THRESH = DBLE( N )*DLAMCH( 'Epsilon' )
363: ITHRESH = INT( ITHRESH_DEFAULT )
364: RTHRESH = RTHRESH_DEFAULT
365: UNSTABLE_THRESH = DZTHRESH_DEFAULT
366: IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
367: *
368: IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
369: IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
370: PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
371: ELSE
372: ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
373: END IF
374: END IF
375: IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
376: IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
377: IF ( IGNORE_CWISE ) THEN
378: PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
379: ELSE
380: PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
381: END IF
382: ELSE
383: IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
384: END IF
385: END IF
386: IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
387: N_NORMS = 0
388: ELSE IF ( IGNORE_CWISE ) THEN
389: N_NORMS = 1
390: ELSE
391: N_NORMS = 2
392: END IF
393: *
394: RCEQU = LSAME( EQUED, 'Y' )
395: *
396: * Test input parameters.
397: *
398: IF ( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
399: INFO = -1
400: ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
401: INFO = -2
402: ELSE IF( N.LT.0 ) THEN
403: INFO = -3
404: ELSE IF( NRHS.LT.0 ) THEN
405: INFO = -4
406: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
407: INFO = -6
408: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
409: INFO = -8
410: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
411: INFO = -11
412: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
413: INFO = -13
414: END IF
415: IF( INFO.NE.0 ) THEN
416: CALL XERBLA( 'DSYRFSX', -INFO )
417: RETURN
418: END IF
419: *
420: * Quick return if possible.
421: *
422: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
423: RCOND = 1.0D+0
424: DO J = 1, NRHS
425: BERR( J ) = 0.0D+0
426: IF ( N_ERR_BNDS .GE. 1 ) THEN
427: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
428: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
429: END IF
430: IF ( N_ERR_BNDS .GE. 2 ) THEN
431: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
432: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
433: END IF
434: IF ( N_ERR_BNDS .GE. 3 ) THEN
435: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
436: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
437: END IF
438: END DO
439: RETURN
440: END IF
441: *
442: * Default to failure.
443: *
444: RCOND = 0.0D+0
445: DO J = 1, NRHS
446: BERR( J ) = 1.0D+0
447: IF ( N_ERR_BNDS .GE. 1 ) THEN
448: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
449: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
450: END IF
451: IF ( N_ERR_BNDS .GE. 2 ) THEN
452: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
453: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
454: END IF
455: IF ( N_ERR_BNDS .GE. 3 ) THEN
456: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
457: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
458: END IF
459: END DO
460: *
461: * Compute the norm of A and the reciprocal of the condition
462: * number of A.
463: *
464: NORM = 'I'
465: ANORM = DLANSY( NORM, UPLO, N, A, LDA, WORK )
466: CALL DSYCON( UPLO, N, AF, LDAF, IPIV, ANORM, RCOND, WORK,
467: $ IWORK, INFO )
468: *
469: * Perform refinement on each right-hand side
470: *
471: IF ( REF_TYPE .NE. 0 ) THEN
472:
473: PREC_TYPE = ILAPREC( 'E' )
474:
475: CALL DLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N,
476: $ NRHS, A, LDA, AF, LDAF, IPIV, RCEQU, S, B,
477: $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
478: $ WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ), WORK( 1 ), RCOND,
479: $ ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
480: $ INFO )
481: END IF
482:
483: ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) )*DLAMCH( 'Epsilon' )
484: IF (N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1) THEN
485: *
486: * Compute scaled normwise condition number cond(A*C).
487: *
488: IF ( RCEQU ) THEN
489: RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
490: $ -1, S, INFO, WORK, IWORK )
491: ELSE
492: RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
493: $ 0, S, INFO, WORK, IWORK )
494: END IF
495: DO J = 1, NRHS
496: *
497: * Cap the error at 1.0.
498: *
499: IF (N_ERR_BNDS .GE. LA_LINRX_ERR_I
500: $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0)
501: $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
502: *
503: * Threshold the error (see LAWN).
504: *
505: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
506: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
507: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
508: IF ( INFO .LE. N ) INFO = N + J
509: ELSE IF (ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND)
510: $ THEN
511: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
512: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
513: END IF
514: *
515: * Save the condition number.
516: *
517: IF (N_ERR_BNDS .GE. LA_LINRX_RCOND_I) THEN
518: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
519: END IF
520: END DO
521: END IF
522:
523: IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
524: *
525: * Compute componentwise condition number cond(A*diag(Y(:,J))) for
526: * each right-hand side using the current solution as an estimate of
527: * the true solution. If the componentwise error estimate is too
528: * large, then the solution is a lousy estimate of truth and the
529: * estimated RCOND may be too optimistic. To avoid misleading users,
530: * the inverse condition number is set to 0.0 when the estimated
531: * cwise error is at least CWISE_WRONG.
532: *
533: CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
534: DO J = 1, NRHS
535: IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
536: $ THEN
537: RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
538: $ 1, X(1,J), INFO, WORK, IWORK )
539: ELSE
540: RCOND_TMP = 0.0D+0
541: END IF
542: *
543: * Cap the error at 1.0.
544: *
545: IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
546: $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
547: $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
548: *
549: * Threshold the error (see LAWN).
550: *
551: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
552: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
553: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
554: IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0D+0
555: $ .AND. INFO.LT.N + J ) INFO = N + J
556: ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
557: $ .LT. ERR_LBND ) THEN
558: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
559: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
560: END IF
561: *
562: * Save the condition number.
563: *
564: IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
565: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
566: END IF
567:
568: END DO
569: END IF
570: *
571: RETURN
572: *
573: * End of DSYRFSX
574: *
575: END
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