Annotation of rpl/lapack/lapack/dsyrfsx.f, revision 1.6
1.5 bertrand 1: *> \brief \b DSYRFSX
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
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">
15: *> [TXT]</a>
16: *> \endhtmlonly
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 )
25: *
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: * ..
40: *
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
145: *> S is or output) DOUBLE PRECISION array, dimension (N)
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
274: *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
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
310: *> Specifies the number of parameters set in PARAMS. If .LE. 0, the
311: *> PARAMS array is never referenced and default values are used.
312: *> \endverbatim
313: *>
314: *> \param[in,out] PARAMS
315: *> \verbatim
316: *> PARAMS is / output) DOUBLE PRECISION array, dimension (NPARAMS)
317: *> Specifies algorithm parameters. If an entry is .LT. 0.0, then
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
325: *> = 0.0 : No refinement is performed, and no error bounds are
326: *> computed.
327: *> = 1.0 : Use the double-precision refinement algorithm,
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: *
390: *> \author Univ. of Tennessee
391: *> \author Univ. of California Berkeley
392: *> \author Univ. of Colorado Denver
393: *> \author NAG Ltd.
394: *
395: *> \date November 2011
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: *
1.5 bertrand 405: * -- LAPACK computational routine (version 3.4.0) --
406: * -- LAPACK is a software package provided by Univ. of Tennessee, --
407: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
408: * November 2011
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 ..
465: EXTERNAL LSAME, BLAS_FPINFO_X, ILATRANS, ILAPREC
466: EXTERNAL DLAMCH, DLANSY, DLA_SYRCOND
467: DOUBLE PRECISION DLAMCH, DLANSY, DLA_SYRCOND
468: LOGICAL LSAME
469: INTEGER BLAS_FPINFO_X
470: INTEGER ILATRANS, ILAPREC
471: * ..
472: * .. Executable Statements ..
473: *
474: * Check the input parameters.
475: *
476: INFO = 0
477: REF_TYPE = INT( ITREF_DEFAULT )
478: IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
479: IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
480: PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
481: ELSE
482: REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
483: END IF
484: END IF
485: *
486: * Set default parameters.
487: *
488: ILLRCOND_THRESH = DBLE( N )*DLAMCH( 'Epsilon' )
489: ITHRESH = INT( ITHRESH_DEFAULT )
490: RTHRESH = RTHRESH_DEFAULT
491: UNSTABLE_THRESH = DZTHRESH_DEFAULT
492: IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
493: *
494: IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
495: IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
496: PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
497: ELSE
498: ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
499: END IF
500: END IF
501: IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
502: IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
503: IF ( IGNORE_CWISE ) THEN
504: PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
505: ELSE
506: PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
507: END IF
508: ELSE
509: IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
510: END IF
511: END IF
512: IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
513: N_NORMS = 0
514: ELSE IF ( IGNORE_CWISE ) THEN
515: N_NORMS = 1
516: ELSE
517: N_NORMS = 2
518: END IF
519: *
520: RCEQU = LSAME( EQUED, 'Y' )
521: *
522: * Test input parameters.
523: *
524: IF ( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
525: INFO = -1
526: ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
527: INFO = -2
528: ELSE IF( N.LT.0 ) THEN
529: INFO = -3
530: ELSE IF( NRHS.LT.0 ) THEN
531: INFO = -4
532: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
533: INFO = -6
534: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
535: INFO = -8
536: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
537: INFO = -11
538: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
539: INFO = -13
540: END IF
541: IF( INFO.NE.0 ) THEN
542: CALL XERBLA( 'DSYRFSX', -INFO )
543: RETURN
544: END IF
545: *
546: * Quick return if possible.
547: *
548: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
549: RCOND = 1.0D+0
550: DO J = 1, NRHS
551: BERR( J ) = 0.0D+0
552: IF ( N_ERR_BNDS .GE. 1 ) THEN
553: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
554: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
555: END IF
556: IF ( N_ERR_BNDS .GE. 2 ) THEN
557: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
558: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
559: END IF
560: IF ( N_ERR_BNDS .GE. 3 ) THEN
561: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
562: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
563: END IF
564: END DO
565: RETURN
566: END IF
567: *
568: * Default to failure.
569: *
570: RCOND = 0.0D+0
571: DO J = 1, NRHS
572: BERR( J ) = 1.0D+0
573: IF ( N_ERR_BNDS .GE. 1 ) THEN
574: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
575: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
576: END IF
577: IF ( N_ERR_BNDS .GE. 2 ) THEN
578: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
579: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
580: END IF
581: IF ( N_ERR_BNDS .GE. 3 ) THEN
582: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
583: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
584: END IF
585: END DO
586: *
587: * Compute the norm of A and the reciprocal of the condition
588: * number of A.
589: *
590: NORM = 'I'
591: ANORM = DLANSY( NORM, UPLO, N, A, LDA, WORK )
592: CALL DSYCON( UPLO, N, AF, LDAF, IPIV, ANORM, RCOND, WORK,
593: $ IWORK, INFO )
594: *
595: * Perform refinement on each right-hand side
596: *
597: IF ( REF_TYPE .NE. 0 ) THEN
598:
599: PREC_TYPE = ILAPREC( 'E' )
600:
601: CALL DLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N,
602: $ NRHS, A, LDA, AF, LDAF, IPIV, RCEQU, S, B,
603: $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
604: $ WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ), WORK( 1 ), RCOND,
605: $ ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
606: $ INFO )
607: END IF
608:
609: ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) )*DLAMCH( 'Epsilon' )
610: IF (N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1) THEN
611: *
612: * Compute scaled normwise condition number cond(A*C).
613: *
614: IF ( RCEQU ) THEN
615: RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
616: $ -1, S, INFO, WORK, IWORK )
617: ELSE
618: RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
619: $ 0, S, INFO, WORK, IWORK )
620: END IF
621: DO J = 1, NRHS
622: *
623: * Cap the error at 1.0.
624: *
625: IF (N_ERR_BNDS .GE. LA_LINRX_ERR_I
626: $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0)
627: $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
628: *
629: * Threshold the error (see LAWN).
630: *
631: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
632: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
633: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
634: IF ( INFO .LE. N ) INFO = N + J
635: ELSE IF (ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND)
636: $ THEN
637: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
638: ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
639: END IF
640: *
641: * Save the condition number.
642: *
643: IF (N_ERR_BNDS .GE. LA_LINRX_RCOND_I) THEN
644: ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
645: END IF
646: END DO
647: END IF
648:
649: IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
650: *
651: * Compute componentwise condition number cond(A*diag(Y(:,J))) for
652: * each right-hand side using the current solution as an estimate of
653: * the true solution. If the componentwise error estimate is too
654: * large, then the solution is a lousy estimate of truth and the
655: * estimated RCOND may be too optimistic. To avoid misleading users,
656: * the inverse condition number is set to 0.0 when the estimated
657: * cwise error is at least CWISE_WRONG.
658: *
659: CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
660: DO J = 1, NRHS
661: IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
662: $ THEN
663: RCOND_TMP = DLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV,
664: $ 1, X(1,J), INFO, WORK, IWORK )
665: ELSE
666: RCOND_TMP = 0.0D+0
667: END IF
668: *
669: * Cap the error at 1.0.
670: *
671: IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
672: $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
673: $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
674: *
675: * Threshold the error (see LAWN).
676: *
677: IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
678: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
679: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
680: IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0D+0
681: $ .AND. INFO.LT.N + J ) INFO = N + J
682: ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
683: $ .LT. ERR_LBND ) THEN
684: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
685: ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
686: END IF
687: *
688: * Save the condition number.
689: *
690: IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
691: ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
692: END IF
693:
694: END DO
695: END IF
696: *
697: RETURN
698: *
699: * End of DSYRFSX
700: *
701: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to dsyrfsx.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack