Annotation of rpl/lapack/lapack/zgerfs.f, revision 1.17
1.8 bertrand 1: *> \brief \b ZGERFS
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.14 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.14 bertrand 9: *> Download ZGERFS + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgerfs.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgerfs.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgerfs.f">
1.8 bertrand 15: *> [TXT]</a>
1.14 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
22: * X, LDX, FERR, BERR, WORK, RWORK, INFO )
1.14 bertrand 23: *
1.8 bertrand 24: * .. Scalar Arguments ..
25: * CHARACTER TRANS
26: * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
27: * ..
28: * .. Array Arguments ..
29: * INTEGER IPIV( * )
30: * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
31: * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
32: * $ WORK( * ), X( LDX, * )
33: * ..
1.14 bertrand 34: *
1.8 bertrand 35: *
36: *> \par Purpose:
37: * =============
38: *>
39: *> \verbatim
40: *>
41: *> ZGERFS improves the computed solution to a system of linear
42: *> equations and provides error bounds and backward error estimates for
43: *> the solution.
44: *> \endverbatim
45: *
46: * Arguments:
47: * ==========
48: *
49: *> \param[in] TRANS
50: *> \verbatim
51: *> TRANS is CHARACTER*1
52: *> Specifies the form of the system of equations:
53: *> = 'N': A * X = B (No transpose)
54: *> = 'T': A**T * X = B (Transpose)
55: *> = 'C': A**H * X = B (Conjugate transpose)
56: *> \endverbatim
57: *>
58: *> \param[in] N
59: *> \verbatim
60: *> N is INTEGER
61: *> The order of the matrix A. N >= 0.
62: *> \endverbatim
63: *>
64: *> \param[in] NRHS
65: *> \verbatim
66: *> NRHS is INTEGER
67: *> The number of right hand sides, i.e., the number of columns
68: *> of the matrices B and X. NRHS >= 0.
69: *> \endverbatim
70: *>
71: *> \param[in] A
72: *> \verbatim
73: *> A is COMPLEX*16 array, dimension (LDA,N)
74: *> The original N-by-N matrix A.
75: *> \endverbatim
76: *>
77: *> \param[in] LDA
78: *> \verbatim
79: *> LDA is INTEGER
80: *> The leading dimension of the array A. LDA >= max(1,N).
81: *> \endverbatim
82: *>
83: *> \param[in] AF
84: *> \verbatim
85: *> AF is COMPLEX*16 array, dimension (LDAF,N)
86: *> The factors L and U from the factorization A = P*L*U
87: *> as computed by ZGETRF.
88: *> \endverbatim
89: *>
90: *> \param[in] LDAF
91: *> \verbatim
92: *> LDAF is INTEGER
93: *> The leading dimension of the array AF. LDAF >= max(1,N).
94: *> \endverbatim
95: *>
96: *> \param[in] IPIV
97: *> \verbatim
98: *> IPIV is INTEGER array, dimension (N)
99: *> The pivot indices from ZGETRF; for 1<=i<=N, row i of the
100: *> matrix was interchanged with row IPIV(i).
101: *> \endverbatim
102: *>
103: *> \param[in] B
104: *> \verbatim
105: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
106: *> The right hand side matrix B.
107: *> \endverbatim
108: *>
109: *> \param[in] LDB
110: *> \verbatim
111: *> LDB is INTEGER
112: *> The leading dimension of the array B. LDB >= max(1,N).
113: *> \endverbatim
114: *>
115: *> \param[in,out] X
116: *> \verbatim
117: *> X is COMPLEX*16 array, dimension (LDX,NRHS)
118: *> On entry, the solution matrix X, as computed by ZGETRS.
119: *> On exit, the improved solution matrix X.
120: *> \endverbatim
121: *>
122: *> \param[in] LDX
123: *> \verbatim
124: *> LDX is INTEGER
125: *> The leading dimension of the array X. LDX >= max(1,N).
126: *> \endverbatim
127: *>
128: *> \param[out] FERR
129: *> \verbatim
130: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
131: *> The estimated forward error bound for each solution vector
132: *> X(j) (the j-th column of the solution matrix X).
133: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
134: *> is an estimated upper bound for the magnitude of the largest
135: *> element in (X(j) - XTRUE) divided by the magnitude of the
136: *> largest element in X(j). The estimate is as reliable as
137: *> the estimate for RCOND, and is almost always a slight
138: *> overestimate of the true error.
139: *> \endverbatim
140: *>
141: *> \param[out] BERR
142: *> \verbatim
143: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
144: *> The componentwise relative backward error of each solution
145: *> vector X(j) (i.e., the smallest relative change in
146: *> any element of A or B that makes X(j) an exact solution).
147: *> \endverbatim
148: *>
149: *> \param[out] WORK
150: *> \verbatim
151: *> WORK is COMPLEX*16 array, dimension (2*N)
152: *> \endverbatim
153: *>
154: *> \param[out] RWORK
155: *> \verbatim
156: *> RWORK is DOUBLE PRECISION array, dimension (N)
157: *> \endverbatim
158: *>
159: *> \param[out] INFO
160: *> \verbatim
161: *> INFO is INTEGER
162: *> = 0: successful exit
163: *> < 0: if INFO = -i, the i-th argument had an illegal value
164: *> \endverbatim
165: *
166: *> \par Internal Parameters:
167: * =========================
168: *>
169: *> \verbatim
170: *> ITMAX is the maximum number of steps of iterative refinement.
171: *> \endverbatim
172: *
173: * Authors:
174: * ========
175: *
1.14 bertrand 176: *> \author Univ. of Tennessee
177: *> \author Univ. of California Berkeley
178: *> \author Univ. of Colorado Denver
179: *> \author NAG Ltd.
1.8 bertrand 180: *
181: *> \ingroup complex16GEcomputational
182: *
183: * =====================================================================
1.1 bertrand 184: SUBROUTINE ZGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
185: $ X, LDX, FERR, BERR, WORK, RWORK, INFO )
186: *
1.17 ! bertrand 187: * -- LAPACK computational routine --
1.1 bertrand 188: * -- LAPACK is a software package provided by Univ. of Tennessee, --
189: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
190: *
191: * .. Scalar Arguments ..
192: CHARACTER TRANS
193: INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
194: * ..
195: * .. Array Arguments ..
196: INTEGER IPIV( * )
197: DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
198: COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
199: $ WORK( * ), X( LDX, * )
200: * ..
201: *
202: * =====================================================================
203: *
204: * .. Parameters ..
205: INTEGER ITMAX
206: PARAMETER ( ITMAX = 5 )
207: DOUBLE PRECISION ZERO
208: PARAMETER ( ZERO = 0.0D+0 )
209: COMPLEX*16 ONE
210: PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
211: DOUBLE PRECISION TWO
212: PARAMETER ( TWO = 2.0D+0 )
213: DOUBLE PRECISION THREE
214: PARAMETER ( THREE = 3.0D+0 )
215: * ..
216: * .. Local Scalars ..
217: LOGICAL NOTRAN
218: CHARACTER TRANSN, TRANST
219: INTEGER COUNT, I, J, K, KASE, NZ
220: DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
221: COMPLEX*16 ZDUM
222: * ..
223: * .. Local Arrays ..
224: INTEGER ISAVE( 3 )
225: * ..
226: * .. External Functions ..
227: LOGICAL LSAME
228: DOUBLE PRECISION DLAMCH
229: EXTERNAL LSAME, DLAMCH
230: * ..
231: * .. External Subroutines ..
232: EXTERNAL XERBLA, ZAXPY, ZCOPY, ZGEMV, ZGETRS, ZLACN2
233: * ..
234: * .. Intrinsic Functions ..
235: INTRINSIC ABS, DBLE, DIMAG, MAX
236: * ..
237: * .. Statement Functions ..
238: DOUBLE PRECISION CABS1
239: * ..
240: * .. Statement Function definitions ..
241: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
242: * ..
243: * .. Executable Statements ..
244: *
245: * Test the input parameters.
246: *
247: INFO = 0
248: NOTRAN = LSAME( TRANS, 'N' )
249: IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
250: $ LSAME( TRANS, 'C' ) ) THEN
251: INFO = -1
252: ELSE IF( N.LT.0 ) THEN
253: INFO = -2
254: ELSE IF( NRHS.LT.0 ) THEN
255: INFO = -3
256: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
257: INFO = -5
258: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
259: INFO = -7
260: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
261: INFO = -10
262: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
263: INFO = -12
264: END IF
265: IF( INFO.NE.0 ) THEN
266: CALL XERBLA( 'ZGERFS', -INFO )
267: RETURN
268: END IF
269: *
270: * Quick return if possible
271: *
272: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
273: DO 10 J = 1, NRHS
274: FERR( J ) = ZERO
275: BERR( J ) = ZERO
276: 10 CONTINUE
277: RETURN
278: END IF
279: *
280: IF( NOTRAN ) THEN
281: TRANSN = 'N'
282: TRANST = 'C'
283: ELSE
284: TRANSN = 'C'
285: TRANST = 'N'
286: END IF
287: *
288: * NZ = maximum number of nonzero elements in each row of A, plus 1
289: *
290: NZ = N + 1
291: EPS = DLAMCH( 'Epsilon' )
292: SAFMIN = DLAMCH( 'Safe minimum' )
293: SAFE1 = NZ*SAFMIN
294: SAFE2 = SAFE1 / EPS
295: *
296: * Do for each right hand side
297: *
298: DO 140 J = 1, NRHS
299: *
300: COUNT = 1
301: LSTRES = THREE
302: 20 CONTINUE
303: *
304: * Loop until stopping criterion is satisfied.
305: *
306: * Compute residual R = B - op(A) * X,
307: * where op(A) = A, A**T, or A**H, depending on TRANS.
308: *
309: CALL ZCOPY( N, B( 1, J ), 1, WORK, 1 )
310: CALL ZGEMV( TRANS, N, N, -ONE, A, LDA, X( 1, J ), 1, ONE, WORK,
311: $ 1 )
312: *
313: * Compute componentwise relative backward error from formula
314: *
315: * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
316: *
317: * where abs(Z) is the componentwise absolute value of the matrix
318: * or vector Z. If the i-th component of the denominator is less
319: * than SAFE2, then SAFE1 is added to the i-th components of the
320: * numerator and denominator before dividing.
321: *
322: DO 30 I = 1, N
323: RWORK( I ) = CABS1( B( I, J ) )
324: 30 CONTINUE
325: *
326: * Compute abs(op(A))*abs(X) + abs(B).
327: *
328: IF( NOTRAN ) THEN
329: DO 50 K = 1, N
330: XK = CABS1( X( K, J ) )
331: DO 40 I = 1, N
332: RWORK( I ) = RWORK( I ) + CABS1( A( I, K ) )*XK
333: 40 CONTINUE
334: 50 CONTINUE
335: ELSE
336: DO 70 K = 1, N
337: S = ZERO
338: DO 60 I = 1, N
339: S = S + CABS1( A( I, K ) )*CABS1( X( I, J ) )
340: 60 CONTINUE
341: RWORK( K ) = RWORK( K ) + S
342: 70 CONTINUE
343: END IF
344: S = ZERO
345: DO 80 I = 1, N
346: IF( RWORK( I ).GT.SAFE2 ) THEN
347: S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
348: ELSE
349: S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
350: $ ( RWORK( I )+SAFE1 ) )
351: END IF
352: 80 CONTINUE
353: BERR( J ) = S
354: *
355: * Test stopping criterion. Continue iterating if
356: * 1) The residual BERR(J) is larger than machine epsilon, and
357: * 2) BERR(J) decreased by at least a factor of 2 during the
358: * last iteration, and
359: * 3) At most ITMAX iterations tried.
360: *
361: IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
362: $ COUNT.LE.ITMAX ) THEN
363: *
364: * Update solution and try again.
365: *
366: CALL ZGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK, N, INFO )
367: CALL ZAXPY( N, ONE, WORK, 1, X( 1, J ), 1 )
368: LSTRES = BERR( J )
369: COUNT = COUNT + 1
370: GO TO 20
371: END IF
372: *
373: * Bound error from formula
374: *
375: * norm(X - XTRUE) / norm(X) .le. FERR =
376: * norm( abs(inv(op(A)))*
377: * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
378: *
379: * where
380: * norm(Z) is the magnitude of the largest component of Z
381: * inv(op(A)) is the inverse of op(A)
382: * abs(Z) is the componentwise absolute value of the matrix or
383: * vector Z
384: * NZ is the maximum number of nonzeros in any row of A, plus 1
385: * EPS is machine epsilon
386: *
387: * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
388: * is incremented by SAFE1 if the i-th component of
389: * abs(op(A))*abs(X) + abs(B) is less than SAFE2.
390: *
391: * Use ZLACN2 to estimate the infinity-norm of the matrix
392: * inv(op(A)) * diag(W),
393: * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
394: *
395: DO 90 I = 1, N
396: IF( RWORK( I ).GT.SAFE2 ) THEN
397: RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
398: ELSE
399: RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
400: $ SAFE1
401: END IF
402: 90 CONTINUE
403: *
404: KASE = 0
405: 100 CONTINUE
406: CALL ZLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
407: IF( KASE.NE.0 ) THEN
408: IF( KASE.EQ.1 ) THEN
409: *
410: * Multiply by diag(W)*inv(op(A)**H).
411: *
412: CALL ZGETRS( TRANST, N, 1, AF, LDAF, IPIV, WORK, N,
413: $ INFO )
414: DO 110 I = 1, N
415: WORK( I ) = RWORK( I )*WORK( I )
416: 110 CONTINUE
417: ELSE
418: *
419: * Multiply by inv(op(A))*diag(W).
420: *
421: DO 120 I = 1, N
422: WORK( I ) = RWORK( I )*WORK( I )
423: 120 CONTINUE
424: CALL ZGETRS( TRANSN, N, 1, AF, LDAF, IPIV, WORK, N,
425: $ INFO )
426: END IF
427: GO TO 100
428: END IF
429: *
430: * Normalize error.
431: *
432: LSTRES = ZERO
433: DO 130 I = 1, N
434: LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
435: 130 CONTINUE
436: IF( LSTRES.NE.ZERO )
437: $ FERR( J ) = FERR( J ) / LSTRES
438: *
439: 140 CONTINUE
440: *
441: RETURN
442: *
443: * End of ZGERFS
444: *
445: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to zgerfs.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack