Annotation of rpl/lapack/lapack/zgtrfs.f, revision 1.18
1.8 bertrand 1: *> \brief \b ZGTRFS
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download ZGTRFS + dependencies
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1.8 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
22: * IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK,
23: * INFO )
1.15 bertrand 24: *
1.8 bertrand 25: * .. Scalar Arguments ..
26: * CHARACTER TRANS
27: * INTEGER INFO, LDB, LDX, N, NRHS
28: * ..
29: * .. Array Arguments ..
30: * INTEGER IPIV( * )
31: * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
32: * COMPLEX*16 B( LDB, * ), D( * ), DF( * ), DL( * ),
33: * $ DLF( * ), DU( * ), DU2( * ), DUF( * ),
34: * $ WORK( * ), X( LDX, * )
35: * ..
1.15 bertrand 36: *
1.8 bertrand 37: *
38: *> \par Purpose:
39: * =============
40: *>
41: *> \verbatim
42: *>
43: *> ZGTRFS improves the computed solution to a system of linear
44: *> equations when the coefficient matrix is tridiagonal, and provides
45: *> error bounds and backward error estimates for the solution.
46: *> \endverbatim
47: *
48: * Arguments:
49: * ==========
50: *
51: *> \param[in] TRANS
52: *> \verbatim
53: *> TRANS is CHARACTER*1
54: *> Specifies the form of the system of equations:
55: *> = 'N': A * X = B (No transpose)
56: *> = 'T': A**T * X = B (Transpose)
57: *> = 'C': A**H * X = B (Conjugate transpose)
58: *> \endverbatim
59: *>
60: *> \param[in] N
61: *> \verbatim
62: *> N is INTEGER
63: *> The order of the matrix A. N >= 0.
64: *> \endverbatim
65: *>
66: *> \param[in] NRHS
67: *> \verbatim
68: *> NRHS is INTEGER
69: *> The number of right hand sides, i.e., the number of columns
70: *> of the matrix B. NRHS >= 0.
71: *> \endverbatim
72: *>
73: *> \param[in] DL
74: *> \verbatim
75: *> DL is COMPLEX*16 array, dimension (N-1)
76: *> The (n-1) subdiagonal elements of A.
77: *> \endverbatim
78: *>
79: *> \param[in] D
80: *> \verbatim
81: *> D is COMPLEX*16 array, dimension (N)
82: *> The diagonal elements of A.
83: *> \endverbatim
84: *>
85: *> \param[in] DU
86: *> \verbatim
87: *> DU is COMPLEX*16 array, dimension (N-1)
88: *> The (n-1) superdiagonal elements of A.
89: *> \endverbatim
90: *>
91: *> \param[in] DLF
92: *> \verbatim
93: *> DLF is COMPLEX*16 array, dimension (N-1)
94: *> The (n-1) multipliers that define the matrix L from the
95: *> LU factorization of A as computed by ZGTTRF.
96: *> \endverbatim
97: *>
98: *> \param[in] DF
99: *> \verbatim
100: *> DF is COMPLEX*16 array, dimension (N)
101: *> The n diagonal elements of the upper triangular matrix U from
102: *> the LU factorization of A.
103: *> \endverbatim
104: *>
105: *> \param[in] DUF
106: *> \verbatim
107: *> DUF is COMPLEX*16 array, dimension (N-1)
108: *> The (n-1) elements of the first superdiagonal of U.
109: *> \endverbatim
110: *>
111: *> \param[in] DU2
112: *> \verbatim
113: *> DU2 is COMPLEX*16 array, dimension (N-2)
114: *> The (n-2) elements of the second superdiagonal of U.
115: *> \endverbatim
116: *>
117: *> \param[in] IPIV
118: *> \verbatim
119: *> IPIV is INTEGER array, dimension (N)
120: *> The pivot indices; for 1 <= i <= n, row i of the matrix was
121: *> interchanged with row IPIV(i). IPIV(i) will always be either
122: *> i or i+1; IPIV(i) = i indicates a row interchange was not
123: *> required.
124: *> \endverbatim
125: *>
126: *> \param[in] B
127: *> \verbatim
128: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
129: *> The right hand side matrix B.
130: *> \endverbatim
131: *>
132: *> \param[in] LDB
133: *> \verbatim
134: *> LDB is INTEGER
135: *> The leading dimension of the array B. LDB >= max(1,N).
136: *> \endverbatim
137: *>
138: *> \param[in,out] X
139: *> \verbatim
140: *> X is COMPLEX*16 array, dimension (LDX,NRHS)
141: *> On entry, the solution matrix X, as computed by ZGTTRS.
142: *> On exit, the improved solution matrix X.
143: *> \endverbatim
144: *>
145: *> \param[in] LDX
146: *> \verbatim
147: *> LDX is INTEGER
148: *> The leading dimension of the array X. LDX >= max(1,N).
149: *> \endverbatim
150: *>
151: *> \param[out] FERR
152: *> \verbatim
153: *> FERR is DOUBLE PRECISION array, dimension (NRHS)
154: *> The estimated forward error bound for each solution vector
155: *> X(j) (the j-th column of the solution matrix X).
156: *> If XTRUE is the true solution corresponding to X(j), FERR(j)
157: *> is an estimated upper bound for the magnitude of the largest
158: *> element in (X(j) - XTRUE) divided by the magnitude of the
159: *> largest element in X(j). The estimate is as reliable as
160: *> the estimate for RCOND, and is almost always a slight
161: *> overestimate of the true error.
162: *> \endverbatim
163: *>
164: *> \param[out] BERR
165: *> \verbatim
166: *> BERR is DOUBLE PRECISION array, dimension (NRHS)
167: *> The componentwise relative backward error of each solution
168: *> vector X(j) (i.e., the smallest relative change in
169: *> any element of A or B that makes X(j) an exact solution).
170: *> \endverbatim
171: *>
172: *> \param[out] WORK
173: *> \verbatim
174: *> WORK is COMPLEX*16 array, dimension (2*N)
175: *> \endverbatim
176: *>
177: *> \param[out] RWORK
178: *> \verbatim
179: *> RWORK is DOUBLE PRECISION array, dimension (N)
180: *> \endverbatim
181: *>
182: *> \param[out] INFO
183: *> \verbatim
184: *> INFO is INTEGER
185: *> = 0: successful exit
186: *> < 0: if INFO = -i, the i-th argument had an illegal value
187: *> \endverbatim
188: *
189: *> \par Internal Parameters:
190: * =========================
191: *>
192: *> \verbatim
193: *> ITMAX is the maximum number of steps of iterative refinement.
194: *> \endverbatim
195: *
196: * Authors:
197: * ========
198: *
1.15 bertrand 199: *> \author Univ. of Tennessee
200: *> \author Univ. of California Berkeley
201: *> \author Univ. of Colorado Denver
202: *> \author NAG Ltd.
1.8 bertrand 203: *
1.11 bertrand 204: *> \ingroup complex16GTcomputational
1.8 bertrand 205: *
206: * =====================================================================
1.1 bertrand 207: SUBROUTINE ZGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
208: $ IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK,
209: $ INFO )
210: *
1.18 ! bertrand 211: * -- LAPACK computational routine --
1.1 bertrand 212: * -- LAPACK is a software package provided by Univ. of Tennessee, --
213: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
214: *
215: * .. Scalar Arguments ..
216: CHARACTER TRANS
217: INTEGER INFO, LDB, LDX, N, NRHS
218: * ..
219: * .. Array Arguments ..
220: INTEGER IPIV( * )
221: DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
222: COMPLEX*16 B( LDB, * ), D( * ), DF( * ), DL( * ),
223: $ DLF( * ), DU( * ), DU2( * ), DUF( * ),
224: $ WORK( * ), X( LDX, * )
225: * ..
226: *
227: * =====================================================================
228: *
229: * .. Parameters ..
230: INTEGER ITMAX
231: PARAMETER ( ITMAX = 5 )
232: DOUBLE PRECISION ZERO, ONE
233: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
234: DOUBLE PRECISION TWO
235: PARAMETER ( TWO = 2.0D+0 )
236: DOUBLE PRECISION THREE
237: PARAMETER ( THREE = 3.0D+0 )
238: * ..
239: * .. Local Scalars ..
240: LOGICAL NOTRAN
241: CHARACTER TRANSN, TRANST
242: INTEGER COUNT, I, J, KASE, NZ
243: DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN
244: COMPLEX*16 ZDUM
245: * ..
246: * .. Local Arrays ..
247: INTEGER ISAVE( 3 )
248: * ..
249: * .. External Subroutines ..
250: EXTERNAL XERBLA, ZAXPY, ZCOPY, ZGTTRS, ZLACN2, ZLAGTM
251: * ..
252: * .. Intrinsic Functions ..
253: INTRINSIC ABS, DBLE, DCMPLX, DIMAG, MAX
254: * ..
255: * .. External Functions ..
256: LOGICAL LSAME
257: DOUBLE PRECISION DLAMCH
258: EXTERNAL LSAME, DLAMCH
259: * ..
260: * .. Statement Functions ..
261: DOUBLE PRECISION CABS1
262: * ..
263: * .. Statement Function definitions ..
264: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
265: * ..
266: * .. Executable Statements ..
267: *
268: * Test the input parameters.
269: *
270: INFO = 0
271: NOTRAN = LSAME( TRANS, 'N' )
272: IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
273: $ LSAME( TRANS, 'C' ) ) THEN
274: INFO = -1
275: ELSE IF( N.LT.0 ) THEN
276: INFO = -2
277: ELSE IF( NRHS.LT.0 ) THEN
278: INFO = -3
279: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
280: INFO = -13
281: ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
282: INFO = -15
283: END IF
284: IF( INFO.NE.0 ) THEN
285: CALL XERBLA( 'ZGTRFS', -INFO )
286: RETURN
287: END IF
288: *
289: * Quick return if possible
290: *
291: IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
292: DO 10 J = 1, NRHS
293: FERR( J ) = ZERO
294: BERR( J ) = ZERO
295: 10 CONTINUE
296: RETURN
297: END IF
298: *
299: IF( NOTRAN ) THEN
300: TRANSN = 'N'
301: TRANST = 'C'
302: ELSE
303: TRANSN = 'C'
304: TRANST = 'N'
305: END IF
306: *
307: * NZ = maximum number of nonzero elements in each row of A, plus 1
308: *
309: NZ = 4
310: EPS = DLAMCH( 'Epsilon' )
311: SAFMIN = DLAMCH( 'Safe minimum' )
312: SAFE1 = NZ*SAFMIN
313: SAFE2 = SAFE1 / EPS
314: *
315: * Do for each right hand side
316: *
317: DO 110 J = 1, NRHS
318: *
319: COUNT = 1
320: LSTRES = THREE
321: 20 CONTINUE
322: *
323: * Loop until stopping criterion is satisfied.
324: *
325: * Compute residual R = B - op(A) * X,
326: * where op(A) = A, A**T, or A**H, depending on TRANS.
327: *
328: CALL ZCOPY( N, B( 1, J ), 1, WORK, 1 )
329: CALL ZLAGTM( TRANS, N, 1, -ONE, DL, D, DU, X( 1, J ), LDX, ONE,
330: $ WORK, N )
331: *
332: * Compute abs(op(A))*abs(x) + abs(b) for use in the backward
333: * error bound.
334: *
335: IF( NOTRAN ) THEN
336: IF( N.EQ.1 ) THEN
337: RWORK( 1 ) = CABS1( B( 1, J ) ) +
338: $ CABS1( D( 1 ) )*CABS1( X( 1, J ) )
339: ELSE
340: RWORK( 1 ) = CABS1( B( 1, J ) ) +
341: $ CABS1( D( 1 ) )*CABS1( X( 1, J ) ) +
342: $ CABS1( DU( 1 ) )*CABS1( X( 2, J ) )
343: DO 30 I = 2, N - 1
344: RWORK( I ) = CABS1( B( I, J ) ) +
345: $ CABS1( DL( I-1 ) )*CABS1( X( I-1, J ) ) +
346: $ CABS1( D( I ) )*CABS1( X( I, J ) ) +
347: $ CABS1( DU( I ) )*CABS1( X( I+1, J ) )
348: 30 CONTINUE
349: RWORK( N ) = CABS1( B( N, J ) ) +
350: $ CABS1( DL( N-1 ) )*CABS1( X( N-1, J ) ) +
351: $ CABS1( D( N ) )*CABS1( X( N, J ) )
352: END IF
353: ELSE
354: IF( N.EQ.1 ) THEN
355: RWORK( 1 ) = CABS1( B( 1, J ) ) +
356: $ CABS1( D( 1 ) )*CABS1( X( 1, J ) )
357: ELSE
358: RWORK( 1 ) = CABS1( B( 1, J ) ) +
359: $ CABS1( D( 1 ) )*CABS1( X( 1, J ) ) +
360: $ CABS1( DL( 1 ) )*CABS1( X( 2, J ) )
361: DO 40 I = 2, N - 1
362: RWORK( I ) = CABS1( B( I, J ) ) +
363: $ CABS1( DU( I-1 ) )*CABS1( X( I-1, J ) ) +
364: $ CABS1( D( I ) )*CABS1( X( I, J ) ) +
365: $ CABS1( DL( I ) )*CABS1( X( I+1, J ) )
366: 40 CONTINUE
367: RWORK( N ) = CABS1( B( N, J ) ) +
368: $ CABS1( DU( N-1 ) )*CABS1( X( N-1, J ) ) +
369: $ CABS1( D( N ) )*CABS1( X( N, J ) )
370: END IF
371: END IF
372: *
373: * Compute componentwise relative backward error from formula
374: *
375: * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
376: *
377: * where abs(Z) is the componentwise absolute value of the matrix
378: * or vector Z. If the i-th component of the denominator is less
379: * than SAFE2, then SAFE1 is added to the i-th components of the
380: * numerator and denominator before dividing.
381: *
382: S = ZERO
383: DO 50 I = 1, N
384: IF( RWORK( I ).GT.SAFE2 ) THEN
385: S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
386: ELSE
387: S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
388: $ ( RWORK( I )+SAFE1 ) )
389: END IF
390: 50 CONTINUE
391: BERR( J ) = S
392: *
393: * Test stopping criterion. Continue iterating if
394: * 1) The residual BERR(J) is larger than machine epsilon, and
395: * 2) BERR(J) decreased by at least a factor of 2 during the
396: * last iteration, and
397: * 3) At most ITMAX iterations tried.
398: *
399: IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
400: $ COUNT.LE.ITMAX ) THEN
401: *
402: * Update solution and try again.
403: *
404: CALL ZGTTRS( TRANS, N, 1, DLF, DF, DUF, DU2, IPIV, WORK, N,
405: $ INFO )
406: CALL ZAXPY( N, DCMPLX( ONE ), WORK, 1, X( 1, J ), 1 )
407: LSTRES = BERR( J )
408: COUNT = COUNT + 1
409: GO TO 20
410: END IF
411: *
412: * Bound error from formula
413: *
414: * norm(X - XTRUE) / norm(X) .le. FERR =
415: * norm( abs(inv(op(A)))*
416: * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
417: *
418: * where
419: * norm(Z) is the magnitude of the largest component of Z
420: * inv(op(A)) is the inverse of op(A)
421: * abs(Z) is the componentwise absolute value of the matrix or
422: * vector Z
423: * NZ is the maximum number of nonzeros in any row of A, plus 1
424: * EPS is machine epsilon
425: *
426: * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
427: * is incremented by SAFE1 if the i-th component of
428: * abs(op(A))*abs(X) + abs(B) is less than SAFE2.
429: *
430: * Use ZLACN2 to estimate the infinity-norm of the matrix
431: * inv(op(A)) * diag(W),
432: * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
433: *
434: DO 60 I = 1, N
435: IF( RWORK( I ).GT.SAFE2 ) THEN
436: RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
437: ELSE
438: RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
439: $ SAFE1
440: END IF
441: 60 CONTINUE
442: *
443: KASE = 0
444: 70 CONTINUE
445: CALL ZLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
446: IF( KASE.NE.0 ) THEN
447: IF( KASE.EQ.1 ) THEN
448: *
449: * Multiply by diag(W)*inv(op(A)**H).
450: *
451: CALL ZGTTRS( TRANST, N, 1, DLF, DF, DUF, DU2, IPIV, WORK,
452: $ N, INFO )
453: DO 80 I = 1, N
454: WORK( I ) = RWORK( I )*WORK( I )
455: 80 CONTINUE
456: ELSE
457: *
458: * Multiply by inv(op(A))*diag(W).
459: *
460: DO 90 I = 1, N
461: WORK( I ) = RWORK( I )*WORK( I )
462: 90 CONTINUE
463: CALL ZGTTRS( TRANSN, N, 1, DLF, DF, DUF, DU2, IPIV, WORK,
464: $ N, INFO )
465: END IF
466: GO TO 70
467: END IF
468: *
469: * Normalize error.
470: *
471: LSTRES = ZERO
472: DO 100 I = 1, N
473: LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
474: 100 CONTINUE
475: IF( LSTRES.NE.ZERO )
476: $ FERR( J ) = FERR( J ) / LSTRES
477: *
478: 110 CONTINUE
479: *
480: RETURN
481: *
482: * End of ZGTRFS
483: *
484: END
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