File:  [local] / rpl / lapack / lapack / zherfsx.f
Revision 1.16: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:24 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b ZHERFSX
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZHERFSX + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zherfsx.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zherfsx.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zherfsx.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHERFSX( 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, RWORK, 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( * )
   34: *       COMPLEX*16         A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
   35: *      $                   X( LDX, * ), WORK( * )
   36: *       DOUBLE PRECISION   S( * ), PARAMS( * ), BERR( * ), RWORK( * ),
   37: *      $                   ERR_BNDS_NORM( NRHS, * ),
   38: *      $                   ERR_BNDS_COMP( NRHS, * )
   39: *
   40: *
   41: *> \par Purpose:
   42: *  =============
   43: *>
   44: *> \verbatim
   45: *>
   46: *>    ZHERFSX improves the computed solution to a system of linear
   47: *>    equations when the coefficient matrix is Hermitian indefinite, and
   48: *>    provides error bounds and backward error estimates for the
   49: *>    solution.  In addition to normwise error bound, the code provides
   50: *>    maximum componentwise error bound if possible.  See comments for
   51: *>    ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
   52: *>
   53: *>    The original system of linear equations may have been equilibrated
   54: *>    before calling this routine, as described by arguments EQUED and S
   55: *>    below. In this case, the solution and error bounds returned are
   56: *>    for the original unequilibrated system.
   57: *> \endverbatim
   58: *
   59: *  Arguments:
   60: *  ==========
   61: *
   62: *> \verbatim
   63: *>     Some optional parameters are bundled in the PARAMS array.  These
   64: *>     settings determine how refinement is performed, but often the
   65: *>     defaults are acceptable.  If the defaults are acceptable, users
   66: *>     can pass NPARAMS = 0 which prevents the source code from accessing
   67: *>     the PARAMS argument.
   68: *> \endverbatim
   69: *>
   70: *> \param[in] UPLO
   71: *> \verbatim
   72: *>          UPLO is CHARACTER*1
   73: *>       = 'U':  Upper triangle of A is stored;
   74: *>       = 'L':  Lower triangle of A is stored.
   75: *> \endverbatim
   76: *>
   77: *> \param[in] EQUED
   78: *> \verbatim
   79: *>          EQUED is CHARACTER*1
   80: *>     Specifies the form of equilibration that was done to A
   81: *>     before calling this routine. This is needed to compute
   82: *>     the solution and error bounds correctly.
   83: *>       = 'N':  No equilibration
   84: *>       = 'Y':  Both row and column equilibration, i.e., A has been
   85: *>               replaced by diag(S) * A * diag(S).
   86: *>               The right hand side B has been changed accordingly.
   87: *> \endverbatim
   88: *>
   89: *> \param[in] N
   90: *> \verbatim
   91: *>          N is INTEGER
   92: *>     The order of the matrix A.  N >= 0.
   93: *> \endverbatim
   94: *>
   95: *> \param[in] NRHS
   96: *> \verbatim
   97: *>          NRHS is INTEGER
   98: *>     The number of right hand sides, i.e., the number of columns
   99: *>     of the matrices B and X.  NRHS >= 0.
  100: *> \endverbatim
  101: *>
  102: *> \param[in] A
  103: *> \verbatim
  104: *>          A is COMPLEX*16 array, dimension (LDA,N)
  105: *>     The Hermitian matrix A.  If UPLO = 'U', the leading N-by-N
  106: *>     upper triangular part of A contains the upper triangular
  107: *>     part of the matrix A, and the strictly lower triangular
  108: *>     part of A is not referenced.  If UPLO = 'L', the leading
  109: *>     N-by-N lower triangular part of A contains the lower
  110: *>     triangular part of the matrix A, and the strictly upper
  111: *>     triangular part of A is not referenced.
  112: *> \endverbatim
  113: *>
  114: *> \param[in] LDA
  115: *> \verbatim
  116: *>          LDA is INTEGER
  117: *>     The leading dimension of the array A.  LDA >= max(1,N).
  118: *> \endverbatim
  119: *>
  120: *> \param[in] AF
  121: *> \verbatim
  122: *>          AF is COMPLEX*16 array, dimension (LDAF,N)
  123: *>     The factored form of the matrix A.  AF contains the block
  124: *>     diagonal matrix D and the multipliers used to obtain the
  125: *>     factor U or L from the factorization A = U*D*U**H or A =
  126: *>     L*D*L**H as computed by ZHETRF.
  127: *> \endverbatim
  128: *>
  129: *> \param[in] LDAF
  130: *> \verbatim
  131: *>          LDAF is INTEGER
  132: *>     The leading dimension of the array AF.  LDAF >= max(1,N).
  133: *> \endverbatim
  134: *>
  135: *> \param[in] IPIV
  136: *> \verbatim
  137: *>          IPIV is INTEGER array, dimension (N)
  138: *>     Details of the interchanges and the block structure of D
  139: *>     as determined by ZHETRF.
  140: *> \endverbatim
  141: *>
  142: *> \param[in,out] S
  143: *> \verbatim
  144: *>          S is DOUBLE PRECISION array, dimension (N)
  145: *>     The scale factors for A.  If EQUED = 'Y', A is multiplied on
  146: *>     the left and right by diag(S).  S is an input argument if FACT =
  147: *>     'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED
  148: *>     = 'Y', each element of S must be positive.  If S is output, each
  149: *>     element of S is a power of the radix. If S is input, each element
  150: *>     of S should be a power of the radix to ensure a reliable solution
  151: *>     and error estimates. Scaling by powers of the radix does not cause
  152: *>     rounding errors unless the result underflows or overflows.
  153: *>     Rounding errors during scaling lead to refining with a matrix that
  154: *>     is not equivalent to the input matrix, producing error estimates
  155: *>     that may not be reliable.
  156: *> \endverbatim
  157: *>
  158: *> \param[in] B
  159: *> \verbatim
  160: *>          B is COMPLEX*16 array, dimension (LDB,NRHS)
  161: *>     The right hand side matrix B.
  162: *> \endverbatim
  163: *>
  164: *> \param[in] LDB
  165: *> \verbatim
  166: *>          LDB is INTEGER
  167: *>     The leading dimension of the array B.  LDB >= max(1,N).
  168: *> \endverbatim
  169: *>
  170: *> \param[in,out] X
  171: *> \verbatim
  172: *>          X is COMPLEX*16 array, dimension (LDX,NRHS)
  173: *>     On entry, the solution matrix X, as computed by ZHETRS.
  174: *>     On exit, the improved solution matrix X.
  175: *> \endverbatim
  176: *>
  177: *> \param[in] LDX
  178: *> \verbatim
  179: *>          LDX is INTEGER
  180: *>     The leading dimension of the array X.  LDX >= max(1,N).
  181: *> \endverbatim
  182: *>
  183: *> \param[out] RCOND
  184: *> \verbatim
  185: *>          RCOND is DOUBLE PRECISION
  186: *>     Reciprocal scaled condition number.  This is an estimate of the
  187: *>     reciprocal Skeel condition number of the matrix A after
  188: *>     equilibration (if done).  If this is less than the machine
  189: *>     precision (in particular, if it is zero), the matrix is singular
  190: *>     to working precision.  Note that the error may still be small even
  191: *>     if this number is very small and the matrix appears ill-
  192: *>     conditioned.
  193: *> \endverbatim
  194: *>
  195: *> \param[out] BERR
  196: *> \verbatim
  197: *>          BERR is DOUBLE PRECISION array, dimension (NRHS)
  198: *>     Componentwise relative backward error.  This is the
  199: *>     componentwise relative backward error of each solution vector X(j)
  200: *>     (i.e., the smallest relative change in any element of A or B that
  201: *>     makes X(j) an exact solution).
  202: *> \endverbatim
  203: *>
  204: *> \param[in] N_ERR_BNDS
  205: *> \verbatim
  206: *>          N_ERR_BNDS is INTEGER
  207: *>     Number of error bounds to return for each right hand side
  208: *>     and each type (normwise or componentwise).  See ERR_BNDS_NORM and
  209: *>     ERR_BNDS_COMP below.
  210: *> \endverbatim
  211: *>
  212: *> \param[out] ERR_BNDS_NORM
  213: *> \verbatim
  214: *>          ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  215: *>     For each right-hand side, this array contains information about
  216: *>     various error bounds and condition numbers corresponding to the
  217: *>     normwise relative error, which is defined as follows:
  218: *>
  219: *>     Normwise relative error in the ith solution vector:
  220: *>             max_j (abs(XTRUE(j,i) - X(j,i)))
  221: *>            ------------------------------
  222: *>                  max_j abs(X(j,i))
  223: *>
  224: *>     The array is indexed by the type of error information as described
  225: *>     below. There currently are up to three pieces of information
  226: *>     returned.
  227: *>
  228: *>     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  229: *>     right-hand side.
  230: *>
  231: *>     The second index in ERR_BNDS_NORM(:,err) contains the following
  232: *>     three fields:
  233: *>     err = 1 "Trust/don't trust" boolean. Trust the answer if the
  234: *>              reciprocal condition number is less than the threshold
  235: *>              sqrt(n) * dlamch('Epsilon').
  236: *>
  237: *>     err = 2 "Guaranteed" error bound: The estimated forward error,
  238: *>              almost certainly within a factor of 10 of the true error
  239: *>              so long as the next entry is greater than the threshold
  240: *>              sqrt(n) * dlamch('Epsilon'). This error bound should only
  241: *>              be trusted if the previous boolean is true.
  242: *>
  243: *>     err = 3  Reciprocal condition number: Estimated normwise
  244: *>              reciprocal condition number.  Compared with the threshold
  245: *>              sqrt(n) * dlamch('Epsilon') to determine if the error
  246: *>              estimate is "guaranteed". These reciprocal condition
  247: *>              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  248: *>              appropriately scaled matrix Z.
  249: *>              Let Z = S*A, where S scales each row by a power of the
  250: *>              radix so all absolute row sums of Z are approximately 1.
  251: *>
  252: *>     See Lapack Working Note 165 for further details and extra
  253: *>     cautions.
  254: *> \endverbatim
  255: *>
  256: *> \param[out] ERR_BNDS_COMP
  257: *> \verbatim
  258: *>          ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  259: *>     For each right-hand side, this array contains information about
  260: *>     various error bounds and condition numbers corresponding to the
  261: *>     componentwise relative error, which is defined as follows:
  262: *>
  263: *>     Componentwise relative error in the ith solution vector:
  264: *>                    abs(XTRUE(j,i) - X(j,i))
  265: *>             max_j ----------------------
  266: *>                         abs(X(j,i))
  267: *>
  268: *>     The array is indexed by the right-hand side i (on which the
  269: *>     componentwise relative error depends), and the type of error
  270: *>     information as described below. There currently are up to three
  271: *>     pieces of information returned for each right-hand side. If
  272: *>     componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  273: *>     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS < 3, then at most
  274: *>     the first (:,N_ERR_BNDS) entries are returned.
  275: *>
  276: *>     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  277: *>     right-hand side.
  278: *>
  279: *>     The second index in ERR_BNDS_COMP(:,err) contains the following
  280: *>     three fields:
  281: *>     err = 1 "Trust/don't trust" boolean. Trust the answer if the
  282: *>              reciprocal condition number is less than the threshold
  283: *>              sqrt(n) * dlamch('Epsilon').
  284: *>
  285: *>     err = 2 "Guaranteed" error bound: The estimated forward error,
  286: *>              almost certainly within a factor of 10 of the true error
  287: *>              so long as the next entry is greater than the threshold
  288: *>              sqrt(n) * dlamch('Epsilon'). This error bound should only
  289: *>              be trusted if the previous boolean is true.
  290: *>
  291: *>     err = 3  Reciprocal condition number: Estimated componentwise
  292: *>              reciprocal condition number.  Compared with the threshold
  293: *>              sqrt(n) * dlamch('Epsilon') to determine if the error
  294: *>              estimate is "guaranteed". These reciprocal condition
  295: *>              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  296: *>              appropriately scaled matrix Z.
  297: *>              Let Z = S*(A*diag(x)), where x is the solution for the
  298: *>              current right-hand side and S scales each row of
  299: *>              A*diag(x) by a power of the radix so all absolute row
  300: *>              sums of Z are approximately 1.
  301: *>
  302: *>     See Lapack Working Note 165 for further details and extra
  303: *>     cautions.
  304: *> \endverbatim
  305: *>
  306: *> \param[in] NPARAMS
  307: *> \verbatim
  308: *>          NPARAMS is INTEGER
  309: *>     Specifies the number of parameters set in PARAMS.  If <= 0, the
  310: *>     PARAMS array is never referenced and default values are used.
  311: *> \endverbatim
  312: *>
  313: *> \param[in,out] PARAMS
  314: *> \verbatim
  315: *>          PARAMS is DOUBLE PRECISION array, dimension NPARAMS
  316: *>     Specifies algorithm parameters.  If an entry is < 0.0, then
  317: *>     that entry will be filled with default value used for that
  318: *>     parameter.  Only positions up to NPARAMS are accessed; defaults
  319: *>     are used for higher-numbered parameters.
  320: *>
  321: *>       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  322: *>            refinement or not.
  323: *>         Default: 1.0D+0
  324: *>            = 0.0:  No refinement is performed, and no error bounds are
  325: *>                    computed.
  326: *>            = 1.0:  Use the double-precision refinement algorithm,
  327: *>                    possibly with doubled-single computations if the
  328: *>                    compilation environment does not support DOUBLE
  329: *>                    PRECISION.
  330: *>              (other values are reserved for future use)
  331: *>
  332: *>       PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  333: *>            computations allowed for refinement.
  334: *>         Default: 10
  335: *>         Aggressive: Set to 100 to permit convergence using approximate
  336: *>                     factorizations or factorizations other than LU. If
  337: *>                     the factorization uses a technique other than
  338: *>                     Gaussian elimination, the guarantees in
  339: *>                     err_bnds_norm and err_bnds_comp may no longer be
  340: *>                     trustworthy.
  341: *>
  342: *>       PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  343: *>            will attempt to find a solution with small componentwise
  344: *>            relative error in the double-precision algorithm.  Positive
  345: *>            is true, 0.0 is false.
  346: *>         Default: 1.0 (attempt componentwise convergence)
  347: *> \endverbatim
  348: *>
  349: *> \param[out] WORK
  350: *> \verbatim
  351: *>          WORK is COMPLEX*16 array, dimension (2*N)
  352: *> \endverbatim
  353: *>
  354: *> \param[out] RWORK
  355: *> \verbatim
  356: *>          RWORK is DOUBLE PRECISION array, dimension (2*N)
  357: *> \endverbatim
  358: *>
  359: *> \param[out] INFO
  360: *> \verbatim
  361: *>          INFO is INTEGER
  362: *>       = 0:  Successful exit. The solution to every right-hand side is
  363: *>         guaranteed.
  364: *>       < 0:  If INFO = -i, the i-th argument had an illegal value
  365: *>       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization
  366: *>         has been completed, but the factor U is exactly singular, so
  367: *>         the solution and error bounds could not be computed. RCOND = 0
  368: *>         is returned.
  369: *>       = N+J: The solution corresponding to the Jth right-hand side is
  370: *>         not guaranteed. The solutions corresponding to other right-
  371: *>         hand sides K with K > J may not be guaranteed as well, but
  372: *>         only the first such right-hand side is reported. If a small
  373: *>         componentwise error is not requested (PARAMS(3) = 0.0) then
  374: *>         the Jth right-hand side is the first with a normwise error
  375: *>         bound that is not guaranteed (the smallest J such
  376: *>         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  377: *>         the Jth right-hand side is the first with either a normwise or
  378: *>         componentwise error bound that is not guaranteed (the smallest
  379: *>         J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  380: *>         ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  381: *>         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  382: *>         about all of the right-hand sides check ERR_BNDS_NORM or
  383: *>         ERR_BNDS_COMP.
  384: *> \endverbatim
  385: *
  386: *  Authors:
  387: *  ========
  388: *
  389: *> \author Univ. of Tennessee
  390: *> \author Univ. of California Berkeley
  391: *> \author Univ. of Colorado Denver
  392: *> \author NAG Ltd.
  393: *
  394: *> \ingroup complex16HEcomputational
  395: *
  396: *  =====================================================================
  397:       SUBROUTINE ZHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
  398:      $                    S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
  399:      $                    ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  400:      $                    WORK, RWORK, INFO )
  401: *
  402: *  -- LAPACK computational routine --
  403: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  404: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  405: *
  406: *     .. Scalar Arguments ..
  407:       CHARACTER          UPLO, EQUED
  408:       INTEGER            INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  409:      $                   N_ERR_BNDS
  410:       DOUBLE PRECISION   RCOND
  411: *     ..
  412: *     .. Array Arguments ..
  413:       INTEGER            IPIV( * )
  414:       COMPLEX*16         A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  415:      $                   X( LDX, * ), WORK( * )
  416:       DOUBLE PRECISION   S( * ), PARAMS( * ), BERR( * ), RWORK( * ),
  417:      $                   ERR_BNDS_NORM( NRHS, * ),
  418:      $                   ERR_BNDS_COMP( NRHS, * )
  419: *
  420: *  ==================================================================
  421: *
  422: *     .. Parameters ..
  423:       DOUBLE PRECISION   ZERO, ONE
  424:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  425:       DOUBLE PRECISION   ITREF_DEFAULT, ITHRESH_DEFAULT
  426:       DOUBLE PRECISION   COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
  427:       DOUBLE PRECISION   DZTHRESH_DEFAULT
  428:       PARAMETER          ( ITREF_DEFAULT = 1.0D+0 )
  429:       PARAMETER          ( ITHRESH_DEFAULT = 10.0D+0 )
  430:       PARAMETER          ( COMPONENTWISE_DEFAULT = 1.0D+0 )
  431:       PARAMETER          ( RTHRESH_DEFAULT = 0.5D+0 )
  432:       PARAMETER          ( DZTHRESH_DEFAULT = 0.25D+0 )
  433:       INTEGER            LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  434:      $                   LA_LINRX_CWISE_I
  435:       PARAMETER          ( LA_LINRX_ITREF_I = 1,
  436:      $                   LA_LINRX_ITHRESH_I = 2 )
  437:       PARAMETER          ( LA_LINRX_CWISE_I = 3 )
  438:       INTEGER            LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  439:      $                   LA_LINRX_RCOND_I
  440:       PARAMETER          ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  441:       PARAMETER          ( LA_LINRX_RCOND_I = 3 )
  442: *     ..
  443: *     .. Local Scalars ..
  444:       CHARACTER(1)       NORM
  445:       LOGICAL            RCEQU
  446:       INTEGER            J, PREC_TYPE, REF_TYPE
  447:       INTEGER            N_NORMS
  448:       DOUBLE PRECISION   ANORM, RCOND_TMP
  449:       DOUBLE PRECISION   ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
  450:       LOGICAL            IGNORE_CWISE
  451:       INTEGER            ITHRESH
  452:       DOUBLE PRECISION   RTHRESH, UNSTABLE_THRESH
  453: *     ..
  454: *     .. External Subroutines ..
  455:       EXTERNAL           XERBLA, ZHECON, ZLA_HERFSX_EXTENDED
  456: *     ..
  457: *     .. Intrinsic Functions ..
  458:       INTRINSIC          MAX, SQRT, TRANSFER
  459: *     ..
  460: *     .. External Functions ..
  461:       EXTERNAL           LSAME, ILAPREC
  462:       EXTERNAL           DLAMCH, ZLANHE, ZLA_HERCOND_X, ZLA_HERCOND_C
  463:       DOUBLE PRECISION   DLAMCH, ZLANHE, ZLA_HERCOND_X, ZLA_HERCOND_C
  464:       LOGICAL            LSAME
  465:       INTEGER            ILAPREC
  466: *     ..
  467: *     .. Executable Statements ..
  468: *
  469: *     Check the input parameters.
  470: *
  471:       INFO = 0
  472:       REF_TYPE = INT( ITREF_DEFAULT )
  473:       IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
  474:          IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
  475:             PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
  476:          ELSE
  477:             REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
  478:          END IF
  479:       END IF
  480: *
  481: *     Set default parameters.
  482: *
  483:       ILLRCOND_THRESH = DBLE( N ) * DLAMCH( 'Epsilon' )
  484:       ITHRESH = INT( ITHRESH_DEFAULT )
  485:       RTHRESH = RTHRESH_DEFAULT
  486:       UNSTABLE_THRESH = DZTHRESH_DEFAULT
  487:       IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
  488: *
  489:       IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
  490:          IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
  491:             PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
  492:          ELSE
  493:             ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
  494:          END IF
  495:       END IF
  496:       IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
  497:          IF ( PARAMS(LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
  498:             IF ( IGNORE_CWISE ) THEN
  499:                PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
  500:             ELSE
  501:                PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
  502:             END IF
  503:          ELSE
  504:             IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
  505:          END IF
  506:       END IF
  507:       IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
  508:          N_NORMS = 0
  509:       ELSE IF ( IGNORE_CWISE ) THEN
  510:          N_NORMS = 1
  511:       ELSE
  512:          N_NORMS = 2
  513:       END IF
  514: *
  515:       RCEQU = LSAME( EQUED, 'Y' )
  516: *
  517: *     Test input parameters.
  518: *
  519:       IF (.NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  520:         INFO = -1
  521:       ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
  522:         INFO = -2
  523:       ELSE IF( N.LT.0 ) THEN
  524:         INFO = -3
  525:       ELSE IF( NRHS.LT.0 ) THEN
  526:         INFO = -4
  527:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  528:         INFO = -6
  529:       ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  530:         INFO = -8
  531:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  532:         INFO = -12
  533:       ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  534:         INFO = -14
  535:       END IF
  536:       IF( INFO.NE.0 ) THEN
  537:         CALL XERBLA( 'ZHERFSX', -INFO )
  538:         RETURN
  539:       END IF
  540: *
  541: *     Quick return if possible.
  542: *
  543:       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
  544:          RCOND = 1.0D+0
  545:          DO J = 1, NRHS
  546:             BERR( J ) = 0.0D+0
  547:             IF ( N_ERR_BNDS .GE. 1 ) THEN
  548:                ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  549:                ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  550:             END IF
  551:             IF ( N_ERR_BNDS .GE. 2 ) THEN
  552:                ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
  553:                ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
  554:             END IF
  555:             IF ( N_ERR_BNDS .GE. 3 ) THEN
  556:                ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
  557:                ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
  558:             END IF
  559:          END DO
  560:          RETURN
  561:       END IF
  562: *
  563: *     Default to failure.
  564: *
  565:       RCOND = 0.0D+0
  566:       DO J = 1, NRHS
  567:          BERR( J ) = 1.0D+0
  568:          IF ( N_ERR_BNDS .GE. 1 ) THEN
  569:             ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  570:             ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  571:          END IF
  572:          IF ( N_ERR_BNDS .GE. 2 ) THEN
  573:             ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  574:             ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  575:          END IF
  576:          IF ( N_ERR_BNDS .GE. 3 ) THEN
  577:             ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
  578:             ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
  579:          END IF
  580:       END DO
  581: *
  582: *     Compute the norm of A and the reciprocal of the condition
  583: *     number of A.
  584: *
  585:       NORM = 'I'
  586:       ANORM = ZLANHE( NORM, UPLO, N, A, LDA, RWORK )
  587:       CALL ZHECON( UPLO, N, AF, LDAF, IPIV, ANORM, RCOND, WORK,
  588:      $     INFO )
  589: *
  590: *     Perform refinement on each right-hand side
  591: *
  592:       IF ( REF_TYPE .NE. 0 ) THEN
  593: 
  594:          PREC_TYPE = ILAPREC( 'E' )
  595: 
  596:          CALL ZLA_HERFSX_EXTENDED( PREC_TYPE, UPLO,  N,
  597:      $        NRHS, A, LDA, AF, LDAF, IPIV, RCEQU, S, B,
  598:      $        LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
  599:      $        WORK, RWORK, WORK(N+1),
  600:      $        TRANSFER (RWORK(1:2*N), (/ (ZERO, ZERO) /), N), RCOND,
  601:      $        ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
  602:      $        INFO )
  603:       END IF
  604: 
  605:       ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) ) * DLAMCH( 'Epsilon' )
  606:       IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
  607: *
  608: *     Compute scaled normwise condition number cond(A*C).
  609: *
  610:          IF ( RCEQU ) THEN
  611:             RCOND_TMP = ZLA_HERCOND_C( UPLO, N, A, LDA, AF, LDAF, IPIV,
  612:      $           S, .TRUE., INFO, WORK, RWORK )
  613:          ELSE
  614:             RCOND_TMP = ZLA_HERCOND_C( UPLO, N, A, LDA, AF, LDAF, IPIV,
  615:      $           S, .FALSE., INFO, WORK, RWORK )
  616:          END IF
  617:          DO J = 1, NRHS
  618: *
  619: *     Cap the error at 1.0.
  620: *
  621:             IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  622:      $           .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
  623:      $           ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  624: *
  625: *     Threshold the error (see LAWN).
  626: *
  627:             IF (RCOND_TMP .LT. ILLRCOND_THRESH) THEN
  628:                ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  629:                ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
  630:                IF ( INFO .LE. N ) INFO = N + J
  631:             ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
  632:      $              THEN
  633:                ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
  634:                ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  635:             END IF
  636: *
  637: *     Save the condition number.
  638: *
  639:             IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  640:                ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  641:             END IF
  642:          END DO
  643:       END IF
  644: 
  645:       IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
  646: *
  647: *     Compute componentwise condition number cond(A*diag(Y(:,J))) for
  648: *     each right-hand side using the current solution as an estimate of
  649: *     the true solution.  If the componentwise error estimate is too
  650: *     large, then the solution is a lousy estimate of truth and the
  651: *     estimated RCOND may be too optimistic.  To avoid misleading users,
  652: *     the inverse condition number is set to 0.0 when the estimated
  653: *     cwise error is at least CWISE_WRONG.
  654: *
  655:          CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
  656:          DO J = 1, NRHS
  657:             IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
  658:      $     THEN
  659:                RCOND_TMP = ZLA_HERCOND_X( UPLO, N, A, LDA, AF, LDAF,
  660:      $         IPIV, X( 1, J ), INFO, WORK, RWORK )
  661:             ELSE
  662:                RCOND_TMP = 0.0D+0
  663:             END IF
  664: *
  665: *     Cap the error at 1.0.
  666: *
  667:             IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  668:      $           .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
  669:      $           ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  670: *
  671: *     Threshold the error (see LAWN).
  672: *
  673:             IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
  674:                ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  675:                ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
  676:                IF ( .NOT. IGNORE_CWISE
  677:      $              .AND. INFO.LT.N + J ) INFO = N + J
  678:             ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
  679:      $              .LT. ERR_LBND ) THEN
  680:                ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
  681:                ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  682:             END IF
  683: *
  684: *     Save the condition number.
  685: *
  686:             IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  687:                ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  688:             END IF
  689: 
  690:          END DO
  691:       END IF
  692: *
  693:       RETURN
  694: *
  695: *     End of ZHERFSX
  696: *
  697:       END

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