Annotation of rpl/lapack/lapack/zla_gbrfsx_extended.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE ZLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
! 2: $ NRHS, AB, LDAB, AFB, LDAFB, IPIV,
! 3: $ COLEQU, C, B, LDB, Y, LDY,
! 4: $ BERR_OUT, N_NORMS, ERR_BNDS_NORM,
! 5: $ ERR_BNDS_COMP, RES, AYB, DY,
! 6: $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
! 7: $ DZ_UB, IGNORE_CWISE, INFO )
! 8: *
! 9: * -- LAPACK routine (version 3.2.1) --
! 10: * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
! 11: * -- Jason Riedy of Univ. of California Berkeley. --
! 12: * -- April 2009 --
! 13: *
! 14: * -- LAPACK is a software package provided by Univ. of Tennessee, --
! 15: * -- Univ. of California Berkeley and NAG Ltd. --
! 16: *
! 17: IMPLICIT NONE
! 18: * ..
! 19: * .. Scalar Arguments ..
! 20: INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
! 21: $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
! 22: LOGICAL COLEQU, IGNORE_CWISE
! 23: DOUBLE PRECISION RTHRESH, DZ_UB
! 24: * ..
! 25: * .. Array Arguments ..
! 26: INTEGER IPIV( * )
! 27: COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
! 28: $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
! 29: DOUBLE PRECISION C( * ), AYB(*), RCOND, BERR_OUT( * ),
! 30: $ ERR_BNDS_NORM( NRHS, * ),
! 31: $ ERR_BNDS_COMP( NRHS, * )
! 32: * ..
! 33: *
! 34: * Purpose
! 35: * =======
! 36: *
! 37: * ZLA_GBRFSX_EXTENDED improves the computed solution to a system of
! 38: * linear equations by performing extra-precise iterative refinement
! 39: * and provides error bounds and backward error estimates for the solution.
! 40: * This subroutine is called by ZGBRFSX to perform iterative refinement.
! 41: * In addition to normwise error bound, the code provides maximum
! 42: * componentwise error bound if possible. See comments for ERR_BNDS_NORM
! 43: * and ERR_BNDS_COMP for details of the error bounds. Note that this
! 44: * subroutine is only resonsible for setting the second fields of
! 45: * ERR_BNDS_NORM and ERR_BNDS_COMP.
! 46: *
! 47: * Arguments
! 48: * =========
! 49: *
! 50: * PREC_TYPE (input) INTEGER
! 51: * Specifies the intermediate precision to be used in refinement.
! 52: * The value is defined by ILAPREC(P) where P is a CHARACTER and
! 53: * P = 'S': Single
! 54: * = 'D': Double
! 55: * = 'I': Indigenous
! 56: * = 'X', 'E': Extra
! 57: *
! 58: * TRANS_TYPE (input) INTEGER
! 59: * Specifies the transposition operation on A.
! 60: * The value is defined by ILATRANS(T) where T is a CHARACTER and
! 61: * T = 'N': No transpose
! 62: * = 'T': Transpose
! 63: * = 'C': Conjugate transpose
! 64: *
! 65: * N (input) INTEGER
! 66: * The number of linear equations, i.e., the order of the
! 67: * matrix A. N >= 0.
! 68: *
! 69: * KL (input) INTEGER
! 70: * The number of subdiagonals within the band of A. KL >= 0.
! 71: *
! 72: * KU (input) INTEGER
! 73: * The number of superdiagonals within the band of A. KU >= 0
! 74: *
! 75: * NRHS (input) INTEGER
! 76: * The number of right-hand-sides, i.e., the number of columns of the
! 77: * matrix B.
! 78: *
! 79: * AB (input) COMPLEX*16 array, dimension (LDA,N)
! 80: * On entry, the N-by-N matrix A.
! 81: *
! 82: * LDAB (input) INTEGER
! 83: * The leading dimension of the array A. LDA >= max(1,N).
! 84: *
! 85: * AFB (input) COMPLEX*16 array, dimension (LDAF,N)
! 86: * The factors L and U from the factorization
! 87: * A = P*L*U as computed by ZGBTRF.
! 88: *
! 89: * LDAFB (input) INTEGER
! 90: * The leading dimension of the array AF. LDAF >= max(1,N).
! 91: *
! 92: * IPIV (input) INTEGER array, dimension (N)
! 93: * The pivot indices from the factorization A = P*L*U
! 94: * as computed by ZGBTRF; row i of the matrix was interchanged
! 95: * with row IPIV(i).
! 96: *
! 97: * COLEQU (input) LOGICAL
! 98: * If .TRUE. then column equilibration was done to A before calling
! 99: * this routine. This is needed to compute the solution and error
! 100: * bounds correctly.
! 101: *
! 102: * C (input) DOUBLE PRECISION array, dimension (N)
! 103: * The column scale factors for A. If COLEQU = .FALSE., C
! 104: * is not accessed. If C is input, each element of C should be a power
! 105: * of the radix to ensure a reliable solution and error estimates.
! 106: * Scaling by powers of the radix does not cause rounding errors unless
! 107: * the result underflows or overflows. Rounding errors during scaling
! 108: * lead to refining with a matrix that is not equivalent to the
! 109: * input matrix, producing error estimates that may not be
! 110: * reliable.
! 111: *
! 112: * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
! 113: * The right-hand-side matrix B.
! 114: *
! 115: * LDB (input) INTEGER
! 116: * The leading dimension of the array B. LDB >= max(1,N).
! 117: *
! 118: * Y (input/output) COMPLEX*16 array, dimension (LDY,NRHS)
! 119: * On entry, the solution matrix X, as computed by ZGBTRS.
! 120: * On exit, the improved solution matrix Y.
! 121: *
! 122: * LDY (input) INTEGER
! 123: * The leading dimension of the array Y. LDY >= max(1,N).
! 124: *
! 125: * BERR_OUT (output) DOUBLE PRECISION array, dimension (NRHS)
! 126: * On exit, BERR_OUT(j) contains the componentwise relative backward
! 127: * error for right-hand-side j from the formula
! 128: * max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
! 129: * where abs(Z) is the componentwise absolute value of the matrix
! 130: * or vector Z. This is computed by ZLA_LIN_BERR.
! 131: *
! 132: * N_NORMS (input) INTEGER
! 133: * Determines which error bounds to return (see ERR_BNDS_NORM
! 134: * and ERR_BNDS_COMP).
! 135: * If N_NORMS >= 1 return normwise error bounds.
! 136: * If N_NORMS >= 2 return componentwise error bounds.
! 137: *
! 138: * ERR_BNDS_NORM (input/output) DOUBLE PRECISION array, dimension
! 139: * (NRHS, N_ERR_BNDS)
! 140: * For each right-hand side, this array contains information about
! 141: * various error bounds and condition numbers corresponding to the
! 142: * normwise relative error, which is defined as follows:
! 143: *
! 144: * Normwise relative error in the ith solution vector:
! 145: * max_j (abs(XTRUE(j,i) - X(j,i)))
! 146: * ------------------------------
! 147: * max_j abs(X(j,i))
! 148: *
! 149: * The array is indexed by the type of error information as described
! 150: * below. There currently are up to three pieces of information
! 151: * returned.
! 152: *
! 153: * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
! 154: * right-hand side.
! 155: *
! 156: * The second index in ERR_BNDS_NORM(:,err) contains the following
! 157: * three fields:
! 158: * err = 1 "Trust/don't trust" boolean. Trust the answer if the
! 159: * reciprocal condition number is less than the threshold
! 160: * sqrt(n) * slamch('Epsilon').
! 161: *
! 162: * err = 2 "Guaranteed" error bound: The estimated forward error,
! 163: * almost certainly within a factor of 10 of the true error
! 164: * so long as the next entry is greater than the threshold
! 165: * sqrt(n) * slamch('Epsilon'). This error bound should only
! 166: * be trusted if the previous boolean is true.
! 167: *
! 168: * err = 3 Reciprocal condition number: Estimated normwise
! 169: * reciprocal condition number. Compared with the threshold
! 170: * sqrt(n) * slamch('Epsilon') to determine if the error
! 171: * estimate is "guaranteed". These reciprocal condition
! 172: * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
! 173: * appropriately scaled matrix Z.
! 174: * Let Z = S*A, where S scales each row by a power of the
! 175: * radix so all absolute row sums of Z are approximately 1.
! 176: *
! 177: * This subroutine is only responsible for setting the second field
! 178: * above.
! 179: * See Lapack Working Note 165 for further details and extra
! 180: * cautions.
! 181: *
! 182: * ERR_BNDS_COMP (input/output) DOUBLE PRECISION array, dimension
! 183: * (NRHS, N_ERR_BNDS)
! 184: * For each right-hand side, this array contains information about
! 185: * various error bounds and condition numbers corresponding to the
! 186: * componentwise relative error, which is defined as follows:
! 187: *
! 188: * Componentwise relative error in the ith solution vector:
! 189: * abs(XTRUE(j,i) - X(j,i))
! 190: * max_j ----------------------
! 191: * abs(X(j,i))
! 192: *
! 193: * The array is indexed by the right-hand side i (on which the
! 194: * componentwise relative error depends), and the type of error
! 195: * information as described below. There currently are up to three
! 196: * pieces of information returned for each right-hand side. If
! 197: * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
! 198: * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
! 199: * the first (:,N_ERR_BNDS) entries are returned.
! 200: *
! 201: * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
! 202: * right-hand side.
! 203: *
! 204: * The second index in ERR_BNDS_COMP(:,err) contains the following
! 205: * three fields:
! 206: * err = 1 "Trust/don't trust" boolean. Trust the answer if the
! 207: * reciprocal condition number is less than the threshold
! 208: * sqrt(n) * slamch('Epsilon').
! 209: *
! 210: * err = 2 "Guaranteed" error bound: The estimated forward error,
! 211: * almost certainly within a factor of 10 of the true error
! 212: * so long as the next entry is greater than the threshold
! 213: * sqrt(n) * slamch('Epsilon'). This error bound should only
! 214: * be trusted if the previous boolean is true.
! 215: *
! 216: * err = 3 Reciprocal condition number: Estimated componentwise
! 217: * reciprocal condition number. Compared with the threshold
! 218: * sqrt(n) * slamch('Epsilon') to determine if the error
! 219: * estimate is "guaranteed". These reciprocal condition
! 220: * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
! 221: * appropriately scaled matrix Z.
! 222: * Let Z = S*(A*diag(x)), where x is the solution for the
! 223: * current right-hand side and S scales each row of
! 224: * A*diag(x) by a power of the radix so all absolute row
! 225: * sums of Z are approximately 1.
! 226: *
! 227: * This subroutine is only responsible for setting the second field
! 228: * above.
! 229: * See Lapack Working Note 165 for further details and extra
! 230: * cautions.
! 231: *
! 232: * RES (input) COMPLEX*16 array, dimension (N)
! 233: * Workspace to hold the intermediate residual.
! 234: *
! 235: * AYB (input) DOUBLE PRECISION array, dimension (N)
! 236: * Workspace.
! 237: *
! 238: * DY (input) COMPLEX*16 array, dimension (N)
! 239: * Workspace to hold the intermediate solution.
! 240: *
! 241: * Y_TAIL (input) COMPLEX*16 array, dimension (N)
! 242: * Workspace to hold the trailing bits of the intermediate solution.
! 243: *
! 244: * RCOND (input) DOUBLE PRECISION
! 245: * Reciprocal scaled condition number. This is an estimate of the
! 246: * reciprocal Skeel condition number of the matrix A after
! 247: * equilibration (if done). If this is less than the machine
! 248: * precision (in particular, if it is zero), the matrix is singular
! 249: * to working precision. Note that the error may still be small even
! 250: * if this number is very small and the matrix appears ill-
! 251: * conditioned.
! 252: *
! 253: * ITHRESH (input) INTEGER
! 254: * The maximum number of residual computations allowed for
! 255: * refinement. The default is 10. For 'aggressive' set to 100 to
! 256: * permit convergence using approximate factorizations or
! 257: * factorizations other than LU. If the factorization uses a
! 258: * technique other than Gaussian elimination, the guarantees in
! 259: * ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
! 260: *
! 261: * RTHRESH (input) DOUBLE PRECISION
! 262: * Determines when to stop refinement if the error estimate stops
! 263: * decreasing. Refinement will stop when the next solution no longer
! 264: * satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
! 265: * the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
! 266: * default value is 0.5. For 'aggressive' set to 0.9 to permit
! 267: * convergence on extremely ill-conditioned matrices. See LAWN 165
! 268: * for more details.
! 269: *
! 270: * DZ_UB (input) DOUBLE PRECISION
! 271: * Determines when to start considering componentwise convergence.
! 272: * Componentwise convergence is only considered after each component
! 273: * of the solution Y is stable, which we definte as the relative
! 274: * change in each component being less than DZ_UB. The default value
! 275: * is 0.25, requiring the first bit to be stable. See LAWN 165 for
! 276: * more details.
! 277: *
! 278: * IGNORE_CWISE (input) LOGICAL
! 279: * If .TRUE. then ignore componentwise convergence. Default value
! 280: * is .FALSE..
! 281: *
! 282: * INFO (output) INTEGER
! 283: * = 0: Successful exit.
! 284: * < 0: if INFO = -i, the ith argument to ZGBTRS had an illegal
! 285: * value
! 286: *
! 287: * =====================================================================
! 288: *
! 289: * .. Local Scalars ..
! 290: CHARACTER TRANS
! 291: INTEGER CNT, I, J, M, X_STATE, Z_STATE, Y_PREC_STATE
! 292: DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
! 293: $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
! 294: $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
! 295: $ EPS, HUGEVAL, INCR_THRESH
! 296: LOGICAL INCR_PREC
! 297: COMPLEX*16 ZDUM
! 298: * ..
! 299: * .. Parameters ..
! 300: INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
! 301: $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
! 302: $ EXTRA_Y
! 303: PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
! 304: $ CONV_STATE = 2, NOPROG_STATE = 3 )
! 305: PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
! 306: $ EXTRA_Y = 2 )
! 307: INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
! 308: INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
! 309: INTEGER CMP_ERR_I, PIV_GROWTH_I
! 310: PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
! 311: $ BERR_I = 3 )
! 312: PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
! 313: PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
! 314: $ PIV_GROWTH_I = 9 )
! 315: INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
! 316: $ LA_LINRX_CWISE_I
! 317: PARAMETER ( LA_LINRX_ITREF_I = 1,
! 318: $ LA_LINRX_ITHRESH_I = 2 )
! 319: PARAMETER ( LA_LINRX_CWISE_I = 3 )
! 320: INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
! 321: $ LA_LINRX_RCOND_I
! 322: PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
! 323: PARAMETER ( LA_LINRX_RCOND_I = 3 )
! 324: * ..
! 325: * .. External Subroutines ..
! 326: EXTERNAL ZAXPY, ZCOPY, ZGBTRS, ZGBMV, BLAS_ZGBMV_X,
! 327: $ BLAS_ZGBMV2_X, ZLA_GBAMV, ZLA_WWADDW, DLAMCH,
! 328: $ CHLA_TRANSTYPE, ZLA_LIN_BERR
! 329: DOUBLE PRECISION DLAMCH
! 330: CHARACTER CHLA_TRANSTYPE
! 331: * ..
! 332: * .. Intrinsic Functions..
! 333: INTRINSIC ABS, MAX, MIN
! 334: * ..
! 335: * .. Statement Functions ..
! 336: DOUBLE PRECISION CABS1
! 337: * ..
! 338: * .. Statement Function Definitions ..
! 339: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
! 340: * ..
! 341: * .. Executable Statements ..
! 342: *
! 343: IF (INFO.NE.0) RETURN
! 344: TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
! 345: EPS = DLAMCH( 'Epsilon' )
! 346: HUGEVAL = DLAMCH( 'Overflow' )
! 347: * Force HUGEVAL to Inf
! 348: HUGEVAL = HUGEVAL * HUGEVAL
! 349: * Using HUGEVAL may lead to spurious underflows.
! 350: INCR_THRESH = DBLE( N ) * EPS
! 351: M = KL+KU+1
! 352:
! 353: DO J = 1, NRHS
! 354: Y_PREC_STATE = EXTRA_RESIDUAL
! 355: IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
! 356: DO I = 1, N
! 357: Y_TAIL( I ) = 0.0D+0
! 358: END DO
! 359: END IF
! 360:
! 361: DXRAT = 0.0D+0
! 362: DXRATMAX = 0.0D+0
! 363: DZRAT = 0.0D+0
! 364: DZRATMAX = 0.0D+0
! 365: FINAL_DX_X = HUGEVAL
! 366: FINAL_DZ_Z = HUGEVAL
! 367: PREVNORMDX = HUGEVAL
! 368: PREV_DZ_Z = HUGEVAL
! 369: DZ_Z = HUGEVAL
! 370: DX_X = HUGEVAL
! 371:
! 372: X_STATE = WORKING_STATE
! 373: Z_STATE = UNSTABLE_STATE
! 374: INCR_PREC = .FALSE.
! 375:
! 376: DO CNT = 1, ITHRESH
! 377: *
! 378: * Compute residual RES = B_s - op(A_s) * Y,
! 379: * op(A) = A, A**T, or A**H depending on TRANS (and type).
! 380: *
! 381: CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
! 382: IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
! 383: CALL ZGBMV( TRANS, M, N, KL, KU, (-1.0D+0,0.0D+0), AB,
! 384: $ LDAB, Y( 1, J ), 1, (1.0D+0,0.0D+0), RES, 1 )
! 385: ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
! 386: CALL BLAS_ZGBMV_X( TRANS_TYPE, N, N, KL, KU,
! 387: $ (-1.0D+0,0.0D+0), AB, LDAB, Y( 1, J ), 1,
! 388: $ (1.0D+0,0.0D+0), RES, 1, PREC_TYPE )
! 389: ELSE
! 390: CALL BLAS_ZGBMV2_X( TRANS_TYPE, N, N, KL, KU,
! 391: $ (-1.0D+0,0.0D+0), AB, LDAB, Y( 1, J ), Y_TAIL, 1,
! 392: $ (1.0D+0,0.0D+0), RES, 1, PREC_TYPE )
! 393: END IF
! 394:
! 395: ! XXX: RES is no longer needed.
! 396: CALL ZCOPY( N, RES, 1, DY, 1 )
! 397: CALL ZGBTRS( TRANS, N, KL, KU, 1, AFB, LDAFB, IPIV, DY, N,
! 398: $ INFO )
! 399: *
! 400: * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
! 401: *
! 402: NORMX = 0.0D+0
! 403: NORMY = 0.0D+0
! 404: NORMDX = 0.0D+0
! 405: DZ_Z = 0.0D+0
! 406: YMIN = HUGEVAL
! 407:
! 408: DO I = 1, N
! 409: YK = CABS1( Y( I, J ) )
! 410: DYK = CABS1( DY( I ) )
! 411:
! 412: IF (YK .NE. 0.0D+0) THEN
! 413: DZ_Z = MAX( DZ_Z, DYK / YK )
! 414: ELSE IF ( DYK .NE. 0.0D+0 ) THEN
! 415: DZ_Z = HUGEVAL
! 416: END IF
! 417:
! 418: YMIN = MIN( YMIN, YK )
! 419:
! 420: NORMY = MAX( NORMY, YK )
! 421:
! 422: IF ( COLEQU ) THEN
! 423: NORMX = MAX( NORMX, YK * C( I ) )
! 424: NORMDX = MAX(NORMDX, DYK * C(I))
! 425: ELSE
! 426: NORMX = NORMY
! 427: NORMDX = MAX( NORMDX, DYK )
! 428: END IF
! 429: END DO
! 430:
! 431: IF ( NORMX .NE. 0.0D+0 ) THEN
! 432: DX_X = NORMDX / NORMX
! 433: ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
! 434: DX_X = 0.0D+0
! 435: ELSE
! 436: DX_X = HUGEVAL
! 437: END IF
! 438:
! 439: DXRAT = NORMDX / PREVNORMDX
! 440: DZRAT = DZ_Z / PREV_DZ_Z
! 441: *
! 442: * Check termination criteria.
! 443: *
! 444: IF (.NOT.IGNORE_CWISE
! 445: $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
! 446: $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
! 447: $ INCR_PREC = .TRUE.
! 448:
! 449: IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
! 450: $ X_STATE = WORKING_STATE
! 451: IF ( X_STATE .EQ. WORKING_STATE ) THEN
! 452: IF ( DX_X .LE. EPS ) THEN
! 453: X_STATE = CONV_STATE
! 454: ELSE IF ( DXRAT .GT. RTHRESH ) THEN
! 455: IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
! 456: INCR_PREC = .TRUE.
! 457: ELSE
! 458: X_STATE = NOPROG_STATE
! 459: END IF
! 460: ELSE
! 461: IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
! 462: END IF
! 463: IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
! 464: END IF
! 465:
! 466: IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
! 467: $ Z_STATE = WORKING_STATE
! 468: IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
! 469: $ Z_STATE = WORKING_STATE
! 470: IF ( Z_STATE .EQ. WORKING_STATE ) THEN
! 471: IF ( DZ_Z .LE. EPS ) THEN
! 472: Z_STATE = CONV_STATE
! 473: ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
! 474: Z_STATE = UNSTABLE_STATE
! 475: DZRATMAX = 0.0D+0
! 476: FINAL_DZ_Z = HUGEVAL
! 477: ELSE IF ( DZRAT .GT. RTHRESH ) THEN
! 478: IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
! 479: INCR_PREC = .TRUE.
! 480: ELSE
! 481: Z_STATE = NOPROG_STATE
! 482: END IF
! 483: ELSE
! 484: IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
! 485: END IF
! 486: IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
! 487: END IF
! 488: *
! 489: * Exit if both normwise and componentwise stopped working,
! 490: * but if componentwise is unstable, let it go at least two
! 491: * iterations.
! 492: *
! 493: IF ( X_STATE.NE.WORKING_STATE ) THEN
! 494: IF ( IGNORE_CWISE ) GOTO 666
! 495: IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
! 496: $ GOTO 666
! 497: IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
! 498: END IF
! 499:
! 500: IF ( INCR_PREC ) THEN
! 501: INCR_PREC = .FALSE.
! 502: Y_PREC_STATE = Y_PREC_STATE + 1
! 503: DO I = 1, N
! 504: Y_TAIL( I ) = 0.0D+0
! 505: END DO
! 506: END IF
! 507:
! 508: PREVNORMDX = NORMDX
! 509: PREV_DZ_Z = DZ_Z
! 510: *
! 511: * Update soluton.
! 512: *
! 513: IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
! 514: CALL ZAXPY( N, (1.0D+0,0.0D+0), DY, 1, Y(1,J), 1 )
! 515: ELSE
! 516: CALL ZLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
! 517: END IF
! 518:
! 519: END DO
! 520: * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
! 521: 666 CONTINUE
! 522: *
! 523: * Set final_* when cnt hits ithresh.
! 524: *
! 525: IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
! 526: IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
! 527: *
! 528: * Compute error bounds.
! 529: *
! 530: IF ( N_NORMS .GE. 1 ) THEN
! 531: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
! 532: $ FINAL_DX_X / (1 - DXRATMAX)
! 533: END IF
! 534: IF ( N_NORMS .GE. 2 ) THEN
! 535: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
! 536: $ FINAL_DZ_Z / (1 - DZRATMAX)
! 537: END IF
! 538: *
! 539: * Compute componentwise relative backward error from formula
! 540: * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
! 541: * where abs(Z) is the componentwise absolute value of the matrix
! 542: * or vector Z.
! 543: *
! 544: * Compute residual RES = B_s - op(A_s) * Y,
! 545: * op(A) = A, A**T, or A**H depending on TRANS (and type).
! 546: *
! 547: CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
! 548: CALL ZGBMV( TRANS, N, N, KL, KU, (-1.0D+0,0.0D+0), AB, LDAB,
! 549: $ Y(1,J), 1, (1.0D+0,0.0D+0), RES, 1 )
! 550:
! 551: DO I = 1, N
! 552: AYB( I ) = CABS1( B( I, J ) )
! 553: END DO
! 554: *
! 555: * Compute abs(op(A_s))*abs(Y) + abs(B_s).
! 556: *
! 557: CALL ZLA_GBAMV( TRANS_TYPE, N, N, KL, KU, 1.0D+0,
! 558: $ AB, LDAB, Y(1, J), 1, 1.0D+0, AYB, 1 )
! 559:
! 560: CALL ZLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
! 561: *
! 562: * End of loop for each RHS.
! 563: *
! 564: END DO
! 565: *
! 566: RETURN
! 567: END
CVSweb interface <joel.bertrand@systella.fr>