Annotation of rpl/lapack/lapack/zla_porfsx_extended.f, revision 1.17
1.8 bertrand 1: *> \brief \b ZLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
1.5 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.12 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.5 bertrand 7: *
8: *> \htmlonly
1.12 bertrand 9: *> Download ZLA_PORFSX_EXTENDED + dependencies
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11: *> [TGZ]</a>
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1.5 bertrand 15: *> [TXT]</a>
1.12 bertrand 16: *> \endhtmlonly
1.5 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
22: * AF, LDAF, COLEQU, C, B, LDB, Y,
23: * LDY, BERR_OUT, N_NORMS,
24: * ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
25: * AYB, DY, Y_TAIL, RCOND, ITHRESH,
26: * RTHRESH, DZ_UB, IGNORE_CWISE,
27: * INFO )
1.12 bertrand 28: *
1.5 bertrand 29: * .. Scalar Arguments ..
30: * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
31: * $ N_NORMS, ITHRESH
32: * CHARACTER UPLO
33: * LOGICAL COLEQU, IGNORE_CWISE
34: * DOUBLE PRECISION RTHRESH, DZ_UB
35: * ..
36: * .. Array Arguments ..
37: * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
38: * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
39: * DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
40: * $ ERR_BNDS_NORM( NRHS, * ),
41: * $ ERR_BNDS_COMP( NRHS, * )
42: * ..
1.12 bertrand 43: *
1.5 bertrand 44: *
45: *> \par Purpose:
46: * =============
47: *>
48: *> \verbatim
49: *>
50: *> ZLA_PORFSX_EXTENDED improves the computed solution to a system of
51: *> linear equations by performing extra-precise iterative refinement
52: *> and provides error bounds and backward error estimates for the solution.
53: *> This subroutine is called by ZPORFSX to perform iterative refinement.
54: *> In addition to normwise error bound, the code provides maximum
55: *> componentwise error bound if possible. See comments for ERR_BNDS_NORM
56: *> and ERR_BNDS_COMP for details of the error bounds. Note that this
1.17 ! bertrand 57: *> subroutine is only responsible for setting the second fields of
1.5 bertrand 58: *> ERR_BNDS_NORM and ERR_BNDS_COMP.
59: *> \endverbatim
60: *
61: * Arguments:
62: * ==========
63: *
64: *> \param[in] PREC_TYPE
65: *> \verbatim
66: *> PREC_TYPE is INTEGER
67: *> Specifies the intermediate precision to be used in refinement.
1.16 bertrand 68: *> The value is defined by ILAPREC(P) where P is a CHARACTER and P
69: *> = 'S': Single
1.5 bertrand 70: *> = 'D': Double
71: *> = 'I': Indigenous
1.16 bertrand 72: *> = 'X' or 'E': Extra
1.5 bertrand 73: *> \endverbatim
74: *>
75: *> \param[in] UPLO
76: *> \verbatim
77: *> UPLO is CHARACTER*1
78: *> = 'U': Upper triangle of A is stored;
79: *> = 'L': Lower triangle of A is stored.
80: *> \endverbatim
81: *>
82: *> \param[in] N
83: *> \verbatim
84: *> N is INTEGER
85: *> The number of linear equations, i.e., the order of the
86: *> matrix A. N >= 0.
87: *> \endverbatim
88: *>
89: *> \param[in] NRHS
90: *> \verbatim
91: *> NRHS is INTEGER
92: *> The number of right-hand-sides, i.e., the number of columns of the
93: *> matrix B.
94: *> \endverbatim
95: *>
96: *> \param[in] A
97: *> \verbatim
98: *> A is COMPLEX*16 array, dimension (LDA,N)
99: *> On entry, the N-by-N matrix A.
100: *> \endverbatim
101: *>
102: *> \param[in] LDA
103: *> \verbatim
104: *> LDA is INTEGER
105: *> The leading dimension of the array A. LDA >= max(1,N).
106: *> \endverbatim
107: *>
108: *> \param[in] AF
109: *> \verbatim
110: *> AF is COMPLEX*16 array, dimension (LDAF,N)
111: *> The triangular factor U or L from the Cholesky factorization
112: *> A = U**T*U or A = L*L**T, as computed by ZPOTRF.
113: *> \endverbatim
114: *>
115: *> \param[in] LDAF
116: *> \verbatim
117: *> LDAF is INTEGER
118: *> The leading dimension of the array AF. LDAF >= max(1,N).
119: *> \endverbatim
120: *>
121: *> \param[in] COLEQU
122: *> \verbatim
123: *> COLEQU is LOGICAL
124: *> If .TRUE. then column equilibration was done to A before calling
125: *> this routine. This is needed to compute the solution and error
126: *> bounds correctly.
127: *> \endverbatim
128: *>
129: *> \param[in] C
130: *> \verbatim
131: *> C is DOUBLE PRECISION array, dimension (N)
132: *> The column scale factors for A. If COLEQU = .FALSE., C
133: *> is not accessed. If C is input, each element of C should be a power
134: *> of the radix to ensure a reliable solution and error estimates.
135: *> Scaling by powers of the radix does not cause rounding errors unless
136: *> the result underflows or overflows. Rounding errors during scaling
137: *> lead to refining with a matrix that is not equivalent to the
138: *> input matrix, producing error estimates that may not be
139: *> reliable.
140: *> \endverbatim
141: *>
142: *> \param[in] B
143: *> \verbatim
144: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
145: *> The right-hand-side matrix B.
146: *> \endverbatim
147: *>
148: *> \param[in] LDB
149: *> \verbatim
150: *> LDB is INTEGER
151: *> The leading dimension of the array B. LDB >= max(1,N).
152: *> \endverbatim
153: *>
154: *> \param[in,out] Y
155: *> \verbatim
1.14 bertrand 156: *> Y is COMPLEX*16 array, dimension (LDY,NRHS)
1.5 bertrand 157: *> On entry, the solution matrix X, as computed by ZPOTRS.
158: *> On exit, the improved solution matrix Y.
159: *> \endverbatim
160: *>
161: *> \param[in] LDY
162: *> \verbatim
163: *> LDY is INTEGER
164: *> The leading dimension of the array Y. LDY >= max(1,N).
165: *> \endverbatim
166: *>
167: *> \param[out] BERR_OUT
168: *> \verbatim
169: *> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
170: *> On exit, BERR_OUT(j) contains the componentwise relative backward
171: *> error for right-hand-side j from the formula
172: *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
173: *> where abs(Z) is the componentwise absolute value of the matrix
174: *> or vector Z. This is computed by ZLA_LIN_BERR.
175: *> \endverbatim
176: *>
177: *> \param[in] N_NORMS
178: *> \verbatim
179: *> N_NORMS is INTEGER
180: *> Determines which error bounds to return (see ERR_BNDS_NORM
181: *> and ERR_BNDS_COMP).
182: *> If N_NORMS >= 1 return normwise error bounds.
183: *> If N_NORMS >= 2 return componentwise error bounds.
184: *> \endverbatim
185: *>
186: *> \param[in,out] ERR_BNDS_NORM
187: *> \verbatim
1.14 bertrand 188: *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1.5 bertrand 189: *> For each right-hand side, this array contains information about
190: *> various error bounds and condition numbers corresponding to the
191: *> normwise relative error, which is defined as follows:
192: *>
193: *> Normwise relative error in the ith solution vector:
194: *> max_j (abs(XTRUE(j,i) - X(j,i)))
195: *> ------------------------------
196: *> max_j abs(X(j,i))
197: *>
198: *> The array is indexed by the type of error information as described
199: *> below. There currently are up to three pieces of information
200: *> returned.
201: *>
202: *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
203: *> right-hand side.
204: *>
205: *> The second index in ERR_BNDS_NORM(:,err) contains the following
206: *> three fields:
207: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
208: *> reciprocal condition number is less than the threshold
209: *> sqrt(n) * slamch('Epsilon').
210: *>
211: *> err = 2 "Guaranteed" error bound: The estimated forward error,
212: *> almost certainly within a factor of 10 of the true error
213: *> so long as the next entry is greater than the threshold
214: *> sqrt(n) * slamch('Epsilon'). This error bound should only
215: *> be trusted if the previous boolean is true.
216: *>
217: *> err = 3 Reciprocal condition number: Estimated normwise
218: *> reciprocal condition number. Compared with the threshold
219: *> sqrt(n) * slamch('Epsilon') to determine if the error
220: *> estimate is "guaranteed". These reciprocal condition
221: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
222: *> appropriately scaled matrix Z.
223: *> Let Z = S*A, where S scales each row by a power of the
224: *> radix so all absolute row sums of Z are approximately 1.
225: *>
226: *> This subroutine is only responsible for setting the second field
227: *> above.
228: *> See Lapack Working Note 165 for further details and extra
229: *> cautions.
230: *> \endverbatim
231: *>
232: *> \param[in,out] ERR_BNDS_COMP
233: *> \verbatim
1.14 bertrand 234: *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1.5 bertrand 235: *> For each right-hand side, this array contains information about
236: *> various error bounds and condition numbers corresponding to the
237: *> componentwise relative error, which is defined as follows:
238: *>
239: *> Componentwise relative error in the ith solution vector:
240: *> abs(XTRUE(j,i) - X(j,i))
241: *> max_j ----------------------
242: *> abs(X(j,i))
243: *>
244: *> The array is indexed by the right-hand side i (on which the
245: *> componentwise relative error depends), and the type of error
246: *> information as described below. There currently are up to three
247: *> pieces of information returned for each right-hand side. If
248: *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1.16 bertrand 249: *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
1.5 bertrand 250: *> the first (:,N_ERR_BNDS) entries are returned.
251: *>
252: *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
253: *> right-hand side.
254: *>
255: *> The second index in ERR_BNDS_COMP(:,err) contains the following
256: *> three fields:
257: *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
258: *> reciprocal condition number is less than the threshold
259: *> sqrt(n) * slamch('Epsilon').
260: *>
261: *> err = 2 "Guaranteed" error bound: The estimated forward error,
262: *> almost certainly within a factor of 10 of the true error
263: *> so long as the next entry is greater than the threshold
264: *> sqrt(n) * slamch('Epsilon'). This error bound should only
265: *> be trusted if the previous boolean is true.
266: *>
267: *> err = 3 Reciprocal condition number: Estimated componentwise
268: *> reciprocal condition number. Compared with the threshold
269: *> sqrt(n) * slamch('Epsilon') to determine if the error
270: *> estimate is "guaranteed". These reciprocal condition
271: *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
272: *> appropriately scaled matrix Z.
273: *> Let Z = S*(A*diag(x)), where x is the solution for the
274: *> current right-hand side and S scales each row of
275: *> A*diag(x) by a power of the radix so all absolute row
276: *> sums of Z are approximately 1.
277: *>
278: *> This subroutine is only responsible for setting the second field
279: *> above.
280: *> See Lapack Working Note 165 for further details and extra
281: *> cautions.
282: *> \endverbatim
283: *>
284: *> \param[in] RES
285: *> \verbatim
286: *> RES is COMPLEX*16 array, dimension (N)
287: *> Workspace to hold the intermediate residual.
288: *> \endverbatim
289: *>
290: *> \param[in] AYB
291: *> \verbatim
292: *> AYB is DOUBLE PRECISION array, dimension (N)
293: *> Workspace.
294: *> \endverbatim
295: *>
296: *> \param[in] DY
297: *> \verbatim
298: *> DY is COMPLEX*16 PRECISION array, dimension (N)
299: *> Workspace to hold the intermediate solution.
300: *> \endverbatim
301: *>
302: *> \param[in] Y_TAIL
303: *> \verbatim
304: *> Y_TAIL is COMPLEX*16 array, dimension (N)
305: *> Workspace to hold the trailing bits of the intermediate solution.
306: *> \endverbatim
307: *>
308: *> \param[in] RCOND
309: *> \verbatim
310: *> RCOND is DOUBLE PRECISION
311: *> Reciprocal scaled condition number. This is an estimate of the
312: *> reciprocal Skeel condition number of the matrix A after
313: *> equilibration (if done). If this is less than the machine
314: *> precision (in particular, if it is zero), the matrix is singular
315: *> to working precision. Note that the error may still be small even
316: *> if this number is very small and the matrix appears ill-
317: *> conditioned.
318: *> \endverbatim
319: *>
320: *> \param[in] ITHRESH
321: *> \verbatim
322: *> ITHRESH is INTEGER
323: *> The maximum number of residual computations allowed for
324: *> refinement. The default is 10. For 'aggressive' set to 100 to
325: *> permit convergence using approximate factorizations or
326: *> factorizations other than LU. If the factorization uses a
327: *> technique other than Gaussian elimination, the guarantees in
328: *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
329: *> \endverbatim
330: *>
331: *> \param[in] RTHRESH
332: *> \verbatim
333: *> RTHRESH is DOUBLE PRECISION
334: *> Determines when to stop refinement if the error estimate stops
335: *> decreasing. Refinement will stop when the next solution no longer
336: *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
337: *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
338: *> default value is 0.5. For 'aggressive' set to 0.9 to permit
339: *> convergence on extremely ill-conditioned matrices. See LAWN 165
340: *> for more details.
341: *> \endverbatim
342: *>
343: *> \param[in] DZ_UB
344: *> \verbatim
345: *> DZ_UB is DOUBLE PRECISION
346: *> Determines when to start considering componentwise convergence.
347: *> Componentwise convergence is only considered after each component
1.17 ! bertrand 348: *> of the solution Y is stable, which we define as the relative
1.5 bertrand 349: *> change in each component being less than DZ_UB. The default value
350: *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
351: *> more details.
352: *> \endverbatim
353: *>
354: *> \param[in] IGNORE_CWISE
355: *> \verbatim
356: *> IGNORE_CWISE is LOGICAL
357: *> If .TRUE. then ignore componentwise convergence. Default value
358: *> is .FALSE..
359: *> \endverbatim
360: *>
361: *> \param[out] INFO
362: *> \verbatim
363: *> INFO is INTEGER
364: *> = 0: Successful exit.
365: *> < 0: if INFO = -i, the ith argument to ZPOTRS had an illegal
366: *> value
367: *> \endverbatim
368: *
369: * Authors:
370: * ========
371: *
1.12 bertrand 372: *> \author Univ. of Tennessee
373: *> \author Univ. of California Berkeley
374: *> \author Univ. of Colorado Denver
375: *> \author NAG Ltd.
1.5 bertrand 376: *
377: *> \ingroup complex16POcomputational
378: *
379: * =====================================================================
1.1 bertrand 380: SUBROUTINE ZLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
381: $ AF, LDAF, COLEQU, C, B, LDB, Y,
382: $ LDY, BERR_OUT, N_NORMS,
383: $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
384: $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
385: $ RTHRESH, DZ_UB, IGNORE_CWISE,
386: $ INFO )
387: *
1.17 ! bertrand 388: * -- LAPACK computational routine --
1.5 bertrand 389: * -- LAPACK is a software package provided by Univ. of Tennessee, --
390: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.1 bertrand 391: *
392: * .. Scalar Arguments ..
393: INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
394: $ N_NORMS, ITHRESH
395: CHARACTER UPLO
396: LOGICAL COLEQU, IGNORE_CWISE
397: DOUBLE PRECISION RTHRESH, DZ_UB
398: * ..
399: * .. Array Arguments ..
400: COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
401: $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
402: DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
403: $ ERR_BNDS_NORM( NRHS, * ),
404: $ ERR_BNDS_COMP( NRHS, * )
405: * ..
406: *
407: * =====================================================================
408: *
409: * .. Local Scalars ..
410: INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE,
411: $ Y_PREC_STATE
412: DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
413: $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
414: $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
415: $ EPS, HUGEVAL, INCR_THRESH
416: LOGICAL INCR_PREC
417: COMPLEX*16 ZDUM
418: * ..
419: * .. Parameters ..
420: INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
421: $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
422: $ EXTRA_Y
423: PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
424: $ CONV_STATE = 2, NOPROG_STATE = 3 )
425: PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
426: $ EXTRA_Y = 2 )
427: INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
428: INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
429: INTEGER CMP_ERR_I, PIV_GROWTH_I
430: PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
431: $ BERR_I = 3 )
432: PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
433: PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
434: $ PIV_GROWTH_I = 9 )
435: INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
436: $ LA_LINRX_CWISE_I
437: PARAMETER ( LA_LINRX_ITREF_I = 1,
438: $ LA_LINRX_ITHRESH_I = 2 )
439: PARAMETER ( LA_LINRX_CWISE_I = 3 )
440: INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
441: $ LA_LINRX_RCOND_I
442: PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
443: PARAMETER ( LA_LINRX_RCOND_I = 3 )
444: * ..
445: * .. External Functions ..
446: LOGICAL LSAME
447: EXTERNAL ILAUPLO
448: INTEGER ILAUPLO
449: * ..
450: * .. External Subroutines ..
451: EXTERNAL ZAXPY, ZCOPY, ZPOTRS, ZHEMV, BLAS_ZHEMV_X,
452: $ BLAS_ZHEMV2_X, ZLA_HEAMV, ZLA_WWADDW,
453: $ ZLA_LIN_BERR, DLAMCH
454: DOUBLE PRECISION DLAMCH
455: * ..
456: * .. Intrinsic Functions ..
457: INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
458: * ..
459: * .. Statement Functions ..
460: DOUBLE PRECISION CABS1
461: * ..
462: * .. Statement Function Definitions ..
463: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
464: * ..
465: * .. Executable Statements ..
466: *
467: IF (INFO.NE.0) RETURN
468: EPS = DLAMCH( 'Epsilon' )
469: HUGEVAL = DLAMCH( 'Overflow' )
470: * Force HUGEVAL to Inf
471: HUGEVAL = HUGEVAL * HUGEVAL
472: * Using HUGEVAL may lead to spurious underflows.
473: INCR_THRESH = DBLE(N) * EPS
474:
475: IF (LSAME (UPLO, 'L')) THEN
476: UPLO2 = ILAUPLO( 'L' )
477: ELSE
478: UPLO2 = ILAUPLO( 'U' )
479: ENDIF
480:
481: DO J = 1, NRHS
482: Y_PREC_STATE = EXTRA_RESIDUAL
483: IF (Y_PREC_STATE .EQ. EXTRA_Y) THEN
484: DO I = 1, N
485: Y_TAIL( I ) = 0.0D+0
486: END DO
487: END IF
488:
489: DXRAT = 0.0D+0
490: DXRATMAX = 0.0D+0
491: DZRAT = 0.0D+0
492: DZRATMAX = 0.0D+0
493: FINAL_DX_X = HUGEVAL
494: FINAL_DZ_Z = HUGEVAL
495: PREVNORMDX = HUGEVAL
496: PREV_DZ_Z = HUGEVAL
497: DZ_Z = HUGEVAL
498: DX_X = HUGEVAL
499:
500: X_STATE = WORKING_STATE
501: Z_STATE = UNSTABLE_STATE
502: INCR_PREC = .FALSE.
503:
504: DO CNT = 1, ITHRESH
505: *
506: * Compute residual RES = B_s - op(A_s) * Y,
507: * op(A) = A, A**T, or A**H depending on TRANS (and type).
508: *
509: CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
510: IF (Y_PREC_STATE .EQ. BASE_RESIDUAL) THEN
511: CALL ZHEMV(UPLO, N, DCMPLX(-1.0D+0), A, LDA, Y(1,J), 1,
512: $ DCMPLX(1.0D+0), RES, 1)
513: ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
514: CALL BLAS_ZHEMV_X(UPLO2, N, DCMPLX(-1.0D+0), A, LDA,
515: $ Y( 1, J ), 1, DCMPLX(1.0D+0), RES, 1, PREC_TYPE)
516: ELSE
517: CALL BLAS_ZHEMV2_X(UPLO2, N, DCMPLX(-1.0D+0), A, LDA,
518: $ Y(1, J), Y_TAIL, 1, DCMPLX(1.0D+0), RES, 1,
519: $ PREC_TYPE)
520: END IF
521:
522: ! XXX: RES is no longer needed.
523: CALL ZCOPY( N, RES, 1, DY, 1 )
524: CALL ZPOTRS( UPLO, N, 1, AF, LDAF, DY, N, INFO)
525: *
526: * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
527: *
528: NORMX = 0.0D+0
529: NORMY = 0.0D+0
530: NORMDX = 0.0D+0
531: DZ_Z = 0.0D+0
532: YMIN = HUGEVAL
533:
534: DO I = 1, N
535: YK = CABS1(Y(I, J))
536: DYK = CABS1(DY(I))
537:
538: IF (YK .NE. 0.0D+0) THEN
539: DZ_Z = MAX( DZ_Z, DYK / YK )
540: ELSE IF (DYK .NE. 0.0D+0) THEN
541: DZ_Z = HUGEVAL
542: END IF
543:
544: YMIN = MIN( YMIN, YK )
545:
546: NORMY = MAX( NORMY, YK )
547:
548: IF ( COLEQU ) THEN
549: NORMX = MAX(NORMX, YK * C(I))
550: NORMDX = MAX(NORMDX, DYK * C(I))
551: ELSE
552: NORMX = NORMY
553: NORMDX = MAX(NORMDX, DYK)
554: END IF
555: END DO
556:
557: IF (NORMX .NE. 0.0D+0) THEN
558: DX_X = NORMDX / NORMX
559: ELSE IF (NORMDX .EQ. 0.0D+0) THEN
560: DX_X = 0.0D+0
561: ELSE
562: DX_X = HUGEVAL
563: END IF
564:
565: DXRAT = NORMDX / PREVNORMDX
566: DZRAT = DZ_Z / PREV_DZ_Z
567: *
568: * Check termination criteria.
569: *
570: IF (YMIN*RCOND .LT. INCR_THRESH*NORMY
571: $ .AND. Y_PREC_STATE .LT. EXTRA_Y)
572: $ INCR_PREC = .TRUE.
573:
574: IF (X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH)
575: $ X_STATE = WORKING_STATE
576: IF (X_STATE .EQ. WORKING_STATE) THEN
577: IF (DX_X .LE. EPS) THEN
578: X_STATE = CONV_STATE
579: ELSE IF (DXRAT .GT. RTHRESH) THEN
580: IF (Y_PREC_STATE .NE. EXTRA_Y) THEN
581: INCR_PREC = .TRUE.
582: ELSE
583: X_STATE = NOPROG_STATE
584: END IF
585: ELSE
586: IF (DXRAT .GT. DXRATMAX) DXRATMAX = DXRAT
587: END IF
588: IF (X_STATE .GT. WORKING_STATE) FINAL_DX_X = DX_X
589: END IF
590:
591: IF (Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB)
592: $ Z_STATE = WORKING_STATE
593: IF (Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH)
594: $ Z_STATE = WORKING_STATE
595: IF (Z_STATE .EQ. WORKING_STATE) THEN
596: IF (DZ_Z .LE. EPS) THEN
597: Z_STATE = CONV_STATE
598: ELSE IF (DZ_Z .GT. DZ_UB) THEN
599: Z_STATE = UNSTABLE_STATE
600: DZRATMAX = 0.0D+0
601: FINAL_DZ_Z = HUGEVAL
602: ELSE IF (DZRAT .GT. RTHRESH) THEN
603: IF (Y_PREC_STATE .NE. EXTRA_Y) THEN
604: INCR_PREC = .TRUE.
605: ELSE
606: Z_STATE = NOPROG_STATE
607: END IF
608: ELSE
609: IF (DZRAT .GT. DZRATMAX) DZRATMAX = DZRAT
610: END IF
611: IF (Z_STATE .GT. WORKING_STATE) FINAL_DZ_Z = DZ_Z
612: END IF
613:
614: IF ( X_STATE.NE.WORKING_STATE.AND.
615: $ (IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE) )
616: $ GOTO 666
617:
618: IF (INCR_PREC) THEN
619: INCR_PREC = .FALSE.
620: Y_PREC_STATE = Y_PREC_STATE + 1
621: DO I = 1, N
622: Y_TAIL( I ) = 0.0D+0
623: END DO
624: END IF
625:
626: PREVNORMDX = NORMDX
627: PREV_DZ_Z = DZ_Z
628: *
629: * Update soluton.
630: *
631: IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
632: CALL ZAXPY( N, DCMPLX(1.0D+0), DY, 1, Y(1,J), 1 )
633: ELSE
634: CALL ZLA_WWADDW(N, Y(1,J), Y_TAIL, DY)
635: END IF
636:
637: END DO
638: * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
639: 666 CONTINUE
640: *
641: * Set final_* when cnt hits ithresh.
642: *
643: IF (X_STATE .EQ. WORKING_STATE) FINAL_DX_X = DX_X
644: IF (Z_STATE .EQ. WORKING_STATE) FINAL_DZ_Z = DZ_Z
645: *
646: * Compute error bounds.
647: *
648: IF (N_NORMS .GE. 1) THEN
649: ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
650: $ FINAL_DX_X / (1 - DXRATMAX)
651: END IF
652: IF (N_NORMS .GE. 2) THEN
653: ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
654: $ FINAL_DZ_Z / (1 - DZRATMAX)
655: END IF
656: *
657: * Compute componentwise relative backward error from formula
658: * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
659: * where abs(Z) is the componentwise absolute value of the matrix
660: * or vector Z.
661: *
662: * Compute residual RES = B_s - op(A_s) * Y,
663: * op(A) = A, A**T, or A**H depending on TRANS (and type).
664: *
665: CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
666: CALL ZHEMV(UPLO, N, DCMPLX(-1.0D+0), A, LDA, Y(1,J), 1,
667: $ DCMPLX(1.0D+0), RES, 1)
668:
669: DO I = 1, N
670: AYB( I ) = CABS1( B( I, J ) )
671: END DO
672: *
673: * Compute abs(op(A_s))*abs(Y) + abs(B_s).
674: *
675: CALL ZLA_HEAMV (UPLO2, N, 1.0D+0,
676: $ A, LDA, Y(1, J), 1, 1.0D+0, AYB, 1)
677:
678: CALL ZLA_LIN_BERR (N, N, 1, RES, AYB, BERR_OUT(J))
679: *
680: * End of loop for each RHS.
681: *
682: END DO
683: *
684: RETURN
1.17 ! bertrand 685: *
! 686: * End of ZLA_PORFSX_EXTENDED
! 687: *
1.1 bertrand 688: END
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