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cla_porfsx_extended.f 25 kB

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  1. *> \brief \b CLA_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.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLA_PORFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_porfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_porfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_porfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLA_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 )
  28. *
  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. * REAL RTHRESH, DZ_UB
  35. * ..
  36. * .. Array Arguments ..
  37. * COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  38. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  39. * REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  40. * $ ERR_BNDS_NORM( NRHS, * ),
  41. * $ ERR_BNDS_COMP( NRHS, * )
  42. * ..
  43. *
  44. *
  45. *> \par Purpose:
  46. * =============
  47. *>
  48. *> \verbatim
  49. *>
  50. *> CLA_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 CPORFSX 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
  57. *> subroutine is only resonsible for setting the second fields of
  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.
  68. *> The value is defined by ILAPREC(P) where P is a CHARACTER and
  69. *> P = 'S': Single
  70. *> = 'D': Double
  71. *> = 'I': Indigenous
  72. *> = 'X', 'E': Extra
  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 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 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 CPOTRF.
  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 REAL 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 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
  156. *> Y is COMPLEX array, dimension
  157. *> (LDY,NRHS)
  158. *> On entry, the solution matrix X, as computed by CPOTRS.
  159. *> On exit, the improved solution matrix Y.
  160. *> \endverbatim
  161. *>
  162. *> \param[in] LDY
  163. *> \verbatim
  164. *> LDY is INTEGER
  165. *> The leading dimension of the array Y. LDY >= max(1,N).
  166. *> \endverbatim
  167. *>
  168. *> \param[out] BERR_OUT
  169. *> \verbatim
  170. *> BERR_OUT is REAL array, dimension (NRHS)
  171. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  172. *> error for right-hand-side j from the formula
  173. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  174. *> where abs(Z) is the componentwise absolute value of the matrix
  175. *> or vector Z. This is computed by CLA_LIN_BERR.
  176. *> \endverbatim
  177. *>
  178. *> \param[in] N_NORMS
  179. *> \verbatim
  180. *> N_NORMS is INTEGER
  181. *> Determines which error bounds to return (see ERR_BNDS_NORM
  182. *> and ERR_BNDS_COMP).
  183. *> If N_NORMS >= 1 return normwise error bounds.
  184. *> If N_NORMS >= 2 return componentwise error bounds.
  185. *> \endverbatim
  186. *>
  187. *> \param[in,out] ERR_BNDS_NORM
  188. *> \verbatim
  189. *> ERR_BNDS_NORM is REAL array, dimension
  190. *> (NRHS, N_ERR_BNDS)
  191. *> For each right-hand side, this array contains information about
  192. *> various error bounds and condition numbers corresponding to the
  193. *> normwise relative error, which is defined as follows:
  194. *>
  195. *> Normwise relative error in the ith solution vector:
  196. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  197. *> ------------------------------
  198. *> max_j abs(X(j,i))
  199. *>
  200. *> The array is indexed by the type of error information as described
  201. *> below. There currently are up to three pieces of information
  202. *> returned.
  203. *>
  204. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  205. *> right-hand side.
  206. *>
  207. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  208. *> three fields:
  209. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  210. *> reciprocal condition number is less than the threshold
  211. *> sqrt(n) * slamch('Epsilon').
  212. *>
  213. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  214. *> almost certainly within a factor of 10 of the true error
  215. *> so long as the next entry is greater than the threshold
  216. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  217. *> be trusted if the previous boolean is true.
  218. *>
  219. *> err = 3 Reciprocal condition number: Estimated normwise
  220. *> reciprocal condition number. Compared with the threshold
  221. *> sqrt(n) * slamch('Epsilon') to determine if the error
  222. *> estimate is "guaranteed". These reciprocal condition
  223. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  224. *> appropriately scaled matrix Z.
  225. *> Let Z = S*A, where S scales each row by a power of the
  226. *> radix so all absolute row sums of Z are approximately 1.
  227. *>
  228. *> This subroutine is only responsible for setting the second field
  229. *> above.
  230. *> See Lapack Working Note 165 for further details and extra
  231. *> cautions.
  232. *> \endverbatim
  233. *>
  234. *> \param[in,out] ERR_BNDS_COMP
  235. *> \verbatim
  236. *> ERR_BNDS_COMP is REAL array, dimension
  237. *> (NRHS, N_ERR_BNDS)
  238. *> For each right-hand side, this array contains information about
  239. *> various error bounds and condition numbers corresponding to the
  240. *> componentwise relative error, which is defined as follows:
  241. *>
  242. *> Componentwise relative error in the ith solution vector:
  243. *> abs(XTRUE(j,i) - X(j,i))
  244. *> max_j ----------------------
  245. *> abs(X(j,i))
  246. *>
  247. *> The array is indexed by the right-hand side i (on which the
  248. *> componentwise relative error depends), and the type of error
  249. *> information as described below. There currently are up to three
  250. *> pieces of information returned for each right-hand side. If
  251. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  252. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
  253. *> the first (:,N_ERR_BNDS) entries are returned.
  254. *>
  255. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  256. *> right-hand side.
  257. *>
  258. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  259. *> three fields:
  260. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  261. *> reciprocal condition number is less than the threshold
  262. *> sqrt(n) * slamch('Epsilon').
  263. *>
  264. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  265. *> almost certainly within a factor of 10 of the true error
  266. *> so long as the next entry is greater than the threshold
  267. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  268. *> be trusted if the previous boolean is true.
  269. *>
  270. *> err = 3 Reciprocal condition number: Estimated componentwise
  271. *> reciprocal condition number. Compared with the threshold
  272. *> sqrt(n) * slamch('Epsilon') to determine if the error
  273. *> estimate is "guaranteed". These reciprocal condition
  274. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  275. *> appropriately scaled matrix Z.
  276. *> Let Z = S*(A*diag(x)), where x is the solution for the
  277. *> current right-hand side and S scales each row of
  278. *> A*diag(x) by a power of the radix so all absolute row
  279. *> sums of Z are approximately 1.
  280. *>
  281. *> This subroutine is only responsible for setting the second field
  282. *> above.
  283. *> See Lapack Working Note 165 for further details and extra
  284. *> cautions.
  285. *> \endverbatim
  286. *>
  287. *> \param[in] RES
  288. *> \verbatim
  289. *> RES is COMPLEX array, dimension (N)
  290. *> Workspace to hold the intermediate residual.
  291. *> \endverbatim
  292. *>
  293. *> \param[in] AYB
  294. *> \verbatim
  295. *> AYB is REAL array, dimension (N)
  296. *> Workspace.
  297. *> \endverbatim
  298. *>
  299. *> \param[in] DY
  300. *> \verbatim
  301. *> DY is COMPLEX array, dimension (N)
  302. *> Workspace to hold the intermediate solution.
  303. *> \endverbatim
  304. *>
  305. *> \param[in] Y_TAIL
  306. *> \verbatim
  307. *> Y_TAIL is COMPLEX array, dimension (N)
  308. *> Workspace to hold the trailing bits of the intermediate solution.
  309. *> \endverbatim
  310. *>
  311. *> \param[in] RCOND
  312. *> \verbatim
  313. *> RCOND is REAL
  314. *> Reciprocal scaled condition number. This is an estimate of the
  315. *> reciprocal Skeel condition number of the matrix A after
  316. *> equilibration (if done). If this is less than the machine
  317. *> precision (in particular, if it is zero), the matrix is singular
  318. *> to working precision. Note that the error may still be small even
  319. *> if this number is very small and the matrix appears ill-
  320. *> conditioned.
  321. *> \endverbatim
  322. *>
  323. *> \param[in] ITHRESH
  324. *> \verbatim
  325. *> ITHRESH is INTEGER
  326. *> The maximum number of residual computations allowed for
  327. *> refinement. The default is 10. For 'aggressive' set to 100 to
  328. *> permit convergence using approximate factorizations or
  329. *> factorizations other than LU. If the factorization uses a
  330. *> technique other than Gaussian elimination, the guarantees in
  331. *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
  332. *> \endverbatim
  333. *>
  334. *> \param[in] RTHRESH
  335. *> \verbatim
  336. *> RTHRESH is REAL
  337. *> Determines when to stop refinement if the error estimate stops
  338. *> decreasing. Refinement will stop when the next solution no longer
  339. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  340. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  341. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  342. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  343. *> for more details.
  344. *> \endverbatim
  345. *>
  346. *> \param[in] DZ_UB
  347. *> \verbatim
  348. *> DZ_UB is REAL
  349. *> Determines when to start considering componentwise convergence.
  350. *> Componentwise convergence is only considered after each component
  351. *> of the solution Y is stable, which we definte as the relative
  352. *> change in each component being less than DZ_UB. The default value
  353. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  354. *> more details.
  355. *> \endverbatim
  356. *>
  357. *> \param[in] IGNORE_CWISE
  358. *> \verbatim
  359. *> IGNORE_CWISE is LOGICAL
  360. *> If .TRUE. then ignore componentwise convergence. Default value
  361. *> is .FALSE..
  362. *> \endverbatim
  363. *>
  364. *> \param[out] INFO
  365. *> \verbatim
  366. *> INFO is INTEGER
  367. *> = 0: Successful exit.
  368. *> < 0: if INFO = -i, the ith argument to CPOTRS had an illegal
  369. *> value
  370. *> \endverbatim
  371. *
  372. * Authors:
  373. * ========
  374. *
  375. *> \author Univ. of Tennessee
  376. *> \author Univ. of California Berkeley
  377. *> \author Univ. of Colorado Denver
  378. *> \author NAG Ltd.
  379. *
  380. *> \date September 2012
  381. *
  382. *> \ingroup complexPOcomputational
  383. *
  384. * =====================================================================
  385. SUBROUTINE CLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  386. $ AF, LDAF, COLEQU, C, B, LDB, Y,
  387. $ LDY, BERR_OUT, N_NORMS,
  388. $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
  389. $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
  390. $ RTHRESH, DZ_UB, IGNORE_CWISE,
  391. $ INFO )
  392. *
  393. * -- LAPACK computational routine (version 3.4.2) --
  394. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  395. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  396. * September 2012
  397. *
  398. * .. Scalar Arguments ..
  399. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  400. $ N_NORMS, ITHRESH
  401. CHARACTER UPLO
  402. LOGICAL COLEQU, IGNORE_CWISE
  403. REAL RTHRESH, DZ_UB
  404. * ..
  405. * .. Array Arguments ..
  406. COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  407. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  408. REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  409. $ ERR_BNDS_NORM( NRHS, * ),
  410. $ ERR_BNDS_COMP( NRHS, * )
  411. * ..
  412. *
  413. * =====================================================================
  414. *
  415. * .. Local Scalars ..
  416. INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE,
  417. $ Y_PREC_STATE
  418. REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  419. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  420. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  421. $ EPS, HUGEVAL, INCR_THRESH
  422. LOGICAL INCR_PREC
  423. COMPLEX ZDUM
  424. * ..
  425. * .. Parameters ..
  426. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  427. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  428. $ EXTRA_Y
  429. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  430. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  431. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  432. $ EXTRA_Y = 2 )
  433. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  434. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  435. INTEGER CMP_ERR_I, PIV_GROWTH_I
  436. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  437. $ BERR_I = 3 )
  438. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  439. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  440. $ PIV_GROWTH_I = 9 )
  441. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  442. $ LA_LINRX_CWISE_I
  443. PARAMETER ( LA_LINRX_ITREF_I = 1,
  444. $ LA_LINRX_ITHRESH_I = 2 )
  445. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  446. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  447. $ LA_LINRX_RCOND_I
  448. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  449. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  450. * ..
  451. * .. External Functions ..
  452. LOGICAL LSAME
  453. EXTERNAL ILAUPLO
  454. INTEGER ILAUPLO
  455. * ..
  456. * .. External Subroutines ..
  457. EXTERNAL CAXPY, CCOPY, CPOTRS, CHEMV, BLAS_CHEMV_X,
  458. $ BLAS_CHEMV2_X, CLA_HEAMV, CLA_WWADDW,
  459. $ CLA_LIN_BERR, SLAMCH
  460. REAL SLAMCH
  461. * ..
  462. * .. Intrinsic Functions ..
  463. INTRINSIC ABS, REAL, AIMAG, MAX, MIN
  464. * ..
  465. * .. Statement Functions ..
  466. REAL CABS1
  467. * ..
  468. * .. Statement Function Definitions ..
  469. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  470. * ..
  471. * .. Executable Statements ..
  472. *
  473. IF (INFO.NE.0) RETURN
  474. EPS = SLAMCH( 'Epsilon' )
  475. HUGEVAL = SLAMCH( 'Overflow' )
  476. * Force HUGEVAL to Inf
  477. HUGEVAL = HUGEVAL * HUGEVAL
  478. * Using HUGEVAL may lead to spurious underflows.
  479. INCR_THRESH = REAL(N) * EPS
  480. IF (LSAME (UPLO, 'L')) THEN
  481. UPLO2 = ILAUPLO( 'L' )
  482. ELSE
  483. UPLO2 = ILAUPLO( 'U' )
  484. ENDIF
  485. DO J = 1, NRHS
  486. Y_PREC_STATE = EXTRA_RESIDUAL
  487. IF (Y_PREC_STATE .EQ. EXTRA_Y) THEN
  488. DO I = 1, N
  489. Y_TAIL( I ) = 0.0
  490. END DO
  491. END IF
  492. DXRAT = 0.0
  493. DXRATMAX = 0.0
  494. DZRAT = 0.0
  495. DZRATMAX = 0.0
  496. FINAL_DX_X = HUGEVAL
  497. FINAL_DZ_Z = HUGEVAL
  498. PREVNORMDX = HUGEVAL
  499. PREV_DZ_Z = HUGEVAL
  500. DZ_Z = HUGEVAL
  501. DX_X = HUGEVAL
  502. X_STATE = WORKING_STATE
  503. Z_STATE = UNSTABLE_STATE
  504. INCR_PREC = .FALSE.
  505. DO CNT = 1, ITHRESH
  506. *
  507. * Compute residual RES = B_s - op(A_s) * Y,
  508. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  509. *
  510. CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
  511. IF (Y_PREC_STATE .EQ. BASE_RESIDUAL) THEN
  512. CALL CHEMV(UPLO, N, CMPLX(-1.0), A, LDA, Y(1,J), 1,
  513. $ CMPLX(1.0), RES, 1)
  514. ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
  515. CALL BLAS_CHEMV_X(UPLO2, N, CMPLX(-1.0), A, LDA,
  516. $ Y( 1, J ), 1, CMPLX(1.0), RES, 1, PREC_TYPE)
  517. ELSE
  518. CALL BLAS_CHEMV2_X(UPLO2, N, CMPLX(-1.0), A, LDA,
  519. $ Y(1, J), Y_TAIL, 1, CMPLX(1.0), RES, 1, PREC_TYPE)
  520. END IF
  521. ! XXX: RES is no longer needed.
  522. CALL CCOPY( N, RES, 1, DY, 1 )
  523. CALL CPOTRS( UPLO, N, 1, AF, LDAF, DY, N, INFO)
  524. *
  525. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  526. *
  527. NORMX = 0.0
  528. NORMY = 0.0
  529. NORMDX = 0.0
  530. DZ_Z = 0.0
  531. YMIN = HUGEVAL
  532. DO I = 1, N
  533. YK = CABS1(Y(I, J))
  534. DYK = CABS1(DY(I))
  535. IF (YK .NE. 0.0) THEN
  536. DZ_Z = MAX( DZ_Z, DYK / YK )
  537. ELSE IF (DYK .NE. 0.0) THEN
  538. DZ_Z = HUGEVAL
  539. END IF
  540. YMIN = MIN( YMIN, YK )
  541. NORMY = MAX( NORMY, YK )
  542. IF ( COLEQU ) THEN
  543. NORMX = MAX(NORMX, YK * C(I))
  544. NORMDX = MAX(NORMDX, DYK * C(I))
  545. ELSE
  546. NORMX = NORMY
  547. NORMDX = MAX(NORMDX, DYK)
  548. END IF
  549. END DO
  550. IF (NORMX .NE. 0.0) THEN
  551. DX_X = NORMDX / NORMX
  552. ELSE IF (NORMDX .EQ. 0.0) THEN
  553. DX_X = 0.0
  554. ELSE
  555. DX_X = HUGEVAL
  556. END IF
  557. DXRAT = NORMDX / PREVNORMDX
  558. DZRAT = DZ_Z / PREV_DZ_Z
  559. *
  560. * Check termination criteria.
  561. *
  562. IF (YMIN*RCOND .LT. INCR_THRESH*NORMY
  563. $ .AND. Y_PREC_STATE .LT. EXTRA_Y)
  564. $ INCR_PREC = .TRUE.
  565. IF (X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH)
  566. $ X_STATE = WORKING_STATE
  567. IF (X_STATE .EQ. WORKING_STATE) THEN
  568. IF (DX_X .LE. EPS) THEN
  569. X_STATE = CONV_STATE
  570. ELSE IF (DXRAT .GT. RTHRESH) THEN
  571. IF (Y_PREC_STATE .NE. EXTRA_Y) THEN
  572. INCR_PREC = .TRUE.
  573. ELSE
  574. X_STATE = NOPROG_STATE
  575. END IF
  576. ELSE
  577. IF (DXRAT .GT. DXRATMAX) DXRATMAX = DXRAT
  578. END IF
  579. IF (X_STATE .GT. WORKING_STATE) FINAL_DX_X = DX_X
  580. END IF
  581. IF (Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB)
  582. $ Z_STATE = WORKING_STATE
  583. IF (Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH)
  584. $ Z_STATE = WORKING_STATE
  585. IF (Z_STATE .EQ. WORKING_STATE) THEN
  586. IF (DZ_Z .LE. EPS) THEN
  587. Z_STATE = CONV_STATE
  588. ELSE IF (DZ_Z .GT. DZ_UB) THEN
  589. Z_STATE = UNSTABLE_STATE
  590. DZRATMAX = 0.0
  591. FINAL_DZ_Z = HUGEVAL
  592. ELSE IF (DZRAT .GT. RTHRESH) THEN
  593. IF (Y_PREC_STATE .NE. EXTRA_Y) THEN
  594. INCR_PREC = .TRUE.
  595. ELSE
  596. Z_STATE = NOPROG_STATE
  597. END IF
  598. ELSE
  599. IF (DZRAT .GT. DZRATMAX) DZRATMAX = DZRAT
  600. END IF
  601. IF (Z_STATE .GT. WORKING_STATE) FINAL_DZ_Z = DZ_Z
  602. END IF
  603. IF ( X_STATE.NE.WORKING_STATE.AND.
  604. $ (IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE) )
  605. $ GOTO 666
  606. IF (INCR_PREC) THEN
  607. INCR_PREC = .FALSE.
  608. Y_PREC_STATE = Y_PREC_STATE + 1
  609. DO I = 1, N
  610. Y_TAIL( I ) = 0.0
  611. END DO
  612. END IF
  613. PREVNORMDX = NORMDX
  614. PREV_DZ_Z = DZ_Z
  615. *
  616. * Update soluton.
  617. *
  618. IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
  619. CALL CAXPY( N, CMPLX(1.0), DY, 1, Y(1,J), 1 )
  620. ELSE
  621. CALL CLA_WWADDW(N, Y(1,J), Y_TAIL, DY)
  622. END IF
  623. END DO
  624. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  625. 666 CONTINUE
  626. *
  627. * Set final_* when cnt hits ithresh.
  628. *
  629. IF (X_STATE .EQ. WORKING_STATE) FINAL_DX_X = DX_X
  630. IF (Z_STATE .EQ. WORKING_STATE) FINAL_DZ_Z = DZ_Z
  631. *
  632. * Compute error bounds.
  633. *
  634. IF (N_NORMS .GE. 1) THEN
  635. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  636. $ FINAL_DX_X / (1 - DXRATMAX)
  637. END IF
  638. IF (N_NORMS .GE. 2) THEN
  639. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  640. $ FINAL_DZ_Z / (1 - DZRATMAX)
  641. END IF
  642. *
  643. * Compute componentwise relative backward error from formula
  644. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  645. * where abs(Z) is the componentwise absolute value of the matrix
  646. * or vector Z.
  647. *
  648. * Compute residual RES = B_s - op(A_s) * Y,
  649. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  650. *
  651. CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
  652. CALL CHEMV(UPLO, N, CMPLX(-1.0), A, LDA, Y(1,J), 1, CMPLX(1.0),
  653. $ RES, 1)
  654. DO I = 1, N
  655. AYB( I ) = CABS1( B( I, J ) )
  656. END DO
  657. *
  658. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  659. *
  660. CALL CLA_HEAMV (UPLO2, N, 1.0,
  661. $ A, LDA, Y(1, J), 1, 1.0, AYB, 1)
  662. CALL CLA_LIN_BERR (N, N, 1, RES, AYB, BERR_OUT(J))
  663. *
  664. * End of loop for each RHS.
  665. *
  666. END DO
  667. *
  668. RETURN
  669. END