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sla_syrfsx_extended.f 26 kB

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  1. *> \brief \b SLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite 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 SLA_SYRFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_syrfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_syrfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_syrfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  22. * AF, LDAF, IPIV, COLEQU, C, B, LDB,
  23. * Y, 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. * INTEGER IPIV( * )
  38. * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  39. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  40. * REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  41. * $ ERR_BNDS_NORM( NRHS, * ),
  42. * $ ERR_BNDS_COMP( NRHS, * )
  43. * ..
  44. *
  45. *
  46. *> \par Purpose:
  47. * =============
  48. *>
  49. *> \verbatim
  50. *>
  51. *>
  52. *> SLA_SYRFSX_EXTENDED improves the computed solution to a system of
  53. *> linear equations by performing extra-precise iterative refinement
  54. *> and provides error bounds and backward error estimates for the solution.
  55. *> This subroutine is called by SSYRFSX to perform iterative refinement.
  56. *> In addition to normwise error bound, the code provides maximum
  57. *> componentwise error bound if possible. See comments for ERR_BNDS_NORM
  58. *> and ERR_BNDS_COMP for details of the error bounds. Note that this
  59. *> subroutine is only resonsible for setting the second fields of
  60. *> ERR_BNDS_NORM and ERR_BNDS_COMP.
  61. *> \endverbatim
  62. *
  63. * Arguments:
  64. * ==========
  65. *
  66. *> \param[in] PREC_TYPE
  67. *> \verbatim
  68. *> PREC_TYPE is INTEGER
  69. *> Specifies the intermediate precision to be used in refinement.
  70. *> The value is defined by ILAPREC(P) where P is a CHARACTER and
  71. *> P = 'S': Single
  72. *> = 'D': Double
  73. *> = 'I': Indigenous
  74. *> = 'X', 'E': Extra
  75. *> \endverbatim
  76. *>
  77. *> \param[in] UPLO
  78. *> \verbatim
  79. *> UPLO is CHARACTER*1
  80. *> = 'U': Upper triangle of A is stored;
  81. *> = 'L': Lower triangle of A is stored.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] N
  85. *> \verbatim
  86. *> N is INTEGER
  87. *> The number of linear equations, i.e., the order of the
  88. *> matrix A. N >= 0.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] NRHS
  92. *> \verbatim
  93. *> NRHS is INTEGER
  94. *> The number of right-hand-sides, i.e., the number of columns of the
  95. *> matrix B.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] A
  99. *> \verbatim
  100. *> A is REAL array, dimension (LDA,N)
  101. *> On entry, the N-by-N matrix A.
  102. *> \endverbatim
  103. *>
  104. *> \param[in] LDA
  105. *> \verbatim
  106. *> LDA is INTEGER
  107. *> The leading dimension of the array A. LDA >= max(1,N).
  108. *> \endverbatim
  109. *>
  110. *> \param[in] AF
  111. *> \verbatim
  112. *> AF is REAL array, dimension (LDAF,N)
  113. *> The block diagonal matrix D and the multipliers used to
  114. *> obtain the factor U or L as computed by SSYTRF.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] LDAF
  118. *> \verbatim
  119. *> LDAF is INTEGER
  120. *> The leading dimension of the array AF. LDAF >= max(1,N).
  121. *> \endverbatim
  122. *>
  123. *> \param[in] IPIV
  124. *> \verbatim
  125. *> IPIV is INTEGER array, dimension (N)
  126. *> Details of the interchanges and the block structure of D
  127. *> as determined by SSYTRF.
  128. *> \endverbatim
  129. *>
  130. *> \param[in] COLEQU
  131. *> \verbatim
  132. *> COLEQU is LOGICAL
  133. *> If .TRUE. then column equilibration was done to A before calling
  134. *> this routine. This is needed to compute the solution and error
  135. *> bounds correctly.
  136. *> \endverbatim
  137. *>
  138. *> \param[in] C
  139. *> \verbatim
  140. *> C is REAL array, dimension (N)
  141. *> The column scale factors for A. If COLEQU = .FALSE., C
  142. *> is not accessed. If C is input, each element of C should be a power
  143. *> of the radix to ensure a reliable solution and error estimates.
  144. *> Scaling by powers of the radix does not cause rounding errors unless
  145. *> the result underflows or overflows. Rounding errors during scaling
  146. *> lead to refining with a matrix that is not equivalent to the
  147. *> input matrix, producing error estimates that may not be
  148. *> reliable.
  149. *> \endverbatim
  150. *>
  151. *> \param[in] B
  152. *> \verbatim
  153. *> B is REAL array, dimension (LDB,NRHS)
  154. *> The right-hand-side matrix B.
  155. *> \endverbatim
  156. *>
  157. *> \param[in] LDB
  158. *> \verbatim
  159. *> LDB is INTEGER
  160. *> The leading dimension of the array B. LDB >= max(1,N).
  161. *> \endverbatim
  162. *>
  163. *> \param[in,out] Y
  164. *> \verbatim
  165. *> Y is REAL array, dimension (LDY,NRHS)
  166. *> On entry, the solution matrix X, as computed by SSYTRS.
  167. *> On exit, the improved solution matrix Y.
  168. *> \endverbatim
  169. *>
  170. *> \param[in] LDY
  171. *> \verbatim
  172. *> LDY is INTEGER
  173. *> The leading dimension of the array Y. LDY >= max(1,N).
  174. *> \endverbatim
  175. *>
  176. *> \param[out] BERR_OUT
  177. *> \verbatim
  178. *> BERR_OUT is REAL array, dimension (NRHS)
  179. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  180. *> error for right-hand-side j from the formula
  181. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  182. *> where abs(Z) is the componentwise absolute value of the matrix
  183. *> or vector Z. This is computed by SLA_LIN_BERR.
  184. *> \endverbatim
  185. *>
  186. *> \param[in] N_NORMS
  187. *> \verbatim
  188. *> N_NORMS is INTEGER
  189. *> Determines which error bounds to return (see ERR_BNDS_NORM
  190. *> and ERR_BNDS_COMP).
  191. *> If N_NORMS >= 1 return normwise error bounds.
  192. *> If N_NORMS >= 2 return componentwise error bounds.
  193. *> \endverbatim
  194. *>
  195. *> \param[in,out] ERR_BNDS_NORM
  196. *> \verbatim
  197. *> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
  198. *> For each right-hand side, this array contains information about
  199. *> various error bounds and condition numbers corresponding to the
  200. *> normwise relative error, which is defined as follows:
  201. *>
  202. *> Normwise relative error in the ith solution vector:
  203. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  204. *> ------------------------------
  205. *> max_j abs(X(j,i))
  206. *>
  207. *> The array is indexed by the type of error information as described
  208. *> below. There currently are up to three pieces of information
  209. *> returned.
  210. *>
  211. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  212. *> right-hand side.
  213. *>
  214. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  215. *> three fields:
  216. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  217. *> reciprocal condition number is less than the threshold
  218. *> sqrt(n) * slamch('Epsilon').
  219. *>
  220. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  221. *> almost certainly within a factor of 10 of the true error
  222. *> so long as the next entry is greater than the threshold
  223. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  224. *> be trusted if the previous boolean is true.
  225. *>
  226. *> err = 3 Reciprocal condition number: Estimated normwise
  227. *> reciprocal condition number. Compared with the threshold
  228. *> sqrt(n) * slamch('Epsilon') to determine if the error
  229. *> estimate is "guaranteed". These reciprocal condition
  230. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  231. *> appropriately scaled matrix Z.
  232. *> Let Z = S*A, where S scales each row by a power of the
  233. *> radix so all absolute row sums of Z are approximately 1.
  234. *>
  235. *> This subroutine is only responsible for setting the second field
  236. *> above.
  237. *> See Lapack Working Note 165 for further details and extra
  238. *> cautions.
  239. *> \endverbatim
  240. *>
  241. *> \param[in,out] ERR_BNDS_COMP
  242. *> \verbatim
  243. *> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
  244. *> For each right-hand side, this array contains information about
  245. *> various error bounds and condition numbers corresponding to the
  246. *> componentwise relative error, which is defined as follows:
  247. *>
  248. *> Componentwise relative error in the ith solution vector:
  249. *> abs(XTRUE(j,i) - X(j,i))
  250. *> max_j ----------------------
  251. *> abs(X(j,i))
  252. *>
  253. *> The array is indexed by the right-hand side i (on which the
  254. *> componentwise relative error depends), and the type of error
  255. *> information as described below. There currently are up to three
  256. *> pieces of information returned for each right-hand side. If
  257. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  258. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
  259. *> the first (:,N_ERR_BNDS) entries are returned.
  260. *>
  261. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  262. *> right-hand side.
  263. *>
  264. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  265. *> three fields:
  266. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  267. *> reciprocal condition number is less than the threshold
  268. *> sqrt(n) * slamch('Epsilon').
  269. *>
  270. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  271. *> almost certainly within a factor of 10 of the true error
  272. *> so long as the next entry is greater than the threshold
  273. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  274. *> be trusted if the previous boolean is true.
  275. *>
  276. *> err = 3 Reciprocal condition number: Estimated componentwise
  277. *> reciprocal condition number. Compared with the threshold
  278. *> sqrt(n) * slamch('Epsilon') to determine if the error
  279. *> estimate is "guaranteed". These reciprocal condition
  280. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  281. *> appropriately scaled matrix Z.
  282. *> Let Z = S*(A*diag(x)), where x is the solution for the
  283. *> current right-hand side and S scales each row of
  284. *> A*diag(x) by a power of the radix so all absolute row
  285. *> sums of Z are approximately 1.
  286. *>
  287. *> This subroutine is only responsible for setting the second field
  288. *> above.
  289. *> See Lapack Working Note 165 for further details and extra
  290. *> cautions.
  291. *> \endverbatim
  292. *>
  293. *> \param[in] RES
  294. *> \verbatim
  295. *> RES is REAL array, dimension (N)
  296. *> Workspace to hold the intermediate residual.
  297. *> \endverbatim
  298. *>
  299. *> \param[in] AYB
  300. *> \verbatim
  301. *> AYB is REAL array, dimension (N)
  302. *> Workspace. This can be the same workspace passed for Y_TAIL.
  303. *> \endverbatim
  304. *>
  305. *> \param[in] DY
  306. *> \verbatim
  307. *> DY is REAL array, dimension (N)
  308. *> Workspace to hold the intermediate solution.
  309. *> \endverbatim
  310. *>
  311. *> \param[in] Y_TAIL
  312. *> \verbatim
  313. *> Y_TAIL is REAL array, dimension (N)
  314. *> Workspace to hold the trailing bits of the intermediate solution.
  315. *> \endverbatim
  316. *>
  317. *> \param[in] RCOND
  318. *> \verbatim
  319. *> RCOND is REAL
  320. *> Reciprocal scaled condition number. This is an estimate of the
  321. *> reciprocal Skeel condition number of the matrix A after
  322. *> equilibration (if done). If this is less than the machine
  323. *> precision (in particular, if it is zero), the matrix is singular
  324. *> to working precision. Note that the error may still be small even
  325. *> if this number is very small and the matrix appears ill-
  326. *> conditioned.
  327. *> \endverbatim
  328. *>
  329. *> \param[in] ITHRESH
  330. *> \verbatim
  331. *> ITHRESH is INTEGER
  332. *> The maximum number of residual computations allowed for
  333. *> refinement. The default is 10. For 'aggressive' set to 100 to
  334. *> permit convergence using approximate factorizations or
  335. *> factorizations other than LU. If the factorization uses a
  336. *> technique other than Gaussian elimination, the guarantees in
  337. *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
  338. *> \endverbatim
  339. *>
  340. *> \param[in] RTHRESH
  341. *> \verbatim
  342. *> RTHRESH is REAL
  343. *> Determines when to stop refinement if the error estimate stops
  344. *> decreasing. Refinement will stop when the next solution no longer
  345. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  346. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  347. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  348. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  349. *> for more details.
  350. *> \endverbatim
  351. *>
  352. *> \param[in] DZ_UB
  353. *> \verbatim
  354. *> DZ_UB is REAL
  355. *> Determines when to start considering componentwise convergence.
  356. *> Componentwise convergence is only considered after each component
  357. *> of the solution Y is stable, which we definte as the relative
  358. *> change in each component being less than DZ_UB. The default value
  359. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  360. *> more details.
  361. *> \endverbatim
  362. *>
  363. *> \param[in] IGNORE_CWISE
  364. *> \verbatim
  365. *> IGNORE_CWISE is LOGICAL
  366. *> If .TRUE. then ignore componentwise convergence. Default value
  367. *> is .FALSE..
  368. *> \endverbatim
  369. *>
  370. *> \param[out] INFO
  371. *> \verbatim
  372. *> INFO is INTEGER
  373. *> = 0: Successful exit.
  374. *> < 0: if INFO = -i, the ith argument to SLA_SYRFSX_EXTENDED had an illegal
  375. *> value
  376. *> \endverbatim
  377. *
  378. * Authors:
  379. * ========
  380. *
  381. *> \author Univ. of Tennessee
  382. *> \author Univ. of California Berkeley
  383. *> \author Univ. of Colorado Denver
  384. *> \author NAG Ltd.
  385. *
  386. *> \date September 2012
  387. *
  388. *> \ingroup realSYcomputational
  389. *
  390. * =====================================================================
  391. SUBROUTINE SLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  392. $ AF, LDAF, IPIV, COLEQU, C, B, LDB,
  393. $ Y, LDY, BERR_OUT, N_NORMS,
  394. $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
  395. $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
  396. $ RTHRESH, DZ_UB, IGNORE_CWISE,
  397. $ INFO )
  398. *
  399. * -- LAPACK computational routine (version 3.4.2) --
  400. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  401. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  402. * September 2012
  403. *
  404. * .. Scalar Arguments ..
  405. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  406. $ N_NORMS, ITHRESH
  407. CHARACTER UPLO
  408. LOGICAL COLEQU, IGNORE_CWISE
  409. REAL RTHRESH, DZ_UB
  410. * ..
  411. * .. Array Arguments ..
  412. INTEGER IPIV( * )
  413. REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  414. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  415. REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  416. $ ERR_BNDS_NORM( NRHS, * ),
  417. $ ERR_BNDS_COMP( NRHS, * )
  418. * ..
  419. *
  420. * =====================================================================
  421. *
  422. * .. Local Scalars ..
  423. INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE
  424. REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  425. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  426. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  427. $ EPS, HUGEVAL, INCR_THRESH
  428. LOGICAL INCR_PREC, UPPER
  429. * ..
  430. * .. Parameters ..
  431. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  432. $ NOPROG_STATE, Y_PREC_STATE, BASE_RESIDUAL,
  433. $ EXTRA_RESIDUAL, EXTRA_Y
  434. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  435. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  436. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  437. $ EXTRA_Y = 2 )
  438. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  439. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  440. INTEGER CMP_ERR_I, PIV_GROWTH_I
  441. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  442. $ BERR_I = 3 )
  443. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  444. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  445. $ PIV_GROWTH_I = 9 )
  446. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  447. $ LA_LINRX_CWISE_I
  448. PARAMETER ( LA_LINRX_ITREF_I = 1,
  449. $ LA_LINRX_ITHRESH_I = 2 )
  450. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  451. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  452. $ LA_LINRX_RCOND_I
  453. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  454. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  455. * ..
  456. * .. External Functions ..
  457. LOGICAL LSAME
  458. EXTERNAL ILAUPLO
  459. INTEGER ILAUPLO
  460. * ..
  461. * .. External Subroutines ..
  462. EXTERNAL SAXPY, SCOPY, SSYTRS, SSYMV, BLAS_SSYMV_X,
  463. $ BLAS_SSYMV2_X, SLA_SYAMV, SLA_WWADDW,
  464. $ SLA_LIN_BERR
  465. REAL SLAMCH
  466. * ..
  467. * .. Intrinsic Functions ..
  468. INTRINSIC ABS, MAX, MIN
  469. * ..
  470. * .. Executable Statements ..
  471. *
  472. INFO = 0
  473. UPPER = LSAME( UPLO, 'U' )
  474. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  475. INFO = -2
  476. ELSE IF( N.LT.0 ) THEN
  477. INFO = -3
  478. ELSE IF( NRHS.LT.0 ) THEN
  479. INFO = -4
  480. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  481. INFO = -6
  482. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  483. INFO = -8
  484. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  485. INFO = -13
  486. ELSE IF( LDY.LT.MAX( 1, N ) ) THEN
  487. INFO = -15
  488. END IF
  489. IF( INFO.NE.0 ) THEN
  490. CALL XERBLA( 'SLA_SYRFSX_EXTENDED', -INFO )
  491. RETURN
  492. END IF
  493. EPS = SLAMCH( 'Epsilon' )
  494. HUGEVAL = SLAMCH( 'Overflow' )
  495. * Force HUGEVAL to Inf
  496. HUGEVAL = HUGEVAL * HUGEVAL
  497. * Using HUGEVAL may lead to spurious underflows.
  498. INCR_THRESH = REAL( N )*EPS
  499. IF ( LSAME ( UPLO, 'L' ) ) THEN
  500. UPLO2 = ILAUPLO( 'L' )
  501. ELSE
  502. UPLO2 = ILAUPLO( 'U' )
  503. ENDIF
  504. DO J = 1, NRHS
  505. Y_PREC_STATE = EXTRA_RESIDUAL
  506. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  507. DO I = 1, N
  508. Y_TAIL( I ) = 0.0
  509. END DO
  510. END IF
  511. DXRAT = 0.0
  512. DXRATMAX = 0.0
  513. DZRAT = 0.0
  514. DZRATMAX = 0.0
  515. FINAL_DX_X = HUGEVAL
  516. FINAL_DZ_Z = HUGEVAL
  517. PREVNORMDX = HUGEVAL
  518. PREV_DZ_Z = HUGEVAL
  519. DZ_Z = HUGEVAL
  520. DX_X = HUGEVAL
  521. X_STATE = WORKING_STATE
  522. Z_STATE = UNSTABLE_STATE
  523. INCR_PREC = .FALSE.
  524. DO CNT = 1, ITHRESH
  525. *
  526. * Compute residual RES = B_s - op(A_s) * Y,
  527. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  528. *
  529. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  530. IF (Y_PREC_STATE .EQ. BASE_RESIDUAL) THEN
  531. CALL SSYMV( UPLO, N, -1.0, A, LDA, Y(1,J), 1,
  532. $ 1.0, RES, 1 )
  533. ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
  534. CALL BLAS_SSYMV_X( UPLO2, N, -1.0, A, LDA,
  535. $ Y( 1, J ), 1, 1.0, RES, 1, PREC_TYPE )
  536. ELSE
  537. CALL BLAS_SSYMV2_X(UPLO2, N, -1.0, A, LDA,
  538. $ Y(1, J), Y_TAIL, 1, 1.0, RES, 1, PREC_TYPE)
  539. END IF
  540. ! XXX: RES is no longer needed.
  541. CALL SCOPY( N, RES, 1, DY, 1 )
  542. CALL SSYTRS( UPLO, N, 1, AF, LDAF, IPIV, DY, N, INFO )
  543. *
  544. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  545. *
  546. NORMX = 0.0
  547. NORMY = 0.0
  548. NORMDX = 0.0
  549. DZ_Z = 0.0
  550. YMIN = HUGEVAL
  551. DO I = 1, N
  552. YK = ABS( Y( I, J ) )
  553. DYK = ABS( DY( I ) )
  554. IF ( YK .NE. 0.0 ) THEN
  555. DZ_Z = MAX( DZ_Z, DYK / YK )
  556. ELSE IF ( DYK .NE. 0.0 ) THEN
  557. DZ_Z = HUGEVAL
  558. END IF
  559. YMIN = MIN( YMIN, YK )
  560. NORMY = MAX( NORMY, YK )
  561. IF ( COLEQU ) THEN
  562. NORMX = MAX( NORMX, YK * C( I ) )
  563. NORMDX = MAX( NORMDX, DYK * C( I ) )
  564. ELSE
  565. NORMX = NORMY
  566. NORMDX = MAX(NORMDX, DYK)
  567. END IF
  568. END DO
  569. IF ( NORMX .NE. 0.0 ) THEN
  570. DX_X = NORMDX / NORMX
  571. ELSE IF ( NORMDX .EQ. 0.0 ) THEN
  572. DX_X = 0.0
  573. ELSE
  574. DX_X = HUGEVAL
  575. END IF
  576. DXRAT = NORMDX / PREVNORMDX
  577. DZRAT = DZ_Z / PREV_DZ_Z
  578. *
  579. * Check termination criteria.
  580. *
  581. IF ( YMIN*RCOND .LT. INCR_THRESH*NORMY
  582. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  583. $ INCR_PREC = .TRUE.
  584. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  585. $ X_STATE = WORKING_STATE
  586. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  587. IF ( DX_X .LE. EPS ) THEN
  588. X_STATE = CONV_STATE
  589. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  590. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  591. INCR_PREC = .TRUE.
  592. ELSE
  593. X_STATE = NOPROG_STATE
  594. END IF
  595. ELSE
  596. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  597. END IF
  598. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  599. END IF
  600. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  601. $ Z_STATE = WORKING_STATE
  602. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  603. $ Z_STATE = WORKING_STATE
  604. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  605. IF ( DZ_Z .LE. EPS ) THEN
  606. Z_STATE = CONV_STATE
  607. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  608. Z_STATE = UNSTABLE_STATE
  609. DZRATMAX = 0.0
  610. FINAL_DZ_Z = HUGEVAL
  611. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  612. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  613. INCR_PREC = .TRUE.
  614. ELSE
  615. Z_STATE = NOPROG_STATE
  616. END IF
  617. ELSE
  618. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  619. END IF
  620. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  621. END IF
  622. IF ( X_STATE.NE.WORKING_STATE.AND.
  623. $ ( IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE ) )
  624. $ GOTO 666
  625. IF ( INCR_PREC ) THEN
  626. INCR_PREC = .FALSE.
  627. Y_PREC_STATE = Y_PREC_STATE + 1
  628. DO I = 1, N
  629. Y_TAIL( I ) = 0.0
  630. END DO
  631. END IF
  632. PREVNORMDX = NORMDX
  633. PREV_DZ_Z = DZ_Z
  634. *
  635. * Update soluton.
  636. *
  637. IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
  638. CALL SAXPY( N, 1.0, DY, 1, Y(1,J), 1 )
  639. ELSE
  640. CALL SLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
  641. END IF
  642. END DO
  643. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  644. 666 CONTINUE
  645. *
  646. * Set final_* when cnt hits ithresh.
  647. *
  648. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  649. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  650. *
  651. * Compute error bounds.
  652. *
  653. IF ( N_NORMS .GE. 1 ) THEN
  654. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  655. $ FINAL_DX_X / (1 - DXRATMAX)
  656. END IF
  657. IF ( N_NORMS .GE. 2 ) THEN
  658. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  659. $ FINAL_DZ_Z / (1 - DZRATMAX)
  660. END IF
  661. *
  662. * Compute componentwise relative backward error from formula
  663. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  664. * where abs(Z) is the componentwise absolute value of the matrix
  665. * or vector Z.
  666. *
  667. * Compute residual RES = B_s - op(A_s) * Y,
  668. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  669. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  670. CALL SSYMV( UPLO, N, -1.0, A, LDA, Y(1,J), 1, 1.0, RES, 1 )
  671. DO I = 1, N
  672. AYB( I ) = ABS( B( I, J ) )
  673. END DO
  674. *
  675. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  676. *
  677. CALL SLA_SYAMV( UPLO2, N, 1.0,
  678. $ A, LDA, Y(1, J), 1, 1.0, AYB, 1 )
  679. CALL SLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
  680. *
  681. * End of loop for each RHS.
  682. *
  683. END DO
  684. *
  685. RETURN
  686. END