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zla_gerfsx_extended.f 26 kB

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  1. *> \brief \b ZLA_GERFSX_EXTENDED
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLA_GERFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gerfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gerfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gerfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
  22. * LDA, AF, LDAF, IPIV, COLEQU, C, B,
  23. * LDB, Y, LDY, BERR_OUT, N_NORMS,
  24. * ERRS_N, ERRS_C, RES, AYB, DY,
  25. * Y_TAIL, RCOND, ITHRESH, RTHRESH,
  26. * DZ_UB, IGNORE_CWISE, INFO )
  27. *
  28. * .. Scalar Arguments ..
  29. * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  30. * $ TRANS_TYPE, N_NORMS
  31. * LOGICAL COLEQU, IGNORE_CWISE
  32. * INTEGER ITHRESH
  33. * DOUBLE PRECISION RTHRESH, DZ_UB
  34. * ..
  35. * .. Array Arguments
  36. * INTEGER IPIV( * )
  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. * $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
  41. * ..
  42. *
  43. *
  44. *> \par Purpose:
  45. * =============
  46. *>
  47. *> \verbatim
  48. *>
  49. *> ZLA_GERFSX_EXTENDED improves the computed solution to a system of
  50. *> linear equations by performing extra-precise iterative refinement
  51. *> and provides error bounds and backward error estimates for the solution.
  52. *> This subroutine is called by ZGERFSX to perform iterative refinement.
  53. *> In addition to normwise error bound, the code provides maximum
  54. *> componentwise error bound if possible. See comments for ERRS_N
  55. *> and ERRS_C for details of the error bounds. Note that this
  56. *> subroutine is only resonsible for setting the second fields of
  57. *> ERRS_N and ERRS_C.
  58. *> \endverbatim
  59. *
  60. * Arguments:
  61. * ==========
  62. *
  63. *> \param[in] PREC_TYPE
  64. *> \verbatim
  65. *> PREC_TYPE is INTEGER
  66. *> Specifies the intermediate precision to be used in refinement.
  67. *> The value is defined by ILAPREC(P) where P is a CHARACTER and
  68. *> P = 'S': Single
  69. *> = 'D': Double
  70. *> = 'I': Indigenous
  71. *> = 'X', 'E': Extra
  72. *> \endverbatim
  73. *>
  74. *> \param[in] TRANS_TYPE
  75. *> \verbatim
  76. *> TRANS_TYPE is INTEGER
  77. *> Specifies the transposition operation on A.
  78. *> The value is defined by ILATRANS(T) where T is a CHARACTER and
  79. *> T = 'N': No transpose
  80. *> = 'T': Transpose
  81. *> = 'C': Conjugate transpose
  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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDAF,N)
  113. *> The factors L and U from the factorization
  114. *> A = P*L*U as computed by ZGETRF.
  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. *> The pivot indices from the factorization A = P*L*U
  127. *> as computed by ZGETRF; row i of the matrix was interchanged
  128. *> with row IPIV(i).
  129. *> \endverbatim
  130. *>
  131. *> \param[in] COLEQU
  132. *> \verbatim
  133. *> COLEQU is LOGICAL
  134. *> If .TRUE. then column equilibration was done to A before calling
  135. *> this routine. This is needed to compute the solution and error
  136. *> bounds correctly.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] C
  140. *> \verbatim
  141. *> C is DOUBLE PRECISION array, dimension (N)
  142. *> The column scale factors for A. If COLEQU = .FALSE., C
  143. *> is not accessed. If C is input, each element of C should be a power
  144. *> of the radix to ensure a reliable solution and error estimates.
  145. *> Scaling by powers of the radix does not cause rounding errors unless
  146. *> the result underflows or overflows. Rounding errors during scaling
  147. *> lead to refining with a matrix that is not equivalent to the
  148. *> input matrix, producing error estimates that may not be
  149. *> reliable.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] B
  153. *> \verbatim
  154. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  155. *> The right-hand-side matrix B.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] LDB
  159. *> \verbatim
  160. *> LDB is INTEGER
  161. *> The leading dimension of the array B. LDB >= max(1,N).
  162. *> \endverbatim
  163. *>
  164. *> \param[in,out] Y
  165. *> \verbatim
  166. *> Y is COMPLEX*16 array, dimension (LDY,NRHS)
  167. *> On entry, the solution matrix X, as computed by ZGETRS.
  168. *> On exit, the improved solution matrix Y.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LDY
  172. *> \verbatim
  173. *> LDY is INTEGER
  174. *> The leading dimension of the array Y. LDY >= max(1,N).
  175. *> \endverbatim
  176. *>
  177. *> \param[out] BERR_OUT
  178. *> \verbatim
  179. *> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
  180. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  181. *> error for right-hand-side j from the formula
  182. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  183. *> where abs(Z) is the componentwise absolute value of the matrix
  184. *> or vector Z. This is computed by ZLA_LIN_BERR.
  185. *> \endverbatim
  186. *>
  187. *> \param[in] N_NORMS
  188. *> \verbatim
  189. *> N_NORMS is INTEGER
  190. *> Determines which error bounds to return (see ERRS_N
  191. *> and ERRS_C).
  192. *> If N_NORMS >= 1 return normwise error bounds.
  193. *> If N_NORMS >= 2 return componentwise error bounds.
  194. *> \endverbatim
  195. *>
  196. *> \param[in,out] ERRS_N
  197. *> \verbatim
  198. *> ERRS_N is DOUBLE PRECISION array, dimension
  199. *> (NRHS, N_ERR_BNDS)
  200. *> For each right-hand side, this array contains information about
  201. *> various error bounds and condition numbers corresponding to the
  202. *> normwise relative error, which is defined as follows:
  203. *>
  204. *> Normwise relative error in the ith solution vector:
  205. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  206. *> ------------------------------
  207. *> max_j abs(X(j,i))
  208. *>
  209. *> The array is indexed by the type of error information as described
  210. *> below. There currently are up to three pieces of information
  211. *> returned.
  212. *>
  213. *> The first index in ERRS_N(i,:) corresponds to the ith
  214. *> right-hand side.
  215. *>
  216. *> The second index in ERRS_N(:,err) contains the following
  217. *> three fields:
  218. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  219. *> reciprocal condition number is less than the threshold
  220. *> sqrt(n) * slamch('Epsilon').
  221. *>
  222. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  223. *> almost certainly within a factor of 10 of the true error
  224. *> so long as the next entry is greater than the threshold
  225. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  226. *> be trusted if the previous boolean is true.
  227. *>
  228. *> err = 3 Reciprocal condition number: Estimated normwise
  229. *> reciprocal condition number. Compared with the threshold
  230. *> sqrt(n) * slamch('Epsilon') to determine if the error
  231. *> estimate is "guaranteed". These reciprocal condition
  232. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  233. *> appropriately scaled matrix Z.
  234. *> Let Z = S*A, where S scales each row by a power of the
  235. *> radix so all absolute row sums of Z are approximately 1.
  236. *>
  237. *> This subroutine is only responsible for setting the second field
  238. *> above.
  239. *> See Lapack Working Note 165 for further details and extra
  240. *> cautions.
  241. *> \endverbatim
  242. *>
  243. *> \param[in,out] ERRS_C
  244. *> \verbatim
  245. *> ERRS_C is DOUBLE PRECISION array, dimension
  246. *> (NRHS, N_ERR_BNDS)
  247. *> For each right-hand side, this array contains information about
  248. *> various error bounds and condition numbers corresponding to the
  249. *> componentwise relative error, which is defined as follows:
  250. *>
  251. *> Componentwise relative error in the ith solution vector:
  252. *> abs(XTRUE(j,i) - X(j,i))
  253. *> max_j ----------------------
  254. *> abs(X(j,i))
  255. *>
  256. *> The array is indexed by the right-hand side i (on which the
  257. *> componentwise relative error depends), and the type of error
  258. *> information as described below. There currently are up to three
  259. *> pieces of information returned for each right-hand side. If
  260. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  261. *> ERRS_C is not accessed. If N_ERR_BNDS .LT. 3, then at most
  262. *> the first (:,N_ERR_BNDS) entries are returned.
  263. *>
  264. *> The first index in ERRS_C(i,:) corresponds to the ith
  265. *> right-hand side.
  266. *>
  267. *> The second index in ERRS_C(:,err) contains the following
  268. *> three fields:
  269. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  270. *> reciprocal condition number is less than the threshold
  271. *> sqrt(n) * slamch('Epsilon').
  272. *>
  273. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  274. *> almost certainly within a factor of 10 of the true error
  275. *> so long as the next entry is greater than the threshold
  276. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  277. *> be trusted if the previous boolean is true.
  278. *>
  279. *> err = 3 Reciprocal condition number: Estimated componentwise
  280. *> reciprocal condition number. Compared with the threshold
  281. *> sqrt(n) * slamch('Epsilon') to determine if the error
  282. *> estimate is "guaranteed". These reciprocal condition
  283. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  284. *> appropriately scaled matrix Z.
  285. *> Let Z = S*(A*diag(x)), where x is the solution for the
  286. *> current right-hand side and S scales each row of
  287. *> A*diag(x) by a power of the radix so all absolute row
  288. *> sums of Z are approximately 1.
  289. *>
  290. *> This subroutine is only responsible for setting the second field
  291. *> above.
  292. *> See Lapack Working Note 165 for further details and extra
  293. *> cautions.
  294. *> \endverbatim
  295. *>
  296. *> \param[in] RES
  297. *> \verbatim
  298. *> RES is COMPLEX*16 array, dimension (N)
  299. *> Workspace to hold the intermediate residual.
  300. *> \endverbatim
  301. *>
  302. *> \param[in] AYB
  303. *> \verbatim
  304. *> AYB is DOUBLE PRECISION array, dimension (N)
  305. *> Workspace.
  306. *> \endverbatim
  307. *>
  308. *> \param[in] DY
  309. *> \verbatim
  310. *> DY is COMPLEX*16 array, dimension (N)
  311. *> Workspace to hold the intermediate solution.
  312. *> \endverbatim
  313. *>
  314. *> \param[in] Y_TAIL
  315. *> \verbatim
  316. *> Y_TAIL is COMPLEX*16 array, dimension (N)
  317. *> Workspace to hold the trailing bits of the intermediate solution.
  318. *> \endverbatim
  319. *>
  320. *> \param[in] RCOND
  321. *> \verbatim
  322. *> RCOND is DOUBLE PRECISION
  323. *> Reciprocal scaled condition number. This is an estimate of the
  324. *> reciprocal Skeel condition number of the matrix A after
  325. *> equilibration (if done). If this is less than the machine
  326. *> precision (in particular, if it is zero), the matrix is singular
  327. *> to working precision. Note that the error may still be small even
  328. *> if this number is very small and the matrix appears ill-
  329. *> conditioned.
  330. *> \endverbatim
  331. *>
  332. *> \param[in] ITHRESH
  333. *> \verbatim
  334. *> ITHRESH is INTEGER
  335. *> The maximum number of residual computations allowed for
  336. *> refinement. The default is 10. For 'aggressive' set to 100 to
  337. *> permit convergence using approximate factorizations or
  338. *> factorizations other than LU. If the factorization uses a
  339. *> technique other than Gaussian elimination, the guarantees in
  340. *> ERRS_N and ERRS_C may no longer be trustworthy.
  341. *> \endverbatim
  342. *>
  343. *> \param[in] RTHRESH
  344. *> \verbatim
  345. *> RTHRESH is DOUBLE PRECISION
  346. *> Determines when to stop refinement if the error estimate stops
  347. *> decreasing. Refinement will stop when the next solution no longer
  348. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  349. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  350. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  351. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  352. *> for more details.
  353. *> \endverbatim
  354. *>
  355. *> \param[in] DZ_UB
  356. *> \verbatim
  357. *> DZ_UB is DOUBLE PRECISION
  358. *> Determines when to start considering componentwise convergence.
  359. *> Componentwise convergence is only considered after each component
  360. *> of the solution Y is stable, which we definte as the relative
  361. *> change in each component being less than DZ_UB. The default value
  362. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  363. *> more details.
  364. *> \endverbatim
  365. *>
  366. *> \param[in] IGNORE_CWISE
  367. *> \verbatim
  368. *> IGNORE_CWISE is LOGICAL
  369. *> If .TRUE. then ignore componentwise convergence. Default value
  370. *> is .FALSE..
  371. *> \endverbatim
  372. *>
  373. *> \param[out] INFO
  374. *> \verbatim
  375. *> INFO is INTEGER
  376. *> = 0: Successful exit.
  377. *> < 0: if INFO = -i, the ith argument to ZGETRS had an illegal
  378. *> value
  379. *> \endverbatim
  380. *
  381. * Authors:
  382. * ========
  383. *
  384. *> \author Univ. of Tennessee
  385. *> \author Univ. of California Berkeley
  386. *> \author Univ. of Colorado Denver
  387. *> \author NAG Ltd.
  388. *
  389. *> \date November 2011
  390. *
  391. *> \ingroup complex16GEcomputational
  392. *
  393. * =====================================================================
  394. SUBROUTINE ZLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
  395. $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
  396. $ LDB, Y, LDY, BERR_OUT, N_NORMS,
  397. $ ERRS_N, ERRS_C, RES, AYB, DY,
  398. $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
  399. $ DZ_UB, IGNORE_CWISE, INFO )
  400. *
  401. * -- LAPACK computational routine (version 3.4.0) --
  402. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  403. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  404. * November 2011
  405. *
  406. * .. Scalar Arguments ..
  407. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  408. $ TRANS_TYPE, N_NORMS
  409. LOGICAL COLEQU, IGNORE_CWISE
  410. INTEGER ITHRESH
  411. DOUBLE PRECISION RTHRESH, DZ_UB
  412. * ..
  413. * .. Array Arguments
  414. INTEGER IPIV( * )
  415. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  416. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  417. DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  418. $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
  419. * ..
  420. *
  421. * =====================================================================
  422. *
  423. * .. Local Scalars ..
  424. CHARACTER TRANS
  425. INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
  426. DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  427. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  428. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  429. $ EPS, HUGEVAL, INCR_THRESH
  430. LOGICAL INCR_PREC
  431. COMPLEX*16 ZDUM
  432. * ..
  433. * .. Parameters ..
  434. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  435. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  436. $ EXTRA_Y
  437. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  438. $ CONV_STATE = 2,
  439. $ NOPROG_STATE = 3 )
  440. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  441. $ EXTRA_Y = 2 )
  442. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  443. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  444. INTEGER CMP_ERR_I, PIV_GROWTH_I
  445. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  446. $ BERR_I = 3 )
  447. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  448. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  449. $ PIV_GROWTH_I = 9 )
  450. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  451. $ LA_LINRX_CWISE_I
  452. PARAMETER ( LA_LINRX_ITREF_I = 1,
  453. $ LA_LINRX_ITHRESH_I = 2 )
  454. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  455. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  456. $ LA_LINRX_RCOND_I
  457. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  458. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  459. * ..
  460. * .. External Subroutines ..
  461. EXTERNAL ZAXPY, ZCOPY, ZGETRS, ZGEMV, BLAS_ZGEMV_X,
  462. $ BLAS_ZGEMV2_X, ZLA_GEAMV, ZLA_WWADDW, DLAMCH,
  463. $ CHLA_TRANSTYPE, ZLA_LIN_BERR
  464. DOUBLE PRECISION DLAMCH
  465. CHARACTER CHLA_TRANSTYPE
  466. * ..
  467. * .. Intrinsic Functions ..
  468. INTRINSIC ABS, MAX, MIN
  469. * ..
  470. * .. Statement Functions ..
  471. DOUBLE PRECISION CABS1
  472. * ..
  473. * .. Statement Function Definitions ..
  474. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  475. * ..
  476. * .. Executable Statements ..
  477. *
  478. IF ( INFO.NE.0 ) RETURN
  479. TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
  480. EPS = DLAMCH( 'Epsilon' )
  481. HUGEVAL = DLAMCH( 'Overflow' )
  482. * Force HUGEVAL to Inf
  483. HUGEVAL = HUGEVAL * HUGEVAL
  484. * Using HUGEVAL may lead to spurious underflows.
  485. INCR_THRESH = DBLE( N ) * EPS
  486. *
  487. DO J = 1, NRHS
  488. Y_PREC_STATE = EXTRA_RESIDUAL
  489. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  490. DO I = 1, N
  491. Y_TAIL( I ) = 0.0D+0
  492. END DO
  493. END IF
  494. DXRAT = 0.0D+0
  495. DXRATMAX = 0.0D+0
  496. DZRAT = 0.0D+0
  497. DZRATMAX = 0.0D+0
  498. FINAL_DX_X = HUGEVAL
  499. FINAL_DZ_Z = HUGEVAL
  500. PREVNORMDX = HUGEVAL
  501. PREV_DZ_Z = HUGEVAL
  502. DZ_Z = HUGEVAL
  503. DX_X = HUGEVAL
  504. X_STATE = WORKING_STATE
  505. Z_STATE = UNSTABLE_STATE
  506. INCR_PREC = .FALSE.
  507. DO CNT = 1, ITHRESH
  508. *
  509. * Compute residual RES = B_s - op(A_s) * Y,
  510. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  511. *
  512. CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
  513. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  514. CALL ZGEMV( TRANS, N, N, (-1.0D+0,0.0D+0), A, LDA,
  515. $ Y( 1, J ), 1, (1.0D+0,0.0D+0), RES, 1)
  516. ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
  517. CALL BLAS_ZGEMV_X( TRANS_TYPE, N, N, (-1.0D+0,0.0D+0), A,
  518. $ LDA, Y( 1, J ), 1, (1.0D+0,0.0D+0),
  519. $ RES, 1, PREC_TYPE )
  520. ELSE
  521. CALL BLAS_ZGEMV2_X( TRANS_TYPE, N, N, (-1.0D+0,0.0D+0),
  522. $ A, LDA, Y(1, J), Y_TAIL, 1, (1.0D+0,0.0D+0), RES, 1,
  523. $ PREC_TYPE)
  524. END IF
  525. ! XXX: RES is no longer needed.
  526. CALL ZCOPY( N, RES, 1, DY, 1 )
  527. CALL ZGETRS( TRANS, N, 1, AF, LDAF, IPIV, DY, N, INFO )
  528. *
  529. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  530. *
  531. NORMX = 0.0D+0
  532. NORMY = 0.0D+0
  533. NORMDX = 0.0D+0
  534. DZ_Z = 0.0D+0
  535. YMIN = HUGEVAL
  536. *
  537. DO I = 1, N
  538. YK = CABS1( Y( I, J ) )
  539. DYK = CABS1( DY( I ) )
  540. IF ( YK .NE. 0.0D+0 ) THEN
  541. DZ_Z = MAX( DZ_Z, DYK / YK )
  542. ELSE IF ( DYK .NE. 0.0D+0 ) THEN
  543. DZ_Z = HUGEVAL
  544. END IF
  545. YMIN = MIN( YMIN, YK )
  546. NORMY = MAX( NORMY, YK )
  547. IF ( COLEQU ) THEN
  548. NORMX = MAX( NORMX, YK * C( I ) )
  549. NORMDX = MAX( NORMDX, DYK * C( I ) )
  550. ELSE
  551. NORMX = NORMY
  552. NORMDX = MAX(NORMDX, DYK)
  553. END IF
  554. END DO
  555. IF ( NORMX .NE. 0.0D+0 ) THEN
  556. DX_X = NORMDX / NORMX
  557. ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
  558. DX_X = 0.0D+0
  559. ELSE
  560. DX_X = HUGEVAL
  561. END IF
  562. DXRAT = NORMDX / PREVNORMDX
  563. DZRAT = DZ_Z / PREV_DZ_Z
  564. *
  565. * Check termination criteria
  566. *
  567. IF (.NOT.IGNORE_CWISE
  568. $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
  569. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  570. $ INCR_PREC = .TRUE.
  571. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  572. $ X_STATE = WORKING_STATE
  573. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  574. IF (DX_X .LE. EPS) THEN
  575. X_STATE = CONV_STATE
  576. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  577. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  578. INCR_PREC = .TRUE.
  579. ELSE
  580. X_STATE = NOPROG_STATE
  581. END IF
  582. ELSE
  583. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  584. END IF
  585. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  586. END IF
  587. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  588. $ Z_STATE = WORKING_STATE
  589. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  590. $ Z_STATE = WORKING_STATE
  591. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  592. IF ( DZ_Z .LE. EPS ) THEN
  593. Z_STATE = CONV_STATE
  594. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  595. Z_STATE = UNSTABLE_STATE
  596. DZRATMAX = 0.0D+0
  597. FINAL_DZ_Z = HUGEVAL
  598. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  599. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  600. INCR_PREC = .TRUE.
  601. ELSE
  602. Z_STATE = NOPROG_STATE
  603. END IF
  604. ELSE
  605. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  606. END IF
  607. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  608. END IF
  609. *
  610. * Exit if both normwise and componentwise stopped working,
  611. * but if componentwise is unstable, let it go at least two
  612. * iterations.
  613. *
  614. IF ( X_STATE.NE.WORKING_STATE ) THEN
  615. IF ( IGNORE_CWISE ) GOTO 666
  616. IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
  617. $ GOTO 666
  618. IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
  619. END IF
  620. IF ( INCR_PREC ) THEN
  621. INCR_PREC = .FALSE.
  622. Y_PREC_STATE = Y_PREC_STATE + 1
  623. DO I = 1, N
  624. Y_TAIL( I ) = 0.0D+0
  625. END DO
  626. END IF
  627. PREVNORMDX = NORMDX
  628. PREV_DZ_Z = DZ_Z
  629. *
  630. * Update soluton.
  631. *
  632. IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
  633. CALL ZAXPY( N, (1.0D+0,0.0D+0), DY, 1, Y(1,J), 1 )
  634. ELSE
  635. CALL ZLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
  636. END IF
  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. ERRS_N( J, LA_LINRX_ERR_I ) = FINAL_DX_X / (1 - DXRATMAX)
  650. END IF
  651. IF ( N_NORMS .GE. 2 ) THEN
  652. ERRS_C( J, LA_LINRX_ERR_I ) = FINAL_DZ_Z / (1 - DZRATMAX)
  653. END IF
  654. *
  655. * Compute componentwise relative backward error from formula
  656. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  657. * where abs(Z) is the componentwise absolute value of the matrix
  658. * or vector Z.
  659. *
  660. * Compute residual RES = B_s - op(A_s) * Y,
  661. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  662. *
  663. CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
  664. CALL ZGEMV( TRANS, N, N, (-1.0D+0,0.0D+0), A, LDA, Y(1,J), 1,
  665. $ (1.0D+0,0.0D+0), RES, 1 )
  666. DO I = 1, N
  667. AYB( I ) = CABS1( B( I, J ) )
  668. END DO
  669. *
  670. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  671. *
  672. CALL ZLA_GEAMV ( TRANS_TYPE, N, N, 1.0D+0,
  673. $ A, LDA, Y(1, J), 1, 1.0D+0, AYB, 1 )
  674. CALL ZLA_LIN_BERR ( N, N, 1, RES, AYB, BERR_OUT( J ) )
  675. *
  676. * End of loop for each RHS.
  677. *
  678. END DO
  679. *
  680. RETURN
  681. END