You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

dla_porfsx_extended.f 25 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682
  1. *> \brief \b DLA_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 DLA_PORFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_porfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dla_porfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_porfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLA_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. * DOUBLE PRECISION RTHRESH, DZ_UB
  35. * ..
  36. * .. Array Arguments ..
  37. * DOUBLE PRECISION 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. * ..
  43. *
  44. *
  45. *> \par Purpose:
  46. * =============
  47. *>
  48. *> \verbatim
  49. *>
  50. *> DLA_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 DPORFSX 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DPOTRF.
  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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension
  157. *> (LDY,NRHS)
  158. *> On entry, the solution matrix X, as computed by DPOTRS.
  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 DOUBLE PRECISION 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 DLA_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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (N)
  290. *> Workspace to hold the intermediate residual.
  291. *> \endverbatim
  292. *>
  293. *> \param[in] AYB
  294. *> \verbatim
  295. *> AYB is DOUBLE PRECISION array, dimension (N)
  296. *> Workspace. This can be the same workspace passed for Y_TAIL.
  297. *> \endverbatim
  298. *>
  299. *> \param[in] DY
  300. *> \verbatim
  301. *> DY is DOUBLE PRECISION array, dimension (N)
  302. *> Workspace to hold the intermediate solution.
  303. *> \endverbatim
  304. *>
  305. *> \param[in] Y_TAIL
  306. *> \verbatim
  307. *> Y_TAIL is DOUBLE PRECISION 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 DOUBLE PRECISION
  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 DOUBLE PRECISION
  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 DOUBLE PRECISION
  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 DPOTRS 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 December 2016
  381. *
  382. *> \ingroup doublePOcomputational
  383. *
  384. * =====================================================================
  385. SUBROUTINE DLA_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 3.7.0) --
  394. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  395. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  396. * December 2016
  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. DOUBLE PRECISION RTHRESH, DZ_UB
  404. * ..
  405. * .. Array Arguments ..
  406. DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  407. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  408. DOUBLE PRECISION 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. DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  418. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  419. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  420. $ EPS, HUGEVAL, INCR_THRESH
  421. LOGICAL INCR_PREC
  422. * ..
  423. * .. Parameters ..
  424. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  425. $ NOPROG_STATE, Y_PREC_STATE, BASE_RESIDUAL,
  426. $ EXTRA_RESIDUAL, EXTRA_Y
  427. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  428. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  429. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  430. $ EXTRA_Y = 2 )
  431. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  432. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  433. INTEGER CMP_ERR_I, PIV_GROWTH_I
  434. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  435. $ BERR_I = 3 )
  436. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  437. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  438. $ PIV_GROWTH_I = 9 )
  439. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  440. $ LA_LINRX_CWISE_I
  441. PARAMETER ( LA_LINRX_ITREF_I = 1,
  442. $ LA_LINRX_ITHRESH_I = 2 )
  443. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  444. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  445. $ LA_LINRX_RCOND_I
  446. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  447. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  448. * ..
  449. * .. External Functions ..
  450. LOGICAL LSAME
  451. EXTERNAL ILAUPLO
  452. INTEGER ILAUPLO
  453. * ..
  454. * .. External Subroutines ..
  455. EXTERNAL DAXPY, DCOPY, DPOTRS, DSYMV, BLAS_DSYMV_X,
  456. $ BLAS_DSYMV2_X, DLA_SYAMV, DLA_WWADDW,
  457. $ DLA_LIN_BERR
  458. DOUBLE PRECISION DLAMCH
  459. * ..
  460. * .. Intrinsic Functions ..
  461. INTRINSIC ABS, MAX, MIN
  462. * ..
  463. * .. Executable Statements ..
  464. *
  465. IF (INFO.NE.0) RETURN
  466. EPS = DLAMCH( 'Epsilon' )
  467. HUGEVAL = DLAMCH( 'Overflow' )
  468. * Force HUGEVAL to Inf
  469. HUGEVAL = HUGEVAL * HUGEVAL
  470. * Using HUGEVAL may lead to spurious underflows.
  471. INCR_THRESH = DBLE( N ) * EPS
  472. IF ( LSAME ( UPLO, 'L' ) ) THEN
  473. UPLO2 = ILAUPLO( 'L' )
  474. ELSE
  475. UPLO2 = ILAUPLO( 'U' )
  476. ENDIF
  477. DO J = 1, NRHS
  478. Y_PREC_STATE = EXTRA_RESIDUAL
  479. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  480. DO I = 1, N
  481. Y_TAIL( I ) = 0.0D+0
  482. END DO
  483. END IF
  484. DXRAT = 0.0D+0
  485. DXRATMAX = 0.0D+0
  486. DZRAT = 0.0D+0
  487. DZRATMAX = 0.0D+0
  488. FINAL_DX_X = HUGEVAL
  489. FINAL_DZ_Z = HUGEVAL
  490. PREVNORMDX = HUGEVAL
  491. PREV_DZ_Z = HUGEVAL
  492. DZ_Z = HUGEVAL
  493. DX_X = HUGEVAL
  494. X_STATE = WORKING_STATE
  495. Z_STATE = UNSTABLE_STATE
  496. INCR_PREC = .FALSE.
  497. DO CNT = 1, ITHRESH
  498. *
  499. * Compute residual RES = B_s - op(A_s) * Y,
  500. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  501. *
  502. CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
  503. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  504. CALL DSYMV( UPLO, N, -1.0D+0, A, LDA, Y(1,J), 1,
  505. $ 1.0D+0, RES, 1 )
  506. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  507. CALL BLAS_DSYMV_X( UPLO2, N, -1.0D+0, A, LDA,
  508. $ Y( 1, J ), 1, 1.0D+0, RES, 1, PREC_TYPE )
  509. ELSE
  510. CALL BLAS_DSYMV2_X(UPLO2, N, -1.0D+0, A, LDA,
  511. $ Y(1, J), Y_TAIL, 1, 1.0D+0, RES, 1, PREC_TYPE)
  512. END IF
  513. ! XXX: RES is no longer needed.
  514. CALL DCOPY( N, RES, 1, DY, 1 )
  515. CALL DPOTRS( UPLO, N, 1, AF, LDAF, DY, N, INFO )
  516. *
  517. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  518. *
  519. NORMX = 0.0D+0
  520. NORMY = 0.0D+0
  521. NORMDX = 0.0D+0
  522. DZ_Z = 0.0D+0
  523. YMIN = HUGEVAL
  524. DO I = 1, N
  525. YK = ABS( Y( I, J ) )
  526. DYK = ABS( DY( I ) )
  527. IF ( YK .NE. 0.0D+0 ) THEN
  528. DZ_Z = MAX( DZ_Z, DYK / YK )
  529. ELSE IF ( DYK .NE. 0.0D+0 ) THEN
  530. DZ_Z = HUGEVAL
  531. END IF
  532. YMIN = MIN( YMIN, YK )
  533. NORMY = MAX( NORMY, YK )
  534. IF ( COLEQU ) THEN
  535. NORMX = MAX( NORMX, YK * C( I ) )
  536. NORMDX = MAX( NORMDX, DYK * C( I ) )
  537. ELSE
  538. NORMX = NORMY
  539. NORMDX = MAX( NORMDX, DYK )
  540. END IF
  541. END DO
  542. IF ( NORMX .NE. 0.0D+0 ) THEN
  543. DX_X = NORMDX / NORMX
  544. ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
  545. DX_X = 0.0D+0
  546. ELSE
  547. DX_X = HUGEVAL
  548. END IF
  549. DXRAT = NORMDX / PREVNORMDX
  550. DZRAT = DZ_Z / PREV_DZ_Z
  551. *
  552. * Check termination criteria.
  553. *
  554. IF ( YMIN*RCOND .LT. INCR_THRESH*NORMY
  555. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  556. $ INCR_PREC = .TRUE.
  557. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  558. $ X_STATE = WORKING_STATE
  559. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  560. IF ( DX_X .LE. EPS ) THEN
  561. X_STATE = CONV_STATE
  562. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  563. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  564. INCR_PREC = .TRUE.
  565. ELSE
  566. X_STATE = NOPROG_STATE
  567. END IF
  568. ELSE
  569. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  570. END IF
  571. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  572. END IF
  573. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  574. $ Z_STATE = WORKING_STATE
  575. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  576. $ Z_STATE = WORKING_STATE
  577. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  578. IF ( DZ_Z .LE. EPS ) THEN
  579. Z_STATE = CONV_STATE
  580. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  581. Z_STATE = UNSTABLE_STATE
  582. DZRATMAX = 0.0D+0
  583. FINAL_DZ_Z = HUGEVAL
  584. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  585. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  586. INCR_PREC = .TRUE.
  587. ELSE
  588. Z_STATE = NOPROG_STATE
  589. END IF
  590. ELSE
  591. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  592. END IF
  593. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  594. END IF
  595. IF ( X_STATE.NE.WORKING_STATE.AND.
  596. $ ( IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE ) )
  597. $ GOTO 666
  598. IF ( INCR_PREC ) THEN
  599. INCR_PREC = .FALSE.
  600. Y_PREC_STATE = Y_PREC_STATE + 1
  601. DO I = 1, N
  602. Y_TAIL( I ) = 0.0D+0
  603. END DO
  604. END IF
  605. PREVNORMDX = NORMDX
  606. PREV_DZ_Z = DZ_Z
  607. *
  608. * Update soluton.
  609. *
  610. IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
  611. CALL DAXPY( N, 1.0D+0, DY, 1, Y(1,J), 1 )
  612. ELSE
  613. CALL DLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
  614. END IF
  615. END DO
  616. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  617. 666 CONTINUE
  618. *
  619. * Set final_* when cnt hits ithresh.
  620. *
  621. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  622. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  623. *
  624. * Compute error bounds.
  625. *
  626. IF ( N_NORMS .GE. 1 ) THEN
  627. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  628. $ FINAL_DX_X / (1 - DXRATMAX)
  629. END IF
  630. IF ( N_NORMS .GE. 2 ) THEN
  631. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  632. $ FINAL_DZ_Z / (1 - DZRATMAX)
  633. END IF
  634. *
  635. * Compute componentwise relative backward error from formula
  636. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  637. * where abs(Z) is the componentwise absolute value of the matrix
  638. * or vector Z.
  639. *
  640. * Compute residual RES = B_s - op(A_s) * Y,
  641. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  642. *
  643. CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
  644. CALL DSYMV( UPLO, N, -1.0D+0, A, LDA, Y(1,J), 1, 1.0D+0, RES,
  645. $ 1 )
  646. DO I = 1, N
  647. AYB( I ) = ABS( B( I, J ) )
  648. END DO
  649. *
  650. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  651. *
  652. CALL DLA_SYAMV( UPLO2, N, 1.0D+0,
  653. $ A, LDA, Y(1, J), 1, 1.0D+0, AYB, 1 )
  654. CALL DLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
  655. *
  656. * End of loop for each RHS.
  657. *
  658. END DO
  659. *
  660. RETURN
  661. END