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sla_gbrfsx_extended.f 26 kB

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  1. *> \brief \b SLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded 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_GBRFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gbrfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gbrfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gbrfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
  22. * NRHS, AB, LDAB, AFB, LDAFB, IPIV,
  23. * COLEQU, C, B, LDB, Y, LDY,
  24. * BERR_OUT, N_NORMS, ERR_BNDS_NORM,
  25. * ERR_BNDS_COMP, RES, AYB, DY,
  26. * Y_TAIL, RCOND, ITHRESH, RTHRESH,
  27. * DZ_UB, IGNORE_CWISE, INFO )
  28. *
  29. * .. Scalar Arguments ..
  30. * INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
  31. * $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
  32. * LOGICAL COLEQU, IGNORE_CWISE
  33. * REAL RTHRESH, DZ_UB
  34. * ..
  35. * .. Array Arguments ..
  36. * INTEGER IPIV( * )
  37. * REAL AB( LDAB, * ), AFB( LDAFB, * ), 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. *> SLA_GBRFSX_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 SGBRFSX 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] TRANS_TYPE
  76. *> \verbatim
  77. *> TRANS_TYPE is INTEGER
  78. *> Specifies the transposition operation on A.
  79. *> The value is defined by ILATRANS(T) where T is a CHARACTER and
  80. *> T = 'N': No transpose
  81. *> = 'T': Transpose
  82. *> = 'C': Conjugate transpose
  83. *> \endverbatim
  84. *>
  85. *> \param[in] N
  86. *> \verbatim
  87. *> N is INTEGER
  88. *> The number of linear equations, i.e., the order of the
  89. *> matrix A. N >= 0.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] KL
  93. *> \verbatim
  94. *> KL is INTEGER
  95. *> The number of subdiagonals within the band of A. KL >= 0.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] KU
  99. *> \verbatim
  100. *> KU is INTEGER
  101. *> The number of superdiagonals within the band of A. KU >= 0
  102. *> \endverbatim
  103. *>
  104. *> \param[in] NRHS
  105. *> \verbatim
  106. *> NRHS is INTEGER
  107. *> The number of right-hand-sides, i.e., the number of columns of the
  108. *> matrix B.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] AB
  112. *> \verbatim
  113. *> AB is REAL array, dimension (LDAB,N)
  114. *> On entry, the N-by-N matrix AB.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] LDAB
  118. *> \verbatim
  119. *> LDAB is INTEGER
  120. *> The leading dimension of the array AB. LDAB >= max(1,N).
  121. *> \endverbatim
  122. *>
  123. *> \param[in] AFB
  124. *> \verbatim
  125. *> AFB is REAL array, dimension (LDAFB,N)
  126. *> The factors L and U from the factorization
  127. *> A = P*L*U as computed by SGBTRF.
  128. *> \endverbatim
  129. *>
  130. *> \param[in] LDAFB
  131. *> \verbatim
  132. *> LDAFB is INTEGER
  133. *> The leading dimension of the array AF. LDAFB >= max(1,N).
  134. *> \endverbatim
  135. *>
  136. *> \param[in] IPIV
  137. *> \verbatim
  138. *> IPIV is INTEGER array, dimension (N)
  139. *> The pivot indices from the factorization A = P*L*U
  140. *> as computed by SGBTRF; row i of the matrix was interchanged
  141. *> with row IPIV(i).
  142. *> \endverbatim
  143. *>
  144. *> \param[in] COLEQU
  145. *> \verbatim
  146. *> COLEQU is LOGICAL
  147. *> If .TRUE. then column equilibration was done to A before calling
  148. *> this routine. This is needed to compute the solution and error
  149. *> bounds correctly.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] C
  153. *> \verbatim
  154. *> C is REAL array, dimension (N)
  155. *> The column scale factors for A. If COLEQU = .FALSE., C
  156. *> is not accessed. If C is input, each element of C should be a power
  157. *> of the radix to ensure a reliable solution and error estimates.
  158. *> Scaling by powers of the radix does not cause rounding errors unless
  159. *> the result underflows or overflows. Rounding errors during scaling
  160. *> lead to refining with a matrix that is not equivalent to the
  161. *> input matrix, producing error estimates that may not be
  162. *> reliable.
  163. *> \endverbatim
  164. *>
  165. *> \param[in] B
  166. *> \verbatim
  167. *> B is REAL array, dimension (LDB,NRHS)
  168. *> The right-hand-side matrix B.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LDB
  172. *> \verbatim
  173. *> LDB is INTEGER
  174. *> The leading dimension of the array B. LDB >= max(1,N).
  175. *> \endverbatim
  176. *>
  177. *> \param[in,out] Y
  178. *> \verbatim
  179. *> Y is REAL array, dimension (LDY,NRHS)
  180. *> On entry, the solution matrix X, as computed by SGBTRS.
  181. *> On exit, the improved solution matrix Y.
  182. *> \endverbatim
  183. *>
  184. *> \param[in] LDY
  185. *> \verbatim
  186. *> LDY is INTEGER
  187. *> The leading dimension of the array Y. LDY >= max(1,N).
  188. *> \endverbatim
  189. *>
  190. *> \param[out] BERR_OUT
  191. *> \verbatim
  192. *> BERR_OUT is REAL array, dimension (NRHS)
  193. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  194. *> error for right-hand-side j from the formula
  195. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  196. *> where abs(Z) is the componentwise absolute value of the matrix
  197. *> or vector Z. This is computed by SLA_LIN_BERR.
  198. *> \endverbatim
  199. *>
  200. *> \param[in] N_NORMS
  201. *> \verbatim
  202. *> N_NORMS is INTEGER
  203. *> Determines which error bounds to return (see ERR_BNDS_NORM
  204. *> and ERR_BNDS_COMP).
  205. *> If N_NORMS >= 1 return normwise error bounds.
  206. *> If N_NORMS >= 2 return componentwise error bounds.
  207. *> \endverbatim
  208. *>
  209. *> \param[in,out] ERR_BNDS_NORM
  210. *> \verbatim
  211. *> ERR_BNDS_NORM is REAL array, dimension
  212. *> (NRHS, N_ERR_BNDS)
  213. *> For each right-hand side, this array contains information about
  214. *> various error bounds and condition numbers corresponding to the
  215. *> normwise relative error, which is defined as follows:
  216. *>
  217. *> Normwise relative error in the ith solution vector:
  218. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  219. *> ------------------------------
  220. *> max_j abs(X(j,i))
  221. *>
  222. *> The array is indexed by the type of error information as described
  223. *> below. There currently are up to three pieces of information
  224. *> returned.
  225. *>
  226. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  227. *> right-hand side.
  228. *>
  229. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  230. *> three fields:
  231. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  232. *> reciprocal condition number is less than the threshold
  233. *> sqrt(n) * slamch('Epsilon').
  234. *>
  235. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  236. *> almost certainly within a factor of 10 of the true error
  237. *> so long as the next entry is greater than the threshold
  238. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  239. *> be trusted if the previous boolean is true.
  240. *>
  241. *> err = 3 Reciprocal condition number: Estimated normwise
  242. *> reciprocal condition number. Compared with the threshold
  243. *> sqrt(n) * slamch('Epsilon') to determine if the error
  244. *> estimate is "guaranteed". These reciprocal condition
  245. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  246. *> appropriately scaled matrix Z.
  247. *> Let Z = S*A, where S scales each row by a power of the
  248. *> radix so all absolute row sums of Z are approximately 1.
  249. *>
  250. *> This subroutine is only responsible for setting the second field
  251. *> above.
  252. *> See Lapack Working Note 165 for further details and extra
  253. *> cautions.
  254. *> \endverbatim
  255. *>
  256. *> \param[in,out] ERR_BNDS_COMP
  257. *> \verbatim
  258. *> ERR_BNDS_COMP is REAL array, dimension
  259. *> (NRHS, N_ERR_BNDS)
  260. *> For each right-hand side, this array contains information about
  261. *> various error bounds and condition numbers corresponding to the
  262. *> componentwise relative error, which is defined as follows:
  263. *>
  264. *> Componentwise relative error in the ith solution vector:
  265. *> abs(XTRUE(j,i) - X(j,i))
  266. *> max_j ----------------------
  267. *> abs(X(j,i))
  268. *>
  269. *> The array is indexed by the right-hand side i (on which the
  270. *> componentwise relative error depends), and the type of error
  271. *> information as described below. There currently are up to three
  272. *> pieces of information returned for each right-hand side. If
  273. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  274. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
  275. *> the first (:,N_ERR_BNDS) entries are returned.
  276. *>
  277. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  278. *> right-hand side.
  279. *>
  280. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  281. *> three fields:
  282. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  283. *> reciprocal condition number is less than the threshold
  284. *> sqrt(n) * slamch('Epsilon').
  285. *>
  286. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  287. *> almost certainly within a factor of 10 of the true error
  288. *> so long as the next entry is greater than the threshold
  289. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  290. *> be trusted if the previous boolean is true.
  291. *>
  292. *> err = 3 Reciprocal condition number: Estimated componentwise
  293. *> reciprocal condition number. Compared with the threshold
  294. *> sqrt(n) * slamch('Epsilon') to determine if the error
  295. *> estimate is "guaranteed". These reciprocal condition
  296. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  297. *> appropriately scaled matrix Z.
  298. *> Let Z = S*(A*diag(x)), where x is the solution for the
  299. *> current right-hand side and S scales each row of
  300. *> A*diag(x) by a power of the radix so all absolute row
  301. *> sums of Z are approximately 1.
  302. *>
  303. *> This subroutine is only responsible for setting the second field
  304. *> above.
  305. *> See Lapack Working Note 165 for further details and extra
  306. *> cautions.
  307. *> \endverbatim
  308. *>
  309. *> \param[in] RES
  310. *> \verbatim
  311. *> RES is REAL array, dimension (N)
  312. *> Workspace to hold the intermediate residual.
  313. *> \endverbatim
  314. *>
  315. *> \param[in] AYB
  316. *> \verbatim
  317. *> AYB is REAL array, dimension (N)
  318. *> Workspace. This can be the same workspace passed for Y_TAIL.
  319. *> \endverbatim
  320. *>
  321. *> \param[in] DY
  322. *> \verbatim
  323. *> DY is REAL array, dimension (N)
  324. *> Workspace to hold the intermediate solution.
  325. *> \endverbatim
  326. *>
  327. *> \param[in] Y_TAIL
  328. *> \verbatim
  329. *> Y_TAIL is REAL array, dimension (N)
  330. *> Workspace to hold the trailing bits of the intermediate solution.
  331. *> \endverbatim
  332. *>
  333. *> \param[in] RCOND
  334. *> \verbatim
  335. *> RCOND is REAL
  336. *> Reciprocal scaled condition number. This is an estimate of the
  337. *> reciprocal Skeel condition number of the matrix A after
  338. *> equilibration (if done). If this is less than the machine
  339. *> precision (in particular, if it is zero), the matrix is singular
  340. *> to working precision. Note that the error may still be small even
  341. *> if this number is very small and the matrix appears ill-
  342. *> conditioned.
  343. *> \endverbatim
  344. *>
  345. *> \param[in] ITHRESH
  346. *> \verbatim
  347. *> ITHRESH is INTEGER
  348. *> The maximum number of residual computations allowed for
  349. *> refinement. The default is 10. For 'aggressive' set to 100 to
  350. *> permit convergence using approximate factorizations or
  351. *> factorizations other than LU. If the factorization uses a
  352. *> technique other than Gaussian elimination, the guarantees in
  353. *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
  354. *> \endverbatim
  355. *>
  356. *> \param[in] RTHRESH
  357. *> \verbatim
  358. *> RTHRESH is REAL
  359. *> Determines when to stop refinement if the error estimate stops
  360. *> decreasing. Refinement will stop when the next solution no longer
  361. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  362. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  363. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  364. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  365. *> for more details.
  366. *> \endverbatim
  367. *>
  368. *> \param[in] DZ_UB
  369. *> \verbatim
  370. *> DZ_UB is REAL
  371. *> Determines when to start considering componentwise convergence.
  372. *> Componentwise convergence is only considered after each component
  373. *> of the solution Y is stable, which we definte as the relative
  374. *> change in each component being less than DZ_UB. The default value
  375. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  376. *> more details.
  377. *> \endverbatim
  378. *>
  379. *> \param[in] IGNORE_CWISE
  380. *> \verbatim
  381. *> IGNORE_CWISE is LOGICAL
  382. *> If .TRUE. then ignore componentwise convergence. Default value
  383. *> is .FALSE..
  384. *> \endverbatim
  385. *>
  386. *> \param[out] INFO
  387. *> \verbatim
  388. *> INFO is INTEGER
  389. *> = 0: Successful exit.
  390. *> < 0: if INFO = -i, the ith argument to SGBTRS had an illegal
  391. *> value
  392. *> \endverbatim
  393. *
  394. * Authors:
  395. * ========
  396. *
  397. *> \author Univ. of Tennessee
  398. *> \author Univ. of California Berkeley
  399. *> \author Univ. of Colorado Denver
  400. *> \author NAG Ltd.
  401. *
  402. *> \date December 2016
  403. *
  404. *> \ingroup realGBcomputational
  405. *
  406. * =====================================================================
  407. SUBROUTINE SLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
  408. $ NRHS, AB, LDAB, AFB, LDAFB, IPIV,
  409. $ COLEQU, C, B, LDB, Y, LDY,
  410. $ BERR_OUT, N_NORMS, ERR_BNDS_NORM,
  411. $ ERR_BNDS_COMP, RES, AYB, DY,
  412. $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
  413. $ DZ_UB, IGNORE_CWISE, INFO )
  414. *
  415. * -- LAPACK computational routine (version 3.7.0) --
  416. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  417. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  418. * December 2016
  419. *
  420. * .. Scalar Arguments ..
  421. INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
  422. $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
  423. LOGICAL COLEQU, IGNORE_CWISE
  424. REAL RTHRESH, DZ_UB
  425. * ..
  426. * .. Array Arguments ..
  427. INTEGER IPIV( * )
  428. REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
  429. $ Y( LDY, * ), RES(*), DY(*), Y_TAIL(*)
  430. REAL C( * ), AYB(*), RCOND, BERR_OUT(*),
  431. $ ERR_BNDS_NORM( NRHS, * ),
  432. $ ERR_BNDS_COMP( NRHS, * )
  433. * ..
  434. *
  435. * =====================================================================
  436. *
  437. * .. Local Scalars ..
  438. CHARACTER TRANS
  439. INTEGER CNT, I, J, M, X_STATE, Z_STATE, Y_PREC_STATE
  440. REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  441. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  442. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  443. $ EPS, HUGEVAL, INCR_THRESH
  444. LOGICAL INCR_PREC
  445. * ..
  446. * .. Parameters ..
  447. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  448. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  449. $ EXTRA_Y
  450. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  451. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  452. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  453. $ EXTRA_Y = 2 )
  454. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  455. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  456. INTEGER CMP_ERR_I, PIV_GROWTH_I
  457. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  458. $ BERR_I = 3 )
  459. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  460. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  461. $ PIV_GROWTH_I = 9 )
  462. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  463. $ LA_LINRX_CWISE_I
  464. PARAMETER ( LA_LINRX_ITREF_I = 1,
  465. $ LA_LINRX_ITHRESH_I = 2 )
  466. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  467. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  468. $ LA_LINRX_RCOND_I
  469. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  470. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  471. * ..
  472. * .. External Subroutines ..
  473. EXTERNAL SAXPY, SCOPY, SGBTRS, SGBMV, BLAS_SGBMV_X,
  474. $ BLAS_SGBMV2_X, SLA_GBAMV, SLA_WWADDW, SLAMCH,
  475. $ CHLA_TRANSTYPE, SLA_LIN_BERR
  476. REAL SLAMCH
  477. CHARACTER CHLA_TRANSTYPE
  478. * ..
  479. * .. Intrinsic Functions ..
  480. INTRINSIC ABS, MAX, MIN
  481. * ..
  482. * .. Executable Statements ..
  483. *
  484. IF (INFO.NE.0) RETURN
  485. TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
  486. EPS = SLAMCH( 'Epsilon' )
  487. HUGEVAL = SLAMCH( 'Overflow' )
  488. * Force HUGEVAL to Inf
  489. HUGEVAL = HUGEVAL * HUGEVAL
  490. * Using HUGEVAL may lead to spurious underflows.
  491. INCR_THRESH = REAL( N ) * EPS
  492. M = KL+KU+1
  493. DO J = 1, NRHS
  494. Y_PREC_STATE = EXTRA_RESIDUAL
  495. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  496. DO I = 1, N
  497. Y_TAIL( I ) = 0.0
  498. END DO
  499. END IF
  500. DXRAT = 0.0
  501. DXRATMAX = 0.0
  502. DZRAT = 0.0
  503. DZRATMAX = 0.0
  504. FINAL_DX_X = HUGEVAL
  505. FINAL_DZ_Z = HUGEVAL
  506. PREVNORMDX = HUGEVAL
  507. PREV_DZ_Z = HUGEVAL
  508. DZ_Z = HUGEVAL
  509. DX_X = HUGEVAL
  510. X_STATE = WORKING_STATE
  511. Z_STATE = UNSTABLE_STATE
  512. INCR_PREC = .FALSE.
  513. DO CNT = 1, ITHRESH
  514. *
  515. * Compute residual RES = B_s - op(A_s) * Y,
  516. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  517. *
  518. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  519. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  520. CALL SGBMV( TRANS, M, N, KL, KU, -1.0, AB, LDAB,
  521. $ Y( 1, J ), 1, 1.0, RES, 1 )
  522. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  523. CALL BLAS_SGBMV_X( TRANS_TYPE, N, N, KL, KU,
  524. $ -1.0, AB, LDAB, Y( 1, J ), 1, 1.0, RES, 1,
  525. $ PREC_TYPE )
  526. ELSE
  527. CALL BLAS_SGBMV2_X( TRANS_TYPE, N, N, KL, KU, -1.0,
  528. $ AB, LDAB, Y( 1, J ), Y_TAIL, 1, 1.0, RES, 1,
  529. $ PREC_TYPE )
  530. END IF
  531. ! XXX: RES is no longer needed.
  532. CALL SCOPY( N, RES, 1, DY, 1 )
  533. CALL SGBTRS( TRANS, N, KL, KU, 1, AFB, LDAFB, IPIV, DY, N,
  534. $ INFO )
  535. *
  536. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  537. *
  538. NORMX = 0.0
  539. NORMY = 0.0
  540. NORMDX = 0.0
  541. DZ_Z = 0.0
  542. YMIN = HUGEVAL
  543. DO I = 1, N
  544. YK = ABS( Y( I, J ) )
  545. DYK = ABS( DY( I ) )
  546. IF ( YK .NE. 0.0 ) THEN
  547. DZ_Z = MAX( DZ_Z, DYK / YK )
  548. ELSE IF ( DYK .NE. 0.0 ) THEN
  549. DZ_Z = HUGEVAL
  550. END IF
  551. YMIN = MIN( YMIN, YK )
  552. NORMY = MAX( NORMY, YK )
  553. IF ( COLEQU ) THEN
  554. NORMX = MAX( NORMX, YK * C( I ) )
  555. NORMDX = MAX( NORMDX, DYK * C( I ) )
  556. ELSE
  557. NORMX = NORMY
  558. NORMDX = MAX( NORMDX, DYK )
  559. END IF
  560. END DO
  561. IF ( NORMX .NE. 0.0 ) THEN
  562. DX_X = NORMDX / NORMX
  563. ELSE IF ( NORMDX .EQ. 0.0 ) THEN
  564. DX_X = 0.0
  565. ELSE
  566. DX_X = HUGEVAL
  567. END IF
  568. DXRAT = NORMDX / PREVNORMDX
  569. DZRAT = DZ_Z / PREV_DZ_Z
  570. *
  571. * Check termination criteria.
  572. *
  573. IF ( .NOT.IGNORE_CWISE
  574. $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
  575. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  576. $ INCR_PREC = .TRUE.
  577. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  578. $ X_STATE = WORKING_STATE
  579. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  580. IF ( DX_X .LE. EPS ) THEN
  581. X_STATE = CONV_STATE
  582. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  583. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  584. INCR_PREC = .TRUE.
  585. ELSE
  586. X_STATE = NOPROG_STATE
  587. END IF
  588. ELSE
  589. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  590. END IF
  591. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  592. END IF
  593. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  594. $ Z_STATE = WORKING_STATE
  595. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  596. $ Z_STATE = WORKING_STATE
  597. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  598. IF ( DZ_Z .LE. EPS ) THEN
  599. Z_STATE = CONV_STATE
  600. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  601. Z_STATE = UNSTABLE_STATE
  602. DZRATMAX = 0.0
  603. FINAL_DZ_Z = HUGEVAL
  604. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  605. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  606. INCR_PREC = .TRUE.
  607. ELSE
  608. Z_STATE = NOPROG_STATE
  609. END IF
  610. ELSE
  611. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  612. END IF
  613. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  614. END IF
  615. *
  616. * Exit if both normwise and componentwise stopped working,
  617. * but if componentwise is unstable, let it go at least two
  618. * iterations.
  619. *
  620. IF ( X_STATE.NE.WORKING_STATE ) THEN
  621. IF ( IGNORE_CWISE ) GOTO 666
  622. IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
  623. $ GOTO 666
  624. IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
  625. END IF
  626. IF ( INCR_PREC ) THEN
  627. INCR_PREC = .FALSE.
  628. Y_PREC_STATE = Y_PREC_STATE + 1
  629. DO I = 1, N
  630. Y_TAIL( I ) = 0.0
  631. END DO
  632. END IF
  633. PREVNORMDX = NORMDX
  634. PREV_DZ_Z = DZ_Z
  635. *
  636. * Update soluton.
  637. *
  638. IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
  639. CALL SAXPY( N, 1.0, DY, 1, Y(1,J), 1 )
  640. ELSE
  641. CALL SLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
  642. END IF
  643. END DO
  644. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  645. 666 CONTINUE
  646. *
  647. * Set final_* when cnt hits ithresh.
  648. *
  649. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  650. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  651. *
  652. * Compute error bounds.
  653. *
  654. IF ( N_NORMS .GE. 1 ) THEN
  655. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  656. $ FINAL_DX_X / (1 - DXRATMAX)
  657. END IF
  658. IF (N_NORMS .GE. 2) THEN
  659. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  660. $ FINAL_DZ_Z / (1 - DZRATMAX)
  661. END IF
  662. *
  663. * Compute componentwise relative backward error from formula
  664. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  665. * where abs(Z) is the componentwise absolute value of the matrix
  666. * or vector Z.
  667. *
  668. * Compute residual RES = B_s - op(A_s) * Y,
  669. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  670. *
  671. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  672. CALL SGBMV(TRANS, N, N, KL, KU, -1.0, AB, LDAB, Y(1,J),
  673. $ 1, 1.0, RES, 1 )
  674. DO I = 1, N
  675. AYB( I ) = ABS( B( I, J ) )
  676. END DO
  677. *
  678. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  679. *
  680. CALL SLA_GBAMV( TRANS_TYPE, N, N, KL, KU, 1.0,
  681. $ AB, LDAB, Y(1, J), 1, 1.0, AYB, 1 )
  682. CALL SLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
  683. *
  684. * End of loop for each RHS
  685. *
  686. END DO
  687. *
  688. RETURN
  689. END