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.

sgbsvxx.f 31 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802
  1. *> \brief <b> SGBSVXX computes the solution to system of linear equations A * X = B for GB matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGBSVXX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgbsvxx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgbsvxx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgbsvxx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB,
  22. * LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX,
  23. * RCOND, RPVGRW, BERR, N_ERR_BNDS,
  24. * ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  25. * WORK, IWORK, INFO )
  26. *
  27. * .. Scalar Arguments ..
  28. * CHARACTER EQUED, FACT, TRANS
  29. * INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS,
  30. * $ N_ERR_BNDS
  31. * REAL RCOND, RPVGRW
  32. * ..
  33. * .. Array Arguments ..
  34. * INTEGER IPIV( * ), IWORK( * )
  35. * REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
  36. * $ X( LDX , * ),WORK( * )
  37. * REAL R( * ), C( * ), PARAMS( * ), BERR( * ),
  38. * $ ERR_BNDS_NORM( NRHS, * ),
  39. * $ ERR_BNDS_COMP( NRHS, * )
  40. * ..
  41. *
  42. *
  43. *> \par Purpose:
  44. * =============
  45. *>
  46. *> \verbatim
  47. *>
  48. *> SGBSVXX uses the LU factorization to compute the solution to a
  49. *> real system of linear equations A * X = B, where A is an
  50. *> N-by-N matrix and X and B are N-by-NRHS matrices.
  51. *>
  52. *> If requested, both normwise and maximum componentwise error bounds
  53. *> are returned. SGBSVXX will return a solution with a tiny
  54. *> guaranteed error (O(eps) where eps is the working machine
  55. *> precision) unless the matrix is very ill-conditioned, in which
  56. *> case a warning is returned. Relevant condition numbers also are
  57. *> calculated and returned.
  58. *>
  59. *> SGBSVXX accepts user-provided factorizations and equilibration
  60. *> factors; see the definitions of the FACT and EQUED options.
  61. *> Solving with refinement and using a factorization from a previous
  62. *> SGBSVXX call will also produce a solution with either O(eps)
  63. *> errors or warnings, but we cannot make that claim for general
  64. *> user-provided factorizations and equilibration factors if they
  65. *> differ from what SGBSVXX would itself produce.
  66. *> \endverbatim
  67. *
  68. *> \par Description:
  69. * =================
  70. *>
  71. *> \verbatim
  72. *>
  73. *> The following steps are performed:
  74. *>
  75. *> 1. If FACT = 'E', real scaling factors are computed to equilibrate
  76. *> the system:
  77. *>
  78. *> TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
  79. *> TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
  80. *> TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
  81. *>
  82. *> Whether or not the system will be equilibrated depends on the
  83. *> scaling of the matrix A, but if equilibration is used, A is
  84. *> overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
  85. *> or diag(C)*B (if TRANS = 'T' or 'C').
  86. *>
  87. *> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
  88. *> the matrix A (after equilibration if FACT = 'E') as
  89. *>
  90. *> A = P * L * U,
  91. *>
  92. *> where P is a permutation matrix, L is a unit lower triangular
  93. *> matrix, and U is upper triangular.
  94. *>
  95. *> 3. If some U(i,i)=0, so that U is exactly singular, then the
  96. *> routine returns with INFO = i. Otherwise, the factored form of A
  97. *> is used to estimate the condition number of the matrix A (see
  98. *> argument RCOND). If the reciprocal of the condition number is less
  99. *> than machine precision, the routine still goes on to solve for X
  100. *> and compute error bounds as described below.
  101. *>
  102. *> 4. The system of equations is solved for X using the factored form
  103. *> of A.
  104. *>
  105. *> 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
  106. *> the routine will use iterative refinement to try to get a small
  107. *> error and error bounds. Refinement calculates the residual to at
  108. *> least twice the working precision.
  109. *>
  110. *> 6. If equilibration was used, the matrix X is premultiplied by
  111. *> diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
  112. *> that it solves the original system before equilibration.
  113. *> \endverbatim
  114. *
  115. * Arguments:
  116. * ==========
  117. *
  118. *> \verbatim
  119. *> Some optional parameters are bundled in the PARAMS array. These
  120. *> settings determine how refinement is performed, but often the
  121. *> defaults are acceptable. If the defaults are acceptable, users
  122. *> can pass NPARAMS = 0 which prevents the source code from accessing
  123. *> the PARAMS argument.
  124. *> \endverbatim
  125. *>
  126. *> \param[in] FACT
  127. *> \verbatim
  128. *> FACT is CHARACTER*1
  129. *> Specifies whether or not the factored form of the matrix A is
  130. *> supplied on entry, and if not, whether the matrix A should be
  131. *> equilibrated before it is factored.
  132. *> = 'F': On entry, AF and IPIV contain the factored form of A.
  133. *> If EQUED is not 'N', the matrix A has been
  134. *> equilibrated with scaling factors given by R and C.
  135. *> A, AF, and IPIV are not modified.
  136. *> = 'N': The matrix A will be copied to AF and factored.
  137. *> = 'E': The matrix A will be equilibrated if necessary, then
  138. *> copied to AF and factored.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] TRANS
  142. *> \verbatim
  143. *> TRANS is CHARACTER*1
  144. *> Specifies the form of the system of equations:
  145. *> = 'N': A * X = B (No transpose)
  146. *> = 'T': A**T * X = B (Transpose)
  147. *> = 'C': A**H * X = B (Conjugate Transpose = Transpose)
  148. *> \endverbatim
  149. *>
  150. *> \param[in] N
  151. *> \verbatim
  152. *> N is INTEGER
  153. *> The number of linear equations, i.e., the order of the
  154. *> matrix A. N >= 0.
  155. *> \endverbatim
  156. *>
  157. *> \param[in] KL
  158. *> \verbatim
  159. *> KL is INTEGER
  160. *> The number of subdiagonals within the band of A. KL >= 0.
  161. *> \endverbatim
  162. *>
  163. *> \param[in] KU
  164. *> \verbatim
  165. *> KU is INTEGER
  166. *> The number of superdiagonals within the band of A. KU >= 0.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] NRHS
  170. *> \verbatim
  171. *> NRHS is INTEGER
  172. *> The number of right hand sides, i.e., the number of columns
  173. *> of the matrices B and X. NRHS >= 0.
  174. *> \endverbatim
  175. *>
  176. *> \param[in,out] AB
  177. *> \verbatim
  178. *> AB is REAL array, dimension (LDAB,N)
  179. *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
  180. *> The j-th column of A is stored in the j-th column of the
  181. *> array AB as follows:
  182. *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
  183. *>
  184. *> If FACT = 'F' and EQUED is not 'N', then AB must have been
  185. *> equilibrated by the scaling factors in R and/or C. AB is not
  186. *> modified if FACT = 'F' or 'N', or if FACT = 'E' and
  187. *> EQUED = 'N' on exit.
  188. *>
  189. *> On exit, if EQUED .ne. 'N', A is scaled as follows:
  190. *> EQUED = 'R': A := diag(R) * A
  191. *> EQUED = 'C': A := A * diag(C)
  192. *> EQUED = 'B': A := diag(R) * A * diag(C).
  193. *> \endverbatim
  194. *>
  195. *> \param[in] LDAB
  196. *> \verbatim
  197. *> LDAB is INTEGER
  198. *> The leading dimension of the array AB. LDAB >= KL+KU+1.
  199. *> \endverbatim
  200. *>
  201. *> \param[in,out] AFB
  202. *> \verbatim
  203. *> AFB is REAL array, dimension (LDAFB,N)
  204. *> If FACT = 'F', then AFB is an input argument and on entry
  205. *> contains details of the LU factorization of the band matrix
  206. *> A, as computed by SGBTRF. U is stored as an upper triangular
  207. *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
  208. *> and the multipliers used during the factorization are stored
  209. *> in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
  210. *> the factored form of the equilibrated matrix A.
  211. *>
  212. *> If FACT = 'N', then AF is an output argument and on exit
  213. *> returns the factors L and U from the factorization A = P*L*U
  214. *> of the original matrix A.
  215. *>
  216. *> If FACT = 'E', then AF is an output argument and on exit
  217. *> returns the factors L and U from the factorization A = P*L*U
  218. *> of the equilibrated matrix A (see the description of A for
  219. *> the form of the equilibrated matrix).
  220. *> \endverbatim
  221. *>
  222. *> \param[in] LDAFB
  223. *> \verbatim
  224. *> LDAFB is INTEGER
  225. *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
  226. *> \endverbatim
  227. *>
  228. *> \param[in,out] IPIV
  229. *> \verbatim
  230. *> IPIV is INTEGER array, dimension (N)
  231. *> If FACT = 'F', then IPIV is an input argument and on entry
  232. *> contains the pivot indices from the factorization A = P*L*U
  233. *> as computed by SGETRF; row i of the matrix was interchanged
  234. *> with row IPIV(i).
  235. *>
  236. *> If FACT = 'N', then IPIV is an output argument and on exit
  237. *> contains the pivot indices from the factorization A = P*L*U
  238. *> of the original matrix A.
  239. *>
  240. *> If FACT = 'E', then IPIV is an output argument and on exit
  241. *> contains the pivot indices from the factorization A = P*L*U
  242. *> of the equilibrated matrix A.
  243. *> \endverbatim
  244. *>
  245. *> \param[in,out] EQUED
  246. *> \verbatim
  247. *> EQUED is CHARACTER*1
  248. *> Specifies the form of equilibration that was done.
  249. *> = 'N': No equilibration (always true if FACT = 'N').
  250. *> = 'R': Row equilibration, i.e., A has been premultiplied by
  251. *> diag(R).
  252. *> = 'C': Column equilibration, i.e., A has been postmultiplied
  253. *> by diag(C).
  254. *> = 'B': Both row and column equilibration, i.e., A has been
  255. *> replaced by diag(R) * A * diag(C).
  256. *> EQUED is an input argument if FACT = 'F'; otherwise, it is an
  257. *> output argument.
  258. *> \endverbatim
  259. *>
  260. *> \param[in,out] R
  261. *> \verbatim
  262. *> R is REAL array, dimension (N)
  263. *> The row scale factors for A. If EQUED = 'R' or 'B', A is
  264. *> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
  265. *> is not accessed. R is an input argument if FACT = 'F';
  266. *> otherwise, R is an output argument. If FACT = 'F' and
  267. *> EQUED = 'R' or 'B', each element of R must be positive.
  268. *> If R is output, each element of R is a power of the radix.
  269. *> If R is input, each element of R should be a power of the radix
  270. *> to ensure a reliable solution and error estimates. Scaling by
  271. *> powers of the radix does not cause rounding errors unless the
  272. *> result underflows or overflows. Rounding errors during scaling
  273. *> lead to refining with a matrix that is not equivalent to the
  274. *> input matrix, producing error estimates that may not be
  275. *> reliable.
  276. *> \endverbatim
  277. *>
  278. *> \param[in,out] C
  279. *> \verbatim
  280. *> C is REAL array, dimension (N)
  281. *> The column scale factors for A. If EQUED = 'C' or 'B', A is
  282. *> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
  283. *> is not accessed. C is an input argument if FACT = 'F';
  284. *> otherwise, C is an output argument. If FACT = 'F' and
  285. *> EQUED = 'C' or 'B', each element of C must be positive.
  286. *> If C is output, each element of C is a power of the radix.
  287. *> If C is input, each element of C should be a power of the radix
  288. *> to ensure a reliable solution and error estimates. Scaling by
  289. *> powers of the radix does not cause rounding errors unless the
  290. *> result underflows or overflows. Rounding errors during scaling
  291. *> lead to refining with a matrix that is not equivalent to the
  292. *> input matrix, producing error estimates that may not be
  293. *> reliable.
  294. *> \endverbatim
  295. *>
  296. *> \param[in,out] B
  297. *> \verbatim
  298. *> B is REAL array, dimension (LDB,NRHS)
  299. *> On entry, the N-by-NRHS right hand side matrix B.
  300. *> On exit,
  301. *> if EQUED = 'N', B is not modified;
  302. *> if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
  303. *> diag(R)*B;
  304. *> if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
  305. *> overwritten by diag(C)*B.
  306. *> \endverbatim
  307. *>
  308. *> \param[in] LDB
  309. *> \verbatim
  310. *> LDB is INTEGER
  311. *> The leading dimension of the array B. LDB >= max(1,N).
  312. *> \endverbatim
  313. *>
  314. *> \param[out] X
  315. *> \verbatim
  316. *> X is REAL array, dimension (LDX,NRHS)
  317. *> If INFO = 0, the N-by-NRHS solution matrix X to the original
  318. *> system of equations. Note that A and B are modified on exit
  319. *> if EQUED .ne. 'N', and the solution to the equilibrated system is
  320. *> inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
  321. *> inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
  322. *> \endverbatim
  323. *>
  324. *> \param[in] LDX
  325. *> \verbatim
  326. *> LDX is INTEGER
  327. *> The leading dimension of the array X. LDX >= max(1,N).
  328. *> \endverbatim
  329. *>
  330. *> \param[out] RCOND
  331. *> \verbatim
  332. *> RCOND is REAL
  333. *> Reciprocal scaled condition number. This is an estimate of the
  334. *> reciprocal Skeel condition number of the matrix A after
  335. *> equilibration (if done). If this is less than the machine
  336. *> precision (in particular, if it is zero), the matrix is singular
  337. *> to working precision. Note that the error may still be small even
  338. *> if this number is very small and the matrix appears ill-
  339. *> conditioned.
  340. *> \endverbatim
  341. *>
  342. *> \param[out] RPVGRW
  343. *> \verbatim
  344. *> RPVGRW is REAL
  345. *> Reciprocal pivot growth. On exit, this contains the reciprocal
  346. *> pivot growth factor norm(A)/norm(U). The "max absolute element"
  347. *> norm is used. If this is much less than 1, then the stability of
  348. *> the LU factorization of the (equilibrated) matrix A could be poor.
  349. *> This also means that the solution X, estimated condition numbers,
  350. *> and error bounds could be unreliable. If factorization fails with
  351. *> 0<INFO<=N, then this contains the reciprocal pivot growth factor
  352. *> for the leading INFO columns of A. In SGESVX, this quantity is
  353. *> returned in WORK(1).
  354. *> \endverbatim
  355. *>
  356. *> \param[out] BERR
  357. *> \verbatim
  358. *> BERR is REAL array, dimension (NRHS)
  359. *> Componentwise relative backward error. This is the
  360. *> componentwise relative backward error of each solution vector X(j)
  361. *> (i.e., the smallest relative change in any element of A or B that
  362. *> makes X(j) an exact solution).
  363. *> \endverbatim
  364. *>
  365. *> \param[in] N_ERR_BNDS
  366. *> \verbatim
  367. *> N_ERR_BNDS is INTEGER
  368. *> Number of error bounds to return for each right hand side
  369. *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
  370. *> ERR_BNDS_COMP below.
  371. *> \endverbatim
  372. *>
  373. *> \param[out] ERR_BNDS_NORM
  374. *> \verbatim
  375. *> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
  376. *> For each right-hand side, this array contains information about
  377. *> various error bounds and condition numbers corresponding to the
  378. *> normwise relative error, which is defined as follows:
  379. *>
  380. *> Normwise relative error in the ith solution vector:
  381. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  382. *> ------------------------------
  383. *> max_j abs(X(j,i))
  384. *>
  385. *> The array is indexed by the type of error information as described
  386. *> below. There currently are up to three pieces of information
  387. *> returned.
  388. *>
  389. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  390. *> right-hand side.
  391. *>
  392. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  393. *> three fields:
  394. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  395. *> reciprocal condition number is less than the threshold
  396. *> sqrt(n) * slamch('Epsilon').
  397. *>
  398. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  399. *> almost certainly within a factor of 10 of the true error
  400. *> so long as the next entry is greater than the threshold
  401. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  402. *> be trusted if the previous boolean is true.
  403. *>
  404. *> err = 3 Reciprocal condition number: Estimated normwise
  405. *> reciprocal condition number. Compared with the threshold
  406. *> sqrt(n) * slamch('Epsilon') to determine if the error
  407. *> estimate is "guaranteed". These reciprocal condition
  408. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  409. *> appropriately scaled matrix Z.
  410. *> Let Z = S*A, where S scales each row by a power of the
  411. *> radix so all absolute row sums of Z are approximately 1.
  412. *>
  413. *> See Lapack Working Note 165 for further details and extra
  414. *> cautions.
  415. *> \endverbatim
  416. *>
  417. *> \param[out] ERR_BNDS_COMP
  418. *> \verbatim
  419. *> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
  420. *> For each right-hand side, this array contains information about
  421. *> various error bounds and condition numbers corresponding to the
  422. *> componentwise relative error, which is defined as follows:
  423. *>
  424. *> Componentwise relative error in the ith solution vector:
  425. *> abs(XTRUE(j,i) - X(j,i))
  426. *> max_j ----------------------
  427. *> abs(X(j,i))
  428. *>
  429. *> The array is indexed by the right-hand side i (on which the
  430. *> componentwise relative error depends), and the type of error
  431. *> information as described below. There currently are up to three
  432. *> pieces of information returned for each right-hand side. If
  433. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  434. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
  435. *> the first (:,N_ERR_BNDS) entries are returned.
  436. *>
  437. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  438. *> right-hand side.
  439. *>
  440. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  441. *> three fields:
  442. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  443. *> reciprocal condition number is less than the threshold
  444. *> sqrt(n) * slamch('Epsilon').
  445. *>
  446. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  447. *> almost certainly within a factor of 10 of the true error
  448. *> so long as the next entry is greater than the threshold
  449. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  450. *> be trusted if the previous boolean is true.
  451. *>
  452. *> err = 3 Reciprocal condition number: Estimated componentwise
  453. *> reciprocal condition number. Compared with the threshold
  454. *> sqrt(n) * slamch('Epsilon') to determine if the error
  455. *> estimate is "guaranteed". These reciprocal condition
  456. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  457. *> appropriately scaled matrix Z.
  458. *> Let Z = S*(A*diag(x)), where x is the solution for the
  459. *> current right-hand side and S scales each row of
  460. *> A*diag(x) by a power of the radix so all absolute row
  461. *> sums of Z are approximately 1.
  462. *>
  463. *> See Lapack Working Note 165 for further details and extra
  464. *> cautions.
  465. *> \endverbatim
  466. *>
  467. *> \param[in] NPARAMS
  468. *> \verbatim
  469. *> NPARAMS is INTEGER
  470. *> Specifies the number of parameters set in PARAMS. If <= 0, the
  471. *> PARAMS array is never referenced and default values are used.
  472. *> \endverbatim
  473. *>
  474. *> \param[in,out] PARAMS
  475. *> \verbatim
  476. *> PARAMS is REAL array, dimension NPARAMS
  477. *> Specifies algorithm parameters. If an entry is < 0.0, then
  478. *> that entry will be filled with default value used for that
  479. *> parameter. Only positions up to NPARAMS are accessed; defaults
  480. *> are used for higher-numbered parameters.
  481. *>
  482. *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  483. *> refinement or not.
  484. *> Default: 1.0
  485. *> = 0.0: No refinement is performed, and no error bounds are
  486. *> computed.
  487. *> = 1.0: Use the double-precision refinement algorithm,
  488. *> possibly with doubled-single computations if the
  489. *> compilation environment does not support DOUBLE
  490. *> PRECISION.
  491. *> (other values are reserved for future use)
  492. *>
  493. *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  494. *> computations allowed for refinement.
  495. *> Default: 10
  496. *> Aggressive: Set to 100 to permit convergence using approximate
  497. *> factorizations or factorizations other than LU. If
  498. *> the factorization uses a technique other than
  499. *> Gaussian elimination, the guarantees in
  500. *> err_bnds_norm and err_bnds_comp may no longer be
  501. *> trustworthy.
  502. *>
  503. *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  504. *> will attempt to find a solution with small componentwise
  505. *> relative error in the double-precision algorithm. Positive
  506. *> is true, 0.0 is false.
  507. *> Default: 1.0 (attempt componentwise convergence)
  508. *> \endverbatim
  509. *>
  510. *> \param[out] WORK
  511. *> \verbatim
  512. *> WORK is REAL array, dimension (4*N)
  513. *> \endverbatim
  514. *>
  515. *> \param[out] IWORK
  516. *> \verbatim
  517. *> IWORK is INTEGER array, dimension (N)
  518. *> \endverbatim
  519. *>
  520. *> \param[out] INFO
  521. *> \verbatim
  522. *> INFO is INTEGER
  523. *> = 0: Successful exit. The solution to every right-hand side is
  524. *> guaranteed.
  525. *> < 0: If INFO = -i, the i-th argument had an illegal value
  526. *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
  527. *> has been completed, but the factor U is exactly singular, so
  528. *> the solution and error bounds could not be computed. RCOND = 0
  529. *> is returned.
  530. *> = N+J: The solution corresponding to the Jth right-hand side is
  531. *> not guaranteed. The solutions corresponding to other right-
  532. *> hand sides K with K > J may not be guaranteed as well, but
  533. *> only the first such right-hand side is reported. If a small
  534. *> componentwise error is not requested (PARAMS(3) = 0.0) then
  535. *> the Jth right-hand side is the first with a normwise error
  536. *> bound that is not guaranteed (the smallest J such
  537. *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  538. *> the Jth right-hand side is the first with either a normwise or
  539. *> componentwise error bound that is not guaranteed (the smallest
  540. *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  541. *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  542. *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  543. *> about all of the right-hand sides check ERR_BNDS_NORM or
  544. *> ERR_BNDS_COMP.
  545. *> \endverbatim
  546. *
  547. * Authors:
  548. * ========
  549. *
  550. *> \author Univ. of Tennessee
  551. *> \author Univ. of California Berkeley
  552. *> \author Univ. of Colorado Denver
  553. *> \author NAG Ltd.
  554. *
  555. *> \date April 2012
  556. *
  557. *> \ingroup realGBsolve
  558. *
  559. * =====================================================================
  560. SUBROUTINE SGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB,
  561. $ LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX,
  562. $ RCOND, RPVGRW, BERR, N_ERR_BNDS,
  563. $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  564. $ WORK, IWORK, INFO )
  565. *
  566. * -- LAPACK driver routine (version 3.7.0) --
  567. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  568. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  569. * April 2012
  570. *
  571. * .. Scalar Arguments ..
  572. CHARACTER EQUED, FACT, TRANS
  573. INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS,
  574. $ N_ERR_BNDS
  575. REAL RCOND, RPVGRW
  576. * ..
  577. * .. Array Arguments ..
  578. INTEGER IPIV( * ), IWORK( * )
  579. REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
  580. $ X( LDX , * ),WORK( * )
  581. REAL R( * ), C( * ), PARAMS( * ), BERR( * ),
  582. $ ERR_BNDS_NORM( NRHS, * ),
  583. $ ERR_BNDS_COMP( NRHS, * )
  584. * ..
  585. *
  586. * ==================================================================
  587. *
  588. * .. Parameters ..
  589. REAL ZERO, ONE
  590. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  591. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  592. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  593. INTEGER CMP_ERR_I, PIV_GROWTH_I
  594. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  595. $ BERR_I = 3 )
  596. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  597. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  598. $ PIV_GROWTH_I = 9 )
  599. * ..
  600. * .. Local Scalars ..
  601. LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU
  602. INTEGER INFEQU, I, J, KL, KU
  603. REAL AMAX, BIGNUM, COLCND, RCMAX, RCMIN,
  604. $ ROWCND, SMLNUM
  605. * ..
  606. * .. External Functions ..
  607. EXTERNAL LSAME, SLAMCH, SLA_GBRPVGRW
  608. LOGICAL LSAME
  609. REAL SLAMCH, SLA_GBRPVGRW
  610. * ..
  611. * .. External Subroutines ..
  612. EXTERNAL SGBEQUB, SGBTRF, SGBTRS, SLACPY, SLAQGB,
  613. $ XERBLA, SLASCL2, SGBRFSX
  614. * ..
  615. * .. Intrinsic Functions ..
  616. INTRINSIC MAX, MIN
  617. * ..
  618. * .. Executable Statements ..
  619. *
  620. INFO = 0
  621. NOFACT = LSAME( FACT, 'N' )
  622. EQUIL = LSAME( FACT, 'E' )
  623. NOTRAN = LSAME( TRANS, 'N' )
  624. SMLNUM = SLAMCH( 'Safe minimum' )
  625. BIGNUM = ONE / SMLNUM
  626. IF( NOFACT .OR. EQUIL ) THEN
  627. EQUED = 'N'
  628. ROWEQU = .FALSE.
  629. COLEQU = .FALSE.
  630. ELSE
  631. ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
  632. COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
  633. END IF
  634. *
  635. * Default is failure. If an input parameter is wrong or
  636. * factorization fails, make everything look horrible. Only the
  637. * pivot growth is set here, the rest is initialized in SGBRFSX.
  638. *
  639. RPVGRW = ZERO
  640. *
  641. * Test the input parameters. PARAMS is not tested until SGBRFSX.
  642. *
  643. IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.
  644. $ LSAME( FACT, 'F' ) ) THEN
  645. INFO = -1
  646. ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
  647. $ LSAME( TRANS, 'C' ) ) THEN
  648. INFO = -2
  649. ELSE IF( N.LT.0 ) THEN
  650. INFO = -3
  651. ELSE IF( KL.LT.0 ) THEN
  652. INFO = -4
  653. ELSE IF( KU.LT.0 ) THEN
  654. INFO = -5
  655. ELSE IF( NRHS.LT.0 ) THEN
  656. INFO = -6
  657. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  658. INFO = -8
  659. ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN
  660. INFO = -10
  661. ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT.
  662. $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN
  663. INFO = -12
  664. ELSE
  665. IF( ROWEQU ) THEN
  666. RCMIN = BIGNUM
  667. RCMAX = ZERO
  668. DO 10 J = 1, N
  669. RCMIN = MIN( RCMIN, R( J ) )
  670. RCMAX = MAX( RCMAX, R( J ) )
  671. 10 CONTINUE
  672. IF( RCMIN.LE.ZERO ) THEN
  673. INFO = -13
  674. ELSE IF( N.GT.0 ) THEN
  675. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  676. ELSE
  677. ROWCND = ONE
  678. END IF
  679. END IF
  680. IF( COLEQU .AND. INFO.EQ.0 ) THEN
  681. RCMIN = BIGNUM
  682. RCMAX = ZERO
  683. DO 20 J = 1, N
  684. RCMIN = MIN( RCMIN, C( J ) )
  685. RCMAX = MAX( RCMAX, C( J ) )
  686. 20 CONTINUE
  687. IF( RCMIN.LE.ZERO ) THEN
  688. INFO = -14
  689. ELSE IF( N.GT.0 ) THEN
  690. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  691. ELSE
  692. COLCND = ONE
  693. END IF
  694. END IF
  695. IF( INFO.EQ.0 ) THEN
  696. IF( LDB.LT.MAX( 1, N ) ) THEN
  697. INFO = -15
  698. ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  699. INFO = -16
  700. END IF
  701. END IF
  702. END IF
  703. *
  704. IF( INFO.NE.0 ) THEN
  705. CALL XERBLA( 'SGBSVXX', -INFO )
  706. RETURN
  707. END IF
  708. *
  709. IF( EQUIL ) THEN
  710. *
  711. * Compute row and column scalings to equilibrate the matrix A.
  712. *
  713. CALL SGBEQUB( N, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  714. $ AMAX, INFEQU )
  715. IF( INFEQU.EQ.0 ) THEN
  716. *
  717. * Equilibrate the matrix.
  718. *
  719. CALL SLAQGB( N, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  720. $ AMAX, EQUED )
  721. ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
  722. COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
  723. END IF
  724. *
  725. * If the scaling factors are not applied, set them to 1.0.
  726. *
  727. IF ( .NOT.ROWEQU ) THEN
  728. DO J = 1, N
  729. R( J ) = 1.0
  730. END DO
  731. END IF
  732. IF ( .NOT.COLEQU ) THEN
  733. DO J = 1, N
  734. C( J ) = 1.0
  735. END DO
  736. END IF
  737. END IF
  738. *
  739. * Scale the right hand side.
  740. *
  741. IF( NOTRAN ) THEN
  742. IF( ROWEQU ) CALL SLASCL2(N, NRHS, R, B, LDB)
  743. ELSE
  744. IF( COLEQU ) CALL SLASCL2(N, NRHS, C, B, LDB)
  745. END IF
  746. *
  747. IF( NOFACT .OR. EQUIL ) THEN
  748. *
  749. * Compute the LU factorization of A.
  750. *
  751. DO 40, J = 1, N
  752. DO 30, I = KL+1, 2*KL+KU+1
  753. AFB( I, J ) = AB( I-KL, J )
  754. 30 CONTINUE
  755. 40 CONTINUE
  756. CALL SGBTRF( N, N, KL, KU, AFB, LDAFB, IPIV, INFO )
  757. *
  758. * Return if INFO is non-zero.
  759. *
  760. IF( INFO.GT.0 ) THEN
  761. *
  762. * Pivot in column INFO is exactly 0
  763. * Compute the reciprocal pivot growth factor of the
  764. * leading rank-deficient INFO columns of A.
  765. *
  766. RPVGRW = SLA_GBRPVGRW( N, KL, KU, INFO, AB, LDAB, AFB,
  767. $ LDAFB )
  768. RETURN
  769. END IF
  770. END IF
  771. *
  772. * Compute the reciprocal pivot growth factor RPVGRW.
  773. *
  774. RPVGRW = SLA_GBRPVGRW( N, KL, KU, N, AB, LDAB, AFB, LDAFB )
  775. *
  776. * Compute the solution matrix X.
  777. *
  778. CALL SLACPY( 'Full', N, NRHS, B, LDB, X, LDX )
  779. CALL SGBTRS( TRANS, N, KL, KU, NRHS, AFB, LDAFB, IPIV, X, LDX,
  780. $ INFO )
  781. *
  782. * Use iterative refinement to improve the computed solution and
  783. * compute error bounds and backward error estimates for it.
  784. *
  785. CALL SGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB,
  786. $ IPIV, R, C, B, LDB, X, LDX, RCOND, BERR,
  787. $ N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  788. $ WORK, IWORK, INFO )
  789. *
  790. * Scale solutions.
  791. *
  792. IF ( COLEQU .AND. NOTRAN ) THEN
  793. CALL SLASCL2 ( N, NRHS, C, X, LDX )
  794. ELSE IF ( ROWEQU .AND. .NOT.NOTRAN ) THEN
  795. CALL SLASCL2 ( N, NRHS, R, X, LDX )
  796. END IF
  797. *
  798. RETURN
  799. *
  800. * End of SGBSVXX
  801. *
  802. END