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sla_gerfsx_extended.f 25 kB

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  1. *> \brief \b SLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general 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_GERFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLA_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,
  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. * $ TRANS_TYPE, N_NORMS, ITHRESH
  32. * LOGICAL COLEQU, IGNORE_CWISE
  33. * REAL RTHRESH, DZ_UB
  34. * ..
  35. * .. Array Arguments ..
  36. * INTEGER IPIV( * )
  37. * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  38. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  39. * REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  40. * $ ERRS_N( NRHS, * ),
  41. * $ ERRS_C( NRHS, * )
  42. * ..
  43. *
  44. *
  45. *> \par Purpose:
  46. * =============
  47. *>
  48. *> \verbatim
  49. *>
  50. *> SLA_GERFSX_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 SGERFSX to perform iterative refinement.
  54. *> In addition to normwise error bound, the code provides maximum
  55. *> componentwise error bound if possible. See comments for ERRS_N
  56. *> and ERRS_C for details of the error bounds. Note that this
  57. *> subroutine is only resonsible for setting the second fields of
  58. *> ERRS_N and ERRS_C.
  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 P
  69. *> = 'S': Single
  70. *> = 'D': Double
  71. *> = 'I': Indigenous
  72. *> = 'X' or '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 T
  80. *> = '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] NRHS
  93. *> \verbatim
  94. *> NRHS is INTEGER
  95. *> The number of right-hand-sides, i.e., the number of columns of the
  96. *> matrix B.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] A
  100. *> \verbatim
  101. *> A is REAL array, dimension (LDA,N)
  102. *> On entry, the N-by-N matrix A.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDA
  106. *> \verbatim
  107. *> LDA is INTEGER
  108. *> The leading dimension of the array A. LDA >= max(1,N).
  109. *> \endverbatim
  110. *>
  111. *> \param[in] AF
  112. *> \verbatim
  113. *> AF is REAL array, dimension (LDAF,N)
  114. *> The factors L and U from the factorization
  115. *> A = P*L*U as computed by SGETRF.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] LDAF
  119. *> \verbatim
  120. *> LDAF is INTEGER
  121. *> The leading dimension of the array AF. LDAF >= max(1,N).
  122. *> \endverbatim
  123. *>
  124. *> \param[in] IPIV
  125. *> \verbatim
  126. *> IPIV is INTEGER array, dimension (N)
  127. *> The pivot indices from the factorization A = P*L*U
  128. *> as computed by SGETRF; row i of the matrix was interchanged
  129. *> with row IPIV(i).
  130. *> \endverbatim
  131. *>
  132. *> \param[in] COLEQU
  133. *> \verbatim
  134. *> COLEQU is LOGICAL
  135. *> If .TRUE. then column equilibration was done to A before calling
  136. *> this routine. This is needed to compute the solution and error
  137. *> bounds correctly.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] C
  141. *> \verbatim
  142. *> C is REAL array, dimension (N)
  143. *> The column scale factors for A. If COLEQU = .FALSE., C
  144. *> is not accessed. If C is input, each element of C should be a power
  145. *> of the radix to ensure a reliable solution and error estimates.
  146. *> Scaling by powers of the radix does not cause rounding errors unless
  147. *> the result underflows or overflows. Rounding errors during scaling
  148. *> lead to refining with a matrix that is not equivalent to the
  149. *> input matrix, producing error estimates that may not be
  150. *> reliable.
  151. *> \endverbatim
  152. *>
  153. *> \param[in] B
  154. *> \verbatim
  155. *> B is REAL array, dimension (LDB,NRHS)
  156. *> The right-hand-side matrix B.
  157. *> \endverbatim
  158. *>
  159. *> \param[in] LDB
  160. *> \verbatim
  161. *> LDB is INTEGER
  162. *> The leading dimension of the array B. LDB >= max(1,N).
  163. *> \endverbatim
  164. *>
  165. *> \param[in,out] Y
  166. *> \verbatim
  167. *> Y is REAL array, dimension (LDY,NRHS)
  168. *> On entry, the solution matrix X, as computed by SGETRS.
  169. *> On exit, the improved solution matrix Y.
  170. *> \endverbatim
  171. *>
  172. *> \param[in] LDY
  173. *> \verbatim
  174. *> LDY is INTEGER
  175. *> The leading dimension of the array Y. LDY >= max(1,N).
  176. *> \endverbatim
  177. *>
  178. *> \param[out] BERR_OUT
  179. *> \verbatim
  180. *> BERR_OUT is REAL array, dimension (NRHS)
  181. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  182. *> error for right-hand-side j from the formula
  183. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  184. *> where abs(Z) is the componentwise absolute value of the matrix
  185. *> or vector Z. This is computed by SLA_LIN_BERR.
  186. *> \endverbatim
  187. *>
  188. *> \param[in] N_NORMS
  189. *> \verbatim
  190. *> N_NORMS is INTEGER
  191. *> Determines which error bounds to return (see ERRS_N
  192. *> and ERRS_C).
  193. *> If N_NORMS >= 1 return normwise error bounds.
  194. *> If N_NORMS >= 2 return componentwise error bounds.
  195. *> \endverbatim
  196. *>
  197. *> \param[in,out] ERRS_N
  198. *> \verbatim
  199. *> ERRS_N is REAL array, dimension (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 REAL array, dimension (NRHS, N_ERR_BNDS)
  246. *> For each right-hand side, this array contains information about
  247. *> various error bounds and condition numbers corresponding to the
  248. *> componentwise relative error, which is defined as follows:
  249. *>
  250. *> Componentwise relative error in the ith solution vector:
  251. *> abs(XTRUE(j,i) - X(j,i))
  252. *> max_j ----------------------
  253. *> abs(X(j,i))
  254. *>
  255. *> The array is indexed by the right-hand side i (on which the
  256. *> componentwise relative error depends), and the type of error
  257. *> information as described below. There currently are up to three
  258. *> pieces of information returned for each right-hand side. If
  259. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  260. *> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
  261. *> the first (:,N_ERR_BNDS) entries are returned.
  262. *>
  263. *> The first index in ERRS_C(i,:) corresponds to the ith
  264. *> right-hand side.
  265. *>
  266. *> The second index in ERRS_C(:,err) contains the following
  267. *> three fields:
  268. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  269. *> reciprocal condition number is less than the threshold
  270. *> sqrt(n) * slamch('Epsilon').
  271. *>
  272. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  273. *> almost certainly within a factor of 10 of the true error
  274. *> so long as the next entry is greater than the threshold
  275. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  276. *> be trusted if the previous boolean is true.
  277. *>
  278. *> err = 3 Reciprocal condition number: Estimated componentwise
  279. *> reciprocal condition number. Compared with the threshold
  280. *> sqrt(n) * slamch('Epsilon') to determine if the error
  281. *> estimate is "guaranteed". These reciprocal condition
  282. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  283. *> appropriately scaled matrix Z.
  284. *> Let Z = S*(A*diag(x)), where x is the solution for the
  285. *> current right-hand side and S scales each row of
  286. *> A*diag(x) by a power of the radix so all absolute row
  287. *> sums of Z are approximately 1.
  288. *>
  289. *> This subroutine is only responsible for setting the second field
  290. *> above.
  291. *> See Lapack Working Note 165 for further details and extra
  292. *> cautions.
  293. *> \endverbatim
  294. *>
  295. *> \param[in] RES
  296. *> \verbatim
  297. *> RES is REAL array, dimension (N)
  298. *> Workspace to hold the intermediate residual.
  299. *> \endverbatim
  300. *>
  301. *> \param[in] AYB
  302. *> \verbatim
  303. *> AYB is REAL array, dimension (N)
  304. *> Workspace. This can be the same workspace passed for Y_TAIL.
  305. *> \endverbatim
  306. *>
  307. *> \param[in] DY
  308. *> \verbatim
  309. *> DY is REAL array, dimension (N)
  310. *> Workspace to hold the intermediate solution.
  311. *> \endverbatim
  312. *>
  313. *> \param[in] Y_TAIL
  314. *> \verbatim
  315. *> Y_TAIL is REAL array, dimension (N)
  316. *> Workspace to hold the trailing bits of the intermediate solution.
  317. *> \endverbatim
  318. *>
  319. *> \param[in] RCOND
  320. *> \verbatim
  321. *> RCOND is REAL
  322. *> Reciprocal scaled condition number. This is an estimate of the
  323. *> reciprocal Skeel condition number of the matrix A after
  324. *> equilibration (if done). If this is less than the machine
  325. *> precision (in particular, if it is zero), the matrix is singular
  326. *> to working precision. Note that the error may still be small even
  327. *> if this number is very small and the matrix appears ill-
  328. *> conditioned.
  329. *> \endverbatim
  330. *>
  331. *> \param[in] ITHRESH
  332. *> \verbatim
  333. *> ITHRESH is INTEGER
  334. *> The maximum number of residual computations allowed for
  335. *> refinement. The default is 10. For 'aggressive' set to 100 to
  336. *> permit convergence using approximate factorizations or
  337. *> factorizations other than LU. If the factorization uses a
  338. *> technique other than Gaussian elimination, the guarantees in
  339. *> ERRS_N and ERRS_C may no longer be trustworthy.
  340. *> \endverbatim
  341. *>
  342. *> \param[in] RTHRESH
  343. *> \verbatim
  344. *> RTHRESH is REAL
  345. *> Determines when to stop refinement if the error estimate stops
  346. *> decreasing. Refinement will stop when the next solution no longer
  347. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  348. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  349. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  350. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  351. *> for more details.
  352. *> \endverbatim
  353. *>
  354. *> \param[in] DZ_UB
  355. *> \verbatim
  356. *> DZ_UB is REAL
  357. *> Determines when to start considering componentwise convergence.
  358. *> Componentwise convergence is only considered after each component
  359. *> of the solution Y is stable, which we definte as the relative
  360. *> change in each component being less than DZ_UB. The default value
  361. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  362. *> more details.
  363. *> \endverbatim
  364. *>
  365. *> \param[in] IGNORE_CWISE
  366. *> \verbatim
  367. *> IGNORE_CWISE is LOGICAL
  368. *> If .TRUE. then ignore componentwise convergence. Default value
  369. *> is .FALSE..
  370. *> \endverbatim
  371. *>
  372. *> \param[out] INFO
  373. *> \verbatim
  374. *> INFO is INTEGER
  375. *> = 0: Successful exit.
  376. *> < 0: if INFO = -i, the ith argument to SGETRS had an illegal
  377. *> value
  378. *> \endverbatim
  379. *
  380. * Authors:
  381. * ========
  382. *
  383. *> \author Univ. of Tennessee
  384. *> \author Univ. of California Berkeley
  385. *> \author Univ. of Colorado Denver
  386. *> \author NAG Ltd.
  387. *
  388. *> \date December 2016
  389. *
  390. *> \ingroup realGEcomputational
  391. *
  392. * =====================================================================
  393. SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
  394. $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
  395. $ LDB, Y, LDY, BERR_OUT, N_NORMS,
  396. $ ERRS_N, ERRS_C, RES,
  397. $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
  398. $ RTHRESH, DZ_UB, IGNORE_CWISE,
  399. $ INFO )
  400. *
  401. * -- LAPACK computational routine (version 3.7.0) --
  402. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  403. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  404. * December 2016
  405. *
  406. * .. Scalar Arguments ..
  407. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  408. $ TRANS_TYPE, N_NORMS, ITHRESH
  409. LOGICAL COLEQU, IGNORE_CWISE
  410. REAL RTHRESH, DZ_UB
  411. * ..
  412. * .. Array Arguments ..
  413. INTEGER IPIV( * )
  414. REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  415. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  416. REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  417. $ ERRS_N( NRHS, * ),
  418. $ 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. REAL 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. * ..
  432. * .. Parameters ..
  433. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  434. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  435. $ EXTRA_Y
  436. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  437. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  438. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  439. $ EXTRA_Y = 2 )
  440. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  441. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  442. INTEGER CMP_ERR_I, PIV_GROWTH_I
  443. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  444. $ BERR_I = 3 )
  445. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  446. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  447. $ PIV_GROWTH_I = 9 )
  448. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  449. $ LA_LINRX_CWISE_I
  450. PARAMETER ( LA_LINRX_ITREF_I = 1,
  451. $ LA_LINRX_ITHRESH_I = 2 )
  452. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  453. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  454. $ LA_LINRX_RCOND_I
  455. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  456. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  457. * ..
  458. * .. External Subroutines ..
  459. EXTERNAL SAXPY, SCOPY, SGETRS, SGEMV, BLAS_SGEMV_X,
  460. $ BLAS_SGEMV2_X, SLA_GEAMV, SLA_WWADDW, SLAMCH,
  461. $ CHLA_TRANSTYPE, SLA_LIN_BERR
  462. REAL SLAMCH
  463. CHARACTER CHLA_TRANSTYPE
  464. * ..
  465. * .. Intrinsic Functions ..
  466. INTRINSIC ABS, MAX, MIN
  467. * ..
  468. * .. Executable Statements ..
  469. *
  470. IF ( INFO.NE.0 ) RETURN
  471. TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
  472. EPS = SLAMCH( 'Epsilon' )
  473. HUGEVAL = SLAMCH( 'Overflow' )
  474. * Force HUGEVAL to Inf
  475. HUGEVAL = HUGEVAL * HUGEVAL
  476. * Using HUGEVAL may lead to spurious underflows.
  477. INCR_THRESH = REAL( N ) * EPS
  478. *
  479. DO J = 1, NRHS
  480. Y_PREC_STATE = EXTRA_RESIDUAL
  481. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  482. DO I = 1, N
  483. Y_TAIL( I ) = 0.0
  484. END DO
  485. END IF
  486. DXRAT = 0.0
  487. DXRATMAX = 0.0
  488. DZRAT = 0.0
  489. DZRATMAX = 0.0
  490. FINAL_DX_X = HUGEVAL
  491. FINAL_DZ_Z = HUGEVAL
  492. PREVNORMDX = HUGEVAL
  493. PREV_DZ_Z = HUGEVAL
  494. DZ_Z = HUGEVAL
  495. DX_X = HUGEVAL
  496. X_STATE = WORKING_STATE
  497. Z_STATE = UNSTABLE_STATE
  498. INCR_PREC = .FALSE.
  499. DO CNT = 1, ITHRESH
  500. *
  501. * Compute residual RES = B_s - op(A_s) * Y,
  502. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  503. *
  504. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  505. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  506. CALL SGEMV( TRANS, N, N, -1.0, A, LDA, Y( 1, J ), 1,
  507. $ 1.0, RES, 1 )
  508. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  509. CALL BLAS_SGEMV_X( TRANS_TYPE, N, N, -1.0, A, LDA,
  510. $ Y( 1, J ), 1, 1.0, RES, 1, PREC_TYPE )
  511. ELSE
  512. CALL BLAS_SGEMV2_X( TRANS_TYPE, N, N, -1.0, A, LDA,
  513. $ Y( 1, J ), Y_TAIL, 1, 1.0, RES, 1, PREC_TYPE )
  514. END IF
  515. ! XXX: RES is no longer needed.
  516. CALL SCOPY( N, RES, 1, DY, 1 )
  517. CALL SGETRS( TRANS, N, 1, AF, LDAF, IPIV, DY, N, INFO )
  518. *
  519. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  520. *
  521. NORMX = 0.0
  522. NORMY = 0.0
  523. NORMDX = 0.0
  524. DZ_Z = 0.0
  525. YMIN = HUGEVAL
  526. *
  527. DO I = 1, N
  528. YK = ABS( Y( I, J ) )
  529. DYK = ABS( DY( I ) )
  530. IF ( YK .NE. 0.0 ) THEN
  531. DZ_Z = MAX( DZ_Z, DYK / YK )
  532. ELSE IF ( DYK .NE. 0.0 ) THEN
  533. DZ_Z = HUGEVAL
  534. END IF
  535. YMIN = MIN( YMIN, YK )
  536. NORMY = MAX( NORMY, YK )
  537. IF ( COLEQU ) THEN
  538. NORMX = MAX( NORMX, YK * C( I ) )
  539. NORMDX = MAX( NORMDX, DYK * C( I ) )
  540. ELSE
  541. NORMX = NORMY
  542. NORMDX = MAX( NORMDX, DYK )
  543. END IF
  544. END DO
  545. IF ( NORMX .NE. 0.0 ) THEN
  546. DX_X = NORMDX / NORMX
  547. ELSE IF ( NORMDX .EQ. 0.0 ) THEN
  548. DX_X = 0.0
  549. ELSE
  550. DX_X = HUGEVAL
  551. END IF
  552. DXRAT = NORMDX / PREVNORMDX
  553. DZRAT = DZ_Z / PREV_DZ_Z
  554. *
  555. * Check termination criteria
  556. *
  557. IF (.NOT.IGNORE_CWISE
  558. $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
  559. $ .AND. Y_PREC_STATE .LT. EXTRA_Y)
  560. $ INCR_PREC = .TRUE.
  561. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  562. $ X_STATE = WORKING_STATE
  563. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  564. IF ( DX_X .LE. EPS ) THEN
  565. X_STATE = CONV_STATE
  566. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  567. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  568. INCR_PREC = .TRUE.
  569. ELSE
  570. X_STATE = NOPROG_STATE
  571. END IF
  572. ELSE
  573. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  574. END IF
  575. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  576. END IF
  577. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  578. $ Z_STATE = WORKING_STATE
  579. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  580. $ Z_STATE = WORKING_STATE
  581. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  582. IF ( DZ_Z .LE. EPS ) THEN
  583. Z_STATE = CONV_STATE
  584. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  585. Z_STATE = UNSTABLE_STATE
  586. DZRATMAX = 0.0
  587. FINAL_DZ_Z = HUGEVAL
  588. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  589. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  590. INCR_PREC = .TRUE.
  591. ELSE
  592. Z_STATE = NOPROG_STATE
  593. END IF
  594. ELSE
  595. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  596. END IF
  597. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  598. END IF
  599. *
  600. * Exit if both normwise and componentwise stopped working,
  601. * but if componentwise is unstable, let it go at least two
  602. * iterations.
  603. *
  604. IF ( X_STATE.NE.WORKING_STATE ) THEN
  605. IF ( IGNORE_CWISE) GOTO 666
  606. IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
  607. $ GOTO 666
  608. IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
  609. END IF
  610. IF ( INCR_PREC ) THEN
  611. INCR_PREC = .FALSE.
  612. Y_PREC_STATE = Y_PREC_STATE + 1
  613. DO I = 1, N
  614. Y_TAIL( I ) = 0.0
  615. END DO
  616. END IF
  617. PREVNORMDX = NORMDX
  618. PREV_DZ_Z = DZ_Z
  619. *
  620. * Update soluton.
  621. *
  622. IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
  623. CALL SAXPY( N, 1.0, DY, 1, Y( 1, J ), 1 )
  624. ELSE
  625. CALL SLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
  626. END IF
  627. END DO
  628. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  629. 666 CONTINUE
  630. *
  631. * Set final_* when cnt hits ithresh.
  632. *
  633. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  634. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  635. *
  636. * Compute error bounds
  637. *
  638. IF (N_NORMS .GE. 1) THEN
  639. ERRS_N( J, LA_LINRX_ERR_I ) =
  640. $ FINAL_DX_X / (1 - DXRATMAX)
  641. END IF
  642. IF ( N_NORMS .GE. 2 ) THEN
  643. ERRS_C( J, LA_LINRX_ERR_I ) =
  644. $ FINAL_DZ_Z / (1 - DZRATMAX)
  645. END IF
  646. *
  647. * Compute componentwise relative backward error from formula
  648. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  649. * where abs(Z) is the componentwise absolute value of the matrix
  650. * or vector Z.
  651. *
  652. * Compute residual RES = B_s - op(A_s) * Y,
  653. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  654. *
  655. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  656. CALL SGEMV( TRANS, N, N, -1.0, A, LDA, Y(1,J), 1, 1.0, RES, 1 )
  657. DO I = 1, N
  658. AYB( I ) = ABS( B( I, J ) )
  659. END DO
  660. *
  661. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  662. *
  663. CALL SLA_GEAMV ( TRANS_TYPE, N, N, 1.0,
  664. $ A, LDA, Y(1, J), 1, 1.0, AYB, 1 )
  665. CALL SLA_LIN_BERR ( N, N, 1, RES, AYB, BERR_OUT( J ) )
  666. *
  667. * End of loop for each RHS.
  668. *
  669. END DO
  670. *
  671. RETURN
  672. END