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.

zherfsx.f 27 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700
  1. *> \brief \b ZHERFSX
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHERFSX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zherfsx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zherfsx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zherfsx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
  22. * S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
  23. * ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  24. * WORK, RWORK, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER UPLO, EQUED
  28. * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  29. * $ N_ERR_BNDS
  30. * DOUBLE PRECISION RCOND
  31. * ..
  32. * .. Array Arguments ..
  33. * INTEGER IPIV( * )
  34. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  35. * $ X( LDX, * ), WORK( * )
  36. * DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ), RWORK( * ),
  37. * $ ERR_BNDS_NORM( NRHS, * ),
  38. * $ ERR_BNDS_COMP( NRHS, * )
  39. *
  40. *
  41. *> \par Purpose:
  42. * =============
  43. *>
  44. *> \verbatim
  45. *>
  46. *> ZHERFSX improves the computed solution to a system of linear
  47. *> equations when the coefficient matrix is Hermitian indefinite, and
  48. *> provides error bounds and backward error estimates for the
  49. *> solution. In addition to normwise error bound, the code provides
  50. *> maximum componentwise error bound if possible. See comments for
  51. *> ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
  52. *>
  53. *> The original system of linear equations may have been equilibrated
  54. *> before calling this routine, as described by arguments EQUED and S
  55. *> below. In this case, the solution and error bounds returned are
  56. *> for the original unequilibrated system.
  57. *> \endverbatim
  58. *
  59. * Arguments:
  60. * ==========
  61. *
  62. *> \verbatim
  63. *> Some optional parameters are bundled in the PARAMS array. These
  64. *> settings determine how refinement is performed, but often the
  65. *> defaults are acceptable. If the defaults are acceptable, users
  66. *> can pass NPARAMS = 0 which prevents the source code from accessing
  67. *> the PARAMS argument.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] UPLO
  71. *> \verbatim
  72. *> UPLO is CHARACTER*1
  73. *> = 'U': Upper triangle of A is stored;
  74. *> = 'L': Lower triangle of A is stored.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] EQUED
  78. *> \verbatim
  79. *> EQUED is CHARACTER*1
  80. *> Specifies the form of equilibration that was done to A
  81. *> before calling this routine. This is needed to compute
  82. *> the solution and error bounds correctly.
  83. *> = 'N': No equilibration
  84. *> = 'Y': Both row and column equilibration, i.e., A has been
  85. *> replaced by diag(S) * A * diag(S).
  86. *> The right hand side B has been changed accordingly.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] N
  90. *> \verbatim
  91. *> N is INTEGER
  92. *> The order of the matrix A. N >= 0.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] NRHS
  96. *> \verbatim
  97. *> NRHS is INTEGER
  98. *> The number of right hand sides, i.e., the number of columns
  99. *> of the matrices B and X. NRHS >= 0.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] A
  103. *> \verbatim
  104. *> A is COMPLEX*16 array, dimension (LDA,N)
  105. *> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
  106. *> upper triangular part of A contains the upper triangular
  107. *> part of the matrix A, and the strictly lower triangular
  108. *> part of A is not referenced. If UPLO = 'L', the leading
  109. *> N-by-N lower triangular part of A contains the lower
  110. *> triangular part of the matrix A, and the strictly upper
  111. *> triangular part of A is not referenced.
  112. *> \endverbatim
  113. *>
  114. *> \param[in] LDA
  115. *> \verbatim
  116. *> LDA is INTEGER
  117. *> The leading dimension of the array A. LDA >= max(1,N).
  118. *> \endverbatim
  119. *>
  120. *> \param[in] AF
  121. *> \verbatim
  122. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  123. *> The factored form of the matrix A. AF contains the block
  124. *> diagonal matrix D and the multipliers used to obtain the
  125. *> factor U or L from the factorization A = U*D*U**T or A =
  126. *> L*D*L**T as computed by DSYTRF.
  127. *> \endverbatim
  128. *>
  129. *> \param[in] LDAF
  130. *> \verbatim
  131. *> LDAF is INTEGER
  132. *> The leading dimension of the array AF. LDAF >= max(1,N).
  133. *> \endverbatim
  134. *>
  135. *> \param[in] IPIV
  136. *> \verbatim
  137. *> IPIV is INTEGER array, dimension (N)
  138. *> Details of the interchanges and the block structure of D
  139. *> as determined by DSYTRF.
  140. *> \endverbatim
  141. *>
  142. *> \param[in,out] S
  143. *> \verbatim
  144. *> S is DOUBLE PRECISION array, dimension (N)
  145. *> The scale factors for A. If EQUED = 'Y', A is multiplied on
  146. *> the left and right by diag(S). S is an input argument if FACT =
  147. *> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
  148. *> = 'Y', each element of S must be positive. If S is output, each
  149. *> element of S is a power of the radix. If S is input, each element
  150. *> of S should be a power of the radix to ensure a reliable solution
  151. *> and error estimates. Scaling by powers of the radix does not cause
  152. *> rounding errors unless the result underflows or overflows.
  153. *> Rounding errors during scaling lead to refining with a matrix that
  154. *> is not equivalent to the input matrix, producing error estimates
  155. *> that may not be reliable.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] B
  159. *> \verbatim
  160. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  161. *> The right hand side matrix B.
  162. *> \endverbatim
  163. *>
  164. *> \param[in] LDB
  165. *> \verbatim
  166. *> LDB is INTEGER
  167. *> The leading dimension of the array B. LDB >= max(1,N).
  168. *> \endverbatim
  169. *>
  170. *> \param[in,out] X
  171. *> \verbatim
  172. *> X is COMPLEX*16 array, dimension (LDX,NRHS)
  173. *> On entry, the solution matrix X, as computed by DGETRS.
  174. *> On exit, the improved solution matrix X.
  175. *> \endverbatim
  176. *>
  177. *> \param[in] LDX
  178. *> \verbatim
  179. *> LDX is INTEGER
  180. *> The leading dimension of the array X. LDX >= max(1,N).
  181. *> \endverbatim
  182. *>
  183. *> \param[out] RCOND
  184. *> \verbatim
  185. *> RCOND is DOUBLE PRECISION
  186. *> Reciprocal scaled condition number. This is an estimate of the
  187. *> reciprocal Skeel condition number of the matrix A after
  188. *> equilibration (if done). If this is less than the machine
  189. *> precision (in particular, if it is zero), the matrix is singular
  190. *> to working precision. Note that the error may still be small even
  191. *> if this number is very small and the matrix appears ill-
  192. *> conditioned.
  193. *> \endverbatim
  194. *>
  195. *> \param[out] BERR
  196. *> \verbatim
  197. *> BERR is DOUBLE PRECISION array, dimension (NRHS)
  198. *> Componentwise relative backward error. This is the
  199. *> componentwise relative backward error of each solution vector X(j)
  200. *> (i.e., the smallest relative change in any element of A or B that
  201. *> makes X(j) an exact solution).
  202. *> \endverbatim
  203. *>
  204. *> \param[in] N_ERR_BNDS
  205. *> \verbatim
  206. *> N_ERR_BNDS is INTEGER
  207. *> Number of error bounds to return for each right hand side
  208. *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
  209. *> ERR_BNDS_COMP below.
  210. *> \endverbatim
  211. *>
  212. *> \param[out] ERR_BNDS_NORM
  213. *> \verbatim
  214. *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  215. *> For each right-hand side, this array contains information about
  216. *> various error bounds and condition numbers corresponding to the
  217. *> normwise relative error, which is defined as follows:
  218. *>
  219. *> Normwise relative error in the ith solution vector:
  220. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  221. *> ------------------------------
  222. *> max_j abs(X(j,i))
  223. *>
  224. *> The array is indexed by the type of error information as described
  225. *> below. There currently are up to three pieces of information
  226. *> returned.
  227. *>
  228. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  229. *> right-hand side.
  230. *>
  231. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  232. *> three fields:
  233. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  234. *> reciprocal condition number is less than the threshold
  235. *> sqrt(n) * dlamch('Epsilon').
  236. *>
  237. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  238. *> almost certainly within a factor of 10 of the true error
  239. *> so long as the next entry is greater than the threshold
  240. *> sqrt(n) * dlamch('Epsilon'). This error bound should only
  241. *> be trusted if the previous boolean is true.
  242. *>
  243. *> err = 3 Reciprocal condition number: Estimated normwise
  244. *> reciprocal condition number. Compared with the threshold
  245. *> sqrt(n) * dlamch('Epsilon') to determine if the error
  246. *> estimate is "guaranteed". These reciprocal condition
  247. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  248. *> appropriately scaled matrix Z.
  249. *> Let Z = S*A, where S scales each row by a power of the
  250. *> radix so all absolute row sums of Z are approximately 1.
  251. *>
  252. *> See Lapack Working Note 165 for further details and extra
  253. *> cautions.
  254. *> \endverbatim
  255. *>
  256. *> \param[out] ERR_BNDS_COMP
  257. *> \verbatim
  258. *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  259. *> For each right-hand side, this array contains information about
  260. *> various error bounds and condition numbers corresponding to the
  261. *> componentwise relative error, which is defined as follows:
  262. *>
  263. *> Componentwise relative error in the ith solution vector:
  264. *> abs(XTRUE(j,i) - X(j,i))
  265. *> max_j ----------------------
  266. *> abs(X(j,i))
  267. *>
  268. *> The array is indexed by the right-hand side i (on which the
  269. *> componentwise relative error depends), and the type of error
  270. *> information as described below. There currently are up to three
  271. *> pieces of information returned for each right-hand side. If
  272. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  273. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
  274. *> the first (:,N_ERR_BNDS) entries are returned.
  275. *>
  276. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  277. *> right-hand side.
  278. *>
  279. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  280. *> three fields:
  281. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  282. *> reciprocal condition number is less than the threshold
  283. *> sqrt(n) * dlamch('Epsilon').
  284. *>
  285. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  286. *> almost certainly within a factor of 10 of the true error
  287. *> so long as the next entry is greater than the threshold
  288. *> sqrt(n) * dlamch('Epsilon'). This error bound should only
  289. *> be trusted if the previous boolean is true.
  290. *>
  291. *> err = 3 Reciprocal condition number: Estimated componentwise
  292. *> reciprocal condition number. Compared with the threshold
  293. *> sqrt(n) * dlamch('Epsilon') to determine if the error
  294. *> estimate is "guaranteed". These reciprocal condition
  295. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  296. *> appropriately scaled matrix Z.
  297. *> Let Z = S*(A*diag(x)), where x is the solution for the
  298. *> current right-hand side and S scales each row of
  299. *> A*diag(x) by a power of the radix so all absolute row
  300. *> sums of Z are approximately 1.
  301. *>
  302. *> See Lapack Working Note 165 for further details and extra
  303. *> cautions.
  304. *> \endverbatim
  305. *>
  306. *> \param[in] NPARAMS
  307. *> \verbatim
  308. *> NPARAMS is INTEGER
  309. *> Specifies the number of parameters set in PARAMS. If <= 0, the
  310. *> PARAMS array is never referenced and default values are used.
  311. *> \endverbatim
  312. *>
  313. *> \param[in,out] PARAMS
  314. *> \verbatim
  315. *> PARAMS is DOUBLE PRECISION array, dimension NPARAMS
  316. *> Specifies algorithm parameters. If an entry is < 0.0, then
  317. *> that entry will be filled with default value used for that
  318. *> parameter. Only positions up to NPARAMS are accessed; defaults
  319. *> are used for higher-numbered parameters.
  320. *>
  321. *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  322. *> refinement or not.
  323. *> Default: 1.0D+0
  324. *> = 0.0: No refinement is performed, and no error bounds are
  325. *> computed.
  326. *> = 1.0: Use the double-precision refinement algorithm,
  327. *> possibly with doubled-single computations if the
  328. *> compilation environment does not support DOUBLE
  329. *> PRECISION.
  330. *> (other values are reserved for future use)
  331. *>
  332. *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  333. *> computations allowed for refinement.
  334. *> Default: 10
  335. *> Aggressive: Set to 100 to permit convergence using approximate
  336. *> factorizations or factorizations other than LU. If
  337. *> the factorization uses a technique other than
  338. *> Gaussian elimination, the guarantees in
  339. *> err_bnds_norm and err_bnds_comp may no longer be
  340. *> trustworthy.
  341. *>
  342. *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  343. *> will attempt to find a solution with small componentwise
  344. *> relative error in the double-precision algorithm. Positive
  345. *> is true, 0.0 is false.
  346. *> Default: 1.0 (attempt componentwise convergence)
  347. *> \endverbatim
  348. *>
  349. *> \param[out] WORK
  350. *> \verbatim
  351. *> WORK is COMPLEX*16 array, dimension (2*N)
  352. *> \endverbatim
  353. *>
  354. *> \param[out] RWORK
  355. *> \verbatim
  356. *> RWORK is DOUBLE PRECISION array, dimension (2*N)
  357. *> \endverbatim
  358. *>
  359. *> \param[out] INFO
  360. *> \verbatim
  361. *> INFO is INTEGER
  362. *> = 0: Successful exit. The solution to every right-hand side is
  363. *> guaranteed.
  364. *> < 0: If INFO = -i, the i-th argument had an illegal value
  365. *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
  366. *> has been completed, but the factor U is exactly singular, so
  367. *> the solution and error bounds could not be computed. RCOND = 0
  368. *> is returned.
  369. *> = N+J: The solution corresponding to the Jth right-hand side is
  370. *> not guaranteed. The solutions corresponding to other right-
  371. *> hand sides K with K > J may not be guaranteed as well, but
  372. *> only the first such right-hand side is reported. If a small
  373. *> componentwise error is not requested (PARAMS(3) = 0.0) then
  374. *> the Jth right-hand side is the first with a normwise error
  375. *> bound that is not guaranteed (the smallest J such
  376. *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  377. *> the Jth right-hand side is the first with either a normwise or
  378. *> componentwise error bound that is not guaranteed (the smallest
  379. *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  380. *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  381. *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  382. *> about all of the right-hand sides check ERR_BNDS_NORM or
  383. *> ERR_BNDS_COMP.
  384. *> \endverbatim
  385. *
  386. * Authors:
  387. * ========
  388. *
  389. *> \author Univ. of Tennessee
  390. *> \author Univ. of California Berkeley
  391. *> \author Univ. of Colorado Denver
  392. *> \author NAG Ltd.
  393. *
  394. *> \date April 2012
  395. *
  396. *> \ingroup complex16HEcomputational
  397. *
  398. * =====================================================================
  399. SUBROUTINE ZHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
  400. $ S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
  401. $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  402. $ WORK, RWORK, INFO )
  403. *
  404. * -- LAPACK computational routine (version 3.7.0) --
  405. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  406. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  407. * April 2012
  408. *
  409. * .. Scalar Arguments ..
  410. CHARACTER UPLO, EQUED
  411. INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  412. $ N_ERR_BNDS
  413. DOUBLE PRECISION RCOND
  414. * ..
  415. * .. Array Arguments ..
  416. INTEGER IPIV( * )
  417. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  418. $ X( LDX, * ), WORK( * )
  419. DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ), RWORK( * ),
  420. $ ERR_BNDS_NORM( NRHS, * ),
  421. $ ERR_BNDS_COMP( NRHS, * )
  422. *
  423. * ==================================================================
  424. *
  425. * .. Parameters ..
  426. DOUBLE PRECISION ZERO, ONE
  427. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  428. DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
  429. DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
  430. DOUBLE PRECISION DZTHRESH_DEFAULT
  431. PARAMETER ( ITREF_DEFAULT = 1.0D+0 )
  432. PARAMETER ( ITHRESH_DEFAULT = 10.0D+0 )
  433. PARAMETER ( COMPONENTWISE_DEFAULT = 1.0D+0 )
  434. PARAMETER ( RTHRESH_DEFAULT = 0.5D+0 )
  435. PARAMETER ( DZTHRESH_DEFAULT = 0.25D+0 )
  436. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  437. $ LA_LINRX_CWISE_I
  438. PARAMETER ( LA_LINRX_ITREF_I = 1,
  439. $ LA_LINRX_ITHRESH_I = 2 )
  440. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  441. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  442. $ LA_LINRX_RCOND_I
  443. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  444. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  445. * ..
  446. * .. Local Scalars ..
  447. CHARACTER(1) NORM
  448. LOGICAL RCEQU
  449. INTEGER J, PREC_TYPE, REF_TYPE
  450. INTEGER N_NORMS
  451. DOUBLE PRECISION ANORM, RCOND_TMP
  452. DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
  453. LOGICAL IGNORE_CWISE
  454. INTEGER ITHRESH
  455. DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
  456. * ..
  457. * .. External Subroutines ..
  458. EXTERNAL XERBLA, ZHECON, ZLA_HERFSX_EXTENDED
  459. * ..
  460. * .. Intrinsic Functions ..
  461. INTRINSIC MAX, SQRT, TRANSFER
  462. * ..
  463. * .. External Functions ..
  464. EXTERNAL LSAME, ILAPREC
  465. EXTERNAL DLAMCH, ZLANHE, ZLA_HERCOND_X, ZLA_HERCOND_C
  466. DOUBLE PRECISION DLAMCH, ZLANHE, ZLA_HERCOND_X, ZLA_HERCOND_C
  467. LOGICAL LSAME
  468. INTEGER ILAPREC
  469. * ..
  470. * .. Executable Statements ..
  471. *
  472. * Check the input parameters.
  473. *
  474. INFO = 0
  475. REF_TYPE = INT( ITREF_DEFAULT )
  476. IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
  477. IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
  478. PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
  479. ELSE
  480. REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
  481. END IF
  482. END IF
  483. *
  484. * Set default parameters.
  485. *
  486. ILLRCOND_THRESH = DBLE( N ) * DLAMCH( 'Epsilon' )
  487. ITHRESH = INT( ITHRESH_DEFAULT )
  488. RTHRESH = RTHRESH_DEFAULT
  489. UNSTABLE_THRESH = DZTHRESH_DEFAULT
  490. IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
  491. *
  492. IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
  493. IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
  494. PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
  495. ELSE
  496. ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
  497. END IF
  498. END IF
  499. IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
  500. IF ( PARAMS(LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
  501. IF ( IGNORE_CWISE ) THEN
  502. PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
  503. ELSE
  504. PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
  505. END IF
  506. ELSE
  507. IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
  508. END IF
  509. END IF
  510. IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
  511. N_NORMS = 0
  512. ELSE IF ( IGNORE_CWISE ) THEN
  513. N_NORMS = 1
  514. ELSE
  515. N_NORMS = 2
  516. END IF
  517. *
  518. RCEQU = LSAME( EQUED, 'Y' )
  519. *
  520. * Test input parameters.
  521. *
  522. IF (.NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  523. INFO = -1
  524. ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
  525. INFO = -2
  526. ELSE IF( N.LT.0 ) THEN
  527. INFO = -3
  528. ELSE IF( NRHS.LT.0 ) THEN
  529. INFO = -4
  530. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  531. INFO = -6
  532. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  533. INFO = -8
  534. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  535. INFO = -12
  536. ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  537. INFO = -14
  538. END IF
  539. IF( INFO.NE.0 ) THEN
  540. CALL XERBLA( 'ZHERFSX', -INFO )
  541. RETURN
  542. END IF
  543. *
  544. * Quick return if possible.
  545. *
  546. IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
  547. RCOND = 1.0D+0
  548. DO J = 1, NRHS
  549. BERR( J ) = 0.0D+0
  550. IF ( N_ERR_BNDS .GE. 1 ) THEN
  551. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  552. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  553. END IF
  554. IF ( N_ERR_BNDS .GE. 2 ) THEN
  555. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0D+0
  556. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
  557. END IF
  558. IF ( N_ERR_BNDS .GE. 3 ) THEN
  559. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0D+0
  560. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
  561. END IF
  562. END DO
  563. RETURN
  564. END IF
  565. *
  566. * Default to failure.
  567. *
  568. RCOND = 0.0D+0
  569. DO J = 1, NRHS
  570. BERR( J ) = 1.0D+0
  571. IF ( N_ERR_BNDS .GE. 1 ) THEN
  572. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  573. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  574. END IF
  575. IF ( N_ERR_BNDS .GE. 2 ) THEN
  576. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  577. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  578. END IF
  579. IF ( N_ERR_BNDS .GE. 3 ) THEN
  580. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
  581. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
  582. END IF
  583. END DO
  584. *
  585. * Compute the norm of A and the reciprocal of the condition
  586. * number of A.
  587. *
  588. NORM = 'I'
  589. ANORM = ZLANHE( NORM, UPLO, N, A, LDA, RWORK )
  590. CALL ZHECON( UPLO, N, AF, LDAF, IPIV, ANORM, RCOND, WORK,
  591. $ INFO )
  592. *
  593. * Perform refinement on each right-hand side
  594. *
  595. IF ( REF_TYPE .NE. 0 ) THEN
  596. PREC_TYPE = ILAPREC( 'E' )
  597. CALL ZLA_HERFSX_EXTENDED( PREC_TYPE, UPLO, N,
  598. $ NRHS, A, LDA, AF, LDAF, IPIV, RCEQU, S, B,
  599. $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
  600. $ WORK, RWORK, WORK(N+1),
  601. $ TRANSFER (RWORK(1:2*N), (/ (ZERO, ZERO) /), N), RCOND,
  602. $ ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
  603. $ INFO )
  604. END IF
  605. ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) ) * DLAMCH( 'Epsilon' )
  606. IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
  607. *
  608. * Compute scaled normwise condition number cond(A*C).
  609. *
  610. IF ( RCEQU ) THEN
  611. RCOND_TMP = ZLA_HERCOND_C( UPLO, N, A, LDA, AF, LDAF, IPIV,
  612. $ S, .TRUE., INFO, WORK, RWORK )
  613. ELSE
  614. RCOND_TMP = ZLA_HERCOND_C( UPLO, N, A, LDA, AF, LDAF, IPIV,
  615. $ S, .FALSE., INFO, WORK, RWORK )
  616. END IF
  617. DO J = 1, NRHS
  618. *
  619. * Cap the error at 1.0.
  620. *
  621. IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  622. $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
  623. $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  624. *
  625. * Threshold the error (see LAWN).
  626. *
  627. IF (RCOND_TMP .LT. ILLRCOND_THRESH) THEN
  628. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  629. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
  630. IF ( INFO .LE. N ) INFO = N + J
  631. ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
  632. $ THEN
  633. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
  634. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  635. END IF
  636. *
  637. * Save the condition number.
  638. *
  639. IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  640. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  641. END IF
  642. END DO
  643. END IF
  644. IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
  645. *
  646. * Compute componentwise condition number cond(A*diag(Y(:,J))) for
  647. * each right-hand side using the current solution as an estimate of
  648. * the true solution. If the componentwise error estimate is too
  649. * large, then the solution is a lousy estimate of truth and the
  650. * estimated RCOND may be too optimistic. To avoid misleading users,
  651. * the inverse condition number is set to 0.0 when the estimated
  652. * cwise error is at least CWISE_WRONG.
  653. *
  654. CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
  655. DO J = 1, NRHS
  656. IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
  657. $ THEN
  658. RCOND_TMP = ZLA_HERCOND_X( UPLO, N, A, LDA, AF, LDAF,
  659. $ IPIV, X( 1, J ), INFO, WORK, RWORK )
  660. ELSE
  661. RCOND_TMP = 0.0D+0
  662. END IF
  663. *
  664. * Cap the error at 1.0.
  665. *
  666. IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  667. $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
  668. $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  669. *
  670. * Threshold the error (see LAWN).
  671. *
  672. IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
  673. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  674. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
  675. IF ( .NOT. IGNORE_CWISE
  676. $ .AND. INFO.LT.N + J ) INFO = N + J
  677. ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
  678. $ .LT. ERR_LBND ) THEN
  679. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
  680. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  681. END IF
  682. *
  683. * Save the condition number.
  684. *
  685. IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  686. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  687. END IF
  688. END DO
  689. END IF
  690. *
  691. RETURN
  692. *
  693. * End of ZHERFSX
  694. *
  695. END