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dporfsx.f 26 kB

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