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sla_porfsx_extended.f 25 kB

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  1. *> \brief \b SLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite 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_PORFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_porfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_porfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_porfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  22. * AF, LDAF, COLEQU, C, B, LDB, Y,
  23. * LDY, BERR_OUT, N_NORMS,
  24. * ERR_BNDS_NORM, ERR_BNDS_COMP, 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. * $ N_NORMS, ITHRESH
  32. * CHARACTER UPLO
  33. * LOGICAL COLEQU, IGNORE_CWISE
  34. * REAL RTHRESH, DZ_UB
  35. * ..
  36. * .. Array Arguments ..
  37. * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  38. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  39. * REAL C( * ), AYB(*), RCOND, BERR_OUT( * ),
  40. * $ ERR_BNDS_NORM( NRHS, * ),
  41. * $ ERR_BNDS_COMP( NRHS, * )
  42. * ..
  43. *
  44. *
  45. *> \par Purpose:
  46. * =============
  47. *>
  48. *> \verbatim
  49. *>
  50. *> SLA_PORFSX_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 SPORFSX to perform iterative refinement.
  54. *> In addition to normwise error bound, the code provides maximum
  55. *> componentwise error bound if possible. See comments for ERR_BNDS_NORM
  56. *> and ERR_BNDS_COMP for details of the error bounds. Note that this
  57. *> subroutine is only resonsible for setting the second fields of
  58. *> ERR_BNDS_NORM and ERR_BNDS_COMP.
  59. *> \endverbatim
  60. *
  61. * Arguments:
  62. * ==========
  63. *
  64. *> \param[in] PREC_TYPE
  65. *> \verbatim
  66. *> PREC_TYPE is INTEGER
  67. *> Specifies the intermediate precision to be used in refinement.
  68. *> The value is defined by ILAPREC(P) where P is a CHARACTER and
  69. *> P = 'S': Single
  70. *> = 'D': Double
  71. *> = 'I': Indigenous
  72. *> = 'X', 'E': Extra
  73. *> \endverbatim
  74. *>
  75. *> \param[in] UPLO
  76. *> \verbatim
  77. *> UPLO is CHARACTER*1
  78. *> = 'U': Upper triangle of A is stored;
  79. *> = 'L': Lower triangle of A is stored.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] N
  83. *> \verbatim
  84. *> N is INTEGER
  85. *> The number of linear equations, i.e., the order of the
  86. *> matrix A. N >= 0.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] NRHS
  90. *> \verbatim
  91. *> NRHS is INTEGER
  92. *> The number of right-hand-sides, i.e., the number of columns of the
  93. *> matrix B.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] A
  97. *> \verbatim
  98. *> A is REAL array, dimension (LDA,N)
  99. *> On entry, the N-by-N matrix A.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] LDA
  103. *> \verbatim
  104. *> LDA is INTEGER
  105. *> The leading dimension of the array A. LDA >= max(1,N).
  106. *> \endverbatim
  107. *>
  108. *> \param[in] AF
  109. *> \verbatim
  110. *> AF is REAL array, dimension (LDAF,N)
  111. *> The triangular factor U or L from the Cholesky factorization
  112. *> A = U**T*U or A = L*L**T, as computed by SPOTRF.
  113. *> \endverbatim
  114. *>
  115. *> \param[in] LDAF
  116. *> \verbatim
  117. *> LDAF is INTEGER
  118. *> The leading dimension of the array AF. LDAF >= max(1,N).
  119. *> \endverbatim
  120. *>
  121. *> \param[in] COLEQU
  122. *> \verbatim
  123. *> COLEQU is LOGICAL
  124. *> If .TRUE. then column equilibration was done to A before calling
  125. *> this routine. This is needed to compute the solution and error
  126. *> bounds correctly.
  127. *> \endverbatim
  128. *>
  129. *> \param[in] C
  130. *> \verbatim
  131. *> C is REAL array, dimension (N)
  132. *> The column scale factors for A. If COLEQU = .FALSE., C
  133. *> is not accessed. If C is input, each element of C should be a power
  134. *> of the radix to ensure a reliable solution and error estimates.
  135. *> Scaling by powers of the radix does not cause rounding errors unless
  136. *> the result underflows or overflows. Rounding errors during scaling
  137. *> lead to refining with a matrix that is not equivalent to the
  138. *> input matrix, producing error estimates that may not be
  139. *> reliable.
  140. *> \endverbatim
  141. *>
  142. *> \param[in] B
  143. *> \verbatim
  144. *> B is REAL array, dimension (LDB,NRHS)
  145. *> The right-hand-side matrix B.
  146. *> \endverbatim
  147. *>
  148. *> \param[in] LDB
  149. *> \verbatim
  150. *> LDB is INTEGER
  151. *> The leading dimension of the array B. LDB >= max(1,N).
  152. *> \endverbatim
  153. *>
  154. *> \param[in,out] Y
  155. *> \verbatim
  156. *> Y is REAL array, dimension (LDY,NRHS)
  157. *> On entry, the solution matrix X, as computed by SPOTRS.
  158. *> On exit, the improved solution matrix Y.
  159. *> \endverbatim
  160. *>
  161. *> \param[in] LDY
  162. *> \verbatim
  163. *> LDY is INTEGER
  164. *> The leading dimension of the array Y. LDY >= max(1,N).
  165. *> \endverbatim
  166. *>
  167. *> \param[out] BERR_OUT
  168. *> \verbatim
  169. *> BERR_OUT is REAL array, dimension (NRHS)
  170. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  171. *> error for right-hand-side j from the formula
  172. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  173. *> where abs(Z) is the componentwise absolute value of the matrix
  174. *> or vector Z. This is computed by SLA_LIN_BERR.
  175. *> \endverbatim
  176. *>
  177. *> \param[in] N_NORMS
  178. *> \verbatim
  179. *> N_NORMS is INTEGER
  180. *> Determines which error bounds to return (see ERR_BNDS_NORM
  181. *> and ERR_BNDS_COMP).
  182. *> If N_NORMS >= 1 return normwise error bounds.
  183. *> If N_NORMS >= 2 return componentwise error bounds.
  184. *> \endverbatim
  185. *>
  186. *> \param[in,out] ERR_BNDS_NORM
  187. *> \verbatim
  188. *> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
  189. *> For each right-hand side, this array contains information about
  190. *> various error bounds and condition numbers corresponding to the
  191. *> normwise relative error, which is defined as follows:
  192. *>
  193. *> Normwise relative error in the ith solution vector:
  194. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  195. *> ------------------------------
  196. *> max_j abs(X(j,i))
  197. *>
  198. *> The array is indexed by the type of error information as described
  199. *> below. There currently are up to three pieces of information
  200. *> returned.
  201. *>
  202. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  203. *> right-hand side.
  204. *>
  205. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  206. *> three fields:
  207. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  208. *> reciprocal condition number is less than the threshold
  209. *> sqrt(n) * slamch('Epsilon').
  210. *>
  211. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  212. *> almost certainly within a factor of 10 of the true error
  213. *> so long as the next entry is greater than the threshold
  214. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  215. *> be trusted if the previous boolean is true.
  216. *>
  217. *> err = 3 Reciprocal condition number: Estimated normwise
  218. *> reciprocal condition number. Compared with the threshold
  219. *> sqrt(n) * slamch('Epsilon') to determine if the error
  220. *> estimate is "guaranteed". These reciprocal condition
  221. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  222. *> appropriately scaled matrix Z.
  223. *> Let Z = S*A, where S scales each row by a power of the
  224. *> radix so all absolute row sums of Z are approximately 1.
  225. *>
  226. *> This subroutine is only responsible for setting the second field
  227. *> above.
  228. *> See Lapack Working Note 165 for further details and extra
  229. *> cautions.
  230. *> \endverbatim
  231. *>
  232. *> \param[in,out] ERR_BNDS_COMP
  233. *> \verbatim
  234. *> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
  235. *> For each right-hand side, this array contains information about
  236. *> various error bounds and condition numbers corresponding to the
  237. *> componentwise relative error, which is defined as follows:
  238. *>
  239. *> Componentwise relative error in the ith solution vector:
  240. *> abs(XTRUE(j,i) - X(j,i))
  241. *> max_j ----------------------
  242. *> abs(X(j,i))
  243. *>
  244. *> The array is indexed by the right-hand side i (on which the
  245. *> componentwise relative error depends), and the type of error
  246. *> information as described below. There currently are up to three
  247. *> pieces of information returned for each right-hand side. If
  248. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  249. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
  250. *> the first (:,N_ERR_BNDS) entries are returned.
  251. *>
  252. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  253. *> right-hand side.
  254. *>
  255. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  256. *> three fields:
  257. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  258. *> reciprocal condition number is less than the threshold
  259. *> sqrt(n) * slamch('Epsilon').
  260. *>
  261. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  262. *> almost certainly within a factor of 10 of the true error
  263. *> so long as the next entry is greater than the threshold
  264. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  265. *> be trusted if the previous boolean is true.
  266. *>
  267. *> err = 3 Reciprocal condition number: Estimated componentwise
  268. *> reciprocal condition number. Compared with the threshold
  269. *> sqrt(n) * slamch('Epsilon') to determine if the error
  270. *> estimate is "guaranteed". These reciprocal condition
  271. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  272. *> appropriately scaled matrix Z.
  273. *> Let Z = S*(A*diag(x)), where x is the solution for the
  274. *> current right-hand side and S scales each row of
  275. *> A*diag(x) by a power of the radix so all absolute row
  276. *> sums of Z are approximately 1.
  277. *>
  278. *> This subroutine is only responsible for setting the second field
  279. *> above.
  280. *> See Lapack Working Note 165 for further details and extra
  281. *> cautions.
  282. *> \endverbatim
  283. *>
  284. *> \param[in] RES
  285. *> \verbatim
  286. *> RES is REAL array, dimension (N)
  287. *> Workspace to hold the intermediate residual.
  288. *> \endverbatim
  289. *>
  290. *> \param[in] AYB
  291. *> \verbatim
  292. *> AYB is REAL array, dimension (N)
  293. *> Workspace. This can be the same workspace passed for Y_TAIL.
  294. *> \endverbatim
  295. *>
  296. *> \param[in] DY
  297. *> \verbatim
  298. *> DY is REAL array, dimension (N)
  299. *> Workspace to hold the intermediate solution.
  300. *> \endverbatim
  301. *>
  302. *> \param[in] Y_TAIL
  303. *> \verbatim
  304. *> Y_TAIL is REAL array, dimension (N)
  305. *> Workspace to hold the trailing bits of the intermediate solution.
  306. *> \endverbatim
  307. *>
  308. *> \param[in] RCOND
  309. *> \verbatim
  310. *> RCOND is REAL
  311. *> Reciprocal scaled condition number. This is an estimate of the
  312. *> reciprocal Skeel condition number of the matrix A after
  313. *> equilibration (if done). If this is less than the machine
  314. *> precision (in particular, if it is zero), the matrix is singular
  315. *> to working precision. Note that the error may still be small even
  316. *> if this number is very small and the matrix appears ill-
  317. *> conditioned.
  318. *> \endverbatim
  319. *>
  320. *> \param[in] ITHRESH
  321. *> \verbatim
  322. *> ITHRESH is INTEGER
  323. *> The maximum number of residual computations allowed for
  324. *> refinement. The default is 10. For 'aggressive' set to 100 to
  325. *> permit convergence using approximate factorizations or
  326. *> factorizations other than LU. If the factorization uses a
  327. *> technique other than Gaussian elimination, the guarantees in
  328. *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
  329. *> \endverbatim
  330. *>
  331. *> \param[in] RTHRESH
  332. *> \verbatim
  333. *> RTHRESH is REAL
  334. *> Determines when to stop refinement if the error estimate stops
  335. *> decreasing. Refinement will stop when the next solution no longer
  336. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  337. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  338. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  339. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  340. *> for more details.
  341. *> \endverbatim
  342. *>
  343. *> \param[in] DZ_UB
  344. *> \verbatim
  345. *> DZ_UB is REAL
  346. *> Determines when to start considering componentwise convergence.
  347. *> Componentwise convergence is only considered after each component
  348. *> of the solution Y is stable, which we definte as the relative
  349. *> change in each component being less than DZ_UB. The default value
  350. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  351. *> more details.
  352. *> \endverbatim
  353. *>
  354. *> \param[in] IGNORE_CWISE
  355. *> \verbatim
  356. *> IGNORE_CWISE is LOGICAL
  357. *> If .TRUE. then ignore componentwise convergence. Default value
  358. *> is .FALSE..
  359. *> \endverbatim
  360. *>
  361. *> \param[out] INFO
  362. *> \verbatim
  363. *> INFO is INTEGER
  364. *> = 0: Successful exit.
  365. *> < 0: if INFO = -i, the ith argument to SPOTRS had an illegal
  366. *> value
  367. *> \endverbatim
  368. *
  369. * Authors:
  370. * ========
  371. *
  372. *> \author Univ. of Tennessee
  373. *> \author Univ. of California Berkeley
  374. *> \author Univ. of Colorado Denver
  375. *> \author NAG Ltd.
  376. *
  377. *> \date December 2016
  378. *
  379. *> \ingroup realPOcomputational
  380. *
  381. * =====================================================================
  382. SUBROUTINE SLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  383. $ AF, LDAF, COLEQU, C, B, LDB, Y,
  384. $ LDY, BERR_OUT, N_NORMS,
  385. $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
  386. $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
  387. $ RTHRESH, DZ_UB, IGNORE_CWISE,
  388. $ INFO )
  389. *
  390. * -- LAPACK computational routine (version 3.7.0) --
  391. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  392. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  393. * December 2016
  394. *
  395. * .. Scalar Arguments ..
  396. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  397. $ N_NORMS, ITHRESH
  398. CHARACTER UPLO
  399. LOGICAL COLEQU, IGNORE_CWISE
  400. REAL RTHRESH, DZ_UB
  401. * ..
  402. * .. Array Arguments ..
  403. REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  404. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  405. REAL C( * ), AYB(*), RCOND, BERR_OUT( * ),
  406. $ ERR_BNDS_NORM( NRHS, * ),
  407. $ ERR_BNDS_COMP( NRHS, * )
  408. * ..
  409. *
  410. * =====================================================================
  411. *
  412. * .. Local Scalars ..
  413. INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE
  414. REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  415. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  416. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  417. $ EPS, HUGEVAL, INCR_THRESH
  418. LOGICAL INCR_PREC
  419. * ..
  420. * .. Parameters ..
  421. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  422. $ NOPROG_STATE, Y_PREC_STATE, BASE_RESIDUAL,
  423. $ EXTRA_RESIDUAL, EXTRA_Y
  424. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  425. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  426. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  427. $ EXTRA_Y = 2 )
  428. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  429. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  430. INTEGER CMP_ERR_I, PIV_GROWTH_I
  431. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  432. $ BERR_I = 3 )
  433. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  434. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  435. $ PIV_GROWTH_I = 9 )
  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. * .. External Functions ..
  447. LOGICAL LSAME
  448. EXTERNAL ILAUPLO
  449. INTEGER ILAUPLO
  450. * ..
  451. * .. External Subroutines ..
  452. EXTERNAL SAXPY, SCOPY, SPOTRS, SSYMV, BLAS_SSYMV_X,
  453. $ BLAS_SSYMV2_X, SLA_SYAMV, SLA_WWADDW,
  454. $ SLA_LIN_BERR
  455. REAL SLAMCH
  456. * ..
  457. * .. Intrinsic Functions ..
  458. INTRINSIC ABS, MAX, MIN
  459. * ..
  460. * .. Executable Statements ..
  461. *
  462. IF (INFO.NE.0) RETURN
  463. EPS = SLAMCH( 'Epsilon' )
  464. HUGEVAL = SLAMCH( 'Overflow' )
  465. * Force HUGEVAL to Inf
  466. HUGEVAL = HUGEVAL * HUGEVAL
  467. * Using HUGEVAL may lead to spurious underflows.
  468. INCR_THRESH = REAL( N ) * EPS
  469. IF ( LSAME ( UPLO, 'L' ) ) THEN
  470. UPLO2 = ILAUPLO( 'L' )
  471. ELSE
  472. UPLO2 = ILAUPLO( 'U' )
  473. ENDIF
  474. DO J = 1, NRHS
  475. Y_PREC_STATE = EXTRA_RESIDUAL
  476. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  477. DO I = 1, N
  478. Y_TAIL( I ) = 0.0
  479. END DO
  480. END IF
  481. DXRAT = 0.0
  482. DXRATMAX = 0.0
  483. DZRAT = 0.0
  484. DZRATMAX = 0.0
  485. FINAL_DX_X = HUGEVAL
  486. FINAL_DZ_Z = HUGEVAL
  487. PREVNORMDX = HUGEVAL
  488. PREV_DZ_Z = HUGEVAL
  489. DZ_Z = HUGEVAL
  490. DX_X = HUGEVAL
  491. X_STATE = WORKING_STATE
  492. Z_STATE = UNSTABLE_STATE
  493. INCR_PREC = .FALSE.
  494. DO CNT = 1, ITHRESH
  495. *
  496. * Compute residual RES = B_s - op(A_s) * Y,
  497. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  498. *
  499. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  500. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  501. CALL SSYMV( UPLO, N, -1.0, A, LDA, Y(1,J), 1,
  502. $ 1.0, RES, 1 )
  503. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  504. CALL BLAS_SSYMV_X( UPLO2, N, -1.0, A, LDA,
  505. $ Y( 1, J ), 1, 1.0, RES, 1, PREC_TYPE )
  506. ELSE
  507. CALL BLAS_SSYMV2_X(UPLO2, N, -1.0, A, LDA,
  508. $ Y(1, J), Y_TAIL, 1, 1.0, RES, 1, PREC_TYPE)
  509. END IF
  510. ! XXX: RES is no longer needed.
  511. CALL SCOPY( N, RES, 1, DY, 1 )
  512. CALL SPOTRS( UPLO, N, 1, AF, LDAF, DY, N, INFO )
  513. *
  514. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  515. *
  516. NORMX = 0.0
  517. NORMY = 0.0
  518. NORMDX = 0.0
  519. DZ_Z = 0.0
  520. YMIN = HUGEVAL
  521. DO I = 1, N
  522. YK = ABS( Y( I, J ) )
  523. DYK = ABS( DY( I ) )
  524. IF ( YK .NE. 0.0 ) THEN
  525. DZ_Z = MAX( DZ_Z, DYK / YK )
  526. ELSE IF ( DYK .NE. 0.0 ) THEN
  527. DZ_Z = HUGEVAL
  528. END IF
  529. YMIN = MIN( YMIN, YK )
  530. NORMY = MAX( NORMY, YK )
  531. IF ( COLEQU ) THEN
  532. NORMX = MAX( NORMX, YK * C( I ) )
  533. NORMDX = MAX( NORMDX, DYK * C( I ) )
  534. ELSE
  535. NORMX = NORMY
  536. NORMDX = MAX( NORMDX, DYK )
  537. END IF
  538. END DO
  539. IF ( NORMX .NE. 0.0 ) THEN
  540. DX_X = NORMDX / NORMX
  541. ELSE IF ( NORMDX .EQ. 0.0 ) THEN
  542. DX_X = 0.0
  543. ELSE
  544. DX_X = HUGEVAL
  545. END IF
  546. DXRAT = NORMDX / PREVNORMDX
  547. DZRAT = DZ_Z / PREV_DZ_Z
  548. *
  549. * Check termination criteria.
  550. *
  551. IF ( YMIN*RCOND .LT. INCR_THRESH*NORMY
  552. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  553. $ INCR_PREC = .TRUE.
  554. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  555. $ X_STATE = WORKING_STATE
  556. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  557. IF ( DX_X .LE. EPS ) THEN
  558. X_STATE = CONV_STATE
  559. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  560. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  561. INCR_PREC = .TRUE.
  562. ELSE
  563. X_STATE = NOPROG_STATE
  564. END IF
  565. ELSE
  566. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  567. END IF
  568. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  569. END IF
  570. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  571. $ Z_STATE = WORKING_STATE
  572. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  573. $ Z_STATE = WORKING_STATE
  574. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  575. IF ( DZ_Z .LE. EPS ) THEN
  576. Z_STATE = CONV_STATE
  577. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  578. Z_STATE = UNSTABLE_STATE
  579. DZRATMAX = 0.0
  580. FINAL_DZ_Z = HUGEVAL
  581. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  582. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  583. INCR_PREC = .TRUE.
  584. ELSE
  585. Z_STATE = NOPROG_STATE
  586. END IF
  587. ELSE
  588. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  589. END IF
  590. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  591. END IF
  592. IF ( X_STATE.NE.WORKING_STATE.AND.
  593. $ ( IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE ) )
  594. $ GOTO 666
  595. IF ( INCR_PREC ) THEN
  596. INCR_PREC = .FALSE.
  597. Y_PREC_STATE = Y_PREC_STATE + 1
  598. DO I = 1, N
  599. Y_TAIL( I ) = 0.0
  600. END DO
  601. END IF
  602. PREVNORMDX = NORMDX
  603. PREV_DZ_Z = DZ_Z
  604. *
  605. * Update soluton.
  606. *
  607. IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
  608. CALL SAXPY( N, 1.0, DY, 1, Y(1,J), 1 )
  609. ELSE
  610. CALL SLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
  611. END IF
  612. END DO
  613. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  614. 666 CONTINUE
  615. *
  616. * Set final_* when cnt hits ithresh.
  617. *
  618. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  619. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  620. *
  621. * Compute error bounds.
  622. *
  623. IF ( N_NORMS .GE. 1 ) THEN
  624. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  625. $ FINAL_DX_X / (1 - DXRATMAX)
  626. END IF
  627. IF ( N_NORMS .GE. 2 ) THEN
  628. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  629. $ FINAL_DZ_Z / (1 - DZRATMAX)
  630. END IF
  631. *
  632. * Compute componentwise relative backward error from formula
  633. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  634. * where abs(Z) is the componentwise absolute value of the matrix
  635. * or vector Z.
  636. *
  637. * Compute residual RES = B_s - op(A_s) * Y,
  638. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  639. *
  640. CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
  641. CALL SSYMV( UPLO, N, -1.0, A, LDA, Y(1,J), 1, 1.0, RES, 1 )
  642. DO I = 1, N
  643. AYB( I ) = ABS( B( I, J ) )
  644. END DO
  645. *
  646. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  647. *
  648. CALL SLA_SYAMV( UPLO2, N, 1.0,
  649. $ A, LDA, Y(1, J), 1, 1.0, AYB, 1 )
  650. CALL SLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
  651. *
  652. * End of loop for each RHS.
  653. *
  654. END DO
  655. *
  656. RETURN
  657. END