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dla_gerfsx_extended.f 25 kB

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  1. *> \brief \b DLA_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 DLA_GERFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_gerfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dla_gerfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_gerfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLA_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, AYB, DY,
  25. * Y_TAIL, RCOND, ITHRESH, RTHRESH,
  26. * DZ_UB, IGNORE_CWISE, INFO )
  27. *
  28. * .. Scalar Arguments ..
  29. * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  30. * $ TRANS_TYPE, N_NORMS, ITHRESH
  31. * LOGICAL COLEQU, IGNORE_CWISE
  32. * DOUBLE PRECISION RTHRESH, DZ_UB
  33. * ..
  34. * .. Array Arguments ..
  35. * INTEGER IPIV( * )
  36. * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  37. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  38. * DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  39. * $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
  40. * ..
  41. *
  42. *
  43. *> \par Purpose:
  44. * =============
  45. *>
  46. *> \verbatim
  47. *>
  48. *>
  49. *> DLA_GERFSX_EXTENDED improves the computed solution to a system of
  50. *> linear equations by performing extra-precise iterative refinement
  51. *> and provides error bounds and backward error estimates for the solution.
  52. *> This subroutine is called by DGERFSX to perform iterative refinement.
  53. *> In addition to normwise error bound, the code provides maximum
  54. *> componentwise error bound if possible. See comments for ERRS_N
  55. *> and ERRS_C for details of the error bounds. Note that this
  56. *> subroutine is only responsible for setting the second fields of
  57. *> ERRS_N and ERRS_C.
  58. *> \endverbatim
  59. *
  60. * Arguments:
  61. * ==========
  62. *
  63. *> \param[in] PREC_TYPE
  64. *> \verbatim
  65. *> PREC_TYPE is INTEGER
  66. *> Specifies the intermediate precision to be used in refinement.
  67. *> The value is defined by ILAPREC(P) where P is a CHARACTER and P
  68. *> = 'S': Single
  69. *> = 'D': Double
  70. *> = 'I': Indigenous
  71. *> = 'X' or 'E': Extra
  72. *> \endverbatim
  73. *>
  74. *> \param[in] TRANS_TYPE
  75. *> \verbatim
  76. *> TRANS_TYPE is INTEGER
  77. *> Specifies the transposition operation on A.
  78. *> The value is defined by ILATRANS(T) where T is a CHARACTER and T
  79. *> = 'N': No transpose
  80. *> = 'T': Transpose
  81. *> = 'C': Conjugate transpose
  82. *> \endverbatim
  83. *>
  84. *> \param[in] N
  85. *> \verbatim
  86. *> N is INTEGER
  87. *> The number of linear equations, i.e., the order of the
  88. *> matrix A. N >= 0.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] NRHS
  92. *> \verbatim
  93. *> NRHS is INTEGER
  94. *> The number of right-hand-sides, i.e., the number of columns of the
  95. *> matrix B.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] A
  99. *> \verbatim
  100. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  101. *> On entry, the N-by-N matrix A.
  102. *> \endverbatim
  103. *>
  104. *> \param[in] LDA
  105. *> \verbatim
  106. *> LDA is INTEGER
  107. *> The leading dimension of the array A. LDA >= max(1,N).
  108. *> \endverbatim
  109. *>
  110. *> \param[in] AF
  111. *> \verbatim
  112. *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
  113. *> The factors L and U from the factorization
  114. *> A = P*L*U as computed by DGETRF.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] LDAF
  118. *> \verbatim
  119. *> LDAF is INTEGER
  120. *> The leading dimension of the array AF. LDAF >= max(1,N).
  121. *> \endverbatim
  122. *>
  123. *> \param[in] IPIV
  124. *> \verbatim
  125. *> IPIV is INTEGER array, dimension (N)
  126. *> The pivot indices from the factorization A = P*L*U
  127. *> as computed by DGETRF; row i of the matrix was interchanged
  128. *> with row IPIV(i).
  129. *> \endverbatim
  130. *>
  131. *> \param[in] COLEQU
  132. *> \verbatim
  133. *> COLEQU is LOGICAL
  134. *> If .TRUE. then column equilibration was done to A before calling
  135. *> this routine. This is needed to compute the solution and error
  136. *> bounds correctly.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] C
  140. *> \verbatim
  141. *> C is DOUBLE PRECISION array, dimension (N)
  142. *> The column scale factors for A. If COLEQU = .FALSE., C
  143. *> is not accessed. If C is input, each element of C should be a power
  144. *> of the radix to ensure a reliable solution and error estimates.
  145. *> Scaling by powers of the radix does not cause rounding errors unless
  146. *> the result underflows or overflows. Rounding errors during scaling
  147. *> lead to refining with a matrix that is not equivalent to the
  148. *> input matrix, producing error estimates that may not be
  149. *> reliable.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] B
  153. *> \verbatim
  154. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  155. *> The right-hand-side matrix B.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] LDB
  159. *> \verbatim
  160. *> LDB is INTEGER
  161. *> The leading dimension of the array B. LDB >= max(1,N).
  162. *> \endverbatim
  163. *>
  164. *> \param[in,out] Y
  165. *> \verbatim
  166. *> Y is DOUBLE PRECISION array, dimension (LDY,NRHS)
  167. *> On entry, the solution matrix X, as computed by DGETRS.
  168. *> On exit, the improved solution matrix Y.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LDY
  172. *> \verbatim
  173. *> LDY is INTEGER
  174. *> The leading dimension of the array Y. LDY >= max(1,N).
  175. *> \endverbatim
  176. *>
  177. *> \param[out] BERR_OUT
  178. *> \verbatim
  179. *> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
  180. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  181. *> error for right-hand-side j from the formula
  182. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  183. *> where abs(Z) is the componentwise absolute value of the matrix
  184. *> or vector Z. This is computed by DLA_LIN_BERR.
  185. *> \endverbatim
  186. *>
  187. *> \param[in] N_NORMS
  188. *> \verbatim
  189. *> N_NORMS is INTEGER
  190. *> Determines which error bounds to return (see ERRS_N
  191. *> and ERRS_C).
  192. *> If N_NORMS >= 1 return normwise error bounds.
  193. *> If N_NORMS >= 2 return componentwise error bounds.
  194. *> \endverbatim
  195. *>
  196. *> \param[in,out] ERRS_N
  197. *> \verbatim
  198. *> ERRS_N is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  199. *> For each right-hand side, this array contains information about
  200. *> various error bounds and condition numbers corresponding to the
  201. *> normwise relative error, which is defined as follows:
  202. *>
  203. *> Normwise relative error in the ith solution vector:
  204. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  205. *> ------------------------------
  206. *> max_j abs(X(j,i))
  207. *>
  208. *> The array is indexed by the type of error information as described
  209. *> below. There currently are up to three pieces of information
  210. *> returned.
  211. *>
  212. *> The first index in ERRS_N(i,:) corresponds to the ith
  213. *> right-hand side.
  214. *>
  215. *> The second index in ERRS_N(:,err) contains the following
  216. *> three fields:
  217. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  218. *> reciprocal condition number is less than the threshold
  219. *> sqrt(n) * slamch('Epsilon').
  220. *>
  221. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  222. *> almost certainly within a factor of 10 of the true error
  223. *> so long as the next entry is greater than the threshold
  224. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  225. *> be trusted if the previous boolean is true.
  226. *>
  227. *> err = 3 Reciprocal condition number: Estimated normwise
  228. *> reciprocal condition number. Compared with the threshold
  229. *> sqrt(n) * slamch('Epsilon') to determine if the error
  230. *> estimate is "guaranteed". These reciprocal condition
  231. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  232. *> appropriately scaled matrix Z.
  233. *> Let Z = S*A, where S scales each row by a power of the
  234. *> radix so all absolute row sums of Z are approximately 1.
  235. *>
  236. *> This subroutine is only responsible for setting the second field
  237. *> above.
  238. *> See Lapack Working Note 165 for further details and extra
  239. *> cautions.
  240. *> \endverbatim
  241. *>
  242. *> \param[in,out] ERRS_C
  243. *> \verbatim
  244. *> ERRS_C is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  245. *> For each right-hand side, this array contains information about
  246. *> various error bounds and condition numbers corresponding to the
  247. *> componentwise relative error, which is defined as follows:
  248. *>
  249. *> Componentwise relative error in the ith solution vector:
  250. *> abs(XTRUE(j,i) - X(j,i))
  251. *> max_j ----------------------
  252. *> abs(X(j,i))
  253. *>
  254. *> The array is indexed by the right-hand side i (on which the
  255. *> componentwise relative error depends), and the type of error
  256. *> information as described below. There currently are up to three
  257. *> pieces of information returned for each right-hand side. If
  258. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  259. *> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
  260. *> the first (:,N_ERR_BNDS) entries are returned.
  261. *>
  262. *> The first index in ERRS_C(i,:) corresponds to the ith
  263. *> right-hand side.
  264. *>
  265. *> The second index in ERRS_C(:,err) contains the following
  266. *> three fields:
  267. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  268. *> reciprocal condition number is less than the threshold
  269. *> sqrt(n) * slamch('Epsilon').
  270. *>
  271. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  272. *> almost certainly within a factor of 10 of the true error
  273. *> so long as the next entry is greater than the threshold
  274. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  275. *> be trusted if the previous boolean is true.
  276. *>
  277. *> err = 3 Reciprocal condition number: Estimated componentwise
  278. *> reciprocal condition number. Compared with the threshold
  279. *> sqrt(n) * slamch('Epsilon') to determine if the error
  280. *> estimate is "guaranteed". These reciprocal condition
  281. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  282. *> appropriately scaled matrix Z.
  283. *> Let Z = S*(A*diag(x)), where x is the solution for the
  284. *> current right-hand side and S scales each row of
  285. *> A*diag(x) by a power of the radix so all absolute row
  286. *> sums of Z are approximately 1.
  287. *>
  288. *> This subroutine is only responsible for setting the second field
  289. *> above.
  290. *> See Lapack Working Note 165 for further details and extra
  291. *> cautions.
  292. *> \endverbatim
  293. *>
  294. *> \param[in] RES
  295. *> \verbatim
  296. *> RES is DOUBLE PRECISION array, dimension (N)
  297. *> Workspace to hold the intermediate residual.
  298. *> \endverbatim
  299. *>
  300. *> \param[in] AYB
  301. *> \verbatim
  302. *> AYB is DOUBLE PRECISION array, dimension (N)
  303. *> Workspace. This can be the same workspace passed for Y_TAIL.
  304. *> \endverbatim
  305. *>
  306. *> \param[in] DY
  307. *> \verbatim
  308. *> DY is DOUBLE PRECISION array, dimension (N)
  309. *> Workspace to hold the intermediate solution.
  310. *> \endverbatim
  311. *>
  312. *> \param[in] Y_TAIL
  313. *> \verbatim
  314. *> Y_TAIL is DOUBLE PRECISION array, dimension (N)
  315. *> Workspace to hold the trailing bits of the intermediate solution.
  316. *> \endverbatim
  317. *>
  318. *> \param[in] RCOND
  319. *> \verbatim
  320. *> RCOND is DOUBLE PRECISION
  321. *> Reciprocal scaled condition number. This is an estimate of the
  322. *> reciprocal Skeel condition number of the matrix A after
  323. *> equilibration (if done). If this is less than the machine
  324. *> precision (in particular, if it is zero), the matrix is singular
  325. *> to working precision. Note that the error may still be small even
  326. *> if this number is very small and the matrix appears ill-
  327. *> conditioned.
  328. *> \endverbatim
  329. *>
  330. *> \param[in] ITHRESH
  331. *> \verbatim
  332. *> ITHRESH is INTEGER
  333. *> The maximum number of residual computations allowed for
  334. *> refinement. The default is 10. For 'aggressive' set to 100 to
  335. *> permit convergence using approximate factorizations or
  336. *> factorizations other than LU. If the factorization uses a
  337. *> technique other than Gaussian elimination, the guarantees in
  338. *> ERRS_N and ERRS_C may no longer be trustworthy.
  339. *> \endverbatim
  340. *>
  341. *> \param[in] RTHRESH
  342. *> \verbatim
  343. *> RTHRESH is DOUBLE PRECISION
  344. *> Determines when to stop refinement if the error estimate stops
  345. *> decreasing. Refinement will stop when the next solution no longer
  346. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  347. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  348. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  349. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  350. *> for more details.
  351. *> \endverbatim
  352. *>
  353. *> \param[in] DZ_UB
  354. *> \verbatim
  355. *> DZ_UB is DOUBLE PRECISION
  356. *> Determines when to start considering componentwise convergence.
  357. *> Componentwise convergence is only considered after each component
  358. *> of the solution Y is stable, which we define as the relative
  359. *> change in each component being less than DZ_UB. The default value
  360. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  361. *> more details.
  362. *> \endverbatim
  363. *>
  364. *> \param[in] IGNORE_CWISE
  365. *> \verbatim
  366. *> IGNORE_CWISE is LOGICAL
  367. *> If .TRUE. then ignore componentwise convergence. Default value
  368. *> is .FALSE..
  369. *> \endverbatim
  370. *>
  371. *> \param[out] INFO
  372. *> \verbatim
  373. *> INFO is INTEGER
  374. *> = 0: Successful exit.
  375. *> < 0: if INFO = -i, the ith argument to DGETRS had an illegal
  376. *> value
  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. *> \ingroup doubleGEcomputational
  388. *
  389. * =====================================================================
  390. SUBROUTINE DLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
  391. $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
  392. $ LDB, Y, LDY, BERR_OUT, N_NORMS,
  393. $ ERRS_N, ERRS_C, RES, AYB, DY,
  394. $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
  395. $ DZ_UB, IGNORE_CWISE, INFO )
  396. *
  397. * -- LAPACK computational routine --
  398. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  399. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  400. *
  401. * .. Scalar Arguments ..
  402. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  403. $ TRANS_TYPE, N_NORMS, ITHRESH
  404. LOGICAL COLEQU, IGNORE_CWISE
  405. DOUBLE PRECISION RTHRESH, DZ_UB
  406. * ..
  407. * .. Array Arguments ..
  408. INTEGER IPIV( * )
  409. DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  410. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  411. DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  412. $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
  413. * ..
  414. *
  415. * =====================================================================
  416. *
  417. * .. Local Scalars ..
  418. CHARACTER TRANS
  419. INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
  420. DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  421. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  422. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  423. $ EPS, HUGEVAL, INCR_THRESH
  424. LOGICAL INCR_PREC
  425. * ..
  426. * .. Parameters ..
  427. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  428. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  429. $ EXTRA_Y
  430. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  431. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  432. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  433. $ EXTRA_Y = 2 )
  434. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  435. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  436. INTEGER CMP_ERR_I, PIV_GROWTH_I
  437. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  438. $ BERR_I = 3 )
  439. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  440. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  441. $ PIV_GROWTH_I = 9 )
  442. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  443. $ LA_LINRX_CWISE_I
  444. PARAMETER ( LA_LINRX_ITREF_I = 1,
  445. $ LA_LINRX_ITHRESH_I = 2 )
  446. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  447. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  448. $ LA_LINRX_RCOND_I
  449. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  450. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  451. * ..
  452. * .. External Subroutines ..
  453. EXTERNAL DAXPY, DCOPY, DGETRS, DGEMV, BLAS_DGEMV_X,
  454. $ BLAS_DGEMV2_X, DLA_GEAMV, DLA_WWADDW, DLAMCH,
  455. $ CHLA_TRANSTYPE, DLA_LIN_BERR
  456. DOUBLE PRECISION DLAMCH
  457. CHARACTER CHLA_TRANSTYPE
  458. * ..
  459. * .. Intrinsic Functions ..
  460. INTRINSIC ABS, MAX, MIN
  461. * ..
  462. * .. Executable Statements ..
  463. *
  464. IF ( INFO.NE.0 ) RETURN
  465. TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
  466. EPS = DLAMCH( 'Epsilon' )
  467. HUGEVAL = DLAMCH( 'Overflow' )
  468. * Force HUGEVAL to Inf
  469. HUGEVAL = HUGEVAL * HUGEVAL
  470. * Using HUGEVAL may lead to spurious underflows.
  471. INCR_THRESH = DBLE( N ) * EPS
  472. *
  473. DO J = 1, NRHS
  474. Y_PREC_STATE = EXTRA_RESIDUAL
  475. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  476. DO I = 1, N
  477. Y_TAIL( I ) = 0.0D+0
  478. END DO
  479. END IF
  480. DXRAT = 0.0D+0
  481. DXRATMAX = 0.0D+0
  482. DZRAT = 0.0D+0
  483. DZRATMAX = 0.0D+0
  484. FINAL_DX_X = HUGEVAL
  485. FINAL_DZ_Z = HUGEVAL
  486. PREVNORMDX = HUGEVAL
  487. PREV_DZ_Z = HUGEVAL
  488. DZ_Z = HUGEVAL
  489. DX_X = HUGEVAL
  490. X_STATE = WORKING_STATE
  491. Z_STATE = UNSTABLE_STATE
  492. INCR_PREC = .FALSE.
  493. DO CNT = 1, ITHRESH
  494. *
  495. * Compute residual RES = B_s - op(A_s) * Y,
  496. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  497. *
  498. CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
  499. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  500. CALL DGEMV( TRANS, N, N, -1.0D+0, A, LDA, Y( 1, J ), 1,
  501. $ 1.0D+0, RES, 1 )
  502. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  503. CALL BLAS_DGEMV_X( TRANS_TYPE, N, N, -1.0D+0, A, LDA,
  504. $ Y( 1, J ), 1, 1.0D+0, RES, 1, PREC_TYPE )
  505. ELSE
  506. CALL BLAS_DGEMV2_X( TRANS_TYPE, N, N, -1.0D+0, A, LDA,
  507. $ Y( 1, J ), Y_TAIL, 1, 1.0D+0, RES, 1, PREC_TYPE )
  508. END IF
  509. ! XXX: RES is no longer needed.
  510. CALL DCOPY( N, RES, 1, DY, 1 )
  511. CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, DY, N, INFO )
  512. *
  513. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  514. *
  515. NORMX = 0.0D+0
  516. NORMY = 0.0D+0
  517. NORMDX = 0.0D+0
  518. DZ_Z = 0.0D+0
  519. YMIN = HUGEVAL
  520. *
  521. DO I = 1, N
  522. YK = ABS( Y( I, J ) )
  523. DYK = ABS( DY( I ) )
  524. IF ( YK .NE. 0.0D+0 ) THEN
  525. DZ_Z = MAX( DZ_Z, DYK / YK )
  526. ELSE IF ( DYK .NE. 0.0D+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. 0.0D+0 ) THEN
  540. DX_X = NORMDX / NORMX
  541. ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
  542. DX_X = 0.0D+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 (.NOT.IGNORE_CWISE
  552. $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
  553. $ .AND. Y_PREC_STATE .LT. EXTRA_Y)
  554. $ INCR_PREC = .TRUE.
  555. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  556. $ X_STATE = WORKING_STATE
  557. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  558. IF ( DX_X .LE. EPS ) THEN
  559. X_STATE = CONV_STATE
  560. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  561. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  562. INCR_PREC = .TRUE.
  563. ELSE
  564. X_STATE = NOPROG_STATE
  565. END IF
  566. ELSE
  567. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  568. END IF
  569. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  570. END IF
  571. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  572. $ Z_STATE = WORKING_STATE
  573. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  574. $ Z_STATE = WORKING_STATE
  575. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  576. IF ( DZ_Z .LE. EPS ) THEN
  577. Z_STATE = CONV_STATE
  578. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  579. Z_STATE = UNSTABLE_STATE
  580. DZRATMAX = 0.0D+0
  581. FINAL_DZ_Z = HUGEVAL
  582. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  583. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  584. INCR_PREC = .TRUE.
  585. ELSE
  586. Z_STATE = NOPROG_STATE
  587. END IF
  588. ELSE
  589. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  590. END IF
  591. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  592. END IF
  593. *
  594. * Exit if both normwise and componentwise stopped working,
  595. * but if componentwise is unstable, let it go at least two
  596. * iterations.
  597. *
  598. IF ( X_STATE.NE.WORKING_STATE ) THEN
  599. IF ( IGNORE_CWISE) GOTO 666
  600. IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
  601. $ GOTO 666
  602. IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
  603. END IF
  604. IF ( INCR_PREC ) THEN
  605. INCR_PREC = .FALSE.
  606. Y_PREC_STATE = Y_PREC_STATE + 1
  607. DO I = 1, N
  608. Y_TAIL( I ) = 0.0D+0
  609. END DO
  610. END IF
  611. PREVNORMDX = NORMDX
  612. PREV_DZ_Z = DZ_Z
  613. *
  614. * Update solution.
  615. *
  616. IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
  617. CALL DAXPY( N, 1.0D+0, DY, 1, Y( 1, J ), 1 )
  618. ELSE
  619. CALL DLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
  620. END IF
  621. END DO
  622. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  623. 666 CONTINUE
  624. *
  625. * Set final_* when cnt hits ithresh.
  626. *
  627. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  628. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  629. *
  630. * Compute error bounds
  631. *
  632. IF (N_NORMS .GE. 1) THEN
  633. ERRS_N( J, LA_LINRX_ERR_I ) = FINAL_DX_X / (1 - DXRATMAX)
  634. END IF
  635. IF ( N_NORMS .GE. 2 ) THEN
  636. ERRS_C( J, LA_LINRX_ERR_I ) = FINAL_DZ_Z / (1 - DZRATMAX)
  637. END IF
  638. *
  639. * Compute componentwise relative backward error from formula
  640. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  641. * where abs(Z) is the componentwise absolute value of the matrix
  642. * or vector Z.
  643. *
  644. * Compute residual RES = B_s - op(A_s) * Y,
  645. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  646. *
  647. CALL DCOPY( N, B( 1, J ), 1, RES, 1 )
  648. CALL DGEMV( TRANS, N, N, -1.0D+0, A, LDA, Y(1,J), 1, 1.0D+0,
  649. $ RES, 1 )
  650. DO I = 1, N
  651. AYB( I ) = ABS( B( I, J ) )
  652. END DO
  653. *
  654. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  655. *
  656. CALL DLA_GEAMV ( TRANS_TYPE, N, N, 1.0D+0,
  657. $ A, LDA, Y(1, J), 1, 1.0D+0, AYB, 1 )
  658. CALL DLA_LIN_BERR ( N, N, 1, RES, AYB, BERR_OUT( J ) )
  659. *
  660. * End of loop for each RHS.
  661. *
  662. END DO
  663. *
  664. RETURN
  665. *
  666. * End of DLA_GERFSX_EXTENDED
  667. *
  668. END