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dgerfsx.f 28 kB

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  1. *> \brief \b DGERFSX
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGERFSX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgerfsx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgerfsx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgerfsx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGERFSX( TRANS, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
  22. * R, C, B, 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 TRANS, 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( * ), IWORK( * )
  34. * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  35. * $ X( LDX , * ), WORK( * )
  36. * DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
  37. * $ ERR_BNDS_NORM( NRHS, * ),
  38. * $ ERR_BNDS_COMP( NRHS, * )
  39. * ..
  40. *
  41. *
  42. *> \par Purpose:
  43. * =============
  44. *>
  45. *> \verbatim
  46. *>
  47. *> DGERFSX improves the computed solution to a system of linear
  48. *> equations and provides error bounds and backward error estimates
  49. *> for the solution. In addition to normwise error bound, the code
  50. *> provides maximum componentwise error bound if possible. See
  51. *> comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
  52. *> error bounds.
  53. *>
  54. *> The original system of linear equations may have been equilibrated
  55. *> before calling this routine, as described by arguments EQUED, R
  56. *> and C below. In this case, the solution and error bounds returned
  57. *> are for the original unequilibrated system.
  58. *> \endverbatim
  59. *
  60. * Arguments:
  61. * ==========
  62. *
  63. *> \verbatim
  64. *> Some optional parameters are bundled in the PARAMS array. These
  65. *> settings determine how refinement is performed, but often the
  66. *> defaults are acceptable. If the defaults are acceptable, users
  67. *> can pass NPARAMS = 0 which prevents the source code from accessing
  68. *> the PARAMS argument.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] TRANS
  72. *> \verbatim
  73. *> TRANS is CHARACTER*1
  74. *> Specifies the form of the system of equations:
  75. *> = 'N': A * X = B (No transpose)
  76. *> = 'T': A**T * X = B (Transpose)
  77. *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
  78. *> \endverbatim
  79. *>
  80. *> \param[in] EQUED
  81. *> \verbatim
  82. *> EQUED is CHARACTER*1
  83. *> Specifies the form of equilibration that was done to A
  84. *> before calling this routine. This is needed to compute
  85. *> the solution and error bounds correctly.
  86. *> = 'N': No equilibration
  87. *> = 'R': Row equilibration, i.e., A has been premultiplied by
  88. *> diag(R).
  89. *> = 'C': Column equilibration, i.e., A has been postmultiplied
  90. *> by diag(C).
  91. *> = 'B': Both row and column equilibration, i.e., A has been
  92. *> replaced by diag(R) * A * diag(C).
  93. *> The right hand side B has been changed accordingly.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] N
  97. *> \verbatim
  98. *> N is INTEGER
  99. *> The order of the matrix A. N >= 0.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] NRHS
  103. *> \verbatim
  104. *> NRHS is INTEGER
  105. *> The number of right hand sides, i.e., the number of columns
  106. *> of the matrices B and X. NRHS >= 0.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] A
  110. *> \verbatim
  111. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  112. *> The original N-by-N matrix A.
  113. *> \endverbatim
  114. *>
  115. *> \param[in] LDA
  116. *> \verbatim
  117. *> LDA is INTEGER
  118. *> The leading dimension of the array A. LDA >= max(1,N).
  119. *> \endverbatim
  120. *>
  121. *> \param[in] AF
  122. *> \verbatim
  123. *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
  124. *> The factors L and U from the factorization A = P*L*U
  125. *> as computed by DGETRF.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] LDAF
  129. *> \verbatim
  130. *> LDAF is INTEGER
  131. *> The leading dimension of the array AF. LDAF >= max(1,N).
  132. *> \endverbatim
  133. *>
  134. *> \param[in] IPIV
  135. *> \verbatim
  136. *> IPIV is INTEGER array, dimension (N)
  137. *> The pivot indices from DGETRF; for 1<=i<=N, row i of the
  138. *> matrix was interchanged with row IPIV(i).
  139. *> \endverbatim
  140. *>
  141. *> \param[in] R
  142. *> \verbatim
  143. *> R is DOUBLE PRECISION array, dimension (N)
  144. *> The row scale factors for A. If EQUED = 'R' or 'B', A is
  145. *> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
  146. *> is not accessed.
  147. *> If R is accessed, each element of R should be a power of the radix
  148. *> to ensure a reliable solution and error estimates. Scaling by
  149. *> powers of the radix does not cause rounding errors unless the
  150. *> result underflows or overflows. Rounding errors during scaling
  151. *> lead to refining with a matrix that is not equivalent to the
  152. *> input matrix, producing error estimates that may not be
  153. *> reliable.
  154. *> \endverbatim
  155. *>
  156. *> \param[in] C
  157. *> \verbatim
  158. *> C is DOUBLE PRECISION array, dimension (N)
  159. *> The column scale factors for A. If EQUED = 'C' or 'B', A is
  160. *> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
  161. *> is not accessed.
  162. *> If C is accessed, each element of C should be a power of the radix
  163. *> to ensure a reliable solution and error estimates. Scaling by
  164. *> powers of the radix does not cause rounding errors unless the
  165. *> result underflows or overflows. Rounding errors during scaling
  166. *> lead to refining with a matrix that is not equivalent to the
  167. *> input matrix, producing error estimates that may not be
  168. *> reliable.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] B
  172. *> \verbatim
  173. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  174. *> The right hand side matrix B.
  175. *> \endverbatim
  176. *>
  177. *> \param[in] LDB
  178. *> \verbatim
  179. *> LDB is INTEGER
  180. *> The leading dimension of the array B. LDB >= max(1,N).
  181. *> \endverbatim
  182. *>
  183. *> \param[in,out] X
  184. *> \verbatim
  185. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  186. *> On entry, the solution matrix X, as computed by DGETRS.
  187. *> On exit, the improved solution matrix X.
  188. *> \endverbatim
  189. *>
  190. *> \param[in] LDX
  191. *> \verbatim
  192. *> LDX is INTEGER
  193. *> The leading dimension of the array X. LDX >= max(1,N).
  194. *> \endverbatim
  195. *>
  196. *> \param[out] RCOND
  197. *> \verbatim
  198. *> RCOND is DOUBLE PRECISION
  199. *> Reciprocal scaled condition number. This is an estimate of the
  200. *> reciprocal Skeel condition number of the matrix A after
  201. *> equilibration (if done). If this is less than the machine
  202. *> precision (in particular, if it is zero), the matrix is singular
  203. *> to working precision. Note that the error may still be small even
  204. *> if this number is very small and the matrix appears ill-
  205. *> conditioned.
  206. *> \endverbatim
  207. *>
  208. *> \param[out] BERR
  209. *> \verbatim
  210. *> BERR is DOUBLE PRECISION array, dimension (NRHS)
  211. *> Componentwise relative backward error. This is the
  212. *> componentwise relative backward error of each solution vector X(j)
  213. *> (i.e., the smallest relative change in any element of A or B that
  214. *> makes X(j) an exact solution).
  215. *> \endverbatim
  216. *>
  217. *> \param[in] N_ERR_BNDS
  218. *> \verbatim
  219. *> N_ERR_BNDS is INTEGER
  220. *> Number of error bounds to return for each right hand side
  221. *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
  222. *> ERR_BNDS_COMP below.
  223. *> \endverbatim
  224. *>
  225. *> \param[out] ERR_BNDS_NORM
  226. *> \verbatim
  227. *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  228. *> For each right-hand side, this array contains information about
  229. *> various error bounds and condition numbers corresponding to the
  230. *> normwise relative error, which is defined as follows:
  231. *>
  232. *> Normwise relative error in the ith solution vector:
  233. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  234. *> ------------------------------
  235. *> max_j abs(X(j,i))
  236. *>
  237. *> The array is indexed by the type of error information as described
  238. *> below. There currently are up to three pieces of information
  239. *> returned.
  240. *>
  241. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  242. *> right-hand side.
  243. *>
  244. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  245. *> three fields:
  246. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  247. *> reciprocal condition number is less than the threshold
  248. *> sqrt(n) * dlamch('Epsilon').
  249. *>
  250. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  251. *> almost certainly within a factor of 10 of the true error
  252. *> so long as the next entry is greater than the threshold
  253. *> sqrt(n) * dlamch('Epsilon'). This error bound should only
  254. *> be trusted if the previous boolean is true.
  255. *>
  256. *> err = 3 Reciprocal condition number: Estimated normwise
  257. *> reciprocal condition number. Compared with the threshold
  258. *> sqrt(n) * dlamch('Epsilon') to determine if the error
  259. *> estimate is "guaranteed". These reciprocal condition
  260. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  261. *> appropriately scaled matrix Z.
  262. *> Let Z = S*A, where S scales each row by a power of the
  263. *> radix so all absolute row sums of Z are approximately 1.
  264. *>
  265. *> See Lapack Working Note 165 for further details and extra
  266. *> cautions.
  267. *> \endverbatim
  268. *>
  269. *> \param[out] ERR_BNDS_COMP
  270. *> \verbatim
  271. *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  272. *> For each right-hand side, this array contains information about
  273. *> various error bounds and condition numbers corresponding to the
  274. *> componentwise relative error, which is defined as follows:
  275. *>
  276. *> Componentwise relative error in the ith solution vector:
  277. *> abs(XTRUE(j,i) - X(j,i))
  278. *> max_j ----------------------
  279. *> abs(X(j,i))
  280. *>
  281. *> The array is indexed by the right-hand side i (on which the
  282. *> componentwise relative error depends), and the type of error
  283. *> information as described below. There currently are up to three
  284. *> pieces of information returned for each right-hand side. If
  285. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  286. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
  287. *> the first (:,N_ERR_BNDS) entries are returned.
  288. *>
  289. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  290. *> right-hand side.
  291. *>
  292. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  293. *> three fields:
  294. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  295. *> reciprocal condition number is less than the threshold
  296. *> sqrt(n) * dlamch('Epsilon').
  297. *>
  298. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  299. *> almost certainly within a factor of 10 of the true error
  300. *> so long as the next entry is greater than the threshold
  301. *> sqrt(n) * dlamch('Epsilon'). This error bound should only
  302. *> be trusted if the previous boolean is true.
  303. *>
  304. *> err = 3 Reciprocal condition number: Estimated componentwise
  305. *> reciprocal condition number. Compared with the threshold
  306. *> sqrt(n) * dlamch('Epsilon') to determine if the error
  307. *> estimate is "guaranteed". These reciprocal condition
  308. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  309. *> appropriately scaled matrix Z.
  310. *> Let Z = S*(A*diag(x)), where x is the solution for the
  311. *> current right-hand side and S scales each row of
  312. *> A*diag(x) by a power of the radix so all absolute row
  313. *> sums of Z are approximately 1.
  314. *>
  315. *> See Lapack Working Note 165 for further details and extra
  316. *> cautions.
  317. *> \endverbatim
  318. *>
  319. *> \param[in] NPARAMS
  320. *> \verbatim
  321. *> NPARAMS is INTEGER
  322. *> Specifies the number of parameters set in PARAMS. If .LE. 0, the
  323. *> PARAMS array is never referenced and default values are used.
  324. *> \endverbatim
  325. *>
  326. *> \param[in,out] PARAMS
  327. *> \verbatim
  328. *> PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
  329. *> Specifies algorithm parameters. If an entry is .LT. 0.0, then
  330. *> that entry will be filled with default value used for that
  331. *> parameter. Only positions up to NPARAMS are accessed; defaults
  332. *> are used for higher-numbered parameters.
  333. *>
  334. *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  335. *> refinement or not.
  336. *> Default: 1.0D+0
  337. *> = 0.0 : No refinement is performed, and no error bounds are
  338. *> computed.
  339. *> = 1.0 : Use the double-precision refinement algorithm,
  340. *> possibly with doubled-single computations if the
  341. *> compilation environment does not support DOUBLE
  342. *> PRECISION.
  343. *> (other values are reserved for future use)
  344. *>
  345. *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  346. *> computations allowed for refinement.
  347. *> Default: 10
  348. *> Aggressive: Set to 100 to permit convergence using approximate
  349. *> factorizations or factorizations other than LU. If
  350. *> the factorization uses a technique other than
  351. *> Gaussian elimination, the guarantees in
  352. *> err_bnds_norm and err_bnds_comp may no longer be
  353. *> trustworthy.
  354. *>
  355. *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  356. *> will attempt to find a solution with small componentwise
  357. *> relative error in the double-precision algorithm. Positive
  358. *> is true, 0.0 is false.
  359. *> Default: 1.0 (attempt componentwise convergence)
  360. *> \endverbatim
  361. *>
  362. *> \param[out] WORK
  363. *> \verbatim
  364. *> WORK is DOUBLE PRECISION array, dimension (4*N)
  365. *> \endverbatim
  366. *>
  367. *> \param[out] IWORK
  368. *> \verbatim
  369. *> IWORK is INTEGER array, dimension (N)
  370. *> \endverbatim
  371. *>
  372. *> \param[out] INFO
  373. *> \verbatim
  374. *> INFO is INTEGER
  375. *> = 0: Successful exit. The solution to every right-hand side is
  376. *> guaranteed.
  377. *> < 0: If INFO = -i, the i-th argument had an illegal value
  378. *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
  379. *> has been completed, but the factor U is exactly singular, so
  380. *> the solution and error bounds could not be computed. RCOND = 0
  381. *> is returned.
  382. *> = N+J: The solution corresponding to the Jth right-hand side is
  383. *> not guaranteed. The solutions corresponding to other right-
  384. *> hand sides K with K > J may not be guaranteed as well, but
  385. *> only the first such right-hand side is reported. If a small
  386. *> componentwise error is not requested (PARAMS(3) = 0.0) then
  387. *> the Jth right-hand side is the first with a normwise error
  388. *> bound that is not guaranteed (the smallest J such
  389. *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  390. *> the Jth right-hand side is the first with either a normwise or
  391. *> componentwise error bound that is not guaranteed (the smallest
  392. *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  393. *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  394. *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  395. *> about all of the right-hand sides check ERR_BNDS_NORM or
  396. *> ERR_BNDS_COMP.
  397. *> \endverbatim
  398. *
  399. * Authors:
  400. * ========
  401. *
  402. *> \author Univ. of Tennessee
  403. *> \author Univ. of California Berkeley
  404. *> \author Univ. of Colorado Denver
  405. *> \author NAG Ltd.
  406. *
  407. *> \date November 2011
  408. *
  409. *> \ingroup doubleGEcomputational
  410. *
  411. * =====================================================================
  412. SUBROUTINE DGERFSX( TRANS, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV,
  413. $ R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
  414. $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  415. $ WORK, IWORK, INFO )
  416. *
  417. * -- LAPACK computational routine (version 3.4.0) --
  418. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  419. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  420. * November 2011
  421. *
  422. * .. Scalar Arguments ..
  423. CHARACTER TRANS, EQUED
  424. INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  425. $ N_ERR_BNDS
  426. DOUBLE PRECISION RCOND
  427. * ..
  428. * .. Array Arguments ..
  429. INTEGER IPIV( * ), IWORK( * )
  430. DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  431. $ X( LDX , * ), WORK( * )
  432. DOUBLE PRECISION R( * ), C( * ), PARAMS( * ), BERR( * ),
  433. $ ERR_BNDS_NORM( NRHS, * ),
  434. $ ERR_BNDS_COMP( NRHS, * )
  435. * ..
  436. *
  437. * ==================================================================
  438. *
  439. * .. Parameters ..
  440. DOUBLE PRECISION ZERO, ONE
  441. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  442. DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
  443. DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
  444. DOUBLE PRECISION DZTHRESH_DEFAULT
  445. PARAMETER ( ITREF_DEFAULT = 1.0D+0 )
  446. PARAMETER ( ITHRESH_DEFAULT = 10.0D+0 )
  447. PARAMETER ( COMPONENTWISE_DEFAULT = 1.0D+0 )
  448. PARAMETER ( RTHRESH_DEFAULT = 0.5D+0 )
  449. PARAMETER ( DZTHRESH_DEFAULT = 0.25D+0 )
  450. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  451. $ LA_LINRX_CWISE_I
  452. PARAMETER ( LA_LINRX_ITREF_I = 1,
  453. $ LA_LINRX_ITHRESH_I = 2 )
  454. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  455. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  456. $ LA_LINRX_RCOND_I
  457. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  458. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  459. * ..
  460. * .. Local Scalars ..
  461. CHARACTER(1) NORM
  462. LOGICAL ROWEQU, COLEQU, NOTRAN
  463. INTEGER J, TRANS_TYPE, PREC_TYPE, REF_TYPE
  464. INTEGER N_NORMS
  465. DOUBLE PRECISION ANORM, RCOND_TMP
  466. DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
  467. LOGICAL IGNORE_CWISE
  468. INTEGER ITHRESH
  469. DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
  470. * ..
  471. * .. External Subroutines ..
  472. EXTERNAL XERBLA, DGECON, DLA_GERFSX_EXTENDED
  473. * ..
  474. * .. Intrinsic Functions ..
  475. INTRINSIC MAX, SQRT
  476. * ..
  477. * .. External Functions ..
  478. EXTERNAL LSAME, BLAS_FPINFO_X, ILATRANS, ILAPREC
  479. EXTERNAL DLAMCH, DLANGE, DLA_GERCOND
  480. DOUBLE PRECISION DLAMCH, DLANGE, DLA_GERCOND
  481. LOGICAL LSAME
  482. INTEGER BLAS_FPINFO_X
  483. INTEGER ILATRANS, ILAPREC
  484. * ..
  485. * .. Executable Statements ..
  486. *
  487. * Check the input parameters.
  488. *
  489. INFO = 0
  490. TRANS_TYPE = ILATRANS( TRANS )
  491. REF_TYPE = INT( ITREF_DEFAULT )
  492. IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
  493. IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0D+0 ) THEN
  494. PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
  495. ELSE
  496. REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
  497. END IF
  498. END IF
  499. *
  500. * Set default parameters.
  501. *
  502. ILLRCOND_THRESH = DBLE( N ) * DLAMCH( 'Epsilon' )
  503. ITHRESH = INT( ITHRESH_DEFAULT )
  504. RTHRESH = RTHRESH_DEFAULT
  505. UNSTABLE_THRESH = DZTHRESH_DEFAULT
  506. IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0D+0
  507. *
  508. IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
  509. IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0D+0 ) THEN
  510. PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
  511. ELSE
  512. ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
  513. END IF
  514. END IF
  515. IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
  516. IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0D+0 ) THEN
  517. IF ( IGNORE_CWISE ) THEN
  518. PARAMS( LA_LINRX_CWISE_I ) = 0.0D+0
  519. ELSE
  520. PARAMS( LA_LINRX_CWISE_I ) = 1.0D+0
  521. END IF
  522. ELSE
  523. IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0D+0
  524. END IF
  525. END IF
  526. IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
  527. N_NORMS = 0
  528. ELSE IF ( IGNORE_CWISE ) THEN
  529. N_NORMS = 1
  530. ELSE
  531. N_NORMS = 2
  532. END IF
  533. *
  534. NOTRAN = LSAME( TRANS, 'N' )
  535. ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' )
  536. COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' )
  537. *
  538. * Test input parameters.
  539. *
  540. IF( TRANS_TYPE.EQ.-1 ) THEN
  541. INFO = -1
  542. ELSE IF( .NOT.ROWEQU .AND. .NOT.COLEQU .AND.
  543. $ .NOT.LSAME( EQUED, 'N' ) ) THEN
  544. INFO = -2
  545. ELSE IF( N.LT.0 ) THEN
  546. INFO = -3
  547. ELSE IF( NRHS.LT.0 ) THEN
  548. INFO = -4
  549. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  550. INFO = -6
  551. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  552. INFO = -8
  553. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  554. INFO = -13
  555. ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  556. INFO = -15
  557. END IF
  558. IF( INFO.NE.0 ) THEN
  559. CALL XERBLA( 'DGERFSX', -INFO )
  560. RETURN
  561. END IF
  562. *
  563. * Quick return if possible.
  564. *
  565. IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
  566. RCOND = 1.0D+0
  567. DO J = 1, NRHS
  568. BERR( J ) = 0.0D+0
  569. IF ( N_ERR_BNDS .GE. 1 ) THEN
  570. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I) = 1.0D+0
  571. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  572. END IF
  573. IF ( N_ERR_BNDS .GE. 2 ) THEN
  574. ERR_BNDS_NORM( J, LA_LINRX_ERR_I) = 0.0D+0
  575. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0D+0
  576. END IF
  577. IF ( N_ERR_BNDS .GE. 3 ) THEN
  578. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I) = 1.0D+0
  579. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0D+0
  580. END IF
  581. END DO
  582. RETURN
  583. END IF
  584. *
  585. * Default to failure.
  586. *
  587. RCOND = 0.0D+0
  588. DO J = 1, NRHS
  589. BERR( J ) = 1.0D+0
  590. IF ( N_ERR_BNDS .GE. 1 ) THEN
  591. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  592. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  593. END IF
  594. IF ( N_ERR_BNDS .GE. 2 ) THEN
  595. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  596. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  597. END IF
  598. IF ( N_ERR_BNDS .GE. 3 ) THEN
  599. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0D+0
  600. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0D+0
  601. END IF
  602. END DO
  603. *
  604. * Compute the norm of A and the reciprocal of the condition
  605. * number of A.
  606. *
  607. IF( NOTRAN ) THEN
  608. NORM = 'I'
  609. ELSE
  610. NORM = '1'
  611. END IF
  612. ANORM = DLANGE( NORM, N, N, A, LDA, WORK )
  613. CALL DGECON( NORM, N, AF, LDAF, ANORM, RCOND, WORK, IWORK, INFO )
  614. *
  615. * Perform refinement on each right-hand side
  616. *
  617. IF ( REF_TYPE .NE. 0 ) THEN
  618. PREC_TYPE = ILAPREC( 'E' )
  619. IF ( NOTRAN ) THEN
  620. CALL DLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N,
  621. $ NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B,
  622. $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM,
  623. $ ERR_BNDS_COMP, WORK(N+1), WORK(1), WORK(2*N+1),
  624. $ WORK(1), RCOND, ITHRESH, RTHRESH, UNSTABLE_THRESH,
  625. $ IGNORE_CWISE, INFO )
  626. ELSE
  627. CALL DLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N,
  628. $ NRHS, A, LDA, AF, LDAF, IPIV, ROWEQU, R, B,
  629. $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM,
  630. $ ERR_BNDS_COMP, WORK(N+1), WORK(1), WORK(2*N+1),
  631. $ WORK(1), RCOND, ITHRESH, RTHRESH, UNSTABLE_THRESH,
  632. $ IGNORE_CWISE, INFO )
  633. END IF
  634. END IF
  635. ERR_LBND = MAX( 10.0D+0, SQRT( DBLE( N ) ) ) * DLAMCH( 'Epsilon' )
  636. IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
  637. *
  638. * Compute scaled normwise condition number cond(A*C).
  639. *
  640. IF ( COLEQU .AND. NOTRAN ) THEN
  641. RCOND_TMP = DLA_GERCOND( TRANS, N, A, LDA, AF, LDAF, IPIV,
  642. $ -1, C, INFO, WORK, IWORK )
  643. ELSE IF ( ROWEQU .AND. .NOT. NOTRAN ) THEN
  644. RCOND_TMP = DLA_GERCOND( TRANS, N, A, LDA, AF, LDAF, IPIV,
  645. $ -1, R, INFO, WORK, IWORK )
  646. ELSE
  647. RCOND_TMP = DLA_GERCOND( TRANS, N, A, LDA, AF, LDAF, IPIV,
  648. $ 0, R, INFO, WORK, IWORK )
  649. END IF
  650. DO J = 1, NRHS
  651. *
  652. * Cap the error at 1.0.
  653. *
  654. IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  655. $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
  656. $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  657. *
  658. * Threshold the error (see LAWN).
  659. *
  660. IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
  661. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0D+0
  662. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0D+0
  663. IF ( INFO .LE. N ) INFO = N + J
  664. ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
  665. $ THEN
  666. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
  667. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0D+0
  668. END IF
  669. *
  670. * Save the condition number.
  671. *
  672. IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  673. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  674. END IF
  675. END DO
  676. END IF
  677. IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
  678. *
  679. * Compute componentwise condition number cond(A*diag(Y(:,J))) for
  680. * each right-hand side using the current solution as an estimate of
  681. * the true solution. If the componentwise error estimate is too
  682. * large, then the solution is a lousy estimate of truth and the
  683. * estimated RCOND may be too optimistic. To avoid misleading users,
  684. * the inverse condition number is set to 0.0 when the estimated
  685. * cwise error is at least CWISE_WRONG.
  686. *
  687. CWISE_WRONG = SQRT( DLAMCH( 'Epsilon' ) )
  688. DO J = 1, NRHS
  689. IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
  690. $ THEN
  691. RCOND_TMP = DLA_GERCOND( TRANS, N, A, LDA, AF, LDAF,
  692. $ IPIV, 1, X(1,J), INFO, WORK, IWORK )
  693. ELSE
  694. RCOND_TMP = 0.0D+0
  695. END IF
  696. *
  697. * Cap the error at 1.0.
  698. *
  699. IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  700. $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0D+0 )
  701. $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  702. *
  703. * Threshold the error (see LAWN).
  704. *
  705. IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
  706. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0D+0
  707. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0D+0
  708. IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0D+0
  709. $ .AND. INFO.LT.N + J ) INFO = N + J
  710. ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
  711. $ .LT. ERR_LBND ) THEN
  712. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
  713. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0D+0
  714. END IF
  715. *
  716. * Save the condition number.
  717. *
  718. IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  719. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  720. END IF
  721. END DO
  722. END IF
  723. *
  724. RETURN
  725. *
  726. * End of DGERFSX
  727. *
  728. END