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cporfsx.f 26 kB

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