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cla_gbrfsx_extended.f 26 kB

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  1. *> \brief \b CLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded 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 CLA_GBRFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_gbrfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_gbrfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_gbrfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
  22. * NRHS, AB, LDAB, AFB, LDAFB, IPIV,
  23. * COLEQU, C, B, LDB, Y, LDY,
  24. * BERR_OUT, N_NORMS, ERR_BNDS_NORM,
  25. * ERR_BNDS_COMP, RES, AYB, DY,
  26. * Y_TAIL, RCOND, ITHRESH, RTHRESH,
  27. * DZ_UB, IGNORE_CWISE, INFO )
  28. *
  29. * .. Scalar Arguments ..
  30. * INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
  31. * $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
  32. * LOGICAL COLEQU, IGNORE_CWISE
  33. * REAL RTHRESH, DZ_UB
  34. * ..
  35. * .. Array Arguments ..
  36. * INTEGER IPIV( * )
  37. * COMPLEX AB( LDAB, * ), AFB( LDAFB, * ), 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. *> CLA_GBRFSX_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 CGBRFSX 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 responsible 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 P
  69. *> = 'S': Single
  70. *> = 'D': Double
  71. *> = 'I': Indigenous
  72. *> = 'X' or 'E': Extra
  73. *> \endverbatim
  74. *>
  75. *> \param[in] TRANS_TYPE
  76. *> \verbatim
  77. *> TRANS_TYPE is INTEGER
  78. *> Specifies the transposition operation on A.
  79. *> The value is defined by ILATRANS(T) where T is a CHARACTER and T
  80. *> = 'N': No transpose
  81. *> = 'T': Transpose
  82. *> = 'C': Conjugate transpose
  83. *> \endverbatim
  84. *>
  85. *> \param[in] N
  86. *> \verbatim
  87. *> N is INTEGER
  88. *> The number of linear equations, i.e., the order of the
  89. *> matrix A. N >= 0.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] KL
  93. *> \verbatim
  94. *> KL is INTEGER
  95. *> The number of subdiagonals within the band of A. KL >= 0.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] KU
  99. *> \verbatim
  100. *> KU is INTEGER
  101. *> The number of superdiagonals within the band of A. KU >= 0
  102. *> \endverbatim
  103. *>
  104. *> \param[in] NRHS
  105. *> \verbatim
  106. *> NRHS is INTEGER
  107. *> The number of right-hand-sides, i.e., the number of columns of the
  108. *> matrix B.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] AB
  112. *> \verbatim
  113. *> AB is COMPLEX array, dimension (LDAB,N)
  114. *> On entry, the N-by-N matrix AB.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] LDAB
  118. *> \verbatim
  119. *> LDAB is INTEGER
  120. *> The leading dimension of the array AB. LDAB >= max(1,N).
  121. *> \endverbatim
  122. *>
  123. *> \param[in] AFB
  124. *> \verbatim
  125. *> AFB is COMPLEX array, dimension (LDAF,N)
  126. *> The factors L and U from the factorization
  127. *> A = P*L*U as computed by CGBTRF.
  128. *> \endverbatim
  129. *>
  130. *> \param[in] LDAFB
  131. *> \verbatim
  132. *> LDAFB is INTEGER
  133. *> The leading dimension of the array AF. LDAF >= max(1,N).
  134. *> \endverbatim
  135. *>
  136. *> \param[in] IPIV
  137. *> \verbatim
  138. *> IPIV is INTEGER array, dimension (N)
  139. *> The pivot indices from the factorization A = P*L*U
  140. *> as computed by CGBTRF; row i of the matrix was interchanged
  141. *> with row IPIV(i).
  142. *> \endverbatim
  143. *>
  144. *> \param[in] COLEQU
  145. *> \verbatim
  146. *> COLEQU is LOGICAL
  147. *> If .TRUE. then column equilibration was done to A before calling
  148. *> this routine. This is needed to compute the solution and error
  149. *> bounds correctly.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] C
  153. *> \verbatim
  154. *> C is REAL array, dimension (N)
  155. *> The column scale factors for A. If COLEQU = .FALSE., C
  156. *> is not accessed. If C is input, each element of C should be a power
  157. *> of the radix to ensure a reliable solution and error estimates.
  158. *> Scaling by powers of the radix does not cause rounding errors unless
  159. *> the result underflows or overflows. Rounding errors during scaling
  160. *> lead to refining with a matrix that is not equivalent to the
  161. *> input matrix, producing error estimates that may not be
  162. *> reliable.
  163. *> \endverbatim
  164. *>
  165. *> \param[in] B
  166. *> \verbatim
  167. *> B is COMPLEX array, dimension (LDB,NRHS)
  168. *> The right-hand-side matrix B.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LDB
  172. *> \verbatim
  173. *> LDB is INTEGER
  174. *> The leading dimension of the array B. LDB >= max(1,N).
  175. *> \endverbatim
  176. *>
  177. *> \param[in,out] Y
  178. *> \verbatim
  179. *> Y is COMPLEX array, dimension (LDY,NRHS)
  180. *> On entry, the solution matrix X, as computed by CGBTRS.
  181. *> On exit, the improved solution matrix Y.
  182. *> \endverbatim
  183. *>
  184. *> \param[in] LDY
  185. *> \verbatim
  186. *> LDY is INTEGER
  187. *> The leading dimension of the array Y. LDY >= max(1,N).
  188. *> \endverbatim
  189. *>
  190. *> \param[out] BERR_OUT
  191. *> \verbatim
  192. *> BERR_OUT is REAL array, dimension (NRHS)
  193. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  194. *> error for right-hand-side j from the formula
  195. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  196. *> where abs(Z) is the componentwise absolute value of the matrix
  197. *> or vector Z. This is computed by CLA_LIN_BERR.
  198. *> \endverbatim
  199. *>
  200. *> \param[in] N_NORMS
  201. *> \verbatim
  202. *> N_NORMS is INTEGER
  203. *> Determines which error bounds to return (see ERR_BNDS_NORM
  204. *> and ERR_BNDS_COMP).
  205. *> If N_NORMS >= 1 return normwise error bounds.
  206. *> If N_NORMS >= 2 return componentwise error bounds.
  207. *> \endverbatim
  208. *>
  209. *> \param[in,out] ERR_BNDS_NORM
  210. *> \verbatim
  211. *> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
  212. *> For each right-hand side, this array contains information about
  213. *> various error bounds and condition numbers corresponding to the
  214. *> normwise relative error, which is defined as follows:
  215. *>
  216. *> Normwise relative error in the ith solution vector:
  217. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  218. *> ------------------------------
  219. *> max_j abs(X(j,i))
  220. *>
  221. *> The array is indexed by the type of error information as described
  222. *> below. There currently are up to three pieces of information
  223. *> returned.
  224. *>
  225. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  226. *> right-hand side.
  227. *>
  228. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  229. *> three fields:
  230. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  231. *> reciprocal condition number is less than the threshold
  232. *> sqrt(n) * slamch('Epsilon').
  233. *>
  234. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  235. *> almost certainly within a factor of 10 of the true error
  236. *> so long as the next entry is greater than the threshold
  237. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  238. *> be trusted if the previous boolean is true.
  239. *>
  240. *> err = 3 Reciprocal condition number: Estimated normwise
  241. *> reciprocal condition number. Compared with the threshold
  242. *> sqrt(n) * slamch('Epsilon') to determine if the error
  243. *> estimate is "guaranteed". These reciprocal condition
  244. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  245. *> appropriately scaled matrix Z.
  246. *> Let Z = S*A, where S scales each row by a power of the
  247. *> radix so all absolute row sums of Z are approximately 1.
  248. *>
  249. *> This subroutine is only responsible for setting the second field
  250. *> above.
  251. *> See Lapack Working Note 165 for further details and extra
  252. *> cautions.
  253. *> \endverbatim
  254. *>
  255. *> \param[in,out] ERR_BNDS_COMP
  256. *> \verbatim
  257. *> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
  258. *> For each right-hand side, this array contains information about
  259. *> various error bounds and condition numbers corresponding to the
  260. *> componentwise relative error, which is defined as follows:
  261. *>
  262. *> Componentwise relative error in the ith solution vector:
  263. *> abs(XTRUE(j,i) - X(j,i))
  264. *> max_j ----------------------
  265. *> abs(X(j,i))
  266. *>
  267. *> The array is indexed by the right-hand side i (on which the
  268. *> componentwise relative error depends), and the type of error
  269. *> information as described below. There currently are up to three
  270. *> pieces of information returned for each right-hand side. If
  271. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  272. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
  273. *> the first (:,N_ERR_BNDS) entries are returned.
  274. *>
  275. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  276. *> right-hand side.
  277. *>
  278. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  279. *> three fields:
  280. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  281. *> reciprocal condition number is less than the threshold
  282. *> sqrt(n) * slamch('Epsilon').
  283. *>
  284. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  285. *> almost certainly within a factor of 10 of the true error
  286. *> so long as the next entry is greater than the threshold
  287. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  288. *> be trusted if the previous boolean is true.
  289. *>
  290. *> err = 3 Reciprocal condition number: Estimated componentwise
  291. *> reciprocal condition number. Compared with the threshold
  292. *> sqrt(n) * slamch('Epsilon') to determine if the error
  293. *> estimate is "guaranteed". These reciprocal condition
  294. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  295. *> appropriately scaled matrix Z.
  296. *> Let Z = S*(A*diag(x)), where x is the solution for the
  297. *> current right-hand side and S scales each row of
  298. *> A*diag(x) by a power of the radix so all absolute row
  299. *> sums of Z are approximately 1.
  300. *>
  301. *> This subroutine is only responsible for setting the second field
  302. *> above.
  303. *> See Lapack Working Note 165 for further details and extra
  304. *> cautions.
  305. *> \endverbatim
  306. *>
  307. *> \param[in] RES
  308. *> \verbatim
  309. *> RES is COMPLEX array, dimension (N)
  310. *> Workspace to hold the intermediate residual.
  311. *> \endverbatim
  312. *>
  313. *> \param[in] AYB
  314. *> \verbatim
  315. *> AYB is REAL array, dimension (N)
  316. *> Workspace.
  317. *> \endverbatim
  318. *>
  319. *> \param[in] DY
  320. *> \verbatim
  321. *> DY is COMPLEX array, dimension (N)
  322. *> Workspace to hold the intermediate solution.
  323. *> \endverbatim
  324. *>
  325. *> \param[in] Y_TAIL
  326. *> \verbatim
  327. *> Y_TAIL is COMPLEX array, dimension (N)
  328. *> Workspace to hold the trailing bits of the intermediate solution.
  329. *> \endverbatim
  330. *>
  331. *> \param[in] RCOND
  332. *> \verbatim
  333. *> RCOND is REAL
  334. *> Reciprocal scaled condition number. This is an estimate of the
  335. *> reciprocal Skeel condition number of the matrix A after
  336. *> equilibration (if done). If this is less than the machine
  337. *> precision (in particular, if it is zero), the matrix is singular
  338. *> to working precision. Note that the error may still be small even
  339. *> if this number is very small and the matrix appears ill-
  340. *> conditioned.
  341. *> \endverbatim
  342. *>
  343. *> \param[in] ITHRESH
  344. *> \verbatim
  345. *> ITHRESH is INTEGER
  346. *> The maximum number of residual computations allowed for
  347. *> refinement. The default is 10. For 'aggressive' set to 100 to
  348. *> permit convergence using approximate factorizations or
  349. *> factorizations other than LU. If the factorization uses a
  350. *> technique other than Gaussian elimination, the guarantees in
  351. *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
  352. *> \endverbatim
  353. *>
  354. *> \param[in] RTHRESH
  355. *> \verbatim
  356. *> RTHRESH is REAL
  357. *> Determines when to stop refinement if the error estimate stops
  358. *> decreasing. Refinement will stop when the next solution no longer
  359. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  360. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  361. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  362. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  363. *> for more details.
  364. *> \endverbatim
  365. *>
  366. *> \param[in] DZ_UB
  367. *> \verbatim
  368. *> DZ_UB is REAL
  369. *> Determines when to start considering componentwise convergence.
  370. *> Componentwise convergence is only considered after each component
  371. *> of the solution Y is stable, which we define as the relative
  372. *> change in each component being less than DZ_UB. The default value
  373. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  374. *> more details.
  375. *> \endverbatim
  376. *>
  377. *> \param[in] IGNORE_CWISE
  378. *> \verbatim
  379. *> IGNORE_CWISE is LOGICAL
  380. *> If .TRUE. then ignore componentwise convergence. Default value
  381. *> is .FALSE..
  382. *> \endverbatim
  383. *>
  384. *> \param[out] INFO
  385. *> \verbatim
  386. *> INFO is INTEGER
  387. *> = 0: Successful exit.
  388. *> < 0: if INFO = -i, the ith argument to CGBTRS had an illegal
  389. *> value
  390. *> \endverbatim
  391. *
  392. * Authors:
  393. * ========
  394. *
  395. *> \author Univ. of Tennessee
  396. *> \author Univ. of California Berkeley
  397. *> \author Univ. of Colorado Denver
  398. *> \author NAG Ltd.
  399. *
  400. *> \ingroup complexGBcomputational
  401. *
  402. * =====================================================================
  403. SUBROUTINE CLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
  404. $ NRHS, AB, LDAB, AFB, LDAFB, IPIV,
  405. $ COLEQU, C, B, LDB, Y, LDY,
  406. $ BERR_OUT, N_NORMS, ERR_BNDS_NORM,
  407. $ ERR_BNDS_COMP, RES, AYB, DY,
  408. $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
  409. $ DZ_UB, IGNORE_CWISE, INFO )
  410. *
  411. * -- LAPACK computational routine --
  412. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  413. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  414. *
  415. * .. Scalar Arguments ..
  416. INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
  417. $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
  418. LOGICAL COLEQU, IGNORE_CWISE
  419. REAL RTHRESH, DZ_UB
  420. * ..
  421. * .. Array Arguments ..
  422. INTEGER IPIV( * )
  423. COMPLEX AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
  424. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  425. REAL C( * ), AYB(*), RCOND, BERR_OUT( * ),
  426. $ ERR_BNDS_NORM( NRHS, * ),
  427. $ ERR_BNDS_COMP( NRHS, * )
  428. * ..
  429. *
  430. * =====================================================================
  431. *
  432. * .. Local Scalars ..
  433. CHARACTER TRANS
  434. INTEGER CNT, I, J, M, X_STATE, Z_STATE, Y_PREC_STATE
  435. REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  436. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  437. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  438. $ EPS, HUGEVAL, INCR_THRESH
  439. LOGICAL INCR_PREC
  440. COMPLEX ZDUM
  441. * ..
  442. * .. Parameters ..
  443. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  444. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  445. $ EXTRA_Y
  446. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  447. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  448. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  449. $ EXTRA_Y = 2 )
  450. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  451. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  452. INTEGER CMP_ERR_I, PIV_GROWTH_I
  453. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  454. $ BERR_I = 3 )
  455. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  456. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  457. $ PIV_GROWTH_I = 9 )
  458. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  459. $ LA_LINRX_CWISE_I
  460. PARAMETER ( LA_LINRX_ITREF_I = 1,
  461. $ LA_LINRX_ITHRESH_I = 2 )
  462. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  463. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  464. $ LA_LINRX_RCOND_I
  465. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  466. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  467. * ..
  468. * .. External Subroutines ..
  469. EXTERNAL CAXPY, CCOPY, CGBTRS, CGBMV, BLAS_CGBMV_X,
  470. $ BLAS_CGBMV2_X, CLA_GBAMV, CLA_WWADDW, SLAMCH,
  471. $ CHLA_TRANSTYPE, CLA_LIN_BERR
  472. REAL SLAMCH
  473. CHARACTER CHLA_TRANSTYPE
  474. * ..
  475. * .. Intrinsic Functions..
  476. INTRINSIC ABS, MAX, MIN
  477. * ..
  478. * .. Statement Functions ..
  479. REAL CABS1
  480. * ..
  481. * .. Statement Function Definitions ..
  482. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  483. * ..
  484. * .. Executable Statements ..
  485. *
  486. IF (INFO.NE.0) RETURN
  487. TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
  488. EPS = SLAMCH( 'Epsilon' )
  489. HUGEVAL = SLAMCH( 'Overflow' )
  490. * Force HUGEVAL to Inf
  491. HUGEVAL = HUGEVAL * HUGEVAL
  492. * Using HUGEVAL may lead to spurious underflows.
  493. INCR_THRESH = REAL( N ) * EPS
  494. M = KL+KU+1
  495. DO J = 1, NRHS
  496. Y_PREC_STATE = EXTRA_RESIDUAL
  497. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) then
  498. DO I = 1, N
  499. Y_TAIL( I ) = 0.0
  500. END DO
  501. END IF
  502. DXRAT = 0.0E+0
  503. DXRATMAX = 0.0E+0
  504. DZRAT = 0.0E+0
  505. DZRATMAX = 0.0E+0
  506. FINAL_DX_X = HUGEVAL
  507. FINAL_DZ_Z = HUGEVAL
  508. PREVNORMDX = HUGEVAL
  509. PREV_DZ_Z = HUGEVAL
  510. DZ_Z = HUGEVAL
  511. DX_X = HUGEVAL
  512. X_STATE = WORKING_STATE
  513. Z_STATE = UNSTABLE_STATE
  514. INCR_PREC = .FALSE.
  515. DO CNT = 1, ITHRESH
  516. *
  517. * Compute residual RES = B_s - op(A_s) * Y,
  518. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  519. *
  520. CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
  521. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  522. CALL CGBMV( TRANS, M, N, KL, KU, (-1.0E+0,0.0E+0), AB,
  523. $ LDAB, Y( 1, J ), 1, (1.0E+0,0.0E+0), RES, 1 )
  524. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  525. CALL BLAS_CGBMV_X( TRANS_TYPE, N, N, KL, KU,
  526. $ (-1.0E+0,0.0E+0), AB, LDAB, Y( 1, J ), 1,
  527. $ (1.0E+0,0.0E+0), RES, 1, PREC_TYPE )
  528. ELSE
  529. CALL BLAS_CGBMV2_X( TRANS_TYPE, N, N, KL, KU,
  530. $ (-1.0E+0,0.0E+0), AB, LDAB, Y( 1, J ), Y_TAIL, 1,
  531. $ (1.0E+0,0.0E+0), RES, 1, PREC_TYPE )
  532. END IF
  533. ! XXX: RES is no longer needed.
  534. CALL CCOPY( N, RES, 1, DY, 1 )
  535. CALL CGBTRS( TRANS, N, KL, KU, 1, AFB, LDAFB, IPIV, DY, N,
  536. $ INFO )
  537. *
  538. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  539. *
  540. NORMX = 0.0E+0
  541. NORMY = 0.0E+0
  542. NORMDX = 0.0E+0
  543. DZ_Z = 0.0E+0
  544. YMIN = HUGEVAL
  545. DO I = 1, N
  546. YK = CABS1( Y( I, J ) )
  547. DYK = CABS1( DY( I ) )
  548. IF (YK .NE. 0.0) THEN
  549. DZ_Z = MAX( DZ_Z, DYK / YK )
  550. ELSE IF ( DYK .NE. 0.0 ) THEN
  551. DZ_Z = HUGEVAL
  552. END IF
  553. YMIN = MIN( YMIN, YK )
  554. NORMY = MAX( NORMY, YK )
  555. IF ( COLEQU ) THEN
  556. NORMX = MAX( NORMX, YK * C( I ) )
  557. NORMDX = MAX(NORMDX, DYK * C(I))
  558. ELSE
  559. NORMX = NORMY
  560. NORMDX = MAX( NORMDX, DYK )
  561. END IF
  562. END DO
  563. IF ( NORMX .NE. 0.0 ) THEN
  564. DX_X = NORMDX / NORMX
  565. ELSE IF ( NORMDX .EQ. 0.0 ) THEN
  566. DX_X = 0.0
  567. ELSE
  568. DX_X = HUGEVAL
  569. END IF
  570. DXRAT = NORMDX / PREVNORMDX
  571. DZRAT = DZ_Z / PREV_DZ_Z
  572. *
  573. * Check termination criteria.
  574. *
  575. IF (.NOT.IGNORE_CWISE
  576. $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
  577. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  578. $ INCR_PREC = .TRUE.
  579. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  580. $ X_STATE = WORKING_STATE
  581. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  582. IF ( DX_X .LE. EPS ) THEN
  583. X_STATE = CONV_STATE
  584. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  585. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  586. INCR_PREC = .TRUE.
  587. ELSE
  588. X_STATE = NOPROG_STATE
  589. END IF
  590. ELSE
  591. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  592. END IF
  593. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  594. END IF
  595. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  596. $ Z_STATE = WORKING_STATE
  597. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  598. $ Z_STATE = WORKING_STATE
  599. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  600. IF ( DZ_Z .LE. EPS ) THEN
  601. Z_STATE = CONV_STATE
  602. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  603. Z_STATE = UNSTABLE_STATE
  604. DZRATMAX = 0.0
  605. FINAL_DZ_Z = HUGEVAL
  606. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  607. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  608. INCR_PREC = .TRUE.
  609. ELSE
  610. Z_STATE = NOPROG_STATE
  611. END IF
  612. ELSE
  613. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  614. END IF
  615. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  616. END IF
  617. *
  618. * Exit if both normwise and componentwise stopped working,
  619. * but if componentwise is unstable, let it go at least two
  620. * iterations.
  621. *
  622. IF ( X_STATE.NE.WORKING_STATE ) THEN
  623. IF ( IGNORE_CWISE ) GOTO 666
  624. IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
  625. $ GOTO 666
  626. IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
  627. END IF
  628. IF ( INCR_PREC ) THEN
  629. INCR_PREC = .FALSE.
  630. Y_PREC_STATE = Y_PREC_STATE + 1
  631. DO I = 1, N
  632. Y_TAIL( I ) = 0.0
  633. END DO
  634. END IF
  635. PREVNORMDX = NORMDX
  636. PREV_DZ_Z = DZ_Z
  637. *
  638. * Update solution.
  639. *
  640. IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
  641. CALL CAXPY( N, (1.0E+0,0.0E+0), DY, 1, Y(1,J), 1 )
  642. ELSE
  643. CALL CLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
  644. END IF
  645. END DO
  646. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  647. 666 CONTINUE
  648. *
  649. * Set final_* when cnt hits ithresh.
  650. *
  651. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  652. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  653. *
  654. * Compute error bounds.
  655. *
  656. IF ( N_NORMS .GE. 1 ) THEN
  657. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  658. $ FINAL_DX_X / (1 - DXRATMAX)
  659. END IF
  660. IF ( N_NORMS .GE. 2 ) THEN
  661. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  662. $ FINAL_DZ_Z / (1 - DZRATMAX)
  663. END IF
  664. *
  665. * Compute componentwise relative backward error from formula
  666. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  667. * where abs(Z) is the componentwise absolute value of the matrix
  668. * or vector Z.
  669. *
  670. * Compute residual RES = B_s - op(A_s) * Y,
  671. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  672. *
  673. CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
  674. CALL CGBMV( TRANS, N, N, KL, KU, (-1.0E+0,0.0E+0), AB, LDAB,
  675. $ Y(1,J), 1, (1.0E+0,0.0E+0), RES, 1 )
  676. DO I = 1, N
  677. AYB( I ) = CABS1( B( I, J ) )
  678. END DO
  679. *
  680. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  681. *
  682. CALL CLA_GBAMV( TRANS_TYPE, N, N, KL, KU, 1.0E+0,
  683. $ AB, LDAB, Y(1, J), 1, 1.0E+0, AYB, 1 )
  684. CALL CLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
  685. *
  686. * End of loop for each RHS.
  687. *
  688. END DO
  689. *
  690. RETURN
  691. *
  692. * End of CLA_GBRFSX_EXTENDED
  693. *
  694. END