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cla_gerfsx_extended.f 25 kB

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  1. *> \brief \b CLA_GERFSX_EXTENDED
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLA_GERFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_gerfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_gerfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_gerfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLA_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
  31. * LOGICAL COLEQU, IGNORE_CWISE
  32. * INTEGER ITHRESH
  33. * REAL RTHRESH, DZ_UB
  34. * ..
  35. * .. Array Arguments
  36. * INTEGER IPIV( * )
  37. * COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  38. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  39. * REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  40. * $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
  41. * ..
  42. *
  43. *
  44. *> \par Purpose:
  45. * =============
  46. *>
  47. *> \verbatim
  48. *>
  49. *>
  50. *> CLA_GERFSX_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 CGERFSX to perform iterative refinement.
  54. *> In addition to normwise error bound, the code provides maximum
  55. *> componentwise error bound if possible. See comments for ERRS_N
  56. *> and ERRS_C for details of the error bounds. Note that this
  57. *> subroutine is only responsible for setting the second fields of
  58. *> ERRS_N and ERRS_C.
  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] NRHS
  93. *> \verbatim
  94. *> NRHS is INTEGER
  95. *> The number of right-hand-sides, i.e., the number of columns of the
  96. *> matrix B.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] A
  100. *> \verbatim
  101. *> A is COMPLEX array, dimension (LDA,N)
  102. *> On entry, the N-by-N matrix A.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDA
  106. *> \verbatim
  107. *> LDA is INTEGER
  108. *> The leading dimension of the array A. LDA >= max(1,N).
  109. *> \endverbatim
  110. *>
  111. *> \param[in] AF
  112. *> \verbatim
  113. *> AF is COMPLEX array, dimension (LDAF,N)
  114. *> The factors L and U from the factorization
  115. *> A = P*L*U as computed by CGETRF.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] LDAF
  119. *> \verbatim
  120. *> LDAF is INTEGER
  121. *> The leading dimension of the array AF. LDAF >= max(1,N).
  122. *> \endverbatim
  123. *>
  124. *> \param[in] IPIV
  125. *> \verbatim
  126. *> IPIV is INTEGER array, dimension (N)
  127. *> The pivot indices from the factorization A = P*L*U
  128. *> as computed by CGETRF; row i of the matrix was interchanged
  129. *> with row IPIV(i).
  130. *> \endverbatim
  131. *>
  132. *> \param[in] COLEQU
  133. *> \verbatim
  134. *> COLEQU is LOGICAL
  135. *> If .TRUE. then column equilibration was done to A before calling
  136. *> this routine. This is needed to compute the solution and error
  137. *> bounds correctly.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] C
  141. *> \verbatim
  142. *> C is REAL array, dimension (N)
  143. *> The column scale factors for A. If COLEQU = .FALSE., C
  144. *> is not accessed. If C is input, each element of C should be a power
  145. *> of the radix to ensure a reliable solution and error estimates.
  146. *> Scaling by powers of the radix does not cause rounding errors unless
  147. *> the result underflows or overflows. Rounding errors during scaling
  148. *> lead to refining with a matrix that is not equivalent to the
  149. *> input matrix, producing error estimates that may not be
  150. *> reliable.
  151. *> \endverbatim
  152. *>
  153. *> \param[in] B
  154. *> \verbatim
  155. *> B is COMPLEX array, dimension (LDB,NRHS)
  156. *> The right-hand-side matrix B.
  157. *> \endverbatim
  158. *>
  159. *> \param[in] LDB
  160. *> \verbatim
  161. *> LDB is INTEGER
  162. *> The leading dimension of the array B. LDB >= max(1,N).
  163. *> \endverbatim
  164. *>
  165. *> \param[in,out] Y
  166. *> \verbatim
  167. *> Y is COMPLEX array, dimension (LDY,NRHS)
  168. *> On entry, the solution matrix X, as computed by CGETRS.
  169. *> On exit, the improved solution matrix Y.
  170. *> \endverbatim
  171. *>
  172. *> \param[in] LDY
  173. *> \verbatim
  174. *> LDY is INTEGER
  175. *> The leading dimension of the array Y. LDY >= max(1,N).
  176. *> \endverbatim
  177. *>
  178. *> \param[out] BERR_OUT
  179. *> \verbatim
  180. *> BERR_OUT is REAL array, dimension (NRHS)
  181. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  182. *> error for right-hand-side j from the formula
  183. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  184. *> where abs(Z) is the componentwise absolute value of the matrix
  185. *> or vector Z. This is computed by CLA_LIN_BERR.
  186. *> \endverbatim
  187. *>
  188. *> \param[in] N_NORMS
  189. *> \verbatim
  190. *> N_NORMS is INTEGER
  191. *> Determines which error bounds to return (see ERRS_N
  192. *> and ERRS_C).
  193. *> If N_NORMS >= 1 return normwise error bounds.
  194. *> If N_NORMS >= 2 return componentwise error bounds.
  195. *> \endverbatim
  196. *>
  197. *> \param[in,out] ERRS_N
  198. *> \verbatim
  199. *> ERRS_N is REAL array, dimension (NRHS, N_ERR_BNDS)
  200. *> For each right-hand side, this array contains information about
  201. *> various error bounds and condition numbers corresponding to the
  202. *> normwise relative error, which is defined as follows:
  203. *>
  204. *> Normwise relative error in the ith solution vector:
  205. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  206. *> ------------------------------
  207. *> max_j abs(X(j,i))
  208. *>
  209. *> The array is indexed by the type of error information as described
  210. *> below. There currently are up to three pieces of information
  211. *> returned.
  212. *>
  213. *> The first index in ERRS_N(i,:) corresponds to the ith
  214. *> right-hand side.
  215. *>
  216. *> The second index in ERRS_N(:,err) contains the following
  217. *> three fields:
  218. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  219. *> reciprocal condition number is less than the threshold
  220. *> sqrt(n) * slamch('Epsilon').
  221. *>
  222. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  223. *> almost certainly within a factor of 10 of the true error
  224. *> so long as the next entry is greater than the threshold
  225. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  226. *> be trusted if the previous boolean is true.
  227. *>
  228. *> err = 3 Reciprocal condition number: Estimated normwise
  229. *> reciprocal condition number. Compared with the threshold
  230. *> sqrt(n) * slamch('Epsilon') to determine if the error
  231. *> estimate is "guaranteed". These reciprocal condition
  232. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  233. *> appropriately scaled matrix Z.
  234. *> Let Z = S*A, where S scales each row by a power of the
  235. *> radix so all absolute row sums of Z are approximately 1.
  236. *>
  237. *> This subroutine is only responsible for setting the second field
  238. *> above.
  239. *> See Lapack Working Note 165 for further details and extra
  240. *> cautions.
  241. *> \endverbatim
  242. *>
  243. *> \param[in,out] ERRS_C
  244. *> \verbatim
  245. *> ERRS_C is REAL array, dimension (NRHS, N_ERR_BNDS)
  246. *> For each right-hand side, this array contains information about
  247. *> various error bounds and condition numbers corresponding to the
  248. *> componentwise relative error, which is defined as follows:
  249. *>
  250. *> Componentwise relative error in the ith solution vector:
  251. *> abs(XTRUE(j,i) - X(j,i))
  252. *> max_j ----------------------
  253. *> abs(X(j,i))
  254. *>
  255. *> The array is indexed by the right-hand side i (on which the
  256. *> componentwise relative error depends), and the type of error
  257. *> information as described below. There currently are up to three
  258. *> pieces of information returned for each right-hand side. If
  259. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  260. *> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
  261. *> the first (:,N_ERR_BNDS) entries are returned.
  262. *>
  263. *> The first index in ERRS_C(i,:) corresponds to the ith
  264. *> right-hand side.
  265. *>
  266. *> The second index in ERRS_C(:,err) contains the following
  267. *> three fields:
  268. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  269. *> reciprocal condition number is less than the threshold
  270. *> sqrt(n) * slamch('Epsilon').
  271. *>
  272. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  273. *> almost certainly within a factor of 10 of the true error
  274. *> so long as the next entry is greater than the threshold
  275. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  276. *> be trusted if the previous boolean is true.
  277. *>
  278. *> err = 3 Reciprocal condition number: Estimated componentwise
  279. *> reciprocal condition number. Compared with the threshold
  280. *> sqrt(n) * slamch('Epsilon') to determine if the error
  281. *> estimate is "guaranteed". These reciprocal condition
  282. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  283. *> appropriately scaled matrix Z.
  284. *> Let Z = S*(A*diag(x)), where x is the solution for the
  285. *> current right-hand side and S scales each row of
  286. *> A*diag(x) by a power of the radix so all absolute row
  287. *> sums of Z are approximately 1.
  288. *>
  289. *> This subroutine is only responsible for setting the second field
  290. *> above.
  291. *> See Lapack Working Note 165 for further details and extra
  292. *> cautions.
  293. *> \endverbatim
  294. *>
  295. *> \param[in] RES
  296. *> \verbatim
  297. *> RES is COMPLEX array, dimension (N)
  298. *> Workspace to hold the intermediate residual.
  299. *> \endverbatim
  300. *>
  301. *> \param[in] AYB
  302. *> \verbatim
  303. *> AYB is REAL array, dimension (N)
  304. *> Workspace.
  305. *> \endverbatim
  306. *>
  307. *> \param[in] DY
  308. *> \verbatim
  309. *> DY is COMPLEX array, dimension (N)
  310. *> Workspace to hold the intermediate solution.
  311. *> \endverbatim
  312. *>
  313. *> \param[in] Y_TAIL
  314. *> \verbatim
  315. *> Y_TAIL is COMPLEX array, dimension (N)
  316. *> Workspace to hold the trailing bits of the intermediate solution.
  317. *> \endverbatim
  318. *>
  319. *> \param[in] RCOND
  320. *> \verbatim
  321. *> RCOND is REAL
  322. *> Reciprocal scaled condition number. This is an estimate of the
  323. *> reciprocal Skeel condition number of the matrix A after
  324. *> equilibration (if done). If this is less than the machine
  325. *> precision (in particular, if it is zero), the matrix is singular
  326. *> to working precision. Note that the error may still be small even
  327. *> if this number is very small and the matrix appears ill-
  328. *> conditioned.
  329. *> \endverbatim
  330. *>
  331. *> \param[in] ITHRESH
  332. *> \verbatim
  333. *> ITHRESH is INTEGER
  334. *> The maximum number of residual computations allowed for
  335. *> refinement. The default is 10. For 'aggressive' set to 100 to
  336. *> permit convergence using approximate factorizations or
  337. *> factorizations other than LU. If the factorization uses a
  338. *> technique other than Gaussian elimination, the guarantees in
  339. *> ERRS_N and ERRS_C may no longer be trustworthy.
  340. *> \endverbatim
  341. *>
  342. *> \param[in] RTHRESH
  343. *> \verbatim
  344. *> RTHRESH is REAL
  345. *> Determines when to stop refinement if the error estimate stops
  346. *> decreasing. Refinement will stop when the next solution no longer
  347. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  348. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  349. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  350. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  351. *> for more details.
  352. *> \endverbatim
  353. *>
  354. *> \param[in] DZ_UB
  355. *> \verbatim
  356. *> DZ_UB is REAL
  357. *> Determines when to start considering componentwise convergence.
  358. *> Componentwise convergence is only considered after each component
  359. *> of the solution Y is stable, which we define as the relative
  360. *> change in each component being less than DZ_UB. The default value
  361. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  362. *> more details.
  363. *> \endverbatim
  364. *>
  365. *> \param[in] IGNORE_CWISE
  366. *> \verbatim
  367. *> IGNORE_CWISE is LOGICAL
  368. *> If .TRUE. then ignore componentwise convergence. Default value
  369. *> is .FALSE..
  370. *> \endverbatim
  371. *>
  372. *> \param[out] INFO
  373. *> \verbatim
  374. *> INFO is INTEGER
  375. *> = 0: Successful exit.
  376. *> < 0: if INFO = -i, the ith argument to CGETRS had an illegal
  377. *> value
  378. *> \endverbatim
  379. *
  380. * Authors:
  381. * ========
  382. *
  383. *> \author Univ. of Tennessee
  384. *> \author Univ. of California Berkeley
  385. *> \author Univ. of Colorado Denver
  386. *> \author NAG Ltd.
  387. *
  388. *> \ingroup complexGEcomputational
  389. *
  390. * =====================================================================
  391. SUBROUTINE CLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
  392. $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
  393. $ LDB, Y, LDY, BERR_OUT, N_NORMS,
  394. $ ERRS_N, ERRS_C, RES, AYB, DY,
  395. $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
  396. $ DZ_UB, IGNORE_CWISE, INFO )
  397. *
  398. * -- LAPACK computational routine --
  399. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  400. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  401. *
  402. * .. Scalar Arguments ..
  403. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  404. $ TRANS_TYPE, N_NORMS
  405. LOGICAL COLEQU, IGNORE_CWISE
  406. INTEGER ITHRESH
  407. REAL RTHRESH, DZ_UB
  408. * ..
  409. * .. Array Arguments
  410. INTEGER IPIV( * )
  411. COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  412. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  413. REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  414. $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
  415. * ..
  416. *
  417. * =====================================================================
  418. *
  419. * .. Local Scalars ..
  420. CHARACTER TRANS
  421. INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
  422. REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  423. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  424. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  425. $ EPS, HUGEVAL, INCR_THRESH
  426. LOGICAL INCR_PREC
  427. COMPLEX ZDUM
  428. * ..
  429. * .. Parameters ..
  430. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  431. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  432. $ EXTRA_Y
  433. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  434. $ CONV_STATE = 2,
  435. $ NOPROG_STATE = 3 )
  436. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  437. $ EXTRA_Y = 2 )
  438. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  439. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  440. INTEGER CMP_ERR_I, PIV_GROWTH_I
  441. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  442. $ BERR_I = 3 )
  443. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  444. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  445. $ PIV_GROWTH_I = 9 )
  446. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  447. $ LA_LINRX_CWISE_I
  448. PARAMETER ( LA_LINRX_ITREF_I = 1,
  449. $ LA_LINRX_ITHRESH_I = 2 )
  450. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  451. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  452. $ LA_LINRX_RCOND_I
  453. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  454. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  455. * ..
  456. * .. External Subroutines ..
  457. EXTERNAL CAXPY, CCOPY, CGETRS, CGEMV, BLAS_CGEMV_X,
  458. $ BLAS_CGEMV2_X, CLA_GEAMV, CLA_WWADDW, SLAMCH,
  459. $ CHLA_TRANSTYPE, CLA_LIN_BERR
  460. REAL SLAMCH
  461. CHARACTER CHLA_TRANSTYPE
  462. * ..
  463. * .. Intrinsic Functions ..
  464. INTRINSIC ABS, MAX, MIN
  465. * ..
  466. * .. Statement Functions ..
  467. REAL CABS1
  468. * ..
  469. * .. Statement Function Definitions ..
  470. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  471. * ..
  472. * .. Executable Statements ..
  473. *
  474. IF ( INFO.NE.0 ) RETURN
  475. TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
  476. EPS = SLAMCH( 'Epsilon' )
  477. HUGEVAL = SLAMCH( 'Overflow' )
  478. * Force HUGEVAL to Inf
  479. HUGEVAL = HUGEVAL * HUGEVAL
  480. * Using HUGEVAL may lead to spurious underflows.
  481. INCR_THRESH = REAL( N ) * EPS
  482. *
  483. DO J = 1, NRHS
  484. Y_PREC_STATE = EXTRA_RESIDUAL
  485. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  486. DO I = 1, N
  487. Y_TAIL( I ) = 0.0
  488. END DO
  489. END IF
  490. DXRAT = 0.0
  491. DXRATMAX = 0.0
  492. DZRAT = 0.0
  493. DZRATMAX = 0.0
  494. FINAL_DX_X = HUGEVAL
  495. FINAL_DZ_Z = HUGEVAL
  496. PREVNORMDX = HUGEVAL
  497. PREV_DZ_Z = HUGEVAL
  498. DZ_Z = HUGEVAL
  499. DX_X = HUGEVAL
  500. X_STATE = WORKING_STATE
  501. Z_STATE = UNSTABLE_STATE
  502. INCR_PREC = .FALSE.
  503. DO CNT = 1, ITHRESH
  504. *
  505. * Compute residual RES = B_s - op(A_s) * Y,
  506. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  507. *
  508. CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
  509. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  510. CALL CGEMV( TRANS, N, N, (-1.0E+0,0.0E+0), A, LDA,
  511. $ Y( 1, J ), 1, (1.0E+0,0.0E+0), RES, 1)
  512. ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
  513. CALL BLAS_CGEMV_X( TRANS_TYPE, N, N, (-1.0E+0,0.0E+0), A,
  514. $ LDA, Y( 1, J ), 1, (1.0E+0,0.0E+0),
  515. $ RES, 1, PREC_TYPE )
  516. ELSE
  517. CALL BLAS_CGEMV2_X( TRANS_TYPE, N, N, (-1.0E+0,0.0E+0),
  518. $ A, LDA, Y(1, J), Y_TAIL, 1, (1.0E+0,0.0E+0), RES, 1,
  519. $ PREC_TYPE)
  520. END IF
  521. ! XXX: RES is no longer needed.
  522. CALL CCOPY( N, RES, 1, DY, 1 )
  523. CALL CGETRS( TRANS, N, 1, AF, LDAF, IPIV, DY, N, INFO )
  524. *
  525. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  526. *
  527. NORMX = 0.0E+0
  528. NORMY = 0.0E+0
  529. NORMDX = 0.0E+0
  530. DZ_Z = 0.0E+0
  531. YMIN = HUGEVAL
  532. *
  533. DO I = 1, N
  534. YK = CABS1( Y( I, J ) )
  535. DYK = CABS1( DY( I ) )
  536. IF ( YK .NE. 0.0E+0 ) THEN
  537. DZ_Z = MAX( DZ_Z, DYK / YK )
  538. ELSE IF ( DYK .NE. 0.0 ) THEN
  539. DZ_Z = HUGEVAL
  540. END IF
  541. YMIN = MIN( YMIN, YK )
  542. NORMY = MAX( NORMY, YK )
  543. IF ( COLEQU ) THEN
  544. NORMX = MAX( NORMX, YK * C( I ) )
  545. NORMDX = MAX( NORMDX, DYK * C( I ) )
  546. ELSE
  547. NORMX = NORMY
  548. NORMDX = MAX(NORMDX, DYK)
  549. END IF
  550. END DO
  551. IF ( NORMX .NE. 0.0 ) THEN
  552. DX_X = NORMDX / NORMX
  553. ELSE IF ( NORMDX .EQ. 0.0 ) THEN
  554. DX_X = 0.0
  555. ELSE
  556. DX_X = HUGEVAL
  557. END IF
  558. DXRAT = NORMDX / PREVNORMDX
  559. DZRAT = DZ_Z / PREV_DZ_Z
  560. *
  561. * Check termination criteria
  562. *
  563. IF (.NOT.IGNORE_CWISE
  564. $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
  565. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  566. $ INCR_PREC = .TRUE.
  567. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  568. $ X_STATE = WORKING_STATE
  569. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  570. IF (DX_X .LE. EPS) THEN
  571. X_STATE = CONV_STATE
  572. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  573. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  574. INCR_PREC = .TRUE.
  575. ELSE
  576. X_STATE = NOPROG_STATE
  577. END IF
  578. ELSE
  579. IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
  580. END IF
  581. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  582. END IF
  583. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  584. $ Z_STATE = WORKING_STATE
  585. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  586. $ Z_STATE = WORKING_STATE
  587. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  588. IF ( DZ_Z .LE. EPS ) THEN
  589. Z_STATE = CONV_STATE
  590. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  591. Z_STATE = UNSTABLE_STATE
  592. DZRATMAX = 0.0
  593. FINAL_DZ_Z = HUGEVAL
  594. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  595. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  596. INCR_PREC = .TRUE.
  597. ELSE
  598. Z_STATE = NOPROG_STATE
  599. END IF
  600. ELSE
  601. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  602. END IF
  603. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  604. END IF
  605. *
  606. * Exit if both normwise and componentwise stopped working,
  607. * but if componentwise is unstable, let it go at least two
  608. * iterations.
  609. *
  610. IF ( X_STATE.NE.WORKING_STATE ) THEN
  611. IF ( IGNORE_CWISE ) GOTO 666
  612. IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
  613. $ GOTO 666
  614. IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
  615. END IF
  616. IF ( INCR_PREC ) THEN
  617. INCR_PREC = .FALSE.
  618. Y_PREC_STATE = Y_PREC_STATE + 1
  619. DO I = 1, N
  620. Y_TAIL( I ) = 0.0
  621. END DO
  622. END IF
  623. PREVNORMDX = NORMDX
  624. PREV_DZ_Z = DZ_Z
  625. *
  626. * Update solution.
  627. *
  628. IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
  629. CALL CAXPY( N, (1.0E+0,0.0E+0), DY, 1, Y(1,J), 1 )
  630. ELSE
  631. CALL CLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
  632. END IF
  633. END DO
  634. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  635. 666 CONTINUE
  636. *
  637. * Set final_* when cnt hits ithresh
  638. *
  639. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  640. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  641. *
  642. * Compute error bounds
  643. *
  644. IF (N_NORMS .GE. 1) THEN
  645. ERRS_N( J, LA_LINRX_ERR_I ) = FINAL_DX_X / (1 - DXRATMAX)
  646. END IF
  647. IF ( N_NORMS .GE. 2 ) THEN
  648. ERRS_C( J, LA_LINRX_ERR_I ) = FINAL_DZ_Z / (1 - DZRATMAX)
  649. END IF
  650. *
  651. * Compute componentwise relative backward error from formula
  652. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  653. * where abs(Z) is the componentwise absolute value of the matrix
  654. * or vector Z.
  655. *
  656. * Compute residual RES = B_s - op(A_s) * Y,
  657. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  658. *
  659. CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
  660. CALL CGEMV( TRANS, N, N, (-1.0E+0,0.0E+0), A, LDA, Y(1,J), 1,
  661. $ (1.0E+0,0.0E+0), RES, 1 )
  662. DO I = 1, N
  663. AYB( I ) = CABS1( B( I, J ) )
  664. END DO
  665. *
  666. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  667. *
  668. CALL CLA_GEAMV ( TRANS_TYPE, N, N, 1.0E+0,
  669. $ A, LDA, Y(1, J), 1, 1.0E+0, AYB, 1 )
  670. CALL CLA_LIN_BERR ( N, N, 1, RES, AYB, BERR_OUT( J ) )
  671. *
  672. * End of loop for each RHS.
  673. *
  674. END DO
  675. *
  676. RETURN
  677. *
  678. * End of CLA_GERFSX_EXTENDED
  679. *
  680. END