You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zla_herfsx_extended.f 26 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717
  1. *> \brief \b ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite 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 ZLA_HERFSX_EXTENDED + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_herfsx_extended.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_herfsx_extended.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_herfsx_extended.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLA_HERFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  22. * AF, LDAF, IPIV, COLEQU, C, B, LDB,
  23. * Y, LDY, BERR_OUT, N_NORMS,
  24. * ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
  25. * AYB, DY, Y_TAIL, RCOND, ITHRESH,
  26. * RTHRESH, DZ_UB, IGNORE_CWISE,
  27. * INFO )
  28. *
  29. * .. Scalar Arguments ..
  30. * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  31. * $ N_NORMS, ITHRESH
  32. * CHARACTER UPLO
  33. * LOGICAL COLEQU, IGNORE_CWISE
  34. * DOUBLE PRECISION RTHRESH, DZ_UB
  35. * ..
  36. * .. Array Arguments ..
  37. * INTEGER IPIV( * )
  38. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  39. * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  40. * DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  41. * $ ERR_BNDS_NORM( NRHS, * ),
  42. * $ ERR_BNDS_COMP( NRHS, * )
  43. * ..
  44. *
  45. *
  46. *> \par Purpose:
  47. * =============
  48. *>
  49. *> \verbatim
  50. *>
  51. *> ZLA_HERFSX_EXTENDED improves the computed solution to a system of
  52. *> linear equations by performing extra-precise iterative refinement
  53. *> and provides error bounds and backward error estimates for the solution.
  54. *> This subroutine is called by ZHERFSX to perform iterative refinement.
  55. *> In addition to normwise error bound, the code provides maximum
  56. *> componentwise error bound if possible. See comments for ERR_BNDS_NORM
  57. *> and ERR_BNDS_COMP for details of the error bounds. Note that this
  58. *> subroutine is only responsible for setting the second fields of
  59. *> ERR_BNDS_NORM and ERR_BNDS_COMP.
  60. *> \endverbatim
  61. *
  62. * Arguments:
  63. * ==========
  64. *
  65. *> \param[in] PREC_TYPE
  66. *> \verbatim
  67. *> PREC_TYPE is INTEGER
  68. *> Specifies the intermediate precision to be used in refinement.
  69. *> The value is defined by ILAPREC(P) where P is a CHARACTER and P
  70. *> = 'S': Single
  71. *> = 'D': Double
  72. *> = 'I': Indigenous
  73. *> = 'X' or 'E': Extra
  74. *> \endverbatim
  75. *>
  76. *> \param[in] UPLO
  77. *> \verbatim
  78. *> UPLO is CHARACTER*1
  79. *> = 'U': Upper triangle of A is stored;
  80. *> = 'L': Lower triangle of A is stored.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] N
  84. *> \verbatim
  85. *> N is INTEGER
  86. *> The number of linear equations, i.e., the order of the
  87. *> matrix A. N >= 0.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] NRHS
  91. *> \verbatim
  92. *> NRHS is INTEGER
  93. *> The number of right-hand-sides, i.e., the number of columns of the
  94. *> matrix B.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] A
  98. *> \verbatim
  99. *> A is COMPLEX*16 array, dimension (LDA,N)
  100. *> On entry, the N-by-N matrix A.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDA
  104. *> \verbatim
  105. *> LDA is INTEGER
  106. *> The leading dimension of the array A. LDA >= max(1,N).
  107. *> \endverbatim
  108. *>
  109. *> \param[in] AF
  110. *> \verbatim
  111. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  112. *> The block diagonal matrix D and the multipliers used to
  113. *> obtain the factor U or L as computed by ZHETRF.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDAF
  117. *> \verbatim
  118. *> LDAF is INTEGER
  119. *> The leading dimension of the array AF. LDAF >= max(1,N).
  120. *> \endverbatim
  121. *>
  122. *> \param[in] IPIV
  123. *> \verbatim
  124. *> IPIV is INTEGER array, dimension (N)
  125. *> Details of the interchanges and the block structure of D
  126. *> as determined by ZHETRF.
  127. *> \endverbatim
  128. *>
  129. *> \param[in] COLEQU
  130. *> \verbatim
  131. *> COLEQU is LOGICAL
  132. *> If .TRUE. then column equilibration was done to A before calling
  133. *> this routine. This is needed to compute the solution and error
  134. *> bounds correctly.
  135. *> \endverbatim
  136. *>
  137. *> \param[in] C
  138. *> \verbatim
  139. *> C is DOUBLE PRECISION array, dimension (N)
  140. *> The column scale factors for A. If COLEQU = .FALSE., C
  141. *> is not accessed. If C is input, each element of C should be a power
  142. *> of the radix to ensure a reliable solution and error estimates.
  143. *> Scaling by powers of the radix does not cause rounding errors unless
  144. *> the result underflows or overflows. Rounding errors during scaling
  145. *> lead to refining with a matrix that is not equivalent to the
  146. *> input matrix, producing error estimates that may not be
  147. *> reliable.
  148. *> \endverbatim
  149. *>
  150. *> \param[in] B
  151. *> \verbatim
  152. *> B is COMPLEX*16 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] Y
  163. *> \verbatim
  164. *> Y is COMPLEX*16 array, dimension (LDY,NRHS)
  165. *> On entry, the solution matrix X, as computed by ZHETRS.
  166. *> On exit, the improved solution matrix Y.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] LDY
  170. *> \verbatim
  171. *> LDY is INTEGER
  172. *> The leading dimension of the array Y. LDY >= max(1,N).
  173. *> \endverbatim
  174. *>
  175. *> \param[out] BERR_OUT
  176. *> \verbatim
  177. *> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
  178. *> On exit, BERR_OUT(j) contains the componentwise relative backward
  179. *> error for right-hand-side j from the formula
  180. *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  181. *> where abs(Z) is the componentwise absolute value of the matrix
  182. *> or vector Z. This is computed by ZLA_LIN_BERR.
  183. *> \endverbatim
  184. *>
  185. *> \param[in] N_NORMS
  186. *> \verbatim
  187. *> N_NORMS is INTEGER
  188. *> Determines which error bounds to return (see ERR_BNDS_NORM
  189. *> and ERR_BNDS_COMP).
  190. *> If N_NORMS >= 1 return normwise error bounds.
  191. *> If N_NORMS >= 2 return componentwise error bounds.
  192. *> \endverbatim
  193. *>
  194. *> \param[in,out] ERR_BNDS_NORM
  195. *> \verbatim
  196. *> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  197. *> For each right-hand side, this array contains information about
  198. *> various error bounds and condition numbers corresponding to the
  199. *> normwise relative error, which is defined as follows:
  200. *>
  201. *> Normwise relative error in the ith solution vector:
  202. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  203. *> ------------------------------
  204. *> max_j abs(X(j,i))
  205. *>
  206. *> The array is indexed by the type of error information as described
  207. *> below. There currently are up to three pieces of information
  208. *> returned.
  209. *>
  210. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  211. *> right-hand side.
  212. *>
  213. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  214. *> three fields:
  215. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  216. *> reciprocal condition number is less than the threshold
  217. *> sqrt(n) * slamch('Epsilon').
  218. *>
  219. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  220. *> almost certainly within a factor of 10 of the true error
  221. *> so long as the next entry is greater than the threshold
  222. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  223. *> be trusted if the previous boolean is true.
  224. *>
  225. *> err = 3 Reciprocal condition number: Estimated normwise
  226. *> reciprocal condition number. Compared with the threshold
  227. *> sqrt(n) * slamch('Epsilon') to determine if the error
  228. *> estimate is "guaranteed". These reciprocal condition
  229. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  230. *> appropriately scaled matrix Z.
  231. *> Let Z = S*A, where S scales each row by a power of the
  232. *> radix so all absolute row sums of Z are approximately 1.
  233. *>
  234. *> This subroutine is only responsible for setting the second field
  235. *> above.
  236. *> See Lapack Working Note 165 for further details and extra
  237. *> cautions.
  238. *> \endverbatim
  239. *>
  240. *> \param[in,out] ERR_BNDS_COMP
  241. *> \verbatim
  242. *> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
  243. *> For each right-hand side, this array contains information about
  244. *> various error bounds and condition numbers corresponding to the
  245. *> componentwise relative error, which is defined as follows:
  246. *>
  247. *> Componentwise relative error in the ith solution vector:
  248. *> abs(XTRUE(j,i) - X(j,i))
  249. *> max_j ----------------------
  250. *> abs(X(j,i))
  251. *>
  252. *> The array is indexed by the right-hand side i (on which the
  253. *> componentwise relative error depends), and the type of error
  254. *> information as described below. There currently are up to three
  255. *> pieces of information returned for each right-hand side. If
  256. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  257. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
  258. *> the first (:,N_ERR_BNDS) entries are returned.
  259. *>
  260. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  261. *> right-hand side.
  262. *>
  263. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  264. *> three fields:
  265. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  266. *> reciprocal condition number is less than the threshold
  267. *> sqrt(n) * slamch('Epsilon').
  268. *>
  269. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  270. *> almost certainly within a factor of 10 of the true error
  271. *> so long as the next entry is greater than the threshold
  272. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  273. *> be trusted if the previous boolean is true.
  274. *>
  275. *> err = 3 Reciprocal condition number: Estimated componentwise
  276. *> reciprocal condition number. Compared with the threshold
  277. *> sqrt(n) * slamch('Epsilon') to determine if the error
  278. *> estimate is "guaranteed". These reciprocal condition
  279. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  280. *> appropriately scaled matrix Z.
  281. *> Let Z = S*(A*diag(x)), where x is the solution for the
  282. *> current right-hand side and S scales each row of
  283. *> A*diag(x) by a power of the radix so all absolute row
  284. *> sums of Z are approximately 1.
  285. *>
  286. *> This subroutine is only responsible for setting the second field
  287. *> above.
  288. *> See Lapack Working Note 165 for further details and extra
  289. *> cautions.
  290. *> \endverbatim
  291. *>
  292. *> \param[in] RES
  293. *> \verbatim
  294. *> RES is COMPLEX*16 array, dimension (N)
  295. *> Workspace to hold the intermediate residual.
  296. *> \endverbatim
  297. *>
  298. *> \param[in] AYB
  299. *> \verbatim
  300. *> AYB is DOUBLE PRECISION array, dimension (N)
  301. *> Workspace.
  302. *> \endverbatim
  303. *>
  304. *> \param[in] DY
  305. *> \verbatim
  306. *> DY is COMPLEX*16 array, dimension (N)
  307. *> Workspace to hold the intermediate solution.
  308. *> \endverbatim
  309. *>
  310. *> \param[in] Y_TAIL
  311. *> \verbatim
  312. *> Y_TAIL is COMPLEX*16 array, dimension (N)
  313. *> Workspace to hold the trailing bits of the intermediate solution.
  314. *> \endverbatim
  315. *>
  316. *> \param[in] RCOND
  317. *> \verbatim
  318. *> RCOND is DOUBLE PRECISION
  319. *> Reciprocal scaled condition number. This is an estimate of the
  320. *> reciprocal Skeel condition number of the matrix A after
  321. *> equilibration (if done). If this is less than the machine
  322. *> precision (in particular, if it is zero), the matrix is singular
  323. *> to working precision. Note that the error may still be small even
  324. *> if this number is very small and the matrix appears ill-
  325. *> conditioned.
  326. *> \endverbatim
  327. *>
  328. *> \param[in] ITHRESH
  329. *> \verbatim
  330. *> ITHRESH is INTEGER
  331. *> The maximum number of residual computations allowed for
  332. *> refinement. The default is 10. For 'aggressive' set to 100 to
  333. *> permit convergence using approximate factorizations or
  334. *> factorizations other than LU. If the factorization uses a
  335. *> technique other than Gaussian elimination, the guarantees in
  336. *> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
  337. *> \endverbatim
  338. *>
  339. *> \param[in] RTHRESH
  340. *> \verbatim
  341. *> RTHRESH is DOUBLE PRECISION
  342. *> Determines when to stop refinement if the error estimate stops
  343. *> decreasing. Refinement will stop when the next solution no longer
  344. *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
  345. *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
  346. *> default value is 0.5. For 'aggressive' set to 0.9 to permit
  347. *> convergence on extremely ill-conditioned matrices. See LAWN 165
  348. *> for more details.
  349. *> \endverbatim
  350. *>
  351. *> \param[in] DZ_UB
  352. *> \verbatim
  353. *> DZ_UB is DOUBLE PRECISION
  354. *> Determines when to start considering componentwise convergence.
  355. *> Componentwise convergence is only considered after each component
  356. *> of the solution Y is stable, which we define as the relative
  357. *> change in each component being less than DZ_UB. The default value
  358. *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
  359. *> more details.
  360. *> \endverbatim
  361. *>
  362. *> \param[in] IGNORE_CWISE
  363. *> \verbatim
  364. *> IGNORE_CWISE is LOGICAL
  365. *> If .TRUE. then ignore componentwise convergence. Default value
  366. *> is .FALSE..
  367. *> \endverbatim
  368. *>
  369. *> \param[out] INFO
  370. *> \verbatim
  371. *> INFO is INTEGER
  372. *> = 0: Successful exit.
  373. *> < 0: if INFO = -i, the ith argument to ZLA_HERFSX_EXTENDED had an illegal
  374. *> value
  375. *> \endverbatim
  376. *
  377. * Authors:
  378. * ========
  379. *
  380. *> \author Univ. of Tennessee
  381. *> \author Univ. of California Berkeley
  382. *> \author Univ. of Colorado Denver
  383. *> \author NAG Ltd.
  384. *
  385. *> \ingroup complex16HEcomputational
  386. *
  387. * =====================================================================
  388. SUBROUTINE ZLA_HERFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
  389. $ AF, LDAF, IPIV, COLEQU, C, B, LDB,
  390. $ Y, LDY, BERR_OUT, N_NORMS,
  391. $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
  392. $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
  393. $ RTHRESH, DZ_UB, IGNORE_CWISE,
  394. $ INFO )
  395. *
  396. * -- LAPACK computational routine --
  397. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  398. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  399. *
  400. * .. Scalar Arguments ..
  401. INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
  402. $ N_NORMS, ITHRESH
  403. CHARACTER UPLO
  404. LOGICAL COLEQU, IGNORE_CWISE
  405. DOUBLE PRECISION RTHRESH, DZ_UB
  406. * ..
  407. * .. Array Arguments ..
  408. INTEGER IPIV( * )
  409. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  410. $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
  411. DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
  412. $ ERR_BNDS_NORM( NRHS, * ),
  413. $ ERR_BNDS_COMP( NRHS, * )
  414. * ..
  415. *
  416. * =====================================================================
  417. *
  418. * .. Local Scalars ..
  419. INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE,
  420. $ Y_PREC_STATE
  421. DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
  422. $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
  423. $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
  424. $ EPS, HUGEVAL, INCR_THRESH
  425. LOGICAL INCR_PREC, UPPER
  426. COMPLEX*16 ZDUM
  427. * ..
  428. * .. Parameters ..
  429. INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
  430. $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
  431. $ EXTRA_Y
  432. PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
  433. $ CONV_STATE = 2, NOPROG_STATE = 3 )
  434. PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
  435. $ EXTRA_Y = 2 )
  436. INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
  437. INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
  438. INTEGER CMP_ERR_I, PIV_GROWTH_I
  439. PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
  440. $ BERR_I = 3 )
  441. PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
  442. PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
  443. $ PIV_GROWTH_I = 9 )
  444. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  445. $ LA_LINRX_CWISE_I
  446. PARAMETER ( LA_LINRX_ITREF_I = 1,
  447. $ LA_LINRX_ITHRESH_I = 2 )
  448. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  449. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  450. $ LA_LINRX_RCOND_I
  451. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  452. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  453. * ..
  454. * .. External Functions ..
  455. LOGICAL LSAME
  456. EXTERNAL ILAUPLO
  457. INTEGER ILAUPLO
  458. * ..
  459. * .. External Subroutines ..
  460. EXTERNAL ZAXPY, ZCOPY, ZHETRS, ZHEMV, BLAS_ZHEMV_X,
  461. $ BLAS_ZHEMV2_X, ZLA_HEAMV, ZLA_WWADDW,
  462. $ ZLA_LIN_BERR
  463. DOUBLE PRECISION DLAMCH
  464. * ..
  465. * .. Intrinsic Functions ..
  466. INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
  467. * ..
  468. * .. Statement Functions ..
  469. DOUBLE PRECISION CABS1
  470. * ..
  471. * .. Statement Function Definitions ..
  472. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  473. * ..
  474. * .. Executable Statements ..
  475. *
  476. INFO = 0
  477. UPPER = LSAME( UPLO, 'U' )
  478. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  479. INFO = -2
  480. ELSE IF( N.LT.0 ) THEN
  481. INFO = -3
  482. ELSE IF( NRHS.LT.0 ) THEN
  483. INFO = -4
  484. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  485. INFO = -6
  486. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  487. INFO = -8
  488. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  489. INFO = -13
  490. ELSE IF( LDY.LT.MAX( 1, N ) ) THEN
  491. INFO = -15
  492. END IF
  493. IF( INFO.NE.0 ) THEN
  494. CALL XERBLA( 'ZLA_HERFSX_EXTENDED', -INFO )
  495. RETURN
  496. END IF
  497. EPS = DLAMCH( 'Epsilon' )
  498. HUGEVAL = DLAMCH( 'Overflow' )
  499. * Force HUGEVAL to Inf
  500. HUGEVAL = HUGEVAL * HUGEVAL
  501. * Using HUGEVAL may lead to spurious underflows.
  502. INCR_THRESH = DBLE( N ) * EPS
  503. IF ( LSAME ( UPLO, 'L' ) ) THEN
  504. UPLO2 = ILAUPLO( 'L' )
  505. ELSE
  506. UPLO2 = ILAUPLO( 'U' )
  507. ENDIF
  508. DO J = 1, NRHS
  509. Y_PREC_STATE = EXTRA_RESIDUAL
  510. IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
  511. DO I = 1, N
  512. Y_TAIL( I ) = 0.0D+0
  513. END DO
  514. END IF
  515. DXRAT = 0.0D+0
  516. DXRATMAX = 0.0D+0
  517. DZRAT = 0.0D+0
  518. DZRATMAX = 0.0D+0
  519. FINAL_DX_X = HUGEVAL
  520. FINAL_DZ_Z = HUGEVAL
  521. PREVNORMDX = HUGEVAL
  522. PREV_DZ_Z = HUGEVAL
  523. DZ_Z = HUGEVAL
  524. DX_X = HUGEVAL
  525. X_STATE = WORKING_STATE
  526. Z_STATE = UNSTABLE_STATE
  527. INCR_PREC = .FALSE.
  528. DO CNT = 1, ITHRESH
  529. *
  530. * Compute residual RES = B_s - op(A_s) * Y,
  531. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  532. *
  533. CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
  534. IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
  535. CALL ZHEMV( UPLO, N, DCMPLX(-1.0D+0), A, LDA, Y( 1, J ),
  536. $ 1, DCMPLX(1.0D+0), RES, 1 )
  537. ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
  538. CALL BLAS_ZHEMV_X( UPLO2, N, DCMPLX(-1.0D+0), A, LDA,
  539. $ Y( 1, J ), 1, DCMPLX(1.0D+0), RES, 1, PREC_TYPE)
  540. ELSE
  541. CALL BLAS_ZHEMV2_X(UPLO2, N, DCMPLX(-1.0D+0), A, LDA,
  542. $ Y(1, J), Y_TAIL, 1, DCMPLX(1.0D+0), RES, 1,
  543. $ PREC_TYPE)
  544. END IF
  545. ! XXX: RES is no longer needed.
  546. CALL ZCOPY( N, RES, 1, DY, 1 )
  547. CALL ZHETRS( UPLO, N, 1, AF, LDAF, IPIV, DY, N, INFO )
  548. *
  549. * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
  550. *
  551. NORMX = 0.0D+0
  552. NORMY = 0.0D+0
  553. NORMDX = 0.0D+0
  554. DZ_Z = 0.0D+0
  555. YMIN = HUGEVAL
  556. DO I = 1, N
  557. YK = CABS1( Y( I, J ) )
  558. DYK = CABS1( DY( I ) )
  559. IF (YK .NE. 0.0D+0) THEN
  560. DZ_Z = MAX( DZ_Z, DYK / YK )
  561. ELSE IF ( DYK .NE. 0.0D+0 ) THEN
  562. DZ_Z = HUGEVAL
  563. END IF
  564. YMIN = MIN( YMIN, YK )
  565. NORMY = MAX( NORMY, YK )
  566. IF ( COLEQU ) THEN
  567. NORMX = MAX( NORMX, YK * C( I ) )
  568. NORMDX = MAX( NORMDX, DYK * C( I ) )
  569. ELSE
  570. NORMX = NORMY
  571. NORMDX = MAX( NORMDX, DYK )
  572. END IF
  573. END DO
  574. IF ( NORMX .NE. 0.0D+0 ) THEN
  575. DX_X = NORMDX / NORMX
  576. ELSE IF ( NORMDX .EQ. 0.0D+0 ) THEN
  577. DX_X = 0.0D+0
  578. ELSE
  579. DX_X = HUGEVAL
  580. END IF
  581. DXRAT = NORMDX / PREVNORMDX
  582. DZRAT = DZ_Z / PREV_DZ_Z
  583. *
  584. * Check termination criteria.
  585. *
  586. IF ( YMIN*RCOND .LT. INCR_THRESH*NORMY
  587. $ .AND. Y_PREC_STATE .LT. EXTRA_Y )
  588. $ INCR_PREC = .TRUE.
  589. IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
  590. $ X_STATE = WORKING_STATE
  591. IF ( X_STATE .EQ. WORKING_STATE ) THEN
  592. IF ( DX_X .LE. EPS ) THEN
  593. X_STATE = CONV_STATE
  594. ELSE IF ( DXRAT .GT. RTHRESH ) THEN
  595. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  596. INCR_PREC = .TRUE.
  597. ELSE
  598. X_STATE = NOPROG_STATE
  599. END IF
  600. ELSE
  601. IF (DXRAT .GT. DXRATMAX) DXRATMAX = DXRAT
  602. END IF
  603. IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
  604. END IF
  605. IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
  606. $ Z_STATE = WORKING_STATE
  607. IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
  608. $ Z_STATE = WORKING_STATE
  609. IF ( Z_STATE .EQ. WORKING_STATE ) THEN
  610. IF ( DZ_Z .LE. EPS ) THEN
  611. Z_STATE = CONV_STATE
  612. ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
  613. Z_STATE = UNSTABLE_STATE
  614. DZRATMAX = 0.0D+0
  615. FINAL_DZ_Z = HUGEVAL
  616. ELSE IF ( DZRAT .GT. RTHRESH ) THEN
  617. IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
  618. INCR_PREC = .TRUE.
  619. ELSE
  620. Z_STATE = NOPROG_STATE
  621. END IF
  622. ELSE
  623. IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
  624. END IF
  625. IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  626. END IF
  627. IF ( X_STATE.NE.WORKING_STATE.AND.
  628. $ ( IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE ) )
  629. $ GOTO 666
  630. IF ( INCR_PREC ) THEN
  631. INCR_PREC = .FALSE.
  632. Y_PREC_STATE = Y_PREC_STATE + 1
  633. DO I = 1, N
  634. Y_TAIL( I ) = 0.0D+0
  635. END DO
  636. END IF
  637. PREVNORMDX = NORMDX
  638. PREV_DZ_Z = DZ_Z
  639. *
  640. * Update solution.
  641. *
  642. IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
  643. CALL ZAXPY( N, DCMPLX(1.0D+0), DY, 1, Y(1,J), 1 )
  644. ELSE
  645. CALL ZLA_WWADDW( N, Y(1,J), Y_TAIL, DY )
  646. END IF
  647. END DO
  648. * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
  649. 666 CONTINUE
  650. *
  651. * Set final_* when cnt hits ithresh.
  652. *
  653. IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
  654. IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
  655. *
  656. * Compute error bounds.
  657. *
  658. IF ( N_NORMS .GE. 1 ) THEN
  659. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
  660. $ FINAL_DX_X / (1 - DXRATMAX)
  661. END IF
  662. IF (N_NORMS .GE. 2) THEN
  663. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
  664. $ FINAL_DZ_Z / (1 - DZRATMAX)
  665. END IF
  666. *
  667. * Compute componentwise relative backward error from formula
  668. * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
  669. * where abs(Z) is the componentwise absolute value of the matrix
  670. * or vector Z.
  671. *
  672. * Compute residual RES = B_s - op(A_s) * Y,
  673. * op(A) = A, A**T, or A**H depending on TRANS (and type).
  674. *
  675. CALL ZCOPY( N, B( 1, J ), 1, RES, 1 )
  676. CALL ZHEMV( UPLO, N, DCMPLX(-1.0D+0), A, LDA, Y(1,J), 1,
  677. $ DCMPLX(1.0D+0), RES, 1 )
  678. DO I = 1, N
  679. AYB( I ) = CABS1( B( I, J ) )
  680. END DO
  681. *
  682. * Compute abs(op(A_s))*abs(Y) + abs(B_s).
  683. *
  684. CALL ZLA_HEAMV( UPLO2, N, 1.0D+0,
  685. $ A, LDA, Y(1, J), 1, 1.0D+0, AYB, 1 )
  686. CALL ZLA_LIN_BERR( N, N, 1, RES, AYB, BERR_OUT( J ) )
  687. *
  688. * End of loop for each RHS.
  689. *
  690. END DO
  691. *
  692. RETURN
  693. *
  694. * End of ZLA_HERFSX_EXTENDED
  695. *
  696. END