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- *> \brief \b SLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SLA_GERFSX_EXTENDED + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
- * LDA, AF, LDAF, IPIV, COLEQU, C, B,
- * LDB, Y, LDY, BERR_OUT, N_NORMS,
- * ERRS_N, ERRS_C, RES,
- * AYB, DY, Y_TAIL, RCOND, ITHRESH,
- * RTHRESH, DZ_UB, IGNORE_CWISE,
- * INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
- * $ TRANS_TYPE, N_NORMS, ITHRESH
- * LOGICAL COLEQU, IGNORE_CWISE
- * REAL RTHRESH, DZ_UB
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * )
- * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
- * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
- * REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
- * $ ERRS_N( NRHS, * ),
- * $ ERRS_C( NRHS, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SLA_GERFSX_EXTENDED improves the computed solution to a system of
- *> linear equations by performing extra-precise iterative refinement
- *> and provides error bounds and backward error estimates for the solution.
- *> This subroutine is called by SGERFSX to perform iterative refinement.
- *> In addition to normwise error bound, the code provides maximum
- *> componentwise error bound if possible. See comments for ERRS_N
- *> and ERRS_C for details of the error bounds. Note that this
- *> subroutine is only resonsible for setting the second fields of
- *> ERRS_N and ERRS_C.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] PREC_TYPE
- *> \verbatim
- *> PREC_TYPE is INTEGER
- *> Specifies the intermediate precision to be used in refinement.
- *> The value is defined by ILAPREC(P) where P is a CHARACTER and P
- *> = 'S': Single
- *> = 'D': Double
- *> = 'I': Indigenous
- *> = 'X' or 'E': Extra
- *> \endverbatim
- *>
- *> \param[in] TRANS_TYPE
- *> \verbatim
- *> TRANS_TYPE is INTEGER
- *> Specifies the transposition operation on A.
- *> The value is defined by ILATRANS(T) where T is a CHARACTER and T
- *> = 'N': No transpose
- *> = 'T': Transpose
- *> = 'C': Conjugate transpose
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of linear equations, i.e., the order of the
- *> matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] NRHS
- *> \verbatim
- *> NRHS is INTEGER
- *> The number of right-hand-sides, i.e., the number of columns of the
- *> matrix B.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is REAL array, dimension (LDA,N)
- *> On entry, the N-by-N matrix A.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] AF
- *> \verbatim
- *> AF is REAL array, dimension (LDAF,N)
- *> The factors L and U from the factorization
- *> A = P*L*U as computed by SGETRF.
- *> \endverbatim
- *>
- *> \param[in] LDAF
- *> \verbatim
- *> LDAF is INTEGER
- *> The leading dimension of the array AF. LDAF >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] IPIV
- *> \verbatim
- *> IPIV is INTEGER array, dimension (N)
- *> The pivot indices from the factorization A = P*L*U
- *> as computed by SGETRF; row i of the matrix was interchanged
- *> with row IPIV(i).
- *> \endverbatim
- *>
- *> \param[in] COLEQU
- *> \verbatim
- *> COLEQU is LOGICAL
- *> If .TRUE. then column equilibration was done to A before calling
- *> this routine. This is needed to compute the solution and error
- *> bounds correctly.
- *> \endverbatim
- *>
- *> \param[in] C
- *> \verbatim
- *> C is REAL array, dimension (N)
- *> The column scale factors for A. If COLEQU = .FALSE., C
- *> is not accessed. If C is input, each element of C should be a power
- *> of the radix to ensure a reliable solution and error estimates.
- *> Scaling by powers of the radix does not cause rounding errors unless
- *> the result underflows or overflows. Rounding errors during scaling
- *> lead to refining with a matrix that is not equivalent to the
- *> input matrix, producing error estimates that may not be
- *> reliable.
- *> \endverbatim
- *>
- *> \param[in] B
- *> \verbatim
- *> B is REAL array, dimension (LDB,NRHS)
- *> The right-hand-side matrix B.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in,out] Y
- *> \verbatim
- *> Y is REAL array, dimension (LDY,NRHS)
- *> On entry, the solution matrix X, as computed by SGETRS.
- *> On exit, the improved solution matrix Y.
- *> \endverbatim
- *>
- *> \param[in] LDY
- *> \verbatim
- *> LDY is INTEGER
- *> The leading dimension of the array Y. LDY >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] BERR_OUT
- *> \verbatim
- *> BERR_OUT is REAL array, dimension (NRHS)
- *> On exit, BERR_OUT(j) contains the componentwise relative backward
- *> error for right-hand-side j from the formula
- *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
- *> where abs(Z) is the componentwise absolute value of the matrix
- *> or vector Z. This is computed by SLA_LIN_BERR.
- *> \endverbatim
- *>
- *> \param[in] N_NORMS
- *> \verbatim
- *> N_NORMS is INTEGER
- *> Determines which error bounds to return (see ERRS_N
- *> and ERRS_C).
- *> If N_NORMS >= 1 return normwise error bounds.
- *> If N_NORMS >= 2 return componentwise error bounds.
- *> \endverbatim
- *>
- *> \param[in,out] ERRS_N
- *> \verbatim
- *> ERRS_N is REAL array, dimension (NRHS, N_ERR_BNDS)
- *> For each right-hand side, this array contains information about
- *> various error bounds and condition numbers corresponding to the
- *> normwise relative error, which is defined as follows:
- *>
- *> Normwise relative error in the ith solution vector:
- *> max_j (abs(XTRUE(j,i) - X(j,i)))
- *> ------------------------------
- *> max_j abs(X(j,i))
- *>
- *> The array is indexed by the type of error information as described
- *> below. There currently are up to three pieces of information
- *> returned.
- *>
- *> The first index in ERRS_N(i,:) corresponds to the ith
- *> right-hand side.
- *>
- *> The second index in ERRS_N(:,err) contains the following
- *> three fields:
- *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
- *> reciprocal condition number is less than the threshold
- *> sqrt(n) * slamch('Epsilon').
- *>
- *> err = 2 "Guaranteed" error bound: The estimated forward error,
- *> almost certainly within a factor of 10 of the true error
- *> so long as the next entry is greater than the threshold
- *> sqrt(n) * slamch('Epsilon'). This error bound should only
- *> be trusted if the previous boolean is true.
- *>
- *> err = 3 Reciprocal condition number: Estimated normwise
- *> reciprocal condition number. Compared with the threshold
- *> sqrt(n) * slamch('Epsilon') to determine if the error
- *> estimate is "guaranteed". These reciprocal condition
- *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
- *> appropriately scaled matrix Z.
- *> Let Z = S*A, where S scales each row by a power of the
- *> radix so all absolute row sums of Z are approximately 1.
- *>
- *> This subroutine is only responsible for setting the second field
- *> above.
- *> See Lapack Working Note 165 for further details and extra
- *> cautions.
- *> \endverbatim
- *>
- *> \param[in,out] ERRS_C
- *> \verbatim
- *> ERRS_C is REAL array, dimension (NRHS, N_ERR_BNDS)
- *> For each right-hand side, this array contains information about
- *> various error bounds and condition numbers corresponding to the
- *> componentwise relative error, which is defined as follows:
- *>
- *> Componentwise relative error in the ith solution vector:
- *> abs(XTRUE(j,i) - X(j,i))
- *> max_j ----------------------
- *> abs(X(j,i))
- *>
- *> The array is indexed by the right-hand side i (on which the
- *> componentwise relative error depends), and the type of error
- *> information as described below. There currently are up to three
- *> pieces of information returned for each right-hand side. If
- *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
- *> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
- *> the first (:,N_ERR_BNDS) entries are returned.
- *>
- *> The first index in ERRS_C(i,:) corresponds to the ith
- *> right-hand side.
- *>
- *> The second index in ERRS_C(:,err) contains the following
- *> three fields:
- *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
- *> reciprocal condition number is less than the threshold
- *> sqrt(n) * slamch('Epsilon').
- *>
- *> err = 2 "Guaranteed" error bound: The estimated forward error,
- *> almost certainly within a factor of 10 of the true error
- *> so long as the next entry is greater than the threshold
- *> sqrt(n) * slamch('Epsilon'). This error bound should only
- *> be trusted if the previous boolean is true.
- *>
- *> err = 3 Reciprocal condition number: Estimated componentwise
- *> reciprocal condition number. Compared with the threshold
- *> sqrt(n) * slamch('Epsilon') to determine if the error
- *> estimate is "guaranteed". These reciprocal condition
- *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
- *> appropriately scaled matrix Z.
- *> Let Z = S*(A*diag(x)), where x is the solution for the
- *> current right-hand side and S scales each row of
- *> A*diag(x) by a power of the radix so all absolute row
- *> sums of Z are approximately 1.
- *>
- *> This subroutine is only responsible for setting the second field
- *> above.
- *> See Lapack Working Note 165 for further details and extra
- *> cautions.
- *> \endverbatim
- *>
- *> \param[in] RES
- *> \verbatim
- *> RES is REAL array, dimension (N)
- *> Workspace to hold the intermediate residual.
- *> \endverbatim
- *>
- *> \param[in] AYB
- *> \verbatim
- *> AYB is REAL array, dimension (N)
- *> Workspace. This can be the same workspace passed for Y_TAIL.
- *> \endverbatim
- *>
- *> \param[in] DY
- *> \verbatim
- *> DY is REAL array, dimension (N)
- *> Workspace to hold the intermediate solution.
- *> \endverbatim
- *>
- *> \param[in] Y_TAIL
- *> \verbatim
- *> Y_TAIL is REAL array, dimension (N)
- *> Workspace to hold the trailing bits of the intermediate solution.
- *> \endverbatim
- *>
- *> \param[in] RCOND
- *> \verbatim
- *> RCOND is REAL
- *> Reciprocal scaled condition number. This is an estimate of the
- *> reciprocal Skeel condition number of the matrix A after
- *> equilibration (if done). If this is less than the machine
- *> precision (in particular, if it is zero), the matrix is singular
- *> to working precision. Note that the error may still be small even
- *> if this number is very small and the matrix appears ill-
- *> conditioned.
- *> \endverbatim
- *>
- *> \param[in] ITHRESH
- *> \verbatim
- *> ITHRESH is INTEGER
- *> The maximum number of residual computations allowed for
- *> refinement. The default is 10. For 'aggressive' set to 100 to
- *> permit convergence using approximate factorizations or
- *> factorizations other than LU. If the factorization uses a
- *> technique other than Gaussian elimination, the guarantees in
- *> ERRS_N and ERRS_C may no longer be trustworthy.
- *> \endverbatim
- *>
- *> \param[in] RTHRESH
- *> \verbatim
- *> RTHRESH is REAL
- *> Determines when to stop refinement if the error estimate stops
- *> decreasing. Refinement will stop when the next solution no longer
- *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
- *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
- *> default value is 0.5. For 'aggressive' set to 0.9 to permit
- *> convergence on extremely ill-conditioned matrices. See LAWN 165
- *> for more details.
- *> \endverbatim
- *>
- *> \param[in] DZ_UB
- *> \verbatim
- *> DZ_UB is REAL
- *> Determines when to start considering componentwise convergence.
- *> Componentwise convergence is only considered after each component
- *> of the solution Y is stable, which we definte as the relative
- *> change in each component being less than DZ_UB. The default value
- *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
- *> more details.
- *> \endverbatim
- *>
- *> \param[in] IGNORE_CWISE
- *> \verbatim
- *> IGNORE_CWISE is LOGICAL
- *> If .TRUE. then ignore componentwise convergence. Default value
- *> is .FALSE..
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: Successful exit.
- *> < 0: if INFO = -i, the ith argument to SGETRS had an illegal
- *> value
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup realGEcomputational
- *
- * =====================================================================
- SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
- $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
- $ LDB, Y, LDY, BERR_OUT, N_NORMS,
- $ ERRS_N, ERRS_C, RES,
- $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
- $ RTHRESH, DZ_UB, IGNORE_CWISE,
- $ INFO )
- *
- * -- LAPACK computational routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
- $ TRANS_TYPE, N_NORMS, ITHRESH
- LOGICAL COLEQU, IGNORE_CWISE
- REAL RTHRESH, DZ_UB
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * )
- REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
- $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
- REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
- $ ERRS_N( NRHS, * ),
- $ ERRS_C( NRHS, * )
- * ..
- *
- * =====================================================================
- *
- * .. Local Scalars ..
- CHARACTER TRANS
- INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
- REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
- $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
- $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
- $ EPS, HUGEVAL, INCR_THRESH
- LOGICAL INCR_PREC
- * ..
- * .. Parameters ..
- INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
- $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
- $ EXTRA_Y
- PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
- $ CONV_STATE = 2, NOPROG_STATE = 3 )
- PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
- $ EXTRA_Y = 2 )
- INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
- INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
- INTEGER CMP_ERR_I, PIV_GROWTH_I
- PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
- $ BERR_I = 3 )
- PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
- PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
- $ PIV_GROWTH_I = 9 )
- INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
- $ LA_LINRX_CWISE_I
- PARAMETER ( LA_LINRX_ITREF_I = 1,
- $ LA_LINRX_ITHRESH_I = 2 )
- PARAMETER ( LA_LINRX_CWISE_I = 3 )
- INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
- $ LA_LINRX_RCOND_I
- PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
- PARAMETER ( LA_LINRX_RCOND_I = 3 )
- * ..
- * .. External Subroutines ..
- EXTERNAL SAXPY, SCOPY, SGETRS, SGEMV, BLAS_SGEMV_X,
- $ BLAS_SGEMV2_X, SLA_GEAMV, SLA_WWADDW, SLAMCH,
- $ CHLA_TRANSTYPE, SLA_LIN_BERR
- REAL SLAMCH
- CHARACTER CHLA_TRANSTYPE
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN
- * ..
- * .. Executable Statements ..
- *
- IF ( INFO.NE.0 ) RETURN
- TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
- EPS = SLAMCH( 'Epsilon' )
- HUGEVAL = SLAMCH( 'Overflow' )
- * Force HUGEVAL to Inf
- HUGEVAL = HUGEVAL * HUGEVAL
- * Using HUGEVAL may lead to spurious underflows.
- INCR_THRESH = REAL( N ) * EPS
- *
- DO J = 1, NRHS
- Y_PREC_STATE = EXTRA_RESIDUAL
- IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
- DO I = 1, N
- Y_TAIL( I ) = 0.0
- END DO
- END IF
-
- DXRAT = 0.0
- DXRATMAX = 0.0
- DZRAT = 0.0
- DZRATMAX = 0.0
- FINAL_DX_X = HUGEVAL
- FINAL_DZ_Z = HUGEVAL
- PREVNORMDX = HUGEVAL
- PREV_DZ_Z = HUGEVAL
- DZ_Z = HUGEVAL
- DX_X = HUGEVAL
-
- X_STATE = WORKING_STATE
- Z_STATE = UNSTABLE_STATE
- INCR_PREC = .FALSE.
-
- DO CNT = 1, ITHRESH
- *
- * Compute residual RES = B_s - op(A_s) * Y,
- * op(A) = A, A**T, or A**H depending on TRANS (and type).
- *
- CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
- IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
- CALL SGEMV( TRANS, N, N, -1.0, A, LDA, Y( 1, J ), 1,
- $ 1.0, RES, 1 )
- ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
- CALL BLAS_SGEMV_X( TRANS_TYPE, N, N, -1.0, A, LDA,
- $ Y( 1, J ), 1, 1.0, RES, 1, PREC_TYPE )
- ELSE
- CALL BLAS_SGEMV2_X( TRANS_TYPE, N, N, -1.0, A, LDA,
- $ Y( 1, J ), Y_TAIL, 1, 1.0, RES, 1, PREC_TYPE )
- END IF
-
- ! XXX: RES is no longer needed.
- CALL SCOPY( N, RES, 1, DY, 1 )
- CALL SGETRS( TRANS, N, 1, AF, LDAF, IPIV, DY, N, INFO )
- *
- * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
- *
- NORMX = 0.0
- NORMY = 0.0
- NORMDX = 0.0
- DZ_Z = 0.0
- YMIN = HUGEVAL
- *
- DO I = 1, N
- YK = ABS( Y( I, J ) )
- DYK = ABS( DY( I ) )
-
- IF ( YK .NE. 0.0 ) THEN
- DZ_Z = MAX( DZ_Z, DYK / YK )
- ELSE IF ( DYK .NE. 0.0 ) THEN
- DZ_Z = HUGEVAL
- END IF
-
- YMIN = MIN( YMIN, YK )
-
- NORMY = MAX( NORMY, YK )
-
- IF ( COLEQU ) THEN
- NORMX = MAX( NORMX, YK * C( I ) )
- NORMDX = MAX( NORMDX, DYK * C( I ) )
- ELSE
- NORMX = NORMY
- NORMDX = MAX( NORMDX, DYK )
- END IF
- END DO
-
- IF ( NORMX .NE. 0.0 ) THEN
- DX_X = NORMDX / NORMX
- ELSE IF ( NORMDX .EQ. 0.0 ) THEN
- DX_X = 0.0
- ELSE
- DX_X = HUGEVAL
- END IF
-
- DXRAT = NORMDX / PREVNORMDX
- DZRAT = DZ_Z / PREV_DZ_Z
- *
- * Check termination criteria
- *
- IF (.NOT.IGNORE_CWISE
- $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
- $ .AND. Y_PREC_STATE .LT. EXTRA_Y)
- $ INCR_PREC = .TRUE.
-
- IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
- $ X_STATE = WORKING_STATE
- IF ( X_STATE .EQ. WORKING_STATE ) THEN
- IF ( DX_X .LE. EPS ) THEN
- X_STATE = CONV_STATE
- ELSE IF ( DXRAT .GT. RTHRESH ) THEN
- IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
- INCR_PREC = .TRUE.
- ELSE
- X_STATE = NOPROG_STATE
- END IF
- ELSE
- IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
- END IF
- IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
- END IF
-
- IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
- $ Z_STATE = WORKING_STATE
- IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
- $ Z_STATE = WORKING_STATE
- IF ( Z_STATE .EQ. WORKING_STATE ) THEN
- IF ( DZ_Z .LE. EPS ) THEN
- Z_STATE = CONV_STATE
- ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
- Z_STATE = UNSTABLE_STATE
- DZRATMAX = 0.0
- FINAL_DZ_Z = HUGEVAL
- ELSE IF ( DZRAT .GT. RTHRESH ) THEN
- IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
- INCR_PREC = .TRUE.
- ELSE
- Z_STATE = NOPROG_STATE
- END IF
- ELSE
- IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
- END IF
- IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
- END IF
- *
- * Exit if both normwise and componentwise stopped working,
- * but if componentwise is unstable, let it go at least two
- * iterations.
- *
- IF ( X_STATE.NE.WORKING_STATE ) THEN
- IF ( IGNORE_CWISE) GOTO 666
- IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
- $ GOTO 666
- IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
- END IF
-
- IF ( INCR_PREC ) THEN
- INCR_PREC = .FALSE.
- Y_PREC_STATE = Y_PREC_STATE + 1
- DO I = 1, N
- Y_TAIL( I ) = 0.0
- END DO
- END IF
-
- PREVNORMDX = NORMDX
- PREV_DZ_Z = DZ_Z
- *
- * Update soluton.
- *
- IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
- CALL SAXPY( N, 1.0, DY, 1, Y( 1, J ), 1 )
- ELSE
- CALL SLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
- END IF
-
- END DO
- * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
- 666 CONTINUE
- *
- * Set final_* when cnt hits ithresh.
- *
- IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
- IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
- *
- * Compute error bounds
- *
- IF (N_NORMS .GE. 1) THEN
- ERRS_N( J, LA_LINRX_ERR_I ) =
- $ FINAL_DX_X / (1 - DXRATMAX)
- END IF
- IF ( N_NORMS .GE. 2 ) THEN
- ERRS_C( J, LA_LINRX_ERR_I ) =
- $ FINAL_DZ_Z / (1 - DZRATMAX)
- END IF
- *
- * Compute componentwise relative backward error from formula
- * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
- * where abs(Z) is the componentwise absolute value of the matrix
- * or vector Z.
- *
- * Compute residual RES = B_s - op(A_s) * Y,
- * op(A) = A, A**T, or A**H depending on TRANS (and type).
- *
- CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
- CALL SGEMV( TRANS, N, N, -1.0, A, LDA, Y(1,J), 1, 1.0, RES, 1 )
-
- DO I = 1, N
- AYB( I ) = ABS( B( I, J ) )
- END DO
- *
- * Compute abs(op(A_s))*abs(Y) + abs(B_s).
- *
- CALL SLA_GEAMV ( TRANS_TYPE, N, N, 1.0,
- $ A, LDA, Y(1, J), 1, 1.0, AYB, 1 )
-
- CALL SLA_LIN_BERR ( N, N, 1, RES, AYB, BERR_OUT( J ) )
- *
- * End of loop for each RHS.
- *
- END DO
- *
- RETURN
- END
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