#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int zhprfs_(char *uplo, integer *n, integer *nrhs, doublecomplex *ap, doublecomplex *afp, integer *ipiv, doublecomplex * b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, doublecomplex *work, doublereal *rwork, integer * info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. Purpose ======= ZHPRFS improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian indefinite and packed, and provides error bounds and backward error estimates for the solution. Arguments ========= UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) INTEGER The order of the matrix A. N >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. AP (input) COMPLEX*16 array, dimension (N*(N+1)/2) The upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. AFP (input) COMPLEX*16 array, dimension (N*(N+1)/2) The factored form of the matrix A. AFP contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as a packed triangular matrix. IPIV (input) INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by ZHPTRF. B (input) COMPLEX*16 array, dimension (LDB,NRHS) The right hand side matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). X (input/output) COMPLEX*16 array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by ZHPTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error. BERR (output) DOUBLE PRECISION array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution). WORK (workspace) COMPLEX*16 array, dimension (2*N) RWORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Internal Parameters =================== ITMAX is the maximum number of steps of iterative refinement. ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static doublecomplex c_b1 = {1.,0.}; static integer c__1 = 1; /* System generated locals */ integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5; doublereal d__1, d__2, d__3, d__4; doublecomplex z__1; /* Builtin functions */ double d_imag(doublecomplex *); /* Local variables */ static integer i__, j, k; static doublereal s; static integer ik, kk; static doublereal xk; static integer nz; static doublereal eps; static integer kase; static doublereal safe1, safe2; extern logical lsame_(char *, char *); static integer isave[3], count; static logical upper; extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *), zhpmv_(char *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *), zaxpy_( integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); static doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); static doublereal lstres; extern /* Subroutine */ int zhptrs_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *); --ap; --afp; --ipiv; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; x_dim1 = *ldx; x_offset = 1 + x_dim1; x -= x_offset; --ferr; --berr; --work; --rwork; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*nrhs < 0) { *info = -3; } else if (*ldb < max(1,*n)) { *info = -8; } else if (*ldx < max(1,*n)) { *info = -10; } if (*info != 0) { i__1 = -(*info); xerbla_("ZHPRFS", &i__1); return 0; } /* Quick return if possible */ if (*n == 0 || *nrhs == 0) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { ferr[j] = 0.; berr[j] = 0.; /* L10: */ } return 0; } /* NZ = maximum number of nonzero elements in each row of A, plus 1 */ nz = *n + 1; eps = dlamch_("Epsilon"); safmin = dlamch_("Safe minimum"); safe1 = nz * safmin; safe2 = safe1 / eps; /* Do for each right hand side */ i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { count = 1; lstres = 3.; L20: /* Loop until stopping criterion is satisfied. Compute residual R = B - A * X */ zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1); z__1.r = -1., z__1.i = -0.; zhpmv_(uplo, n, &z__1, &ap[1], &x[j * x_dim1 + 1], &c__1, &c_b1, & work[1], &c__1); /* Compute componentwise relative backward error from formula max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) ) where abs(Z) is the componentwise absolute value of the matrix or vector Z. If the i-th component of the denominator is less than SAFE2, then SAFE1 is added to the i-th components of the numerator and denominator before dividing. */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = d_imag(&b[ i__ + j * b_dim1]), abs(d__2)); /* L30: */ } /* Compute abs(A)*abs(X) + abs(B). */ kk = 1; if (upper) { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; i__3 = k + j * x_dim1; xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), abs(d__2)); ik = kk; i__3 = k - 1; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = ik; rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[ik]), abs(d__2))) * xk; i__4 = ik; i__5 = i__ + j * x_dim1; s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[ ik]), abs(d__2))) * ((d__3 = x[i__5].r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4) )); ++ik; /* L40: */ } i__3 = kk + k - 1; rwork[k] = rwork[k] + (d__1 = ap[i__3].r, abs(d__1)) * xk + s; kk += k; /* L50: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; i__3 = k + j * x_dim1; xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), abs(d__2)); i__3 = kk; rwork[k] += (d__1 = ap[i__3].r, abs(d__1)) * xk; ik = kk + 1; i__3 = *n; for (i__ = k + 1; i__ <= i__3; ++i__) { i__4 = ik; rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[ik]), abs(d__2))) * xk; i__4 = ik; i__5 = i__ + j * x_dim1; s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[ ik]), abs(d__2))) * ((d__3 = x[i__5].r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4) )); ++ik; /* L60: */ } rwork[k] += s; kk += *n - k + 1; /* L70: */ } } s = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (rwork[i__] > safe2) { /* Computing MAX */ i__3 = i__; d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2))) / rwork[i__]; s = max(d__3,d__4); } else { /* Computing MAX */ i__3 = i__; d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + safe1) / (rwork[i__] + safe1); s = max(d__3,d__4); } /* L80: */ } berr[j] = s; /* Test stopping criterion. Continue iterating if 1) The residual BERR(J) is larger than machine epsilon, and 2) BERR(J) decreased by at least a factor of 2 during the last iteration, and 3) At most ITMAX iterations tried. */ if (berr[j] > eps && berr[j] * 2. <= lstres && count <= 5) { /* Update solution and try again. */ zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info); zaxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1); lstres = berr[j]; ++count; goto L20; } /* Bound error from formula norm(X - XTRUE) / norm(X) .le. FERR = norm( abs(inv(A))* ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X) where norm(Z) is the magnitude of the largest component of Z inv(A) is the inverse of A abs(Z) is the componentwise absolute value of the matrix or vector Z NZ is the maximum number of nonzeros in any row of A, plus 1 EPS is machine epsilon The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B)) is incremented by SAFE1 if the i-th component of abs(A)*abs(X) + abs(B) is less than SAFE2. Use ZLACN2 to estimate the infinity-norm of the matrix inv(A) * diag(W), where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (rwork[i__] > safe2) { i__3 = i__; rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] ; } else { i__3 = i__; rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] + safe1; } /* L90: */ } kase = 0; L100: zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(A'). */ zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info); i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__; i__4 = i__; i__5 = i__; z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L110: */ } } else if (kase == 2) { /* Multiply by inv(A)*diag(W). */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__; i__4 = i__; i__5 = i__; z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L120: */ } zhptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[1], n, info); } goto L100; } /* Normalize error. */ lstres = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ i__3 = i__ + j * x_dim1; d__3 = lstres, d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[i__ + j * x_dim1]), abs(d__2)); lstres = max(d__3,d__4); /* L130: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L140: */ } return 0; /* End of ZHPRFS */ } /* zhprfs_ */