/* dgtrfs.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b18 = -1.; static doublereal c_b19 = 1.; /* Subroutine */ int dgtrfs_(char *trans, integer *n, integer *nrhs, doublereal *dl, doublereal *d__, doublereal *du, doublereal *dlf, doublereal *df, doublereal *duf, doublereal *du2, integer *ipiv, doublereal *b, integer *ldb, doublereal *x, integer *ldx, doublereal * ferr, doublereal *berr, doublereal *work, integer *iwork, integer * info) { /* System generated locals */ integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2; doublereal d__1, d__2, d__3, d__4; /* Local variables */ integer i__, j; doublereal s; integer nz; doublereal eps; integer kase; doublereal safe1, safe2; extern logical lsame_(char *, char *); integer isave[3]; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), daxpy_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); integer count; extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); extern /* Subroutine */ int dlagtm_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *); doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); logical notran; char transn[1]; extern /* Subroutine */ int dgttrs_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); char transt[1]; doublereal lstres; /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DGTRFS improves the computed solution to a system of linear */ /* equations when the coefficient matrix is tridiagonal, and provides */ /* error bounds and backward error estimates for the solution. */ /* Arguments */ /* ========= */ /* TRANS (input) CHARACTER*1 */ /* Specifies the form of the system of equations: */ /* = 'N': A * X = B (No transpose) */ /* = 'T': A**T * X = B (Transpose) */ /* = 'C': A**H * X = B (Conjugate transpose = Transpose) */ /* 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 matrix B. NRHS >= 0. */ /* DL (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) subdiagonal elements of A. */ /* D (input) DOUBLE PRECISION array, dimension (N) */ /* The diagonal elements of A. */ /* DU (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) superdiagonal elements of A. */ /* DLF (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) multipliers that define the matrix L from the */ /* LU factorization of A as computed by DGTTRF. */ /* DF (input) DOUBLE PRECISION array, dimension (N) */ /* The n diagonal elements of the upper triangular matrix U from */ /* the LU factorization of A. */ /* DUF (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) elements of the first superdiagonal of U. */ /* DU2 (input) DOUBLE PRECISION array, dimension (N-2) */ /* The (n-2) elements of the second superdiagonal of U. */ /* IPIV (input) INTEGER array, dimension (N) */ /* The pivot indices; for 1 <= i <= n, row i of the matrix was */ /* interchanged with row IPIV(i). IPIV(i) will always be either */ /* i or i+1; IPIV(i) = i indicates a row interchange was not */ /* required. */ /* B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) */ /* On entry, the solution matrix X, as computed by DGTTRS. */ /* 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) DOUBLE PRECISION array, dimension (3*N) */ /* IWORK (workspace) INTEGER 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. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --dl; --d__; --du; --dlf; --df; --duf; --du2; --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; --iwork; /* Function Body */ *info = 0; notran = lsame_(trans, "N"); if (! notran && ! lsame_(trans, "T") && ! lsame_( trans, "C")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*nrhs < 0) { *info = -3; } else if (*ldb < max(1,*n)) { *info = -13; } else if (*ldx < max(1,*n)) { *info = -15; } if (*info != 0) { i__1 = -(*info); xerbla_("DGTRFS", &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; } if (notran) { *(unsigned char *)transn = 'N'; *(unsigned char *)transt = 'T'; } else { *(unsigned char *)transn = 'T'; *(unsigned char *)transt = 'N'; } /* NZ = maximum number of nonzero elements in each row of A, plus 1 */ nz = 4; 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 - op(A) * X, */ /* where op(A) = A, A**T, or A**H, depending on TRANS. */ dcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1); dlagtm_(trans, n, &c__1, &c_b18, &dl[1], &d__[1], &du[1], &x[j * x_dim1 + 1], ldx, &c_b19, &work[*n + 1], n); /* Compute abs(op(A))*abs(x) + abs(b) for use in the backward */ /* error bound. */ if (notran) { if (*n == 1) { work[1] = (d__1 = b[j * b_dim1 + 1], abs(d__1)) + (d__2 = d__[ 1] * x[j * x_dim1 + 1], abs(d__2)); } else { work[1] = (d__1 = b[j * b_dim1 + 1], abs(d__1)) + (d__2 = d__[ 1] * x[j * x_dim1 + 1], abs(d__2)) + (d__3 = du[1] * x[j * x_dim1 + 2], abs(d__3)); i__2 = *n - 1; for (i__ = 2; i__ <= i__2; ++i__) { work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1)) + ( d__2 = dl[i__ - 1] * x[i__ - 1 + j * x_dim1], abs( d__2)) + (d__3 = d__[i__] * x[i__ + j * x_dim1], abs(d__3)) + (d__4 = du[i__] * x[i__ + 1 + j * x_dim1], abs(d__4)); /* L30: */ } work[*n] = (d__1 = b[*n + j * b_dim1], abs(d__1)) + (d__2 = dl[*n - 1] * x[*n - 1 + j * x_dim1], abs(d__2)) + ( d__3 = d__[*n] * x[*n + j * x_dim1], abs(d__3)); } } else { if (*n == 1) { work[1] = (d__1 = b[j * b_dim1 + 1], abs(d__1)) + (d__2 = d__[ 1] * x[j * x_dim1 + 1], abs(d__2)); } else { work[1] = (d__1 = b[j * b_dim1 + 1], abs(d__1)) + (d__2 = d__[ 1] * x[j * x_dim1 + 1], abs(d__2)) + (d__3 = dl[1] * x[j * x_dim1 + 2], abs(d__3)); i__2 = *n - 1; for (i__ = 2; i__ <= i__2; ++i__) { work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1)) + ( d__2 = du[i__ - 1] * x[i__ - 1 + j * x_dim1], abs( d__2)) + (d__3 = d__[i__] * x[i__ + j * x_dim1], abs(d__3)) + (d__4 = dl[i__] * x[i__ + 1 + j * x_dim1], abs(d__4)); /* L40: */ } work[*n] = (d__1 = b[*n + j * b_dim1], abs(d__1)) + (d__2 = du[*n - 1] * x[*n - 1 + j * x_dim1], abs(d__2)) + ( d__3 = d__[*n] * x[*n + j * x_dim1], abs(d__3)); } } /* Compute componentwise relative backward error from formula */ /* max(i) ( abs(R(i)) / ( abs(op(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. */ s = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[i__] > safe2) { /* Computing MAX */ d__2 = s, d__3 = (d__1 = work[*n + i__], abs(d__1)) / work[ i__]; s = max(d__2,d__3); } else { /* Computing MAX */ d__2 = s, d__3 = ((d__1 = work[*n + i__], abs(d__1)) + safe1) / (work[i__] + safe1); s = max(d__2,d__3); } /* L50: */ } 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. */ dgttrs_(trans, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], &ipiv[ 1], &work[*n + 1], n, info); daxpy_(n, &c_b19, &work[*n + 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(op(A)))* */ /* ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X) */ /* where */ /* norm(Z) is the magnitude of the largest component of Z */ /* inv(op(A)) is the inverse of op(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(op(A))*abs(X)+abs(B)) */ /* is incremented by SAFE1 if the i-th component of */ /* abs(op(A))*abs(X) + abs(B) is less than SAFE2. */ /* Use DLACN2 to estimate the infinity-norm of the matrix */ /* inv(op(A)) * diag(W), */ /* where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[i__] > safe2) { work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * work[i__]; } else { work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * work[i__] + safe1; } /* L60: */ } kase = 0; L70: dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], & kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(op(A)**T). */ dgttrs_(transt, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], & ipiv[1], &work[*n + 1], n, info); i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L80: */ } } else { /* Multiply by inv(op(A))*diag(W). */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L90: */ } dgttrs_(transn, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], & ipiv[1], &work[*n + 1], n, info); } goto L70; } /* Normalize error. */ lstres = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ d__2 = lstres, d__3 = (d__1 = x[i__ + j * x_dim1], abs(d__1)); lstres = max(d__2,d__3); /* L100: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L110: */ } return 0; /* End of DGTRFS */ } /* dgtrfs_ */