LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
zhprfs.f
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1 *> \brief \b ZHPRFS
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE ZHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
22 * FERR, BERR, WORK, RWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER UPLO
26 * INTEGER INFO, LDB, LDX, N, NRHS
27 * ..
28 * .. Array Arguments ..
29 * INTEGER IPIV( * )
30 * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
31 * COMPLEX*16 AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
32 * \$ X( LDX, * )
33 * ..
34 *
35 *
36 *> \par Purpose:
37 * =============
38 *>
39 *> \verbatim
40 *>
41 *> ZHPRFS improves the computed solution to a system of linear
42 *> equations when the coefficient matrix is Hermitian indefinite
43 *> and packed, and provides error bounds and backward error estimates
44 *> for the solution.
45 *> \endverbatim
46 *
47 * Arguments:
48 * ==========
49 *
50 *> \param[in] UPLO
51 *> \verbatim
52 *> UPLO is CHARACTER*1
53 *> = 'U': Upper triangle of A is stored;
54 *> = 'L': Lower triangle of A is stored.
55 *> \endverbatim
56 *>
57 *> \param[in] N
58 *> \verbatim
59 *> N is INTEGER
60 *> The order of the matrix A. N >= 0.
61 *> \endverbatim
62 *>
63 *> \param[in] NRHS
64 *> \verbatim
65 *> NRHS is INTEGER
66 *> The number of right hand sides, i.e., the number of columns
67 *> of the matrices B and X. NRHS >= 0.
68 *> \endverbatim
69 *>
70 *> \param[in] AP
71 *> \verbatim
72 *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
73 *> The upper or lower triangle of the Hermitian matrix A, packed
74 *> columnwise in a linear array. The j-th column of A is stored
75 *> in the array AP as follows:
76 *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
77 *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
78 *> \endverbatim
79 *>
80 *> \param[in] AFP
81 *> \verbatim
82 *> AFP is COMPLEX*16 array, dimension (N*(N+1)/2)
83 *> The factored form of the matrix A. AFP contains the block
84 *> diagonal matrix D and the multipliers used to obtain the
85 *> factor U or L from the factorization A = U*D*U**H or
86 *> A = L*D*L**H as computed by ZHPTRF, stored as a packed
87 *> triangular matrix.
88 *> \endverbatim
89 *>
90 *> \param[in] IPIV
91 *> \verbatim
92 *> IPIV is INTEGER array, dimension (N)
93 *> Details of the interchanges and the block structure of D
94 *> as determined by ZHPTRF.
95 *> \endverbatim
96 *>
97 *> \param[in] B
98 *> \verbatim
99 *> B is COMPLEX*16 array, dimension (LDB,NRHS)
100 *> The right hand side matrix B.
101 *> \endverbatim
102 *>
103 *> \param[in] LDB
104 *> \verbatim
105 *> LDB is INTEGER
106 *> The leading dimension of the array B. LDB >= max(1,N).
107 *> \endverbatim
108 *>
109 *> \param[in,out] X
110 *> \verbatim
111 *> X is COMPLEX*16 array, dimension (LDX,NRHS)
112 *> On entry, the solution matrix X, as computed by ZHPTRS.
113 *> On exit, the improved solution matrix X.
114 *> \endverbatim
115 *>
116 *> \param[in] LDX
117 *> \verbatim
118 *> LDX is INTEGER
119 *> The leading dimension of the array X. LDX >= max(1,N).
120 *> \endverbatim
121 *>
122 *> \param[out] FERR
123 *> \verbatim
124 *> FERR is DOUBLE PRECISION array, dimension (NRHS)
125 *> The estimated forward error bound for each solution vector
126 *> X(j) (the j-th column of the solution matrix X).
127 *> If XTRUE is the true solution corresponding to X(j), FERR(j)
128 *> is an estimated upper bound for the magnitude of the largest
129 *> element in (X(j) - XTRUE) divided by the magnitude of the
130 *> largest element in X(j). The estimate is as reliable as
131 *> the estimate for RCOND, and is almost always a slight
132 *> overestimate of the true error.
133 *> \endverbatim
134 *>
135 *> \param[out] BERR
136 *> \verbatim
137 *> BERR is DOUBLE PRECISION array, dimension (NRHS)
138 *> The componentwise relative backward error of each solution
139 *> vector X(j) (i.e., the smallest relative change in
140 *> any element of A or B that makes X(j) an exact solution).
141 *> \endverbatim
142 *>
143 *> \param[out] WORK
144 *> \verbatim
145 *> WORK is COMPLEX*16 array, dimension (2*N)
146 *> \endverbatim
147 *>
148 *> \param[out] RWORK
149 *> \verbatim
150 *> RWORK is DOUBLE PRECISION array, dimension (N)
151 *> \endverbatim
152 *>
153 *> \param[out] INFO
154 *> \verbatim
155 *> INFO is INTEGER
156 *> = 0: successful exit
157 *> < 0: if INFO = -i, the i-th argument had an illegal value
158 *> \endverbatim
159 *
160 *> \par Internal Parameters:
161 * =========================
162 *>
163 *> \verbatim
164 *> ITMAX is the maximum number of steps of iterative refinement.
165 *> \endverbatim
166 *
167 * Authors:
168 * ========
169 *
170 *> \author Univ. of Tennessee
171 *> \author Univ. of California Berkeley
172 *> \author Univ. of Colorado Denver
173 *> \author NAG Ltd.
174 *
175 *> \date November 2011
176 *
177 *> \ingroup complex16OTHERcomputational
178 *
179 * =====================================================================
180  SUBROUTINE zhprfs( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
181  \$ ferr, berr, work, rwork, info )
182 *
183 * -- LAPACK computational routine (version 3.4.0) --
184 * -- LAPACK is a software package provided by Univ. of Tennessee, --
185 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
186 * November 2011
187 *
188 * .. Scalar Arguments ..
189  CHARACTER UPLO
190  INTEGER INFO, LDB, LDX, N, NRHS
191 * ..
192 * .. Array Arguments ..
193  INTEGER IPIV( * )
194  DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
195  COMPLEX*16 AFP( * ), AP( * ), B( ldb, * ), WORK( * ),
196  \$ x( ldx, * )
197 * ..
198 *
199 * =====================================================================
200 *
201 * .. Parameters ..
202  INTEGER ITMAX
203  parameter ( itmax = 5 )
204  DOUBLE PRECISION ZERO
205  parameter ( zero = 0.0d+0 )
206  COMPLEX*16 ONE
207  parameter ( one = ( 1.0d+0, 0.0d+0 ) )
208  DOUBLE PRECISION TWO
209  parameter ( two = 2.0d+0 )
210  DOUBLE PRECISION THREE
211  parameter ( three = 3.0d+0 )
212 * ..
213 * .. Local Scalars ..
214  LOGICAL UPPER
215  INTEGER COUNT, I, IK, J, K, KASE, KK, NZ
216  DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
217  COMPLEX*16 ZDUM
218 * ..
219 * .. Local Arrays ..
220  INTEGER ISAVE( 3 )
221 * ..
222 * .. External Subroutines ..
223  EXTERNAL xerbla, zaxpy, zcopy, zhpmv, zhptrs, zlacn2
224 * ..
225 * .. Intrinsic Functions ..
226  INTRINSIC abs, dble, dimag, max
227 * ..
228 * .. External Functions ..
229  LOGICAL LSAME
230  DOUBLE PRECISION DLAMCH
231  EXTERNAL lsame, dlamch
232 * ..
233 * .. Statement Functions ..
234  DOUBLE PRECISION CABS1
235 * ..
236 * .. Statement Function definitions ..
237  cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
238 * ..
239 * .. Executable Statements ..
240 *
241 * Test the input parameters.
242 *
243  info = 0
244  upper = lsame( uplo, 'U' )
245  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
246  info = -1
247  ELSE IF( n.LT.0 ) THEN
248  info = -2
249  ELSE IF( nrhs.LT.0 ) THEN
250  info = -3
251  ELSE IF( ldb.LT.max( 1, n ) ) THEN
252  info = -8
253  ELSE IF( ldx.LT.max( 1, n ) ) THEN
254  info = -10
255  END IF
256  IF( info.NE.0 ) THEN
257  CALL xerbla( 'ZHPRFS', -info )
258  RETURN
259  END IF
260 *
261 * Quick return if possible
262 *
263  IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
264  DO 10 j = 1, nrhs
265  ferr( j ) = zero
266  berr( j ) = zero
267  10 CONTINUE
268  RETURN
269  END IF
270 *
271 * NZ = maximum number of nonzero elements in each row of A, plus 1
272 *
273  nz = n + 1
274  eps = dlamch( 'Epsilon' )
275  safmin = dlamch( 'Safe minimum' )
276  safe1 = nz*safmin
277  safe2 = safe1 / eps
278 *
279 * Do for each right hand side
280 *
281  DO 140 j = 1, nrhs
282 *
283  count = 1
284  lstres = three
285  20 CONTINUE
286 *
287 * Loop until stopping criterion is satisfied.
288 *
289 * Compute residual R = B - A * X
290 *
291  CALL zcopy( n, b( 1, j ), 1, work, 1 )
292  CALL zhpmv( uplo, n, -one, ap, x( 1, j ), 1, one, work, 1 )
293 *
294 * Compute componentwise relative backward error from formula
295 *
296 * max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )
297 *
298 * where abs(Z) is the componentwise absolute value of the matrix
299 * or vector Z. If the i-th component of the denominator is less
300 * than SAFE2, then SAFE1 is added to the i-th components of the
301 * numerator and denominator before dividing.
302 *
303  DO 30 i = 1, n
304  rwork( i ) = cabs1( b( i, j ) )
305  30 CONTINUE
306 *
307 * Compute abs(A)*abs(X) + abs(B).
308 *
309  kk = 1
310  IF( upper ) THEN
311  DO 50 k = 1, n
312  s = zero
313  xk = cabs1( x( k, j ) )
314  ik = kk
315  DO 40 i = 1, k - 1
316  rwork( i ) = rwork( i ) + cabs1( ap( ik ) )*xk
317  s = s + cabs1( ap( ik ) )*cabs1( x( i, j ) )
318  ik = ik + 1
319  40 CONTINUE
320  rwork( k ) = rwork( k ) + abs( dble( ap( kk+k-1 ) ) )*
321  \$ xk + s
322  kk = kk + k
323  50 CONTINUE
324  ELSE
325  DO 70 k = 1, n
326  s = zero
327  xk = cabs1( x( k, j ) )
328  rwork( k ) = rwork( k ) + abs( dble( ap( kk ) ) )*xk
329  ik = kk + 1
330  DO 60 i = k + 1, n
331  rwork( i ) = rwork( i ) + cabs1( ap( ik ) )*xk
332  s = s + cabs1( ap( ik ) )*cabs1( x( i, j ) )
333  ik = ik + 1
334  60 CONTINUE
335  rwork( k ) = rwork( k ) + s
336  kk = kk + ( n-k+1 )
337  70 CONTINUE
338  END IF
339  s = zero
340  DO 80 i = 1, n
341  IF( rwork( i ).GT.safe2 ) THEN
342  s = max( s, cabs1( work( i ) ) / rwork( i ) )
343  ELSE
344  s = max( s, ( cabs1( work( i ) )+safe1 ) /
345  \$ ( rwork( i )+safe1 ) )
346  END IF
347  80 CONTINUE
348  berr( j ) = s
349 *
350 * Test stopping criterion. Continue iterating if
351 * 1) The residual BERR(J) is larger than machine epsilon, and
352 * 2) BERR(J) decreased by at least a factor of 2 during the
353 * last iteration, and
354 * 3) At most ITMAX iterations tried.
355 *
356  IF( berr( j ).GT.eps .AND. two*berr( j ).LE.lstres .AND.
357  \$ count.LE.itmax ) THEN
358 *
359 * Update solution and try again.
360 *
361  CALL zhptrs( uplo, n, 1, afp, ipiv, work, n, info )
362  CALL zaxpy( n, one, work, 1, x( 1, j ), 1 )
363  lstres = berr( j )
364  count = count + 1
365  GO TO 20
366  END IF
367 *
368 * Bound error from formula
369 *
370 * norm(X - XTRUE) / norm(X) .le. FERR =
371 * norm( abs(inv(A))*
372 * ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
373 *
374 * where
375 * norm(Z) is the magnitude of the largest component of Z
376 * inv(A) is the inverse of A
377 * abs(Z) is the componentwise absolute value of the matrix or
378 * vector Z
379 * NZ is the maximum number of nonzeros in any row of A, plus 1
380 * EPS is machine epsilon
381 *
382 * The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
383 * is incremented by SAFE1 if the i-th component of
384 * abs(A)*abs(X) + abs(B) is less than SAFE2.
385 *
386 * Use ZLACN2 to estimate the infinity-norm of the matrix
387 * inv(A) * diag(W),
388 * where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) )))
389 *
390  DO 90 i = 1, n
391  IF( rwork( i ).GT.safe2 ) THEN
392  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i )
393  ELSE
394  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i ) +
395  \$ safe1
396  END IF
397  90 CONTINUE
398 *
399  kase = 0
400  100 CONTINUE
401  CALL zlacn2( n, work( n+1 ), work, ferr( j ), kase, isave )
402  IF( kase.NE.0 ) THEN
403  IF( kase.EQ.1 ) THEN
404 *
405 * Multiply by diag(W)*inv(A**H).
406 *
407  CALL zhptrs( uplo, n, 1, afp, ipiv, work, n, info )
408  DO 110 i = 1, n
409  work( i ) = rwork( i )*work( i )
410  110 CONTINUE
411  ELSE IF( kase.EQ.2 ) THEN
412 *
413 * Multiply by inv(A)*diag(W).
414 *
415  DO 120 i = 1, n
416  work( i ) = rwork( i )*work( i )
417  120 CONTINUE
418  CALL zhptrs( uplo, n, 1, afp, ipiv, work, n, info )
419  END IF
420  GO TO 100
421  END IF
422 *
423 * Normalize error.
424 *
425  lstres = zero
426  DO 130 i = 1, n
427  lstres = max( lstres, cabs1( x( i, j ) ) )
428  130 CONTINUE
429  IF( lstres.NE.zero )
430  \$ ferr( j ) = ferr( j ) / lstres
431 *
432  140 CONTINUE
433 *
434  RETURN
435 *
436 * End of ZHPRFS
437 *
438  END
subroutine zhptrs(UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
ZHPTRS
Definition: zhptrs.f:117
subroutine zhprfs(UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
ZHPRFS
Definition: zhprfs.f:182
subroutine zcopy(N, ZX, INCX, ZY, INCY)
ZCOPY
Definition: zcopy.f:52
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine zlacn2(N, V, X, EST, KASE, ISAVE)
ZLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: zlacn2.f:135
subroutine zhpmv(UPLO, N, ALPHA, AP, X, INCX, BETA, Y, INCY)
ZHPMV
Definition: zhpmv.f:151
subroutine zaxpy(N, ZA, ZX, INCX, ZY, INCY)
ZAXPY
Definition: zaxpy.f:53