LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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cla_gerfsx_extended.f
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1*> \brief \b CLA_GERFSX_EXTENDED
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download CLA_GERFSX_EXTENDED + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_gerfsx_extended.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_gerfsx_extended.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_gerfsx_extended.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE CLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
20* LDA, AF, LDAF, IPIV, COLEQU, C, B,
21* LDB, Y, LDY, BERR_OUT, N_NORMS,
22* ERRS_N, ERRS_C, RES, AYB, DY,
23* Y_TAIL, RCOND, ITHRESH, RTHRESH,
24* DZ_UB, IGNORE_CWISE, INFO )
25*
26* .. Scalar Arguments ..
27* INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
28* $ TRANS_TYPE, N_NORMS
29* LOGICAL COLEQU, IGNORE_CWISE
30* INTEGER ITHRESH
31* REAL RTHRESH, DZ_UB
32* ..
33* .. Array Arguments
34* INTEGER IPIV( * )
35* COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
36* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
37* REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
38* $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
39* ..
40*
41*
42*> \par Purpose:
43* =============
44*>
45*> \verbatim
46*>
47*>
48*> CLA_GERFSX_EXTENDED improves the computed solution to a system of
49*> linear equations by performing extra-precise iterative refinement
50*> and provides error bounds and backward error estimates for the solution.
51*> This subroutine is called by CGERFSX to perform iterative refinement.
52*> In addition to normwise error bound, the code provides maximum
53*> componentwise error bound if possible. See comments for ERRS_N
54*> and ERRS_C for details of the error bounds. Note that this
55*> subroutine is only responsible for setting the second fields of
56*> ERRS_N and ERRS_C.
57*> \endverbatim
58*
59* Arguments:
60* ==========
61*
62*> \param[in] PREC_TYPE
63*> \verbatim
64*> PREC_TYPE is INTEGER
65*> Specifies the intermediate precision to be used in refinement.
66*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
67*> = 'S': Single
68*> = 'D': Double
69*> = 'I': Indigenous
70*> = 'X' or 'E': Extra
71*> \endverbatim
72*>
73*> \param[in] TRANS_TYPE
74*> \verbatim
75*> TRANS_TYPE is INTEGER
76*> Specifies the transposition operation on A.
77*> The value is defined by ILATRANS(T) where T is a CHARACTER and T
78*> = 'N': No transpose
79*> = 'T': Transpose
80*> = 'C': Conjugate transpose
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 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 array, dimension (LDAF,N)
112*> The factors L and U from the factorization
113*> A = P*L*U as computed by CGETRF.
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*> The pivot indices from the factorization A = P*L*U
126*> as computed by CGETRF; row i of the matrix was interchanged
127*> with row IPIV(i).
128*> \endverbatim
129*>
130*> \param[in] COLEQU
131*> \verbatim
132*> COLEQU is LOGICAL
133*> If .TRUE. then column equilibration was done to A before calling
134*> this routine. This is needed to compute the solution and error
135*> bounds correctly.
136*> \endverbatim
137*>
138*> \param[in] C
139*> \verbatim
140*> C is REAL array, dimension (N)
141*> The column scale factors for A. If COLEQU = .FALSE., C
142*> is not accessed. If C is input, each element of C should be a power
143*> of the radix to ensure a reliable solution and error estimates.
144*> Scaling by powers of the radix does not cause rounding errors unless
145*> the result underflows or overflows. Rounding errors during scaling
146*> lead to refining with a matrix that is not equivalent to the
147*> input matrix, producing error estimates that may not be
148*> reliable.
149*> \endverbatim
150*>
151*> \param[in] B
152*> \verbatim
153*> B is COMPLEX array, dimension (LDB,NRHS)
154*> The right-hand-side matrix B.
155*> \endverbatim
156*>
157*> \param[in] LDB
158*> \verbatim
159*> LDB is INTEGER
160*> The leading dimension of the array B. LDB >= max(1,N).
161*> \endverbatim
162*>
163*> \param[in,out] Y
164*> \verbatim
165*> Y is COMPLEX array, dimension (LDY,NRHS)
166*> On entry, the solution matrix X, as computed by CGETRS.
167*> On exit, the improved solution matrix Y.
168*> \endverbatim
169*>
170*> \param[in] LDY
171*> \verbatim
172*> LDY is INTEGER
173*> The leading dimension of the array Y. LDY >= max(1,N).
174*> \endverbatim
175*>
176*> \param[out] BERR_OUT
177*> \verbatim
178*> BERR_OUT is REAL array, dimension (NRHS)
179*> On exit, BERR_OUT(j) contains the componentwise relative backward
180*> error for right-hand-side j from the formula
181*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
182*> where abs(Z) is the componentwise absolute value of the matrix
183*> or vector Z. This is computed by CLA_LIN_BERR.
184*> \endverbatim
185*>
186*> \param[in] N_NORMS
187*> \verbatim
188*> N_NORMS is INTEGER
189*> Determines which error bounds to return (see ERRS_N
190*> and ERRS_C).
191*> If N_NORMS >= 1 return normwise error bounds.
192*> If N_NORMS >= 2 return componentwise error bounds.
193*> \endverbatim
194*>
195*> \param[in,out] ERRS_N
196*> \verbatim
197*> ERRS_N is REAL array, dimension (NRHS, N_ERR_BNDS)
198*> For each right-hand side, this array contains information about
199*> various error bounds and condition numbers corresponding to the
200*> normwise relative error, which is defined as follows:
201*>
202*> Normwise relative error in the ith solution vector:
203*> max_j (abs(XTRUE(j,i) - X(j,i)))
204*> ------------------------------
205*> max_j abs(X(j,i))
206*>
207*> The array is indexed by the type of error information as described
208*> below. There currently are up to three pieces of information
209*> returned.
210*>
211*> The first index in ERRS_N(i,:) corresponds to the ith
212*> right-hand side.
213*>
214*> The second index in ERRS_N(:,err) contains the following
215*> three fields:
216*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
217*> reciprocal condition number is less than the threshold
218*> sqrt(n) * slamch('Epsilon').
219*>
220*> err = 2 "Guaranteed" error bound: The estimated forward error,
221*> almost certainly within a factor of 10 of the true error
222*> so long as the next entry is greater than the threshold
223*> sqrt(n) * slamch('Epsilon'). This error bound should only
224*> be trusted if the previous boolean is true.
225*>
226*> err = 3 Reciprocal condition number: Estimated normwise
227*> reciprocal condition number. Compared with the threshold
228*> sqrt(n) * slamch('Epsilon') to determine if the error
229*> estimate is "guaranteed". These reciprocal condition
230*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
231*> appropriately scaled matrix Z.
232*> Let Z = S*A, where S scales each row by a power of the
233*> radix so all absolute row sums of Z are approximately 1.
234*>
235*> This subroutine is only responsible for setting the second field
236*> above.
237*> See Lapack Working Note 165 for further details and extra
238*> cautions.
239*> \endverbatim
240*>
241*> \param[in,out] ERRS_C
242*> \verbatim
243*> ERRS_C is REAL array, dimension (NRHS, N_ERR_BNDS)
244*> For each right-hand side, this array contains information about
245*> various error bounds and condition numbers corresponding to the
246*> componentwise relative error, which is defined as follows:
247*>
248*> Componentwise relative error in the ith solution vector:
249*> abs(XTRUE(j,i) - X(j,i))
250*> max_j ----------------------
251*> abs(X(j,i))
252*>
253*> The array is indexed by the right-hand side i (on which the
254*> componentwise relative error depends), and the type of error
255*> information as described below. There currently are up to three
256*> pieces of information returned for each right-hand side. If
257*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
258*> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
259*> the first (:,N_ERR_BNDS) entries are returned.
260*>
261*> The first index in ERRS_C(i,:) corresponds to the ith
262*> right-hand side.
263*>
264*> The second index in ERRS_C(:,err) contains the following
265*> three fields:
266*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
267*> reciprocal condition number is less than the threshold
268*> sqrt(n) * slamch('Epsilon').
269*>
270*> err = 2 "Guaranteed" error bound: The estimated forward error,
271*> almost certainly within a factor of 10 of the true error
272*> so long as the next entry is greater than the threshold
273*> sqrt(n) * slamch('Epsilon'). This error bound should only
274*> be trusted if the previous boolean is true.
275*>
276*> err = 3 Reciprocal condition number: Estimated componentwise
277*> reciprocal condition number. Compared with the threshold
278*> sqrt(n) * slamch('Epsilon') to determine if the error
279*> estimate is "guaranteed". These reciprocal condition
280*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
281*> appropriately scaled matrix Z.
282*> Let Z = S*(A*diag(x)), where x is the solution for the
283*> current right-hand side and S scales each row of
284*> A*diag(x) by a power of the radix so all absolute row
285*> sums of Z are approximately 1.
286*>
287*> This subroutine is only responsible for setting the second field
288*> above.
289*> See Lapack Working Note 165 for further details and extra
290*> cautions.
291*> \endverbatim
292*>
293*> \param[in] RES
294*> \verbatim
295*> RES is COMPLEX array, dimension (N)
296*> Workspace to hold the intermediate residual.
297*> \endverbatim
298*>
299*> \param[in] AYB
300*> \verbatim
301*> AYB is REAL array, dimension (N)
302*> Workspace.
303*> \endverbatim
304*>
305*> \param[in] DY
306*> \verbatim
307*> DY is COMPLEX array, dimension (N)
308*> Workspace to hold the intermediate solution.
309*> \endverbatim
310*>
311*> \param[in] Y_TAIL
312*> \verbatim
313*> Y_TAIL is COMPLEX array, dimension (N)
314*> Workspace to hold the trailing bits of the intermediate solution.
315*> \endverbatim
316*>
317*> \param[in] RCOND
318*> \verbatim
319*> RCOND is REAL
320*> Reciprocal scaled condition number. This is an estimate of the
321*> reciprocal Skeel condition number of the matrix A after
322*> equilibration (if done). If this is less than the machine
323*> precision (in particular, if it is zero), the matrix is singular
324*> to working precision. Note that the error may still be small even
325*> if this number is very small and the matrix appears ill-
326*> conditioned.
327*> \endverbatim
328*>
329*> \param[in] ITHRESH
330*> \verbatim
331*> ITHRESH is INTEGER
332*> The maximum number of residual computations allowed for
333*> refinement. The default is 10. For 'aggressive' set to 100 to
334*> permit convergence using approximate factorizations or
335*> factorizations other than LU. If the factorization uses a
336*> technique other than Gaussian elimination, the guarantees in
337*> ERRS_N and ERRS_C may no longer be trustworthy.
338*> \endverbatim
339*>
340*> \param[in] RTHRESH
341*> \verbatim
342*> RTHRESH is REAL
343*> Determines when to stop refinement if the error estimate stops
344*> decreasing. Refinement will stop when the next solution no longer
345*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
346*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
347*> default value is 0.5. For 'aggressive' set to 0.9 to permit
348*> convergence on extremely ill-conditioned matrices. See LAWN 165
349*> for more details.
350*> \endverbatim
351*>
352*> \param[in] DZ_UB
353*> \verbatim
354*> DZ_UB is REAL
355*> Determines when to start considering componentwise convergence.
356*> Componentwise convergence is only considered after each component
357*> of the solution Y is stable, which we define as the relative
358*> change in each component being less than DZ_UB. The default value
359*> is 0.25, requiring the first bit to be stable. See LAWN 165 for
360*> more details.
361*> \endverbatim
362*>
363*> \param[in] IGNORE_CWISE
364*> \verbatim
365*> IGNORE_CWISE is LOGICAL
366*> If .TRUE. then ignore componentwise convergence. Default value
367*> is .FALSE..
368*> \endverbatim
369*>
370*> \param[out] INFO
371*> \verbatim
372*> INFO is INTEGER
373*> = 0: Successful exit.
374*> < 0: if INFO = -i, the ith argument to CGETRS had an illegal
375*> value
376*> \endverbatim
377*
378* Authors:
379* ========
380*
381*> \author Univ. of Tennessee
382*> \author Univ. of California Berkeley
383*> \author Univ. of Colorado Denver
384*> \author NAG Ltd.
385*
386*> \ingroup la_gerfsx_extended
387*
388* =====================================================================
389 SUBROUTINE cla_gerfsx_extended( PREC_TYPE, TRANS_TYPE, N, NRHS,
390 $ A,
391 $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
392 $ LDB, Y, LDY, BERR_OUT, N_NORMS,
393 $ ERRS_N, ERRS_C, RES, AYB, DY,
394 $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
395 $ DZ_UB, IGNORE_CWISE, INFO )
396*
397* -- LAPACK computational routine --
398* -- LAPACK is a software package provided by Univ. of Tennessee, --
399* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
400*
401* .. Scalar Arguments ..
402 INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
403 $ TRANS_TYPE, N_NORMS
404 LOGICAL COLEQU, IGNORE_CWISE
405 INTEGER ITHRESH
406 REAL RTHRESH, DZ_UB
407* ..
408* .. Array Arguments
409 INTEGER IPIV( * )
410 COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
411 $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
412 REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
413 $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
414* ..
415*
416* =====================================================================
417*
418* .. Local Scalars ..
419 CHARACTER TRANS
420 INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
421 REAL 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
426 COMPLEX 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,
434 $ noprog_state = 3 )
435 parameter( base_residual = 0, extra_residual = 1,
436 $ extra_y = 2 )
437 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
438 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
439 INTEGER CMP_ERR_I, PIV_GROWTH_I
440 PARAMETER ( FINAL_NRM_ERR_I = 1, final_cmp_err_i = 2,
441 $ berr_i = 3 )
442 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
443 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
444 $ piv_growth_i = 9 )
445 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
446 $ la_linrx_cwise_i
447 parameter( la_linrx_itref_i = 1,
448 $ la_linrx_ithresh_i = 2 )
449 parameter( la_linrx_cwise_i = 3 )
450 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
451 $ la_linrx_rcond_i
452 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
453 parameter( la_linrx_rcond_i = 3 )
454* ..
455* .. External Subroutines ..
456 EXTERNAL caxpy, ccopy, cgetrs, cgemv,
457 $ blas_cgemv_x,
458 $ blas_cgemv2_x, cla_geamv, cla_wwaddw, slamch,
460 REAL SLAMCH
461 CHARACTER CHLA_TRANSTYPE
462* ..
463* .. Intrinsic Functions ..
464 INTRINSIC abs, max, min
465* ..
466* .. Statement Functions ..
467 REAL CABS1
468* ..
469* .. Statement Function Definitions ..
470 cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
471* ..
472* .. Executable Statements ..
473*
474 IF ( info.NE.0 ) RETURN
475 trans = chla_transtype(trans_type)
476 eps = slamch( 'Epsilon' )
477 hugeval = slamch( 'Overflow' )
478* Force HUGEVAL to Inf
479 hugeval = hugeval * hugeval
480* Using HUGEVAL may lead to spurious underflows.
481 incr_thresh = real( n ) * eps
482*
483 DO j = 1, nrhs
484 y_prec_state = extra_residual
485 IF ( y_prec_state .EQ. extra_y ) THEN
486 DO i = 1, n
487 y_tail( i ) = 0.0
488 END DO
489 END IF
490
491 dxrat = 0.0
492 dxratmax = 0.0
493 dzrat = 0.0
494 dzratmax = 0.0
495 final_dx_x = hugeval
496 final_dz_z = hugeval
497 prevnormdx = hugeval
498 prev_dz_z = hugeval
499 dz_z = hugeval
500 dx_x = hugeval
501
502 x_state = working_state
503 z_state = unstable_state
504 incr_prec = .false.
505
506 DO cnt = 1, ithresh
507*
508* Compute residual RES = B_s - op(A_s) * Y,
509* op(A) = A, A**T, or A**H depending on TRANS (and type).
510*
511 CALL ccopy( n, b( 1, j ), 1, res, 1 )
512 IF ( y_prec_state .EQ. base_residual ) THEN
513 CALL cgemv( trans, n, n, (-1.0e+0,0.0e+0), a, lda,
514 $ y( 1, j ), 1, (1.0e+0,0.0e+0), res, 1)
515 ELSE IF (y_prec_state .EQ. extra_residual) THEN
516 CALL blas_cgemv_x( trans_type, n, n, (-1.0e+0,0.0e+0),
517 $ a,
518 $ lda, y( 1, j ), 1, (1.0e+0,0.0e+0),
519 $ res, 1, prec_type )
520 ELSE
521 CALL blas_cgemv2_x( trans_type, n, n,
522 $ (-1.0e+0,0.0e+0),
523 $ a, lda, y(1, j), y_tail, 1, (1.0e+0,0.0e+0), res, 1,
524 $ prec_type)
525 END IF
526
527! XXX: RES is no longer needed.
528 CALL ccopy( n, res, 1, dy, 1 )
529 CALL cgetrs( trans, n, 1, af, ldaf, ipiv, dy, n, info )
530*
531* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
532*
533 normx = 0.0e+0
534 normy = 0.0e+0
535 normdx = 0.0e+0
536 dz_z = 0.0e+0
537 ymin = hugeval
538*
539 DO i = 1, n
540 yk = cabs1( y( i, j ) )
541 dyk = cabs1( dy( i ) )
542
543 IF ( yk .NE. 0.0e+0 ) THEN
544 dz_z = max( dz_z, dyk / yk )
545 ELSE IF ( dyk .NE. 0.0 ) THEN
546 dz_z = hugeval
547 END IF
548
549 ymin = min( ymin, yk )
550
551 normy = max( normy, yk )
552
553 IF ( colequ ) THEN
554 normx = max( normx, yk * c( i ) )
555 normdx = max( normdx, dyk * c( i ) )
556 ELSE
557 normx = normy
558 normdx = max(normdx, dyk)
559 END IF
560 END DO
561
562 IF ( normx .NE. 0.0 ) THEN
563 dx_x = normdx / normx
564 ELSE IF ( normdx .EQ. 0.0 ) THEN
565 dx_x = 0.0
566 ELSE
567 dx_x = hugeval
568 END IF
569
570 dxrat = normdx / prevnormdx
571 dzrat = dz_z / prev_dz_z
572*
573* Check termination criteria
574*
575 IF (.NOT.ignore_cwise
576 $ .AND. ymin*rcond .LT. incr_thresh*normy
577 $ .AND. y_prec_state .LT. extra_y )
578 $ incr_prec = .true.
579
580 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
581 $ x_state = working_state
582 IF ( x_state .EQ. working_state ) THEN
583 IF (dx_x .LE. eps) THEN
584 x_state = conv_state
585 ELSE IF ( dxrat .GT. rthresh ) THEN
586 IF ( y_prec_state .NE. extra_y ) THEN
587 incr_prec = .true.
588 ELSE
589 x_state = noprog_state
590 END IF
591 ELSE
592 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
593 END IF
594 IF ( x_state .GT. working_state ) final_dx_x = dx_x
595 END IF
596
597 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
598 $ z_state = working_state
599 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
600 $ z_state = working_state
601 IF ( z_state .EQ. working_state ) THEN
602 IF ( dz_z .LE. eps ) THEN
603 z_state = conv_state
604 ELSE IF ( dz_z .GT. dz_ub ) THEN
605 z_state = unstable_state
606 dzratmax = 0.0
607 final_dz_z = hugeval
608 ELSE IF ( dzrat .GT. rthresh ) THEN
609 IF ( y_prec_state .NE. extra_y ) THEN
610 incr_prec = .true.
611 ELSE
612 z_state = noprog_state
613 END IF
614 ELSE
615 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
616 END IF
617 IF ( z_state .GT. working_state ) final_dz_z = dz_z
618 END IF
619*
620* Exit if both normwise and componentwise stopped working,
621* but if componentwise is unstable, let it go at least two
622* iterations.
623*
624 IF ( x_state.NE.working_state ) THEN
625 IF ( ignore_cwise ) GOTO 666
626 IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
627 $ GOTO 666
628 IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
629 END IF
630
631 IF ( incr_prec ) THEN
632 incr_prec = .false.
633 y_prec_state = y_prec_state + 1
634 DO i = 1, n
635 y_tail( i ) = 0.0
636 END DO
637 END IF
638
639 prevnormdx = normdx
640 prev_dz_z = dz_z
641*
642* Update solution.
643*
644 IF ( y_prec_state .LT. extra_y ) THEN
645 CALL caxpy( n, (1.0e+0,0.0e+0), dy, 1, y(1,j), 1 )
646 ELSE
647 CALL cla_wwaddw( n, y( 1, j ), y_tail, dy )
648 END IF
649
650 END DO
651* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
652 666 CONTINUE
653*
654* Set final_* when cnt hits ithresh
655*
656 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
657 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
658*
659* Compute error bounds
660*
661 IF (n_norms .GE. 1) THEN
662 errs_n( j, la_linrx_err_i ) = final_dx_x / (1 - dxratmax)
663
664 END IF
665 IF ( n_norms .GE. 2 ) THEN
666 errs_c( j, la_linrx_err_i ) = final_dz_z / (1 - dzratmax)
667 END IF
668*
669* Compute componentwise relative backward error from formula
670* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
671* where abs(Z) is the componentwise absolute value of the matrix
672* or vector Z.
673*
674* Compute residual RES = B_s - op(A_s) * Y,
675* op(A) = A, A**T, or A**H depending on TRANS (and type).
676*
677 CALL ccopy( n, b( 1, j ), 1, res, 1 )
678 CALL cgemv( trans, n, n, (-1.0e+0,0.0e+0), a, lda, y(1,j),
679 $ 1,
680 $ (1.0e+0,0.0e+0), res, 1 )
681
682 DO i = 1, n
683 ayb( i ) = cabs1( b( i, j ) )
684 END DO
685*
686* Compute abs(op(A_s))*abs(Y) + abs(B_s).
687*
688 CALL cla_geamv ( trans_type, n, n, 1.0e+0,
689 $ a, lda, y(1, j), 1, 1.0e+0, ayb, 1 )
690
691 CALL cla_lin_berr ( n, n, 1, res, ayb, berr_out( j ) )
692*
693* End of loop for each RHS.
694*
695 END DO
696*
697 RETURN
698*
699* End of CLA_GERFSX_EXTENDED
700*
701 END
subroutine caxpy(n, ca, cx, incx, cy, incy)
CAXPY
Definition caxpy.f:88
subroutine ccopy(n, cx, incx, cy, incy)
CCOPY
Definition ccopy.f:81
subroutine cgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
CGEMV
Definition cgemv.f:160
subroutine cgetrs(trans, n, nrhs, a, lda, ipiv, b, ldb, info)
CGETRS
Definition cgetrs.f:119
subroutine cla_geamv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
CLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds.
Definition cla_geamv.f:176
subroutine cla_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)
CLA_GERFSX_EXTENDED
subroutine cla_lin_berr(n, nz, nrhs, res, ayb, berr)
CLA_LIN_BERR computes a component-wise relative backward error.
character *1 function chla_transtype(trans)
CHLA_TRANSTYPE
subroutine cla_wwaddw(n, x, y, w)
CLA_WWADDW adds a vector into a doubled-single vector.
Definition cla_wwaddw.f:79
real function slamch(cmach)
SLAMCH
Definition slamch.f:68