LAPACK 3.12.1
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zla_porfsx_extended.f
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1*> \brief \b ZLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download ZLA_PORFSX_EXTENDED + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_porfsx_extended.f">
10*> [TGZ]</a>
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12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_porfsx_extended.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE ZLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
20* AF, LDAF, COLEQU, C, B, LDB, Y,
21* LDY, BERR_OUT, N_NORMS,
22* ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
23* AYB, DY, Y_TAIL, RCOND, ITHRESH,
24* RTHRESH, DZ_UB, IGNORE_CWISE,
25* INFO )
26*
27* .. Scalar Arguments ..
28* INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
29* $ N_NORMS, ITHRESH
30* CHARACTER UPLO
31* LOGICAL COLEQU, IGNORE_CWISE
32* DOUBLE PRECISION RTHRESH, DZ_UB
33* ..
34* .. Array Arguments ..
35* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
36* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
37* DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
38* $ ERR_BNDS_NORM( NRHS, * ),
39* $ ERR_BNDS_COMP( NRHS, * )
40* ..
41*
42*
43*> \par Purpose:
44* =============
45*>
46*> \verbatim
47*>
48*> ZLA_PORFSX_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 ZPORFSX to perform iterative refinement.
52*> In addition to normwise error bound, the code provides maximum
53*> componentwise error bound if possible. See comments for ERR_BNDS_NORM
54*> and ERR_BNDS_COMP for details of the error bounds. Note that this
55*> subroutine is only responsible for setting the second fields of
56*> ERR_BNDS_NORM and ERR_BNDS_COMP.
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] UPLO
74*> \verbatim
75*> UPLO is CHARACTER*1
76*> = 'U': Upper triangle of A is stored;
77*> = 'L': Lower triangle of A is stored.
78*> \endverbatim
79*>
80*> \param[in] N
81*> \verbatim
82*> N is INTEGER
83*> The number of linear equations, i.e., the order of the
84*> matrix A. N >= 0.
85*> \endverbatim
86*>
87*> \param[in] NRHS
88*> \verbatim
89*> NRHS is INTEGER
90*> The number of right-hand-sides, i.e., the number of columns of the
91*> matrix B.
92*> \endverbatim
93*>
94*> \param[in] A
95*> \verbatim
96*> A is COMPLEX*16 array, dimension (LDA,N)
97*> On entry, the N-by-N matrix A.
98*> \endverbatim
99*>
100*> \param[in] LDA
101*> \verbatim
102*> LDA is INTEGER
103*> The leading dimension of the array A. LDA >= max(1,N).
104*> \endverbatim
105*>
106*> \param[in] AF
107*> \verbatim
108*> AF is COMPLEX*16 array, dimension (LDAF,N)
109*> The triangular factor U or L from the Cholesky factorization
110*> A = U**T*U or A = L*L**T, as computed by ZPOTRF.
111*> \endverbatim
112*>
113*> \param[in] LDAF
114*> \verbatim
115*> LDAF is INTEGER
116*> The leading dimension of the array AF. LDAF >= max(1,N).
117*> \endverbatim
118*>
119*> \param[in] COLEQU
120*> \verbatim
121*> COLEQU is LOGICAL
122*> If .TRUE. then column equilibration was done to A before calling
123*> this routine. This is needed to compute the solution and error
124*> bounds correctly.
125*> \endverbatim
126*>
127*> \param[in] C
128*> \verbatim
129*> C is DOUBLE PRECISION array, dimension (N)
130*> The column scale factors for A. If COLEQU = .FALSE., C
131*> is not accessed. If C is input, each element of C should be a power
132*> of the radix to ensure a reliable solution and error estimates.
133*> Scaling by powers of the radix does not cause rounding errors unless
134*> the result underflows or overflows. Rounding errors during scaling
135*> lead to refining with a matrix that is not equivalent to the
136*> input matrix, producing error estimates that may not be
137*> reliable.
138*> \endverbatim
139*>
140*> \param[in] B
141*> \verbatim
142*> B is COMPLEX*16 array, dimension (LDB,NRHS)
143*> The right-hand-side matrix B.
144*> \endverbatim
145*>
146*> \param[in] LDB
147*> \verbatim
148*> LDB is INTEGER
149*> The leading dimension of the array B. LDB >= max(1,N).
150*> \endverbatim
151*>
152*> \param[in,out] Y
153*> \verbatim
154*> Y is COMPLEX*16 array, dimension (LDY,NRHS)
155*> On entry, the solution matrix X, as computed by ZPOTRS.
156*> On exit, the improved solution matrix Y.
157*> \endverbatim
158*>
159*> \param[in] LDY
160*> \verbatim
161*> LDY is INTEGER
162*> The leading dimension of the array Y. LDY >= max(1,N).
163*> \endverbatim
164*>
165*> \param[out] BERR_OUT
166*> \verbatim
167*> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
168*> On exit, BERR_OUT(j) contains the componentwise relative backward
169*> error for right-hand-side j from the formula
170*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
171*> where abs(Z) is the componentwise absolute value of the matrix
172*> or vector Z. This is computed by ZLA_LIN_BERR.
173*> \endverbatim
174*>
175*> \param[in] N_NORMS
176*> \verbatim
177*> N_NORMS is INTEGER
178*> Determines which error bounds to return (see ERR_BNDS_NORM
179*> and ERR_BNDS_COMP).
180*> If N_NORMS >= 1 return normwise error bounds.
181*> If N_NORMS >= 2 return componentwise error bounds.
182*> \endverbatim
183*>
184*> \param[in,out] ERR_BNDS_NORM
185*> \verbatim
186*> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
187*> For each right-hand side, this array contains information about
188*> various error bounds and condition numbers corresponding to the
189*> normwise relative error, which is defined as follows:
190*>
191*> Normwise relative error in the ith solution vector:
192*> max_j (abs(XTRUE(j,i) - X(j,i)))
193*> ------------------------------
194*> max_j abs(X(j,i))
195*>
196*> The array is indexed by the type of error information as described
197*> below. There currently are up to three pieces of information
198*> returned.
199*>
200*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
201*> right-hand side.
202*>
203*> The second index in ERR_BNDS_NORM(:,err) contains the following
204*> three fields:
205*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
206*> reciprocal condition number is less than the threshold
207*> sqrt(n) * slamch('Epsilon').
208*>
209*> err = 2 "Guaranteed" error bound: The estimated forward error,
210*> almost certainly within a factor of 10 of the true error
211*> so long as the next entry is greater than the threshold
212*> sqrt(n) * slamch('Epsilon'). This error bound should only
213*> be trusted if the previous boolean is true.
214*>
215*> err = 3 Reciprocal condition number: Estimated normwise
216*> reciprocal condition number. Compared with the threshold
217*> sqrt(n) * slamch('Epsilon') to determine if the error
218*> estimate is "guaranteed". These reciprocal condition
219*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
220*> appropriately scaled matrix Z.
221*> Let Z = S*A, where S scales each row by a power of the
222*> radix so all absolute row sums of Z are approximately 1.
223*>
224*> This subroutine is only responsible for setting the second field
225*> above.
226*> See Lapack Working Note 165 for further details and extra
227*> cautions.
228*> \endverbatim
229*>
230*> \param[in,out] ERR_BNDS_COMP
231*> \verbatim
232*> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
233*> For each right-hand side, this array contains information about
234*> various error bounds and condition numbers corresponding to the
235*> componentwise relative error, which is defined as follows:
236*>
237*> Componentwise relative error in the ith solution vector:
238*> abs(XTRUE(j,i) - X(j,i))
239*> max_j ----------------------
240*> abs(X(j,i))
241*>
242*> The array is indexed by the right-hand side i (on which the
243*> componentwise relative error depends), and the type of error
244*> information as described below. There currently are up to three
245*> pieces of information returned for each right-hand side. If
246*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
247*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
248*> the first (:,N_ERR_BNDS) entries are returned.
249*>
250*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
251*> right-hand side.
252*>
253*> The second index in ERR_BNDS_COMP(:,err) contains the following
254*> three fields:
255*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
256*> reciprocal condition number is less than the threshold
257*> sqrt(n) * slamch('Epsilon').
258*>
259*> err = 2 "Guaranteed" error bound: The estimated forward error,
260*> almost certainly within a factor of 10 of the true error
261*> so long as the next entry is greater than the threshold
262*> sqrt(n) * slamch('Epsilon'). This error bound should only
263*> be trusted if the previous boolean is true.
264*>
265*> err = 3 Reciprocal condition number: Estimated componentwise
266*> reciprocal condition number. Compared with the threshold
267*> sqrt(n) * slamch('Epsilon') to determine if the error
268*> estimate is "guaranteed". These reciprocal condition
269*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
270*> appropriately scaled matrix Z.
271*> Let Z = S*(A*diag(x)), where x is the solution for the
272*> current right-hand side and S scales each row of
273*> A*diag(x) by a power of the radix so all absolute row
274*> sums of Z are approximately 1.
275*>
276*> This subroutine is only responsible for setting the second field
277*> above.
278*> See Lapack Working Note 165 for further details and extra
279*> cautions.
280*> \endverbatim
281*>
282*> \param[in] RES
283*> \verbatim
284*> RES is COMPLEX*16 array, dimension (N)
285*> Workspace to hold the intermediate residual.
286*> \endverbatim
287*>
288*> \param[in] AYB
289*> \verbatim
290*> AYB is DOUBLE PRECISION array, dimension (N)
291*> Workspace.
292*> \endverbatim
293*>
294*> \param[in] DY
295*> \verbatim
296*> DY is COMPLEX*16 PRECISION array, dimension (N)
297*> Workspace to hold the intermediate solution.
298*> \endverbatim
299*>
300*> \param[in] Y_TAIL
301*> \verbatim
302*> Y_TAIL is COMPLEX*16 array, dimension (N)
303*> Workspace to hold the trailing bits of the intermediate solution.
304*> \endverbatim
305*>
306*> \param[in] RCOND
307*> \verbatim
308*> RCOND is DOUBLE PRECISION
309*> Reciprocal scaled condition number. This is an estimate of the
310*> reciprocal Skeel condition number of the matrix A after
311*> equilibration (if done). If this is less than the machine
312*> precision (in particular, if it is zero), the matrix is singular
313*> to working precision. Note that the error may still be small even
314*> if this number is very small and the matrix appears ill-
315*> conditioned.
316*> \endverbatim
317*>
318*> \param[in] ITHRESH
319*> \verbatim
320*> ITHRESH is INTEGER
321*> The maximum number of residual computations allowed for
322*> refinement. The default is 10. For 'aggressive' set to 100 to
323*> permit convergence using approximate factorizations or
324*> factorizations other than LU. If the factorization uses a
325*> technique other than Gaussian elimination, the guarantees in
326*> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
327*> \endverbatim
328*>
329*> \param[in] RTHRESH
330*> \verbatim
331*> RTHRESH is DOUBLE PRECISION
332*> Determines when to stop refinement if the error estimate stops
333*> decreasing. Refinement will stop when the next solution no longer
334*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
335*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
336*> default value is 0.5. For 'aggressive' set to 0.9 to permit
337*> convergence on extremely ill-conditioned matrices. See LAWN 165
338*> for more details.
339*> \endverbatim
340*>
341*> \param[in] DZ_UB
342*> \verbatim
343*> DZ_UB is DOUBLE PRECISION
344*> Determines when to start considering componentwise convergence.
345*> Componentwise convergence is only considered after each component
346*> of the solution Y is stable, which we define as the relative
347*> change in each component being less than DZ_UB. The default value
348*> is 0.25, requiring the first bit to be stable. See LAWN 165 for
349*> more details.
350*> \endverbatim
351*>
352*> \param[in] IGNORE_CWISE
353*> \verbatim
354*> IGNORE_CWISE is LOGICAL
355*> If .TRUE. then ignore componentwise convergence. Default value
356*> is .FALSE..
357*> \endverbatim
358*>
359*> \param[out] INFO
360*> \verbatim
361*> INFO is INTEGER
362*> = 0: Successful exit.
363*> < 0: if INFO = -i, the ith argument to ZPOTRS had an illegal
364*> value
365*> \endverbatim
366*
367* Authors:
368* ========
369*
370*> \author Univ. of Tennessee
371*> \author Univ. of California Berkeley
372*> \author Univ. of Colorado Denver
373*> \author NAG Ltd.
374*
375*> \ingroup la_porfsx_extended
376*
377* =====================================================================
378 SUBROUTINE zla_porfsx_extended( PREC_TYPE, UPLO, N, NRHS, A,
379 $ LDA,
380 $ AF, LDAF, COLEQU, C, B, LDB, Y,
381 $ LDY, BERR_OUT, N_NORMS,
382 $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
383 $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
384 $ RTHRESH, DZ_UB, IGNORE_CWISE,
385 $ INFO )
386*
387* -- LAPACK computational routine --
388* -- LAPACK is a software package provided by Univ. of Tennessee, --
389* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
390*
391* .. Scalar Arguments ..
392 INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
393 $ N_NORMS, ITHRESH
394 CHARACTER UPLO
395 LOGICAL COLEQU, IGNORE_CWISE
396 DOUBLE PRECISION RTHRESH, DZ_UB
397* ..
398* .. Array Arguments ..
399 COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
400 $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
401 DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
402 $ err_bnds_norm( nrhs, * ),
403 $ err_bnds_comp( nrhs, * )
404* ..
405*
406* =====================================================================
407*
408* .. Local Scalars ..
409 INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE,
410 $ Y_PREC_STATE
411 DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
412 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
413 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
414 $ EPS, HUGEVAL, INCR_THRESH
415 LOGICAL INCR_PREC
416 COMPLEX*16 ZDUM
417* ..
418* .. Parameters ..
419 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
420 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
421 $ EXTRA_Y
422 parameter( unstable_state = 0, working_state = 1,
423 $ conv_state = 2, noprog_state = 3 )
424 parameter( base_residual = 0, extra_residual = 1,
425 $ extra_y = 2 )
426 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
427 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
428 INTEGER CMP_ERR_I, PIV_GROWTH_I
429 parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
430 $ berr_i = 3 )
431 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
432 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
433 $ piv_growth_i = 9 )
434 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
435 $ la_linrx_cwise_i
436 parameter( la_linrx_itref_i = 1,
437 $ la_linrx_ithresh_i = 2 )
438 parameter( la_linrx_cwise_i = 3 )
439 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
440 $ LA_LINRX_RCOND_I
441 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
442 parameter( la_linrx_rcond_i = 3 )
443* ..
444* .. External Functions ..
445 LOGICAL LSAME
446 EXTERNAL ilauplo
447 INTEGER ILAUPLO
448* ..
449* .. External Subroutines ..
450 EXTERNAL zaxpy, zcopy, zpotrs, zhemv,
451 $ blas_zhemv_x,
452 $ blas_zhemv2_x, zla_heamv, zla_wwaddw,
454 DOUBLE PRECISION DLAMCH
455* ..
456* .. Intrinsic Functions ..
457 INTRINSIC abs, dble, dimag, max, min
458* ..
459* .. Statement Functions ..
460 DOUBLE PRECISION CABS1
461* ..
462* .. Statement Function Definitions ..
463 cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
464* ..
465* .. Executable Statements ..
466*
467 IF (info.NE.0) RETURN
468 eps = dlamch( 'Epsilon' )
469 hugeval = dlamch( 'Overflow' )
470* Force HUGEVAL to Inf
471 hugeval = hugeval * hugeval
472* Using HUGEVAL may lead to spurious underflows.
473 incr_thresh = dble(n) * eps
474
475 IF (lsame(uplo, 'L')) THEN
476 uplo2 = ilauplo( 'L' )
477 ELSE
478 uplo2 = ilauplo( 'U' )
479 ENDIF
480
481 DO j = 1, nrhs
482 y_prec_state = extra_residual
483 IF (y_prec_state .EQ. extra_y) THEN
484 DO i = 1, n
485 y_tail( i ) = 0.0d+0
486 END DO
487 END IF
488
489 dxrat = 0.0d+0
490 dxratmax = 0.0d+0
491 dzrat = 0.0d+0
492 dzratmax = 0.0d+0
493 final_dx_x = hugeval
494 final_dz_z = hugeval
495 prevnormdx = hugeval
496 prev_dz_z = hugeval
497 dz_z = hugeval
498 dx_x = hugeval
499
500 x_state = working_state
501 z_state = unstable_state
502 incr_prec = .false.
503
504 DO cnt = 1, ithresh
505*
506* Compute residual RES = B_s - op(A_s) * Y,
507* op(A) = A, A**T, or A**H depending on TRANS (and type).
508*
509 CALL zcopy( n, b( 1, j ), 1, res, 1 )
510 IF (y_prec_state .EQ. base_residual) THEN
511 CALL zhemv(uplo, n, dcmplx(-1.0d+0), a, lda, y(1,j),
512 $ 1,
513 $ dcmplx(1.0d+0), res, 1)
514 ELSE IF (y_prec_state .EQ. extra_residual) THEN
515 CALL blas_zhemv_x(uplo2, n, dcmplx(-1.0d+0), a, lda,
516 $ y( 1, j ), 1, dcmplx(1.0d+0), res, 1, prec_type)
517 ELSE
518 CALL blas_zhemv2_x(uplo2, n, dcmplx(-1.0d+0), a, lda,
519 $ y(1, j), y_tail, 1, dcmplx(1.0d+0), res, 1,
520 $ prec_type)
521 END IF
522
523! XXX: RES is no longer needed.
524 CALL zcopy( n, res, 1, dy, 1 )
525 CALL zpotrs( uplo, n, 1, af, ldaf, dy, n, info)
526*
527* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
528*
529 normx = 0.0d+0
530 normy = 0.0d+0
531 normdx = 0.0d+0
532 dz_z = 0.0d+0
533 ymin = hugeval
534
535 DO i = 1, n
536 yk = cabs1(y(i, j))
537 dyk = cabs1(dy(i))
538
539 IF (yk .NE. 0.0d+0) THEN
540 dz_z = max( dz_z, dyk / yk )
541 ELSE IF (dyk .NE. 0.0d+0) THEN
542 dz_z = hugeval
543 END IF
544
545 ymin = min( ymin, yk )
546
547 normy = max( normy, yk )
548
549 IF ( colequ ) THEN
550 normx = max(normx, yk * c(i))
551 normdx = max(normdx, dyk * c(i))
552 ELSE
553 normx = normy
554 normdx = max(normdx, dyk)
555 END IF
556 END DO
557
558 IF (normx .NE. 0.0d+0) THEN
559 dx_x = normdx / normx
560 ELSE IF (normdx .EQ. 0.0d+0) THEN
561 dx_x = 0.0d+0
562 ELSE
563 dx_x = hugeval
564 END IF
565
566 dxrat = normdx / prevnormdx
567 dzrat = dz_z / prev_dz_z
568*
569* Check termination criteria.
570*
571 IF (ymin*rcond .LT. incr_thresh*normy
572 $ .AND. y_prec_state .LT. extra_y)
573 $ incr_prec = .true.
574
575 IF (x_state .EQ. noprog_state .AND. dxrat .LE. rthresh)
576 $ x_state = working_state
577 IF (x_state .EQ. working_state) THEN
578 IF (dx_x .LE. eps) THEN
579 x_state = conv_state
580 ELSE IF (dxrat .GT. rthresh) THEN
581 IF (y_prec_state .NE. extra_y) THEN
582 incr_prec = .true.
583 ELSE
584 x_state = noprog_state
585 END IF
586 ELSE
587 IF (dxrat .GT. dxratmax) dxratmax = dxrat
588 END IF
589 IF (x_state .GT. working_state) final_dx_x = dx_x
590 END IF
591
592 IF (z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub)
593 $ z_state = working_state
594 IF (z_state .EQ. noprog_state .AND. dzrat .LE. rthresh)
595 $ z_state = working_state
596 IF (z_state .EQ. working_state) THEN
597 IF (dz_z .LE. eps) THEN
598 z_state = conv_state
599 ELSE IF (dz_z .GT. dz_ub) THEN
600 z_state = unstable_state
601 dzratmax = 0.0d+0
602 final_dz_z = hugeval
603 ELSE IF (dzrat .GT. rthresh) THEN
604 IF (y_prec_state .NE. extra_y) THEN
605 incr_prec = .true.
606 ELSE
607 z_state = noprog_state
608 END IF
609 ELSE
610 IF (dzrat .GT. dzratmax) dzratmax = dzrat
611 END IF
612 IF (z_state .GT. working_state) final_dz_z = dz_z
613 END IF
614
615 IF ( x_state.NE.working_state.AND.
616 $ (ignore_cwise.OR.z_state.NE.working_state) )
617 $ GOTO 666
618
619 IF (incr_prec) THEN
620 incr_prec = .false.
621 y_prec_state = y_prec_state + 1
622 DO i = 1, n
623 y_tail( i ) = 0.0d+0
624 END DO
625 END IF
626
627 prevnormdx = normdx
628 prev_dz_z = dz_z
629*
630* Update solution.
631*
632 IF (y_prec_state .LT. extra_y) THEN
633 CALL zaxpy( n, dcmplx(1.0d+0), dy, 1, y(1,j), 1 )
634 ELSE
635 CALL zla_wwaddw(n, y(1,j), y_tail, dy)
636 END IF
637
638 END DO
639* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
640 666 CONTINUE
641*
642* Set final_* when cnt hits ithresh.
643*
644 IF (x_state .EQ. working_state) final_dx_x = dx_x
645 IF (z_state .EQ. working_state) final_dz_z = dz_z
646*
647* Compute error bounds.
648*
649 IF (n_norms .GE. 1) THEN
650 err_bnds_norm( j, la_linrx_err_i ) =
651 $ final_dx_x / (1 - dxratmax)
652 END IF
653 IF (n_norms .GE. 2) THEN
654 err_bnds_comp( j, la_linrx_err_i ) =
655 $ final_dz_z / (1 - dzratmax)
656 END IF
657*
658* Compute componentwise relative backward error from formula
659* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
660* where abs(Z) is the componentwise absolute value of the matrix
661* or vector Z.
662*
663* Compute residual RES = B_s - op(A_s) * Y,
664* op(A) = A, A**T, or A**H depending on TRANS (and type).
665*
666 CALL zcopy( n, b( 1, j ), 1, res, 1 )
667 CALL zhemv(uplo, n, dcmplx(-1.0d+0), a, lda, y(1,j), 1,
668 $ dcmplx(1.0d+0), res, 1)
669
670 DO i = 1, n
671 ayb( i ) = cabs1( b( i, j ) )
672 END DO
673*
674* Compute abs(op(A_s))*abs(Y) + abs(B_s).
675*
676 CALL zla_heamv (uplo2, n, 1.0d+0,
677 $ a, lda, y(1, j), 1, 1.0d+0, ayb, 1)
678
679 CALL zla_lin_berr (n, n, 1, res, ayb, berr_out(j))
680*
681* End of loop for each RHS.
682*
683 END DO
684*
685 RETURN
686*
687* End of ZLA_PORFSX_EXTENDED
688*
689 END
subroutine zaxpy(n, za, zx, incx, zy, incy)
ZAXPY
Definition zaxpy.f:88
subroutine zcopy(n, zx, incx, zy, incy)
ZCOPY
Definition zcopy.f:81
subroutine zhemv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
ZHEMV
Definition zhemv.f:154
integer function ilauplo(uplo)
ILAUPLO
Definition ilauplo.f:56
subroutine zla_heamv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
ZLA_HEAMV computes a matrix-vector product using a Hermitian indefinite matrix to calculate error bou...
Definition zla_heamv.f:176
subroutine zla_lin_berr(n, nz, nrhs, res, ayb, berr)
ZLA_LIN_BERR computes a component-wise relative backward error.
subroutine zla_porfsx_extended(prec_type, uplo, n, nrhs, a, lda, af, ldaf, colequ, c, b, ldb, y, ldy, berr_out, n_norms, err_bnds_norm, err_bnds_comp, res, ayb, dy, y_tail, rcond, ithresh, rthresh, dz_ub, ignore_cwise, info)
ZLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or H...
subroutine zla_wwaddw(n, x, y, w)
ZLA_WWADDW adds a vector into a doubled-single vector.
Definition zla_wwaddw.f:79
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
subroutine zpotrs(uplo, n, nrhs, a, lda, b, ldb, info)
ZPOTRS
Definition zpotrs.f:108