LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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cptrfs.f
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1*> \brief \b CPTRFS
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download CPTRFS + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cptrfs.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cptrfs.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cptrfs.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE CPTRFS( UPLO, N, NRHS, D, E, DF, EF, 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* REAL BERR( * ), D( * ), DF( * ), FERR( * ),
30* $ RWORK( * )
31* COMPLEX B( LDB, * ), E( * ), EF( * ), WORK( * ),
32* $ X( LDX, * )
33* ..
34*
35*
36*> \par Purpose:
37* =============
38*>
39*> \verbatim
40*>
41*> CPTRFS improves the computed solution to a system of linear
42*> equations when the coefficient matrix is Hermitian positive definite
43*> and tridiagonal, and provides error bounds and backward error
44*> estimates for the solution.
45*> \endverbatim
46*
47* Arguments:
48* ==========
49*
50*> \param[in] UPLO
51*> \verbatim
52*> UPLO is CHARACTER*1
53*> Specifies whether the superdiagonal or the subdiagonal of the
54*> tridiagonal matrix A is stored and the form of the
55*> factorization:
56*> = 'U': E is the superdiagonal of A, and A = U**H*D*U;
57*> = 'L': E is the subdiagonal of A, and A = L*D*L**H.
58*> (The two forms are equivalent if A is real.)
59*> \endverbatim
60*>
61*> \param[in] N
62*> \verbatim
63*> N is INTEGER
64*> The order of the matrix A. N >= 0.
65*> \endverbatim
66*>
67*> \param[in] NRHS
68*> \verbatim
69*> NRHS is INTEGER
70*> The number of right hand sides, i.e., the number of columns
71*> of the matrix B. NRHS >= 0.
72*> \endverbatim
73*>
74*> \param[in] D
75*> \verbatim
76*> D is REAL array, dimension (N)
77*> The n real diagonal elements of the tridiagonal matrix A.
78*> \endverbatim
79*>
80*> \param[in] E
81*> \verbatim
82*> E is COMPLEX array, dimension (N-1)
83*> The (n-1) off-diagonal elements of the tridiagonal matrix A
84*> (see UPLO).
85*> \endverbatim
86*>
87*> \param[in] DF
88*> \verbatim
89*> DF is REAL array, dimension (N)
90*> The n diagonal elements of the diagonal matrix D from
91*> the factorization computed by CPTTRF.
92*> \endverbatim
93*>
94*> \param[in] EF
95*> \verbatim
96*> EF is COMPLEX array, dimension (N-1)
97*> The (n-1) off-diagonal elements of the unit bidiagonal
98*> factor U or L from the factorization computed by CPTTRF
99*> (see UPLO).
100*> \endverbatim
101*>
102*> \param[in] B
103*> \verbatim
104*> B is COMPLEX array, dimension (LDB,NRHS)
105*> The right hand side matrix B.
106*> \endverbatim
107*>
108*> \param[in] LDB
109*> \verbatim
110*> LDB is INTEGER
111*> The leading dimension of the array B. LDB >= max(1,N).
112*> \endverbatim
113*>
114*> \param[in,out] X
115*> \verbatim
116*> X is COMPLEX array, dimension (LDX,NRHS)
117*> On entry, the solution matrix X, as computed by CPTTRS.
118*> On exit, the improved solution matrix X.
119*> \endverbatim
120*>
121*> \param[in] LDX
122*> \verbatim
123*> LDX is INTEGER
124*> The leading dimension of the array X. LDX >= max(1,N).
125*> \endverbatim
126*>
127*> \param[out] FERR
128*> \verbatim
129*> FERR is REAL array, dimension (NRHS)
130*> The forward error bound for each solution vector
131*> X(j) (the j-th column of the solution matrix X).
132*> If XTRUE is the true solution corresponding to X(j), FERR(j)
133*> is an estimated upper bound for the magnitude of the largest
134*> element in (X(j) - XTRUE) divided by the magnitude of the
135*> largest element in X(j).
136*> \endverbatim
137*>
138*> \param[out] BERR
139*> \verbatim
140*> BERR is REAL array, dimension (NRHS)
141*> The componentwise relative backward error of each solution
142*> vector X(j) (i.e., the smallest relative change in
143*> any element of A or B that makes X(j) an exact solution).
144*> \endverbatim
145*>
146*> \param[out] WORK
147*> \verbatim
148*> WORK is COMPLEX array, dimension (N)
149*> \endverbatim
150*>
151*> \param[out] RWORK
152*> \verbatim
153*> RWORK is REAL array, dimension (N)
154*> \endverbatim
155*>
156*> \param[out] INFO
157*> \verbatim
158*> INFO is INTEGER
159*> = 0: successful exit
160*> < 0: if INFO = -i, the i-th argument had an illegal value
161*> \endverbatim
162*
163*> \par Internal Parameters:
164* =========================
165*>
166*> \verbatim
167*> ITMAX is the maximum number of steps of iterative refinement.
168*> \endverbatim
169*
170* Authors:
171* ========
172*
173*> \author Univ. of Tennessee
174*> \author Univ. of California Berkeley
175*> \author Univ. of Colorado Denver
176*> \author NAG Ltd.
177*
178*> \ingroup complexPTcomputational
179*
180* =====================================================================
181 SUBROUTINE cptrfs( UPLO, N, NRHS, D, E, DF, EF, B, LDB, X, LDX,
182 $ FERR, BERR, WORK, RWORK, INFO )
183*
184* -- LAPACK computational routine --
185* -- LAPACK is a software package provided by Univ. of Tennessee, --
186* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
187*
188* .. Scalar Arguments ..
189 CHARACTER UPLO
190 INTEGER INFO, LDB, LDX, N, NRHS
191* ..
192* .. Array Arguments ..
193 REAL BERR( * ), D( * ), DF( * ), FERR( * ),
194 $ rwork( * )
195 COMPLEX B( LDB, * ), E( * ), EF( * ), WORK( * ),
196 $ x( ldx, * )
197* ..
198*
199* =====================================================================
200*
201* .. Parameters ..
202 INTEGER ITMAX
203 parameter( itmax = 5 )
204 REAL ZERO
205 parameter( zero = 0.0e+0 )
206 REAL ONE
207 parameter( one = 1.0e+0 )
208 REAL TWO
209 parameter( two = 2.0e+0 )
210 REAL THREE
211 parameter( three = 3.0e+0 )
212* ..
213* .. Local Scalars ..
214 LOGICAL UPPER
215 INTEGER COUNT, I, IX, J, NZ
216 REAL EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN
217 COMPLEX BI, CX, DX, EX, ZDUM
218* ..
219* .. External Functions ..
220 LOGICAL LSAME
221 INTEGER ISAMAX
222 REAL SLAMCH
223 EXTERNAL lsame, isamax, slamch
224* ..
225* .. External Subroutines ..
226 EXTERNAL caxpy, cpttrs, xerbla
227* ..
228* .. Intrinsic Functions ..
229 INTRINSIC abs, aimag, cmplx, conjg, max, real
230* ..
231* .. Statement Functions ..
232 REAL CABS1
233* ..
234* .. Statement Function definitions ..
235 cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
236* ..
237* .. Executable Statements ..
238*
239* Test the input parameters.
240*
241 info = 0
242 upper = lsame( uplo, 'U' )
243 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
244 info = -1
245 ELSE IF( n.LT.0 ) THEN
246 info = -2
247 ELSE IF( nrhs.LT.0 ) THEN
248 info = -3
249 ELSE IF( ldb.LT.max( 1, n ) ) THEN
250 info = -9
251 ELSE IF( ldx.LT.max( 1, n ) ) THEN
252 info = -11
253 END IF
254 IF( info.NE.0 ) THEN
255 CALL xerbla( 'CPTRFS', -info )
256 RETURN
257 END IF
258*
259* Quick return if possible
260*
261 IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
262 DO 10 j = 1, nrhs
263 ferr( j ) = zero
264 berr( j ) = zero
265 10 CONTINUE
266 RETURN
267 END IF
268*
269* NZ = maximum number of nonzero elements in each row of A, plus 1
270*
271 nz = 4
272 eps = slamch( 'Epsilon' )
273 safmin = slamch( 'Safe minimum' )
274 safe1 = nz*safmin
275 safe2 = safe1 / eps
276*
277* Do for each right hand side
278*
279 DO 100 j = 1, nrhs
280*
281 count = 1
282 lstres = three
283 20 CONTINUE
284*
285* Loop until stopping criterion is satisfied.
286*
287* Compute residual R = B - A * X. Also compute
288* abs(A)*abs(x) + abs(b) for use in the backward error bound.
289*
290 IF( upper ) THEN
291 IF( n.EQ.1 ) THEN
292 bi = b( 1, j )
293 dx = d( 1 )*x( 1, j )
294 work( 1 ) = bi - dx
295 rwork( 1 ) = cabs1( bi ) + cabs1( dx )
296 ELSE
297 bi = b( 1, j )
298 dx = d( 1 )*x( 1, j )
299 ex = e( 1 )*x( 2, j )
300 work( 1 ) = bi - dx - ex
301 rwork( 1 ) = cabs1( bi ) + cabs1( dx ) +
302 $ cabs1( e( 1 ) )*cabs1( x( 2, j ) )
303 DO 30 i = 2, n - 1
304 bi = b( i, j )
305 cx = conjg( e( i-1 ) )*x( i-1, j )
306 dx = d( i )*x( i, j )
307 ex = e( i )*x( i+1, j )
308 work( i ) = bi - cx - dx - ex
309 rwork( i ) = cabs1( bi ) +
310 $ cabs1( e( i-1 ) )*cabs1( x( i-1, j ) ) +
311 $ cabs1( dx ) + cabs1( e( i ) )*
312 $ cabs1( x( i+1, j ) )
313 30 CONTINUE
314 bi = b( n, j )
315 cx = conjg( e( n-1 ) )*x( n-1, j )
316 dx = d( n )*x( n, j )
317 work( n ) = bi - cx - dx
318 rwork( n ) = cabs1( bi ) + cabs1( e( n-1 ) )*
319 $ cabs1( x( n-1, j ) ) + cabs1( dx )
320 END IF
321 ELSE
322 IF( n.EQ.1 ) THEN
323 bi = b( 1, j )
324 dx = d( 1 )*x( 1, j )
325 work( 1 ) = bi - dx
326 rwork( 1 ) = cabs1( bi ) + cabs1( dx )
327 ELSE
328 bi = b( 1, j )
329 dx = d( 1 )*x( 1, j )
330 ex = conjg( e( 1 ) )*x( 2, j )
331 work( 1 ) = bi - dx - ex
332 rwork( 1 ) = cabs1( bi ) + cabs1( dx ) +
333 $ cabs1( e( 1 ) )*cabs1( x( 2, j ) )
334 DO 40 i = 2, n - 1
335 bi = b( i, j )
336 cx = e( i-1 )*x( i-1, j )
337 dx = d( i )*x( i, j )
338 ex = conjg( e( i ) )*x( i+1, j )
339 work( i ) = bi - cx - dx - ex
340 rwork( i ) = cabs1( bi ) +
341 $ cabs1( e( i-1 ) )*cabs1( x( i-1, j ) ) +
342 $ cabs1( dx ) + cabs1( e( i ) )*
343 $ cabs1( x( i+1, j ) )
344 40 CONTINUE
345 bi = b( n, j )
346 cx = e( n-1 )*x( n-1, j )
347 dx = d( n )*x( n, j )
348 work( n ) = bi - cx - dx
349 rwork( n ) = cabs1( bi ) + cabs1( e( n-1 ) )*
350 $ cabs1( x( n-1, j ) ) + cabs1( dx )
351 END IF
352 END IF
353*
354* Compute componentwise relative backward error from formula
355*
356* max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )
357*
358* where abs(Z) is the componentwise absolute value of the matrix
359* or vector Z. If the i-th component of the denominator is less
360* than SAFE2, then SAFE1 is added to the i-th components of the
361* numerator and denominator before dividing.
362*
363 s = zero
364 DO 50 i = 1, n
365 IF( rwork( i ).GT.safe2 ) THEN
366 s = max( s, cabs1( work( i ) ) / rwork( i ) )
367 ELSE
368 s = max( s, ( cabs1( work( i ) )+safe1 ) /
369 $ ( rwork( i )+safe1 ) )
370 END IF
371 50 CONTINUE
372 berr( j ) = s
373*
374* Test stopping criterion. Continue iterating if
375* 1) The residual BERR(J) is larger than machine epsilon, and
376* 2) BERR(J) decreased by at least a factor of 2 during the
377* last iteration, and
378* 3) At most ITMAX iterations tried.
379*
380 IF( berr( j ).GT.eps .AND. two*berr( j ).LE.lstres .AND.
381 $ count.LE.itmax ) THEN
382*
383* Update solution and try again.
384*
385 CALL cpttrs( uplo, n, 1, df, ef, work, n, info )
386 CALL caxpy( n, cmplx( one ), work, 1, x( 1, j ), 1 )
387 lstres = berr( j )
388 count = count + 1
389 GO TO 20
390 END IF
391*
392* Bound error from formula
393*
394* norm(X - XTRUE) / norm(X) .le. FERR =
395* norm( abs(inv(A))*
396* ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
397*
398* where
399* norm(Z) is the magnitude of the largest component of Z
400* inv(A) is the inverse of A
401* abs(Z) is the componentwise absolute value of the matrix or
402* vector Z
403* NZ is the maximum number of nonzeros in any row of A, plus 1
404* EPS is machine epsilon
405*
406* The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
407* is incremented by SAFE1 if the i-th component of
408* abs(A)*abs(X) + abs(B) is less than SAFE2.
409*
410 DO 60 i = 1, n
411 IF( rwork( i ).GT.safe2 ) THEN
412 rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i )
413 ELSE
414 rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i ) +
415 $ safe1
416 END IF
417 60 CONTINUE
418 ix = isamax( n, rwork, 1 )
419 ferr( j ) = rwork( ix )
420*
421* Estimate the norm of inv(A).
422*
423* Solve M(A) * x = e, where M(A) = (m(i,j)) is given by
424*
425* m(i,j) = abs(A(i,j)), i = j,
426* m(i,j) = -abs(A(i,j)), i .ne. j,
427*
428* and e = [ 1, 1, ..., 1 ]**T. Note M(A) = M(L)*D*M(L)**H.
429*
430* Solve M(L) * x = e.
431*
432 rwork( 1 ) = one
433 DO 70 i = 2, n
434 rwork( i ) = one + rwork( i-1 )*abs( ef( i-1 ) )
435 70 CONTINUE
436*
437* Solve D * M(L)**H * x = b.
438*
439 rwork( n ) = rwork( n ) / df( n )
440 DO 80 i = n - 1, 1, -1
441 rwork( i ) = rwork( i ) / df( i ) +
442 $ rwork( i+1 )*abs( ef( i ) )
443 80 CONTINUE
444*
445* Compute norm(inv(A)) = max(x(i)), 1<=i<=n.
446*
447 ix = isamax( n, rwork, 1 )
448 ferr( j ) = ferr( j )*abs( rwork( ix ) )
449*
450* Normalize error.
451*
452 lstres = zero
453 DO 90 i = 1, n
454 lstres = max( lstres, abs( x( i, j ) ) )
455 90 CONTINUE
456 IF( lstres.NE.zero )
457 $ ferr( j ) = ferr( j ) / lstres
458*
459 100 CONTINUE
460*
461 RETURN
462*
463* End of CPTRFS
464*
465 END
xerbla
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
caxpy
subroutine caxpy(N, CA, CX, INCX, CY, INCY)
CAXPY
Definition: caxpy.f:88
cptrfs
subroutine cptrfs(UPLO, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CPTRFS
Definition: cptrfs.f:183
cpttrs
subroutine cpttrs(UPLO, N, NRHS, D, E, B, LDB, INFO)
CPTTRS
Definition: cpttrs.f:121