LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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zporfsx.f
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1*> \brief \b ZPORFSX
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download ZPORFSX + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zporfsx.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zporfsx.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zporfsx.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE ZPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
20* LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
21* ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
22* WORK, RWORK, INFO )
23*
24* .. Scalar Arguments ..
25* CHARACTER UPLO, EQUED
26* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
27* $ N_ERR_BNDS
28* DOUBLE PRECISION RCOND
29* ..
30* .. Array Arguments ..
31* COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
32* $ X( LDX, * ), WORK( * )
33* DOUBLE PRECISION RWORK( * ), S( * ), PARAMS(*), BERR( * ),
34* $ ERR_BNDS_NORM( NRHS, * ),
35* $ ERR_BNDS_COMP( NRHS, * )
36* ..
37*
38*
39*> \par Purpose:
40* =============
41*>
42*> \verbatim
43*>
44*> ZPORFSX improves the computed solution to a system of linear
45*> equations when the coefficient matrix is Hermitian positive
46*> definite, and provides error bounds and backward error estimates
47*> for the solution. In addition to normwise error bound, the code
48*> provides maximum componentwise error bound if possible. See
49*> comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
50*> error bounds.
51*>
52*> The original system of linear equations may have been equilibrated
53*> before calling this routine, as described by arguments EQUED and S
54*> below. In this case, the solution and error bounds returned are
55*> for the original unequilibrated system.
56*> \endverbatim
57*
58* Arguments:
59* ==========
60*
61*> \verbatim
62*> Some optional parameters are bundled in the PARAMS array. These
63*> settings determine how refinement is performed, but often the
64*> defaults are acceptable. If the defaults are acceptable, users
65*> can pass NPARAMS = 0 which prevents the source code from accessing
66*> the PARAMS argument.
67*> \endverbatim
68*>
69*> \param[in] UPLO
70*> \verbatim
71*> UPLO is CHARACTER*1
72*> = 'U': Upper triangle of A is stored;
73*> = 'L': Lower triangle of A is stored.
74*> \endverbatim
75*>
76*> \param[in] EQUED
77*> \verbatim
78*> EQUED is CHARACTER*1
79*> Specifies the form of equilibration that was done to A
80*> before calling this routine. This is needed to compute
81*> the solution and error bounds correctly.
82*> = 'N': No equilibration
83*> = 'Y': Both row and column equilibration, i.e., A has been
84*> replaced by diag(S) * A * diag(S).
85*> The right hand side B has been changed accordingly.
86*> \endverbatim
87*>
88*> \param[in] N
89*> \verbatim
90*> N is INTEGER
91*> The order of the matrix A. N >= 0.
92*> \endverbatim
93*>
94*> \param[in] NRHS
95*> \verbatim
96*> NRHS is INTEGER
97*> The number of right hand sides, i.e., the number of columns
98*> of the matrices B and X. NRHS >= 0.
99*> \endverbatim
100*>
101*> \param[in] A
102*> \verbatim
103*> A is COMPLEX*16 array, dimension (LDA,N)
104*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
105*> upper triangular part of A contains the upper triangular part
106*> of the matrix A, and the strictly lower triangular part of A
107*> is not referenced. If UPLO = 'L', the leading N-by-N lower
108*> triangular part of A contains the lower triangular part of
109*> the matrix A, and the strictly upper triangular part of A is
110*> not referenced.
111*> \endverbatim
112*>
113*> \param[in] LDA
114*> \verbatim
115*> LDA is INTEGER
116*> The leading dimension of the array A. LDA >= max(1,N).
117*> \endverbatim
118*>
119*> \param[in] AF
120*> \verbatim
121*> AF is COMPLEX*16 array, dimension (LDAF,N)
122*> The triangular factor U or L from the Cholesky factorization
123*> A = U**H*U or A = L*L**H, as computed by ZPOTRF.
124*> \endverbatim
125*>
126*> \param[in] LDAF
127*> \verbatim
128*> LDAF is INTEGER
129*> The leading dimension of the array AF. LDAF >= max(1,N).
130*> \endverbatim
131*>
132*> \param[in,out] S
133*> \verbatim
134*> S is DOUBLE PRECISION array, dimension (N)
135*> The scale factors for A. If EQUED = 'Y', A is multiplied on
136*> the left and right by diag(S). S is an input argument if FACT =
137*> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
138*> = 'Y', each element of S must be positive. If S is output, each
139*> element of S is a power of the radix. If S is input, each element
140*> of S should be a power of the radix to ensure a reliable solution
141*> and error estimates. Scaling by powers of the radix does not cause
142*> rounding errors unless the result underflows or overflows.
143*> Rounding errors during scaling lead to refining with a matrix that
144*> is not equivalent to the input matrix, producing error estimates
145*> that may not be reliable.
146*> \endverbatim
147*>
148*> \param[in] B
149*> \verbatim
150*> B is COMPLEX*16 array, dimension (LDB,NRHS)
151*> The right hand side matrix B.
152*> \endverbatim
153*>
154*> \param[in] LDB
155*> \verbatim
156*> LDB is INTEGER
157*> The leading dimension of the array B. LDB >= max(1,N).
158*> \endverbatim
159*>
160*> \param[in,out] X
161*> \verbatim
162*> X is COMPLEX*16 array, dimension (LDX,NRHS)
163*> On entry, the solution matrix X, as computed by ZGETRS.
164*> On exit, the improved solution matrix X.
165*> \endverbatim
166*>
167*> \param[in] LDX
168*> \verbatim
169*> LDX is INTEGER
170*> The leading dimension of the array X. LDX >= max(1,N).
171*> \endverbatim
172*>
173*> \param[out] RCOND
174*> \verbatim
175*> RCOND is DOUBLE PRECISION
176*> Reciprocal scaled condition number. This is an estimate of the
177*> reciprocal Skeel condition number of the matrix A after
178*> equilibration (if done). If this is less than the machine
179*> precision (in particular, if it is zero), the matrix is singular
180*> to working precision. Note that the error may still be small even
181*> if this number is very small and the matrix appears ill-
182*> conditioned.
183*> \endverbatim
184*>
185*> \param[out] BERR
186*> \verbatim
187*> BERR is DOUBLE PRECISION array, dimension (NRHS)
188*> Componentwise relative backward error. This is the
189*> componentwise relative backward error of each solution vector X(j)
190*> (i.e., the smallest relative change in any element of A or B that
191*> makes X(j) an exact solution).
192*> \endverbatim
193*>
194*> \param[in] N_ERR_BNDS
195*> \verbatim
196*> N_ERR_BNDS is INTEGER
197*> Number of error bounds to return for each right hand side
198*> and each type (normwise or componentwise). See ERR_BNDS_NORM and
199*> ERR_BNDS_COMP below.
200*> \endverbatim
201*>
202*> \param[out] ERR_BNDS_NORM
203*> \verbatim
204*> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
205*> For each right-hand side, this array contains information about
206*> various error bounds and condition numbers corresponding to the
207*> normwise relative error, which is defined as follows:
208*>
209*> Normwise relative error in the ith solution vector:
210*> max_j (abs(XTRUE(j,i) - X(j,i)))
211*> ------------------------------
212*> max_j abs(X(j,i))
213*>
214*> The array is indexed by the type of error information as described
215*> below. There currently are up to three pieces of information
216*> returned.
217*>
218*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
219*> right-hand side.
220*>
221*> The second index in ERR_BNDS_NORM(:,err) contains the following
222*> three fields:
223*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
224*> reciprocal condition number is less than the threshold
225*> sqrt(n) * dlamch('Epsilon').
226*>
227*> err = 2 "Guaranteed" error bound: The estimated forward error,
228*> almost certainly within a factor of 10 of the true error
229*> so long as the next entry is greater than the threshold
230*> sqrt(n) * dlamch('Epsilon'). This error bound should only
231*> be trusted if the previous boolean is true.
232*>
233*> err = 3 Reciprocal condition number: Estimated normwise
234*> reciprocal condition number. Compared with the threshold
235*> sqrt(n) * dlamch('Epsilon') to determine if the error
236*> estimate is "guaranteed". These reciprocal condition
237*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
238*> appropriately scaled matrix Z.
239*> Let Z = S*A, where S scales each row by a power of the
240*> radix so all absolute row sums of Z are approximately 1.
241*>
242*> See Lapack Working Note 165 for further details and extra
243*> cautions.
244*> \endverbatim
245*>
246*> \param[out] ERR_BNDS_COMP
247*> \verbatim
248*> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
249*> For each right-hand side, this array contains information about
250*> various error bounds and condition numbers corresponding to the
251*> componentwise relative error, which is defined as follows:
252*>
253*> Componentwise relative error in the ith solution vector:
254*> abs(XTRUE(j,i) - X(j,i))
255*> max_j ----------------------
256*> abs(X(j,i))
257*>
258*> The array is indexed by the right-hand side i (on which the
259*> componentwise relative error depends), and the type of error
260*> information as described below. There currently are up to three
261*> pieces of information returned for each right-hand side. If
262*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
263*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
264*> the first (:,N_ERR_BNDS) entries are returned.
265*>
266*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
267*> right-hand side.
268*>
269*> The second index in ERR_BNDS_COMP(:,err) contains the following
270*> three fields:
271*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
272*> reciprocal condition number is less than the threshold
273*> sqrt(n) * dlamch('Epsilon').
274*>
275*> err = 2 "Guaranteed" error bound: The estimated forward error,
276*> almost certainly within a factor of 10 of the true error
277*> so long as the next entry is greater than the threshold
278*> sqrt(n) * dlamch('Epsilon'). This error bound should only
279*> be trusted if the previous boolean is true.
280*>
281*> err = 3 Reciprocal condition number: Estimated componentwise
282*> reciprocal condition number. Compared with the threshold
283*> sqrt(n) * dlamch('Epsilon') to determine if the error
284*> estimate is "guaranteed". These reciprocal condition
285*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
286*> appropriately scaled matrix Z.
287*> Let Z = S*(A*diag(x)), where x is the solution for the
288*> current right-hand side and S scales each row of
289*> A*diag(x) by a power of the radix so all absolute row
290*> sums of Z are approximately 1.
291*>
292*> See Lapack Working Note 165 for further details and extra
293*> cautions.
294*> \endverbatim
295*>
296*> \param[in] NPARAMS
297*> \verbatim
298*> NPARAMS is INTEGER
299*> Specifies the number of parameters set in PARAMS. If <= 0, the
300*> PARAMS array is never referenced and default values are used.
301*> \endverbatim
302*>
303*> \param[in,out] PARAMS
304*> \verbatim
305*> PARAMS is DOUBLE PRECISION array, dimension NPARAMS
306*> Specifies algorithm parameters. If an entry is < 0.0, then
307*> that entry will be filled with default value used for that
308*> parameter. Only positions up to NPARAMS are accessed; defaults
309*> are used for higher-numbered parameters.
310*>
311*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
312*> refinement or not.
313*> Default: 1.0D+0
314*> = 0.0: No refinement is performed, and no error bounds are
315*> computed.
316*> = 1.0: Use the double-precision refinement algorithm,
317*> possibly with doubled-single computations if the
318*> compilation environment does not support DOUBLE
319*> PRECISION.
320*> (other values are reserved for future use)
321*>
322*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
323*> computations allowed for refinement.
324*> Default: 10
325*> Aggressive: Set to 100 to permit convergence using approximate
326*> factorizations or factorizations other than LU. If
327*> the factorization uses a technique other than
328*> Gaussian elimination, the guarantees in
329*> err_bnds_norm and err_bnds_comp may no longer be
330*> trustworthy.
331*>
332*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
333*> will attempt to find a solution with small componentwise
334*> relative error in the double-precision algorithm. Positive
335*> is true, 0.0 is false.
336*> Default: 1.0 (attempt componentwise convergence)
337*> \endverbatim
338*>
339*> \param[out] WORK
340*> \verbatim
341*> WORK is COMPLEX*16 array, dimension (2*N)
342*> \endverbatim
343*>
344*> \param[out] RWORK
345*> \verbatim
346*> RWORK is DOUBLE PRECISION array, dimension (2*N)
347*> \endverbatim
348*>
349*> \param[out] INFO
350*> \verbatim
351*> INFO is INTEGER
352*> = 0: Successful exit. The solution to every right-hand side is
353*> guaranteed.
354*> < 0: If INFO = -i, the i-th argument had an illegal value
355*> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
356*> has been completed, but the factor U is exactly singular, so
357*> the solution and error bounds could not be computed. RCOND = 0
358*> is returned.
359*> = N+J: The solution corresponding to the Jth right-hand side is
360*> not guaranteed. The solutions corresponding to other right-
361*> hand sides K with K > J may not be guaranteed as well, but
362*> only the first such right-hand side is reported. If a small
363*> componentwise error is not requested (PARAMS(3) = 0.0) then
364*> the Jth right-hand side is the first with a normwise error
365*> bound that is not guaranteed (the smallest J such
366*> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
367*> the Jth right-hand side is the first with either a normwise or
368*> componentwise error bound that is not guaranteed (the smallest
369*> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
370*> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
371*> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
372*> about all of the right-hand sides check ERR_BNDS_NORM or
373*> ERR_BNDS_COMP.
374*> \endverbatim
375*
376* Authors:
377* ========
378*
379*> \author Univ. of Tennessee
380*> \author Univ. of California Berkeley
381*> \author Univ. of Colorado Denver
382*> \author NAG Ltd.
383*
384*> \ingroup porfsx
385*
386* =====================================================================
387 SUBROUTINE zporfsx( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S,
388 $ B,
389 $ LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
390 $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
391 $ WORK, RWORK, INFO )
392*
393* -- LAPACK computational routine --
394* -- LAPACK is a software package provided by Univ. of Tennessee, --
395* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
396*
397* .. Scalar Arguments ..
398 CHARACTER UPLO, EQUED
399 INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
400 $ N_ERR_BNDS
401 DOUBLE PRECISION RCOND
402* ..
403* .. Array Arguments ..
404 COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
405 $ x( ldx, * ), work( * )
406 DOUBLE PRECISION RWORK( * ), S( * ), PARAMS(*), BERR( * ),
407 $ ERR_BNDS_NORM( NRHS, * ),
408 $ err_bnds_comp( nrhs, * )
409* ..
410*
411* ==================================================================
412*
413* .. Parameters ..
414 DOUBLE PRECISION ZERO, ONE
415 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
416 DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
417 DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
418 DOUBLE PRECISION DZTHRESH_DEFAULT
419 parameter( itref_default = 1.0d+0 )
420 parameter( ithresh_default = 10.0d+0 )
421 parameter( componentwise_default = 1.0d+0 )
422 parameter( rthresh_default = 0.5d+0 )
423 parameter( dzthresh_default = 0.25d+0 )
424 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
425 $ la_linrx_cwise_i
426 parameter( la_linrx_itref_i = 1,
427 $ la_linrx_ithresh_i = 2 )
428 parameter( la_linrx_cwise_i = 3 )
429 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
430 $ la_linrx_rcond_i
431 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
432 parameter( la_linrx_rcond_i = 3 )
433* ..
434* .. Local Scalars ..
435 CHARACTER(1) NORM
436 LOGICAL RCEQU
437 INTEGER J, PREC_TYPE, REF_TYPE
438 INTEGER N_NORMS
439 DOUBLE PRECISION ANORM, RCOND_TMP
440 DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
441 LOGICAL IGNORE_CWISE
442 INTEGER ITHRESH
443 DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
444* ..
445* .. External Subroutines ..
447* ..
448* .. Intrinsic Functions ..
449 INTRINSIC max, sqrt, transfer
450* ..
451* .. External Functions ..
452 EXTERNAL lsame, ilaprec
453 EXTERNAL dlamch, zlanhe, zla_porcond_x,
455 DOUBLE PRECISION DLAMCH, ZLANHE, ZLA_PORCOND_X, ZLA_PORCOND_C
456 LOGICAL LSAME
457 INTEGER ILAPREC
458* ..
459* .. Executable Statements ..
460*
461* Check the input parameters.
462*
463 info = 0
464 ref_type = int( itref_default )
465 IF ( nparams .GE. la_linrx_itref_i ) THEN
466 IF ( params( la_linrx_itref_i ) .LT. 0.0d+0 ) THEN
467 params( la_linrx_itref_i ) = itref_default
468 ELSE
469 ref_type = params( la_linrx_itref_i )
470 END IF
471 END IF
472*
473* Set default parameters.
474*
475 illrcond_thresh = dble( n ) * dlamch( 'Epsilon' )
476 ithresh = int( ithresh_default )
477 rthresh = rthresh_default
478 unstable_thresh = dzthresh_default
479 ignore_cwise = componentwise_default .EQ. 0.0d+0
480*
481 IF ( nparams.GE.la_linrx_ithresh_i ) THEN
482 IF ( params(la_linrx_ithresh_i ).LT.0.0d+0 ) THEN
483 params( la_linrx_ithresh_i ) = ithresh
484 ELSE
485 ithresh = int( params( la_linrx_ithresh_i ) )
486 END IF
487 END IF
488 IF ( nparams.GE.la_linrx_cwise_i ) THEN
489 IF ( params(la_linrx_cwise_i ).LT.0.0d+0 ) THEN
490 IF ( ignore_cwise ) THEN
491 params( la_linrx_cwise_i ) = 0.0d+0
492 ELSE
493 params( la_linrx_cwise_i ) = 1.0d+0
494 END IF
495 ELSE
496 ignore_cwise = params( la_linrx_cwise_i ) .EQ. 0.0d+0
497 END IF
498 END IF
499 IF ( ref_type .EQ. 0 .OR. n_err_bnds .EQ. 0 ) THEN
500 n_norms = 0
501 ELSE IF ( ignore_cwise ) THEN
502 n_norms = 1
503 ELSE
504 n_norms = 2
505 END IF
506*
507 rcequ = lsame( equed, 'Y' )
508*
509* Test input parameters.
510*
511 IF (.NOT.lsame( uplo, 'U' ) .AND.
512 $ .NOT.lsame( uplo, 'L' ) ) THEN
513 info = -1
514 ELSE IF( .NOT.rcequ .AND. .NOT.lsame( equed, 'N' ) ) THEN
515 info = -2
516 ELSE IF( n.LT.0 ) THEN
517 info = -3
518 ELSE IF( nrhs.LT.0 ) THEN
519 info = -4
520 ELSE IF( lda.LT.max( 1, n ) ) THEN
521 info = -6
522 ELSE IF( ldaf.LT.max( 1, n ) ) THEN
523 info = -8
524 ELSE IF( ldb.LT.max( 1, n ) ) THEN
525 info = -11
526 ELSE IF( ldx.LT.max( 1, n ) ) THEN
527 info = -13
528 END IF
529 IF( info.NE.0 ) THEN
530 CALL xerbla( 'ZPORFSX', -info )
531 RETURN
532 END IF
533*
534* Quick return if possible.
535*
536 IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
537 rcond = 1.0d+0
538 DO j = 1, nrhs
539 berr( j ) = 0.0d+0
540 IF ( n_err_bnds .GE. 1 ) THEN
541 err_bnds_norm( j, la_linrx_trust_i ) = 1.0d+0
542 err_bnds_comp( j, la_linrx_trust_i ) = 1.0d+0
543 END IF
544 IF ( n_err_bnds .GE. 2 ) THEN
545 err_bnds_norm( j, la_linrx_err_i ) = 0.0d+0
546 err_bnds_comp( j, la_linrx_err_i ) = 0.0d+0
547 END IF
548 IF ( n_err_bnds .GE. 3 ) THEN
549 err_bnds_norm( j, la_linrx_rcond_i ) = 1.0d+0
550 err_bnds_comp( j, la_linrx_rcond_i ) = 1.0d+0
551 END IF
552 END DO
553 RETURN
554 END IF
555*
556* Default to failure.
557*
558 rcond = 0.0d+0
559 DO j = 1, nrhs
560 berr( j ) = 1.0d+0
561 IF ( n_err_bnds .GE. 1 ) THEN
562 err_bnds_norm( j, la_linrx_trust_i ) = 1.0d+0
563 err_bnds_comp( j, la_linrx_trust_i ) = 1.0d+0
564 END IF
565 IF ( n_err_bnds .GE. 2 ) THEN
566 err_bnds_norm( j, la_linrx_err_i ) = 1.0d+0
567 err_bnds_comp( j, la_linrx_err_i ) = 1.0d+0
568 END IF
569 IF ( n_err_bnds .GE. 3 ) THEN
570 err_bnds_norm( j, la_linrx_rcond_i ) = 0.0d+0
571 err_bnds_comp( j, la_linrx_rcond_i ) = 0.0d+0
572 END IF
573 END DO
574*
575* Compute the norm of A and the reciprocal of the condition
576* number of A.
577*
578 norm = 'I'
579 anorm = zlanhe( norm, uplo, n, a, lda, rwork )
580 CALL zpocon( uplo, n, af, ldaf, anorm, rcond, work, rwork,
581 $ info )
582*
583* Perform refinement on each right-hand side
584*
585 IF ( ref_type .NE. 0 ) THEN
586
587 prec_type = ilaprec( 'E' )
588
589 CALL zla_porfsx_extended( prec_type, uplo, n,
590 $ nrhs, a, lda, af, ldaf, rcequ, s, b,
591 $ ldb, x, ldx, berr, n_norms, err_bnds_norm, err_bnds_comp,
592 $ work, rwork, work(n+1),
593 $ transfer(rwork(1:2*n), (/ (zero, zero) /), n), rcond,
594 $ ithresh, rthresh, unstable_thresh, ignore_cwise,
595 $ info )
596 END IF
597
598 err_lbnd = max( 10.0d+0,
599 $ sqrt( dble( n ) ) ) * dlamch( 'Epsilon' )
600 IF ( n_err_bnds .GE. 1 .AND. n_norms .GE. 1 ) THEN
601*
602* Compute scaled normwise condition number cond(A*C).
603*
604 IF ( rcequ ) THEN
605 rcond_tmp = zla_porcond_c( uplo, n, a, lda, af, ldaf,
606 $ s, .true., info, work, rwork )
607 ELSE
608 rcond_tmp = zla_porcond_c( uplo, n, a, lda, af, ldaf,
609 $ s, .false., info, work, rwork )
610 END IF
611 DO j = 1, nrhs
612*
613* Cap the error at 1.0.
614*
615 IF ( n_err_bnds .GE. la_linrx_err_i
616 $ .AND. err_bnds_norm( j, la_linrx_err_i ) .GT. 1.0d+0 )
617 $ err_bnds_norm( j, la_linrx_err_i ) = 1.0d+0
618*
619* Threshold the error (see LAWN).
620*
621 IF ( rcond_tmp .LT. illrcond_thresh ) THEN
622 err_bnds_norm( j, la_linrx_err_i ) = 1.0d+0
623 err_bnds_norm( j, la_linrx_trust_i ) = 0.0d+0
624 IF ( info .LE. n ) info = n + j
625 ELSE IF ( err_bnds_norm( j, la_linrx_err_i ) .LT. err_lbnd )
626 $ THEN
627 err_bnds_norm( j, la_linrx_err_i ) = err_lbnd
628 err_bnds_norm( j, la_linrx_trust_i ) = 1.0d+0
629 END IF
630*
631* Save the condition number.
632*
633 IF ( n_err_bnds .GE. la_linrx_rcond_i ) THEN
634 err_bnds_norm( j, la_linrx_rcond_i ) = rcond_tmp
635 END IF
636
637 END DO
638 END IF
639
640 IF (n_err_bnds .GE. 1 .AND. n_norms .GE. 2) THEN
641*
642* Compute componentwise condition number cond(A*diag(Y(:,J))) for
643* each right-hand side using the current solution as an estimate of
644* the true solution. If the componentwise error estimate is too
645* large, then the solution is a lousy estimate of truth and the
646* estimated RCOND may be too optimistic. To avoid misleading users,
647* the inverse condition number is set to 0.0 when the estimated
648* cwise error is at least CWISE_WRONG.
649*
650 cwise_wrong = sqrt( dlamch( 'Epsilon' ) )
651 DO j = 1, nrhs
652 IF (err_bnds_comp( j, la_linrx_err_i ) .LT. cwise_wrong )
653 $ THEN
654 rcond_tmp = zla_porcond_x( uplo, n, a, lda, af, ldaf,
655 $ x(1,j), info, work, rwork )
656 ELSE
657 rcond_tmp = 0.0d+0
658 END IF
659*
660* Cap the error at 1.0.
661*
662 IF ( n_err_bnds .GE. la_linrx_err_i
663 $ .AND. err_bnds_comp( j, la_linrx_err_i ) .GT. 1.0d+0 )
664 $ err_bnds_comp( j, la_linrx_err_i ) = 1.0d+0
665*
666* Threshold the error (see LAWN).
667*
668 IF (rcond_tmp .LT. illrcond_thresh) THEN
669 err_bnds_comp( j, la_linrx_err_i ) = 1.0d+0
670 err_bnds_comp( j, la_linrx_trust_i ) = 0.0d+0
671 IF ( params( la_linrx_cwise_i ) .EQ. 1.0d+0
672 $ .AND. info.LT.n + j ) info = n + j
673 ELSE IF ( err_bnds_comp( j, la_linrx_err_i )
674 $ .LT. err_lbnd ) THEN
675 err_bnds_comp( j, la_linrx_err_i ) = err_lbnd
676 err_bnds_comp( j, la_linrx_trust_i ) = 1.0d+0
677 END IF
678*
679* Save the condition number.
680*
681 IF ( n_err_bnds .GE. la_linrx_rcond_i ) THEN
682 err_bnds_comp( j, la_linrx_rcond_i ) = rcond_tmp
683 END IF
684
685 END DO
686 END IF
687*
688 RETURN
689*
690* End of ZPORFSX
691*
692 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
integer function ilaprec(prec)
ILAPREC
Definition ilaprec.f:56
double precision function zla_porcond_c(uplo, n, a, lda, af, ldaf, c, capply, info, work, rwork)
ZLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian positiv...
double precision function zla_porcond_x(uplo, n, a, lda, af, ldaf, x, info, work, rwork)
ZLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian positive-def...
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...
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
double precision function zlanhe(norm, uplo, n, a, lda, work)
ZLANHE returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition zlanhe.f:122
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine zpocon(uplo, n, a, lda, anorm, rcond, work, rwork, info)
ZPOCON
Definition zpocon.f:119
subroutine zporfsx(uplo, equed, n, nrhs, a, lda, af, ldaf, s, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm, err_bnds_comp, nparams, params, work, rwork, info)
ZPORFSX
Definition zporfsx.f:392