LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ zhprfs()

subroutine zhprfs ( character uplo,
integer n,
integer nrhs,
complex*16, dimension( * ) ap,
complex*16, dimension( * ) afp,
integer, dimension( * ) ipiv,
complex*16, dimension( ldb, * ) b,
integer ldb,
complex*16, dimension( ldx, * ) x,
integer ldx,
double precision, dimension( * ) ferr,
double precision, dimension( * ) berr,
complex*16, dimension( * ) work,
double precision, dimension( * ) rwork,
integer info )

ZHPRFS

Download ZHPRFS + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> ZHPRFS improves the computed solution to a system of linear
!> equations when the coefficient matrix is Hermitian indefinite
!> and packed, and provides error bounds and backward error estimates
!> for the solution.
!>
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>
[in]N
!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!>
[in]NRHS
!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of columns
!>          of the matrices B and X.  NRHS >= 0.
!>
[in]AP
!>          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
!>          The upper or lower triangle of the Hermitian matrix A, packed
!>          columnwise in a linear array.  The j-th column of A is stored
!>          in the array AP as follows:
!>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
!>          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
!>
[in]AFP
!>          AFP is COMPLEX*16 array, dimension (N*(N+1)/2)
!>          The factored form of the matrix A.  AFP contains the block
!>          diagonal matrix D and the multipliers used to obtain the
!>          factor U or L from the factorization A = U*D*U**H or
!>          A = L*D*L**H as computed by ZHPTRF, stored as a packed
!>          triangular matrix.
!>
[in]IPIV
!>          IPIV is INTEGER array, dimension (N)
!>          Details of the interchanges and the block structure of D
!>          as determined by ZHPTRF.
!>
[in]B
!>          B is COMPLEX*16 array, dimension (LDB,NRHS)
!>          The right hand side matrix B.
!>
[in]LDB
!>          LDB is INTEGER
!>          The leading dimension of the array B.  LDB >= max(1,N).
!>
[in,out]X
!>          X is COMPLEX*16 array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by ZHPTRS.
!>          On exit, the improved solution matrix X.
!>
[in]LDX
!>          LDX is INTEGER
!>          The leading dimension of the array X.  LDX >= max(1,N).
!>
[out]FERR
!>          FERR is DOUBLE PRECISION array, dimension (NRHS)
!>          The estimated forward error bound for each solution vector
!>          X(j) (the j-th column of the solution matrix X).
!>          If XTRUE is the true solution corresponding to X(j), FERR(j)
!>          is an estimated upper bound for the magnitude of the largest
!>          element in (X(j) - XTRUE) divided by the magnitude of the
!>          largest element in X(j).  The estimate is as reliable as
!>          the estimate for RCOND, and is almost always a slight
!>          overestimate of the true error.
!>
[out]BERR
!>          BERR is DOUBLE PRECISION array, dimension (NRHS)
!>          The componentwise relative backward error of each solution
!>          vector X(j) (i.e., the smallest relative change in
!>          any element of A or B that makes X(j) an exact solution).
!>
[out]WORK
!>          WORK is COMPLEX*16 array, dimension (2*N)
!>
[out]RWORK
!>          RWORK is DOUBLE PRECISION array, dimension (N)
!>
[out]INFO
!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -i, the i-th argument had an illegal value
!>
Internal Parameters:
!>  ITMAX is the maximum number of steps of iterative refinement.
!>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 176 of file zhprfs.f.

179*
180* -- LAPACK computational routine --
181* -- LAPACK is a software package provided by Univ. of Tennessee, --
182* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
183*
184* .. Scalar Arguments ..
185 CHARACTER UPLO
186 INTEGER INFO, LDB, LDX, N, NRHS
187* ..
188* .. Array Arguments ..
189 INTEGER IPIV( * )
190 DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
191 COMPLEX*16 AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
192 $ X( LDX, * )
193* ..
194*
195* =====================================================================
196*
197* .. Parameters ..
198 INTEGER ITMAX
199 parameter( itmax = 5 )
200 DOUBLE PRECISION ZERO
201 parameter( zero = 0.0d+0 )
202 COMPLEX*16 ONE
203 parameter( one = ( 1.0d+0, 0.0d+0 ) )
204 DOUBLE PRECISION TWO
205 parameter( two = 2.0d+0 )
206 DOUBLE PRECISION THREE
207 parameter( three = 3.0d+0 )
208* ..
209* .. Local Scalars ..
210 LOGICAL UPPER
211 INTEGER COUNT, I, IK, J, K, KASE, KK, NZ
212 DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
213 COMPLEX*16 ZDUM
214* ..
215* .. Local Arrays ..
216 INTEGER ISAVE( 3 )
217* ..
218* .. External Subroutines ..
219 EXTERNAL xerbla, zaxpy, zcopy, zhpmv, zhptrs,
220 $ zlacn2
221* ..
222* .. Intrinsic Functions ..
223 INTRINSIC abs, dble, dimag, max
224* ..
225* .. External Functions ..
226 LOGICAL LSAME
227 DOUBLE PRECISION DLAMCH
228 EXTERNAL lsame, dlamch
229* ..
230* .. Statement Functions ..
231 DOUBLE PRECISION CABS1
232* ..
233* .. Statement Function definitions ..
234 cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
235* ..
236* .. Executable Statements ..
237*
238* Test the input parameters.
239*
240 info = 0
241 upper = lsame( uplo, 'U' )
242 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
243 info = -1
244 ELSE IF( n.LT.0 ) THEN
245 info = -2
246 ELSE IF( nrhs.LT.0 ) THEN
247 info = -3
248 ELSE IF( ldb.LT.max( 1, n ) ) THEN
249 info = -8
250 ELSE IF( ldx.LT.max( 1, n ) ) THEN
251 info = -10
252 END IF
253 IF( info.NE.0 ) THEN
254 CALL xerbla( 'ZHPRFS', -info )
255 RETURN
256 END IF
257*
258* Quick return if possible
259*
260 IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
261 DO 10 j = 1, nrhs
262 ferr( j ) = zero
263 berr( j ) = zero
264 10 CONTINUE
265 RETURN
266 END IF
267*
268* NZ = maximum number of nonzero elements in each row of A, plus 1
269*
270 nz = n + 1
271 eps = dlamch( 'Epsilon' )
272 safmin = dlamch( 'Safe minimum' )
273 safe1 = nz*safmin
274 safe2 = safe1 / eps
275*
276* Do for each right hand side
277*
278 DO 140 j = 1, nrhs
279*
280 count = 1
281 lstres = three
282 20 CONTINUE
283*
284* Loop until stopping criterion is satisfied.
285*
286* Compute residual R = B - A * X
287*
288 CALL zcopy( n, b( 1, j ), 1, work, 1 )
289 CALL zhpmv( uplo, n, -one, ap, x( 1, j ), 1, one, work, 1 )
290*
291* Compute componentwise relative backward error from formula
292*
293* max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )
294*
295* where abs(Z) is the componentwise absolute value of the matrix
296* or vector Z. If the i-th component of the denominator is less
297* than SAFE2, then SAFE1 is added to the i-th components of the
298* numerator and denominator before dividing.
299*
300 DO 30 i = 1, n
301 rwork( i ) = cabs1( b( i, j ) )
302 30 CONTINUE
303*
304* Compute abs(A)*abs(X) + abs(B).
305*
306 kk = 1
307 IF( upper ) THEN
308 DO 50 k = 1, n
309 s = zero
310 xk = cabs1( x( k, j ) )
311 ik = kk
312 DO 40 i = 1, k - 1
313 rwork( i ) = rwork( i ) + cabs1( ap( ik ) )*xk
314 s = s + cabs1( ap( ik ) )*cabs1( x( i, j ) )
315 ik = ik + 1
316 40 CONTINUE
317 rwork( k ) = rwork( k ) + abs( dble( ap( kk+k-1 ) ) )*
318 $ xk + s
319 kk = kk + k
320 50 CONTINUE
321 ELSE
322 DO 70 k = 1, n
323 s = zero
324 xk = cabs1( x( k, j ) )
325 rwork( k ) = rwork( k ) + abs( dble( ap( kk ) ) )*xk
326 ik = kk + 1
327 DO 60 i = k + 1, n
328 rwork( i ) = rwork( i ) + cabs1( ap( ik ) )*xk
329 s = s + cabs1( ap( ik ) )*cabs1( x( i, j ) )
330 ik = ik + 1
331 60 CONTINUE
332 rwork( k ) = rwork( k ) + s
333 kk = kk + ( n-k+1 )
334 70 CONTINUE
335 END IF
336 s = zero
337 DO 80 i = 1, n
338 IF( rwork( i ).GT.safe2 ) THEN
339 s = max( s, cabs1( work( i ) ) / rwork( i ) )
340 ELSE
341 s = max( s, ( cabs1( work( i ) )+safe1 ) /
342 $ ( rwork( i )+safe1 ) )
343 END IF
344 80 CONTINUE
345 berr( j ) = s
346*
347* Test stopping criterion. Continue iterating if
348* 1) The residual BERR(J) is larger than machine epsilon, and
349* 2) BERR(J) decreased by at least a factor of 2 during the
350* last iteration, and
351* 3) At most ITMAX iterations tried.
352*
353 IF( berr( j ).GT.eps .AND. two*berr( j ).LE.lstres .AND.
354 $ count.LE.itmax ) THEN
355*
356* Update solution and try again.
357*
358 CALL zhptrs( uplo, n, 1, afp, ipiv, work, n, info )
359 CALL zaxpy( n, one, work, 1, x( 1, j ), 1 )
360 lstres = berr( j )
361 count = count + 1
362 GO TO 20
363 END IF
364*
365* Bound error from formula
366*
367* norm(X - XTRUE) / norm(X) .le. FERR =
368* norm( abs(inv(A))*
369* ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
370*
371* where
372* norm(Z) is the magnitude of the largest component of Z
373* inv(A) is the inverse of A
374* abs(Z) is the componentwise absolute value of the matrix or
375* vector Z
376* NZ is the maximum number of nonzeros in any row of A, plus 1
377* EPS is machine epsilon
378*
379* The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
380* is incremented by SAFE1 if the i-th component of
381* abs(A)*abs(X) + abs(B) is less than SAFE2.
382*
383* Use ZLACN2 to estimate the infinity-norm of the matrix
384* inv(A) * diag(W),
385* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) )))
386*
387 DO 90 i = 1, n
388 IF( rwork( i ).GT.safe2 ) THEN
389 rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i )
390 ELSE
391 rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i ) +
392 $ safe1
393 END IF
394 90 CONTINUE
395*
396 kase = 0
397 100 CONTINUE
398 CALL zlacn2( n, work( n+1 ), work, ferr( j ), kase, isave )
399 IF( kase.NE.0 ) THEN
400 IF( kase.EQ.1 ) THEN
401*
402* Multiply by diag(W)*inv(A**H).
403*
404 CALL zhptrs( uplo, n, 1, afp, ipiv, work, n, info )
405 DO 110 i = 1, n
406 work( i ) = rwork( i )*work( i )
407 110 CONTINUE
408 ELSE IF( kase.EQ.2 ) THEN
409*
410* Multiply by inv(A)*diag(W).
411*
412 DO 120 i = 1, n
413 work( i ) = rwork( i )*work( i )
414 120 CONTINUE
415 CALL zhptrs( uplo, n, 1, afp, ipiv, work, n, info )
416 END IF
417 GO TO 100
418 END IF
419*
420* Normalize error.
421*
422 lstres = zero
423 DO 130 i = 1, n
424 lstres = max( lstres, cabs1( x( i, j ) ) )
425 130 CONTINUE
426 IF( lstres.NE.zero )
427 $ ferr( j ) = ferr( j ) / lstres
428*
429 140 CONTINUE
430*
431 RETURN
432*
433* End of ZHPRFS
434*
xerbla
subroutine xerbla(srname, info)
Definition cblat2.f:3285
zaxpy
subroutine zaxpy(n, za, zx, incx, zy, incy)
ZAXPY
Definition zaxpy.f:88
zcopy
subroutine zcopy(n, zx, incx, zy, incy)
ZCOPY
Definition zcopy.f:81
zhpmv
subroutine zhpmv(uplo, n, alpha, ap, x, incx, beta, y, incy)
ZHPMV
Definition zhpmv.f:149
zhptrs
subroutine zhptrs(uplo, n, nrhs, ap, ipiv, b, ldb, info)
ZHPTRS
Definition zhptrs.f:113
zlacn2
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:131
dlamch
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
lsame
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
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