LAPACK 3.12.1
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dla_gerfsx_extended.f
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1*> \brief \b DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general 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 DLA_GERFSX_EXTENDED + dependencies
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10*> [TGZ]</a>
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14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE DLA_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, ITHRESH
29* LOGICAL COLEQU, IGNORE_CWISE
30* DOUBLE PRECISION RTHRESH, DZ_UB
31* ..
32* .. Array Arguments ..
33* INTEGER IPIV( * )
34* DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
35* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
36* DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
37* $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
38* ..
39*
40*
41*> \par Purpose:
42* =============
43*>
44*> \verbatim
45*>
46*>
47*> DLA_GERFSX_EXTENDED improves the computed solution to a system of
48*> linear equations by performing extra-precise iterative refinement
49*> and provides error bounds and backward error estimates for the solution.
50*> This subroutine is called by DGERFSX to perform iterative refinement.
51*> In addition to normwise error bound, the code provides maximum
52*> componentwise error bound if possible. See comments for ERRS_N
53*> and ERRS_C for details of the error bounds. Note that this
54*> subroutine is only responsible for setting the second fields of
55*> ERRS_N and ERRS_C.
56*> \endverbatim
57*
58* Arguments:
59* ==========
60*
61*> \param[in] PREC_TYPE
62*> \verbatim
63*> PREC_TYPE is INTEGER
64*> Specifies the intermediate precision to be used in refinement.
65*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
66*> = 'S': Single
67*> = 'D': Double
68*> = 'I': Indigenous
69*> = 'X' or 'E': Extra
70*> \endverbatim
71*>
72*> \param[in] TRANS_TYPE
73*> \verbatim
74*> TRANS_TYPE is INTEGER
75*> Specifies the transposition operation on A.
76*> The value is defined by ILATRANS(T) where T is a CHARACTER and T
77*> = 'N': No transpose
78*> = 'T': Transpose
79*> = 'C': Conjugate transpose
80*> \endverbatim
81*>
82*> \param[in] N
83*> \verbatim
84*> N is INTEGER
85*> The number of linear equations, i.e., the order of the
86*> matrix A. N >= 0.
87*> \endverbatim
88*>
89*> \param[in] NRHS
90*> \verbatim
91*> NRHS is INTEGER
92*> The number of right-hand-sides, i.e., the number of columns of the
93*> matrix B.
94*> \endverbatim
95*>
96*> \param[in] A
97*> \verbatim
98*> A is DOUBLE PRECISION array, dimension (LDA,N)
99*> On entry, the N-by-N matrix A.
100*> \endverbatim
101*>
102*> \param[in] LDA
103*> \verbatim
104*> LDA is INTEGER
105*> The leading dimension of the array A. LDA >= max(1,N).
106*> \endverbatim
107*>
108*> \param[in] AF
109*> \verbatim
110*> AF is DOUBLE PRECISION array, dimension (LDAF,N)
111*> The factors L and U from the factorization
112*> A = P*L*U as computed by DGETRF.
113*> \endverbatim
114*>
115*> \param[in] LDAF
116*> \verbatim
117*> LDAF is INTEGER
118*> The leading dimension of the array AF. LDAF >= max(1,N).
119*> \endverbatim
120*>
121*> \param[in] IPIV
122*> \verbatim
123*> IPIV is INTEGER array, dimension (N)
124*> The pivot indices from the factorization A = P*L*U
125*> as computed by DGETRF; row i of the matrix was interchanged
126*> with row IPIV(i).
127*> \endverbatim
128*>
129*> \param[in] COLEQU
130*> \verbatim
131*> COLEQU is LOGICAL
132*> If .TRUE. then column equilibration was done to A before calling
133*> this routine. This is needed to compute the solution and error
134*> bounds correctly.
135*> \endverbatim
136*>
137*> \param[in] C
138*> \verbatim
139*> C is DOUBLE PRECISION array, dimension (N)
140*> The column scale factors for A. If COLEQU = .FALSE., C
141*> is not accessed. If C is input, each element of C should be a power
142*> of the radix to ensure a reliable solution and error estimates.
143*> Scaling by powers of the radix does not cause rounding errors unless
144*> the result underflows or overflows. Rounding errors during scaling
145*> lead to refining with a matrix that is not equivalent to the
146*> input matrix, producing error estimates that may not be
147*> reliable.
148*> \endverbatim
149*>
150*> \param[in] B
151*> \verbatim
152*> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
153*> The right-hand-side matrix B.
154*> \endverbatim
155*>
156*> \param[in] LDB
157*> \verbatim
158*> LDB is INTEGER
159*> The leading dimension of the array B. LDB >= max(1,N).
160*> \endverbatim
161*>
162*> \param[in,out] Y
163*> \verbatim
164*> Y is DOUBLE PRECISION array, dimension (LDY,NRHS)
165*> On entry, the solution matrix X, as computed by DGETRS.
166*> On exit, the improved solution matrix Y.
167*> \endverbatim
168*>
169*> \param[in] LDY
170*> \verbatim
171*> LDY is INTEGER
172*> The leading dimension of the array Y. LDY >= max(1,N).
173*> \endverbatim
174*>
175*> \param[out] BERR_OUT
176*> \verbatim
177*> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
178*> On exit, BERR_OUT(j) contains the componentwise relative backward
179*> error for right-hand-side j from the formula
180*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
181*> where abs(Z) is the componentwise absolute value of the matrix
182*> or vector Z. This is computed by DLA_LIN_BERR.
183*> \endverbatim
184*>
185*> \param[in] N_NORMS
186*> \verbatim
187*> N_NORMS is INTEGER
188*> Determines which error bounds to return (see ERRS_N
189*> and ERRS_C).
190*> If N_NORMS >= 1 return normwise error bounds.
191*> If N_NORMS >= 2 return componentwise error bounds.
192*> \endverbatim
193*>
194*> \param[in,out] ERRS_N
195*> \verbatim
196*> ERRS_N is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
197*> For each right-hand side, this array contains information about
198*> various error bounds and condition numbers corresponding to the
199*> normwise relative error, which is defined as follows:
200*>
201*> Normwise relative error in the ith solution vector:
202*> max_j (abs(XTRUE(j,i) - X(j,i)))
203*> ------------------------------
204*> max_j abs(X(j,i))
205*>
206*> The array is indexed by the type of error information as described
207*> below. There currently are up to three pieces of information
208*> returned.
209*>
210*> The first index in ERRS_N(i,:) corresponds to the ith
211*> right-hand side.
212*>
213*> The second index in ERRS_N(:,err) contains the following
214*> three fields:
215*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
216*> reciprocal condition number is less than the threshold
217*> sqrt(n) * slamch('Epsilon').
218*>
219*> err = 2 "Guaranteed" error bound: The estimated forward error,
220*> almost certainly within a factor of 10 of the true error
221*> so long as the next entry is greater than the threshold
222*> sqrt(n) * slamch('Epsilon'). This error bound should only
223*> be trusted if the previous boolean is true.
224*>
225*> err = 3 Reciprocal condition number: Estimated normwise
226*> reciprocal condition number. Compared with the threshold
227*> sqrt(n) * slamch('Epsilon') to determine if the error
228*> estimate is "guaranteed". These reciprocal condition
229*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
230*> appropriately scaled matrix Z.
231*> Let Z = S*A, where S scales each row by a power of the
232*> radix so all absolute row sums of Z are approximately 1.
233*>
234*> This subroutine is only responsible for setting the second field
235*> above.
236*> See Lapack Working Note 165 for further details and extra
237*> cautions.
238*> \endverbatim
239*>
240*> \param[in,out] ERRS_C
241*> \verbatim
242*> ERRS_C is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
243*> For each right-hand side, this array contains information about
244*> various error bounds and condition numbers corresponding to the
245*> componentwise relative error, which is defined as follows:
246*>
247*> Componentwise relative error in the ith solution vector:
248*> abs(XTRUE(j,i) - X(j,i))
249*> max_j ----------------------
250*> abs(X(j,i))
251*>
252*> The array is indexed by the right-hand side i (on which the
253*> componentwise relative error depends), and the type of error
254*> information as described below. There currently are up to three
255*> pieces of information returned for each right-hand side. If
256*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
257*> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
258*> the first (:,N_ERR_BNDS) entries are returned.
259*>
260*> The first index in ERRS_C(i,:) corresponds to the ith
261*> right-hand side.
262*>
263*> The second index in ERRS_C(:,err) contains the following
264*> three fields:
265*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
266*> reciprocal condition number is less than the threshold
267*> sqrt(n) * slamch('Epsilon').
268*>
269*> err = 2 "Guaranteed" error bound: The estimated forward error,
270*> almost certainly within a factor of 10 of the true error
271*> so long as the next entry is greater than the threshold
272*> sqrt(n) * slamch('Epsilon'). This error bound should only
273*> be trusted if the previous boolean is true.
274*>
275*> err = 3 Reciprocal condition number: Estimated componentwise
276*> reciprocal condition number. Compared with the threshold
277*> sqrt(n) * slamch('Epsilon') to determine if the error
278*> estimate is "guaranteed". These reciprocal condition
279*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
280*> appropriately scaled matrix Z.
281*> Let Z = S*(A*diag(x)), where x is the solution for the
282*> current right-hand side and S scales each row of
283*> A*diag(x) by a power of the radix so all absolute row
284*> sums of Z are approximately 1.
285*>
286*> This subroutine is only responsible for setting the second field
287*> above.
288*> See Lapack Working Note 165 for further details and extra
289*> cautions.
290*> \endverbatim
291*>
292*> \param[in] RES
293*> \verbatim
294*> RES is DOUBLE PRECISION array, dimension (N)
295*> Workspace to hold the intermediate residual.
296*> \endverbatim
297*>
298*> \param[in] AYB
299*> \verbatim
300*> AYB is DOUBLE PRECISION array, dimension (N)
301*> Workspace. This can be the same workspace passed for Y_TAIL.
302*> \endverbatim
303*>
304*> \param[in] DY
305*> \verbatim
306*> DY is DOUBLE PRECISION array, dimension (N)
307*> Workspace to hold the intermediate solution.
308*> \endverbatim
309*>
310*> \param[in] Y_TAIL
311*> \verbatim
312*> Y_TAIL is DOUBLE PRECISION array, dimension (N)
313*> Workspace to hold the trailing bits of the intermediate solution.
314*> \endverbatim
315*>
316*> \param[in] RCOND
317*> \verbatim
318*> RCOND is DOUBLE PRECISION
319*> Reciprocal scaled condition number. This is an estimate of the
320*> reciprocal Skeel condition number of the matrix A after
321*> equilibration (if done). If this is less than the machine
322*> precision (in particular, if it is zero), the matrix is singular
323*> to working precision. Note that the error may still be small even
324*> if this number is very small and the matrix appears ill-
325*> conditioned.
326*> \endverbatim
327*>
328*> \param[in] ITHRESH
329*> \verbatim
330*> ITHRESH is INTEGER
331*> The maximum number of residual computations allowed for
332*> refinement. The default is 10. For 'aggressive' set to 100 to
333*> permit convergence using approximate factorizations or
334*> factorizations other than LU. If the factorization uses a
335*> technique other than Gaussian elimination, the guarantees in
336*> ERRS_N and ERRS_C may no longer be trustworthy.
337*> \endverbatim
338*>
339*> \param[in] RTHRESH
340*> \verbatim
341*> RTHRESH is DOUBLE PRECISION
342*> Determines when to stop refinement if the error estimate stops
343*> decreasing. Refinement will stop when the next solution no longer
344*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
345*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
346*> default value is 0.5. For 'aggressive' set to 0.9 to permit
347*> convergence on extremely ill-conditioned matrices. See LAWN 165
348*> for more details.
349*> \endverbatim
350*>
351*> \param[in] DZ_UB
352*> \verbatim
353*> DZ_UB is DOUBLE PRECISION
354*> Determines when to start considering componentwise convergence.
355*> Componentwise convergence is only considered after each component
356*> of the solution Y is stable, which we define as the relative
357*> change in each component being less than DZ_UB. The default value
358*> is 0.25, requiring the first bit to be stable. See LAWN 165 for
359*> more details.
360*> \endverbatim
361*>
362*> \param[in] IGNORE_CWISE
363*> \verbatim
364*> IGNORE_CWISE is LOGICAL
365*> If .TRUE. then ignore componentwise convergence. Default value
366*> is .FALSE..
367*> \endverbatim
368*>
369*> \param[out] INFO
370*> \verbatim
371*> INFO is INTEGER
372*> = 0: Successful exit.
373*> < 0: if INFO = -i, the ith argument to DGETRS had an illegal
374*> value
375*> \endverbatim
376*
377* Authors:
378* ========
379*
380*> \author Univ. of Tennessee
381*> \author Univ. of California Berkeley
382*> \author Univ. of Colorado Denver
383*> \author NAG Ltd.
384*
385*> \ingroup la_gerfsx_extended
386*
387* =====================================================================
388 SUBROUTINE dla_gerfsx_extended( PREC_TYPE, TRANS_TYPE, N, NRHS,
389 $ A,
390 $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
391 $ LDB, Y, LDY, BERR_OUT, N_NORMS,
392 $ ERRS_N, ERRS_C, RES, AYB, DY,
393 $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
394 $ DZ_UB, IGNORE_CWISE, INFO )
395*
396* -- LAPACK computational routine --
397* -- LAPACK is a software package provided by Univ. of Tennessee, --
398* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
399*
400* .. Scalar Arguments ..
401 INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
402 $ TRANS_TYPE, N_NORMS, ITHRESH
403 LOGICAL COLEQU, IGNORE_CWISE
404 DOUBLE PRECISION RTHRESH, DZ_UB
405* ..
406* .. Array Arguments ..
407 INTEGER IPIV( * )
408 DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
409 $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
410 DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
411 $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
412* ..
413*
414* =====================================================================
415*
416* .. Local Scalars ..
417 CHARACTER TRANS
418 INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
419 DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
420 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
421 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
422 $ EPS, HUGEVAL, INCR_THRESH
423 LOGICAL INCR_PREC
424* ..
425* .. Parameters ..
426 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
427 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
428 $ EXTRA_Y
429 parameter( unstable_state = 0, working_state = 1,
430 $ conv_state = 2, noprog_state = 3 )
431 parameter( base_residual = 0, extra_residual = 1,
432 $ extra_y = 2 )
433 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
434 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
435 INTEGER CMP_ERR_I, PIV_GROWTH_I
436 PARAMETER ( FINAL_NRM_ERR_I = 1, final_cmp_err_i = 2,
437 $ berr_i = 3 )
438 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
439 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
440 $ piv_growth_i = 9 )
441 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
442 $ la_linrx_cwise_i
443 parameter( la_linrx_itref_i = 1,
444 $ la_linrx_ithresh_i = 2 )
445 parameter( la_linrx_cwise_i = 3 )
446 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
447 $ la_linrx_rcond_i
448 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
449 parameter( la_linrx_rcond_i = 3 )
450* ..
451* .. External Subroutines ..
452 EXTERNAL daxpy, dcopy, dgetrs, dgemv,
453 $ blas_dgemv_x,
454 $ blas_dgemv2_x, dla_geamv, dla_wwaddw, dlamch,
456 DOUBLE PRECISION DLAMCH
457 CHARACTER CHLA_TRANSTYPE
458* ..
459* .. Intrinsic Functions ..
460 INTRINSIC abs, max, min
461* ..
462* .. Executable Statements ..
463*
464 IF ( info.NE.0 ) RETURN
465 trans = chla_transtype(trans_type)
466 eps = dlamch( 'Epsilon' )
467 hugeval = dlamch( 'Overflow' )
468* Force HUGEVAL to Inf
469 hugeval = hugeval * hugeval
470* Using HUGEVAL may lead to spurious underflows.
471 incr_thresh = dble( n ) * eps
472*
473 DO j = 1, nrhs
474 y_prec_state = extra_residual
475 IF ( y_prec_state .EQ. extra_y ) THEN
476 DO i = 1, n
477 y_tail( i ) = 0.0d+0
478 END DO
479 END IF
480
481 dxrat = 0.0d+0
482 dxratmax = 0.0d+0
483 dzrat = 0.0d+0
484 dzratmax = 0.0d+0
485 final_dx_x = hugeval
486 final_dz_z = hugeval
487 prevnormdx = hugeval
488 prev_dz_z = hugeval
489 dz_z = hugeval
490 dx_x = hugeval
491
492 x_state = working_state
493 z_state = unstable_state
494 incr_prec = .false.
495
496 DO cnt = 1, ithresh
497*
498* Compute residual RES = B_s - op(A_s) * Y,
499* op(A) = A, A**T, or A**H depending on TRANS (and type).
500*
501 CALL dcopy( n, b( 1, j ), 1, res, 1 )
502 IF ( y_prec_state .EQ. base_residual ) THEN
503 CALL dgemv( trans, n, n, -1.0d+0, a, lda, y( 1, j ),
504 $ 1,
505 $ 1.0d+0, res, 1 )
506 ELSE IF ( y_prec_state .EQ. extra_residual ) THEN
507 CALL blas_dgemv_x( trans_type, n, n, -1.0d+0, a, lda,
508 $ y( 1, j ), 1, 1.0d+0, res, 1, prec_type )
509 ELSE
510 CALL blas_dgemv2_x( trans_type, n, n, -1.0d+0, a, lda,
511 $ y( 1, j ), y_tail, 1, 1.0d+0, res, 1, prec_type )
512 END IF
513
514! XXX: RES is no longer needed.
515 CALL dcopy( n, res, 1, dy, 1 )
516 CALL dgetrs( trans, n, 1, af, ldaf, ipiv, dy, n, info )
517*
518* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
519*
520 normx = 0.0d+0
521 normy = 0.0d+0
522 normdx = 0.0d+0
523 dz_z = 0.0d+0
524 ymin = hugeval
525*
526 DO i = 1, n
527 yk = abs( y( i, j ) )
528 dyk = abs( dy( i ) )
529
530 IF ( yk .NE. 0.0d+0 ) THEN
531 dz_z = max( dz_z, dyk / yk )
532 ELSE IF ( dyk .NE. 0.0d+0 ) THEN
533 dz_z = hugeval
534 END IF
535
536 ymin = min( ymin, yk )
537
538 normy = max( normy, yk )
539
540 IF ( colequ ) THEN
541 normx = max( normx, yk * c( i ) )
542 normdx = max( normdx, dyk * c( i ) )
543 ELSE
544 normx = normy
545 normdx = max( normdx, dyk )
546 END IF
547 END DO
548
549 IF ( normx .NE. 0.0d+0 ) THEN
550 dx_x = normdx / normx
551 ELSE IF ( normdx .EQ. 0.0d+0 ) THEN
552 dx_x = 0.0d+0
553 ELSE
554 dx_x = hugeval
555 END IF
556
557 dxrat = normdx / prevnormdx
558 dzrat = dz_z / prev_dz_z
559*
560* Check termination criteria
561*
562 IF (.NOT.ignore_cwise
563 $ .AND. ymin*rcond .LT. incr_thresh*normy
564 $ .AND. y_prec_state .LT. extra_y)
565 $ incr_prec = .true.
566
567 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
568 $ x_state = working_state
569 IF ( x_state .EQ. working_state ) THEN
570 IF ( dx_x .LE. eps ) THEN
571 x_state = conv_state
572 ELSE IF ( dxrat .GT. rthresh ) THEN
573 IF ( y_prec_state .NE. extra_y ) THEN
574 incr_prec = .true.
575 ELSE
576 x_state = noprog_state
577 END IF
578 ELSE
579 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
580 END IF
581 IF ( x_state .GT. working_state ) final_dx_x = dx_x
582 END IF
583
584 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
585 $ z_state = working_state
586 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
587 $ z_state = working_state
588 IF ( z_state .EQ. working_state ) THEN
589 IF ( dz_z .LE. eps ) THEN
590 z_state = conv_state
591 ELSE IF ( dz_z .GT. dz_ub ) THEN
592 z_state = unstable_state
593 dzratmax = 0.0d+0
594 final_dz_z = hugeval
595 ELSE IF ( dzrat .GT. rthresh ) THEN
596 IF ( y_prec_state .NE. extra_y ) THEN
597 incr_prec = .true.
598 ELSE
599 z_state = noprog_state
600 END IF
601 ELSE
602 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
603 END IF
604 IF ( z_state .GT. working_state ) final_dz_z = dz_z
605 END IF
606*
607* Exit if both normwise and componentwise stopped working,
608* but if componentwise is unstable, let it go at least two
609* iterations.
610*
611 IF ( x_state.NE.working_state ) THEN
612 IF ( ignore_cwise) GOTO 666
613 IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
614 $ GOTO 666
615 IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
616 END IF
617
618 IF ( incr_prec ) THEN
619 incr_prec = .false.
620 y_prec_state = y_prec_state + 1
621 DO i = 1, n
622 y_tail( i ) = 0.0d+0
623 END DO
624 END IF
625
626 prevnormdx = normdx
627 prev_dz_z = dz_z
628*
629* Update solution.
630*
631 IF ( y_prec_state .LT. extra_y ) THEN
632 CALL daxpy( n, 1.0d+0, dy, 1, y( 1, j ), 1 )
633 ELSE
634 CALL dla_wwaddw( n, y( 1, j ), y_tail, dy )
635 END IF
636
637 END DO
638* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
639 666 CONTINUE
640*
641* Set final_* when cnt hits ithresh.
642*
643 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
644 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
645*
646* Compute error bounds
647*
648 IF (n_norms .GE. 1) THEN
649 errs_n( j, la_linrx_err_i ) = final_dx_x / (1 - dxratmax)
650 END IF
651 IF ( n_norms .GE. 2 ) THEN
652 errs_c( j, la_linrx_err_i ) = final_dz_z / (1 - dzratmax)
653 END IF
654*
655* Compute componentwise relative backward error from formula
656* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
657* where abs(Z) is the componentwise absolute value of the matrix
658* or vector Z.
659*
660* Compute residual RES = B_s - op(A_s) * Y,
661* op(A) = A, A**T, or A**H depending on TRANS (and type).
662*
663 CALL dcopy( n, b( 1, j ), 1, res, 1 )
664 CALL dgemv( trans, n, n, -1.0d+0, a, lda, y(1,j), 1, 1.0d+0,
665 $ res, 1 )
666
667 DO i = 1, n
668 ayb( i ) = abs( b( i, j ) )
669 END DO
670*
671* Compute abs(op(A_s))*abs(Y) + abs(B_s).
672*
673 CALL dla_geamv ( trans_type, n, n, 1.0d+0,
674 $ a, lda, y(1, j), 1, 1.0d+0, ayb, 1 )
675
676 CALL dla_lin_berr ( n, n, 1, res, ayb, berr_out( j ) )
677*
678* End of loop for each RHS.
679*
680 END DO
681*
682 RETURN
683*
684* End of DLA_GERFSX_EXTENDED
685*
686 END
subroutine daxpy(n, da, dx, incx, dy, incy)
DAXPY
Definition daxpy.f:89
subroutine dcopy(n, dx, incx, dy, incy)
DCOPY
Definition dcopy.f:82
subroutine dgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
DGEMV
Definition dgemv.f:158
subroutine dgetrs(trans, n, nrhs, a, lda, ipiv, b, ldb, info)
DGETRS
Definition dgetrs.f:119
subroutine dla_geamv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
DLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds.
Definition dla_geamv.f:174
subroutine dla_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)
DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matric...
subroutine dla_lin_berr(n, nz, nrhs, res, ayb, berr)
DLA_LIN_BERR computes a component-wise relative backward error.
character *1 function chla_transtype(trans)
CHLA_TRANSTYPE
subroutine dla_wwaddw(n, x, y, w)
DLA_WWADDW adds a vector into a doubled-single vector.
Definition dla_wwaddw.f:79
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69