LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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zla_gerfsx_extended.f
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1*> \brief \b ZLA_GERFSX_EXTENDED
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download ZLA_GERFSX_EXTENDED + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gerfsx_extended.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gerfsx_extended.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gerfsx_extended.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE ZLA_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
29* LOGICAL COLEQU, IGNORE_CWISE
30* INTEGER ITHRESH
31* DOUBLE PRECISION RTHRESH, DZ_UB
32* ..
33* .. Array Arguments
34* INTEGER IPIV( * )
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* $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
39* ..
40*
41*
42*> \par Purpose:
43* =============
44*>
45*> \verbatim
46*>
47*> ZLA_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 ZGERFSX 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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDAF,N)
111*> The factors L and U from the factorization
112*> A = P*L*U as computed by ZGETRF.
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 ZGETRF; 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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDY,NRHS)
165*> On entry, the solution matrix X, as computed by ZGETRS.
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 ZLA_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 COMPLEX*16 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.
302*> \endverbatim
303*>
304*> \param[in] DY
305*> \verbatim
306*> DY is COMPLEX*16 array, dimension (N)
307*> Workspace to hold the intermediate solution.
308*> \endverbatim
309*>
310*> \param[in] Y_TAIL
311*> \verbatim
312*> Y_TAIL is COMPLEX*16 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 ZGETRS 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 zla_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
403 LOGICAL COLEQU, IGNORE_CWISE
404 INTEGER ITHRESH
405 DOUBLE PRECISION RTHRESH, DZ_UB
406* ..
407* .. Array Arguments
408 INTEGER IPIV( * )
409 COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
410 $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
411 DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
412 $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
413* ..
414*
415* =====================================================================
416*
417* .. Local Scalars ..
418 CHARACTER TRANS
419 INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
420 DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
421 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
422 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
423 $ EPS, HUGEVAL, INCR_THRESH
424 LOGICAL INCR_PREC
425 COMPLEX*16 ZDUM
426* ..
427* .. Parameters ..
428 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
429 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
430 $ extra_y
431 parameter( unstable_state = 0, working_state = 1,
432 $ conv_state = 2,
433 $ noprog_state = 3 )
434 parameter( base_residual = 0, extra_residual = 1,
435 $ extra_y = 2 )
436 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
437 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
438 INTEGER CMP_ERR_I, PIV_GROWTH_I
439 PARAMETER ( FINAL_NRM_ERR_I = 1, final_cmp_err_i = 2,
440 $ berr_i = 3 )
441 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
442 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
443 $ piv_growth_i = 9 )
444 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
445 $ la_linrx_cwise_i
446 parameter( la_linrx_itref_i = 1,
447 $ la_linrx_ithresh_i = 2 )
448 parameter( la_linrx_cwise_i = 3 )
449 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
450 $ la_linrx_rcond_i
451 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
452 parameter( la_linrx_rcond_i = 3 )
453* ..
454* .. External Subroutines ..
455 EXTERNAL zaxpy, zcopy, zgetrs, zgemv,
456 $ blas_zgemv_x,
457 $ blas_zgemv2_x, zla_geamv, zla_wwaddw, dlamch,
459 DOUBLE PRECISION DLAMCH
460 CHARACTER CHLA_TRANSTYPE
461* ..
462* .. Intrinsic Functions ..
463 INTRINSIC abs, max, min
464* ..
465* .. Statement Functions ..
466 DOUBLE PRECISION CABS1
467* ..
468* .. Statement Function Definitions ..
469 cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
470* ..
471* .. Executable Statements ..
472*
473 IF ( info.NE.0 ) RETURN
474 trans = chla_transtype(trans_type)
475 eps = dlamch( 'Epsilon' )
476 hugeval = dlamch( 'Overflow' )
477* Force HUGEVAL to Inf
478 hugeval = hugeval * hugeval
479* Using HUGEVAL may lead to spurious underflows.
480 incr_thresh = dble( n ) * eps
481*
482 DO j = 1, nrhs
483 y_prec_state = extra_residual
484 IF ( y_prec_state .EQ. extra_y ) THEN
485 DO i = 1, n
486 y_tail( i ) = 0.0d+0
487 END DO
488 END IF
489
490 dxrat = 0.0d+0
491 dxratmax = 0.0d+0
492 dzrat = 0.0d+0
493 dzratmax = 0.0d+0
494 final_dx_x = hugeval
495 final_dz_z = hugeval
496 prevnormdx = hugeval
497 prev_dz_z = hugeval
498 dz_z = hugeval
499 dx_x = hugeval
500
501 x_state = working_state
502 z_state = unstable_state
503 incr_prec = .false.
504
505 DO cnt = 1, ithresh
506*
507* Compute residual RES = B_s - op(A_s) * Y,
508* op(A) = A, A**T, or A**H depending on TRANS (and type).
509*
510 CALL zcopy( n, b( 1, j ), 1, res, 1 )
511 IF ( y_prec_state .EQ. base_residual ) THEN
512 CALL zgemv( trans, n, n, (-1.0d+0,0.0d+0), a, lda,
513 $ y( 1, j ), 1, (1.0d+0,0.0d+0), res, 1)
514 ELSE IF (y_prec_state .EQ. extra_residual) THEN
515 CALL blas_zgemv_x( trans_type, n, n, (-1.0d+0,0.0d+0),
516 $ a,
517 $ lda, y( 1, j ), 1, (1.0d+0,0.0d+0),
518 $ res, 1, prec_type )
519 ELSE
520 CALL blas_zgemv2_x( trans_type, n, n,
521 $ (-1.0d+0,0.0d+0),
522 $ a, lda, y(1, j), y_tail, 1, (1.0d+0,0.0d+0), res, 1,
523 $ prec_type)
524 END IF
525
526! XXX: RES is no longer needed.
527 CALL zcopy( n, res, 1, dy, 1 )
528 CALL zgetrs( trans, n, 1, af, ldaf, ipiv, dy, n, info )
529*
530* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
531*
532 normx = 0.0d+0
533 normy = 0.0d+0
534 normdx = 0.0d+0
535 dz_z = 0.0d+0
536 ymin = hugeval
537*
538 DO i = 1, n
539 yk = cabs1( y( i, j ) )
540 dyk = cabs1( dy( i ) )
541
542 IF ( yk .NE. 0.0d+0 ) THEN
543 dz_z = max( dz_z, dyk / yk )
544 ELSE IF ( dyk .NE. 0.0d+0 ) THEN
545 dz_z = hugeval
546 END IF
547
548 ymin = min( ymin, yk )
549
550 normy = max( normy, yk )
551
552 IF ( colequ ) THEN
553 normx = max( normx, yk * c( i ) )
554 normdx = max( normdx, dyk * c( i ) )
555 ELSE
556 normx = normy
557 normdx = max(normdx, dyk)
558 END IF
559 END DO
560
561 IF ( normx .NE. 0.0d+0 ) THEN
562 dx_x = normdx / normx
563 ELSE IF ( normdx .EQ. 0.0d+0 ) THEN
564 dx_x = 0.0d+0
565 ELSE
566 dx_x = hugeval
567 END IF
568
569 dxrat = normdx / prevnormdx
570 dzrat = dz_z / prev_dz_z
571*
572* Check termination criteria
573*
574 IF (.NOT.ignore_cwise
575 $ .AND. ymin*rcond .LT. incr_thresh*normy
576 $ .AND. y_prec_state .LT. extra_y )
577 $ incr_prec = .true.
578
579 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
580 $ x_state = working_state
581 IF ( x_state .EQ. working_state ) THEN
582 IF (dx_x .LE. eps) THEN
583 x_state = conv_state
584 ELSE IF ( dxrat .GT. rthresh ) THEN
585 IF ( y_prec_state .NE. extra_y ) THEN
586 incr_prec = .true.
587 ELSE
588 x_state = noprog_state
589 END IF
590 ELSE
591 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
592 END IF
593 IF ( x_state .GT. working_state ) final_dx_x = dx_x
594 END IF
595
596 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
597 $ z_state = working_state
598 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
599 $ z_state = working_state
600 IF ( z_state .EQ. working_state ) THEN
601 IF ( dz_z .LE. eps ) THEN
602 z_state = conv_state
603 ELSE IF ( dz_z .GT. dz_ub ) THEN
604 z_state = unstable_state
605 dzratmax = 0.0d+0
606 final_dz_z = hugeval
607 ELSE IF ( dzrat .GT. rthresh ) THEN
608 IF ( y_prec_state .NE. extra_y ) THEN
609 incr_prec = .true.
610 ELSE
611 z_state = noprog_state
612 END IF
613 ELSE
614 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
615 END IF
616 IF ( z_state .GT. working_state ) final_dz_z = dz_z
617 END IF
618*
619* Exit if both normwise and componentwise stopped working,
620* but if componentwise is unstable, let it go at least two
621* iterations.
622*
623 IF ( x_state.NE.working_state ) THEN
624 IF ( ignore_cwise ) GOTO 666
625 IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
626 $ GOTO 666
627 IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
628 END IF
629
630 IF ( incr_prec ) THEN
631 incr_prec = .false.
632 y_prec_state = y_prec_state + 1
633 DO i = 1, n
634 y_tail( i ) = 0.0d+0
635 END DO
636 END IF
637
638 prevnormdx = normdx
639 prev_dz_z = dz_z
640*
641* Update solution.
642*
643 IF ( y_prec_state .LT. extra_y ) THEN
644 CALL zaxpy( n, (1.0d+0,0.0d+0), dy, 1, y(1,j), 1 )
645 ELSE
646 CALL zla_wwaddw( n, y( 1, j ), y_tail, dy )
647 END IF
648
649 END DO
650* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
651 666 CONTINUE
652*
653* Set final_* when cnt hits ithresh
654*
655 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
656 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
657*
658* Compute error bounds
659*
660 IF (n_norms .GE. 1) THEN
661 errs_n( j, la_linrx_err_i ) = final_dx_x / (1 - dxratmax)
662
663 END IF
664 IF ( n_norms .GE. 2 ) THEN
665 errs_c( j, la_linrx_err_i ) = final_dz_z / (1 - dzratmax)
666 END IF
667*
668* Compute componentwise relative backward error from formula
669* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
670* where abs(Z) is the componentwise absolute value of the matrix
671* or vector Z.
672*
673* Compute residual RES = B_s - op(A_s) * Y,
674* op(A) = A, A**T, or A**H depending on TRANS (and type).
675*
676 CALL zcopy( n, b( 1, j ), 1, res, 1 )
677 CALL zgemv( trans, n, n, (-1.0d+0,0.0d+0), a, lda, y(1,j),
678 $ 1,
679 $ (1.0d+0,0.0d+0), res, 1 )
680
681 DO i = 1, n
682 ayb( i ) = cabs1( b( i, j ) )
683 END DO
684*
685* Compute abs(op(A_s))*abs(Y) + abs(B_s).
686*
687 CALL zla_geamv ( trans_type, n, n, 1.0d+0,
688 $ a, lda, y(1, j), 1, 1.0d+0, ayb, 1 )
689
690 CALL zla_lin_berr ( n, n, 1, res, ayb, berr_out( j ) )
691*
692* End of loop for each RHS.
693*
694 END DO
695*
696 RETURN
697*
698* End of ZLA_GERFSX_EXTENDED
699*
700 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 zgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
ZGEMV
Definition zgemv.f:160
subroutine zgetrs(trans, n, nrhs, a, lda, ipiv, b, ldb, info)
ZGETRS
Definition zgetrs.f:119
subroutine zla_geamv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
ZLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds.
Definition zla_geamv.f:176
subroutine zla_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)
ZLA_GERFSX_EXTENDED
subroutine zla_lin_berr(n, nz, nrhs, res, ayb, berr)
ZLA_LIN_BERR computes a component-wise relative backward error.
character *1 function chla_transtype(trans)
CHLA_TRANSTYPE
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