LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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dporfsx.f
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1*> \brief \b DPORFSX
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download DPORFSX + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dporfsx.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dporfsx.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dporfsx.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE DPORFSX( 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, IWORK, 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* INTEGER IWORK( * )
32* DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
33* $ X( LDX, * ), WORK( * )
34* DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
35* $ ERR_BNDS_NORM( NRHS, * ),
36* $ ERR_BNDS_COMP( NRHS, * )
37* ..
38*
39*
40*> \par Purpose:
41* =============
42*>
43*> \verbatim
44*>
45*> DPORFSX improves the computed solution to a system of linear
46*> equations when the coefficient matrix is symmetric positive
47*> definite, and provides error bounds and backward error estimates
48*> for the solution. In addition to normwise error bound, the code
49*> provides maximum componentwise error bound if possible. See
50*> comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
51*> error bounds.
52*>
53*> The original system of linear equations may have been equilibrated
54*> before calling this routine, as described by arguments EQUED and S
55*> below. In this case, the solution and error bounds returned are
56*> for the original unequilibrated system.
57*> \endverbatim
58*
59* Arguments:
60* ==========
61*
62*> \verbatim
63*> Some optional parameters are bundled in the PARAMS array. These
64*> settings determine how refinement is performed, but often the
65*> defaults are acceptable. If the defaults are acceptable, users
66*> can pass NPARAMS = 0 which prevents the source code from accessing
67*> the PARAMS argument.
68*> \endverbatim
69*>
70*> \param[in] UPLO
71*> \verbatim
72*> UPLO is CHARACTER*1
73*> = 'U': Upper triangle of A is stored;
74*> = 'L': Lower triangle of A is stored.
75*> \endverbatim
76*>
77*> \param[in] EQUED
78*> \verbatim
79*> EQUED is CHARACTER*1
80*> Specifies the form of equilibration that was done to A
81*> before calling this routine. This is needed to compute
82*> the solution and error bounds correctly.
83*> = 'N': No equilibration
84*> = 'Y': Both row and column equilibration, i.e., A has been
85*> replaced by diag(S) * A * diag(S).
86*> The right hand side B has been changed accordingly.
87*> \endverbatim
88*>
89*> \param[in] N
90*> \verbatim
91*> N is INTEGER
92*> The order of the matrix A. N >= 0.
93*> \endverbatim
94*>
95*> \param[in] NRHS
96*> \verbatim
97*> NRHS is INTEGER
98*> The number of right hand sides, i.e., the number of columns
99*> of the matrices B and X. NRHS >= 0.
100*> \endverbatim
101*>
102*> \param[in] A
103*> \verbatim
104*> A is DOUBLE PRECISION array, dimension (LDA,N)
105*> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
106*> upper triangular part of A contains the upper triangular part
107*> of the matrix A, and the strictly lower triangular part of A
108*> is not referenced. If UPLO = 'L', the leading N-by-N lower
109*> triangular part of A contains the lower triangular part of
110*> the matrix A, and the strictly upper triangular part of A is
111*> not referenced.
112*> \endverbatim
113*>
114*> \param[in] LDA
115*> \verbatim
116*> LDA is INTEGER
117*> The leading dimension of the array A. LDA >= max(1,N).
118*> \endverbatim
119*>
120*> \param[in] AF
121*> \verbatim
122*> AF is DOUBLE PRECISION array, dimension (LDAF,N)
123*> The triangular factor U or L from the Cholesky factorization
124*> A = U**T*U or A = L*L**T, as computed by DPOTRF.
125*> \endverbatim
126*>
127*> \param[in] LDAF
128*> \verbatim
129*> LDAF is INTEGER
130*> The leading dimension of the array AF. LDAF >= max(1,N).
131*> \endverbatim
132*>
133*> \param[in,out] S
134*> \verbatim
135*> S is DOUBLE PRECISION array, dimension (N)
136*> The scale factors for A. If EQUED = 'Y', A is multiplied on
137*> the left and right by diag(S). S is an input argument if FACT =
138*> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
139*> = 'Y', each element of S must be positive. If S is output, each
140*> element of S is a power of the radix. If S is input, each element
141*> of S should be a power of the radix to ensure a reliable solution
142*> and error estimates. Scaling by powers of the radix does not cause
143*> rounding errors unless the result underflows or overflows.
144*> Rounding errors during scaling lead to refining with a matrix that
145*> is not equivalent to the input matrix, producing error estimates
146*> that may not be reliable.
147*> \endverbatim
148*>
149*> \param[in] B
150*> \verbatim
151*> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
152*> The right hand side matrix B.
153*> \endverbatim
154*>
155*> \param[in] LDB
156*> \verbatim
157*> LDB is INTEGER
158*> The leading dimension of the array B. LDB >= max(1,N).
159*> \endverbatim
160*>
161*> \param[in,out] X
162*> \verbatim
163*> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
164*> On entry, the solution matrix X, as computed by DGETRS.
165*> On exit, the improved solution matrix X.
166*> \endverbatim
167*>
168*> \param[in] LDX
169*> \verbatim
170*> LDX is INTEGER
171*> The leading dimension of the array X. LDX >= max(1,N).
172*> \endverbatim
173*>
174*> \param[out] RCOND
175*> \verbatim
176*> RCOND is DOUBLE PRECISION
177*> Reciprocal scaled condition number. This is an estimate of the
178*> reciprocal Skeel condition number of the matrix A after
179*> equilibration (if done). If this is less than the machine
180*> precision (in particular, if it is zero), the matrix is singular
181*> to working precision. Note that the error may still be small even
182*> if this number is very small and the matrix appears ill-
183*> conditioned.
184*> \endverbatim
185*>
186*> \param[out] BERR
187*> \verbatim
188*> BERR is DOUBLE PRECISION array, dimension (NRHS)
189*> Componentwise relative backward error. This is the
190*> componentwise relative backward error of each solution vector X(j)
191*> (i.e., the smallest relative change in any element of A or B that
192*> makes X(j) an exact solution).
193*> \endverbatim
194*>
195*> \param[in] N_ERR_BNDS
196*> \verbatim
197*> N_ERR_BNDS is INTEGER
198*> Number of error bounds to return for each right hand side
199*> and each type (normwise or componentwise). See ERR_BNDS_NORM and
200*> ERR_BNDS_COMP below.
201*> \endverbatim
202*>
203*> \param[out] ERR_BNDS_NORM
204*> \verbatim
205*> ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
206*> For each right-hand side, this array contains information about
207*> various error bounds and condition numbers corresponding to the
208*> normwise relative error, which is defined as follows:
209*>
210*> Normwise relative error in the ith solution vector:
211*> max_j (abs(XTRUE(j,i) - X(j,i)))
212*> ------------------------------
213*> max_j abs(X(j,i))
214*>
215*> The array is indexed by the type of error information as described
216*> below. There currently are up to three pieces of information
217*> returned.
218*>
219*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
220*> right-hand side.
221*>
222*> The second index in ERR_BNDS_NORM(:,err) contains the following
223*> three fields:
224*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
225*> reciprocal condition number is less than the threshold
226*> sqrt(n) * dlamch('Epsilon').
227*>
228*> err = 2 "Guaranteed" error bound: The estimated forward error,
229*> almost certainly within a factor of 10 of the true error
230*> so long as the next entry is greater than the threshold
231*> sqrt(n) * dlamch('Epsilon'). This error bound should only
232*> be trusted if the previous boolean is true.
233*>
234*> err = 3 Reciprocal condition number: Estimated normwise
235*> reciprocal condition number. Compared with the threshold
236*> sqrt(n) * dlamch('Epsilon') to determine if the error
237*> estimate is "guaranteed". These reciprocal condition
238*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
239*> appropriately scaled matrix Z.
240*> Let Z = S*A, where S scales each row by a power of the
241*> radix so all absolute row sums of Z are approximately 1.
242*>
243*> See Lapack Working Note 165 for further details and extra
244*> cautions.
245*> \endverbatim
246*>
247*> \param[out] ERR_BNDS_COMP
248*> \verbatim
249*> ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
250*> For each right-hand side, this array contains information about
251*> various error bounds and condition numbers corresponding to the
252*> componentwise relative error, which is defined as follows:
253*>
254*> Componentwise relative error in the ith solution vector:
255*> abs(XTRUE(j,i) - X(j,i))
256*> max_j ----------------------
257*> abs(X(j,i))
258*>
259*> The array is indexed by the right-hand side i (on which the
260*> componentwise relative error depends), and the type of error
261*> information as described below. There currently are up to three
262*> pieces of information returned for each right-hand side. If
263*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
264*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
265*> the first (:,N_ERR_BNDS) entries are returned.
266*>
267*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
268*> right-hand side.
269*>
270*> The second index in ERR_BNDS_COMP(:,err) contains the following
271*> three fields:
272*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
273*> reciprocal condition number is less than the threshold
274*> sqrt(n) * dlamch('Epsilon').
275*>
276*> err = 2 "Guaranteed" error bound: The estimated forward error,
277*> almost certainly within a factor of 10 of the true error
278*> so long as the next entry is greater than the threshold
279*> sqrt(n) * dlamch('Epsilon'). This error bound should only
280*> be trusted if the previous boolean is true.
281*>
282*> err = 3 Reciprocal condition number: Estimated componentwise
283*> reciprocal condition number. Compared with the threshold
284*> sqrt(n) * dlamch('Epsilon') to determine if the error
285*> estimate is "guaranteed". These reciprocal condition
286*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
287*> appropriately scaled matrix Z.
288*> Let Z = S*(A*diag(x)), where x is the solution for the
289*> current right-hand side and S scales each row of
290*> A*diag(x) by a power of the radix so all absolute row
291*> sums of Z are approximately 1.
292*>
293*> See Lapack Working Note 165 for further details and extra
294*> cautions.
295*> \endverbatim
296*>
297*> \param[in] NPARAMS
298*> \verbatim
299*> NPARAMS is INTEGER
300*> Specifies the number of parameters set in PARAMS. If <= 0, the
301*> PARAMS array is never referenced and default values are used.
302*> \endverbatim
303*>
304*> \param[in,out] PARAMS
305*> \verbatim
306*> PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
307*> Specifies algorithm parameters. If an entry is < 0.0, then
308*> that entry will be filled with default value used for that
309*> parameter. Only positions up to NPARAMS are accessed; defaults
310*> are used for higher-numbered parameters.
311*>
312*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
313*> refinement or not.
314*> Default: 1.0D+0
315*> = 0.0: No refinement is performed, and no error bounds are
316*> computed.
317*> = 1.0: Use the double-precision refinement algorithm,
318*> possibly with doubled-single computations if the
319*> compilation environment does not support DOUBLE
320*> PRECISION.
321*> (other values are reserved for future use)
322*>
323*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
324*> computations allowed for refinement.
325*> Default: 10
326*> Aggressive: Set to 100 to permit convergence using approximate
327*> factorizations or factorizations other than LU. If
328*> the factorization uses a technique other than
329*> Gaussian elimination, the guarantees in
330*> err_bnds_norm and err_bnds_comp may no longer be
331*> trustworthy.
332*>
333*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
334*> will attempt to find a solution with small componentwise
335*> relative error in the double-precision algorithm. Positive
336*> is true, 0.0 is false.
337*> Default: 1.0 (attempt componentwise convergence)
338*> \endverbatim
339*>
340*> \param[out] WORK
341*> \verbatim
342*> WORK is DOUBLE PRECISION array, dimension (4*N)
343*> \endverbatim
344*>
345*> \param[out] IWORK
346*> \verbatim
347*> IWORK is INTEGER array, dimension (N)
348*> \endverbatim
349*>
350*> \param[out] INFO
351*> \verbatim
352*> INFO is INTEGER
353*> = 0: Successful exit. The solution to every right-hand side is
354*> guaranteed.
355*> < 0: If INFO = -i, the i-th argument had an illegal value
356*> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
357*> has been completed, but the factor U is exactly singular, so
358*> the solution and error bounds could not be computed. RCOND = 0
359*> is returned.
360*> = N+J: The solution corresponding to the Jth right-hand side is
361*> not guaranteed. The solutions corresponding to other right-
362*> hand sides K with K > J may not be guaranteed as well, but
363*> only the first such right-hand side is reported. If a small
364*> componentwise error is not requested (PARAMS(3) = 0.0) then
365*> the Jth right-hand side is the first with a normwise error
366*> bound that is not guaranteed (the smallest J such
367*> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
368*> the Jth right-hand side is the first with either a normwise or
369*> componentwise error bound that is not guaranteed (the smallest
370*> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
371*> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
372*> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
373*> about all of the right-hand sides check ERR_BNDS_NORM or
374*> ERR_BNDS_COMP.
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 porfsx
386*
387* =====================================================================
388 SUBROUTINE dporfsx( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S,
389 $ B,
390 $ LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
391 $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
392 $ WORK, IWORK, INFO )
393*
394* -- LAPACK computational routine --
395* -- LAPACK is a software package provided by Univ. of Tennessee, --
396* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
397*
398* .. Scalar Arguments ..
399 CHARACTER UPLO, EQUED
400 INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
401 $ N_ERR_BNDS
402 DOUBLE PRECISION RCOND
403* ..
404* .. Array Arguments ..
405 INTEGER IWORK( * )
406 DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
407 $ X( LDX, * ), WORK( * )
408 DOUBLE PRECISION S( * ), PARAMS( * ), BERR( * ),
409 $ err_bnds_norm( nrhs, * ),
410 $ err_bnds_comp( nrhs, * )
411* ..
412*
413* ==================================================================
414*
415* .. Parameters ..
416 DOUBLE PRECISION ZERO, ONE
417 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
418 DOUBLE PRECISION ITREF_DEFAULT, ITHRESH_DEFAULT
419 DOUBLE PRECISION COMPONENTWISE_DEFAULT, RTHRESH_DEFAULT
420 DOUBLE PRECISION DZTHRESH_DEFAULT
421 parameter( itref_default = 1.0d+0 )
422 parameter( ithresh_default = 10.0d+0 )
423 parameter( componentwise_default = 1.0d+0 )
424 parameter( rthresh_default = 0.5d+0 )
425 parameter( dzthresh_default = 0.25d+0 )
426 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
427 $ la_linrx_cwise_i
428 parameter( la_linrx_itref_i = 1,
429 $ la_linrx_ithresh_i = 2 )
430 parameter( la_linrx_cwise_i = 3 )
431 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
432 $ la_linrx_rcond_i
433 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
434 parameter( la_linrx_rcond_i = 3 )
435* ..
436* .. Local Scalars ..
437 CHARACTER(1) NORM
438 LOGICAL RCEQU
439 INTEGER J, PREC_TYPE, REF_TYPE
440 INTEGER N_NORMS
441 DOUBLE PRECISION ANORM, RCOND_TMP
442 DOUBLE PRECISION ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
443 LOGICAL IGNORE_CWISE
444 INTEGER ITHRESH
445 DOUBLE PRECISION RTHRESH, UNSTABLE_THRESH
446* ..
447* .. External Subroutines ..
449* ..
450* .. Intrinsic Functions ..
451 INTRINSIC max, sqrt
452* ..
453* .. External Functions ..
454 EXTERNAL lsame, ilaprec
455 EXTERNAL dlamch, dlansy, dla_porcond
456 DOUBLE PRECISION DLAMCH, DLANSY, DLA_PORCOND
457 LOGICAL LSAME
458 INTEGER ILAPREC
459* ..
460* .. Executable Statements ..
461*
462* Check the input parameters.
463*
464 info = 0
465 ref_type = int( itref_default )
466 IF ( nparams .GE. la_linrx_itref_i ) THEN
467 IF ( params( la_linrx_itref_i ) .LT. 0.0d+0 ) THEN
468 params( la_linrx_itref_i ) = itref_default
469 ELSE
470 ref_type = params( la_linrx_itref_i )
471 END IF
472 END IF
473*
474* Set default parameters.
475*
476 illrcond_thresh = dble( n ) * dlamch( 'Epsilon' )
477 ithresh = int( ithresh_default )
478 rthresh = rthresh_default
479 unstable_thresh = dzthresh_default
480 ignore_cwise = componentwise_default .EQ. 0.0d+0
481*
482 IF ( nparams.GE.la_linrx_ithresh_i ) THEN
483 IF ( params( la_linrx_ithresh_i ).LT.0.0d+0 ) THEN
484 params( la_linrx_ithresh_i ) = ithresh
485 ELSE
486 ithresh = int( params( la_linrx_ithresh_i ) )
487 END IF
488 END IF
489 IF ( nparams.GE.la_linrx_cwise_i ) THEN
490 IF ( params( la_linrx_cwise_i ).LT.0.0d+0 ) THEN
491 IF ( ignore_cwise ) THEN
492 params( la_linrx_cwise_i ) = 0.0d+0
493 ELSE
494 params( la_linrx_cwise_i ) = 1.0d+0
495 END IF
496 ELSE
497 ignore_cwise = params( la_linrx_cwise_i ) .EQ. 0.0d+0
498 END IF
499 END IF
500 IF ( ref_type .EQ. 0 .OR. n_err_bnds .EQ. 0 ) THEN
501 n_norms = 0
502 ELSE IF ( ignore_cwise ) THEN
503 n_norms = 1
504 ELSE
505 n_norms = 2
506 END IF
507*
508 rcequ = lsame( equed, 'Y' )
509*
510* Test input parameters.
511*
512 IF (.NOT.lsame(uplo, 'U') .AND. .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( 'DPORFSX', -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 = dlansy( norm, uplo, n, a, lda, work )
580 CALL dpocon( uplo, n, af, ldaf, anorm, rcond, work,
581 $ iwork, 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 dla_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( n+1 ), work( 1 ), work( 2*n+1 ), work( 1 ), rcond,
593 $ ithresh, rthresh, unstable_thresh, ignore_cwise,
594 $ info )
595 END IF
596
597 err_lbnd = max( 10.0d+0,
598 $ sqrt( dble( n ) ) ) * dlamch( 'Epsilon' )
599 IF ( n_err_bnds .GE. 1 .AND. n_norms .GE. 1 ) THEN
600*
601* Compute scaled normwise condition number cond(A*C).
602*
603 IF ( rcequ ) THEN
604 rcond_tmp = dla_porcond( uplo, n, a, lda, af, ldaf,
605 $ -1, s, info, work, iwork )
606 ELSE
607 rcond_tmp = dla_porcond( uplo, n, a, lda, af, ldaf,
608 $ 0, s, info, work, iwork )
609 END IF
610 DO j = 1, nrhs
611*
612* Cap the error at 1.0.
613*
614 IF ( n_err_bnds .GE. la_linrx_err_i
615 $ .AND. err_bnds_norm( j, la_linrx_err_i ) .GT. 1.0d+0 )
616 $ err_bnds_norm( j, la_linrx_err_i ) = 1.0d+0
617*
618* Threshold the error (see LAWN).
619*
620 IF ( rcond_tmp .LT. illrcond_thresh ) THEN
621 err_bnds_norm( j, la_linrx_err_i ) = 1.0d+0
622 err_bnds_norm( j, la_linrx_trust_i ) = 0.0d+0
623 IF ( info .LE. n ) info = n + j
624 ELSE IF ( err_bnds_norm( j, la_linrx_err_i ) .LT. err_lbnd )
625 $ THEN
626 err_bnds_norm( j, la_linrx_err_i ) = err_lbnd
627 err_bnds_norm( j, la_linrx_trust_i ) = 1.0d+0
628 END IF
629*
630* Save the condition number.
631*
632 IF (n_err_bnds .GE. la_linrx_rcond_i) THEN
633 err_bnds_norm( j, la_linrx_rcond_i ) = rcond_tmp
634 END IF
635 END DO
636 END IF
637
638 IF ( n_err_bnds .GE. 1 .AND. n_norms .GE. 2 ) THEN
639*
640* Compute componentwise condition number cond(A*diag(Y(:,J))) for
641* each right-hand side using the current solution as an estimate of
642* the true solution. If the componentwise error estimate is too
643* large, then the solution is a lousy estimate of truth and the
644* estimated RCOND may be too optimistic. To avoid misleading users,
645* the inverse condition number is set to 0.0 when the estimated
646* cwise error is at least CWISE_WRONG.
647*
648 cwise_wrong = sqrt( dlamch( 'Epsilon' ) )
649 DO j = 1, nrhs
650 IF (err_bnds_comp( j, la_linrx_err_i ) .LT. cwise_wrong )
651 $ THEN
652 rcond_tmp = dla_porcond( uplo, n, a, lda, af, ldaf, 1,
653 $ x( 1, j ), info, work, iwork )
654 ELSE
655 rcond_tmp = 0.0d+0
656 END IF
657*
658* Cap the error at 1.0.
659*
660 IF ( n_err_bnds .GE. la_linrx_err_i
661 $ .AND. err_bnds_comp( j, la_linrx_err_i ) .GT. 1.0d+0 )
662 $ err_bnds_comp( j, la_linrx_err_i ) = 1.0d+0
663*
664* Threshold the error (see LAWN).
665*
666 IF ( rcond_tmp .LT. illrcond_thresh ) THEN
667 err_bnds_comp( j, la_linrx_err_i ) = 1.0d+0
668 err_bnds_comp( j, la_linrx_trust_i ) = 0.0d+0
669 IF ( params( la_linrx_cwise_i ) .EQ. 1.0d+0
670 $ .AND. info.LT.n + j ) info = n + j
671 ELSE IF ( err_bnds_comp( j, la_linrx_err_i )
672 $ .LT. err_lbnd ) THEN
673 err_bnds_comp( j, la_linrx_err_i ) = err_lbnd
674 err_bnds_comp( j, la_linrx_trust_i ) = 1.0d+0
675 END IF
676*
677* Save the condition number.
678*
679 IF ( n_err_bnds .GE. la_linrx_rcond_i ) THEN
680 err_bnds_comp( j, la_linrx_rcond_i ) = rcond_tmp
681 END IF
682
683 END DO
684 END IF
685*
686 RETURN
687*
688* End of DPORFSX
689*
690 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
integer function ilaprec(prec)
ILAPREC
Definition ilaprec.f:56
double precision function dla_porcond(uplo, n, a, lda, af, ldaf, cmode, c, info, work, iwork)
DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
subroutine dla_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)
DLA_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 dlansy(norm, uplo, n, a, lda, work)
DLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition dlansy.f:120
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine dpocon(uplo, n, a, lda, anorm, rcond, work, iwork, info)
DPOCON
Definition dpocon.f:119
subroutine dporfsx(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, iwork, info)
DPORFSX
Definition dporfsx.f:393