LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
Loading...
Searching...
No Matches
sla_syrfsx_extended.f
Go to the documentation of this file.
1*> \brief \b SLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite 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 SLA_SYRFSX_EXTENDED + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_syrfsx_extended.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_syrfsx_extended.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_syrfsx_extended.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE SLA_SYRFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
20* AF, LDAF, IPIV, COLEQU, C, B, LDB,
21* Y, LDY, BERR_OUT, N_NORMS,
22* ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
23* AYB, DY, Y_TAIL, RCOND, ITHRESH,
24* RTHRESH, DZ_UB, IGNORE_CWISE,
25* INFO )
26*
27* .. Scalar Arguments ..
28* INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
29* $ N_NORMS, ITHRESH
30* CHARACTER UPLO
31* LOGICAL COLEQU, IGNORE_CWISE
32* REAL RTHRESH, DZ_UB
33* ..
34* .. Array Arguments ..
35* INTEGER IPIV( * )
36* REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
37* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
38* REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
39* $ ERR_BNDS_NORM( NRHS, * ),
40* $ ERR_BNDS_COMP( NRHS, * )
41* ..
42*
43*
44*> \par Purpose:
45* =============
46*>
47*> \verbatim
48*>
49*>
50*> SLA_SYRFSX_EXTENDED improves the computed solution to a system of
51*> linear equations by performing extra-precise iterative refinement
52*> and provides error bounds and backward error estimates for the solution.
53*> This subroutine is called by SSYRFSX to perform iterative refinement.
54*> In addition to normwise error bound, the code provides maximum
55*> componentwise error bound if possible. See comments for ERR_BNDS_NORM
56*> and ERR_BNDS_COMP for details of the error bounds. Note that this
57*> subroutine is only responsible for setting the second fields of
58*> ERR_BNDS_NORM and ERR_BNDS_COMP.
59*> \endverbatim
60*
61* Arguments:
62* ==========
63*
64*> \param[in] PREC_TYPE
65*> \verbatim
66*> PREC_TYPE is INTEGER
67*> Specifies the intermediate precision to be used in refinement.
68*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
69*> = 'S': Single
70*> = 'D': Double
71*> = 'I': Indigenous
72*> = 'X' or 'E': Extra
73*> \endverbatim
74*>
75*> \param[in] UPLO
76*> \verbatim
77*> UPLO is CHARACTER*1
78*> = 'U': Upper triangle of A is stored;
79*> = 'L': Lower triangle of A is stored.
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 REAL 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 REAL array, dimension (LDAF,N)
111*> The block diagonal matrix D and the multipliers used to
112*> obtain the factor U or L as computed by SSYTRF.
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*> Details of the interchanges and the block structure of D
125*> as determined by SSYTRF.
126*> \endverbatim
127*>
128*> \param[in] COLEQU
129*> \verbatim
130*> COLEQU is LOGICAL
131*> If .TRUE. then column equilibration was done to A before calling
132*> this routine. This is needed to compute the solution and error
133*> bounds correctly.
134*> \endverbatim
135*>
136*> \param[in] C
137*> \verbatim
138*> C is REAL array, dimension (N)
139*> The column scale factors for A. If COLEQU = .FALSE., C
140*> is not accessed. If C is input, each element of C should be a power
141*> of the radix to ensure a reliable solution and error estimates.
142*> Scaling by powers of the radix does not cause rounding errors unless
143*> the result underflows or overflows. Rounding errors during scaling
144*> lead to refining with a matrix that is not equivalent to the
145*> input matrix, producing error estimates that may not be
146*> reliable.
147*> \endverbatim
148*>
149*> \param[in] B
150*> \verbatim
151*> B is REAL 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] Y
162*> \verbatim
163*> Y is REAL array, dimension (LDY,NRHS)
164*> On entry, the solution matrix X, as computed by SSYTRS.
165*> On exit, the improved solution matrix Y.
166*> \endverbatim
167*>
168*> \param[in] LDY
169*> \verbatim
170*> LDY is INTEGER
171*> The leading dimension of the array Y. LDY >= max(1,N).
172*> \endverbatim
173*>
174*> \param[out] BERR_OUT
175*> \verbatim
176*> BERR_OUT is REAL array, dimension (NRHS)
177*> On exit, BERR_OUT(j) contains the componentwise relative backward
178*> error for right-hand-side j from the formula
179*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
180*> where abs(Z) is the componentwise absolute value of the matrix
181*> or vector Z. This is computed by SLA_LIN_BERR.
182*> \endverbatim
183*>
184*> \param[in] N_NORMS
185*> \verbatim
186*> N_NORMS is INTEGER
187*> Determines which error bounds to return (see ERR_BNDS_NORM
188*> and ERR_BNDS_COMP).
189*> If N_NORMS >= 1 return normwise error bounds.
190*> If N_NORMS >= 2 return componentwise error bounds.
191*> \endverbatim
192*>
193*> \param[in,out] ERR_BNDS_NORM
194*> \verbatim
195*> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
196*> For each right-hand side, this array contains information about
197*> various error bounds and condition numbers corresponding to the
198*> normwise relative error, which is defined as follows:
199*>
200*> Normwise relative error in the ith solution vector:
201*> max_j (abs(XTRUE(j,i) - X(j,i)))
202*> ------------------------------
203*> max_j abs(X(j,i))
204*>
205*> The array is indexed by the type of error information as described
206*> below. There currently are up to three pieces of information
207*> returned.
208*>
209*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
210*> right-hand side.
211*>
212*> The second index in ERR_BNDS_NORM(:,err) contains the following
213*> three fields:
214*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
215*> reciprocal condition number is less than the threshold
216*> sqrt(n) * slamch('Epsilon').
217*>
218*> err = 2 "Guaranteed" error bound: The estimated forward error,
219*> almost certainly within a factor of 10 of the true error
220*> so long as the next entry is greater than the threshold
221*> sqrt(n) * slamch('Epsilon'). This error bound should only
222*> be trusted if the previous boolean is true.
223*>
224*> err = 3 Reciprocal condition number: Estimated normwise
225*> reciprocal condition number. Compared with the threshold
226*> sqrt(n) * slamch('Epsilon') to determine if the error
227*> estimate is "guaranteed". These reciprocal condition
228*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
229*> appropriately scaled matrix Z.
230*> Let Z = S*A, where S scales each row by a power of the
231*> radix so all absolute row sums of Z are approximately 1.
232*>
233*> This subroutine is only responsible for setting the second field
234*> above.
235*> See Lapack Working Note 165 for further details and extra
236*> cautions.
237*> \endverbatim
238*>
239*> \param[in,out] ERR_BNDS_COMP
240*> \verbatim
241*> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
242*> For each right-hand side, this array contains information about
243*> various error bounds and condition numbers corresponding to the
244*> componentwise relative error, which is defined as follows:
245*>
246*> Componentwise relative error in the ith solution vector:
247*> abs(XTRUE(j,i) - X(j,i))
248*> max_j ----------------------
249*> abs(X(j,i))
250*>
251*> The array is indexed by the right-hand side i (on which the
252*> componentwise relative error depends), and the type of error
253*> information as described below. There currently are up to three
254*> pieces of information returned for each right-hand side. If
255*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
256*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
257*> the first (:,N_ERR_BNDS) entries are returned.
258*>
259*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
260*> right-hand side.
261*>
262*> The second index in ERR_BNDS_COMP(:,err) contains the following
263*> three fields:
264*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
265*> reciprocal condition number is less than the threshold
266*> sqrt(n) * slamch('Epsilon').
267*>
268*> err = 2 "Guaranteed" error bound: The estimated forward error,
269*> almost certainly within a factor of 10 of the true error
270*> so long as the next entry is greater than the threshold
271*> sqrt(n) * slamch('Epsilon'). This error bound should only
272*> be trusted if the previous boolean is true.
273*>
274*> err = 3 Reciprocal condition number: Estimated componentwise
275*> reciprocal condition number. Compared with the threshold
276*> sqrt(n) * slamch('Epsilon') to determine if the error
277*> estimate is "guaranteed". These reciprocal condition
278*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
279*> appropriately scaled matrix Z.
280*> Let Z = S*(A*diag(x)), where x is the solution for the
281*> current right-hand side and S scales each row of
282*> A*diag(x) by a power of the radix so all absolute row
283*> sums of Z are approximately 1.
284*>
285*> This subroutine is only responsible for setting the second field
286*> above.
287*> See Lapack Working Note 165 for further details and extra
288*> cautions.
289*> \endverbatim
290*>
291*> \param[in] RES
292*> \verbatim
293*> RES is REAL array, dimension (N)
294*> Workspace to hold the intermediate residual.
295*> \endverbatim
296*>
297*> \param[in] AYB
298*> \verbatim
299*> AYB is REAL array, dimension (N)
300*> Workspace. This can be the same workspace passed for Y_TAIL.
301*> \endverbatim
302*>
303*> \param[in] DY
304*> \verbatim
305*> DY is REAL array, dimension (N)
306*> Workspace to hold the intermediate solution.
307*> \endverbatim
308*>
309*> \param[in] Y_TAIL
310*> \verbatim
311*> Y_TAIL is REAL array, dimension (N)
312*> Workspace to hold the trailing bits of the intermediate solution.
313*> \endverbatim
314*>
315*> \param[in] RCOND
316*> \verbatim
317*> RCOND is REAL
318*> Reciprocal scaled condition number. This is an estimate of the
319*> reciprocal Skeel condition number of the matrix A after
320*> equilibration (if done). If this is less than the machine
321*> precision (in particular, if it is zero), the matrix is singular
322*> to working precision. Note that the error may still be small even
323*> if this number is very small and the matrix appears ill-
324*> conditioned.
325*> \endverbatim
326*>
327*> \param[in] ITHRESH
328*> \verbatim
329*> ITHRESH is INTEGER
330*> The maximum number of residual computations allowed for
331*> refinement. The default is 10. For 'aggressive' set to 100 to
332*> permit convergence using approximate factorizations or
333*> factorizations other than LU. If the factorization uses a
334*> technique other than Gaussian elimination, the guarantees in
335*> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
336*> \endverbatim
337*>
338*> \param[in] RTHRESH
339*> \verbatim
340*> RTHRESH is REAL
341*> Determines when to stop refinement if the error estimate stops
342*> decreasing. Refinement will stop when the next solution no longer
343*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
344*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
345*> default value is 0.5. For 'aggressive' set to 0.9 to permit
346*> convergence on extremely ill-conditioned matrices. See LAWN 165
347*> for more details.
348*> \endverbatim
349*>
350*> \param[in] DZ_UB
351*> \verbatim
352*> DZ_UB is REAL
353*> Determines when to start considering componentwise convergence.
354*> Componentwise convergence is only considered after each component
355*> of the solution Y is stable, which we define as the relative
356*> change in each component being less than DZ_UB. The default value
357*> is 0.25, requiring the first bit to be stable. See LAWN 165 for
358*> more details.
359*> \endverbatim
360*>
361*> \param[in] IGNORE_CWISE
362*> \verbatim
363*> IGNORE_CWISE is LOGICAL
364*> If .TRUE. then ignore componentwise convergence. Default value
365*> is .FALSE..
366*> \endverbatim
367*>
368*> \param[out] INFO
369*> \verbatim
370*> INFO is INTEGER
371*> = 0: Successful exit.
372*> < 0: if INFO = -i, the ith argument to SLA_SYRFSX_EXTENDED had an illegal
373*> value
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 la_herfsx_extended
385*
386* =====================================================================
387 SUBROUTINE sla_syrfsx_extended( PREC_TYPE, UPLO, N, NRHS, A,
388 $ LDA,
389 $ AF, LDAF, IPIV, COLEQU, C, B, LDB,
390 $ Y, LDY, BERR_OUT, N_NORMS,
391 $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
392 $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
393 $ RTHRESH, DZ_UB, IGNORE_CWISE,
394 $ 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 $ N_NORMS, ITHRESH
403 CHARACTER UPLO
404 LOGICAL COLEQU, IGNORE_CWISE
405 REAL RTHRESH, DZ_UB
406* ..
407* .. Array Arguments ..
408 INTEGER IPIV( * )
409 REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
410 $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
411 REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
412 $ err_bnds_norm( nrhs, * ),
413 $ err_bnds_comp( nrhs, * )
414* ..
415*
416* =====================================================================
417*
418* .. Local Scalars ..
419 INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE
420 REAL 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, UPPER
425* ..
426* .. Parameters ..
427 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
428 $ NOPROG_STATE, Y_PREC_STATE, BASE_RESIDUAL,
429 $ EXTRA_RESIDUAL, EXTRA_Y
430 PARAMETER ( UNSTABLE_STATE = 0, working_state = 1,
431 $ conv_state = 2, noprog_state = 3 )
432 parameter( base_residual = 0, extra_residual = 1,
433 $ extra_y = 2 )
434 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
435 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
436 INTEGER CMP_ERR_I, PIV_GROWTH_I
437 parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
438 $ berr_i = 3 )
439 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
440 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
441 $ piv_growth_i = 9 )
442 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
443 $ la_linrx_cwise_i
444 parameter( la_linrx_itref_i = 1,
445 $ la_linrx_ithresh_i = 2 )
446 parameter( la_linrx_cwise_i = 3 )
447 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
448 $ LA_LINRX_RCOND_I
449 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
450 parameter( la_linrx_rcond_i = 3 )
451* ..
452* .. External Functions ..
453 LOGICAL LSAME
454 EXTERNAL ilauplo
455 INTEGER ILAUPLO
456* ..
457* .. External Subroutines ..
458 EXTERNAL saxpy, scopy, ssytrs, ssymv,
459 $ blas_ssymv_x,
460 $ blas_ssymv2_x, sla_syamv, sla_wwaddw,
462 REAL SLAMCH
463* ..
464* .. Intrinsic Functions ..
465 INTRINSIC abs, max, min
466* ..
467* .. Executable Statements ..
468*
469 info = 0
470 upper = lsame( uplo, 'U' )
471 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
472 info = -2
473 ELSE IF( n.LT.0 ) THEN
474 info = -3
475 ELSE IF( nrhs.LT.0 ) THEN
476 info = -4
477 ELSE IF( lda.LT.max( 1, n ) ) THEN
478 info = -6
479 ELSE IF( ldaf.LT.max( 1, n ) ) THEN
480 info = -8
481 ELSE IF( ldb.LT.max( 1, n ) ) THEN
482 info = -13
483 ELSE IF( ldy.LT.max( 1, n ) ) THEN
484 info = -15
485 END IF
486 IF( info.NE.0 ) THEN
487 CALL xerbla( 'SLA_SYRFSX_EXTENDED', -info )
488 RETURN
489 END IF
490 eps = slamch( 'Epsilon' )
491 hugeval = slamch( 'Overflow' )
492* Force HUGEVAL to Inf
493 hugeval = hugeval * hugeval
494* Using HUGEVAL may lead to spurious underflows.
495 incr_thresh = real( n )*eps
496
497 IF ( lsame( uplo, 'L' ) ) THEN
498 uplo2 = ilauplo( 'L' )
499 ELSE
500 uplo2 = ilauplo( 'U' )
501 ENDIF
502
503 DO j = 1, nrhs
504 y_prec_state = extra_residual
505 IF ( y_prec_state .EQ. extra_y ) THEN
506 DO i = 1, n
507 y_tail( i ) = 0.0
508 END DO
509 END IF
510
511 dxrat = 0.0
512 dxratmax = 0.0
513 dzrat = 0.0
514 dzratmax = 0.0
515 final_dx_x = hugeval
516 final_dz_z = hugeval
517 prevnormdx = hugeval
518 prev_dz_z = hugeval
519 dz_z = hugeval
520 dx_x = hugeval
521
522 x_state = working_state
523 z_state = unstable_state
524 incr_prec = .false.
525
526 DO cnt = 1, ithresh
527*
528* Compute residual RES = B_s - op(A_s) * Y,
529* op(A) = A, A**T, or A**H depending on TRANS (and type).
530*
531 CALL scopy( n, b( 1, j ), 1, res, 1 )
532 IF (y_prec_state .EQ. base_residual) THEN
533 CALL ssymv( uplo, n, -1.0, a, lda, y(1,j), 1,
534 $ 1.0, res, 1 )
535 ELSE IF (y_prec_state .EQ. extra_residual) THEN
536 CALL blas_ssymv_x( uplo2, n, -1.0, a, lda,
537 $ y( 1, j ), 1, 1.0, res, 1, prec_type )
538 ELSE
539 CALL blas_ssymv2_x(uplo2, n, -1.0, a, lda,
540 $ y(1, j), y_tail, 1, 1.0, res, 1, prec_type)
541 END IF
542
543! XXX: RES is no longer needed.
544 CALL scopy( n, res, 1, dy, 1 )
545 CALL ssytrs( uplo, n, 1, af, ldaf, ipiv, dy, n, info )
546*
547* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
548*
549 normx = 0.0
550 normy = 0.0
551 normdx = 0.0
552 dz_z = 0.0
553 ymin = hugeval
554
555 DO i = 1, n
556 yk = abs( y( i, j ) )
557 dyk = abs( dy( i ) )
558
559 IF ( yk .NE. 0.0 ) THEN
560 dz_z = max( dz_z, dyk / yk )
561 ELSE IF ( dyk .NE. 0.0 ) THEN
562 dz_z = hugeval
563 END IF
564
565 ymin = min( ymin, yk )
566
567 normy = max( normy, yk )
568
569 IF ( colequ ) THEN
570 normx = max( normx, yk * c( i ) )
571 normdx = max( normdx, dyk * c( i ) )
572 ELSE
573 normx = normy
574 normdx = max(normdx, dyk)
575 END IF
576 END DO
577
578 IF ( normx .NE. 0.0 ) THEN
579 dx_x = normdx / normx
580 ELSE IF ( normdx .EQ. 0.0 ) THEN
581 dx_x = 0.0
582 ELSE
583 dx_x = hugeval
584 END IF
585
586 dxrat = normdx / prevnormdx
587 dzrat = dz_z / prev_dz_z
588*
589* Check termination criteria.
590*
591 IF ( ymin*rcond .LT. incr_thresh*normy
592 $ .AND. y_prec_state .LT. extra_y )
593 $ incr_prec = .true.
594
595 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
596 $ x_state = working_state
597 IF ( x_state .EQ. working_state ) THEN
598 IF ( dx_x .LE. eps ) THEN
599 x_state = conv_state
600 ELSE IF ( dxrat .GT. rthresh ) THEN
601 IF ( y_prec_state .NE. extra_y ) THEN
602 incr_prec = .true.
603 ELSE
604 x_state = noprog_state
605 END IF
606 ELSE
607 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
608 END IF
609 IF ( x_state .GT. working_state ) final_dx_x = dx_x
610 END IF
611
612 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
613 $ z_state = working_state
614 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
615 $ z_state = working_state
616 IF ( z_state .EQ. working_state ) THEN
617 IF ( dz_z .LE. eps ) THEN
618 z_state = conv_state
619 ELSE IF ( dz_z .GT. dz_ub ) THEN
620 z_state = unstable_state
621 dzratmax = 0.0
622 final_dz_z = hugeval
623 ELSE IF ( dzrat .GT. rthresh ) THEN
624 IF ( y_prec_state .NE. extra_y ) THEN
625 incr_prec = .true.
626 ELSE
627 z_state = noprog_state
628 END IF
629 ELSE
630 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
631 END IF
632 IF ( z_state .GT. working_state ) final_dz_z = dz_z
633 END IF
634
635 IF ( x_state.NE.working_state.AND.
636 $ ( ignore_cwise.OR.z_state.NE.working_state ) )
637 $ GOTO 666
638
639 IF ( incr_prec ) THEN
640 incr_prec = .false.
641 y_prec_state = y_prec_state + 1
642 DO i = 1, n
643 y_tail( i ) = 0.0
644 END DO
645 END IF
646
647 prevnormdx = normdx
648 prev_dz_z = dz_z
649*
650* Update solution.
651*
652 IF (y_prec_state .LT. extra_y) THEN
653 CALL saxpy( n, 1.0, dy, 1, y(1,j), 1 )
654 ELSE
655 CALL sla_wwaddw( n, y(1,j), y_tail, dy )
656 END IF
657
658 END DO
659* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
660 666 CONTINUE
661*
662* Set final_* when cnt hits ithresh.
663*
664 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
665 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
666*
667* Compute error bounds.
668*
669 IF ( n_norms .GE. 1 ) THEN
670 err_bnds_norm( j, la_linrx_err_i ) =
671 $ final_dx_x / (1 - dxratmax)
672 END IF
673 IF ( n_norms .GE. 2 ) THEN
674 err_bnds_comp( j, la_linrx_err_i ) =
675 $ final_dz_z / (1 - dzratmax)
676 END IF
677*
678* Compute componentwise relative backward error from formula
679* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
680* where abs(Z) is the componentwise absolute value of the matrix
681* or vector Z.
682*
683* Compute residual RES = B_s - op(A_s) * Y,
684* op(A) = A, A**T, or A**H depending on TRANS (and type).
685 CALL scopy( n, b( 1, j ), 1, res, 1 )
686 CALL ssymv( uplo, n, -1.0, a, lda, y(1,j), 1, 1.0, res, 1 )
687
688 DO i = 1, n
689 ayb( i ) = abs( b( i, j ) )
690 END DO
691*
692* Compute abs(op(A_s))*abs(Y) + abs(B_s).
693*
694 CALL sla_syamv( uplo2, n, 1.0,
695 $ a, lda, y(1, j), 1, 1.0, ayb, 1 )
696
697 CALL sla_lin_berr( n, n, 1, res, ayb, berr_out( j ) )
698*
699* End of loop for each RHS.
700*
701 END DO
702*
703 RETURN
704*
705* End of SLA_SYRFSX_EXTENDED
706*
707 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine saxpy(n, sa, sx, incx, sy, incy)
SAXPY
Definition saxpy.f:89
subroutine scopy(n, sx, incx, sy, incy)
SCOPY
Definition scopy.f:82
subroutine ssymv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
SSYMV
Definition ssymv.f:152
subroutine ssytrs(uplo, n, nrhs, a, lda, ipiv, b, ldb, info)
SSYTRS
Definition ssytrs.f:118
integer function ilauplo(uplo)
ILAUPLO
Definition ilauplo.f:56
subroutine sla_syamv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
SLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bou...
Definition sla_syamv.f:175
subroutine sla_syrfsx_extended(prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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)
SLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric inde...
subroutine sla_lin_berr(n, nz, nrhs, res, ayb, berr)
SLA_LIN_BERR computes a component-wise relative backward error.
subroutine sla_wwaddw(n, x, y, w)
SLA_WWADDW adds a vector into a doubled-single vector.
Definition sla_wwaddw.f:79