LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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sla_gbrfsx_extended.f
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1*> \brief \b SLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded 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*> \htmlonly
9*> Download SLA_GBRFSX_EXTENDED + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gbrfsx_extended.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gbrfsx_extended.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gbrfsx_extended.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE SLA_GBRFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, KL, KU,
22* NRHS, AB, LDAB, AFB, LDAFB, IPIV,
23* COLEQU, C, B, LDB, Y, LDY,
24* BERR_OUT, N_NORMS, ERR_BNDS_NORM,
25* ERR_BNDS_COMP, RES, AYB, DY,
26* Y_TAIL, RCOND, ITHRESH, RTHRESH,
27* DZ_UB, IGNORE_CWISE, INFO )
28*
29* .. Scalar Arguments ..
30* INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
31* $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
32* LOGICAL COLEQU, IGNORE_CWISE
33* REAL RTHRESH, DZ_UB
34* ..
35* .. Array Arguments ..
36* INTEGER IPIV( * )
37* REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
38* $ Y( LDY, * ), RES(*), DY(*), Y_TAIL(*)
39* REAL C( * ), AYB(*), RCOND, BERR_OUT(*),
40* $ ERR_BNDS_NORM( NRHS, * ),
41* $ ERR_BNDS_COMP( NRHS, * )
42* ..
43*
44*
45*> \par Purpose:
46* =============
47*>
48*> \verbatim
49*>
50*> SLA_GBRFSX_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 SGBRFSX 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] TRANS_TYPE
76*> \verbatim
77*> TRANS_TYPE is INTEGER
78*> Specifies the transposition operation on A.
79*> The value is defined by ILATRANS(T) where T is a CHARACTER and T
80*> = 'N': No transpose
81*> = 'T': Transpose
82*> = 'C': Conjugate transpose
83*> \endverbatim
84*>
85*> \param[in] N
86*> \verbatim
87*> N is INTEGER
88*> The number of linear equations, i.e., the order of the
89*> matrix A. N >= 0.
90*> \endverbatim
91*>
92*> \param[in] KL
93*> \verbatim
94*> KL is INTEGER
95*> The number of subdiagonals within the band of A. KL >= 0.
96*> \endverbatim
97*>
98*> \param[in] KU
99*> \verbatim
100*> KU is INTEGER
101*> The number of superdiagonals within the band of A. KU >= 0
102*> \endverbatim
103*>
104*> \param[in] NRHS
105*> \verbatim
106*> NRHS is INTEGER
107*> The number of right-hand-sides, i.e., the number of columns of the
108*> matrix B.
109*> \endverbatim
110*>
111*> \param[in] AB
112*> \verbatim
113*> AB is REAL array, dimension (LDAB,N)
114*> On entry, the N-by-N matrix AB.
115*> \endverbatim
116*>
117*> \param[in] LDAB
118*> \verbatim
119*> LDAB is INTEGER
120*> The leading dimension of the array AB. LDAB >= max(1,N).
121*> \endverbatim
122*>
123*> \param[in] AFB
124*> \verbatim
125*> AFB is REAL array, dimension (LDAFB,N)
126*> The factors L and U from the factorization
127*> A = P*L*U as computed by SGBTRF.
128*> \endverbatim
129*>
130*> \param[in] LDAFB
131*> \verbatim
132*> LDAFB is INTEGER
133*> The leading dimension of the array AF. LDAFB >= max(1,N).
134*> \endverbatim
135*>
136*> \param[in] IPIV
137*> \verbatim
138*> IPIV is INTEGER array, dimension (N)
139*> The pivot indices from the factorization A = P*L*U
140*> as computed by SGBTRF; row i of the matrix was interchanged
141*> with row IPIV(i).
142*> \endverbatim
143*>
144*> \param[in] COLEQU
145*> \verbatim
146*> COLEQU is LOGICAL
147*> If .TRUE. then column equilibration was done to A before calling
148*> this routine. This is needed to compute the solution and error
149*> bounds correctly.
150*> \endverbatim
151*>
152*> \param[in] C
153*> \verbatim
154*> C is REAL array, dimension (N)
155*> The column scale factors for A. If COLEQU = .FALSE., C
156*> is not accessed. If C is input, each element of C should be a power
157*> of the radix to ensure a reliable solution and error estimates.
158*> Scaling by powers of the radix does not cause rounding errors unless
159*> the result underflows or overflows. Rounding errors during scaling
160*> lead to refining with a matrix that is not equivalent to the
161*> input matrix, producing error estimates that may not be
162*> reliable.
163*> \endverbatim
164*>
165*> \param[in] B
166*> \verbatim
167*> B is REAL array, dimension (LDB,NRHS)
168*> The right-hand-side matrix B.
169*> \endverbatim
170*>
171*> \param[in] LDB
172*> \verbatim
173*> LDB is INTEGER
174*> The leading dimension of the array B. LDB >= max(1,N).
175*> \endverbatim
176*>
177*> \param[in,out] Y
178*> \verbatim
179*> Y is REAL array, dimension (LDY,NRHS)
180*> On entry, the solution matrix X, as computed by SGBTRS.
181*> On exit, the improved solution matrix Y.
182*> \endverbatim
183*>
184*> \param[in] LDY
185*> \verbatim
186*> LDY is INTEGER
187*> The leading dimension of the array Y. LDY >= max(1,N).
188*> \endverbatim
189*>
190*> \param[out] BERR_OUT
191*> \verbatim
192*> BERR_OUT is REAL array, dimension (NRHS)
193*> On exit, BERR_OUT(j) contains the componentwise relative backward
194*> error for right-hand-side j from the formula
195*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
196*> where abs(Z) is the componentwise absolute value of the matrix
197*> or vector Z. This is computed by SLA_LIN_BERR.
198*> \endverbatim
199*>
200*> \param[in] N_NORMS
201*> \verbatim
202*> N_NORMS is INTEGER
203*> Determines which error bounds to return (see ERR_BNDS_NORM
204*> and ERR_BNDS_COMP).
205*> If N_NORMS >= 1 return normwise error bounds.
206*> If N_NORMS >= 2 return componentwise error bounds.
207*> \endverbatim
208*>
209*> \param[in,out] ERR_BNDS_NORM
210*> \verbatim
211*> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
212*> For each right-hand side, this array contains information about
213*> various error bounds and condition numbers corresponding to the
214*> normwise relative error, which is defined as follows:
215*>
216*> Normwise relative error in the ith solution vector:
217*> max_j (abs(XTRUE(j,i) - X(j,i)))
218*> ------------------------------
219*> max_j abs(X(j,i))
220*>
221*> The array is indexed by the type of error information as described
222*> below. There currently are up to three pieces of information
223*> returned.
224*>
225*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
226*> right-hand side.
227*>
228*> The second index in ERR_BNDS_NORM(:,err) contains the following
229*> three fields:
230*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
231*> reciprocal condition number is less than the threshold
232*> sqrt(n) * slamch('Epsilon').
233*>
234*> err = 2 "Guaranteed" error bound: The estimated forward error,
235*> almost certainly within a factor of 10 of the true error
236*> so long as the next entry is greater than the threshold
237*> sqrt(n) * slamch('Epsilon'). This error bound should only
238*> be trusted if the previous boolean is true.
239*>
240*> err = 3 Reciprocal condition number: Estimated normwise
241*> reciprocal condition number. Compared with the threshold
242*> sqrt(n) * slamch('Epsilon') to determine if the error
243*> estimate is "guaranteed". These reciprocal condition
244*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
245*> appropriately scaled matrix Z.
246*> Let Z = S*A, where S scales each row by a power of the
247*> radix so all absolute row sums of Z are approximately 1.
248*>
249*> This subroutine is only responsible for setting the second field
250*> above.
251*> See Lapack Working Note 165 for further details and extra
252*> cautions.
253*> \endverbatim
254*>
255*> \param[in,out] ERR_BNDS_COMP
256*> \verbatim
257*> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
258*> For each right-hand side, this array contains information about
259*> various error bounds and condition numbers corresponding to the
260*> componentwise relative error, which is defined as follows:
261*>
262*> Componentwise relative error in the ith solution vector:
263*> abs(XTRUE(j,i) - X(j,i))
264*> max_j ----------------------
265*> abs(X(j,i))
266*>
267*> The array is indexed by the right-hand side i (on which the
268*> componentwise relative error depends), and the type of error
269*> information as described below. There currently are up to three
270*> pieces of information returned for each right-hand side. If
271*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
272*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
273*> the first (:,N_ERR_BNDS) entries are returned.
274*>
275*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
276*> right-hand side.
277*>
278*> The second index in ERR_BNDS_COMP(:,err) contains the following
279*> three fields:
280*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
281*> reciprocal condition number is less than the threshold
282*> sqrt(n) * slamch('Epsilon').
283*>
284*> err = 2 "Guaranteed" error bound: The estimated forward error,
285*> almost certainly within a factor of 10 of the true error
286*> so long as the next entry is greater than the threshold
287*> sqrt(n) * slamch('Epsilon'). This error bound should only
288*> be trusted if the previous boolean is true.
289*>
290*> err = 3 Reciprocal condition number: Estimated componentwise
291*> reciprocal condition number. Compared with the threshold
292*> sqrt(n) * slamch('Epsilon') to determine if the error
293*> estimate is "guaranteed". These reciprocal condition
294*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
295*> appropriately scaled matrix Z.
296*> Let Z = S*(A*diag(x)), where x is the solution for the
297*> current right-hand side and S scales each row of
298*> A*diag(x) by a power of the radix so all absolute row
299*> sums of Z are approximately 1.
300*>
301*> This subroutine is only responsible for setting the second field
302*> above.
303*> See Lapack Working Note 165 for further details and extra
304*> cautions.
305*> \endverbatim
306*>
307*> \param[in] RES
308*> \verbatim
309*> RES is REAL array, dimension (N)
310*> Workspace to hold the intermediate residual.
311*> \endverbatim
312*>
313*> \param[in] AYB
314*> \verbatim
315*> AYB is REAL array, dimension (N)
316*> Workspace. This can be the same workspace passed for Y_TAIL.
317*> \endverbatim
318*>
319*> \param[in] DY
320*> \verbatim
321*> DY is REAL array, dimension (N)
322*> Workspace to hold the intermediate solution.
323*> \endverbatim
324*>
325*> \param[in] Y_TAIL
326*> \verbatim
327*> Y_TAIL is REAL array, dimension (N)
328*> Workspace to hold the trailing bits of the intermediate solution.
329*> \endverbatim
330*>
331*> \param[in] RCOND
332*> \verbatim
333*> RCOND is REAL
334*> Reciprocal scaled condition number. This is an estimate of the
335*> reciprocal Skeel condition number of the matrix A after
336*> equilibration (if done). If this is less than the machine
337*> precision (in particular, if it is zero), the matrix is singular
338*> to working precision. Note that the error may still be small even
339*> if this number is very small and the matrix appears ill-
340*> conditioned.
341*> \endverbatim
342*>
343*> \param[in] ITHRESH
344*> \verbatim
345*> ITHRESH is INTEGER
346*> The maximum number of residual computations allowed for
347*> refinement. The default is 10. For 'aggressive' set to 100 to
348*> permit convergence using approximate factorizations or
349*> factorizations other than LU. If the factorization uses a
350*> technique other than Gaussian elimination, the guarantees in
351*> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
352*> \endverbatim
353*>
354*> \param[in] RTHRESH
355*> \verbatim
356*> RTHRESH is REAL
357*> Determines when to stop refinement if the error estimate stops
358*> decreasing. Refinement will stop when the next solution no longer
359*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
360*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
361*> default value is 0.5. For 'aggressive' set to 0.9 to permit
362*> convergence on extremely ill-conditioned matrices. See LAWN 165
363*> for more details.
364*> \endverbatim
365*>
366*> \param[in] DZ_UB
367*> \verbatim
368*> DZ_UB is REAL
369*> Determines when to start considering componentwise convergence.
370*> Componentwise convergence is only considered after each component
371*> of the solution Y is stable, which we define as the relative
372*> change in each component being less than DZ_UB. The default value
373*> is 0.25, requiring the first bit to be stable. See LAWN 165 for
374*> more details.
375*> \endverbatim
376*>
377*> \param[in] IGNORE_CWISE
378*> \verbatim
379*> IGNORE_CWISE is LOGICAL
380*> If .TRUE. then ignore componentwise convergence. Default value
381*> is .FALSE..
382*> \endverbatim
383*>
384*> \param[out] INFO
385*> \verbatim
386*> INFO is INTEGER
387*> = 0: Successful exit.
388*> < 0: if INFO = -i, the ith argument to SGBTRS had an illegal
389*> value
390*> \endverbatim
391*
392* Authors:
393* ========
394*
395*> \author Univ. of Tennessee
396*> \author Univ. of California Berkeley
397*> \author Univ. of Colorado Denver
398*> \author NAG Ltd.
399*
400*> \ingroup la_gbrfsx_extended
401*
402* =====================================================================
403 SUBROUTINE sla_gbrfsx_extended( PREC_TYPE, TRANS_TYPE, N, KL, KU,
404 $ NRHS, AB, LDAB, AFB, LDAFB, IPIV,
405 $ COLEQU, C, B, LDB, Y, LDY,
406 $ BERR_OUT, N_NORMS, ERR_BNDS_NORM,
407 $ ERR_BNDS_COMP, RES, AYB, DY,
408 $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
409 $ DZ_UB, IGNORE_CWISE, INFO )
410*
411* -- LAPACK computational routine --
412* -- LAPACK is a software package provided by Univ. of Tennessee, --
413* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
414*
415* .. Scalar Arguments ..
416 INTEGER INFO, LDAB, LDAFB, LDB, LDY, N, KL, KU, NRHS,
417 $ PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH
418 LOGICAL COLEQU, IGNORE_CWISE
419 REAL RTHRESH, DZ_UB
420* ..
421* .. Array Arguments ..
422 INTEGER IPIV( * )
423 REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
424 $ y( ldy, * ), res(*), dy(*), y_tail(*)
425 REAL C( * ), AYB(*), RCOND, BERR_OUT(*),
426 $ ERR_BNDS_NORM( NRHS, * ),
427 $ ERR_BNDS_COMP( NRHS, * )
428* ..
429*
430* =====================================================================
431*
432* .. Local Scalars ..
433 CHARACTER TRANS
434 INTEGER CNT, I, J, M, X_STATE, Z_STATE, Y_PREC_STATE
435 REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
436 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
437 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
438 $ EPS, HUGEVAL, INCR_THRESH
439 LOGICAL INCR_PREC
440* ..
441* .. Parameters ..
442 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
443 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
444 $ EXTRA_Y
445 parameter( unstable_state = 0, working_state = 1,
446 $ conv_state = 2, noprog_state = 3 )
447 parameter( base_residual = 0, extra_residual = 1,
448 $ extra_y = 2 )
449 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
450 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
451 INTEGER CMP_ERR_I, PIV_GROWTH_I
452 PARAMETER ( FINAL_NRM_ERR_I = 1, final_cmp_err_i = 2,
453 $ berr_i = 3 )
454 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
455 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
456 $ piv_growth_i = 9 )
457 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
458 $ la_linrx_cwise_i
459 parameter( la_linrx_itref_i = 1,
460 $ la_linrx_ithresh_i = 2 )
461 parameter( la_linrx_cwise_i = 3 )
462 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
463 $ la_linrx_rcond_i
464 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
465 parameter( la_linrx_rcond_i = 3 )
466* ..
467* .. External Subroutines ..
468 EXTERNAL saxpy, scopy, sgbtrs, sgbmv, blas_sgbmv_x,
469 $ blas_sgbmv2_x, sla_gbamv, sla_wwaddw, slamch,
471 REAL SLAMCH
472 CHARACTER CHLA_TRANSTYPE
473* ..
474* .. Intrinsic Functions ..
475 INTRINSIC abs, max, min
476* ..
477* .. Executable Statements ..
478*
479 IF (info.NE.0) RETURN
480 trans = chla_transtype(trans_type)
481 eps = slamch( 'Epsilon' )
482 hugeval = slamch( 'Overflow' )
483* Force HUGEVAL to Inf
484 hugeval = hugeval * hugeval
485* Using HUGEVAL may lead to spurious underflows.
486 incr_thresh = real( n ) * eps
487 m = kl+ku+1
488
489 DO j = 1, nrhs
490 y_prec_state = extra_residual
491 IF ( y_prec_state .EQ. extra_y ) THEN
492 DO i = 1, n
493 y_tail( i ) = 0.0
494 END DO
495 END IF
496
497 dxrat = 0.0
498 dxratmax = 0.0
499 dzrat = 0.0
500 dzratmax = 0.0
501 final_dx_x = hugeval
502 final_dz_z = hugeval
503 prevnormdx = hugeval
504 prev_dz_z = hugeval
505 dz_z = hugeval
506 dx_x = hugeval
507
508 x_state = working_state
509 z_state = unstable_state
510 incr_prec = .false.
511
512 DO cnt = 1, ithresh
513*
514* Compute residual RES = B_s - op(A_s) * Y,
515* op(A) = A, A**T, or A**H depending on TRANS (and type).
516*
517 CALL scopy( n, b( 1, j ), 1, res, 1 )
518 IF ( y_prec_state .EQ. base_residual ) THEN
519 CALL sgbmv( trans, m, n, kl, ku, -1.0, ab, ldab,
520 $ y( 1, j ), 1, 1.0, res, 1 )
521 ELSE IF ( y_prec_state .EQ. extra_residual ) THEN
522 CALL blas_sgbmv_x( trans_type, n, n, kl, ku,
523 $ -1.0, ab, ldab, y( 1, j ), 1, 1.0, res, 1,
524 $ prec_type )
525 ELSE
526 CALL blas_sgbmv2_x( trans_type, n, n, kl, ku, -1.0,
527 $ ab, ldab, y( 1, j ), y_tail, 1, 1.0, res, 1,
528 $ prec_type )
529 END IF
530
531! XXX: RES is no longer needed.
532 CALL scopy( n, res, 1, dy, 1 )
533 CALL sgbtrs( trans, n, kl, ku, 1, afb, ldafb, ipiv, dy, n,
534 $ info )
535*
536* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
537*
538 normx = 0.0
539 normy = 0.0
540 normdx = 0.0
541 dz_z = 0.0
542 ymin = hugeval
543
544 DO i = 1, n
545 yk = abs( y( i, j ) )
546 dyk = abs( dy( i ) )
547
548 IF ( yk .NE. 0.0 ) THEN
549 dz_z = max( dz_z, dyk / yk )
550 ELSE IF ( dyk .NE. 0.0 ) THEN
551 dz_z = hugeval
552 END IF
553
554 ymin = min( ymin, yk )
555
556 normy = max( normy, yk )
557
558 IF ( colequ ) THEN
559 normx = max( normx, yk * c( i ) )
560 normdx = max( normdx, dyk * c( i ) )
561 ELSE
562 normx = normy
563 normdx = max( normdx, dyk )
564 END IF
565 END DO
566
567 IF ( normx .NE. 0.0 ) THEN
568 dx_x = normdx / normx
569 ELSE IF ( normdx .EQ. 0.0 ) THEN
570 dx_x = 0.0
571 ELSE
572 dx_x = hugeval
573 END IF
574
575 dxrat = normdx / prevnormdx
576 dzrat = dz_z / prev_dz_z
577*
578* Check termination criteria.
579*
580 IF ( .NOT.ignore_cwise
581 $ .AND. ymin*rcond .LT. incr_thresh*normy
582 $ .AND. y_prec_state .LT. extra_y )
583 $ incr_prec = .true.
584
585 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
586 $ x_state = working_state
587 IF ( x_state .EQ. working_state ) THEN
588 IF ( dx_x .LE. eps ) THEN
589 x_state = conv_state
590 ELSE IF ( dxrat .GT. rthresh ) THEN
591 IF ( y_prec_state .NE. extra_y ) THEN
592 incr_prec = .true.
593 ELSE
594 x_state = noprog_state
595 END IF
596 ELSE
597 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
598 END IF
599 IF ( x_state .GT. working_state ) final_dx_x = dx_x
600 END IF
601
602 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
603 $ z_state = working_state
604 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
605 $ z_state = working_state
606 IF ( z_state .EQ. working_state ) THEN
607 IF ( dz_z .LE. eps ) THEN
608 z_state = conv_state
609 ELSE IF ( dz_z .GT. dz_ub ) THEN
610 z_state = unstable_state
611 dzratmax = 0.0
612 final_dz_z = hugeval
613 ELSE IF ( dzrat .GT. rthresh ) THEN
614 IF ( y_prec_state .NE. extra_y ) THEN
615 incr_prec = .true.
616 ELSE
617 z_state = noprog_state
618 END IF
619 ELSE
620 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
621 END IF
622 IF ( z_state .GT. working_state ) final_dz_z = dz_z
623 END IF
624*
625* Exit if both normwise and componentwise stopped working,
626* but if componentwise is unstable, let it go at least two
627* iterations.
628*
629 IF ( x_state.NE.working_state ) THEN
630 IF ( ignore_cwise ) GOTO 666
631 IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
632 $ GOTO 666
633 IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
634 END IF
635
636 IF ( incr_prec ) THEN
637 incr_prec = .false.
638 y_prec_state = y_prec_state + 1
639 DO i = 1, n
640 y_tail( i ) = 0.0
641 END DO
642 END IF
643
644 prevnormdx = normdx
645 prev_dz_z = dz_z
646*
647* Update solution.
648*
649 IF (y_prec_state .LT. extra_y) THEN
650 CALL saxpy( n, 1.0, dy, 1, y(1,j), 1 )
651 ELSE
652 CALL sla_wwaddw( n, y(1,j), y_tail, dy )
653 END IF
654
655 END DO
656* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
657 666 CONTINUE
658*
659* Set final_* when cnt hits ithresh.
660*
661 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
662 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
663*
664* Compute error bounds.
665*
666 IF ( n_norms .GE. 1 ) THEN
667 err_bnds_norm( j, la_linrx_err_i ) =
668 $ final_dx_x / (1 - dxratmax)
669 END IF
670 IF (n_norms .GE. 2) THEN
671 err_bnds_comp( j, la_linrx_err_i ) =
672 $ final_dz_z / (1 - dzratmax)
673 END IF
674*
675* Compute componentwise relative backward error from formula
676* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
677* where abs(Z) is the componentwise absolute value of the matrix
678* or vector Z.
679*
680* Compute residual RES = B_s - op(A_s) * Y,
681* op(A) = A, A**T, or A**H depending on TRANS (and type).
682*
683 CALL scopy( n, b( 1, j ), 1, res, 1 )
684 CALL sgbmv(trans, n, n, kl, ku, -1.0, ab, ldab, y(1,j),
685 $ 1, 1.0, res, 1 )
686
687 DO i = 1, n
688 ayb( i ) = abs( b( i, j ) )
689 END DO
690*
691* Compute abs(op(A_s))*abs(Y) + abs(B_s).
692*
693 CALL sla_gbamv( trans_type, n, n, kl, ku, 1.0,
694 $ ab, ldab, y(1, j), 1, 1.0, ayb, 1 )
695
696 CALL sla_lin_berr( n, n, 1, res, ayb, berr_out( j ) )
697*
698* End of loop for each RHS
699*
700 END DO
701*
702 RETURN
703*
704* End of SLA_GBRFSX_EXTENDED
705*
706 END
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 sgbmv(trans, m, n, kl, ku, alpha, a, lda, x, incx, beta, y, incy)
SGBMV
Definition sgbmv.f:188
subroutine sgbtrs(trans, n, kl, ku, nrhs, ab, ldab, ipiv, b, ldb, info)
SGBTRS
Definition sgbtrs.f:138
subroutine sla_gbamv(trans, m, n, kl, ku, alpha, ab, ldab, x, incx, beta, y, incy)
SLA_GBAMV performs a matrix-vector operation to calculate error bounds.
Definition sla_gbamv.f:187
subroutine sla_gbrfsx_extended(prec_type, trans_type, n, kl, ku, nrhs, ab, ldab, afb, ldafb, 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_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded...
subroutine sla_lin_berr(n, nz, nrhs, res, ayb, berr)
SLA_LIN_BERR computes a component-wise relative backward error.
character *1 function chla_transtype(trans)
CHLA_TRANSTYPE
subroutine sla_wwaddw(n, x, y, w)
SLA_WWADDW adds a vector into a doubled-single vector.
Definition sla_wwaddw.f:81
real function slamch(cmach)
SLAMCH
Definition slamch.f:68