LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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sla_gerfsx_extended.f
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1*> \brief \b SLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download SLA_GERFSX_EXTENDED + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gerfsx_extended.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
22* LDA, AF, LDAF, IPIV, COLEQU, C, B,
23* LDB, Y, LDY, BERR_OUT, N_NORMS,
24* ERRS_N, ERRS_C, RES,
25* AYB, DY, Y_TAIL, RCOND, ITHRESH,
26* RTHRESH, DZ_UB, IGNORE_CWISE,
27* INFO )
28*
29* .. Scalar Arguments ..
30* INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
31* $ TRANS_TYPE, N_NORMS, ITHRESH
32* LOGICAL COLEQU, IGNORE_CWISE
33* REAL RTHRESH, DZ_UB
34* ..
35* .. Array Arguments ..
36* INTEGER IPIV( * )
37* REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
38* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
39* REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
40* $ ERRS_N( NRHS, * ),
41* $ ERRS_C( NRHS, * )
42* ..
43*
44*
45*> \par Purpose:
46* =============
47*>
48*> \verbatim
49*>
50*> SLA_GERFSX_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 SGERFSX to perform iterative refinement.
54*> In addition to normwise error bound, the code provides maximum
55*> componentwise error bound if possible. See comments for ERRS_N
56*> and ERRS_C for details of the error bounds. Note that this
57*> subroutine is only responsible for setting the second fields of
58*> ERRS_N and ERRS_C.
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] NRHS
93*> \verbatim
94*> NRHS is INTEGER
95*> The number of right-hand-sides, i.e., the number of columns of the
96*> matrix B.
97*> \endverbatim
98*>
99*> \param[in] A
100*> \verbatim
101*> A is REAL array, dimension (LDA,N)
102*> On entry, the N-by-N matrix A.
103*> \endverbatim
104*>
105*> \param[in] LDA
106*> \verbatim
107*> LDA is INTEGER
108*> The leading dimension of the array A. LDA >= max(1,N).
109*> \endverbatim
110*>
111*> \param[in] AF
112*> \verbatim
113*> AF is REAL array, dimension (LDAF,N)
114*> The factors L and U from the factorization
115*> A = P*L*U as computed by SGETRF.
116*> \endverbatim
117*>
118*> \param[in] LDAF
119*> \verbatim
120*> LDAF is INTEGER
121*> The leading dimension of the array AF. LDAF >= max(1,N).
122*> \endverbatim
123*>
124*> \param[in] IPIV
125*> \verbatim
126*> IPIV is INTEGER array, dimension (N)
127*> The pivot indices from the factorization A = P*L*U
128*> as computed by SGETRF; row i of the matrix was interchanged
129*> with row IPIV(i).
130*> \endverbatim
131*>
132*> \param[in] COLEQU
133*> \verbatim
134*> COLEQU is LOGICAL
135*> If .TRUE. then column equilibration was done to A before calling
136*> this routine. This is needed to compute the solution and error
137*> bounds correctly.
138*> \endverbatim
139*>
140*> \param[in] C
141*> \verbatim
142*> C is REAL array, dimension (N)
143*> The column scale factors for A. If COLEQU = .FALSE., C
144*> is not accessed. If C is input, each element of C should be a power
145*> of the radix to ensure a reliable solution and error estimates.
146*> Scaling by powers of the radix does not cause rounding errors unless
147*> the result underflows or overflows. Rounding errors during scaling
148*> lead to refining with a matrix that is not equivalent to the
149*> input matrix, producing error estimates that may not be
150*> reliable.
151*> \endverbatim
152*>
153*> \param[in] B
154*> \verbatim
155*> B is REAL array, dimension (LDB,NRHS)
156*> The right-hand-side matrix B.
157*> \endverbatim
158*>
159*> \param[in] LDB
160*> \verbatim
161*> LDB is INTEGER
162*> The leading dimension of the array B. LDB >= max(1,N).
163*> \endverbatim
164*>
165*> \param[in,out] Y
166*> \verbatim
167*> Y is REAL array, dimension (LDY,NRHS)
168*> On entry, the solution matrix X, as computed by SGETRS.
169*> On exit, the improved solution matrix Y.
170*> \endverbatim
171*>
172*> \param[in] LDY
173*> \verbatim
174*> LDY is INTEGER
175*> The leading dimension of the array Y. LDY >= max(1,N).
176*> \endverbatim
177*>
178*> \param[out] BERR_OUT
179*> \verbatim
180*> BERR_OUT is REAL array, dimension (NRHS)
181*> On exit, BERR_OUT(j) contains the componentwise relative backward
182*> error for right-hand-side j from the formula
183*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
184*> where abs(Z) is the componentwise absolute value of the matrix
185*> or vector Z. This is computed by SLA_LIN_BERR.
186*> \endverbatim
187*>
188*> \param[in] N_NORMS
189*> \verbatim
190*> N_NORMS is INTEGER
191*> Determines which error bounds to return (see ERRS_N
192*> and ERRS_C).
193*> If N_NORMS >= 1 return normwise error bounds.
194*> If N_NORMS >= 2 return componentwise error bounds.
195*> \endverbatim
196*>
197*> \param[in,out] ERRS_N
198*> \verbatim
199*> ERRS_N is REAL array, dimension (NRHS, N_ERR_BNDS)
200*> For each right-hand side, this array contains information about
201*> various error bounds and condition numbers corresponding to the
202*> normwise relative error, which is defined as follows:
203*>
204*> Normwise relative error in the ith solution vector:
205*> max_j (abs(XTRUE(j,i) - X(j,i)))
206*> ------------------------------
207*> max_j abs(X(j,i))
208*>
209*> The array is indexed by the type of error information as described
210*> below. There currently are up to three pieces of information
211*> returned.
212*>
213*> The first index in ERRS_N(i,:) corresponds to the ith
214*> right-hand side.
215*>
216*> The second index in ERRS_N(:,err) contains the following
217*> three fields:
218*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
219*> reciprocal condition number is less than the threshold
220*> sqrt(n) * slamch('Epsilon').
221*>
222*> err = 2 "Guaranteed" error bound: The estimated forward error,
223*> almost certainly within a factor of 10 of the true error
224*> so long as the next entry is greater than the threshold
225*> sqrt(n) * slamch('Epsilon'). This error bound should only
226*> be trusted if the previous boolean is true.
227*>
228*> err = 3 Reciprocal condition number: Estimated normwise
229*> reciprocal condition number. Compared with the threshold
230*> sqrt(n) * slamch('Epsilon') to determine if the error
231*> estimate is "guaranteed". These reciprocal condition
232*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
233*> appropriately scaled matrix Z.
234*> Let Z = S*A, where S scales each row by a power of the
235*> radix so all absolute row sums of Z are approximately 1.
236*>
237*> This subroutine is only responsible for setting the second field
238*> above.
239*> See Lapack Working Note 165 for further details and extra
240*> cautions.
241*> \endverbatim
242*>
243*> \param[in,out] ERRS_C
244*> \verbatim
245*> ERRS_C is REAL array, dimension (NRHS, N_ERR_BNDS)
246*> For each right-hand side, this array contains information about
247*> various error bounds and condition numbers corresponding to the
248*> componentwise relative error, which is defined as follows:
249*>
250*> Componentwise relative error in the ith solution vector:
251*> abs(XTRUE(j,i) - X(j,i))
252*> max_j ----------------------
253*> abs(X(j,i))
254*>
255*> The array is indexed by the right-hand side i (on which the
256*> componentwise relative error depends), and the type of error
257*> information as described below. There currently are up to three
258*> pieces of information returned for each right-hand side. If
259*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
260*> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
261*> the first (:,N_ERR_BNDS) entries are returned.
262*>
263*> The first index in ERRS_C(i,:) corresponds to the ith
264*> right-hand side.
265*>
266*> The second index in ERRS_C(:,err) contains the following
267*> three fields:
268*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
269*> reciprocal condition number is less than the threshold
270*> sqrt(n) * slamch('Epsilon').
271*>
272*> err = 2 "Guaranteed" error bound: The estimated forward error,
273*> almost certainly within a factor of 10 of the true error
274*> so long as the next entry is greater than the threshold
275*> sqrt(n) * slamch('Epsilon'). This error bound should only
276*> be trusted if the previous boolean is true.
277*>
278*> err = 3 Reciprocal condition number: Estimated componentwise
279*> reciprocal condition number. Compared with the threshold
280*> sqrt(n) * slamch('Epsilon') to determine if the error
281*> estimate is "guaranteed". These reciprocal condition
282*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
283*> appropriately scaled matrix Z.
284*> Let Z = S*(A*diag(x)), where x is the solution for the
285*> current right-hand side and S scales each row of
286*> A*diag(x) by a power of the radix so all absolute row
287*> sums of Z are approximately 1.
288*>
289*> This subroutine is only responsible for setting the second field
290*> above.
291*> See Lapack Working Note 165 for further details and extra
292*> cautions.
293*> \endverbatim
294*>
295*> \param[in] RES
296*> \verbatim
297*> RES is REAL array, dimension (N)
298*> Workspace to hold the intermediate residual.
299*> \endverbatim
300*>
301*> \param[in] AYB
302*> \verbatim
303*> AYB is REAL array, dimension (N)
304*> Workspace. This can be the same workspace passed for Y_TAIL.
305*> \endverbatim
306*>
307*> \param[in] DY
308*> \verbatim
309*> DY is REAL array, dimension (N)
310*> Workspace to hold the intermediate solution.
311*> \endverbatim
312*>
313*> \param[in] Y_TAIL
314*> \verbatim
315*> Y_TAIL is REAL array, dimension (N)
316*> Workspace to hold the trailing bits of the intermediate solution.
317*> \endverbatim
318*>
319*> \param[in] RCOND
320*> \verbatim
321*> RCOND is REAL
322*> Reciprocal scaled condition number. This is an estimate of the
323*> reciprocal Skeel condition number of the matrix A after
324*> equilibration (if done). If this is less than the machine
325*> precision (in particular, if it is zero), the matrix is singular
326*> to working precision. Note that the error may still be small even
327*> if this number is very small and the matrix appears ill-
328*> conditioned.
329*> \endverbatim
330*>
331*> \param[in] ITHRESH
332*> \verbatim
333*> ITHRESH is INTEGER
334*> The maximum number of residual computations allowed for
335*> refinement. The default is 10. For 'aggressive' set to 100 to
336*> permit convergence using approximate factorizations or
337*> factorizations other than LU. If the factorization uses a
338*> technique other than Gaussian elimination, the guarantees in
339*> ERRS_N and ERRS_C may no longer be trustworthy.
340*> \endverbatim
341*>
342*> \param[in] RTHRESH
343*> \verbatim
344*> RTHRESH is REAL
345*> Determines when to stop refinement if the error estimate stops
346*> decreasing. Refinement will stop when the next solution no longer
347*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
348*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
349*> default value is 0.5. For 'aggressive' set to 0.9 to permit
350*> convergence on extremely ill-conditioned matrices. See LAWN 165
351*> for more details.
352*> \endverbatim
353*>
354*> \param[in] DZ_UB
355*> \verbatim
356*> DZ_UB is REAL
357*> Determines when to start considering componentwise convergence.
358*> Componentwise convergence is only considered after each component
359*> of the solution Y is stable, which we define as the relative
360*> change in each component being less than DZ_UB. The default value
361*> is 0.25, requiring the first bit to be stable. See LAWN 165 for
362*> more details.
363*> \endverbatim
364*>
365*> \param[in] IGNORE_CWISE
366*> \verbatim
367*> IGNORE_CWISE is LOGICAL
368*> If .TRUE. then ignore componentwise convergence. Default value
369*> is .FALSE..
370*> \endverbatim
371*>
372*> \param[out] INFO
373*> \verbatim
374*> INFO is INTEGER
375*> = 0: Successful exit.
376*> < 0: if INFO = -i, the ith argument to SGETRS had an illegal
377*> value
378*> \endverbatim
379*
380* Authors:
381* ========
382*
383*> \author Univ. of Tennessee
384*> \author Univ. of California Berkeley
385*> \author Univ. of Colorado Denver
386*> \author NAG Ltd.
387*
388*> \ingroup la_gerfsx_extended
389*
390* =====================================================================
391 SUBROUTINE sla_gerfsx_extended( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
392 $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
393 $ LDB, Y, LDY, BERR_OUT, N_NORMS,
394 $ ERRS_N, ERRS_C, RES,
395 $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
396 $ RTHRESH, DZ_UB, IGNORE_CWISE,
397 $ INFO )
398*
399* -- LAPACK computational routine --
400* -- LAPACK is a software package provided by Univ. of Tennessee, --
401* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
402*
403* .. Scalar Arguments ..
404 INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
405 $ TRANS_TYPE, N_NORMS, ITHRESH
406 LOGICAL COLEQU, IGNORE_CWISE
407 REAL RTHRESH, DZ_UB
408* ..
409* .. Array Arguments ..
410 INTEGER IPIV( * )
411 REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
412 $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
413 REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
414 $ ERRS_N( NRHS, * ),
415 $ ERRS_C( NRHS, * )
416* ..
417*
418* =====================================================================
419*
420* .. Local Scalars ..
421 CHARACTER TRANS
422 INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
423 REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
424 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
425 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
426 $ EPS, HUGEVAL, INCR_THRESH
427 LOGICAL INCR_PREC
428* ..
429* .. Parameters ..
430 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
431 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
432 $ EXTRA_Y
433 parameter( unstable_state = 0, working_state = 1,
434 $ conv_state = 2, noprog_state = 3 )
435 parameter( base_residual = 0, extra_residual = 1,
436 $ extra_y = 2 )
437 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
438 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
439 INTEGER CMP_ERR_I, PIV_GROWTH_I
440 PARAMETER ( FINAL_NRM_ERR_I = 1, final_cmp_err_i = 2,
441 $ berr_i = 3 )
442 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
443 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
444 $ piv_growth_i = 9 )
445 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
446 $ la_linrx_cwise_i
447 parameter( la_linrx_itref_i = 1,
448 $ la_linrx_ithresh_i = 2 )
449 parameter( la_linrx_cwise_i = 3 )
450 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
451 $ la_linrx_rcond_i
452 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
453 parameter( la_linrx_rcond_i = 3 )
454* ..
455* .. External Subroutines ..
456 EXTERNAL saxpy, scopy, sgetrs, sgemv, blas_sgemv_x,
457 $ blas_sgemv2_x, sla_geamv, sla_wwaddw, slamch,
459 REAL SLAMCH
460 CHARACTER CHLA_TRANSTYPE
461* ..
462* .. Intrinsic Functions ..
463 INTRINSIC abs, max, min
464* ..
465* .. Executable Statements ..
466*
467 IF ( info.NE.0 ) RETURN
468 trans = chla_transtype(trans_type)
469 eps = slamch( 'Epsilon' )
470 hugeval = slamch( 'Overflow' )
471* Force HUGEVAL to Inf
472 hugeval = hugeval * hugeval
473* Using HUGEVAL may lead to spurious underflows.
474 incr_thresh = real( n ) * eps
475*
476 DO j = 1, nrhs
477 y_prec_state = extra_residual
478 IF ( y_prec_state .EQ. extra_y ) THEN
479 DO i = 1, n
480 y_tail( i ) = 0.0
481 END DO
482 END IF
483
484 dxrat = 0.0
485 dxratmax = 0.0
486 dzrat = 0.0
487 dzratmax = 0.0
488 final_dx_x = hugeval
489 final_dz_z = hugeval
490 prevnormdx = hugeval
491 prev_dz_z = hugeval
492 dz_z = hugeval
493 dx_x = hugeval
494
495 x_state = working_state
496 z_state = unstable_state
497 incr_prec = .false.
498
499 DO cnt = 1, ithresh
500*
501* Compute residual RES = B_s - op(A_s) * Y,
502* op(A) = A, A**T, or A**H depending on TRANS (and type).
503*
504 CALL scopy( n, b( 1, j ), 1, res, 1 )
505 IF ( y_prec_state .EQ. base_residual ) THEN
506 CALL sgemv( trans, n, n, -1.0, a, lda, y( 1, j ), 1,
507 $ 1.0, res, 1 )
508 ELSE IF ( y_prec_state .EQ. extra_residual ) THEN
509 CALL blas_sgemv_x( trans_type, n, n, -1.0, a, lda,
510 $ y( 1, j ), 1, 1.0, res, 1, prec_type )
511 ELSE
512 CALL blas_sgemv2_x( trans_type, n, n, -1.0, a, lda,
513 $ y( 1, j ), y_tail, 1, 1.0, res, 1, prec_type )
514 END IF
515
516! XXX: RES is no longer needed.
517 CALL scopy( n, res, 1, dy, 1 )
518 CALL sgetrs( trans, n, 1, af, ldaf, ipiv, dy, n, info )
519*
520* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
521*
522 normx = 0.0
523 normy = 0.0
524 normdx = 0.0
525 dz_z = 0.0
526 ymin = hugeval
527*
528 DO i = 1, n
529 yk = abs( y( i, j ) )
530 dyk = abs( dy( i ) )
531
532 IF ( yk .NE. 0.0 ) THEN
533 dz_z = max( dz_z, dyk / yk )
534 ELSE IF ( dyk .NE. 0.0 ) THEN
535 dz_z = hugeval
536 END IF
537
538 ymin = min( ymin, yk )
539
540 normy = max( normy, yk )
541
542 IF ( colequ ) THEN
543 normx = max( normx, yk * c( i ) )
544 normdx = max( normdx, dyk * c( i ) )
545 ELSE
546 normx = normy
547 normdx = max( normdx, dyk )
548 END IF
549 END DO
550
551 IF ( normx .NE. 0.0 ) THEN
552 dx_x = normdx / normx
553 ELSE IF ( normdx .EQ. 0.0 ) THEN
554 dx_x = 0.0
555 ELSE
556 dx_x = hugeval
557 END IF
558
559 dxrat = normdx / prevnormdx
560 dzrat = dz_z / prev_dz_z
561*
562* Check termination criteria
563*
564 IF (.NOT.ignore_cwise
565 $ .AND. ymin*rcond .LT. incr_thresh*normy
566 $ .AND. y_prec_state .LT. extra_y)
567 $ incr_prec = .true.
568
569 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
570 $ x_state = working_state
571 IF ( x_state .EQ. working_state ) THEN
572 IF ( dx_x .LE. eps ) THEN
573 x_state = conv_state
574 ELSE IF ( dxrat .GT. rthresh ) THEN
575 IF ( y_prec_state .NE. extra_y ) THEN
576 incr_prec = .true.
577 ELSE
578 x_state = noprog_state
579 END IF
580 ELSE
581 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
582 END IF
583 IF ( x_state .GT. working_state ) final_dx_x = dx_x
584 END IF
585
586 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
587 $ z_state = working_state
588 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
589 $ z_state = working_state
590 IF ( z_state .EQ. working_state ) THEN
591 IF ( dz_z .LE. eps ) THEN
592 z_state = conv_state
593 ELSE IF ( dz_z .GT. dz_ub ) THEN
594 z_state = unstable_state
595 dzratmax = 0.0
596 final_dz_z = hugeval
597 ELSE IF ( dzrat .GT. rthresh ) THEN
598 IF ( y_prec_state .NE. extra_y ) THEN
599 incr_prec = .true.
600 ELSE
601 z_state = noprog_state
602 END IF
603 ELSE
604 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
605 END IF
606 IF ( z_state .GT. working_state ) final_dz_z = dz_z
607 END IF
608*
609* Exit if both normwise and componentwise stopped working,
610* but if componentwise is unstable, let it go at least two
611* iterations.
612*
613 IF ( x_state.NE.working_state ) THEN
614 IF ( ignore_cwise) GOTO 666
615 IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
616 $ GOTO 666
617 IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
618 END IF
619
620 IF ( incr_prec ) THEN
621 incr_prec = .false.
622 y_prec_state = y_prec_state + 1
623 DO i = 1, n
624 y_tail( i ) = 0.0
625 END DO
626 END IF
627
628 prevnormdx = normdx
629 prev_dz_z = dz_z
630*
631* Update solution.
632*
633 IF ( y_prec_state .LT. extra_y ) THEN
634 CALL saxpy( n, 1.0, dy, 1, y( 1, j ), 1 )
635 ELSE
636 CALL sla_wwaddw( n, y( 1, j ), y_tail, dy )
637 END IF
638
639 END DO
640* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
641 666 CONTINUE
642*
643* Set final_* when cnt hits ithresh.
644*
645 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
646 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
647*
648* Compute error bounds
649*
650 IF (n_norms .GE. 1) THEN
651 errs_n( j, la_linrx_err_i ) =
652 $ final_dx_x / (1 - dxratmax)
653 END IF
654 IF ( n_norms .GE. 2 ) THEN
655 errs_c( j, la_linrx_err_i ) =
656 $ final_dz_z / (1 - dzratmax)
657 END IF
658*
659* Compute componentwise relative backward error from formula
660* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
661* where abs(Z) is the componentwise absolute value of the matrix
662* or vector Z.
663*
664* Compute residual RES = B_s - op(A_s) * Y,
665* op(A) = A, A**T, or A**H depending on TRANS (and type).
666*
667 CALL scopy( n, b( 1, j ), 1, res, 1 )
668 CALL sgemv( trans, n, n, -1.0, a, lda, y(1,j), 1, 1.0, res, 1 )
669
670 DO i = 1, n
671 ayb( i ) = abs( b( i, j ) )
672 END DO
673*
674* Compute abs(op(A_s))*abs(Y) + abs(B_s).
675*
676 CALL sla_geamv ( trans_type, n, n, 1.0,
677 $ a, lda, y(1, j), 1, 1.0, ayb, 1 )
678
679 CALL sla_lin_berr ( n, n, 1, res, ayb, berr_out( j ) )
680*
681* End of loop for each RHS.
682*
683 END DO
684*
685 RETURN
686*
687* End of SLA_GERFSX_EXTENDED
688*
689 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 sgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
SGEMV
Definition sgemv.f:158
subroutine sgetrs(trans, n, nrhs, a, lda, ipiv, b, ldb, info)
SGETRS
Definition sgetrs.f:121
subroutine sla_geamv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
SLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds.
Definition sla_geamv.f:176
subroutine sla_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)
SLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matric...
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