LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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zla_gbrfsx_extended.f
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1*> \brief \b ZLA_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 ZLA_GBRFSX_EXTENDED + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gbrfsx_extended.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gbrfsx_extended.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gbrfsx_extended.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE ZLA_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* DOUBLE PRECISION RTHRESH, DZ_UB
34* ..
35* .. Array Arguments ..
36* INTEGER IPIV( * )
37* COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
38* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
39* DOUBLE PRECISION 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*> ZLA_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 ZGBRFSX 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 COMPLEX*16 array, dimension (LDAB,N)
114*> On entry, the N-by-N matrix A.
115*> \endverbatim
116*>
117*> \param[in] LDAB
118*> \verbatim
119*> LDAB is INTEGER
120*> The leading dimension of the array A. LDAB >= max(1,N).
121*> \endverbatim
122*>
123*> \param[in] AFB
124*> \verbatim
125*> AFB is COMPLEX*16 array, dimension (LDAF,N)
126*> The factors L and U from the factorization
127*> A = P*L*U as computed by ZGBTRF.
128*> \endverbatim
129*>
130*> \param[in] LDAFB
131*> \verbatim
132*> LDAFB is INTEGER
133*> The leading dimension of the array AF. LDAF >= 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 ZGBTRF; 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 DOUBLE PRECISION 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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDY,NRHS)
180*> On entry, the solution matrix X, as computed by ZGBTRS.
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 DOUBLE PRECISION 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 ZLA_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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 COMPLEX*16 array, dimension (N)
310*> Workspace to hold the intermediate residual.
311*> \endverbatim
312*>
313*> \param[in] AYB
314*> \verbatim
315*> AYB is DOUBLE PRECISION array, dimension (N)
316*> Workspace.
317*> \endverbatim
318*>
319*> \param[in] DY
320*> \verbatim
321*> DY is COMPLEX*16 array, dimension (N)
322*> Workspace to hold the intermediate solution.
323*> \endverbatim
324*>
325*> \param[in] Y_TAIL
326*> \verbatim
327*> Y_TAIL is COMPLEX*16 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 DOUBLE PRECISION
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 DOUBLE PRECISION
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 DOUBLE PRECISION
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 ZGBTRS 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 zla_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 DOUBLE PRECISION RTHRESH, DZ_UB
420* ..
421* .. Array Arguments ..
422 INTEGER IPIV( * )
423 COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
424 $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
425 DOUBLE PRECISION 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 DOUBLE PRECISION 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 COMPLEX*16 ZDUM
441* ..
442* .. Parameters ..
443 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
444 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
445 $ extra_y
446 parameter( unstable_state = 0, working_state = 1,
447 $ conv_state = 2, noprog_state = 3 )
448 parameter( base_residual = 0, extra_residual = 1,
449 $ extra_y = 2 )
450 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
451 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
452 INTEGER CMP_ERR_I, PIV_GROWTH_I
453 PARAMETER ( FINAL_NRM_ERR_I = 1, final_cmp_err_i = 2,
454 $ berr_i = 3 )
455 parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
456 parameter( cmp_rcond_i = 7, cmp_err_i = 8,
457 $ piv_growth_i = 9 )
458 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
459 $ la_linrx_cwise_i
460 parameter( la_linrx_itref_i = 1,
461 $ la_linrx_ithresh_i = 2 )
462 parameter( la_linrx_cwise_i = 3 )
463 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
464 $ la_linrx_rcond_i
465 parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
466 parameter( la_linrx_rcond_i = 3 )
467* ..
468* .. External Subroutines ..
469 EXTERNAL zaxpy, zcopy, zgbtrs, zgbmv, blas_zgbmv_x,
470 $ blas_zgbmv2_x, zla_gbamv, zla_wwaddw, dlamch,
472 DOUBLE PRECISION DLAMCH
473 CHARACTER CHLA_TRANSTYPE
474* ..
475* .. Intrinsic Functions..
476 INTRINSIC abs, max, min
477* ..
478* .. Statement Functions ..
479 DOUBLE PRECISION CABS1
480* ..
481* .. Statement Function Definitions ..
482 cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
483* ..
484* .. Executable Statements ..
485*
486 IF (info.NE.0) RETURN
487 trans = chla_transtype(trans_type)
488 eps = dlamch( 'Epsilon' )
489 hugeval = dlamch( 'Overflow' )
490* Force HUGEVAL to Inf
491 hugeval = hugeval * hugeval
492* Using HUGEVAL may lead to spurious underflows.
493 incr_thresh = dble( n ) * eps
494 m = kl+ku+1
495
496 DO j = 1, nrhs
497 y_prec_state = extra_residual
498 IF ( y_prec_state .EQ. extra_y ) THEN
499 DO i = 1, n
500 y_tail( i ) = 0.0d+0
501 END DO
502 END IF
503
504 dxrat = 0.0d+0
505 dxratmax = 0.0d+0
506 dzrat = 0.0d+0
507 dzratmax = 0.0d+0
508 final_dx_x = hugeval
509 final_dz_z = hugeval
510 prevnormdx = hugeval
511 prev_dz_z = hugeval
512 dz_z = hugeval
513 dx_x = hugeval
514
515 x_state = working_state
516 z_state = unstable_state
517 incr_prec = .false.
518
519 DO cnt = 1, ithresh
520*
521* Compute residual RES = B_s - op(A_s) * Y,
522* op(A) = A, A**T, or A**H depending on TRANS (and type).
523*
524 CALL zcopy( n, b( 1, j ), 1, res, 1 )
525 IF ( y_prec_state .EQ. base_residual ) THEN
526 CALL zgbmv( trans, m, n, kl, ku, (-1.0d+0,0.0d+0), ab,
527 $ ldab, y( 1, j ), 1, (1.0d+0,0.0d+0), res, 1 )
528 ELSE IF ( y_prec_state .EQ. extra_residual ) THEN
529 CALL blas_zgbmv_x( trans_type, n, n, kl, ku,
530 $ (-1.0d+0,0.0d+0), ab, ldab, y( 1, j ), 1,
531 $ (1.0d+0,0.0d+0), res, 1, prec_type )
532 ELSE
533 CALL blas_zgbmv2_x( trans_type, n, n, kl, ku,
534 $ (-1.0d+0,0.0d+0), ab, ldab, y( 1, j ), y_tail, 1,
535 $ (1.0d+0,0.0d+0), res, 1, prec_type )
536 END IF
537
538! XXX: RES is no longer needed.
539 CALL zcopy( n, res, 1, dy, 1 )
540 CALL zgbtrs( trans, n, kl, ku, 1, afb, ldafb, ipiv, dy, n,
541 $ info )
542*
543* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
544*
545 normx = 0.0d+0
546 normy = 0.0d+0
547 normdx = 0.0d+0
548 dz_z = 0.0d+0
549 ymin = hugeval
550
551 DO i = 1, n
552 yk = cabs1( y( i, j ) )
553 dyk = cabs1( dy( i ) )
554
555 IF (yk .NE. 0.0d+0) THEN
556 dz_z = max( dz_z, dyk / yk )
557 ELSE IF ( dyk .NE. 0.0d+0 ) THEN
558 dz_z = hugeval
559 END IF
560
561 ymin = min( ymin, yk )
562
563 normy = max( normy, yk )
564
565 IF ( colequ ) THEN
566 normx = max( normx, yk * c( i ) )
567 normdx = max(normdx, dyk * c(i))
568 ELSE
569 normx = normy
570 normdx = max( normdx, dyk )
571 END IF
572 END DO
573
574 IF ( normx .NE. 0.0d+0 ) THEN
575 dx_x = normdx / normx
576 ELSE IF ( normdx .EQ. 0.0d+0 ) THEN
577 dx_x = 0.0d+0
578 ELSE
579 dx_x = hugeval
580 END IF
581
582 dxrat = normdx / prevnormdx
583 dzrat = dz_z / prev_dz_z
584*
585* Check termination criteria.
586*
587 IF (.NOT.ignore_cwise
588 $ .AND. ymin*rcond .LT. incr_thresh*normy
589 $ .AND. y_prec_state .LT. extra_y )
590 $ incr_prec = .true.
591
592 IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
593 $ x_state = working_state
594 IF ( x_state .EQ. working_state ) THEN
595 IF ( dx_x .LE. eps ) THEN
596 x_state = conv_state
597 ELSE IF ( dxrat .GT. rthresh ) THEN
598 IF ( y_prec_state .NE. extra_y ) THEN
599 incr_prec = .true.
600 ELSE
601 x_state = noprog_state
602 END IF
603 ELSE
604 IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
605 END IF
606 IF ( x_state .GT. working_state ) final_dx_x = dx_x
607 END IF
608
609 IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
610 $ z_state = working_state
611 IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
612 $ z_state = working_state
613 IF ( z_state .EQ. working_state ) THEN
614 IF ( dz_z .LE. eps ) THEN
615 z_state = conv_state
616 ELSE IF ( dz_z .GT. dz_ub ) THEN
617 z_state = unstable_state
618 dzratmax = 0.0d+0
619 final_dz_z = hugeval
620 ELSE IF ( dzrat .GT. rthresh ) THEN
621 IF ( y_prec_state .NE. extra_y ) THEN
622 incr_prec = .true.
623 ELSE
624 z_state = noprog_state
625 END IF
626 ELSE
627 IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
628 END IF
629 IF ( z_state .GT. working_state ) final_dz_z = dz_z
630 END IF
631*
632* Exit if both normwise and componentwise stopped working,
633* but if componentwise is unstable, let it go at least two
634* iterations.
635*
636 IF ( x_state.NE.working_state ) THEN
637 IF ( ignore_cwise ) GOTO 666
638 IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
639 $ GOTO 666
640 IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
641 END IF
642
643 IF ( incr_prec ) THEN
644 incr_prec = .false.
645 y_prec_state = y_prec_state + 1
646 DO i = 1, n
647 y_tail( i ) = 0.0d+0
648 END DO
649 END IF
650
651 prevnormdx = normdx
652 prev_dz_z = dz_z
653*
654* Update solution.
655*
656 IF ( y_prec_state .LT. extra_y ) THEN
657 CALL zaxpy( n, (1.0d+0,0.0d+0), dy, 1, y(1,j), 1 )
658 ELSE
659 CALL zla_wwaddw( n, y(1,j), y_tail, dy )
660 END IF
661
662 END DO
663* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
664 666 CONTINUE
665*
666* Set final_* when cnt hits ithresh.
667*
668 IF ( x_state .EQ. working_state ) final_dx_x = dx_x
669 IF ( z_state .EQ. working_state ) final_dz_z = dz_z
670*
671* Compute error bounds.
672*
673 IF ( n_norms .GE. 1 ) THEN
674 err_bnds_norm( j, la_linrx_err_i ) =
675 $ final_dx_x / (1 - dxratmax)
676 END IF
677 IF ( n_norms .GE. 2 ) THEN
678 err_bnds_comp( j, la_linrx_err_i ) =
679 $ final_dz_z / (1 - dzratmax)
680 END IF
681*
682* Compute componentwise relative backward error from formula
683* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
684* where abs(Z) is the componentwise absolute value of the matrix
685* or vector Z.
686*
687* Compute residual RES = B_s - op(A_s) * Y,
688* op(A) = A, A**T, or A**H depending on TRANS (and type).
689*
690 CALL zcopy( n, b( 1, j ), 1, res, 1 )
691 CALL zgbmv( trans, n, n, kl, ku, (-1.0d+0,0.0d+0), ab, ldab,
692 $ y(1,j), 1, (1.0d+0,0.0d+0), res, 1 )
693
694 DO i = 1, n
695 ayb( i ) = cabs1( b( i, j ) )
696 END DO
697*
698* Compute abs(op(A_s))*abs(Y) + abs(B_s).
699*
700 CALL zla_gbamv( trans_type, n, n, kl, ku, 1.0d+0,
701 $ ab, ldab, y(1, j), 1, 1.0d+0, ayb, 1 )
702
703 CALL zla_lin_berr( n, n, 1, res, ayb, berr_out( j ) )
704*
705* End of loop for each RHS.
706*
707 END DO
708*
709 RETURN
710*
711* End of ZLA_GBRFSX_EXTENDED
712*
713 END
subroutine zaxpy(n, za, zx, incx, zy, incy)
ZAXPY
Definition zaxpy.f:88
subroutine zcopy(n, zx, incx, zy, incy)
ZCOPY
Definition zcopy.f:81
subroutine zgbmv(trans, m, n, kl, ku, alpha, a, lda, x, incx, beta, y, incy)
ZGBMV
Definition zgbmv.f:190
subroutine zgbtrs(trans, n, kl, ku, nrhs, ab, ldab, ipiv, b, ldb, info)
ZGBTRS
Definition zgbtrs.f:138
subroutine zla_gbamv(trans, m, n, kl, ku, alpha, ab, ldab, x, incx, beta, y, incy)
ZLA_GBAMV performs a matrix-vector operation to calculate error bounds.
Definition zla_gbamv.f:188
subroutine zla_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)
ZLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded...
subroutine zla_lin_berr(n, nz, nrhs, res, ayb, berr)
ZLA_LIN_BERR computes a component-wise relative backward error.
character *1 function chla_transtype(trans)
CHLA_TRANSTYPE
subroutine zla_wwaddw(n, x, y, w)
ZLA_WWADDW adds a vector into a doubled-single vector.
Definition zla_wwaddw.f:81
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69