*> \brief \b CHPRFS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CHPRFS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, * FERR, BERR, WORK, RWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDB, LDX, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ) * REAL BERR( * ), FERR( * ), RWORK( * ) * COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ), * \$ X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> CHPRFS improves the computed solution to a system of linear *> equations when the coefficient matrix is Hermitian indefinite *> and packed, and provides error bounds and backward error estimates *> for the solution. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': Upper triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 0. *> \endverbatim *> *> \param[in] AP *> \verbatim *> AP is COMPLEX array, dimension (N*(N+1)/2) *> The upper or lower triangle of the Hermitian matrix A, packed *> columnwise in a linear array. The j-th column of A is stored *> in the array AP as follows: *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. *> \endverbatim *> *> \param[in] AFP *> \verbatim *> AFP is COMPLEX array, dimension (N*(N+1)/2) *> The factored form of the matrix A. AFP contains the block *> diagonal matrix D and the multipliers used to obtain the *> factor U or L from the factorization A = U*D*U**H or *> A = L*D*L**H as computed by CHPTRF, stored as a packed *> triangular matrix. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> Details of the interchanges and the block structure of D *> as determined by CHPTRF. *> \endverbatim *> *> \param[in] B *> \verbatim *> B is COMPLEX array, dimension (LDB,NRHS) *> The right hand side matrix B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[in,out] X *> \verbatim *> X is COMPLEX array, dimension (LDX,NRHS) *> On entry, the solution matrix X, as computed by CHPTRS. *> On exit, the improved solution matrix X. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the array X. LDX >= max(1,N). *> \endverbatim *> *> \param[out] FERR *> \verbatim *> FERR is REAL array, dimension (NRHS) *> The estimated forward error bound for each solution vector *> X(j) (the j-th column of the solution matrix X). *> If XTRUE is the true solution corresponding to X(j), FERR(j) *> is an estimated upper bound for the magnitude of the largest *> element in (X(j) - XTRUE) divided by the magnitude of the *> largest element in X(j). The estimate is as reliable as *> the estimate for RCOND, and is almost always a slight *> overestimate of the true error. *> \endverbatim *> *> \param[out] BERR *> \verbatim *> BERR is REAL array, dimension (NRHS) *> The componentwise relative backward error of each solution *> vector X(j) (i.e., the smallest relative change in *> any element of A or B that makes X(j) an exact solution). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX array, dimension (2*N) *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is REAL array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> ITMAX is the maximum number of steps of iterative refinement. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup complexOTHERcomputational * * ===================================================================== SUBROUTINE CHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, \$ FERR, BERR, WORK, RWORK, INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDB, LDX, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) REAL BERR( * ), FERR( * ), RWORK( * ) COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ), \$ X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER ITMAX PARAMETER ( ITMAX = 5 ) REAL ZERO PARAMETER ( ZERO = 0.0E+0 ) COMPLEX ONE PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) ) REAL TWO PARAMETER ( TWO = 2.0E+0 ) REAL THREE PARAMETER ( THREE = 3.0E+0 ) * .. * .. Local Scalars .. LOGICAL UPPER INTEGER COUNT, I, IK, J, K, KASE, KK, NZ REAL EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK COMPLEX ZDUM * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Subroutines .. EXTERNAL CAXPY, CCOPY, CHPMV, CHPTRS, CLACN2, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, AIMAG, MAX, REAL * .. * .. External Functions .. LOGICAL LSAME REAL SLAMCH EXTERNAL LSAME, SLAMCH * .. * .. Statement Functions .. REAL CABS1 * .. * .. Statement Function definitions .. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -8 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -10 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'CHPRFS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN DO 10 J = 1, NRHS FERR( J ) = ZERO BERR( J ) = ZERO 10 CONTINUE RETURN END IF * * NZ = maximum number of nonzero elements in each row of A, plus 1 * NZ = N + 1 EPS = SLAMCH( 'Epsilon' ) SAFMIN = SLAMCH( 'Safe minimum' ) SAFE1 = NZ*SAFMIN SAFE2 = SAFE1 / EPS * * Do for each right hand side * DO 140 J = 1, NRHS * COUNT = 1 LSTRES = THREE 20 CONTINUE * * Loop until stopping criterion is satisfied. * * Compute residual R = B - A * X * CALL CCOPY( N, B( 1, J ), 1, WORK, 1 ) CALL CHPMV( UPLO, N, -ONE, AP, X( 1, J ), 1, ONE, WORK, 1 ) * * Compute componentwise relative backward error from formula * * max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) ) * * where abs(Z) is the componentwise absolute value of the matrix * or vector Z. If the i-th component of the denominator is less * than SAFE2, then SAFE1 is added to the i-th components of the * numerator and denominator before dividing. * DO 30 I = 1, N RWORK( I ) = CABS1( B( I, J ) ) 30 CONTINUE * * Compute abs(A)*abs(X) + abs(B). * KK = 1 IF( UPPER ) THEN DO 50 K = 1, N S = ZERO XK = CABS1( X( K, J ) ) IK = KK DO 40 I = 1, K - 1 RWORK( I ) = RWORK( I ) + CABS1( AP( IK ) )*XK S = S + CABS1( AP( IK ) )*CABS1( X( I, J ) ) IK = IK + 1 40 CONTINUE RWORK( K ) = RWORK( K ) + ABS( REAL( AP( KK+K-1 ) ) )* \$ XK + S KK = KK + K 50 CONTINUE ELSE DO 70 K = 1, N S = ZERO XK = CABS1( X( K, J ) ) RWORK( K ) = RWORK( K ) + ABS( REAL( AP( KK ) ) )*XK IK = KK + 1 DO 60 I = K + 1, N RWORK( I ) = RWORK( I ) + CABS1( AP( IK ) )*XK S = S + CABS1( AP( IK ) )*CABS1( X( I, J ) ) IK = IK + 1 60 CONTINUE RWORK( K ) = RWORK( K ) + S KK = KK + ( N-K+1 ) 70 CONTINUE END IF S = ZERO DO 80 I = 1, N IF( RWORK( I ).GT.SAFE2 ) THEN S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) ) ELSE S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) / \$ ( RWORK( I )+SAFE1 ) ) END IF 80 CONTINUE BERR( J ) = S * * Test stopping criterion. Continue iterating if * 1) The residual BERR(J) is larger than machine epsilon, and * 2) BERR(J) decreased by at least a factor of 2 during the * last iteration, and * 3) At most ITMAX iterations tried. * IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND. \$ COUNT.LE.ITMAX ) THEN * * Update solution and try again. * CALL CHPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO ) CALL CAXPY( N, ONE, WORK, 1, X( 1, J ), 1 ) LSTRES = BERR( J ) COUNT = COUNT + 1 GO TO 20 END IF * * Bound error from formula * * norm(X - XTRUE) / norm(X) .le. FERR = * norm( abs(inv(A))* * ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X) * * where * norm(Z) is the magnitude of the largest component of Z * inv(A) is the inverse of A * abs(Z) is the componentwise absolute value of the matrix or * vector Z * NZ is the maximum number of nonzeros in any row of A, plus 1 * EPS is machine epsilon * * The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B)) * is incremented by SAFE1 if the i-th component of * abs(A)*abs(X) + abs(B) is less than SAFE2. * * Use CLACN2 to estimate the infinity-norm of the matrix * inv(A) * diag(W), * where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) * DO 90 I = 1, N IF( RWORK( I ).GT.SAFE2 ) THEN RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) ELSE RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) + \$ SAFE1 END IF 90 CONTINUE * KASE = 0 100 CONTINUE CALL CLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.1 ) THEN * * Multiply by diag(W)*inv(A**H). * CALL CHPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO ) DO 110 I = 1, N WORK( I ) = RWORK( I )*WORK( I ) 110 CONTINUE ELSE IF( KASE.EQ.2 ) THEN * * Multiply by inv(A)*diag(W). * DO 120 I = 1, N WORK( I ) = RWORK( I )*WORK( I ) 120 CONTINUE CALL CHPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO ) END IF GO TO 100 END IF * * Normalize error. * LSTRES = ZERO DO 130 I = 1, N LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) ) 130 CONTINUE IF( LSTRES.NE.ZERO ) \$ FERR( J ) = FERR( J ) / LSTRES * 140 CONTINUE * RETURN * * End of CHPRFS * END