#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b12 = -1.; static doublereal c_b14 = 1.; /* Subroutine */ int dsprfs_(char *uplo, integer *n, integer *nrhs, doublereal *ap, doublereal *afp, integer *ipiv, doublereal *b, integer *ldb, doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, doublereal *work, integer *iwork, integer *info) { /* System generated locals */ integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3; doublereal d__1, d__2, d__3; /* Local variables */ integer i__, j, k; doublereal s; integer ik, kk; doublereal xk; integer nz; doublereal eps; integer kase; doublereal safe1, safe2; extern logical lsame_(char *, char *); integer isave[3]; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), daxpy_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); integer count; extern /* Subroutine */ int dspmv_(char *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *); logical upper; extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); doublereal lstres; extern /* Subroutine */ int dsptrs_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *); /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DSPRFS improves the computed solution to a system of linear */ /* equations when the coefficient matrix is symmetric indefinite */ /* and packed, and provides error bounds and backward error estimates */ /* for the solution. */ /* Arguments */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* = 'U': Upper triangle of A is stored; */ /* = 'L': Lower triangle of A is stored. */ /* N (input) INTEGER */ /* The order of the matrix A. N >= 0. */ /* NRHS (input) INTEGER */ /* The number of right hand sides, i.e., the number of columns */ /* of the matrices B and X. NRHS >= 0. */ /* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) */ /* The upper or lower triangle of the symmetric 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. */ /* AFP (input) DOUBLE PRECISION 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**T or */ /* A = L*D*L**T as computed by DSPTRF, stored as a packed */ /* triangular matrix. */ /* IPIV (input) INTEGER array, dimension (N) */ /* Details of the interchanges and the block structure of D */ /* as determined by DSPTRF. */ /* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) */ /* The right hand side matrix B. */ /* LDB (input) INTEGER */ /* The leading dimension of the array B. LDB >= max(1,N). */ /* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS) */ /* On entry, the solution matrix X, as computed by DSPTRS. */ /* On exit, the improved solution matrix X. */ /* LDX (input) INTEGER */ /* The leading dimension of the array X. LDX >= max(1,N). */ /* FERR (output) DOUBLE PRECISION 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. */ /* BERR (output) DOUBLE PRECISION 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). */ /* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) */ /* IWORK (workspace) INTEGER array, dimension (N) */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* Internal Parameters */ /* =================== */ /* ITMAX is the maximum number of steps of iterative refinement. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --ap; --afp; --ipiv; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; x_dim1 = *ldx; x_offset = 1 + x_dim1; x -= x_offset; --ferr; --berr; --work; --iwork; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*nrhs < 0) { *info = -3; } else if (*ldb < max(1,*n)) { *info = -8; } else if (*ldx < max(1,*n)) { *info = -10; } if (*info != 0) { i__1 = -(*info); xerbla_("DSPRFS", &i__1); return 0; } /* Quick return if possible */ if (*n == 0 || *nrhs == 0) { i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { ferr[j] = 0.; berr[j] = 0.; /* L10: */ } return 0; } /* NZ = maximum number of nonzero elements in each row of A, plus 1 */ nz = *n + 1; eps = dlamch_("Epsilon"); safmin = dlamch_("Safe minimum"); safe1 = nz * safmin; safe2 = safe1 / eps; /* Do for each right hand side */ i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { count = 1; lstres = 3.; L20: /* Loop until stopping criterion is satisfied. */ /* Compute residual R = B - A * X */ dcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1); dspmv_(uplo, n, &c_b12, &ap[1], &x[j * x_dim1 + 1], &c__1, &c_b14, & work[*n + 1], &c__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. */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1)); /* L30: */ } /* Compute abs(A)*abs(X) + abs(B). */ kk = 1; if (upper) { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; xk = (d__1 = x[k + j * x_dim1], abs(d__1)); ik = kk; i__3 = k - 1; for (i__ = 1; i__ <= i__3; ++i__) { work[i__] += (d__1 = ap[ik], abs(d__1)) * xk; s += (d__1 = ap[ik], abs(d__1)) * (d__2 = x[i__ + j * x_dim1], abs(d__2)); ++ik; /* L40: */ } work[k] = work[k] + (d__1 = ap[kk + k - 1], abs(d__1)) * xk + s; kk += k; /* L50: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; xk = (d__1 = x[k + j * x_dim1], abs(d__1)); work[k] += (d__1 = ap[kk], abs(d__1)) * xk; ik = kk + 1; i__3 = *n; for (i__ = k + 1; i__ <= i__3; ++i__) { work[i__] += (d__1 = ap[ik], abs(d__1)) * xk; s += (d__1 = ap[ik], abs(d__1)) * (d__2 = x[i__ + j * x_dim1], abs(d__2)); ++ik; /* L60: */ } work[k] += s; kk += *n - k + 1; /* L70: */ } } s = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[i__] > safe2) { /* Computing MAX */ d__2 = s, d__3 = (d__1 = work[*n + i__], abs(d__1)) / work[ i__]; s = max(d__2,d__3); } else { /* Computing MAX */ d__2 = s, d__3 = ((d__1 = work[*n + i__], abs(d__1)) + safe1) / (work[i__] + safe1); s = max(d__2,d__3); } /* L80: */ } 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] > eps && berr[j] * 2. <= lstres && count <= 5) { /* Update solution and try again. */ dsptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[*n + 1], n, info); daxpy_(n, &c_b14, &work[*n + 1], &c__1, &x[j * x_dim1 + 1], &c__1) ; lstres = berr[j]; ++count; goto L20; } /* 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 DLACN2 to estimate the infinity-norm of the matrix */ /* inv(A) * diag(W), */ /* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[i__] > safe2) { work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * work[i__]; } else { work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * work[i__] + safe1; } /* L90: */ } kase = 0; L100: dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], & kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(A'). */ dsptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[*n + 1], n, info); i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L110: */ } } else if (kase == 2) { /* Multiply by inv(A)*diag(W). */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L120: */ } dsptrs_(uplo, n, &c__1, &afp[1], &ipiv[1], &work[*n + 1], n, info); } goto L100; } /* Normalize error. */ lstres = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ d__2 = lstres, d__3 = (d__1 = x[i__ + j * x_dim1], abs(d__1)); lstres = max(d__2,d__3); /* L130: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L140: */ } return 0; /* End of DSPRFS */ } /* dsprfs_ */