#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int zgerfs_(char *trans, integer *n, integer *nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer *ldaf, integer *ipiv, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, doublecomplex *work, doublereal *rwork, integer *info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. Purpose ======= ZGERFS improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose) 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. A (input) COMPLEX*16 array, dimension (LDA,N) The original N-by-N matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). AF (input) COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV (input) INTEGER array, dimension (N) The pivot indices from ZGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input) COMPLEX*16 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) COMPLEX*16 array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by ZGETRS. 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) COMPLEX*16 array, dimension (2*N) RWORK (workspace) DOUBLE PRECISION 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. ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static doublecomplex c_b1 = {1.,0.}; static integer c__1 = 1; /* System generated locals */ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5; doublereal d__1, d__2, d__3, d__4; doublecomplex z__1; /* Builtin functions */ double d_imag(doublecomplex *); /* Local variables */ static integer i__, j, k; static doublereal s, xk; static integer nz; static doublereal eps; static integer kase; static doublereal safe1, safe2; extern logical lsame_(char *, char *); static integer isave[3], count; extern /* Subroutine */ int zgemv_(char *, integer *, integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *), zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); static doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); static logical notran; static char transn[1], transt[1]; static doublereal lstres; extern /* Subroutine */ int zgetrs_(char *, integer *, integer *, doublecomplex *, integer *, integer *, doublecomplex *, integer *, integer *); a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; af_dim1 = *ldaf; af_offset = 1 + af_dim1; af -= af_offset; --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; --rwork; /* Function Body */ *info = 0; notran = lsame_(trans, "N"); if (! notran && ! lsame_(trans, "T") && ! lsame_( trans, "C")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*nrhs < 0) { *info = -3; } else if (*lda < max(1,*n)) { *info = -5; } else if (*ldaf < max(1,*n)) { *info = -7; } else if (*ldb < max(1,*n)) { *info = -10; } else if (*ldx < max(1,*n)) { *info = -12; } if (*info != 0) { i__1 = -(*info); xerbla_("ZGERFS", &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; } if (notran) { *(unsigned char *)transn = 'N'; *(unsigned char *)transt = 'C'; } else { *(unsigned char *)transn = 'C'; *(unsigned char *)transt = 'N'; } /* 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 - op(A) * X, where op(A) = A, A**T, or A**H, depending on TRANS. */ zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1); z__1.r = -1., z__1.i = -0.; zgemv_(trans, n, n, &z__1, &a[a_offset], lda, &x[j * x_dim1 + 1], & c__1, &c_b1, &work[1], &c__1); /* Compute componentwise relative backward error from formula max(i) ( abs(R(i)) / ( abs(op(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__) { i__3 = i__ + j * b_dim1; rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = d_imag(&b[ i__ + j * b_dim1]), abs(d__2)); /* L30: */ } /* Compute abs(op(A))*abs(X) + abs(B). */ if (notran) { i__2 = *n; for (k = 1; k <= i__2; ++k) { i__3 = k + j * x_dim1; xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), abs(d__2)); i__3 = *n; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = i__ + k * a_dim1; rwork[i__] += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 = d_imag(&a[i__ + k * a_dim1]), abs(d__2))) * xk; /* L40: */ } /* L50: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; i__3 = *n; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = i__ + k * a_dim1; i__5 = i__ + j * x_dim1; s += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 = d_imag(&a[ i__ + k * a_dim1]), abs(d__2))) * ((d__3 = x[i__5] .r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4))); /* L60: */ } rwork[k] += s; /* L70: */ } } s = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (rwork[i__] > safe2) { /* Computing MAX */ i__3 = i__; d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2))) / rwork[i__]; s = max(d__3,d__4); } else { /* Computing MAX */ i__3 = i__; d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + safe1) / (rwork[i__] + safe1); s = max(d__3,d__4); } /* 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. */ zgetrs_(trans, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[1], n, info); zaxpy_(n, &c_b1, &work[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(op(A)))* ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X) where norm(Z) is the magnitude of the largest component of Z inv(op(A)) is the inverse of op(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(op(A))*abs(X)+abs(B)) is incremented by SAFE1 if the i-th component of abs(op(A))*abs(X) + abs(B) is less than SAFE2. Use ZLACN2 to estimate the infinity-norm of the matrix inv(op(A)) * diag(W), where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (rwork[i__] > safe2) { i__3 = i__; rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] ; } else { i__3 = i__; rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] + safe1; } /* L90: */ } kase = 0; L100: zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(op(A)**H). */ zgetrs_(transt, n, &c__1, &af[af_offset], ldaf, &ipiv[1], & work[1], n, info); i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__; i__4 = i__; i__5 = i__; z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L110: */ } } else { /* Multiply by inv(op(A))*diag(W). */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__; i__4 = i__; i__5 = i__; z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L120: */ } zgetrs_(transn, n, &c__1, &af[af_offset], ldaf, &ipiv[1], & work[1], n, info); } goto L100; } /* Normalize error. */ lstres = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ i__3 = i__ + j * x_dim1; d__3 = lstres, d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[i__ + j * x_dim1]), abs(d__2)); lstres = max(d__3,d__4); /* L130: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L140: */ } return 0; /* End of ZGERFS */ } /* zgerfs_ */