LAPACK 3.3.1 Linear Algebra PACKage

# chprfs.f

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```00001       SUBROUTINE CHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
00002      \$                   FERR, BERR, WORK, RWORK, INFO )
00003 *
00004 *  -- LAPACK routine (version 3.2) --
00005 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
00006 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
00007 *     November 2006
00008 *
00009 *     Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH.
00010 *
00011 *     .. Scalar Arguments ..
00012       CHARACTER          UPLO
00013       INTEGER            INFO, LDB, LDX, N, NRHS
00014 *     ..
00015 *     .. Array Arguments ..
00016       INTEGER            IPIV( * )
00017       REAL               BERR( * ), FERR( * ), RWORK( * )
00018       COMPLEX            AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
00019      \$                   X( LDX, * )
00020 *     ..
00021 *
00022 *  Purpose
00023 *  =======
00024 *
00025 *  CHPRFS improves the computed solution to a system of linear
00026 *  equations when the coefficient matrix is Hermitian indefinite
00027 *  and packed, and provides error bounds and backward error estimates
00028 *  for the solution.
00029 *
00030 *  Arguments
00031 *  =========
00032 *
00033 *  UPLO    (input) CHARACTER*1
00034 *          = 'U':  Upper triangle of A is stored;
00035 *          = 'L':  Lower triangle of A is stored.
00036 *
00037 *  N       (input) INTEGER
00038 *          The order of the matrix A.  N >= 0.
00039 *
00040 *  NRHS    (input) INTEGER
00041 *          The number of right hand sides, i.e., the number of columns
00042 *          of the matrices B and X.  NRHS >= 0.
00043 *
00044 *  AP      (input) COMPLEX array, dimension (N*(N+1)/2)
00045 *          The upper or lower triangle of the Hermitian matrix A, packed
00046 *          columnwise in a linear array.  The j-th column of A is stored
00047 *          in the array AP as follows:
00048 *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
00049 *          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
00050 *
00051 *  AFP     (input) COMPLEX array, dimension (N*(N+1)/2)
00052 *          The factored form of the matrix A.  AFP contains the block
00053 *          diagonal matrix D and the multipliers used to obtain the
00054 *          factor U or L from the factorization A = U*D*U**H or
00055 *          A = L*D*L**H as computed by CHPTRF, stored as a packed
00056 *          triangular matrix.
00057 *
00058 *  IPIV    (input) INTEGER array, dimension (N)
00059 *          Details of the interchanges and the block structure of D
00060 *          as determined by CHPTRF.
00061 *
00062 *  B       (input) COMPLEX array, dimension (LDB,NRHS)
00063 *          The right hand side matrix B.
00064 *
00065 *  LDB     (input) INTEGER
00066 *          The leading dimension of the array B.  LDB >= max(1,N).
00067 *
00068 *  X       (input/output) COMPLEX array, dimension (LDX,NRHS)
00069 *          On entry, the solution matrix X, as computed by CHPTRS.
00070 *          On exit, the improved solution matrix X.
00071 *
00072 *  LDX     (input) INTEGER
00073 *          The leading dimension of the array X.  LDX >= max(1,N).
00074 *
00075 *  FERR    (output) REAL array, dimension (NRHS)
00076 *          The estimated forward error bound for each solution vector
00077 *          X(j) (the j-th column of the solution matrix X).
00078 *          If XTRUE is the true solution corresponding to X(j), FERR(j)
00079 *          is an estimated upper bound for the magnitude of the largest
00080 *          element in (X(j) - XTRUE) divided by the magnitude of the
00081 *          largest element in X(j).  The estimate is as reliable as
00082 *          the estimate for RCOND, and is almost always a slight
00083 *          overestimate of the true error.
00084 *
00085 *  BERR    (output) REAL array, dimension (NRHS)
00086 *          The componentwise relative backward error of each solution
00087 *          vector X(j) (i.e., the smallest relative change in
00088 *          any element of A or B that makes X(j) an exact solution).
00089 *
00090 *  WORK    (workspace) COMPLEX array, dimension (2*N)
00091 *
00092 *  RWORK   (workspace) REAL array, dimension (N)
00093 *
00094 *  INFO    (output) INTEGER
00095 *          = 0:  successful exit
00096 *          < 0:  if INFO = -i, the i-th argument had an illegal value
00097 *
00098 *  Internal Parameters
00099 *  ===================
00100 *
00101 *  ITMAX is the maximum number of steps of iterative refinement.
00102 *
00103 *  =====================================================================
00104 *
00105 *     .. Parameters ..
00106       INTEGER            ITMAX
00107       PARAMETER          ( ITMAX = 5 )
00108       REAL               ZERO
00109       PARAMETER          ( ZERO = 0.0E+0 )
00110       COMPLEX            ONE
00111       PARAMETER          ( ONE = ( 1.0E+0, 0.0E+0 ) )
00112       REAL               TWO
00113       PARAMETER          ( TWO = 2.0E+0 )
00114       REAL               THREE
00115       PARAMETER          ( THREE = 3.0E+0 )
00116 *     ..
00117 *     .. Local Scalars ..
00118       LOGICAL            UPPER
00119       INTEGER            COUNT, I, IK, J, K, KASE, KK, NZ
00120       REAL               EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
00121       COMPLEX            ZDUM
00122 *     ..
00123 *     .. Local Arrays ..
00124       INTEGER            ISAVE( 3 )
00125 *     ..
00126 *     .. External Subroutines ..
00127       EXTERNAL           CAXPY, CCOPY, CHPMV, CHPTRS, CLACN2, XERBLA
00128 *     ..
00129 *     .. Intrinsic Functions ..
00130       INTRINSIC          ABS, AIMAG, MAX, REAL
00131 *     ..
00132 *     .. External Functions ..
00133       LOGICAL            LSAME
00134       REAL               SLAMCH
00135       EXTERNAL           LSAME, SLAMCH
00136 *     ..
00137 *     .. Statement Functions ..
00138       REAL               CABS1
00139 *     ..
00140 *     .. Statement Function definitions ..
00141       CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
00142 *     ..
00143 *     .. Executable Statements ..
00144 *
00145 *     Test the input parameters.
00146 *
00147       INFO = 0
00148       UPPER = LSAME( UPLO, 'U' )
00149       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
00150          INFO = -1
00151       ELSE IF( N.LT.0 ) THEN
00152          INFO = -2
00153       ELSE IF( NRHS.LT.0 ) THEN
00154          INFO = -3
00155       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
00156          INFO = -8
00157       ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
00158          INFO = -10
00159       END IF
00160       IF( INFO.NE.0 ) THEN
00161          CALL XERBLA( 'CHPRFS', -INFO )
00162          RETURN
00163       END IF
00164 *
00165 *     Quick return if possible
00166 *
00167       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
00168          DO 10 J = 1, NRHS
00169             FERR( J ) = ZERO
00170             BERR( J ) = ZERO
00171    10    CONTINUE
00172          RETURN
00173       END IF
00174 *
00175 *     NZ = maximum number of nonzero elements in each row of A, plus 1
00176 *
00177       NZ = N + 1
00178       EPS = SLAMCH( 'Epsilon' )
00179       SAFMIN = SLAMCH( 'Safe minimum' )
00180       SAFE1 = NZ*SAFMIN
00181       SAFE2 = SAFE1 / EPS
00182 *
00183 *     Do for each right hand side
00184 *
00185       DO 140 J = 1, NRHS
00186 *
00187          COUNT = 1
00188          LSTRES = THREE
00189    20    CONTINUE
00190 *
00191 *        Loop until stopping criterion is satisfied.
00192 *
00193 *        Compute residual R = B - A * X
00194 *
00195          CALL CCOPY( N, B( 1, J ), 1, WORK, 1 )
00196          CALL CHPMV( UPLO, N, -ONE, AP, X( 1, J ), 1, ONE, WORK, 1 )
00197 *
00198 *        Compute componentwise relative backward error from formula
00199 *
00200 *        max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )
00201 *
00202 *        where abs(Z) is the componentwise absolute value of the matrix
00203 *        or vector Z.  If the i-th component of the denominator is less
00204 *        than SAFE2, then SAFE1 is added to the i-th components of the
00205 *        numerator and denominator before dividing.
00206 *
00207          DO 30 I = 1, N
00208             RWORK( I ) = CABS1( B( I, J ) )
00209    30    CONTINUE
00210 *
00211 *        Compute abs(A)*abs(X) + abs(B).
00212 *
00213          KK = 1
00214          IF( UPPER ) THEN
00215             DO 50 K = 1, N
00216                S = ZERO
00217                XK = CABS1( X( K, J ) )
00218                IK = KK
00219                DO 40 I = 1, K - 1
00220                   RWORK( I ) = RWORK( I ) + CABS1( AP( IK ) )*XK
00221                   S = S + CABS1( AP( IK ) )*CABS1( X( I, J ) )
00222                   IK = IK + 1
00223    40          CONTINUE
00224                RWORK( K ) = RWORK( K ) + ABS( REAL( AP( KK+K-1 ) ) )*
00225      \$                      XK + S
00226                KK = KK + K
00227    50       CONTINUE
00228          ELSE
00229             DO 70 K = 1, N
00230                S = ZERO
00231                XK = CABS1( X( K, J ) )
00232                RWORK( K ) = RWORK( K ) + ABS( REAL( AP( KK ) ) )*XK
00233                IK = KK + 1
00234                DO 60 I = K + 1, N
00235                   RWORK( I ) = RWORK( I ) + CABS1( AP( IK ) )*XK
00236                   S = S + CABS1( AP( IK ) )*CABS1( X( I, J ) )
00237                   IK = IK + 1
00238    60          CONTINUE
00239                RWORK( K ) = RWORK( K ) + S
00240                KK = KK + ( N-K+1 )
00241    70       CONTINUE
00242          END IF
00243          S = ZERO
00244          DO 80 I = 1, N
00245             IF( RWORK( I ).GT.SAFE2 ) THEN
00246                S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
00247             ELSE
00248                S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
00249      \$             ( RWORK( I )+SAFE1 ) )
00250             END IF
00251    80    CONTINUE
00252          BERR( J ) = S
00253 *
00254 *        Test stopping criterion. Continue iterating if
00255 *           1) The residual BERR(J) is larger than machine epsilon, and
00256 *           2) BERR(J) decreased by at least a factor of 2 during the
00257 *              last iteration, and
00258 *           3) At most ITMAX iterations tried.
00259 *
00260          IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
00261      \$       COUNT.LE.ITMAX ) THEN
00262 *
00263 *           Update solution and try again.
00264 *
00265             CALL CHPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO )
00266             CALL CAXPY( N, ONE, WORK, 1, X( 1, J ), 1 )
00267             LSTRES = BERR( J )
00268             COUNT = COUNT + 1
00269             GO TO 20
00270          END IF
00271 *
00272 *        Bound error from formula
00273 *
00274 *        norm(X - XTRUE) / norm(X) .le. FERR =
00275 *        norm( abs(inv(A))*
00276 *           ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
00277 *
00278 *        where
00279 *          norm(Z) is the magnitude of the largest component of Z
00280 *          inv(A) is the inverse of A
00281 *          abs(Z) is the componentwise absolute value of the matrix or
00282 *             vector Z
00283 *          NZ is the maximum number of nonzeros in any row of A, plus 1
00284 *          EPS is machine epsilon
00285 *
00286 *        The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
00287 *        is incremented by SAFE1 if the i-th component of
00288 *        abs(A)*abs(X) + abs(B) is less than SAFE2.
00289 *
00290 *        Use CLACN2 to estimate the infinity-norm of the matrix
00291 *           inv(A) * diag(W),
00292 *        where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) )))
00293 *
00294          DO 90 I = 1, N
00295             IF( RWORK( I ).GT.SAFE2 ) THEN
00296                RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
00297             ELSE
00298                RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
00299      \$                      SAFE1
00300             END IF
00301    90    CONTINUE
00302 *
00303          KASE = 0
00304   100    CONTINUE
00305          CALL CLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
00306          IF( KASE.NE.0 ) THEN
00307             IF( KASE.EQ.1 ) THEN
00308 *
00309 *              Multiply by diag(W)*inv(A**H).
00310 *
00311                CALL CHPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO )
00312                DO 110 I = 1, N
00313                   WORK( I ) = RWORK( I )*WORK( I )
00314   110          CONTINUE
00315             ELSE IF( KASE.EQ.2 ) THEN
00316 *
00317 *              Multiply by inv(A)*diag(W).
00318 *
00319                DO 120 I = 1, N
00320                   WORK( I ) = RWORK( I )*WORK( I )
00321   120          CONTINUE
00322                CALL CHPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO )
00323             END IF
00324             GO TO 100
00325          END IF
00326 *
00327 *        Normalize error.
00328 *
00329          LSTRES = ZERO
00330          DO 130 I = 1, N
00331             LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
00332   130    CONTINUE
00333          IF( LSTRES.NE.ZERO )
00334      \$      FERR( J ) = FERR( J ) / LSTRES
00335 *
00336   140 CONTINUE
00337 *
00338       RETURN
00339 *
00340 *     End of CHPRFS
00341 *
00342       END
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