 LAPACK  3.10.0 LAPACK: Linear Algebra PACKage

◆ cgtrfs()

 subroutine cgtrfs ( character TRANS, integer N, integer NRHS, complex, dimension( * ) DL, complex, dimension( * ) D, complex, dimension( * ) DU, complex, dimension( * ) DLF, complex, dimension( * ) DF, complex, dimension( * ) DUF, complex, dimension( * ) DU2, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO )

CGTRFS

Purpose:
CGTRFS improves the computed solution to a system of linear
equations when the coefficient matrix is tridiagonal, and provides
error bounds and backward error estimates for the solution.
Parameters
 [in] TRANS TRANS is 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) [in] N N is INTEGER The order of the matrix A. N >= 0. [in] NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. [in] DL DL is COMPLEX array, dimension (N-1) The (n-1) subdiagonal elements of A. [in] D D is COMPLEX array, dimension (N) The diagonal elements of A. [in] DU DU is COMPLEX array, dimension (N-1) The (n-1) superdiagonal elements of A. [in] DLF DLF is COMPLEX array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by CGTTRF. [in] DF DF is COMPLEX array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. [in] DUF DUF is COMPLEX array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. [in] DU2 DU2 is COMPLEX array, dimension (N-2) The (n-2) elements of the second superdiagonal of U. [in] IPIV IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. [in] B B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B. [in] LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). [in,out] X X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CGTTRS. On exit, the improved solution matrix X. [in] LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). [out] FERR 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. [out] BERR 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). [out] WORK WORK is COMPLEX array, dimension (2*N) [out] RWORK RWORK is REAL array, dimension (N) [out] INFO INFO is 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.

Definition at line 207 of file cgtrfs.f.

210 *
211 * -- LAPACK computational routine --
212 * -- LAPACK is a software package provided by Univ. of Tennessee, --
213 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
214 *
215 * .. Scalar Arguments ..
216  CHARACTER TRANS
217  INTEGER INFO, LDB, LDX, N, NRHS
218 * ..
219 * .. Array Arguments ..
220  INTEGER IPIV( * )
221  REAL BERR( * ), FERR( * ), RWORK( * )
222  COMPLEX B( LDB, * ), D( * ), DF( * ), DL( * ),
223  \$ DLF( * ), DU( * ), DU2( * ), DUF( * ),
224  \$ WORK( * ), X( LDX, * )
225 * ..
226 *
227 * =====================================================================
228 *
229 * .. Parameters ..
230  INTEGER ITMAX
231  parameter( itmax = 5 )
232  REAL ZERO, ONE
233  parameter( zero = 0.0e+0, one = 1.0e+0 )
234  REAL TWO
235  parameter( two = 2.0e+0 )
236  REAL THREE
237  parameter( three = 3.0e+0 )
238 * ..
239 * .. Local Scalars ..
240  LOGICAL NOTRAN
241  CHARACTER TRANSN, TRANST
242  INTEGER COUNT, I, J, KASE, NZ
243  REAL EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN
244  COMPLEX ZDUM
245 * ..
246 * .. Local Arrays ..
247  INTEGER ISAVE( 3 )
248 * ..
249 * .. External Subroutines ..
250  EXTERNAL caxpy, ccopy, cgttrs, clacn2, clagtm, xerbla
251 * ..
252 * .. Intrinsic Functions ..
253  INTRINSIC abs, aimag, cmplx, max, real
254 * ..
255 * .. External Functions ..
256  LOGICAL LSAME
257  REAL SLAMCH
258  EXTERNAL lsame, slamch
259 * ..
260 * .. Statement Functions ..
261  REAL CABS1
262 * ..
263 * .. Statement Function definitions ..
264  cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
265 * ..
266 * .. Executable Statements ..
267 *
268 * Test the input parameters.
269 *
270  info = 0
271  notran = lsame( trans, 'N' )
272  IF( .NOT.notran .AND. .NOT.lsame( trans, 'T' ) .AND. .NOT.
273  \$ lsame( trans, 'C' ) ) THEN
274  info = -1
275  ELSE IF( n.LT.0 ) THEN
276  info = -2
277  ELSE IF( nrhs.LT.0 ) THEN
278  info = -3
279  ELSE IF( ldb.LT.max( 1, n ) ) THEN
280  info = -13
281  ELSE IF( ldx.LT.max( 1, n ) ) THEN
282  info = -15
283  END IF
284  IF( info.NE.0 ) THEN
285  CALL xerbla( 'CGTRFS', -info )
286  RETURN
287  END IF
288 *
289 * Quick return if possible
290 *
291  IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
292  DO 10 j = 1, nrhs
293  ferr( j ) = zero
294  berr( j ) = zero
295  10 CONTINUE
296  RETURN
297  END IF
298 *
299  IF( notran ) THEN
300  transn = 'N'
301  transt = 'C'
302  ELSE
303  transn = 'C'
304  transt = 'N'
305  END IF
306 *
307 * NZ = maximum number of nonzero elements in each row of A, plus 1
308 *
309  nz = 4
310  eps = slamch( 'Epsilon' )
311  safmin = slamch( 'Safe minimum' )
312  safe1 = nz*safmin
313  safe2 = safe1 / eps
314 *
315 * Do for each right hand side
316 *
317  DO 110 j = 1, nrhs
318 *
319  count = 1
320  lstres = three
321  20 CONTINUE
322 *
323 * Loop until stopping criterion is satisfied.
324 *
325 * Compute residual R = B - op(A) * X,
326 * where op(A) = A, A**T, or A**H, depending on TRANS.
327 *
328  CALL ccopy( n, b( 1, j ), 1, work, 1 )
329  CALL clagtm( trans, n, 1, -one, dl, d, du, x( 1, j ), ldx, one,
330  \$ work, n )
331 *
332 * Compute abs(op(A))*abs(x) + abs(b) for use in the backward
333 * error bound.
334 *
335  IF( notran ) THEN
336  IF( n.EQ.1 ) THEN
337  rwork( 1 ) = cabs1( b( 1, j ) ) +
338  \$ cabs1( d( 1 ) )*cabs1( x( 1, j ) )
339  ELSE
340  rwork( 1 ) = cabs1( b( 1, j ) ) +
341  \$ cabs1( d( 1 ) )*cabs1( x( 1, j ) ) +
342  \$ cabs1( du( 1 ) )*cabs1( x( 2, j ) )
343  DO 30 i = 2, n - 1
344  rwork( i ) = cabs1( b( i, j ) ) +
345  \$ cabs1( dl( i-1 ) )*cabs1( x( i-1, j ) ) +
346  \$ cabs1( d( i ) )*cabs1( x( i, j ) ) +
347  \$ cabs1( du( i ) )*cabs1( x( i+1, j ) )
348  30 CONTINUE
349  rwork( n ) = cabs1( b( n, j ) ) +
350  \$ cabs1( dl( n-1 ) )*cabs1( x( n-1, j ) ) +
351  \$ cabs1( d( n ) )*cabs1( x( n, j ) )
352  END IF
353  ELSE
354  IF( n.EQ.1 ) THEN
355  rwork( 1 ) = cabs1( b( 1, j ) ) +
356  \$ cabs1( d( 1 ) )*cabs1( x( 1, j ) )
357  ELSE
358  rwork( 1 ) = cabs1( b( 1, j ) ) +
359  \$ cabs1( d( 1 ) )*cabs1( x( 1, j ) ) +
360  \$ cabs1( dl( 1 ) )*cabs1( x( 2, j ) )
361  DO 40 i = 2, n - 1
362  rwork( i ) = cabs1( b( i, j ) ) +
363  \$ cabs1( du( i-1 ) )*cabs1( x( i-1, j ) ) +
364  \$ cabs1( d( i ) )*cabs1( x( i, j ) ) +
365  \$ cabs1( dl( i ) )*cabs1( x( i+1, j ) )
366  40 CONTINUE
367  rwork( n ) = cabs1( b( n, j ) ) +
368  \$ cabs1( du( n-1 ) )*cabs1( x( n-1, j ) ) +
369  \$ cabs1( d( n ) )*cabs1( x( n, j ) )
370  END IF
371  END IF
372 *
373 * Compute componentwise relative backward error from formula
374 *
375 * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
376 *
377 * where abs(Z) is the componentwise absolute value of the matrix
378 * or vector Z. If the i-th component of the denominator is less
379 * than SAFE2, then SAFE1 is added to the i-th components of the
380 * numerator and denominator before dividing.
381 *
382  s = zero
383  DO 50 i = 1, n
384  IF( rwork( i ).GT.safe2 ) THEN
385  s = max( s, cabs1( work( i ) ) / rwork( i ) )
386  ELSE
387  s = max( s, ( cabs1( work( i ) )+safe1 ) /
388  \$ ( rwork( i )+safe1 ) )
389  END IF
390  50 CONTINUE
391  berr( j ) = s
392 *
393 * Test stopping criterion. Continue iterating if
394 * 1) The residual BERR(J) is larger than machine epsilon, and
395 * 2) BERR(J) decreased by at least a factor of 2 during the
396 * last iteration, and
397 * 3) At most ITMAX iterations tried.
398 *
399  IF( berr( j ).GT.eps .AND. two*berr( j ).LE.lstres .AND.
400  \$ count.LE.itmax ) THEN
401 *
402 * Update solution and try again.
403 *
404  CALL cgttrs( trans, n, 1, dlf, df, duf, du2, ipiv, work, n,
405  \$ info )
406  CALL caxpy( n, cmplx( one ), work, 1, x( 1, j ), 1 )
407  lstres = berr( j )
408  count = count + 1
409  GO TO 20
410  END IF
411 *
412 * Bound error from formula
413 *
414 * norm(X - XTRUE) / norm(X) .le. FERR =
415 * norm( abs(inv(op(A)))*
416 * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
417 *
418 * where
419 * norm(Z) is the magnitude of the largest component of Z
420 * inv(op(A)) is the inverse of op(A)
421 * abs(Z) is the componentwise absolute value of the matrix or
422 * vector Z
423 * NZ is the maximum number of nonzeros in any row of A, plus 1
424 * EPS is machine epsilon
425 *
426 * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
427 * is incremented by SAFE1 if the i-th component of
428 * abs(op(A))*abs(X) + abs(B) is less than SAFE2.
429 *
430 * Use CLACN2 to estimate the infinity-norm of the matrix
431 * inv(op(A)) * diag(W),
432 * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
433 *
434  DO 60 i = 1, n
435  IF( rwork( i ).GT.safe2 ) THEN
436  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i )
437  ELSE
438  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i ) +
439  \$ safe1
440  END IF
441  60 CONTINUE
442 *
443  kase = 0
444  70 CONTINUE
445  CALL clacn2( n, work( n+1 ), work, ferr( j ), kase, isave )
446  IF( kase.NE.0 ) THEN
447  IF( kase.EQ.1 ) THEN
448 *
449 * Multiply by diag(W)*inv(op(A)**H).
450 *
451  CALL cgttrs( transt, n, 1, dlf, df, duf, du2, ipiv, work,
452  \$ n, info )
453  DO 80 i = 1, n
454  work( i ) = rwork( i )*work( i )
455  80 CONTINUE
456  ELSE
457 *
458 * Multiply by inv(op(A))*diag(W).
459 *
460  DO 90 i = 1, n
461  work( i ) = rwork( i )*work( i )
462  90 CONTINUE
463  CALL cgttrs( transn, n, 1, dlf, df, duf, du2, ipiv, work,
464  \$ n, info )
465  END IF
466  GO TO 70
467  END IF
468 *
469 * Normalize error.
470 *
471  lstres = zero
472  DO 100 i = 1, n
473  lstres = max( lstres, cabs1( x( i, j ) ) )
474  100 CONTINUE
475  IF( lstres.NE.zero )
476  \$ ferr( j ) = ferr( j ) / lstres
477 *
478  110 CONTINUE
479 *
480  RETURN
481 *
482 * End of CGTRFS
483 *
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
subroutine caxpy(N, CA, CX, INCX, CY, INCY)
CAXPY
Definition: caxpy.f:88
subroutine cgttrs(TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB, INFO)
CGTTRS
Definition: cgttrs.f:138
subroutine clagtm(TRANS, N, NRHS, ALPHA, DL, D, DU, X, LDX, BETA, B, LDB)
CLAGTM performs a matrix-matrix product of the form C = αAB+βC, where A is a tridiagonal matrix,...
Definition: clagtm.f:145
subroutine clacn2(N, V, X, EST, KASE, ISAVE)
CLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: clacn2.f:133
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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