#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static real c_b18 = -1.f; static real c_b19 = 1.f; static complex c_b26 = {1.f,0.f}; /* Subroutine */ int cgtrfs_(char *trans, integer *n, integer *nrhs, complex * dl, complex *d__, complex *du, complex *dlf, complex *df, complex * duf, complex *du2, integer *ipiv, complex *b, integer *ldb, complex * x, integer *ldx, real *ferr, real *berr, complex *work, real *rwork, integer *info) { /* System generated locals */ integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5, i__6, i__7, i__8, i__9; real r__1, r__2, r__3, r__4, r__5, r__6, r__7, r__8, r__9, r__10, r__11, r__12, r__13, r__14; complex q__1; /* Builtin functions */ double r_imag(complex *); /* Local variables */ integer i__, j; real s; integer nz; real eps; integer kase; real safe1, safe2; extern logical lsame_(char *, char *); integer isave[3]; extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, complex *, integer *), caxpy_(integer *, complex *, complex *, integer *, complex *, integer *); integer count; extern /* Subroutine */ int clacn2_(integer *, complex *, complex *, real *, integer *, integer *), clagtm_(char *, integer *, integer *, real *, complex *, complex *, complex *, complex *, integer *, real *, complex *, integer *); extern doublereal slamch_(char *); real safmin; extern /* Subroutine */ int xerbla_(char *, integer *); logical notran; char transn[1]; extern /* Subroutine */ int cgttrs_(char *, integer *, integer *, complex *, complex *, complex *, complex *, integer *, complex *, integer *, integer *); char transt[1]; real lstres; /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* 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. */ /* 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 matrix B. NRHS >= 0. */ /* DL (input) COMPLEX array, dimension (N-1) */ /* The (n-1) subdiagonal elements of A. */ /* D (input) COMPLEX array, dimension (N) */ /* The diagonal elements of A. */ /* DU (input) COMPLEX array, dimension (N-1) */ /* The (n-1) superdiagonal elements of A. */ /* DLF (input) COMPLEX array, dimension (N-1) */ /* The (n-1) multipliers that define the matrix L from the */ /* LU factorization of A as computed by CGTTRF. */ /* DF (input) COMPLEX array, dimension (N) */ /* The n diagonal elements of the upper triangular matrix U from */ /* the LU factorization of A. */ /* DUF (input) COMPLEX array, dimension (N-1) */ /* The (n-1) elements of the first superdiagonal of U. */ /* DU2 (input) COMPLEX array, dimension (N-2) */ /* The (n-2) elements of the second superdiagonal of U. */ /* IPIV (input) 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. */ /* B (input) COMPLEX 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 array, dimension (LDX,NRHS) */ /* On entry, the solution matrix X, as computed by CGTTRS. */ /* On exit, the improved solution matrix X. */ /* LDX (input) INTEGER */ /* The leading dimension of the array X. LDX >= max(1,N). */ /* FERR (output) 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. */ /* BERR (output) 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). */ /* WORK (workspace) COMPLEX array, dimension (2*N) */ /* RWORK (workspace) REAL 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 .. */ /* .. */ /* .. Statement Functions .. */ /* .. */ /* .. Statement Function definitions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --dl; --d__; --du; --dlf; --df; --duf; --du2; --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 (*ldb < max(1,*n)) { *info = -13; } else if (*ldx < max(1,*n)) { *info = -15; } if (*info != 0) { i__1 = -(*info); xerbla_("CGTRFS", &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.f; berr[j] = 0.f; /* 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 = 4; eps = slamch_("Epsilon"); safmin = slamch_("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.f; 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. */ ccopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1); clagtm_(trans, n, &c__1, &c_b18, &dl[1], &d__[1], &du[1], &x[j * x_dim1 + 1], ldx, &c_b19, &work[1], n); /* Compute abs(op(A))*abs(x) + abs(b) for use in the backward */ /* error bound. */ if (notran) { if (*n == 1) { i__2 = j * b_dim1 + 1; i__3 = j * x_dim1 + 1; rwork[1] = (r__1 = b[i__2].r, dabs(r__1)) + (r__2 = r_imag(&b[ j * b_dim1 + 1]), dabs(r__2)) + ((r__3 = d__[1].r, dabs(r__3)) + (r__4 = r_imag(&d__[1]), dabs(r__4))) * ((r__5 = x[i__3].r, dabs(r__5)) + (r__6 = r_imag(&x[j * x_dim1 + 1]), dabs(r__6))); } else { i__2 = j * b_dim1 + 1; i__3 = j * x_dim1 + 1; i__4 = j * x_dim1 + 2; rwork[1] = (r__1 = b[i__2].r, dabs(r__1)) + (r__2 = r_imag(&b[ j * b_dim1 + 1]), dabs(r__2)) + ((r__3 = d__[1].r, dabs(r__3)) + (r__4 = r_imag(&d__[1]), dabs(r__4))) * ((r__5 = x[i__3].r, dabs(r__5)) + (r__6 = r_imag(&x[j * x_dim1 + 1]), dabs(r__6))) + ((r__7 = du[1].r, dabs( r__7)) + (r__8 = r_imag(&du[1]), dabs(r__8))) * (( r__9 = x[i__4].r, dabs(r__9)) + (r__10 = r_imag(&x[j * x_dim1 + 2]), dabs(r__10))); i__2 = *n - 1; for (i__ = 2; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; i__4 = i__ - 1; i__5 = i__ - 1 + j * x_dim1; i__6 = i__; i__7 = i__ + j * x_dim1; i__8 = i__; i__9 = i__ + 1 + j * x_dim1; rwork[i__] = (r__1 = b[i__3].r, dabs(r__1)) + (r__2 = r_imag(&b[i__ + j * b_dim1]), dabs(r__2)) + (( r__3 = dl[i__4].r, dabs(r__3)) + (r__4 = r_imag(& dl[i__ - 1]), dabs(r__4))) * ((r__5 = x[i__5].r, dabs(r__5)) + (r__6 = r_imag(&x[i__ - 1 + j * x_dim1]), dabs(r__6))) + ((r__7 = d__[i__6].r, dabs(r__7)) + (r__8 = r_imag(&d__[i__]), dabs( r__8))) * ((r__9 = x[i__7].r, dabs(r__9)) + ( r__10 = r_imag(&x[i__ + j * x_dim1]), dabs(r__10)) ) + ((r__11 = du[i__8].r, dabs(r__11)) + (r__12 = r_imag(&du[i__]), dabs(r__12))) * ((r__13 = x[ i__9].r, dabs(r__13)) + (r__14 = r_imag(&x[i__ + 1 + j * x_dim1]), dabs(r__14))); /* L30: */ } i__2 = *n + j * b_dim1; i__3 = *n - 1; i__4 = *n - 1 + j * x_dim1; i__5 = *n; i__6 = *n + j * x_dim1; rwork[*n] = (r__1 = b[i__2].r, dabs(r__1)) + (r__2 = r_imag(& b[*n + j * b_dim1]), dabs(r__2)) + ((r__3 = dl[i__3] .r, dabs(r__3)) + (r__4 = r_imag(&dl[*n - 1]), dabs( r__4))) * ((r__5 = x[i__4].r, dabs(r__5)) + (r__6 = r_imag(&x[*n - 1 + j * x_dim1]), dabs(r__6))) + (( r__7 = d__[i__5].r, dabs(r__7)) + (r__8 = r_imag(&d__[ *n]), dabs(r__8))) * ((r__9 = x[i__6].r, dabs(r__9)) + (r__10 = r_imag(&x[*n + j * x_dim1]), dabs(r__10))); } } else { if (*n == 1) { i__2 = j * b_dim1 + 1; i__3 = j * x_dim1 + 1; rwork[1] = (r__1 = b[i__2].r, dabs(r__1)) + (r__2 = r_imag(&b[ j * b_dim1 + 1]), dabs(r__2)) + ((r__3 = d__[1].r, dabs(r__3)) + (r__4 = r_imag(&d__[1]), dabs(r__4))) * ((r__5 = x[i__3].r, dabs(r__5)) + (r__6 = r_imag(&x[j * x_dim1 + 1]), dabs(r__6))); } else { i__2 = j * b_dim1 + 1; i__3 = j * x_dim1 + 1; i__4 = j * x_dim1 + 2; rwork[1] = (r__1 = b[i__2].r, dabs(r__1)) + (r__2 = r_imag(&b[ j * b_dim1 + 1]), dabs(r__2)) + ((r__3 = d__[1].r, dabs(r__3)) + (r__4 = r_imag(&d__[1]), dabs(r__4))) * ((r__5 = x[i__3].r, dabs(r__5)) + (r__6 = r_imag(&x[j * x_dim1 + 1]), dabs(r__6))) + ((r__7 = dl[1].r, dabs( r__7)) + (r__8 = r_imag(&dl[1]), dabs(r__8))) * (( r__9 = x[i__4].r, dabs(r__9)) + (r__10 = r_imag(&x[j * x_dim1 + 2]), dabs(r__10))); i__2 = *n - 1; for (i__ = 2; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; i__4 = i__ - 1; i__5 = i__ - 1 + j * x_dim1; i__6 = i__; i__7 = i__ + j * x_dim1; i__8 = i__; i__9 = i__ + 1 + j * x_dim1; rwork[i__] = (r__1 = b[i__3].r, dabs(r__1)) + (r__2 = r_imag(&b[i__ + j * b_dim1]), dabs(r__2)) + (( r__3 = du[i__4].r, dabs(r__3)) + (r__4 = r_imag(& du[i__ - 1]), dabs(r__4))) * ((r__5 = x[i__5].r, dabs(r__5)) + (r__6 = r_imag(&x[i__ - 1 + j * x_dim1]), dabs(r__6))) + ((r__7 = d__[i__6].r, dabs(r__7)) + (r__8 = r_imag(&d__[i__]), dabs( r__8))) * ((r__9 = x[i__7].r, dabs(r__9)) + ( r__10 = r_imag(&x[i__ + j * x_dim1]), dabs(r__10)) ) + ((r__11 = dl[i__8].r, dabs(r__11)) + (r__12 = r_imag(&dl[i__]), dabs(r__12))) * ((r__13 = x[ i__9].r, dabs(r__13)) + (r__14 = r_imag(&x[i__ + 1 + j * x_dim1]), dabs(r__14))); /* L40: */ } i__2 = *n + j * b_dim1; i__3 = *n - 1; i__4 = *n - 1 + j * x_dim1; i__5 = *n; i__6 = *n + j * x_dim1; rwork[*n] = (r__1 = b[i__2].r, dabs(r__1)) + (r__2 = r_imag(& b[*n + j * b_dim1]), dabs(r__2)) + ((r__3 = du[i__3] .r, dabs(r__3)) + (r__4 = r_imag(&du[*n - 1]), dabs( r__4))) * ((r__5 = x[i__4].r, dabs(r__5)) + (r__6 = r_imag(&x[*n - 1 + j * x_dim1]), dabs(r__6))) + (( r__7 = d__[i__5].r, dabs(r__7)) + (r__8 = r_imag(&d__[ *n]), dabs(r__8))) * ((r__9 = x[i__6].r, dabs(r__9)) + (r__10 = r_imag(&x[*n + j * x_dim1]), dabs(r__10))); } } /* 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. */ s = 0.f; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (rwork[i__] > safe2) { /* Computing MAX */ i__3 = i__; r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = r_imag(&work[i__]), dabs(r__2))) / rwork[i__]; s = dmax(r__3,r__4); } else { /* Computing MAX */ i__3 = i__; r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = r_imag(&work[i__]), dabs(r__2)) + safe1) / (rwork[i__] + safe1); s = dmax(r__3,r__4); } /* L50: */ } 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.f <= lstres && count <= 5) { /* Update solution and try again. */ cgttrs_(trans, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], &ipiv[ 1], &work[1], n, info); caxpy_(n, &c_b26, &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 CLACN2 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__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[ i__]; } else { i__3 = i__; rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[ i__] + safe1; } /* L60: */ } kase = 0; L70: clacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(op(A)**H). */ cgttrs_(transt, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], & 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__; q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; /* L80: */ } } 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__; q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; /* L90: */ } cgttrs_(transn, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], & ipiv[1], &work[1], n, info); } goto L70; } /* Normalize error. */ lstres = 0.f; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ i__3 = i__ + j * x_dim1; r__3 = lstres, r__4 = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x[i__ + j * x_dim1]), dabs(r__2)); lstres = dmax(r__3,r__4); /* L100: */ } if (lstres != 0.f) { ferr[j] /= lstres; } /* L110: */ } return 0; /* End of CGTRFS */ } /* cgtrfs_ */