#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b11 = 1.; /* Subroutine */ int dptrfs_(integer *n, integer *nrhs, doublereal *d__, doublereal *e, doublereal *df, doublereal *ef, doublereal *b, integer *ldb, doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, doublereal *work, integer *info) { /* System generated locals */ integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2; doublereal d__1, d__2, d__3; /* Local variables */ integer i__, j; doublereal s, bi, cx, dx, ex; integer ix, nz; doublereal eps, safe1, safe2; extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); integer count; extern doublereal dlamch_(char *); extern integer idamax_(integer *, doublereal *, integer *); doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); doublereal lstres; extern /* Subroutine */ int dpttrs_(integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *); /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DPTRFS improves the computed solution to a system of linear */ /* equations when the coefficient matrix is symmetric positive definite */ /* and tridiagonal, and provides error bounds and backward error */ /* estimates for the solution. */ /* Arguments */ /* ========= */ /* 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. */ /* D (input) DOUBLE PRECISION array, dimension (N) */ /* The n diagonal elements of the tridiagonal matrix A. */ /* E (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) subdiagonal elements of the tridiagonal matrix A. */ /* DF (input) DOUBLE PRECISION array, dimension (N) */ /* The n diagonal elements of the diagonal matrix D from the */ /* factorization computed by DPTTRF. */ /* EF (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) subdiagonal elements of the unit bidiagonal factor */ /* L from the factorization computed by DPTTRF. */ /* 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 DPTTRS. */ /* 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 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). */ /* 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 (2*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 .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --d__; --e; --df; --ef; 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; /* Function Body */ *info = 0; if (*n < 0) { *info = -1; } else if (*nrhs < 0) { *info = -2; } else if (*ldb < max(1,*n)) { *info = -8; } else if (*ldx < max(1,*n)) { *info = -10; } if (*info != 0) { i__1 = -(*info); xerbla_("DPTRFS", &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 = 4; 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. Also compute */ /* abs(A)*abs(x) + abs(b) for use in the backward error bound. */ if (*n == 1) { bi = b[j * b_dim1 + 1]; dx = d__[1] * x[j * x_dim1 + 1]; work[*n + 1] = bi - dx; work[1] = abs(bi) + abs(dx); } else { bi = b[j * b_dim1 + 1]; dx = d__[1] * x[j * x_dim1 + 1]; ex = e[1] * x[j * x_dim1 + 2]; work[*n + 1] = bi - dx - ex; work[1] = abs(bi) + abs(dx) + abs(ex); i__2 = *n - 1; for (i__ = 2; i__ <= i__2; ++i__) { bi = b[i__ + j * b_dim1]; cx = e[i__ - 1] * x[i__ - 1 + j * x_dim1]; dx = d__[i__] * x[i__ + j * x_dim1]; ex = e[i__] * x[i__ + 1 + j * x_dim1]; work[*n + i__] = bi - cx - dx - ex; work[i__] = abs(bi) + abs(cx) + abs(dx) + abs(ex); /* L30: */ } bi = b[*n + j * b_dim1]; cx = e[*n - 1] * x[*n - 1 + j * x_dim1]; dx = d__[*n] * x[*n + j * x_dim1]; work[*n + *n] = bi - cx - dx; work[*n] = abs(bi) + abs(cx) + abs(dx); } /* 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. */ 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); } /* L40: */ } 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. */ dpttrs_(n, &c__1, &df[1], &ef[1], &work[*n + 1], n, info); daxpy_(n, &c_b11, &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. */ 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; } /* L50: */ } ix = idamax_(n, &work[1], &c__1); ferr[j] = work[ix]; /* Estimate the norm of inv(A). */ /* Solve M(A) * x = e, where M(A) = (m(i,j)) is given by */ /* m(i,j) = abs(A(i,j)), i = j, */ /* m(i,j) = -abs(A(i,j)), i .ne. j, */ /* and e = [ 1, 1, ..., 1 ]'. Note M(A) = M(L)*D*M(L)'. */ /* Solve M(L) * x = e. */ work[1] = 1.; i__2 = *n; for (i__ = 2; i__ <= i__2; ++i__) { work[i__] = work[i__ - 1] * (d__1 = ef[i__ - 1], abs(d__1)) + 1.; /* L60: */ } /* Solve D * M(L)' * x = b. */ work[*n] /= df[*n]; for (i__ = *n - 1; i__ >= 1; --i__) { work[i__] = work[i__] / df[i__] + work[i__ + 1] * (d__1 = ef[i__], abs(d__1)); /* L70: */ } /* Compute norm(inv(A)) = max(x(i)), 1<=i<=n. */ ix = idamax_(n, &work[1], &c__1); ferr[j] *= (d__1 = work[ix], abs(d__1)); /* 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); /* L80: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L90: */ } return 0; /* End of DPTRFS */ } /* dptrfs_ */