#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b19 = -1.; /* Subroutine */ int dtbrfs_(char *uplo, char *trans, char *diag, integer *n, integer *kd, integer *nrhs, doublereal *ab, integer *ldab, doublereal *b, integer *ldb, doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, doublereal *work, integer *iwork, integer *info) { /* System generated locals */ integer ab_dim1, ab_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; /* Local variables */ integer i__, j, k; doublereal s, xk; integer nz; doublereal eps; integer kase; doublereal safe1, safe2; extern logical lsame_(char *, char *); integer isave[3]; extern /* Subroutine */ int dtbmv_(char *, char *, char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer * , doublereal *, integer *), dtbsv_(char *, char *, char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), daxpy_(integer *, doublereal * , doublereal *, integer *, doublereal *, integer *); logical upper; extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); logical notran; char transt[1]; logical nounit; doublereal lstres; /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DTBRFS provides error bounds and backward error estimates for the */ /* solution to a system of linear equations with a triangular band */ /* coefficient matrix. */ /* The solution matrix X must be computed by DTBTRS or some other */ /* means before entering this routine. DTBRFS does not do iterative */ /* refinement because doing so cannot improve the backward error. */ /* Arguments */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* = 'U': A is upper triangular; */ /* = 'L': A is lower triangular. */ /* 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 = Transpose) */ /* DIAG (input) CHARACTER*1 */ /* = 'N': A is non-unit triangular; */ /* = 'U': A is unit triangular. */ /* N (input) INTEGER */ /* The order of the matrix A. N >= 0. */ /* KD (input) INTEGER */ /* The number of superdiagonals or subdiagonals of the */ /* triangular band matrix A. KD >= 0. */ /* NRHS (input) INTEGER */ /* The number of right hand sides, i.e., the number of columns */ /* of the matrices B and X. NRHS >= 0. */ /* AB (input) DOUBLE PRECISION array, dimension (LDAB,N) */ /* The upper or lower triangular band matrix A, stored in the */ /* first kd+1 rows of the array. The j-th column of A is stored */ /* in the j-th column of the array AB as follows: */ /* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */ /* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). */ /* If DIAG = 'U', the diagonal elements of A are not referenced */ /* and are assumed to be 1. */ /* LDAB (input) INTEGER */ /* The leading dimension of the array AB. LDAB >= KD+1. */ /* 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) DOUBLE PRECISION array, dimension (LDX,NRHS) */ /* The 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) DOUBLE PRECISION array, dimension (3*N) */ /* IWORK (workspace) INTEGER array, dimension (N) */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ ab_dim1 = *ldab; ab_offset = 1 + ab_dim1; ab -= ab_offset; 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; --iwork; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); notran = lsame_(trans, "N"); nounit = lsame_(diag, "N"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, "C")) { *info = -2; } else if (! nounit && ! lsame_(diag, "U")) { *info = -3; } else if (*n < 0) { *info = -4; } else if (*kd < 0) { *info = -5; } else if (*nrhs < 0) { *info = -6; } else if (*ldab < *kd + 1) { *info = -8; } else if (*ldb < max(1,*n)) { *info = -10; } else if (*ldx < max(1,*n)) { *info = -12; } if (*info != 0) { i__1 = -(*info); xerbla_("DTBRFS", &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 *)transt = 'T'; } else { *(unsigned char *)transt = 'N'; } /* NZ = maximum number of nonzero elements in each row of A, plus 1 */ nz = *kd + 2; 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) { /* Compute residual R = B - op(A) * X, */ /* where op(A) = A or A', depending on TRANS. */ dcopy_(n, &x[j * x_dim1 + 1], &c__1, &work[*n + 1], &c__1); dtbmv_(uplo, trans, diag, n, kd, &ab[ab_offset], ldab, &work[*n + 1], &c__1); daxpy_(n, &c_b19, &b[j * b_dim1 + 1], &c__1, &work[*n + 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__) { work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1)); /* L20: */ } if (notran) { /* Compute abs(A)*abs(X) + abs(B). */ if (upper) { if (nounit) { i__2 = *n; for (k = 1; k <= i__2; ++k) { xk = (d__1 = x[k + j * x_dim1], abs(d__1)); /* Computing MAX */ i__3 = 1, i__4 = k - *kd; i__5 = k; for (i__ = max(i__3,i__4); i__ <= i__5; ++i__) { work[i__] += (d__1 = ab[*kd + 1 + i__ - k + k * ab_dim1], abs(d__1)) * xk; /* L30: */ } /* L40: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { xk = (d__1 = x[k + j * x_dim1], abs(d__1)); /* Computing MAX */ i__5 = 1, i__3 = k - *kd; i__4 = k - 1; for (i__ = max(i__5,i__3); i__ <= i__4; ++i__) { work[i__] += (d__1 = ab[*kd + 1 + i__ - k + k * ab_dim1], abs(d__1)) * xk; /* L50: */ } work[k] += xk; /* L60: */ } } } else { if (nounit) { i__2 = *n; for (k = 1; k <= i__2; ++k) { xk = (d__1 = x[k + j * x_dim1], abs(d__1)); /* Computing MIN */ i__5 = *n, i__3 = k + *kd; i__4 = min(i__5,i__3); for (i__ = k; i__ <= i__4; ++i__) { work[i__] += (d__1 = ab[i__ + 1 - k + k * ab_dim1] , abs(d__1)) * xk; /* L70: */ } /* L80: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { xk = (d__1 = x[k + j * x_dim1], abs(d__1)); /* Computing MIN */ i__5 = *n, i__3 = k + *kd; i__4 = min(i__5,i__3); for (i__ = k + 1; i__ <= i__4; ++i__) { work[i__] += (d__1 = ab[i__ + 1 - k + k * ab_dim1] , abs(d__1)) * xk; /* L90: */ } work[k] += xk; /* L100: */ } } } } else { /* Compute abs(A')*abs(X) + abs(B). */ if (upper) { if (nounit) { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; /* Computing MAX */ i__4 = 1, i__5 = k - *kd; i__3 = k; for (i__ = max(i__4,i__5); i__ <= i__3; ++i__) { s += (d__1 = ab[*kd + 1 + i__ - k + k * ab_dim1], abs(d__1)) * (d__2 = x[i__ + j * x_dim1], abs(d__2)); /* L110: */ } work[k] += s; /* L120: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = (d__1 = x[k + j * x_dim1], abs(d__1)); /* Computing MAX */ i__3 = 1, i__4 = k - *kd; i__5 = k - 1; for (i__ = max(i__3,i__4); i__ <= i__5; ++i__) { s += (d__1 = ab[*kd + 1 + i__ - k + k * ab_dim1], abs(d__1)) * (d__2 = x[i__ + j * x_dim1], abs(d__2)); /* L130: */ } work[k] += s; /* L140: */ } } } else { if (nounit) { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; /* Computing MIN */ i__3 = *n, i__4 = k + *kd; i__5 = min(i__3,i__4); for (i__ = k; i__ <= i__5; ++i__) { s += (d__1 = ab[i__ + 1 - k + k * ab_dim1], abs( d__1)) * (d__2 = x[i__ + j * x_dim1], abs( d__2)); /* L150: */ } work[k] += s; /* L160: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = (d__1 = x[k + j * x_dim1], abs(d__1)); /* Computing MIN */ i__3 = *n, i__4 = k + *kd; i__5 = min(i__3,i__4); for (i__ = k + 1; i__ <= i__5; ++i__) { s += (d__1 = ab[i__ + 1 - k + k * ab_dim1], abs( d__1)) * (d__2 = x[i__ + j * x_dim1], abs( d__2)); /* L170: */ } work[k] += s; /* L180: */ } } } } 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); } /* L190: */ } berr[j] = s; /* 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 DLACN2 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 (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; } /* L200: */ } kase = 0; L210: dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], & kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(op(A)'). */ dtbsv_(uplo, transt, diag, n, kd, &ab[ab_offset], ldab, &work[ *n + 1], &c__1); i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L220: */ } } else { /* Multiply by inv(op(A))*diag(W). */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L230: */ } dtbsv_(uplo, trans, diag, n, kd, &ab[ab_offset], ldab, &work[* n + 1], &c__1); } goto L210; } /* 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); /* L240: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L250: */ } return 0; /* End of DTBRFS */ } /* dtbrfs_ */