/* sporfs.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static real c_b12 = -1.f; static real c_b14 = 1.f; /* Subroutine */ int sporfs_(char *uplo, integer *n, integer *nrhs, real *a, integer *lda, real *af, integer *ldaf, real *b, integer *ldb, real *x, integer *ldx, real *ferr, real *berr, real *work, integer *iwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3; real r__1, r__2, r__3; /* Local variables */ integer i__, j, k; real s, xk; integer nz; real eps; integer kase; real safe1, safe2; extern logical lsame_(char *, char *); integer isave[3], count; logical upper; extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, integer *), saxpy_(integer *, real *, real *, integer *, real *, integer *), ssymv_(char *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *), slacn2_( integer *, real *, real *, integer *, real *, integer *, integer * ); extern doublereal slamch_(char *); real safmin; extern /* Subroutine */ int xerbla_(char *, integer *); real lstres; extern /* Subroutine */ int spotrs_(char *, integer *, integer *, real *, integer *, real *, integer *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call SLACN2 in place of SLACON, 7 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* SPORFS improves the computed solution to a system of linear */ /* equations when the coefficient matrix is symmetric positive definite, */ /* and provides error bounds and backward error estimates for the */ /* solution. */ /* Arguments */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* = 'U': Upper triangle of A is stored; */ /* = 'L': Lower triangle of A is stored. */ /* 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 matrices B and X. NRHS >= 0. */ /* A (input) REAL array, dimension (LDA,N) */ /* The symmetric matrix A. If UPLO = 'U', the leading N-by-N */ /* upper triangular part of A contains the upper triangular part */ /* of the matrix A, and the strictly lower triangular part of A */ /* is not referenced. If UPLO = 'L', the leading N-by-N lower */ /* triangular part of A contains the lower triangular part of */ /* the matrix A, and the strictly upper triangular part of A is */ /* not referenced. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* AF (input) REAL array, dimension (LDAF,N) */ /* The triangular factor U or L from the Cholesky factorization */ /* A = U**T*U or A = L*L**T, as computed by SPOTRF. */ /* LDAF (input) INTEGER */ /* The leading dimension of the array AF. LDAF >= max(1,N). */ /* B (input) REAL 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) REAL array, dimension (LDX,NRHS) */ /* On entry, the solution matrix X, as computed by SPOTRS. */ /* 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) REAL 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 */ /* Internal Parameters */ /* =================== */ /* ITMAX is the maximum number of steps of iterative refinement. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; af_dim1 = *ldaf; af_offset = 1 + af_dim1; af -= af_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"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*nrhs < 0) { *info = -3; } else if (*lda < max(1,*n)) { *info = -5; } else if (*ldaf < max(1,*n)) { *info = -7; } else if (*ldb < max(1,*n)) { *info = -9; } else if (*ldx < max(1,*n)) { *info = -11; } if (*info != 0) { i__1 = -(*info); xerbla_("SPORFS", &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; } /* NZ = maximum number of nonzero elements in each row of A, plus 1 */ nz = *n + 1; 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 - A * X */ scopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1); ssymv_(uplo, n, &c_b12, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, &c_b14, &work[*n + 1], &c__1); /* 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. */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[i__] = (r__1 = b[i__ + j * b_dim1], dabs(r__1)); /* L30: */ } /* Compute abs(A)*abs(X) + abs(B). */ if (upper) { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.f; xk = (r__1 = x[k + j * x_dim1], dabs(r__1)); i__3 = k - 1; for (i__ = 1; i__ <= i__3; ++i__) { work[i__] += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * xk; s += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * (r__2 = x[ i__ + j * x_dim1], dabs(r__2)); /* L40: */ } work[k] = work[k] + (r__1 = a[k + k * a_dim1], dabs(r__1)) * xk + s; /* L50: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.f; xk = (r__1 = x[k + j * x_dim1], dabs(r__1)); work[k] += (r__1 = a[k + k * a_dim1], dabs(r__1)) * xk; i__3 = *n; for (i__ = k + 1; i__ <= i__3; ++i__) { work[i__] += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * xk; s += (r__1 = a[i__ + k * a_dim1], dabs(r__1)) * (r__2 = x[ i__ + j * x_dim1], dabs(r__2)); /* L60: */ } work[k] += s; /* L70: */ } } s = 0.f; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[i__] > safe2) { /* Computing MAX */ r__2 = s, r__3 = (r__1 = work[*n + i__], dabs(r__1)) / work[ i__]; s = dmax(r__2,r__3); } else { /* Computing MAX */ r__2 = s, r__3 = ((r__1 = work[*n + i__], dabs(r__1)) + safe1) / (work[i__] + safe1); s = dmax(r__2,r__3); } /* L80: */ } 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. */ spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[*n + 1], n, info); saxpy_(n, &c_b14, &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. */ /* Use SLACN2 to estimate the infinity-norm of the matrix */ /* inv(A) * diag(W), */ /* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[i__] > safe2) { work[i__] = (r__1 = work[*n + i__], dabs(r__1)) + nz * eps * work[i__]; } else { work[i__] = (r__1 = work[*n + i__], dabs(r__1)) + nz * eps * work[i__] + safe1; } /* L90: */ } kase = 0; L100: slacn2_(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(A'). */ spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[*n + 1], n, info); i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L110: */ } } else if (kase == 2) { /* Multiply by inv(A)*diag(W). */ i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = work[i__] * work[*n + i__]; /* L120: */ } spotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &work[*n + 1], n, info); } goto L100; } /* Normalize error. */ lstres = 0.f; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ r__2 = lstres, r__3 = (r__1 = x[i__ + j * x_dim1], dabs(r__1)); lstres = dmax(r__2,r__3); /* L130: */ } if (lstres != 0.f) { ferr[j] /= lstres; } /* L140: */ } return 0; /* End of SPORFS */ } /* sporfs_ */