/* zgerfs.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 doublecomplex c_b1 = {1.,0.}; static integer c__1 = 1; /* Subroutine */ int zgerfs_(char *trans, integer *n, integer *nrhs, doublecomplex *a, integer *lda, doublecomplex *af, integer *ldaf, integer *ipiv, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, doublecomplex *work, doublereal *rwork, 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, i__4, i__5; doublereal d__1, d__2, d__3, d__4; doublecomplex z__1; /* Builtin functions */ double d_imag(doublecomplex *); /* 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], count; extern /* Subroutine */ int zgemv_(char *, integer *, integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, doublecomplex *, integer *), zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); doublereal safmin; extern /* Subroutine */ int xerbla_(char *, integer *); logical notran; char transn[1], transt[1]; doublereal lstres; extern /* Subroutine */ int zgetrs_(char *, integer *, integer *, doublecomplex *, integer *, integer *, doublecomplex *, integer *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* ZGERFS improves the computed solution to a system of linear */ /* equations 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 matrices B and X. NRHS >= 0. */ /* A (input) COMPLEX*16 array, dimension (LDA,N) */ /* The original N-by-N matrix A. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* AF (input) COMPLEX*16 array, dimension (LDAF,N) */ /* The factors L and U from the factorization A = P*L*U */ /* as computed by ZGETRF. */ /* LDAF (input) INTEGER */ /* The leading dimension of the array AF. LDAF >= max(1,N). */ /* IPIV (input) INTEGER array, dimension (N) */ /* The pivot indices from ZGETRF; for 1<=i<=N, row i of the */ /* matrix was interchanged with row IPIV(i). */ /* B (input) COMPLEX*16 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*16 array, dimension (LDX,NRHS) */ /* On entry, the solution matrix X, as computed by ZGETRS. */ /* 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 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) COMPLEX*16 array, dimension (2*N) */ /* RWORK (workspace) DOUBLE PRECISION 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 Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Statement Functions .. */ /* .. */ /* .. Statement Function definitions .. */ /* .. */ /* .. 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; --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 (*lda < max(1,*n)) { *info = -5; } else if (*ldaf < max(1,*n)) { *info = -7; } else if (*ldb < max(1,*n)) { *info = -10; } else if (*ldx < max(1,*n)) { *info = -12; } if (*info != 0) { i__1 = -(*info); xerbla_("ZGERFS", &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 *)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 = *n + 1; 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 - op(A) * X, */ /* where op(A) = A, A**T, or A**H, depending on TRANS. */ zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1); z__1.r = -1., z__1.i = -0.; zgemv_(trans, n, n, &z__1, &a[a_offset], lda, &x[j * x_dim1 + 1], & c__1, &c_b1, &work[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__) { i__3 = i__ + j * b_dim1; rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = d_imag(&b[ i__ + j * b_dim1]), abs(d__2)); /* L30: */ } /* Compute abs(op(A))*abs(X) + abs(B). */ if (notran) { i__2 = *n; for (k = 1; k <= i__2; ++k) { i__3 = k + j * x_dim1; xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), abs(d__2)); i__3 = *n; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = i__ + k * a_dim1; rwork[i__] += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 = d_imag(&a[i__ + k * a_dim1]), abs(d__2))) * xk; /* L40: */ } /* L50: */ } } else { i__2 = *n; for (k = 1; k <= i__2; ++k) { s = 0.; i__3 = *n; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = i__ + k * a_dim1; i__5 = i__ + j * x_dim1; s += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 = d_imag(&a[ i__ + k * a_dim1]), abs(d__2))) * ((d__3 = x[i__5] .r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4))); /* L60: */ } rwork[k] += s; /* L70: */ } } s = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (rwork[i__] > safe2) { /* Computing MAX */ i__3 = i__; d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2))) / rwork[i__]; s = max(d__3,d__4); } else { /* Computing MAX */ i__3 = i__; d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + safe1) / (rwork[i__] + safe1); s = max(d__3,d__4); } /* 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. <= lstres && count <= 5) { /* Update solution and try again. */ zgetrs_(trans, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[1], n, info); zaxpy_(n, &c_b1, &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 ZLACN2 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__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] ; } else { i__3 = i__; rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] + safe1; } /* L90: */ } kase = 0; L100: zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave); if (kase != 0) { if (kase == 1) { /* Multiply by diag(W)*inv(op(A)**H). */ zgetrs_(transt, n, &c__1, &af[af_offset], ldaf, &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__; z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L110: */ } } 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__; z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4] * work[i__5].i; work[i__3].r = z__1.r, work[i__3].i = z__1.i; /* L120: */ } zgetrs_(transn, n, &c__1, &af[af_offset], ldaf, &ipiv[1], & work[1], n, info); } goto L100; } /* Normalize error. */ lstres = 0.; i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ i__3 = i__ + j * x_dim1; d__3 = lstres, d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[i__ + j * x_dim1]), abs(d__2)); lstres = max(d__3,d__4); /* L130: */ } if (lstres != 0.) { ferr[j] /= lstres; } /* L140: */ } return 0; /* End of ZGERFS */ } /* zgerfs_ */