LAPACK  3.10.0
LAPACK: Linear Algebra PACKage
chprfs.f
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1 *> \brief \b CHPRFS
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE CHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
22 * FERR, BERR, WORK, RWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER UPLO
26 * INTEGER INFO, LDB, LDX, N, NRHS
27 * ..
28 * .. Array Arguments ..
29 * INTEGER IPIV( * )
30 * REAL BERR( * ), FERR( * ), RWORK( * )
31 * COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
32 * $ X( LDX, * )
33 * ..
34 *
35 *
36 *> \par Purpose:
37 * =============
38 *>
39 *> \verbatim
40 *>
41 *> CHPRFS improves the computed solution to a system of linear
42 *> equations when the coefficient matrix is Hermitian indefinite
43 *> and packed, and provides error bounds and backward error estimates
44 *> for the solution.
45 *> \endverbatim
46 *
47 * Arguments:
48 * ==========
49 *
50 *> \param[in] UPLO
51 *> \verbatim
52 *> UPLO is CHARACTER*1
53 *> = 'U': Upper triangle of A is stored;
54 *> = 'L': Lower triangle of A is stored.
55 *> \endverbatim
56 *>
57 *> \param[in] N
58 *> \verbatim
59 *> N is INTEGER
60 *> The order of the matrix A. N >= 0.
61 *> \endverbatim
62 *>
63 *> \param[in] NRHS
64 *> \verbatim
65 *> NRHS is INTEGER
66 *> The number of right hand sides, i.e., the number of columns
67 *> of the matrices B and X. NRHS >= 0.
68 *> \endverbatim
69 *>
70 *> \param[in] AP
71 *> \verbatim
72 *> AP is COMPLEX array, dimension (N*(N+1)/2)
73 *> The upper or lower triangle of the Hermitian matrix A, packed
74 *> columnwise in a linear array. The j-th column of A is stored
75 *> in the array AP as follows:
76 *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
77 *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
78 *> \endverbatim
79 *>
80 *> \param[in] AFP
81 *> \verbatim
82 *> AFP is COMPLEX array, dimension (N*(N+1)/2)
83 *> The factored form of the matrix A. AFP contains the block
84 *> diagonal matrix D and the multipliers used to obtain the
85 *> factor U or L from the factorization A = U*D*U**H or
86 *> A = L*D*L**H as computed by CHPTRF, stored as a packed
87 *> triangular matrix.
88 *> \endverbatim
89 *>
90 *> \param[in] IPIV
91 *> \verbatim
92 *> IPIV is INTEGER array, dimension (N)
93 *> Details of the interchanges and the block structure of D
94 *> as determined by CHPTRF.
95 *> \endverbatim
96 *>
97 *> \param[in] B
98 *> \verbatim
99 *> B is COMPLEX array, dimension (LDB,NRHS)
100 *> The right hand side matrix B.
101 *> \endverbatim
102 *>
103 *> \param[in] LDB
104 *> \verbatim
105 *> LDB is INTEGER
106 *> The leading dimension of the array B. LDB >= max(1,N).
107 *> \endverbatim
108 *>
109 *> \param[in,out] X
110 *> \verbatim
111 *> X is COMPLEX array, dimension (LDX,NRHS)
112 *> On entry, the solution matrix X, as computed by CHPTRS.
113 *> On exit, the improved solution matrix X.
114 *> \endverbatim
115 *>
116 *> \param[in] LDX
117 *> \verbatim
118 *> LDX is INTEGER
119 *> The leading dimension of the array X. LDX >= max(1,N).
120 *> \endverbatim
121 *>
122 *> \param[out] FERR
123 *> \verbatim
124 *> FERR is REAL array, dimension (NRHS)
125 *> The estimated forward error bound for each solution vector
126 *> X(j) (the j-th column of the solution matrix X).
127 *> If XTRUE is the true solution corresponding to X(j), FERR(j)
128 *> is an estimated upper bound for the magnitude of the largest
129 *> element in (X(j) - XTRUE) divided by the magnitude of the
130 *> largest element in X(j). The estimate is as reliable as
131 *> the estimate for RCOND, and is almost always a slight
132 *> overestimate of the true error.
133 *> \endverbatim
134 *>
135 *> \param[out] BERR
136 *> \verbatim
137 *> BERR is REAL array, dimension (NRHS)
138 *> The componentwise relative backward error of each solution
139 *> vector X(j) (i.e., the smallest relative change in
140 *> any element of A or B that makes X(j) an exact solution).
141 *> \endverbatim
142 *>
143 *> \param[out] WORK
144 *> \verbatim
145 *> WORK is COMPLEX array, dimension (2*N)
146 *> \endverbatim
147 *>
148 *> \param[out] RWORK
149 *> \verbatim
150 *> RWORK is REAL array, dimension (N)
151 *> \endverbatim
152 *>
153 *> \param[out] INFO
154 *> \verbatim
155 *> INFO is INTEGER
156 *> = 0: successful exit
157 *> < 0: if INFO = -i, the i-th argument had an illegal value
158 *> \endverbatim
159 *
160 *> \par Internal Parameters:
161 * =========================
162 *>
163 *> \verbatim
164 *> ITMAX is the maximum number of steps of iterative refinement.
165 *> \endverbatim
166 *
167 * Authors:
168 * ========
169 *
170 *> \author Univ. of Tennessee
171 *> \author Univ. of California Berkeley
172 *> \author Univ. of Colorado Denver
173 *> \author NAG Ltd.
174 *
175 *> \ingroup complexOTHERcomputational
176 *
177 * =====================================================================
178  SUBROUTINE chprfs( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
179  $ FERR, BERR, WORK, RWORK, INFO )
180 *
181 * -- LAPACK computational routine --
182 * -- LAPACK is a software package provided by Univ. of Tennessee, --
183 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
184 *
185 * .. Scalar Arguments ..
186  CHARACTER UPLO
187  INTEGER INFO, LDB, LDX, N, NRHS
188 * ..
189 * .. Array Arguments ..
190  INTEGER IPIV( * )
191  REAL BERR( * ), FERR( * ), RWORK( * )
192  COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
193  $ x( ldx, * )
194 * ..
195 *
196 * =====================================================================
197 *
198 * .. Parameters ..
199  INTEGER ITMAX
200  parameter( itmax = 5 )
201  REAL ZERO
202  parameter( zero = 0.0e+0 )
203  COMPLEX ONE
204  parameter( one = ( 1.0e+0, 0.0e+0 ) )
205  REAL TWO
206  parameter( two = 2.0e+0 )
207  REAL THREE
208  parameter( three = 3.0e+0 )
209 * ..
210 * .. Local Scalars ..
211  LOGICAL UPPER
212  INTEGER COUNT, I, IK, J, K, KASE, KK, NZ
213  REAL EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
214  COMPLEX ZDUM
215 * ..
216 * .. Local Arrays ..
217  INTEGER ISAVE( 3 )
218 * ..
219 * .. External Subroutines ..
220  EXTERNAL caxpy, ccopy, chpmv, chptrs, clacn2, xerbla
221 * ..
222 * .. Intrinsic Functions ..
223  INTRINSIC abs, aimag, max, real
224 * ..
225 * .. External Functions ..
226  LOGICAL LSAME
227  REAL SLAMCH
228  EXTERNAL lsame, slamch
229 * ..
230 * .. Statement Functions ..
231  REAL CABS1
232 * ..
233 * .. Statement Function definitions ..
234  cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
235 * ..
236 * .. Executable Statements ..
237 *
238 * Test the input parameters.
239 *
240  info = 0
241  upper = lsame( uplo, 'U' )
242  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
243  info = -1
244  ELSE IF( n.LT.0 ) THEN
245  info = -2
246  ELSE IF( nrhs.LT.0 ) THEN
247  info = -3
248  ELSE IF( ldb.LT.max( 1, n ) ) THEN
249  info = -8
250  ELSE IF( ldx.LT.max( 1, n ) ) THEN
251  info = -10
252  END IF
253  IF( info.NE.0 ) THEN
254  CALL xerbla( 'CHPRFS', -info )
255  RETURN
256  END IF
257 *
258 * Quick return if possible
259 *
260  IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
261  DO 10 j = 1, nrhs
262  ferr( j ) = zero
263  berr( j ) = zero
264  10 CONTINUE
265  RETURN
266  END IF
267 *
268 * NZ = maximum number of nonzero elements in each row of A, plus 1
269 *
270  nz = n + 1
271  eps = slamch( 'Epsilon' )
272  safmin = slamch( 'Safe minimum' )
273  safe1 = nz*safmin
274  safe2 = safe1 / eps
275 *
276 * Do for each right hand side
277 *
278  DO 140 j = 1, nrhs
279 *
280  count = 1
281  lstres = three
282  20 CONTINUE
283 *
284 * Loop until stopping criterion is satisfied.
285 *
286 * Compute residual R = B - A * X
287 *
288  CALL ccopy( n, b( 1, j ), 1, work, 1 )
289  CALL chpmv( uplo, n, -one, ap, x( 1, j ), 1, one, work, 1 )
290 *
291 * Compute componentwise relative backward error from formula
292 *
293 * max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )
294 *
295 * where abs(Z) is the componentwise absolute value of the matrix
296 * or vector Z. If the i-th component of the denominator is less
297 * than SAFE2, then SAFE1 is added to the i-th components of the
298 * numerator and denominator before dividing.
299 *
300  DO 30 i = 1, n
301  rwork( i ) = cabs1( b( i, j ) )
302  30 CONTINUE
303 *
304 * Compute abs(A)*abs(X) + abs(B).
305 *
306  kk = 1
307  IF( upper ) THEN
308  DO 50 k = 1, n
309  s = zero
310  xk = cabs1( x( k, j ) )
311  ik = kk
312  DO 40 i = 1, k - 1
313  rwork( i ) = rwork( i ) + cabs1( ap( ik ) )*xk
314  s = s + cabs1( ap( ik ) )*cabs1( x( i, j ) )
315  ik = ik + 1
316  40 CONTINUE
317  rwork( k ) = rwork( k ) + abs( real( ap( kk+k-1 ) ) )*
318  $ xk + s
319  kk = kk + k
320  50 CONTINUE
321  ELSE
322  DO 70 k = 1, n
323  s = zero
324  xk = cabs1( x( k, j ) )
325  rwork( k ) = rwork( k ) + abs( real( ap( kk ) ) )*xk
326  ik = kk + 1
327  DO 60 i = k + 1, n
328  rwork( i ) = rwork( i ) + cabs1( ap( ik ) )*xk
329  s = s + cabs1( ap( ik ) )*cabs1( x( i, j ) )
330  ik = ik + 1
331  60 CONTINUE
332  rwork( k ) = rwork( k ) + s
333  kk = kk + ( n-k+1 )
334  70 CONTINUE
335  END IF
336  s = zero
337  DO 80 i = 1, n
338  IF( rwork( i ).GT.safe2 ) THEN
339  s = max( s, cabs1( work( i ) ) / rwork( i ) )
340  ELSE
341  s = max( s, ( cabs1( work( i ) )+safe1 ) /
342  $ ( rwork( i )+safe1 ) )
343  END IF
344  80 CONTINUE
345  berr( j ) = s
346 *
347 * Test stopping criterion. Continue iterating if
348 * 1) The residual BERR(J) is larger than machine epsilon, and
349 * 2) BERR(J) decreased by at least a factor of 2 during the
350 * last iteration, and
351 * 3) At most ITMAX iterations tried.
352 *
353  IF( berr( j ).GT.eps .AND. two*berr( j ).LE.lstres .AND.
354  $ count.LE.itmax ) THEN
355 *
356 * Update solution and try again.
357 *
358  CALL chptrs( uplo, n, 1, afp, ipiv, work, n, info )
359  CALL caxpy( n, one, work, 1, x( 1, j ), 1 )
360  lstres = berr( j )
361  count = count + 1
362  GO TO 20
363  END IF
364 *
365 * Bound error from formula
366 *
367 * norm(X - XTRUE) / norm(X) .le. FERR =
368 * norm( abs(inv(A))*
369 * ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
370 *
371 * where
372 * norm(Z) is the magnitude of the largest component of Z
373 * inv(A) is the inverse of A
374 * abs(Z) is the componentwise absolute value of the matrix or
375 * vector Z
376 * NZ is the maximum number of nonzeros in any row of A, plus 1
377 * EPS is machine epsilon
378 *
379 * The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
380 * is incremented by SAFE1 if the i-th component of
381 * abs(A)*abs(X) + abs(B) is less than SAFE2.
382 *
383 * Use CLACN2 to estimate the infinity-norm of the matrix
384 * inv(A) * diag(W),
385 * where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) )))
386 *
387  DO 90 i = 1, n
388  IF( rwork( i ).GT.safe2 ) THEN
389  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i )
390  ELSE
391  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i ) +
392  $ safe1
393  END IF
394  90 CONTINUE
395 *
396  kase = 0
397  100 CONTINUE
398  CALL clacn2( n, work( n+1 ), work, ferr( j ), kase, isave )
399  IF( kase.NE.0 ) THEN
400  IF( kase.EQ.1 ) THEN
401 *
402 * Multiply by diag(W)*inv(A**H).
403 *
404  CALL chptrs( uplo, n, 1, afp, ipiv, work, n, info )
405  DO 110 i = 1, n
406  work( i ) = rwork( i )*work( i )
407  110 CONTINUE
408  ELSE IF( kase.EQ.2 ) THEN
409 *
410 * Multiply by inv(A)*diag(W).
411 *
412  DO 120 i = 1, n
413  work( i ) = rwork( i )*work( i )
414  120 CONTINUE
415  CALL chptrs( uplo, n, 1, afp, ipiv, work, n, info )
416  END IF
417  GO TO 100
418  END IF
419 *
420 * Normalize error.
421 *
422  lstres = zero
423  DO 130 i = 1, n
424  lstres = max( lstres, cabs1( x( i, j ) ) )
425  130 CONTINUE
426  IF( lstres.NE.zero )
427  $ ferr( j ) = ferr( j ) / lstres
428 *
429  140 CONTINUE
430 *
431  RETURN
432 *
433 * End of CHPRFS
434 *
435  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
subroutine caxpy(N, CA, CX, INCX, CY, INCY)
CAXPY
Definition: caxpy.f:88
subroutine chpmv(UPLO, N, ALPHA, AP, X, INCX, BETA, Y, INCY)
CHPMV
Definition: chpmv.f:149
subroutine clacn2(N, V, X, EST, KASE, ISAVE)
CLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: clacn2.f:133
subroutine chptrs(UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
CHPTRS
Definition: chptrs.f:115
subroutine chprfs(UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CHPRFS
Definition: chprfs.f:180