SUBROUTINE CLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA,
$ AF, LDAF, COLEQU, C, B, LDB, Y,
$ LDY, BERR_OUT, N_NORMS,
$ ERR_BNDS_NORM, ERR_BNDS_COMP, RES,
$ AYB, DY, Y_TAIL, RCOND, ITHRESH,
$ RTHRESH, DZ_UB, IGNORE_CWISE,
$ INFO )
*
* -- LAPACK routine (version 3.2.1) --
* -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
* -- Jason Riedy of Univ. of California Berkeley. --
* -- April 2009 --
*
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley and NAG Ltd. --
*
IMPLICIT NONE
* ..
* .. Scalar Arguments ..
INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
$ N_NORMS, ITHRESH
CHARACTER UPLO
LOGICAL COLEQU, IGNORE_CWISE
REAL RTHRESH, DZ_UB
* ..
* .. Array Arguments ..
COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
$ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
$ ERR_BNDS_NORM( NRHS, * ),
$ ERR_BNDS_COMP( NRHS, * )
* ..
*
* Purpose
* =======
*
* CLA_PORFSX_EXTENDED improves the computed solution to a system of
* linear equations by performing extra-precise iterative refinement
* and provides error bounds and backward error estimates for the solution.
* This subroutine is called by CPORFSX to perform iterative refinement.
* In addition to normwise error bound, the code provides maximum
* componentwise error bound if possible. See comments for ERR_BNDS_NORM
* and ERR_BNDS_COMP for details of the error bounds. Note that this
* subroutine is only resonsible for setting the second fields of
* ERR_BNDS_NORM and ERR_BNDS_COMP.
*
* Arguments
* =========
*
* PREC_TYPE (input) INTEGER
* Specifies the intermediate precision to be used in refinement.
* The value is defined by ILAPREC(P) where P is a CHARACTER and
* P = 'S': Single
* = 'D': Double
* = 'I': Indigenous
* = 'X', 'E': Extra
*
* UPLO (input) CHARACTER*1
* = 'U': Upper triangle of A is stored;
* = 'L': Lower triangle of A is stored.
*
* N (input) INTEGER
* The number of linear equations, i.e., 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.
*
* A (input) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* AF (input) COMPLEX 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 CPOTRF.
*
* LDAF (input) INTEGER
* The leading dimension of the array AF. LDAF >= max(1,N).
*
* COLEQU (input) LOGICAL
* If .TRUE. then column equilibration was done to A before calling
* this routine. This is needed to compute the solution and error
* bounds correctly.
*
* C (input) REAL array, dimension (N)
* The column scale factors for A. If COLEQU = .FALSE., C
* is not accessed. If C is input, each element of C should be a power
* of the radix to ensure a reliable solution and error estimates.
* Scaling by powers of the radix does not cause rounding errors unless
* the result underflows or overflows. Rounding errors during scaling
* lead to refining with a matrix that is not equivalent to the
* input matrix, producing error estimates that may not be
* reliable.
*
* B (input) COMPLEX array, dimension (LDB,NRHS)
* The right-hand-side matrix B.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* Y (input/output) COMPLEX array, dimension
* (LDY,NRHS)
* On entry, the solution matrix X, as computed by CPOTRS.
* On exit, the improved solution matrix Y.
*
* LDY (input) INTEGER
* The leading dimension of the array Y. LDY >= max(1,N).
*
* BERR_OUT (output) REAL array, dimension (NRHS)
* On exit, BERR_OUT(j) contains the componentwise relative backward
* error for right-hand-side j from the formula
* max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
* where abs(Z) is the componentwise absolute value of the matrix
* or vector Z. This is computed by CLA_LIN_BERR.
*
* N_NORMS (input) INTEGER
* Determines which error bounds to return (see ERR_BNDS_NORM
* and ERR_BNDS_COMP).
* If N_NORMS >= 1 return normwise error bounds.
* If N_NORMS >= 2 return componentwise error bounds.
*
* ERR_BNDS_NORM (input/output) REAL array, dimension
* (NRHS, N_ERR_BNDS)
* For each right-hand side, this array contains information about
* various error bounds and condition numbers corresponding to the
* normwise relative error, which is defined as follows:
*
* Normwise relative error in the ith solution vector:
* max_j (abs(XTRUE(j,i) - X(j,i)))
* ------------------------------
* max_j abs(X(j,i))
*
* The array is indexed by the type of error information as described
* below. There currently are up to three pieces of information
* returned.
*
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
* right-hand side.
*
* The second index in ERR_BNDS_NORM(:,err) contains the following
* three fields:
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
* reciprocal condition number is less than the threshold
* sqrt(n) * slamch('Epsilon').
*
* err = 2 "Guaranteed" error bound: The estimated forward error,
* almost certainly within a factor of 10 of the true error
* so long as the next entry is greater than the threshold
* sqrt(n) * slamch('Epsilon'). This error bound should only
* be trusted if the previous boolean is true.
*
* err = 3 Reciprocal condition number: Estimated normwise
* reciprocal condition number. Compared with the threshold
* sqrt(n) * slamch('Epsilon') to determine if the error
* estimate is "guaranteed". These reciprocal condition
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
* appropriately scaled matrix Z.
* Let Z = S*A, where S scales each row by a power of the
* radix so all absolute row sums of Z are approximately 1.
*
* This subroutine is only responsible for setting the second field
* above.
* See Lapack Working Note 165 for further details and extra
* cautions.
*
* ERR_BNDS_COMP (input/output) REAL array, dimension
* (NRHS, N_ERR_BNDS)
* For each right-hand side, this array contains information about
* various error bounds and condition numbers corresponding to the
* componentwise relative error, which is defined as follows:
*
* Componentwise relative error in the ith solution vector:
* abs(XTRUE(j,i) - X(j,i))
* max_j ----------------------
* abs(X(j,i))
*
* The array is indexed by the right-hand side i (on which the
* componentwise relative error depends), and the type of error
* information as described below. There currently are up to three
* pieces of information returned for each right-hand side. If
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
* the first (:,N_ERR_BNDS) entries are returned.
*
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
* right-hand side.
*
* The second index in ERR_BNDS_COMP(:,err) contains the following
* three fields:
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
* reciprocal condition number is less than the threshold
* sqrt(n) * slamch('Epsilon').
*
* err = 2 "Guaranteed" error bound: The estimated forward error,
* almost certainly within a factor of 10 of the true error
* so long as the next entry is greater than the threshold
* sqrt(n) * slamch('Epsilon'). This error bound should only
* be trusted if the previous boolean is true.
*
* err = 3 Reciprocal condition number: Estimated componentwise
* reciprocal condition number. Compared with the threshold
* sqrt(n) * slamch('Epsilon') to determine if the error
* estimate is "guaranteed". These reciprocal condition
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
* appropriately scaled matrix Z.
* Let Z = S*(A*diag(x)), where x is the solution for the
* current right-hand side and S scales each row of
* A*diag(x) by a power of the radix so all absolute row
* sums of Z are approximately 1.
*
* This subroutine is only responsible for setting the second field
* above.
* See Lapack Working Note 165 for further details and extra
* cautions.
*
* RES (input) COMPLEX array, dimension (N)
* Workspace to hold the intermediate residual.
*
* AYB (input) REAL array, dimension (N)
* Workspace.
*
* DY (input) COMPLEX array, dimension (N)
* Workspace to hold the intermediate solution.
*
* Y_TAIL (input) COMPLEX array, dimension (N)
* Workspace to hold the trailing bits of the intermediate solution.
*
* RCOND (input) REAL
* Reciprocal scaled condition number. This is an estimate of the
* reciprocal Skeel condition number of the matrix A after
* equilibration (if done). If this is less than the machine
* precision (in particular, if it is zero), the matrix is singular
* to working precision. Note that the error may still be small even
* if this number is very small and the matrix appears ill-
* conditioned.
*
* ITHRESH (input) INTEGER
* The maximum number of residual computations allowed for
* refinement. The default is 10. For 'aggressive' set to 100 to
* permit convergence using approximate factorizations or
* factorizations other than LU. If the factorization uses a
* technique other than Gaussian elimination, the guarantees in
* ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
*
* RTHRESH (input) REAL
* Determines when to stop refinement if the error estimate stops
* decreasing. Refinement will stop when the next solution no longer
* satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
* the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
* default value is 0.5. For 'aggressive' set to 0.9 to permit
* convergence on extremely ill-conditioned matrices. See LAWN 165
* for more details.
*
* DZ_UB (input) REAL
* Determines when to start considering componentwise convergence.
* Componentwise convergence is only considered after each component
* of the solution Y is stable, which we definte as the relative
* change in each component being less than DZ_UB. The default value
* is 0.25, requiring the first bit to be stable. See LAWN 165 for
* more details.
*
* IGNORE_CWISE (input) LOGICAL
* If .TRUE. then ignore componentwise convergence. Default value
* is .FALSE..
*
* INFO (output) INTEGER
* = 0: Successful exit.
* < 0: if INFO = -i, the ith argument to CPOTRS had an illegal
* value
*
* =====================================================================
*
* .. Local Scalars ..
INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE,
$ Y_PREC_STATE
REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
$ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
$ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
$ EPS, HUGEVAL, INCR_THRESH
LOGICAL INCR_PREC
COMPLEX ZDUM
* ..
* .. Parameters ..
INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
$ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
$ EXTRA_Y
PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
$ CONV_STATE = 2, NOPROG_STATE = 3 )
PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
$ EXTRA_Y = 2 )
INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
INTEGER CMP_ERR_I, PIV_GROWTH_I
PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
$ BERR_I = 3 )
PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
$ PIV_GROWTH_I = 9 )
INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
$ LA_LINRX_CWISE_I
PARAMETER ( LA_LINRX_ITREF_I = 1,
$ LA_LINRX_ITHRESH_I = 2 )
PARAMETER ( LA_LINRX_CWISE_I = 3 )
INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
$ LA_LINRX_RCOND_I
PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
PARAMETER ( LA_LINRX_RCOND_I = 3 )
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL ILAUPLO
INTEGER ILAUPLO
* ..
* .. External Subroutines ..
EXTERNAL CAXPY, CCOPY, CPOTRS, CHEMV, BLAS_CHEMV_X,
$ BLAS_CHEMV2_X, CLA_HEAMV, CLA_WWADDW,
$ CLA_LIN_BERR, SLAMCH
REAL SLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, REAL, AIMAG, MAX, MIN
* ..
* .. Statement Functions ..
REAL CABS1
* ..
* .. Statement Function Definitions ..
CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
* ..
* .. Executable Statements ..
*
IF (INFO.NE.0) RETURN
EPS = SLAMCH( 'Epsilon' )
HUGEVAL = SLAMCH( 'Overflow' )
* Force HUGEVAL to Inf
HUGEVAL = HUGEVAL * HUGEVAL
* Using HUGEVAL may lead to spurious underflows.
INCR_THRESH = REAL(N) * EPS
IF (LSAME (UPLO, 'L')) THEN
UPLO2 = ILAUPLO( 'L' )
ELSE
UPLO2 = ILAUPLO( 'U' )
ENDIF
DO J = 1, NRHS
Y_PREC_STATE = EXTRA_RESIDUAL
IF (Y_PREC_STATE .EQ. EXTRA_Y) THEN
DO I = 1, N
Y_TAIL( I ) = 0.0
END DO
END IF
DXRAT = 0.0
DXRATMAX = 0.0
DZRAT = 0.0
DZRATMAX = 0.0
FINAL_DX_X = HUGEVAL
FINAL_DZ_Z = HUGEVAL
PREVNORMDX = HUGEVAL
PREV_DZ_Z = HUGEVAL
DZ_Z = HUGEVAL
DX_X = HUGEVAL
X_STATE = WORKING_STATE
Z_STATE = UNSTABLE_STATE
INCR_PREC = .FALSE.
DO CNT = 1, ITHRESH
*
* Compute residual RES = B_s - op(A_s) * Y,
* op(A) = A, A**T, or A**H depending on TRANS (and type).
*
CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
IF (Y_PREC_STATE .EQ. BASE_RESIDUAL) THEN
CALL CHEMV(UPLO, N, CMPLX(-1.0), A, LDA, Y(1,J), 1,
$ CMPLX(1.0), RES, 1)
ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN
CALL BLAS_CHEMV_X(UPLO2, N, CMPLX(-1.0), A, LDA,
$ Y( 1, J ), 1, CMPLX(1.0), RES, 1, PREC_TYPE)
ELSE
CALL BLAS_CHEMV2_X(UPLO2, N, CMPLX(-1.0), A, LDA,
$ Y(1, J), Y_TAIL, 1, CMPLX(1.0), RES, 1, PREC_TYPE)
END IF
! XXX: RES is no longer needed.
CALL CCOPY( N, RES, 1, DY, 1 )
CALL CPOTRS( UPLO, N, NRHS, AF, LDAF, DY, N, INFO)
*
* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
*
NORMX = 0.0
NORMY = 0.0
NORMDX = 0.0
DZ_Z = 0.0
YMIN = HUGEVAL
DO I = 1, N
YK = CABS1(Y(I, J))
DYK = CABS1(DY(I))
IF (YK .NE. 0.0) THEN
DZ_Z = MAX( DZ_Z, DYK / YK )
ELSE IF (DYK .NE. 0.0) THEN
DZ_Z = HUGEVAL
END IF
YMIN = MIN( YMIN, YK )
NORMY = MAX( NORMY, YK )
IF ( COLEQU ) THEN
NORMX = MAX(NORMX, YK * C(I))
NORMDX = MAX(NORMDX, DYK * C(I))
ELSE
NORMX = NORMY
NORMDX = MAX(NORMDX, DYK)
END IF
END DO
IF (NORMX .NE. 0.0) THEN
DX_X = NORMDX / NORMX
ELSE IF (NORMDX .EQ. 0.0) THEN
DX_X = 0.0
ELSE
DX_X = HUGEVAL
END IF
DXRAT = NORMDX / PREVNORMDX
DZRAT = DZ_Z / PREV_DZ_Z
*
* Check termination criteria.
*
IF (YMIN*RCOND .LT. INCR_THRESH*NORMY
$ .AND. Y_PREC_STATE .LT. EXTRA_Y)
$ INCR_PREC = .TRUE.
IF (X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH)
$ X_STATE = WORKING_STATE
IF (X_STATE .EQ. WORKING_STATE) THEN
IF (DX_X .LE. EPS) THEN
X_STATE = CONV_STATE
ELSE IF (DXRAT .GT. RTHRESH) THEN
IF (Y_PREC_STATE .NE. EXTRA_Y) THEN
INCR_PREC = .TRUE.
ELSE
X_STATE = NOPROG_STATE
END IF
ELSE
IF (DXRAT .GT. DXRATMAX) DXRATMAX = DXRAT
END IF
IF (X_STATE .GT. WORKING_STATE) FINAL_DX_X = DX_X
END IF
IF (Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB)
$ Z_STATE = WORKING_STATE
IF (Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH)
$ Z_STATE = WORKING_STATE
IF (Z_STATE .EQ. WORKING_STATE) THEN
IF (DZ_Z .LE. EPS) THEN
Z_STATE = CONV_STATE
ELSE IF (DZ_Z .GT. DZ_UB) THEN
Z_STATE = UNSTABLE_STATE
DZRATMAX = 0.0
FINAL_DZ_Z = HUGEVAL
ELSE IF (DZRAT .GT. RTHRESH) THEN
IF (Y_PREC_STATE .NE. EXTRA_Y) THEN
INCR_PREC = .TRUE.
ELSE
Z_STATE = NOPROG_STATE
END IF
ELSE
IF (DZRAT .GT. DZRATMAX) DZRATMAX = DZRAT
END IF
IF (Z_STATE .GT. WORKING_STATE) FINAL_DZ_Z = DZ_Z
END IF
IF ( X_STATE.NE.WORKING_STATE.AND.
$ (IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE) )
$ GOTO 666
IF (INCR_PREC) THEN
INCR_PREC = .FALSE.
Y_PREC_STATE = Y_PREC_STATE + 1
DO I = 1, N
Y_TAIL( I ) = 0.0
END DO
END IF
PREVNORMDX = NORMDX
PREV_DZ_Z = DZ_Z
*
* Update soluton.
*
IF (Y_PREC_STATE .LT. EXTRA_Y) THEN
CALL CAXPY( N, CMPLX(1.0), DY, 1, Y(1,J), 1 )
ELSE
CALL CLA_WWADDW(N, Y(1,J), Y_TAIL, DY)
END IF
END DO
* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
666 CONTINUE
*
* Set final_* when cnt hits ithresh.
*
IF (X_STATE .EQ. WORKING_STATE) FINAL_DX_X = DX_X
IF (Z_STATE .EQ. WORKING_STATE) FINAL_DZ_Z = DZ_Z
*
* Compute error bounds.
*
IF (N_NORMS .GE. 1) THEN
ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) =
$ FINAL_DX_X / (1 - DXRATMAX)
END IF
IF (N_NORMS .GE. 2) THEN
ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) =
$ FINAL_DZ_Z / (1 - DZRATMAX)
END IF
*
* Compute componentwise relative backward error from formula
* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
* where abs(Z) is the componentwise absolute value of the matrix
* or vector Z.
*
* Compute residual RES = B_s - op(A_s) * Y,
* op(A) = A, A**T, or A**H depending on TRANS (and type).
*
CALL CCOPY( N, B( 1, J ), 1, RES, 1 )
CALL CHEMV(UPLO, N, CMPLX(-1.0), A, LDA, Y(1,J), 1, CMPLX(1.0),
$ RES, 1)
DO I = 1, N
AYB( I ) = CABS1( B( I, J ) )
END DO
*
* Compute abs(op(A_s))*abs(Y) + abs(B_s).
*
CALL CLA_HEAMV (UPLO2, N, 1.0,
$ A, LDA, Y(1, J), 1, 1.0, AYB, 1)
CALL CLA_LIN_BERR (N, N, 1, RES, AYB, BERR_OUT(J))
*
* End of loop for each RHS.
*
END DO
*
RETURN
END