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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dgerfs.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
download | scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2 scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip |
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dgerfs.f')
-rw-r--r-- | src/lib/lapack/dgerfs.f | 336 |
1 files changed, 0 insertions, 336 deletions
diff --git a/src/lib/lapack/dgerfs.f b/src/lib/lapack/dgerfs.f deleted file mode 100644 index bada6e56..00000000 --- a/src/lib/lapack/dgerfs.f +++ /dev/null @@ -1,336 +0,0 @@ - SUBROUTINE DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, - $ X, LDX, FERR, BERR, WORK, IWORK, INFO ) -* -* -- 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 .. - CHARACTER TRANS - INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS -* .. -* .. Array Arguments .. - INTEGER IPIV( * ), IWORK( * ) - DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), - $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) -* .. -* -* Purpose -* ======= -* -* DGERFS 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 = 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDAF,N) -* The factors L and U from the factorization A = P*L*U -* as computed by DGETRF. -* -* LDAF (input) INTEGER -* The leading dimension of the array AF. LDAF >= max(1,N). -* -* IPIV (input) INTEGER array, dimension (N) -* The pivot indices from DGETRF; for 1<=i<=N, row i of the -* matrix was interchanged with row IPIV(i). -* -* 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/output) DOUBLE PRECISION array, dimension (LDX,NRHS) -* On entry, the solution matrix X, as computed by DGETRS. -* 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) 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 -* -* Internal Parameters -* =================== -* -* ITMAX is the maximum number of steps of iterative refinement. -* -* ===================================================================== -* -* .. Parameters .. - INTEGER ITMAX - PARAMETER ( ITMAX = 5 ) - DOUBLE PRECISION ZERO - PARAMETER ( ZERO = 0.0D+0 ) - DOUBLE PRECISION ONE - PARAMETER ( ONE = 1.0D+0 ) - DOUBLE PRECISION TWO - PARAMETER ( TWO = 2.0D+0 ) - DOUBLE PRECISION THREE - PARAMETER ( THREE = 3.0D+0 ) -* .. -* .. Local Scalars .. - LOGICAL NOTRAN - CHARACTER TRANST - INTEGER COUNT, I, J, K, KASE, NZ - DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK -* .. -* .. Local Arrays .. - INTEGER ISAVE( 3 ) -* .. -* .. External Subroutines .. - EXTERNAL DAXPY, DCOPY, DGEMV, DGETRS, DLACN2, XERBLA -* .. -* .. Intrinsic Functions .. - INTRINSIC ABS, MAX -* .. -* .. External Functions .. - LOGICAL LSAME - DOUBLE PRECISION DLAMCH - EXTERNAL LSAME, DLAMCH -* .. -* .. Executable Statements .. -* -* Test the input parameters. -* - INFO = 0 - NOTRAN = LSAME( TRANS, 'N' ) - IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. - $ LSAME( TRANS, 'C' ) ) THEN - INFO = -1 - ELSE IF( N.LT.0 ) THEN - INFO = -2 - ELSE IF( NRHS.LT.0 ) THEN - INFO = -3 - ELSE IF( LDA.LT.MAX( 1, N ) ) THEN - INFO = -5 - ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN - INFO = -7 - ELSE IF( LDB.LT.MAX( 1, N ) ) THEN - INFO = -10 - ELSE IF( LDX.LT.MAX( 1, N ) ) THEN - INFO = -12 - END IF - IF( INFO.NE.0 ) THEN - CALL XERBLA( 'DGERFS', -INFO ) - RETURN - END IF -* -* Quick return if possible -* - IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN - DO 10 J = 1, NRHS - FERR( J ) = ZERO - BERR( J ) = ZERO - 10 CONTINUE - RETURN - END IF -* - IF( NOTRAN ) THEN - TRANST = 'T' - ELSE - TRANST = 'N' - END IF -* -* 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 -* - DO 140 J = 1, NRHS -* - COUNT = 1 - LSTRES = THREE - 20 CONTINUE -* -* 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. -* - CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 ) - CALL DGEMV( TRANS, N, N, -ONE, A, LDA, X( 1, J ), 1, ONE, - $ WORK( N+1 ), 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. -* - DO 30 I = 1, N - WORK( I ) = ABS( B( I, J ) ) - 30 CONTINUE -* -* Compute abs(op(A))*abs(X) + abs(B). -* - IF( NOTRAN ) THEN - DO 50 K = 1, N - XK = ABS( X( K, J ) ) - DO 40 I = 1, N - WORK( I ) = WORK( I ) + ABS( A( I, K ) )*XK - 40 CONTINUE - 50 CONTINUE - ELSE - DO 70 K = 1, N - S = ZERO - DO 60 I = 1, N - S = S + ABS( A( I, K ) )*ABS( X( I, J ) ) - 60 CONTINUE - WORK( K ) = WORK( K ) + S - 70 CONTINUE - END IF - S = ZERO - DO 80 I = 1, N - IF( WORK( I ).GT.SAFE2 ) THEN - S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) ) - ELSE - S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) / - $ ( WORK( I )+SAFE1 ) ) - END IF - 80 CONTINUE - 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 ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND. - $ COUNT.LE.ITMAX ) THEN -* -* Update solution and try again. -* - CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N, - $ INFO ) - CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 ) - LSTRES = BERR( J ) - COUNT = COUNT + 1 - GO TO 20 - END IF -* -* 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) ))) -* - DO 90 I = 1, N - IF( WORK( I ).GT.SAFE2 ) THEN - WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) - ELSE - WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1 - END IF - 90 CONTINUE -* - KASE = 0 - 100 CONTINUE - CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ), - $ KASE, ISAVE ) - IF( KASE.NE.0 ) THEN - IF( KASE.EQ.1 ) THEN -* -* Multiply by diag(W)*inv(op(A)**T). -* - CALL DGETRS( TRANST, N, 1, AF, LDAF, IPIV, WORK( N+1 ), - $ N, INFO ) - DO 110 I = 1, N - WORK( N+I ) = WORK( I )*WORK( N+I ) - 110 CONTINUE - ELSE -* -* Multiply by inv(op(A))*diag(W). -* - DO 120 I = 1, N - WORK( N+I ) = WORK( I )*WORK( N+I ) - 120 CONTINUE - CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N, - $ INFO ) - END IF - GO TO 100 - END IF -* -* Normalize error. -* - LSTRES = ZERO - DO 130 I = 1, N - LSTRES = MAX( LSTRES, ABS( X( I, J ) ) ) - 130 CONTINUE - IF( LSTRES.NE.ZERO ) - $ FERR( J ) = FERR( J ) / LSTRES -* - 140 CONTINUE -* - RETURN -* -* End of DGERFS -* - END |