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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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Moving lapack to right place
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- 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