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author | deaglanhalligan <deaglanhalligan@8a072113-8704-0410-8d35-dd094bca7971> | 2009-04-08 00:05:18 +0000 |
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committer | deaglanhalligan <deaglanhalligan@8a072113-8704-0410-8d35-dd094bca7971> | 2009-04-08 00:05:18 +0000 |
commit | 47e45705b295f273c6c83f8b7f45a53cbce793d8 (patch) | |
tree | 03feea881aabfc40504b1cfdf35d1dd82d19b07d /SRC/zla_herfsx_extended.f | |
parent | 1d4ed33a5cfc65afcd46a0babb74979dfbed73f3 (diff) | |
download | lapack-47e45705b295f273c6c83f8b7f45a53cbce793d8.tar.gz lapack-47e45705b295f273c6c83f8b7f45a53cbce793d8.tar.bz2 lapack-47e45705b295f273c6c83f8b7f45a53cbce793d8.zip |
Updated documentation for EPIR routines. Changed ERRS_{N,C} variable names. Other cosmetic changes.
Diffstat (limited to 'SRC/zla_herfsx_extended.f')
-rw-r--r-- | SRC/zla_herfsx_extended.f | 258 |
1 files changed, 249 insertions, 9 deletions
diff --git a/SRC/zla_herfsx_extended.f b/SRC/zla_herfsx_extended.f index d172b873..f7926300 100644 --- a/SRC/zla_herfsx_extended.f +++ b/SRC/zla_herfsx_extended.f @@ -1,9 +1,10 @@ SUBROUTINE ZLA_HERFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA, $ AF, LDAF, IPIV, COLEQU, C, B, LDB, - $ Y, LDY, BERR_OUT, N_NORMS, ERRS_N, - $ ERRS_C, RES, AYB, DY, Y_TAIL, - $ RCOND, ITHRESH, RTHRESH, DZ_UB, - $ IGNORE_CWISE, INFO ) + $ 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) -- * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- @@ -27,17 +28,254 @@ COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ), $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * ) DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ), - $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * ) + $ ERR_BNDS_NORM( NRHS, * ), + $ ERR_BNDS_COMP( NRHS, * ) * .. * * Purpose * ======= * -* ZLA_HERFSX_EXTENDED computes ... . +* ZLA_HERFSX_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 ZHERFSX 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*16 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*16 array, dimension (LDAF,N) +* The block diagonal matrix D and the multipliers used to +* obtain the factor U or L as computed by ZHETRF. +* +* LDAF (input) INTEGER +* The leading dimension of the array AF. LDAF >= max(1,N). +* +* IPIV (input) INTEGER array, dimension (N) +* Details of the interchanges and the block structure of D +* as determined by ZHETRF. +* +* 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) DOUBLE PRECISION 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*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). +* +* Y (input/output) COMPLEX*16 array, dimension +* (LDY,NRHS) +* On entry, the solution matrix X, as computed by ZHETRS. +* On exit, the improved solution matrix Y. +* +* LDY (input) INTEGER +* The leading dimension of the array Y. LDY >= max(1,N). +* +* BERR_OUT (output) DOUBLE PRECISION 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 ZLA_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) DOUBLE PRECISION 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) DOUBLE PRECISION 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*16 array, dimension (N) +* Workspace to hold the intermediate residual. +* +* AYB (input) DOUBLE PRECISION array, dimension (N) +* Workspace. +* +* DY (input) COMPLEX*16 array, dimension (N) +* Workspace to hold the intermediate solution. +* +* Y_TAIL (input) COMPLEX*16 array, dimension (N) +* Workspace to hold the trailing bits of the intermediate solution. +* +* RCOND (input) DOUBLE PRECISION +* 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) DOUBLE PRECISION +* 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) DOUBLE PRECISION +* 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 ZHETRS had an illegal +* value +* * ===================================================================== * * .. Local Scalars .. @@ -88,7 +326,7 @@ DOUBLE PRECISION DLAMCH * .. * .. Intrinsic Functions .. - INTRINSIC ABS, REAL, DIMAG, MAX, MIN + INTRINSIC ABS, DBLE, DIMAG, MAX, MIN * .. * .. Statement Functions .. DOUBLE PRECISION CABS1 @@ -280,10 +518,12 @@ * Compute error bounds. * IF ( N_NORMS .GE. 1 ) THEN - ERRS_N( J, LA_LINRX_ERR_I ) = FINAL_DX_X / (1 - DXRATMAX) + ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = + $ FINAL_DX_X / (1 - DXRATMAX) END IF IF (N_NORMS .GE. 2) THEN - ERRS_C( J, LA_LINRX_ERR_I ) = FINAL_DZ_Z / (1 - DZRATMAX) + ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = + $ FINAL_DZ_Z / (1 - DZRATMAX) END IF * * Compute componentwise relative backward error from formula |