1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
|
*> \brief \b CSPRFS
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CSPRFS + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csprfs.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csprfs.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csprfs.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CSPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
* FERR, BERR, WORK, RWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, LDB, LDX, N, NRHS
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* REAL BERR( * ), FERR( * ), RWORK( * )
* COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
* $ X( LDX, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CSPRFS improves the computed solution to a system of linear
*> equations when the coefficient matrix is symmetric indefinite
*> and packed, and provides error bounds and backward error estimates
*> for the solution.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': Upper triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*> NRHS is INTEGER
*> The number of right hand sides, i.e., the number of columns
*> of the matrices B and X. NRHS >= 0.
*> \endverbatim
*>
*> \param[in] AP
*> \verbatim
*> AP is COMPLEX array, dimension (N*(N+1)/2)
*> The upper or lower triangle of the symmetric matrix A, packed
*> columnwise in a linear array. The j-th column of A is stored
*> in the array AP as follows:
*> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
*> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
*> \endverbatim
*>
*> \param[in] AFP
*> \verbatim
*> AFP is COMPLEX array, dimension (N*(N+1)/2)
*> The factored form of the matrix A. AFP contains the block
*> diagonal matrix D and the multipliers used to obtain the
*> factor U or L from the factorization A = U*D*U**T or
*> A = L*D*L**T as computed by CSPTRF, stored as a packed
*> triangular matrix.
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (N)
*> Details of the interchanges and the block structure of D
*> as determined by CSPTRF.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*> B is COMPLEX array, dimension (LDB,NRHS)
*> The right hand side matrix B.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B. LDB >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is COMPLEX array, dimension (LDX,NRHS)
*> On entry, the solution matrix X, as computed by CSPTRS.
*> On exit, the improved solution matrix X.
*> \endverbatim
*>
*> \param[in] LDX
*> \verbatim
*> LDX is INTEGER
*> The leading dimension of the array X. LDX >= max(1,N).
*> \endverbatim
*>
*> \param[out] FERR
*> \verbatim
*> FERR is REAL 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.
*> \endverbatim
*>
*> \param[out] BERR
*> \verbatim
*> BERR is REAL 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).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (2*N)
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
*> \par Internal Parameters:
* =========================
*>
*> \verbatim
*> ITMAX is the maximum number of steps of iterative refinement.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complexOTHERcomputational
*
* =====================================================================
SUBROUTINE CSPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
$ FERR, BERR, WORK, RWORK, INFO )
*
* -- LAPACK computational routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, LDB, LDX, N, NRHS
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
REAL BERR( * ), FERR( * ), RWORK( * )
COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ),
$ X( LDX, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
INTEGER ITMAX
PARAMETER ( ITMAX = 5 )
REAL ZERO
PARAMETER ( ZERO = 0.0E+0 )
COMPLEX ONE
PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) )
REAL TWO
PARAMETER ( TWO = 2.0E+0 )
REAL THREE
PARAMETER ( THREE = 3.0E+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER COUNT, I, IK, J, K, KASE, KK, NZ
REAL EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
COMPLEX ZDUM
* ..
* .. Local Arrays ..
INTEGER ISAVE( 3 )
* ..
* .. External Subroutines ..
EXTERNAL CAXPY, CCOPY, CLACN2, CSPMV, CSPTRS, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, AIMAG, MAX, REAL
* ..
* .. External Functions ..
LOGICAL LSAME
REAL SLAMCH
EXTERNAL LSAME, SLAMCH
* ..
* .. Statement Functions ..
REAL CABS1
* ..
* .. Statement Function definitions ..
CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
UPPER = LSAME( UPLO, 'U' )
IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( NRHS.LT.0 ) THEN
INFO = -3
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
INFO = -10
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CSPRFS', -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
*
* NZ = maximum number of nonzero elements in each row of A, plus 1
*
NZ = N + 1
EPS = SLAMCH( 'Epsilon' )
SAFMIN = SLAMCH( '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 - A * X
*
CALL CCOPY( N, B( 1, J ), 1, WORK, 1 )
CALL CSPMV( UPLO, N, -ONE, AP, X( 1, J ), 1, ONE, WORK, 1 )
*
* Compute componentwise relative backward error from formula
*
* max(i) ( abs(R(i)) / ( abs(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
RWORK( I ) = CABS1( B( I, J ) )
30 CONTINUE
*
* Compute abs(A)*abs(X) + abs(B).
*
KK = 1
IF( UPPER ) THEN
DO 50 K = 1, N
S = ZERO
XK = CABS1( X( K, J ) )
IK = KK
DO 40 I = 1, K - 1
RWORK( I ) = RWORK( I ) + CABS1( AP( IK ) )*XK
S = S + CABS1( AP( IK ) )*CABS1( X( I, J ) )
IK = IK + 1
40 CONTINUE
RWORK( K ) = RWORK( K ) + CABS1( AP( KK+K-1 ) )*XK + S
KK = KK + K
50 CONTINUE
ELSE
DO 70 K = 1, N
S = ZERO
XK = CABS1( X( K, J ) )
RWORK( K ) = RWORK( K ) + CABS1( AP( KK ) )*XK
IK = KK + 1
DO 60 I = K + 1, N
RWORK( I ) = RWORK( I ) + CABS1( AP( IK ) )*XK
S = S + CABS1( AP( IK ) )*CABS1( X( I, J ) )
IK = IK + 1
60 CONTINUE
RWORK( K ) = RWORK( K ) + S
KK = KK + ( N-K+1 )
70 CONTINUE
END IF
S = ZERO
DO 80 I = 1, N
IF( RWORK( I ).GT.SAFE2 ) THEN
S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
ELSE
S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
$ ( RWORK( 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 CSPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO )
CALL CAXPY( N, ONE, WORK, 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(A))*
* ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
*
* where
* norm(Z) is the magnitude of the largest component of Z
* inv(A) is the inverse of 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(A)*abs(X)+abs(B))
* is incremented by SAFE1 if the i-th component of
* abs(A)*abs(X) + abs(B) is less than SAFE2.
*
* Use CLACN2 to estimate the infinity-norm of the matrix
* inv(A) * diag(W),
* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) )))
*
DO 90 I = 1, N
IF( RWORK( I ).GT.SAFE2 ) THEN
RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
ELSE
RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
$ SAFE1
END IF
90 CONTINUE
*
KASE = 0
100 CONTINUE
CALL CLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
IF( KASE.NE.0 ) THEN
IF( KASE.EQ.1 ) THEN
*
* Multiply by diag(W)*inv(A**T).
*
CALL CSPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO )
DO 110 I = 1, N
WORK( I ) = RWORK( I )*WORK( I )
110 CONTINUE
ELSE IF( KASE.EQ.2 ) THEN
*
* Multiply by inv(A)*diag(W).
*
DO 120 I = 1, N
WORK( I ) = RWORK( I )*WORK( I )
120 CONTINUE
CALL CSPTRS( UPLO, N, 1, AFP, IPIV, WORK, N, INFO )
END IF
GO TO 100
END IF
*
* Normalize error.
*
LSTRES = ZERO
DO 130 I = 1, N
LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
130 CONTINUE
IF( LSTRES.NE.ZERO )
$ FERR( J ) = FERR( J ) / LSTRES
*
140 CONTINUE
*
RETURN
*
* End of CSPRFS
*
END
|