1*> \brief \b CLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. 2* 3* =========== DOCUMENTATION =========== 4* 5* Online html documentation available at 6* http://www.netlib.org/lapack/explore-html/ 7* 8*> \htmlonly 9*> Download CLA_PORFSX_EXTENDED + dependencies 10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_porfsx_extended.f"> 11*> [TGZ]</a> 12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_porfsx_extended.f"> 13*> [ZIP]</a> 14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_porfsx_extended.f"> 15*> [TXT]</a> 16*> \endhtmlonly 17* 18* Definition: 19* =========== 20* 21* SUBROUTINE CLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA, 22* AF, LDAF, COLEQU, C, B, LDB, Y, 23* LDY, BERR_OUT, N_NORMS, 24* ERR_BNDS_NORM, ERR_BNDS_COMP, RES, 25* AYB, DY, Y_TAIL, RCOND, ITHRESH, 26* RTHRESH, DZ_UB, IGNORE_CWISE, 27* INFO ) 28* 29* .. Scalar Arguments .. 30* INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE, 31* $ N_NORMS, ITHRESH 32* CHARACTER UPLO 33* LOGICAL COLEQU, IGNORE_CWISE 34* REAL RTHRESH, DZ_UB 35* .. 36* .. Array Arguments .. 37* COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ), 38* $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * ) 39* REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ), 40* $ ERR_BNDS_NORM( NRHS, * ), 41* $ ERR_BNDS_COMP( NRHS, * ) 42* .. 43* 44* 45*> \par Purpose: 46* ============= 47*> 48*> \verbatim 49*> 50*> CLA_PORFSX_EXTENDED improves the computed solution to a system of 51*> linear equations by performing extra-precise iterative refinement 52*> and provides error bounds and backward error estimates for the solution. 53*> This subroutine is called by CPORFSX to perform iterative refinement. 54*> In addition to normwise error bound, the code provides maximum 55*> componentwise error bound if possible. See comments for ERR_BNDS_NORM 56*> and ERR_BNDS_COMP for details of the error bounds. Note that this 57*> subroutine is only resonsible for setting the second fields of 58*> ERR_BNDS_NORM and ERR_BNDS_COMP. 59*> \endverbatim 60* 61* Arguments: 62* ========== 63* 64*> \param[in] PREC_TYPE 65*> \verbatim 66*> PREC_TYPE is INTEGER 67*> Specifies the intermediate precision to be used in refinement. 68*> The value is defined by ILAPREC(P) where P is a CHARACTER and P 69*> = 'S': Single 70*> = 'D': Double 71*> = 'I': Indigenous 72*> = 'X' or 'E': Extra 73*> \endverbatim 74*> 75*> \param[in] UPLO 76*> \verbatim 77*> UPLO is CHARACTER*1 78*> = 'U': Upper triangle of A is stored; 79*> = 'L': Lower triangle of A is stored. 80*> \endverbatim 81*> 82*> \param[in] N 83*> \verbatim 84*> N is INTEGER 85*> The number of linear equations, i.e., the order of the 86*> matrix A. N >= 0. 87*> \endverbatim 88*> 89*> \param[in] NRHS 90*> \verbatim 91*> NRHS is INTEGER 92*> The number of right-hand-sides, i.e., the number of columns of the 93*> matrix B. 94*> \endverbatim 95*> 96*> \param[in] A 97*> \verbatim 98*> A is COMPLEX array, dimension (LDA,N) 99*> On entry, the N-by-N matrix A. 100*> \endverbatim 101*> 102*> \param[in] LDA 103*> \verbatim 104*> LDA is INTEGER 105*> The leading dimension of the array A. LDA >= max(1,N). 106*> \endverbatim 107*> 108*> \param[in] AF 109*> \verbatim 110*> AF is COMPLEX array, dimension (LDAF,N) 111*> The triangular factor U or L from the Cholesky factorization 112*> A = U**T*U or A = L*L**T, as computed by CPOTRF. 113*> \endverbatim 114*> 115*> \param[in] LDAF 116*> \verbatim 117*> LDAF is INTEGER 118*> The leading dimension of the array AF. LDAF >= max(1,N). 119*> \endverbatim 120*> 121*> \param[in] COLEQU 122*> \verbatim 123*> COLEQU is LOGICAL 124*> If .TRUE. then column equilibration was done to A before calling 125*> this routine. This is needed to compute the solution and error 126*> bounds correctly. 127*> \endverbatim 128*> 129*> \param[in] C 130*> \verbatim 131*> C is REAL array, dimension (N) 132*> The column scale factors for A. If COLEQU = .FALSE., C 133*> is not accessed. If C is input, each element of C should be a power 134*> of the radix to ensure a reliable solution and error estimates. 135*> Scaling by powers of the radix does not cause rounding errors unless 136*> the result underflows or overflows. Rounding errors during scaling 137*> lead to refining with a matrix that is not equivalent to the 138*> input matrix, producing error estimates that may not be 139*> reliable. 140*> \endverbatim 141*> 142*> \param[in] B 143*> \verbatim 144*> B is COMPLEX array, dimension (LDB,NRHS) 145*> The right-hand-side matrix B. 146*> \endverbatim 147*> 148*> \param[in] LDB 149*> \verbatim 150*> LDB is INTEGER 151*> The leading dimension of the array B. LDB >= max(1,N). 152*> \endverbatim 153*> 154*> \param[in,out] Y 155*> \verbatim 156*> Y is COMPLEX array, dimension (LDY,NRHS) 157*> On entry, the solution matrix X, as computed by CPOTRS. 158*> On exit, the improved solution matrix Y. 159*> \endverbatim 160*> 161*> \param[in] LDY 162*> \verbatim 163*> LDY is INTEGER 164*> The leading dimension of the array Y. LDY >= max(1,N). 165*> \endverbatim 166*> 167*> \param[out] BERR_OUT 168*> \verbatim 169*> BERR_OUT is REAL array, dimension (NRHS) 170*> On exit, BERR_OUT(j) contains the componentwise relative backward 171*> error for right-hand-side j from the formula 172*> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) 173*> where abs(Z) is the componentwise absolute value of the matrix 174*> or vector Z. This is computed by CLA_LIN_BERR. 175*> \endverbatim 176*> 177*> \param[in] N_NORMS 178*> \verbatim 179*> N_NORMS is INTEGER 180*> Determines which error bounds to return (see ERR_BNDS_NORM 181*> and ERR_BNDS_COMP). 182*> If N_NORMS >= 1 return normwise error bounds. 183*> If N_NORMS >= 2 return componentwise error bounds. 184*> \endverbatim 185*> 186*> \param[in,out] ERR_BNDS_NORM 187*> \verbatim 188*> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) 189*> For each right-hand side, this array contains information about 190*> various error bounds and condition numbers corresponding to the 191*> normwise relative error, which is defined as follows: 192*> 193*> Normwise relative error in the ith solution vector: 194*> max_j (abs(XTRUE(j,i) - X(j,i))) 195*> ------------------------------ 196*> max_j abs(X(j,i)) 197*> 198*> The array is indexed by the type of error information as described 199*> below. There currently are up to three pieces of information 200*> returned. 201*> 202*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith 203*> right-hand side. 204*> 205*> The second index in ERR_BNDS_NORM(:,err) contains the following 206*> three fields: 207*> err = 1 "Trust/don't trust" boolean. Trust the answer if the 208*> reciprocal condition number is less than the threshold 209*> sqrt(n) * slamch('Epsilon'). 210*> 211*> err = 2 "Guaranteed" error bound: The estimated forward error, 212*> almost certainly within a factor of 10 of the true error 213*> so long as the next entry is greater than the threshold 214*> sqrt(n) * slamch('Epsilon'). This error bound should only 215*> be trusted if the previous boolean is true. 216*> 217*> err = 3 Reciprocal condition number: Estimated normwise 218*> reciprocal condition number. Compared with the threshold 219*> sqrt(n) * slamch('Epsilon') to determine if the error 220*> estimate is "guaranteed". These reciprocal condition 221*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some 222*> appropriately scaled matrix Z. 223*> Let Z = S*A, where S scales each row by a power of the 224*> radix so all absolute row sums of Z are approximately 1. 225*> 226*> This subroutine is only responsible for setting the second field 227*> above. 228*> See Lapack Working Note 165 for further details and extra 229*> cautions. 230*> \endverbatim 231*> 232*> \param[in,out] ERR_BNDS_COMP 233*> \verbatim 234*> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) 235*> For each right-hand side, this array contains information about 236*> various error bounds and condition numbers corresponding to the 237*> componentwise relative error, which is defined as follows: 238*> 239*> Componentwise relative error in the ith solution vector: 240*> abs(XTRUE(j,i) - X(j,i)) 241*> max_j ---------------------- 242*> abs(X(j,i)) 243*> 244*> The array is indexed by the right-hand side i (on which the 245*> componentwise relative error depends), and the type of error 246*> information as described below. There currently are up to three 247*> pieces of information returned for each right-hand side. If 248*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then 249*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most 250*> the first (:,N_ERR_BNDS) entries are returned. 251*> 252*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith 253*> right-hand side. 254*> 255*> The second index in ERR_BNDS_COMP(:,err) contains the following 256*> three fields: 257*> err = 1 "Trust/don't trust" boolean. Trust the answer if the 258*> reciprocal condition number is less than the threshold 259*> sqrt(n) * slamch('Epsilon'). 260*> 261*> err = 2 "Guaranteed" error bound: The estimated forward error, 262*> almost certainly within a factor of 10 of the true error 263*> so long as the next entry is greater than the threshold 264*> sqrt(n) * slamch('Epsilon'). This error bound should only 265*> be trusted if the previous boolean is true. 266*> 267*> err = 3 Reciprocal condition number: Estimated componentwise 268*> reciprocal condition number. Compared with the threshold 269*> sqrt(n) * slamch('Epsilon') to determine if the error 270*> estimate is "guaranteed". These reciprocal condition 271*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some 272*> appropriately scaled matrix Z. 273*> Let Z = S*(A*diag(x)), where x is the solution for the 274*> current right-hand side and S scales each row of 275*> A*diag(x) by a power of the radix so all absolute row 276*> sums of Z are approximately 1. 277*> 278*> This subroutine is only responsible for setting the second field 279*> above. 280*> See Lapack Working Note 165 for further details and extra 281*> cautions. 282*> \endverbatim 283*> 284*> \param[in] RES 285*> \verbatim 286*> RES is COMPLEX array, dimension (N) 287*> Workspace to hold the intermediate residual. 288*> \endverbatim 289*> 290*> \param[in] AYB 291*> \verbatim 292*> AYB is REAL array, dimension (N) 293*> Workspace. 294*> \endverbatim 295*> 296*> \param[in] DY 297*> \verbatim 298*> DY is COMPLEX array, dimension (N) 299*> Workspace to hold the intermediate solution. 300*> \endverbatim 301*> 302*> \param[in] Y_TAIL 303*> \verbatim 304*> Y_TAIL is COMPLEX array, dimension (N) 305*> Workspace to hold the trailing bits of the intermediate solution. 306*> \endverbatim 307*> 308*> \param[in] RCOND 309*> \verbatim 310*> RCOND is REAL 311*> Reciprocal scaled condition number. This is an estimate of the 312*> reciprocal Skeel condition number of the matrix A after 313*> equilibration (if done). If this is less than the machine 314*> precision (in particular, if it is zero), the matrix is singular 315*> to working precision. Note that the error may still be small even 316*> if this number is very small and the matrix appears ill- 317*> conditioned. 318*> \endverbatim 319*> 320*> \param[in] ITHRESH 321*> \verbatim 322*> ITHRESH is INTEGER 323*> The maximum number of residual computations allowed for 324*> refinement. The default is 10. For 'aggressive' set to 100 to 325*> permit convergence using approximate factorizations or 326*> factorizations other than LU. If the factorization uses a 327*> technique other than Gaussian elimination, the guarantees in 328*> ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy. 329*> \endverbatim 330*> 331*> \param[in] RTHRESH 332*> \verbatim 333*> RTHRESH is REAL 334*> Determines when to stop refinement if the error estimate stops 335*> decreasing. Refinement will stop when the next solution no longer 336*> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is 337*> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The 338*> default value is 0.5. For 'aggressive' set to 0.9 to permit 339*> convergence on extremely ill-conditioned matrices. See LAWN 165 340*> for more details. 341*> \endverbatim 342*> 343*> \param[in] DZ_UB 344*> \verbatim 345*> DZ_UB is REAL 346*> Determines when to start considering componentwise convergence. 347*> Componentwise convergence is only considered after each component 348*> of the solution Y is stable, which we define as the relative 349*> change in each component being less than DZ_UB. The default value 350*> is 0.25, requiring the first bit to be stable. See LAWN 165 for 351*> more details. 352*> \endverbatim 353*> 354*> \param[in] IGNORE_CWISE 355*> \verbatim 356*> IGNORE_CWISE is LOGICAL 357*> If .TRUE. then ignore componentwise convergence. Default value 358*> is .FALSE.. 359*> \endverbatim 360*> 361*> \param[out] INFO 362*> \verbatim 363*> INFO is INTEGER 364*> = 0: Successful exit. 365*> < 0: if INFO = -i, the ith argument to CPOTRS had an illegal 366*> value 367*> \endverbatim 368* 369* Authors: 370* ======== 371* 372*> \author Univ. of Tennessee 373*> \author Univ. of California Berkeley 374*> \author Univ. of Colorado Denver 375*> \author NAG Ltd. 376* 377*> \ingroup complexPOcomputational 378* 379* ===================================================================== 380 SUBROUTINE CLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N, NRHS, A, LDA, 381 $ AF, LDAF, COLEQU, C, B, LDB, Y, 382 $ LDY, BERR_OUT, N_NORMS, 383 $ ERR_BNDS_NORM, ERR_BNDS_COMP, RES, 384 $ AYB, DY, Y_TAIL, RCOND, ITHRESH, 385 $ RTHRESH, DZ_UB, IGNORE_CWISE, 386 $ INFO ) 387* 388* -- LAPACK computational routine -- 389* -- LAPACK is a software package provided by Univ. of Tennessee, -- 390* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 391* 392* .. Scalar Arguments .. 393 INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE, 394 $ N_NORMS, ITHRESH 395 CHARACTER UPLO 396 LOGICAL COLEQU, IGNORE_CWISE 397 REAL RTHRESH, DZ_UB 398* .. 399* .. Array Arguments .. 400 COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ), 401 $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * ) 402 REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ), 403 $ ERR_BNDS_NORM( NRHS, * ), 404 $ ERR_BNDS_COMP( NRHS, * ) 405* .. 406* 407* ===================================================================== 408* 409* .. Local Scalars .. 410 INTEGER UPLO2, CNT, I, J, X_STATE, Z_STATE, 411 $ Y_PREC_STATE 412 REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT, 413 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX, 414 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z, 415 $ EPS, HUGEVAL, INCR_THRESH 416 LOGICAL INCR_PREC 417 COMPLEX ZDUM 418* .. 419* .. Parameters .. 420 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE, 421 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL, 422 $ EXTRA_Y 423 PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1, 424 $ CONV_STATE = 2, NOPROG_STATE = 3 ) 425 PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1, 426 $ EXTRA_Y = 2 ) 427 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I 428 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I 429 INTEGER CMP_ERR_I, PIV_GROWTH_I 430 PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2, 431 $ BERR_I = 3 ) 432 PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 ) 433 PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8, 434 $ PIV_GROWTH_I = 9 ) 435 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I, 436 $ LA_LINRX_CWISE_I 437 PARAMETER ( LA_LINRX_ITREF_I = 1, 438 $ LA_LINRX_ITHRESH_I = 2 ) 439 PARAMETER ( LA_LINRX_CWISE_I = 3 ) 440 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I, 441 $ LA_LINRX_RCOND_I 442 PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 ) 443 PARAMETER ( LA_LINRX_RCOND_I = 3 ) 444* .. 445* .. External Functions .. 446 LOGICAL LSAME 447 EXTERNAL ILAUPLO 448 INTEGER ILAUPLO 449* .. 450* .. External Subroutines .. 451 EXTERNAL CAXPY, CCOPY, CPOTRS, CHEMV, BLAS_CHEMV_X, 452 $ BLAS_CHEMV2_X, CLA_HEAMV, CLA_WWADDW, 453 $ CLA_LIN_BERR, SLAMCH 454 REAL SLAMCH 455* .. 456* .. Intrinsic Functions .. 457 INTRINSIC ABS, REAL, AIMAG, MAX, MIN 458* .. 459* .. Statement Functions .. 460 REAL CABS1 461* .. 462* .. Statement Function Definitions .. 463 CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) 464* .. 465* .. Executable Statements .. 466* 467 IF (INFO.NE.0) RETURN 468 EPS = SLAMCH( 'Epsilon' ) 469 HUGEVAL = SLAMCH( 'Overflow' ) 470* Force HUGEVAL to Inf 471 HUGEVAL = HUGEVAL * HUGEVAL 472* Using HUGEVAL may lead to spurious underflows. 473 INCR_THRESH = REAL(N) * EPS 474 475 IF (LSAME (UPLO, 'L')) THEN 476 UPLO2 = ILAUPLO( 'L' ) 477 ELSE 478 UPLO2 = ILAUPLO( 'U' ) 479 ENDIF 480 481 DO J = 1, NRHS 482 Y_PREC_STATE = EXTRA_RESIDUAL 483 IF (Y_PREC_STATE .EQ. EXTRA_Y) THEN 484 DO I = 1, N 485 Y_TAIL( I ) = 0.0 486 END DO 487 END IF 488 489 DXRAT = 0.0 490 DXRATMAX = 0.0 491 DZRAT = 0.0 492 DZRATMAX = 0.0 493 FINAL_DX_X = HUGEVAL 494 FINAL_DZ_Z = HUGEVAL 495 PREVNORMDX = HUGEVAL 496 PREV_DZ_Z = HUGEVAL 497 DZ_Z = HUGEVAL 498 DX_X = HUGEVAL 499 500 X_STATE = WORKING_STATE 501 Z_STATE = UNSTABLE_STATE 502 INCR_PREC = .FALSE. 503 504 DO CNT = 1, ITHRESH 505* 506* Compute residual RES = B_s - op(A_s) * Y, 507* op(A) = A, A**T, or A**H depending on TRANS (and type). 508* 509 CALL CCOPY( N, B( 1, J ), 1, RES, 1 ) 510 IF (Y_PREC_STATE .EQ. BASE_RESIDUAL) THEN 511 CALL CHEMV(UPLO, N, CMPLX(-1.0), A, LDA, Y(1,J), 1, 512 $ CMPLX(1.0), RES, 1) 513 ELSE IF (Y_PREC_STATE .EQ. EXTRA_RESIDUAL) THEN 514 CALL BLAS_CHEMV_X(UPLO2, N, CMPLX(-1.0), A, LDA, 515 $ Y( 1, J ), 1, CMPLX(1.0), RES, 1, PREC_TYPE) 516 ELSE 517 CALL BLAS_CHEMV2_X(UPLO2, N, CMPLX(-1.0), A, LDA, 518 $ Y(1, J), Y_TAIL, 1, CMPLX(1.0), RES, 1, PREC_TYPE) 519 END IF 520 521! XXX: RES is no longer needed. 522 CALL CCOPY( N, RES, 1, DY, 1 ) 523 CALL CPOTRS( UPLO, N, 1, AF, LDAF, DY, N, INFO) 524* 525* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT. 526* 527 NORMX = 0.0 528 NORMY = 0.0 529 NORMDX = 0.0 530 DZ_Z = 0.0 531 YMIN = HUGEVAL 532 533 DO I = 1, N 534 YK = CABS1(Y(I, J)) 535 DYK = CABS1(DY(I)) 536 537 IF (YK .NE. 0.0) THEN 538 DZ_Z = MAX( DZ_Z, DYK / YK ) 539 ELSE IF (DYK .NE. 0.0) THEN 540 DZ_Z = HUGEVAL 541 END IF 542 543 YMIN = MIN( YMIN, YK ) 544 545 NORMY = MAX( NORMY, YK ) 546 547 IF ( COLEQU ) THEN 548 NORMX = MAX(NORMX, YK * C(I)) 549 NORMDX = MAX(NORMDX, DYK * C(I)) 550 ELSE 551 NORMX = NORMY 552 NORMDX = MAX(NORMDX, DYK) 553 END IF 554 END DO 555 556 IF (NORMX .NE. 0.0) THEN 557 DX_X = NORMDX / NORMX 558 ELSE IF (NORMDX .EQ. 0.0) THEN 559 DX_X = 0.0 560 ELSE 561 DX_X = HUGEVAL 562 END IF 563 564 DXRAT = NORMDX / PREVNORMDX 565 DZRAT = DZ_Z / PREV_DZ_Z 566* 567* Check termination criteria. 568* 569 IF (YMIN*RCOND .LT. INCR_THRESH*NORMY 570 $ .AND. Y_PREC_STATE .LT. EXTRA_Y) 571 $ INCR_PREC = .TRUE. 572 573 IF (X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH) 574 $ X_STATE = WORKING_STATE 575 IF (X_STATE .EQ. WORKING_STATE) THEN 576 IF (DX_X .LE. EPS) THEN 577 X_STATE = CONV_STATE 578 ELSE IF (DXRAT .GT. RTHRESH) THEN 579 IF (Y_PREC_STATE .NE. EXTRA_Y) THEN 580 INCR_PREC = .TRUE. 581 ELSE 582 X_STATE = NOPROG_STATE 583 END IF 584 ELSE 585 IF (DXRAT .GT. DXRATMAX) DXRATMAX = DXRAT 586 END IF 587 IF (X_STATE .GT. WORKING_STATE) FINAL_DX_X = DX_X 588 END IF 589 590 IF (Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB) 591 $ Z_STATE = WORKING_STATE 592 IF (Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH) 593 $ Z_STATE = WORKING_STATE 594 IF (Z_STATE .EQ. WORKING_STATE) THEN 595 IF (DZ_Z .LE. EPS) THEN 596 Z_STATE = CONV_STATE 597 ELSE IF (DZ_Z .GT. DZ_UB) THEN 598 Z_STATE = UNSTABLE_STATE 599 DZRATMAX = 0.0 600 FINAL_DZ_Z = HUGEVAL 601 ELSE IF (DZRAT .GT. RTHRESH) THEN 602 IF (Y_PREC_STATE .NE. EXTRA_Y) THEN 603 INCR_PREC = .TRUE. 604 ELSE 605 Z_STATE = NOPROG_STATE 606 END IF 607 ELSE 608 IF (DZRAT .GT. DZRATMAX) DZRATMAX = DZRAT 609 END IF 610 IF (Z_STATE .GT. WORKING_STATE) FINAL_DZ_Z = DZ_Z 611 END IF 612 613 IF ( X_STATE.NE.WORKING_STATE.AND. 614 $ (IGNORE_CWISE.OR.Z_STATE.NE.WORKING_STATE) ) 615 $ GOTO 666 616 617 IF (INCR_PREC) THEN 618 INCR_PREC = .FALSE. 619 Y_PREC_STATE = Y_PREC_STATE + 1 620 DO I = 1, N 621 Y_TAIL( I ) = 0.0 622 END DO 623 END IF 624 625 PREVNORMDX = NORMDX 626 PREV_DZ_Z = DZ_Z 627* 628* Update soluton. 629* 630 IF (Y_PREC_STATE .LT. EXTRA_Y) THEN 631 CALL CAXPY( N, CMPLX(1.0), DY, 1, Y(1,J), 1 ) 632 ELSE 633 CALL CLA_WWADDW(N, Y(1,J), Y_TAIL, DY) 634 END IF 635 636 END DO 637* Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT. 638 666 CONTINUE 639* 640* Set final_* when cnt hits ithresh. 641* 642 IF (X_STATE .EQ. WORKING_STATE) FINAL_DX_X = DX_X 643 IF (Z_STATE .EQ. WORKING_STATE) FINAL_DZ_Z = DZ_Z 644* 645* Compute error bounds. 646* 647 IF (N_NORMS .GE. 1) THEN 648 ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 649 $ FINAL_DX_X / (1 - DXRATMAX) 650 END IF 651 IF (N_NORMS .GE. 2) THEN 652 ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 653 $ FINAL_DZ_Z / (1 - DZRATMAX) 654 END IF 655* 656* Compute componentwise relative backward error from formula 657* max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) 658* where abs(Z) is the componentwise absolute value of the matrix 659* or vector Z. 660* 661* Compute residual RES = B_s - op(A_s) * Y, 662* op(A) = A, A**T, or A**H depending on TRANS (and type). 663* 664 CALL CCOPY( N, B( 1, J ), 1, RES, 1 ) 665 CALL CHEMV(UPLO, N, CMPLX(-1.0), A, LDA, Y(1,J), 1, CMPLX(1.0), 666 $ RES, 1) 667 668 DO I = 1, N 669 AYB( I ) = CABS1( B( I, J ) ) 670 END DO 671* 672* Compute abs(op(A_s))*abs(Y) + abs(B_s). 673* 674 CALL CLA_HEAMV (UPLO2, N, 1.0, 675 $ A, LDA, Y(1, J), 1, 1.0, AYB, 1) 676 677 CALL CLA_LIN_BERR (N, N, 1, RES, AYB, BERR_OUT(J)) 678* 679* End of loop for each RHS. 680* 681 END DO 682* 683 RETURN 684* 685* End of CLA_PORFSX_EXTENDED 686* 687 END 688