LAPACK  3.10.1
LAPACK: Linear Algebra PACKage
dla_gerfsx_extended.f
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1 *> \brief \b DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general 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 DLA_GERFSX_EXTENDED + dependencies
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11 *> [TGZ]</a>
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13 *> [ZIP]</a>
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
22 * LDA, AF, LDAF, IPIV, COLEQU, C, B,
23 * LDB, Y, LDY, BERR_OUT, N_NORMS,
24 * ERRS_N, ERRS_C, RES, AYB, DY,
25 * Y_TAIL, RCOND, ITHRESH, RTHRESH,
26 * DZ_UB, IGNORE_CWISE, INFO )
27 *
28 * .. Scalar Arguments ..
29 * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
30 * $ TRANS_TYPE, N_NORMS, ITHRESH
31 * LOGICAL COLEQU, IGNORE_CWISE
32 * DOUBLE PRECISION RTHRESH, DZ_UB
33 * ..
34 * .. Array Arguments ..
35 * INTEGER IPIV( * )
36 * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
37 * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
38 * DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
39 * $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
40 * ..
41 *
42 *
43 *> \par Purpose:
44 * =============
45 *>
46 *> \verbatim
47 *>
48 *>
49 *> DLA_GERFSX_EXTENDED improves the computed solution to a system of
50 *> linear equations by performing extra-precise iterative refinement
51 *> and provides error bounds and backward error estimates for the solution.
52 *> This subroutine is called by DGERFSX to perform iterative refinement.
53 *> In addition to normwise error bound, the code provides maximum
54 *> componentwise error bound if possible. See comments for ERRS_N
55 *> and ERRS_C for details of the error bounds. Note that this
56 *> subroutine is only responsible for setting the second fields of
57 *> ERRS_N and ERRS_C.
58 *> \endverbatim
59 *
60 * Arguments:
61 * ==========
62 *
63 *> \param[in] PREC_TYPE
64 *> \verbatim
65 *> PREC_TYPE is INTEGER
66 *> Specifies the intermediate precision to be used in refinement.
67 *> The value is defined by ILAPREC(P) where P is a CHARACTER and P
68 *> = 'S': Single
69 *> = 'D': Double
70 *> = 'I': Indigenous
71 *> = 'X' or 'E': Extra
72 *> \endverbatim
73 *>
74 *> \param[in] TRANS_TYPE
75 *> \verbatim
76 *> TRANS_TYPE is INTEGER
77 *> Specifies the transposition operation on A.
78 *> The value is defined by ILATRANS(T) where T is a CHARACTER and T
79 *> = 'N': No transpose
80 *> = 'T': Transpose
81 *> = 'C': Conjugate transpose
82 *> \endverbatim
83 *>
84 *> \param[in] N
85 *> \verbatim
86 *> N is INTEGER
87 *> The number of linear equations, i.e., the order of the
88 *> matrix A. N >= 0.
89 *> \endverbatim
90 *>
91 *> \param[in] NRHS
92 *> \verbatim
93 *> NRHS is INTEGER
94 *> The number of right-hand-sides, i.e., the number of columns of the
95 *> matrix B.
96 *> \endverbatim
97 *>
98 *> \param[in] A
99 *> \verbatim
100 *> A is DOUBLE PRECISION array, dimension (LDA,N)
101 *> On entry, the N-by-N matrix A.
102 *> \endverbatim
103 *>
104 *> \param[in] LDA
105 *> \verbatim
106 *> LDA is INTEGER
107 *> The leading dimension of the array A. LDA >= max(1,N).
108 *> \endverbatim
109 *>
110 *> \param[in] AF
111 *> \verbatim
112 *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
113 *> The factors L and U from the factorization
114 *> A = P*L*U as computed by DGETRF.
115 *> \endverbatim
116 *>
117 *> \param[in] LDAF
118 *> \verbatim
119 *> LDAF is INTEGER
120 *> The leading dimension of the array AF. LDAF >= max(1,N).
121 *> \endverbatim
122 *>
123 *> \param[in] IPIV
124 *> \verbatim
125 *> IPIV is INTEGER array, dimension (N)
126 *> The pivot indices from the factorization A = P*L*U
127 *> as computed by DGETRF; row i of the matrix was interchanged
128 *> with row IPIV(i).
129 *> \endverbatim
130 *>
131 *> \param[in] COLEQU
132 *> \verbatim
133 *> COLEQU is LOGICAL
134 *> If .TRUE. then column equilibration was done to A before calling
135 *> this routine. This is needed to compute the solution and error
136 *> bounds correctly.
137 *> \endverbatim
138 *>
139 *> \param[in] C
140 *> \verbatim
141 *> C is DOUBLE PRECISION array, dimension (N)
142 *> The column scale factors for A. If COLEQU = .FALSE., C
143 *> is not accessed. If C is input, each element of C should be a power
144 *> of the radix to ensure a reliable solution and error estimates.
145 *> Scaling by powers of the radix does not cause rounding errors unless
146 *> the result underflows or overflows. Rounding errors during scaling
147 *> lead to refining with a matrix that is not equivalent to the
148 *> input matrix, producing error estimates that may not be
149 *> reliable.
150 *> \endverbatim
151 *>
152 *> \param[in] B
153 *> \verbatim
154 *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
155 *> The right-hand-side matrix B.
156 *> \endverbatim
157 *>
158 *> \param[in] LDB
159 *> \verbatim
160 *> LDB is INTEGER
161 *> The leading dimension of the array B. LDB >= max(1,N).
162 *> \endverbatim
163 *>
164 *> \param[in,out] Y
165 *> \verbatim
166 *> Y is DOUBLE PRECISION array, dimension (LDY,NRHS)
167 *> On entry, the solution matrix X, as computed by DGETRS.
168 *> On exit, the improved solution matrix Y.
169 *> \endverbatim
170 *>
171 *> \param[in] LDY
172 *> \verbatim
173 *> LDY is INTEGER
174 *> The leading dimension of the array Y. LDY >= max(1,N).
175 *> \endverbatim
176 *>
177 *> \param[out] BERR_OUT
178 *> \verbatim
179 *> BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
180 *> On exit, BERR_OUT(j) contains the componentwise relative backward
181 *> error for right-hand-side j from the formula
182 *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
183 *> where abs(Z) is the componentwise absolute value of the matrix
184 *> or vector Z. This is computed by DLA_LIN_BERR.
185 *> \endverbatim
186 *>
187 *> \param[in] N_NORMS
188 *> \verbatim
189 *> N_NORMS is INTEGER
190 *> Determines which error bounds to return (see ERRS_N
191 *> and ERRS_C).
192 *> If N_NORMS >= 1 return normwise error bounds.
193 *> If N_NORMS >= 2 return componentwise error bounds.
194 *> \endverbatim
195 *>
196 *> \param[in,out] ERRS_N
197 *> \verbatim
198 *> ERRS_N is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
199 *> For each right-hand side, this array contains information about
200 *> various error bounds and condition numbers corresponding to the
201 *> normwise relative error, which is defined as follows:
202 *>
203 *> Normwise relative error in the ith solution vector:
204 *> max_j (abs(XTRUE(j,i) - X(j,i)))
205 *> ------------------------------
206 *> max_j abs(X(j,i))
207 *>
208 *> The array is indexed by the type of error information as described
209 *> below. There currently are up to three pieces of information
210 *> returned.
211 *>
212 *> The first index in ERRS_N(i,:) corresponds to the ith
213 *> right-hand side.
214 *>
215 *> The second index in ERRS_N(:,err) contains the following
216 *> three fields:
217 *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
218 *> reciprocal condition number is less than the threshold
219 *> sqrt(n) * slamch('Epsilon').
220 *>
221 *> err = 2 "Guaranteed" error bound: The estimated forward error,
222 *> almost certainly within a factor of 10 of the true error
223 *> so long as the next entry is greater than the threshold
224 *> sqrt(n) * slamch('Epsilon'). This error bound should only
225 *> be trusted if the previous boolean is true.
226 *>
227 *> err = 3 Reciprocal condition number: Estimated normwise
228 *> reciprocal condition number. Compared with the threshold
229 *> sqrt(n) * slamch('Epsilon') to determine if the error
230 *> estimate is "guaranteed". These reciprocal condition
231 *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
232 *> appropriately scaled matrix Z.
233 *> Let Z = S*A, where S scales each row by a power of the
234 *> radix so all absolute row sums of Z are approximately 1.
235 *>
236 *> This subroutine is only responsible for setting the second field
237 *> above.
238 *> See Lapack Working Note 165 for further details and extra
239 *> cautions.
240 *> \endverbatim
241 *>
242 *> \param[in,out] ERRS_C
243 *> \verbatim
244 *> ERRS_C is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
245 *> For each right-hand side, this array contains information about
246 *> various error bounds and condition numbers corresponding to the
247 *> componentwise relative error, which is defined as follows:
248 *>
249 *> Componentwise relative error in the ith solution vector:
250 *> abs(XTRUE(j,i) - X(j,i))
251 *> max_j ----------------------
252 *> abs(X(j,i))
253 *>
254 *> The array is indexed by the right-hand side i (on which the
255 *> componentwise relative error depends), and the type of error
256 *> information as described below. There currently are up to three
257 *> pieces of information returned for each right-hand side. If
258 *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
259 *> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
260 *> the first (:,N_ERR_BNDS) entries are returned.
261 *>
262 *> The first index in ERRS_C(i,:) corresponds to the ith
263 *> right-hand side.
264 *>
265 *> The second index in ERRS_C(:,err) contains the following
266 *> three fields:
267 *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
268 *> reciprocal condition number is less than the threshold
269 *> sqrt(n) * slamch('Epsilon').
270 *>
271 *> err = 2 "Guaranteed" error bound: The estimated forward error,
272 *> almost certainly within a factor of 10 of the true error
273 *> so long as the next entry is greater than the threshold
274 *> sqrt(n) * slamch('Epsilon'). This error bound should only
275 *> be trusted if the previous boolean is true.
276 *>
277 *> err = 3 Reciprocal condition number: Estimated componentwise
278 *> reciprocal condition number. Compared with the threshold
279 *> sqrt(n) * slamch('Epsilon') to determine if the error
280 *> estimate is "guaranteed". These reciprocal condition
281 *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
282 *> appropriately scaled matrix Z.
283 *> Let Z = S*(A*diag(x)), where x is the solution for the
284 *> current right-hand side and S scales each row of
285 *> A*diag(x) by a power of the radix so all absolute row
286 *> sums of Z are approximately 1.
287 *>
288 *> This subroutine is only responsible for setting the second field
289 *> above.
290 *> See Lapack Working Note 165 for further details and extra
291 *> cautions.
292 *> \endverbatim
293 *>
294 *> \param[in] RES
295 *> \verbatim
296 *> RES is DOUBLE PRECISION array, dimension (N)
297 *> Workspace to hold the intermediate residual.
298 *> \endverbatim
299 *>
300 *> \param[in] AYB
301 *> \verbatim
302 *> AYB is DOUBLE PRECISION array, dimension (N)
303 *> Workspace. This can be the same workspace passed for Y_TAIL.
304 *> \endverbatim
305 *>
306 *> \param[in] DY
307 *> \verbatim
308 *> DY is DOUBLE PRECISION array, dimension (N)
309 *> Workspace to hold the intermediate solution.
310 *> \endverbatim
311 *>
312 *> \param[in] Y_TAIL
313 *> \verbatim
314 *> Y_TAIL is DOUBLE PRECISION array, dimension (N)
315 *> Workspace to hold the trailing bits of the intermediate solution.
316 *> \endverbatim
317 *>
318 *> \param[in] RCOND
319 *> \verbatim
320 *> RCOND is DOUBLE PRECISION
321 *> Reciprocal scaled condition number. This is an estimate of the
322 *> reciprocal Skeel condition number of the matrix A after
323 *> equilibration (if done). If this is less than the machine
324 *> precision (in particular, if it is zero), the matrix is singular
325 *> to working precision. Note that the error may still be small even
326 *> if this number is very small and the matrix appears ill-
327 *> conditioned.
328 *> \endverbatim
329 *>
330 *> \param[in] ITHRESH
331 *> \verbatim
332 *> ITHRESH is INTEGER
333 *> The maximum number of residual computations allowed for
334 *> refinement. The default is 10. For 'aggressive' set to 100 to
335 *> permit convergence using approximate factorizations or
336 *> factorizations other than LU. If the factorization uses a
337 *> technique other than Gaussian elimination, the guarantees in
338 *> ERRS_N and ERRS_C may no longer be trustworthy.
339 *> \endverbatim
340 *>
341 *> \param[in] RTHRESH
342 *> \verbatim
343 *> RTHRESH is DOUBLE PRECISION
344 *> Determines when to stop refinement if the error estimate stops
345 *> decreasing. Refinement will stop when the next solution no longer
346 *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
347 *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
348 *> default value is 0.5. For 'aggressive' set to 0.9 to permit
349 *> convergence on extremely ill-conditioned matrices. See LAWN 165
350 *> for more details.
351 *> \endverbatim
352 *>
353 *> \param[in] DZ_UB
354 *> \verbatim
355 *> DZ_UB is DOUBLE PRECISION
356 *> Determines when to start considering componentwise convergence.
357 *> Componentwise convergence is only considered after each component
358 *> of the solution Y is stable, which we define as the relative
359 *> change in each component being less than DZ_UB. The default value
360 *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
361 *> more details.
362 *> \endverbatim
363 *>
364 *> \param[in] IGNORE_CWISE
365 *> \verbatim
366 *> IGNORE_CWISE is LOGICAL
367 *> If .TRUE. then ignore componentwise convergence. Default value
368 *> is .FALSE..
369 *> \endverbatim
370 *>
371 *> \param[out] INFO
372 *> \verbatim
373 *> INFO is INTEGER
374 *> = 0: Successful exit.
375 *> < 0: if INFO = -i, the ith argument to DGETRS had an illegal
376 *> value
377 *> \endverbatim
378 *
379 * Authors:
380 * ========
381 *
382 *> \author Univ. of Tennessee
383 *> \author Univ. of California Berkeley
384 *> \author Univ. of Colorado Denver
385 *> \author NAG Ltd.
386 *
387 *> \ingroup doubleGEcomputational
388 *
389 * =====================================================================
390  SUBROUTINE dla_gerfsx_extended( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
391  $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
392  $ LDB, Y, LDY, BERR_OUT, N_NORMS,
393  $ ERRS_N, ERRS_C, RES, AYB, DY,
394  $ Y_TAIL, RCOND, ITHRESH, RTHRESH,
395  $ DZ_UB, IGNORE_CWISE, INFO )
396 *
397 * -- LAPACK computational routine --
398 * -- LAPACK is a software package provided by Univ. of Tennessee, --
399 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
400 *
401 * .. Scalar Arguments ..
402  INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
403  $ TRANS_TYPE, N_NORMS, ITHRESH
404  LOGICAL COLEQU, IGNORE_CWISE
405  DOUBLE PRECISION RTHRESH, DZ_UB
406 * ..
407 * .. Array Arguments ..
408  INTEGER IPIV( * )
409  DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
410  $ y( ldy, * ), res( * ), dy( * ), y_tail( * )
411  DOUBLE PRECISION C( * ), AYB( * ), RCOND, BERR_OUT( * ),
412  $ ERRS_N( NRHS, * ), ERRS_C( NRHS, * )
413 * ..
414 *
415 * =====================================================================
416 *
417 * .. Local Scalars ..
418  CHARACTER TRANS
419  INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
420  DOUBLE PRECISION YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
421  $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
422  $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
423  $ eps, hugeval, incr_thresh
424  LOGICAL INCR_PREC
425 * ..
426 * .. Parameters ..
427  INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
428  $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
429  $ extra_y
430  parameter( unstable_state = 0, working_state = 1,
431  $ conv_state = 2, noprog_state = 3 )
432  parameter( base_residual = 0, extra_residual = 1,
433  $ extra_y = 2 )
434  INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
435  INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
436  INTEGER CMP_ERR_I, PIV_GROWTH_I
437  parameter( final_nrm_err_i = 1, final_cmp_err_i = 2,
438  $ berr_i = 3 )
439  parameter( rcond_i = 4, nrm_rcond_i = 5, nrm_err_i = 6 )
440  parameter( cmp_rcond_i = 7, cmp_err_i = 8,
441  $ piv_growth_i = 9 )
442  INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
443  $ LA_LINRX_CWISE_I
444  parameter( la_linrx_itref_i = 1,
445  $ la_linrx_ithresh_i = 2 )
446  parameter( la_linrx_cwise_i = 3 )
447  INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
448  $ LA_LINRX_RCOND_I
449  parameter( la_linrx_trust_i = 1, la_linrx_err_i = 2 )
450  parameter( la_linrx_rcond_i = 3 )
451 * ..
452 * .. External Subroutines ..
453  EXTERNAL daxpy, dcopy, dgetrs, dgemv, blas_dgemv_x,
454  $ blas_dgemv2_x, dla_geamv, dla_wwaddw, dlamch,
456  DOUBLE PRECISION DLAMCH
457  CHARACTER CHLA_TRANSTYPE
458 * ..
459 * .. Intrinsic Functions ..
460  INTRINSIC abs, max, min
461 * ..
462 * .. Executable Statements ..
463 *
464  IF ( info.NE.0 ) RETURN
465  trans = chla_transtype(trans_type)
466  eps = dlamch( 'Epsilon' )
467  hugeval = dlamch( 'Overflow' )
468 * Force HUGEVAL to Inf
469  hugeval = hugeval * hugeval
470 * Using HUGEVAL may lead to spurious underflows.
471  incr_thresh = dble( n ) * eps
472 *
473  DO j = 1, nrhs
474  y_prec_state = extra_residual
475  IF ( y_prec_state .EQ. extra_y ) THEN
476  DO i = 1, n
477  y_tail( i ) = 0.0d+0
478  END DO
479  END IF
480 
481  dxrat = 0.0d+0
482  dxratmax = 0.0d+0
483  dzrat = 0.0d+0
484  dzratmax = 0.0d+0
485  final_dx_x = hugeval
486  final_dz_z = hugeval
487  prevnormdx = hugeval
488  prev_dz_z = hugeval
489  dz_z = hugeval
490  dx_x = hugeval
491 
492  x_state = working_state
493  z_state = unstable_state
494  incr_prec = .false.
495 
496  DO cnt = 1, ithresh
497 *
498 * Compute residual RES = B_s - op(A_s) * Y,
499 * op(A) = A, A**T, or A**H depending on TRANS (and type).
500 *
501  CALL dcopy( n, b( 1, j ), 1, res, 1 )
502  IF ( y_prec_state .EQ. base_residual ) THEN
503  CALL dgemv( trans, n, n, -1.0d+0, a, lda, y( 1, j ), 1,
504  $ 1.0d+0, res, 1 )
505  ELSE IF ( y_prec_state .EQ. extra_residual ) THEN
506  CALL blas_dgemv_x( trans_type, n, n, -1.0d+0, a, lda,
507  $ y( 1, j ), 1, 1.0d+0, res, 1, prec_type )
508  ELSE
509  CALL blas_dgemv2_x( trans_type, n, n, -1.0d+0, a, lda,
510  $ y( 1, j ), y_tail, 1, 1.0d+0, res, 1, prec_type )
511  END IF
512 
513 ! XXX: RES is no longer needed.
514  CALL dcopy( n, res, 1, dy, 1 )
515  CALL dgetrs( trans, n, 1, af, ldaf, ipiv, dy, n, info )
516 *
517 * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
518 *
519  normx = 0.0d+0
520  normy = 0.0d+0
521  normdx = 0.0d+0
522  dz_z = 0.0d+0
523  ymin = hugeval
524 *
525  DO i = 1, n
526  yk = abs( y( i, j ) )
527  dyk = abs( dy( i ) )
528 
529  IF ( yk .NE. 0.0d+0 ) THEN
530  dz_z = max( dz_z, dyk / yk )
531  ELSE IF ( dyk .NE. 0.0d+0 ) THEN
532  dz_z = hugeval
533  END IF
534 
535  ymin = min( ymin, yk )
536 
537  normy = max( normy, yk )
538 
539  IF ( colequ ) THEN
540  normx = max( normx, yk * c( i ) )
541  normdx = max( normdx, dyk * c( i ) )
542  ELSE
543  normx = normy
544  normdx = max( normdx, dyk )
545  END IF
546  END DO
547 
548  IF ( normx .NE. 0.0d+0 ) THEN
549  dx_x = normdx / normx
550  ELSE IF ( normdx .EQ. 0.0d+0 ) THEN
551  dx_x = 0.0d+0
552  ELSE
553  dx_x = hugeval
554  END IF
555 
556  dxrat = normdx / prevnormdx
557  dzrat = dz_z / prev_dz_z
558 *
559 * Check termination criteria
560 *
561  IF (.NOT.ignore_cwise
562  $ .AND. ymin*rcond .LT. incr_thresh*normy
563  $ .AND. y_prec_state .LT. extra_y)
564  $ incr_prec = .true.
565 
566  IF ( x_state .EQ. noprog_state .AND. dxrat .LE. rthresh )
567  $ x_state = working_state
568  IF ( x_state .EQ. working_state ) THEN
569  IF ( dx_x .LE. eps ) THEN
570  x_state = conv_state
571  ELSE IF ( dxrat .GT. rthresh ) THEN
572  IF ( y_prec_state .NE. extra_y ) THEN
573  incr_prec = .true.
574  ELSE
575  x_state = noprog_state
576  END IF
577  ELSE
578  IF ( dxrat .GT. dxratmax ) dxratmax = dxrat
579  END IF
580  IF ( x_state .GT. working_state ) final_dx_x = dx_x
581  END IF
582 
583  IF ( z_state .EQ. unstable_state .AND. dz_z .LE. dz_ub )
584  $ z_state = working_state
585  IF ( z_state .EQ. noprog_state .AND. dzrat .LE. rthresh )
586  $ z_state = working_state
587  IF ( z_state .EQ. working_state ) THEN
588  IF ( dz_z .LE. eps ) THEN
589  z_state = conv_state
590  ELSE IF ( dz_z .GT. dz_ub ) THEN
591  z_state = unstable_state
592  dzratmax = 0.0d+0
593  final_dz_z = hugeval
594  ELSE IF ( dzrat .GT. rthresh ) THEN
595  IF ( y_prec_state .NE. extra_y ) THEN
596  incr_prec = .true.
597  ELSE
598  z_state = noprog_state
599  END IF
600  ELSE
601  IF ( dzrat .GT. dzratmax ) dzratmax = dzrat
602  END IF
603  IF ( z_state .GT. working_state ) final_dz_z = dz_z
604  END IF
605 *
606 * Exit if both normwise and componentwise stopped working,
607 * but if componentwise is unstable, let it go at least two
608 * iterations.
609 *
610  IF ( x_state.NE.working_state ) THEN
611  IF ( ignore_cwise) GOTO 666
612  IF ( z_state.EQ.noprog_state .OR. z_state.EQ.conv_state )
613  $ GOTO 666
614  IF ( z_state.EQ.unstable_state .AND. cnt.GT.1 ) GOTO 666
615  END IF
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 ) = 0.0d+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 daxpy( n, 1.0d+0, dy, 1, y( 1, j ), 1 )
632  ELSE
633  CALL dla_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  errs_n( j, la_linrx_err_i ) = final_dx_x / (1 - dxratmax)
649  END IF
650  IF ( n_norms .GE. 2 ) THEN
651  errs_c( j, la_linrx_err_i ) = final_dz_z / (1 - dzratmax)
652  END IF
653 *
654 * Compute componentwise relative backward error from formula
655 * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
656 * where abs(Z) is the componentwise absolute value of the matrix
657 * or vector Z.
658 *
659 * Compute residual RES = B_s - op(A_s) * Y,
660 * op(A) = A, A**T, or A**H depending on TRANS (and type).
661 *
662  CALL dcopy( n, b( 1, j ), 1, res, 1 )
663  CALL dgemv( trans, n, n, -1.0d+0, a, lda, y(1,j), 1, 1.0d+0,
664  $ res, 1 )
665 
666  DO i = 1, n
667  ayb( i ) = abs( b( i, j ) )
668  END DO
669 *
670 * Compute abs(op(A_s))*abs(Y) + abs(B_s).
671 *
672  CALL dla_geamv ( trans_type, n, n, 1.0d+0,
673  $ a, lda, y(1, j), 1, 1.0d+0, ayb, 1 )
674 
675  CALL dla_lin_berr ( n, n, 1, res, ayb, berr_out( j ) )
676 *
677 * End of loop for each RHS.
678 *
679  END DO
680 *
681  RETURN
682 *
683 * End of DLA_GERFSX_EXTENDED
684 *
685  END
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
character *1 function chla_transtype(TRANS)
CHLA_TRANSTYPE
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:82
subroutine daxpy(N, DA, DX, INCX, DY, INCY)
DAXPY
Definition: daxpy.f:89
subroutine dgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DGEMV
Definition: dgemv.f:156
subroutine dla_gerfsx_extended(PREC_TYPE, TRANS_TYPE, 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)
DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matric...
subroutine dgetrs(TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
DGETRS
Definition: dgetrs.f:121
subroutine dla_geamv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds.
Definition: dla_geamv.f:174
subroutine dla_lin_berr(N, NZ, NRHS, RES, AYB, BERR)
DLA_LIN_BERR computes a component-wise relative backward error.
Definition: dla_lin_berr.f:101
subroutine dla_wwaddw(N, X, Y, W)
DLA_WWADDW adds a vector into a doubled-single vector.
Definition: dla_wwaddw.f:81