/*! \file Copyright (c) 2003, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from U.S. Dept. of Energy) All rights reserved. The source code is distributed under BSD license, see the file License.txt at the top-level directory. */ #include #include "slu_mt_sdefs.h" void sgsrfs(trans_t trans, SuperMatrix *A, SuperMatrix *L, SuperMatrix *U, int_t *perm_r, int_t *perm_c, equed_t equed, float *R, float *C, SuperMatrix *B, SuperMatrix *X, float *ferr, float *berr, Gstat_t *Gstat, int_t *info) { /* * -- SuperLU MT routine (version 2.0) -- * Lawrence Berkeley National Lab, Univ. of California Berkeley, * and Xerox Palo Alto Research Center. * September 10, 2007 * * * Purpose * ======= * * sgsrfs improves the computed solution to a system of linear * equations and provides error bounds and backward error estimates for * the solution. * * See supermatrix.h for the definition of 'SuperMatrix' structure. * * Arguments * ========= * * trans (input) trans_t * Specifies the form of the system of equations: * = NOTRANS: A * X = B (No transpose) * = TRANS: A**T * X = B (Transpose) * = CONJ: A**H * X = B (Conjugate transpose = Transpose) * * A (input) SuperMatrix* * The original matrix A in the system, or the scaled A if * equilibration was done. The type of A can be: * Stype = NC, Dtype = _D, Mtype = GE. * * L (input) SuperMatrix* * The factor L from the factorization Pr*A*Pc=L*U. Use * compressed row subscripts storage for supernodes, * i.e., L has types: Stype = SCP, Dtype = _D, Mtype = TRLU. * * U (input) SuperMatrix* * The factor U from the factorization Pr*A*Pc=L*U as computed by * dgstrf(). Use column-wise storage scheme, * i.e., U has types: Stype = NCP, Dtype = _D, Mtype = TRU. * * perm_r (input) int_t*, dimension (A->nrow) * Row permutation vector, which defines the permutation matrix Pr; * perm_r[i] = j means row i of A is in position j in Pr*A. * * perm_c (input) int_t*, dimension (A->ncol) * Column permutation vector, which defines the * permutation matrix Pc; perm_c[i] = j means column i of A is * in position j in A*Pc. * * equed (input) equed_t * Specifies the form of equilibration that was done. * = NOEQUIL: No equilibration. * = ROW: Row equilibration, i.e., A was premultiplied by diag(R). * = COL: Column equilibration, i.e., A was postmultiplied by * diag(C). * = BOTH: Both row and column equilibration, i.e., A was replaced * by diag(R)*A*diag(C). * * R (input) double*, dimension (A->nrow) * The row scale factors for A. * If equed = ROW or BOTH, A is premultiplied by diag(R). * If equed = NOEQUIL or COL, R is not accessed. * * C (input) double*, dimension (A->ncol) * The column scale factors for A. * If equed = COL or BOTH, A is postmultiplied by diag(C). * If equed = NOEQUIL or ROW, C is not accessed. * * B (input) SuperMatrix* * B has types: Stype = DN, Dtype = _D, Mtype = GE. * The right hand side matrix B. * * X (input/output) SuperMatrix* * X has types: Stype = DN, Dtype = _D, Mtype = GE. * On entry, the solution matrix X, as computed by dgstrs(). * On exit, the improved solution matrix X. * * FERR (output) double*, dimension (B->ncol) * 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*, dimension (B->ncol) * 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). * * info (output) int_t* * = 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. * */ #define ITMAX 5 /* Table of constant values */ int ione = 1, nrow = A->nrow; float ndone = -1.; float done = 1.; /* Local variables */ NCformat *Astore; float *Aval; SuperMatrix Bjcol; DNformat *Bstore, *Xstore, *Bjcol_store; float *Bmat, *Xmat, *Bptr, *Xptr; int_t kase; float safe1, safe2; int_t j, k, irow, nz, count, notran, rowequ, colequ; int i; int_t ldb, ldx, nrhs; float s, xk, lstres, eps, safmin; char transc[1]; trans_t transt; float *work; float *rwork; int_t *iwork; extern double slamch_(char *); extern int_t slacon_(int_t *, float *, float *, int_t *, float *, int_t *); #ifdef _CRAY extern int SCOPY(int *, float *, int *, float *, int *); extern int SSAXPY(int *, float *, float *, int *, float *, int *); #else extern int scopy_(int *, float *, int *, float *, int *); extern int saxpy_(int *, float *, float *, int *, float *, int *); #endif Astore = A->Store; Aval = Astore->nzval; Bstore = B->Store; Xstore = X->Store; Bmat = Bstore->nzval; Xmat = Xstore->nzval; ldb = Bstore->lda; ldx = Xstore->lda; nrhs = B->ncol; /* Test the input parameters */ *info = 0; notran = (trans == NOTRANS); if ( !notran && trans != TRANS && trans != CONJ ) *info = -1; else if ( A->nrow != A->ncol || A->nrow < 0 || A->Stype != SLU_NC || A->Dtype != SLU_S || A->Mtype != SLU_GE ) *info = -2; else if ( L->nrow != L->ncol || L->nrow < 0 || L->Stype != SLU_SCP || L->Dtype != SLU_S || L->Mtype != SLU_TRLU ) *info = -3; else if ( U->nrow != U->ncol || U->nrow < 0 || U->Stype != SLU_NCP || U->Dtype != SLU_S || U->Mtype != SLU_TRU ) *info = -4; else if ( ldb < SUPERLU_MAX(0, A->nrow) || B->Stype != SLU_DN || B->Dtype != SLU_S || B->Mtype != SLU_GE ) *info = -10; else if ( ldx < SUPERLU_MAX(0, A->nrow) || X->Stype != SLU_DN || X->Dtype != SLU_S || X->Mtype != SLU_GE ) *info = -11; if (*info != 0) { i = -(*info); xerbla_("sgsrfs", &i); return; } /* Quick return if possible */ if ( A->nrow == 0 || nrhs == 0) { for (j = 0; j < nrhs; ++j) { ferr[j] = 0.; berr[j] = 0.; } return; } rowequ = (equed == ROW) || (equed == BOTH); colequ = (equed == COL) || (equed == BOTH); /* Allocate working space */ work = floatMalloc(2*A->nrow); rwork = (float *) SUPERLU_MALLOC( (size_t) A->nrow * sizeof(float) ); iwork = intMalloc(2*A->nrow); if ( !work || !rwork || !iwork ) SUPERLU_ABORT("Malloc fails for work/rwork/iwork."); if ( notran ) { *(unsigned char *)transc = 'N'; transt = TRANS; } else { *(unsigned char *)transc = 'T'; transt = NOTRANS; } /* NZ = maximum number of nonzero elements in each row of A, plus 1 */ nz = A->ncol + 1; eps = slamch_("Epsilon"); safmin = slamch_("Safe minimum"); /* Set SAFE1 essentially to be the underflow threshold times the number of additions in each row. */ safe1 = nz * safmin; safe2 = safe1 / eps; /* Compute the number of nonzeros in each row (or column) of A */ for (i = 0; i < A->nrow; ++i) iwork[i] = 0; if ( notran ) { for (k = 0; k < A->ncol; ++k) for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) ++iwork[Astore->rowind[i]]; } else { for (k = 0; k < A->ncol; ++k) iwork[k] = Astore->colptr[k+1] - Astore->colptr[k]; } /* Copy one column of RHS B into Bjcol. */ Bjcol.Stype = B->Stype; Bjcol.Dtype = B->Dtype; Bjcol.Mtype = B->Mtype; Bjcol.nrow = B->nrow; Bjcol.ncol = 1; Bjcol.Store = (void *) SUPERLU_MALLOC( sizeof(DNformat) ); if ( !Bjcol.Store ) SUPERLU_ABORT("SUPERLU_MALLOC fails for Bjcol.Store"); Bjcol_store = Bjcol.Store; Bjcol_store->lda = ldb; Bjcol_store->nzval = work; /* address aliasing */ /* Do for each right hand side ... */ for (j = 0; j < nrhs; ++j) { count = 0; lstres = 3.; Bptr = &Bmat[j*ldb]; Xptr = &Xmat[j*ldx]; while (1) { /* 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. */ #ifdef _CRAY SCOPY(&nrow, Bptr, &ione, work, &ione); #else scopy_(&nrow, Bptr, &ione, work, &ione); #endif sp_sgemv(transc, ndone, A, Xptr, ione, done, work, ione); /* 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 component of the numerator before dividing. */ for (i = 0; i < A->nrow; ++i) rwork[i] = fabs( Bptr[i] ); /* Compute abs(op(A))*abs(X) + abs(B). */ if (notran) { for (k = 0; k < A->ncol; ++k) { xk = fabs( Xptr[k] ); for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) rwork[Astore->rowind[i]] += fabs(Aval[i]) * xk; } } else { for (k = 0; k < A->ncol; ++k) { s = 0.; for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) { irow = Astore->rowind[i]; s += fabs(Aval[i]) * fabs(Xptr[irow]); } rwork[k] += s; } } s = 0.; for (i = 0; i < A->nrow; ++i) { if (rwork[i] > safe2) { s = SUPERLU_MAX( s, fabs(work[i]) / rwork[i] ); } else if ( rwork[i] != 0.0 ) { s = SUPERLU_MAX( s, (fabs(work[i]) + safe1) / rwork[i] ); } /* If rwork[i] is exactly 0.0, then we know the true residual also must be exactly 0.0. */ } 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] > eps && berr[j] * 2. <= lstres && count < ITMAX) { /* Update solution and try again. */ sgstrs (trans, L, U, perm_r, perm_c, &Bjcol, Gstat, info); #ifdef _CRAY SAXPY(&nrow, &done, work, &ione, &Xmat[j*ldx], &ione); #else saxpy_(&nrow, &done, work, &ione, &Xmat[j*ldx], &ione); #endif lstres = berr[j]; ++count; } else { break; } } /* end while */ /* 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 SLACON 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) ))) */ for (i = 0; i < A->nrow; ++i) rwork[i] = fabs( Bptr[i] ); /* Compute abs(op(A))*abs(X) + abs(B). */ if ( notran ) { for (k = 0; k < A->ncol; ++k) { xk = fabs( Xptr[k] ); for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) rwork[Astore->rowind[i]] += fabs(Aval[i]) * xk; } } else { for (k = 0; k < A->ncol; ++k) { s = 0.; for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) { irow = Astore->rowind[i]; xk = fabs( Xptr[irow] ); s += fabs(Aval[i]) * xk; } rwork[k] += s; } } for (i = 0; i < A->nrow; ++i) if (rwork[i] > safe2) rwork[i] = fabs(work[i]) + (iwork[i]+1)*eps*rwork[i]; else rwork[i] = fabs(work[i])+(iwork[i]+1)*eps*rwork[i]+safe1; kase = 0; do { slacon_(&A->nrow, &work[A->nrow], work, &iwork[A->nrow], &ferr[j], &kase); if (kase == 0) break; if (kase == 1) { /* Multiply by diag(W)*inv(op(A)**T)*(diag(C) or diag(R)). */ if ( notran && colequ ) for (i = 0; i < A->ncol; ++i) work[i] *= C[i]; else if ( !notran && rowequ ) for (i = 0; i < A->nrow; ++i) work[i] *= R[i]; sgstrs (transt, L, U, perm_r, perm_c, &Bjcol, Gstat, info); for (i = 0; i < A->nrow; ++i) work[i] *= rwork[i]; } else { /* Multiply by (diag(C) or diag(R))*inv(op(A))*diag(W). */ for (i = 0; i < A->nrow; ++i) work[i] *= rwork[i]; sgstrs (trans, L, U, perm_r, perm_c, &Bjcol, Gstat, info); if ( notran && colequ ) for (i = 0; i < A->ncol; ++i) work[i] *= C[i]; else if ( !notran && rowequ ) for (i = 0; i < A->ncol; ++i) work[i] *= R[i]; } } while ( kase != 0 ); /* Normalize error. */ lstres = 0.; if ( notran && colequ ) { for (i = 0; i < A->nrow; ++i) lstres = SUPERLU_MAX( lstres, C[i] * fabs( Xptr[i]) ); } else if ( !notran && rowequ ) { for (i = 0; i < A->nrow; ++i) lstres = SUPERLU_MAX( lstres, R[i] * fabs( Xptr[i]) ); } else { for (i = 0; i < A->nrow; ++i) lstres = SUPERLU_MAX( lstres, fabs( Xptr[i]) ); } if ( lstres != 0. ) ferr[j] /= lstres; } /* for each RHS j ... */ SUPERLU_FREE(work); SUPERLU_FREE(rwork); SUPERLU_FREE(iwork); SUPERLU_FREE(Bjcol.Store); return; } /* sgsrfs */