*> \brief \b DPORFS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DPORFS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, * LDX, FERR, BERR, WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), * $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DPORFS improves the computed solution to a system of linear *> equations when the coefficient matrix is symmetric positive definite, *> 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] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The symmetric matrix A. If UPLO = 'U', the leading N-by-N *> upper triangular part of A contains the upper triangular part *> of the matrix A, and the strictly lower triangular part of A *> is not referenced. If UPLO = 'L', the leading N-by-N lower *> triangular part of A contains the lower triangular part of *> the matrix A, and the strictly upper triangular part of A is *> not referenced. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] AF *> \verbatim *> AF is DOUBLE PRECISION array, dimension (LDAF,N) *> The triangular factor U or L from the Cholesky factorization *> A = U**T*U or A = L*L**T, as computed by DPOTRF. *> \endverbatim *> *> \param[in] LDAF *> \verbatim *> LDAF is INTEGER *> The leading dimension of the array AF. LDAF >= max(1,N). *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (LDX,NRHS) *> On entry, the solution matrix X, as computed by DPOTRS. *> 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (3*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER 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. * *> \ingroup doublePOcomputational * * ===================================================================== SUBROUTINE DPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, $ LDX, FERR, BERR, WORK, IWORK, INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER ITMAX PARAMETER ( ITMAX = 5 ) DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) DOUBLE PRECISION TWO PARAMETER ( TWO = 2.0D+0 ) DOUBLE PRECISION THREE PARAMETER ( THREE = 3.0D+0 ) * .. * .. Local Scalars .. LOGICAL UPPER INTEGER COUNT, I, J, K, KASE, NZ DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Subroutines .. EXTERNAL DAXPY, DCOPY, DLACN2, DPOTRS, DSYMV, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH EXTERNAL LSAME, DLAMCH * .. * .. 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( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -9 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -11 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DPORFS', -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 = DLAMCH( 'Epsilon' ) SAFMIN = DLAMCH( '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 DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 ) CALL DSYMV( UPLO, N, -ONE, A, LDA, X( 1, J ), 1, ONE, $ WORK( N+1 ), 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 WORK( I ) = ABS( B( I, J ) ) 30 CONTINUE * * Compute abs(A)*abs(X) + abs(B). * IF( UPPER ) THEN DO 50 K = 1, N S = ZERO XK = ABS( X( K, J ) ) DO 40 I = 1, K - 1 WORK( I ) = WORK( I ) + ABS( A( I, K ) )*XK S = S + ABS( A( I, K ) )*ABS( X( I, J ) ) 40 CONTINUE WORK( K ) = WORK( K ) + ABS( A( K, K ) )*XK + S 50 CONTINUE ELSE DO 70 K = 1, N S = ZERO XK = ABS( X( K, J ) ) WORK( K ) = WORK( K ) + ABS( A( K, K ) )*XK DO 60 I = K + 1, N WORK( I ) = WORK( I ) + ABS( A( I, K ) )*XK S = S + ABS( A( I, K ) )*ABS( X( I, J ) ) 60 CONTINUE WORK( K ) = WORK( K ) + S 70 CONTINUE END IF S = ZERO DO 80 I = 1, N IF( WORK( I ).GT.SAFE2 ) THEN S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) ) ELSE S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) / $ ( WORK( 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 DPOTRS( UPLO, N, 1, AF, LDAF, WORK( N+1 ), N, INFO ) CALL DAXPY( N, ONE, WORK( N+1 ), 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 DLACN2 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( WORK( I ).GT.SAFE2 ) THEN WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) ELSE WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1 END IF 90 CONTINUE * KASE = 0 100 CONTINUE CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ), $ KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.1 ) THEN * * Multiply by diag(W)*inv(A**T). * CALL DPOTRS( UPLO, N, 1, AF, LDAF, WORK( N+1 ), N, INFO ) DO 110 I = 1, N WORK( N+I ) = WORK( I )*WORK( N+I ) 110 CONTINUE ELSE IF( KASE.EQ.2 ) THEN * * Multiply by inv(A)*diag(W). * DO 120 I = 1, N WORK( N+I ) = WORK( I )*WORK( N+I ) 120 CONTINUE CALL DPOTRS( UPLO, N, 1, AF, LDAF, WORK( N+1 ), N, INFO ) END IF GO TO 100 END IF * * Normalize error. * LSTRES = ZERO DO 130 I = 1, N LSTRES = MAX( LSTRES, ABS( X( I, J ) ) ) 130 CONTINUE IF( LSTRES.NE.ZERO ) $ FERR( J ) = FERR( J ) / LSTRES * 140 CONTINUE * RETURN * * End of DPORFS * END