/* zherfs.f -- translated by f2c (version 20061008).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "f2c.h"
#include "blaswrap.h"
/* Table of constant values */
static doublecomplex c_b1 = {1.,0.};
static integer c__1 = 1;
/* Subroutine */ int zherfs_(char *uplo, integer *n, integer *nrhs,
doublecomplex *a, integer *lda, doublecomplex *af, integer *ldaf,
integer *ipiv, doublecomplex *b, integer *ldb, doublecomplex *x,
integer *ldx, doublereal *ferr, doublereal *berr, doublecomplex *work,
doublereal *rwork, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
x_offset, i__1, i__2, i__3, i__4, i__5;
doublereal d__1, d__2, d__3, d__4;
doublecomplex z__1;
/* Builtin functions */
double d_imag(doublecomplex *);
/* Local variables */
integer i__, j, k;
doublereal s, xk;
integer nz;
doublereal eps;
integer kase;
doublereal safe1, safe2;
extern logical lsame_(char *, char *);
integer isave[3], count;
extern /* Subroutine */ int zhemv_(char *, integer *, doublecomplex *,
doublecomplex *, integer *, doublecomplex *, integer *,
doublecomplex *, doublecomplex *, integer *);
logical upper;
extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *,
doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *,
doublecomplex *, integer *, doublecomplex *, integer *), zlacn2_(
integer *, doublecomplex *, doublecomplex *, doublereal *,
integer *, integer *);
extern doublereal dlamch_(char *);
doublereal safmin;
extern /* Subroutine */ int xerbla_(char *, integer *);
doublereal lstres;
extern /* Subroutine */ int zhetrs_(char *, integer *, integer *,
doublecomplex *, integer *, integer *, doublecomplex *, integer *,
integer *);
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* ZHERFS improves the computed solution to a system of linear */
/* equations when the coefficient matrix is Hermitian indefinite, and */
/* provides error bounds and backward error estimates for the solution. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* = 'U': Upper triangle of A is stored; */
/* = 'L': Lower triangle of A is stored. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* NRHS (input) INTEGER */
/* The number of right hand sides, i.e., the number of columns */
/* of the matrices B and X. NRHS >= 0. */
/* A (input) COMPLEX*16 array, dimension (LDA,N) */
/* The Hermitian 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. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* AF (input) COMPLEX*16 array, dimension (LDAF,N) */
/* The factored form of the matrix A. AF contains the block */
/* diagonal matrix D and the multipliers used to obtain the */
/* factor U or L from the factorization A = U*D*U**H or */
/* A = L*D*L**H as computed by ZHETRF. */
/* LDAF (input) INTEGER */
/* The leading dimension of the array AF. LDAF >= max(1,N). */
/* IPIV (input) INTEGER array, dimension (N) */
/* Details of the interchanges and the block structure of D */
/* as determined by ZHETRF. */
/* B (input) COMPLEX*16 array, dimension (LDB,NRHS) */
/* The right hand side matrix B. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,N). */
/* X (input/output) COMPLEX*16 array, dimension (LDX,NRHS) */
/* On entry, the solution matrix X, as computed by ZHETRS. */
/* On exit, the improved solution matrix X. */
/* LDX (input) INTEGER */
/* The leading dimension of the array X. LDX >= max(1,N). */
/* FERR (output) 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. */
/* BERR (output) 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). */
/* WORK (workspace) COMPLEX*16 array, dimension (2*N) */
/* RWORK (workspace) DOUBLE PRECISION array, dimension (N) */
/* INFO (output) INTEGER */
/* = 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. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Statement Functions .. */
/* .. */
/* .. Statement Function definitions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
af_dim1 = *ldaf;
af_offset = 1 + af_dim1;
af -= af_offset;
--ipiv;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
x_dim1 = *ldx;
x_offset = 1 + x_dim1;
x -= x_offset;
--ferr;
--berr;
--work;
--rwork;
/* Function Body */
*info = 0;
upper = lsame_(uplo, "U");
if (! upper && ! lsame_(uplo, "L")) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*nrhs < 0) {
*info = -3;
} else if (*lda < max(1,*n)) {
*info = -5;
} else if (*ldaf < max(1,*n)) {
*info = -7;
} else if (*ldb < max(1,*n)) {
*info = -10;
} else if (*ldx < max(1,*n)) {
*info = -12;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZHERFS", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0 || *nrhs == 0) {
i__1 = *nrhs;
for (j = 1; j <= i__1; ++j) {
ferr[j] = 0.;
berr[j] = 0.;
/* L10: */
}
return 0;
}
/* 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 */
i__1 = *nrhs;
for (j = 1; j <= i__1; ++j) {
count = 1;
lstres = 3.;
L20:
/* Loop until stopping criterion is satisfied. */
/* Compute residual R = B - A * X */
zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
z__1.r = -1., z__1.i = -0.;
zhemv_(uplo, n, &z__1, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, &
c_b1, &work[1], &c__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. */
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
i__3 = i__ + j * b_dim1;
rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = d_imag(&b[
i__ + j * b_dim1]), abs(d__2));
/* L30: */
}
/* Compute abs(A)*abs(X) + abs(B). */
if (upper) {
i__2 = *n;
for (k = 1; k <= i__2; ++k) {
s = 0.;
i__3 = k + j * x_dim1;
xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[k + j *
x_dim1]), abs(d__2));
i__3 = k - 1;
for (i__ = 1; i__ <= i__3; ++i__) {
i__4 = i__ + k * a_dim1;
rwork[i__] += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 =
d_imag(&a[i__ + k * a_dim1]), abs(d__2))) * xk;
i__4 = i__ + k * a_dim1;
i__5 = i__ + j * x_dim1;
s += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 = d_imag(&a[
i__ + k * a_dim1]), abs(d__2))) * ((d__3 = x[i__5]
.r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j *
x_dim1]), abs(d__4)));
/* L40: */
}
i__3 = k + k * a_dim1;
rwork[k] = rwork[k] + (d__1 = a[i__3].r, abs(d__1)) * xk + s;
/* L50: */
}
} else {
i__2 = *n;
for (k = 1; k <= i__2; ++k) {
s = 0.;
i__3 = k + j * x_dim1;
xk = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[k + j *
x_dim1]), abs(d__2));
i__3 = k + k * a_dim1;
rwork[k] += (d__1 = a[i__3].r, abs(d__1)) * xk;
i__3 = *n;
for (i__ = k + 1; i__ <= i__3; ++i__) {
i__4 = i__ + k * a_dim1;
rwork[i__] += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 =
d_imag(&a[i__ + k * a_dim1]), abs(d__2))) * xk;
i__4 = i__ + k * a_dim1;
i__5 = i__ + j * x_dim1;
s += ((d__1 = a[i__4].r, abs(d__1)) + (d__2 = d_imag(&a[
i__ + k * a_dim1]), abs(d__2))) * ((d__3 = x[i__5]
.r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j *
x_dim1]), abs(d__4)));
/* L60: */
}
rwork[k] += s;
/* L70: */
}
}
s = 0.;
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
if (rwork[i__] > safe2) {
/* Computing MAX */
i__3 = i__;
d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 =
d_imag(&work[i__]), abs(d__2))) / rwork[i__];
s = max(d__3,d__4);
} else {
/* Computing MAX */
i__3 = i__;
d__3 = s, d__4 = ((d__1 = work[i__3].r, abs(d__1)) + (d__2 =
d_imag(&work[i__]), abs(d__2)) + safe1) / (rwork[i__]
+ safe1);
s = max(d__3,d__4);
}
/* L80: */
}
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 <= 5) {
/* Update solution and try again. */
zhetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[1],
n, info);
zaxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1);
lstres = berr[j];
++count;
goto L20;
}
/* 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 ZLACN2 to estimate the infinity-norm of the matrix */
/* inv(A) * diag(W), */
/* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
if (rwork[i__] > safe2) {
i__3 = i__;
rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 =
d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__]
;
} else {
i__3 = i__;
rwork[i__] = (d__1 = work[i__3].r, abs(d__1)) + (d__2 =
d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__]
+ safe1;
}
/* L90: */
}
kase = 0;
L100:
zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
if (kase != 0) {
if (kase == 1) {
/* Multiply by diag(W)*inv(A'). */
zhetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
1], n, info);
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
i__3 = i__;
i__4 = i__;
i__5 = i__;
z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4]
* work[i__5].i;
work[i__3].r = z__1.r, work[i__3].i = z__1.i;
/* L110: */
}
} else if (kase == 2) {
/* Multiply by inv(A)*diag(W). */
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
i__3 = i__;
i__4 = i__;
i__5 = i__;
z__1.r = rwork[i__4] * work[i__5].r, z__1.i = rwork[i__4]
* work[i__5].i;
work[i__3].r = z__1.r, work[i__3].i = z__1.i;
/* L120: */
}
zhetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
1], n, info);
}
goto L100;
}
/* Normalize error. */
lstres = 0.;
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
i__3 = i__ + j * x_dim1;
d__3 = lstres, d__4 = (d__1 = x[i__3].r, abs(d__1)) + (d__2 =
d_imag(&x[i__ + j * x_dim1]), abs(d__2));
lstres = max(d__3,d__4);
/* L130: */
}
if (lstres != 0.) {
ferr[j] /= lstres;
}
/* L140: */
}
return 0;
/* End of ZHERFS */
} /* zherfs_ */