Beispiel #1
0
/* Subroutine */ int zhpcon_(char *uplo, integer *n, doublecomplex *ap, 
	integer *ipiv, doublereal *anorm, doublereal *rcond, doublecomplex *
	work, integer *info)
{
    /* System generated locals */
    integer i__1, i__2;

    /* Local variables */
    integer i__, ip, kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *), xerbla_(
	    char *, integer *);
    doublereal ainvnm;
    extern /* Subroutine */ int zhptrs_(char *, integer *, integer *, 
	    doublecomplex *, 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 */
/*  ======= */

/*  ZHPCON estimates the reciprocal of the condition number of a complex */
/*  Hermitian packed matrix A using the factorization A = U*D*U**H or */
/*  A = L*D*L**H computed by ZHPTRF. */

/*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the details of the factorization are stored */
/*          as an upper or lower triangular matrix. */
/*          = 'U':  Upper triangular, form is A = U*D*U**H; */
/*          = 'L':  Lower triangular, form is A = L*D*L**H. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The block diagonal matrix D and the multipliers used to */
/*          obtain the factor U or L as computed by ZHPTRF, stored as a */
/*          packed triangular matrix. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          Details of the interchanges and the block structure of D */
/*          as determined by ZHPTRF. */

/*  ANORM   (input) DOUBLE PRECISION */
/*          The 1-norm of the original matrix A. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an */
/*          estimate of the 1-norm of inv(A) computed in this routine. */

/*  WORK    (workspace) COMPLEX*16 array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --work;
    --ipiv;
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*anorm < 0.) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZHPCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm <= 0.) {
	return 0;
    }

/*     Check that the diagonal matrix D is nonsingular. */

    if (upper) {

/*        Upper triangular storage: examine D from bottom to top */

	ip = *n * (*n + 1) / 2;
	for (i__ = *n; i__ >= 1; --i__) {
	    i__1 = ip;
	    if (ipiv[i__] > 0 && (ap[i__1].r == 0. && ap[i__1].i == 0.)) {
		return 0;
	    }
	    ip -= i__;
/* L10: */
	}
    } else {

/*        Lower triangular storage: examine D from top to bottom. */

	ip = 1;
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    i__2 = ip;
	    if (ipiv[i__] > 0 && (ap[i__2].r == 0. && ap[i__2].i == 0.)) {
		return 0;
	    }
	    ip = ip + *n - i__ + 1;
/* L20: */
	}
    }

/*     Estimate the 1-norm of the inverse. */

    kase = 0;
L30:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {

/*        Multiply by inv(L*D*L') or inv(U*D*U'). */

	zhptrs_(uplo, n, &c__1, &ap[1], &ipiv[1], &work[1], n, info);
	goto L30;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

    return 0;

/*     End of ZHPCON */

} /* zhpcon_ */
Beispiel #2
0
doublereal zla_gercond_c__(char *trans, integer *n, doublecomplex *a, integer 
	*lda, doublecomplex *af, integer *ldaf, integer *ipiv, doublereal *
	c__, logical *capply, integer *info, doublecomplex *work, doublereal *
	rwork, ftnlen trans_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2, i__3, i__4;
    doublereal ret_val, d__1, d__2;
    doublecomplex z__1;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    integer i__, j;
    doublereal tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    doublereal anorm;
    extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *), xerbla_(
	    char *, integer *);
    doublereal ainvnm;
    extern /* Subroutine */ int zgetrs_(char *, integer *, integer *, 
	    doublecomplex *, integer *, integer *, doublecomplex *, integer *, 
	     integer *);
    logical notrans;


/*     -- LAPACK routine (version 3.2.1)                                 -- */
/*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
/*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
/*     -- April 2009                                                   -- */

/*     -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/*     -- Univ. of California Berkeley and NAG Ltd.                    -- */

/*     .. */
/*     .. Scalar Aguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*     ZLA_GERCOND_C computes the infinity norm condition number of */
/*     op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector. */

/*  Arguments */
/*  ========= */

/*     TRANS   (input) CHARACTER*1 */
/*     Specifies the form of the system of equations: */
/*       = 'N':  A * X = B     (No transpose) */
/*       = 'T':  A**T * X = B  (Transpose) */
/*       = 'C':  A**H * X = B  (Conjugate Transpose = Transpose) */

/*     N       (input) INTEGER */
/*     The number of linear equations, i.e., the order of the */
/*     matrix A.  N >= 0. */

/*     A       (input) COMPLEX*16 array, dimension (LDA,N) */
/*     On entry, the N-by-N matrix A */

/*     LDA     (input) INTEGER */
/*     The leading dimension of the array A.  LDA >= max(1,N). */

/*     AF      (input) COMPLEX*16 array, dimension (LDAF,N) */
/*     The factors L and U from the factorization */
/*     A = P*L*U as computed by ZGETRF. */

/*     LDAF    (input) INTEGER */
/*     The leading dimension of the array AF.  LDAF >= max(1,N). */

/*     IPIV    (input) INTEGER array, dimension (N) */
/*     The pivot indices from the factorization A = P*L*U */
/*     as computed by ZGETRF; row i of the matrix was interchanged */
/*     with row IPIV(i). */

/*     C       (input) DOUBLE PRECISION array, dimension (N) */
/*     The vector C in the formula op(A) * inv(diag(C)). */

/*     CAPPLY  (input) LOGICAL */
/*     If .TRUE. then access the vector C in the formula above. */

/*     INFO    (output) INTEGER */
/*       = 0:  Successful exit. */
/*     i > 0:  The ith argument is invalid. */

/*     WORK    (input) COMPLEX*16 array, dimension (2*N). */
/*     Workspace. */

/*     RWORK   (input) DOUBLE PRECISION array, dimension (N). */
/*     Workspace. */

/*  ===================================================================== */

/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function Definitions .. */
/*     .. */
/*     .. Executable Statements .. */
    /* 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;
    --c__;
    --work;
    --rwork;

    /* Function Body */
    ret_val = 0.;

    *info = 0;
    notrans = lsame_(trans, "N");
    if (! notrans && ! lsame_(trans, "T") && ! lsame_(
	    trans, "C")) {
    } else if (*n < 0) {
	*info = -2;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZLA_GERCOND_C", &i__1);
	return ret_val;
    }

/*     Compute norm of op(A)*op2(C). */

    anorm = 0.;
    if (notrans) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
	    if (*capply) {
		i__2 = *n;
		for (j = 1; j <= i__2; ++j) {
		    i__3 = i__ + j * a_dim1;
		    tmp += ((d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
			    i__ + j * a_dim1]), abs(d__2))) / c__[j];
		}
	    } else {
		i__2 = *n;
		for (j = 1; j <= i__2; ++j) {
		    i__3 = i__ + j * a_dim1;
		    tmp += (d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
			    i__ + j * a_dim1]), abs(d__2));
		}
	    }
	    rwork[i__] = tmp;
	    anorm = max(anorm,tmp);
	}
    } else {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
	    if (*capply) {
		i__2 = *n;
		for (j = 1; j <= i__2; ++j) {
		    i__3 = j + i__ * a_dim1;
		    tmp += ((d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
			    j + i__ * a_dim1]), abs(d__2))) / c__[j];
		}
	    } else {
		i__2 = *n;
		for (j = 1; j <= i__2; ++j) {
		    i__3 = j + i__ * a_dim1;
		    tmp += (d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
			    j + i__ * a_dim1]), abs(d__2));
		}
	    }
	    rwork[i__] = tmp;
	    anorm = max(anorm,tmp);
	}
    }

/*     Quick return if possible. */

    if (*n == 0) {
	ret_val = 1.;
	return ret_val;
    } else if (anorm == 0.) {
	return ret_val;
    }

/*     Estimate the norm of inv(op(A)). */

    ainvnm = 0.;

    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == 2) {

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }

	    if (notrans) {
		zgetrs_("No transpose", n, &c__1, &af[af_offset], ldaf, &ipiv[
			1], &work[1], n, info);
	    } else {
		zgetrs_("Conjugate transpose", n, &c__1, &af[af_offset], ldaf, 
			 &ipiv[1], &work[1], n, info);
	    }

/*           Multiply by inv(C). */

	    if (*capply) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    i__2 = i__;
		    i__3 = i__;
		    i__4 = i__;
		    z__1.r = c__[i__4] * work[i__3].r, z__1.i = c__[i__4] * 
			    work[i__3].i;
		    work[i__2].r = z__1.r, work[i__2].i = z__1.i;
		}
	    }
	} else {

/*           Multiply by inv(C'). */

	    if (*capply) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    i__2 = i__;
		    i__3 = i__;
		    i__4 = i__;
		    z__1.r = c__[i__4] * work[i__3].r, z__1.i = c__[i__4] * 
			    work[i__3].i;
		    work[i__2].r = z__1.r, work[i__2].i = z__1.i;
		}
	    }

	    if (notrans) {
		zgetrs_("Conjugate transpose", n, &c__1, &af[af_offset], ldaf, 
			 &ipiv[1], &work[1], n, info);
	    } else {
		zgetrs_("No transpose", n, &c__1, &af[af_offset], ldaf, &ipiv[
			1], &work[1], n, info);
	    }

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }
	}
	goto L10;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	ret_val = 1. / ainvnm;
    }

    return ret_val;

} /* zla_gercond_c__ */
Beispiel #3
0
/* Subroutine */ int zgbrfs_(char *trans, integer *n, integer *kl, integer *
	ku, integer *nrhs, doublecomplex *ab, integer *ldab, doublecomplex *
	afb, integer *ldafb, integer *ipiv, doublecomplex *b, integer *ldb, 
	doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, 
	doublecomplex *work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, b_dim1, b_offset, 
	    x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5, i__6, i__7;
    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;
    integer kk;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Subroutine */ int zgbmv_(char *, integer *, integer *, integer *
, integer *, doublecomplex *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, doublecomplex *, 
	    integer *);
    integer count;
    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 *);
    logical notran;
    char transn[1], transt[1];
    doublereal lstres;
    extern /* Subroutine */ int zgbtrs_(char *, integer *, integer *, 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 */
/*  ======= */

/*  ZGBRFS improves the computed solution to a system of linear */
/*  equations when the coefficient matrix is banded, and provides */
/*  error bounds and backward error estimates for the solution. */

/*  Arguments */
/*  ========= */

/*  TRANS   (input) CHARACTER*1 */
/*          Specifies the form of the system of equations: */
/*          = 'N':  A * X = B     (No transpose) */
/*          = 'T':  A**T * X = B  (Transpose) */
/*          = 'C':  A**H * X = B  (Conjugate transpose) */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KL      (input) INTEGER */
/*          The number of subdiagonals within the band of A.  KL >= 0. */

/*  KU      (input) INTEGER */
/*          The number of superdiagonals within the band of A.  KU >= 0. */

/*  NRHS    (input) INTEGER */
/*          The number of right hand sides, i.e., the number of columns */
/*          of the matrices B and X.  NRHS >= 0. */

/*  AB      (input) COMPLEX*16 array, dimension (LDAB,N) */
/*          The original band matrix A, stored in rows 1 to KL+KU+1. */
/*          The j-th column of A is stored in the j-th column of the */
/*          array AB as follows: */
/*          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl). */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KL+KU+1. */

/*  AFB     (input) COMPLEX*16 array, dimension (LDAFB,N) */
/*          Details of the LU factorization of the band matrix A, as */
/*          computed by ZGBTRF.  U is stored as an upper triangular band */
/*          matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and */
/*          the multipliers used during the factorization are stored in */
/*          rows KL+KU+2 to 2*KL+KU+1. */

/*  LDAFB   (input) INTEGER */
/*          The leading dimension of the array AFB.  LDAFB >= 2*KL*KU+1. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          The pivot indices from ZGBTRF; for 1<=i<=N, row i of the */
/*          matrix was interchanged with row IPIV(i). */

/*  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 ZGBTRS. */
/*          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 */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1;
    afb -= afb_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;
    notran = lsame_(trans, "N");
    if (! notran && ! lsame_(trans, "T") && ! lsame_(
	    trans, "C")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*kl < 0) {
	*info = -3;
    } else if (*ku < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldab < *kl + *ku + 1) {
	*info = -7;
    } else if (*ldafb < (*kl << 1) + *ku + 1) {
	*info = -9;
    } else if (*ldb < max(1,*n)) {
	*info = -12;
    } else if (*ldx < max(1,*n)) {
	*info = -14;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZGBRFS", &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;
    }

    if (notran) {
	*(unsigned char *)transn = 'N';
	*(unsigned char *)transt = 'C';
    } else {
	*(unsigned char *)transn = 'C';
	*(unsigned char *)transt = 'N';
    }

/*     NZ = maximum number of nonzero elements in each row of A, plus 1 */

/* Computing MIN */
    i__1 = *kl + *ku + 2, i__2 = *n + 1;
    nz = min(i__1,i__2);
    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 - op(A) * X, */
/*        where op(A) = A, A**T, or A**H, depending on TRANS. */

	zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
	z__1.r = -1., z__1.i = -0.;
	zgbmv_(trans, n, n, kl, ku, &z__1, &ab[ab_offset], ldab, &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(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 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(op(A))*abs(X) + abs(B). */

	if (notran) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		kk = *ku + 1 - k;
		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));
/* Computing MAX */
		i__3 = 1, i__4 = k - *ku;
/* Computing MIN */
		i__6 = *n, i__7 = k + *kl;
		i__5 = min(i__6,i__7);
		for (i__ = max(i__3,i__4); i__ <= i__5; ++i__) {
		    i__3 = kk + i__ + k * ab_dim1;
		    rwork[i__] += ((d__1 = ab[i__3].r, abs(d__1)) + (d__2 = 
			    d_imag(&ab[kk + i__ + k * ab_dim1]), abs(d__2))) *
			     xk;
/* L40: */
		}
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.;
		kk = *ku + 1 - k;
/* Computing MAX */
		i__5 = 1, i__3 = k - *ku;
/* Computing MIN */
		i__6 = *n, i__7 = k + *kl;
		i__4 = min(i__6,i__7);
		for (i__ = max(i__5,i__3); i__ <= i__4; ++i__) {
		    i__5 = kk + i__ + k * ab_dim1;
		    i__3 = i__ + j * x_dim1;
		    s += ((d__1 = ab[i__5].r, abs(d__1)) + (d__2 = d_imag(&ab[
			    kk + i__ + k * ab_dim1]), abs(d__2))) * ((d__3 = 
			    x[i__3].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__4 = i__;
		d__3 = s, d__4 = ((d__1 = work[i__4].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__4 = i__;
		d__3 = s, d__4 = ((d__1 = work[i__4].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. */

	    zgbtrs_(trans, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &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(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 ZLACN2 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) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
		i__4 = i__;
		rwork[i__] = (d__1 = work[i__4].r, abs(d__1)) + (d__2 = 
			d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__]
			;
	    } else {
		i__4 = i__;
		rwork[i__] = (d__1 = work[i__4].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(op(A)**H). */

		zgbtrs_(transt, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &
			ipiv[1], &work[1], n, info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__4 = i__;
		    i__5 = i__;
		    i__3 = i__;
		    z__1.r = rwork[i__5] * work[i__3].r, z__1.i = rwork[i__5] 
			    * work[i__3].i;
		    work[i__4].r = z__1.r, work[i__4].i = z__1.i;
/* L110: */
		}
	    } else {

/*              Multiply by inv(op(A))*diag(W). */

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__4 = i__;
		    i__5 = i__;
		    i__3 = i__;
		    z__1.r = rwork[i__5] * work[i__3].r, z__1.i = rwork[i__5] 
			    * work[i__3].i;
		    work[i__4].r = z__1.r, work[i__4].i = z__1.i;
/* L120: */
		}
		zgbtrs_(transn, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &
			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__4 = i__ + j * x_dim1;
	    d__3 = lstres, d__4 = (d__1 = x[i__4].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 ZGBRFS */

} /* zgbrfs_ */
Beispiel #4
0
/* Subroutine */ int zgecon_(char *norm, integer *n, doublecomplex *a, 
	integer *lda, doublereal *anorm, doublereal *rcond, doublecomplex *
	work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1;
    doublereal d__1, d__2;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    doublereal sl;
    integer ix;
    doublereal su;
    integer kase, kase1;
    doublereal scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal ainvnm;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    logical onenrm;
    extern /* Subroutine */ int zdrscl_(integer *, doublereal *, 
	    doublecomplex *, integer *);
    char normin[1];
    doublereal smlnum;
    extern /* Subroutine */ int zlatrs_(char *, char *, char *, char *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, 
	    doublereal *, doublereal *, 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 */
/*  ======= */

/*  ZGECON estimates the reciprocal of the condition number of a general */
/*  complex matrix A, in either the 1-norm or the infinity-norm, using */
/*  the LU factorization computed by ZGETRF. */

/*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/*  condition number is computed as */
/*     RCOND = 1 / ( norm(A) * norm(inv(A)) ). */

/*  Arguments */
/*  ========= */

/*  NORM    (input) CHARACTER*1 */
/*          Specifies whether the 1-norm condition number or the */
/*          infinity-norm condition number is required: */
/*          = '1' or 'O':  1-norm; */
/*          = 'I':         Infinity-norm. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  A       (input) COMPLEX*16 array, dimension (LDA,N) */
/*          The factors L and U from the factorization A = P*L*U */
/*          as computed by ZGETRF. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  ANORM   (input) DOUBLE PRECISION */
/*          If NORM = '1' or 'O', the 1-norm of the original matrix A. */
/*          If NORM = 'I', the infinity-norm of the original matrix A. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(norm(A) * norm(inv(A))). */

/*  WORK    (workspace) COMPLEX*16 array, dimension (2*N) */

/*  RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic 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;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
    if (! onenrm && ! lsame_(norm, "I")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*n)) {
	*info = -4;
    } else if (*anorm < 0.) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZGECON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm == 0.) {
	return 0;
    }

    smlnum = dlamch_("Safe minimum");

/*     Estimate the norm of inv(A). */

    ainvnm = 0.;
    *(unsigned char *)normin = 'N';
    if (onenrm) {
	kase1 = 1;
    } else {
	kase1 = 2;
    }
    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == kase1) {

/*           Multiply by inv(L). */

	    zlatrs_("Lower", "No transpose", "Unit", normin, n, &a[a_offset], 
		    lda, &work[1], &sl, &rwork[1], info);

/*           Multiply by inv(U). */

	    zlatrs_("Upper", "No transpose", "Non-unit", normin, n, &a[
		    a_offset], lda, &work[1], &su, &rwork[*n + 1], info);
	} else {

/*           Multiply by inv(U'). */

	    zlatrs_("Upper", "Conjugate transpose", "Non-unit", normin, n, &a[
		    a_offset], lda, &work[1], &su, &rwork[*n + 1], info);

/*           Multiply by inv(L'). */

	    zlatrs_("Lower", "Conjugate transpose", "Unit", normin, n, &a[
		    a_offset], lda, &work[1], &sl, &rwork[1], info);
	}

/*        Divide X by 1/(SL*SU) if doing so will not cause overflow. */

	scale = sl * su;
	*(unsigned char *)normin = 'Y';
	if (scale != 1.) {
	    ix = izamax_(n, &work[1], &c__1);
	    i__1 = ix;
	    if (scale < ((d__1 = work[i__1].r, abs(d__1)) + (d__2 = d_imag(&
		    work[ix]), abs(d__2))) * smlnum || scale == 0.) {
		goto L20;
	    }
	    zdrscl_(n, &scale, &work[1], &c__1);
	}
	goto L10;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

L20:
    return 0;

/*     End of ZGECON */

} /* zgecon_ */
Beispiel #5
0
/* Subroutine */ int ztpcon_(char *norm, char *uplo, char *diag, integer *n, 
	doublecomplex *ap, doublereal *rcond, doublecomplex *work, doublereal 
	*rwork, integer *info)
{
    /* System generated locals */
    integer i__1;
    doublereal d__1, d__2;

    /* Local variables */
    integer ix, kase, kase1;
    doublereal scale;
    integer isave[3];
    doublereal anorm;
    logical upper;
    doublereal xnorm;
    doublereal ainvnm;
    logical onenrm;
    char normin[1];
    doublereal smlnum;
    logical nounit;

/*  -- LAPACK routine (version 3.2) -- */
/*     November 2006 */

/*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

/*  Purpose */
/*  ======= */

/*  ZTPCON estimates the reciprocal of the condition number of a packed */
/*  triangular matrix A, in either the 1-norm or the infinity-norm. */

/*  The norm of A is computed and an estimate is obtained for */
/*  norm(inv(A)), then the reciprocal of the condition number is */
/*  computed as */
/*     RCOND = 1 / ( norm(A) * norm(inv(A)) ). */

/*  Arguments */
/*  ========= */

/*  NORM    (input) CHARACTER*1 */
/*          Specifies whether the 1-norm condition number or the */
/*          infinity-norm condition number is required: */
/*          = '1' or 'O':  1-norm; */
/*          = 'I':         Infinity-norm. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  A is upper triangular; */
/*          = 'L':  A is lower triangular. */

/*  DIAG    (input) CHARACTER*1 */
/*          = 'N':  A is non-unit triangular; */
/*          = 'U':  A is unit triangular. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The upper or lower triangular matrix A, packed columnwise in */
/*          a linear array.  The j-th column of A is stored in the array */
/*          AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/*          If DIAG = 'U', the diagonal elements of A are not referenced */
/*          and are assumed to be 1. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(norm(A) * norm(inv(A))). */

/*  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 */

/*  ===================================================================== */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --rwork;
    --work;
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
    nounit = lsame_(diag, "N");

    if (! onenrm && ! lsame_(norm, "I")) {
	*info = -1;
    } else if (! upper && ! lsame_(uplo, "L")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTPCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*rcond = 1.;
	return 0;
    }

    *rcond = 0.;
    smlnum = dlamch_("Safe minimum") * (doublereal) max(1,*n);

/*     Compute the norm of the triangular matrix A. */

    anorm = zlantp_(norm, uplo, diag, n, &ap[1], &rwork[1]);

/*     Continue only if ANORM > 0. */

    if (anorm > 0.) {

/*        Estimate the norm of the inverse of A. */

	ainvnm = 0.;
	*(unsigned char *)normin = 'N';
	if (onenrm) {
	    kase1 = 1;
	} else {
	    kase1 = 2;
	}
	kase = 0;
L10:
	zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
	if (kase != 0) {
	    if (kase == kase1) {

/*              Multiply by inv(A). */

		zlatps_(uplo, "No transpose", diag, normin, n, &ap[1], &work[
			1], &scale, &rwork[1], info);
	    } else {

/*              Multiply by inv(A'). */

		zlatps_(uplo, "Conjugate transpose", diag, normin, n, &ap[1], 
			&work[1], &scale, &rwork[1], info);
	    }
	    *(unsigned char *)normin = 'Y';

/*           Multiply by 1/SCALE if doing so will not cause overflow. */

	    if (scale != 1.) {
		ix = izamax_(n, &work[1], &c__1);
		i__1 = ix;
		xnorm = (d__1 = work[i__1].r, abs(d__1)) + (d__2 = d_imag(&
			work[ix]), abs(d__2));
		if (scale < xnorm * smlnum || scale == 0.) {
		    goto L20;
		}
		zdrscl_(n, &scale, &work[1], &c__1);
	    }
	    goto L10;
	}

/*        Compute the estimate of the reciprocal condition number. */

	if (ainvnm != 0.) {
	    *rcond = 1. / anorm / ainvnm;
	}
    }

L20:
    return 0;

/*     End of ZTPCON */

} /* ztpcon_ */
Beispiel #6
0
 int ztbcon_(char *norm, char *uplo, char *diag, int *n, 
	int *kd, doublecomplex *ab, int *ldab, double *rcond, 
	doublecomplex *work, double *rwork, int *info)
{
    /* System generated locals */
    int ab_dim1, ab_offset, i__1;
    double d__1, d__2;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    int ix, kase, kase1;
    double scale;
    extern int lsame_(char *, char *);
    int isave[3];
    double anorm;
    int upper;
    double xnorm;
    extern  int zlacn2_(int *, doublecomplex *, 
	    doublecomplex *, double *, int *, int *);
    extern double dlamch_(char *);
    extern  int xerbla_(char *, int *);
    double ainvnm;
    extern int izamax_(int *, doublecomplex *, int *);
    extern double zlantb_(char *, char *, char *, int *, int *, 
	    doublecomplex *, int *, double *);
    int onenrm;
    extern  int zlatbs_(char *, char *, char *, char *, 
	    int *, int *, doublecomplex *, int *, doublecomplex *, 
	     double *, double *, int *), zdrscl_(int *, double *, doublecomplex *, 
	    int *);
    char normin[1];
    double smlnum;
    int nounit;


/*  -- 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 */
/*  ======= */

/*  ZTBCON estimates the reciprocal of the condition number of a */
/*  triangular band matrix A, in either the 1-norm or the infinity-norm. */

/*  The norm of A is computed and an estimate is obtained for */
/*  norm(inv(A)), then the reciprocal of the condition number is */
/*  computed as */
/*     RCOND = 1 / ( norm(A) * norm(inv(A)) ). */

/*  Arguments */
/*  ========= */

/*  NORM    (input) CHARACTER*1 */
/*          Specifies whether the 1-norm condition number or the */
/*          infinity-norm condition number is required: */
/*          = '1' or 'O':  1-norm; */
/*          = 'I':         Infinity-norm. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  A is upper triangular; */
/*          = 'L':  A is lower triangular. */

/*  DIAG    (input) CHARACTER*1 */
/*          = 'N':  A is non-unit triangular; */
/*          = 'U':  A is unit triangular. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KD      (input) INTEGER */
/*          The number of superdiagonals or subdiagonals of the */
/*          triangular band matrix A.  KD >= 0. */

/*  AB      (input) COMPLEX*16 array, dimension (LDAB,N) */
/*          The upper or lower triangular band matrix A, stored in the */
/*          first kd+1 rows of the array. The j-th column of A is stored */
/*          in the j-th column of the array AB as follows: */
/*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for MAX(1,j-kd)<=i<=j; */
/*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=MIN(n,j+kd). */
/*          If DIAG = 'U', the diagonal elements of A are not referenced */
/*          and are assumed to be 1. */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KD+1. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(norm(A) * norm(inv(A))). */

/*  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 */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
    nounit = lsame_(diag, "N");

    if (! onenrm && ! lsame_(norm, "I")) {
	*info = -1;
    } else if (! upper && ! lsame_(uplo, "L")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*kd < 0) {
	*info = -5;
    } else if (*ldab < *kd + 1) {
	*info = -7;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTBCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	*rcond = 1.;
	return 0;
    }

    *rcond = 0.;
    smlnum = dlamch_("Safe minimum") * (double) MAX(*n,1);

/*     Compute the 1-norm of the triangular matrix A or A'. */

    anorm = zlantb_(norm, uplo, diag, n, kd, &ab[ab_offset], ldab, &rwork[1]);

/*     Continue only if ANORM > 0. */

    if (anorm > 0.) {

/*        Estimate the 1-norm of the inverse of A. */

	ainvnm = 0.;
	*(unsigned char *)normin = 'N';
	if (onenrm) {
	    kase1 = 1;
	} else {
	    kase1 = 2;
	}
	kase = 0;
L10:
	zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
	if (kase != 0) {
	    if (kase == kase1) {

/*              Multiply by inv(A). */

		zlatbs_(uplo, "No transpose", diag, normin, n, kd, &ab[
			ab_offset], ldab, &work[1], &scale, &rwork[1], info);
	    } else {

/*              Multiply by inv(A'). */

		zlatbs_(uplo, "Conjugate transpose", diag, normin, n, kd, &ab[
			ab_offset], ldab, &work[1], &scale, &rwork[1], info);
	    }
	    *(unsigned char *)normin = 'Y';

/*           Multiply by 1/SCALE if doing so will not cause overflow. */

	    if (scale != 1.) {
		ix = izamax_(n, &work[1], &c__1);
		i__1 = ix;
		xnorm = (d__1 = work[i__1].r, ABS(d__1)) + (d__2 = d_imag(&
			work[ix]), ABS(d__2));
		if (scale < xnorm * smlnum || scale == 0.) {
		    goto L20;
		}
		zdrscl_(n, &scale, &work[1], &c__1);
	    }
	    goto L10;
	}

/*        Compute the estimate of the reciprocal condition number. */

	if (ainvnm != 0.) {
	    *rcond = 1. / anorm / ainvnm;
	}
    }

L20:
    return 0;

/*     End of ZTBCON */

} /* ztbcon_ */
doublereal zla_porcond_c__(char *uplo, integer *n, doublecomplex *a, integer *
                           lda, doublecomplex *af, integer *ldaf, doublereal *c__, logical *
                           capply, integer *info, doublecomplex *work, doublereal *rwork, ftnlen
                           uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2, i__3, i__4;
    doublereal ret_val, d__1, d__2;
    doublecomplex z__1;

    /* Local variables */
    integer i__, j;
    logical up;
    doublereal tmp;
    integer kase;
    integer isave[3];
    doublereal anorm;
    doublereal ainvnm;

    /*     -- LAPACK routine (version 3.2.1)                                 -- */
    /*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
    /*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
    /*     -- April 2009                                                   -- */

    /*     -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /*     -- Univ. of California Berkeley and NAG Ltd.                    -- */

    /*  Purpose */
    /*  ======= */

    /*     ZLA_PORCOND_C Computes the infinity norm condition number of */
    /*     op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector */

    /*  Arguments */
    /*  ========= */

    /*     UPLO    (input) CHARACTER*1 */
    /*       = 'U':  Upper triangle of A is stored; */
    /*       = 'L':  Lower triangle of A is stored. */

    /*     N       (input) INTEGER */
    /*     The number of linear equations, i.e., the order of the */
    /*     matrix A.  N >= 0. */

    /*     A       (input) COMPLEX*16 array, dimension (LDA,N) */
    /*     On entry, the N-by-N matrix A */

    /*     LDA     (input) INTEGER */
    /*     The leading dimension of the array A.  LDA >= max(1,N). */

    /*     AF      (input) COMPLEX*16 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 ZPOTRF. */

    /*     LDAF    (input) INTEGER */
    /*     The leading dimension of the array AF.  LDAF >= max(1,N). */

    /*     C       (input) DOUBLE PRECISION array, dimension (N) */
    /*     The vector C in the formula op(A) * inv(diag(C)). */

    /*     CAPPLY  (input) LOGICAL */
    /*     If .TRUE. then access the vector C in the formula above. */

    /*     INFO    (output) INTEGER */
    /*       = 0:  Successful exit. */
    /*     i > 0:  The ith argument is invalid. */

    /*     WORK    (input) COMPLEX*16 array, dimension (2*N). */
    /*     Workspace. */

    /*     RWORK   (input) DOUBLE PRECISION array, dimension (N). */
    /*     Workspace. */

    /*  ===================================================================== */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --c__;
    --work;
    --rwork;

    /* Function Body */
    ret_val = 0.;

    *info = 0;
    if (*n < 0) {
        *info = -2;
    }
    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("ZLA_PORCOND_C", &i__1);
        return ret_val;
    }
    up = FALSE_;
    if (lsame_(uplo, "U")) {
        up = TRUE_;
    }

    /*     Compute norm of op(A)*op2(C). */

    anorm = 0.;
    if (up) {
        i__1 = *n;
        for (i__ = 1; i__ <= i__1; ++i__) {
            tmp = 0.;
            if (*capply) {
                i__2 = i__;
                for (j = 1; j <= i__2; ++j) {
                    i__3 = j + i__ * a_dim1;
                    tmp += ((d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                                j + i__ * a_dim1]), abs(d__2))) / c__[j];
                }
                i__2 = *n;
                for (j = i__ + 1; j <= i__2; ++j) {
                    i__3 = i__ + j * a_dim1;
                    tmp += ((d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                                i__ + j * a_dim1]), abs(d__2))) / c__[j];
                }
            } else {
                i__2 = i__;
                for (j = 1; j <= i__2; ++j) {
                    i__3 = j + i__ * a_dim1;
                    tmp += (d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                            j + i__ * a_dim1]), abs(d__2));
                }
                i__2 = *n;
                for (j = i__ + 1; j <= i__2; ++j) {
                    i__3 = i__ + j * a_dim1;
                    tmp += (d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                            i__ + j * a_dim1]), abs(d__2));
                }
            }
            rwork[i__] = tmp;
            anorm = max(anorm,tmp);
        }
    } else {
        i__1 = *n;
        for (i__ = 1; i__ <= i__1; ++i__) {
            tmp = 0.;
            if (*capply) {
                i__2 = i__;
                for (j = 1; j <= i__2; ++j) {
                    i__3 = i__ + j * a_dim1;
                    tmp += ((d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                                i__ + j * a_dim1]), abs(d__2))) / c__[j];
                }
                i__2 = *n;
                for (j = i__ + 1; j <= i__2; ++j) {
                    i__3 = j + i__ * a_dim1;
                    tmp += ((d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                                j + i__ * a_dim1]), abs(d__2))) / c__[j];
                }
            } else {
                i__2 = i__;
                for (j = 1; j <= i__2; ++j) {
                    i__3 = i__ + j * a_dim1;
                    tmp += (d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                            i__ + j * a_dim1]), abs(d__2));
                }
                i__2 = *n;
                for (j = i__ + 1; j <= i__2; ++j) {
                    i__3 = j + i__ * a_dim1;
                    tmp += (d__1 = a[i__3].r, abs(d__1)) + (d__2 = d_imag(&a[
                            j + i__ * a_dim1]), abs(d__2));
                }
            }
            rwork[i__] = tmp;
            anorm = max(anorm,tmp);
        }
    }

    /*     Quick return if possible. */

    if (*n == 0) {
        ret_val = 1.;
        return ret_val;
    } else if (anorm == 0.) {
        return ret_val;
    }

    /*     Estimate the norm of inv(op(A)). */

    ainvnm = 0.;

    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
        if (kase == 2) {

            /*           Multiply by R. */

            i__1 = *n;
            for (i__ = 1; i__ <= i__1; ++i__) {
                i__2 = i__;
                i__3 = i__;
                i__4 = i__;
                z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] *
                         work[i__3].i;
                work[i__2].r = z__1.r, work[i__2].i = z__1.i;
            }

            if (up) {
                zpotrs_("U", n, &c__1, &af[af_offset], ldaf, &work[1], n,
                        info);
            } else {
                zpotrs_("L", n, &c__1, &af[af_offset], ldaf, &work[1], n,
                        info);
            }

            /*           Multiply by inv(C). */

            if (*capply) {
                i__1 = *n;
                for (i__ = 1; i__ <= i__1; ++i__) {
                    i__2 = i__;
                    i__3 = i__;
                    i__4 = i__;
                    z__1.r = c__[i__4] * work[i__3].r, z__1.i = c__[i__4] *
                             work[i__3].i;
                    work[i__2].r = z__1.r, work[i__2].i = z__1.i;
                }
            }
        } else {

            /*           Multiply by inv(C'). */

            if (*capply) {
                i__1 = *n;
                for (i__ = 1; i__ <= i__1; ++i__) {
                    i__2 = i__;
                    i__3 = i__;
                    i__4 = i__;
                    z__1.r = c__[i__4] * work[i__3].r, z__1.i = c__[i__4] *
                             work[i__3].i;
                    work[i__2].r = z__1.r, work[i__2].i = z__1.i;
                }
            }

            if (up) {
                zpotrs_("U", n, &c__1, &af[af_offset], ldaf, &work[1], n,
                        info);
            } else {
                zpotrs_("L", n, &c__1, &af[af_offset], ldaf, &work[1], n,
                        info);
            }

            /*           Multiply by R. */

            i__1 = *n;
            for (i__ = 1; i__ <= i__1; ++i__) {
                i__2 = i__;
                i__3 = i__;
                i__4 = i__;
                z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] *
                         work[i__3].i;
                work[i__2].r = z__1.r, work[i__2].i = z__1.i;
            }
        }
        goto L10;
    }

    /*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
        ret_val = 1. / ainvnm;
    }

    return ret_val;

} /* zla_porcond_c__ */
doublereal zla_gbrcond_x__(char *trans, integer *n, integer *kl, integer *ku, 
	doublecomplex *ab, integer *ldab, doublecomplex *afb, integer *ldafb, 
	integer *ipiv, doublecomplex *x, integer *info, doublecomplex *work, 
	doublereal *rwork, ftnlen trans_len)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, i__1, i__2, i__3, i__4;
    doublereal ret_val, d__1, d__2;
    doublecomplex z__1, z__2;

    /* Builtin functions */
    double d_imag(doublecomplex *);
    void z_div(doublecomplex *, doublecomplex *, doublecomplex *);

    /* Local variables */
    integer i__, j, kd, ke;
    doublereal tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    doublereal anorm;
    extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *), xerbla_(
	    char *, integer *);
    doublereal ainvnm;
    extern /* Subroutine */ int zgbtrs_(char *, integer *, integer *, integer 
	    *, integer *, doublecomplex *, integer *, integer *, 
	    doublecomplex *, integer *, integer *);
    logical notrans;


/*     -- LAPACK routine (version 3.2.1)                               -- */
/*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
/*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
/*     -- April 2009                                                   -- */

/*     -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/*     -- Univ. of California Berkeley and NAG Ltd.                    -- */

/*     .. */
/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */


/*  Purpose */
/*  ======= */

/*     ZLA_GBRCOND_X Computes the infinity norm condition number of */
/*     op(A) * diag(X) where X is a COMPLEX*16 vector. */

/*  Arguments */
/*  ========= */

/*     TRANS   (input) CHARACTER*1 */
/*     Specifies the form of the system of equations: */
/*       = 'N':  A * X = B     (No transpose) */
/*       = 'T':  A**T * X = B  (Transpose) */
/*       = 'C':  A**H * X = B  (Conjugate Transpose = Transpose) */

/*     N       (input) INTEGER */
/*     The number of linear equations, i.e., the order of the */
/*     matrix A.  N >= 0. */

/*     KL      (input) INTEGER */
/*     The number of subdiagonals within the band of A.  KL >= 0. */

/*     KU      (input) INTEGER */
/*     The number of superdiagonals within the band of A.  KU >= 0. */

/*     AB      (input) COMPLEX*16 array, dimension (LDAB,N) */
/*     On entry, the matrix A in band storage, in rows 1 to KL+KU+1. */
/*     The j-th column of A is stored in the j-th column of the */
/*     array AB as follows: */
/*     AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) */

/*     LDAB    (input) INTEGER */
/*     The leading dimension of the array AB.  LDAB >= KL+KU+1. */

/*     AFB     (input) COMPLEX*16 array, dimension (LDAFB,N) */
/*     Details of the LU factorization of the band matrix A, as */
/*     computed by ZGBTRF.  U is stored as an upper triangular */
/*     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, */
/*     and the multipliers used during the factorization are stored */
/*     in rows KL+KU+2 to 2*KL+KU+1. */

/*     LDAFB   (input) INTEGER */
/*     The leading dimension of the array AFB.  LDAFB >= 2*KL+KU+1. */

/*     IPIV    (input) INTEGER array, dimension (N) */
/*     The pivot indices from the factorization A = P*L*U */
/*     as computed by ZGBTRF; row i of the matrix was interchanged */
/*     with row IPIV(i). */

/*     X       (input) COMPLEX*16 array, dimension (N) */
/*     The vector X in the formula op(A) * diag(X). */

/*     INFO    (output) INTEGER */
/*       = 0:  Successful exit. */
/*     i > 0:  The ith argument is invalid. */

/*     WORK    (input) COMPLEX*16 array, dimension (2*N). */
/*     Workspace. */

/*     RWORK   (input) DOUBLE PRECISION array, dimension (N). */
/*     Workspace. */

/*  ===================================================================== */

/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function Definitions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1;
    afb -= afb_offset;
    --ipiv;
    --x;
    --work;
    --rwork;

    /* Function Body */
    ret_val = 0.;

    *info = 0;
    notrans = lsame_(trans, "N");
    if (! notrans && ! lsame_(trans, "T") && ! lsame_(
	    trans, "C")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*kl < 0 || *kl > *n - 1) {
	*info = -3;
    } else if (*ku < 0 || *ku > *n - 1) {
	*info = -4;
    } else if (*ldab < *kl + *ku + 1) {
	*info = -6;
    } else if (*ldafb < (*kl << 1) + *ku + 1) {
	*info = -8;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZLA_GBRCOND_X", &i__1);
	return ret_val;
    }

/*     Compute norm of op(A)*op2(C). */

    kd = *ku + 1;
    ke = *kl + 1;
    anorm = 0.;
    if (notrans) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
/* Computing MAX */
	    i__2 = i__ - *kl;
/* Computing MIN */
	    i__4 = i__ + *ku;
	    i__3 = min(i__4,*n);
	    for (j = max(i__2,1); j <= i__3; ++j) {
		i__2 = kd + i__ - j + j * ab_dim1;
		i__4 = j;
		z__2.r = ab[i__2].r * x[i__4].r - ab[i__2].i * x[i__4].i, 
			z__2.i = ab[i__2].r * x[i__4].i + ab[i__2].i * x[i__4]
			.r;
		z__1.r = z__2.r, z__1.i = z__2.i;
		tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), 
			abs(d__2));
	    }
	    rwork[i__] = tmp;
	    anorm = max(anorm,tmp);
	}
    } else {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
/* Computing MAX */
	    i__3 = i__ - *kl;
/* Computing MIN */
	    i__4 = i__ + *ku;
	    i__2 = min(i__4,*n);
	    for (j = max(i__3,1); j <= i__2; ++j) {
		i__3 = ke - i__ + j + i__ * ab_dim1;
		i__4 = j;
		z__2.r = ab[i__3].r * x[i__4].r - ab[i__3].i * x[i__4].i, 
			z__2.i = ab[i__3].r * x[i__4].i + ab[i__3].i * x[i__4]
			.r;
		z__1.r = z__2.r, z__1.i = z__2.i;
		tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), 
			abs(d__2));
	    }
	    rwork[i__] = tmp;
	    anorm = max(anorm,tmp);
	}
    }

/*     Quick return if possible. */

    if (*n == 0) {
	ret_val = 1.;
	return ret_val;
    } else if (anorm == 0.) {
	return ret_val;
    }

/*     Estimate the norm of inv(op(A)). */

    ainvnm = 0.;

    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == 2) {

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }

	    if (notrans) {
		zgbtrs_("No transpose", n, kl, ku, &c__1, &afb[afb_offset], 
			ldafb, &ipiv[1], &work[1], n, info);
	    } else {
		zgbtrs_("Conjugate transpose", n, kl, ku, &c__1, &afb[
			afb_offset], ldafb, &ipiv[1], &work[1], n, info);
	    }

/*           Multiply by inv(X). */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		z_div(&z__1, &work[i__], &x[i__]);
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }
	} else {

/*           Multiply by inv(X'). */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		z_div(&z__1, &work[i__], &x[i__]);
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }

	    if (notrans) {
		zgbtrs_("Conjugate transpose", n, kl, ku, &c__1, &afb[
			afb_offset], ldafb, &ipiv[1], &work[1], n, info);
	    } else {
		zgbtrs_("No transpose", n, kl, ku, &c__1, &afb[afb_offset], 
			ldafb, &ipiv[1], &work[1], n, info);
	    }

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }
	}
	goto L10;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	ret_val = 1. / ainvnm;
    }

    return ret_val;

} /* zla_gbrcond_x__ */
Beispiel #9
0
/* Subroutine */ int ztrsna_(char *job, char *howmny, logical *select, 
	integer *n, doublecomplex *t, integer *ldt, doublecomplex *vl, 
	integer *ldvl, doublecomplex *vr, integer *ldvr, doublereal *s, 
	doublereal *sep, integer *mm, integer *m, doublecomplex *work, 
	integer *ldwork, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, 
	    work_dim1, work_offset, i__1, i__2, i__3, i__4, i__5;
    doublereal d__1, d__2;
    doublecomplex z__1;

    /* Builtin functions */
    double z_abs(doublecomplex *), d_imag(doublecomplex *);

    /* Local variables */
    integer i__, j, k, ks, ix;
    doublereal eps, est;
    integer kase, ierr;
    doublecomplex prod;
    doublereal lnrm, rnrm, scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    doublecomplex dummy[1];
    logical wants;
    doublereal xnorm;
    extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *), dlabad_(
	    doublereal *, doublereal *);
    extern doublereal dznrm2_(integer *, doublecomplex *, integer *), dlamch_(
	    char *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal bignum;
    logical wantbh;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    logical somcon;
    extern /* Subroutine */ int zdrscl_(integer *, doublereal *, 
	    doublecomplex *, integer *);
    char normin[1];
    extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    doublereal smlnum;
    logical wantsp;
    extern /* Subroutine */ int zlatrs_(char *, char *, char *, char *, 
	    integer *, doublecomplex *, integer *, doublecomplex *, 
	    doublereal *, doublereal *, integer *), ztrexc_(char *, integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *, integer *, 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 */
/*  ======= */

/*  ZTRSNA estimates reciprocal condition numbers for specified */
/*  eigenvalues and/or right eigenvectors of a complex upper triangular */
/*  matrix T (or of any matrix Q*T*Q**H with Q unitary). */

/*  Arguments */
/*  ========= */

/*  JOB     (input) CHARACTER*1 */
/*          Specifies whether condition numbers are required for */
/*          eigenvalues (S) or eigenvectors (SEP): */
/*          = 'E': for eigenvalues only (S); */
/*          = 'V': for eigenvectors only (SEP); */
/*          = 'B': for both eigenvalues and eigenvectors (S and SEP). */

/*  HOWMNY  (input) CHARACTER*1 */
/*          = 'A': compute condition numbers for all eigenpairs; */
/*          = 'S': compute condition numbers for selected eigenpairs */
/*                 specified by the array SELECT. */

/*  SELECT  (input) LOGICAL array, dimension (N) */
/*          If HOWMNY = 'S', SELECT specifies the eigenpairs for which */
/*          condition numbers are required. To select condition numbers */
/*          for the j-th eigenpair, SELECT(j) must be set to .TRUE.. */
/*          If HOWMNY = 'A', SELECT is not referenced. */

/*  N       (input) INTEGER */
/*          The order of the matrix T. N >= 0. */

/*  T       (input) COMPLEX*16 array, dimension (LDT,N) */
/*          The upper triangular matrix T. */

/*  LDT     (input) INTEGER */
/*          The leading dimension of the array T. LDT >= max(1,N). */

/*  VL      (input) COMPLEX*16 array, dimension (LDVL,M) */
/*          If JOB = 'E' or 'B', VL must contain left eigenvectors of T */
/*          (or of any Q*T*Q**H with Q unitary), corresponding to the */
/*          eigenpairs specified by HOWMNY and SELECT. The eigenvectors */
/*          must be stored in consecutive columns of VL, as returned by */
/*          ZHSEIN or ZTREVC. */
/*          If JOB = 'V', VL is not referenced. */

/*  LDVL    (input) INTEGER */
/*          The leading dimension of the array VL. */
/*          LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N. */

/*  VR      (input) COMPLEX*16 array, dimension (LDVR,M) */
/*          If JOB = 'E' or 'B', VR must contain right eigenvectors of T */
/*          (or of any Q*T*Q**H with Q unitary), corresponding to the */
/*          eigenpairs specified by HOWMNY and SELECT. The eigenvectors */
/*          must be stored in consecutive columns of VR, as returned by */
/*          ZHSEIN or ZTREVC. */
/*          If JOB = 'V', VR is not referenced. */

/*  LDVR    (input) INTEGER */
/*          The leading dimension of the array VR. */
/*          LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. */

/*  S       (output) DOUBLE PRECISION array, dimension (MM) */
/*          If JOB = 'E' or 'B', the reciprocal condition numbers of the */
/*          selected eigenvalues, stored in consecutive elements of the */
/*          array. Thus S(j), SEP(j), and the j-th columns of VL and VR */
/*          all correspond to the same eigenpair (but not in general the */
/*          j-th eigenpair, unless all eigenpairs are selected). */
/*          If JOB = 'V', S is not referenced. */

/*  SEP     (output) DOUBLE PRECISION array, dimension (MM) */
/*          If JOB = 'V' or 'B', the estimated reciprocal condition */
/*          numbers of the selected eigenvectors, stored in consecutive */
/*          elements of the array. */
/*          If JOB = 'E', SEP is not referenced. */

/*  MM      (input) INTEGER */
/*          The number of elements in the arrays S (if JOB = 'E' or 'B') */
/*           and/or SEP (if JOB = 'V' or 'B'). MM >= M. */

/*  M       (output) INTEGER */
/*          The number of elements of the arrays S and/or SEP actually */
/*          used to store the estimated condition numbers. */
/*          If HOWMNY = 'A', M is set to N. */

/*  WORK    (workspace) COMPLEX*16 array, dimension (LDWORK,N+6) */
/*          If JOB = 'E', WORK is not referenced. */

/*  LDWORK  (input) INTEGER */
/*          The leading dimension of the array WORK. */
/*          LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. */

/*  RWORK   (workspace) DOUBLE PRECISION array, dimension (N) */
/*          If JOB = 'E', RWORK is not referenced. */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The reciprocal of the condition number of an eigenvalue lambda is */
/*  defined as */

/*          S(lambda) = |v'*u| / (norm(u)*norm(v)) */

/*  where u and v are the right and left eigenvectors of T corresponding */
/*  to lambda; v' denotes the conjugate transpose of v, and norm(u) */
/*  denotes the Euclidean norm. These reciprocal condition numbers always */
/*  lie between zero (very badly conditioned) and one (very well */
/*  conditioned). If n = 1, S(lambda) is defined to be 1. */

/*  An approximate error bound for a computed eigenvalue W(i) is given by */

/*                      EPS * norm(T) / S(i) */

/*  where EPS is the machine precision. */

/*  The reciprocal of the condition number of the right eigenvector u */
/*  corresponding to lambda is defined as follows. Suppose */

/*              T = ( lambda  c  ) */
/*                  (   0    T22 ) */

/*  Then the reciprocal condition number is */

/*          SEP( lambda, T22 ) = sigma-min( T22 - lambda*I ) */

/*  where sigma-min denotes the smallest singular value. We approximate */
/*  the smallest singular value by the reciprocal of an estimate of the */
/*  one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is */
/*  defined to be abs(T(1,1)). */

/*  An approximate error bound for a computed right eigenvector VR(i) */
/*  is given by */

/*                      EPS * norm(T) / SEP(i) */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Decode and test the input parameters */

    /* Parameter adjustments */
    --select;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --s;
    --sep;
    work_dim1 = *ldwork;
    work_offset = 1 + work_dim1;
    work -= work_offset;
    --rwork;

    /* Function Body */
    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;

    somcon = lsame_(howmny, "S");

/*     Set M to the number of eigenpairs for which condition numbers are */
/*     to be computed. */

    if (somcon) {
	*m = 0;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    if (select[j]) {
		++(*m);
	    }
/* L10: */
	}
    } else {
	*m = *n;
    }

    *info = 0;
    if (! wants && ! wantsp) {
	*info = -1;
    } else if (! lsame_(howmny, "A") && ! somcon) {
	*info = -2;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldt < max(1,*n)) {
	*info = -6;
    } else if (*ldvl < 1 || wants && *ldvl < *n) {
	*info = -8;
    } else if (*ldvr < 1 || wants && *ldvr < *n) {
	*info = -10;
    } else if (*mm < *m) {
	*info = -13;
    } else if (*ldwork < 1 || wantsp && *ldwork < *n) {
	*info = -16;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTRSNA", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	if (somcon) {
	    if (! select[1]) {
		return 0;
	    }
	}
	if (wants) {
	    s[1] = 1.;
	}
	if (wantsp) {
	    sep[1] = z_abs(&t[t_dim1 + 1]);
	}
	return 0;
    }

/*     Get machine constants */

    eps = dlamch_("P");
    smlnum = dlamch_("S") / eps;
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);

    ks = 1;
    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {

	if (somcon) {
	    if (! select[k]) {
		goto L50;
	    }
	}

	if (wants) {

/*           Compute the reciprocal condition number of the k-th */
/*           eigenvalue. */

	    zdotc_(&z__1, n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * vl_dim1 + 
		    1], &c__1);
	    prod.r = z__1.r, prod.i = z__1.i;
	    rnrm = dznrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
	    lnrm = dznrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
	    s[ks] = z_abs(&prod) / (rnrm * lnrm);

	}

	if (wantsp) {

/*           Estimate the reciprocal condition number of the k-th */
/*           eigenvector. */

/*           Copy the matrix T to the array WORK and swap the k-th */
/*           diagonal element to the (1,1) position. */

	    zlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset], 
		    ldwork);
	    ztrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, &k, &
		    c__1, &ierr);

/*           Form  C = T22 - lambda*I in WORK(2:N,2:N). */

	    i__2 = *n;
	    for (i__ = 2; i__ <= i__2; ++i__) {
		i__3 = i__ + i__ * work_dim1;
		i__4 = i__ + i__ * work_dim1;
		i__5 = work_dim1 + 1;
		z__1.r = work[i__4].r - work[i__5].r, z__1.i = work[i__4].i - 
			work[i__5].i;
		work[i__3].r = z__1.r, work[i__3].i = z__1.i;
/* L20: */
	    }

/*           Estimate a lower bound for the 1-norm of inv(C'). The 1st */
/*           and (N+1)th columns of WORK are used to store work vectors. */

	    sep[ks] = 0.;
	    est = 0.;
	    kase = 0;
	    *(unsigned char *)normin = 'N';
L30:
	    i__2 = *n - 1;
	    zlacn2_(&i__2, &work[(*n + 1) * work_dim1 + 1], &work[work_offset]
, &est, &kase, isave);

	    if (kase != 0) {
		if (kase == 1) {

/*                 Solve C'*x = scale*b */

		    i__2 = *n - 1;
		    zlatrs_("Upper", "Conjugate transpose", "Nonunit", normin, 
			     &i__2, &work[(work_dim1 << 1) + 2], ldwork, &
			    work[work_offset], &scale, &rwork[1], &ierr);
		} else {

/*                 Solve C*x = scale*b */

		    i__2 = *n - 1;
		    zlatrs_("Upper", "No transpose", "Nonunit", normin, &i__2, 
			     &work[(work_dim1 << 1) + 2], ldwork, &work[
			    work_offset], &scale, &rwork[1], &ierr);
		}
		*(unsigned char *)normin = 'Y';
		if (scale != 1.) {

/*                 Multiply by 1/SCALE if doing so will not cause */
/*                 overflow. */

		    i__2 = *n - 1;
		    ix = izamax_(&i__2, &work[work_offset], &c__1);
		    i__2 = ix + work_dim1;
		    xnorm = (d__1 = work[i__2].r, abs(d__1)) + (d__2 = d_imag(
			    &work[ix + work_dim1]), abs(d__2));
		    if (scale < xnorm * smlnum || scale == 0.) {
			goto L40;
		    }
		    zdrscl_(n, &scale, &work[work_offset], &c__1);
		}
		goto L30;
	    }

	    sep[ks] = 1. / max(est,smlnum);
	}

L40:
	++ks;
L50:
	;
    }
    return 0;

/*     End of ZTRSNA */

} /* ztrsna_ */
Beispiel #10
0
/* Subroutine */ int zpbcon_(char *uplo, integer *n, integer *kd, 
	doublecomplex *ab, integer *ldab, doublereal *anorm, doublereal *
	rcond, doublecomplex *work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, i__1;
    doublereal d__1, d__2;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    integer ix, kase;
    doublereal scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal scalel, scaleu;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal ainvnm;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    extern /* Subroutine */ int zlatbs_(char *, char *, char *, char *, 
	    integer *, integer *, doublecomplex *, integer *, doublecomplex *, 
	     doublereal *, doublereal *, integer *), zdrscl_(integer *, doublereal *, doublecomplex *, 
	    integer *);
    char normin[1];
    doublereal smlnum;


/*  -- LAPACK routine (version 3.1) -- */
/*     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 */
/*  ======= */

/*  ZPBCON estimates the reciprocal of the condition number (in the */
/*  1-norm) of a complex Hermitian positive definite band matrix using */
/*  the Cholesky factorization A = U**H*U or A = L*L**H computed by */
/*  ZPBTRF. */

/*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangular factor stored in AB; */
/*          = 'L':  Lower triangular factor stored in AB. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KD      (input) INTEGER */
/*          The number of superdiagonals of the matrix A if UPLO = 'U', */
/*          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0. */

/*  AB      (input) COMPLEX*16 array, dimension (LDAB,N) */
/*          The triangular factor U or L from the Cholesky factorization */
/*          A = U**H*U or A = L*L**H of the band matrix A, stored in the */
/*          first KD+1 rows of the array.  The j-th column of U or L is */
/*          stored in the j-th column of the array AB as follows: */
/*          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; */
/*          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd). */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KD+1. */

/*  ANORM   (input) DOUBLE PRECISION */
/*          The 1-norm (or infinity-norm) of the Hermitian band matrix A. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an */
/*          estimate of the 1-norm of inv(A) computed in this routine. */

/*  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 */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    --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 (*kd < 0) {
	*info = -3;
    } else if (*ldab < *kd + 1) {
	*info = -5;
    } else if (*anorm < 0.) {
	*info = -6;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZPBCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm == 0.) {
	return 0;
    }

    smlnum = dlamch_("Safe minimum");

/*     Estimate the 1-norm of the inverse. */

    kase = 0;
    *(unsigned char *)normin = 'N';
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (upper) {

/*           Multiply by inv(U'). */

	    zlatbs_("Upper", "Conjugate transpose", "Non-unit", normin, n, kd, 
		     &ab[ab_offset], ldab, &work[1], &scalel, &rwork[1], info);
	    *(unsigned char *)normin = 'Y';

/*           Multiply by inv(U). */

	    zlatbs_("Upper", "No transpose", "Non-unit", normin, n, kd, &ab[
		    ab_offset], ldab, &work[1], &scaleu, &rwork[1], info);
	} else {

/*           Multiply by inv(L). */

	    zlatbs_("Lower", "No transpose", "Non-unit", normin, n, kd, &ab[
		    ab_offset], ldab, &work[1], &scalel, &rwork[1], info);
	    *(unsigned char *)normin = 'Y';

/*           Multiply by inv(L'). */

	    zlatbs_("Lower", "Conjugate transpose", "Non-unit", normin, n, kd, 
		     &ab[ab_offset], ldab, &work[1], &scaleu, &rwork[1], info);
	}

/*        Multiply by 1/SCALE if doing so will not cause overflow. */

	scale = scalel * scaleu;
	if (scale != 1.) {
	    ix = izamax_(n, &work[1], &c__1);
	    i__1 = ix;
	    if (scale < ((d__1 = work[i__1].r, abs(d__1)) + (d__2 = d_imag(&
		    work[ix]), abs(d__2))) * smlnum || scale == 0.) {
		goto L20;
	    }
	    zdrscl_(n, &scale, &work[1], &c__1);
	}
	goto L10;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

L20:

    return 0;

/*     End of ZPBCON */

} /* zpbcon_ */
Beispiel #11
0
 int zgtcon_(char *norm, int *n, doublecomplex *dl, 
	doublecomplex *d__, doublecomplex *du, doublecomplex *du2, int *
	ipiv, double *anorm, double *rcond, doublecomplex *work, 
	int *info)
{
    /* System generated locals */
    int i__1, i__2;

    /* Local variables */
    int i__, kase, kase1;
    extern int lsame_(char *, char *);
    int isave[3];
    extern  int zlacn2_(int *, doublecomplex *, 
	    doublecomplex *, double *, int *, int *), xerbla_(
	    char *, int *);
    double ainvnm;
    int onenrm;
    extern  int zgttrs_(char *, int *, int *, 
	    doublecomplex *, doublecomplex *, doublecomplex *, doublecomplex *
, int *, doublecomplex *, int *, int *);


/*  -- 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 */
/*  ======= */

/*  ZGTCON estimates the reciprocal of the condition number of a complex */
/*  tridiagonal matrix A using the LU factorization as computed by */
/*  ZGTTRF. */

/*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). */

/*  Arguments */
/*  ========= */

/*  NORM    (input) CHARACTER*1 */
/*          Specifies whether the 1-norm condition number or the */
/*          infinity-norm condition number is required: */
/*          = '1' or 'O':  1-norm; */
/*          = 'I':         Infinity-norm. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  DL      (input) COMPLEX*16 array, dimension (N-1) */
/*          The (n-1) multipliers that define the matrix L from the */
/*          LU factorization of A as computed by ZGTTRF. */

/*  D       (input) COMPLEX*16 array, dimension (N) */
/*          The n diagonal elements of the upper triangular matrix U from */
/*          the LU factorization of A. */

/*  DU      (input) COMPLEX*16 array, dimension (N-1) */
/*          The (n-1) elements of the first superdiagonal of U. */

/*  DU2     (input) COMPLEX*16 array, dimension (N-2) */
/*          The (n-2) elements of the second superdiagonal of U. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          The pivot indices; for 1 <= i <= n, row i of the matrix was */
/*          interchanged with row IPIV(i).  IPIV(i) will always be either */
/*          i or i+1; IPIV(i) = i indicates a row interchange was not */
/*          required. */

/*  ANORM   (input) DOUBLE PRECISION */
/*          If NORM = '1' or 'O', the 1-norm of the original matrix A. */
/*          If NORM = 'I', the infinity-norm of the original matrix A. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an */
/*          estimate of the 1-norm of inv(A) computed in this routine. */

/*  WORK    (workspace) COMPLEX*16 array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments. */

    /* Parameter adjustments */
    --work;
    --ipiv;
    --du2;
    --du;
    --d__;
    --dl;

    /* Function Body */
    *info = 0;
    onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
    if (! onenrm && ! lsame_(norm, "I")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*anorm < 0.) {
	*info = -8;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZGTCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm == 0.) {
	return 0;
    }

/*     Check that D(1:N) is non-zero. */

    i__1 = *n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	i__2 = i__;
	if (d__[i__2].r == 0. && d__[i__2].i == 0.) {
	    return 0;
	}
/* L10: */
    }

    ainvnm = 0.;
    if (onenrm) {
	kase1 = 1;
    } else {
	kase1 = 2;
    }
    kase = 0;
L20:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == kase1) {

/*           Multiply by inv(U)*inv(L). */

	    zgttrs_("No transpose", n, &c__1, &dl[1], &d__[1], &du[1], &du2[1]
, &ipiv[1], &work[1], n, info);
	} else {

/*           Multiply by inv(L')*inv(U'). */

	    zgttrs_("Conjugate transpose", n, &c__1, &dl[1], &d__[1], &du[1], 
		    &du2[1], &ipiv[1], &work[1], n, info);
	}
	goto L20;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

    return 0;

/*     End of ZGTCON */

} /* zgtcon_ */
Beispiel #12
0
/* ===================================================================== */
doublereal zla_gbrcond_x_(char *trans, integer *n, integer *kl, integer *ku, doublecomplex *ab, integer *ldab, doublecomplex *afb, integer *ldafb, integer *ipiv, doublecomplex *x, integer *info, doublecomplex *work, doublereal *rwork)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, i__1, i__2, i__3, i__4;
    doublereal ret_val, d__1, d__2;
    doublecomplex z__1, z__2;
    /* Builtin functions */
    double d_imag(doublecomplex *);
    void z_div(doublecomplex *, doublecomplex *, doublecomplex *);
    /* Local variables */
    integer i__, j, kd, ke;
    doublereal tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    doublereal anorm;
    extern /* Subroutine */
    int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *), xerbla_( char *, integer *);
    doublereal ainvnm;
    extern /* Subroutine */
    int zgbtrs_(char *, integer *, integer *, integer *, integer *, doublecomplex *, integer *, integer *, doublecomplex *, integer *, integer *);
    logical notrans;
    /* -- LAPACK computational routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* ===================================================================== */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function Definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1;
    afb -= afb_offset;
    --ipiv;
    --x;
    --work;
    --rwork;
    /* Function Body */
    ret_val = 0.;
    *info = 0;
    notrans = lsame_(trans, "N");
    if (! notrans && ! lsame_(trans, "T") && ! lsame_( trans, "C"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*kl < 0 || *kl > *n - 1)
    {
        *info = -3;
    }
    else if (*ku < 0 || *ku > *n - 1)
    {
        *info = -4;
    }
    else if (*ldab < *kl + *ku + 1)
    {
        *info = -6;
    }
    else if (*ldafb < (*kl << 1) + *ku + 1)
    {
        *info = -8;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZLA_GBRCOND_X", &i__1);
        return ret_val;
    }
    /* Compute norm of op(A)*op2(C). */
    kd = *ku + 1;
    ke = *kl + 1;
    anorm = 0.;
    if (notrans)
    {
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            tmp = 0.;
            /* Computing MAX */
            i__2 = i__ - *kl;
            /* Computing MIN */
            i__4 = i__ + *ku;
            i__3 = min(i__4,*n);
            for (j = max(i__2,1);
                    j <= i__3;
                    ++j)
            {
                i__2 = kd + i__ - j + j * ab_dim1;
                i__4 = j;
                z__2.r = ab[i__2].r * x[i__4].r - ab[i__2].i * x[i__4].i;
                z__2.i = ab[i__2].r * x[i__4].i + ab[i__2].i * x[i__4] .r; // , expr subst
                z__1.r = z__2.r;
                z__1.i = z__2.i; // , expr subst
                tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), abs(d__2));
            }
            rwork[i__] = tmp;
            anorm = max(anorm,tmp);
        }
    }
    else
    {
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            tmp = 0.;
            /* Computing MAX */
            i__3 = i__ - *kl;
            /* Computing MIN */
            i__4 = i__ + *ku;
            i__2 = min(i__4,*n);
            for (j = max(i__3,1);
                    j <= i__2;
                    ++j)
            {
                i__3 = ke - i__ + j + i__ * ab_dim1;
                i__4 = j;
                z__2.r = ab[i__3].r * x[i__4].r - ab[i__3].i * x[i__4].i;
                z__2.i = ab[i__3].r * x[i__4].i + ab[i__3].i * x[i__4] .r; // , expr subst
                z__1.r = z__2.r;
                z__1.i = z__2.i; // , expr subst
                tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), abs(d__2));
            }
            rwork[i__] = tmp;
            anorm = max(anorm,tmp);
        }
    }
    /* Quick return if possible. */
    if (*n == 0)
    {
        ret_val = 1.;
        return ret_val;
    }
    else if (anorm == 0.)
    {
        return ret_val;
    }
    /* Estimate the norm of inv(op(A)). */
    ainvnm = 0.;
    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0)
    {
        if (kase == 2)
        {
            /* Multiply by R. */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                i__2 = i__;
                i__3 = i__;
                i__4 = i__;
                z__1.r = rwork[i__4] * work[i__3].r;
                z__1.i = rwork[i__4] * work[i__3].i; // , expr subst
                work[i__2].r = z__1.r;
                work[i__2].i = z__1.i; // , expr subst
            }
            if (notrans)
            {
                zgbtrs_("No transpose", n, kl, ku, &c__1, &afb[afb_offset], ldafb, &ipiv[1], &work[1], n, info);
            }
            else
            {
                zgbtrs_("Conjugate transpose", n, kl, ku, &c__1, &afb[ afb_offset], ldafb, &ipiv[1], &work[1], n, info);
            }
            /* Multiply by inv(X). */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                i__2 = i__;
                z_div(&z__1, &work[i__], &x[i__]);
                work[i__2].r = z__1.r;
                work[i__2].i = z__1.i; // , expr subst
            }
        }
        else
        {
            /* Multiply by inv(X**H). */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                i__2 = i__;
                z_div(&z__1, &work[i__], &x[i__]);
                work[i__2].r = z__1.r;
                work[i__2].i = z__1.i; // , expr subst
            }
            if (notrans)
            {
                zgbtrs_("Conjugate transpose", n, kl, ku, &c__1, &afb[ afb_offset], ldafb, &ipiv[1], &work[1], n, info);
            }
            else
            {
                zgbtrs_("No transpose", n, kl, ku, &c__1, &afb[afb_offset], ldafb, &ipiv[1], &work[1], n, info);
            }
            /* Multiply by R. */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                i__2 = i__;
                i__3 = i__;
                i__4 = i__;
                z__1.r = rwork[i__4] * work[i__3].r;
                z__1.i = rwork[i__4] * work[i__3].i; // , expr subst
                work[i__2].r = z__1.r;
                work[i__2].i = z__1.i; // , expr subst
            }
        }
        goto L10;
    }
    /* Compute the estimate of the reciprocal condition number. */
    if (ainvnm != 0.)
    {
        ret_val = 1. / ainvnm;
    }
    return ret_val;
}
Beispiel #13
0
/* Subroutine */ int ztrsen_(char *job, char *compq, logical *select, integer 
	*n, doublecomplex *t, integer *ldt, doublecomplex *q, integer *ldq, 
	doublecomplex *w, integer *m, doublereal *s, doublereal *sep, 
	doublecomplex *work, integer *lwork, integer *info)
{
    /* System generated locals */
    integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2, i__3;

    /* Local variables */
    integer k, n1, n2, nn, ks;
    doublereal est;
    integer kase, ierr;
    doublereal scale;
    integer isave[3], lwmin;
    logical wantq, wants;
    doublereal rnorm, rwork[1];
    logical wantbh;
    logical wantsp;
    logical lquery;

/*  -- LAPACK routine (version 3.2) -- */
/*     November 2006 */

/*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

/*  Purpose */
/*  ======= */

/*  ZTRSEN reorders the Schur factorization of a complex matrix */
/*  A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in */
/*  the leading positions on the diagonal of the upper triangular matrix */
/*  T, and the leading columns of Q form an orthonormal basis of the */
/*  corresponding right invariant subspace. */

/*  Optionally the routine computes the reciprocal condition numbers of */
/*  the cluster of eigenvalues and/or the invariant subspace. */

/*  Arguments */
/*  ========= */

/*  JOB     (input) CHARACTER*1 */
/*          Specifies whether condition numbers are required for the */
/*          cluster of eigenvalues (S) or the invariant subspace (SEP): */
/*          = 'N': none; */
/*          = 'E': for eigenvalues only (S); */
/*          = 'V': for invariant subspace only (SEP); */
/*          = 'B': for both eigenvalues and invariant subspace (S and */
/*                 SEP). */

/*  COMPQ   (input) CHARACTER*1 */
/*          = 'V': update the matrix Q of Schur vectors; */
/*          = 'N': do not update Q. */

/*  SELECT  (input) LOGICAL array, dimension (N) */
/*          SELECT specifies the eigenvalues in the selected cluster. To */

/*  N       (input) INTEGER */
/*          The order of the matrix T. N >= 0. */

/*  T       (input/output) COMPLEX*16 array, dimension (LDT,N) */
/*          On entry, the upper triangular matrix T. */
/*          On exit, T is overwritten by the reordered matrix T, with the */
/*          selected eigenvalues as the leading diagonal elements. */

/*  LDT     (input) INTEGER */
/*          The leading dimension of the array T. LDT >= max(1,N). */

/*  Q       (input/output) COMPLEX*16 array, dimension (LDQ,N) */
/*          On entry, if COMPQ = 'V', the matrix Q of Schur vectors. */
/*          On exit, if COMPQ = 'V', Q has been postmultiplied by the */
/*          unitary transformation matrix which reorders T; the leading M */
/*          columns of Q form an orthonormal basis for the specified */
/*          invariant subspace. */
/*          If COMPQ = 'N', Q is not referenced. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of the array Q. */
/*          LDQ >= 1; and if COMPQ = 'V', LDQ >= N. */

/*  W       (output) COMPLEX*16 array, dimension (N) */
/*          The reordered eigenvalues of T, in the same order as they */
/*          appear on the diagonal of T. */

/*  M       (output) INTEGER */
/*          The dimension of the specified invariant subspace. */
/*          0 <= M <= N. */

/*  S       (output) DOUBLE PRECISION */
/*          If JOB = 'E' or 'B', S is a lower bound on the reciprocal */
/*          condition number for the selected cluster of eigenvalues. */
/*          S cannot underestimate the true reciprocal condition number */
/*          by more than a factor of sqrt(N). If M = 0 or N, S = 1. */
/*          If JOB = 'N' or 'V', S is not referenced. */

/*  SEP     (output) DOUBLE PRECISION */
/*          If JOB = 'V' or 'B', SEP is the estimated reciprocal */
/*          condition number of the specified invariant subspace. If */
/*          M = 0 or N, SEP = norm(T). */
/*          If JOB = 'N' or 'E', SEP is not referenced. */

/*  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          If JOB = 'N', LWORK >= 1; */
/*          if JOB = 'E', LWORK = max(1,M*(N-M)); */
/*          if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)). */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  ZTRSEN first collects the selected eigenvalues by computing a unitary */
/*  transformation Z to move them to the top left corner of T. In other */
/*  words, the selected eigenvalues are the eigenvalues of T11 in: */

/*                Z'*T*Z = ( T11 T12 ) n1 */
/*                         (  0  T22 ) n2 */
/*                            n1  n2 */

/*  where N = n1+n2 and Z' means the conjugate transpose of Z. The first */
/*  n1 columns of Z span the specified invariant subspace of T. */

/*  If T has been obtained from the Schur factorization of a matrix */
/*  A = Q*T*Q', then the reordered Schur factorization of A is given by */
/*  A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the */
/*  corresponding invariant subspace of A. */

/*  The reciprocal condition number of the average of the eigenvalues of */
/*  T11 may be returned in S. S lies between 0 (very badly conditioned) */
/*  and 1 (very well conditioned). It is computed as follows. First we */
/*  compute R so that */

/*                         P = ( I  R ) n1 */
/*                             ( 0  0 ) n2 */
/*                               n1 n2 */

/*  is the projector on the invariant subspace associated with T11. */
/*  R is the solution of the Sylvester equation: */

/*                        T11*R - R*T22 = T12. */

/*  Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote */
/*  the two-norm of M. Then S is computed as the lower bound */

/*                      (1 + F-norm(R)**2)**(-1/2) */

/*  on the reciprocal of 2-norm(P), the true reciprocal condition number. */
/*  S cannot underestimate 1 / 2-norm(P) by more than a factor of */
/*  sqrt(N). */

/*  An approximate error bound for the computed average of the */
/*  eigenvalues of T11 is */

/*                         EPS * norm(T) / S */

/*  where EPS is the machine precision. */

/*  The reciprocal condition number of the right invariant subspace */
/*  spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. */
/*  SEP is defined as the separation of T11 and T22: */

/*                     sep( T11, T22 ) = sigma-min( C ) */

/*  where sigma-min(C) is the smallest singular value of the */
/*  n1*n2-by-n1*n2 matrix */

/*     C  = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) */

/*  I(m) is an m by m identity matrix, and kprod denotes the Kronecker */
/*  product. We estimate sigma-min(C) by the reciprocal of an estimate of */
/*  the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) */
/*  cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). */

/*  When SEP is small, small changes in T can cause large changes in */
/*  the invariant subspace. An approximate bound on the maximum angular */
/*  error in the computed right invariant subspace is */

/*                      EPS * norm(T) / SEP */

/*  ===================================================================== */

/*     Decode and test the input parameters. */

    /* Parameter adjustments */
    --select;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --w;
    --work;

    /* Function Body */
    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;
    wantq = lsame_(compq, "V");

/*     Set M to the number of selected eigenvalues. */

    *m = 0;
    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	if (select[k]) {
	    ++(*m);
	}
    }

    n1 = *m;
    n2 = *n - *m;
    nn = n1 * n2;

    *info = 0;
    lquery = *lwork == -1;

    if (wantsp) {
/* Computing MAX */
	i__1 = 1, i__2 = nn << 1;
	lwmin = max(i__1,i__2);
    } else if (lsame_(job, "N")) {
	lwmin = 1;
    } else if (lsame_(job, "E")) {
	lwmin = max(1,nn);
    }

    if (! lsame_(job, "N") && ! wants && ! wantsp) {
	*info = -1;
    } else if (! lsame_(compq, "N") && ! wantq) {
	*info = -2;
    } else if (*n < 0) {
	*info = -4;
    } else if (*ldt < max(1,*n)) {
	*info = -6;
    } else if (*ldq < 1 || wantq && *ldq < *n) {
	*info = -8;
    } else if (*lwork < lwmin && ! lquery) {
	*info = -14;
    }

    if (*info == 0) {
	work[1].r = (doublereal) lwmin, work[1].i = 0.;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTRSEN", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*m == *n || *m == 0) {
	if (wants) {
	    *s = 1.;
	}
	if (wantsp) {
	    *sep = zlange_("1", n, n, &t[t_offset], ldt, rwork);
	}
	goto L40;
    }

/*     Collect the selected eigenvalues at the top left corner of T. */

    ks = 0;
    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	if (select[k]) {
	    ++ks;

/*           Swap the K-th eigenvalue to position KS. */

	    if (k != ks) {
		ztrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, &k, &
			ks, &ierr);
	    }
	}
    }

    if (wants) {

/*        Solve the Sylvester equation for R: */

/*           T11*R - R*T22 = scale*T12 */

	zlacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1);
	ztrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 
		+ 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr);

/*        Estimate the reciprocal of the condition number of the cluster */
/*        of eigenvalues. */

	rnorm = zlange_("F", &n1, &n2, &work[1], &n1, rwork);
	if (rnorm == 0.) {
	    *s = 1.;
	} else {
	    *s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm));
	}
    }

    if (wantsp) {

/*        Estimate sep(T11,T22). */

	est = 0.;
	kase = 0;
L30:
	zlacn2_(&nn, &work[nn + 1], &work[1], &est, &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

/*              Solve T11*R - R*T22 = scale*X. */

		ztrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 
			1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
			ierr);
	    } else {

/*              Solve T11'*R - R*T22' = scale*X. */

		ztrsyl_("C", "C", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 
			1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &
			ierr);
	    }
	    goto L30;
	}

	*sep = scale / est;
    }

L40:

/*     Copy reordered eigenvalues to W. */

    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	i__2 = k;
	i__3 = k + k * t_dim1;
	w[i__2].r = t[i__3].r, w[i__2].i = t[i__3].i;
    }

    work[1].r = (doublereal) lwmin, work[1].i = 0.;

    return 0;

/*     End of ZTRSEN */

} /* ztrsen_ */
Beispiel #14
0
/* Subroutine */ int zgbcon_(char *norm, integer *n, integer *kl, integer *ku, 
	 doublecomplex *ab, integer *ldab, integer *ipiv, doublereal *anorm, 
	doublereal *rcond, doublecomplex *work, doublereal *rwork, integer *
	info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, i__1, i__2, i__3;
    doublereal d__1, d__2;
    doublecomplex z__1, z__2;

    /* Builtin functions */
    double d_imag(doublecomplex *);

    /* Local variables */
    integer j;
    doublecomplex t;
    integer kd, lm, jp, ix, kase, kase1;
    doublereal scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *, 
	    doublecomplex *, integer *, doublecomplex *, integer *);
    logical lnoti;
    extern /* Subroutine */ int zaxpy_(integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), zlacn2_(
	    integer *, doublecomplex *, doublecomplex *, doublereal *, 
	    integer *, integer *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal ainvnm;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    logical onenrm;
    extern /* Subroutine */ int zlatbs_(char *, char *, char *, char *, 
	    integer *, integer *, doublecomplex *, integer *, doublecomplex *, 
	     doublereal *, doublereal *, integer *), zdrscl_(integer *, doublereal *, doublecomplex *, 
	    integer *);
    char normin[1];
    doublereal smlnum;


/*  -- 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 */
/*  ======= */

/*  ZGBCON estimates the reciprocal of the condition number of a complex */
/*  general band matrix A, in either the 1-norm or the infinity-norm, */
/*  using the LU factorization computed by ZGBTRF. */

/*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/*  condition number is computed as */
/*     RCOND = 1 / ( norm(A) * norm(inv(A)) ). */

/*  Arguments */
/*  ========= */

/*  NORM    (input) CHARACTER*1 */
/*          Specifies whether the 1-norm condition number or the */
/*          infinity-norm condition number is required: */
/*          = '1' or 'O':  1-norm; */
/*          = 'I':         Infinity-norm. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KL      (input) INTEGER */
/*          The number of subdiagonals within the band of A.  KL >= 0. */

/*  KU      (input) INTEGER */
/*          The number of superdiagonals within the band of A.  KU >= 0. */

/*  AB      (input) COMPLEX*16 array, dimension (LDAB,N) */
/*          Details of the LU factorization of the band matrix A, as */
/*          computed by ZGBTRF.  U is stored as an upper triangular band */
/*          matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and */
/*          the multipliers used during the factorization are stored in */
/*          rows KL+KU+2 to 2*KL+KU+1. */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          The pivot indices; for 1 <= i <= N, row i of the matrix was */
/*          interchanged with row IPIV(i). */

/*  ANORM   (input) DOUBLE PRECISION */
/*          If NORM = '1' or 'O', the 1-norm of the original matrix A. */
/*          If NORM = 'I', the infinity-norm of the original matrix A. */

/*  RCOND   (output) DOUBLE PRECISION */
/*          The reciprocal of the condition number of the matrix A, */
/*          computed as RCOND = 1/(norm(A) * norm(inv(A))). */

/*  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 */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    --ipiv;
    --work;
    --rwork;

    /* Function Body */
    *info = 0;
    onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
    if (! onenrm && ! lsame_(norm, "I")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*kl < 0) {
	*info = -3;
    } else if (*ku < 0) {
	*info = -4;
    } else if (*ldab < (*kl << 1) + *ku + 1) {
	*info = -6;
    } else if (*anorm < 0.) {
	*info = -8;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZGBCON", &i__1);
	return 0;
    }

/*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
	*rcond = 1.;
	return 0;
    } else if (*anorm == 0.) {
	return 0;
    }

    smlnum = dlamch_("Safe minimum");

/*     Estimate the norm of inv(A). */

    ainvnm = 0.;
    *(unsigned char *)normin = 'N';
    if (onenrm) {
	kase1 = 1;
    } else {
	kase1 = 2;
    }
    kd = *kl + *ku + 1;
    lnoti = *kl > 0;
    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == kase1) {

/*           Multiply by inv(L). */

	    if (lnoti) {
		i__1 = *n - 1;
		for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		    i__2 = *kl, i__3 = *n - j;
		    lm = min(i__2,i__3);
		    jp = ipiv[j];
		    i__2 = jp;
		    t.r = work[i__2].r, t.i = work[i__2].i;
		    if (jp != j) {
			i__2 = jp;
			i__3 = j;
			work[i__2].r = work[i__3].r, work[i__2].i = work[i__3]
				.i;
			i__2 = j;
			work[i__2].r = t.r, work[i__2].i = t.i;
		    }
		    z__1.r = -t.r, z__1.i = -t.i;
		    zaxpy_(&lm, &z__1, &ab[kd + 1 + j * ab_dim1], &c__1, &
			    work[j + 1], &c__1);
/* L20: */
		}
	    }

/*           Multiply by inv(U). */

	    i__1 = *kl + *ku;
	    zlatbs_("Upper", "No transpose", "Non-unit", normin, n, &i__1, &
		    ab[ab_offset], ldab, &work[1], &scale, &rwork[1], info);
	} else {

/*           Multiply by inv(U'). */

	    i__1 = *kl + *ku;
	    zlatbs_("Upper", "Conjugate transpose", "Non-unit", normin, n, &
		    i__1, &ab[ab_offset], ldab, &work[1], &scale, &rwork[1], 
		    info);

/*           Multiply by inv(L'). */

	    if (lnoti) {
		for (j = *n - 1; j >= 1; --j) {
/* Computing MIN */
		    i__1 = *kl, i__2 = *n - j;
		    lm = min(i__1,i__2);
		    i__1 = j;
		    i__2 = j;
		    zdotc_(&z__2, &lm, &ab[kd + 1 + j * ab_dim1], &c__1, &
			    work[j + 1], &c__1);
		    z__1.r = work[i__2].r - z__2.r, z__1.i = work[i__2].i - 
			    z__2.i;
		    work[i__1].r = z__1.r, work[i__1].i = z__1.i;
		    jp = ipiv[j];
		    if (jp != j) {
			i__1 = jp;
			t.r = work[i__1].r, t.i = work[i__1].i;
			i__1 = jp;
			i__2 = j;
			work[i__1].r = work[i__2].r, work[i__1].i = work[i__2]
				.i;
			i__1 = j;
			work[i__1].r = t.r, work[i__1].i = t.i;
		    }
/* L30: */
		}
	    }
	}

/*        Divide X by 1/SCALE if doing so will not cause overflow. */

	*(unsigned char *)normin = 'Y';
	if (scale != 1.) {
	    ix = izamax_(n, &work[1], &c__1);
	    i__1 = ix;
	    if (scale < ((d__1 = work[i__1].r, abs(d__1)) + (d__2 = d_imag(&
		    work[ix]), abs(d__2))) * smlnum || scale == 0.) {
		goto L40;
	    }
	    zdrscl_(n, &scale, &work[1], &c__1);
	}
	goto L10;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	*rcond = 1. / ainvnm / *anorm;
    }

L40:
    return 0;

/*     End of ZGBCON */

} /* zgbcon_ */
Beispiel #15
0
/* Subroutine */ int zgtrfs_(char *trans, integer *n, integer *nrhs, 
	doublecomplex *dl, doublecomplex *d__, doublecomplex *du, 
	doublecomplex *dlf, doublecomplex *df, doublecomplex *duf, 
	doublecomplex *du2, integer *ipiv, doublecomplex *b, integer *ldb, 
	doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, 
	doublecomplex *work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5, 
	    i__6, i__7, i__8, i__9;
    doublereal d__1, d__2, d__3, d__4, d__5, d__6, d__7, d__8, d__9, d__10, 
	    d__11, d__12, d__13, d__14;
    doublecomplex z__1;

    /* Local variables */
    integer i__, j;
    doublereal s;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    integer isave[3], count;
    doublereal safmin;
    logical notran;
    char transn[1], transt[1];
    doublereal lstres;

/*  -- LAPACK routine (version 3.2) -- */
/*     November 2006 */

/*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

/*  Purpose */
/*  ======= */

/*  ZGTRFS improves the computed solution to a system of linear */
/*  equations when the coefficient matrix is tridiagonal, and provides */
/*  error bounds and backward error estimates for the solution. */

/*  Arguments */
/*  ========= */

/*  TRANS   (input) CHARACTER*1 */
/*          Specifies the form of the system of equations: */
/*          = 'N':  A * X = B     (No transpose) */
/*          = 'T':  A**T * X = B  (Transpose) */
/*          = 'C':  A**H * X = B  (Conjugate transpose) */

/*  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 matrix B.  NRHS >= 0. */

/*  DL      (input) COMPLEX*16 array, dimension (N-1) */
/*          The (n-1) subdiagonal elements of A. */

/*  D       (input) COMPLEX*16 array, dimension (N) */
/*          The diagonal elements of A. */

/*  DU      (input) COMPLEX*16 array, dimension (N-1) */
/*          The (n-1) superdiagonal elements of A. */

/*  DLF     (input) COMPLEX*16 array, dimension (N-1) */
/*          The (n-1) multipliers that define the matrix L from the */
/*          LU factorization of A as computed by ZGTTRF. */

/*  DF      (input) COMPLEX*16 array, dimension (N) */
/*          The n diagonal elements of the upper triangular matrix U from */
/*          the LU factorization of A. */

/*  DUF     (input) COMPLEX*16 array, dimension (N-1) */
/*          The (n-1) elements of the first superdiagonal of U. */

/*  DU2     (input) COMPLEX*16 array, dimension (N-2) */
/*          The (n-2) elements of the second superdiagonal of U. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          The pivot indices; for 1 <= i <= n, row i of the matrix was */
/*          interchanged with row IPIV(i).  IPIV(i) will always be either */
/*          i or i+1; IPIV(i) = i indicates a row interchange was not */
/*          required. */

/*  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 ZGTTRS. */
/*          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. */

/*  ===================================================================== */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --dl;
    --d__;
    --du;
    --dlf;
    --df;
    --duf;
    --du2;
    --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;
    notran = lsame_(trans, "N");
    if (! notran && ! lsame_(trans, "T") && ! lsame_(
	    trans, "C")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*ldb < max(1,*n)) {
	*info = -13;
    } else if (*ldx < max(1,*n)) {
	*info = -15;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZGTRFS", &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.;
	}
	return 0;
    }

    if (notran) {
	*(unsigned char *)transn = 'N';
	*(unsigned char *)transt = 'C';
    } else {
	*(unsigned char *)transn = 'C';
	*(unsigned char *)transt = 'N';
    }

/*     NZ = maximum number of nonzero elements in each row of A, plus 1 */

    nz = 4;
    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 - op(A) * X, */
/*        where op(A) = A, A**T, or A**H, depending on TRANS. */

	zcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
	zlagtm_(trans, n, &c__1, &c_b18, &dl[1], &d__[1], &du[1], &x[j * 
		x_dim1 + 1], ldx, &c_b19, &work[1], n);

/*        Compute abs(op(A))*abs(x) + abs(b) for use in the backward */
/*        error bound. */

	if (notran) {
	    if (*n == 1) {
		i__2 = j * b_dim1 + 1;
		i__3 = j * x_dim1 + 1;
		rwork[1] = (d__1 = b[i__2].r, abs(d__1)) + (d__2 = d_imag(&b[
			j * b_dim1 + 1]), abs(d__2)) + ((d__3 = d__[1].r, abs(
			d__3)) + (d__4 = d_imag(&d__[1]), abs(d__4))) * ((
			d__5 = x[i__3].r, abs(d__5)) + (d__6 = d_imag(&x[j * 
			x_dim1 + 1]), abs(d__6)));
	    } else {
		i__2 = j * b_dim1 + 1;
		i__3 = j * x_dim1 + 1;
		i__4 = j * x_dim1 + 2;
		rwork[1] = (d__1 = b[i__2].r, abs(d__1)) + (d__2 = d_imag(&b[
			j * b_dim1 + 1]), abs(d__2)) + ((d__3 = d__[1].r, abs(
			d__3)) + (d__4 = d_imag(&d__[1]), abs(d__4))) * ((
			d__5 = x[i__3].r, abs(d__5)) + (d__6 = d_imag(&x[j * 
			x_dim1 + 1]), abs(d__6))) + ((d__7 = du[1].r, abs(
			d__7)) + (d__8 = d_imag(&du[1]), abs(d__8))) * ((d__9 
			= x[i__4].r, abs(d__9)) + (d__10 = d_imag(&x[j * 
			x_dim1 + 2]), abs(d__10)));
		i__2 = *n - 1;
		for (i__ = 2; i__ <= i__2; ++i__) {
		    i__3 = i__ + j * b_dim1;
		    i__4 = i__ - 1;
		    i__5 = i__ - 1 + j * x_dim1;
		    i__6 = i__;
		    i__7 = i__ + j * x_dim1;
		    i__8 = i__;
		    i__9 = i__ + 1 + j * x_dim1;
		    rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = 
			    d_imag(&b[i__ + j * b_dim1]), abs(d__2)) + ((d__3 
			    = dl[i__4].r, abs(d__3)) + (d__4 = d_imag(&dl[i__ 
			    - 1]), abs(d__4))) * ((d__5 = x[i__5].r, abs(d__5)
			    ) + (d__6 = d_imag(&x[i__ - 1 + j * x_dim1]), abs(
			    d__6))) + ((d__7 = d__[i__6].r, abs(d__7)) + (
			    d__8 = d_imag(&d__[i__]), abs(d__8))) * ((d__9 = 
			    x[i__7].r, abs(d__9)) + (d__10 = d_imag(&x[i__ + 
			    j * x_dim1]), abs(d__10))) + ((d__11 = du[i__8].r,
			     abs(d__11)) + (d__12 = d_imag(&du[i__]), abs(
			    d__12))) * ((d__13 = x[i__9].r, abs(d__13)) + (
			    d__14 = d_imag(&x[i__ + 1 + j * x_dim1]), abs(
			    d__14)));
		}
		i__2 = *n + j * b_dim1;
		i__3 = *n - 1;
		i__4 = *n - 1 + j * x_dim1;
		i__5 = *n;
		i__6 = *n + j * x_dim1;
		rwork[*n] = (d__1 = b[i__2].r, abs(d__1)) + (d__2 = d_imag(&b[
			*n + j * b_dim1]), abs(d__2)) + ((d__3 = dl[i__3].r, 
			abs(d__3)) + (d__4 = d_imag(&dl[*n - 1]), abs(d__4))) 
			* ((d__5 = x[i__4].r, abs(d__5)) + (d__6 = d_imag(&x[*
			n - 1 + j * x_dim1]), abs(d__6))) + ((d__7 = d__[i__5]
			.r, abs(d__7)) + (d__8 = d_imag(&d__[*n]), abs(d__8)))
			 * ((d__9 = x[i__6].r, abs(d__9)) + (d__10 = d_imag(&
			x[*n + j * x_dim1]), abs(d__10)));
	    }
	} else {
	    if (*n == 1) {
		i__2 = j * b_dim1 + 1;
		i__3 = j * x_dim1 + 1;
		rwork[1] = (d__1 = b[i__2].r, abs(d__1)) + (d__2 = d_imag(&b[
			j * b_dim1 + 1]), abs(d__2)) + ((d__3 = d__[1].r, abs(
			d__3)) + (d__4 = d_imag(&d__[1]), abs(d__4))) * ((
			d__5 = x[i__3].r, abs(d__5)) + (d__6 = d_imag(&x[j * 
			x_dim1 + 1]), abs(d__6)));
	    } else {
		i__2 = j * b_dim1 + 1;
		i__3 = j * x_dim1 + 1;
		i__4 = j * x_dim1 + 2;
		rwork[1] = (d__1 = b[i__2].r, abs(d__1)) + (d__2 = d_imag(&b[
			j * b_dim1 + 1]), abs(d__2)) + ((d__3 = d__[1].r, abs(
			d__3)) + (d__4 = d_imag(&d__[1]), abs(d__4))) * ((
			d__5 = x[i__3].r, abs(d__5)) + (d__6 = d_imag(&x[j * 
			x_dim1 + 1]), abs(d__6))) + ((d__7 = dl[1].r, abs(
			d__7)) + (d__8 = d_imag(&dl[1]), abs(d__8))) * ((d__9 
			= x[i__4].r, abs(d__9)) + (d__10 = d_imag(&x[j * 
			x_dim1 + 2]), abs(d__10)));
		i__2 = *n - 1;
		for (i__ = 2; i__ <= i__2; ++i__) {
		    i__3 = i__ + j * b_dim1;
		    i__4 = i__ - 1;
		    i__5 = i__ - 1 + j * x_dim1;
		    i__6 = i__;
		    i__7 = i__ + j * x_dim1;
		    i__8 = i__;
		    i__9 = i__ + 1 + j * x_dim1;
		    rwork[i__] = (d__1 = b[i__3].r, abs(d__1)) + (d__2 = 
			    d_imag(&b[i__ + j * b_dim1]), abs(d__2)) + ((d__3 
			    = du[i__4].r, abs(d__3)) + (d__4 = d_imag(&du[i__ 
			    - 1]), abs(d__4))) * ((d__5 = x[i__5].r, abs(d__5)
			    ) + (d__6 = d_imag(&x[i__ - 1 + j * x_dim1]), abs(
			    d__6))) + ((d__7 = d__[i__6].r, abs(d__7)) + (
			    d__8 = d_imag(&d__[i__]), abs(d__8))) * ((d__9 = 
			    x[i__7].r, abs(d__9)) + (d__10 = d_imag(&x[i__ + 
			    j * x_dim1]), abs(d__10))) + ((d__11 = dl[i__8].r,
			     abs(d__11)) + (d__12 = d_imag(&dl[i__]), abs(
			    d__12))) * ((d__13 = x[i__9].r, abs(d__13)) + (
			    d__14 = d_imag(&x[i__ + 1 + j * x_dim1]), abs(
			    d__14)));
		}
		i__2 = *n + j * b_dim1;
		i__3 = *n - 1;
		i__4 = *n - 1 + j * x_dim1;
		i__5 = *n;
		i__6 = *n + j * x_dim1;
		rwork[*n] = (d__1 = b[i__2].r, abs(d__1)) + (d__2 = d_imag(&b[
			*n + j * b_dim1]), abs(d__2)) + ((d__3 = du[i__3].r, 
			abs(d__3)) + (d__4 = d_imag(&du[*n - 1]), abs(d__4))) 
			* ((d__5 = x[i__4].r, abs(d__5)) + (d__6 = d_imag(&x[*
			n - 1 + j * x_dim1]), abs(d__6))) + ((d__7 = d__[i__5]
			.r, abs(d__7)) + (d__8 = d_imag(&d__[*n]), abs(d__8)))
			 * ((d__9 = x[i__6].r, abs(d__9)) + (d__10 = d_imag(&
			x[*n + j * x_dim1]), abs(d__10)));
	    }
	}

/*        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 components of the */
/*        numerator and denominator before dividing. */

	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);
	    }
	}
	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. */

	    zgttrs_(trans, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], &ipiv[
		    1], &work[1], n, info);
	    zaxpy_(n, &c_b26, &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(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 ZLACN2 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) ))) */

	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;
	    }
	}

	kase = 0;
L70:
	zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

/*              Multiply by diag(W)*inv(op(A)**H). */

		zgttrs_(transt, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], &
			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;
		}
	    } else {

/*              Multiply by inv(op(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;
		}
		zgttrs_(transn, n, &c__1, &dlf[1], &df[1], &duf[1], &du2[1], &
			ipiv[1], &work[1], n, info);
	    }
	    goto L70;
	}

/*        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);
	}
	if (lstres != 0.) {
	    ferr[j] /= lstres;
	}

    }

    return 0;

/*     End of ZGTRFS */

} /* zgtrfs_ */
Beispiel #16
0
/* Subroutine */ int ztprfs_(char *uplo, char *trans, char *diag, integer *n, 
	integer *nrhs, doublecomplex *ap, doublecomplex *b, integer *ldb, 
	doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, 
	doublecomplex *work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer 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;
    integer kc;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), ztpmv_(
	    char *, char *, char *, integer *, doublecomplex *, doublecomplex 
	    *, integer *), ztpsv_(char *, char *, 
	    char *, integer *, doublecomplex *, doublecomplex *, integer *), zlacn2_(integer *, doublecomplex *, 
	    doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    logical notran;
    char transn[1], transt[1];
    logical nounit;
    doublereal lstres;


/*  -- 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 */
/*  ======= */

/*  ZTPRFS provides error bounds and backward error estimates for the */
/*  solution to a system of linear equations with a triangular packed */
/*  coefficient matrix. */

/*  The solution matrix X must be computed by ZTPTRS or some other */
/*  means before entering this routine.  ZTPRFS does not do iterative */
/*  refinement because doing so cannot improve the backward error. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  A is upper triangular; */
/*          = 'L':  A is lower triangular. */

/*  TRANS   (input) CHARACTER*1 */
/*          Specifies the form of the system of equations: */
/*          = 'N':  A * X = B     (No transpose) */
/*          = 'T':  A**T * X = B  (Transpose) */
/*          = 'C':  A**H * X = B  (Conjugate transpose) */

/*  DIAG    (input) CHARACTER*1 */
/*          = 'N':  A is non-unit triangular; */
/*          = 'U':  A is unit triangular. */

/*  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. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The upper or lower triangular matrix A, packed columnwise in */
/*          a linear array.  The j-th column of A is stored in the array */
/*          AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/*          If DIAG = 'U', the diagonal elements of A are not referenced */
/*          and are assumed to be 1. */

/*  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) COMPLEX*16 array, dimension (LDX,NRHS) */
/*          The 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 */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Statement Functions .. */
/*     .. */
/*     .. Statement Function definitions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    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");
    notran = lsame_(trans, "N");
    nounit = lsame_(diag, "N");

    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (! notran && ! lsame_(trans, "T") && ! 
	    lsame_(trans, "C")) {
	*info = -2;
    } else if (! nounit && ! lsame_(diag, "U")) {
	*info = -3;
    } else if (*n < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*ldx < max(1,*n)) {
	*info = -10;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTPRFS", &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;
    }

    if (notran) {
	*(unsigned char *)transn = 'N';
	*(unsigned char *)transt = 'C';
    } else {
	*(unsigned char *)transn = 'C';
	*(unsigned char *)transt = 'N';
    }

/*     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) {

/*        Compute residual R = B - op(A) * X, */
/*        where op(A) = A, A**T, or A**H, depending on TRANS. */

	zcopy_(n, &x[j * x_dim1 + 1], &c__1, &work[1], &c__1);
	ztpmv_(uplo, trans, diag, n, &ap[1], &work[1], &c__1);
	z__1.r = -1., z__1.i = -0.;
	zaxpy_(n, &z__1, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);

/*        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 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));
/* L20: */
	}

	if (notran) {

/*           Compute abs(A)*abs(X) + abs(B). */

	    if (upper) {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			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;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - 1;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - 1]), abs(
				    d__2))) * xk;
/* L30: */
			}
			kc += k;
/* L40: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			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 = kc + i__ - 1;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - 1]), abs(
				    d__2))) * xk;
/* L50: */
			}
			rwork[k] += xk;
			kc += k;
/* L60: */
		    }
		}
	    } else {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			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 = *n;
			for (i__ = k; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - k]), abs(
				    d__2))) * xk;
/* L70: */
			}
			kc = kc + *n - k + 1;
/* L80: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			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 = *n;
			for (i__ = k + 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (
				    d__2 = d_imag(&ap[kc + i__ - k]), abs(
				    d__2))) * xk;
/* L90: */
			}
			rwork[k] += xk;
			kc = kc + *n - k + 1;
/* L100: */
		    }
		}
	    }
	} else {

/*           Compute abs(A**H)*abs(X) + abs(B). */

	    if (upper) {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = 0.;
			i__3 = k;
			for (i__ = 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - 1;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - 1]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L110: */
			}
			rwork[k] += s;
			kc += k;
/* L120: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			s = (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 = kc + i__ - 1;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - 1]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L130: */
			}
			rwork[k] += s;
			kc += k;
/* L140: */
		    }
		}
	    } else {
		kc = 1;
		if (nounit) {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			s = 0.;
			i__3 = *n;
			for (i__ = k; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - k]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L150: */
			}
			rwork[k] += s;
			kc = kc + *n - k + 1;
/* L160: */
		    }
		} else {
		    i__2 = *n;
		    for (k = 1; k <= i__2; ++k) {
			i__3 = k + j * x_dim1;
			s = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[
				k + j * x_dim1]), abs(d__2));
			i__3 = *n;
			for (i__ = k + 1; i__ <= i__3; ++i__) {
			    i__4 = kc + i__ - k;
			    i__5 = i__ + j * x_dim1;
			    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
				    d_imag(&ap[kc + i__ - k]), abs(d__2))) * (
				    (d__3 = x[i__5].r, abs(d__3)) + (d__4 = 
				    d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
/* L170: */
			}
			rwork[k] += s;
			kc = kc + *n - k + 1;
/* L180: */
		    }
		}
	    }
	}
	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);
	    }
/* L190: */
	}
	berr[j] = s;

/*        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 ZLACN2 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) ))) */

	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;
	    }
/* L200: */
	}

	kase = 0;
L210:
	zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

/*              Multiply by diag(W)*inv(op(A)**H). */

		ztpsv_(uplo, transt, diag, n, &ap[1], &work[1], &c__1);
		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;
/* L220: */
		}
	    } else {

/*              Multiply by inv(op(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;
/* L230: */
		}
		ztpsv_(uplo, transn, diag, n, &ap[1], &work[1], &c__1);
	    }
	    goto L210;
	}

/*        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);
/* L240: */
	}
	if (lstres != 0.) {
	    ferr[j] /= lstres;
	}

/* L250: */
    }

    return 0;

/*     End of ZTPRFS */

} /* ztprfs_ */
Beispiel #17
0
/* Subroutine */
int zhprfs_(char *uplo, integer *n, integer *nrhs, doublecomplex *ap, doublecomplex *afp, integer *ipiv, doublecomplex * b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, doublecomplex *work, doublereal *rwork, integer * info)
{
    /* System generated locals */
    integer 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;
    integer ik, kk;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3], count;
    logical upper;
    extern /* Subroutine */
    int zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *), zhpmv_(char *, integer *, doublecomplex *, doublecomplex *, doublecomplex *, integer *, doublecomplex *, 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 zhptrs_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    --ap;
    --afp;
    --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 (*ldb < max(1,*n))
    {
        *info = -8;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -10;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZHPRFS", &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.; // , expr subst
        zhpmv_(uplo, n, &z__1, &ap[1], &x[j * x_dim1 + 1], &c__1, &c_b1, & work[1], &c__1);
        /* Compute componentwise relative backward error from formula */
        /* max(i) ( f2c_abs(R(i)) / ( f2c_abs(A)*f2c_abs(X) + f2c_abs(B) )(i) ) */
        /* where f2c_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, f2c_abs(d__1)) + (d__2 = d_imag(&b[ i__ + j * b_dim1]), f2c_abs(d__2));
            /* L30: */
        }
        /* Compute f2c_abs(A)*f2c_abs(X) + f2c_abs(B). */
        kk = 1;
        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, f2c_abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), f2c_abs(d__2));
                ik = kk;
                i__3 = k - 1;
                for (i__ = 1;
                        i__ <= i__3;
                        ++i__)
                {
                    i__4 = ik;
                    rwork[i__] += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ik]), f2c_abs(d__2))) * xk;
                    i__4 = ik;
                    i__5 = i__ + j * x_dim1;
                    s += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ ik]), f2c_abs(d__2))) * ((d__3 = x[i__5].r, f2c_abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), f2c_abs(d__4) ));
                    ++ik;
                    /* L40: */
                }
                i__3 = kk + k - 1;
                rwork[k] = rwork[k] + (d__1 = ap[i__3].r, f2c_abs(d__1)) * xk + s;
                kk += k;
                /* 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, f2c_abs(d__1)) + (d__2 = d_imag(&x[k + j * x_dim1]), f2c_abs(d__2));
                i__3 = kk;
                rwork[k] += (d__1 = ap[i__3].r, f2c_abs(d__1)) * xk;
                ik = kk + 1;
                i__3 = *n;
                for (i__ = k + 1;
                        i__ <= i__3;
                        ++i__)
                {
                    i__4 = ik;
                    rwork[i__] += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ik]), f2c_abs(d__2))) * xk;
                    i__4 = ik;
                    i__5 = i__ + j * x_dim1;
                    s += ((d__1 = ap[i__4].r, f2c_abs(d__1)) + (d__2 = d_imag(&ap[ ik]), f2c_abs(d__2))) * ((d__3 = x[i__5].r, f2c_abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), f2c_abs(d__4) ));
                    ++ik;
                    /* L60: */
                }
                rwork[k] += s;
                kk += *n - k + 1;
                /* 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, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2))) / rwork[i__]; // , expr subst
                s = max(d__3,d__4);
            }
            else
            {
                /* Computing MAX */
                i__3 = i__;
                d__3 = s;
                d__4 = ((d__1 = work[i__3].r, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2)) + safe1) / (rwork[i__] + safe1); // , expr subst
                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. */
            zhptrs_(uplo, n, &c__1, &afp[1], &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( f2c_abs(inv(A))* */
        /* ( f2c_abs(R) + NZ*EPS*( f2c_abs(A)*f2c_abs(X)+f2c_abs(B) ))) / norm(X) */
        /* where */
        /* norm(Z) is the magnitude of the largest component of Z */
        /* inv(A) is the inverse of A */
        /* f2c_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 f2c_abs(R)+NZ*EPS*(f2c_abs(A)*f2c_abs(X)+f2c_abs(B)) */
        /* is incremented by SAFE1 if the i-th component of */
        /* f2c_abs(A)*f2c_abs(X) + f2c_abs(B) is less than SAFE2. */
        /* Use ZLACN2 to estimate the infinity-norm of the matrix */
        /* inv(A) * diag(W), */
        /* where W = f2c_abs(R) + NZ*EPS*( f2c_abs(A)*f2c_abs(X)+f2c_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, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_abs(d__2)) + nz * eps * rwork[i__] ;
            }
            else
            {
                i__3 = i__;
                rwork[i__] = (d__1 = work[i__3].r, f2c_abs(d__1)) + (d__2 = d_imag(&work[i__]), f2c_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**H). */
                zhptrs_(uplo, n, &c__1, &afp[1], &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; // , expr subst
                    work[i__3].r = z__1.r;
                    work[i__3].i = z__1.i; // , expr subst
                    /* 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; // , expr subst
                    work[i__3].r = z__1.r;
                    work[i__3].i = z__1.i; // , expr subst
                    /* L120: */
                }
                zhptrs_(uplo, n, &c__1, &afp[1], &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, f2c_abs(d__1)) + (d__2 = d_imag(&x[i__ + j * x_dim1]), f2c_abs(d__2)); // , expr subst
            lstres = max(d__3,d__4);
            /* L130: */
        }
        if (lstres != 0.)
        {
            ferr[j] /= lstres;
        }
        /* L140: */
    }
    return 0;
    /* End of ZHPRFS */
}
Beispiel #18
0
/* Subroutine */
int ztrsen_(char *job, char *compq, logical *select, integer *n, doublecomplex *t, integer *ldt, doublecomplex *q, integer *ldq, doublecomplex *w, integer *m, doublereal *s, doublereal *sep, doublecomplex *work, integer *lwork, integer *info)
{
    /* System generated locals */
    integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2, i__3;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    integer k, n1, n2, nn, ks;
    doublereal est;
    integer kase, ierr;
    doublereal scale;
    extern logical lsame_(char *, char *);
    integer isave[3], lwmin;
    logical wantq, wants;
    doublereal rnorm, rwork[1];
    extern /* Subroutine */
    int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *), xerbla_( char *, integer *);
    extern doublereal zlange_(char *, integer *, integer *, doublecomplex *, integer *, doublereal *);
    logical wantbh;
    extern /* Subroutine */
    int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    logical wantsp;
    extern /* Subroutine */
    int ztrexc_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, integer *);
    logical lquery;
    extern /* Subroutine */
    int ztrsyl_(char *, char *, integer *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, doublereal *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Decode and test the input parameters. */
    /* Parameter adjustments */
    --select;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --w;
    --work;
    /* Function Body */
    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;
    wantq = lsame_(compq, "V");
    /* Set M to the number of selected eigenvalues. */
    *m = 0;
    i__1 = *n;
    for (k = 1;
            k <= i__1;
            ++k)
    {
        if (select[k])
        {
            ++(*m);
        }
        /* L10: */
    }
    n1 = *m;
    n2 = *n - *m;
    nn = n1 * n2;
    *info = 0;
    lquery = *lwork == -1;
    if (wantsp)
    {
        /* Computing MAX */
        i__1 = 1;
        i__2 = nn << 1; // , expr subst
        lwmin = max(i__1,i__2);
    }
    else if (lsame_(job, "N"))
    {
        lwmin = 1;
    }
    else if (lsame_(job, "E"))
    {
        lwmin = max(1,nn);
    }
    if (! lsame_(job, "N") && ! wants && ! wantsp)
    {
        *info = -1;
    }
    else if (! lsame_(compq, "N") && ! wantq)
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -4;
    }
    else if (*ldt < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldq < 1 || wantq && *ldq < *n)
    {
        *info = -8;
    }
    else if (*lwork < lwmin && ! lquery)
    {
        *info = -14;
    }
    if (*info == 0)
    {
        work[1].r = (doublereal) lwmin;
        work[1].i = 0.; // , expr subst
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZTRSEN", &i__1);
        return 0;
    }
    else if (lquery)
    {
        return 0;
    }
    /* Quick return if possible */
    if (*m == *n || *m == 0)
    {
        if (wants)
        {
            *s = 1.;
        }
        if (wantsp)
        {
            *sep = zlange_("1", n, n, &t[t_offset], ldt, rwork);
        }
        goto L40;
    }
    /* Collect the selected eigenvalues at the top left corner of T. */
    ks = 0;
    i__1 = *n;
    for (k = 1;
            k <= i__1;
            ++k)
    {
        if (select[k])
        {
            ++ks;
            /* Swap the K-th eigenvalue to position KS. */
            if (k != ks)
            {
                ztrexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, &k, & ks, &ierr);
            }
        }
        /* L20: */
    }
    if (wants)
    {
        /* Solve the Sylvester equation for R: */
        /* T11*R - R*T22 = scale*T12 */
        zlacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1);
        ztrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr);
        /* Estimate the reciprocal of the condition number of the cluster */
        /* of eigenvalues. */
        rnorm = zlange_("F", &n1, &n2, &work[1], &n1, rwork);
        if (rnorm == 0.)
        {
            *s = 1.;
        }
        else
        {
            *s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm));
        }
    }
    if (wantsp)
    {
        /* Estimate sep(T11,T22). */
        est = 0.;
        kase = 0;
L30:
        zlacn2_(&nn, &work[nn + 1], &work[1], &est, &kase, isave);
        if (kase != 0)
        {
            if (kase == 1)
            {
                /* Solve T11*R - R*T22 = scale*X. */
                ztrsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & ierr);
            }
            else
            {
                /* Solve T11**H*R - R*T22**H = scale*X. */
                ztrsyl_("C", "C", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & ierr);
            }
            goto L30;
        }
        *sep = scale / est;
    }
L40: /* Copy reordered eigenvalues to W. */
    i__1 = *n;
    for (k = 1;
            k <= i__1;
            ++k)
    {
        i__2 = k;
        i__3 = k + k * t_dim1;
        w[i__2].r = t[i__3].r;
        w[i__2].i = t[i__3].i; // , expr subst
        /* L50: */
    }
    work[1].r = (doublereal) lwmin;
    work[1].i = 0.; // , expr subst
    return 0;
    /* End of ZTRSEN */
}
Beispiel #19
0
/* Subroutine */
int ztbrfs_(char *uplo, char *trans, char *diag, integer *n, integer *kd, integer *nrhs, doublecomplex *ab, integer *ldab, doublecomplex *b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *ferr, doublereal *berr, doublecomplex *work, doublereal * rwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_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];
    logical upper;
    extern /* Subroutine */
    int ztbmv_(char *, char *, char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *), zcopy_(integer *, doublecomplex *, integer *, doublecomplex *, integer *), ztbsv_(char *, char *, char *, integer *, 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 *);
    logical notran;
    char transn[1], transt[1];
    logical nounit;
    doublereal lstres;
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    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");
    notran = lsame_(trans, "N");
    nounit = lsame_(diag, "N");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (! notran && ! lsame_(trans, "T") && ! lsame_(trans, "C"))
    {
        *info = -2;
    }
    else if (! nounit && ! lsame_(diag, "U"))
    {
        *info = -3;
    }
    else if (*n < 0)
    {
        *info = -4;
    }
    else if (*kd < 0)
    {
        *info = -5;
    }
    else if (*nrhs < 0)
    {
        *info = -6;
    }
    else if (*ldab < *kd + 1)
    {
        *info = -8;
    }
    else if (*ldb < max(1,*n))
    {
        *info = -10;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -12;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZTBRFS", &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;
    }
    if (notran)
    {
        *(unsigned char *)transn = 'N';
        *(unsigned char *)transt = 'C';
    }
    else
    {
        *(unsigned char *)transn = 'C';
        *(unsigned char *)transt = 'N';
    }
    /* NZ = maximum number of nonzero elements in each row of A, plus 1 */
    nz = *kd + 2;
    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)
    {
        /* Compute residual R = B - op(A) * X, */
        /* where op(A) = A, A**T, or A**H, depending on TRANS. */
        zcopy_(n, &x[j * x_dim1 + 1], &c__1, &work[1], &c__1);
        ztbmv_(uplo, trans, diag, n, kd, &ab[ab_offset], ldab, &work[1], & c__1);
        z__1.r = -1.;
        z__1.i = -0.; // , expr subst
        zaxpy_(n, &z__1, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
        /* 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 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));
            /* L20: */
        }
        if (notran)
        {
            /* Compute abs(A)*abs(X) + abs(B). */
            if (upper)
            {
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        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));
                        /* Computing MAX */
                        i__3 = 1;
                        i__4 = k - *kd; // , expr subst
                        i__5 = k;
                        for (i__ = max(i__3,i__4);
                                i__ <= i__5;
                                ++i__)
                        {
                            i__3 = *kd + 1 + i__ - k + k * ab_dim1;
                            rwork[i__] += ((d__1 = ab[i__3].r, abs(d__1)) + ( d__2 = d_imag(&ab[*kd + 1 + i__ - k + k * ab_dim1]), abs(d__2))) * xk;
                            /* L30: */
                        }
                        /* L40: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        i__5 = k + j * x_dim1;
                        xk = (d__1 = x[i__5].r, abs(d__1)) + (d__2 = d_imag(& x[k + j * x_dim1]), abs(d__2));
                        /* Computing MAX */
                        i__5 = 1;
                        i__3 = k - *kd; // , expr subst
                        i__4 = k - 1;
                        for (i__ = max(i__5,i__3);
                                i__ <= i__4;
                                ++i__)
                        {
                            i__5 = *kd + 1 + i__ - k + k * ab_dim1;
                            rwork[i__] += ((d__1 = ab[i__5].r, abs(d__1)) + ( d__2 = d_imag(&ab[*kd + 1 + i__ - k + k * ab_dim1]), abs(d__2))) * xk;
                            /* L50: */
                        }
                        rwork[k] += xk;
                        /* L60: */
                    }
                }
            }
            else
            {
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        i__4 = k + j * x_dim1;
                        xk = (d__1 = x[i__4].r, abs(d__1)) + (d__2 = d_imag(& x[k + j * x_dim1]), abs(d__2));
                        /* Computing MIN */
                        i__5 = *n;
                        i__3 = k + *kd; // , expr subst
                        i__4 = min(i__5,i__3);
                        for (i__ = k;
                                i__ <= i__4;
                                ++i__)
                        {
                            i__5 = i__ + 1 - k + k * ab_dim1;
                            rwork[i__] += ((d__1 = ab[i__5].r, abs(d__1)) + ( d__2 = d_imag(&ab[i__ + 1 - k + k * ab_dim1]), abs(d__2))) * xk;
                            /* L70: */
                        }
                        /* L80: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        i__4 = k + j * x_dim1;
                        xk = (d__1 = x[i__4].r, abs(d__1)) + (d__2 = d_imag(& x[k + j * x_dim1]), abs(d__2));
                        /* Computing MIN */
                        i__5 = *n;
                        i__3 = k + *kd; // , expr subst
                        i__4 = min(i__5,i__3);
                        for (i__ = k + 1;
                                i__ <= i__4;
                                ++i__)
                        {
                            i__5 = i__ + 1 - k + k * ab_dim1;
                            rwork[i__] += ((d__1 = ab[i__5].r, abs(d__1)) + ( d__2 = d_imag(&ab[i__ + 1 - k + k * ab_dim1]), abs(d__2))) * xk;
                            /* L90: */
                        }
                        rwork[k] += xk;
                        /* L100: */
                    }
                }
            }
        }
        else
        {
            /* Compute abs(A**H)*abs(X) + abs(B). */
            if (upper)
            {
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        s = 0.;
                        /* Computing MAX */
                        i__4 = 1;
                        i__5 = k - *kd; // , expr subst
                        i__3 = k;
                        for (i__ = max(i__4,i__5);
                                i__ <= i__3;
                                ++i__)
                        {
                            i__4 = *kd + 1 + i__ - k + k * ab_dim1;
                            i__5 = i__ + j * x_dim1;
                            s += ((d__1 = ab[i__4].r, abs(d__1)) + (d__2 = d_imag(&ab[*kd + 1 + i__ - k + k * ab_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)));
                            /* L110: */
                        }
                        rwork[k] += s;
                        /* L120: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        i__3 = k + j * x_dim1;
                        s = (d__1 = x[i__3].r, abs(d__1)) + (d__2 = d_imag(&x[ k + j * x_dim1]), abs(d__2));
                        /* Computing MAX */
                        i__3 = 1;
                        i__4 = k - *kd; // , expr subst
                        i__5 = k - 1;
                        for (i__ = max(i__3,i__4);
                                i__ <= i__5;
                                ++i__)
                        {
                            i__3 = *kd + 1 + i__ - k + k * ab_dim1;
                            i__4 = i__ + j * x_dim1;
                            s += ((d__1 = ab[i__3].r, abs(d__1)) + (d__2 = d_imag(&ab[*kd + 1 + i__ - k + k * ab_dim1]), abs(d__2))) * ((d__3 = x[i__4] .r, abs(d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
                            /* L130: */
                        }
                        rwork[k] += s;
                        /* L140: */
                    }
                }
            }
            else
            {
                if (nounit)
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        s = 0.;
                        /* Computing MIN */
                        i__3 = *n;
                        i__4 = k + *kd; // , expr subst
                        i__5 = min(i__3,i__4);
                        for (i__ = k;
                                i__ <= i__5;
                                ++i__)
                        {
                            i__3 = i__ + 1 - k + k * ab_dim1;
                            i__4 = i__ + j * x_dim1;
                            s += ((d__1 = ab[i__3].r, abs(d__1)) + (d__2 = d_imag(&ab[i__ + 1 - k + k * ab_dim1]), abs(d__2))) * ((d__3 = x[i__4].r, abs( d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
                            /* L150: */
                        }
                        rwork[k] += s;
                        /* L160: */
                    }
                }
                else
                {
                    i__2 = *n;
                    for (k = 1;
                            k <= i__2;
                            ++k)
                    {
                        i__5 = k + j * x_dim1;
                        s = (d__1 = x[i__5].r, abs(d__1)) + (d__2 = d_imag(&x[ k + j * x_dim1]), abs(d__2));
                        /* Computing MIN */
                        i__3 = *n;
                        i__4 = k + *kd; // , expr subst
                        i__5 = min(i__3,i__4);
                        for (i__ = k + 1;
                                i__ <= i__5;
                                ++i__)
                        {
                            i__3 = i__ + 1 - k + k * ab_dim1;
                            i__4 = i__ + j * x_dim1;
                            s += ((d__1 = ab[i__3].r, abs(d__1)) + (d__2 = d_imag(&ab[i__ + 1 - k + k * ab_dim1]), abs(d__2))) * ((d__3 = x[i__4].r, abs( d__3)) + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)));
                            /* L170: */
                        }
                        rwork[k] += s;
                        /* L180: */
                    }
                }
            }
        }
        s = 0.;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (rwork[i__] > safe2)
            {
                /* Computing MAX */
                i__5 = i__;
                d__3 = s;
                d__4 = ((d__1 = work[i__5].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2))) / rwork[i__]; // , expr subst
                s = max(d__3,d__4);
            }
            else
            {
                /* Computing MAX */
                i__5 = i__;
                d__3 = s;
                d__4 = ((d__1 = work[i__5].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + safe1) / (rwork[i__] + safe1); // , expr subst
                s = max(d__3,d__4);
            }
            /* L190: */
        }
        berr[j] = s;
        /* 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 ZLACN2 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) ))) */
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (rwork[i__] > safe2)
            {
                i__5 = i__;
                rwork[i__] = (d__1 = work[i__5].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] ;
            }
            else
            {
                i__5 = i__;
                rwork[i__] = (d__1 = work[i__5].r, abs(d__1)) + (d__2 = d_imag(&work[i__]), abs(d__2)) + nz * eps * rwork[i__] + safe1;
            }
            /* L200: */
        }
        kase = 0;
L210:
        zlacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
        if (kase != 0)
        {
            if (kase == 1)
            {
                /* Multiply by diag(W)*inv(op(A)**H). */
                ztbsv_(uplo, transt, diag, n, kd, &ab[ab_offset], ldab, &work[ 1], &c__1);
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    i__5 = i__;
                    i__3 = i__;
                    i__4 = i__;
                    z__1.r = rwork[i__3] * work[i__4].r;
                    z__1.i = rwork[i__3] * work[i__4].i; // , expr subst
                    work[i__5].r = z__1.r;
                    work[i__5].i = z__1.i; // , expr subst
                    /* L220: */
                }
            }
            else
            {
                /* Multiply by inv(op(A))*diag(W). */
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    i__5 = i__;
                    i__3 = i__;
                    i__4 = i__;
                    z__1.r = rwork[i__3] * work[i__4].r;
                    z__1.i = rwork[i__3] * work[i__4].i; // , expr subst
                    work[i__5].r = z__1.r;
                    work[i__5].i = z__1.i; // , expr subst
                    /* L230: */
                }
                ztbsv_(uplo, transn, diag, n, kd, &ab[ab_offset], ldab, &work[ 1], &c__1);
            }
            goto L210;
        }
        /* Normalize error. */
        lstres = 0.;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            /* Computing MAX */
            i__5 = i__ + j * x_dim1;
            d__3 = lstres;
            d__4 = (d__1 = x[i__5].r, abs(d__1)) + (d__2 = d_imag(&x[i__ + j * x_dim1]), abs(d__2)); // , expr subst
            lstres = max(d__3,d__4);
            /* L240: */
        }
        if (lstres != 0.)
        {
            ferr[j] /= lstres;
        }
        /* L250: */
    }
    return 0;
    /* End of ZTBRFS */
}
Beispiel #20
0
/* Subroutine */ int zsprfs_(char *uplo, integer *n, integer *nrhs, 
	doublecomplex *ap, doublecomplex *afp, integer *ipiv, doublecomplex *
	b, integer *ldb, doublecomplex *x, integer *ldx, doublereal *ferr, 
	doublereal *berr, doublecomplex *work, doublereal *rwork, integer *
	info)
{
    /* System generated locals */
    integer 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;
    integer ik, kk;
    doublereal xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    extern logical lsame_(char *, char *);
    integer isave[3], count;
    logical upper;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *), zaxpy_(integer *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, integer *), zspmv_(
	    char *, integer *, doublecomplex *, doublecomplex *, 
	    doublecomplex *, integer *, doublecomplex *, 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 zsptrs_(char *, integer *, integer *, 
	    doublecomplex *, 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 */
/*  ======= */

/*  ZSPRFS improves the computed solution to a system of linear */
/*  equations when the coefficient matrix is symmetric indefinite */
/*  and packed, 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. */

/*  AP      (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The upper or lower triangle of the symmetric matrix A, packed */
/*          columnwise in a linear array.  The j-th column of A is stored */
/*          in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

/*  AFP     (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/*          The factored form of the matrix A.  AFP contains the block */
/*          diagonal matrix D and the multipliers used to obtain the */
/*          factor U or L from the factorization A = U*D*U**T or */
/*          A = L*D*L**T as computed by ZSPTRF, stored as a packed */
/*          triangular matrix. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          Details of the interchanges and the block structure of D */
/*          as determined by ZSPTRF. */

/*  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 ZSPTRS. */
/*          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 */
    --ap;
    --afp;
    --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 (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*ldx < max(1,*n)) {
	*info = -10;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZSPRFS", &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.;
	zspmv_(uplo, n, &z__1, &ap[1], &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). */

	kk = 1;
	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));
		ik = kk;
		i__3 = k - 1;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    i__4 = ik;
		    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
			    d_imag(&ap[ik]), abs(d__2))) * xk;
		    i__4 = ik;
		    i__5 = i__ + j * x_dim1;
		    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[
			    ik]), abs(d__2))) * ((d__3 = x[i__5].r, abs(d__3))
			     + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)
			    ));
		    ++ik;
/* L40: */
		}
		i__3 = kk + k - 1;
		rwork[k] = rwork[k] + ((d__1 = ap[i__3].r, abs(d__1)) + (d__2 
			= d_imag(&ap[kk + k - 1]), abs(d__2))) * xk + s;
		kk += k;
/* 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 = kk;
		rwork[k] += ((d__1 = ap[i__3].r, abs(d__1)) + (d__2 = d_imag(&
			ap[kk]), abs(d__2))) * xk;
		ik = kk + 1;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    i__4 = ik;
		    rwork[i__] += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = 
			    d_imag(&ap[ik]), abs(d__2))) * xk;
		    i__4 = ik;
		    i__5 = i__ + j * x_dim1;
		    s += ((d__1 = ap[i__4].r, abs(d__1)) + (d__2 = d_imag(&ap[
			    ik]), abs(d__2))) * ((d__3 = x[i__5].r, abs(d__3))
			     + (d__4 = d_imag(&x[i__ + j * x_dim1]), abs(d__4)
			    ));
		    ++ik;
/* L60: */
		}
		rwork[k] += s;
		kk += *n - k + 1;
/* 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. */

	    zsptrs_(uplo, n, &c__1, &afp[1], &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'). */

		zsptrs_(uplo, n, &c__1, &afp[1], &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: */
		}
		zsptrs_(uplo, n, &c__1, &afp[1], &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 ZSPRFS */

} /* zsprfs_ */
Beispiel #21
0
/* Subroutine */
int ztrsna_(char *job, char *howmny, logical *select, integer *n, doublecomplex *t, integer *ldt, doublecomplex *vl, integer *ldvl, doublecomplex *vr, integer *ldvr, doublereal *s, doublereal *sep, integer *mm, integer *m, doublecomplex *work, integer *ldwork, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, work_dim1, work_offset, i__1, i__2, i__3, i__4, i__5;
    doublereal d__1, d__2;
    doublecomplex z__1;
    /* Builtin functions */
    double z_abs(doublecomplex *), d_imag(doublecomplex *);
    /* Local variables */
    integer i__, j, k, ks, ix;
    doublereal eps, est;
    integer kase, ierr;
    doublecomplex prod;
    doublereal lnrm, rnrm, scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Double Complex */
    VOID zdotc_f2c_(doublecomplex *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    doublecomplex dummy[1];
    logical wants;
    doublereal xnorm;
    extern /* Subroutine */
    int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *), dlabad_( doublereal *, doublereal *);
    extern doublereal dznrm2_(integer *, doublecomplex *, integer *), dlamch_( char *);
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal bignum;
    logical wantbh;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    logical somcon;
    extern /* Subroutine */
    int zdrscl_(integer *, doublereal *, doublecomplex *, integer *);
    char normin[1];
    extern /* Subroutine */
    int zlacpy_(char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, integer *);
    doublereal smlnum;
    logical wantsp;
    extern /* Subroutine */
    int zlatrs_(char *, char *, char *, char *, integer *, doublecomplex *, integer *, doublecomplex *, doublereal *, doublereal *, integer *), ztrexc_(char *, integer *, doublecomplex *, integer *, doublecomplex *, integer *, integer *, integer *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Decode and test the input parameters */
    /* Parameter adjustments */
    --select;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    vl_dim1 = *ldvl;
    vl_offset = 1 + vl_dim1;
    vl -= vl_offset;
    vr_dim1 = *ldvr;
    vr_offset = 1 + vr_dim1;
    vr -= vr_offset;
    --s;
    --sep;
    work_dim1 = *ldwork;
    work_offset = 1 + work_dim1;
    work -= work_offset;
    --rwork;
    /* Function Body */
    wantbh = lsame_(job, "B");
    wants = lsame_(job, "E") || wantbh;
    wantsp = lsame_(job, "V") || wantbh;
    somcon = lsame_(howmny, "S");
    /* Set M to the number of eigenpairs for which condition numbers are */
    /* to be computed. */
    if (somcon)
    {
        *m = 0;
        i__1 = *n;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            if (select[j])
            {
                ++(*m);
            }
            /* L10: */
        }
    }
    else
    {
        *m = *n;
    }
    *info = 0;
    if (! wants && ! wantsp)
    {
        *info = -1;
    }
    else if (! lsame_(howmny, "A") && ! somcon)
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -4;
    }
    else if (*ldt < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldvl < 1 || wants && *ldvl < *n)
    {
        *info = -8;
    }
    else if (*ldvr < 1 || wants && *ldvr < *n)
    {
        *info = -10;
    }
    else if (*mm < *m)
    {
        *info = -13;
    }
    else if (*ldwork < 1 || wantsp && *ldwork < *n)
    {
        *info = -16;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZTRSNA", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    if (*n == 1)
    {
        if (somcon)
        {
            if (! select[1])
            {
                return 0;
            }
        }
        if (wants)
        {
            s[1] = 1.;
        }
        if (wantsp)
        {
            sep[1] = z_abs(&t[t_dim1 + 1]);
        }
        return 0;
    }
    /* Get machine constants */
    eps = dlamch_("P");
    smlnum = dlamch_("S") / eps;
    bignum = 1. / smlnum;
    dlabad_(&smlnum, &bignum);
    ks = 1;
    i__1 = *n;
    for (k = 1;
            k <= i__1;
            ++k)
    {
        if (somcon)
        {
            if (! select[k])
            {
                goto L50;
            }
        }
        if (wants)
        {
            /* Compute the reciprocal condition number of the k-th */
            /* eigenvalue. */
            zdotc_f2c_(&z__1, n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * vl_dim1 + 1], &c__1);
            prod.r = z__1.r;
            prod.i = z__1.i; // , expr subst
            rnrm = dznrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
            lnrm = dznrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
            s[ks] = z_abs(&prod) / (rnrm * lnrm);
        }
        if (wantsp)
        {
            /* Estimate the reciprocal condition number of the k-th */
            /* eigenvector. */
            /* Copy the matrix T to the array WORK and swap the k-th */
            /* diagonal element to the (1,1) position. */
            zlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset], ldwork);
            ztrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, &k, & c__1, &ierr);
            /* Form C = T22 - lambda*I in WORK(2:N,2:N). */
            i__2 = *n;
            for (i__ = 2;
                    i__ <= i__2;
                    ++i__)
            {
                i__3 = i__ + i__ * work_dim1;
                i__4 = i__ + i__ * work_dim1;
                i__5 = work_dim1 + 1;
                z__1.r = work[i__4].r - work[i__5].r;
                z__1.i = work[i__4].i - work[i__5].i; // , expr subst
                work[i__3].r = z__1.r;
                work[i__3].i = z__1.i; // , expr subst
                /* L20: */
            }
            /* Estimate a lower bound for the 1-norm of inv(C**H). The 1st */
            /* and (N+1)th columns of WORK are used to store work vectors. */
            sep[ks] = 0.;
            est = 0.;
            kase = 0;
            *(unsigned char *)normin = 'N';
L30:
            i__2 = *n - 1;
            zlacn2_(&i__2, &work[(*n + 1) * work_dim1 + 1], &work[work_offset] , &est, &kase, isave);
            if (kase != 0)
            {
                if (kase == 1)
                {
                    /* Solve C**H*x = scale*b */
                    i__2 = *n - 1;
                    zlatrs_("Upper", "Conjugate transpose", "Nonunit", normin, &i__2, &work[(work_dim1 << 1) + 2], ldwork, & work[work_offset], &scale, &rwork[1], &ierr);
                }
                else
                {
                    /* Solve C*x = scale*b */
                    i__2 = *n - 1;
                    zlatrs_("Upper", "No transpose", "Nonunit", normin, &i__2, &work[(work_dim1 << 1) + 2], ldwork, &work[ work_offset], &scale, &rwork[1], &ierr);
                }
                *(unsigned char *)normin = 'Y';
                if (scale != 1.)
                {
                    /* Multiply by 1/SCALE if doing so will not cause */
                    /* overflow. */
                    i__2 = *n - 1;
                    ix = izamax_(&i__2, &work[work_offset], &c__1);
                    i__2 = ix + work_dim1;
                    xnorm = (d__1 = work[i__2].r, f2c_abs(d__1)) + (d__2 = d_imag( &work[ix + work_dim1]), f2c_abs(d__2));
                    if (scale < xnorm * smlnum || scale == 0.)
                    {
                        goto L40;
                    }
                    zdrscl_(n, &scale, &work[work_offset], &c__1);
                }
                goto L30;
            }
            sep[ks] = 1. / max(est,smlnum);
        }
L40:
        ++ks;
L50:
        ;
    }
    return 0;
    /* End of ZTRSNA */
}
Beispiel #22
0
/* Subroutine */
int zgecon_(char *norm, integer *n, doublecomplex *a, integer *lda, doublereal *anorm, doublereal *rcond, doublecomplex * work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1;
    doublereal d__1, d__2;
    /* Builtin functions */
    double d_imag(doublecomplex *);
    /* Local variables */
    doublereal sl;
    integer ix;
    doublereal su;
    integer kase, kase1;
    doublereal scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Subroutine */
    int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal ainvnm;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    logical onenrm;
    extern /* Subroutine */
    int zdrscl_(integer *, doublereal *, doublecomplex *, integer *);
    char normin[1];
    doublereal smlnum;
    extern /* Subroutine */
    int zlatrs_(char *, char *, char *, char *, integer *, doublecomplex *, integer *, doublecomplex *, doublereal *, doublereal *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic 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;
    --work;
    --rwork;
    /* Function Body */
    *info = 0;
    onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
    if (! onenrm && ! lsame_(norm, "I"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*lda < max(1,*n))
    {
        *info = -4;
    }
    else if (*anorm < 0.)
    {
        *info = -5;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZGECON", &i__1);
        return 0;
    }
    /* Quick return if possible */
    *rcond = 0.;
    if (*n == 0)
    {
        *rcond = 1.;
        return 0;
    }
    else if (*anorm == 0.)
    {
        return 0;
    }
    smlnum = dlamch_("Safe minimum");
    /* Estimate the norm of inv(A). */
    ainvnm = 0.;
    *(unsigned char *)normin = 'N';
    if (onenrm)
    {
        kase1 = 1;
    }
    else
    {
        kase1 = 2;
    }
    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0)
    {
        if (kase == kase1)
        {
            /* Multiply by inv(L). */
            zlatrs_("Lower", "No transpose", "Unit", normin, n, &a[a_offset], lda, &work[1], &sl, &rwork[1], info);
            /* Multiply by inv(U). */
            zlatrs_("Upper", "No transpose", "Non-unit", normin, n, &a[ a_offset], lda, &work[1], &su, &rwork[*n + 1], info);
        }
        else
        {
            /* Multiply by inv(U**H). */
            zlatrs_("Upper", "Conjugate transpose", "Non-unit", normin, n, &a[ a_offset], lda, &work[1], &su, &rwork[*n + 1], info);
            /* Multiply by inv(L**H). */
            zlatrs_("Lower", "Conjugate transpose", "Unit", normin, n, &a[ a_offset], lda, &work[1], &sl, &rwork[1], info);
        }
        /* Divide X by 1/(SL*SU) if doing so will not cause overflow. */
        scale = sl * su;
        *(unsigned char *)normin = 'Y';
        if (scale != 1.)
        {
            ix = izamax_(n, &work[1], &c__1);
            i__1 = ix;
            if (scale < ((d__1 = work[i__1].r, f2c_abs(d__1)) + (d__2 = d_imag(& work[ix]), f2c_abs(d__2))) * smlnum || scale == 0.)
            {
                goto L20;
            }
            zdrscl_(n, &scale, &work[1], &c__1);
        }
        goto L10;
    }
    /* Compute the estimate of the reciprocal condition number. */
    if (ainvnm != 0.)
    {
        *rcond = 1. / ainvnm / *anorm;
    }
L20:
    return 0;
    /* End of ZGECON */
}
Beispiel #23
0
 int ztgsen_(int *ijob, int *wantq, int *wantz, 
	int *select, int *n, doublecomplex *a, int *lda, 
	doublecomplex *b, int *ldb, doublecomplex *alpha, doublecomplex *
	beta, doublecomplex *q, int *ldq, doublecomplex *z__, int *
	ldz, int *m, double *pl, double *pr, double *dif, 
	doublecomplex *work, int *lwork, int *iwork, int *liwork, 
	int *info)
{
    /* System generated locals */
    int a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1, 
	    z_offset, i__1, i__2, i__3;
    doublecomplex z__1, z__2;

    /* Builtin functions */
    double sqrt(double), z_abs(doublecomplex *);
    void d_cnjg(doublecomplex *, doublecomplex *);

    /* Local variables */
    int i__, k, n1, n2, ks, mn2, ijb, kase, ierr;
    double dsum;
    int swap;
    doublecomplex temp1, temp2;
    int isave[3];
    extern  int zscal_(int *, doublecomplex *, 
	    doublecomplex *, int *);
    int wantd;
    int lwmin;
    int wantp;
    extern  int zlacn2_(int *, doublecomplex *, 
	    doublecomplex *, double *, int *, int *);
    int wantd1, wantd2;
    extern double dlamch_(char *);
    double dscale, rdscal, safmin;
    extern  int xerbla_(char *, int *);
    int liwmin;
    extern  int zlacpy_(char *, int *, int *, 
	    doublecomplex *, int *, doublecomplex *, int *), 
	    ztgexc_(int *, int *, int *, doublecomplex *, int 
	    *, doublecomplex *, int *, doublecomplex *, int *, 
	    doublecomplex *, int *, int *, int *, int *), 
	    zlassq_(int *, doublecomplex *, int *, double *, 
	    double *);
    int lquery;
    extern  int ztgsyl_(char *, int *, int *, int 
	    *, doublecomplex *, int *, doublecomplex *, int *, 
	    doublecomplex *, int *, doublecomplex *, int *, 
	    doublecomplex *, int *, doublecomplex *, int *, 
	    double *, double *, doublecomplex *, int *, int *, 
	     int *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     January 2007 */

/*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  ZTGSEN reorders the generalized Schur decomposition of a complex */
/*  matrix pair (A, B) (in terms of an unitary equivalence trans- */
/*  formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues */
/*  appears in the leading diagonal blocks of the pair (A,B). The leading */
/*  columns of Q and Z form unitary bases of the corresponding left and */
/*  right eigenspaces (deflating subspaces). (A, B) must be in */
/*  generalized Schur canonical form, that is, A and B are both upper */
/*  triangular. */

/*  ZTGSEN also computes the generalized eigenvalues */

/*           w(j)= ALPHA(j) / BETA(j) */

/*  of the reordered matrix pair (A, B). */

/*  Optionally, the routine computes estimates of reciprocal condition */
/*  numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11), */
/*  (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s) */
/*  between the matrix pairs (A11, B11) and (A22,B22) that correspond to */
/*  the selected cluster and the eigenvalues outside the cluster, resp., */
/*  and norms of "projections" onto left and right eigenspaces w.r.t. */
/*  the selected cluster in the (1,1)-block. */


/*  Arguments */
/*  ========= */

/*  IJOB    (input) int */
/*          Specifies whether condition numbers are required for the */
/*          cluster of eigenvalues (PL and PR) or the deflating subspaces */
/*          (Difu and Difl): */
/*           =0: Only reorder w.r.t. SELECT. No extras. */
/*           =1: Reciprocal of norms of "projections" onto left and right */
/*               eigenspaces w.r.t. the selected cluster (PL and PR). */
/*           =2: Upper bounds on Difu and Difl. F-norm-based estimate */
/*               (DIF(1:2)). */
/*           =3: Estimate of Difu and Difl. 1-norm-based estimate */
/*               (DIF(1:2)). */
/*               About 5 times as expensive as IJOB = 2. */
/*           =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic */
/*               version to get it all. */
/*           =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above) */

/*  WANTQ   (input) LOGICAL */
/*          .TRUE. : update the left transformation matrix Q; */
/*          .FALSE.: do not update Q. */

/*  WANTZ   (input) LOGICAL */
/*          .TRUE. : update the right transformation matrix Z; */
/*          .FALSE.: do not update Z. */

/*  SELECT  (input) LOGICAL array, dimension (N) */
/*          SELECT specifies the eigenvalues in the selected cluster. To */
/*          select an eigenvalue w(j), SELECT(j) must be set to */
/*          .TRUE.. */

/*  N       (input) INTEGER */
/*          The order of the matrices A and B. N >= 0. */

/*  A       (input/output) COMPLEX*16 array, dimension(LDA,N) */
/*          On entry, the upper triangular matrix A, in generalized */
/*          Schur canonical form. */
/*          On exit, A is overwritten by the reordered matrix A. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A. LDA >= MAX(1,N). */

/*  B       (input/output) COMPLEX*16 array, dimension(LDB,N) */
/*          On entry, the upper triangular matrix B, in generalized */
/*          Schur canonical form. */
/*          On exit, B is overwritten by the reordered matrix B. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. LDB >= MAX(1,N). */

/*  ALPHA   (output) COMPLEX*16 array, dimension (N) */
/*  BETA    (output) COMPLEX*16 array, dimension (N) */
/*          The diagonal elements of A and B, respectively, */
/*          when the pair (A,B) has been reduced to generalized Schur */
/*          form.  ALPHA(i)/BETA(i) i=1,...,N are the generalized */
/*          eigenvalues. */

/*  Q       (input/output) COMPLEX*16 array, dimension (LDQ,N) */
/*          On entry, if WANTQ = .TRUE., Q is an N-by-N matrix. */
/*          On exit, Q has been postmultiplied by the left unitary */
/*          transformation matrix which reorder (A, B); The leading M */
/*          columns of Q form orthonormal bases for the specified pair of */
/*          left eigenspaces (deflating subspaces). */
/*          If WANTQ = .FALSE., Q is not referenced. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of the array Q. LDQ >= 1. */
/*          If WANTQ = .TRUE., LDQ >= N. */

/*  Z       (input/output) COMPLEX*16 array, dimension (LDZ,N) */
/*          On entry, if WANTZ = .TRUE., Z is an N-by-N matrix. */
/*          On exit, Z has been postmultiplied by the left unitary */
/*          transformation matrix which reorder (A, B); The leading M */
/*          columns of Z form orthonormal bases for the specified pair of */
/*          left eigenspaces (deflating subspaces). */
/*          If WANTZ = .FALSE., Z is not referenced. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z. LDZ >= 1. */
/*          If WANTZ = .TRUE., LDZ >= N. */

/*  M       (output) INTEGER */
/*          The dimension of the specified pair of left and right */
/*          eigenspaces, (deflating subspaces) 0 <= M <= N. */

/*  PL      (output) DOUBLE PRECISION */
/*  PR      (output) DOUBLE PRECISION */
/*          If IJOB = 1, 4 or 5, PL, PR are lower bounds on the */
/*          reciprocal  of the norm of "projections" onto left and right */
/*          eigenspace with respect to the selected cluster. */
/*          0 < PL, PR <= 1. */
/*          If M = 0 or M = N, PL = PR  = 1. */
/*          If IJOB = 0, 2 or 3 PL, PR are not referenced. */

/*  DIF     (output) DOUBLE PRECISION array, dimension (2). */
/*          If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl. */
/*          If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on */
/*          Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based */
/*          estimates of Difu and Difl, computed using reversed */
/*          communication with ZLACN2. */
/*          If M = 0 or N, DIF(1:2) = F-norm([A, B]). */
/*          If IJOB = 0 or 1, DIF is not referenced. */

/*  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) */
/*          IF IJOB = 0, WORK is not referenced.  Otherwise, */
/*          on exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. LWORK >=  1 */
/*          If IJOB = 1, 2 or 4, LWORK >=  2*M*(N-M) */
/*          If IJOB = 3 or 5, LWORK >=  4*M*(N-M) */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
/*          IF IJOB = 0, IWORK is not referenced.  Otherwise, */
/*          on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */

/*  LIWORK  (input) INTEGER */
/*          The dimension of the array IWORK. LIWORK >= 1. */
/*          If IJOB = 1, 2 or 4, LIWORK >=  N+2; */
/*          If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M)); */

/*          If LIWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal size of the IWORK array, */
/*          returns this value as the first entry of the IWORK array, and */
/*          no error message related to LIWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*            =0: Successful exit. */
/*            <0: If INFO = -i, the i-th argument had an illegal value. */
/*            =1: Reordering of (A, B) failed because the transformed */
/*                matrix pair (A, B) would be too far from generalized */
/*                Schur form; the problem is very ill-conditioned. */
/*                (A, B) may have been partially reordered. */
/*                If requested, 0 is returned in DIF(*), PL and PR. */


/*  Further Details */
/*  =============== */

/*  ZTGSEN first collects the selected eigenvalues by computing unitary */
/*  U and W that move them to the top left corner of (A, B). In other */
/*  words, the selected eigenvalues are the eigenvalues of (A11, B11) in */

/*                U'*(A, B)*W = (A11 A12) (B11 B12) n1 */
/*                              ( 0  A22),( 0  B22) n2 */
/*                                n1  n2    n1  n2 */

/*  where N = n1+n2 and U' means the conjugate transpose of U. The first */
/*  n1 columns of U and W span the specified pair of left and right */
/*  eigenspaces (deflating subspaces) of (A, B). */

/*  If (A, B) has been obtained from the generalized float Schur */
/*  decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the */
/*  reordered generalized Schur form of (C, D) is given by */

/*           (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)', */

/*  and the first n1 columns of Q*U and Z*W span the corresponding */
/*  deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). */

/*  Note that if the selected eigenvalue is sufficiently ill-conditioned, */
/*  then its value may differ significantly from its value before */
/*  reordering. */

/*  The reciprocal condition numbers of the left and right eigenspaces */
/*  spanned by the first n1 columns of U and W (or Q*U and Z*W) may */
/*  be returned in DIF(1:2), corresponding to Difu and Difl, resp. */

/*  The Difu and Difl are defined as: */

/*       Difu[(A11, B11), (A22, B22)] = sigma-MIN( Zu ) */
/*  and */
/*       Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)], */

/*  where sigma-MIN(Zu) is the smallest singular value of the */
/*  (2*n1*n2)-by-(2*n1*n2) matrix */

/*       Zu = [ kron(In2, A11)  -kron(A22', In1) ] */
/*            [ kron(In2, B11)  -kron(B22', In1) ]. */

/*  Here, Inx is the identity matrix of size nx and A22' is the */
/*  transpose of A22. kron(X, Y) is the Kronecker product between */
/*  the matrices X and Y. */

/*  When DIF(2) is small, small changes in (A, B) can cause large changes */
/*  in the deflating subspace. An approximate (asymptotic) bound on the */
/*  maximum angular error in the computed deflating subspaces is */

/*       EPS * norm((A, B)) / DIF(2), */

/*  where EPS is the machine precision. */

/*  The reciprocal norm of the projectors on the left and right */
/*  eigenspaces associated with (A11, B11) may be returned in PL and PR. */
/*  They are computed as follows. First we compute L and R so that */
/*  P*(A, B)*Q is block diagonal, where */

/*       P = ( I -L ) n1           Q = ( I R ) n1 */
/*           ( 0  I ) n2    and        ( 0 I ) n2 */
/*             n1 n2                    n1 n2 */

/*  and (L, R) is the solution to the generalized Sylvester equation */

/*       A11*R - L*A22 = -A12 */
/*       B11*R - L*B22 = -B12 */

/*  Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2). */
/*  An approximate (asymptotic) bound on the average absolute error of */
/*  the selected eigenvalues is */

/*       EPS * norm((A, B)) / PL. */

/*  There are also global error bounds which valid for perturbations up */
/*  to a certain restriction:  A lower bound (x) on the smallest */
/*  F-norm(E,F) for which an eigenvalue of (A11, B11) may move and */
/*  coalesce with an eigenvalue of (A22, B22) under perturbation (E,F), */
/*  (i.e. (A + E, B + F), is */

/*   x = MIN(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*MAX(1/PL,1/PR)). */

/*  An approximate bound on x can be computed from DIF(1:2), PL and PR. */

/*  If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed */
/*  (L', R') and unperturbed (L, R) left and right deflating subspaces */
/*  associated with the selected cluster in the (1,1)-blocks can be */
/*  bounded as */

/*   max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2)) */
/*   max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2)) */

/*  See LAPACK User's Guide section 4.11 or the following references */
/*  for more information. */

/*  Note that if the default method for computing the Frobenius-norm- */
/*  based estimate DIF is not wanted (see ZLATDF), then the parameter */
/*  IDIFJB (see below) should be changed from 3 to 4 (routine ZLATDF */
/*  (IJOB = 2 will be used)). See ZTGSYL for more details. */

/*  Based on contributions by */
/*     Bo Kagstrom and Peter Poromaa, Department of Computing Science, */
/*     Umea University, S-901 87 Umea, Sweden. */

/*  References */
/*  ========== */

/*  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the */
/*      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in */
/*      M.S. Moonen et al (eds), Linear Algebra for Large Scale and */
/*      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. */

/*  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified */
/*      Eigenvalues of a Regular Matrix Pair (A, B) and Condition */
/*      Estimation: Theory, Algorithms and Software, Report */
/*      UMINF - 94.04, Department of Computing Science, Umea University, */
/*      S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. */
/*      To appear in Numerical Algorithms, 1996. */

/*  [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software */
/*      for Solving the Generalized Sylvester Equation and Estimating the */
/*      Separation between Regular Matrix Pairs, Report UMINF - 93.23, */
/*      Department of Computing Science, Umea University, S-901 87 Umea, */
/*      Sweden, December 1993, Revised April 1994, Also as LAPACK working */
/*      Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, */
/*      1996. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Decode and test the input parameters */

    /* Parameter adjustments */
    --select;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --alpha;
    --beta;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --dif;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    lquery = *lwork == -1 || *liwork == -1;

    if (*ijob < 0 || *ijob > 5) {
	*info = -1;
    } else if (*n < 0) {
	*info = -5;
    } else if (*lda < MAX(1,*n)) {
	*info = -7;
    } else if (*ldb < MAX(1,*n)) {
	*info = -9;
    } else if (*ldq < 1 || *wantq && *ldq < *n) {
	*info = -13;
    } else if (*ldz < 1 || *wantz && *ldz < *n) {
	*info = -15;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTGSEN", &i__1);
	return 0;
    }

    ierr = 0;

    wantp = *ijob == 1 || *ijob >= 4;
    wantd1 = *ijob == 2 || *ijob == 4;
    wantd2 = *ijob == 3 || *ijob == 5;
    wantd = wantd1 || wantd2;

/*     Set M to the dimension of the specified pair of deflating */
/*     subspaces. */

    *m = 0;
    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	i__2 = k;
	i__3 = k + k * a_dim1;
	alpha[i__2].r = a[i__3].r, alpha[i__2].i = a[i__3].i;
	i__2 = k;
	i__3 = k + k * b_dim1;
	beta[i__2].r = b[i__3].r, beta[i__2].i = b[i__3].i;
	if (k < *n) {
	    if (select[k]) {
		++(*m);
	    }
	} else {
	    if (select[*n]) {
		++(*m);
	    }
	}
/* L10: */
    }

    if (*ijob == 1 || *ijob == 2 || *ijob == 4) {
/* Computing MAX */
	i__1 = 1, i__2 = (*m << 1) * (*n - *m);
	lwmin = MAX(i__1,i__2);
/* Computing MAX */
	i__1 = 1, i__2 = *n + 2;
	liwmin = MAX(i__1,i__2);
    } else if (*ijob == 3 || *ijob == 5) {
/* Computing MAX */
	i__1 = 1, i__2 = (*m << 2) * (*n - *m);
	lwmin = MAX(i__1,i__2);
/* Computing MAX */
	i__1 = 1, i__2 = (*m << 1) * (*n - *m), i__1 = MAX(i__1,i__2), i__2 = 
		*n + 2;
	liwmin = MAX(i__1,i__2);
    } else {
	lwmin = 1;
	liwmin = 1;
    }

    work[1].r = (double) lwmin, work[1].i = 0.;
    iwork[1] = liwmin;

    if (*lwork < lwmin && ! lquery) {
	*info = -21;
    } else if (*liwork < liwmin && ! lquery) {
	*info = -23;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZTGSEN", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible. */

    if (*m == *n || *m == 0) {
	if (wantp) {
	    *pl = 1.;
	    *pr = 1.;
	}
	if (wantd) {
	    dscale = 0.;
	    dsum = 1.;
	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		zlassq_(n, &a[i__ * a_dim1 + 1], &c__1, &dscale, &dsum);
		zlassq_(n, &b[i__ * b_dim1 + 1], &c__1, &dscale, &dsum);
/* L20: */
	    }
	    dif[1] = dscale * sqrt(dsum);
	    dif[2] = dif[1];
	}
	goto L70;
    }

/*     Get machine constant */

    safmin = dlamch_("S");

/*     Collect the selected blocks at the top-left corner of (A, B). */

    ks = 0;
    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	swap = select[k];
	if (swap) {
	    ++ks;

/*           Swap the K-th block to position KS. Compute unitary Q */
/*           and Z that will swap adjacent diagonal blocks in (A, B). */

	    if (k != ks) {
		ztgexc_(wantq, wantz, n, &a[a_offset], lda, &b[b_offset], ldb, 
			 &q[q_offset], ldq, &z__[z_offset], ldz, &k, &ks, &
			ierr);
	    }

	    if (ierr > 0) {

/*              Swap is rejected: exit. */

		*info = 1;
		if (wantp) {
		    *pl = 0.;
		    *pr = 0.;
		}
		if (wantd) {
		    dif[1] = 0.;
		    dif[2] = 0.;
		}
		goto L70;
	    }
	}
/* L30: */
    }
    if (wantp) {

/*        Solve generalized Sylvester equation for R and L: */
/*                   A11 * R - L * A22 = A12 */
/*                   B11 * R - L * B22 = B12 */

	n1 = *m;
	n2 = *n - *m;
	i__ = n1 + 1;
	zlacpy_("Full", &n1, &n2, &a[i__ * a_dim1 + 1], lda, &work[1], &n1);
	zlacpy_("Full", &n1, &n2, &b[i__ * b_dim1 + 1], ldb, &work[n1 * n2 + 
		1], &n1);
	ijb = 0;
	i__1 = *lwork - (n1 << 1) * n2;
	ztgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + i__ * a_dim1]
, lda, &work[1], &n1, &b[b_offset], ldb, &b[i__ + i__ * 
		b_dim1], ldb, &work[n1 * n2 + 1], &n1, &dscale, &dif[1], &
		work[(n1 * n2 << 1) + 1], &i__1, &iwork[1], &ierr);

/*        Estimate the reciprocal of norms of "projections" onto */
/*        left and right eigenspaces */

	rdscal = 0.;
	dsum = 1.;
	i__1 = n1 * n2;
	zlassq_(&i__1, &work[1], &c__1, &rdscal, &dsum);
	*pl = rdscal * sqrt(dsum);
	if (*pl == 0.) {
	    *pl = 1.;
	} else {
	    *pl = dscale / (sqrt(dscale * dscale / *pl + *pl) * sqrt(*pl));
	}
	rdscal = 0.;
	dsum = 1.;
	i__1 = n1 * n2;
	zlassq_(&i__1, &work[n1 * n2 + 1], &c__1, &rdscal, &dsum);
	*pr = rdscal * sqrt(dsum);
	if (*pr == 0.) {
	    *pr = 1.;
	} else {
	    *pr = dscale / (sqrt(dscale * dscale / *pr + *pr) * sqrt(*pr));
	}
    }
    if (wantd) {

/*        Compute estimates Difu and Difl. */

	if (wantd1) {
	    n1 = *m;
	    n2 = *n - *m;
	    i__ = n1 + 1;
	    ijb = 3;

/*           Frobenius norm-based Difu estimate. */

	    i__1 = *lwork - (n1 << 1) * n2;
	    ztgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + i__ * 
		    a_dim1], lda, &work[1], &n1, &b[b_offset], ldb, &b[i__ + 
		    i__ * b_dim1], ldb, &work[n1 * n2 + 1], &n1, &dscale, &
		    dif[1], &work[(n1 * n2 << 1) + 1], &i__1, &iwork[1], &
		    ierr);

/*           Frobenius norm-based Difl estimate. */

	    i__1 = *lwork - (n1 << 1) * n2;
	    ztgsyl_("N", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda, &a[
		    a_offset], lda, &work[1], &n2, &b[i__ + i__ * b_dim1], 
		    ldb, &b[b_offset], ldb, &work[n1 * n2 + 1], &n2, &dscale, 
		    &dif[2], &work[(n1 * n2 << 1) + 1], &i__1, &iwork[1], &
		    ierr);
	} else {

/*           Compute 1-norm-based estimates of Difu and Difl using */
/*           reversed communication with ZLACN2. In each step a */
/*           generalized Sylvester equation or a transposed variant */
/*           is solved. */

	    kase = 0;
	    n1 = *m;
	    n2 = *n - *m;
	    i__ = n1 + 1;
	    ijb = 0;
	    mn2 = (n1 << 1) * n2;

/*           1-norm-based estimate of Difu. */

L40:
	    zlacn2_(&mn2, &work[mn2 + 1], &work[1], &dif[1], &kase, isave);
	    if (kase != 0) {
		if (kase == 1) {

/*                 Solve generalized Sylvester equation */

		    i__1 = *lwork - (n1 << 1) * n2;
		    ztgsyl_("N", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + 
			    i__ * a_dim1], lda, &work[1], &n1, &b[b_offset], 
			    ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 + 
			    1], &n1, &dscale, &dif[1], &work[(n1 * n2 << 1) + 
			    1], &i__1, &iwork[1], &ierr);
		} else {

/*                 Solve the transposed variant. */

		    i__1 = *lwork - (n1 << 1) * n2;
		    ztgsyl_("C", &ijb, &n1, &n2, &a[a_offset], lda, &a[i__ + 
			    i__ * a_dim1], lda, &work[1], &n1, &b[b_offset], 
			    ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 + 
			    1], &n1, &dscale, &dif[1], &work[(n1 * n2 << 1) + 
			    1], &i__1, &iwork[1], &ierr);
		}
		goto L40;
	    }
	    dif[1] = dscale / dif[1];

/*           1-norm-based estimate of Difl. */

L50:
	    zlacn2_(&mn2, &work[mn2 + 1], &work[1], &dif[2], &kase, isave);
	    if (kase != 0) {
		if (kase == 1) {

/*                 Solve generalized Sylvester equation */

		    i__1 = *lwork - (n1 << 1) * n2;
		    ztgsyl_("N", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda, 
			    &a[a_offset], lda, &work[1], &n2, &b[i__ + i__ * 
			    b_dim1], ldb, &b[b_offset], ldb, &work[n1 * n2 + 
			    1], &n2, &dscale, &dif[2], &work[(n1 * n2 << 1) + 
			    1], &i__1, &iwork[1], &ierr);
		} else {

/*                 Solve the transposed variant. */

		    i__1 = *lwork - (n1 << 1) * n2;
		    ztgsyl_("C", &ijb, &n2, &n1, &a[i__ + i__ * a_dim1], lda, 
			    &a[a_offset], lda, &work[1], &n2, &b[b_offset], 
			    ldb, &b[i__ + i__ * b_dim1], ldb, &work[n1 * n2 + 
			    1], &n2, &dscale, &dif[2], &work[(n1 * n2 << 1) + 
			    1], &i__1, &iwork[1], &ierr);
		}
		goto L50;
	    }
	    dif[2] = dscale / dif[2];
	}
    }

/*     If B(K,K) is complex, make it float and positive (normalization */
/*     of the generalized Schur form) and Store the generalized */
/*     eigenvalues of reordered pair (A, B) */

    i__1 = *n;
    for (k = 1; k <= i__1; ++k) {
	dscale = z_abs(&b[k + k * b_dim1]);
	if (dscale > safmin) {
	    i__2 = k + k * b_dim1;
	    z__2.r = b[i__2].r / dscale, z__2.i = b[i__2].i / dscale;
	    d_cnjg(&z__1, &z__2);
	    temp1.r = z__1.r, temp1.i = z__1.i;
	    i__2 = k + k * b_dim1;
	    z__1.r = b[i__2].r / dscale, z__1.i = b[i__2].i / dscale;
	    temp2.r = z__1.r, temp2.i = z__1.i;
	    i__2 = k + k * b_dim1;
	    b[i__2].r = dscale, b[i__2].i = 0.;
	    i__2 = *n - k;
	    zscal_(&i__2, &temp1, &b[k + (k + 1) * b_dim1], ldb);
	    i__2 = *n - k + 1;
	    zscal_(&i__2, &temp1, &a[k + k * a_dim1], lda);
	    if (*wantq) {
		zscal_(n, &temp2, &q[k * q_dim1 + 1], &c__1);
	    }
	} else {
	    i__2 = k + k * b_dim1;
	    b[i__2].r = 0., b[i__2].i = 0.;
	}

	i__2 = k;
	i__3 = k + k * a_dim1;
	alpha[i__2].r = a[i__3].r, alpha[i__2].i = a[i__3].i;
	i__2 = k;
	i__3 = k + k * b_dim1;
	beta[i__2].r = b[i__3].r, beta[i__2].i = b[i__3].i;

/* L60: */
    }

L70:

    work[1].r = (double) lwmin, work[1].i = 0.;
    iwork[1] = liwmin;

    return 0;

/*     End of ZTGSEN */

} /* ztgsen_ */
doublereal zla_hercond_x__(char *uplo, integer *n, doublecomplex *a, integer *
	lda, doublecomplex *af, integer *ldaf, integer *ipiv, doublecomplex *
	x, integer *info, doublecomplex *work, doublereal *rwork, ftnlen 
	uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2, i__3, i__4;
    doublereal ret_val, d__1, d__2;
    doublecomplex z__1, z__2;

    /* Local variables */
    integer i__, j;
    logical up;
    doublereal tmp;
    integer kase;
    integer isave[3];
    doublereal anorm;
    doublereal ainvnm;

/*     -- LAPACK routine (version 3.2.1)                                 -- */
/*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
/*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
/*     -- April 2009                                                   -- */

/*     -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/*     -- Univ. of California Berkeley and NAG Ltd.                    -- */

/*  Purpose */
/*  ======= */

/*     ZLA_HERCOND_X computes the infinity norm condition number of */
/*     op(A) * diag(X) where X is a COMPLEX*16 vector. */

/*  Arguments */
/*  ========= */

/*     UPLO    (input) CHARACTER*1 */
/*       = 'U':  Upper triangle of A is stored; */
/*       = 'L':  Lower triangle of A is stored. */

/*     N       (input) INTEGER */
/*     The number of linear equations, i.e., the order of the */
/*     matrix A.  N >= 0. */

/*     A       (input) COMPLEX*16 array, dimension (LDA,N) */
/*     On entry, the N-by-N matrix A. */

/*     LDA     (input) INTEGER */
/*     The leading dimension of the array A.  LDA >= max(1,N). */

/*     AF      (input) COMPLEX*16 array, dimension (LDAF,N) */
/*     The block diagonal matrix D and the multipliers used to */
/*     obtain the factor U or L 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 CHETRF. */

/*     X       (input) COMPLEX*16 array, dimension (N) */
/*     The vector X in the formula op(A) * diag(X). */

/*     INFO    (output) INTEGER */
/*       = 0:  Successful exit. */
/*     i > 0:  The ith argument is invalid. */

/*     WORK    (input) COMPLEX*16 array, dimension (2*N). */
/*     Workspace. */

/*     RWORK   (input) DOUBLE PRECISION array, dimension (N). */
/*     Workspace. */

/*  ===================================================================== */

    /* 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;
    --x;
    --work;
    --rwork;

    /* Function Body */
    ret_val = 0.;

    *info = 0;
    if (*n < 0) {
	*info = -2;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZLA_HERCOND_X", &i__1);
	return ret_val;
    }
    up = FALSE_;
    if (lsame_(uplo, "U")) {
	up = TRUE_;
    }

/*     Compute norm of op(A)*op2(C). */

    anorm = 0.;
    if (up) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
	    i__2 = i__;
	    for (j = 1; j <= i__2; ++j) {
		i__3 = j + i__ * a_dim1;
		i__4 = j;
		z__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			z__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		z__1.r = z__2.r, z__1.i = z__2.i;
		tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), 
			abs(d__2));
	    }
	    i__2 = *n;
	    for (j = i__ + 1; j <= i__2; ++j) {
		i__3 = i__ + j * a_dim1;
		i__4 = j;
		z__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			z__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		z__1.r = z__2.r, z__1.i = z__2.i;
		tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), 
			abs(d__2));
	    }
	    rwork[i__] = tmp;
	    anorm = max(anorm,tmp);
	}
    } else {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
	    i__2 = i__;
	    for (j = 1; j <= i__2; ++j) {
		i__3 = i__ + j * a_dim1;
		i__4 = j;
		z__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			z__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		z__1.r = z__2.r, z__1.i = z__2.i;
		tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), 
			abs(d__2));
	    }
	    i__2 = *n;
	    for (j = i__ + 1; j <= i__2; ++j) {
		i__3 = j + i__ * a_dim1;
		i__4 = j;
		z__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			z__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		z__1.r = z__2.r, z__1.i = z__2.i;
		tmp += (d__1 = z__1.r, abs(d__1)) + (d__2 = d_imag(&z__1), 
			abs(d__2));
	    }
	    rwork[i__] = tmp;
	    anorm = max(anorm,tmp);
	}
    }

/*     Quick return if possible. */

    if (*n == 0) {
	ret_val = 1.;
	return ret_val;
    } else if (anorm == 0.) {
	return ret_val;
    }

/*     Estimate the norm of inv(op(A)). */

    ainvnm = 0.;

    kase = 0;
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == 2) {

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }

	    if (up) {
		zhetrs_("U", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
	    } else {
		zhetrs_("L", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
	    }

/*           Multiply by inv(X). */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		z_div(&z__1, &work[i__], &x[i__]);
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }
	} else {

/*           Multiply by inv(X'). */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		z_div(&z__1, &work[i__], &x[i__]);
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }

	    if (up) {
		zhetrs_("U", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
	    } else {
		zhetrs_("L", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
	    }

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		z__1.r = rwork[i__4] * work[i__3].r, z__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = z__1.r, work[i__2].i = z__1.i;
	    }
	}
	goto L10;
    }

/*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
	ret_val = 1. / ainvnm;
    }

    return ret_val;

} /* zla_hercond_x__ */
Beispiel #25
0
/* Subroutine */ int zsycon_(char *uplo, integer *n, doublecomplex *a,
                             integer *lda, integer *ipiv, doublereal *anorm, doublereal *rcond,
                             doublecomplex *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;

    /* Local variables */
    integer i__, kase;
    integer isave[3];
    logical upper;
    doublereal ainvnm;

    /*  -- LAPACK routine (version 3.2) -- */
    /*     November 2006 */

    /*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

    /*  Purpose */
    /*  ======= */

    /*  ZSYCON estimates the reciprocal of the condition number (in the */
    /*  1-norm) of a complex symmetric matrix A using the factorization */
    /*  A = U*D*U**T or A = L*D*L**T computed by ZSYTRF. */

    /*  An estimate is obtained for norm(inv(A)), and the reciprocal of the */
    /*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). */

    /*  Arguments */
    /*  ========= */

    /*  UPLO    (input) CHARACTER*1 */
    /*          Specifies whether the details of the factorization are stored */
    /*          as an upper or lower triangular matrix. */
    /*          = 'U':  Upper triangular, form is A = U*D*U**T; */
    /*          = 'L':  Lower triangular, form is A = L*D*L**T. */

    /*  N       (input) INTEGER */
    /*          The order of the matrix A.  N >= 0. */

    /*  A       (input) COMPLEX*16 array, dimension (LDA,N) */
    /*          The block diagonal matrix D and the multipliers used to */
    /*          obtain the factor U or L as computed by ZSYTRF. */

    /*  LDA     (input) INTEGER */
    /*          The leading dimension of the array A.  LDA >= max(1,N). */

    /*  IPIV    (input) INTEGER array, dimension (N) */
    /*          Details of the interchanges and the block structure of D */
    /*          as determined by ZSYTRF. */

    /*  ANORM   (input) DOUBLE PRECISION */
    /*          The 1-norm of the original matrix A. */

    /*  RCOND   (output) DOUBLE PRECISION */
    /*          The reciprocal of the condition number of the matrix A, */
    /*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an */
    /*          estimate of the 1-norm of inv(A) computed in this routine. */

    /*  WORK    (workspace) COMPLEX*16 array, dimension (2*N) */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */

    /*  ===================================================================== */

    /*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --ipiv;
    --work;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
        *info = -1;
    } else if (*n < 0) {
        *info = -2;
    } else if (*lda < max(1,*n)) {
        *info = -4;
    } else if (*anorm < 0.) {
        *info = -6;
    }
    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("ZSYCON", &i__1);
        return 0;
    }

    /*     Quick return if possible */

    *rcond = 0.;
    if (*n == 0) {
        *rcond = 1.;
        return 0;
    } else if (*anorm <= 0.) {
        return 0;
    }

    /*     Check that the diagonal matrix D is nonsingular. */

    if (upper) {

        /*        Upper triangular storage: examine D from bottom to top */

        for (i__ = *n; i__ >= 1; --i__) {
            i__1 = i__ + i__ * a_dim1;
            if (ipiv[i__] > 0 && (a[i__1].r == 0. && a[i__1].i == 0.)) {
                return 0;
            }
        }
    } else {

        /*        Lower triangular storage: examine D from top to bottom. */

        i__1 = *n;
        for (i__ = 1; i__ <= i__1; ++i__) {
            i__2 = i__ + i__ * a_dim1;
            if (ipiv[i__] > 0 && (a[i__2].r == 0. && a[i__2].i == 0.)) {
                return 0;
            }
        }
    }

    /*     Estimate the 1-norm of the inverse. */

    kase = 0;
L30:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {

        /*        Multiply by inv(L*D*L') or inv(U*D*U'). */

        zsytrs_(uplo, n, &c__1, &a[a_offset], lda, &ipiv[1], &work[1], n,
                info);
        goto L30;
    }

    /*     Compute the estimate of the reciprocal condition number. */

    if (ainvnm != 0.) {
        *rcond = 1. / ainvnm / *anorm;
    }

    return 0;

    /*     End of ZSYCON */

} /* zsycon_ */
Beispiel #26
0
/* Subroutine */ int zporfs_(char *uplo, integer *n, integer *nrhs, 
	doublecomplex *a, integer *lda, doublecomplex *af, integer *ldaf, 
	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;

    /* Local variables */
    integer i__, j, k;
    doublereal s, xk;
    integer nz;
    doublereal eps;
    integer kase;
    doublereal safe1, safe2;
    integer isave[3], count;
    logical upper;
    doublereal safmin;
    doublereal lstres;

/*  -- LAPACK routine (version 3.2) -- */
/*     November 2006 */

/*     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */

/*  Purpose */
/*  ======= */

/*  ZPORFS improves the computed solution to a system of linear */
/*  equations when the coefficient matrix is Hermitian positive definite, */
/*  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 triangular factor U or L from the Cholesky factorization */
/*          A = U**H*U or A = L*L**H, as computed by ZPOTRF. */

/*  LDAF    (input) INTEGER */
/*          The leading dimension of the array AF.  LDAF >= max(1,N). */

/*  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 ZPOTRS. */
/*          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. */

/*  ==================================================================== */

/*     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;
    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 = -9;
    } else if (*ldx < max(1,*n)) {
	*info = -11;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("ZPORFS", &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.;
	}
	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));
	}

/*        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)));
		}
		i__3 = k + k * a_dim1;
		rwork[k] = rwork[k] + (d__1 = a[i__3].r, abs(d__1)) * xk + s;
	    }
	} 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)));
		}
		rwork[k] += s;
	    }
	}
	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);
	    }
	}
	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. */

	    zpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &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;
	    }
	}

	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'). */

		zpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &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;
		}
	    } 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;
		}
		zpotrs_(uplo, n, &c__1, &af[af_offset], ldaf, &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);
	}
	if (lstres != 0.) {
	    ferr[j] /= lstres;
	}

    }

    return 0;

/*     End of ZPORFS */

} /* zporfs_ */
Beispiel #27
0
/* Subroutine */
int zpbcon_(char *uplo, integer *n, integer *kd, doublecomplex *ab, integer *ldab, doublereal *anorm, doublereal * rcond, doublecomplex *work, doublereal *rwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, i__1;
    doublereal d__1, d__2;
    /* Builtin functions */
    double d_imag(doublecomplex *);
    /* Local variables */
    integer ix, kase;
    doublereal scale;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */
    int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal scalel, scaleu;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal ainvnm;
    extern integer izamax_(integer *, doublecomplex *, integer *);
    extern /* Subroutine */
    int zlatbs_(char *, char *, char *, char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublereal *, doublereal *, integer *), zdrscl_(integer *, doublereal *, doublecomplex *, integer *);
    char normin[1];
    doublereal smlnum;
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    --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 (*kd < 0)
    {
        *info = -3;
    }
    else if (*ldab < *kd + 1)
    {
        *info = -5;
    }
    else if (*anorm < 0.)
    {
        *info = -6;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("ZPBCON", &i__1);
        return 0;
    }
    /* Quick return if possible */
    *rcond = 0.;
    if (*n == 0)
    {
        *rcond = 1.;
        return 0;
    }
    else if (*anorm == 0.)
    {
        return 0;
    }
    smlnum = dlamch_("Safe minimum");
    /* Estimate the 1-norm of the inverse. */
    kase = 0;
    *(unsigned char *)normin = 'N';
L10:
    zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0)
    {
        if (upper)
        {
            /* Multiply by inv(U**H). */
            zlatbs_("Upper", "Conjugate transpose", "Non-unit", normin, n, kd, &ab[ab_offset], ldab, &work[1], &scalel, &rwork[1], info);
            *(unsigned char *)normin = 'Y';
            /* Multiply by inv(U). */
            zlatbs_("Upper", "No transpose", "Non-unit", normin, n, kd, &ab[ ab_offset], ldab, &work[1], &scaleu, &rwork[1], info);
        }
        else
        {
            /* Multiply by inv(L). */
            zlatbs_("Lower", "No transpose", "Non-unit", normin, n, kd, &ab[ ab_offset], ldab, &work[1], &scalel, &rwork[1], info);
            *(unsigned char *)normin = 'Y';
            /* Multiply by inv(L**H). */
            zlatbs_("Lower", "Conjugate transpose", "Non-unit", normin, n, kd, &ab[ab_offset], ldab, &work[1], &scaleu, &rwork[1], info);
        }
        /* Multiply by 1/SCALE if doing so will not cause overflow. */
        scale = scalel * scaleu;
        if (scale != 1.)
        {
            ix = izamax_(n, &work[1], &c__1);
            i__1 = ix;
            if (scale < ((d__1 = work[i__1].r, f2c_abs(d__1)) + (d__2 = d_imag(& work[ix]), f2c_abs(d__2))) * smlnum || scale == 0.)
            {
                goto L20;
            }
            zdrscl_(n, &scale, &work[1], &c__1);
        }
        goto L10;
    }
    /* Compute the estimate of the reciprocal condition number. */
    if (ainvnm != 0.)
    {
        *rcond = 1. / ainvnm / *anorm;
    }
L20:
    return 0;
    /* End of ZPBCON */
}